Search results for: constant current AC source
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4507

Search results for: constant current AC source

2737 Contributions of Natural and Human Activities to Urban Surface Runoff with Different Hydrological Scenarios (Orléans, France)

Authors: Mohammed Al-Juhaishi, Mikael Motelica-Heino, Fabrice Muller, Audrey Guirimand-Dufour, Christian Défarge

Abstract:

This study aims at improving the urban hydrological cycle of the Orléans agglomeration (France) and understanding the relationship between physical and chemical parameters of urban surface runoff and the hydrological conditions. In particular water quality parameters such as pH, conductivity, total dissolved solids, major dissolved cations and anions, and chemical and biological oxygen demands were monitored for three types of urban water discharges (wastewater treatment plant output (WWTP), storm overflow and stormwater outfall) under two hydrologic scenarios (dry and wet weather). The first results were obtained over a period of five months. Each investigated (Ormes, l’Egoutier and La Corne) outfall represents an urban runoff source that receives water from runoff roads, gutters, the irrigation of gardens and other sources of flow over the Earth’s surface that drains in its catchments and carries it to the Loire River. In wet weather conditions there is rain water runoff and an additional input from the roof gutters that have entered the stormwater system during rainfall. For the comparison the results La Chilesse is a storm overflow that was selected in our study as a potential source of waste water which is located before the (WWTP). The comparison of the physical-chemical parameters (total dissolved solids, turbidity, pH, conductivity, dissolved organic carbon (DOC), concentration of major cations and anions) together with the chemical oxygen demand (COD) and biological oxygen demand (BOD) helped to characterize sources of runoff waters in the different watersheds. It also helped to highlight the infiltration of wastewater in some stormwater systems that reject directly in the Loire River. The values of the conductivity measured in the outflow of Ormes were always higher than those measured in the other two outlets. The results showed a temporal variation for the Ormes outfall of conductivity from 1465 μS cm-1 in the dry weather flow to 650 μS cm-1 in the wet weather flow and also a spatial variation in the wet weather flow from 650 μS cm-1 in the Ormes outfall to 281 μS cm-1 in L’Egouttier outfall. The ultimate BOD (BOD28) showed a significant decrease in La Corne outfall from 181 mg L-1 in the wet weather flow to 95 mg L-1 in the dry weather flow because of the nutrient load that was transported by the runoff.

Keywords: BOD, COD, the Loire River, urban hydrology, urban dry and wet weather discharges, macronutrients.

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2736 Deformation Mechanisms at Elevated Temperatures: Influence of Momenta and Energy in the Single Impact Test

Authors: Harald Rojacz, Markus Varga, Horst Winkelmann

Abstract:

Within this work High Temperature Single Impact Studies were performed to evaluate deformation mechanisms at different energy and momentum levels. To show the influence of different microstructures and hardness levels and their response to single impacts four different materials were tested at various temperatures up to 700°C. One carbide reinforced NiCrBSi based Metal Matrix Composite and three different steels were tested. The aim of this work is to determine critical energies for fracture appearance and the materials response at different energy and momenta levels. Critical impact loadings were examined at elevated temperatures to limit operating conditions in impact dominated regimes at elevated temperatures. The investigations on the mechanisms were performed using different means of microscopy at the surface and in metallographic cross sections. Results indicate temperature dependence of the occurrence of cracks in hardphase rich materials, such as Metal Matrix Composites High Speed Steels and the influence of different impact momenta at constant energies on the deformation of different steels.

Keywords: Deformation, High Temperature, Metal Matrix Composite, Single Impact Test, Steel.

