Search results for: Graph Theory

Authors: Yi-Hsiang Pan, Wei-Ting Hsu, Chang-Pang Lin

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The purpose of this study was to develop and examine a Teaching Commitment Scale of Health and Physical Education (TCS-HPE) for Taiwanese elementary school teachers. First of all, based on teaching commitment related theory and literatures to develop a original scale with 40 items, later both stratified random sampling and cluster sampling were used to sample participants. During the first stage, 300 teachers were sampled and 251 valid scales (83.7%) returned. Later, the data was analyzed by exploratory factor analysis to obtain 74.30% of total variance for the construct validity. The Cronbach-s alpha coefficient of sum scale reliability was 0.94, and subscale coefficients were between 0.80 and 0.96. In the second stage, 400 teachers were sampled and 318 valid scales (79.5%) returned. Finally, this study used confirmatory factor analysis to test validity and reliability of TCS-HPE. The result showed that the fit indexes reached acceptable criteria(¤ç2 (246 ) =557.64 , p<.05, RMSEA= 0.03, GFI = 0.96, AGFI = 0.95, NFI = 0.91, CFI = 0.98, RMR = 0.04, SRMR = 0.03). In conclusion, TCS-HPE has four dimensions with 24 items, including teaching identification, teaching involvement, teaching objectives and tendency towards work continuation. It is an acceptable measurement instrument with reliability and validity.

Keywords: Attitude, belief, construct validity, teachers' professional development.

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Authors: Yang Zhong, Mei-jie Xu

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To study the dynamic mechanics response of asphalt pavement under the temperature load and vehicle loading, asphalt pavement was regarded as multilayered elastic half-space system, and theory analysis was conducted by regarding dynamic modulus of asphalt mixture as the parameter. Firstly, based on the dynamic modulus test of asphalt mixture, function relationship between the dynamic modulus of representative asphalt mixture and temperature was obtained. In addition, the analytical solution for thermal stress in single layer was derived by using Laplace integral transformation and Hankel integral transformation respectively by using thermal equations of equilibrium. The analytical solution of calculation model of thermal stress in asphalt pavement was derived by transfer matrix of thermal stress in multilayer elastic system. Finally, the variation of thermal stress in pavement structure was analyzed. The result shows that there is obvious difference between the thermal stress based on dynamic modulus and the solution based on static modulus. So the dynamic change of parameter in asphalt mixture should be taken into consideration when theoretical analysis is taken out.

Keywords: Asphalt pavement, dynamic modulus, integral transformation, transfer matrix, thermal stress.

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Authors: Lidon Lashley

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This paper presents how the social model of disability can be used to reshape inclusive education practices in Guyana. Inclusive education in Guyana is metamorphosizing but still firmly held in the tenets of the Medical Model of Disability which influences the experiences of children with Special Education Needs and/or Disabilities (SEN/D). An ethnographic approach to data gathering was employed in this study. Qualitative data were gathered from the voices of children with and without SEN/D as well as their mainstream teachers to present the interplay of discourses and subjectivities in the situation. The data were analyzed using Adele Clarke's situational analysis. The data suggest that it is possible but will be challenging to fully contextualize and adopt Loreman's synthesis and Booths and Ainscow's Index in the two mainstream schools studied. In addition, the data paved the way for the presentation of the 'Southern Inclusive Education Framework for Guyana' and its support tool 'The Inclusive Checker created for Southern mainstream primary classrooms'.

Keywords: Social Model of Disability, Medical Model of Disability, subjectivities, metamorphosis, special education needs, postcolonial Guyana, Quasi-inclusion practices, Guyanese cultural challenges, mainstream primary schools, Loreman's Synthesis, Booths and Ainscow's Index.

