Search results for: analytical solutions
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2243

Search results for: analytical solutions

923 Modeling and Simulations of Surface Plasmon Waveguide Structures

Authors: Moussa Hamdan, Abdulati Abdullah

Abstract:

This paper presents an investigation of the fabrication of the optical devices in terms of their characteristics based on the use of the electromagnetic waves. Planar waveguides are used to examine the field modes (bound modes) and the parameters required for this structure. The modifications are conducted on surface plasmons based waveguides. Simple symmetric dielectric slab structure is used and analyzed in terms of transverse electric mode (TE-Mode) and transverse magnetic mode (TM-Mode. The paper presents mathematical and numerical solutions for solving simple symmetric plasmons and provides simulations of surface plasmons for field confinement. Asymmetric TM-mode calculations for dielectric surface plasmons are also provided.

Keywords: Surface plasmons, optical waveguides, semiconductor lasers, refractive index, slab dialectical.

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922 Capacity of Anchors in Structural Connections

Authors: T. Cornelius, G. Secilmis

Abstract:

When dealing with safety in structures, the connections between structural components play an important role. Robustness of a structure as a whole depends both on the load- bearing capacity of the structural component and on the structures capacity to resist total failure, even though a local failure occurs in a component or a connection between components. To avoid progressive collapse it is necessary to be able to carry out a design for connections. A connection may be executed with anchors to withstand local failure of the connection in structures built with prefabricated components. For the design of these anchors, a model is developed for connections in structures performed in prefabricated autoclaved aerated concrete components. The design model takes into account the effect of anchors placed close to the edge, which may result in splitting failure. Further the model is developed to consider the effect of reinforcement diameter and anchor depth. The model is analytical and theoretically derived assuming a static equilibrium stress distribution along the anchor. The theory is compared to laboratory test, including the relevant parameters and the model is refined and theoretically argued analyzing the observed test results. The method presented can be used to improve safety in structures or even optimize the design of the connections

Keywords: Robustness, anchors, connections, aircrete, prefabricated components.

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921 Investigating the Thermal Characteristics of Reclaimed Solid Waste from a Landfill Site Using Thermogravimetry

Authors: S. M. Al-Salem, G.A. Leeke, H. J. Karam, R. Al-Enzi, A. T. Al-Dhafeeri, J. Wang

Abstract:

Thermogravimetry has been popularized as a thermal characterization technique since the 1950s. It aims at investigating the weight loss against both reaction time and temperature, whilst being able to characterize the evolved gases from the volatile components of the organic material being tested using an appropriate hyphenated analytical technique. In an effort to characterize and identify the reclaimed waste from an unsanitary landfill site, this approach was initiated. Solid waste (SW) reclaimed from an active landfill site in the State of Kuwait was collected and prepared for characterization in accordance with international protocols. The SW was segregated and its major components were identified after washing and air drying. Shredding and cryomilling was conducted on the plastic solid waste (PSW) component to yield a material that is representative for further testing and characterization. The material was subjected to five heating rates (b) with minimal repeatable weight for high accuracy thermogravimetric analysis (TGA) following the recommendation of the International Confederation for Thermal Analysis and Calorimetry (ICTAC). The TGA yielded thermograms that showed an off-set from typical behavior of commercial grade resin which was attributed to contact of material with soil and thermal/photo-degradation.

Keywords: Polymer, TGA, Pollution, Landfill, Waste, Plastic.

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920 An Analytical Study of FRP-Concrete Bridge Superstructures

Authors: Wael I. Alnahhal

Abstract:

It is a major challenge to build a bridge superstructure that has long-term durability and low maintenance requirements. A solution to this challenge may be to use new materials or to implement new structural systems. Fiber Reinforced Polymer (FRP) composites have continued to play an important role in solving some of persistent problems in infrastructure applications because of its high specific strength, light weight, and durability. In this study, the concept of the hybrid FRP-concrete structural systems is applied to a bridge superstructure. The hybrid FRP-concrete bridge superstructure is intended to have durable, structurally sound, and cost effective hybrid system that will take full advantage of the inherent properties of both FRP materials and concrete. In this study, two hybrid FRP-concrete bridge systems were investigated. The first system consists of trapezoidal cell units forming a bridge superstructure. The second one is formed by arch cells. The two systems rely on using cellular components to form the core of the bridge superstructure, and an outer shell to warp around those cells to form the integral unit of the bridge. Both systems were investigated analytically by using finite element (FE) analysis. From the rigorous FE studies, it was concluded that first system is more efficient than the second.

