Search results for: microcosmic simulation model.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9492

Search results for: microcosmic simulation model.

7722 Design of Moving Sliding Surfaces in A Variable Structure Plant and Chattering Phenomena

Authors: T.C. Manjunath

Abstract:

This paper deals with the design of a moving sliding surface in a variable structure plant for a second order system. The chattering phenomena is also dealt with during the switching process for an unstable sliding surface condition. The simulation examples considered in this paper shows the effectiveness of the sliding mode control method used for the design of the moving sliding surfaces. A simulink model of the continuous system was also developed in MATLAB-SIMULINK for the design and hence demonstrated. The phase portraits and the state plots shows the demonstration of the powerful control technique which can be applied for second order systems.

Keywords: Sliding mode control, VSC, Reaching phase, Sliding phase, Moving surfaces, Chattering, Trajectories.

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7721 Periodic Orbits in a Delayed Nicholson's Blowflies Model

Authors: Changjin Xu, Peiluan Li

Abstract:

In this paper, a delayed Nicholson,s blowflies model with a linear harvesting term is investigated. Regarding the delay as a bifurcation parameter, we show that Hopf bifurcation will occur when the delay crosses a critical value. Numerical simulations supporting the theoretical findings are carried out.

Keywords: Nicholson's blowflies model, Stability, Hopf bifurcation, Delay.

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7720 Power Control of DFIG in WECS Using Backstipping and Sliding Mode Controller

Authors: A. Boualouch, A. Essadki, T. Nasser, A. Boukhriss, A. Frigui

Abstract:

This paper presents a power control for a Doubly Fed Induction Generator (DFIG) using in Wind Energy Conversion System (WECS) connected to the grid. The proposed control strategy employs two nonlinear controllers, Backstipping (BSC) and slidingmode controller (SMC) scheme to directly calculate the required rotor control voltage so as to eliminate the instantaneous errors of active and reactive powers. In this paper the advantages of BSC and SMC are presented, the performance and robustness of this two controller’s strategy are compared between them. First, we present a model of wind turbine and DFIG machine, then a synthesis of the controllers and their application in the DFIG power control. Simulation results on a 1.5MW grid-connected DFIG system are provided by MATLAB/Simulink.

Keywords: Backstipping, DFIG, power control, sliding-mode, WESC.

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7719 A Model Predictive Control and Time Series Forecasting Framework for Supply Chain Management

Authors: Philip Doganis, Eleni Aggelogiannaki, Haralambos Sarimveis

Abstract:

Model Predictive Control has been previously applied to supply chain problems with promising results; however hitherto proposed systems possessed no information on future demand. A forecasting methodology will surely promote the efficiency of control actions by providing insight on the future. A complete supply chain management framework that is based on Model Predictive Control (MPC) and Time Series Forecasting will be presented in this paper. The proposed framework will be tested on industrial data in order to assess the efficiency of the method and the impact of forecast accuracy on overall control performance of the supply chain. To this end, forecasting methodologies with different characteristics will be implemented on test data to generate forecasts that will serve as input to the Model Predictive Control module.

Keywords: Forecasting, Model predictive control, production planning.

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7718 Synthesis and Simulation of Enhanced Buffer Router vs. Virtual Channel Router in NOC ON Cadence

Authors: Bhavana Prakash Shrivastava, Kavita Khare

Abstract:

This paper presents a synthesis and simulation of proposed enhanced buffer. The design provides advantages of both buffer and bufferless network for that two cross bar switches are used. The concept of virtual channel (VC) is eliminated from the previous design by using an efficient flow-control scheme that uses the storage already present in pipelined channels in place of explicit input VCBs. This can be addressed by providing enhanced buffers on the bufferless link and creating two virtual networks. With this approach, VCBs act as distributed FIFO buffers. Without VCBs or VCs, deadlock prevention is achieved by duplicating physical channels. An enhanced buffer provides a function of hand shaking by providing a ready valid handshake signal and two bit storage. Through this design the power is reduced to 15.65% and delay is reduced to 97.88% with respect to virtual channel router.

Keywords: Enhanced buffer, Gate delay, NOC, VCs, VCB.

