Search results for: Numerical probability modeling

Authors: Sadaf Moeez, Madiha Khalid, Zoya Khalid, Sania Shaheen, Sumbul Khalid

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Background: Inter-individual variation in response to metformin, which has been considered as a first line therapy for T2DM treatment is considerable. In the current study, it was aimed to investigate the impact of two genetic variants Leu125Phe (rs77474263) and Gly64Asp (rs77630697) in gene SLC47A1 on the clinical efficacy of metformin in T2DM Pakistani patients. Methods: The study included 800 T2DM patients (400 metformin responders and 400 metformin non-responders) along with 400 ethnically matched healthy individuals. The genotypes were determined by allele-specific polymerase chain reaction. In-silico analysis was done to confirm the effect of the two SNPs on the structure of genes. Association was statistically determined using SPSS software. Results: Minor allele frequency for rs77474263 and rs77630697 was 0.13 and 0.12. For SLC47A1 rs77474263 the homozygotes of one mutant allele ‘T’ (CT) of rs77474263 variant were fewer in metformin responders than metformin non-responders (29.2% vs. 35.5 %). Likewise, the efficacy was further reduced (7.2% vs. 4.0 %) in homozygotes of two copies of ‘T’ allele (TT). Remarkably, T2DM cases with two copies of allele ‘C’ (CC) had 2.11 times more probability to respond towards metformin monotherapy. For SLC47A1 rs77630697 the homozygotes of one mutant allele ‘A’ (GA) of rs77630697 variant were fewer in metformin responders than metformin non-responders (33.5% vs. 43.0 %). Likewise, the efficacy was further reduced (8.5% vs. 4.5%) in homozygotes of two copies of ‘A’ allele (AA). Remarkably, T2DM cases with two copies of allele ‘G’ (GG) had 2.41 times more probability to respond towards metformin monotherapy. In-silico analysis revealed that these two variants affect the structure and stability of their corresponding proteins. Conclusion: The present data suggest that SLC47A1 Leu125Phe (rs77474263) and Gly64Asp (rs77630697) polymorphisms were associated with the therapeutic response of metformin in T2DM patients of Pakistan.

Keywords: Diabetes, T2DM, SLC47A1, Pakistan, polymorphism.

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Authors: Najmeh Bolbolamiri, Maryam Setayesh Sanai, Ahmad Mirabadi

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This paper deals with condition monitoring of electric switch machine for railway points. Point machine, as a complex electro-mechanical device, switch the track between two alternative routes. There has been an increasing interest in railway safety and the optimal management of railway equipments maintenance, e.g. point machine, in order to enhance railway service quality and reduce system failure. This paper explores the development of Kolmogorov- Smirnov (K-S) test to detect some point failures (external to the machine, slide chairs, fixing, stretchers, etc), while the point machine (inside the machine) is in its proper condition. Time-domain stator Current signatures of normal (healthy) and faulty points are taken by 3 Hall Effect sensors and are analyzed by K-S test. The test is simulated by creating three types of such failures, namely putting a hard stone and a soft stone between stock rail and switch blades as obstacles and also slide chairs- friction. The test has been applied for those three faults which the results show that K-S test can effectively be developed for the aim of other point failures detection, which their current signatures deviate parametrically from the healthy current signature. K-S test as an analysis technique, assuming that any defect has a specific probability distribution. Empirical cumulative distribution functions (ECDF) are used to differentiate these probability distributions. This test works based on the null hypothesis that ECDF of target distribution is statistically similar to ECDF of reference distribution. Therefore by comparing a given current signature (as target signal) from unknown switch state to a number of template signatures (as reference signal) from known switch states, it is possible to identify which is the most likely state of the point machine under analysis.

Keywords: stator currents monitoring, railway points, point failures, fault detection and diagnosis, Kolmogorov-Smirnov test, time-domain analysis.