Keywords: Bridge superstructure, hybrid system, fiber reinforced polymer, finite element analysis.

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919 A Planning Model for Evacuation in Building

Authors: Hsin-Yun Lee, Hao-Hsi Tseng

Abstract:

Previous studies mass evacuation route network does not fully reflect the step-by-step behavior and evacuees make routing decisions. Therefore, they do not work as expected when applied to the evacuation route planning is valid. This article describes where evacuees may have to make a direction to select all areas were identified as guiding points to improve evacuation routes network. This improved route network can be used as a basis for the layout can be used to guide the signs indicate that provides the required evacuation direction. This article also describes that combines simulation and artificial bee colony algorithm to provide the proposed routing solutions, to plan an integrated routing mode. The improved network and the model used is the cinema as a case study to assess the floor. The effectiveness of guidance solution in the total evacuation time is significant by verification.

Keywords: Artificial bee colony, Evacuation, Simulation.

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918 Augmented Reality Interaction System in 3D Environment

Authors: Sunhyoung Lee, Askar Akshabayev, Beisenbek Baisakov, Youngjoon Han, Hernsoo Hahn

Abstract:

It is important to give input information without other device in AR system. One solution is using hand for augmented reality application. Many researchers have proposed different solutions for hand interface in augmented reality. Analyze Histogram and connecting factor is can be example for that. Various Direction searching is one of robust way to recognition hand but it takes too much calculating time. And background should be distinguished with skin color. This paper proposes a hand tracking method to control the 3D object in augmented reality using depth device and skin color. Also in this work discussed relationship between several markers, which is based on relationship between camera and marker. One marker used for displaying virtual object and three markers for detecting hand gesture and manipulating the virtual object.

Keywords: Augmented Reality, depth map, hand recognition, kinect, marker, YCbCr color model.

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917 Thermal Load Calculations of Multilayered Walls

Authors: Bashir M. Suleiman

Abstract:

Thermal load calculations have been performed for multi-layered walls that are composed of three different parts; a common (sand and cement) plaster, and two types of locally produced soft and hard bricks. The masonry construction of these layered walls was based on concrete-backed stone masonry made of limestone bricks joined by mortar. These multilayered walls are forming the outer walls of the building envelope of a typical Libyan house. Based on the periodic seasonal weather conditions, within the Libyan cost region during summer and winter, measured thermal conductivity values were used to implement such seasonal variation of heat flow and the temperature variations through the walls. The experimental measured thermal conductivity values were obtained using the Hot Disk technique. The estimation of the thermal resistance of the wall layers ( R-values) is based on measurements and calculations. The numerical calculations were done using a simplified analytical model that considers two different wall constructions which are characteristics of such houses. According to the obtained results, the R-values were quite low and therefore, several suggestions have been proposed to improve the thermal loading performance that will lead to a reasonable human comfort and reduce energy consumption.

Keywords: Thermal loading, multilayered walls, Libyan bricks, thermal resistance

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916 Evaluation of Introductory Programming Course for Non-Computer Science Majored Students

Authors: H. Varol

Abstract:

Although students’ interest level in pursuing Computer Science and related degrees are lower than previous decade, fundamentals of computers, specifically introductory level programming courses are either listed as core or elective courses for a number of non-computer science majors. Universities accommodate these non-computer science majored students either via creating separate sections of a class for them or simply offering mixed-body classroom solutions, in which both computer science and non-computer science students take the courses together. In this work, we demonstrated how we handle introductory level programming course at Sam Houston State University and also provide facts about our observations on students’ success during the coursework. Moreover, we provide suggestions and methodologies that are based on students’ major and skills to overcome the deficiencies of mix-body type of classes.

