Search results for: Elementary solution

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

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

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

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Authors: Nacim Khelil, Amar Kahil, Said Boukais

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The aim of the present study is to investigate the changes in the mechanical properties of mortars including additions of Condensed Silica Fume (CSF), Hydrated Lime (CH) or both at various amounts (5% to 15% of cement replacement) and high water ratios (w/b) (0.4 to 0.7). The physical and mechanical changes in the mixes were evaluated using non-destructive tests (Ultrasonic Pulse Velocity (UPV)) and destructive tests (crushing tests) on 28 day-long specimens consecutively, in order to assess CSF and CH replacement rate influence on the mechanical and physical properties of the mortars, as well as CSF-CH pre-mixing on the improvement of these properties. A significant improvement of the mechanical properties of the CSF, CSF-CH mortars, has been noted. CSF-CH mixes showed the best improvements exceeding 50% improvement, showing the sizable pozzolanic reaction contribution to the specimen strength development. UPV tests have shown increased velocities for CSF and CSH mixes, however no proportional evolution with compressive strengths could be noted. The results of the study show that CSF-CH addition could represent a suitable solution to significantly increase the mechanical properties of mortars.

Keywords: Compressive strength, condensed silica fume, hydrated lime, pozzolanic reaction, UPV testing.

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Authors: Ranjan Sarukkalige, Joseph Sanjaya Ma

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Flood management is one of the important fields in urban storm water management. Floods are influenced by the increase of huge storm event, or improper planning of the area. This study mainly provides the flood protection in four stages; planning, flood event, responses and evaluation. However it is most effective then flood protection is considered in planning/design and evaluation stages since both stages represent the land development of the area. Structural adjustments are often more reliable than nonstructural adjustments in providing flood protection, however structural adjustments are constrained by numerous factors such as political constraints and cost. Therefore it is important to balance both adjustments with the situation. The technical decisions provided will have to be approved by the higher-ups who have the power to decide on the final solution. Costs however, are the biggest factor in determining the final decision. Therefore this study recommends flood protection system should have been integrated and enforces more in the early stages (planning and design) as part of the storm water management plan. Factors influencing the technical decisions provided should be reduced as low as possible to avoid a reduction in the expected performance of the proposed adjustments.

Keywords: Urban Flood, flood protection, water management, storm water, cost,

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Authors: H. Shayeghi, M. Mahdavi, H. Haddadian

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Transmission network expansion planning (TNEP) is an important component of power system planning that its task is to minimize the network construction and operational cost while satisfying the demand increasing, imposed technical and economic conditions. Up till now, various methods have been presented to solve the static transmission network expansion planning (STNEP) problem. But in all of these methods, the lines adequacy rate has not been studied after the planning horizon, i.e. when the expanded network misses its adequacy and needs to be expanded again. In this paper, in order to take transmission lines condition after expansion in to account from the line loading view point, the adequacy of transmission network is considered for solution of STNEP problem. To obtain optimal network arrangement, a decimal codification genetic algorithm (DCGA) is being used for minimizing the network construction and operational cost. The effectiveness of the proposed idea is tested on the Garver's six-bus network. The results evaluation reveals that the annual worth of network adequacy has a considerable effect on the network arrangement. In addition, the obtained network, based on the DCGA, has lower investment cost and higher adequacy rate. Thus, the network satisfies the requirements of delivering electric power more safely and reliably to load centers.

Keywords: STNEP Problem, Network Adequacy, DCGA.

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Authors: Ziba Omidi, Min-Ki Kim

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This research presents the design, fabrication and application of a flavor sensor for an integrated electronic tongue and electronic nose that can allow rapid characterization of multi-component mixtures in a solution. The odor gas and liquid are separated using hydrophobic porous membrane in micro fluidic channel. The sensor uses an array composed of microbeads in micromachined cavities localized on silicon wafer. Sensing occurs via colorimetric and fluorescence changes to receptors and indicator molecules that are attached to termination sites on the polymeric microbeads. As a result, the sensor array system enables simultaneous and near-real-time analyses using small samples and reagent volumes with the capacity to incorporate significant redundancies. One of the key parts of the system is a passive pump driven only by capillary force. The hydrophilic surface of the fluidic structure draws the sample into the sensor array without any moving mechanical parts. Since there is no moving mechanical component in the structure, the size of the fluidic structure can be compact and the fabrication becomes simple when compared to the device including active microfluidic components. These factors should make the proposed system inexpensive to mass-produce, portable and compatible with biomedical applications.

