Search results for: stochastic differential equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1862

Search results for: stochastic differential equation

632 A Quadratic Approach for Generating Pythagorean Triples

Authors: P. K. Rahul Krishna, S. Sandeep Kumar, Jayanthi Sunder Raj

Abstract:

The article explores one of the important relations between numbers-the Pythagorean triples (triplets) which finds its application in distance measurement, construction of roads, towers, buildings and wherever Pythagoras theorem finds its application. The Pythagorean triples are numbers, that satisfy the condition “In a given set of three natural numbers, the sum of squares of two natural numbers is equal to the square of the other natural number”. There are numerous methods and equations to obtain the triplets, which have their own merits and demerits. Here, quadratic approach for generating triples uses the hypotenuse leg difference method. The advantage is that variables are few and finally only three independent variables are present.

Keywords: Arithmetic progression, hypotenuse leg difference method, natural numbers, Pythagorean triplets, quadratic equation.

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631 Modeling HIV/AIDS Prevention by Defense

Authors: Farai Nyabadza

Abstract:

The functional response of an infective is the relationship between an infected individual-s infection rate and the abundance of the number of susceptibles that one can potentially be infected. In this paper, we consider defensive attitudes for HIV prevention (primary prevention) while at the same time emphasizing on offensive attitudes that reduce infection for those infected (secondary prevention). We look at how defenses can protect an uninfected individual in the case where high risk groups such as commercial sex workers and those who deliberately go out to look for partners. We propose an infection cycle that begins with a search, then an encounter, a proposal and contact. The infection cycle illustrates the various steps an infected individual goes through to successfully infect a susceptible. For heterogeneous transmission of HIV, there will be no infection unless there is contact. The ability to avoid an encounter, detection, proposal and contact constitute defense.

Keywords: Functional response, Infection cycle, Prevention, Defences, SSS equation.

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630 The Effect of Rotational Speed and Shaft Eccentric on Looseness of Bearing

Authors: Chalermsak Leetrakool, Komson Jirapattarasilp

Abstract:

This research was to study effect of rotational speed and eccentric factors, which were affected on looseness of bearing. The experiment was conducted on three rotational speeds and five eccentric distances with 5 replications. The results showed that influenced factor affected to looseness of bearing was rotational speed and eccentric distance which showed statistical significant. Higher rotational speed would cause on high looseness. Moreover, more eccentric distance, more looseness of bearing. Using bearing at high rotational with high eccentric of shaft would be affected bearing fault more than lower rotational speed. The prediction equation of looseness was generated by regression analysis. The prediction has an effected to the looseness of bearing at 91.5%.

Keywords: Bearing, Looseness, Rotational speed, Eccentric

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629 The Potential of Natural Waste (Corn Husk) for Production of Environmental Friendly Biodegradable Film for Seedling

Authors: M. Z. Norashikin, M. Z. Ibrahim

Abstract:

The use of plastic materials in agriculture causes serious hazards to the environment. The introduction of biodegradable materials, which can be disposed directly into the soil can be one possible solution to this problem. In the present research results of experimental tests carried out on biodegradable film fabricated from natural waste (corn husk) are presented. The film was characterized by Fourier transform infrared spectroscopy (FTIR), differential scanning calorimeter (DSC), thermal gravimetric analysis (TGA) and atomic force microscope (AFM) observation. The film is shown to be readily degraded within 7-9 months under controlled soil conditions, indicating a high biodegradability rate. The film fabricated was use to produce biodegradable pot (BioPot) for seedlings plantation. The introduction and the expanding use of biodegradable materials represent a really promising alternative for enhancing sustainable and environmentally friendly agricultural activities.

Keywords: Environment, waste, plastic, biodegradable.