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2735 Pressure Induced Isenthalpic Oscillations with Condensation and Evaporation in Saturated Two-Phase Fluids

Authors: Joel V. Madison, Hans E. Kimmel

Abstract:

Saturated two-phase fluid flows are often subject to pressure induced oscillations. Due to compressibility the vapor bubbles act as a spring with an asymmetric non-linear characteristic. The volume of the vapor bubbles increases or decreases differently if the pressure fluctuations are compressing or expanding; consequently, compressing pressure fluctuations in a two-phase pipe flow cause less displacement in the direction of the pipe flow than expanding pressure fluctuations. The displacement depends on the ratio of liquid to vapor, the ratio of pressure fluctuations over average pressure and on the exciting frequency of the pressure fluctuations. In addition, pressure fluctuations in saturated vapor bubbles cause condensation and evaporation within the bubbles and change periodically the ratio between liquid to vapor, and influence the dynamical parameters for the oscillation. The oscillations are conforming to an isenthalpic process at constant enthalpy with no heat transfer and no exchange of work. The paper describes the governing non-linear equation for twophase fluid oscillations with condensation and evaporation, and presents steady state approximate solutions for free and for pressure induced oscillations. Resonance criteria and stability are discussed.

Keywords: condensation, evaporation, non-linear oscillations, pressure induced, two-phase flow

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2734 An Assessment of Software Process Optimization Compared to International Best Practice in Bangladesh

Authors: Mohammad Shahadat Hossain Chowdhury, Tania Taharima Chowdhary, Hasan Sarwar

Abstract:

The challenge for software development house in Bangladesh is to find a path of using minimum process rather than CMMI or ISO type gigantic practice and process area. The small and medium size organization in Bangladesh wants to ensure minimum basic Software Process Improvement (SPI) in day to day operational activities. Perhaps, the basic practices will ensure to realize their company's improvement goals. This paper focuses on the key issues in basic software practices for small and medium size software organizations, who are unable to effort the CMMI, ISO, ITIL etc. compliance certifications. This research also suggests a basic software process practices model for Bangladesh and it will show the mapping of our suggestions with international best practice. In this IT competitive world for software process improvement, Small and medium size software companies that require collaboration and strengthening to transform their current perspective into inseparable global IT scenario. This research performed some investigations and analysis on some projects- life cycle, current good practice, effective approach, reality and pain area of practitioners, etc. We did some reasoning, root cause analysis, comparative analysis of various approach, method, practice and justifications of CMMI and real life. We did avoid reinventing the wheel, where our focus is for minimal practice, which will ensure a dignified satisfaction between organizations and software customer.

Keywords: Compare with CMMI practices, Key success factors, Small and medium software house, Software process improvement; Software process optimization.

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2733 Numerical Study of Steel Structures Responses to External Explosions

Authors: Mohammad Abdallah

Abstract:

Due to the constant increase in terrorist attacks, the research and engineering communities have given significant attention to building performance under explosions. This paper presents a methodology for studying and simulating the dynamic responses of steel structures during external detonations, particularly for accurately investigating the impact of incrementing charge weight on the members total behavior, resistance and failure. Prediction damage method was introduced to evaluate the damage level of the steel members based on five scenarios of explosions. Johnson–Cook strength and failure model have been used as well as ABAQUS finite element code to simulate the explicit dynamic analysis, and antecedent field tests were used to verify the acceptance and accuracy of the proposed material strength and failure model. Based on the structural response, evaluation criteria such as deflection, vertical displacement, drift index, and damage level; the obtained results show the vulnerability of steel columns and un-braced steel frames which are designed and optimized to carry dead and live load to resist and endure blast loading.

Keywords: Steel structure, blast load, terrorist attacks, charge weight, damage level.

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2732 Effect of Leaks in Solid Oxide Electrolysis Cells Tested for Durability under Co-Electrolysis Conditions

Authors: Megha Rao, Søren H. Jensen, Xiufu Sun, Anke Hagen, Mogens B. Mogensen

Abstract:

Solid oxide electrolysis cells have an immense potential in converting CO2 and H2O into syngas during co-electrolysis operation. The produced syngas can be further converted into hydrocarbons. This kind of technology is called power-to-gas or power-to-liquid. To produce hydrocarbons via this route, durability of the cells is still a challenge, which needs to be further investigated in order to improve the cells. In this work, various nickel-yttria stabilized zirconia (Ni-YSZ) fuel electrode supported or YSZ electrolyte supported cells, cerium gadolinium oxide (CGO) barrier layer, and an oxygen electrode are investigated for durability under co-electrolysis conditions in both galvanostatic and potentiostatic conditions. While changing the gas on the oxygen electrode, keeping the fuel electrode gas composition constant, a change in the gas concentration arc was observed by impedance spectroscopy. Measurements of open circuit potential revealed the presence of leaks in the setup. It is speculated that the change in concentration impedance may be related to the leaks. Furthermore, the cells were also tested under pressurized conditions to find an inter-play between the leak rate and the pressure. A mathematical modeling together with electrochemical and microscopy analysis is presented.

