Search results for: variable fractional-delay filter

Authors: L. L. Ivy-Yap, H. A. Bekhet

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As the Malaysian residential electricity consumption continued to increase rapidly, effective energy policies, which address factors affecting residential electricity consumption, is urgently needed. This study attempts to investigate the relationship between residential electricity consumption (EC), real disposable income (Y), price of electricity (Pe) and population (Po) in Malaysia for 1978-2011 period. Unlike previous studies on Malaysia, the current study focuses on the residential sector, a sector that is important for the contemplation of energy policy. The Phillips-Perron (P-P) unit root test is employed to infer the stationarity of each variable while the bound test is executed to determine the existence of co-integration relationship among the variables, modelled in an Autoregressive Distributed Lag (ARDL) framework. The CUSUM and CUSUM of squares tests are applied to ensure the stability of the model. The results suggest the existence of long-run equilibrium relationship and bidirectional Granger causality between EC and the macroeconomic variables. The empirical findings will help policy makers of Malaysia in developing new monitoring standards of energy consumption. As it is the major contributing factor in economic growth and CO₂ emission, there is a need for more proper planning in Malaysia to attain future targets in order to cut emissions.

Keywords: Co-integration, Elasticity, Granger causality, Malaysia, Residential electricity consumption.

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Authors: Jinliang Yuan, Jong-Sung Yu, Bengt Sundén

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A computational fluid dynamics (CFD) model is developed for rechargeable non-aqueous electrolyte lithium-air batteries with a partial opening for oxygen supply to the cathode. Multi-phase transport phenomena occurred in the battery are considered, including dissolved lithium ions and oxygen gas in the liquid electrolyte, solid-phase electron transfer in the porous functional materials and liquid-phase charge transport in the electrolyte. These transport processes are coupled with the electrochemical reactions at the active surfaces, and effects of discharge reaction-generated solid Li2O2 on the transport properties and the electrochemical reaction rate are evaluated and implemented in the model. The predicted results are discussed and analyzed in terms of the spatial and transient distribution of various parameters, such as local oxygen concentration, reaction rate, variable solid Li2O2 volume fraction and porosity, as well as the effective diffusion coefficients. It is found that the effect of the solid Li2O2 product deposited at the solid active surfaces is significant on the transport phenomena and the overall battery performance.

Keywords: Computational Fluid Dynamics (CFD), Modeling, Multi-phase, Transport Phenomena, Lithium-air battery.

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Authors: Ishapathik Das

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The purpose of this article is to find a method of comparing designs for ordinal regression models using quantile dispersion graphs in the presence of linear predictor misspecification. The true relationship between response variable and the corresponding control variables are usually unknown. Experimenter assumes certain form of the linear predictor of the ordinal regression models. The assumed form of the linear predictor may not be correct always. Thus, the maximum likelihood estimates (MLE) of the unknown parameters of the model may be biased due to misspecification of the linear predictor. In this article, the uncertainty in the linear predictor is represented by an unknown function. An algorithm is provided to estimate the unknown function at the design points where observations are available. The unknown function is estimated at all points in the design region using multivariate parametric kriging. The comparison of the designs are based on a scalar valued function of the mean squared error of prediction (MSEP) matrix, which incorporates both variance and bias of the prediction caused by the misspecification in the linear predictor. The designs are compared using quantile dispersion graphs approach. The graphs also visually depict the robustness of the designs on the changes in the parameter values. Numerical examples are presented to illustrate the proposed methodology.

Keywords: Model misspecification, multivariate kriging, multivariate logistic link, ordinal response models, quantile dispersion graphs.

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Authors: Mbainaibeye Jérôme, Noureddine Ellouze

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Wavelet transforms is a very powerful tools for image compression. One of its advantage is the provision of both spatial and frequency localization of image energy. However, wavelet transform coefficients are defined by both a magnitude and sign. While algorithms exist for efficiently coding the magnitude of the transform coefficients, they are not efficient for the coding of their sign. It is generally assumed that there is no compression gain to be obtained from the coding of the sign. Only recently have some authors begun to investigate the sign of wavelet coefficients in image coding. Some authors have assumed that the sign information bit of wavelet coefficients may be encoded with the estimated probability of 0.5; the same assumption concerns the refinement information bit. In this paper, we propose a new method for Separate Sign Coding (SSC) of wavelet image coefficients. The sign and the magnitude of wavelet image coefficients are examined to obtain their online probabilities. We use the scalar quantization in which the information of the wavelet coefficient to belong to the lower or to the upper sub-interval in the uncertainly interval is also examined. We show that the sign information and the refinement information may be encoded by the probability of approximately 0.5 only after about five bit planes. Two maps are separately entropy encoded: the sign map and the magnitude map. The refinement information of the wavelet coefficient to belong to the lower or to the upper sub-interval in the uncertainly interval is also entropy encoded. An algorithm is developed and simulations are performed on three standard images in grey scale: Lena, Barbara and Cameraman. Five scales are performed using the biorthogonal wavelet transform 9/7 filter bank. The obtained results are compared to JPEG2000 standard in terms of peak signal to noise ration (PSNR) for the three images and in terms of subjective quality (visual quality). It is shown that the proposed method outperforms the JPEG2000. The proposed method is also compared to other codec in the literature. It is shown that the proposed method is very successful and shows its performance in term of PSNR.

