Search results for: basic scheme

Authors: M. N. Moschakis, V. V. Dafopoulos, I. G. Andritsos, E. S. Karapidakis, J. M. Prousalidis

Abstract:

This paper deals with the effect of a power transformer’s vector group on the basic voltage sag characteristics during unbalanced faults at a meshed or radial power network. Specifically, the propagation of voltage sags through a power transformer is studied with advanced short-circuit analysis. A smart method to incorporate this effect on analytical mathematical expressions is proposed. Based on this methodology, the positive effect of transformers of certain vector groups on the mitigation of the expected number of voltage sags per year (sag frequency) at the terminals of critical industrial customers can be estimated.

Keywords: Balanced and unbalanced faults, industrial design, phase shift, power quality, power systems, voltage sags (or dips).

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Authors: Ruskartina Eki, Vincent F. Yu, Santosa Budi, A. A. N. Perwira Redi

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This paper introduces symbiotic organism search (SOS) for solving capacitated vehicle routing problem (CVRP). SOS is a new approach in metaheuristics fields and never been used to solve discrete problems. A sophisticated decoding method to deal with a discrete problem setting in CVRP is applied using the basic symbiotic organism search (SOS) framework. The performance of the algorithm was evaluated on a set of benchmark instances and compared results with best known solution. The computational results show that the proposed algorithm can produce good solution as a preliminary testing. These results indicated that the proposed SOS can be applied as an alternative to solve the capacitated vehicle routing problem.

Keywords: Symbiotic organism search, vehicle routing problem, metaheuristics, Solution Representation.

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Authors: Amadi Ugwulo Chinyere, Lewis D. Gbarayorks, Emem N. H. Inamete

Abstract:

In this paper, the mandatory contribution, additional voluntary contribution (AVC) and administrative charges are merged together to determine the optimal investment strategy (OIS) for a pension plan member (PPM) in a defined contribution (DC) pension scheme under the modified constant elasticity of variance (M-CEV) model. We assume that the voluntary contribution is a stochastic process and a portfolio consisting of one risk free asset and one risky asset modeled by the M-CEV model is considered. Also, a stochastic differential equation consisting of PPM’s monthly contributions, voluntary contributions and administrative charges is obtained. More so, an optimization problem in the form of Hamilton Jacobi Bellman equation which is a nonlinear partial differential equation is obtained. Using power transformation and change of variables method, an explicit solution of the OIS and the value function are obtained under constant absolute risk averse (CARA). Furthermore, numerical simulations on the impact of some sensitive parameters on OIS were discussed extensively. Finally, our result generalizes some existing result in the literature.

Keywords: DC pension fund, modified constant elasticity of variance, optimal investment strategies, voluntary contribution, administrative charges.

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Authors: M. D. Nayeri, M. M. Mashhadi, K. Mohajeri

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Defining strategic position of the organizations within the industry environment is one of the basic and most important phases of strategic planning to which extent that one of the fundamental schools of strategic planning is the strategic positioning school. In today-s knowledge-based economy and dynamic environment, it is essential for universities as the centers of education, knowledge creation and knowledge worker evolvement. Till now, variant models with different approaches to strategic positioning are deployed in defining the strategic position within the various industries. Balanced Scorecard as one of the powerful models for strategic positioning, analyzes all aspects of the organization evenly. In this paper with the consideration of BSC strength in strategic evaluation, it is used for analyzing the environmental position of the best-s Iranian Business Schools. The results could be used in developing strategic plans for these schools as well as other Iranian Management and Business Schools.

Keywords: Strategic planning, Strategic position, Balancedscorecard, Higher education institutions.

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Authors: Jing Zhang, Jie Chen

Abstract:

In this paper, we deal with the optimal I/O point location in an automated parking system. In this system, the S/R machine (storage and retrieve machine) travels independently in vertical and horizontal directions. Based on the characteristics of the parking system and the basic principle of AS/RS system (Automated Storage and Retrieval System), we obtain the continuous model in units of time. For the single command cycle using the randomized storage policy, we calculate the probability density function for the system travel time and thus we develop the travel time model. And we confirm that the travel time model shows a good performance by comparing with discrete case. Finally in this part, we establish the optimal model by minimizing the expected travel time model and it is shown that the optimal location of the I/O point is located at the middle of the left-hand above corner.

