Search results for: numerical scheme.

Authors: D. Satish Kumar, N. Nagarajan

Abstract:

Coverage conservation and extend the network lifetime are the primary issues in wireless sensor networks. Due to the large variety of applications, coverage is focus to a wide range of interpretations. The applications necessitate that each point in the area is observed by only one sensor while other applications may require that each point is enclosed by at least sensors (n>1) to achieve fault tolerance. Sensor scheduling activities in existing Transparent and non- Transparent relay modes (T-NT) Mobile Multi-Hop relay networks fails to guarantee area coverage with minimal energy consumption and fault tolerance. To overcome these issues, Cluster based Energy Competent n- coverage scheme called (CEC n-coverage scheme) to ensure the full coverage of a monitored area while saving energy. CEC n-coverage scheme uses a novel sensor scheduling scheme based on the n-density and the remaining energy of each sensor to determine the state of all the deployed sensors to be either active or sleep as well as the state durations. Hence, it is attractive to trigger a minimum number of sensors that are able to ensure coverage area and turn off some redundant sensors to save energy and therefore extend network lifetime. In addition, decisive a smallest amount of active sensors based on the degree coverage required and its level. A variety of numerical parameters are computed using ns2 simulator on existing (T-NT) Mobile Multi-Hop relay networks and CEC n-coverage scheme. Simulation results showed that CEC n-coverage scheme in wireless sensor network provides better performance in terms of the energy efficiency, 6.61% reduced fault tolerant in terms of seconds and the percentage of active sensors to guarantee the area coverage compared to exiting algorithm.

Keywords: Wireless Sensor network, Mobile Multi-Hop relay networks, n-coverage, Cluster based Energy Competent, Transparent and non- Transparent relay modes, Fault Tolerant, sensor scheduling.

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Authors: Bo Yang, Christopher Monterola

Abstract:

Urban intersection control without the use of the traffic light has the potential to vastly improve the efficiency of the urban traffic flow. For most proposals in the literature, such lightless intersection control depends on the mass market commercialization of highly intelligent autonomous vehicles (AV), which limits the prospects of near future implementation. We present an efficient lightless intersection traffic control scheme that only requires Level 1 AV as defined by NHTSA. The technological barriers of such lightless intersection control are thus very low. Our algorithm can also accommodate a mixture of AVs and conventional vehicles. We also carry out large scale numerical analysis to illustrate the feasibility, safety and robustness, comfort level, and control efficiency of our intersection control scheme.

Keywords: Intersection control, autonomous vehicles, traffic modelling, intelligent transport system.

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Authors: Hyun-Jun Shin, Jae-Jeong Kim, Hyoung-Kyu Song

Abstract:

In broadcasting and cellular system, a cooperative  scheme is proposed for the improvement of performance of bit error  rate. Up to date, the coverage of broadcasting system coexists with the  coverage of cellular system. Therefore each user in a cellular coverage  is frequently involved in a broadcasting coverage. The proposed  cooperative scheme is derived from the shared areas. The users receive  signals from both broadcasting station and cellular station. The  proposed scheme selects a cellular base station of a worse channel to  achieve better performance of bit error rate in cooperation. The  performance of the proposed scheme is evaluated in fading channel.

Keywords: Cooperative communication, diversity, STBC, CDD, channel condition, broadcasting system, cellular system.

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Authors: H. Taheri Shahraiyni, B. Ataie Ashtiani

Abstract:

Flow movement in unsaturated soil can be expressed by a partial differential equation, named Richards equation. The objective of this study is the finding of an appropriate implicit numerical solution for head based Richards equation. Some of the well known finite difference schemes (fully implicit, Crank Nicolson and Runge-Kutta) have been utilized in this study. In addition, the effects of different approximations of moisture capacity function, convergence criteria and time stepping methods were evaluated. Two different infiltration problems were solved to investigate the performance of different schemes. These problems include of vertical water flow in a wet and very dry soils. The numerical solutions of two problems were compared using four evaluation criteria and the results of comparisons showed that fully implicit scheme is better than the other schemes. In addition, utilizing of standard chord slope method for approximation of moisture capacity function, automatic time stepping method and difference between two successive iterations as convergence criterion in the fully implicit scheme can lead to better and more reliable results for simulation of fluid movement in different unsaturated soils.