Keywords: Image compression, wavelet transform, sign coding, magnitude coding.

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Authors: Zahra Lashgari, Naghmeh Sadat MaghamiTekiyeh

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Recent evidences on liquidity and valuation of securities in the capital markets clearly show the importance of stock market liquidity and valuation of firms. In this paper, relationship between transparency, liquidity, and valuation is studied by using data obtained from 70 companies listed in Tehran Stock Exchange during2003-2012. In this study, discriminatory earnings management, as a sign of lack of transparency and Tobin's Q, was used as the criteria of valuation. The results indicate that there is a significant and reversed relationship between earnings management and liquidity. On the other hand, there is a relationship between liquidity and transparency.The results also indicate a significant relationship between transparency and valuation. Transparency has an indirect effect on firm valuation alone or through the liquidity channel. Although the effect of transparency on the value of a firm was reduced by adding the variable of liquidity, the cumulative effect of transparency and liquidity increased.

Keywords: Firm valuation, Earnings management, Liquidity, Tobin's Q, Transparency.

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Authors: N. Mamode Khan, V. Jowaheer

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In this paper, we apply and compare two generalized estimating equation approaches to the analysis of car breakdowns data in Mauritius. Number of breakdowns experienced by a machinery is a highly under-dispersed count random variable and its value can be attributed to the factors related to the mechanical input and output of that machinery. Analyzing such under-dispersed count observation as a function of the explanatory factors has been a challenging problem. In this paper, we aim at estimating the effects of various factors on the number of breakdowns experienced by a passenger car based on a study performed in Mauritius over a year. We remark that the number of passenger car breakdowns is highly under-dispersed. These data are therefore modelled and analyzed using Com-Poisson regression model. We use the two types of quasi-likelihood estimation approaches to estimate the parameters of the model: marginal and joint generalized quasi-likelihood estimating equation approaches. Under-dispersion parameter is estimated to be around 2.14 justifying the appropriateness of Com-Poisson distribution in modelling underdispersed count responses recorded in this study.

Keywords: Breakdowns, under-dispersion, com-poisson, generalized linear model, marginal quasi-likelihood estimation, joint quasi-likelihood estimation.

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Authors: Jia-Ru Li, Chia-Jung Li, Ching-Wen Lin

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Contrary to negative emotion regulation, coping with positive moods have received less attention in adolescent adjustment. However, some research has found that everyone is different on dealing with their positive emotions, which affects their adaptation and well-being. The purpose of the present study was to investigate the relationship between positive emotions dampening and internalizing behavior problems of adolescent in Taiwan. A survey was conducted and 208 students (12 to14 years old) completed the strengths and difficulties questionnaire (SDQ), the Affect Intensity Measure, and the positive emotions dampening scale. Analysis methods such as descriptive statistics, t-test, Pearson correlations and multiple regression were adapted. The results were as follows: Emotionality and internalizing problem behavior have significant gender differences. Compared to boys, girls have a higher score on negative emotionality and are at a higher risk for internalizing symptoms. However, there are no gender differences on positive emotion dampening. Additionally, in the circumstance that negative emotionality acted as the control variable, positive emotion dampening strategy was (positive) related to internalizing behavior problems. Given the results of this study, it is suggested that coaching deconstructive positive emotion strategies is to assist adolescents with internalizing behavior problems is encouraged.

Keywords: Emotion dampening strategies, internalizing problem behaviors, affect intensity.