Keywords: Parking system, optimal location, response time, S/R machine.

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Authors: J. Fernandez de Canete, S. Gonzalez-Perez, P. del Saz-Orozco

Abstract:

Neural networks offer an alternative approach both for identification and control of nonlinear processes in process engineering. The lack of software tools for the design of controllers based on neural network models is particularly pronounced in this field. SIMULINK is properly a widely used graphical code development environment which allows system-level developers to perform rapid prototyping and testing. Such graphical based programming environment involves block-based code development and offers a more intuitive approach to modeling and control task in a great variety of engineering disciplines. In this paper a SIMULINK based Neural Tool has been developed for analysis and design of multivariable neural based control systems. This tool has been applied to the control of a high purity distillation column including non linear hydrodynamic effects. The proposed control scheme offers an optimal response for both theoretical and practical challenges posed in process control task, in particular when both, the quality improvement of distillation products and the operation efficiency in economical terms are considered.

Keywords: Distillation, neural networks, software tools, identification, control.

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Authors: Nurhani Kasuan, Zakariah Yusuf, Mohd Nasir Taib, Mohd Hezri Fazalul Rahiman, Nazurah Tajuddin, Mohd Azri Abdul Aziz

Abstract:

This paper presents a hybrid fuzzy-PD plus PID (HFPP) controller and its application to steam distillation process for essential oil extraction system. Steam temperature is one of the most significant parameters that can influence the composition of essential oil yield. Due to parameter variations and changes in operation conditions during distillation, a robust steam temperature controller becomes nontrivial to avoid the degradation of essential oil quality. Initially, the PRBS input is triggered to the system and output of steam temperature is modeled using ARX model structure. The parameter estimation and tuning method is adopted by simulation using HFPP controller scheme. The effectiveness and robustness of proposed controller technique is validated by real time implementation to the system. The performance of HFPP using 25 and 49 fuzzy rules is compared. The experimental result demonstrates the proposed HFPP using 49 fuzzy rules achieves a better, consistent and robust controller compared to PID when considering the test on tracking the set point and the effects due to disturbance.

Keywords: Fuzzy Logic controller, steam temperature, steam distillation, real time control.

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Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

In many cases, there are some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in evaluating the performance of organizations. Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. Multi-periods input(MpI) and Multi-periods output(MpO) models are integrate models to calculate simple efficiency considering time lag effect. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. That is, efficient DMUs can’t be discriminated because their efficiency scores are same. Thus, this paper suggests a super-efficiency model for efficiency evaluation under the consideration of time lag effect based on the MpO model. A case example using a long term research project is given to compare the suggested model with the MpO model.

Keywords: DEA, Super-efficiency, Time Lag.

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Authors: M. S. Anton Merkulov

Abstract:

This article discusses the questions concerning of creating small packet networks for energy companies with application of high voltage power line carrier equipment (PLC) with functionality of IP traffic transmission. The main idea is to create converged PLC links between substations and dispatching centers where packet data and voice are transmitted in one data flow. The article contents description of basic conception of the network, evaluation of voice traffic transmission parameters, and discussion of header compression techniques in relation to PLC links. The results of exploration show us, that convergent packet PLC links can be very useful in the construction of small packet networks between substations in remote locations, such as deposits or low populated areas.

Keywords: packet PLC, VoIP, time delay, packet traffic, overhead compression

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Authors: A.K.M. Khaled Ahsan Talukder, Taibun Nessa, Kaushik Roy

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The weight constrained shortest path problem (WCSPP) is one of most several known basic problems in combinatorial optimization. Because of its importance in many areas of applications such as computer science, engineering and operations research, many researchers have extensively studied the WCSPP. This paper mainly concentrates on the reduction of total search space for finding WCSP using some existing Genetic Algorithm (GA). For this purpose, some controlled schemes of genetic operators are adopted on list chromosome representation. This approach gives a near optimum solution with smaller elapsed generation than classical GA technique. From further analysis on the matter, a new generalized schema theorem is also developed from the philosophy of Holland-s theorem.