Keywords: Optical Sensor, Semiconductor manufacturing, Smell sensor, Taste sensor.

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Authors: Sushovan Sarkar, Debabrata Mazumder

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Hybrid bioreactor having both suspended-growth and attached-growth bacteria is found a novel and excellent bioreactor system for treating the municipal wastewater containing inhibitory substrates too. In this reactor a fraction of substrate is used by suspended biomass and the remaining by attached biomass resulting in the competition between the two growths for the substrate. The combination of suspended and attached growth provides the system with enhanced biomass concentration and sludge age more than those in ASP. Similar to attached growth system, the hybrid bioreactor ensures considerable efficiency for treating toxic and refractory substances in wastewater. For the process design of hybrid bioreactor a suitable mathematical model is required. Although various mathematical models were developed on hybrid bioreactor in due course of time in earlier research works, none of them was found having a specific simplified solution of the corresponding models and without having any drawback. To overcome this drawback authors already developed a simplified mathematical model for process design of a hybrid bioreactor. The present paper briefly highlights on the various aspects of process design of an aerobic hybrid bioreactor for the treatment of municipal wastewater.

Keywords: Hybrid bioreactor, mathematical model, process design, application, municipal wastewater.

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Authors: S. Arrizabalaga, A. Salterain, M. Domínguez, I. Alvaro

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Traditionally, Internet has provided best-effort service to every user regardless of its requirements. However, as Internet becomes universally available, users demand more bandwidth and applications require more and more resources, and interest has developed in having the Internet provide some degree of Quality of Service. Although QoS is an important issue, the question of how it will be brought into the Internet has not been solved yet. Researches, due to the rapid advances in technology are proposing new and more desirable capabilities for the next generation of IP infrastructures. But neither all applications demand the same amount of resources, nor all users are service providers. In this way, this paper is the first of a series of papers that presents an architecture as a first step to the optimization of QoS in the Internet environment as a solution to a SMSE's problem whose objective is to provide public service to internet with certain Quality of Service expectations. The service provides new business opportunities, but also presents new challenges. We have designed and implemented a scalable service framework that supports adaptive bandwidth based on user demands, and the billing based on usage and on QoS. The developed application has been evaluated and the results show that traffic limiting works at optimum and so it does exceeding bandwidth distribution. However, some considerations are done and currently research is under way in two basic areas: (i) development and testing new transfer protocols, and (ii) developing new strategies for traffic improvements based on service differentiation.

Keywords: Differentiated Services, Linux, Quality of Service, queueing disciplines, web application.

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Authors: Rizwan Nasir, Hilmi Mukhtar, Zakaria Man, Dzeti Farhah Mohshim

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Carbon dioxide has been well associated with greenhouse effect, and due to its corrosive nature it is an undesirable compound. A variety of physical-chemical processes are available for the removal of carbon dioxide. Previous attempts in this field have established alkanolamine group has the capability to remove carbon dioxide. So, this study combined the polymeric membrane and alkanolamine solutions to fabricate the amine polymeric membrane (APM) to remove carbon dioxide (CO₂). This study entails the effect of three types of amines, monoethanolamine (MEA), diethanolamine (DEA), and methyldiethanolamine (MDEA). The effect of each alkanolamine group on the morphology and performance of polyether sulfone (PES) polymeric membranes was studied. Flat sheet membranes were fabricated by solvent evaporation method by adding polymer and different alkanolamine solutions in the N-Methyl-2-pyrrolidone (NMP) solvent. The final membranes were characterized by using Field Emission Electron Microscope (FESEM), Fourier Transform Infrared (FTIR), and Thermo-Gravimetric Analysis (TGA). The membrane separation performance was studied. The PES-DEA and PES-MDEA membrane has good ability to remove carbon dioxide. 