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628 Use of Ecommerce Websites in Developing Countries

Authors: Vera Pujani

Abstract:

The purpose of this study is to investiagte the use of the ecommerce website in Indonesia as a developing country. The ecommerce website has been identified having the significant impact on business activities in particular solving the geographical problem for islanded countries likes Indonesia. Again, website is identified as a crucial marketing tool. This study presents the effect of quality and features on the use and user satisfaction employing ecommerce websites. Survey method for 115 undergraduate students of Management Department in Andalas University who are attending Management Information Systems (SIM) class have been undertaken. The data obtained is analyzed using Structural Equation Modeling (SEM) using SmartPLS program. This result found that quality of system and information, feature as well satisfaction influencing the use ecommerce website in Indonesia contexts.

Keywords: Use, Developing Country, Satisfaction, Website

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627 Implementation of Quantum Rotation Gates Using Controlled Non-Adiabatic Evolutions

Authors: Abdelrahman A. H. Abdelrahim, Gharib Subhi Mahmoud, Sherzod Turaev, Azeddine Messikh

Abstract:

Quantum gates are the basic building blocks in the quantum circuits model. These gates can be implemented using adiabatic or non adiabatic processes. Adiabatic models can be controlled using auxiliary qubits, whereas non adiabatic models can be simplified by using one single-shot implementation. In this paper, the controlled adiabatic evolutions is combined with the single-shot implementation to obtain quantum gates with controlled non adiabatic evolutions. This is an important improvement which can speed the implementation of quantum gates and reduce the errors due to the long run in the adiabatic model. The robustness of our scheme to different types of errors is also investigated.

Keywords: Adiabatic evolutions, non adiabatic evolutions, controlled adiabatic evolutions, quantum rotation gates, dephasing rates, master equation.

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626 Design of Nonlinear Observer by Using Chebyshev Interpolation based on Formal Linearization

Authors: Kazuo Komatsu, Hitoshi Takata

Abstract:

This paper discusses a design of nonlinear observer by a formal linearization method using an application of Chebyshev Interpolation in order to facilitate processes for synthesizing a nonlinear observer and to improve the precision of linearization. A dynamic nonlinear system is linearized with respect to a linearization function, and a measurement equation is transformed into an augmented linear one by the formal linearization method which is based on Chebyshev interpolation. To the linearized system, a linear estimation theory is applied and a nonlinear observer is derived. To show effectiveness of the observer design, numerical experiments are illustrated and they indicate that the design shows remarkable performances for nonlinear systems.

Keywords: nonlinear system, nonlinear observer, formal linearization, Chebyshev interpolation.

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625 Effect of Pond Ash and RBI Grade 81 on Properties of Subgrade Soil and Base Course of Flexible Pavement

Authors: B. M. Patil, K. A. Patil

Abstract:

This paper deals with use of pond ash and RBI Grade 81 for improvement in CBR values of clayey soil and grade-III materials used for base course of flexible pavement. The pond ash is a thermal power plant waste and RBI Grade 81 is chemical soil stabilizer. The geotechnical properties like Maximum Dry Density (MDD), Optimum Moisture Content (OMC), Unconfined Compressive Strength (UCS), CBR value and Differential Free Swell (DFS) index of soil are tested in the laboratory for different mixes of soil, pond ash and RBI Grade 81 for different proportions. The mixes of grade-III material, pond ash and RBI Grade 81 tested for CBR test. From the study it is found that the geotechnical properties of clayey soil are improved significantly, if pond ash added with RBI Grade 81. The optimum mix recommended for subgrade is soil: pond ash: RBI Grade 81 in proportions of 76:20:4. The CBR value of grade-III base course treated with 20% pond ash and 4% RBI Grade 81 is increased by 125.93% as compared to untreated grade-III base course.

Keywords: Clayey soil, Geotechnical properties, Pond ash, RBI Grade 81™.

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624 Nonlinear Slow Shear Alfven Waves in Electron- Positron-Ion Plasma Including Full Ion Dynamics

Authors: B. Ghosh, H. Sahoo, K. K. Mondal

Abstract:

Propagation of arbitrary amplitude nonlinear Alfven waves has been investigated in low but finite β electron-positron-ion plasma including full ion dynamics. Using Sagdeev pseudopotential method an energy integral equation has been derived. The Sagdeev potential has been calculated for different plasma parameters and it has been shown that inclusion of ion parallel motion along the magnetic field changes the nature of slow shear Alfven wave solitons from dip type to hump type. The effects of positron concentration, plasma-β and obliqueness of the wave propagation on the solitary wave structure have also been examined.