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Authors: Roland S. Nattermann, Reiner Anderl

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Existing proceeding-models for the development of mechatronic systems provide a largely parallel action in the detailed development. This parallel approach is to take place also largely independent of one another in the various disciplines involved. An approach for a new proceeding-model provides a further development of existing models to use for the development of Adaptronic Systems. This approach is based on an intermediate integration and an abstract modeling of the adaptronic system. Based on this system-model a simulation of the global system behavior, due to external and internal factors or Forces is developed. For the intermediate integration a special data management system is used. According to the presented approach this data management system has a number of functions that are not part of the "normal" PDM functionality. Therefore a concept for a new data management system for the development of Adaptive system is presented in this paper. This concept divides the functions into six layers. In the first layer a system model is created, which divides the adaptronic system based on its components and the various technical disciplines. Moreover, the parameters and properties of the system are modeled and linked together with the requirements and the system model. The modeled parameters and properties result in a network which is analyzed in the second layer. From this analysis necessary adjustments to individual components for specific manipulation of the system behavior can be determined. The third layer contains an automatic abstract simulation of the system behavior. This simulation is a precursor for network analysis and serves as a filter. By the network analysis and simulation changes to system components are examined and necessary adjustments to other components are calculated. The other layers of the concept treat the automatic calculation of system reliability, the "normal" PDM-functionality and the integration of discipline-specific data into the system model. A prototypical implementation of an appropriate data management with the addition of an automatic system development is being implemented using the data management system ENOVIA SmarTeam V5 and the simulation system MATLAB.

Keywords: Adaptronic, Data-Management, LOEWE-CentreAdRIA

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Authors: Mohammed Mahmood, Walid Tizani, Carlo Sansour

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In this paper, experimental testing and numerical analysis were used to investigate the effect of tube thickness on the face bending for concrete filled hollow sections connected to other structural members using Extended Hollobolts. Six samples were tested experimentally by applying pull-out load on the bolts. These samples were designed to fail by column face bending. The main variable in all tests is the column face thickness. Finite element analyses were also performed using ABAQUS 6.11 to extend the experimental results and to quantify the effect of column face thickness. Results show that, the column face thickness has a clear impact on the connection strength and stiffness. However, the amount of improvement in the connection stiffness by changing the column face thickness from 5mm to 6.3mm seems to be higher than that when increasing it from 6.3mm to 8mm. The displacement at which the bolts start pulling-out from their holes increased with the use of thinner column face due to the high flexibility of the section. At the ultimate strength, the yielding of the column face propagated to the column corner and there was no yielding in its walls. After the ultimate resistance is reached, the propagation of the yielding was mainly in the column face with a miner yielding in the walls.

Keywords: Anchored bolted connection, Extended Hollobolt, Column faces bending and concrete filled hollow sections.

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Authors: Farzaneh Ahmadzadeh

Abstract:

Quality control charts are very effective in detecting out of control signals but when a control chart signals an out of control condition of the process mean, searching for a special cause in the vicinity of the signal time would not always lead to prompt identification of the source(s) of the out of control condition as the change point in the process parameter(s) is usually different from the signal time. It is very important to manufacturer to determine at what point and which parameters in the past caused the signal. Early warning of process change would expedite the search for the special causes and enhance quality at lower cost. In this paper the quality variables under investigation are assumed to follow a multivariate normal distribution with known means and variance-covariance matrix and the process means after one step change remain at the new level until the special cause is being identified and removed, also it is supposed that only one variable could be changed at the same time. This research applies artificial neural network (ANN) to identify the time the change occurred and the parameter which caused the change or shift. The performance of the approach was assessed through a computer simulation experiment. The results show that neural network performs effectively and equally well for the whole shift magnitude which has been considered.

Keywords: Artificial neural network, change point estimation, monte carlo simulation, multivariate exponentially weighted movingaverage

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Authors: Federico Pérez González, Iñaki Goirizelaia Ordorika, Pedro Iriondo Bengoa

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In this work a new method for low complexity image coding is presented, that permits different settings and great scalability in the generation of the final bit stream. This coding presents a continuous-tone still image compression system that groups loss and lossless compression making use of finite arithmetic reversible transforms. Both transformation in the space of color and wavelet transformation are reversible. The transformed coefficients are coded by means of a coding system in depending on a subdivision into smaller components (CFDS) similar to the bit importance codification. The subcomponents so obtained are reordered by means of a highly configure alignment system depending on the application that makes possible the re-configure of the elements of the image and obtaining different importance levels from which the bit stream will be generated. The subcomponents of each importance level are coded using a variable length entropy coding system (VBLm) that permits the generation of an embedded bit stream. This bit stream supposes itself a bit stream that codes a compressed still image. However, the use of a packing system on the bit stream after the VBLm allows the realization of a final highly scalable bit stream from a basic image level and one or several improvement levels.

