Search results for: Fuzzy difference equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3099

Search results for: Fuzzy difference equation

1329 A Study of Hamilton-Jacobi-Bellman Equation Systems Arising in Differential Game Models of Changing Society

Authors: Weihua Ruan, Kuan-Chou Chen

Abstract:

This paper is concerned with a system of Hamilton-Jacobi-Bellman equations coupled with an autonomous dynamical system. The mathematical system arises in the differential game formulation of political economy models as an infinite-horizon continuous-time differential game with discounted instantaneous payoff rates and continuously and discretely varying state variables. The existence of a weak solution of the PDE system is proven and a computational scheme of approximate solution is developed for a class of such systems. A model of democratization is mathematically analyzed as an illustration of application.

Keywords: Differential games, Hamilton-Jacobi-Bellman equations, infinite horizon, political-economy models.

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1328 2D and 3D Finite Element Method Packages of CEMTool for Engineering PDE Problems

Authors: Choon Ki Ahn, Jung Hun Park, Wook Hyun Kwon

Abstract:

CEMTool is a command style design and analyzing package for scientific and technological algorithm and a matrix based computation language. In this paper, we present new 2D & 3D finite element method (FEM) packages for CEMTool. We discuss the detailed structures and the important features of pre-processor, solver, and post-processor of CEMTool 2D & 3D FEM packages. In contrast to the existing MATLAB PDE Toolbox, our proposed FEM packages can deal with the combination of the reserved words. Also, we can control the mesh in a very effective way. With the introduction of new mesh generation algorithm and fast solving technique, our FEM packages can guarantee the shorter computational time than MATLAB PDE Toolbox. Consequently, with our new FEM packages, we can overcome some disadvantages or limitations of the existing MATLAB PDE Toolbox.

Keywords: CEMTool, Finite element method (FEM), Numericalanalysis, Partial differential equation (PDE)

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1327 Linear-Operator Formalism in the Analysis of Omega Planar Layered Waveguides

Authors: António L. Topa

Abstract:

A complete spectral representation for the electromagnetic field of planar multilayered waveguides inhomogeneously filled with omega media is presented. The problem of guided electromagnetic propagation is reduced to an eigenvalue equation related to a 2 ´ 2 matrix differential operator. Using the concept of adjoint waveguide, general bi-orthogonality relations for the hybrid modes (either from the discrete or from the continuous spectrum) are derived. For the special case of homogeneous layers the linear operator formalism is reduced to a simple 2 ´ 2 coupling matrix eigenvalue problem. Finally, as an example of application, the surface and the radiation modes of a grounded omega slab waveguide are analyzed.

Keywords: Metamaterials, linear operators, omega media, layered waveguide, orthogonality relations

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1326 The Gerber-Shiu Functions of a Risk Model with Two Classes of Claims and Random Income

Authors: Shan Gao

Abstract:

In this paper, we consider a risk model involving two independent classes of insurance risks and random premium income. We assume that the premium income process is a Poisson Process, and the claim number processes are independent Poisson and generalized Erlang(n) processes, respectively. Both of the Gerber- Shiu functions with zero initial surplus and the probability generating functions (p.g.f.) of the Gerber-Shiu functions are obtained.

Keywords: Poisson process, generalized Erlang risk process, Gerber-Shiu function, generating function, generalized Lundberg equation.

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1325 Analytical, Numerical, and Experimental Research Approaches to Influence of Vibrations on Hydroelastic Processes in Centrifugal Pumps

Authors: Dinara F. Gaynutdinova, Vladimir Ya Modorsky, Nikolay A. Shevelev

Abstract:

The problem under research is that of unpredictable modes occurring in two-stage centrifugal hydraulic pump as a result of hydraulic processes caused by vibrations of structural components. Numerical, analytical and experimental approaches are considered. A hypothesis was developed that the problem of unpredictable pressure decrease at the second stage of centrifugal pumps is caused by cavitation effects occurring upon vibration. The problem has been studied experimentally and theoretically as of today. The theoretical study was conducted numerically and analytically. Hydroelastic processes in dynamic “liquid – deformed structure” system were numerically modelled and analysed. Using ANSYS CFX program engineering analysis complex and computing capacity of a supercomputer the cavitation parameters were established to depend on vibration parameters. An influence domain of amplitudes and vibration frequencies on concentration of cavitation bubbles was formulated. The obtained numerical solution was verified using CFM program package developed in PNRPU. The package is based on a differential equation system in hyperbolic and elliptic partial derivatives. The system is solved by using one of finite-difference method options – the particle-in-cell method. The method defines the problem solution algorithm. The obtained numerical solution was verified analytically by model problem calculations with the use of known analytical solutions of in-pipe piston movement and cantilever rod end face impact. An infrastructure consisting of an experimental fast hydro-dynamic processes research installation and a supercomputer connected by a high-speed network, was created to verify the obtained numerical solutions. Physical experiments included measurement, record, processing and analysis of data for fast processes research by using National Instrument signals measurement system and Lab View software. The model chamber end face oscillated during physical experiments and, thus, loaded the hydraulic volume. The loading frequency varied from 0 to 5 kHz. The length of the operating chamber varied from 0.4 to 1.0 m. Additional loads weighed from 2 to 10 kg. The liquid column varied from 0.4 to 1 m high. Liquid pressure history was registered. The experiment showed dependence of forced system oscillation amplitude on loading frequency at various values: operating chamber geometrical dimensions, liquid column height and structure weight. Maximum pressure oscillation (in the basic variant) amplitudes were discovered at loading frequencies of approximately 1,5 kHz. These results match the analytical and numerical solutions in ANSYS and CFM.

Keywords: Computing experiment, hydroelasticity, physical experiment, vibration.

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1324 Three-Dimensional Numerical Investigation for Reinforced Concrete Slabs with Opening

Authors: Abdelrahman Elsehsah, Hany Madkour, Khalid Farah

Abstract:

This article presents a 3-D modified non-linear elastic model in the strain space. The Helmholtz free energy function is introduced with the existence of a dissipation potential surface in the space of thermodynamic conjugate forces. The constitutive equation and the damage evolution were derived as well. The modified damage has been examined to model the nonlinear behavior of reinforced concrete (RC) slabs with an opening. A parametric study with RC was carried out to investigate the impact of different factors on the behavior of RC slabs. These factors are the opening area, the opening shape, the place of opening, and the thickness of the slabs. And the numerical results have been compared with the experimental data from literature. Finally, the model showed its ability to be applied to the structural analysis of RC slabs.

Keywords: 3-D numerical analysis, damage mechanics, RC slab with opening.

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1323 A New Iterative Method for Solving Nonlinear Equations

Authors: Ibrahim Abu-Alshaikh

Abstract:

In this study, a new root-finding method for solving nonlinear equations is proposed. This method requires two starting values that do not necessarily bracketing a root. However, when the starting values are selected to be close to a root, the proposed method converges to the root quicker than the secant method. Another advantage over all iterative methods is that; the proposed method usually converges to two distinct roots when the given function has more than one root, that is, the odd iterations of this new technique converge to a root and the even iterations converge to another root. Some numerical examples, including a sine-polynomial equation, are solved by using the proposed method and compared with results obtained by the secant method; perfect agreements are found.

Keywords: Iterative method, root-finding method, sine-polynomial equations, nonlinear equations.

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1322 Mixed Convection Boundary Layer Flow from a Vertical Cone in a Porous Medium Filled with a Nanofluid

Authors: Ezzah Liana Ahmad Fauzi, Syakila Ahmad, Ioan Pop

Abstract:

The steady mixed convection boundary layer flow from a vertical cone in a porous medium filled with a nanofluid is numerically investigated using different types of nanoparticles as Cu (copper), Al2O3 (alumina) and TiO2 (titania). The boundary value problem is solved by using the shooting technique by reducing it into an ordinary differential equation. Results of interest for the local Nusselt number with various values of the constant mixed convection parameter and nanoparticle volume fraction parameter are evaluated. It is found that dual solutions exist for a certain range of mixed convection parameter.

Keywords: boundary layer, mixed convection, nanofluid, porous medium, vertical cone.

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1321 Approximated Solutions of Two-Point Nonlinear Boundary Problem by a Combination of Taylor Series Expansion and Newton Raphson Method

Authors: Chinwendu. B. Eleje, Udechukwu P. Egbuhuzor

Abstract:

One of the difficulties encountered in solving nonlinear Boundary Value Problems (BVP) by many researchers is finding approximated solutions with minimum deviations from the exact solutions without so much rigor and complications. In this paper, we propose an approach to solve a two point BVP which involves a combination of Taylor series expansion method and Newton Raphson method. Furthermore, the fourth and sixth order approximated solutions are obtained and we compare their relative error and rate of convergence to the exact solution. Finally, some numerical simulations are presented to show the behavior of the solution and its derivatives.