Keywords: Alfven waves, Sagdeev potential, Solitary waves.

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623 Stability of Functionally Graded Beams with Piezoelectric Layers Based on the First Order Shear Deformation Theory

Authors: M. Karami Khorramabadi, A. R. Nezamabadi

Abstract:

Stability of functionally graded beams with piezoelectric layers subjected to axial compressive load that is simply supported at both ends is studied in this paper. The displacement field of beam is assumed based on first order shear deformation beam theory. Applying the Hamilton's principle, the governing equation is established. The influences of applied voltage, dimensionless geometrical parameter, functionally graded index and piezoelectric thickness on the critical buckling load of beam are presented. To investigate the accuracy of the present analysis, a compression study is carried out with a known data.

Keywords: Stability, Functionally graded beam, First order shear deformation theory, Piezoelectric layer.

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622 Economical Operation of Hydro-Thermal Power System based on Multi-path Adaptive Tabu Search

Authors: J. Kluabwang

Abstract:

An economic operation scheduling problem of a hydro-thermal power generation system has been properly solved by the proposed multipath adaptive tabu search algorithm (MATS). Four reservoirs with their own hydro plants and another one thermal plant are integrated to be a studied system used to formulate the objective function under complicated constraints, eg water managements, power balance and thermal generator limits. MATS with four subsearch units (ATSs) and two stages of discarding mechanism (DM), has been setting and trying to solve the problem through 25 trials under function evaluation criterion. It is shown that MATS can provide superior results with respect to single ATS and other previous methods, genetic algorithms (GA) and differential evolution (DE).

Keywords: Hydro-thermal scheduling problem, economic dispatch, adaptive tabu search, multipath adaptive tabu search

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621 Changes of in vitro Cytokine Production induced by δ-Lactams

Authors: Y. Baba hamed, A. Medjdoub, H. Merzouk, M. Narce

Abstract:

The aim of this work was to study the in vitro effects of δ-lactam 1 and its 4-chlorophenyl derivative 2, on the proliferative responses of human lymphocytes and Th1 and Th2 cytokine secretion. The possible protective role of vitamin E on intracellular stress oxidative induced by these compounds was also investigated. Peripheral blood lymphocytes were isolated using differential centrifugation on a density gradient of Histopaque. They were cultured with mitogen concanavalin A, vitamin E (10 μM) and with different concentrations of the compounds 1 and 2 (0.1 to 10 μM). Proliferation (MTT assay), IL-2, INFγ and IL-4 (Elisa kits), intracellular superoxide anion were determined. 1 and 2 were immunostimulant and increased cytokine secretion with a shift away from Th1 response to Th2. These properties were however accompanied by an increase in intracellular oxidative stress. The presence of vitamin E exhibited protective effects by reducing δ- lactam-induced superoxide anion generation in lymphocytes.

Keywords: Cytokines, δ-Lactams, In vitro Lymphocyte Proliferation, Superoxide Anion

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620 Estimation of the Moisture Diffusivity and Activation Energy in Thin Layer Drying of Ginger Slices

Authors: Ebru Kavak Akpinar, Seda Toraman

Abstract:

In the present work, the effective moisture diffusivity and activation energy were calculated using an infinite series solution of Fick-s diffusion equation. The results showed that increasing drying temperature accelerated the drying process. All drying experiments had only falling rate period. The average effective moisture diffusivity values varied from 2.807x10-10 to 6.977x10-10m2 s_1 over the temperature and velocity range. The temperature dependence of the effective moisture diffusivity for the thin layer drying of the ginger slices was satisfactorily described by an Arrhenius-type relationship with activation energy values of 19.313- 22.722 kJ.mol-1 within 40–70 °C and 0.8-3 ms-1 temperature range.

