Search results for: water jet model.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9337

Search results for: water jet model.

7747 Dynamic Modeling and Simulation of Heavy Paraffin Dehydrogenation Reactor for Selective Olefin Production in Linear Alkyl Benzene Production Plant

Authors: G. Zahedi, H. Yaghoobi

Abstract:

Modeling of a heterogeneous industrial fixed bed reactor for selective dehydrogenation of heavy paraffin with Pt-Sn- Al2O3 catalyst has been the subject of current study. By applying mass balance, momentum balance for appropriate element of reactor and using pressure drop, rate and deactivation equations, a detailed model of the reactor has been obtained. Mass balance equations have been written for five different components. In order to estimate reactor production by the passage of time, the reactor model which is a set of partial differential equations, ordinary differential equations and algebraic equations has been solved numerically. Paraffins, olefins, dienes, aromatics and hydrogen mole percent as a function of time and reactor radius have been found by numerical solution of the model. Results of model have been compared with industrial reactor data at different operation times. The comparison successfully confirms validity of proposed model.

Keywords: Dehydrogenation, fixed bed reactor, modeling, linear alkyl benzene.

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7746 A New Categorization of Image Quality Metrics Based On a Model of Human Quality Perception

Authors: Maria Grazia Albanesi, Riccardo Amadeo

Abstract:

This study presents a new model of the human image quality assessment process: the aim is to highlightthe foundations of the image quality metrics proposed in literature, by identifyingthe cognitive/physiological or mathematical principles of their development and the relation with the actual human quality assessment process. The model allows to createa novel categorization of objective and subjective image quality metrics. Our work includes an overview of the most used or effectiveobjective metrics in literature, and, for each of them, we underline its main characteristics, with reference to the rationale of the proposed model and categorization. From the results of this operation, we underline a problem that affects all the presented metrics: the fact that many aspects of human biasesare not taken in account at all. We then propose a possible methodology to address this issue.

Keywords: Eye-Tracking, image quality assessment metric, MOS, quality of user experience, visual perception.

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7745 Constructing a Fuzzy Net Present Value Method to Evaluating the BOT Sport Facilities

Authors: Huei-Fu Lu

Abstract:

This paper is to develop a fuzzy net present value (FNPV) method by taking vague cash flow and imprecise required rate of return into account for evaluating the value of the Build-Operate-Transfer (BOT) sport facilities. In order to clearly manifest a more realistic capital budgeting model based on the classical net present value (NPV) method, some uncertain financial elements in NPV formula will be fuzzified as triangular fuzzy numbers. Through the conscientious manipulation of fuzzy set theory, we will find that the proposed FNPV model is a more explicit extension of classical (crisp) model and could be more practicable for the financial managers to capture the essence of capital budgeting of sport facilities than non-fuzzy model.

Keywords: Fuzzy sets; Capital budgeting, Sport facility, Net present value (NPV), Build-Operate-Transfer (BOT) scheme

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7744 Adaptive Neuro-Fuzzy Inference System for Financial Trading using Intraday Seasonality Observation Model

Authors: A. Kablan

Abstract:

The prediction of financial time series is a very complicated process. If the efficient market hypothesis holds, then the predictability of most financial time series would be a rather controversial issue, due to the fact that the current price contains already all available information in the market. This paper extends the Adaptive Neuro Fuzzy Inference System for High Frequency Trading which is an expert system that is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high frequency. However, in order to eliminate unnecessary input in the training phase a new event based volatility model was proposed. Taking volatility and the scaling laws of financial time series into consideration has brought about the development of the Intraday Seasonality Observation Model. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data. This new event based volatility model provides the ANFIS system with more accurate input and has increased the overall performance of the system.

Keywords: Adaptive Neuro-fuzzy Inference system, High Frequency Trading, Intraday Seasonality Observation Model.

