Search results for: groundwater recharge model

Authors: Randy Gomez, Keisuke Nakamura, Kazuhiro Nakadai

Abstract:

Distant-talking voice-based HCI system suffers from performance degradation due to mismatch between the acoustic speech (runtime) and the acoustic model (training). Mismatch is caused by the change in the power of the speech signal as observed at the microphones. This change is greatly influenced by the change in distance, affecting speech dynamics inside the room before reaching the microphones. Moreover, as the speech signal is reflected, its acoustical characteristic is also altered by the room properties. In general, power mismatch due to distance is a complex problem. This paper presents a novel approach in dealing with distance-induced mismatch by intelligently sensing instantaneous voice power variation and compensating model parameters. First, the distant-talking speech signal is processed through microphone array processing, and the corresponding distance information is extracted. Distance-sensitive Gaussian Mixture Models (GMMs), pre-trained to capture both speech power and room property are used to predict the optimal distance of the speech source. Consequently, pre-computed statistic priors corresponding to the optimal distance is selected to correct the statistics of the generic model which was frozen during training. Thus, model combinatorics are post-conditioned to match the power of instantaneous speech acoustics at runtime. This results to an improved likelihood in predicting the correct speech command at farther distances. We experiment using real data recorded inside two rooms. Experimental evaluation shows voice recognition performance using our method is more robust to the change in distance compared to the conventional approach. In our experiment, under the most acoustically challenging environment (i.e., Room 2: 2.5 meters), our method achieved 24.2% improvement in recognition performance against the best-performing conventional method.

Keywords: Human Machine Interaction, Human Computer Interaction, Voice Recognition, Acoustic Model Compensation, Acoustic Speech Enhancement.

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Authors: M. F. Wu, F. T. Cheng

Abstract:

Leather industry is the most important traditional industry to provide the leather products in the world for thousand years. The fierce global competitive environment and common awareness of global carbon reduction make livestock supply quantities falling, salt and wet blue leather material reduces and the price skyrockets significantly. Exchange rate fluctuation led sales revenue decreasing which due to the differences of export exchanges and compresses the overall profitability of leather industry. This paper applies activity-based benefit assessment approach to build up fitness fur input mixed model, fur is Wet Blue, which concerned with four key factors: the output rate of wet blue, unit cost of wet blue, yield rate and grade level of Wet Blue to achieve the low cost strategy under given unit price of leather product condition of the company. The research findings indicate that applying this model may improve the input cost structure, decrease numbers of leather product inventories and to raise the competitive advantages of the enterprise in the future.

Keywords: Activity-Based Benefit Assessment Approach, Input mixed, Output Rate, Wet Blue.

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Authors: Ebipatei Victoria Tunyan, T. A. Cao, Cheol Young Ock

Abstract:

Detecting subjectively biased statements is a vital task. This is because this kind of bias, when present in the text or other forms of information dissemination media such as news, social media, scientific texts, and encyclopedias, can weaken trust in the information and stir conflicts amongst consumers. Subjective bias detection is also critical for many Natural Language Processing (NLP) tasks like sentiment analysis, opinion identification, and bias neutralization. Having a system that can adequately detect subjectivity in text will boost research in the above-mentioned areas significantly. It can also come in handy for platforms like Wikipedia, where the use of neutral language is of importance. The goal of this work is to identify the subjectively biased language in text on a sentence level. With machine learning, we can solve complex AI problems, making it a good fit for the problem of subjective bias detection. A key step in this approach is to train a classifier based on BERT (Bidirectional Encoder Representations from Transformers) as upstream model. BERT by itself can be used as a classifier; however, in this study, we use BERT as data preprocessor as well as an embedding generator for a Bi-LSTM (Bidirectional Long Short-Term Memory) network incorporated with attention mechanism. This approach produces a deeper and better classifier. We evaluate the effectiveness of our model using the Wiki Neutrality Corpus (WNC), which was compiled from Wikipedia edits that removed various biased instances from sentences as a benchmark dataset, with which we also compare our model to existing approaches. Experimental analysis indicates an improved performance, as our model achieved state-of-the-art accuracy in detecting subjective bias. This study focuses on the English language, but the model can be fine-tuned to accommodate other languages.

Keywords: Subjective bias detection, machine learning, BERT–BiLSTM–Attention, text classification, natural language processing.

