Search results for: Elaboration Theory

Authors: Hassan Ezzaidi, Jean Rouat

Abstract:

Recently many research has been conducted to retrieve pertinent parameters and adequate models for automatic music genre classification. In this paper, two measures based upon information theory concepts are investigated for mapping the features space to decision space. A Gaussian Mixture Model (GMM) is used as a baseline and reference system. Various strategies are proposed for training and testing sessions with matched or mismatched conditions, long training and long testing, long training and short testing. For all experiments, the file sections used for testing are never been used during training. With matched conditions all examined measures yield the best and similar scores (almost 100%). With mismatched conditions, the proposed measures yield better scores than the GMM baseline system, especially for the short testing case. It is also observed that the average discrimination information measure is most appropriate for music category classifications and on the other hand the divergence measure is more suitable for music subcategory classifications.

Keywords: Audio feature, information measures, music genre.

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Authors: C. Ardil

Abstract:

Neutrosophic logic decision analysis is proposed as a method of stealth fighter aircraft selection for Turkish Air Force. The opinion of experts is employed to rank the alternatives across a set of criteria. The analyst uses neutrosophic logic numbers to describe the experts' preferences. This approach can handle the situation in the case of unavailability of precise data, which is most commonly the case in stealth fighter aircraft selection. Neutrosophic logic numbers can consider the imprecision of the factors affecting decision making such as stealth analysis, survivability analysis, and performance analysis. Neutrosophic logic ranking is achieved using weighted arithmetic operator and weighted geometric operator and the alternatives are ranked from best to worst. An example is also presented to illustrate the applicability and effectiveness of the proposed method. 

Keywords: Neutrosophic set theory, stealth fighter aircraft selection, multiple criteria decision-making, neutrosophic logic decision making, Turkish Air Force, MCDM

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Authors: Mayar A. Omar, Ismail Gomaa, Heba Badawy, Hosam Moubarak

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Enterprise resource planning (ERP) is an integrated system that helps companies in managing their resources. There are two types of ERP systems, the traditional ERP systems, and the cloud ERP systems. Cloud ERP systems were introduced after the development of cloud computing technology. This research aims to identify the factors that affect the adoption of cloud ERP in Egyptian companies. Moreover, the aim of our study is to provide guidance to Egyptian companies in the cloud ERP adoption decision and to participate in increasing the number of the cloud ERP studies that are conducted in the Middle East and in developing countries. There are many factors influencing the adoption of cloud ERP in Egyptian organizations which are discussed and explained in the research. Those factors are examined through combining the Diffusion of Innovation theory (DOI) and technology-organization-environment framework (TOE). Data were collected through a survey that was developed using constructs from the existing studies of cloud computing and cloud ERP technologies and was then modified to fit our research. The analysis of the data was based on Structural Equation Modeling (SEM) using Smart PLS software that was used for the empirical analysis of the research model.

Keywords: cloud computing, cloud ERP systems, DOI, Egypt, SEM, TOE

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Authors: Samson Henry Dogo, Allan Clark, Elena Kulinskaya

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The objective of meta-analysis is to combine results from several independent studies in order to create generalization and provide evidence base for decision making. But recent studies show that the magnitude of effect size estimates reported in many areas of research significantly changed over time and this can impair the results and conclusions of meta-analysis. A number of sequential methods have been proposed for monitoring the effect size estimates in meta-analysis. However they are based on statistical theory applicable only to fixed effect model (FEM) of meta-analysis. For random-effects model (REM), the analysis incorporates the heterogeneity variance, τ 2 and its estimation create complications. In this paper we study the use of a truncated CUSUM-type test with asymptotically valid critical values for sequential monitoring in REM. Simulation results show that the test does not control the Type I error well, and is not recommended. Further work required to derive an appropriate test in this important area of applications.

Keywords: Meta-analysis, random-effects model, sequential testing, temporal changes in effect sizes.