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Authors: Ali Rabiee, Hessam Ghasemnejad

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Extensive experimental investigation on the effect of stitching pattern on tubular composite structures was conducted. The effect of stitching reinforcement through thickness on using glass flux yarn on energy absorption of fiber-reinforced polymer (FRP) was investigated under high speed loading conditions at axial loading. Keeping the mass of the structure at 125 grams and applying different pattern of stitching at various locations in theory enables better energy absorption, and also enables the control over the behaviour of force-crush distance curve. The study consists of simple non-stitch absorber comparison with single and multi-location stitching behaviour and its effect on energy absorption capabilities. The locations of reinforcements are 10 mm, 20 mm, 30 mm, 10-20 mm, 10-30 mm, 20-30 mm, 10-20-30 mm and 10-15-20-25-30-35 mm from the top of the specimen. The effect of through the thickness reinforcements has shown increase in energy absorption capabilities and crushing load. The significance of this is that as the stitching locations are closer, the crushing load increases and consequently energy absorption capabilities are also increased. The implementation of this idea would improve the mean force by applying stitching and controlling the behaviour of force-crush distance curve.

Keywords: Through-thickness, stitching, reinforcement, Tulbular composite structures, energy absorption.

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Authors: Babak Mohajeri, Sen Bao, Timo Nyberg

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Customer experience is increasingly the differentiator between successful companies and those who struggle. Currently, customer experiences become more dynamic; and they advance with each interaction between the company and a customer. Every customer conversation and any effort to evolve these conversations would be beneficial and should ultimately result in a positive customer experience. The aim of this paper is to analyze the evolving customer experience management landscape and the relevant challenges and opportunities. A case study on the “paper machine” companies is chosen. Hence, this paper analyzes the challenges and opportunities in customer experience management of paper machine companies for the case of “road to steel”. Road to steel shows the journey of steel from raw material to end product (i.e. paper machine in this paper). ALPHA (Steel company) and BETA (paper machine company), are chosen and their efforts to evolve the customer experiences are investigated. Semi-structured interviews are conducted with experts in those companies to identify the challenges and opportunities of the evolving customer experience management from their point of view. The findings of this paper contribute to the theory and business practices in the realm of the evolving customer experience management landscape.

Keywords: Customer experience management, paper machine risk analysis, value chain management.

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Authors: Chia Lin Chan, Yi Ju Yang, Chih Chin Yang

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Rainfall records of rainfall station including the rainfall potential per hour and rainfall mass of five heavy storms are explored, respectively from 2001 to 2010. The rationalization formula is to investigate the capability of flood peak duration of flood detention pond in different rainfall conditions. The stable flood detention model is also proposed by using system dynamic control theory to get the message of flood detention pond in this research. When rainfall frequency of one hour rainfall duration is more than 100-year frequency which exceeds the flood detention standard of 20-year frequency for the flood detention pond, the flood peak duration of flood detention pond is 1.7 hours at most even though the flood detention pond with maximum drainage potential about 15.0 m3/s of pumping system is constructed. If the rainfall peak current is more than maximum drainage potential, the flood peak duration of flood detention pond is about 1.9 hours at most. The flood detention pond is the key factor of stable drainage control and flood prevention. The critical factors of flood disaster is not only rainfall mass, but also rainfall frequency of heavy storm in different rainfall duration and flood detention frequency of flood detention system.

Keywords: Rainfall frequency, Rainfall duration, Rainfallintensity, Flood detention capability

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Authors: Muhammad Haitham Albahnassi, Adnan Malki, Shokri Almekdad

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In this paper, a method for reconfiguring bandwidth in a circular dual-mode resonator is presented. The method concerns the optimized geometry of a structure that may be used to host the tuning elements, which are typically RF (Radio Frequency) switches. The tuning elements themselves, and their performance during tuning, are not the focus of this paper. The designed resonator is able to reconfigure its fractional bandwidth by adjusting the inter-coupling level between the degenerate modes, while at the same time improving its response by adjusting the external-coupling level and keeping the center frequency fixed. The inter-coupling level has been adjusted by changing the dimensions of the perturbation element, while the external-coupling level has been adjusted by changing one of the feeder dimensions. The design was arrived at via optimization. Agreeing simulation and measurement results of the designed and implemented filters showed good improvements in return loss values and the stability of the center frequency.