Keywords: Computer science, non-computer science major, programming, programming education.

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915 Enhancing the Effectiveness of Air Defense Systems through Simulation Analysis

Authors: F. Felipe

Abstract:

Air Defense Systems contain high-value assets that are expected to fulfill their mission for several years - in many cases, even decades - while operating in a fast-changing, technology-driven environment. Thus, it is paramount that decision-makers can assess how effective an Air Defense System is in the face of new developing threats, as well as to identify the bottlenecks that could jeopardize the security of the airspace of a country. Given the broad extent of activities and the great variety of assets necessary to achieve the strategic objectives, a systems approach was taken in order to delineate the core requirements and the physical architecture of an Air Defense System. Then, value-focused thinking helped in the definition of the measures of effectiveness. Furthermore, analytical methods were applied to create a formal structure that preliminarily assesses such measures. To validate the proposed methodology, a powerful simulation was also used to determine the measures of effectiveness, now in more complex environments that incorporate both uncertainty and multiple interactions of the entities. The results regarding the validity of this methodology suggest that the approach can support decisions aimed at enhancing the capabilities of Air Defense Systems. In conclusion, this paper sheds some light on how consolidated approaches of Systems Engineering and Operations Research can be used as valid techniques for solving problems regarding a complex and yet vital matter.

Keywords: Air defense, effectiveness, system, simulation, decision-support.

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914 A Study of the Damages to Historical Monuments due to Climatic Factors and Air Pollution and Offering Solutions

Authors: Shoureshe Kanani, Hassan Zandi

Abstract:

Historical monuments as architectural heritage are, economically and culturally, considered one of the key aspects for modern communities. Cultural heritage represents a country-s national identity and pride and maintains and enriches that country-s culture. Therefore, conservation of the monuments remained from our ancestors requires everybody-s serious and unremitting effort. Conservation, renewal, restoration, and technical study of cultural and historical matters are issues which have a special status among various forms of art and science in the present century and this is due to two reasons: firstly, progress of humankind in this century has created a factor called environmental pollution which not only has caused new destructive processes of cultural/historical monuments but also has accelerated the previous destructive processes by several times, and secondly, the rapid advance of various sciences, especially chemistry, has lead to the contribution of new methods and materials to this significant issue.

Keywords: Air Pollution, Climatic, Historical Monuments

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913 Analysis of Effect of Pre-Logic Factoring on Cell Based Combinatorial Logic Synthesis

Authors: Padmanabhan Balasubramanian, Bashetty Raghavendra

Abstract:

In this paper, an analysis is presented, which demonstrates the effect pre-logic factoring could have on an automated combinational logic synthesis process succeeding it. The impact of pre-logic factoring for some arbitrary combinatorial circuits synthesized within a FPGA based logic design environment has been analyzed previously. This paper explores a similar effect, but with the non-regenerative logic synthesized using elements of a commercial standard cell library. On an overall basis, the results obtained pertaining to the analysis on a variety of MCNC/IWLS combinational logic benchmark circuits indicate that pre-logic factoring has the potential to facilitate simultaneous power, delay and area optimized synthesis solutions in many cases.

Keywords: Algebraic factoring, Combinational logic synthesis, Standard cells, Low power, Delay optimization, Area reduction.