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7743 Predicting Long-Term Meat Productivity for the Kingdom of Saudi Arabia

Authors: A. Abdullah, A. Bakshwain, A. Aslam

Abstract:

Livestock is one of the fastest-growing sectors in agriculture. If carefully managed, have potential opportunities for economic growth, food sovereignty and food security. In this study we mainly analyse and compare long-term i.e. for year 2030 climate variability impact on predicted productivity of meat i.e. beef, mutton and poultry for the Kingdom of Saudi Arabia w.r.t three factors i.e. i) climatic-change vulnerability ii) CO2 fertilization and iii) water scarcity and compare the results with two countries of the region i.e. Iraq and Yemen. We do the analysis using data from diverse sources, which was extracted, transformed and integrated before usage. The collective impact of the three factors had an overall negative effect on the production of meat for all the three countries, with adverse impact on Iraq. High similarity was found between CO2 fertilization (effecting animal fodder) and water scarcity i.e. higher than that between production of beef and mutton for the three countries considered. Overall, the three factors do not seem to be favorable for the three Middle-East countries considered. This points to possibility of a vegetarian year 2030 based on dependency on indigenous livestock population.

Keywords: Prediction, animal-source foods, pastures, CO2 fertilization, climatic-change vulnerability, water scarcity.

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7742 Properties and Approximation Distribution Reductions in Multigranulation Rough Set Model

Authors: Properties, Approximation Distribution Reductions in Multigranulation Rough Set Model

Abstract:

Some properties of approximation sets are studied in multi-granulation optimist model in rough set theory using maximal compatible classes. The relationships between or among lower and upper approximations in single and multiple granulation are compared and discussed. Through designing Boolean functions and discernibility matrices in incomplete information systems, the lower and upper approximation sets and reduction in multi-granulation environments can be found. By using examples, the correctness of computation approach is consolidated. The related conclusions obtained are suitable for further investigating in multiple granulation RSM.

Keywords: Incomplete information system, maximal compatible class, multi-granulation rough set model, reduction.

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7741 A Hybrid Particle Swarm Optimization-Nelder- Mead Algorithm (PSO-NM) for Nelson-Siegel- Svensson Calibration

Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

Abstract:

Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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7740 Evaluation of Low-Reducible Sinter in Blast Furnace Technology by Mathematical Model Developed at Centre ENET, VSB – Technical University of Ostrava

Authors: S. Jursová, P. Pustějovská, S. Brožová, J. Bilík

Abstract:

The paper deals with possibilities of interpretation of iron ore reducibility tests. It presents a mathematical model developed at Centre ENET, VŠB – Technical University of Ostrava, Czech Republic for an evaluation of metallurgical material of blast furnace feedstock such as iron ore, sinter or pellets. According to the data from the test, the model predicts its usage in blast furnace technology and its effects on production parameters of shaft aggregate. At the beginning, the paper sums up the general concept and experience in mathematical modelling of iron ore reduction. It presents basic equation for the calculation and the main parts of the developed model. In the experimental part, there is an example of usage of the mathematical model. The paper describes the usage of data for some predictive calculation. There are presented material, method of carried test of iron ore reducibility. Then there are graphically interpreted effects of used material on carbon consumption, rate of direct reduction and the whole reduction process.

Keywords: Blast furnace technology, iron ore reduction, mathematical model, prediction of iron ore reduction.

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7739 Aerodynamic Study of Vehicle Wind Tunnel and Water Tunnel for Analysis of Bodies

Authors: E. T. L. Cöuras Ford, V. A. C. Vale, J. U. L. Mendes

Abstract:

The simulation in wind tunnel is used thoroughly to model real situations of drainages of air. Besides the automotive industry, a great number of applications can be numbered: dispersion of pollutant, studies of pedestrians’ comfort, and dispersion of particles. This work had the objective of visualizing the characteristics aerodynamics of two automobiles in different ways. To accomplish that drainage of air a fan that generated a speed exists (measured with anemometer of hot thread) of 4,1m/s and 4,95m/s. To visualize the path of the air through the cars, in the wind tunnel, smoke was used, obtained with it burns of vegetable oil. For “to do smoke” vegetable oil was used, that was burned for a tension of 20V generated by a thread of 2,5mm. The cars were placed inside of the wind tunnel with the drainage of “air-smoke” and photographed, registering like this the path lines around them, in the 3 different speeds.