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7717 Dynamic Model and Control of a New Quadrotor Unmanned Aerial Vehicle with Tilt-Wing Mechanism

Authors: Kaan T. Oner, Ertugrul Cetinsoy, Mustafa Unel, Mahmut F. Aksit, Ilyas Kandemir, Kayhan Gulez

Abstract:

In this work a dynamic model of a new quadrotor aerial vehicle that is equipped with a tilt-wing mechanism is presented. The vehicle has the capabilities of vertical take-off/landing (VTOL) like a helicopter and flying horizontal like an airplane. Dynamic model of the vehicle is derived both for vertical and horizontal flight modes using Newton-Euler formulation. An LQR controller for the vertical flight mode has also been developed and its performance has been tested with several simulations.

Keywords: Control, Dynamic model, LQR, Quadrotor, Tilt-wing, VTOL.

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7716 Numerical Prediction of NOX in the Exhaust of a Compression Ignition Engine

Authors: A. A. Pawar, R. R. Kulkarni

Abstract:

For numerical prediction of the NOX in the exhaust of a compression ignition engine a model was developed by considering the parameter equivalence ratio. This model was validated by comparing the predicted results of NOX with experimental ones. The ultimate aim of the work was to access the applicability, robustness and performance of the improved NOX model against other NOX models.

Keywords: Biodiesel fueled engine, equivalence ratio, Compression ignition engine, exhausts gas temperature, NOX formation.

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7715 Single Zone Model for HCCI Engine Fueled with n-Heptane

Authors: Thanapiyawanit Bancha, Lu Jau-Huai

Abstract:

In this study, we developed a model to predict the temperature and the pressure variation in an internal combustion engine operated in HCCI (Homogeneous charge compression ignition) mode. HCCI operation begins from aspirating of homogeneous charge mixture through intake valve like SI (Spark ignition) engine and the premixed charge is compressed until temperature and pressure of mixture reach autoignition point like diesel engine. Combustion phase was described by double-Wiebe function. The single zone model coupled with an double-Wiebe function were performed to simulated pressure and temperature between the period of IVC (Inlet valve close) and EVO (Exhaust valve open). Mixture gas properties were implemented using STANJAN and transfer the results to main model. The model has considered the engine geometry and enables varying in fuelling, equivalence ratio, manifold temperature and pressure. The results were compared with the experiment and showed good correlation with respect to combustion phasing, pressure rise, peak pressure and temperature. This model could be adapted and use to control start of combustion for HCCI engine.

Keywords: Double-Wiebe function, HCCI, Ignition enhancer, Single zone model.

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7714 Numerical Evaluation of the Aerodynamic Efficiency of the Stevens and Jolly Vertical- Axis Windmill (1895)

Authors: M. Raciti Castelli, E. Benini

Abstract:

This paper presents a numerical investigation of the unsteady flow around an American 19th century vertical-axis windmill: the Stevens & Jolly rotor, patented on April 16, 1895. The computational approach used is based on solving the complete transient Reynolds-Averaged Navier-Stokes (t-RANS) equations: a full campaign of numerical simulation has been performed using the k-ω SST turbulence model. Flow field characteristics have been investigated for several values of tip speed ratio and for a constant unperturbed free-stream wind velocity of 6 m/s, enabling the study of some unsteady flow phenomena in the rotor wake. Finally, the global power generated from the windmill has been determined for each simulated angular velocity, allowing the calculation of the rotor power-curve.

Keywords: CFD, vertical-axis rotor, windmill.

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7713 Iterative Learning Control of Two Coupled Nonlinear Spherical Tanks

Authors: A. R. Tavakolpour-Saleh, A. R. Setoodeh, E. Ansari

Abstract:

This paper presents modeling and control of a highly nonlinear system including, non-interacting two spherical tanks using iterative learning control (ILC). Consequently, the objective of the paper is to control the liquid levels in the nonlinear tanks. First, a proportional-integral-derivative (PID) controller is applied to the plant model as a suitable benchmark for comparison. Then, dynamic responses of the control system corresponding to different step inputs are investigated. It is found that the conventional PID control is not able to fulfill the design criteria such as desired time constant. Consequently, an iterative learning controller is proposed to accurately control the coupled nonlinear tanks system. The simulation results clearly demonstrate the superiority of the presented ILC approach over the conventional PID controller to cope with the nonlinearities presented in the dynamic system.

Keywords: Iterative learning control, spherical tanks, nonlinear system.

