Search results for: Nonlinear external forces
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2045

Search results for: Nonlinear external forces

455 Non-equilibrium Statistical Mechanics of a Driven Lattice Gas Model: Probability Function, FDT-violation, and Monte Carlo Simulations

Authors: K. Sudprasert, M. Precharattana, N. Nuttavut, D. Triampo, B. Pattanasiri, Y. Lenbury, W. Triampo

Abstract:

The study of non-equilibrium systems has attracted increasing interest in recent years, mainly due to the lack of theoretical frameworks, unlike their equilibrium counterparts. Studying the steady state and/or simple systems is thus one of the main interests. Hence in this work we have focused our attention on the driven lattice gas model (DLG model) consisting of interacting particles subject to an external field E. The dynamics of the system are given by hopping of particles to nearby empty sites with rates biased for jumps in the direction of E. Having used small two dimensional systems of DLG model, the stochastic properties at nonequilibrium steady state were analytically studied. To understand the non-equilibrium phenomena, we have applied the analytic approach via master equation to calculate probability function and analyze violation of detailed balance in term of the fluctuation-dissipation theorem. Monte Carlo simulations have been performed to validate the analytic results.

Keywords: Non-equilibrium, lattice gas, stochastic process

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454 A Value-Oriented Metamodel for Small and Medium Enterprises’ Decision Making

Authors: Romain Ben Taleb, Aurélie Montarnal, Matthieu Lauras, Mathieu Dahan, Romain Miclo

Abstract:

To be competitive and sustainable, any company has to maximize its value. However, unlike listed companies that can assess their values based on market shares, most Small and Medium Enterprises (SMEs) which are non-listed cannot have direct and live access to this critical information. Traditional accounting reports only give limited insights to SME decision-makers about the real impact of their day-to-day decisions on the company’s performance and value. Most of the time, an SME’s financial valuation is made one time a year as the associated process is time and resource-consuming, requiring several months and external expertise to be completed. To solve this issue, we propose in this paper a value-oriented metamodel that enables real-time and dynamic assessment of the SME’s value based on the large definition of their assets. These assets cover a wider scope of resources of the company and better account for immaterial assets. The proposal, which is illustrated in a case study, discusses the benefits of incorporating assets in the SME valuation.

Keywords: SME, metamodel, decision support system, financial valuation.

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453 Early Age Behavior of Wind Turbine Gravity Foundations

Authors: J. Modu, J. F. Georgin, L. Briançon, E. Antoinet

Abstract:

Wind turbine gravity foundations are designed to resist overturning failure through gravitational forces resulting from their masses. Owing to the relatively high volume of the cementitious material present, the foundations tend to suffer thermal strains and internal cracking due to high temperatures and temperature gradients depending on factors such as geometry, mix design and level of restraint. This is a result of a fully coupled mechanism commonly known as THMC (Thermo- Hygro - Mechanical - Chemical) coupling whose kinetics peak during the early age of concrete. The focus of this paper is therefore to present and offer a discussion on the temperature and humidity evolutions occurring in mass pours such as wind turbine gravity foundations based on sensor results obtained from the monitoring of an actual wind turbine foundation. To offer prediction of the evolutions, the formulation of a 3D Thermal-Hydro-Chemical (THC) model that is mainly derived from classical fundamental physical laws is also presented and discussed. The THC model can be mathematically fully coupled in Finite Element analyses. In the current study, COMSOL Multi-physics software was used to simulate the 3D THC coupling that occurred in the monitored wind turbine foundation to predict the temperature evolution at five different points within the foundation from time of casting.

Keywords: Early age behavior, reinforced concrete, THC 3D models, wind turbines.