Keywords: Co-electrolysis, solid oxide electrolysis cells, leaks, durability, gas concentration.

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2731 The Application of Learning Systems to Support Decision for Stakeholder and Infrastructures Managers Based On Crowdsourcing

Authors: Alfonso Bastías, Álvaro González

Abstract:

The actual grow of the infrastructure in develop country require sophisticate ways manage the operation and control the quality served. This research wants to concentrate in the operation of this infrastructure beyond the construction. The infrastructure-s operation involves an uncertain environment, where unexpected variables are present every day and everywhere. Decision makers need to make right decisions with right information/data analyzed most in real time. To adequately support their decisions and decrease any negative impact and collateral effect, they need to use computational tools called decision support systems (DSS), but now the main source of information came from common users thought an extensive crowdsourcing

Keywords: Crowdsourcing, Learning Systems, Decision Support Systems, Infrastructure, Construction.

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2730 Study of a Fabry-Perot Resonator

Authors: F. Hadjaj, A. Belghachi, A. Halmaoui, M. Belhadj, H. Mazouz

Abstract:

A laser is essentially an optical oscillator consisting of a resonant cavity, an amplifying medium and a pumping source. In semiconductor diode lasers, the cavity is created by the boundary between the cleaved face of the semiconductor crystal and air, and has reflective properties as a result of the differing refractive indices of the two media. For a GaAs-air interface a reflectance of 0.3 is typical and therefore the length of the semiconductor junction forms the resonant cavity. To prevent light being emitted in unwanted directions from the junction, sides perpendicular to the required direction are roughened. The objective of this work is to simulate the optical resonator Fabry-Perot and explore its main characteristics, such as FSR, finesse, linewidth, transmission and so on, that describe the performance of resonator.

Keywords: Fabry-Perot Resonator, laser diode.

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2729 The Influence of the Inlet Conditions on the Airside Heat Transfer Performance of Plain Finned Evaporator

Authors: Abdenour Bourabaa, Mohamed Saighi, Ibrahim Belal

Abstract:

A numerical study has been conducted to investigate the influence of fin pitch and relative humidity on the heat transfer performance of the fin-and-tube heat exchangers having plain fin geometry under dehumidifying conditions. The analysis is done using the ratio between the heat transfer coefficients in totally wet conditions and those in totally dry conditions using the appropriate correlations for both dry and wet conditions. For a constant relative humidity, it is found that the heat transfer coefficient increases with the increase of the air frontal velocity. By contrast, the fin efficiency decreases when the face velocity is increased. Apparently, this phenomenon is attributed to the path of condensate drainage. For the influence of relative humidity, the results showed an increase in heat transfer performance and a decrease in wet fin efficiency when relative humidity increases. This is due to the higher amount of mass transfer encountered at higher relative humidity. However, it is found that the effect of fin pitch on the heat transfer performance depends strongly on the face velocity. At lower frontal velocity the heat transfer increases with fin pitch. Conversely, an increase in fin pitch gives lower heat transfer coefficients when air velocity is increased.

Keywords: Dehumidifying conditions, Fin efficiency, Heat andmass transfer, Heat exchangers.

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2728 Off-Shore Port Management on the Environmental Issue - Case Study of Sichang Harbor

Authors: Sarisa Pechpoothong

Abstract:

The research is to minimize environmental damage pertinent to maritime activities about the operation of lighter boat anchorage and its tugboat. The guidance on upgrading current harbor service and infrastructure has been provided to Kho Sichang Municpality. This will involve a study of the maritime logistics of the water area under jurisdiction of the Sichang island Municipality and possible recommendations may involve charging taxes, regulations and fees. With implementing these recommendations will help in protection of the marine environment and in increasing operator functionality. Additionally, our recommendation is to generate a consistent revenue stream to the municipality. The action items contained in this research are feasible and effective, the success of these initiatives are heavily dependent upon successful promotion and enforcement. Promoting new rules and regulations effectively and peacefully can be done through theories and techniques used in the psychology of persuasion. In order to assure compliance with the regulations, the municipality must maintain stringent patrols and fines for violators. In order to become success, the Municipality must preserve a consistent, transparent and significant enforcement system. Considering potential opportunities outside of the current state of the municipality, the authors recommend that Koh Sichang be given additional jurisdiction to capture value from the master vessels, as well as to confront the more significant environmental challenges these vessels pose. Finally, the authors recommend that the Port of Koh Sichang Island obtain a free port status in order to increase economic viability and overall sustainability.

Keywords: Harbor, Garbage Collection Service, Environment, Off-shore port.

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2727 Reliability of Digital FSO Links in Europe

Authors: Zdenek Kolka, Otakar Wilfert, Viera Biolkova

Abstract:

The paper deals with an analysis of visibility records collected from 210 European airports to obtain a realistic estimation of the availability of Free Space Optical (FSO) data links. Commercially available optical links usually operate in the 850nm waveband. Thus the influence of the atmosphere on the optical beam and on the visible light is similar. Long-term visibility records represent an invaluable source of data for the estimation of the quality of service of FSO links. The model used characterizes both the statistical properties of fade depths and the statistical properties of individual fade durations. Results are presented for Italy, France, and Germany.

Keywords: Computer networks, free-space optical links, meteorology, quality of service.

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2726 Particular Features of the First Romanian Multilingual Dictionaries

Authors: Mihaela Mocanu

Abstract:

The Romanian multilingual dictionaries – also named polyglot, plurilingual or polylingual dictionaries, have known a slow yet constant development starting with the end of the 17th century, when the first such work is attested, to the present time, when we witness a considerable increase of the number of polyglot dictionaries, especially the terminological ones. This paper aims at analyzing the context in which the first Romanian multilingual dictionaries were issued, as well as and the organization and structure particularities of the first lexicographic works of this type. The irretrievable loss of some of these works as well as the partial conservation of others renders the attempt to retrace the beginnings of Romanian lexicography extremely difficult. The research methodology is part of a descriptive and analytical approach based on two types of sources, subject to contrastive analysis: the notes made by the initiators of lexicographic projects and the testimonies of their contemporaries, respectively, along with the specialized studies regarding the history of the old Romanian lexicography. The analysis of the contents has indicated that these dictionaries lacked a scientific apparatus in the true sense of the phrase, failed to obey unitary organizational criteria, being limited, most of the times, to mere inventories of words, where the Romanian term was assigned its correspondent in other languages. Motivated by practical reasons, the first multilingual dictionaries were aimed at the clerics their purpose being to ensure the translators’ fidelity towards the original religious texts, regarded as sacred.

Keywords: Language, multilingual dictionary, Romanian lexicography, terminology.

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2725 One-Dimensional Performance Improvement of a Single-Stage Transonic Compressor

Authors: A. Shahsavari, M. Nili-Ahmadabadi

Abstract:

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

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

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2724 Modeling and Simulating Reaction-Diffusion Systems with State-Dependent Diffusion Coefficients

Authors: Paola Lecca, Lorenzo Dematte, Corrado Priami

Abstract:

The present models and simulation algorithms of intracellular stochastic kinetics are usually based on the premise that diffusion is so fast that the concentrations of all the involved species are homogeneous in space. However, recents experimental measurements of intracellular diffusion constants indicate that the assumption of a homogeneous well-stirred cytosol is not necessarily valid even for small prokaryotic cells. In this work a mathematical treatment of diffusion that can be incorporated in a stochastic algorithm simulating the dynamics of a reaction-diffusion system is presented. The movement of a molecule A from a region i to a region j of the space is represented as a first order reaction Ai k- ! Aj , where the rate constant k depends on the diffusion coefficient. The diffusion coefficients are modeled as function of the local concentration of the solutes, their intrinsic viscosities, their frictional coefficients and the temperature of the system. The stochastic time evolution of the system is given by the occurrence of diffusion events and chemical reaction events. At each time step an event (reaction or diffusion) is selected from a probability distribution of waiting times determined by the intrinsic reaction kinetics and diffusion dynamics. To demonstrate the method the simulation results of the reaction-diffusion system of chaperoneassisted protein folding in cytoplasm are shown.