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7712 A Proposed Trust Model for the Semantic Web

Authors: Hoda Waguih

Abstract:

A serious problem on the WWW is finding reliable information. Not everything found on the Web is true and the Semantic Web does not change that in any way. The problem will be even more crucial for the Semantic Web, where agents will be integrating and using information from multiple sources. Thus, if an incorrect premise is used due to a single faulty source, then any conclusions drawn may be in error. Thus, statements published on the Semantic Web have to be seen as claims rather than as facts, and there should be a way to decide which among many possibly inconsistent sources is most reliable. In this work, we propose a trust model for the Semantic Web. The proposed model is inspired by the use trust in human society. Trust is a type of social knowledge and encodes evaluations about which agents can be taken as reliable sources of information or services. Our proposed model allows agents to decide which among different sources of information to trust and thus act rationally on the semantic web.

Keywords: Semantic Web, Trust, Web of Trust, WWW.

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7711 The Process of Crisis: Model of Its Development in the Organization

Authors: M. Mikušová

Abstract:

The main aim of this paper is to present a clear and comprehensive picture of the process of a crisis in the organization which will help to better understand its possible developments. For a description of the sequence of individual steps and an indication of their causation and possible variants of the developments, a detailed flow diagram with verbal comment is applied. For simplicity, the process of the crisis is observed in four basic phases called: symptoms of the crisis, diagnosis, action and prevention. The model highlights the complexity of the phenomenon of the crisis and that the various phases of the crisis are interweaving.

Keywords: Crisis, management, model, organization.

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7710 A Mixed Integer Programming for Port Anzali Development Plan

Authors: Mahdieh Allahviranloo

Abstract:

This paper introduces a mixed integer programming model to find the optimum development plan for port Anzali. The model minimizes total system costs taking into account both port infrastructure costs and shipping costs. Due to the multipurpose function of the port, the model consists of 1020 decision variables and 2490 constraints. Results of the model determine the optimum number of berths that should be constructed in each period and for each type of cargo. In addition to, the results of sensitivity analysis on port operation quantity provide useful information for managers to choose the best scenario for port planning with the lowest investment risks. Despite all limitations-due to data availability-the model offers a straightforward decision tools to port planners aspiring to achieve optimum port planning steps.

Keywords: MILP, Multipurpose Terminal, Port Operation Optimization, Port Anzali.

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7709 An Optimization of Orbital Transfer for Spacecrafts with Finite-thrust Based on Legendre Pseudospectral Method

Authors: Yanan Yang, Zhigang Wang, Xiang Chen

Abstract:

This paper presents the use of Legendre pseudospectral method for the optimization of finite-thrust orbital transfer for spacecrafts. In order to get an accurate solution, the System-s dynamics equations were normalized through a dimensionless method. The Legendre pseudospectral method is based on interpolating functions on Legendre-Gauss-Lobatto (LGL) quadrature nodes. This is used to transform the optimal control problem into a constrained parameter optimization problem. The developed novel optimization algorithm can be used to solve similar optimization problems of spacecraft finite-thrust orbital transfer. The results of a numerical simulation verified the validity of the proposed optimization method. The simulation results reveal that pseudospectral optimization method is a promising method for real-time trajectory optimization and provides good accuracy and fast convergence.

Keywords: Finite-thrust, Orbital transfer, Legendre pseudospectral method

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7708 Particle Simulation of Rarefied Gas Flows witha Superimposed Wall Surface Temperature Gradient in Microgeometries

Authors: V. Azadeh Ranjbar

Abstract:

Rarefied gas flows are often occurred in micro electro mechanical systems and classical CFD could not precisely anticipate the flow and thermal behavior due to the high Knudsen number. Therefore, the heat transfer and the fluid dynamics characteristics of rarefied gas flows in both a two-dimensional simple microchannel and geometry similar to single Knudsen compressor have been investigated with a goal of increasing performance of a actual Knudsen compressor by using a particle simulation method. Thermal transpiration and thermal creep, which are rarefied gas dynamic phenomena, that cause movement of the flow from less to higher temperature is generated by using two different longitude temperature gradients (Linear, Step) along the walls of the flow microchannel. In this study the influence of amount of temperature gradient and governing pressure in various Knudsen numbers and length-to-height ratios have been examined.