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452 Static and Dynamic Analysis of Hyperboloidal Helix Having Thin Walled Open and Close Sections

Authors: Merve Ermis, Murat Yılmaz, Nihal Eratlı, Mehmet H. Omurtag

Abstract:

The static and dynamic analyses of hyperboloidal helix having the closed and the open square box sections are investigated via the mixed finite element formulation based on Timoshenko beam theory. Frenet triad is considered as local coordinate systems for helix geometry. Helix domain is discretized with a two-noded curved element and linear shape functions are used. Each node of the curved element has 12 degrees of freedom, namely, three translations, three rotations, two shear forces, one axial force, two bending moments and one torque. Finite element matrices are derived by using exact nodal values of curvatures and arc length and it is interpolated linearly throughout the element axial length. The torsional moments of inertia for close and open square box sections are obtained by finite element solution of St. Venant torsion formulation. With the proposed method, the torsional rigidity of simply and multiply connected cross-sections can be also calculated in same manner. The influence of the close and the open square box cross-sections on the static and dynamic analyses of hyperboloidal helix is investigated. The benchmark problems are represented for the literature.

Keywords: Hyperboloidal helix, squared cross section, thin walled cross section, torsional rigidity.

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451 An Improved Learning Algorithm based on the Conjugate Gradient Method for Back Propagation Neural Networks

Authors: N. M. Nawi, M. R. Ransing, R. S. Ransing

Abstract:

The conjugate gradient optimization algorithm usually used for nonlinear least squares is presented and is combined with the modified back propagation algorithm yielding a new fast training multilayer perceptron (MLP) algorithm (CGFR/AG). The approaches presented in the paper consist of three steps: (1) Modification on standard back propagation algorithm by introducing gain variation term of the activation function, (2) Calculating the gradient descent on error with respect to the weights and gains values and (3) the determination of the new search direction by exploiting the information calculated by gradient descent in step (2) as well as the previous search direction. The proposed method improved the training efficiency of back propagation algorithm by adaptively modifying the initial search direction. Performance of the proposed method is demonstrated by comparing to the conjugate gradient algorithm from neural network toolbox for the chosen benchmark. The results show that the number of iterations required by the proposed method to converge is less than 20% of what is required by the standard conjugate gradient and neural network toolbox algorithm.

Keywords: Back-propagation, activation function, conjugategradient, search direction, gain variation.

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450 Modelling an Investment Portfolio with Mandatory and Voluntary Contributions under M-CEV Model

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

Abstract:

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

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

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449 Inelastic Strength of Laterally Unsupported Top- Loaded Built-Up Slender Beams

Authors: M. Massoud El Sa'adawy, F. F. F. El Dib

Abstract:

Lateral-torsional buckling (LTB) is one of the phenomenae controlling the ultimate bending strength of steel Ibeams carrying distributed loads on top flange. Built-up I-sections are used as main beams and distributors. This study investigates the ultimate bending strength of such beams with sections of different classes including slender elements. The nominal strengths of the selected beams are calculated for different unsupported lengths according to the Provisions of the American Institute of Steel Constructions (AISC-LRFD). These calculations are compared with results of a nonlinear inelastic study using accurate FE model for this type of loading. The goal is to investigate the performance of the provisions for the selected sections. Continuous distributed load at the top flange of the beams was applied at the FE model. Imperfections of different values are implemented to the FE model to examine their effect on the LTB of beams at failure, and hence, their effect on the ultimate strength of beams. The study also introduces a procedure for evaluating the performance of the provisions compared with the accurate FEA results of the selected sections. A simplified design procedure is given and recommendations for future code updates are made.

Keywords: Lateral buckling, Top Loading, Ultimate load, Slender Sections.