Keywords: Newton Raphson method, non-linear boundary value problem, Taylor series approximation, Michaelis-Menten equation.

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1320 Mathematical Modeling of Surface Roughness in Surface Grinding Operation

Authors: M.A. Kamely, S.M. Kamil, C.W. Chong

Abstract:

A mathematical model of the surface roughness has been developed by using response surface methodology (RSM) in grinding of AISI D2 cold work tool steels. Analysis of variance (ANOVA) was used to check the validity of the model. Low and high value for work speed and feed rate are decided from design of experiment. The influences of all machining parameters on surface roughness have been analyzed based on the developed mathematical model. The developed prediction equation shows that both the feed rate and work speed are the most important factor that influences the surface roughness. The surface roughness was found to be the lowers with the used of low feed rate and low work speed. Accuracy of the best model was proved with the testing data.

Keywords: Mathematical Modeling, Response surfacemethodology, Surface roughness, Cylindrical Grinding.

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1319 FWM Wavelength Conversion Analysis in a 3-Integrated Portion SOA and DFB Laser using Coupled Wave Approach and FD-BPM Method

Authors: M. K. Moazzam, A. Salmanpour, M. Nirouei

Abstract:

In this paper we have numerically analyzed terahertzrange wavelength conversion using nondegenerate four wave mixing (NDFWM) in a SOA integrated DFB laser (experiments reported both in MIT electronics and Fujitsu research laboratories). For analyzing semiconductor optical amplifier (SOA), we use finitedifference beam propagation method (FDBPM) based on modified nonlinear SchrÖdinger equation and for distributed feedback (DFB) laser we use coupled wave approach. We investigated wavelength conversion up to 4THz probe-pump detuning with conversion efficiency -5dB in 1THz probe-pump detuning for a SOA integrated quantum-well

Keywords: distributed feedback laser, nondegenerate fourwave mixing, semiconductor optical amplifier, wavelengthconversion

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1318 A New Approach Defining Angular DMD Using Near Field Aperturing

Authors: S. Al-Sowayan, K. L. Lear

Abstract:

A new technique to quantify the differential mode delay (DMD) in multimode fiber (MMF) is been presented. The technique measures DMD based on angular launch and measurements of the difference in modal delay using variable apertures at the fiber face. The result of the angular spatial filtering revealed less excitation of higher order modes when the laser beam is filtered at higher angles. This result would indicate that DMD profiles would experience a data pattern dependency.

Keywords: Fiber measurements, Fiber optic communications

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1317 Some Preconditioners for Block Pentadiagonal Linear Systems Based on New Approximate Factorization Methods

Authors: Xian Ming Gu, Ting Zhu Huang, Hou Biao Li

Abstract:

In this paper, getting an high-efficiency parallel algorithm to solve sparse block pentadiagonal linear systems suitable for vectors and parallel processors, stair matrices are used to construct some parallel polynomial approximate inverse preconditioners. These preconditioners are appropriate when the desired target is to maximize parallelism. Moreover, some theoretical results about these preconditioners are presented and how to construct preconditioners effectively for any nonsingular block pentadiagonal H-matrices is also described. In addition, the availability of these preconditioners is illustrated with some numerical experiments arising from two dimensional biharmonic equation.

Keywords: Parallel algorithm, Pentadiagonal matrix, Polynomial approximate inverse, Preconditioners, Stair matrix.

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1316 Optimal Control of a Linear Distributed Parameter System via Shifted Legendre Polynomials

Authors: Sanjeeb Kumar Kar

Abstract:

The optimal control problem of a linear distributed parameter system is studied via shifted Legendre polynomials (SLPs) in this paper. The partial differential equation, representing the linear distributed parameter system, is decomposed into an n - set of ordinary differential equations, the optimal control problem is transformed into a two-point boundary value problem, and the twopoint boundary value problem is reduced to an initial value problem by using SLPs. A recursive algorithm for evaluating optimal control input and output trajectory is developed. The proposed algorithm is computationally simple. An illustrative example is given to show the simplicity of the proposed approach.