Keywords: DSMC, Thermal transpiration, Thermal creep, MEMS, Knudsen Compressor.

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7707 Implementation of Conceptual Real-Time Embedded Functional Design via Drive-by-Wire ECU Development

Authors: A. Ukaew, C. Chauypen

Abstract:

Design concepts of real-time embedded system can be realized initially by introducing novel design approaches. In this literature, model based design approach and in-the-loop testing were employed early in the conceptual and preliminary phase to formulate design requirements and perform quick real-time verification. The design and analysis methodology includes simulation analysis, model based testing, and in-the-loop testing. The design of conceptual driveby- wire, or DBW, algorithm for electronic control unit, or ECU, was presented to demonstrate the conceptual design process, analysis, and functionality evaluation. The concepts of DBW ECU function can be implemented in the vehicle system to improve electric vehicle, or EV, conversion drivability. However, within a new development process, conceptual ECU functions and parameters are needed to be evaluated. As a result, the testing system was employed to support conceptual DBW ECU functions evaluation. For the current setup, the system components were consisted of actual DBW ECU hardware, electric vehicle models, and control area network or CAN protocol. The vehicle models and CAN bus interface were both implemented as real-time applications where ECU and CAN protocol functionality were verified according to the design requirements. The proposed system could potentially benefit in performing rapid real-time analysis of design parameters for conceptual system or software algorithm development.

Keywords: Drive-by-wire ECU, in-the-loop testing, modelbased design, real-time embedded system.

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7706 Numerical Modelling of Shear Zone and Its Implications on Slope Instability at Letšeng Diamond Open Pit Mine, Lesotho

Authors: M. Ntšolo, D. Kalumba, N. Lefu, G. Letlatsa

Abstract:

Rock mass damage due to shear tectonic activity has been investigated largely in geoscience where fluid transport is of major interest. However, little has been studied on the effect of shear zones on rock mass behavior and its impact on stability of rock slopes. At Letšeng Diamonds open pit mine in Lesotho, the shear zone composed of sheared kimberlite material, calcite and altered basalt is forming part of the haul ramp into the main pit cut 3. The alarming rate at which the shear zone is deteriorating has triggered concerns about both local and global stability of pit the walls. This study presents the numerical modelling of the open pit slope affected by shear zone at Letšeng Diamond Mine (LDM). Analysis of the slope involved development of the slope model by using a two-dimensional finite element code RS2. Interfaces between shear zone and host rock were represented by special joint elements incorporated in the finite element code. The analysis of structural geological mapping data provided a good platform to understand the joint network. Major joints including shear zone were incorporated into the model for simulation. This approach proved successful by demonstrating that continuum modelling can be used to evaluate evolution of stresses, strain, plastic yielding and failure mechanisms that are consistent with field observations. Structural control due to geological shear zone structure proved to be important in its location, size and orientation. Furthermore, the model analyzed slope deformation and sliding possibility along shear zone interfaces. This type of approach can predict shear zone deformation and failure mechanism, hence mitigation strategies can be deployed for safety of human lives and property within mine pits.

Keywords: Numerical modeling, open pit mine, shear zone, slope stability.

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7705 Enhancement of Tribological Behavior for Diesel Engine Piston of Solid Skirt by an Optimal Choice of Interface Material

Authors: M. Amara, M. Tahar Abbes, A. Dokkiche, M. Benbrike

Abstract:

Shear stresses generate frictional forces thus lead to the reduction of engine performance due to the power losses. This friction can also cause damage to the piston material. Thus, the choice of an optimal material for the piston is necessary to improve the elastohydrodynamical contacts of the piston. In this study, to achieve this objective, an elastohydrodynamical lubrication model that satisfies the best tribological behavior of the piston with the optimum choice of material is developed. Several aluminum alloys composed of different components are studied in this simulation. An application is made on the piston 60 x 120 mm Diesel engine type F8L413 currently mounted on Deutz trucks TB230 by using different aluminum alloys where alloys based on aluminum-silicon have better tribological performance.

Keywords: EHD lubricated contacts, friction, properties of materials, tribological performance.

