Search results for: partial distribution function

Authors: Abdullah Y. Al-Hossain

Abstract:

This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.

Keywords: Progressive type II censoring, compound Rayleigh failure time distribution, maximum likelihood estimation, Bayes estimation, Lindley's approximation method, Monte Carlo simulation.

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Authors: Veronica Diaz Quezada

Abstract:

In this article, the performance and errors are featured and analysed in the limit problems solving of a real-valued function, in correspondence to competency-based education in engineering careers, in the south of Chile. The methodological component is contextualised in a qualitative research, with a descriptive and explorative design, with elaboration, content validation and application of quantitative instruments, consisting of two parallel forms of open answer tests, based on limit application problems. The mathematical competences and errors made by students from five engineering careers from a public University are identified and characterized. Results show better performance only to solve routine-context problem-solving competence, thus they are oriented towards a rational solution or they use a suitable problem-solving method, achieving the correct solution. Regarding errors, most of them are related to techniques and the incorrect use of theorems and definitions of real-valued function limits of real variable.

Keywords: Engineering education, errors, limits, mathematics competences, problem solving.

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Authors: Chen-Chien Hsu, Chun-Hui Gao

Abstract:

In this paper, a PSO-based approach is proposed to derive a digital controller for redesigned digital systems having an interval plant based on resemblance of the extremal gain/phase margins. By combining the interval plant and a controller as an interval system, extremal GM/PM associated with the loop transfer function can be obtained. The design problem is then formulated as an optimization problem of an aggregated error function revealing the deviation on the extremal GM/PM between the redesigned digital system and its continuous counterpart, and subsequently optimized by a proposed PSO to obtain an optimal set of parameters for the digital controller. Computer simulations have shown that frequency responses of the redesigned digital system having an interval plant bare a better resemblance to its continuous-time counter part by the incorporation of a PSO-derived digital controller in comparison to those obtained using existing open-loop discretization methods.

Keywords: Digital redesign, Extremal systems, Particle swarm optimization, Uncertain interval systems

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Authors: Safae El Alaoui, Mohamed Ouzahra

Abstract:

In this work, we investigate the exponential stability of a linear system described by x˙ (t) = Ax(t) − ρBx(t). Here, A generates a semigroup S(t) on a Hilbert space, the operator B is supposed to be of Desch-Schappacher type, which makes the investigation more interesting in many applications. The case of Miyadera-Voigt perturbations is also considered. Sufficient conditions are formulated in terms of admissibility and observability inequalities and the approach is based on some energy estimates. Finally, the obtained results are applied to prove the uniform exponential stabilization of bilinear partial differential equations.

Keywords: Exponential stabilization, unbounded operator, Desch-Schappacher, Miyadera-Voigt operator.

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Authors: W. Intagun, T. Khamdaeng, P. Prom-ngarm, N. Panyoyai

Abstract:

Biochar has been used as a soil amendment since it has high porous structure and has proper nutrients and chemical properties for plants. Product yields produced from biochar kiln are dependent on process parameters and kiln types used. The objective of this research is to investigate the effect of core puncture diameter on biochar kiln efficiency, i.e., yields of biochar and produced gas. Corncobs were used as raw material to produce biochar. Briquettes from agricultural wastes were used as fuel. Each treatment was performed by changing the core puncture diameter. From the experiment, it is revealed that the yield of biochar at the core puncture diameter of 3.18 mm, 4.76 mm, and 6.35 mm was 10.62 wt. %, 24.12 wt. %, and 12.24 wt. %, of total solid yields, respectively. The yield of produced gas increased with increasing the core puncture diameter. The maximum percentage by weight of the yield of produced gas was 81.53 wt. % which was found at the core puncture diameter of 6.35 mm. The core puncture diameter was furthermore found to affect the temperature distribution inside the kiln and its thermal efficiency. In conclusion, the high efficient biochar kiln can be designed and constructed by using the proper core puncture diameter.