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Authors: Wen W. Zhang, Qian Chen

Abstract:

Electron multiplying charge coupled devices (EMCCDs) have revolutionized the world of low light imaging by introducing on-chip multiplication gain based on the impact ionization effect in the silicon. They combine the sub-electron readout noise with high frame rates. Signal-to-noise Ratio (SNR) is an important performance parameter for low-light-level imaging systems. This work investigates the SNR performance of an EMCCD operated in Non-inverted Mode (NIMO) and Inverted Mode (IMO). The theory of noise characteristics and operation modes is presented. The results show that the SNR of is determined by dark current and clock induced charge at high gain level. The optimum SNR performance is provided by an EMCCD operated in NIMO in short exposure and strong cooling applications. In contrast, an IMO EMCCD is preferable.

Keywords: electron multiplying charge coupled devices, noise characteristics, operation modes, signal-to-noise ratioperformance

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Authors: Han Run-Sheng, Li Wen-Yao, Wang Feng, Liu Fei, Qiu Wen-Long, Lei Li

Abstract:

Accurately positioning detection of concealed deposits or ore-bodies is one of the difficult problems in mineral exploration field. Theory calculation and exploration practices for tunnel gravity indicate that 3D high-precision Tunnel Gravity Exploration Method (TGEM) can find concealed high-density three-dimensional ore-bodies in the depth. The ore-finding breakthroughs at the depth of the Zhaotong Maoping carbonate-hosted Zn–Pb–(Ag–Ge) deposit in Northeastern Yunnan have proved that the exploration method in combination with MEAHFZ method is effective to detect concealed high-density ore-bodies. TGEM may overcome anomalous ambiguity of other geophysical methods for 3D positioning of concealed ore-bodies.

Keywords: 3D tunnel gravity exploration method, concealed high-density ore-bodies, Zn–Pb–(Ag–Ge) deposit, Zaotong Maoping, Northeastern Yunnan.

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Authors: Truong Nguyen Luan Vu, Moonyong Lee

Abstract:

The interactions between input/output variables are a very common phenomenon encountered in the design of multi-loop controllers for interacting multivariable processes, which can be a serious obstacle for achieving a good overall performance of multiloop control system. To overcome this impediment, the decomposed dynamic interaction analysis is proposed by decomposing the multiloop control system into a set of n independent SISO systems with the corresponding effective open-loop transfer function (EOTF) within the dynamic interactions embedded explicitly. For each EOTF, the reduced model is independently formulated by using the proposed reduction design strategy, and then the paired multi-loop proportional-integral-derivative (PID) controller is derived quite simply and straightforwardly by using internal model control (IMC) theory. This design method can easily be implemented for various industrial processes because of its effectiveness. Several case studies are considered to demonstrate the superior of the proposed method.

Keywords: Multi-loop PID controller, internal model control(IMC), effective open-loop transfer function (EOTF)

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Authors: Hestiasari Rante, Leonardo De Araújo, Heidi Schelhowe

Abstract:

Usability testing with children is similar in many aspects to usability testing with adults. However, there are a few differences that one needs to be aware of in order to get the most out of the sessions, and to ensure that children are comfortable and enjoying the process. This paper presents the need to acquire methodological knowledge for involving children as test users in usability testing, with consideration on Piaget’s theory of cognitive growth. As a case study, we use BatiKids, an application developed to evoke children’s enthusiasm to be involved in culture heritage preservation. The usability test was applied to 24 children from 9 to 10 years old. The children were divided into two groups; one interacted with the application through a graphic tablet with pen, and the other through touch screen. Both of the groups had to accomplish the same amount of tasks. In the end, children were asked to give feedback. The results suggested that children who interacted using the graphic tablet with pen had more difficulties rather than children who interacted through touch screen. However, the difficulty brought by the graphic tablet with pen is an important learning objective in order to understand the difficulties of using canting, which is an important part of batik.

Keywords: BatiKids, children, child-computer interaction, usability test.