Keywords: Genetic Algorithm, Evolutionary Optimization, Multi Objective Optimization, Non-linear Schema Theorem, WCSPP.

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Authors: Ashagrie Getnet Flattie

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Line-of-sight (LOS) information, data rates, good quality, and flexible network service are limited by the fact that, for the duration of any given connection, they experience severe variation in signal strength due to fading and path loss. Wireless system faces major challenges in achieving wide coverage and capacity without affecting the system performance and to access data everywhere, all the time. In this paper, the cell coverage and edge rate of different Multiple-input multiple-output (MIMO) schemes in 20 MHz Long Term Evolution (LTE) system under Unmanned Air Vehicles (UAV) platform are investigated. After some background on the enormous potential of UAV, MIMO, and LTE in wireless links, the paper highlights the presented system model which attempts to realize the various benefits of MIMO being incorporated into UAV platform. The performances of the three MIMO LTE schemes are compared with the performance of 4x4 MIMO LTE in UAV scheme carried out to evaluate the improvement in cell radius, BER, and data throughput of the system in different morphology. The results show that significant performance gains such as bit error rate (BER), data rate, and coverage can be achieved by using the presented scenario.

Keywords: BER, LTE, MIMO, path loss, UAV.

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Authors: H. Wakily, M. Mehrali, H. S. C. Metselaar

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Homogeneous composites of alumina and zirconia with a small amount of MgO (<1 wt %) were prepared by colloidal filtration. The object of using ZrO2 (15wt %) was to provide zirconia toughened alumina (ZTA). Suspensions of alumina and Zirconia with various solid loadings and various concentrations of Dolapix CE64 as surfactant were studied. The stability of these suspensions was investigated using rheological measurements. The optimum amount of using Dolapix was 0.8wt% for ZTA containing MgO suspension which gave low apparent viscosity in basic area (100 mPa s at shear rate of 50 s-1). The satisfactory mixtures were made into sample pallets using colloidal filtration. The process was completed with pressureless sintering in suitable temperature. Phase, grain size and qualitative compositional analysis were done using X-ray diffraction (XRD) and scanning electron microscopy (SEM) images. ZTA containing 0.05 wt% MgO shows the lowest grain size for alumina around 0.5 μm. Densification studies show that near full densities (>99%) were obtained for ZTA ceramic containing 0.05 wt% MgO in 1500 °C.

Keywords: Colloidal filtration, Dolapix, MgO, Zirconiatoughened alumina.

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Authors: Rafael Tedrus Bento

Abstract:

The analysis of proportionality as a test is raised as a basic foundation for the achievement of Fundamental Rights. We used legal dogmatics and empirical analysis to seek the expected results, from the reading of the RV Oakes trial by the Supreme Court of Canada. In cases involving freedom of expression, two tests are used to resolve disputes. The first examines whether, in fact, the case can be characterized as a violation of freedom of expression; the second assesses whether this violation can be justified by the reasonable limit clause. This test was defined in the RV Oakes trial by the Supreme Court of Canada, concluding with the Oakes Test, used worldwide as a proportionality test. Resulting is a proportionality between the effects of the limiting measure and the objective - the more serious the harmful effects of a measure, the more important the objective must be.

Keywords: Oakes, proportionality. fundamental rights, Canadian Charter of Rights and Freedoms.