Keywords: Finite Difference methods, Richards equation, fullyimplicit, Crank-Nicolson, Runge-Kutta.

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Authors: Xia Cui, Guang-wei Yuan, Jing-yan Yue

Abstract:

A Picard-Newton iteration method is studied to accelerate the numerical solution procedure of a class of two-dimensional nonlinear coupled parabolic-hyperbolic system. The Picard-Newton iteration is designed by adding higher-order terms of small quantity to an existing Picard iteration. The discrete functional analysis and inductive hypothesis reasoning techniques are used to overcome difficulties coming from nonlinearity and coupling, and theoretical analysis is made for the convergence and approximation properties of the iteration scheme. The Picard-Newton iteration has a quadratic convergent ratio, and its solution has second order spatial approximation and first order temporal approximation to the exact solution of the original problem. Numerical tests verify the results of the theoretical analysis, and show the Picard-Newton iteration is more efficient than the Picard iteration.

Keywords: Nonlinearity, iterative acceleration, coupled parabolic hyperbolic system, quadratic convergence, numerical analysis.

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Authors: R. M. Barron, B. Zogheib

Abstract:

A new numerical method for solving the twodimensional, steady, incompressible, viscous flow equations on a Curvilinear staggered grid is presented in this paper. The proposed methodology is finite difference based, but essentially takes advantage of the best features of two well-established numerical formulations, the finite difference and finite volume methods. Some weaknesses of the finite difference approach are removed by exploiting the strengths of the finite volume method. In particular, the issue of velocity-pressure coupling is dealt with in the proposed finite difference formulation by developing a pressure correction equation in a manner similar to the SIMPLE approach commonly used in finite volume formulations. However, since this is purely a finite difference formulation, numerical approximation of fluxes is not required. Results obtained from the present method are based on the first-order upwind scheme for the convective terms, but the methodology can easily be modified to accommodate higher order differencing schemes.

Keywords: Curvilinear, finite difference, finite volume, SIMPLE.

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Authors: P. Mohamed Fathimal, P. Arockia Jansi Rani

Abstract:

In this era of online communication, which transacts data in 0s and 1s, confidentiality is a priced commodity. Ensuring safe transmission of encrypted data and their uncorrupted recovery is a matter of prime concern. Among the several techniques for secure sharing of images, this paper proposes a k out of n region incrementing image sharing scheme for color images. The highlight of this scheme is the use of simple Boolean and arithmetic operations for generating shares and the Lagrange interpolation polynomial for authenticating shares. Additionally, this scheme addresses problems faced by existing algorithms such as color reversal and pixel expansion. This paper regenerates the original secret image whereas the existing systems regenerates only the half toned secret image.

Keywords: Threshold Secret Sharing Scheme, Access Control, Steganography, Authentication, Secret Image Sharing, XOR, Pixel Expansion.

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Authors: B. Kubrak J. Wissink H. Herlina

Abstract:

Two-dimensional Direct Numerical Simulation (DNS) of high Schmidt number mass transfer in a convective flow environment (Rayleigh-B'enard) is carried out and results are compared to experimental data. A fourth-order accurate WENO-scheme has been used for scalar transport in order to aim for a high accuracy in areas of high concentration gradients. It was found that the typical spatial distance between downward plumes of cold high concentration water and the eddy size are in good agreement with experiments using a combined PIV-LIF technique for simultaneous and spatially synoptic measurements of 2D velocity and concentration fields.

Keywords: Air-Water Interface, DNS, Gas Transfer, LIF.