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912 The Role of Paper in the Copy Identification of Safavid Era Shahnamehs of Tabriz Doctrine

Authors: Ashrafosadat Mousavi Lar, Elahe Moravej

Abstract:

To investigate and explain the history of each copy, we must refer to its past because it highlights parts of the civilization of people among which this copy has been codified. In this paper, eight Ferdowsi’s Shahnameh of Safavid era of Tabriz doctrine available in Iranian libraries and museums are studied. Undoubtedly, it can be said that Ferdowsi’s Shahnameh is one of the most important books that has been transcribed many times in different eras because it explains the Iranian champions’ prowess and it includes the history of Iran from Pishdadian to Sasanian dynasty. In addition, it has been attractive for governors and artists. The research methodology of this article is based on the analytical-descriptive arguments. The research hypothesis is based on papers used in Shahnameh writing in Safavid era of Tabriz doctrine were mostly Isfahanian papers existed. At that time, Isfahanian paper was unique in terms of quality, clarity, flatness of the sheets, volume, shape, softness and elegance, strength, and smoothness. This paper was mostly used to prepare the courtier and exquisite copies. This shows that the prepared copies in Safavid era of Tabriz doctrine were very important because the artists and people who ordered and were out of the court have ordered Isfahanian paper for writing their books.

Keywords: Shahnameh, Safavid era, Tabriz doctrine.

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911 Investigation of Hydraulic and Thermal Performances of Fin Array at Different Shield Positions without By-Pass

Authors: Ramy H. Mohammed

Abstract:

In heat sinks, the flow within the core exhibits separation and hence does not lend itself to simple analytical boundary layer or duct flow analysis of the wall friction. In this paper, we present some findings from an experimental and numerical study aimed to obtain physical insight into the influence of the presence of the shield and its position on the hydraulic and thermal performance of square pin fin heat sink without top by-pass. The variations of the Nusselt number and friction factor are obtained under varied parameters, such as the Reynolds number and the shield position. The numerical code is validated by comparing the numerical results with the available experimental data. It is shown that, there is a good agreement between the temperature predictions based on the model and the experimental data. Results show that, as the presence of the shield, the heat transfer of fin array is enhanced and the flow resistance increased. The surface temperature distribution of the heat sink base is more uniform when the dimensionless shield position equals to 1/3 or 2/3. The comprehensive performance evaluation approach based on identical pumping power criteria is adopted and shows that the optimum shield position is at x/l=0.43.

Keywords: Shield, Fin array, Performance evaluation, Heat transfer, Validation.

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910 Degree of Milling Effects on the Sorghum (Sorghum bicolor) Flours, Physicochemical Properties and Kinetics of Starch Digestion

Authors: Brou K., Guéhi T., Konan A. G., Gbakayoro J. B., Gnakri D.

Abstract:

Two types of crushing were applied to grains of red sorghum: manual crushing using a mortar and pestle of kitchen and mechanical crushing using a hammer mill. The flours obtained at the end of these various crushing were filtered and subdivided in different fractions according to the diameters of the mesh of the sieves (0.16mm; 0.25mm; 0.315mm; 0.4mm, and 0.63mm…). Some physical, chemical and nutritional traits of these flours were evaluated using Association of Official Analytical Chemists (AOAC). In vitro digestibility of these flours was also studied with freezing of flour 1% like substrate and α-amylase from B. licheniformis (E.C.3.2.1.1; Megazyme, Wicklow, Ireland). The results revealed that the batches of flours which have the finest diameters as 0.16mm; 0.25mm are the richest one in nutrients and are also the most digestible. Also mechanical crushing is the best mean to obtain significant amount of flours. In conclusion, the type of crushing and the size of the particles have an impact on the final concentration of some nutrients of the flours obtained. Indeed, the finest particles (0.16mm – 0.25mm 0.315mm) obtained after sifting of the flours are more nutritive and have a better digestibility than others size. So the finest particles could be advised for management of cereals namely the sorghum for the production of the infantile foods.

Keywords: Nutrients, digestibility, crush, flour, milling, granulometry.