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Authors: Yoshifumi Sakamoto, Kouichi Ono, Takeo Nakada, Yousuke Kubo, Hiroto Yasuura

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This paper describes a system-level SoC energy consumption estimation method based on a dynamic behavior of embedded software in the early stages of the SoC development. A major problem of SOC development is development rework caused by unreliable energy consumption estimation at the early stages. The energy consumption of an SoC used in embedded systems is strongly affected by the dynamic behavior of the software. At the early stages of SoC development, modeling with a high level of abstraction is required for both the dynamic behavior of the software, and the behavior of the SoC. We estimate the energy consumption by a UML model-based simulation. The proposed method is applied for an actual embedded system in an MFP. The energy consumption estimation of the SoC is more accurate than conventional methods and this proposed method is promising to reduce the chance of development rework in the SoC development. ∈

Keywords: SoC, Embedded Sytem, Energy Consumption, Dynamic behavior, UML, Modeling, Model-based simulation

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Authors: D. O. Omondi, M. K. Walingo, G. M. Mbagaya, L. O. A. Othuon

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Understanding patient factors related to physical activity behavior is important in the management of Type 2 Diabetes. This study applied the Theory of Planned Behavior model to understand physical activity behavior among sampled Type 2 diabetics in Kenya. The study was conducted within the diabetic clinic at Kisii Level 5 Hospital and adopted sequential mixed methods design beginning with qualitative phase and ending with quantitative phase. Qualitative data was analyzed using grounded theory analysis method. Structural equation modeling using maximum likelihood was used to analyze quantitative data. The common fit indices revealed that the theory of planned behavior fitted the data acceptably well among the Type 2 diabetes and within physical activity behavior {¤ç2 = 213, df = 84, n=230, p = .061, ¤ç2/df = 2.53; TLI = .97; CFI =.96; RMSEA (90CI) = .073(.029, .08)}. This theory proved to be useful in understanding physical activity behavior among Type 2 diabetics.

Keywords: Physical activity, Theory of Planned Behavior, Type2 diabetes, Kenya.

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Authors: Yanru Wu, Qing Sun

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Sightseeing glass bridges located in steep valley area are being built on a large scale owing to the development of tourism. Consequently, their aerostatic stability is seriously affected by the wind field characteristics created by strong wind and special terrain, such as wind speed and wind attack angle. For instance, a cable-stayed pedestrian bridge without backstays comprised of a 60-m cantilever girder and the glass bridge deck is located in an abrupt valley, acting as a viewing platform. The bridge’s nonlinear aerostatic stability was analyzed by the segmental model test and numerical simulation in this paper. Based on aerostatic coefficients of the main girder measured in wind tunnel tests, nonlinear influences caused by the structure and aerostatic load, inhomogeneous distribution of torsion angle along the bridge axis, and the influence of initial attack angle were analyzed by using the incremental double iteration method. The results show that the aerostatic response varying with speed shows an obvious nonlinearity, and the aerostatic instability mode is of the characteristic of space deformation of bending-twisting coupling mode. The vertical and torsional deformation of the main girder is larger than its lateral deformation, with the wind speed approaching the critical wind speed. The flow of negative attack angle will reduce the bridges’ critical stability wind speed, but the influence of the negative attack angle on the aerostatic stability is more significant than that of the positive attack angle. The critical wind speeds of torsional divergence and lateral buckling are both larger than 200 m/s; namely, the bridge will not occur aerostatic instability under the action of various wind attack angles.

Keywords: Aerostatic nonlinearity, cable-stayed pedestrian bridge, numerical simulation, nonlinear aerostatic stability.

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Authors: M. M. Selim

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The paper discuses the effect of initial stresses on the reflection coefficients of plane waves in a dissipative medium. Basic governing equations are formulated in context of Biot's incremental deformation theory. These governing equations are solved analytically to obtain the dimensional phase velocities of plane waves propagating in plane of symmetry. Closed-form expressions for the reflection coefficients of P and SV waves- incident at the free surface of an initially stressed dissipative medium are obtained. Numerical computations, using these expressions, are carried out for a particular model. Computations made with the results predicted in presence and absence of the initial stresses and the results have been shown graphically. The study shows that the presence of compressive initial stresses increases the velocity of longitudinal wave (P-wave) but diminishes that of transverse wave (SV-wave). Also the numerical results presented indicate that initial stresses and dissipation might affect the reflection coefficients significantly.