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Authors: Appanah Rao Appadu, Muhammad Zaid Dauhoo

Abstract:

In this paper, we have combined some spatial derivatives with the optimised time derivative proposed by Tam and Webb in order to approximate the linear advection equation which is given by = 0. Ôêé Ôêé + Ôêé Ôêé x f t u These spatial derivatives are as follows: a standard 7-point 6 th -order central difference scheme (ST7), a standard 9-point 8 th -order central difference scheme (ST9) and optimised schemes designed by Tam and Webb, Lockard et al., Zingg et al., Zhuang and Chen, Bogey and Bailly. Thus, these seven different spatial derivatives have been coupled with the optimised time derivative to obtain seven different finite-difference schemes to approximate the linear advection equation. We have analysed the variation of the modified wavenumber and group velocity, both with respect to the exact wavenumber for each spatial derivative. The problems considered are the 1-D propagation of a Boxcar function, propagation of an initial disturbance consisting of a sine and Gaussian function and the propagation of a Gaussian profile. It is known that the choice of the cfl number affects the quality of results in terms of dissipation and dispersion characteristics. Based on the numerical experiments solved and numerical methods used to approximate the linear advection equation, it is observed in this work, that the quality of results is dependent on the choice of the cfl number, even for optimised numerical methods. The errors from the numerical results have been quantified into dispersion and dissipation using a technique devised by Takacs. Also, the quantity, Exponential Error for Low Dispersion and Low Dissipation, eeldld has been computed from the numerical results. Moreover, based on this work, it has been found that when the quantity, eeldld can be used as a measure of the total error. In particular, the total error is a minimum when the eeldld is a minimum.

Keywords: Optimised time derivative, dissipation, dispersion, cfl number, Nomenclature: k : time step, h : spatial step, β :advection velocity, r: cfl/Courant number, hkrβ= , w =θ, h : exact wave number, n :time level, RPE : Relative phase error per unit time step, AFM :modulus of amplification factor

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Authors: Young-Su Ryu, Su-Hyun Jung, Myoung-Jin Kim, Hyoung-Kyu Song

Abstract:

In this paper, improved performance scheme for joint transmission (JT) is proposed in downlink (DL) coordinated multi-point (CoMP) in case of the constraint transmission power. This scheme is that a serving transmission point (TP) requests the JT to an inter-TP and it selects a precoding technique according to the channel state information (CSI) from user equipment (UE). The simulation results show that the bit error rate (BER) and the throughput performances of the proposed scheme provide the high spectral efficiency and the reliable data at the cell edge.

Keywords: CoMP, joint transmission, minimum mean square error, zero-forcing, zero-forcing dirty paper coding.

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Authors: Sasitharan Ambicapathy, J. Vignesh, P. Sivaraj, Godfrey Derek Sams, K. Sabarinath, V. R. Sanal Kumar

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The external flow simulation of a flying car at take off phase is a daunting task owing to the fact that the prediction of the transient unsteady flow features during its deployment phase is very complex. In this paper 3D numerical simulations of external flow of Ferrari F430 proposed flying car with different NACA 9618 rectangular wings have been carried. Additionally, the aerodynamics characteristics have been generated for optimizing its geometry for achieving the minimum take off velocity with better overall performance in both road and air. The three-dimensional standard k-omega turbulence model has been used for capturing the intrinsic flow physics during the take off phase. In the numerical study, a fully implicit finite volume scheme of the compressible, Reynolds-Averaged, Navier-Stokes equations is employed. Through the detailed parametric analytical studies we have conjectured that Ferrari F430 flying car facilitated with high wings having three different deployment histories during the take off phase is the best choice for accomplishing its better performance for the commercial applications.

Keywords: Aerodynamics of flying car, air taxi, negative lift. roadable airplane.

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Authors: Olusheye Akinfenwa

Abstract:

We consider the development of an eight order Adam-s type method, with A-stability property discussed by expressing them as a one-step method in higher dimension. This makes it suitable for solving variety of initial-value problems. The main method and additional methods are obtained from the same continuous scheme derived via interpolation and collocation procedures. The methods are then applied in block form as simultaneous numerical integrators over non-overlapping intervals. Numerical results obtained using the proposed block form reveals that it is highly competitive with existing methods in the literature.