Keywords: Image compression, wavelet transform, highly scalable, reversible transform, embedded, subcomponents.

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Authors: A. Samraj, S. Sayeed, J. E. Raja., J. Hossen, A. Rahman

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Monitoring the tool flank wear without affecting the throughput is considered as the prudent method in production technology. The examination has to be done without affecting the machining process. In this paper we proposed a novel work that is used to determine tool flank wear by observing the sound signals emitted during the turning process. The work-piece material we used here is steel and aluminum and the cutting insert was carbide material. Two different cutting speeds were used in this work. The feed rate and the cutting depth were constant whereas the flank wear was a variable. The emitted sound signal of a fresh tool (0 mm flank wear) a slightly worn tool (0.2 -0.25 mm flank wear) and a severely worn tool (0.4mm and above flank wear) during turning process were recorded separately using a high sensitive microphone. Analysis using Singular Value Decomposition was done on these sound signals to extract the feature sound components. Observation of the results showed that an increase in tool flank wear correlates with an increase in the values of SVD features produced out of the sound signals for both the materials. Hence it can be concluded that wear monitoring of tool flank during turning process using SVD features with the Fuzzy C means classification on the emitted sound signal is a potential and relatively simple method.

Keywords: Fuzzy c means, Microphone, Singular ValueDecomposition, Tool Flank Wear.

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Authors: Norazah Mohd Suki, Norbayah Mohd Suki

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This study proposes a conceptual model and empirically tests the relationships between customers and librarians (i.e. tangibles, responsiveness, assurance, reliability and empathy) with a dependent variable (customer satisfaction) regarding library services. The SERVQUAL instrument was administered to 100 respondents which comprises of staff and students at a public higher learning institution in the Federal Territory of Labuan, Malaysia. They were public university library users. Results revealed that all service quality dimensions tested were significant and influenced customer satisfaction of visitors to a public university library. Assurance is the most important factor that influences customer satisfaction with the services rendered by the librarian. It is imperative for the library management to take note that the top five service attributes that gained greatest attention from library visitors- perspective includes employee willingness to help customers, availability of customer representatives online for response to queries, library staff actively and promptly provide services, signs in the building are clear and library staff are friendly and courteous. This study provides valuable results concerning the determinants of the service quality and customer satisfaction of public university library services from the users' perspective.

Keywords: Service Quality, Customer Satisfaction, SERVQUAL Model, Multiple Regression Analysis

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Authors: Mohammed Golam Sarwer, Lai Man Po, Kai Guo, Q.M. Jonathan Wu

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In H.264/AVC video encoding, rate-distortion optimization for mode selection plays a significant role to achieve outstanding performance in compression efficiency and video quality. However, this mode selection process also makes the encoding process extremely complex, especially in the computation of the ratedistortion cost function, which includes the computations of the sum of squared difference (SSD) between the original and reconstructed image blocks and context-based entropy coding of the block. In this paper, a transform-domain rate-distortion optimization accelerator based on fast SSD (FSSD) and VLC-based rate estimation algorithm is proposed. This algorithm could significantly simplify the hardware architecture for the rate-distortion cost computation with only ignorable performance degradation. An efficient hardware structure for implementing the proposed transform-domain rate-distortion optimization accelerator is also proposed. Simulation results demonstrated that the proposed algorithm reduces about 47% of total encoding time with negligible degradation of coding performance. The proposed method can be easily applied to many mobile video application areas such as a digital camera and a DMB (Digital Multimedia Broadcasting) phone.

Keywords: Context-adaptive variable length coding (CAVLC), H.264/AVC, rate-distortion optimization (RDO), sum of squareddifference (SSD).

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Authors: Murat Dicleli, Ali Salem Milani

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In this paper, a summary of analytical and experimental studies into the behavior of a new hysteretic damper, designed for seismic protection of structures is presented. The Multidirectional Torsional Hysteretic Damper (MRSD) is a patented invention in which a symmetrical arrangement of identical cylindrical steel cores is so configured as to yield in torsion while the structure experiences planar movements due to earthquake shakings. The new device has certain desirable properties. Notably, it is characterized by a variable and controllable-via-design post-elastic stiffness. The mentioned property is a result of MRSD’s kinematic configuration which produces this geometric hardening, rather than being a secondary large-displacement effect. Additionally, the new system is capable of reaching high force and displacement capacities, shows high levels of damping, and very stable cyclic response. The device has gone through many stages of design refinement, multiple prototype verification tests and development of design guide-lines and computer codes to facilitate its implementation in practice. Practicality of the new device, as offspring of an academic sphere, is assured through extensive collaboration with industry in its final design stages, prototyping and verification test programs.