Keywords: Dual-mode resonators, perturbation element, perturbation theory, reconfigurable filters, software defined radio (SDR), cognitine radio.

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Authors: Christian H. Sanabria-Montaña, Rodrigo Huerta-Quintanilla

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A lattice network is a special type of network in which all nodes have the same number of links, and its boundary conditions are periodic. The most basic lattice network is the ring, a one-dimensional network with periodic border conditions. In contrast, the Cartesian product of d rings forms a d-dimensional lattice network. An analytical expression currently exists for the clustering coefficient in this type of network, but the theoretical value is valid only up to certain connectivity value; in other words, the analytical expression is incomplete. Here we obtain analytically the clustering coefficient expression in d-dimensional lattice networks for any link density. Our analytical results show that the clustering coefficient for a lattice network with density of links that tend to 1, leads to the value of the clustering coefficient of a fully connected network. We developed a model on criminology in which the generalized clustering coefficient expression is applied. The model states that delinquents learn the know-how of crime business by sharing knowledge, directly or indirectly, with their friends of the gang. This generalization shed light on the network properties, which is important to develop new models in different fields where network structure plays an important role in the system dynamic, such as criminology, evolutionary game theory, econophysics, among others.

Keywords: Clustering coefficient, criminology, generalized, regular network d-dimensional.

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Authors: Nader Gharibnavaz, Naser Gharibnavaz

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This study extends research on the relationship between marketing strategy and market segmentation by investigating on market segments in the cement industry. Competitive strength and rivals distance from the factory were used as business environment. A three segment (positive, neutral or indifferent and zero zones) were identified as strategic segments. For each segment a marketing strategy (aggressive, defensive and decline) were developed. This study employed data from cement industry to fulfill two objectives, the first is to give a framework to the segmentation of cement industry and the second is developing marketing strategy with varying competitive strength. Fifty six questionnaires containing close-and open-ended questions were collected and analyzed. Results supported the theory that segments tend to be more aggressive than defensive when competitive strength increases. It is concluded that high strength segments follow total market coverage, concentric diversification and frontal attack to their competitors. With decreased competitive strength, Business tends to follow multi-market strategy, product modification/improvement and flank attack to direct competitors for this kind of segments. Segments with weak competitive strength followed focus strategy and decline strategy.

Keywords: Marketing strategy, Competitive strength, Market Segmentation

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Authors: V. Fuis, P. Janicek, T. Navrat

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The global solved problem is the calculation of the parameters of ceramic material from a set of destruction tests of ceramic heads of total hip joint endoprosthesis. The standard way of calculation of the material parameters consists in carrying out a set of 3 or 4 point bending tests of specimens cut out from parts of the ceramic material to be analysed. In case of ceramic heads, it is not possible to cut out specimens of required dimensions because the heads are too small (if the cut out specimens were smaller than the normalised ones, the material parameters derived from them would exhibit higher strength values than those which the given ceramic material really has). A special destruction device for heads destruction was designed and the solved local problem is the modification of this destructive device based on the analysis of tensile stress in the head for two different values of the depth of the conical hole in the head. The goal of device modification is a shift of the location with extreme value of σ1max from the region of head’s hole bottom to its opening. This modification will increase the credibility of the obtained material properties of bioceramics, which will be determined from a set of head destructions using the Weibull weakest link theory.

Keywords: Ceramic heads, depth of the conical hole, destruction test, material parameters, principal stress, total hip joint endoprosthesis.