Keywords: Block Adam's type Method; Periodic Ordinary Differential Equation; Stability.

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Authors: Safeer Hussain Khan

Abstract:

In this paper, we use a one-step iteration scheme to approximate common fixed points of two quasi-asymptotically nonexpansive mappings. We prove weak and strong convergence theorems in a uniformly convex Banach space. Our results generalize the corresponding results of Yao and Chen [15] to a wider class of mappings while extend those of Khan, Abbas and Khan [4] to an improved one-step iteration scheme without any condition and improve upon many others in the literature.

Keywords: One-step iteration scheme, asymptotically quasi non expansive mapping, common fixed point, condition (a'), weak and strong convergence.

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Authors: Surinder Singh, Adish Bindal

Abstract:

The effects of the pumping wavelength and their power on the gain flattening of a fiber Raman amplifier (FRA) are investigated. The multi-wavelength pumping scheme is utilized to achieve gain flatness in FRA. It is proposed that gain flatness becomes better with increase in number of pumping wavelengths applied. We have achieved flat gain with 0.27 dB fluctuation in a spectral range of 1475-1600 nm for a Raman fiber length of 10 km by using six pumps with wavelengths with in the 1385-1495 nm interval. The effect of multi-wavelength pumping scheme on gain saturation in FRA is also studied. It is proposed that gain saturation condition gets improved by using this scheme and this scheme is more useful for higher spans of Raman fiber length.

Keywords: FRA, gain, pumping, WDM.

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Authors: S. N. Deepa, G. Sugumaran

Abstract:

This paper proposes the novel model order formulation scheme to design a discrete PID controller for higher order linear time invariant discrete systems. Modified PSO (MPSO) based model order formulation technique has used to obtain the successful formulated second order system. PID controller is tuned to meet the desired performance specification by using pole-zero cancellation and proposed design procedures. Proposed PID controller is attached with both higher order system and formulated second order system. System specifications are tabulated and closed loop response is observed for stabilization process. The proposed method is illustrated through numerical examples from literature.

Keywords: Discrete PID controller, Model Order Formulation, Modified Particle Swarm Optimization, Pole-Zero Cancellation

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Authors: Tanapong Khomyat, Peerapong Uthansakul, Monthippa Uthansakul

Abstract:

In this paper, we evaluate the performance of the Hybrid-MIMO Receiver Scheme (HMRS) in Cognitive Radio network (CR-network). We investigate the efficiency of the proposed scheme which the energy level and user number of primary user are varied according to the characteristic of CR-network. HMRS can allow users to transmit either Space-Time Block Code (STBC) or Spatial-Multiplexing (SM) streams simultaneously by using Successive Interference Cancellation (SIC) and Maximum Likelihood Detection (MLD). From simulation, the results indicate that the interference level effects to the performance of HMRS. Moreover, the exact closed-form capacity of the proposed scheme is derived and compared with STBC scheme.

Keywords: Hybrid-MIMO, Cognitive radio network (CRnetwork), Symbol Error Rate (SER), Successive interference cancellation (SIC), Maximum likelihood detection (MLD).

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Authors: Pavel Janak

Abstract:

This paper covers various aspects of film piracy over the Internet. In order to successfully deal with this matter, it is needed to recognize motivational factors related to film piracy. Thus, this study discusses group factors that could motivate individuals to engage in pirate activities. Furthermore, the paper discusses the theoretical effect on box office revenues and explains it on a proposed scheme of solutions for decreasing revenues. The article also maps the scheme of incentive motivational anti-piracy campaigns. Moreover, the paper proposes the preliminary scheme for system dynamic modeling of the Internet film piracy. Scheme is developed as a model of behaviors, influences and relations among the elements pertaining to the Internet film piracy.