Keywords: Dissipation medium, initial stress, longitudinal waves, reflection coefficients, reflection of plane waves, transverse waves.

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Authors: Ying Shang, Chencheng Wang

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The wind field is the main driving factor for the spread of forest fires. For the simulation results of forest fire spread to be more accurate, it is necessary to obtain more detailed wind field data. Therefore, this paper studied the mountainous fine wind field simulation method coupled with WRF (Weather Research and Forecasting Model) and CFD (Computational Fluid Dynamics) to realize the numerical simulation of the wind field in a mountainous area with a scale of 30 m and a small measurement error. Local topographical changes have an important impact on the wind field. Based on the Rothermel fire spread model, a forest fire in Idaho in the western United States was simulated. The historical data proved that the simulation results had a good accuracy. They showed that the fire spread rate will decrease rapidly with time and then reach a steady state. After reaching a steady state, the fire spread growth area will not only be affected by the slope, but will also show a significant quadratic linear positive correlation with the wind speed change.

Keywords: Wind field, numerical simulation, forest fire spread, fire behavior model, complex terrain.

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Authors: Roghayyeh Motallebzadeh, Shahin Hajizadeh, Mohammad Reza Ghasemi

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Laminar mixed Convection heat transfer of a nanofluid with prescribed constant heat flux on the inner wall of horizontal annular tube has been studied numerically based on two-phase mixture model in different Rayleigh Numbers and Azimuth angles. Effects of applying of different volume fractions of Al₂O₃ nanoparticles in water as a base fluid on hydrodynamic and thermal behaviors of the fluid flow such as axial velocity, secondary flow, temperature, heat transfer coefficient and friction coefficient at the inner and outer wall region, has been investigated. Conservation equations in elliptical form has been utilized and solved in three dimensions for a steady flow. It is observed that, there is a good agreement between results in this work and previously published experimental and numerical works on mixed convection in horizontal annulus. These particles cause to increase convection heat transfer coefficient of the fluid, meanwhile there is no considerable effect on friction coefficient.

Keywords: Buoyancy force, Laminar mixed convection, Mixture model, Nanofluid, Two-phase.

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Authors: Jonathan H. Perez, Fumihiko Tanaka, Daisuke Hamanaka, Toshitaka Uchino

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A finite element analysis was conducted to determine the effect of moisture diffusion and hygroscopic swelling in rice. A parallel simple stochastic modeling was performed to predict the number of grains cracked as a result of moisture absorption and hygroscopic swelling. Rice grains were soaked in thermally (25 oC) controlled water and then tested for compressive stress. The destructive compressive stress tests revealed through compressive stress calculation that the peak force required to cause cracking in grains soaked in water reduced with time as soaking duration was extended. Results of the experiment showed that several grains had their value of the predicted compressive stress below the von Mises stress and were interpreted as grains which become cracked and/or broke during soaking. The technique developed in this experiment will facilitate the approximation of the number of grains which will crack during soaking.

Keywords: Cracking, Finite element analysis, hygroscopic swelling, moisture diffusion, von Mises stress.

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Authors: Sergey I. Shtork, Aleksey P. Vinokurov, Sergey V. Alekseenko

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The paper reports on the results of experimental and numerical study of nonstationary swirling flow in an isothermal model of vortex burner. It has been identified that main source of the instability is related to a precessing vortex core (PVC) phenomenon. The PVC induced flow pulsation characteristics such as precession frequency and its variation as a function of flowrate and swirl number have been explored making use of acoustic probes. Additionally pressure transducers were used to measure the pressure drops on the working chamber and across the vortex flow. The experiments have been included also the mean velocity measurements making use of a laser-Doppler anemometry. The features of instantaneous flowfield generated by the PVC were analyzed employing a commercial CFD code (Star-CCM+) based on Detached Eddy Simulation (DES) approach. Validity of the numerical code has been checked by comparison calculated flowfield data with the obtained experimental results. It has been confirmed particularly that the CFD code applied correctly reproduces the flow features.