Keywords: Amine Polymeric membrane, Alkanolamine solution, CO2 Removal, Characterization.

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Authors: Yang Meng, James L. Patnao

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With the rapid development of information technology and the impact of the epidemic environment, the traditional teaching model can no longer meet the requirements of the development of the times. The development of teaching mechanisms is the inevitable trend of the future development of higher education. We must further promote the informatization of higher education in teaching practice, let modern information technology penetrate and practice in classroom teaching, and provide promising opportunities for the high-quality development of higher education. This article, mainly through the distribution of questionnaires to teachers of colleges and universities, aims to understand the degree of informatization in the teaching of colleges and universities. And on the basis of domestic and foreign scholars' research on higher education informatization, it analyzes the existing problems, and finds the optimal solution based on the needs of education and teaching development. According to the survey results, most college teachers will use information technology in teaching practice, but the information technology teaching tools used by teachers are relatively simple, and most of them use only slides. In addition, backward informatization infrastructure and less informatization training are the main challenges facing the current teaching informatization construction. If colleges and universities can make good use of information technology and multimedia technology and combine it with traditional teaching, it will definitely promote the development of college education and further promote the modernization and informatization of higher education.

Keywords: Higher education, teaching practice, informatization construction, e-education.

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

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Reusable launch vehicles (RLVs) present a more environmentally-friendly approach to accessing space when compared to traditional launch vehicles that are discarded after each flight. This paper studies the recyclable nature of RLVs by presenting a solution method for determining minimum-fuel optimal trajectories using principles from optimal control theory and particle swarm optimization (PSO). This problem is formulated as a minimum-landing error powered descent problem where it is desired to move the RLV from a fixed set of initial conditions to three different sets of terminal conditions. However, unlike other powered descent studies, this paper considers the highly nonlinear effects caused by atmospheric drag, which are often ignored for studies on the Moon or on Mars. Rather than optimizing the controls directly, the throttle control is assumed to be bang-off-bang with a predetermined thrust direction for each phase of flight. The PSO method is verified in a one-dimensional comparison study, and it is then applied to the two-dimensional cases, the results of which are illustrated.

Keywords: Minimum-fuel optimal trajectory, particle swarm optimization, reusable rocket, SpaceX.

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Authors: Abdallah Al Sabbagh

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Next Generation Wireless Network (NGWN) is expected to be a heterogeneous network which integrates all different Radio Access Technologies (RATs) through a common platform. A major challenge is how to allocate users to the most suitable RAT for them. An optimized solution can lead to maximize the efficient use of radio resources, achieve better performance for service providers and provide Quality of Service (QoS) with low costs to users. Currently, Radio Resource Management (RRM) is implemented efficiently for the RAT that it was developed. However, it is not suitable for a heterogeneous network. Common RRM (CRRM) was proposed to manage radio resource utilization in the heterogeneous network. This paper presents a user level Markov model for a three co-located RAT networks. The load-balancing based and service based CRRM algorithms have been studied using the presented Markov model. A comparison for the performance of load-balancing based and service based CRRM algorithms is studied in terms of traffic distribution, new call blocking probability, vertical handover (VHO) call dropping probability and throughput.

Keywords: Heterogeneous Wireless Network, Markov chain model, load-balancing based and service based algorithm, CRRM algorithms, Beyond 3G network.

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Authors: Yi-Shiang Shiu, Meng-Lung Lin, Kang-Tsung Chang, Tzu-How Chu

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Most paddy rice fields in East Asia are small parcels, and the weather conditions during the growing season are usually cloudy. FORMOSAT-2 multi-spectral images have an 8-meter resolution and one-day recurrence, ideal for mapping paddy rice fields in East Asia. To map rice fields, this study first determined the transplanting and the most active tillering stages of paddy rice and then used multi-temporal images to distinguish different growing characteristics between paddy rice and other ground covers. The unsupervised ISODATA (iterative self-organizing data analysis techniques) and supervised maximum likelihood were both used to discriminate paddy rice fields, with training areas automatically derived from ten-year cultivation parcels in Taiwan. Besides original bands in multi-spectral images, we also generated normalized difference vegetation index and experimented with object-based pre-classification and post-classification. This paper discusses results of different image classification methods in an attempt to find a precise and automatic solution to mapping paddy rice in Taiwan.