Keywords: Optimal control, linear systems, distributed parametersystems, Legendre polynomials.

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1315 Statistical Description of Wave Interactions in 1D Defect Turbulence

Authors: Yusuke Uchiyama, Hidetoshi Konno

Abstract:

We have investigated statistical properties of the defect turbulence in 1D CGLE wherein many body interaction is involved between local depressing wave (LDW) and local standing wave (LSW). It is shown that the counting number fluctuation of LDW is subject to the sub-Poisson statistics (SUBP). The physical origin of the SUBP can be ascribed to pair extinction of LDWs based on the master equation approach. It is also shown that the probability density function (pdf) of inter-LDW distance can be identified by the hyper gamma distribution. Assuming a superstatistics of the exponential distribution (Poisson configuration), a plausible explanation is given. It is shown further that the pdf of amplitude of LDW has a fattail. The underlying mechanism of its fluctuation is examined by introducing a generalized fractional Poisson configuration.

Keywords: sub-Poisson statistics, hyper gamma distribution, fractional Poisson configuration.

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1314 A Review on Comparative Analysis of Path Planning and Collision Avoidance Algorithms

Authors: Divya Agarwal, Pushpendra S. Bharti

Abstract:

Autonomous mobile robots (AMR) are expected as smart tools for operations in every automation industry. Path planning and obstacle avoidance is the backbone of AMR as robots have to reach their goal location avoiding obstacles while traversing through optimized path defined according to some criteria such as distance, time or energy. Path planning can be classified into global and local path planning where environmental information is known and unknown/partially known, respectively. A number of sensors are used for data collection. A number of algorithms such as artificial potential field (APF), rapidly exploring random trees (RRT), bidirectional RRT, Fuzzy approach, Purepursuit, A* algorithm, vector field histogram (VFH) and modified local path planning algorithm, etc. have been used in the last three decades for path planning and obstacle avoidance for AMR. This paper makes an attempt to review some of the path planning and obstacle avoidance algorithms used in the field of AMR. The review includes comparative analysis of simulation and mathematical computations of path planning and obstacle avoidance algorithms using MATLAB 2018a. From the review, it could be concluded that different algorithms may complete the same task (i.e. with a different set of instructions) in less or more time, space, effort, etc.

Keywords: Autonomous mobile robots, obstacle avoidance, path planning, and processing time.

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1313 LTE Performance Analysis in the City of Bogota Northern Zone for Two Different Mobile Broadband Operators over Qualipoc

Authors: Víctor D. Rodríguez, Edith P. Estupiñán, Juan C. Martínez

Abstract:

The evolution in mobile broadband technologies has allowed to increase the download rates in users considering the current services. The evaluation of technical parameters at the link level is of vital importance to validate the quality and veracity of the connection, thus avoiding large losses of data, time and productivity. Some of these failures may occur between the eNodeB (Evolved Node B) and the user equipment (UE), so the link between the end device and the base station can be observed. LTE (Long Term Evolution) is considered one of the IP-oriented mobile broadband technologies that work stably for data and VoIP (Voice Over IP) for those devices that have that feature. This research presents a technical analysis of the connection and channeling processes between UE and eNodeB with the TAC (Tracking Area Code) variables, and analysis of performance variables (Throughput, Signal to Interference and Noise Ratio (SINR)). Three measurement scenarios were proposed in the city of Bogotá using QualiPoc, where two operators were evaluated (Operator 1 and Operator 2). Once the data were obtained, an analysis of the variables was performed determining that the data obtained in transmission modes vary depending on the parameters BLER (Block Error Rate), performance and SNR (Signal-to-Noise Ratio). In the case of both operators, differences in transmission modes are detected and this is reflected in the quality of the signal. In addition, due to the fact that both operators work in different frequencies, it can be seen that Operator 1, despite having spectrum in Band 7 (2600 MHz), together with Operator 2, is reassigning to another frequency, a lower band, which is AWS (1700 MHz), but the difference in signal quality with respect to the establishment with data by the provider Operator 2 and the difference found in the transmission modes determined by the eNodeB in Operator 1 is remarkable.

Keywords: BLER, LTE, Network, Qualipoc, SNR.