Keywords: Aerodynamics, Vehicle Drag, Wind tunnel.

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7738 Performance Analysis Model Development for Mae Moh Coal-Fired Power Plant

Authors: Thitiporn Supasri, Natanee Vorayos, Piriya Thongchiew

Abstract:

Electrification is a complex process and governed by various parameters.  Modeling of power plant’s target efficiency or target heat rate is often formulated and compared with the actual values. This comparison not only implies the performance of the power plant but also reflects the energy losses possibly inherited in some of related equipment and processes. The current modeling of Coal-fired Mae Moh power plant was formulated at the first commissioning. Some of equipments were replaced due to its life time. Relatively outdated for 20 years, the utilization of the model is not accomplished. This work has focused on the development of the performance analysis model of aforementioned power plant according to the most updated and current working conditions. The model is more appropriate and shows accuracy in its analysis.  Losses are detected and measures are introduced such that reduction in energy consumption, related cost, and also environment impacts can be anticipated.

Keywords: Performance analysis model, Power plant modeling, Target heat rate, Target efficiency.

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7737 Using Model to Plan of Strategic Objectives

Authors: Terezie Bartusková, Jitka Baňařová, Zuzana Kusněřová

Abstract:

Importance of strategic planning is unquestionable. However, the practical implementation of a strategic plan faces too many obstacles. The aim of the article is explained the importance of strategic planning and to find how companies in Moravian-Silesian Region deal with strategic planning, and to introduce the model, which helps to set strategic goals in financial indicators area. This model should be part of the whole process of strategic planning and can be use to predict the future values of financial indicators of the company with regard to the factor, which influence these indicators.

Keywords: Planning of Potentials, Planning of Strategic Objectives, Portfolio Planning, Significant Factors, Strategic Planning.

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7736 Study on the Derivatization Process Using N-O-bis-(trimethylsilyl)-trifluoroacetamide, N-(tert-butyldimethylsilyl)-N-methyltrifluoroace tamide, Trimethylsilydiazomethane for the Determination of Fecal Sterols by Gas Chromatography-Mass Spectrometry

Authors: Jingming Wu, Ruikang Hu, Junqi Yue, Zhaoguang Yang, Lifeng Zhang

Abstract:

Fecal sterol has been proposed as a chemical indicator of human fecal pollution even when fecal coliform populations have diminished due to water chlorination or toxic effects of industrial effluents. This paper describes an improved derivatization procedure for simultaneous determination of four fecal sterols including coprostanol, epicholestanol, cholesterol and cholestanol using gas chromatography-mass spectrometry (GC-MS), via optimization study on silylation procedures using N-O-bis (trimethylsilyl)-trifluoroacetamide (BSTFA), and N-(tert-butyldimethylsilyl)-N-methyltrifluoroacetamide (MTBSTFA), which lead to the formation of trimethylsilyl (TMS) and tert-butyldimethylsilyl (TBS) derivatives, respectively. Two derivatization processes of injection-port derivatization and water bath derivatization (60 oC, 1h) were inspected and compared. Furthermore, the methylation procedure at 25 oC for 2h with trimethylsilydiazomethane (TMSD) for fecal sterols analysis was also studied. It was found that most of TMS derivatives demonstrated the highest sensitivities, followed by methylated derivatives. For BSTFA or MTBSTFA derivatization processes, the simple injection-port derivatization process could achieve the same efficiency as that in the tedious water bath derivatization procedure.

Keywords: Fecal Sterols, Methylation, Silylation, BSTFA, MTBSTFA, TMSD, GC-MS.