Keywords: Box office, Cinema, Film, Internet piracy, Uploading

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Authors: Anatoli Torokhti, Phil Howlett

Abstract:

We present a theory for optimal filtering of infinite sets of random signals. There are several new distinctive features of the proposed approach. First, we provide a single optimal filter for processing any signal from a given infinite signal set. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: stochastic signals, optimization problems in signal processing.

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Authors: A. Ja, J. Belabid, A. Cheddadi

Abstract:

This paper reports the numerical simulation of doublediffusive natural convection flows within a horizontal annular filled with a saturated porous medium. The analysis concerns the influence of the different parameters governing the problem, namely, the Rayleigh number Ra, the Lewis number Le and the buoyancy ratio N, on the heat and mass transfer and on the flow structure, in the case of a fixed radius ratio R = 2. The numerical model used for the discretization of the dimensionless equations governing the problem is based on the finite difference method, using the ADI scheme. The study is focused on steady-state solutions in the cooperation situation.

Keywords: Natural convection, double-diffusion, porous medium, annular geometry, finite differences.

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Authors: Amèni Mokni, Hatem Mhiri, Georges Le Palec, Philippe Bournot

Abstract:

This paper is a numerical investigation of a laminar isothermal plane two dimensional wall jet. Special attention has been paid to the effect of the inlet conditions at the nozzle exit on the hydrodynamic and thermal characteristics of the flow. The behaviour of various fluids evolving in both forced and mixed convection regimes near a vertical plate plane is carried out. The system of governing equations is solved with an implicit finite difference scheme. For numerical stability we use a staggered non uniform grid. The obtained results show that the effect of the Prandtl number is significant in the plume region in which the jet flow is governed by buoyant forces. Further for ascending X values, the buoyancy forces become dominating, and a certain agreement between the temperature profiles are observed, which shows that the velocity profile has no longer influence on the wall temperature evolution in this region. Fluids with low Prandtl number warm up more importantly, because for such fluids the effect of heat diffusion is higher.

Keywords: Forced convection, Mixed convection, Prandtl number, Wall jet.

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Authors: S. A. Eftekhari

Abstract:

In this paper, a numerical algorithm using a coupled Galerkin-Differential Quadrature (DQ) method is proposed for the solution of dam-reservoir interaction problem. The governing differential equation of motion of the dam structure is discretized by the Galerkin method and the DQM is used to discretize the fluid domain. The resulting systems of ordinary differential equations are then solved by the Newmark time integration scheme. The mixed scheme combines the simplicity of the Galerkin method and high accuracy and efficiency of the DQ method. Its accuracy and efficiency are demonstrated by comparing the calculated results with those of the existing literature. It is shown that highly accurate results can be obtained using a small number of Galerkin terms and DQM sampling points. The technique presented in this investigation is general and can be used to solve various fluid-structure interaction problems.

Keywords: Dam-reservoir system, Differential quadrature method, Fluid-structure interaction, Galerkin method, Integral quadrature method.

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Authors: N. Promsuwanna, P. Uthansakul, M. Uthansakul

Abstract:

The Carrier Frequency Offset (CFO) due to timevarying fading channel is the main cause of the loss of orthogonality among OFDM subcarriers which is linked to inter-carrier interference (ICI). Hence, it is necessary to precisely estimate and compensate the CFO. Especially for mobile broadband communications, CFO and channel gain also have to be estimated and tracked to maintain the system performance. Thus, synchronization pilots are embedded in every OFDM symbol to track the variations. In this paper, we present the pilot scheme for both channel and CFO estimation where channel estimation process can be carried out with only one OFDM symbol. Additional, the proposed pilot scheme also provides better performance in CFO estimation comparing with the conventional orthogonal pilot scheme due to the increasing of signal-tointerference ratio.

Keywords: MIMO, OFDM, carrier frequency offset, channel, estimation.