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1312 On Climbing Winding Stairs for a Robotic Wheelchair

Authors: Chun-Ta Chen, Te-Tan Liao, Hoang-Vuong Pham

Abstract:

In this paper motion analysis on a winding stair-climbing is investigated using our proposed rotational arm type of robotic wheelchair. For now, the robotic wheelchair is operated in an open mode to climb winding stairs by a dynamic turning, therefore, the dynamics model is required to ensure a passenger-s safety. Equations of motion based on the skid-steering analysis are developed for the trajectory planning and motion analysis on climbing winding stairs. Since the robotic wheelchair must climb a winding staircase stably, the winding trajectory becomes a constraint equation to be followed, and the Baumgarte-s method is used to solve for the constrained dynamics equations. Experimental results validate the behavior of the prototype as it climbs a winding stair.

Keywords: Climb, robotic wheelchair, skid-steering, windingstair .

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1311 Fifth Order Variable Step Block Backward Differentiation Formulae for Solving Stiff ODEs

Authors: S.A.M. Yatim, Z.B. Ibrahim, K.I. Othman, F. Ismail

Abstract:

The implicit block methods based on the backward differentiation formulae (BDF) for the solution of stiff initial value problems (IVPs) using variable step size is derived. We construct a variable step size block methods which will store all the coefficients of the method with a simplified strategy in controlling the step size with the intention of optimizing the performance in terms of precision and computation time. The strategy involves constant, halving or increasing the step size by 1.9 times the previous step size. Decision of changing the step size is determined by the local truncation error (LTE). Numerical results are provided to support the enhancement of method applied.

Keywords: Backward differentiation formulae, block backwarddifferentiation formulae, stiff ordinary differential equation, variablestep size.

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1310 An Efficient Method for Load−Flow Solution of Radial Distribution Networks

Authors: Smarajit Ghosh , Karma Sonam Sherpa

Abstract:

This paper reports a new and accurate method for load-flow solution of radial distribution networks with minimum data preparation. The node and branch numbering need not to be sequential like other available methods. The proposed method does not need sending-node, receiving-node and branch numbers if these are sequential. The proposed method uses the simple equation to compute the voltage magnitude and has the capability to handle composite load modelling. The proposed method uses the set of nodes of feeder, lateral(s) and sub lateral(s). The effectiveness of the proposed method is compared with other methods using two examples. The detailed load-flow results for different kind of load-modellings are also presented.

Keywords: Load−flow, Feeder, Lateral, Power, Voltage, Composite, Exponential

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1309 Applying Theory of Perceived Risk and Technology Acceptance Model in the Online Shopping Channel

Authors: Yong-Hui Li, Jing-Wen Huang

Abstract:

As the advancement of technology, online shopping channel develops rapidly in recent years. According to the report of Taiwan Network Information Center, there are almost eighty percents of internet population shopping in online channel. Synthesizing insights from the previous research, this study develops the conceptual model to integrate Theory of Perceived Risk (TPR) and Technology Acceptance Model (TAM) to apply in online shopping. Using data collected from 637 respondents from online survey website, we use structural equation modeling to test measurement and structural models. The results suggest the need for consideration of perceived risk as an antecedent in the Technology Acceptance Model. The limitations and implications are discussed.

Keywords: perceived risk, perceived usefulness, perceived ease of use, behavioral intention, actual purchase behavior

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1308 Gate Voltage Controlled Humidity Sensing Using MOSFET of VO2 Particles

Authors: A. A. Akande, B. P. Dhonge, B. W. Mwakikunga, A. G. J. Machatine

Abstract:

This article presents gate-voltage controlled humidity sensing performance of vanadium dioxide nanoparticles prepared from NH4VO3 precursor using microwave irradiation technique. The X-ray diffraction, transmission electron diffraction, and Raman analyses reveal the formation of VO2 (B) with V2O5 and an amorphous phase. The BET surface area is found to be 67.67 m2/g. The humidity sensing measurements using the patented lateral-gate MOSFET configuration was carried out. The results show the optimum response at 5 V up to 8 V of gate voltages for 10 to 80% of relative humidity. The dose-response equation reveals the enhanced resilience of the gated VO2 sensor which may saturate above 272% humidity. The response and recovery times are remarkably much faster (about 60 s) than in non-gated VO2 sensors which normally show response and recovery times of the order of 5 minutes (300 s).

Keywords: VO2, VO2 (B), V2O5, MOSFET, gate voltage, humidity sensor.