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Authors: Eleni Ioannou, Pascal Nucara, Keith Pullen

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The subject of this paper is the investigation of the best efficiency design of a compressor diffuser applied in new lightweight, ultra efficient micro-gas turbine engines for vehicles. The Computational Fluid Dynamics (CFD) results are obtained utilizing steady state simulations for a wedge and an ”oval” type pipe diffuser in an effort to identify the beneficial effects of the pipe diffuser design. The basic flow features are presented with particular focus on the optimization of the pipe diffuser leading to higher efficiencies for the compressor stage. The optimised pipe diffuser is designed to exploit the 3D freedom enabled by Selective Laser Melting, hence purposely involves an investigation of geometric characteristics that do not follow the traditional diffuser concept.

Keywords: CFD, centrifugal compressor, micro-gas turbine, pipe diffuser, SLM, wedge diffuser.

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Authors: Barbora Chmelíková

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Making sound financial decisions is an essential skill which can have an impact on life of each consumer of financial products. The aim of this paper is to examine decision-making concerning financial matters and personal finance. The selected target group was university students majoring in finance related fields. The study was conducted in the Czech Republic at Masaryk University in 2015. In order to analyze financial decision-making questions related to basic finance decisions were developed to address the research objective. The results of the study suggest gaps in detecting best solutions to given financial decision-making questions among finance students. The analysis results indicate relation between financial decision-making and own experience with holding and using concrete financial products.

Keywords: Financial decision-making, financial literacy, personal finance, university students.

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Authors: G.Wiselin Jiji, L.Ganesan

Abstract:

Textures are replications, symmetries and combinations of various basic patterns, usually with some random variation one of the gray-level statistics. This article proposes a new approach to Segment texture images. The proposed approach proceeds in 2 stages. First, in this method, local texture information of a pixel is obtained by fuzzy texture unit and global texture information of an image is obtained by fuzzy texture spectrum. The purpose of this paper is to demonstrate the usefulness of fuzzy texture spectrum for texture Segmentation. The 2nd Stage of the method is devoted to a decision process, applying a global analysis followed by a fine segmentation, which is only focused on ambiguous points. The above Proposed approach was applied to brain image to identify the components of brain in turn, used to locate the brain tumor and its Growth rate.

Keywords: Fuzzy Texture Unit, Fuzzy Texture Spectrum, andPattern Recognition, segmentation.

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Authors: Sandipan Chakroborty, Goutam Saha

Abstract:

A state of the art Speaker Identification (SI) system requires a robust feature extraction unit followed by a speaker modeling scheme for generalized representation of these features. Over the years, Mel-Frequency Cepstral Coefficients (MFCC) modeled on the human auditory system has been used as a standard acoustic feature set for speech related applications. On a recent contribution by authors, it has been shown that the Inverted Mel- Frequency Cepstral Coefficients (IMFCC) is useful feature set for SI, which contains complementary information present in high frequency region. This paper introduces the Gaussian shaped filter (GF) while calculating MFCC and IMFCC in place of typical triangular shaped bins. The objective is to introduce a higher amount of correlation between subband outputs. The performances of both MFCC & IMFCC improve with GF over conventional triangular filter (TF) based implementation, individually as well as in combination. With GMM as speaker modeling paradigm, the performances of proposed GF based MFCC and IMFCC in individual and fused mode have been verified in two standard databases YOHO, (Microphone Speech) and POLYCOST (Telephone Speech) each of which has more than 130 speakers.

Keywords: Gaussian Filter, Triangular Filter, Subbands, Correlation, MFCC, IMFCC, GMM.

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Authors: Marzuki Khalid, RubiyahYusof, AnisSalwaMohdKhairuddin

Abstract:

An automated wood recognition system is designed to classify tropical wood species.The wood features are extracted based on two feature extractors: Basic Grey Level Aura Matrix (BGLAM) technique and statistical properties of pores distribution (SPPD) technique. Due to the nonlinearity of the tropical wood species separation boundaries, a pre classification stage is proposed which consists ofKmeans clusteringand kernel discriminant analysis (KDA). Finally, Linear Discriminant Analysis (LDA) classifier and KNearest Neighbour (KNN) are implemented for comparison purposes. The study involves comparison of the system with and without pre classification using KNN classifier and LDA classifier.The results show that the inclusion of the pre classification stage has improved the accuracy of both the LDA and KNN classifiers by more than 12%.