Keywords: Acoustic probes, detached eddy simulation (DES), laser-Doppler anemometry (LDA), precessing vortex core (PVC).

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Authors: Kourosh Nazarian

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Many of the engineering materials, such as behavioral metals, have at least a certain level of linear behavior. It means that if the stresses are doubled, the deformations would be also doubled. In fact, these materials have linear elastic properties. Soils do not follow this law, for example, when compressed, soils become gradually tighter. On the surface of the ground, the sand can be easily deformed with a finger, but in high compressive stresses, they gain considerable hardness and strength. This is mainly due to the increase in the forces among the separate particles. Creeps also deform the soils under a constant load over time. Clay and peat soils have creep behavior. As a result of this phenomenon, structures constructed on such soils will continue their collapse over time. In this paper, the researchers analyzed and modeled the stresses and creeps in the southern plains of Kerman province in Iran through library-documentary, quantitative and software techniques, and field survey. The results of the modeling showed that these plains experienced severe stresses and had a collapse of about 26 cm in the last 15 years and also creep evidence was discovered in an area with a gradient of 3-6 degrees.

Keywords: Stress, creep, surface runoff.

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Authors: R. Henry, J-B. Paulin, St. Fauchille, Ph. Delord, K. Benkirane, A. Brunel

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In this paper the CVA computation of interest rate swap is presented based on its rating. Rating and probability default given by Moody’s Investors Service are used to calculate our CVA for a specific swap with different maturities. With this computation the influence of rating variation can be shown on CVA. Application is made to the analysis of Greek CDS variation during the period of Greek crisis between 2008 and 2011. The main point is the determination of correlation between the fluctuation of Greek CDS cumulative value and the variation of swap CVA due to change of rating.

Keywords: CDS, Computation, CVA, Greek Crisis, Interest Rate Swap, Maturity, Rating, Swap.

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Authors: Manay E., Sahin B., Yilmaz M., Gelis K.

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In the present study, the pressure drop and laminar convection heat transfer characteristics of nanofluids in microchannel heat sink with square duct are numerically investigated. The water based nanofluids created with Al2O3 and CuO particles in four different volume fractions of 0%, 0.5%, 1%, 1.5% and 2% are used to analyze their effects on heat transfer and the pressure drop. Under the laminar, steady-state flow conditions, the finite volume method is used to solve the governing equations of heat transfer. Mixture Model is considered to simulate the nanofluid flow. For verification of used numerical method, the results obtained from numerical calculations were compared with the results in literature for both pure water and the nanofluids in different volume fractions. The distributions of the particles in base fluid are assumed to be uniform. The results are evaluated in terms of Nusselt number, the pressure drop and heat transfer enhancement. Analysis shows that the nanofluids enhance heat transfer while the Reynolds number and the volume fractions are increasing. The best overall enhancement was obtained at φ=%2 and Re=100 for CuO-water nanofluid.

Keywords: Microchannel Heat Sink, Nanofluid, Heat transfer enhancement, pressure drop

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Authors: A. Belayadi, A. Mougari, L. Ait-Gougam, F. Mekideche-Chafa

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The artificial neural network is one of the interesting techniques that have been advantageously used to deal with modeling problems. In this study, the computing with artificial neural network (CANN) is proposed. The model is applied to modulate the information processing of one-dimensional task. We aim to integrate a new method which is based on a new coding approach of generating the input-output mapping. The latter is based on increasing the neuron unit in the last layer. Accordingly, to show the efficiency of the approach under study, a comparison is made between the proposed method of generating the input-output set and the conventional method. The results illustrated that the increasing of the neuron units, in the last layer, allows to find the optimal network’s parameters that fit with the mapping data. Moreover, it permits to decrease the training time, during the computation process, which avoids the use of computers with high memory usage.

Keywords: Neural network computing, information processing, input-output mapping, training time, computers with high memory.