Keywords: Anila stove, biochar, soil conditioning materials, temperature distribution.

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Authors: Ho Jae Lee, Do Gyeum Kim, Jang Hwa Lee, Myoung Suk Cho

Abstract:

A concrete structure is designed and constructed for its purpose of use, and is expected to maintain its function for the target durable years from when it was planned. Nevertheless, as time elapses the structure gradually deteriorates and then eventually degrades to the point where the structure cannot exert the function for which it was planned. The performance of concrete that is able to maintain the level of the performance required over the designed period of use as it has less deterioration caused by the elapse of time under the designed condition is referred to as Durability. There are a number of causes of durability degradation, but especially chloride damage, carbonation, freeze-thaw, etc are the main causes. In this study, carbonation, one of the main causes of deterioration of the durability of a concrete structure, was investigated via a microstructure analysis technique. The method for the measurement of carbonation was studied using the existing indicator method, and the method of measuring the progress of carbonation in a quantitative manner was simultaneously studied using a FT-IR (Fourier-Transform Infrared) Spectrometer along with the microstructure analysis technique.

Keywords: Concrete, Carbonation, Microsturcture, FT-IR

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Authors: Padmanabhan Balasubramanian, R. Chinnadurai

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This paper deals with a power-conscious ANDEXOR- Inverter type logic implementation for a complex class of Boolean functions, namely Achilles- heel functions. Different variants of the above function class have been considered viz. positive, negative and pure horn for analysis and simulation purposes. The proposed realization is compared with the decomposed implementation corresponding to an existing standard AND-EXOR logic minimizer; both result in Boolean networks with good testability attribute. It could be noted that an AND-OR-EXOR type logic network does not exist for the positive phase of this unique class of logic function. Experimental results report significant savings in all the power consumption components for designs based on standard cells pertaining to a 130nm UMC CMOS process The simulations have been extended to validate the savings across all three library corners (typical, best and worst case specifications).

Keywords: Achilles' heel functions, AND-EXOR-Inverter logic, CMOS technology, low power design.

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Authors: Totok R. Biyanto, Sonny Irawan, Hiskia J. Ginting, Matradji, Ya’umar, A. I. Fitri

Abstract:

Steam injection is the most suitable of Enhanced Oil Recovery (EOR) methods to recover high viscosity oil. This is due to the capabilities of steam to reduce oil viscosity and increase the sweep capability of oil from the injection well toward the production well. Oil operating conditions in production should be match well with the operating condition target at the bottom of the production well. It is influenced by oil properties and reservoir rock properties. Hence, the operating condition should be optimized. Optimization requires three components i.e., objective function, model, and optimization technique. In this paper, the objective function is to obtain the optimum operating condition at the production well. The model was built using Darcy equation and mass-energy balance. The optimization technique utilizes Duelist Algorithm due to the effectiveness of its algorithm to obtain the desirable optimization results at the optimum operating condition.

Keywords: Enhanced oil recovery, steam injection, operating conditions, modeling, optimization, Duelist algorithm.

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Authors: Mohd Zamri Osman, Mohd Aizaini Maarof, Mohd Foad Rohani

Abstract:

Human skin detection recognized as the primary step in most of the applications such as face detection, illicit image filtering, hand recognition and video surveillance. The performance of any skin detection applications greatly relies on the two components: feature extraction and classification method. Skin color is the most vital information used for skin detection purpose. However, color feature alone sometimes could not handle images with having same color distribution with skin color. A color feature of pixel-based does not eliminate the skin-like color due to the intensity of skin and skin-like color fall under the same distribution. Hence, the statistical color analysis will be exploited such mean and standard deviation as an additional feature to increase the reliability of skin detector. In this paper, we studied the effectiveness of statistical color feature for human skin detection. Furthermore, the paper analyzed the integrated color and texture using eight classifiers with three color spaces of RGB, YCbCr, and HSV. The experimental results show that the integrating statistical feature using Random Forest classifier achieved a significant performance with an F1-score 0.969.