Keywords: Tropical wood species, nonlinear data, featureextractors, classification

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Authors: Sanjay Kumar Srivastava, Anu Rani Sharma, Kamna Sachdeva

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The aim of the paper is to analyze the characteristics of winter fog in terms of its trend and spatial-temporal variability over Indo-Gangetic plains. The study reveals that during last four and half decades (1971-2015), an alarming increasing trend in fog frequency has been observed during the winter months of December and January over the study area. The frequency of fog has increased by 118.4% during the peak winter months of December and January. It has also been observed that on an average central part of IGP has 66.29% fog days followed by west IGP with 41.94% fog days. Further, Empirical Orthogonal Function (EOF) decomposition and Mann-Kendall variation analysis are used to analyze the spatial and temporal patterns of winter fog. The findings have significant implications for the further research of fog over IGP and formulate robust strategies to adapt the fog variability and mitigate its effects. The decision by Delhi Government to implement odd-even scheme to restrict the use of private vehicles in order to reduce pollution and improve quality of air may result in increasing the alarming increasing trend of fog over Delhi and its surrounding areas regions of IGP.

Keywords: Fog, climatology, spatial variability, temporal variability, empirical orthogonal function, visibility, Mann-Kendall test, variation point.

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Authors: Yi Liu, Yang Xu

Abstract:

Applying the idea of soft set theory to lattice implication algebras, the novel concept of (implicative) filteristic soft lattice implication algebras which related to (implicative) filter(for short, (IF-)F-soft lattice implication algebras) are introduced. Basic properties of (IF-)F-soft lattice implication algebras are derived. Two kinds of fuzzy filters (i.e.(2, 2 _qk)((2, 2 _ qk))-fuzzy (implicative) filter) of L are introduced, which are generalizations of fuzzy (implicative) filters. Some characterizations for a soft set to be a (IF-)F-soft lattice implication algebra are provided. Analogously, this idea can be used in other types of filteristic lattice implication algebras (such as fantastic (positive implicative) filteristic soft lattice implication algebras).

Keywords: Soft set, (implicative) filteristic lattice implication algebras, fuzzy (implicative) filters, ((2, 2 _qk)) (2, 2 _ qk)-fuzzy(implicative) filters.

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Authors: Sandipan Chakroborty, Anindya Roy, Goutam Saha

Abstract:

A state of the art Speaker Identification (SI) system requires a robust feature extraction unit followed by a speaker modeling scheme for generalized representation of these features. Over the years, Mel-Frequency Cepstral Coefficients (MFCC) modeled on the human auditory system has been used as a standard acoustic feature set for SI applications. However, due to the structure of its filter bank, it captures vocal tract characteristics more effectively in the lower frequency regions. This paper proposes a new set of features using a complementary filter bank structure which improves distinguishability of speaker specific cues present in the higher frequency zone. Unlike high level features that are difficult to extract, the proposed feature set involves little computational burden during the extraction process. When combined with MFCC via a parallel implementation of speaker models, the proposed feature set outperforms baseline MFCC significantly. This proposition is validated by experiments conducted on two different kinds of public databases namely YOHO (microphone speech) and POLYCOST (telephone speech) with Gaussian Mixture Models (GMM) as a Classifier for various model orders.

Keywords: Complementary Information, Filter Bank, GMM, IMFCC, MFCC, Speaker Identification, Speaker Recognition.

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Authors: Beibei Han, Yong-Jin Yoon, Muhammad Hamidullah, Angel Tsu-Hui Lin, Woo-Tae Park

Abstract:

This paper presents the design of a ring-shaped tri-axial fore sensor that can be incorporated into the tip of a guidewire for use in minimally invasive surgery (MIS). The designed sensor comprises a ring-shaped structure located at the center of four cantilever beams. The ringdesign allows surgical tools to be easily passed through which largely simplified the integration process. Silicon nanowires (SiNWs) are used aspiezoresistive sensing elementsembeddedon the four cantilevers of the sensor to detect the resistance change caused by the applied load.An integration scheme with new designed guidewire tip structure having two coils at the distal end is presented. Finite element modeling has been employed in the sensor design to find the maximum stress location in order to put the SiNWs at the high stress regions to obtain maximum output. A maximum applicable force of 5 mN is found from modeling. The interaction mechanism between the designed sensor and a steel wire has been modeled by FEM. A linear relationship between the applied load on the steel wire and the induced stress on the SiNWs were observed.