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Authors: Shidvash Vakilipour, Masoud Mohammadi, Rouzbeh Riazi, Scott Ormiston, Kimia Amiri, Sahar Barati

Abstract:

An essential component of a finite volume method (FVM) is the advection scheme that estimates values on the cell faces based on the calculated values on the nodes or cell centers. The most widely used advection schemes are upwind schemes. These schemes have been developed in FVM on different kinds of structured and unstructured grids. In this research, the physical influence scheme (PIS) is developed for a cell-centered FVM that uses an implicit coupled solver. Results are compared with the exponential differencing scheme (EDS) and the skew upwind differencing scheme (SUDS). Accuracy of these schemes is evaluated for a lid-driven cavity flow at Re = 1000, 3200, and 5000 and a backward-facing step flow at Re = 800. Simulations show considerable differences between the results of EDS scheme with benchmarks, especially for the lid-driven cavity flow at high Reynolds numbers. These differences occur due to false diffusion. Comparing SUDS and PIS schemes shows relatively close results for the backward-facing step flow and different results in lid-driven cavity flow. The poor results of SUDS in the lid-driven cavity flow can be related to its lack of sensitivity to the pressure difference between cell face and upwind points, which is critical for the prediction of such vortex dominant flows.

Keywords: Cell-centered finite volume method, physical influence scheme, exponential differencing scheme, skew upwind differencing scheme, false diffusion.

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Authors: M. Chen, S-Q. Zhang, X. Wang, D. Tate

Abstract:

This paper presents a numerical solution, namely limit and shakedown analysis, to predict the safety state of smart structures made of heterogeneous materials under unknown cyclic loadings, for instance, the flexure hinge in the micro-positioning stage driven by piezoelectric actuator. In combination of homogenization theory and finite-element method (FEM), the safety evaluation problem is converted to a large-scale nonlinear optimization programming for an acceptable bounded loading as the design reference. Furthermore, a general numerical scheme integrated with the FEM and interior-point-algorithm based optimization tool is developed, which makes the practical application possible.

Keywords: Limit state, shakedown analysis, homogenization, heterogeneous structure.

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Authors: Seung-Jun Yu, Yeong-Seop Ahn, Young-Min Ko, Hyoung-Kyu Song

Abstract:

In order to achieve high data rate and increase the spectral efficiency, multiple input multiple output (MIMO) system has been proposed. However, multiple antennas are limited by size and cost. Therefore, recently developed cooperative diversity scheme, which profits the transmit diversity only with the existing hardware by constituting a virtual antenna array, can be a solution. However, most of the introduced cooperative techniques have a common fault of decreased transmission rate because the destination should receive the decodable compositions of symbols from the source and the relay. In this paper, we propose a cooperative cyclic delay diversity (CDD) scheme that use hierarchical modulation. This scheme is free from the rate loss and allows seamless cooperative communication.

Keywords: MIMO, Cooperative communication, CDD, Hierarchical modulation.

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Authors: Preetam Kumar, Saswat Chakrabarti

Abstract:

Overloading is a technique to accommodate more number of users than the spreading factor N. This is a bandwidth efficient scheme to increase the number users in a fixed bandwidth. One of the efficient schemes to overload a CDMA system is to use two sets of orthogonal signal waveforms (O/O). The first set is assigned to the N users and the second set is assigned to the additional M users. An iterative interference cancellation technique is used to cancel interference between the two sets of users. In this paper, the performance of an overloading scheme in which the first N users are assigned Walsh-Hadamard orthogonal codes and extra users are assigned the same WH codes but overlaid by a fixed (quasi) bent sequence [11] is evaluated. This particular scheme is called Quasi- Orthogonal Sequence (QOS) O/O scheme, which is a part of cdma2000 standard [12] to provide overloading in the downlink using single user detector. QOS scheme are balance O/O scheme, where the correlation between any set-1 and set-2 users are equalized. The allowable overload of this scheme is investigated in the uplink on an AWGN and Rayleigh fading channels, so that the uncoded performance with iterative multistage interference cancellation detector remains close to the single user bound. It is shown that this scheme provides 19% and 11% overloading with SDIC technique for N= 16 and 64 respectively, with an SNR degradation of less than 0.35 dB as compared to single user bound at a BER of 0.00001. But on a Rayleigh fading channel, the channel overloading is 45% (29 extra users) at a BER of 0.0005, with an SNR degradation of about 1 dB as compared to single user performance for N=64. This is a significant amount of channel overloading on a Rayleigh fading channel.