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Authors: Tommaso Adamo, Gianpaolo Ghiani, Antonio D. Grieco, Emanuela Guerriero

Abstract:

Batch production plants provide a wide range of scheduling problems. In pharmaceutical industries a batch process is usually described by a recipe, consisting of an ordering of tasks to produce the desired product. In this research work we focused on pharmaceutical production processes requiring the culture of a microorganism population (i.e. bacteria, yeasts or antibiotics). Several sources of uncertainty may influence the yield of the culture processes, including (i) low performance and quality of the cultured microorganism population or (ii) microbial contamination. For these reasons, robustness is a valuable property for the considered application context. In particular, a robust schedule will not collapse immediately when a cell of microorganisms has to be thrown away due to a microbial contamination. Indeed, a robust schedule should change locally in small proportions and the overall performance measure (i.e. makespan, lateness) should change a little if at all. In this research work we formulated a constraint programming optimization (COP) model for the robust planning of antibiotics production. We developed a discrete-time model with a multi-criteria objective, ordering the different criteria and performing a lexicographic optimization. A feasible solution of the proposed COP model is a schedule of a given set of tasks onto available resources. The schedule has to satisfy tasks precedence constraints, resource capacity constraints and time constraints. In particular time constraints model tasks duedates and resource availability time windows constraints. To improve the schedule robustness, we modeled the concept of (a, b) super-solutions, where (a, b) are input parameters of the COP model. An (a, b) super-solution is one in which if a variables (i.e. the completion times of a culture tasks) lose their values (i.e. cultures are contaminated), the solution can be repaired by assigning these variables values with a new values (i.e. the completion times of a backup culture tasks) and at most b other variables (i.e. delaying the completion of at most b other tasks). The efficiency and applicability of the proposed model is demonstrated by solving instances taken from a real-life pharmaceutical company. Computational results showed that the determined super-solutions are near-optimal.

Keywords: Constraint programming, super-solutions, robust scheduling, batch process, pharmaceutical industries.

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Authors: Bassem Roushdy, Nahed Sobhy, Abdelrhim Abdelhamid, Ahmed Mahmoud

Abstract:

Most papers model Joint Replenishment Problem (JRP) as a (kT,S) where kT is a multiple value for a common review period T,and S is a predefined order up to level. In general the (T,S) policy is characterized by a long out of control period which requires a large amount of safety stock compared to the (R,Q) policy. In this paper a probabilistic model is built where an item, call it item(i), with the shortest order time between interval (T)is modeled under (R,Q) policy and its inventory is continuously reviewed, while the rest of items (j) are periodically reviewed at a definite time corresponding to item

Keywords: Inventory management, Joint replenishment, policy evaluation, stochastic process

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Authors: Krisztina Szegedi, Gyula Fülöp, Ádám Bereczk

Abstract:

The shared goal of social entrepreneurship, corporate social responsibility and social innovation is the advancement of society. The business model of social enterprises is characterized by unique strategies based on the competencies of the entrepreneurs, and is not aimed primarily at the maximization of profits, but rather at carrying out goals for the benefit of society. Corporate social responsibility refers to the active behavior of a company, by which it can create new solutions to meet the needs of society, either on its own or in cooperation with other social stakeholders. The objectives of this article are to define concepts, describe and integrate relevant theoretical models, develop a model and introduce some examples of international practice that can inspire initiatives for social development.

Keywords: Corporate social responsibility, CSR, social innovation, social entrepreneurship.

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Authors: László Lengyel, Tihamér Levendovszky, Hassan Charaf

Abstract:

This paper presents the visual control flow support of Visual Modeling and Transformation System (VMTS), which facilitates composing complex model transformations out of simple transformation steps and executing them. The VMTS Visual Control Flow Language (VCFL) uses stereotyped activity diagrams to specify control flow structures and OCL constraints to choose between different control flow branches. This work discusses the termination properties of VCFL and provides an algorithm to support the termination analysis of VCFL transformations.

Keywords: Control Flow, Metamodel-Based Visual Model Transformation, OCL, Termination Properties, UML.

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Authors: Fathi Alwafie

Abstract:

This paper presents a ray tracing simulation technique for characterize the radiowave propagation inside building. The implementation of an algorithm capable of enumerating a large number of propagation paths in interactive time for the special case of 2.5D. The effective dielectric constants of the building structure in the simulations are indicated. The study describes an efficient 2.5D model of ray tracing algorithm were compared with 3D model. The result of the first investigations is that the environment of the indoor wave significantly changes as we change the electric parameters of material constructions. A detailed analysis of the dependence of the indoor wave on the wideband characteristics of the channel: root mean square (RMS) delay spread characteristics and Mean excess delay, is also investigated.