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Authors: Na Xiao

Abstract:

Animal metaphors have many different connotations, ranging from loving emotions to derogatory epithets, but gender expressions using animal metaphors are often imbalanced. Generally, animal metaphors related to females tend to be negative. Little known about the reasons for the negative expressions of animal female metaphors in Chinese contexts still have not been quantified. The study was based on the conceptual metaphor theory, and it used the Modern Chinese Corpus at the Center for Chinese Linguistics at Peking University (CCL Corpus) as a database, which identified the influencing variables of gender differences in the description of animal metaphors mapping humans in the Chinese context by observing the percentage of "tiger" metaphor. This study has proved that the tiger metaphors associated with humans in the Chinese context tend to be negative. Importantly, this study has also shown that the proportion of tiger metaphorical idioms that are related to women is very high. This finding can be used as crucial information for future studies on other gender-related animal metaphorical idioms and can offer additional insights for understanding trends in other animal metaphors.

Keywords: Chinese, CCL Corpus, gender differences, metaphorical idioms, tigers.

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Authors: Nobue T. Ellis

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This preliminary study attempts to see if a learning environment influences instructor’s teaching strategies and learners’ in-class activities in a foreign language class at a university in Japan. The class under study was conducted in a computer room, while the majority of classes of the same course were offered in traditional classrooms without computers. The study also sees if the unplanned blended learning environment, enhanced, or worked against, in achieving course goals, by paying close attention to in-class artefacts, such as computers. In the macro-level analysis, the course syllabus and weekly itinerary of the course were looked at; and in the microlevel analysis, nonhuman actors in their environments were named and analyzed to see how they influenced the learners’ task processes. The result indicated that students were heavily influenced by the presence of computers, which lead them to disregard some aspects of intended learning objectives.

Keywords: Computer-assisted language learning, actor-network theory, English as a foreign language, task-based teaching.

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Authors: W. M. Wan Muhamad, E. Sujatmika, M.R. Idris, S.A. Syed Ahmad

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A finite element analysis (FEA) computer software HyperWorks is utilized in re-designing an automotive component to reduce its mass. Reduction of components mass contributes towards environmental sustainability by saving world-s valuable metal resources and by reducing carbon emission through improved overall vehicle fuel efficiency. A shape optimization analysis was performed on a rear spindle component. Pre-processing and solving procedures were performed using HyperMesh and RADIOSS respectively. Shape variables were defined using HyperMorph. Then optimization solver OptiStruct was utilized with fatigue life set as a design constraint. Since Stress-Number of Cycle (S-N) theory deals with uni-axial stress, the Signed von Misses stress on the component was used for looking up damage on S-N curve, and Gerber criterion for mean stress corrections. The optimization analysis resulted in mass reduction of 24% of the original mass. The study proved that the adopted approach has high potential use for environmental sustainability.

Keywords: Environmental Sustainability, Shape Optimization, Fatigue, Rear Spindle.

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Authors: Wei Yan, Wei Dong

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Facing the understanding problem of update and preservation of urban history space under background of rapid Chinese urbanization, so at first there is a need to dig the philosophic principles of “antithesis” and “unification” which are contained in the traditional Chinese literature known as “antithesis” and do the job of planning translation by personal understanding in order to form understanding and value systems of dialectical urban history space under the foundation of “antithesis”. Then we could put forward a “context” concept for urban history space under the foregoing basis. After that, we will take the update and preservation of Ningbo Tianyi Pavilion’s historical district as an example to discuss problems related to understanding of urban history area under the basis of Chinese tradition culture, improvement of value system, construction of urban trait space and Chinese “localization” of planning theory.

Keywords: Antithesis, traditional values, City renewal and conservation, the “context” of city history space.

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Authors: N. Khon, A. Kim, T. Mukhitdinova

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The aim of this research was to reveal the link between mental variables, such as spatial abilities, memory, intellect and professional experience of drivers. Participants were allocated to four groups: no experience, inexperienced, skilled and professionals (total 85 participants). The level of ability for spatial navigation and indicator of nonverbal memory grow along the process of accumulation of driving experience. At high levels of driving experience, this tendency is especially noticeable. The professionals having personal achievements in driving (racing) differ from skilled drivers in better feeling of direction, which is specific for them not just in a short-term situation of an experimental task, but also in life-size perspective. The level of ability of mental rotation does not grow with the growth of driving experience, which confirms the multiple intelligence theory according to which spatial abilities represent specific, other than logical intelligence type of intellect. The link between spatial abilities, memory, intellect and professional experience of drivers seems to be different relating spatial navigation or mental rotation as different kinds of spatial abilities.