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448 Natural Radioactivity Measurements of Basalt Rocks in Sidakan District Northeastern of Kurdistan Region-Iraq

Authors: Ali A. Ahmed, Mohammed I. Hussein

Abstract:

The amounts of radioactivity in the igneous rocks have been investigated; samples were collected from the total of eight basalt rock types in the northeastern of Kurdistan region/Iraq. The activity concentration of 226Ra (238U) series, 228Ac (232Th) series, 40K and 137Cs were measured using Planar HPGe and NaI(Tl) detectors. Along the study area the radium equivalent activities Raeq in Bq/Kg of samples under investigation were found in the range of 22.16 to 77.31 Bq/Kg with an average value of 44.8 Bq/Kg, this value is much below the internationally accepted value of 370 Bq/Kg. To estimate the health effects of this natural radioactive composition, the average values of absorbed gamma dose rate D (55 nGyh-1), Indoor and outdoor annual effective dose rates Eied (0.11 mSvy-1) . and Eoed (0.03 mSvy-1), External hazard index Hex (0.138) and internal hazard index Hin(0.154), and representative level index Iγr (0.386) have been calculated and found to be lower than the worldwide average values.

Keywords: Absorbed dose, activity concentration, igneousrocks, HPGe, NaI(TI), Natural Radioactivity.

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447 Software Tools for System Identification and Control using Neural Networks in Process Engineering

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

Abstract:

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

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

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446 Finite Element Analysis of Connecting Rod

Authors: Mohammed Mohsin Ali H., Mohamed Haneef

Abstract:

The connecting rod transmits the piston load to the crank causing the latter to turn, thus converting the reciprocating motion of the piston into a rotary motion of the crankshaft. Connecting rods are subjected to forces generated by mass and fuel combustion. This study investigates and compares the fatigue behavior of forged steel, powder forged and ASTM a 514 steel cold quenched connecting rods. The objective is to suggest for a new material with reduced weight and cost with the increased fatigue life. This has entailed performing a detailed load analysis. Therefore, this study has dealt with two subjects: first, dynamic load and stress analysis of the connecting rod, and second, optimization for material, weight and cost. In the first part of the study, the loads acting on the connecting rod as a function of time were obtained. Based on the observations of the dynamic FEA, static FEA, and the load analysis results, the load for the optimization study was selected. It is the conclusion of this study that the connecting rod can be designed and optimized under a load range comprising tensile load and compressive load. Tensile load corresponds to 360o crank angle at the maximum engine speed. The compressive load is corresponding to the peak gas pressure. Furthermore, the existing connecting rod can be replaced with a new connecting rod made of ASTM a 514 steel cold quenched that is 12% lighter and 28% cheaper.

Keywords: Connecting rod, ASTM a514 cold quenched steel, static analysis, fatigue analysis, stress life approach.

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445 Radionuclides Transport Phenomena in Vadose Zone

Authors: R. Testoni, R. Levizzari, M. De Salve

Abstract:

Radioactive waste management is fundamental to safeguard population and environment by radiological risks. Environmental assessment of a site, where nuclear activities are located, allows understanding the hydro geological system and the radionuclides transport in groundwater and subsoil. Use of dedicated software is the basis of transport phenomena investigation and for dynamic scenarios prediction; this permits to understand the evolution of accidental contamination events, but at the same time the potentiality of the software itself can be verified. The aim of this paper is to perform a numerical analysis by means of HYDRUS 1D code, so as to evaluate radionuclides transport in a nuclear site in Piedmont region (Italy). In particular, the behavior in vadose zone was investigated. An iterative assessment process was performed for risk assessment of radioactive contamination. The analysis therein developed considers the following aspects: i) hydro geological site characterization; ii) individuation of the main intrinsic and external site factors influencing water flow and radionuclides transport phenomena; iii) software potential for radionuclides leakage simulation purposes.

Keywords: HYDRUS 1D, radionuclides transport phenomena, site characterization.