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Authors: Kevin Spencer G. Anglim, Zhenyu Zhang, Qingbin Gao

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Reusable launch vehicles (RLVs) present a more environmentally-friendly approach to accessing space when compared to traditional launch vehicles that are discarded after each flight. This paper studies the recyclable nature of RLVs by presenting a solution method for determining minimum-fuel optimal trajectories using principles from optimal control theory and particle swarm optimization (PSO). This problem is formulated as a minimum-landing error powered descent problem where it is desired to move the RLV from a fixed set of initial conditions to three different sets of terminal conditions. However, unlike other powered descent studies, this paper considers the highly nonlinear effects caused by atmospheric drag, which are often ignored for studies on the Moon or on Mars. Rather than optimizing the controls directly, the throttle control is assumed to be bang-off-bang with a predetermined thrust direction for each phase of flight. The PSO method is verified in a one-dimensional comparison study, and it is then applied to the two-dimensional cases, the results of which are illustrated.

Keywords: Minimum-fuel optimal trajectory, particle swarm optimization, reusable rocket, SpaceX.

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Authors: Wadii Boulila, Imed Riadh Farah, Karim Saheb Ettabaa, Basel Solaiman, Henda Ben Ghezala

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This paper investigates the problem of tracking spa¬tiotemporal changes of a satellite image through the use of Knowledge Discovery in Database (KDD). The purpose of this study is to help a given user effectively discover interesting knowledge and then build prediction and decision models. Unfortunately, the KDD process for spatiotemporal data is always marked by several types of imperfections. In our paper, we take these imperfections into consideration in order to provide more accurate decisions. To achieve this objective, different KDD methods are used to discover knowledge in satellite image databases. Each method presents a different point of view of spatiotemporal evolution of a query model (which represents an extracted object from a satellite image). In order to combine these methods, we use the evidence fusion theory which considerably improves the spatiotemporal knowledge discovery process and increases our belief in the spatiotemporal model change. Experimental results of satellite images representing the region of Auckland in New Zealand depict the improvement in the overall change detection as compared to using classical methods.

Keywords: Knowledge discovery in satellite databases, knowledge fusion, data imperfection, data mining, spatiotemporal change detection.

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Authors: Hadia Abdel Aziz, Raghda El Ebrashi

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Business models are shaped by their design space or the environment they are designed to be implemented in. The rapidly changing economic, technological, political, regulatory and market external environment severely affects business logic. This is particularly true for social enterprises whose core mission is to transform their environments, and thus, their whole business logic revolves around the interchange between the enterprise and the environment. The context in which social business operates imposes different business design constraints while at the same time, open up new design opportunities. It is also affected to a great extent by the impact that successful enterprises generate; a continuous loop of interaction that needs to be managed through a dynamic capability in order to generate a lasting powerful impact. This conceptual research synthesizes and analyzes literature on social enterprise, social enterprise business models, business model innovation, business model design, and the open system view theory to propose a new business model design process for social enterprises that takes into account the critical role of environmental factors. This process would help the social enterprise develop a dynamic capability that ensures the alignment of its business model to its environmental context, thus, maximizing its probability of success.

Keywords: Social enterprise, business model, business model design.

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Authors: Siti Mutmainah, Slamet Sugiri

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Organizations are increasingly relying upon teamwork; however, little is known about the best fit among incentive system, team composition, and group performance. To further explore this issue this study examines whether the congruence between incentive system and locus of control (LoC) affects team performance. To reconcile opposite lines of argument in literature regarding the best incentive system for a team, this paper uses the social identity perspective and person-environment (P-E) fit theory to understand behavior in a group process. A laboratory experiment with postgraduate students is conducted to test the hypotheses. One hundred and five accounting students were assigned to three-person work groups, where they completed an independent task under one of two types of incentive—individual and group incentive systems—after their LoC was measured. The findings confirm the hypothesis. Group incentive results in an enhanced team performance. Team performance is better when there is congruence between incentive system and LoC. Group incentive system combined with external LoC results in the best performance, while individual incentive system results in a better team performance when combined with internal LoC. The result suggests that a cooperative process enables ‘ordinary people’ to obtain extraordinary results.

Keywords: Incentive system, locus of control, person-environment fit, social identity perspective, team performance.