Keywords: Memory, spatial abilities, intellect, drivers.

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Authors: Merve Ermis, Akif Kutlu, Nihal Eratlı, Mehmet H. Omurtag

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In this study, the free vibration analysis of conical helicoidal rods with two different elliptically oriented cross sections is investigated and the results are compared by the circular cross-section keeping the net area for all cases equal to each other. Problems are solved by using the mixed finite element formulation. Element matrices based on Timoshenko beam theory are employed. The finite element matrices are derived by directly inserting the analytical expressions (arc length, curvature, and torsion) defining helix geometry into the formulation. Helicoidal rod domain is discretized by a two-noded curvilinear element. Each node of the element has 12 DOFs, namely, three translations, three rotations, two shear forces, one axial force, two bending moments and one torque. A parametric study is performed to investigate the influence of elliptical cross sectional geometry and its orientation over the natural frequencies of the conical type helicoidal rod.

Keywords: Conical helix, elliptical cross section, finite element, free vibration.

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Authors: Riki H. Patel, Arpan Desai, Trushit Upadhyaya, Shobhit K. Patel

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The microstrip antennas area has seen some inventive work in recent years and is now one of the most dynamic fields of antenna theory. A novel and simple wideband monopole antenna is presented printed on a single dielectric substrate which is fed by a 50 ohm microstrip line having a low-profile antenna structure with two parallel s-shaped meandered line of same size. This antenna is fed by a coaxial feeding tube. In this research, S–form microstrip patch antenna is designed from measuring the prototypes of the proposed antenna one available bands with 10db return loss bandwidths of about GPS application (GPS L2 1490 MHz) and covering the 1400 to 1580 MHz frequency band at 1.5 GHz, the simulated results for main parameters such as return loss, impedance bandwidth, radiation patterns, and gains are also discussed herein. The modeling study shows that such antennas, in simplicity design and supply, can satisfy GPS application. Two parallel slots are incorporated to disturb the surface flow path, introducing local inductive effect. This antenna is fed by a coaxial feeding tube.

Keywords: Bandwidth, electrically small antenna, microstrip patch antenna, GPS.

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Authors: Babak Darvish Rouhani, Mohd Naz’ri Mahrin, Fatemeh Nikpay, Pourya Nikfard, Maryam Khanian Najafabadi

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Enterprise Architecture (EA) is a strategy that is employed by enterprises in order to align their business and Information Technology (IT). EA is managed, developed, and maintained through Enterprise Architecture Implementation Methodology (EAIM). Effectiveness of EA implementation is the degree in which EA helps to achieve the collective goals of the organization. This paper analyzes the results of a survey that aims to explore the factors that affect the effectiveness of EAIM and specifically the relationship between factors and effectiveness of the output and functionality of EA project. The exploratory factor analysis highlights a specific set of five factors: alignment, adaptiveness, support, binding, and innovation. The regression analysis shows that there is a statistically significant and positive relationship between each of the five factors and the effectiveness of EAIM. Consistent with theory and practice, the most prominent factor for developing an effective EAIM is innovation. The findings contribute to the measuring the effectiveness of EA implementation project by providing an indication of the measurement implementation approaches which is used by the Enterprise Architects, and developing an effective EAIM.

Keywords: Enterprise Architecture, Enterprise Architecture Implementation Methodology, EA, Effectiveness, Factors, Implementation Methodology.

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Authors: Vishal Awasthi, Krishna Raj

Abstract:

Unwanted side effects because of spectral aliasing and spectral imaging during signal processing would be the major concern over the sampling rate alteration. Multirate-multistage implementation of digital filter could come about a large computational saving than single rate filter suitable for sample rate conversion. This implementation can further improve through high-level architectural transformation in circuit level. Reallocating registers and  relocating flip-flops across logic gates through retiming certainly a prominent sequential transformation technology, that optimize hardware circuits to achieve faster clocking speed without affecting the functionality. In this paper, we proposed an efficient compensated cascade Integrator comb (CIC) decimation filter structure that analyze the consequence of filter order variation which has a retimed FIR filter being compensator while using the cutset retiming technique and achieved an improvement in the passband droop by 14% to 39%, in computation time by 38.04%, 25.78%, 12.21%, 6.69% and 4.44% and reduction in path delay by 62.27%, 72%, 86.63%, 91.56% and 94.42% of 3, 6, 8, 12 and 24 order filter respectively than the non-retimed CIC compensation filter.