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444 Blockchain in Saudi e-Government: A Systematic Literature Review

Authors: Haitham Assiri, Majed Eljazzar, Priyadarsi Nanda

Abstract:

The world is gradually entering the fourth industrial revolution. E-Government services are scaling government operations across the globe. However, as promising as an e-Government system would be, it is also susceptible to malicious attacks if not properly secured. In our study, we found that in Saudi Arabia, the e-Government website, Yesser, is vulnerable to external attacks. Obviously, this can lead to a breach of data integrity and privacy. In this paper, a systematic literature review (SLR) was conducted to explore possible ways the Kingdom of Saudi Arabia can take necessary measures to strengthen its e-Government system using blockchain. Blockchain is one of the emerging technologies shaping the world through its applications in finance, elections, healthcare, etc. It secures systems and brings more transparency. A total of 28 papers were selected for this SLR, and 19 of the papers significantly showed that blockchain could enhance the security and privacy of Saudi’s e-Government system. Other papers also concluded that blockchain is effective, albeit with the integration of other technologies like IoT, AI and big data. These papers have been analyzed to sieve out the findings and set the stage for future research into the subject.

Keywords: blockchain, data integrity, e-Government, security threats

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443 Thermal Characterization of Smart and Large-Scale Building Envelope System in a Subtropical Climate

Authors: Andrey A. Chernousov, Ben Y. B. Chan

Abstract:

The thermal behavior of a large-scale, phase change material (PCM) enhanced building envelope system was studied in regard to the need for pre-fabricated construction in subtropical regions. The proposed large-scale envelope consists of a reinforced aluminum skin, insulation core, phase change material and reinforced gypsum board. The PCM impact on an energy efficiency of an enveloped room was resolved by validation of the EnergyPlus numerical scheme and optimization of a smart material location in the core. The PCM location was optimized by a minimization method of a cooling energy demand. It has been shown that there is good agreement between the test and simulation results. The optimal location of the PCM layer in Hong Kong summer conditions has been then recomputed for core thicknesses of 40, 60 and 80 mm. A non-dimensional value of the optimal PCM location was obtained to be same for all the studied cases and the considered external and internal conditions.

Keywords: Thermal performance, phase change material, energy efficiency, PCM optimization.

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442 Finite Element Study on Corono-Radicular Restored Premolars

Authors: Sandu L., Topală F., Porojan S.

Abstract:

Restoration of endodontically treated teeth is a common problem in dentistry, related to the fractures occurring in such teeth and to concentration of forces little information regarding variation of basic preparation guidelines in stress distribution has been available. To date, there is still no agreement in the literature about which material or technique can optimally restore endodontically treated teeth. The aim of the present study was to evaluate the influence of the core height and restoration materials on corono-radicular restored upper first premolar. The first step of the study was to achieve 3D models in order to analyze teeth, dowel and core restorations and overlying full ceramic crowns. The FEM model was obtained by importing the solid model into ANSYS finite element analysis software. An occlusal load of 100 N was conducted, and stresses occurring in the restorations, and teeth structures were calculated. Numerical simulations provide a biomechanical explanation for stress distribution in prosthetic restored teeth. Within the limitations of the present study, it was found that the core height has no important influence on the stress generated in coronoradicular restored premolars. It can be drawn that the cervical regions of the teeth and restorations were subjected to the highest stress concentrations.

Keywords: 3D models, finite element analysis, dowel and core restoration, full ceramic crown, premolars, structural simulations.

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441 Analysis of Sulphur-Oxidizing Bacteria Attack on Concrete Based On Waste Materials

Authors: A. Eštoková, M. Kovalčíková, A. Luptáková, A. Sičáková, M. Ondová

Abstract:

Concrete durability as an important engineering property of concrete, determining the service life of concrete structures very significantly, can be threatened and even lost due to the interactions of concrete with external environment. Bio-corrosion process caused by presence and activities of microorganisms producing sulphuric acid is a special type of sulphate deterioration of concrete materials. The effects of sulphur-oxidizing bacteria Acidithiobacillus thiooxidans on various concrete samples, based on silica fume and zeolite, were investigated in laboratory during 180 days. A laboratory study was conducted to compare the performance of concrete samples in terms of the concrete deterioration influenced by the leaching of calcium and silicon compounds from the cement matrix. The changes in the elemental concentrations of calcium and silicon in both solid samples and liquid leachates were measured by using X – ray fluorescence method. Experimental studies confirmed the silica fume based concrete samples were found out to have the best performance in terms of both silicon and calcium ions leaching.