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909 Arbitrary Amplitude Ion-Acoustic Solitary Waves in Electron-Ion-Positron Plasma with Nonthermal Electrons

Authors: Basudev Ghosh, Sreyasi Banerjee

Abstract:

Using pseudo potential method arbitrary amplitude ion-acoustic solitary waves have been theoretically studied in a collisionless plasma consisting of warm drifting positive ions, Boltzmann positrons and nonthermal electrons. Ion-acoustic solitary wave solutions have been obtained and the dependence of the solitary wave profile on different plasma parameters has been studied numerically. Lower and higher order compressive and rarefactive solitary waves are observed in presence of positrons, nonthermal electrons, ion drift velocity and finite ion temperature. Inclusion of higher order nonlinearity is shown to have significant correction to the solitary wave profile for the same values of plasma parameters.

Keywords: Ion-acoustic waves, Nonthermal electrons, Sagdeev potential, Solitary waves.

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908 Scope and Application of Collaborative Tools and Digital Manufacturing in Dentistry

Authors: S. Mohan Kumar, Rajashekar Patil, Tanuja Ajit Desphande

Abstract:

It is necessary to incorporate technological advances achieved in the field of engineering into dentistry in order to enhance the process of diagnosis, treatment planning and enable the doctors to render better treatment to their patients. To achieve this ultimate goal long distance collaborations are often necessary. This paper discusses the various collaborative tools and their applications to solve a few burning problems confronted by the dentists. Customization is often the solution to most of the problems. But rapid designing, development and cost effective manufacturing is a difficult task to achieve. This problem can be solved using the technique of digital manufacturing. Cases from 6 major branches of dentistry have been discussed and possible solutions with the help of state of art technology using rapid digital manufacturing have been proposed in the present paper. The paper also entails the usage of existing tools in collaborative and digital manufacturing area.

Keywords: Customisation, collaborative tools, dentistry, digital manufacturing.

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907 Reliability Evaluation of Composite Electric Power System Based On Latin Hypercube Sampling

Authors: R. Ashok Bakkiyaraj, N. Kumarappan

Abstract:

This paper investigates the suitability of Latin Hypercube sampling (LHS) for composite electric power system reliability analysis. Each sample generated in LHS is mapped into an equivalent system state and used for evaluating the annualized system and load point indices. DC loadflow based state evaluation model is solved for each sampled contingency state. The indices evaluated are loss of load probability, loss of load expectation, expected demand not served and expected energy not supplied. The application of the LHS is illustrated through case studies carried out using RBTS and IEEE-RTS test systems. Results obtained are compared with non-sequential Monte Carlo simulation and state enumeration analytical approaches. An error analysis is also carried out to check the LHS method’s ability to capture the distributions of the reliability indices. It is found that LHS approach estimates indices nearer to actual value and gives tighter bounds of indices than non-sequential Monte Carlo simulation.

Keywords: Composite power system, Latin Hypercube sampling, Monte Carlo simulation, Reliability evaluation, Variance analysis.

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906 Value for Money in Investment Projects

Authors: Jan Ceselsky

Abstract:

Construction and reconstruction of settlements and individual municipalities, environmental management and the creation, deployment of the forces of production and building transport and technical equipment requires a large expenditure of material and human resources. That is why the economic aspects of the majority decision in these planes built in the foreground and are often decisive. Thereby but more serious is that the economic aspects of the settlement, the creation and function remain in their whole, unprocessed, and cannot speak of a set of individual techniques and methods traditional indicators and experiments with new approaches. This is true both at the level of the national economy, and in their own urban designs. Still a few remain identified specific economic shaping patterns of settlement and the less it is possible to speak of their control. Also practical assessing economics of specific solutions are often used non-apt indicators in addition to economics usually identifies with the lowest acquisition cost or high-intensity land use with little regard for functional efficiency and little studied much higher operating and maintenance costs".

Keywords: Investment, municipal engineering, value for money.

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905 Easy-Interactive Ordering of the Pareto Optimal Set with Imprecise Weights

Authors: Maria Kalinina, Aron Larsson, Leif Olsson

Abstract:

In the multi objective optimization, in the case when generated set of Pareto optimal solutions is large, occurs the problem to select of the best solution from this set. In this paper, is suggested a method to order of Pareto set. Ordering the Pareto optimal set carried out in conformity with the introduced distance function between each solution and selected reference point, where the reference point may be adjusted to represent the preferences of a decision making agent. Preference information about objective weights from a decision maker may be expressed imprecisely. The developed elicitation procedure provides an opportunity to obtain surrogate numerical weights for the objectives, and thus, to manage impreciseness of preference. The proposed method is a scalable to many objectives and can be used independently or as complementary to the various visualization techniques in the multidimensional case.