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Authors: John S. Anagnostopoulos, Dimitrios E. Papantonis

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The incorporation of computational fluid dynamics in the design of modern hydraulic turbines appears to be necessary in order to improve their efficiency and cost-effectiveness beyond the traditional design practices. A numerical optimization methodology is developed and applied in the present work to a Turgo water turbine. The fluid is simulated by a Lagrangian mesh-free approach that can provide detailed information on the energy transfer and enhance the understanding of the complex, unsteady flow field, at very small computing cost. The runner blades are initially shaped according to hydrodynamics theory, and parameterized using Bezier polynomials and interpolation techniques. The use of a limited number of free design variables allows for various modifications of the standard blade shape, while stochastic optimization using evolutionary algorithms is implemented to find the best blade that maximizes the attainable hydraulic efficiency of the runner. The obtained optimal runner design achieves considerably higher efficiency than the standard one, and its numerically predicted performance is comparable to a real Turgo turbine, verifying the reliability and the prospects of the new methodology.

Keywords: Turgo turbine, Lagrangian flow modeling, Surface parameterization, Design optimization, Evolutionary algorithms.

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Authors: A. Shahsavari, M. Nili-Ahmadabadi

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This paper presents an innovative one-dimensional optimization of a transonic compressor based on the radial equilibrium theory by means of increasing blade loading. Firstly, the rotor blade of the transonic compressor is redesigned based on the constant span-wise deHaller number and diffusion. The code is applied to extract compressor meridional plane and blade to blade geometry containing rotor and stator in order to design blade three-dimensional view. A structured grid is generated for the numerical domain of fluid. Finer grids are used for regions near walls to capture boundary layer effects and behavior. RANS equations are solved by finite volume method for rotating zones (rotor) and stationary zones (stator). The experimental data, available for the performance map of NASA Rotor67, is used to validate the results of simulations. Then, the capability of the design method is validated by CFD that is capable of predicting the performance map. The numerical results of new geometry show about 19% increase in pressure ratio and 11% improvement in overall efficiency of the transonic stage; however, the design point mass flow rate of the new compressor is 5.7% less than that of the original compressor.

Keywords: One dimensional design, deHaller number, radial equilibrium, transonic compressor.

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Authors: Chamindi Dilkushi Senaratne

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Sri Lanka has lived with the English language for more than 200 years. Although officially considered a link language, the phenomenal usage of English by the Sinhala-English bilingual has given rise to a mixed code with identifiable structural characteristics. The extensive use of the mixed language by the average Sri Lankan bilingual has resulted in it being used as a medium of communication by creative writers of bilingual advertisements in Sri Lanka. This study analyses the way in which English is used in bilingual advertisements in both print and electronic media in Sri Lanka. The theoretical framework for the study is based on Kachru’s analysis of the use of English by the bilingual, Muysken’s typology on code mixing theories in colonial settings and Myers-Scotton’s theory on the Matrix Language Framework Model. The study will look at a selection of Sinhala-English advertisements published in newspapers from 2015 to 2016. Only advertisements using both Sinhala and English are used for the analysis. To substantiate data collected from the newspapers, the study will select bilingual advertisements from television advertisements. The objective of the study is to analyze the mixed patterns used for creative purposes by advertisers. The results of the study will reveal the creativity used by the Sinhala –English bilingual and the morphological processes used by the creators of Sinhala-English bilingual advertisements to attract the masses.

Keywords: Bilingual, code mixing, mixed code, morphology, processes.

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Authors: Udeme O. Ini, Edikan E. Akpanibah

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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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Authors: Ratima Damkham, Natasha Dejdumrong, Priyakorn Pusawiro

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This paper explored the solution in game design to help game designers in the educational game designing using digital educational game model canvas (DEGMC) and digital educational game form (DEGF) based on Outcome-based Education program. DEGMC and DEGF can help designers develop an overview of the game while designing and planning their own game. The way to clearly assess players’ ability from learning outcomes and support their game learning design is by using the tools. Designers can balance educational content and entertainment in designing a game by using the strategies of the Business Model Canvas and design the gameplay and players’ ability assessment from learning outcomes they need by referring to the Constructive Alignment. Furthermore, they can use their design plan in this research to write their Game Design Document (GDD). The success of the research was evaluated by four experts’ perspectives in the education and computer field. From the experiments, the canvas and form helped the game designers model their game according to the learning outcomes and analysis of their own game elements. This method can be a path to research an educational game design in the future.