Keywords: Bio-corrosion, concrete, leaching, bacteria.

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440 Minimum-Fuel Optimal Trajectory for Reusable First-Stage Rocket Landing Using Particle Swarm Optimization

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

Abstract:

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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439 Improved Neutron Leakage Treatment on Nodal Expansion Method for PWR Reactors

Authors: Antonio Carlos Marques Alvim, Fernando Carvalho da Silva, Aquilino Senra Martinez

Abstract:

For a quick and accurate calculation of spatial neutron distribution in nuclear power reactors 3D nodal codes are usually used aiming at solving the neutron diffusion equation for a given reactor core geometry and material composition. These codes use a second order polynomial to represent the transverse leakage term. In this work, a nodal method based on the well known nodal expansion method (NEM), developed at COPPE, making use of this polynomial expansion was modified to treat the transverse leakage term for the external surfaces of peripheral reflector nodes. The proposed method was implemented into a computational system which, besides solving the diffusion equation, also solves the burnup equations governing the gradual changes in material compositions of the core due to fuel depletion. Results confirm the effectiveness of this modified treatment of peripheral nodes for practical purposes in PWR reactors.

Keywords: Transverse leakage, nodal expansion method, power density, PWR reactors

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438 The Need for Selective Credit Policy Implementation: Case of Croatia

Authors: Drago Jakovcevic, Mihovil Andelinovic, Igor Husak

Abstract:

The aim of this paper is to explore the economic circumstances in which the selective credit policy, the least used instrument of four types of instruments on disposal to central banks, should be used. The most significant example includes the use of selective credit policies in response to the emergence of the global financial crisis by the FED. Specifics of the potential use of selective credit policies as the instigator of economic growth in Croatia, a small open economy, are determined by high euroization of financial system, fixed exchange rate and long-term trend growth of external debt that is related to the need to maintain high levels of foreign reserves. In such conditions, the classic forms of selective credit policies are unsuitable for the introduction. Several alternative approaches to implement selective credit policies are examined in this paper. Also, thorough analysis of distribution of selective monetary policy loans among economic sectors in Croatia is conducted in order to minimize the risk of investing funds and maximize the return, in order to influence the GDP growth.

Keywords: Global crisis, Selective credit policy, Small open economy.

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437 Prediction of Compressive Strength Using Artificial Neural Network

Authors: Vijay Pal Singh, Yogesh Chandra Kotiyal

Abstract:

Structures are a combination of various load carrying members which transfer the loads to the foundation from the superstructure safely. At the design stage, the loading of the structure is defined and appropriate material choices are made based upon their properties, mainly related to strength. The strength of materials kept on reducing with time because of many factors like environmental exposure and deformation caused by unpredictable external loads. Hence, to predict the strength of materials used in structures, various techniques are used. Among these techniques, Non-destructive techniques (NDT) are the one that can be used to predict the strength without damaging the structure. In the present study, the compressive strength of concrete has been predicted using Artificial Neural Network (ANN). The predicted strength was compared with the experimentally obtained actual compressive strength of concrete and equations were developed for different models. A good co-relation has been obtained between the predicted strength by these models and experimental values. Further, the co-relation has been developed using two NDT techniques for prediction of strength by regression analysis. It was found that the percentage error has been reduced between the predicted strength by using combined techniques in place of single techniques.

Keywords: Rebound, ultra-sonic pulse, penetration, ANN, NDT, regression.