Keywords: Imprecise weights, Multiple objectives, Pareto optimality, Visualization.

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904 A Survey on Ambient Intelligence in Agricultural Technology

Authors: C. Angel, S. Asha

Abstract:

Despite the advances made in various new technologies, application of these technologies for agriculture still remains a formidable task, as it involves integration of diverse domains for monitoring the different process involved in agricultural management. Advances in ambient intelligence technology represents one of the most powerful technology for increasing the yield of agricultural crops and to mitigate the impact of water scarcity, climatic change and methods for managing pests, weeds and diseases. This paper proposes a GPS-assisted, machine to machine solutions that combine information collected by multiple sensors for the automated management of paddy crops. To maintain the economic viability of paddy cultivation, the various techniques used in agriculture are discussed and a novel system which uses ambient intelligence technique is proposed in this paper. The ambient intelligence based agricultural system gives a great scope.

Keywords: Ambient Intelligence, Agricultural technology, smart agriculture, precise farming.

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903 Analytical Studies on Volume Determination of Leg Ulcer using Structured Light and Laser Triangulation Data Acquisition Techniques

Authors: M. Abdul-Rani, K. K. Chong, A. F. M. Hani, Y. B. Yap, A. Jamil

Abstract:

Imaging is defined as the process of obtaining geometric images either two dimensional or three dimensional by scanning or digitizing the existing objects or products. In this research, it applied to retrieve 3D information of the human skin surface in medical application. This research focuses on analyzing and determining volume of leg ulcers using imaging devices. Volume determination is one of the important criteria in clinical assessment of leg ulcer. The volume and size of the leg ulcer wound will give the indication on responding to treatment whether healing or worsening. Different imaging techniques are expected to give different result (and accuracies) in generating data and images. Midpoint projection algorithm was used to reconstruct the cavity to solid model and compute the volume. Misinterpretation of the results can affect the treatment efficacy. The objectives of this paper is to compare the accuracy between two 3D data acquisition method, which is laser triangulation and structured light methods, It was shown that using models with known volume, that structured-light-based 3D technique produces better accuracy compared with laser triangulation data acquisition method for leg ulcer volume determination.

Keywords: Imaging, Laser Triangulation, Structured Light, Volume Determination.

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902 Pomelo Peel: Agricultural Waste for Biosorption of Cadmium Ions from Aqueous Solutions

Authors: Wanna Saikaew, Pairat Kaewsarn, Wuthikorn Saikaew

Abstract:

The ability of pomelo peel, a natural biosorbent, to remove Cd(II) ions from aqueous solution by biosorption was investigated. The experiments were carried out by batch method at 25 °C. The influence of solution pH, initial cadmium ion concentrations and contact times were evaluated. Cadmium ion removal increased significantly as the pH of the solution increased from pH 1 to pH 5. At pH 5, the cadmium ion removal reached a maximum value. The equilibrium process was described well by the Langmuir isotherm model, with a maximum biosorption capacity of 21.83 mg/g. The biosorption was relatively quick, (approx. 20 min). Biosorption kinetics followed a pseudo-second-order model. The result showed that pomelo peel was effective as a biosorbent for removing cadmium ions from aqueous solution. It is a low cost material that shows potential to be applied in wastewater technology for remediation of heavy metal contamination.

Keywords: Pomelo peel, biosorption, Cadmium ions.