Keywords: paddy rice fields; multi-temporal; FORMOSAT-2images, normalized difference vegetation index, object-basedclassification.

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Authors: Sh. Kianfar, A. Moheb, H. Ghaforian

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The equilibrium, thermodynamics and kinetics of the biosorption of Cd (II) and Pb(II) by a Spore Forming Bacillus (MGL 75) were investigated at different experimental conditions. The Langmuir and Freundlich, and Dubinin-Radushkevich (D-R) equilibrium adsorption models were applied to describe the biosorption of the metal ions by MGL 75 biomass. The Langmuir model fitted the equilibrium data better than the other models. Maximum adsorption capacities q max for lead (II) and cadmium (II) were found equal to 158.73mg/g and 91.74 mg/g by Langmuir model. The values of the mean free energy determined with the D-R equation showed that adsorption process is a physiosorption process. The thermodynamic parameters Gibbs free energy (ΔG°), enthalpy (ΔH°), and entropy (ΔS°) changes were also calculated, and the values indicated that the biosorption process was exothermic and spontaneous. Experiment data were also used to study biosorption kinetics using pseudo-first-order and pseudo-second-order kinetic models. Kinetic parameters, rate constants, equilibrium sorption capacities and related correlation coefficients were calculated and discussed. The results showed that the biosorption processes of both metal ions followed well pseudo-second-order kinetics.

Keywords: biosorption, kinetics, Metal ion removal, thermodynamics

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Authors: K. Vijayalakshmi, S. Radhakrishnan

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In this paper we have proposed a novel dynamic least cost multicast routing protocol using hybrid genetic algorithm for IP networks. Our protocol finds the multicast tree with minimum cost subject to delay, degree, and bandwidth constraints. The proposed protocol has the following features: i. Heuristic local search function has been devised and embedded with normal genetic operation to increase the speed and to get the optimized tree, ii. It is efficient to handle the dynamic situation arises due to either change in the multicast group membership or node / link failure, iii. Two different crossover and mutation probabilities have been used for maintaining the diversity of solution and quick convergence. The simulation results have shown that our proposed protocol generates dynamic multicast tree with lower cost. Results have also shown that the proposed algorithm has better convergence rate, better dynamic request success rate and less execution time than other existing algorithms. Effects of degree and delay constraints have also been analyzed for the multicast tree interns of search success rate.

Keywords: Dynamic Group membership change, Hybrid Genetic Algorithm, Link / node failure, QoS Parameters.

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Authors: R. Fatehi, M.A. Fayazbakhsh, M.T. Manzari

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Discretization of spatial derivatives is an important issue in meshfree methods especially when the derivative terms contain non-linear coefficients. In this paper, various methods used for discretization of second-order spatial derivatives are investigated in the context of Smoothed Particle Hydrodynamics. Three popular forms (i.e. "double summation", "second-order kernel derivation", and "difference scheme") are studied using one-dimensional unsteady heat conduction equation. To assess these schemes, transient response to a step function initial condition is considered. Due to parabolic nature of the heat equation, one can expect smooth and monotone solutions. It is shown, however in this paper, that regardless of the type of kernel function used and the size of smoothing radius, the double summation discretization form leads to non-physical oscillations which persist in the solution. Also, results show that when a second-order kernel derivative is used, a high-order kernel function shall be employed in such a way that the distance of inflection point from origin in the kernel function be less than the nearest particle distance. Otherwise, solutions may exhibit oscillations near discontinuities unlike the "difference scheme" which unconditionally produces monotone results.