Keywords: Triaxial MEMS force sensor, Ring shape, Silicon Nanowire, Minimally invasive surgery.

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Authors: Nhon Do, Tam Pham

Abstract:

Knowledge bases are basic components of expert systems or intelligent computational programs. Knowledge bases provide knowledge, events that serve deduction activity, computation and control. Therefore, researching and developing of models for knowledge representation play an important role in computer science, especially in Artificial Intelligence Science and intelligent educational software. In this paper, the extensive deduction computational model is proposed to design knowledge bases whose attributes are able to be real values or functional values. The system can also solve problems based on knowledge bases. Moreover, the models and algorithms are applied to produce the educational software for solving alternating current problems or solving set of equations automatically.

Keywords: Educational software, artificial intelligence, knowledge base systems, knowledge representation.

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Authors: Priyanka R. Oberoi, Chandra B. Maurya, Prakash A. Mahanwar

Abstract:

Ionizing radiation can cause a drastic change in the physical and chemical properties of the material exposed. Numerous medical devices are sterilized by ionizing radiation. In the current research paper, an attempt was made to develop precise and inexpensive polymeric film dosimeter which can be used for controlling radiation dosage. Polymeric film containing (pH sensitive dye) indicator dye Bromophenol blue (BPB) was casted to check the effect of Gamma radiation on its optical and physical properties. The film was exposed to gamma radiation at 4 kGy/hr in the range of 0 to 300 kGy at an interval of 50 kGy. Release of vinyl acetate from an emulsion on high radiation reacts with the BPB fading the color of the film from blue to light blue and then finally colorless, indicating a change in pH from basic to acidic form. The change was characterized by using CIE l*a*b*, ultra-violet spectroscopy and FT-IR respectively.

Keywords: Bromophenol blue, dosimeter, gamma radiation, polymer.

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Authors: Ammar M. Hassan, Ayoub Al-Hamadi, Yassin M. Y. Hasan, Mohamed A. A. Wahab, Bernd Michaelis

Abstract:

Because of the great advance in multimedia technology, digital multimedia is vulnerable to malicious manipulations. In this paper, a public key self-recovery block-based video authentication technique is proposed which can not only precisely localize the alteration detection but also recover the missing data with high reliability. In the proposed block-based technique, multiple description coding MDC is used to generate two codes (two descriptions) for each block. Although one block code (one description) is enough to rebuild the altered block, the altered block is rebuilt with better quality by the two block descriptions. So using MDC increases the ratability of recovering data. A block signature is computed using a cryptographic hash function and a doubly linked chain is utilized to embed the block signature copies and the block descriptions into the LSBs of distant blocks and the block itself. The doubly linked chain scheme gives the proposed technique the capability to thwart vector quantization attacks. In our proposed technique , anyone can check the authenticity of a given video using the public key. The experimental results show that the proposed technique is reliable for detecting, localizing and recovering the alterations.

Keywords: Authentication, hash function, multiple descriptioncoding, public key encryption, watermarking.

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Authors: Hong-Bing Wang, Zhi-Hua Fan, Chun-Dong She

Abstract:

Open Agent System platform based on High Level Architecture is firstly proposed to support the application involving heterogeneous agents. The basic idea is to develop different wrappers for different agent systems, which are wrapped as federates to join a federation. The platform is based on High Level Architecture and the advantages for this open standard are naturally inherited, such as system interoperability and reuse. Especially, the federal architecture allows different federates to be heterogeneous so as to support the integration of different agent systems. Furthermore, both implicit communication and explicit communication between agents can be supported. Then, as the wrapper RTI_JADE an example, the components are discussed. Finally, the performance of RTI_JADE is analyzed. The results show that RTI_JADE works very efficiently.