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901 Scalable Systolic Multiplier over Binary Extension Fields Based on Two-Level Karatsuba Decomposition

Authors: Chiou-Yng Lee, Wen-Yo Lee, Chieh-Tsai Wu, Cheng-Chen Yang

Abstract:

Shifted polynomial basis (SPB) is a variation of polynomial basis representation. SPB has potential for efficient bit level and digi -level implementations of multiplication over binary extension fields with subquadratic space complexity. For efficient implementation of pairing computation with large finite fields, this paper presents a new SPB multiplication algorithm based on Karatsuba schemes, and used that to derive a novel scalable multiplier architecture. Analytical results show that the proposed multiplier provides a trade-off between space and time complexities. Our proposed multiplier is modular, regular, and suitable for very large scale integration (VLSI) implementations. It involves less area complexity compared to the multipliers based on traditional decomposition methods. It is therefore, more suitable for efficient hardware implementation of pairing based cryptography and elliptic curve cryptography (ECC) in constraint driven applications.

Keywords: Digit-serial systolic multiplier, elliptic curve cryptography (ECC), Karatsuba algorithm (KA), shifted polynomial basis (SPB), pairing computation.

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900 Thermal Properties of Chitosan-Filled Empty Fruit Bunches Filter Media

Authors: Aziatul Niza Sadikin, Norasikin Othman, Mohd Ghazali Mohd Nawawi, Umi Aisah Asli, Roshafima Rasit Ali, Rafiziana Md Kasmani

Abstract:

Non-woven fibrous filter media from empty fruit bunches were fabricated by using chitosan as a binder. Chitosan powder was dissolved in a 1 wt% aqueous acetic acid, and 1 wt% to 4 wt% of chitosan solutions was prepared. Chitosan-filled empty fruit bunches filter media have been prepared via wet-layup method. Thermogravimetric analysis (TGA) was performed to study various thermal properties of the fibrous filter media. It was found that the fibrous filter media have undergone several decomposition stages over a range of temperatures as revealed by TGA thermo-grams, where the temperature for 10% weight loss for chitosan-filled EFB filter media and binder-less filter media was at 150oC and 300oC, respectively.

Keywords: Empty fruit bunches, chitosan, filter media, thermal property.

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899 The Effects of Misspecification of Stochastic Processes on Investment Appraisal

Authors: George Yungchih Wang

Abstract:

For decades financial economists have been attempted to determine the optimal investment policy by recognizing the option value embedded in irreversible investment whose project value evolves as a geometric Brownian motion (GBM). This paper aims to examine the effects of the optimal investment trigger and of the misspecification of stochastic processes on investment in real options applications. Specifically, the former explores the consequence of adopting optimal investment rules on the distributions of corporate value under the correct assumption of stochastic process while the latter analyzes the influence on the distributions of corporate value as a result of the misspecification of stochastic processes, i.e., mistaking an alternative process as a GBM. It is found that adopting the correct optimal investment policy may increase corporate value by shifting the value distribution rightward, and the misspecification effect may decrease corporate value by shifting the value distribution leftward. The adoption of the optimal investment trigger has a major impact on investment to such an extent that the downside risk of investment is truncated at the project value of zero, thereby moving the value distributions rightward. The analytical framework is also extended to situations where collection lags are in place, and the result indicates that collection lags reduce the effects of investment trigger and misspecification on investment in an opposite way.

Keywords: GBM, real options, investment trigger, misspecification, collection lags

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898 Solution of S3 Problem of Deformation Mechanics for a Definite Condition and Resulting Modifications of Important Failure Theories

Authors: Ranajay Bhowmick

Abstract:

Analysis of stresses for an infinitesimal tetrahedron leads to a situation where we obtain a cubic equation consisting of three stress invariants. This cubic equation, when solved for a definite condition, gives the principal stresses directly without requiring any cumbersome and time-consuming trial and error methods or iterative numerical procedures. Since the failure criterion of different materials are generally expressed as functions of principal stresses, an attempt has been made in this study to incorporate the solutions of the cubic equation in the form of principal stresses, obtained for a definite condition, into some of the established failure theories to determine their modified descriptions. It has been observed that the failure theories can be represented using the quadratic stress invariant and the orientation of the principal plane.