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7735 Automatic Flood Prediction Using Rainfall Runoff Model in Moravian-Silesian Region

Authors: B. Sir, M. Podhoranyi, S. Kuchar, T. Kocyan

Abstract:

Rainfall runoff models play important role in hydrological predictions. However, the model is only one part of the process for creation of flood prediction. The aim of this paper is to show the process of successful prediction for flood event (May 15 – May 18 2014). Prediction was performed by rainfall runoff model HEC–HMS, one of the models computed within Floreon+ system. The paper briefly evaluates the results of automatic hydrologic prediction on the river Olše catchment and its gages Český Těšín and Věřňovice.

Keywords: Flood, HEC-HMS, Prediction, Rainfall – Runoff.

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7734 Percolation Transition with Hidden Variables in Complex Networks

Authors: Zhanli Zhang, Wei Chen, Xin Jiang, Lili Ma, Shaoting Tang, Zhiming Zheng

Abstract:

A new class of percolation model in complex networks, in which nodes are characterized by hidden variables reflecting the properties of nodes and the occupied probability of each link is determined by the hidden variables of the end nodes, is studied in this paper. By the mean field theory, the analytical expressions for the phase of percolation transition is deduced. It is determined by the distribution of the hidden variables for the nodes and the occupied probability between pairs of them. Moreover, the analytical expressions obtained are checked by means of numerical simulations on a particular model. Besides, the general model can be applied to describe and control practical diffusion models, such as disease diffusion model, scientists cooperation networks, and so on.

Keywords: complex networks, percolation transition, hidden variable, occupied probability.

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7733 Transforming Ganges to be a Living River through Waste Water Management

Authors: P. M. Natarajan, Shambhu Kallolikar, S. Ganesh

Abstract:

By size and volume of water, Ganges River basin is the biggest among the fourteen major river basins in India. By Hindu’s faith, it is the main ‘holy river’ in this nation. But, of late, the pollution load, both domestic and industrial sources are deteriorating the surface and groundwater as well as land resources and hence the environment of the Ganges River basin is under threat. Seeing this scenario, the Indian government began to reclaim this river by two Ganges Action Plans I and II since 1986 by spending Rs. 2,747.52 crores ($457.92 million). But the result was no improvement in the water quality of the river and groundwater and environment even after almost three decades of reclamation, and hence now the New Indian Government is taking extra care to rejuvenate this river and allotted Rs. 2,037 cores ($339.50 million) in 2014 and Rs. 20,000 crores ($3,333.33 million) in 2015. The reasons for the poor water quality and stinking environment even after three decades of reclamation of the river are either no treatment/partial treatment of the sewage. Hence, now the authors are suggesting a tertiary level treatment standard of sewages of all sources and origins of the Ganges River basin and recycling the entire treated water for nondomestic uses. At 20million litres per day (MLD) capacity of each sewage treatment plant (STP), this basin needs about 2020 plants to treat the entire sewage load. Cost of the STPs is Rs. 3,43,400 million ($5,723.33 million) and the annual maintenance cost is Rs. 15,352 million ($255.87 million). The advantages of the proposed exercise are: we can produce a volume of 1,769.52 million m3 of biogas. Since biogas is energy, can be used as a fuel, for any heating purpose, such as cooking. It can also be used in a gas engine to convert the energy in the gas into electricity and heat. It is possible to generate about 3,539.04 million kilowatt electricity per annum from the biogas generated in the process of wastewater treatment in Ganges basin. The income generation from electricity works out to Rs 10,617.12million ($176.95million). This power can be used to bridge the supply and demand gap of energy in the power hungry villages where 300million people are without electricity in India even today, and to run these STPs as well. The 664.18 million tonnes of sludge generated by the treatment plants per annum can be used in agriculture as manure with suitable amendments. By arresting the pollution load the 187.42 cubic kilometer (km3) of groundwater potential of the Ganges River basin could be protected from deterioration. Since we can recycle the sewage for non-domestic purposes, about 14.75km3 of fresh water per annum can be conserved for future use. The total value of the water saving per annum is Rs.22,11,916million ($36,865.27million) and each citizen of Ganges River basin can save Rs. 4,423.83/ ($73.73) per annum and Rs. 12.12 ($0.202) per day by recycling the treated water for nondomestic uses. Further the environment of this basin could be kept clean by arresting the foul smell as well as the 3% of greenhouse gages emission from the stinking waterways and land. These are the ways to reclaim the waterways of Ganges River basin from deterioration.