Keywords: Heat conduction, Meshfree methods, Smoothed ParticleHydrodynamics (SPH), Second-order derivatives.

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Authors: A.K.Balirsingh, S.C.Swain, S. Panda

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Recently, Genetic Algorithms (GA) and Differential Evolution (DE) algorithm technique have attracted considerable attention among various modern heuristic optimization techniques. Since the two approaches are supposed to find a solution to a given objective function but employ different strategies and computational effort, it is appropriate to compare their performance. This paper presents the application and performance comparison of DE and GA optimization techniques, for flexible ac transmission system (FACTS)-based controller design. The design objective is to enhance the power system stability. The design problem of the FACTS-based controller is formulated as an optimization problem and both the PSO and GA optimization techniques are employed to search for optimal controller parameters. The performance of both optimization techniques has been compared. Further, the optimized controllers are tested on a weekly connected power system subjected to different disturbances, and their performance is compared with the conventional power system stabilizer (CPSS). The eigenvalue analysis and non-linear simulation results are presented and compared to show the effectiveness of both the techniques in designing a FACTS-based controller, to enhance power system stability.

Keywords: Differential Evolution, Flexible AC TransmissionSystems (FACTS), Genetic Algorithm, Low Frequency Oscillations, Single-machine Infinite Bus Power System.

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Authors: A. A. Abaker Omer, H. B. Mohamed Balh, W. Liu, A. Abas, J. Yu, S. Li, W. Ma, W. El Kolaly, Y. Y. Ahmed Abuker

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We have discovered an important technical solution that could make new approaches in the processing of wet silicon etching, especially in the production of photovoltaic cells. During its inferior light-trapping and structural properties, the inverted pyramid structure outperforms the conventional pyramid textures and black silicone. The traditional pyramid textures and black silicon can only be accomplished with more advanced lithography, laser processing, etc. Importantly, our data demonstrate the feasibility of an inverted pyramidal structure of silicon via one-step Cu-catalyzed chemical etching (CCCE) in Cu (NO₃)₂/HF/H₂O₂/H₂O solutions. The effects of etching time and reaction temperature on surface geometry and light trapping were systematically investigated. The conclusion shows that the inverted pyramid structure has ultra-low reflectivity of ~4.2% in the wavelength of 300~1000 nm; introduce of Cu particles can significantly accelerate the dissolution of the silicon wafer. The etching and the inverted pyramid structure formation mechanism are discussed. Inverted pyramid structure with outstanding anti-reflectivity includes useful applications throughout the manufacture of semi-conductive industry-compatible solar cells, and can have significant impacts on industry colleagues and populations.

Keywords: Cu-catalyzed chemical etching, inverted pyramid nanostructured, reflection, solar cells.

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Authors: Marwen Kermani, Anis Sakly, Faouzi M'sahli

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In this paper, we aim to investigate a new stability analysis for discrete-time switched linear systems based on the comparison, the overvaluing principle, the application of Borne-Gentina criterion and the Kotelyanski conditions. This stability conditions issued from vector norms correspond to a vector Lyapunov function. In fact, the switched system to be controlled will be represented in the Companion form. A comparison system relative to a regular vector norm is used in order to get the simple arrow form of the state matrix that yields to a suitable use of Borne-Gentina criterion for the establishment of sufficient conditions for global asymptotic stability. This proposed approach could be a constructive solution to the state and static output feedback stabilization problems.

Keywords: Discrete-time switched linear systems, Global asymptotic stability, Vector norms, Borne-Gentina criterion, Arrow form state matrix, Arbitrary switching, State feedback controller, Static output feedback controller.