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Authors: Xu Rumin, Chen Jianyi, Yue Ti, Wang Yaan

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With the rapid development of subsea oil and gas exploitation, the demand for the related underwater process equipment is increasing fast. In order to reduce the energy consuming, people tend to separate the gas and oil phase directly on the seabed. Accordingly, an advanced separator is needed. In this paper, the pressure drop of a new type of separator named Gas Liquid Cylindrical Cyclone (GLCC) which is used in the subsea system is investigated by both experiments and numerical simulation. In the experiments, the single phase flow and gas-liquid two phase flow in GLCC were tested. For the simulation, the performance of GLCC under both laboratory and industrial conditions was calculated. The Eulerian model was implemented to describe the mixture flow field in the GLCC under experimental conditions and industrial oil-natural gas conditions. Furthermore, a relationship among Euler number (Eu), Reynolds number (Re), and Froude number (Fr) is generated according to similarity analysis and simulation data, which can present the GLCC separation performance of pressure drop. These results can give reference to the design and application of GLCC in deep sea.

Keywords: Dimensionless analysis, gas-liquid cylindrical cyclone, numerical simulation; pressure drop.

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Authors: Christhu Raj M. R., Rajeev Sukumaran

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Underwater acoustic networks have attracted great attention in the last few years because of its numerous applications. High data rate can be achieved by efficiently modeling the physical layer in the network protocol stack. In Acoustic medium, propagation speed of the acoustic waves is dependent on many parameters such as temperature, salinity, density, and depth. Acoustic propagation speed cannot be modeled using standard empirical formulas such as Urick and Thorp descriptions. In this paper, we have modeled the acoustic channel using real time data of temperature, salinity, and speed of Bay of Bengal (Indian Coastal Region). We have modeled the acoustic channel by using Mackenzie speed equation and real time data obtained from National Institute of Oceanography and Technology. It is found that acoustic propagation speed varies between 1503 m/s to 1544 m/s as temperature and depth differs. The simulation results show that temperature, salinity, depth plays major role in acoustic propagation and data rate increases with appropriate data sets substituted in the simulated model.

Keywords: Underwater Acoustics, Mackenzie Speed Equation, Temperature, Salinity.

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Authors: Zhen Peng, Baifeng Wu

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Modern computing technology enters the era of parallel computing with the trend of sustainable and scalable parallelism. Single Instruction Multiple Data (SIMD) is an important way to go along with the trend. It is able to gather more and more computing ability by increasing the number of processor cores without the need of modifying the program. Meanwhile, in the field of scientific computing and engineering design, many computation intensive applications are facing the challenge of increasingly large amount of data. Data parallel computing will be an important way to further improve the performance of these applications. In this paper, we take the accurate collision detection in building information modeling as an example. We demonstrate a model for constructing a data parallel algorithm. According to the model, a complex object is decomposed into the sets of simple objects; collision detection among complex objects is converted into those among simple objects. The resulting algorithm is a typical SIMD algorithm, and its advantages in parallelism and scalability is unparalleled in respect to the traditional algorithms.

Keywords: Data parallelism, collision detection, single instruction multiple data, building information modeling, continuous scalability.

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Authors: B.R. Singh, O. Singh

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Worldwide conventional resources of fossil fuel are depleting very fast due to large scale increase in use of transport vehicles every year, therefore consumption rate of oil in transport sector alone has gone very high. In view of this, the major thrust has now been laid upon the search of alternative energy source and also for cost effective energy conversion system. The air converted into compressed form by non conventional or conventional methods can be utilized as potential working fluid for producing shaft work in the air turbine and thus offering the capability of being a zero pollution energy source. This paper deals with the mathematical modeling and performance evaluation of a small capacity compressed air driven vaned type novel air turbine. Effect of expansion action and steady flow work in the air turbine at high admission air pressure of 6 bar, for varying injection to vane angles ratios 0.2-1.6, at the interval of 0.2 and at different vane angles such as 30o, 45o, 51.4o, 60o, 72o, 90o, and 120o for 12, 8, 7, 6, 5, 4 and 3 vanes respectively at speed of rotation 2500 rpm, has been quantified and analyzed here. Study shows that the expansion power has major contribution to total power, whereas the contribution of flow work output has been found varying only up to 19.4%. It is also concluded that for variation of injection to vane angle ratios from 0.2 to 1.2, the optimal power output is seen at vane angle 90o (4 vanes) and for 1.4 to 1.6 ratios, the optimal total power is observed at vane angle 72o (5 vanes). Thus in the vaned type novel air turbine the optimum shaft power output is developed when rotor contains 4-5 vanes for almost all situations of injection to vane angle ratios from 0.2 to 1.6.