Keywords: Picrocellular, Propagation, Ray tracing

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Authors: M. Khoshab, M. J. Sedigh

Abstract:

Dynamic systems, which in mathematical point of view are those governed by differential equations, are much more difficult to study and to predict their behavior in comparison with static systems which are governed by algebraic equations. Economical systems such as market are among complicated dynamic systems. This paper tries to adopt a very simple mathematical model for market and to study effect of supply and demand function on behavior of the market while the supply side experiences a lag due to production restrictions.

Keywords: Dynamic System, Lag on Supply Demand, Market Stability, Supply Demand Model.

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Authors: J. P. Dubois, O. M. Abdul-Latif

Abstract:

Support Vector Machine (SVM) is a statistical learning tool that was initially developed by Vapnik in 1979 and later developed to a more complex concept of structural risk minimization (SRM). SVM is playing an increasing role in applications to detection problems in various engineering problems, notably in statistical signal processing, pattern recognition, image analysis, and communication systems. In this paper, SVM was applied to the detection of medical ultrasound images in the presence of partially developed speckle noise. The simulation was done for single look and multi-look speckle models to give a complete overlook and insight to the new proposed model of the SVM-based detector. The structure of the SVM was derived and applied to clinical ultrasound images and its performance in terms of the mean square error (MSE) metric was calculated. We showed that the SVM-detected ultrasound images have a very low MSE and are of good quality. The quality of the processed speckled images improved for the multi-look model. Furthermore, the contrast of the SVM detected images was higher than that of the original non-noisy images, indicating that the SVM approach increased the distance between the pixel reflectivity levels (detection hypotheses) in the original images.

Keywords: LS-SVM, medical ultrasound imaging, partially developed speckle, multi-look model.

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Authors: J. P. Dubois, O. M. Abdul-Latif

Abstract:

Support Vector Machine (SVM) is a statistical learning tool that was initially developed by Vapnik in 1979 and later developed to a more complex concept of structural risk minimization (SRM). SVM is playing an increasing role in applications to detection problems in various engineering problems, notably in statistical signal processing, pattern recognition, image analysis, and communication systems. In this paper, SVM was applied to the detection of SAR (synthetic aperture radar) images in the presence of partially developed speckle noise. The simulation was done for single look and multi-look speckle models to give a complete overlook and insight to the new proposed model of the SVM-based detector. The structure of the SVM was derived and applied to real SAR images and its performance in terms of the mean square error (MSE) metric was calculated. We showed that the SVM-detected SAR images have a very low MSE and are of good quality. The quality of the processed speckled images improved for the multi-look model. Furthermore, the contrast of the SVM detected images was higher than that of the original non-noisy images, indicating that the SVM approach increased the distance between the pixel reflectivity levels (the detection hypotheses) in the original images.

Keywords: Least Square-Support Vector Machine, SyntheticAperture Radar. Partially Developed Speckle, Multi-Look Model.

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Authors: Adriano Z. Zambom, Preethi Ravikumar

Abstract:

One of the biggest challenges in nonparametric regression is the curse of dimensionality. Additive models are known to overcome this problem by estimating only the individual additive effects of each covariate. However, if the model is misspecified, the accuracy of the estimator compared to the fully nonparametric one is unknown. In this work the efficiency of completely nonparametric regression estimators such as the Loess is compared to the estimators that assume additivity in several situations, including additive and non-additive regression scenarios. The comparison is done by computing the oracle mean square error of the estimators with regards to the true nonparametric regression function. Then, a backward elimination selection procedure based on the Akaike Information Criteria is proposed, which is computed from either the additive or the nonparametric model. Simulations show that if the additive model is misspecified, the percentage of time it fails to select important variables can be higher than that of the fully nonparametric approach. A dimension reduction step is included when nonparametric estimator cannot be computed due to the curse of dimensionality. Finally, the Boston housing dataset is analyzed using the proposed backward elimination procedure and the selected variables are identified.

Keywords: Additive models, local polynomial regression, residuals, mean square error, variable selection.

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Authors: Johannes Nywlt, Julian Becker, Sebastian Bertsch

Abstract:

Due to high dynamics in current markets the expectations regarding logistics increase steadily. However, the complexity and variety of products and production make it difficult to understand the interdependencies between logistical objectives and their determining factors. Therefore specific models are needed to meet this challenge. The Logistic Operating Curves Theory is such a model. With its aid the basic correlations between the logistic objectives can be described. Within this model the capacity flexibility represents an important parameter. However, a proper mathematical description for this parameter is still missing. Within this paper such a description will be developed in order to make the Logistic Operating Curves Theory more accurate.

Keywords: Capacity flexibility, Production controlling, Production logistics, Production management.