Keywords: Constructive alignment, constructivist theory, educational game, outcome-based education.

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Authors: Nisa Özge Önal, Kamil Karaçuha, Göksu Hazar Erdinç, Banu Bahar Karaçuha, Ertuğrul Karaçuha

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The study aims to use a mathematical approach with the fractional calculus which is developed to have the ability to continuously analyze the factors related to the children’s height development. Until now, tracking the development of the child is getting more important and meaningful. Knowing and determining the factors related to the physical development of the child any desired time would provide better, reliable and accurate results for childcare. In this frame, 7 groups for height percentile curve (3th, 10th, 25th, 50th, 75th, 90th, and 97th) of Turkey are used. By using discrete height data of 0-18 years old children and the least squares method, a continuous curve is developed valid for any time interval. By doing so, in any desired instant, it is possible to find the percentage and location of the child in Percentage Chart. Here, with the help of the fractional calculus theory, a mathematical model is developed. The outcomes of the proposed approach are quite promising compared to the linear and the polynomial method. The approach also yields to predict the expected values of children in the sense of height.

Keywords: Children growth percentile, children physical development, fractional calculus, linear and polynomial model.

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Authors: C. Ardil

Abstract:

The Turkish Air Force needs to acquire a sixth- generation fighter aircraft in order to maintain its air superiority and dominance against its rivals under the risks posed by global geopolitical opportunities and threats. Accordingly, five evaluation criteria were determined to evaluate the sixth-generation fighter aircraft alternatives and to select the best one. Systematically, a new fuzzy preference optimization programming (POP) method is proposed to select the best sixth generation fighter aircraft in an uncertain environment. The POP technique considers both quantitative and qualitative evaluation criteria. To demonstrate the applicability and effectiveness of the proposed approach, it is applied to a multiple criteria decision-making problem to evaluate and select sixth-generation fighter aircraft. The results of the fuzzy POP method are compared with the results of the fuzzy TOPSIS approach to validate it. According to the comparative analysis, fuzzy POP and fuzzy TOPSIS methods get the same results. This demonstrates the applicability of the fuzzy POP technique to address the sixth-generation fighter selection problem.

Keywords: Fighter aircraft selection, sixth-generation fighter aircraft, fuzzy decision process, multiple criteria decision making, preference optimization programming, POP, TOPSIS, Kizilelma, MIUS, fuzzy set theory

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Authors: I. M. Mungadi, M. S. Argungu, N. I. Mahmud

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This research aimed at developing a web-based mobile system and figuring out a better understanding of how could “web-based mobile system supports farmers in Kebbi State”. Thus, by finding out the answers to the research questions, a conceptual framework of the entire system was implemented using Unified Modelling Language (UML). The work involved a review of existing research on web-based mobile technology for farmers in some countries and other geographical areas within Nigeria. This research explored how farmers in Northern Nigeria, especially in Kebbi state, make use of the web-based mobile system for agribusiness. Also, the benefits of using web-based mobile systems and the challenges farmers face using such systems were examined. Considering the dynamic nature of theory of information and communication technology; this research employed survey and focus group discussion (FGD) methods. Stratified, random, purposive, and convenience sampling techniques were adopted to select the sample. A questionnaire and FGD guide were used to collect data. The survey finds that most of the Kebbi state farms use their alternative medium to get relevant information for their agribusiness. Also, the research reveals that using a web-based mobile system can benefit farmers significantly. Finally, the study has successfully developed and implemented the proposed system using mobile technology in addition to the framework design.

Keywords: Agribusiness, farmers, Kebbi State, mobile technology, Northern Nigeria, web-based.