Keywords: Multirate Filtering, CIC decimation filter, Compensation theory, Retiming, Retiming algorithm, Filter order, Synchronous dataflow graph.

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Authors: Wernhuar Tarng, Wen-Shin Tsai, Yu-Si Lin, Chen-Kai Shiu

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Ecological ponds can be a good teaching tool for science teachers, but they must be built and maintained properly to provide students with a safe and suitable learning environment. Hence, many schools do not have the ability to build an ecological pond. This study used virtual reality technology to develop a webbased virtual ecological pond. Supported by situated learning theory and the instructional design of “Aquatic Life" learning unit, elementary school students can actively explore in the virtual ecological pond to observe aquatic animals and plants and learn about the concept of ecological conservation. A teaching experiment was conducted to investigate the learning effectiveness and practicability of this instructional design, and the results showed that students improved a great deal in learning about aquatic life. They found the virtual ecological pond interesting, easy to operate and helpful to understanding the aquatic ecological system. Therefore, it is useful in elementary science education.

Keywords: Virtual reality, virtual ecological ponds, situated learning, instructional design, science education.

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Authors: Weera Chotithammaporn

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This research aims to study employment trends in printing industry for prepress support by Suan Sunandha University Fund. The objectives of this research are to explain the trends of the employment in Thai Printing Industry for prepress in Bangkok and the description of different personnel that prepress entrepreneur need and also the problems of employment. The population of prepress entrepreneurs is about 100 organizations in the area of Bangkok. The questionnaires has been taken and analyzed with SPSS program by using the average percentage and standard deviation. This research is multiple case studies. The conceptual framework is developed on the basis of the open systems theory. The research result show that 1. The most of prepress entrepreneur have trend to choose the employee by any sex, the age 25-29 years old, bachelor degree and have 1-2 years experience. 2. The most problems are the understanding in job, communication/relation and the understanding in new technology. 3. The trends aims to employment in 1-3 years have 57.8% for prepress industry in Bangkok. This research suggests that: 1. Thai printing industry for prepress in Bangkok need quality employee that expert in printing technology. 2. Prepress entrepreneur should have agreement to development with university for practice the employee. 3. Prepress entrepreneur should support personal to fulfill the knowledge.

Keywords: Printing Industry, Prepress.

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Authors: Jan-Tore H. Horn, Jørgen Juncher Jensen

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Uncertainties related to fatigue damage estimation of non-linear systems are highly dependent on the tail behaviour and extreme values of the stress range distribution. By using a combination of the First Order Reliability Method (FORM) and Monte Carlo simulations (MCS), the accuracy of the fatigue estimations may be improved for the same computational efforts. The method is applied to a bottom-fixed, monopile-supported large offshore wind turbine, which is a non-linear and dynamically sensitive system. Different curve fitting techniques to the fatigue damage distribution have been used depending on the sea-state dependent response characteristics, and the effect of a bi-linear S-N curve is discussed. Finally, analyses are performed on several environmental conditions to investigate the long-term applicability of this multistep method. Wave loads are calculated using state-of-the-art theory, while wind loads are applied with a simplified model based on rotor thrust coefficients.

Keywords: Fatigue damage, FORM, monopile, monte carlo simulation, reliability, wind turbine.

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Authors: Hossein Mardani, Neil Buchanan, Robert Cahill, Vincent Fusco

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In this paper, we study the input impedance characteristics of axial mode helical antennas to find an effective way for matching it to 50 Ω. The study is done on the important matching parameters such as like wire diameter and helix to the ground plane gap. It is intended that these parameters control the matching without detrimentally affecting the radiation pattern. Using transmission line theory, a simple broadband technique is proposed, which is applicable for perfect matching of antennas with similar design parameters. We provide design curves to help to choose the proper dimensions of the matching section based on the antenna’s unmatched input impedance. Finally, using the proposed technique, a 4-turn axial mode helix is designed at 2.5 GHz center frequency and the measurement results of the manufactured antenna will be included. This parametric study gives a good insight into the input impedance characteristics of axial mode helical antennas and the proposed impedance matching approach provides a simple, useful method for matching these types of antennas.