Keywords: Color space, neural network, random forest, skin detection, statistical feature.

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Authors: R. N. Patel

Abstract:

This paper deals with the tuning of parameters for Automatic Generation Control (AGC). A two area interconnected hydrothermal system with PI controller is considered. Genetic Algorithm (GA) and Particle Swarm optimization (PSO) algorithms have been applied to optimize the controller parameters. Two objective functions namely Integral Square Error (ISE) and Integral of Time-multiplied Absolute value of the Error (ITAE) are considered for optimization. The effectiveness of an objective function is considered based on the variation in tie line power and change in frequency in both the areas. MATLAB/SIMULINK was used as a simulation tool. Simulation results reveal that ITAE is a better objective function than ISE. Performances of optimization algorithms are also compared and it was found that genetic algorithm gives better results than particle swarm optimization algorithm for the problems of AGC.

Keywords: Area control error, Artificial intelligence, Automatic generation control, Genetic Algorithms and modeling, ISE, ITAE, Particle swarm optimization.

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Authors: Sukrit Shankar, Chetana Shanta Patsa, Jaydev Sharma

Abstract:

Fractional Fourier Transform is a generalization of the classical Fourier Transform. The Fractional Fourier span in general depends on the amplitude and phase functions of the signal and varies with the transform order. However, with the development of the Fractional Fourier filter banks, it is advantageous in some cases to have different transform orders for different filter banks to achieve better decorrelation of the windowed and overlapped time signal. We present an expression that is useful for finding the perturbation in the Fractional Fourier span due to the erroneous transform order and the possible variation in the window shape and length. The expression is based on the dependency of the time-Fractional Fourier span Uncertainty on the amplitude and phase function of the signal. We also show with the help of the developed expression that the perturbation of span has a varying degree of sensitivity for varying degree of transform order and the window coefficients.

Keywords: Fractional Fourier Transform, Perturbation, Fractional Fourier span, amplitude, phase, transform order, filterbanks.

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Authors: A. Javed, K. Djidjeli, J. T. Xing

Abstract:

The concept of adaptive shape parameters (ASP) has been presented for solution of incompressible Navier Strokes equations using mesh-free local Radial Basis Functions (RBF). The aim is to avoid ill-conditioning of coefficient matrices of RBF weights and inaccuracies in RBF interpolation resulting from non-optimized shape of basis functions for the cases where data points (or nodes) are not distributed uniformly throughout the domain. Unlike conventional approaches which assume globally similar values of RBF shape parameters, the presented ASP technique suggests that shape parameter be calculated exclusively for each data point (or node) based on the distribution of data points within its own influence domain. This will ensure interpolation accuracy while still maintaining well conditioned system of equations for RBF weights. Performance and accuracy of ASP technique has been tested by evaluating derivatives and laplacian of a known function using RBF in Finite difference mode (RBFFD), with and without the use of adaptivity in shape parameters. Application of adaptive shape parameters (ASP) for solution of incompressible Navier Strokes equations has been presented by solving lid driven cavity flow problem on mesh-free domain using RBF-FD. The results have been compared for fixed and adaptive shape parameters. Improved accuracy has been achieved with the use of ASP in RBF-FD especially at regions where larger gradients of field variables exist.

Keywords: CFD, Meshless Particle Method, Radial Basis Functions, Shape Parameters

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Authors: Shishen Xie

Abstract:

In this article two algorithms, one based on variation iteration method and the other on Adomian's decomposition method, are developed to find the numerical solution of an initial value problem involving the non linear integro differantial equation where R is a nonlinear operator that contains partial derivatives with respect to x. Special cases of the integro-differential equation are solved using the algorithms. The numerical solutions are compared with analytical solutions. The results show that these two methods are efficient and accurate with only two or three iterations

Keywords: variation iteration method, decomposition method, nonlinear integro-differential equations