Keywords: Reaction-diffusion systems, diffusion coefficient, stochastic simulation algorithm.

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2723 Length Dimension Correlates of Longitudinal Physical Conditioning on Indian Male Youth

Authors: Seema Sharma Kaushik, Dhananjoy Shaw

Abstract:

Various length dimensions of the body have been a variable of interest in the research areas of kinanthropometry. However the inclusion of length measurements in various studies remains restricted to reflect characteristics of a particular game/sport at a particular time. Hence, the present investigation was conducted to study various length dimensions correlates of a longitudinal physical conditioning program on Indian male youth. The study was conducted on 90 Indian male youth. The sample was equally divided into three groups namely, progressive load training (PLT), constant load training (CLT) and no load training (NL). The variables included sitting height, leg length, arm length and foot length. The study was conducted by adopting the multi group repeated measure design. Three different groups were measured four times after completion of each of the three meso-cycles of six-weeks duration each. The measurements were taken using the standard landmarks and procedures. Mean, standard deviation and analysis of co-variance were computed to analyze the data statistically. The post-hoc analysis was conducted for the significant F-ratios at 0.05 level. The study concluded that the followed longitudinal physical conditioning program had significant effect on various length dimensions of Indian male youth.

Keywords: Indian male youth, longitudinal, length dimensions, physical conditioning.

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2722 Three Dimensional Large Eddy Simulation of Blood Flow and Deformation in an Elastic Constricted Artery

Authors: Xi Gu, Guan Heng Yeoh, Victoria Timchenko

Abstract:

In the current work, a three-dimensional geometry of a 75% stenosed blood vessel is analyzed. Large eddy simulation (LES) with the help of a dynamic subgrid scale Smagorinsky model is applied to model the turbulent pulsatile flow. The geometry, the transmural pressure and the properties of the blood and the elastic boundary were based on clinical measurement data. For the flexible wall model, a thin solid region is constructed around the 75% stenosed blood vessel. The deformation of this solid region was modelled as a deforming boundary to reduce the computational cost of the solid model. Fluid-structure interaction is realized via a twoway coupling between the blood flow modelled via LES and the deforming vessel. The information of the flow pressure and the wall motion was exchanged continually during the cycle by an arbitrary Lagrangian-Eulerian method. The boundary condition of current time step depended on previous solutions. The fluctuation of the velocity in the post-stenotic region was analyzed in the study. The axial velocity at normalized position Z=0.5 shows a negative value near the vessel wall. The displacement of the elastic boundary was concerned in this study. In particular, the wall displacement at the systole and the diastole were compared. The negative displacement at the stenosis indicates a collapse at the maximum velocity and the deceleration phase.

Keywords: Large Eddy Simulation, Fluid Structural Interaction, Constricted Artery, Computational Fluid Dynamics.

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2721 The Anti-Noise System for Rail Brakes on Hump Yards

Authors: Brigita Altenbaher

Abstract:

The friction between two metal surfaces results in a high frequency noise (squealing) which also occurs during the braking of wagons with rail brakes in the process of shunting at a marshalling yard with a hump. At that point the noise level may exceed 130dB, which is extremely unpleasant for workers and inhabitants. In our research we developed a new composite material which does not change braking properties, is capable of taking extremely high pressure loads, reduces noise and is environmentally friendly. The noise reduction results had been very good and had shown a decrease of the high frequency noise almost completely (by 99%) at its source. With our technology we had also reduced general noise by more than 30dBA.

Keywords: Composite heavily fluid compound, hump yard, noise reduction, rail brakes.