Keywords: Holy Ganges River, lifeline of India, wastewater treatment and management, making Ganges permanently holy.

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7732 Modeling Sustainable Truck Rental Operations Using Closed-Loop Supply Chain Network

Authors: Khaled S. Abdallah, Abdel-Aziz M. Mohamed

Abstract:

Moving industries consume numerous resources and dispose masses of used packaging materials. Proper sorting, recycling and disposing the packaging materials is necessary to avoid a sever pollution disaster. This research paper presents a conceptual model to propose sustainable truck rental operations instead of the regular one. An optimization model was developed to select the locations of truck rental centers, collection sites, maintenance and repair sites, and identify the rental fees to be charged for all routes that maximize the total closed supply chain profits. Fixed costs of vehicle purchasing, costs of constructing collection centers and repair centers, as well as the fixed costs paid to use disposal and recycling centers are considered. Operating costs include the truck maintenance, repair costs as well as the cost of recycling and disposing the packing materials, and the costs of relocating the truck are presented in the model. A mixed integer model is developed followed by a simulation model to examine the factors affecting the operation of the model.

Keywords: Modeling, truck rental, supply chains management, simulation.

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7731 Analytical Investigation of the Effects of a Standing Ocean Wave in a Wave-Power Device OWC

Authors: E.G. Bautista, F. Méndez, O. Bautista, J.C. Arcos

Abstract:

In this work we study analytically and numerically the performance of the mean heave motion of an OWC coupled with the governing equation of the spreading ocean waves due to the wide variation in an open parabolic channel with constant depth. This paper considers that the ocean wave propagation is under the assumption of a shallow flow condition. In order to verify the effect of the waves in the OWC firstly we establish the analytical model in a non-dimensional form based on the energy equation. The proposed wave-power system has to aims: one is to perturb the ocean waves as a consequence of the channel shape in order to concentrate the maximum ocean wave amplitude in the neighborhood of the OWC and the second is to determine the pressure and volume oscillation of air inside the compression chamber.

Keywords: Oscillating water column, Shallow flow, Waveenergy.

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7730 Simulation of the Large Hadrons Collisions Using Monte Carlo Tools

Authors: E. Al Daoud

Abstract:

In many cases, theoretical treatments are available for models for which there is no perfect physical realization. In this situation, the only possible test for an approximate theoretical solution is to compare with data generated from a computer simulation. In this paper, Monte Carlo tools are used to study and compare the elementary particles models. All the experiments are implemented using 10000 events, and the simulated energy is 13 TeV. The mean and the curves of several variables are calculated for each model using MadAnalysis 5. Anomalies in the results can be seen in the muons masses of the minimal supersymmetric standard model and the two Higgs doublet model.

Keywords: Feynman rules, hadrons, Lagrangian, Monte Carlo, simulation.

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7729 DEVS Modeling of Network Vulnerability

Authors: Hee Suk Seo, Tae Kyung Kim

Abstract:

As network components grow larger and more diverse, and as securing them on a host-by-host basis grow more difficult, more sites are turning to a network security model. We concentrate on controlling network access to various hosts and the services they offer, rather than on securing them one by one with a network security model. We present how the policy rules from vulnerabilities stored in SVDB (Simulation based Vulnerability Data Base) are inducted, and how to be used in PBN. In the network security environment, each simulation model is hierarchically designed by DEVS (Discrete EVent system Specification) formalism.

Keywords: SVDB, PBN, DEVS, Network security.