Keywords: Antenna, helix, helical, axial mode, wireless power transfer, impedance matching.

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Authors: J.J. Cooke, S. Gu, L.M. Armstrong, K.H. Luo

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Carbon Capture & Storage (CCS) is one of the various methods that can be used to reduce the carbon footprint of the energy sector. This paper focuses on the absorption of CO2 from flue gas using packed columns, whose efficiency is highly dependent on the structure of the liquid films within the column. To study the characteristics of liquid films a CFD solver, OpenFOAM is utilised to solve two-phase, isothermal film flow using the volume-of-fluid (VOF) method. The model was validated using existing experimental data and the Nusselt theory. It was found that smaller plate inclination angles, with respect to the horizontal plane, resulted in larger wetted areas on smooth plates. However, only a slight improvement in the wetted area was observed. Simulations were also performed using a ridged plate and it was observed that these surface textures significantly increase the wetted area of the plate. This was mainly attributed to the channelling effect of the ridges, which helped to oppose the surface tension forces trying to minimise the surface area. Rivulet formations on the ridged plate were also flattened out and spread across a larger proportion of the plate width.

Keywords: CCS, liquid film flow, packed columns, wetted area

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Authors: Guoliang Fan, Aiping Li, Nan Xie, Liyun Xu, Xuemei Liu

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Mass customization production increases the difficulty of the production line layout planning. The material distribution process for variety of parts is very complex, which greatly increases the cost of material handling and logistics. In response to this problem, this paper presents an approach of production line layout planning based on complexity measurement. Firstly, by analyzing the influencing factors of equipment layout, the complexity model of production line is established by using information entropy theory. Then, the cost of the part logistics is derived considering different variety of parts. Furthermore, the function of optimization including two objectives of the lowest cost, and the least configuration complexity is built. Finally, the validity of the function is verified in a case study. The results show that the proposed approach may find the layout scheme with the lowest logistics cost and the least complexity. Optimized production line layout planning can effectively improve production efficiency and equipment utilization with lowest cost and complexity.

Keywords: Production line, layout planning, complexity measurement, optimization, mass customization.

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Authors: Fethi Soltani, Adel Almarashi, Idir Mechai

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Tikhonov regularization and reproducing kernels are the most popular approaches to solve ill-posed problems in computational mathematics and applications. And the Fourier multiplier operators are an essential tool to extend some known linear transforms in Euclidean Fourier analysis, as: Weierstrass transform, Poisson integral, Hilbert transform, Riesz transforms, Bochner-Riesz mean operators, partial Fourier integral, Riesz potential, Bessel potential, etc. Using the theory of reproducing kernels, we construct a simple and efficient representations for some class of Fourier multiplier operators Tm on the Paley-Wiener space Hh. In addition, we give an error estimate formula for the approximation and obtain some convergence results as the parameters and the independent variables approaches zero. Furthermore, using numerical quadrature integration rules to compute single and multiple integrals, we give numerical examples and we write explicitly the extremal function and the corresponding Fourier multiplier operators.

Keywords: Fourier multiplier operators, Gauss-Kronrod method of integration, Paley-Wiener space, Tikhonov regularization.

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Authors: L. Khoshnevisan, H. R. Momeni, A. Ashraf-Modarres

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One of the robust fault detection filter (RFDF) designing method is based on sliding-mode theory. The main purpose of our study is to introduce an innovative simplified reference residual model generator to formulate the RFDF as a sliding-mode observer without any manipulation package or transformation matrix, through which the generated residual signals can be evaluated. So the proposed design is more explicit and requires less design parameters in comparison with approaches requiring changing coordinates. To the best author's knowledge, this is the first time that the sliding mode technique is applied to detect actuator and sensor faults in a real boiler. The designing procedure is proposed in a drum boiler in Synvendska Kraft AB Plant in Malmo, Sweden as a multivariable and strongly coupled system. It is demonstrated that both sensor and actuator faults can robustly be detected. Also sensor faults can be diagnosed and isolated through this method.