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Authors: Kwang Y. Lee, Tae R. Park, Jae C. Kwak, Yong S. Koo

Abstract:

When a small H/W IP is designed, we can develop an appropriate verification environment by observing the simulated signal waves, or using the serial test vectors for the fixed output. In the case of design and verification of a massive parallel processor with multiple IPs, it-s difficult to make a verification system with existing common verification environment, and to verify each partial IP. A TestDrive verification environment can build easy and reliable verification system that can produce highly intuitive results by applying Modelsim and SystemVerilog-s DPI. It shows many advantages, for example a high-level design of a GPGPU processor design can be migrate to FPGA board immediately.

Keywords: Virtual Simulation, Verification, IP Design, GPGPU

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Authors: Mongkorn Klingajay, Tawatchai Jitson

Abstract:

The pipe inspection operation is the difficult detective performance. Almost applications are mainly relies on a manual recognition of defective areas that have carried out detection by an engineer. Therefore, an automation process task becomes a necessary in order to avoid the cost incurred in such a manual process. An automated monitoring method to obtain a complete picture of the sewer condition is proposed in this work. The focus of the research is the automated identification and classification of discontinuities in the internal surface of the pipe. The methodology consists of several processing stages including image segmentation into the potential defect regions and geometrical characteristic features. Automatic recognition and classification of pipe defects are carried out by means of using an artificial neural network technique (ANN) based on Radial Basic Function (RBF). Experiments in a realistic environment have been conducted and results are presented.

Keywords: Artificial neural network, Radial basic function, Curve fitting, CCTV, Image segmentation, Data acquisition.

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Authors: Ramandeep S. Sidhu, Sunil Khullar, Parvinder S. Sandhu, R. P. S. Bedi, Kiranbir Kaur

Abstract:

In this paper, subtractive clustering based fuzzy inference system approach is used for early detection of faults in the function oriented software systems. This approach has been tested with real time defect datasets of NASA software projects named as PC1 and CM1. Both the code based model and joined model (combination of the requirement and code based metrics) of the datasets are used for training and testing of the proposed approach. The performance of the models is recorded in terms of Accuracy, MAE and RMSE values. The performance of the proposed approach is better in case of Joined Model. As evidenced from the results obtained it can be concluded that Clustering and fuzzy logic together provide a simple yet powerful means to model the earlier detection of faults in the function oriented software systems.

Keywords: Subtractive clustering, fuzzy inference system, fault proneness.

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Authors: Basharat Ali Haider, Naveed Durrani, Nadeem Aizud, Salimuddin Zahir

Abstract:

The aerodynamic stall control of a baseline 13-percent thick NASA GA(W)-2 airfoil using a synthetic jet actuator (SJA) is presented in this paper. Unsteady Reynolds-averaged Navier-Stokes equations are solved on a hybrid grid using a commercial software to simulate the effects of a synthetic jet actuator located at 13% of the chord from the leading edge at a Reynolds number Re = 2.1x106 and incidence angles from 16 to 22 degrees. The experimental data for the pressure distribution at Re = 3x106 and aerodynamic coefficients at Re = 2.1x106 (angle of attack varied from -16 to 22 degrees) without SJA is compared with the computational fluid dynamic (CFD) simulation as a baseline validation. A good agreement of the CFD simulations is obtained for aerodynamic coefficients and pressure distribution. A working SJA has been integrated with the baseline airfoil and initial focus is on the aerodynamic stall control at angles of attack from 16 to 22 degrees. The results show a noticeable improvement in the aerodynamic performance with increase in lift and decrease in drag at these post stall regimes.

Keywords: Active flow control, Aerodynamic stall, Airfoilperformance, Synthetic jet actuator.

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Authors: Xiangbin Zhu, Wenjuan Zhang

Abstract:

In wireless sensor networks,the mobile agent technology is used in data fusion. According to the node residual energy and the results of partial integration,we design the node clustering algorithm. Optimization of mobile agent in the routing within the cluster strategy for wireless sensor networks to further reduce the amount of data transfer. Through the experiments, using mobile agents in the integration process within the cluster can be reduced the path loss in some extent.