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Authors: Andrés Carrión García, Aura López de Murillo, José Jabaloyes Vivas, Angela Grisales del Río

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Some quality control tools use non metric subjective information coming from experts, who qualify the intensity of relations existing inside processes, but without quantifying them. In this paper we have developed a quality control analytic tool, measuring the impact or strength of the relationship between process operations and product characteristics. The tool includes two models: a qualitative model, allowing relationships description and analysis; and a formal quantitative model, by means of which relationship quantification is achieved. In the first one, concepts from the Graphs Theory were applied to identify those process elements which can be sources of variation, that is, those quality characteristics or operations that have some sort of prelacy over the others and that should become control items. Also the most dependent elements can be identified, that is those elements receiving the effects of elements identified as variation sources. If controls are focused in those dependent elements, efficiency of control is compromised by the fact that we are controlling effects, not causes. The second model applied adapts the multivariate statistical technique of Covariance Structural Analysis. This approach allowed us to quantify the relationships. The computer package LISREL was used to obtain statistics and to validate the model.

Keywords: Characteristics matrix, covariance structure analysis, LISREL.

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Authors: Salah Alrabeei, Mohammad Yousuf

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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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Authors: Marina Velikova, Hennie Daniels, Ad Feelders

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In many data mining applications, it is a priori known that the target function should satisfy certain constraints imposed by, for example, economic theory or a human-decision maker. In this paper we consider partially monotone prediction problems, where the target variable depends monotonically on some of the input variables but not on all. We propose a novel method to construct prediction models, where monotone dependences with respect to some of the input variables are preserved by virtue of construction. Our method belongs to the class of mixture models. The basic idea is to convolute monotone neural networks with weight (kernel) functions to make predictions. By using simulation and real case studies, we demonstrate the application of our method. To obtain sound assessment for the performance of our approach, we use standard neural networks with weight decay and partially monotone linear models as benchmark methods for comparison. The results show that our approach outperforms partially monotone linear models in terms of accuracy. Furthermore, the incorporation of partial monotonicity constraints not only leads to models that are in accordance with the decision maker's expertise, but also reduces considerably the model variance in comparison to standard neural networks with weight decay.

Keywords: mixture models, monotone neural networks, partially monotone models, partially monotone problems.

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Authors: S. Larbi, R. Bensaada, S. Djebali, A. Bilek

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The manufacture of composite parts is a major issue in many industrial domains. Polymer composite materials are ideal for structural applications where high strength-to-weight and stiffness-to-weight ratios are required. However, exposition to extreme environment conditions (temperature, humidity) affects mechanical properties of organic composite materials and lead to an undesirable degradation. Aging mechanisms in organic matrix are very diverse and vary according to the polymer and the aging conditions such as temperature, humidity etc. This paper studies the hygrothermal aging effect on the mechanical properties of fiber reinforced plastics laminates at 40 °C in different environment exposure. Two composite materials are used to conduct the study (carbon fiber/epoxy and glass fiber/vinyl ester with two stratifications for both the materials [904/04] and [454/04]). The experimental procedure includes a mechanical characterization of the materials in a virgin state and exposition of specimens to two environments (seawater and demineralized water). Absorption kinetics for the two materials and both the stratifications are determined. Three-point bending test is performed on the aged materials in order to determine the hygrothermal effect on the mechanical properties of the materials.

Keywords: FRP laminates, hygrothermal aging, mechanical properties, theory of laminates.

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Authors: Motlhale Judicial Sebatana, Washington Takawira Dudu

Abstract:

This study investigated how one beginner Physical Sciences teacher implemented Problem-Based Learning (PBL) strategy in the teaching and learning of Particulate Nature of Matter (PNM) in the Grade 10 classroom. PBL was implemented to explore how it can promote a 21st-century skill of creativity and enhance understanding of PNM. This study was guided by theoretical framework of Social Interdependence Theory (SIT). This exploratory qualitative case study was conveniently conducted in the North West province, South Africa, where one Physical Sciences teacher was purposefully sampled. A self-developed open-ended questionnaire, portfolio and individual semi-structured interview were used as the methods of generating data for this study. The results show that the participant of this study had no prior knowledge of utilising PBL in the teaching and learning of PNM before the Teacher Professional Development (TPD) programme, no knowledge of creativity as a 21st-century skill, and a successful PBL implementation post TPD to promote creativity.