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2720 An Authentic Algorithm for Ciphering and Deciphering Called Latin Djokovic

Authors: Diogen Babuc

Abstract:

The question that is a motivation of writing is how many devote themselves to discovering something in the world of science where much is discerned and revealed, but at the same time, much is unknown. The insightful elements of this algorithm are the ciphering and deciphering algorithms of Playfair, Caesar, and Vigen`ere. Only a few of their main properties are taken and modified, with the aim of forming a specific functionality of the algorithm called Latin Djokovic. Specifically, a string is entered as input data. A key k is given, with a random value between the values a and b = a+3. The obtained value is stored in a variable with the aim of being constant during the run of the algorithm. In correlation to the given key, the string is divided into several groups of substrings, and each substring has a length of k characters. The next step involves encoding each substring from the list of existing substrings. Encoding is performed using the basis of Caesar algorithm, i.e. shifting with k characters. However, that k is incremented by 1 when moving to the next substring in that list. When the value of k becomes greater than b + 1, it will return to its initial value. The algorithm is executed, following the same procedure, until the last substring in the list is traversed. Using this polyalphabetic method, ciphering and deciphering of strings are achieved. The algorithm also works for a 100-character string. The x character is not used when the number of characters in a substring is incompatible with the expected length. The algorithm is simple to implement, but it is questionable if it works better than the other methods, from the point of view of execution time and storage space.

Keywords: Ciphering and deciphering, Authentic Algorithm, Polyalphabetic Cipher, Random Key, methods comparison.

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2719 Comparison of Machine Learning Techniques for Single Imputation on Audiograms

Authors: Sarah Beaver, Renee Bryce

Abstract:

Audiograms detect hearing impairment, but missing values pose problems. This work explores imputations in an attempt to improve accuracy. This work implements Linear Regression, Lasso, Linear Support Vector Regression, Bayesian Ridge, K Nearest Neighbors (KNN), and Random Forest machine learning techniques to impute audiogram frequencies ranging from 125 Hz to 8000 Hz. The data contain patients who had or were candidates for cochlear implants. Accuracy is compared across two different Nested Cross-Validation k values. Over 4000 audiograms were used from 800 unique patients. Additionally, training on data combines and compares left and right ear audiograms versus single ear side audiograms. The accuracy achieved using Root Mean Square Error (RMSE) values for the best models for Random Forest ranges from 4.74 to 6.37. The R2 values for the best models for Random Forest ranges from .91 to .96. The accuracy achieved using RMSE values for the best models for KNN ranges from 5.00 to 7.72. The R2 values for the best models for KNN ranges from .89 to .95. The best imputation models received R2 between .89 to .96 and RMSE values less than 8dB. We also show that the accuracy of classification predictive models performed better with our imputation models versus constant imputations by a two percent increase.

Keywords: Machine Learning, audiograms, data imputations, single imputations.

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2718 Finite Volume Model to Study the Effect of Buffer on Cytosolic Ca2+ Advection Diffusion

Authors: Brajesh Kumar Jha, Neeru Adlakha, M. N. Mehta

Abstract:

Calcium [Ca2+] is an important second messenger which plays an important role in signal transduction. There are several parameters that affect its concentration profile like buffer source etc. The effect of stationary immobile buffer on Ca2+ concentration has been incorporated which is a very important parameter needed to be taken into account in order to make the model more realistic. Interdependence of all the important parameters like diffusion coefficient and influx over [Ca2+] profile has been studied. Model is developed in the form of advection diffusion equation together with buffer concentration. A program has been developed using finite volume method for the entire problem and simulated on an AMD-Turion 32-bit machine to compute the numerical results.

Keywords: Ca2+ profile, buffer, Astrocytes, Advection diffusion, FVM

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2717 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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2716 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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2715 Unsupervised Segmentation Technique for Acute Leukemia Cells Using Clustering Algorithms

Authors: N. H. Harun, A. S. Abdul Nasir, M. Y. Mashor, R. Hassan

Abstract:

Leukaemia is a blood cancer disease that contributes to the increment of mortality rate in Malaysia each year. There are two main categories for leukaemia, which are acute and chronic leukaemia. The production and development of acute leukaemia cells occurs rapidly and uncontrollable. Therefore, if the identification of acute leukaemia cells could be done fast and effectively, proper treatment and medicine could be delivered. Due to the requirement of prompt and accurate diagnosis of leukaemia, the current study has proposed unsupervised pixel segmentation based on clustering algorithm in order to obtain a fully segmented abnormal white blood cell (blast) in acute leukaemia image. In order to obtain the segmented blast, the current study proposed three clustering algorithms which are k-means, fuzzy c-means and moving k-means algorithms have been applied on the saturation component image. Then, median filter and seeded region growing area extraction algorithms have been applied, to smooth the region of segmented blast and to remove the large unwanted regions from the image, respectively. Comparisons among the three clustering algorithms are made in order to measure the performance of each clustering algorithm on segmenting the blast area. Based on the good sensitivity value that has been obtained, the results indicate that moving kmeans clustering algorithm has successfully produced the fully segmented blast region in acute leukaemia image. Hence, indicating that the resultant images could be helpful to haematologists for further analysis of acute leukaemia.

Keywords: Acute Leukaemia Images, Clustering Algorithms, Image Segmentation, Moving k-Means.

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2714 Simulation of Water Droplet on Horizontally Smooth and Rough Surfaces Using Quasi-Molecular Modelling

Authors: S. Kulsri, M. Jaroensutasinee, K. Jaroensutasinee

Abstract:

We developed a method based on quasi-molecular modelling to simulate the fall of water drops on horizontally smooth and rough surfaces. Each quasi-molecule was a group of particles that interacted in a fashion entirely analogous to classical Newtonian molecular interactions. When a falling water droplet was simulated at low impact velocity on both smooth and rough surfaces, the droplets moved periodically (i.e. the droplets moved up and down for a certain period, finally they stopped moving and reached a steady state), spreading and recoiling without splash or break-up. Spreading rates of falling water droplets increased rapidly as time increased until the spreading rate reached its steady state at time t ~ 0.25 s for rough surface and t ~ 0.40 s for smooth surface. The droplet height above both surfaces decreased as time increased, remained constant after the droplet diameter attained a maximum value and reached its steady state at time t ~ 0.4 s. However, rough surface had higher spreading rates of falling water droplets and lower height on the surface than smooth one.

Keywords: Quasi-molecular modelling, particle modelling, molecular aggregate approach.

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2713 Changes in the Properties of Composites Caused by Chemical Treatment of Hemp Hurds

Authors: N. Stevulova, I. Schwarzova

Abstract:

The possibility of using industrial hemp as a source of natural fibers for purpose of construction, mainly for the preparation of lightweight composites based on hemp hurds is described. In this article, an overview of measurement results of important technical parameters (compressive strength, density, thermal conductivity) of composites based on organic filler - chemically modified hemp hurds in three solutions (EDTA, NaOH and Ca(OH)2) and inorganic binder MgO-cement after 7, 28, 60, 90 and 180 days of hardening is given. The results of long-term water storage of 28 days hardened composites at room temperature were investigated. Changes in the properties of composites caused by chemical treatment of hemp material are discussed.

Keywords: Hemp hurds, chemical modification, lightweight composites, testing material properties.

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2712 Bond-Slip Response of Reinforcing Bars Embedded in High Performance Fiber Reinforced Cement Composites

Authors: Siong W. Lee, Kang H. Tan, En H. Yang

Abstract:

This paper presents the results of an experimental study undertaken to evaluate the local bond stress-slip response of short embedment of reinforcing bars in normal concrete (NC) and high performance fiber reinforced cement composites (HPFRCC) blocks. Long embedment was investigated as well to gain insights on the distribution of strain, slip, bar stress and bond stress along the bar especially in post-yield range. A total of 12 specimens were tested, by means of pull-out of the reinforcing bars from concrete blocks. It was found that the enhancement of local bond strength can be reached up to 50% and ductility of the bond behavior was improved significantly if HPFRCC is used. Also, under a constant strain at loaded end, HPFRCC has delayed yielding of bars at other location from the loaded end. Hence, the reduction of bond stress was slower for HPFRCC in comparison with NC. Due to the same reason, the total slips at loaded end for HPFRCC was smaller than NC as expected. Test results indicated that HPFRCC has better bond slip behavior which makes it a suitable material to be employed in anchorage zone such as beam-column joints.

Keywords: Bond stress, high performance fiber reinforced cement composites, slip, strain.