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7728 A new Heuristic Algorithm for the Dynamic Facility Layout Problem with Budget Constraint

Authors: Parham Azimi, Hamid Reza Charmchi

Abstract:

In this research, we have developed a new efficient heuristic algorithm for the dynamic facility layout problem with budget constraint (DFLPB). This heuristic algorithm combines two mathematical programming methods such as discrete event simulation and linear integer programming (IP) to obtain a near optimum solution. In the proposed algorithm, the non-linear model of the DFLP has been changed to a pure integer programming (PIP) model. Then, the optimal solution of the PIP model has been used in a simulation model that has been designed in a similar manner as the DFLP for determining the probability of assigning a facility to a location. After a sufficient number of runs, the simulation model obtains near optimum solutions. Finally, to verify the performance of the algorithm, several test problems have been solved. The results show that the proposed algorithm is more efficient in terms of speed and accuracy than other heuristic algorithms presented in previous works found in the literature.

Keywords: Budget constraint, Dynamic facility layout problem, Integer programming, Simulation

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7727 Study on the Derivatization Process Using N-O-bis-(trimethylsilyl)-trifluoroacetamide,N-(tert-butyldimethylsilyl)-N-methyltrifluoroacetamide, Trimethylsilydiazomethane for the Determination of Fecal Sterols by Gas Chromatography-Mass Spectrometry

Authors: Jingming Wu, Ruikang Hu, Junqi Yue, Zhaoguang Yang, Lifeng Zhang

Abstract:

Fecal sterol has been proposed as a chemical indicator of human fecal pollution even when fecal coliform populations have diminished due to water chlorination or toxic effects of industrial effluents. This paper describes an improved derivatization procedure for simultaneous determination of four fecal sterols including coprostanol, epicholestanol, cholesterol and cholestanol using gas chromatography-mass spectrometry (GC-MS), via optimization study on silylation procedures using N-O-bis (trimethylsilyl)-trifluoroacetamide (BSTFA), and N-(tert-butyldimethylsilyl)-N-methyltrifluoroacetamide (MTBSTFA), which lead to the formation of trimethylsilyl (TMS) and tert-butyldimethylsilyl (TBS) derivatives, respectively. Two derivatization processes of injection-port derivatization and water bath derivatization (60 oC, 1h) were inspected and compared. Furthermore, the methylation procedure at 25 oC for 2h with trimethylsilydiazomethane (TMSD) for fecal sterols analysis was also studied. It was found that most of TMS derivatives demonstrated the highest sensitivities, followed by methylated derivatives. For BSTFA or MTBSTFA derivatization processes, the simple injection-port derivatization process could achieve the same efficiency as that in the tedious water bath derivatization procedure.

Keywords: Fecal Sterols, Methylation, Silylation, BSTFA, MTBSTFA, TMSD, GC-MS.

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7726 Investigation on Nanoparticle Velocity in Two Phase Approach

Authors: E. Mat Tokit, Yusoff M. Z, Mohammed H.

Abstract:

Numerical investigation on the generality of nanoparticle velocity equation had been done on the previous published work. The three dimensional governing equations (continuity, momentum and energy) were solved using finite volume method (FVM). Parametric study of thermal performance between pure water-cooled and nanofluid-cooled are evaluated for volume fraction in the range of 1% to 4%, and nanofluid type of gamma-Al2O3 at Reynolds number range of 67.41 to 286.77. The nanofluid is modeled using single and two phase approach. Three different existing Brownian motion velocities are applied in comparing the generality of the equation for a wide parametric condition. Deviation in between the Brownian motion velocity is identified to be due to the different means of mean free path and constant value used in diffusion equation.

Keywords: Brownian nanoparticle velocity, heat transfer enhancement, nanofluid, two phase model.