Keywords: Seismic, isolation, damper, adaptive stiffness.

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Authors: Jia-Shiun Chen, Hsiu-Ying Hwang

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Hybrid electric vehicles can reduce pollution and improve fuel economy. Power-split hybrid electric vehicles (HEVs) provide two power paths between the internal combustion engine (ICE) and energy storage system (ESS) through the gears of an electrically variable transmission (EVT). EVT allows ICE to operate independently from vehicle speed all the time. Therefore, the ICE can operate in the efficient region of its characteristic brake specific fuel consumption (BSFC) map. The two-mode powertrain can operate in input-split or compound-split EVT modes and in four different fixed gear configurations. Power-split architecture is advantageous because it combines conventional series and parallel power paths. This research focuses on input-split and compound-split modes in the two-mode power-split powertrain. Fuzzy Logic Control (FLC) for an internal combustion engine (ICE) and PI control for electric machines (EMs) are derived for the urban driving cycle simulation. These control algorithms reduce vehicle fuel consumption and improve ICE efficiency while maintaining the state of charge (SOC) of the energy storage system in an efficient range.

Keywords: Hybrid electric vehicle, fuel economy, two-mode hybrid, fuzzy control.

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Authors: Abdellatif Kasbi, Abderrafii Rahali

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In an electric power grid connected wind generation system, dynamic control strategy is essential to use the wind energy efficiently as well as for an energy optimization. The present study has focused on decoupled power regulation of doubly fed induction generator, operating in wind turbine, in accordance with the vector control approach by applying fractional order proportional integral (FOPI) controller. The FOPI controller is designed based on a simple method; up such that the response of closed loop process is similar to the response of a specified fractional model whose transfer function is Bode’s ideal function. In this tuning operation, the parameters of the proposed fractional controller are established analytically using the impulse closed-loop response of the controlled process. To show the superior action of the developed FOPI controller in comparison with standard PI controller in different function conditions, the study is validated through simulation using the software MATLAB/Simulink.

Keywords: Wind generation system, DFIG, vector control approach, fractional order PI controller, Bode’s ideal transfer function, impulse response.

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Authors: Vijay Shankar

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Evapotranspiration (ET) is a major component of the hydrologic cycle and its accurate estimation is essential for hydrological studies. In past, various estimation methods have been developed for different climatological data, and the accuracy of these methods varies with climatic conditions. Reference crop evapotranspiration (ET0) is a key variable in procedures established for estimating evapotranspiration rates of agricultural crops. Values of ET0 are used with crop coefficients for many aspects of irrigation and water resources planning and management. Numerous methods are used for estimating ET0. As per internationally accepted procedures outlined in the United Nations Food and Agriculture Organization-s Irrigation and Drainage Paper No. 56(FAO-56), use of Penman-Monteith equation is recommended for computing ET0 from ground based climatological observations. In the present study, seven methods have been selected for performance evaluation. User friendly software has been developed using programming language visual basic. The visual basic has ability to create graphical environment using less coding. For given data availability the developed software estimates reference evapotranspiration for any given area and period for which data is available. The accuracy of the software has been checked by the examples given in FAO-56.The developed software is a user friendly tool for estimating ET0 under different data availability and climatic conditions.

Keywords: Crop coefficient, Crop evapotranspiration, Field moisture, Irrigation Scheduling.

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Authors: Morteza Raei Dehaghi, Seyed Mohammad Mirhashemi

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The current study explored the effect of economic development, financial development and institutional quality on environmental destruction in upper-middle income countries during the time period of 1999-2011. The dependent variable is logarithm of carbon dioxide emissions that can be considered as an index for destruction or quality of the environment given to its effects on the environment. Financial development and institutional development variables as well as some control variables were considered. In order to study cross-sectional correlation among the countries under study, Pesaran and Friz test was used. Since the results of both tests show cross-sectional correlation in the countries under study, seemingly unrelated regression method was utilized for model estimation. The results disclosed that Kuznets’ environmental curve hypothesis is confirmed in upper-middle income countries and also, financial development and institutional quality have a significant effect on environmental quality. The results of this study can be considered by policy makers in countries with different income groups to have access to a growth accompanied by improved environmental quality.

Keywords: Economic Development, Environmental Destruction, Financial Development, Institutional Development, Seemingly Unrelated Regression.