Keywords: Boiler, fault detection, robustness, simplified sliding-mode observer.

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Authors: Salah Alrabeei, Mohammad Yousuf

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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

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Authors: Tulika Bhattacharjee, A. K.Chakraborty

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Due to the deregulation of the Electric Supply Industry and the resulting emergence of electricity market, the volumes of power purchases are on the rise all over the world. In a bid to meet the customer-s demand in a reliable and yet economic manner, utilities purchase power from the energy market over and above its own production. This paper aims at developing an optimal power purchase model with two objectives viz economy and environment ,taking various functional operating constraints such as branch flow limits, load bus voltage magnitudes limits, unit capacity constraints and security constraints into consideration.The price of purchased power being an uncertain variable is modeled using fuzzy logic. DEMO (Differential Evolution For Multi-objective Optimization) is used to obtain the pareto-optimal solution set of the multi-objective problem formulated. Fuzzy set theory has been employed to extract the best compromise non-dominated solution. The results obtained on IEEE 30 bus system are presented and compared with that of NSGAII.

Keywords: Deregulation, Differential Evolution, Multi objective Optimization, Pareto Optimal Set, Optimal Power Flow

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Authors: Milan Rippel, Petr Teply

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This paper focuses on operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Loss Distribution Approach and scenario analysis method are considered. Custom plausible loss events defined in a particular scenario are merged with the original data sample and their impact on capital estimates and on the financial institution is evaluated. Two main questions are assessed – What is the most appropriate statistical method to measure and model operational loss data distribution? and What is the impact of hypothetical plausible events on the financial institution? The g&h distribution was evaluated to be the most suitable one for operational risk modeling. The method based on the combination of historical loss events modeling and scenario analysis provides reasonable capital estimates and allows for the measurement of the impact of extreme events on banking operations.

Keywords: operational risk, scenario analysis, economic capital, loss distribution approach, extreme value theory, stress testing

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Authors: Sung-Chul Hwang, Di Ren, Sang-Moon Yoon, Jong-Chun Park, Abbas Khayyer, Hitoshi Gotoh

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This paper presents a fully Lagrangian coupled Fluid-Structure Interaction (FSI) solver for simulations of fluid-structure interactions, which is based on the Moving Particle Semi-implicit (MPS) method to solve the governing equations corresponding to incompressible flows as well as elastic structures. The developed solver is verified by reproducing the high velocity impact loads of deformable thin wedges with three different materials such as mild steel, aluminium and tin during water entry. The present simulation results for aluminium are compared with analytical solution derived from the hydrodynamic Wagner model and linear Wan’s theory. And also, the impact pressure and strain on the water entry wedge with three different materials, such as mild steel, aluminium and tin, are simulated and the effects of hydro-elasticity are discussed.

Keywords: Fluid-structure interaction (FSI), Moving Particle Semi-implicit (MPS) method, Elastic structure, Incompressible fluid Wedge slamming impact.

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Authors: Mohsen Pirdashti, Arezou Ghadi, Mehrdad Mohammadi, Gholamreza Shojatalab

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Chemical industry project management involves complex decision making situations that require discerning abilities and methods to make sound decisions. Project managers are faced with decision environments and problems in projects that are complex. In this work, case study is Research and Development (R&D) project selection. R&D is an ongoing process for forward thinking technology-based chemical industries. R&D project selection is an important task for organizations with R&D project management. It is a multi-criteria problem which includes both tangible and intangible factors. The ability to make sound decisions is very important to success of R&D projects. Multiple-criteria decision making (MCDM) approaches are major parts of decision theory and analysis. This paper presents all of MCDM approaches for use in R&D project selection. It is hoped that this work will provide a ready reference on MCDM and this will encourage the application of the MCDM by chemical engineering management.

Keywords: Chemical Engineering, R&D Project, MCDM, Selection.

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