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436 Influence of After Body Shape on the Performance of Blunt Shaped Bodies as Vortex Shedders

Authors: Lavish Ordia, A. Venugopal, Amit Agrawal, S. V. Prabhu

Abstract:

The present study explores flow visualization experiments with various blunt shaped bluff bodies placed inside a circular pipe. The bodies mainly comprise of modifications of trapezoidal cylinder, most widely used in practical applications, such as vortex flowmeters. The present configuration possesses the feature of both internal and external flows with low aspect ratio. The vortex dynamics of bluff bodies in such configuration is seldom reported in the literature. Dye injection technique is employed to visualize the complex vortex formation mechanism behind the bluff bodies. The influence of orientation, slit and after body shape is studied in an attempt to obtain better understanding of the vortex formation mechanism. Various wake parameters like Strouhal number, vortex formation length and wake width are documented for these shapes. Vortex formation both with and without shear layer interaction is observed for most of the shapes.

Keywords: Flow visualization, Reynolds number, Strouhal number, vortex, vortex formation length, wake width.

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435 A Study of the Hand-Hold Impact on the EM Interaction of a Cellular Handset and a Human

Authors: Salah I. Al-Mously, Marai M. Abousetta

Abstract:

This paper investigates the impact of the hand-hold positions on both antenna performance and the specific absorption rate (SAR) induced in the user-s head. A cellular handset with external antenna operating at GSM-900 frequency is modeled and simulated using a finite difference time-domain (FDTD)-based platform SEMCAD-X. A specific anthropomorphic mannequin (SAM) is adopted to simulate the user-s head, whereas a semirealistic CAD-model of three-tissues is designed to simulate the user-s hand. The results show that in case of the handset in hand close to head at different positions; the antenna total efficiency gets reduced to (14.5% - 5.9%) at cheek-position and to (27.5% to 11.8%) at tilt-position. The peak averaged SAR1g values in head close to handset without hand, are 4.67 W/Kg and 2.66 W/Kg at cheek and tilt-position, respectively. Due to the presence of hand, the SAR1g in head gets reduced to (3.67-3.31 W/Kg) at cheek-position and to (1.84-1.64 W/Kg) at tilt-position, depending on the hand-hold position.

Keywords: FDTD, phantom, specific absorption rate (SAR), cellular handset exposure.

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434 The Self-Propelled Model of a Boat, Based on the Wave Thrust

Authors: V. Arabadzhi

Abstract:

We attempted investigate a boat model, based on the conversion of energy of surface wave into a sequence of unidirectional pulses of jet spurts, in other words - model of the boat, which is thrusting by the waves field on water surface. These pulses are forming some average reactive stream from the output nozzle on the stern of boat. The suggested model provides the conversion of its oscillatory motions (both pitching and rolling) into a jet flow. This becomes possible due to special construction of the boat and due to several details, sensitive to the local wave field. The boat model presents the uniflow jet engine without slow conversions of mechanical energy into intermediate forms and without any external sources of energy (besides surface waves). Motion of boat is characterized by fast jerks and average onward velocity, which exceeds the velocities of liquid particles in the wave.

Keywords: Flat-bottomed boat, Underwater wing, Input and output nozzles, Wave thrust, Conversion of wave into a jet stream, Oscillatory motion and onward motion, Squid-like pump, Hatch-like pump, The thrust due to lifting float, The thrust due to radiation reaction.

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433 Corporate Social Responsibility Practices of the Textile Firms Quoted in Istanbul Stock Exchange

Authors: Gulsevim Yumuk Gunay, Suleyman Gokhan Gunay

Abstract:

Corporate social responsibility (CSR) can be defined as the management of social, environmental, economical and ethical concepts and firms sensivities to the expectations of the social stakeholders. CSR is seen as an important competitive advantage in the textile sector because this sector has an important impact on the environment and it is labor extensive. Textile sector has a strong advantage when compared with other sectors in Turkey due to its low labor costs and abundancy of raw materials. Turkey was a producer and an exporter of cotton, and an importer of fiber, clothes and dresses until 1950s. After 1950s, Turkey has begun to export fiber, ready-made clothes and become one of the most important textile producers in the world recently. CSR practices of the textile firms that are quoted in Istanbul Stock Exchange and these firms sensivities to their internal and external stakeholders and environment will be presented in this study.