Keywords: zero pollution, compressed air, air turbine, vaneangle, injection to vane angle ratios

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Authors: Praveen Kumar S P, Bong-Su Sin, Kwon-Hee Lee

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Finned-tube heat exchangers are predominantly used in space conditioning systems, as well as other applications requiring heat exchange between two fluids. The design of finned-tube heat exchangers requires the selection of over a dozen design parameters by the designer such as tube pitch, tube diameter, tube thickness, etc… Finned-tube heat exchangers are common devices; however, their performance characteristics are complicated. In this paper numerical studies have been carried out to analyze the performances of finned tube heat exchanger (without fins considered for experimental purpose) by predicting the characteristics of temperature difference and pressure drop. In this study, a design considering 5 design variables and also maximizing the temperature difference and pressure drop was suggested by applying DOE. During this process, L₁₈ orthogonal array was adopted. Parametric analytical studies have been carried out using ANOVA to determine the relative importance of each variable with respect to the temperature difference and the pressure drop. Following the results, the final design was suggested by predicting the optimum design therefore confirming the optimized condition.

Keywords: Heat Exchanger, Fluid Analysis, Heat Transfer, Design of Experiment (DOE), Analysis of Variance (ANOVA).

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Authors: Ágnes Vathy-Fogarassy, Balázs Feil, János Abonyi

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Most of fuzzy clustering algorithms have some discrepancies, e.g. they are not able to detect clusters with convex shapes, the number of the clusters should be a priori known, they suffer from numerical problems, like sensitiveness to the initialization, etc. This paper studies the synergistic combination of the hierarchical and graph theoretic minimal spanning tree based clustering algorithm with the partitional Gath-Geva fuzzy clustering algorithm. The aim of this hybridization is to increase the robustness and consistency of the clustering results and to decrease the number of the heuristically defined parameters of these algorithms to decrease the influence of the user on the clustering results. For the analysis of the resulted fuzzy clusters a new fuzzy similarity measure based tool has been presented. The calculated similarities of the clusters can be used for the hierarchical clustering of the resulted fuzzy clusters, which information is useful for cluster merging and for the visualization of the clustering results. As the examples used for the illustration of the operation of the new algorithm will show, the proposed algorithm can detect clusters from data with arbitrary shape and does not suffer from the numerical problems of the classical Gath-Geva fuzzy clustering algorithm.

Keywords: Clustering, fuzzy clustering, minimal spanning tree, cluster validity, fuzzy similarity.

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Authors: Abdurrahim Bolukbasi, Hassan Athari, Dogan Ciloglu

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The modeling lung respiratory system that has complex anatomy and biophysics presents several challenges including tissue-driven flow patterns and wall motion. Also, the pulmonary lung system because of that they stretch and recoil with each breath, has not static walls and structures. The direct relationship between air flow and tissue motion in the lung structures naturally prefers an FSI simulation technique. Therefore, in order to toward the realistic simulation of pulmonary breathing mechanics the development of a coupled FSI computational model is an important step. A simple but physiologically relevant three-dimensional deep long geometry is designed and fluid-structure interaction (FSI) coupling technique is utilized for simulating the deformation of the lung parenchyma tissue that produces airflow fields. The real understanding of respiratory tissue system as a complex phenomenon have been investigated with respect to respiratory patterns, fluid dynamics and tissue viscoelasticity and tidal breathing period. 

Keywords: Lung deformation and mechanics, tissue mechanics, viscoelasticity, fluid-structure interactions, ANSYS.