Keywords: wireless sensor networks, data fusion, mobile agent

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Authors: N. Gigauri, V. Kukhalashvili, V. Sesadze, A. Surmava, L. Intskirveli

Abstract:

Pollution of the Tbilisi atmospheric air with PM2.5 and PM10 in usual and pandemic situations by using the data of 5 stationary observation points is investigated. The values of the statistical characteristic parameters of PM in the atmosphere of Tbilisi are analyzed and trend graphs are constructed. By means of analysis of pollution levels in the quarantine and usual periods the proportion of vehicle traffic in pollution of city is estimated. Experimental measurements of PM2.5, PM10 in the atmosphere have been carried out in different districts of the city and map of the distribution of their concentrations were constructed. It is shown that maximum pollution values are recorded in the city center and along major motorways. It is shown that the average monthly concentrations vary in the range of 0.6-1.6 Maximum Permissible Concentration (MPC). Average daily values of concentration vary at 2-4 days intervals. The distribution of PM10 generated as a result of traffic is numerical modeled. The modeling results are compared with the observation data.

Keywords: Air pollution, numerical modeling, PM2.5, PM10.

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Authors: M. Stoklasa, H. Starzyczna, P. Sykorova

Abstract:

This paper presents partial results of primary research on consumer purchasing behavior in times of crisis. It starts with brief theoretical debate on purchasing behavior and short secondary research related to the issues, which is used for the comparison of results. For purpose of collecting data, questionnaire survey was given to 355 respondents in Moravian-Silesian region. Hypotheses deal with the relationship of the financial situation of the respondents and their purchasing behavior. The research analysis disclosed that consumers change their behavior during crisis and MS region has some specifics compared to other regions.

Keywords: Crisis, financial situation, consumer behavior, postponement of purchases, consumer credit.

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Authors: A. Movaghar, R. A. Mahdavinejad

Abstract:

To analyze the effect of various parameters of fluid on the material properties such as surface and depth defects and/or cracks, it is possible to determine the affection of pressure field on these specifications. Stress tensor analysis is also able to determine the points in which the probability of defection creation is more. Besides, from pressure field, it is possible to analyze the affection of various fluid specifications such as viscosity and density on defect created in the material. In this research, the concerned boundary conditions are analyzed first. Then the solution network and stencil used are mentioned. With the determination of relevant equation on the fluid flow between notch and matrix and their discretion according to the governed boundary conditions, these equations can be solved. Finally, with the variation creations on fluid parameters such as density and viscosity, the affection of these variations can be determined on pressure field. In this direction, the flowchart and solution algorithm with their results as vortex and current function contours for two conditions with most applications in pressing process are introduced and discussed.

Keywords: Pressing, notch, matrix, flow function, vortex.

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Authors: Oscar Javier Herrera Ochoa, Ivan Dario Romero Fonseca

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This paper presents a design of a model for planning the distribution logistics operation. The significance of this work relies on the applicability of this fact to the analysis of small and medium enterprises (SMEs) of dry freight in Bogotá. Two stages constitute this implementation: the first one is the place where optimal planning is achieved through a hybrid model developed with mixed integer programming, which considers the transhipment operation based on a combined load allocation model as a classic transshipment model; the second one is the specific routing of that operation through the heuristics of Clark and Wright. As a result, an integral model is obtained to carry out the step by step planning of the distribution of dry freight for SMEs in Bogotá. In this manner, optimum assignments are established by utilizing transshipment centers with that purpose of determining the specific routing based on the shortest distance traveled.

Keywords: Transshipment model, mixed integer programming, saving algorithm, dry freight transportation.