Keywords: Open Agent System, High Level Architecture, Heterogeneous Agents, Wrapper.

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Authors: H. Essmann, N. du Preez

Abstract:

The seemingly ambiguous title of this paper – use of the terms maturity and innovation in concord – signifies the imperative of every organisation within the competitive domain. Where organisational maturity and innovativeness were traditionally considered antonymous, the assimilation of these two seemingly contradictory notions is fundamental to the assurance of long-term organisational prosperity. Organisations are required, now more than ever, to grow and mature their innovation capability – rending consistent innovative outputs. This paper describes research conducted to consolidate the principles of innovation and identify the fundamental components that constitute organisational innovation capability. The process of developing an Innovation Capability Maturity Model is presented. A brief description is provided of the basic components of the model, followed by a description of the case studies that were conducted to evaluate the model. The paper concludes with a summary of the findings and potential future research.

Keywords: Capability maturity, innovation, innovation capability.

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Authors: Fei Hao, Hai Wang

Abstract:

One of research issues in social network analysis is to evaluate the position/importance of users in social networks. As the information diffusion in social network is evolving, it seems difficult to evaluate the importance of users using traditional approaches. In this paper, we propose an evaluation approach for user importance with fractal view in social networks. In this approach, the global importance (Fractal Importance) and the local importance (Topological Importance) of nodes are considered. The basic idea is that the bigger the product of fractal importance and topological importance of a node is, the more important of the node is. We devise the algorithm called TFRank corresponding to the proposed approach. Finally, we evaluate TFRank by experiments. Experimental results demonstrate our TFRank has the high correlations with PageRank algorithm and potential ranking algorithm, and it shows the effectiveness and advantages of our approach.

Keywords: TFRank, Fractal Importance, Topological Importance, Social Network

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Authors: Stephen Kirkup

Abstract:

This paper discusses the implementation of the boundary element method (BEM) on an Excel spreadsheet and how it can be used in teaching vector calculus and simulation. There are two separate spreadheets, within which Laplace equation is solved by the BEM in two dimensions (LIBEM2) and axisymmetric three dimensions (LBEMA). The main algorithms are implemented in the associated programming language within Excel, Visual Basic for Applications (VBA). The BEM only requires a boundary mesh and hence it is a relatively accessible method. The BEM in the open spreadsheet environment is demonstrated as being useful as an aid to teaching and learning. The application of the BEM implemented on a spreadsheet for educational purposes in introductory vector calculus and simulation is explored. The development of assignment work is discussed, and sample results from student work are given. The spreadsheets were found to be useful tools in developing the students’ understanding of vector calculus and in simulating heat conduction.

Keywords: Boundary element method, laplace equation, vector calculus, simulation, education.

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Authors: Udeme O. Ini, Edikan E. Akpanibah

Abstract:

This paper studies the optimal investment strategies for a plan member (PM) in a defined contribution (DC) pension scheme with transaction cost, taxes on invested funds and couple risky assets (stocks) under the Ornstein-Uhlenbeck (O-U) process. The PM’s portfolio is assumed to consist of a risk-free asset and two risky assets where the two risky assets are driven by the O-U process. The Legendre transformation and dual theory is use to transform the resultant optimal control problem which is a nonlinear partial differential equation (PDE) into linear PDE and the resultant linear PDE is then solved for the explicit solutions of the optimal investment strategies for PM exhibiting constant absolute risk aversion (CARA) using change of variable technique. Furthermore, theoretical analysis is used to study the influences of some sensitive parameters on the optimal investment strategies with observations that the optimal investment strategies for the two risky assets increase with increase in the dividend and decreases with increase in tax on the invested funds, risk averse coefficient, initial fund size and the transaction cost.

Keywords: Ornstein-Uhlenbeck process, portfolio management, Legendre transforms, CARA utility.

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