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Authors: Rasikh Tariq, Fatima Z. Benarab

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Evaporative coolers has a minimum potential to reach the wet-bulb temperature of intake air which is not enough to handle a large cooling load; therefore, it is not a feasible option to overcome cooling requirement of a building. The invention of Maisotsenko (M) cycle has led evaporative cooling technology to reach the sub-wet-bulb temperature of the intake air; therefore, it brings an innovation in evaporative cooling techniques. In this work, we developed a mathematical model of the Maisotsenko based air cooler by applying energy and mass balance laws on different air channels. The governing ordinary differential equations are discretized and simulated on MATLAB. The temperature and the humidity plots are shown in the simulation results. A parametric study is conducted by varying working air inlet conditions (temperature and humidity), inlet air velocity, geometric parameters and water temperature. The influence of these aforementioned parameters on the cooling effectiveness of the HMX is reported.  Results have shown that the effectiveness of the M-Cycle is increased by increasing the ambient temperature and decreasing absolute humidity. An air velocity of 0.5 m/sec and a channel height of 6-8mm is recommended.

Keywords: Renewable energy, indirect evaporative cooling, Maisotsenko cycle, HMX, mathematical model, numerical simulation.

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Authors: Milan Rippel, Petr Teply

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

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

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Authors: S. Chikh, S. Boulifa

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The present study addresses the problem of ammonia evaporation during filling of a vertical cylindrical tank and the influence of various external factors on the stability of storage by determining the conditions for minimum evaporation. Numerical simulation is carried out by solving the governing equations namely, continuity, momentum, energy, and diffusion of species. The effect of temperature of surrounding air, the filling speed of the reservoir and the temperature of the filling liquid ammonia on the evaporation rate is investigated. Results show that the temperature of the filling liquid has little effect on the liquid ammonia for a short period, which, in fact, is function of the filling speed. The evaporation rate along the free surface of the liquid is non-uniform. The inlet temperature affects the vapor ammonia temperature because of pressure increase. The temperature of the surrounding air affects the temperature of the vapor phase rather than the liquid phase. The maximum of evaporation is reached at the final step of filling. In order to minimize loss of ammonia vapors automatically causing losses in quantity of the liquid stored, it is suggested to ensure the proper insulation for the walls and roof of the reservoir and to increase the filling speed.

Keywords: Evaporation, liquid ammonia, storage tank, numerical simulation.

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Authors: Kawtar Benghazi Akhlaki, Manuel I. Capel-Tuñón

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UML is a collection of notations for capturing a software system specification. These notations have a specific syntax defined by the Object Management Group (OMG), but many of their constructs only present informal semantics. They are primarily graphical, with textual annotation. The inadequacies of standard UML as a vehicle for complete specification and implementation of real-time embedded systems has led to a variety of competing and complementary proposals. The Real-time UML profile (UML-RT), developed and standardized by OMG, defines a unified framework to express the time, scheduling and performance aspects of a system. We present in this paper a framework approach aimed at deriving a complete specification of a real-time system. Therefore, we combine two methods, a semiformal one, UML-RT, which allows the visual modeling of a realtime system and a formal one, CSP+T, which is a design language including the specification of real-time requirements. As to show the applicability of the approach, a correct design of a real-time system with hard real time constraints by applying a set of mapping rules is obtained.

Keywords: CSP+T, formal software specification, process algebras, real-time systems, unified modeling language.

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Authors: Syahril Ridzuan Ab Rahim, Ibrahim Ahmad, Mohd Azizi Chik, Ahmad Zafir Md. Rejab, and U. Hashim

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This research presents the development of simulation modeling for WIP management in semiconductor fabrication. Manufacturing simulation modeling is needed for productivity optimization analysis due to the complex process flows involved more than 35 percent re-entrance processing steps more than 15 times at same equipment. Furthermore, semiconductor fabrication required to produce high product mixed with total processing steps varies from 300 to 800 steps and cycle time between 30 to 70 days. Besides the complexity, expansive wafer cost that potentially impact the company profits margin once miss due date is another motivation to explore options to experiment any analysis using simulation modeling. In this paper, the simulation model is developed using existing commercial software platform AutoSched AP, with customized integration with Manufacturing Execution Systems (MES) and Advanced Productivity Family (APF) for data collections used to configure the model parameters and data source. Model parameters such as processing steps cycle time, equipment performance, handling time, efficiency of operator are collected through this customization. Once the parameters are validated, few customizations are made to ensure the prior model is executed. The accuracy for the simulation model is validated with the actual output per day for all equipments. The comparison analysis from result of the simulation model compared to actual for achieved 95 percent accuracy for 30 days. This model later was used to perform various what if analysis to understand impacts on cycle time and overall output. By using this simulation model, complex manufacturing environment like semiconductor fabrication (fab) now have alternative source of validation for any new requirements impact analysis.