Keywords: corporate social responsibility, Istanbul Stock Exchange, textile sector, Turkey

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432 Pension Plan Member’s Investment Strategies with Transaction Cost and Couple Risky Assets Modelled by the O-U Process

Authors: Udeme O. Ini, Edikan E. Akpanibah

Abstract:

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

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

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431 A New Perturbation Technique in Numerical Study on Buckling of Composite Shells under Axial Compression

Authors: Zia R. Tahir, P. Mandal

Abstract:

A numerical study is presented on buckling and post buckling behaviour of laminated carbon fiber reinforced plastic (CFRP) thin-walled cylindrical shells under axial compression using asymmetric meshing technique (AMT). Asymmetric meshing technique is a perturbation technique to introduce disturbance without changing geometry, boundary conditions or loading conditions. Asymmetric meshing affects predicted buckling load, buckling mode shape and post-buckling behaviour. Linear (eigenvalue) and nonlinear (Riks) analyses have been performed to study the effect of asymmetric meshing in the form of a patch on buckling behaviour. The reduction in the buckling load using Asymmetric meshing technique was observed to be about 15%. An isolated dimple formed near the bifurcation point and the size of which increased to reach a stable state in the post-buckling region. The load-displacement curve behaviour applying asymmetric meshing is quite similar to the curve obtained using initial geometric imperfection in the shell model.

Keywords: CFRP Composite Cylindrical Shell, Finite Element Analysis, Perturbation Technique, Asymmetric Meshing Technique, Linear Eigenvalue analysis, Non-linear Riks Analysis

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430 Robotic End-Effector Impedance Control without Expensive Torque/Force Sensor

Authors: Shiuh-Jer Huang, Yu-Chi Liu, Su-Hai Hsiang

Abstract:

A novel low-cost impedance control structure is proposed for monitoring the contact force between end-effector and environment without installing an expensive force/torque sensor. Theoretically, the end-effector contact force can be estimated from the superposition of each joint control torque. There have a nonlinear matrix mapping function between each joint motor control input and end-effector actuating force/torques vector. This new force control structure can be implemented based on this estimated mapping matrix. First, the robot end-effector is manipulated to specified positions, then the force controller is actuated based on the hall sensor current feedback of each joint motor. The model-free fuzzy sliding mode control (FSMC) strategy is employed to design the position and force controllers, respectively. All the hardware circuits and software control programs are designed on an Altera Nios II embedded development kit to constitute an embedded system structure for a retrofitted Mitsubishi 5 DOF robot. Experimental results show that PI and FSMC force control algorithms can achieve reasonable contact force monitoring objective based on this hardware control structure.

Keywords: Robot, impedance control, fuzzy sliding mode control, contact force estimator.

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429 Measuring Banks’ Antifragility via Fuzzy Logic

Authors: Danielle Sandler dos Passos, Helder Coelho, Flávia Mori Sarti

Abstract:

Analysing the world banking sector, we realize that traditional risk measurement methodologies no longer reflect the actual scenario with uncertainty and leave out events that can change the dynamics of markets. Considering this, regulators and financial institutions began to search more realistic models. The aim is to include external influences and interdependencies between agents, to describe and measure the operationalization of these complex systems and their risks in a more coherent and credible way. Within this context, X-Events are more frequent than assumed and, with uncertainties and constant changes, the concept of antifragility starts to gain great prominence in comparison to others methodologies of risk management. It is very useful to analyse whether a system succumbs (fragile), resists (robust) or gets benefits (antifragile) from disorder and stress. Thus, this work proposes the creation of the Banking Antifragility Index (BAI), which is based on the calculation of a triangular fuzzy number – to "quantify" qualitative criteria linked to antifragility.