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Authors: Farhad Asadi, Hossein Sadati

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In fields such as neuroscience and especially in cognition modeling of mental processes, uncertainty processing in temporal zone of signal is vital. In this paper, Bayesian online inferences in estimation of change-points location in signal are constructed. This method separated the observed signal into independent series and studies the change and variation of the regime of data locally with related statistical characteristics. We give conditions on simulations of the method when the data characteristics of signals vary, and provide empirical evidence to show the performance of method. It is verified that correlation between series around the change point location and its characteristics such as Signal to Noise Ratios and mean value of signal has important factor on fluctuating in finding proper location of change point. And one of the main contributions of this study is related to representing of these influences of signal statistical characteristics for finding abrupt variation in signal. There are two different structures for simulations which in first case one abrupt change in temporal section of signal is considered with variable position and secondly multiple variations are considered. Finally, influence of statistical characteristic for changing the location of change point is explained in details in simulation results with different artificial signals.

Keywords: Time series, fluctuation in statistical characteristics, optimal learning.

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Authors: Sanjeev Sharma, Manoj Sahni

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Transition theory has been used to derive the elasticplastic and transitional stresses. Results obtained have been discussed numerically and depicted graphically. It is observed that the rotating disk made of incompressible material with inclusion require higher angular speed to yield at the internal surface as compared to disk made of compressible material. It is seen that the radial and circumferential stresses are maximum at the internal surface with and without edge load (for flat disk). With the increase in thickness parameter (k = 2, 4), the circumferential stress is maximum at the external surface while the radial stress is maximum at the internal surface. From the figures drawn the disk with exponentially varying thickness (k = 2), high angular speed is required for initial yielding at internal surface as compared to flat disk and exponentially varying thickness for k = 4 onwards. It is concluded that the disk made of isotropic compressible material is on the safer side of the design as compared to disk made of isotropic incompressible material as it requires higher percentage increase in an angular speed to become fully plastic from its initial yielding.

Keywords: Finite deformation, Incompressibility, Transitionalstresses, Elastic-plastic.

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Authors: Farhad Kolahan, A. Hamid Khajavi

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Abrasive waterjet is a novel machining process capable of processing wide range of hard-to-machine materials. This research addresses modeling and optimization of the process parameters for this machining technique. To model the process a set of experimental data has been used to evaluate the effects of various parameter settings in cutting 6063-T6 aluminum alloy. The process variables considered here include nozzle diameter, jet traverse rate, jet pressure and abrasive flow rate. Depth of cut, as one of the most important output characteristics, has been evaluated based on different parameter settings. The Taguchi method and regression modeling are used in order to establish the relationships between input and output parameters. The adequacy of the model is evaluated using analysis of variance (ANOVA) technique. The pairwise effects of process parameters settings on process response outputs are also shown graphically. The proposed model is then embedded into a Simulated Annealing algorithm to optimize the process parameters. The optimization is carried out for any desired values of depth of cut. The objective is to determine proper levels of process parameters in order to obtain a certain level of depth of cut. Computational results demonstrate that the proposed solution procedure is quite effective in solving such multi-variable problems.

Keywords: AWJ cutting, Mathematical modeling, Simulated Annealing, Optimization

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Authors: K. N. C. Njoku, Chinwendu Best Eleje, Christian Chukwuemeka Nwandu

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One of the problems facing most insurance companies is how best the burden of paying claims to its policy holders can be managed whenever need arises. Hence there is need for the insurer to buy a reinsurance contract in order to reduce risk which will enable the insurer to share the financial burden with the reinsurer. In this paper, the insurer’s and reinsurer’s strategy is investigated under the modified constant elasticity of variance (M-CEV) process and proportional administrative charges. The insurer considered investment in one risky asset and one risk free asset where the risky asset is modeled based on the M-CEV process which is an extension of constant elasticity of variance (CEV) process. Next, a nonlinear partial differential equation in the form of Hamilton Jacobi Bellman equation is obtained by dynamic programming approach. Using power transformation technique and variable change, the explicit solutions of the optimal investment strategy and optimal reinsurance strategy are obtained. Finally, some numerical simulations of some sensitive parameters were obtained and discussed in details where we observed that the modification factor only affects the optimal investment strategy and not the reinsurance strategy for an insurer with exponential utility function.

Keywords: Reinsurance strategy, Hamilton Jacobi Bellman equation, power transformation, M-CEV process, exponential utility.