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7704 A Comparison among Wolf Pack Search and Four other Optimization Algorithms

Authors: Shahla Shoghian, Maryam Kouzehgar

Abstract:

The main objective of this paper is applying a comparison between the Wolf Pack Search (WPS) as a newly introduced intelligent algorithm with several other known algorithms including Particle Swarm Optimization (PSO), Shuffled Frog Leaping (SFL), Binary and Continues Genetic algorithms. All algorithms are applied on two benchmark cost functions. The aim is to identify the best algorithm in terms of more speed and accuracy in finding the solution, where speed is measured in terms of function evaluations. The simulation results show that the SFL algorithm with less function evaluations becomes first if the simulation time is important, while if accuracy is the significant issue, WPS and PSO would have a better performance.

Keywords: Wolf Pack Search, Particle Swarm Optimization, Continues Genetic Algorithm, Binary Genetic Algorithm, Shuffled Frog Leaping, Optimization.

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7703 Takagi-Sugeno Fuzzy Controller for a 3-DOF Stabilized Platform with Adaptive Decoupling Scheme

Authors: S. Leghmizi, S. Liu, F. Naeim

Abstract:

This paper presents a fuzzy control system for a three degree of freedom (3-DOF) stabilized platform with explicit decoupling scheme. The system under consideration is a system with strong interactions between three channels. By using the concept of decentralized control, a control structure is developed that is composed of three control loops, each of which is associated with a single-variable fuzzy controller and a decoupling unit. Takagi-Sugeno (TS) fuzzy control algorithm is used to implement the fuzzy controller. The decoupling units design is based on the adaptive theory reasoning. Simulation tests were established using Simulink of Matlab. The obtained results have demonstrated the feasibility and effectiveness of the proposed approach. Simulation results are represented in this paper.

Keywords: 3-DOF platform of a ship carried antenna, the concept of decentralized control, Takagi-Sugeno (TS) fuzzy control algorithm, Simulink.

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7702 Error Effects on SAR Image Resolution using Range Doppler Imaging Algorithm

Authors: Su Su Yi Mon, Fang Jiancheng

Abstract:

Synthetic Aperture Radar (SAR) is an imaging radar form by taking full advantage of the relative movement of the antenna with respect to the target. Through the simultaneous processing of the radar reflections over the movement of the antenna via the Range Doppler Algorithm (RDA), the superior resolution of a theoretical wider antenna, termed synthetic aperture, is obtained. Therefore, SAR can achieve high resolution two dimensional imagery of the ground surface. In addition, two filtering steps in range and azimuth direction provide accurate enough result. This paper develops a simulation in which realistic SAR images can be generated. Also, the effect of velocity errors in the resulting image has also been investigated. Taking some velocity errors into account, the simulation results on the image resolution would be presented. Most of the times, algorithms need to be adjusted for particular datasets, or particular applications.

Keywords: Synthetic Aperture Radar (SAR), Range Doppler Algorithm (RDA), Image Resolution.

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7701 Fatigue Crack Initiation and Propagation through Residual Stress Field

Authors: M. Benachour, N. Benachour, M. Benguediab

Abstract:

In this paper fatigue crack initiation and propagation in notched plate under constant amplitude loading through tensile residual stress field of 2024 T351 Al-alloy plate were investigated. Residual stress field was generated by plastic deformation using finite element method (FEM) where isotropic hardening in Von Mises model was applied. Simulation of fatigue behavior was made on AFGROW code. It was shown that the fatigue crack initiation and propagation were affected by level of residual stress filed. In this investigation, the presence of tensile residual stresses at notch (hole) reduces considerably the total fatigue life. It was shown that the decreasing in stress reduces the fatigue crack growth rates.

Keywords: Residual stress, fatigue crack initiation, fatigue crack growth, Al-alloy.

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7700 Strain Based Evaluation of Dents in Pressurized Pipes

Authors: Maziar Ramezani, Thomas Neitzert

Abstract:

A dent is a gross distortion of the pipe cross-section. Dent depth is defined as the maximum reduction in the diameter of the pipe compared to the original diameter. Pipeline dent finite element (FE) simulation and theoretical analysis are conducted in this paper to develop an understanding of the geometric characteristics and strain distribution in the pressurized dented pipe. Based on the results, the magnitude of the denting force increases significantly with increasing the internal pressure, and the maximum circumferential and longitudinal strains increase by increasing the internal pressure and the dent depth. The results can be used for characterizing dents and ranking their risks to the integrity of a pipeline.