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1307 Dynamics Analyses of Swing Structure Subject to Rotational Forces

Authors: Buntheng Chhorn, WooYoung Jung

Abstract:

Large-scale swing has been used in entertainment and performance, especially in circus, for a very long time. To increase the safety of this type of structure, a thorough analysis for displacement and bearing stress was performed for an extreme condition where a full cycle swing occurs. Different masses, ranging from 40 kg to 220 kg, and velocities were applied on the swing. Then, based on the solution of differential dynamics equation, swing velocity response to harmonic force was obtained. Moreover, the resistance capacity was estimated based on ACI steel structure design guide. Subsequently, numerical analysis was performed in ABAQUS to obtain the stress on each frame of the swing. Finally, the analysis shows that the expansion of swing structure frame section was required for mass bigger than 150kg.

Keywords: Swing structure, displacement, bearing stress, dynamic loads response, finite element analysis.

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1306 Acceptance of Mobile Learning: a Respecification and Validation of Information System Success

Authors: Chin-Cheh Yi, Pei-Wen Liao, Chin-Feng Huang, I-Hui Hwang

Abstract:

With the proliferation of mobile computing technology, mobile learning (m-learning) will play a vital role in the rapidly growing electronic learning market. However, the acceptance of m-learning by individuals is critical to the successful implementation of m-learning systems. Thus, there is a need to research the factors that affect users- intention to use m-learning. Based on an updated information system (IS) success model, data collected from 350 respondents in Taiwan were tested against the research model using the structural equation modeling approach. The data collected by questionnaire were analyzed to check the validity of constructs. Then hypotheses describing the relationships between the identified constructs and users- satisfaction were formulated and tested.

Keywords: m-learning, information system success, users' satisfaction, perceived value.

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1305 Gene Expression Signature for Classification of Metastasis Positive and Negative Oral Cancer in Homosapiens

Authors: A. Shukla, A. Tarsauliya, R. Tiwari, S. Sharma

Abstract:

Cancer classification to their corresponding cohorts has been key area of research in bioinformatics aiming better prognosis of the disease. High dimensionality of gene data has been makes it a complex task and requires significance data identification technique in order to reducing the dimensionality and identification of significant information. In this paper, we have proposed a novel approach for classification of oral cancer into metastasis positive and negative patients. We have used significance analysis of microarrays (SAM) for identifying significant genes which constitutes gene signature. 3 different gene signatures were identified using SAM from 3 different combination of training datasets and their classification accuracy was calculated on corresponding testing datasets using k-Nearest Neighbour (kNN), Fuzzy C-Means Clustering (FCM), Support Vector Machine (SVM) and Backpropagation Neural Network (BPNN). A final gene signature of only 9 genes was obtained from above 3 individual gene signatures. 9 gene signature-s classification capability was compared using same classifiers on same testing datasets. Results obtained from experimentation shows that 9 gene signature classified all samples in testing dataset accurately while individual genes could not classify all accurately.

Keywords: Cancer, Gene Signature, SAM, Classification.

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1304 High Accuracy Eigensolutions in Elasticity for Boundary Integral Equations by Nyström Method

Authors: Pan Cheng, Jin Huang, Guang Zeng

Abstract:

Elastic boundary eigensolution problems are converted into boundary integral equations by potential theory. The kernels of the boundary integral equations have both the logarithmic and Hilbert singularity simultaneously. We present the mechanical quadrature methods for solving eigensolutions of the boundary integral equations by dealing with two kinds of singularities at the same time. The methods possess high accuracy O(h3) and low computing complexity. The convergence and stability are proved based on Anselone-s collective compact theory. Bases on the asymptotic error expansion with odd powers, we can greatly improve the accuracy of the approximation, and also derive a posteriori error estimate which can be used for constructing self-adaptive algorithms. The efficiency of the algorithms are illustrated by numerical examples.

Keywords: boundary integral equation, extrapolation algorithm, aposteriori error estimate, elasticity.