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7725 Procedure Model for Data-Driven Decision Support Regarding the Integration of Renewable Energies into Industrial Energy Management

Authors: M. Graus, K. Westhoff, X. Xu

Abstract:

The climate change causes a change in all aspects of society. While the expansion of renewable energies proceeds, industry could not be convinced based on general studies about the potential of demand side management to reinforce smart grid considerations in their operational business. In this article, a procedure model for a case-specific data-driven decision support for industrial energy management based on a holistic data analytics approach is presented. The model is executed on the example of the strategic decision problem, to integrate the aspect of renewable energies into industrial energy management. This question is induced due to considerations of changing the electricity contract model from a standard rate to volatile energy prices corresponding to the energy spot market which is increasingly more affected by renewable energies. The procedure model corresponds to a data analytics process consisting on a data model, analysis, simulation and optimization step. This procedure will help to quantify the potentials of sustainable production concepts based on the data from a factory. The model is validated with data from a printer in analogy to a simple production machine. The overall goal is to establish smart grid principles for industry via the transformation from knowledge-driven to data-driven decisions within manufacturing companies.

Keywords: Data analytics, green production, industrial energy management, optimization, renewable energies, simulation.

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7724 Normalizing Logarithms of Realized Volatility in an ARFIMA Model

Authors: G. L. C. Yap

Abstract:

Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.

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7723 Upsetting of Tri-Metallic St-Cu-Al and St-Cu60Zn-Al Cylindrical Billets

Authors: Isik Cetintav, Cenk Misirli, Yilmaz Can

Abstract:

This work investigates upsetting of the tri-metallic cylindrical billets both experimentally and analytically with a reduction ratio 30%. Steel, brass, and copper are used for the outer and outmost rings and aluminum for the inner core. Two different models have been designed to show material flow and the cavity took place over the two interfaces during forming after this reduction ratio. Each model has an outmost ring material as steel. Model 1 has an outer ring between the outmost ring and the solid core material as copper and Model 2 has a material as brass. Solid core is aluminum for each model. Billets were upset in press machine by using parallel flat dies. Upsetting load was recorded and compared for models and single billets. To extend the tests and compare with experimental procedure to a wider range of inner core and outer ring geometries, finite element model was performed. ABAQUS software was used for the simulations. The aim is to show how contact between outmost ring, outer ring and the inner core are carried on throughout the upsetting process. Results have shown that, with changing in height, between outmost ring, outer ring and inner core, the Model 1 and Model 2 had very good interaction, and the contact surfaces of models had various interface behaviour. It is also observed that tri-metallic materials have lower weight but better mechanical properties than single materials. This can give an idea for using and producing these new materials for different purposes.

Keywords: Tri-metallic, upsetting, copper, brass, steel, aluminum.

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7722 A Model of a Heat Radiation on a Mould Surface in the Car Industry

Authors: J. Mlýnek, R. Srb

Abstract:

This article is focused on the calculation of heat radiation intensity and its optimization on an aluminum mould surface. The inside of the mould is sprinkled with a special powder and its outside is heated by infra heaters located above the mould surface, up to a temperature of 250°C. By this way artificial leathers in the car industry are produced (e. g. the artificial leather on a car dashboard). A mathematical model of heat radiation of infra heaters on a mould surface is described in this paper. This model allows us to calculate a heat-intensity radiation on the mould surface for the concrete location of infra heaters above the mould surface. It is necessary to ensure approximately the same heat intensity radiation on the mould surface by finding a suitable location for the infra heaters, and in this way the same material structure and color of artificial leather. In the model we have used a genetic algorithm to optimize the radiation intensity on the mould surface. Experimental measured values for the heat radiation intensity by a sensor in the surroundings of an infra heater are used for the calculation procedures. A computational procedure was programmed in language Matlab.

Keywords: Genetic algorithm, mathematical model of heat radiation, optimization of radiation intensity, software implementation

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7721 SPH Method used for Flow Predictions at a Turgo Impulse Turbine: Comparison with Fluent

Authors: Phoevos K. Koukouvinis, John S. Anagnostopoulos, Dimitris E. Papantonis

Abstract:

This work is an attempt to use the standard Smoothed Particle Hydrodynamics methodology for the simulation of the complex unsteady, free-surface flow in a rotating Turgo impulse water turbine. A comparison of two different geometries was conducted. The SPH method due to its mesh-less nature is capable of capturing the flow features appearing in the turbine, without diffusion at the water/air interface. Furthermore results are compared with a commercial CFD package (Fluent®) and the SPH algorithm proves to be capable of providing similar results, in much less time than the mesh based CFD program. A parametric study was also performed regarding the turbine inlet angle.