Keywords: dented steel pipelines, Finite element model, Internal pressure, Strain distribution

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7699 Numerical Simulation of the Flow Field around a Vertical Flat Plate of Infinite Extent

Authors: Marco Raciti Castelli, Paolo Cioppa, Ernesto Benini

Abstract:

This paper presents a CFD analysis of the flow field around a thin flat plate of infinite span inclined at 90° to a fluid stream of infinite extent. Numerical predictions have been compared to experimental measurements, in order to assess the potential of the finite volume code of determining the aerodynamic forces acting on a bluff body invested by a fluid stream of infinite extent. Several turbulence models and spatial node distributions have been tested. Flow field characteristics in the neighborhood of the flat plate have been investigated, allowing the development of a preliminary procedure to be used as guidance in selecting the appropriate grid configuration and the corresponding turbulence model for the prediction of the flow field over a two-dimensional vertical flat plate.

Keywords: CFD, vertical flat plate, aerodynamic force

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7698 Simulation Based VLSI Implementation of Fast Efficient Lossless Image Compression System Using Adjusted Binary Code & Golumb Rice Code

Authors: N. Muthukumaran, R. Ravi

Abstract:

The Simulation based VLSI Implementation of FELICS (Fast Efficient Lossless Image Compression System) Algorithm is proposed to provide the lossless image compression and is implemented in simulation oriented VLSI (Very Large Scale Integrated). To analysis the performance of Lossless image compression and to reduce the image without losing image quality and then implemented in VLSI based FELICS algorithm. In FELICS algorithm, which consists of simplified adjusted binary code for Image compression and these compression image is converted in pixel and then implemented in VLSI domain. This parameter is used to achieve high processing speed and minimize the area and power. The simplified adjusted binary code reduces the number of arithmetic operation and achieved high processing speed. The color difference preprocessing is also proposed to improve coding efficiency with simple arithmetic operation. Although VLSI based FELICS Algorithm provides effective solution for hardware architecture design for regular pipelining data flow parallelism with four stages. With two level parallelisms, consecutive pixels can be classified into even and odd samples and the individual hardware engine is dedicated for each one. This method can be further enhanced by multilevel parallelisms.

Keywords: Image compression, Pixel, Compression Ratio, Adjusted Binary code, Golumb Rice code, High Definition display, VLSI Implementation.

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7697 Nonlinear Model Predictive Swing-Up and Stabilizing Sliding Mode Controllers

Authors: S. Kahvecioglu, A. Karamancioglu, A. Yazici

Abstract:

In this paper, a nonlinear model predictive swing-up and stabilizing sliding controller is proposed for an inverted pendulum-cart system. In the swing up phase, the nonlinear model predictive control is formulated as a nonlinear programming problem with energy based objective function. By solving this problem at each sampling instant, a sequence of control inputs that optimize the nonlinear objective function subject to various constraints over a finite horizon are obtained. Then, this control drives the pendulum to a predefined neighborhood of the upper equilibrium point, at where sliding mode based model predictive control is used to stabilize the systems with the specified constraints. It is shown by the simulations that, due to the way of formulating the problem, short horizon lengths are sufficient for attaining the swing up goal.

Keywords: Inverted pendulum, model predictive control, swingup, stabilization.

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7696 Virtual Training, Human-Computer and Software Interactions, and Social-Based Embodiness

Authors: Philippe Fauquet-Alekhine

Abstract:

For professions of high risk industries, simulation training has always been thought in terms of high degree of fidelity regarding the real operational situation. Due to the recent progress, this way of training is changing, modifying the human-computer and software interactions: the interactions between trainees during simulation training session tend to become virtual, transforming the social-based embodiness (the way subjects integrate social skills for interpersonal relationship with co-workers). On the basis of the analysis of eight different profession trainings, a categorization of interactions has help to produce an analytical tool, the social interactions table. This tool may be very valuable to point out the changes of social interactions when the training sessions are skipping from a high fidelity simulator to a virtual simulator. In this case, it helps the designers of professional training to analyze and to assess the consequences of the potential lack the social-based embodiness.

Keywords: Interface, interaction, simulator, virtual training.