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2711 Frequency-Variation Based Method for Parameter Estimation of Transistor Amplifier

Authors: Akash Rathee, Harish Parthasarathy

Abstract:

In this paper, a frequency-variation based method has been proposed for transistor parameter estimation in a commonemitter transistor amplifier circuit. We design an algorithm to estimate the transistor parameters, based on noisy measurements of the output voltage when the input voltage is a sine wave of variable frequency and constant amplitude. The common emitter amplifier circuit has been modelled using the transistor Ebers-Moll equations and the perturbation technique has been used for separating the linear and nonlinear parts of the Ebers-Moll equations. This model of the amplifier has been used to determine the amplitude of the output sinusoid as a function of the frequency and the parameter vector. Then, applying the proposed method to the frequency components, the transistor parameters have been estimated. As compared to the conventional time-domain least squares method, the proposed method requires much less data storage and it results in more accurate parameter estimation, as it exploits the information in the time and frequency domain, simultaneously. The proposed method can be utilized for parameter estimation of an analog device in its operating range of frequencies, as it uses data collected from different frequencies output signals for parameter estimation.

Keywords: Perturbation Technique, Parameter estimation, frequency-variation based method.

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2710 Nepros- An Innovated Crystal Necklace

Authors: Amir A. N, Fadzilan A. M, Baskaran G.

Abstract:

In this paper, we proposed an invention of an accessory into a communication device that will help humans to be connected universally. Generally, this device will be made up of crystal and will combine many technologies that will enable the user to run various applications and software anywhere and everywhere. Bringing up the concept of from being user friendly, we had used the crystal as the main material of the device that will trap the surrounding lights to produce projection of its screen. This leads to a lesser energy consumption and allows smaller sized battery to be used, making the device less bulky. Additionally, we proposed the usage of micro batteries as our energy source. Thus, researches regarding crystal were made along with explanations in details of specification and function of the technology used in the device. Finally, we had also drawn several views of the invention from different sides to be visualized.

Keywords: Crystal, Communication Technology, Future concept device, Micro batteries.

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2709 Tracking Trajectory of a Cable-Driven Robot for Lower Limb Rehabilitation

Authors: Hachmia Faqihi, Maarouf Saad, Khalid Benjelloun, Mohammed Benbrahim, M. Nabil Kabbaj

Abstract:

This paper investigates and presents a cable-driven robot to lower limb rehabilitation use in sagittal plane. The presented rehabilitation robot is used for a trajectory tracking in joint space. The paper covers kinematic and dynamic analysis, which reveals the tensionability of the used cables as being the actuating source to provide a rehabilitation exercises of the human leg. The desired trajectory is generated to be used in the control system design in joint space. The obtained simulation results is showed to be efficient in this kind of application.

Keywords: Cable-driven multibody system, computed-torque controller, lower limb rehabilitation, tracking trajectory.

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2708 CFD Simulation and Validation of Flow Pattern Transition Boundaries during Moderately Viscous Oil-Water Two-Phase Flow through Horizontal Pipeline

Authors: Anand B. Desamala, Anjali Dasari, Vinayak Vijayan, Bharath K. Goshika, Ashok K. Dasmahapatra, Tapas K. Mandal

Abstract:

In the present study, computational fluid dynamics (CFD) simulation has been executed to investigate the transition boundaries of different flow patterns for moderately viscous oil-water (viscosity ratio 107, density ratio 0.89 and interfacial tension of 0.032 N/m.) two-phase flow through a horizontal pipeline with internal diameter and length of 0.025 m and 7.16 m respectively. Volume of Fluid (VOF) approach including effect of surface tension has been employed to predict the flow pattern. Geometry and meshing of the present problem has been drawn using GAMBIT and ANSYS FLUENT has been used for simulation. A total of 47037 quadrilateral elements are chosen for the geometry of horizontal pipeline. The computation has been performed by assuming unsteady flow, immiscible liquid pair, constant liquid properties, co-axial flow and a T-junction as entry section. The simulation correctly predicts the transition boundaries of wavy stratified to stratified mixed flow. Other transition boundaries are yet to be simulated. Simulated data has been validated with our own experimental results.

Keywords: CFD simulation, flow pattern transition, moderately viscous oil-water flow, prediction of flow transition boundary, VOF technique.

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