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Authors: Tomasz L. Nawrocki, Danuta Szwajca

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The growing importance of reputation in building enterprise value and achieving long-term competitive advantage creates the need for its measurement and evaluation for the management purposes (effective reputation and its risk management). The paper presents practical application of self-developed corporate reputation assessment model from the viewpoint of stock market investors. The model has a pioneer character and example analysis performed for selected industry is a form of specific test for this tool. In the proposed solution, three aspects - informational, financial and development, as well as social ones - were considered. It was also assumed that the individual sub-criteria will be based on public sources of information, and as the calculation apparatus, capable of obtaining synthetic final assessment, fuzzy logic will be used. The main reason for developing this model was to fulfill the gap in the scope of synthetic measure of corporate reputation that would provide higher degree of objectivity by relying on "hard" (not from surveys) and publicly available data. It should be also noted that results obtained on the basis of proposed corporate reputation assessment method give possibilities of various internal as well as inter-branch comparisons and analysis of corporate reputation impact.

Keywords: Corporate reputation, fuzzy logic, fuzzy model, stock market investors.

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

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Nowadays, there is little information, concerning the heat shield systems, and this information is not completely reliable to use in so many cases. for example, the precise calculation cannot be done for various materials. In addition, the real scale test has two disadvantages: high cost and low flexibility, and for each case we must perform a new test. Hence, using numerical modeling program that calculates the surface recession rate and interior temperature distribution is necessary. Also, numerical solution of governing equation for non-charring material ablation is presented in order to anticipate the recession rate and the heat response of non-charring heat shields. the governing equation is nonlinear and the Newton- Rafson method along with TDMA algorithm is used to solve this nonlinear equation system. Using Newton- Rafson method for solving the governing equation is one of the advantages of the solving method because this method is simple and it can be easily generalized to more difficult problems. The obtained results compared with reliable sources in order to examine the accuracy of compiling code.

Keywords: Ablation rate, surface recession, interior temperaturedistribution, non charring material ablation, Newton Rafson method.

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Authors: Ratima Damkham, Natasha Dejdumrong, Priyakorn Pusawiro

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This paper explored the solution in game design to help game designers in the educational game designing using digital educational game model canvas (DEGMC) and digital educational game form (DEGF) based on Outcome-based Education program. DEGMC and DEGF can help designers develop an overview of the game while designing and planning their own game. The way to clearly assess players’ ability from learning outcomes and support their game learning design is by using the tools. Designers can balance educational content and entertainment in designing a game by using the strategies of the Business Model Canvas and design the gameplay and players’ ability assessment from learning outcomes they need by referring to the Constructive Alignment. Furthermore, they can use their design plan in this research to write their Game Design Document (GDD). The success of the research was evaluated by four experts’ perspectives in the education and computer field. From the experiments, the canvas and form helped the game designers model their game according to the learning outcomes and analysis of their own game elements. This method can be a path to research an educational game design in the future.

Keywords: Constructive alignment, constructivist theory, educational game, outcome-based education.

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Authors: M. Focardi, M. Pancrazzi, M. Uslenghi, G. Nicolini, E. Magli, F. Landini, M. Romoli, A. Bemporad, E. Antonucci, S. Fineschi, G. Naletto, P. Nicolosi, D. Spadaro, V. Andretta

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METIS is the Multi Element Telescope for Imaging and Spectroscopy, a Coronagraph aboard the European Space Agency-s Solar Orbiter Mission aimed at the observation of the solar corona via both VIS and UV/EUV narrow-band imaging and spectroscopy. METIS, with its multi-wavelength capabilities, will study in detail the physical processes responsible for the corona heating and the origin and properties of the slow and fast solar wind. METIS electronics will collect and process scientific data thanks to its detectors proximity electronics, the digital front-end subsystem electronics and the MPPU, the Main Power and Processing Unit, hosting a space-qualified processor, memories and some rad-hard FPGAs acting as digital controllers.This paper reports on the overall METIS electronics architecture and data processing capabilities conceived to address all the scientific issues as a trade-off solution between requirements and allocated resources, just before the Preliminary Design Review as an ESA milestone in April 2012.