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7695 Impact of Liquidity Crunch on Interbank Network

Authors: I. Lucas, N. Schomberg, F-A. Couturier

Abstract:

Most empirical studies have analyzed how liquidity risks faced by individual institutions turn into systemic risk. Recent banking crisis has highlighted the importance of grasping and controlling the systemic risk, and the acceptance by Central Banks to ease their monetary policies for saving default or illiquid banks. This last point shows that banks would pay less attention to liquidity risk which, in turn, can become a new important channel of loss. The financial regulation focuses on the most important and “systemic” banks in the global network. However, to quantify the expected loss associated with liquidity risk, it is worth to analyze sensitivity to this channel for the various elements of the global bank network. A small bank is not considered as potentially systemic; however the interaction of small banks all together can become a systemic element. This paper analyzes the impact of medium and small banks interaction on a set of banks which is considered as the core of the network. The proposed method uses the structure of agent-based model in a two-class environment. In first class, the data from actual balance sheets of 22 large and systemic banks (such as BNP Paribas or Barclays) are collected. In second one, to model a network as closely as possible to actual interbank market, 578 fictitious banks smaller than the ones belonging to first class have been split into two groups of small and medium ones. All banks are active on the European interbank network and have deposit and market activity. A simulation of 12 three month periods representing a midterm time interval three years is projected. In each period, there is a set of behavioral descriptions: repayment of matured loans, liquidation of deposits, income from securities, collection of new deposits, new demands of credit, and securities sale. The last two actions are part of refunding process developed in this paper. To strengthen reliability of proposed model, random parameters dynamics are managed with stochastic equations as rates the variations of which are generated by Vasicek model. The Central Bank is considered as the lender of last resort which allows banks to borrow at REPO rate and some ejection conditions of banks from the system are introduced.

Liquidity crunch due to exogenous crisis is simulated in the first class and the loss impact on other bank classes is analyzed though aggregate values representing the aggregate of loans and/or the aggregate of borrowing between classes. It is mainly shown that the three groups of European interbank network do not have the same response, and that intermediate banks are the most sensitive to liquidity risk.

Keywords: Systemic Risk, Financial Contagion, Liquidity Risk, Interbank Market, Network Model.

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7694 3D Modelling and Numerical Analysis of Human Inner Ear by Means of Finite Elements Method

Authors: C. Castro-Egler, A. Durán-Escalante, A. García-González

Abstract:

This paper presents a method to generate a finite element model of the human auditory inner ear system. The geometric model has been realized using 2D images from a virtual model of temporal bones. A point cloud has been gotten manually from those images to construct a whole mesh with hexahedral elements. The main difference with the predecessor models is the spiral shape of the cochlea with its three scales completely defined: scala tympani, scala media and scala vestibuli; which are separate by basilar membrane and Reissner membrane. To validate this model, numerical simulations have been realised with two models: an isolated inner ear and a whole model of human auditory system. Ideal conditions of displacement are applied over the oval window in the isolated Inner Ear model. The whole model is made up of the outer auditory channel, the tympani, the ossicular chain, and the inner ear. The boundary condition for the whole model is 1Pa over the auditory channel entrance. The numerical simulations by FEM have been done using a harmonic analysis with a frequency range between 100-10.000 Hz with an interval of 100Hz. The following results have been carried out: basilar membrane displacement; the scala media pressure according to the cochlea length and the transfer function of the middle ear normalized with the pressure in the tympanic membrane. The basilar membrane displacements and the pressure in the scala media make it possible to validate the response in frequency of the basilar membrane.

Keywords: Finite elements method, human auditory system model, numerical analysis, 3D modelling cochlea.

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7693 Documents Emotions Classification Model Based on TF-IDF Weighting Measure

Authors: Amr Mansour Mohsen, Hesham Ahmed Hassan, Amira M. Idrees

Abstract:

Emotions classification of text documents is applied to reveal if the document expresses a determined emotion from its writer. As different supervised methods are previously used for emotion documents’ classification, in this research we present a novel model that supports the classification algorithms for more accurate results by the support of TF-IDF measure. Different experiments have been applied to reveal the applicability of the proposed model, the model succeeds in raising the accuracy percentage according to the determined metrics (precision, recall, and f-measure) based on applying the refinement of the lexicon, integration of lexicons using different perspectives, and applying the TF-IDF weighting measure over the classifying features. The proposed model has also been compared with other research to prove its competence in raising the results’ accuracy.

Keywords: Emotion detection, TF-IDF, WEKA tool, classification algorithms.

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