Keywords: Ginger, Drying, Activation energy, Moisture diffusivity.

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619 Vibration Control of MDOF Structure under Earthquake Excitation using Passive Control and Active Control

Authors: M. Reza Bagerzadeh Karimi, M. Mahdi Bagerzadeh Karimi

Abstract:

In the present paper, active control system is used in different heights of the building and the most effective part was studied where the active control system is applied. The mathematical model of the building is established in MATLAB and in order to active control the system FLC method was used. Three different locations of the building are chosen to apply active control system, namely at the lowest story, the middle height of the building, and at the highest point of the building with TMD system. The equation of motion was written for high rise building and it was solved by statespace method. Also passive control was used with Tuned Mass Damper (TMD) at the top floor of the building to show the robustness of FLC method when compared with passive control system.

Keywords: Fuzzy Logic Controller (FLC), Tuned Mass Damper(TMD), Active control, passive control

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618 Size Dependence of 1D Superconductivity in NbN Nanowires on Suspended Carbon Nanotubes

Authors: T. Hashimoto, N. Miki, H. Maki

Abstract:

We report the size dependence of 1D superconductivity in ultrathin (10-130 nm) nanowires produced by coating suspended carbon nanotubes with a superconducting NbN thin film. The resistance-temperature characteristic curves for samples with ≧25 nm wire width show the superconducting transition. On the other hand, for the samples with 10-nm width, the superconducting transition is not exhibited owing to the quantum size effect. The differential resistance vs. current density characteristic curves show some peak, indicating that Josephson junctions are formed in nanowires. The presence of the Josephson junctions is well explained by the measurement of the magnetic field dependence of the critical current. These understanding allow for the further expansion of the potential application of NbN, which is utilized for single photon detectors and so on.

Keywords: NbN nanowire, carbon nanotube, quantum size effect, Josephson junction

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617 A Laplace Transform Dual-Reciprocity Boundary Element Method for Axisymmetric Elastodynamic Problems

Authors: B. I. Yun

Abstract:

A dual-reciprocity boundary element method is presented for the numerical solution of a class of axisymmetric elastodynamic problems. The domain integrals that arise in the integrodifferential formulation are converted to line integrals by using the dual-reciprocity method together suitably constructed interpolating functions. The second order time derivatives of the displacement in the governing partial differential equations are suppressed by using Laplace transformation. In the Laplace transform domain, the problem under consideration is eventually reduced to solving a system of linear algebraic equations. Once the linear algebraic equations are solved, the displacement and stress fields in the physical domain can be recovered by using a numerical technique for inverting Laplace transforms.

Keywords: Axisymmetric elasticity, boundary element method, dual-reciprocity method, Laplace transform.

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616 Minimal Residual Method for Adaptive Filtering with Finite Termination

Authors: Noor Atinah Ahmad, Shazia Javed

Abstract:

We present a discussion of three adaptive filtering algorithms well known for their one-step termination property, in terms of their relationship with the minimal residual method. These algorithms are the normalized least mean square (NLMS), Affine Projection algorithm (APA) and the recursive least squares algorithm (RLS). The NLMS is shown to be a result of the orthogonality condition imposed on the instantaneous approximation of the Wiener equation, while APA and RLS algorithm result from orthogonality condition in multi-dimensional minimal residual formulation. Further analysis of the minimal residual formulation for the RLS leads to a triangular system which also possesses the one-step termination property (in exact arithmetic)

Keywords: Adaptive filtering, minimal residual method, projection method.

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615 Recovering the Boundary Data in the Two Dimensional Inverse Heat Conduction Problem Using the Ritz-Galerkin Method

Authors: Saeed Sarabadan, Kamal Rashedi

Abstract:

This article presents a numerical method to find the heat flux in an inhomogeneous inverse heat conduction problem with linear boundary conditions and an extra specification at the terminal. The method is based upon applying the satisfier function along with the Ritz-Galerkin technique to reduce the approximate solution of the inverse problem to the solution of a system of algebraic equations. The instability of the problem is resolved by taking advantage of the Landweber’s iterations as an admissible regularization strategy. In computations, we find the stable and low-cost results which demonstrate the efficiency of the technique.