Keywords: Beginner teachers, physical sciences teachers, problem-based learning, 21st-century skills, creativity skill, particulate nature of matter.

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Authors: Linyu Wang, Furui Huo, Jianhong Xiang

Abstract:

The Doppler shift generated by high-speed movement and multipath effects in the channel are the main reasons for the generation of a time-frequency doubly-selective (DS) channel. There is severe inter-carrier interference (ICI) in the DS channel. Channel estimation for an orthogonal frequency division multiplexing (OFDM) system over a DS channel is very difficult. The simultaneous orthogonal matching pursuit (SOMP) algorithm under distributed compressive sensing theory (DCS-SOMP) has been used in channel estimation for OFDM systems over DS channels. However, the reconstruction accuracy of the DCS-SOMP algorithm is not high enough in the low Signal-to-Noise Ratio (SNR) stage. To solve this problem, in this paper, we propose an improved DCS-SOMP algorithm based on the inner product difference comparison operation (DCS-DCSOMP). The reconstruction accuracy is improved by increasing the number of candidate indexes and designing the comparison conditions of inner product difference. We combine the DCS-DCSOMP algorithm with the basis expansion model (BEM) to reduce the complexity of channel estimation. Simulation results show the effectiveness of the proposed algorithm and its advantages over other algorithms.

Keywords: OFDM, doubly selective, channel estimation, compressed sensing

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Authors: Dorota Kobus-Ostrowska

Abstract:

Work for everyone, especially for person with disability is a condition in independence; it secures basic needs and develops manual and intellectual capabilities. The work is a source of income, and it builds and strengthens of self-esteem and competence. The purpose of this article is to identify work as an important factor in everyone’s life, despite Polish disabled persons rarely having the chance to undertake a job. In order to achieve this purpose, two methods were used: comparative and qualitative. The theoretical part of this article is based on studies of a wide range of Polish and foreign literature devoted to the issue of the occupational development of people with disabilities. The article was also enriched with the institutional and legal analysis types of support for people with disabilities in Poland. Currently, a Polish person with disability who wants to enter or return to the labor market is under a special protection. Those entities employing workers with disabilities may obtain a subsidy for the salary of a person with disabilities. Unfortunately, people with disability in Poland rarely participate in the workforce. The factors that contribute to this include the difficulty in obtaining work, the uncertainty of keeping it, and the low salary offered. Despite that domestic and foreign literature highlight the important role of disabled people as a workforce, very few people with disability in Poland are economically active.

Keywords: Disabled person, work, employer, rehabilitation.

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Authors: Qasim Idrees, Gao Liangtian, Liu Bo, Miao Yiran

Abstract:

In order to improve the efficiency and accuracy of the pressure hull structure, optimization of underwater vehicle based on response surface methodology, a method for optimizing the design of pressure hull structure was studied. To determine the pressure shell of five dimensions as a design variable, the application of thin shell theory and the Chinese Classification Society (CCS) specification was carried on the preliminary design. In order to optimize variables of the feasible region, different methods were studied and implemented such as Opt LHD method (to determine the design test sample points in the feasible domain space), parametric ABAQUS solution for each sample point response, and the two-order polynomial response for the surface model of the limit load of structures. Based on the ultimate load of the structure and the quality of the shell, the two-generation genetic algorithm was used to solve the response surface, and the Pareto optimal solution set was obtained. The final optimization result was 41.68% higher than that of the initial design, and the shell quality was reduced by about 27.26%. The parametric method can ensure the accuracy of the test and improve the efficiency of optimization.

Keywords: Parameterization, response surface, structure optimization, pressure hull.

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