Keywords: Solar Coronagraph, Data Processing Electronics, VIS and UV/EUV Detectors, LEON Processor, Rad-hard FPGAs

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

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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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Authors: B. Dikici, I. Ozdemir, M. Topuz

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The corrosion behaviour of 316L stainless steel coatings obtained by cold spray method was investigated in this study. 316L powders were deposited onto Al5052 aluminum substrates. The coatings were produced using nitrogen (N₂) process gas. In order to further improve the corrosion and mechanical properties of the coatings, heat treatment was applied at 250 and 750 °C. The corrosion performances of the coatings were compared using the potentiodynamic scanning (PDS) technique under in-vitro conditions (in Ringer’s solution at 37 °C). In addition, the hardness and porosity tests were carried out on the coatings. Microstructural characterization of the coatings was carried out by using scanning electron microscopy attached with energy dispersive spectrometer (SEM-EDS) and X-ray diffraction (XRD) technique. It was found that clean surfaces and a good adhesion were achieved for particle/substrate bonding. The heat treatment process provided both elimination of the anisotropy in the coating and resulting in healing-up of the incomplete interfaces between the deposited particles. It was found that the corrosion potential of the annealed coatings at 750 °C was higher than that of commercially 316 L stainless steel. Moreover, the microstructural investigations after the corrosion tests revealed that corrosion preferentially starts at inter-splat boundaries.

Keywords: 316L, biomaterials, cold spray, heat treatment.

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Authors: Mohammad Ahmad, Sander Gersen, Erwin Wilbers

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Carbon capture, transport and underground storage have become a major solution to reduce CO₂ emissions from power plants and other large CO₂ sources. A big part of this captured CO₂ stream is transported at high pressure dense phase conditions and stored in offshore underground depleted oil and gas fields. CO₂ is also transported in offshore pipelines to be used for enhanced oil and gas recovery. The captured CO₂ stream with impurities may contain water that causes severe corrosion problems, flow assurance failure and might damage valves and instrumentations. Thus, free water formation should be strictly prevented. The purpose of this work is to study the solubility of water in pure CO₂ and in CO₂ mixtures under real pipeline pressure (90-150 bar) and temperature operation conditions (5-35°C). A set up was constructed to generate experimental data. The results show the solubility of water in CO₂ mixtures increasing with the increase of the temperature or/and with the increase in pressure. A drop in water solubility in CO₂ is observed in the presence of impurities. The data generated were then used to assess the capabilities of two mixture models: the GERG-2008 model and the EOS-CG model. By generating the solubility data, this study contributes to determine the maximum allowable water content in CO₂ pipelines.

Keywords: Carbon capture and storage, water solubility, equation of states.

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Authors: Montri Phothisonothai, Masahiro Nakagawa

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The objective of this paper is to characterize the spontaneous Electroencephalogram (EEG) signals of four different motor imagery tasks and to show hereby a possible solution for the present binary communication between the brain and a machine ora Brain-Computer Interface (BCI). The processing technique used in this paper was the fractal analysis evaluated by the Critical Exponent Method (CEM). The EEG signal was registered in 5 healthy subjects,sampling 15 measuring channels at 1024 Hz.Each channel was preprocessed by the Laplacian space ltering so as to reduce the space blur and therefore increase the spaceresolution. The EEG of each channel was segmented and its Fractaldimension (FD) calculated. The FD was evaluated in the time interval corresponding to the motor imagery and averaged out for all the subjects (each channel). In order to characterize the FD distribution,the linear regression curves of FD over the electrodes position were applied. The differences FD between the proposed mental tasks are quantied and evaluated for each experimental subject. The obtained results of the proposed method are a substantial fractal dimension in the EEG signal of motor imagery tasks and can be considerably utilized as the multiple-states BCI applications.

Keywords: electroencephalogram (EEG), motor imagery tasks, mental tasks, biomedical signals processing, human-machine interface, fractal analysis, critical exponent method (CEM).