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Authors: K. Sudprasert, M. Precharattana, N. Nuttavut, D. Triampo, B. Pattanasiri, Y. Lenbury, W. Triampo

Abstract:

The study of non-equilibrium systems has attracted increasing interest in recent years, mainly due to the lack of theoretical frameworks, unlike their equilibrium counterparts. Studying the steady state and/or simple systems is thus one of the main interests. Hence in this work we have focused our attention on the driven lattice gas model (DLG model) consisting of interacting particles subject to an external field E. The dynamics of the system are given by hopping of particles to nearby empty sites with rates biased for jumps in the direction of E. Having used small two dimensional systems of DLG model, the stochastic properties at nonequilibrium steady state were analytically studied. To understand the non-equilibrium phenomena, we have applied the analytic approach via master equation to calculate probability function and analyze violation of detailed balance in term of the fluctuation-dissipation theorem. Monte Carlo simulations have been performed to validate the analytic results.

Keywords: Non-equilibrium, lattice gas, stochastic process

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Authors: F. Yaghobian, R. Stosch, B. Güttler

Abstract:

This study aims to demonstrate the quantification of peptides based on isotope dilution surface enhanced Raman scattering (IDSERS). SERS spectra of phenylalanine (Phe), leucine (Leu) and two peptide sequences TGQIFK (T13) and YSFLQNPQTSLCFSESIPTPSNR (T6) as part of the 22-kDa human growth hormone (hGH) were obtained on Ag-nanoparticle covered substrates. On the basis of the dominant Phe and Leu vibrational modes, precise partial least squares (PLS) prediction models were built enabling the determination of unknown T13 and T6 concentrations. Detection of hGH in its physiological concentration in order to investigate the possibility of protein quantification has been achieved.

Keywords: Surface Enhanced Raman Scattering, Quantification, Peptides.

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Authors: Chiu-Wen Chen, Chih-Feng Chen, Cheng-Di Dong

Abstract:

Surface sediment samples were collected from the Canon River mouth, Taiwan and analyzed for polycyclic aromatic hydrocarbons (PAHs). Total PAHs concentrations varied from 337 to 1,252 ng/g dry weight, with a mean concentration of 827 ng/g dry weight. The spatial distribution of PAHs reveals that the PAHs concentration is relatively high in the river mouth region, and gradually diminishes toward the harbor region. Diagnostic ratios showed that the possible source of PAHs in the Canon River mouth could be petroleum combustion. The toxic equivalent concentrations (TEQcarc) of PAHs varied from 47 to 112 ng TEQ/g dry weight. Higher total TEQcarc values were found in the river mouth region. As compared with the US Sediment Quality Guidelines (SQGs), the observed levels of PAHs at Canon River mouth were lower than the effects range low (ERL), and would probably not exert adverse biological effects.

Keywords: PAHs, sediment, river mouth, sediment quality guidelines (SQGs), toxic equivalent (TEQcarc)

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Authors: S. Ahmed Sinthia

Abstract:

Dhaka, the capital city of Bangladesh, is one of the densely populated cities in the world. Due to rapid urbanization 60% of its population lives in slum and squatter settlements. The reason behind this poverty is low economic growth, inequitable distribution of income, unequal distribution of productive assets, unemployment and underemployment, high rate of population growth, low level of human resource development, natural disasters, and limited access to public services. Along with poverty, creating pressure on urban land, shelter, plots, open spaces this creates environmental and ecological degradation. These constraints are mostly resulted from the failures of the government policies and measures and only Government can solve this problem. This is now prime time to establish planning and environmental management policy and sustainable urban development for the city and for the urban slum dwellers which are free from eviction, criminals, rent seekers and other miscreants.

Keywords: Economic and resource constraints, environmental degradation and management, government policy, land management and policy, sustainable development.