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1303 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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1302 Two-dimensional Heat Conduction of Direct Cooling in the Rotor of an Electrical Generator(Numerical Analysis)

Authors: A. Kargar, A. Kianifar, H. Mohammadiun

Abstract:

Two-dimensional heat conduction within a composed solid material with a constant internal heat generation has been investigated numerically in a sector of the rotor a generator. The heat transfer between two adjacent materials is assumed to be purely conduction. Boundary conditions are assumed to be forced convection on the fluid side and adiabatic on symmetry lines. The control volume method is applied for the diffusion energy equation. Physical coordinates are transformed to the general curvilinear coordinates. Then by using a line-by-line method, the temperature distribution in a sector of the rotor has been determined. Finally, the results are normalized and the effect of cooling fluid on the maximum temperature of insulation is investigated.

Keywords: general curvilinear coordinates , jacobian, controlvolume.

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1301 Gender Differences in Morbid Obese Children: Clinical Significance of Two Diagnostic Obesity Notation Model Assessment Indices

Authors: Mustafa M. Donma, Orkide Donma, Murat Aydin, Muhammet Demirkol, Burcin Nalbantoglu, Aysin Nalbantoglu, Birol Topcu

Abstract:

Childhood obesity is an ever increasing global health problem, affecting both developed and developing countries. Accurate evaluation of obesity in children requires difficult and detailed investigation. In our study, obesity in children was evaluated using new body fat ratios and indices. Assessment of anthropometric measurements, as well as some ratios, is important because of the evaluation of gender differences particularly during the late periods of obesity. A total of 239 children; 168 morbid obese (MO) (81 girls and 87 boys) and 71 normal weight (NW) (40 girls and 31 boys) children, participated in the study. Informed consent forms signed by the parents were obtained. Ethics Committee approved the study protocol. Mean ages (years)±SD calculated for MO group were 10.8±2.9 years in girls and 10.1±2.4 years in boys. The corresponding values for NW group were 9.0±2.0 years in girls and 9.2±2.1 years in boys. Mean body mass index (BMI)±SD values for MO group were 29.1±5.4 kg/m2 and 27.2±3.9 kg/m2 in girls and boys, respectively. These values for NW group were calculated as 15.5±1.0 kg/m2 in girls and 15.9±1.1 kg/m2 in boys. Groups were constituted based upon BMI percentiles for age-and-sex values recommended by WHO. Children with percentiles >99 were grouped as MO and children with percentiles between 85 and 15 were considered NW. The anthropometric measurements were recorded and evaluated along with the new ratios such as trunk-to-appendicular fat ratio, as well as indices such as Index-I and Index-II. The body fat percent values were obtained by bio-electrical impedance analysis. Data were entered into a database for analysis using SPSS/PASW 18 Statistics for Windows statistical software. Increased waist-to-hip circumference (C) ratios, decreased head-to-neck C, height ‘to’ ‘two’-‘to’-waist C and height ‘to’ ‘two’-‘to’-hip C ratios were observed in parallel with the development of obesity (p≤0.001). Reference value for height ‘to’ ‘two’-‘to’-hip ratio was detected as approximately 1.0. Index-II, based upon total body fat mass, showed much more significant differences between the groups than Index-I based upon weight. There was not any difference between trunk-to-appendicular fat ratios of NW girls and NW boys (p≥0.05). However, significantly increased values for MO girls in comparison with MO boys were observed (p≤0.05). This parameter showed no difference between NW and MO states in boys (p≥0.05). However, statistically significant increase was noted in MO girls compared to their NW states (p≤0.001). Trunk-to-appendicular fat ratio was the only fat-based parameter, which showed gender difference between NW and MO groups. This study has revealed that body ratios and formula based upon body fat tissue are more valuable parameters than those based on weight and height values for the evaluation of morbid obesity in children.

Keywords: Anthropometry, childhood obesity, gender, Morbid obesity.

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1300 Satisfaction Evaluation on the Fundamental Public Services for a Large-Scale Indemnificatory Residential Community: A Case Study of Nanjing

Authors: Dezhi Li, Peng Cui, Bo Zhang, Tengyuan Chang

Abstract:

In order to solve the housing problem for the low-income families, the construction of affordable housing is booming in China. However, due to various reasons, the service facilities and systems in the indemnificatory residential community meet many problems. This article established a Satisfaction Evaluation System of the Fundamental Public Services for Large-scale Indemnificatory Residential Community based on the national standards and local criteria and developed evaluation methods and processes. At last, in the case of Huagang project in Nanjing, the satisfaction of basic public service is calculated according to a survey of local residents.

Keywords: Indemnificatory residential community, public services, satisfaction evaluation, structural equation modeling.

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