Keywords: Inverse problem, parabolic equations, heat equation, Ritz-Galerkin method, Landweber iterations.

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614 Transonic Flutter Analysis Using Euler Equation and Reduced Order Modeling Technique

Authors: D. H. Kim, Y. H. Kim, T. Kim

Abstract:

A new method identifies coupled fluid-structure system with a reduced set of state variables is presented. Assuming that the structural model is known a priori either from an analysis or a test and using linear transformations between structural and aeroelastic states, it is possible to deduce aerodynamic information from sampled time histories of the aeroelastic system. More specifically given a finite set of structural modes the method extracts generalized aerodynamic force matrix corresponding to these mode shapes. Once the aerodynamic forces are known, an aeroelastic reduced-order model can be constructed in discrete-time, state-space format by coupling the structural model and the aerodynamic system. The resulting reduced-order model is suitable for constant Mach, varying density analysis.

Keywords: ROM (Reduced-Order Model), aero elasticity, AGARD 445.6 wing.

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613 A Current Steering Positive Feedback Improved Recycling Folded Cascode OTA

Authors: S. Kumaravel, B. Venkataramani

Abstract:

In the literature, Improved Recycling Folded Cascode (IRFC) Operational Transconductance Amplifier (OTA) is proposed for enhancing the DC gain and the Unity Gain Bandwidth (UGB) of the Recycling Folded Cascode (RFC) OTA. In this paper, an enhanced IRFC (EIRFC) OTA which uses positive feedback at the cascode node is proposed for enhancing the differential mode (DM) gain without changing the unity gain bandwidth (UGB) and lowering the Common mode (CM) gain. For the purpose of comparison, IRFC and EIRFC OTAs are implemented using UMC 90nm CMOS technology and studied through simulation. From the simulation, it is found that the DM gain and CM gain of EIRFC OTA is higher by 6dB and lower by 38dB respectively, compared to that of IRFC OTA for the same power and area. The slew rate of EIRFC OTA is also higher by a factor of 1.5.

Keywords: Cascode Amplifier, CMRR, gm/ID Methodology, Recycling, Slew Rate.

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612 An Evolutionary Algorithm for Optimal Fuel-Type Configurations in Car Lines

Authors: Charalampos Saridakis, Stelios Tsafarakis

Abstract:

Although environmental concern is on the rise across Europe, current market data indicate that adoption rates of environmentally friendly vehicles remain extremely low. Against this background, the aim of this paper is to a) assess preferences of European consumers for clean-fuel cars and their characteristics and b) design car lines that optimize the combination of fuel types among models in the line-up. In this direction, the authors introduce a new evolutionary mechanism and implement it to stated-preference data derived from a large-scale choice-based conjoint experiment that measures consumer preferences for various factors affecting clean-fuel vehicle (CFV) adoption. The proposed two-step methodology provides interesting insights into how new and existing fuel-types can be combined in a car line that maximizes customer satisfaction.

Keywords: Clean-fuel vehicles, product line design, conjoint analysis, choice experiment, differential evolution.

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611 Capture Zone of a Well Field in an Aquifer Bounded by Two Parallel Streams

Authors: S. Nagheli, N. Samani, D. A. Barry

Abstract:

In this paper, the velocity potential and stream function of capture zone for a well field in an aquifer bounded by two parallel streams with or without a uniform regional flow of any directions are presented. The well field includes any number of extraction or injection wells or a combination of both types with any pumping rates. To delineate the capture envelope, the potential and streamlines equations are derived by conformal mapping method. This method can help us to release constrains of other methods. The equations can be applied as useful tools to design in-situ groundwater remediation systems, to evaluate the surface–subsurface water interaction and to manage the water resources.