Keywords: Complex adaptive systems, X-events, risk management, antifragility, banking antifragility index, triangular fuzzy number.

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428 VLSI Design of 2-D Discrete Wavelet Transform for Area-Efficient and High-Speed Image Computing

Authors: Mountassar Maamoun, Mehdi Neggazi, Abdelhamid Meraghni, Daoud Berkani

Abstract:

This paper presents a VLSI design approach of a highspeed and real-time 2-D Discrete Wavelet Transform computing. The proposed architecture, based on new and fast convolution approach, reduces the hardware complexity in addition to reduce the critical path to the multiplier delay. Furthermore, an advanced twodimensional (2-D) discrete wavelet transform (DWT) implementation, with an efficient memory area, is designed to produce one output in every clock cycle. As a result, a very highspeed is attained. The system is verified, using JPEG2000 coefficients filters, on Xilinx Virtex-II Field Programmable Gate Array (FPGA) device without accessing any external memory. The resulting computing rate is up to 270 M samples/s and the (9,7) 2-D wavelet filter uses only 18 kb of memory (16 kb of first-in-first-out memory) with 256×256 image size. In this way, the developed design requests reduced memory and provide very high-speed processing as well as high PSNR quality.

Keywords: Discrete Wavelet Transform (DWT), Fast Convolution, FPGA, VLSI.

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427 Towards a Compliance Reporting using a Balanced Scorecard

Authors: Michael Amberg, Dipl. Kfm. Johannes C. Panitz

Abstract:

Compliance requires an effective communication within an enterprise as well as towards a company-s external environment. This requirement commences with the implementation of compliance within large scale compliance projects and still persists in the compliance reporting within standard operations. On the one hand the understanding of compliance necessities within the organization is promoted. On the other hand reduction of asymmetric information with compliance stakeholders is achieved. To reach this goal, a central reporting must provide a consolidated view of different compliance efforts- statuses. A concept which could be adapted for this purpose is the balanced scorecard by Kaplan / Norton. This concept has not been analyzed in detail concerning its adequacy for a holistic compliance reporting starting in compliance projects until later usage in regularly compliance operations. At first, this paper evaluates if a holistic compliance reporting can be designed by using the balanced scorecard concept. The current status of compliance reporting clearly shows that scorecards are generally accepted as a compliance reporting tool and are already used for corporate governance reporting. Additional specialized compliance IT - solutions exist in the market. After the scorecard-s adequacy is thoroughly examined and proofed, an example strategy map as the basis to derive a compliance balanced scorecard is defined. This definition answers the question on proceeding in designing a compliance reporting tool.

Keywords: Balanced Scorecard, Compliance, ComplianceReporting, Compliance Scorecard.

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426 Evaluation of Expected Annual Loss Probabilities of RC Moment Resisting Frames

Authors: Saemee Jun, Dong-Hyeon Shin, Tae-Sang Ahn, Hyung-Joon Kim

Abstract:

Building loss estimation methodologies which have been advanced considerably in recent decades are usually used to estimate socio and economic impacts resulting from seismic structural damage. In accordance with these methods, this paper presents the evaluation of an annual loss probability of a reinforced concrete moment resisting frame designed according to Korean Building Code. The annual loss probability is defined by (1) a fragility curve obtained from a capacity spectrum method which is similar to a method adopted from HAZUS, and (2) a seismic hazard curve derived from annual frequencies of exceedance per peak ground acceleration. Seismic fragilities are computed to calculate the annual loss probability of a certain structure using functions depending on structural capacity, seismic demand, structural response and the probability of exceeding damage state thresholds. This study carried out a nonlinear static analysis to obtain the capacity of a RC moment resisting frame selected as a prototype building. The analysis results show that the probability of being extensive structural damage in the prototype building is expected to 0.01% in a year.

Keywords: Expected annual loss, Loss estimation, RC structure, Fragility analysis.

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