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Authors: H. Hosseini, M. Javadi, M. Moghiman, M. H. Ghodsi Rad

Abstract:

Carbon disulfide is widely used for the production of viscose rayon, rubber, and other organic materials and it is a feedstock for the synthesis of sulfuric acid. The objective of this paper is to analyze possibilities for efficient production of CS2 from sour natural gas reformation (H2SMR) (2H2S+CH4 =CS2 +4H2) . Also, the effect of H2S to CH4 feed ratio and reaction temperature on carbon disulfide production is investigated numerically in a reforming reactor. The chemical reaction model is based on an assumed Probability Density Function (PDF) parameterized by the mean and variance of mixture fraction and β-PDF shape. The results show that the major factors influencing CS2 production are reactor temperature. The yield of carbon disulfide increases with increasing H2S to CH4 feed gas ratio (H2S/CH4≤4). Also the yield of C(s) increases with increasing temperature until the temperature reaches to 1000°K, and then due to increase of CS2 production and consumption of C(s), yield of C(s) drops with further increase in the temperature. The predicted CH4 and H2S conversion and yield of carbon disulfide are in good agreement with result of Huang and TRaissi.

Keywords: Carbon disulfide, sour natural gas, H2SMR, probability density function.

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Authors: P.G. Jayathilake, B.C. Khoo, Zhijun Tan

Abstract:

A two-dimensional thin-walled capsule of a flexible semi-permeable membrane is adhered onto a rigid planar substrate under adhesive forces (derived from a potential function) in the presence of osmosis across the membrane. The capsule is immersed in a hypotonic and diluted binary solution of a non-electrolyte solute. The Stokes flow problem is solved by the immersed interface method (IIM) with equal viscosities for the enclosed and surrounding fluid of the capsule. The numerical results obtained are verified against two simplified theoretical solutions and the agreements are good. The osmotic inflation of the adhered capsule is studied as a function of the solute concentration field, hydraulic conductivity, and the initial capsule shape. Our findings indicate that the contact length shrinks in dimension as capsule inflates in the hypotonic medium, and the equilibrium contact length does not depend on the hydraulic conductivity of the membrane and the initial shape of the capsule.

Keywords: Capsule-substrate adhesion, Fluid mechanics, Immersed interface method, Osmosis, Mass transfer.

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Authors: Fares Innal, Yves Dutuit, Mourad Chebila

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The object of this work is the probabilistic performance evaluation of safety instrumented systems (SIS), i.e. the average probability of dangerous failure on demand (PFD_avg) and the average frequency of failure (PFH), taking into account the uncertainties related to the different parameters that come into play: failure rate (λ), common cause failure proportion (β), diagnostic coverage (DC)... This leads to an accurate and safe assessment of the safety integrity level (SIL) inherent to the safety function performed by such systems. This aim is in keeping with the requirement of the IEC 61508 standard with respect to handling uncertainty. To do this, we propose an approach that combines (1) Monte Carlo simulation and (2) fuzzy sets. Indeed, the first method is appropriate where representative statistical data are available (using pdf of the relating parameters), while the latter applies in the case characterized by vague and subjective information (using membership function). The proposed approach is fully supported with a suitable computer code.

Keywords: Fuzzy sets, Monte Carlo simulation, Safety instrumented system, Safety integrity level.

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Authors: Josu Arteche, Jesus Orbe

Abstract:

The log periodogram regression is widely used in empirical applications because of its simplicity, since only a least squares regression is required to estimate the memory parameter, d, its good asymptotic properties and its robustness to misspecification of the short term behavior of the series. However, the asymptotic distribution is a poor approximation of the (unknown) finite sample distribution if the sample size is small. Here the finite sample performance of different nonparametric residual bootstrap procedures is analyzed when applied to construct confidence intervals. In particular, in addition to the basic residual bootstrap, the local and block bootstrap that might adequately replicate the structure that may arise in the errors of the regression are considered when the series shows weak dependence in addition to the long memory component. Bias correcting bootstrap to adjust the bias caused by that structure is also considered. Finally, the performance of the bootstrap in log periodogram regression based confidence intervals is assessed in different type of models and how its performance changes as sample size increases.

Keywords: bootstrap, confidence interval, log periodogram regression, long memory.

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