Keywords: Cubic equation, stress invariant, trigonometric, explicit solution, principal stress, failure criterion.

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897 The First Integral Approach in Stability Problem of Large Scale Nonlinear Dynamical Systems

Authors: M. Kidouche, H. Habbi, M. Zelmat, S. Grouni

Abstract:

In analyzing large scale nonlinear dynamical systems, it is often desirable to treat the overall system as a collection of interconnected subsystems. Solutions properties of the large scale system are then deduced from the solution properties of the individual subsystems and the nature of the interconnections. In this paper a new approach is proposed for the stability analysis of large scale systems, which is based upon the concept of vector Lyapunov functions and the decomposition methods. The present results make use of graph theoretic decomposition techniques in which the overall system is partitioned into a hierarchy of strongly connected components. We show then, that under very reasonable assumptions, the overall system is stable once the strongly connected subsystems are stables. Finally an example is given to illustrate the constructive methodology proposed.

Keywords: Comparison principle, First integral, Large scale system, Lyapunov stability.

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896 New Explicit Group Newton's Iterative Methods for the Solutions of Burger's Equation

Authors: Tan K. B., Norhashidah Hj. M. Ali

Abstract:

In this article, we aim to discuss the formulation of two explicit group iterative finite difference methods for time-dependent two dimensional Burger-s problem on a variable mesh. For the non-linear problems, the discretization leads to a non-linear system whose Jacobian is a tridiagonal matrix. We discuss the Newton-s explicit group iterative methods for a general Burger-s equation. The proposed explicit group methods are derived from the standard point and rotated point Crank-Nicolson finite difference schemes. Their computational complexity analysis is discussed. Numerical results are given to justify the feasibility of these two proposed iterative methods.

Keywords: Standard point Crank-Nicolson (CN), Rotated point Crank-Nicolson (RCN), Explicit Group (EG), Explicit Decoupled Group (EDG).

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895 Measurement Scheme Improving for State Estimation Using Stochastic Tabu Search

Authors: T. Kerdchuen

Abstract:

This paper proposes the stochastic tabu search (STS) for improving the measurement scheme for power system state estimation. If the original measured scheme is not observable, the additional measurements with minimum number of measurements are added into the system by STS so that there is no critical measurement pair. The random bit flipping and bit exchanging perturbations are used for generating the neighborhood solutions in STS. The Pδ observable concept is used to determine the network observability. Test results of 10 bus, IEEE 14 and 30 bus systems are shown that STS can improve the original measured scheme to be observable without critical measurement pair. Moreover, the results of STS are superior to deterministic tabu search (DTS) in terms of the best solution hit.

Keywords: Measurement Scheme, Power System StateEstimation, Network Observability, Stochastic Tabu Search (STS).

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894 Mathematical Model of Depletion of Forestry Resource: Effect of Synthetic Based Industries

Authors: Manisha Chaudhary, Joydip Dhar, Govind Prasad Sahu

Abstract:

A mathematical model is proposed considering the forest biomass density B(t), density of wood based industries W(t) and density of synthetic industries S(t). It is assumed that the forest biomass grows logistically in the absence of wood based industries, but depletion of forestry biomass is due to presence of wood based industries. The growth of wood based industries depends on B(t), while S(t) grows at a constant rate, independent of B(t). Further there is a competition between W(t) and S(t) according to market demand. The proposed model has four ecologically feasible steady states, namely, E1: forest biomass free and wood industries free equilibrium; E2: wood industries free equilibrium and two coexisting equilibria E∗1 , E∗2 . Behavior of the system near all feasible equilibria is analyzed using the stability theory of differential equations. In the proposed model, the natural depletion rate h1 is a crucial parameter and system exhibits Hopf-bifurcation about the non-trivial equilibrium with respect to h1. The analytical results are verified using numerical simulation.

Keywords: A mathematical model, Competition between wood based and synthetic industries, Hopf-bifurcation, Stability analysis.

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