Keywords: Complex potential, conformal mapping, groundwater remediation, image well theory, Laplace’s equation, superposition principle.

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610 On the Mathematical Structure and Algorithmic Implementation of Biochemical Network Models

Authors: Paola Lecca

Abstract:

Modeling and simulation of biochemical reactions is of great interest in the context of system biology. The central dogma of this re-emerging area states that it is system dynamics and organizing principles of complex biological phenomena that give rise to functioning and function of cells. Cell functions, such as growth, division, differentiation and apoptosis are temporal processes, that can be understood if they are treated as dynamic systems. System biology focuses on an understanding of functional activity from a system-wide perspective and, consequently, it is defined by two hey questions: (i) how do the components within a cell interact, so as to bring about its structure and functioning? (ii) How do cells interact, so as to develop and maintain higher levels of organization and functions? In recent years, wet-lab biologists embraced mathematical modeling and simulation as two essential means toward answering the above questions. The credo of dynamics system theory is that the behavior of a biological system is given by the temporal evolution of its state. Our understanding of the time behavior of a biological system can be measured by the extent to which a simulation mimics the real behavior of that system. Deviations of a simulation indicate either limitations or errors in our knowledge. The aim of this paper is to summarize and review the main conceptual frameworks in which models of biochemical networks can be developed. In particular, we review the stochastic molecular modelling approaches, by reporting the principal conceptualizations suggested by A. A. Markov, P. Langevin, A. Fokker, M. Planck, D. T. Gillespie, N. G. van Kampfen, and recently by D. Wilkinson, O. Wolkenhauer, P. S. Jöberg and by the author.

Keywords: Mathematical structure, algorithmic implementation, biochemical network models.

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609 Probabilistic Simulation of Triaxial Undrained Cyclic Behavior of Soils

Authors: Arezoo Sadrinezhad, Kallol Sett, S. I. Hariharan

Abstract:

In this paper, a probabilistic framework based on Fokker-Planck-Kolmogorov (FPK) approach has been applied to simulate triaxial cyclic constitutive behavior of uncertain soils. The framework builds upon previous work of the writers, and it has been extended for cyclic probabilistic simulation of triaxial undrained behavior of soils. von Mises elastic-perfectly plastic material model is considered. It is shown that by using probabilistic framework, some of the most important aspects of soil behavior under cyclic loading can be captured even with a simple elastic-perfectly plastic constitutive model.

Keywords: Elasto-plasticity, uncertainty, soils, Fokker-Planck equation, Fourier Spectral method, Finite Difference method.

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608 Rear Separation in a Rotating Fluid at Moderate Taylor Numbers

Authors: S. Damodaran, T. V. S.Sekhar

Abstract:

The motion of a sphere moving along the axis of a rotating viscous fluid is studied at high Reynolds numbers and moderate values of Taylor number. The Higher Order Compact Scheme is used to solve the governing Navier-Stokes equations. The equations are written in the form of Stream function, Vorticity function and angular velocity which are highly non-linear, coupled and elliptic partial differential equations. The flow is governed by two parameters Reynolds number (Re) and Taylor number (T). For very low values of Re and T, the results agree with the available experimental and theoretical results in the literature. The results are obtained at higher values of Re and moderate values of T and compared with the experimental results. The results are fourth order accurate.

Keywords: Navier_Stokes equations, Taylor number, Reynolds number, Higher order compact scheme, Rotating Fluid.

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607 Constant Order Predictor Corrector Method for the Solution of Modeled Problems of First Order IVPs of ODEs

Authors: A. A. James, A. O. Adesanya, M. R. Odekunle, D. G. Yakubu

Abstract:

This paper examines the development of one step, five hybrid point method for the solution of first order initial value problems. We adopted the method of collocation and interpolation of power series approximate solution to generate a continuous linear multistep method. The continuous linear multistep method was evaluated at selected grid points to give the discrete linear multistep method. The method was implemented using a constant order predictor of order seven over an overlapping interval. The basic properties of the derived corrector was investigated and found to be zero stable, consistent and convergent. The region of absolute stability was also investigated. The method was tested on some numerical experiments and found to compete favorably with the existing methods.