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Authors: Raksha Sharma, Vishnu Kant Soni, Manoj Kumar Mishra, Prachet Bhuyan, Utpal Chandra Dey

Abstract:

Grid computing is a group of clusters connected over high-speed networks that involves coordinating and sharing computational power, data storage and network resources operating across dynamic and geographically dispersed locations. Resource management and job scheduling are critical tasks in grid computing. Resource selection becomes challenging due to heterogeneity and dynamic availability of resources. Job scheduling is a NP-complete problem and different heuristics may be used to reach an optimal or near optimal solution. This paper proposes a model for resource and job scheduling in dynamic grid environment. The main focus is to maximize the resource utilization and minimize processing time of jobs. Grid resource selection strategy is based on Max Heap Tree (MHT) that best suits for large scale application and root node of MHT is selected for job submission. Job grouping concept is used to maximize resource utilization for scheduling of jobs in grid computing. Proposed resource selection model and job grouping concept are used to enhance scalability, robustness, efficiency and load balancing ability of the grid.

Keywords: Agent, Grid Computing, Job Grouping, Max Heap Tree (MHT), Resource Scheduling.

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Authors: Sun Ailu, Zhao Wanmin

Abstract:

Since the reform and opening, the urbanization process of China has entered a rapid development period. In recent years, the authors participated in some projects of urban master planning in China and found a phenomenon that the rapid urbanization area of China is experiencing frequent adjustment process of urban master planning. This phenomenon is not the natural process of urbanization development. It may be caused by different government roles from different levels. Through the methods of investigation, data comparison and case study, this paper aims to explore the reason why the rapid urbanization area is experiencing frequent adjustment of master planning and give some solution strategies. Firstly, taking Changshou district of Chongqing city as an example, this paper wants to introduce the phenomenon about frequent adjustment process in China. And then, discuss distinct roles in the process between national government, provincial government and local government of China. At last, put forward preliminary solutions strategies for this area in China from the aspects of land use, intergovernmental cooperation and so on.

Keywords: Urban master planning, frequent adjustment, urbanization development, problems and strategies, China.

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Authors: Riam Abu-Much, Muhamad Hugerat

Abstract:

Nanoscience has become one of the main science fields in the world; its importance is reflected in both society and industry; therefore, it is very important to intensify educational programs among teachers and students that aim to introduce "Nano Concepts" to them. Two different lab activities were developed for demonstrating the importance of nanoscale materials using unique points of view. In the first, electrical conductive films made of silver nanoparticles were fabricated. The silver nanoparticles were protected against aggregation using electrical conductive polypyrrole, which acts also as conductive bridge between them. The experiments show a simpler way for fabricating conductive thin film than the much more complicated and costly conventional method. In the second part, the participants could produce emulsions of liposome structures using Phosphatidylcholine as a surfactant, and following by minimizing the size of it from micro-scale to nanometer scale (400 nm), using simple apparatus called Mini-Extruder, in that way the participants could realize the change in solution transparency, and the effect of Tyndall when the size of the liposomes is reduced. Freshmen students from the Academic Arab College for Education in Haifa, Israel, who are studying to become science teachers, participated in this lab activity as part of the course "Chemistry in the Lab". These experiments are appropriate for teachers, high school and college students.

Keywords: Case study, colloid, emulsion, liposome, surfactant.

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Authors: N. Patten, T. M. Young, P. Griffin

Abstract:

Preliminary results for a new flat plate test facility are presented here in the form of Computational Fluid Dynamics (CFD), flow visualisation, pressure measurements and thermal anemometry. The results from the CFD and flow visualisation show the effectiveness of the plate design, with the trailing edge flap anchoring the stagnation point on the working surface and reducing the extent of the leading edge separation. The flow visualization technique demonstrates the two-dimensionality of the flow in the location where the thermal anemometry measurements are obtained. Measurements of the boundary layer mean velocity profiles compare favourably with the Blasius solution, thereby allowing for comparison of future measurements with the wealth of data available on zero pressure gradient Blasius flows. Results for the skin friction, boundary layer thickness, frictional velocity and wall shear stress are shown to agree well with the Blasius theory, with a maximum experimental deviation from theory of 5%. Two turbulence generating grids have been designed and characterized and it is shown that the turbulence decay downstream of both grids agrees with established correlations. It is also demonstrated that there is little dependence of turbulence on the freestream velocity.

Keywords: CFD, Flow Visualisation, Thermal Anemometry, Turbulence Grids.

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