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Authors: Ashok K. Satapathy, Prerana Nashine

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Radiative heat transfer in participating medium was carried out using the finite volume method. The radiative transfer equations are formulated for absorbing and anisotropically scattering and emitting medium. The solution strategy is discussed and the conditions for computational stability are conferred. The equations have been solved for transient radiative medium and transient radiation incorporated with transient conduction. Results have been obtained for irradiation and corresponding heat fluxes for both the cases. The solutions can be used to conclude incident energy and surface heat flux. Transient solutions were obtained for a slab of heat conducting in slab and by thermal radiation. The effect of heat conduction during the transient phase is to partially equalize the internal temperature distribution. The solution procedure provides accurate temperature distributions in these regions. A finite volume procedure with variable space and time increments is used to solve the transient radiation equation. The medium in the enclosure absorbs, emits, and anisotropically scatters radiative energy. The incident radiations and the radiative heat fluxes are presented in graphical forms. The phase function anisotropy plays a significant role in the radiation heat transfer when the boundary condition is non-symmetric.

Keywords: Participating media, finite volume method, radiation coupled with conduction, heat transfer.

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Authors: Abdulfatah Faraj Aboufayed

Abstract:

Water erosion is the most important problems of the soil in the Jabel Nefusa area located in northwest of Libya; therefore, erosion station had been established in the Faculty of Veterinary and dryfarming research Station, University of the Al-japel Al-gharbi in Zentan. The length of the station is 72.6 feet, 6 feet width and the percentage of its slope is 3%. The station were established to measure the amount of soil eroded and amount of surface water produced during the seasons 95/96 and 96/97 from each rain storms. The monitoring shows that there was a difference between the two seasons in the number of rainstorms which made differences in the amount of surface runoff water and the amount of soil eroded between the two seasons. Although the slope is low (3%), the soil texture is sandy and the land ploughed twice during each season surface runoff and soil eroded were occurred. The average amount of eroded soil was 3792 grams (gr) per season and the average amount of surface runoff water was 410 liter (L) per season. The amount of surface runoff water would be much greater from Jebel Nefusa upland with steep slopes and collecting of them will save a valuable amount of water which lost as a runoff while this area is in desperate of this water. The regression analysis of variance show strong correlation between rainfall depth and the other two depended variable (the amount of surface runoff water and the amount of eroded soil. It shows also strong correlation between amount of surface runoff water and amount of eroded soil.

Keywords: Rain, Surface runoff water, Soil, Water erosion, Soil erosion.

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Authors: Zaouche Mohamed, Amini Mohamed, Foughali Khaled, Aitkaid Souhila, Bouchiha Nihad Sarah

Abstract:

The aerodynamic coefficients are important in the evaluation of an aircraft performance and stability-control characteristics. These coefficients also can be used in the automatic flight control systems and mathematical model of flight simulator. The study of the aerodynamic aspect of flying systems is a reserved domain and inaccessible for the developers. Doing tests in a wind tunnel to extract aerodynamic forces and moments requires a specific and expensive means. Besides, the glaring lack of published documentation in this field of study makes the aerodynamic coefficients determination complicated. This work is devoted to the identification of an aerodynamic model, by using an aircraft in virtual simulated environment. We deal with the identification of the system, we present an environment framework based on Software In the Loop (SIL) methodology and we use Microsoft^TM Flight Simulator (FS-2004) as the environment for plane simulation. We propose The Total Least Squares Estimation technique (TLSE) to identify the aerodynamic parameters, which are unknown, variable, classified and used in the expression of the piloting law. In this paper, we define each aerodynamic coefficient as the mean of its numerical values. All other variations are considered as modeling uncertainties that will be compensated by the robustness of the piloting control.

Keywords: Aircraft aerodynamic model, Microsoft flight simulator, MQ-1 Predator, total least squares estimation, piloting the aircraft.

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Authors: Rezki Akkal, Mohamed Khodja, Slimane Azzi

Abstract:

Acidification is a technique used in oil reservoirs to improve annual production, reduce the skin and increase the pressure of an oil well while eliminating the formation damage that occurs during the drilling process, completion and, amongst others, to create new channels allowing the easy circulation of oil around a producing well. This is achieved by injecting an acidizing fluid at a relatively low pressure to prevent fracturing formation. The treatment fluid used depends on the type and nature of the reservoir rock traversed as well as its petrophysical properties. In order to understand the interaction mechanisms between the treatment fluids used for the reservoir rock acidizing, several candidate wells for stimulation were selected in the large Hassi Messaoud deposit in southern Algeria. The stimulation of these wells is completed using different fluids composed mainly of HCl acid with other additives such as corrosion inhibitors, clay stabilizers and iron controllers. These treatment fluids are injected over two phases, namely with clean tube (7.5% HCl) and matrix aidizing with HCl (15%). The stimulation results obtained are variable according to the type of rock traversed and its mineralogical composition. These results show that there has been an increase in production flow and head pressure respectively from 1.99 m3 / h to 3.56 m3 / h and from 13 Kgf / cm2 to 20 kgf / cm2 in the sands formation having good petrophysical properties of (porosity = 16%) and low amount of clay (Vsh = 6%).