Keywords: DS-CDMA, Iterative Interference CancellationOrthogonal codes, Overloading.

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Authors: O. Mahian, A. B. Rahimi, A. Kianifar, A. Jabari Moghadam

Abstract:

In this study, the numerical solution of unsteady flow between two concentric rotating spheres with suction and blowing at their boundaries is presented. The spheres are rotating about a common axis of rotation while their angular velocities are constant. The Navier-Stokes equations are solved by employing the finite difference method and implicit scheme. The resulting flow patterns are presented for various values of the flow parameters including rotational Reynolds number Re , and a blowing/suction Reynolds number Rew . Viscous torques at the inner and the outer spheres are calculated, too. It is seen that increasing the amount of suction and blowing decrease the size of eddies generated in the annulus.

Keywords: Concentric spheres, numerical study, suction andblowing, unsteady flow, viscous torque.

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Authors: Andrei A. Kolyshkin

Abstract:

In the present paper some recommendations for the use of software package “Mathematica" in a basic numerical analysis course are presented. The methods which are covered in the course include solution of systems of linear equations, nonlinear equations and systems of nonlinear equations, numerical integration, interpolation and solution of ordinary differential equations. A set of individual assignments developed for the course covering all the topics is discussed in detail.

Keywords: Numerical methods, "Mathematica", e-learning.

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Authors: Edikan E. Akpanibah Obinichi C. Mandah Imoleayo S. Asiwaju

Abstract:

In this paper, we studied the effect of supplementary premium on the optimal portfolio policy in a defined contribution (DC) pension scheme with refund of premium clauses. This refund clause allows death members’ next of kin to withdraw their relative’s accumulated wealth during the accumulation period. The supplementary premium is to help sustain the scheme and is assumed to be stochastic. We considered cases when the remaining wealth is equally distributed and when it is not equally distributed among the remaining members. Next, we considered investments in cash and equity to help increase the remaining accumulated funds to meet up with the retirement needs of the remaining members and composed the problem as a continuous time mean-variance stochastic optimal control problem using the actuarial symbol and established an optimization problem from the extended Hamilton Jacobi Bellman equations. The optimal portfolio policy, the corresponding optimal fund size for the two assets and also the efficient frontier of the pension members for the two cases was obtained. Furthermore, the numerical simulations of the optimal portfolio policies with time were presented and the effect of the supplementary premium on the optimal portfolio policy was discussed and observed that the supplementary premium decreases the optimal portfolio policy of the risky asset (equity). Secondly we observed a disparity between the optimal policies for the two cases.

Keywords: Defined contribution pension scheme, extended Hamilton Jacobi Bellman equations, optimal portfolio policies, refund of premium clauses, supplementary premium.

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Authors: H.R.Goshayeshi, M.Fahim inia, M.M.Naserian

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In this research, the laminar heat transfer of natural convection on vertical surfaces has been investigated. Most of the studies on natural convection have been considered constantly whereas velocity and temperature domain, do not change with time, transient one are used a lot. Governing equations are solved using a finite volume approach. The convective terms are discretized using the power-law scheme, whereas for diffusive terms the central difference is employed. Coupling between the velocity and pressure is made with SIMPLE algorithm. The resultant system of discretized linear algebraic equations is solved with an alternating direction implicit scheme. Then a configuration of rectangular fins is put in different ways on the surface and heat transfer of natural convection on these surfaces without sliding is studied and finally optimization is done.

Keywords: Natural convection, vertical surfaces, SIMPLE algorithm, Rectangular fins.

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