Keywords: Smoothed Particle Hydrodynamics, Mesh-lessmethods, Impulse turbines, Turgo turbine.

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7720 Wind-Induced Phenomenon in a Closed Water Area with Floating-Leaved Plant

Authors: Akinori Ozaki

Abstract:

In this study, in order to clarify wind-induced phenomena, especially vertical mixing of density stratification in a closed water area with floating-leaved plants, we conducted hydraulic experiments on wind flow characteristics, wind wave characteristics, entrainment phenomena and turbulent structure by using a wind tunnel test tank and simulated floating-leaved plants. From the experimental results of wind flow and wind wave characteristics, we quantified the impact of the occupancy rate of the plants on their resistance characteristics. From the experimental results of entrainment phenomena, we defined the parameter that could explain the magnitude of mixing between the density stratifications, and quantified the impact of the occupancy rate on vertical mixing between stratifications. From the experimental results of the turbulent structure of the upper layer, we clarified the differences in small-scale turbulence components at each occupancy rate and quantified the impact of the occupancy rate on the turbulence characteristics. For a summary of this study, we theoretically quantified wind-induced entrainment phenomena in a closed water area with luxuriant growth of floating-leaved plants. The results indicated that the impact of luxuriant growth of floating-leaved plants in a closed water body could be seen in the difference in small-scale fluid characteristics, and these characteristics could be expressed using the small-scale turbulent components.

Keywords: Density Stratification, Floating-leaved Plant, Wind-induced Entrainment Phenomenon, Turbulent Structure

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7719 Stepwise Refinement in Executable-UML for Embedded System Design: A Preliminary Study

Authors: Nurul Azma Zakaria, Masahiro Kimura, Noriko Matsumoto, Norihiko Yoshida

Abstract:

The fast growth in complexity coupled with requests for shorter development periods for embedded systems are bringing demands towards a more effective, i.e. higher-abstract, design process for hardaware/software integrated design. In Software Engineering area, Model Driven Architecture (MDA) and Executable UML (xUML) has been accepted to bring further improvement in software design. This paper constructs MDA and xUML stepwise transformations from an abstract specification model to a more concrete implementation model using the refactoring technique for hardaware/software integrated design. This approach provides clear and structured models which enables quick exploration and synthesis, and early stage verification.

Keywords: Hardware/software integrated design, model driven architecture, executable UML, refactoring.

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7718 Cuban Shelf Results of Exploration and Petroleum Potential

Authors: Vasilii V. Ananev

Abstract:

Oil-and-gas potential of Cuba is found through the discoveries among which there are the most large-scale deposits, such as the Boca de Jaruco and Varadero fields of heavy oils. Currently, the petroleum and petroleum products needs of the island state are satisfied by own sources by less than a half. The prospects of the hydrocarbon resource base development are connected with the adjacent water area of the Gulf of Mexico where foreign companies had been granted license blocks for geological study and further development since 2001. Two Russian companies - JSC Gazprom Neft and OJSC Zarubezhneft, among others, took part in the development of the Cuban part of the Gulf of Mexico. Since 2004, five oil wells have been drilled by various companies in the deep waters of the exclusive economic zone of Cuba. Commercial oil-and-gas bearing prospects have been established in neither of them for both geological and technological reasons. However, only a small part of the water area has been covered by drilling and the productivity of the drill core has been tested at the depth of Cretaceous sediments only. In our opinion, oil-and-gas bearing prospects of the exclusive economic zone of the Republic of Cuba in the Gulf of Mexico remain undervalued and the mentioned water area needs additional geological exploration. The planning of exploration work in this poorly explored region shall be carried out systematically and it shall be based on the results of the regional scientific research.

Keywords: Cuba, Catoche, geology, exploration.

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