Keywords: Advanced Productivity Family (APF), Complementary Metal Oxide Semiconductor (CMOS), Manufacturing Execution Systems (MES), Work In Progress (WIP).

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Authors: N. Aravantinos-Zafiris, M. M. Sigalas

Abstract:

In this work we numerically examine structures which could confine light in nanometer areas. A system consisting of two silicon disks with in plane separation of a few tens of nanometers has been studied first. The normalized unitless effective mode volume, Veff, has been calculated for the two lowest whispering gallery mode resonances. The effective mode volume is reduced significantly as the gap between the disks decreases. In addition, the effect of the substrate is also studied. In that case, Veff of approximately the same value as the non-substrate case for a similar two disk system can be obtained by using disks almost twice as thick. We also numerically examine a structure consisting of a circular slot waveguide which is formed into a silicon disk resonator. We show that the proposed structure could have high Q resonances thus raising the belief that it is a very promising candidate for optical interconnects applications. The study includes several numerical calculations for all the geometric parameters of the structure. It also includes numerical simulations of the coupling between a waveguide and the proposed disk resonator leading to a very promising conclusion about its applicability.

Keywords: Disk resonators, field enhancement, optical interconnect, slot waveguides.

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Authors: B. Chemali, B. Tiliouine

Abstract:

This article presents the main results of a numerical investigation on the uncertainty of dynamic response of structures with statistically correlated random damping Gamma distributed. A computational method based on a Linear Statistical Model (LSM) is implemented to predict second order statistics for the response of a typical industrial building structure. The significance of random damping with correlated parameters and its implications on the sensitivity of structural peak response in the neighborhood of a resonant frequency are discussed in light of considerable ranges of damping uncertainties and correlation coefficients. The results are compared to those generated using Monte Carlo simulation techniques. The numerical results obtained show the importance of damping uncertainty and statistical correlation of damping coefficients when obtaining accurate probabilistic estimates of dynamic response of structures. Furthermore, the effectiveness of the LSM model to efficiently predict uncertainty propagation for structural dynamic problems with correlated damping parameters is demonstrated.

Keywords: Correlated random damping, linear statistical model, Monte Carlo simulation, uncertainty of dynamic response.

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Authors: Yudha Prambudia, Masaru Nakano

Abstract:

Due to rapid economic growth, Indonesia's energy needs is rapidly increasing. Indonesia-s primary energy consumption has doubled in 2007 compared to 2003. Indonesia's status change from oil net-exporter to oil net-importer country recently has increased Indonesia's concern over energy security. Due to this, oil import becomes center of attention in the dynamics of Indonesia's energy security. Conventional studies addressing Indonesia's energy security have focused on energy production sector. This study explores Indonesia-s energy security considering energy import sector by modeling and simulating Indonesia-s energy-related policies using system dynamics. Simulation result of Indonesia's energy security in 2020 in Business-As-Usual scenario shows that in term of supply demand ratio, energy security will be very high, but also it poses high dependence on energy import. The Alternative scenario result shows lower energy security in term of supply demand ratio and much lower dependence on energy import. It is also found that the Alternative scenario produce lower GDP growth.

Keywords: Energy security, modeling, simulation, system dynamics.

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Authors: Alexander B. Bichkov, Valery V. Smirnov

Abstract:

Total cross section of helium atom photo-ionization by weak short pulse is calculated using the variant of trajectory method, developed in our earlier work. The method enables simple estimation of total ionization probability (or cross section) without integration of differential one.

Keywords: Evaluation of Photo-Ionization, Helium, Trajectory Method

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