Keywords: Interpolation, Approximate Solution, Collocation, Differential system, Half step, Converges, Block method, Efficiency.

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606 Stochastic Optimization of a Vendor-Managed Inventory Problem in a Two-Echelon Supply Chain

Authors: Bita Payami-Shabestari, Dariush Eslami

Abstract:

The purpose of this paper is to develop a multi-product economic production quantity model under vendor management inventory policy and restrictions including limited warehouse space, budget, and number of orders, average shortage time and maximum permissible shortage. Since the “costs” cannot be predicted with certainty, it is assumed that data behave under uncertain environment. The problem is first formulated into the framework of a bi-objective of multi-product economic production quantity model. Then, the problem is solved with three multi-objective decision-making (MODM) methods. Then following this, three methods had been compared on information on the optimal value of the two objective functions and the central processing unit (CPU) time with the statistical analysis method and the multi-attribute decision-making (MADM). The results are compared with statistical analysis method and the MADM. The results of the study demonstrate that augmented-constraint in terms of optimal value of the two objective functions and the CPU time perform better than global criteria, and goal programming. Sensitivity analysis is done to illustrate the effect of parameter variations on the optimal solution. The contribution of this research is the use of random costs data in developing a multi-product economic production quantity model under vendor management inventory policy with several constraints.

Keywords: Economic production quantity, random cost, supply chain management, vendor-managed inventory.

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605 Methods of Estimating the Equilibrium Real Effective Exchange Rate (REER)

Authors: Pavla Ruzickova, Petr Teply

Abstract:

There are many debates now regarding undervalued and overvalued currencies currently traded on the world financial market. This paper contributes to these debates from a theoretical point of view. We present the three most commonly used methods of estimating the equilibrium real effective exchange rate (REER): macroeconomic balance approach, external sustainability approach and equilibrium real effective exchange rate approach in the reduced form. Moreover, we discuss key concepts of the calculation of the real exchange rate (RER) based on applied explanatory variables: nominal exchange rates, terms of trade and tradable and non-tradable goods. Last but not least, we discuss the three main driving forces behind real exchange rates movements which include terms of trade, relative productivity growth and the interest rate differential.

Keywords: real exchange rate, real effective exchange rate, foreign exchange, terms of trade

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604 Investigation on Fluid Flow Characteristics of the Orifice in Nuclear Power Plant

Authors: Nam-Seok Kim, Sang-Kyu Lee, Byung-Soo Shin, O-Hyun Keum

Abstract:

The present paper represents a methodology for investigating flow characteristics near orifice plate by using a commercial computational fluid dynamics code. The flow characteristics near orifice plate which is located in the auxiliary feedwater system were modeled via three different levels of grid and four different types of Reynolds Averaged Navier-Stokes (RANS) equations with proper near-wall treatment. The results from CFD code were compared with experimental data in terms of differential pressure through the orifice plate. In this preliminary study, the Realizable k-ε and the Reynolds stress models with enhanced wall treatment were suitable to analyze flow characteristics near orifice plate, and the results had a good agreement with experimental data.

Keywords: Auxiliary Feedwater, Computational Fluid Dynamics, Orifice, Nuclear Power Plant

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603 The Gerber-Shiu Functions of a Risk Model with Two Classes of Claims and Random Income

Authors: Shan Gao

Abstract:

In this paper, we consider a risk model involving two independent classes of insurance risks and random premium income. We assume that the premium income process is a Poisson Process, and the claim number processes are independent Poisson and generalized Erlang(n) processes, respectively. Both of the Gerber- Shiu functions with zero initial surplus and the probability generating functions (p.g.f.) of the Gerber-Shiu functions are obtained.

Keywords: Poisson process, generalized Erlang risk process, Gerber-Shiu function, generating function, generalized Lundberg equation.

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