Keywords: Acidizing, Hassi-Messaoud reservoir, tube clean, matrix stimulation.

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Authors: A. A. Embaby, A. Abu Halawa, M. Ramadan

Abstract:

In Kingdom of Saudi Arabia, there are several areas where expansive soil exists in the form of variable-thicknesses layers in the developed regions. Severe distress to infrastructures can be caused by the development of heave and swelling pressure in this kind of expansive shale. Among the various techniques for expansive soil mitigation, the removal and replacement technique is very popular for lightly loaded structures and shallow foundations. This paper presents the result of an experimental study conducted for evaluating the effect of type and thickness of the cushion soils on mitigation of swelling characteristics of expanded shale. Seven undisturbed shale samples collected from Al Qadsiyah district, which is located in the Tabuk town north Kingdom of Saudi Arabia, are treated with two types of cushion coarse-grained sediments (CCS); sand and gravel. Each type is represented with three thicknesses, 22%, 33% and 44% in relation to the depth of the active zone. The test results indicated that the replacement of expansive shale by CCS reduces the swelling potential and pressure. It is found that the reduction in swelling depends on the type and thickness of CCS. The treatment by removing the original expansive shale and replacing it by cushion sand with 44% thickness reduced the swelling potential and pressure of about 53.29% and 62.78 %, respectively.

Keywords: Cushion coarse-grained sediments, expansive soil, Saudi Arabia, swelling pressure, Tabuk Shale.

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Authors: Tahseen Al-Shaikhli, Halim Ceylan, Jonathan Weaver, Osman Nuri Çelik, Onur Gungor Sahin

Abstract:

A concept of uniform delay offset dependent mathematical optimization problem is derived as the main objective for this study using a differential evolution algorithm. Furthermore, the objectives are to control the coordination problem which mainly depends on offset selection, and to estimate the uniform delay based on the offset choice at each signalized intersection. The assumption is the periodic sinusoidal function for arrival and departure patterns. The cycle time is optimized at the entry links and the optimized value is used in the non-entry links as a common cycle time. The offset optimization algorithm is used to calculate the uniform delay at each link. The results are illustrated by using a case study and compared with the canonical uniform delay model derived by Webster and the highway capacity manual’s model. The findings show that the derived model minimizes the total uniform delay to almost half compared to conventional models; the mathematical objective function is robust; the algorithm convergence time is fast.

Keywords: Area traffic control, differential evolution, offset variable, sinusoidal periodic function, traffic flow, uniform delay.

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Authors: Olimpia Matarazzo, Ivana Baldassarre

Abstract:

The main aim of this study was to examine whether people understand indicative conditionals on the basis of syntactic factors or on the basis of subjective conditional probability. The second aim was to investigate whether the conditional probability of q given p depends on the antecedent and consequent sizes or derives from inductive processes leading to establish a link of plausible cooccurrence between events semantically or experientially associated. These competing hypotheses have been tested through a 3 x 2 x 2 x 2 mixed design involving the manipulation of four variables: type of instructions (“Consider the following statement to be true", “Read the following statement" and condition with no conditional statement); antecedent size (high/low); consequent size (high/low); statement probability (high/low). The first variable was between-subjects, the others were within-subjects. The inferences investigated were Modus Ponens and Modus Tollens. Ninety undergraduates of the Second University of Naples, without any prior knowledge of logic or conditional reasoning, participated in this study. Results suggest that people understand conditionals in a syntactic way rather than in a probabilistic way, even though the perception of the conditional probability of q given p is at least partially involved in the conditionals- comprehension. They also showed that, in presence of a conditional syllogism, inferences are not affected by the antecedent or consequent sizes. From a theoretical point of view these findings suggest that it would be inappropriate to abandon the idea that conditionals are naturally understood in a syntactic way for the idea that they are understood in a probabilistic way.

Keywords: Conditionals, conditional probability, conditional syllogism, inferential task.

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