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Authors: U. Yavas, M. Gokasan

Abstract:

Control of diesel engine’s air path has drawn a lot of attention due to its multi input-multi output, closed coupled, non-linear relation. Today, precise control of amount of air to be combusted is a must in order to meet with tight emission limits and performance targets. In this study, passenger car size diesel engine is modeled by AVL Boost RT, and then simulated with standard, industry level PID controllers. Finally, linear model predictive control is designed and simulated. This study shows the importance of modeling and control of diesel engines with flexible algorithm development in computer based systems.

Keywords: Predictive control, engine control, engine modeling, PID control, feedforward compensation.

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Authors: Gebriel M. Shamia

Abstract:

The Improved Generalized Diversity Index (IGDI) has been proposed as a tool that can be used to identify areas that have high conservation value and measure the ecological condition of an area. IGDI is based on the species relative abundances. This paper is concerned with particular attention is given to comparisons involving the MacArthur model of species abundances. The properties and performance of various species indices were assessed. Both IGDI and species richness increased with sampling area according to a power function. IGDI were also found to be acceptable ecological indicators of conditions and consistently outperformed coefficient of conservatism indices.

Keywords: Statistical ecology, MacArthur model, Functional Diversity.

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Authors: Donna M. G. Comissiong, Tyrone D. Dass, Harold Ramkissoon, Alana R. Sankar

Abstract:

The B'enard-Marangoni thermal instability problem for a viscoelastic Jeffreys- fluid layer with internal heat generation is investigated. The fluid layer is bounded above by a realistic free deformable surface and by a plane surface below. Our analysis shows that while the internal heat generation and the relaxation time both destabilize the fluid layer, its stability may be enhanced by an increased retardation time.

Keywords: Viscoelastic fluid, Jeffreys' model, Maxwell model, internal heat generation, retardation time, relaxation time.

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Authors: Martin Rozanek, Karel Roubik

Abstract:

The study deals with the modelling of the gas flow during heliox therapy. A special model has been developed to study the effect of the helium upon the gas flow in the airways during the spontaneous breathing. Lower density of helium compared with air decreases the Reynolds number and it allows improving the flow during the spontaneous breathing. In the cases, where the flow becomes turbulent while the patient inspires air the flow is still laminar when the patient inspires heliox. The use of heliox decreases the work of breathing and improves ventilation. It allows in some cases to prevent the intubation of the patients.

Keywords: Gas flow, heliox, Reynolds number, turbulent flow.

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Authors: K. Boumediene, S. E. Belhenniche

Abstract:

This article presents a numerical analysis of a turbulent flow past DTMB 4119 marine propeller by the means of RANS approach; the propeller designed at David Taylor Model Basin in USA. The purpose of this study is to predict the hydrodynamic performance of the marine propeller, it aims also to compare the results obtained with the experiment carried out in open water tests; a periodical computational domain was created to reduce the unstructured mesh size generated. The standard kw turbulence model for the simulation is selected; the results were in a good agreement. Therefore, the errors were estimated respectively to 1.3% and 5.9% for KT and KQ.

Keywords: propeller flow, CFD simulation, hydrodynamic performance, RANS

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Authors: Swarniv Chandra, Sibarjun Das, Agniv Chandra, Basudev Ghosh, Apratim Jash

Abstract:

Using the quantum hydrodynamic (QHD) model the nonlinear properties of ion-acoustic waves in are lativistically degenerate quantum plasma is investigated by deriving a nonlinear Spherical Kadomtsev–Petviashvili (SKP) equation using the standard reductive perturbation method equation. It was found that the electron degeneracy parameter significantly affects the linear and nonlinear properties of ion-acoustic waves in quantum plasma.

Keywords: Kadomtsev-Petviashvili equation, Ion-acoustic Waves, Relativistic Degeneracy, Quantum Plasma, Quantum Hydrodynamic Model.

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Authors: Sungjun Hong, Yanghon Chung, Nyunbae Park, Sangyong Park

Abstract:

South Korea, as the 7th largest greenhouse gas emitting country in 2011, announced that the national reduction target of greenhouse gas emissions was 30% based on BAU (Business As Usual) by 2020. And the reduction rate of the transport sector is 34.3% which is the highest figure among all sectors. This paper attempts to analyze the environmental effect on deploying the green cars in Korean road transport sector. In order to calculate the greenhouse gas emissions, the LEAP model is applied in this study.

Keywords: Green car, greenhouse gas, LEAP model, road transport sector.

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Authors: J. Fei

Abstract:

This paper presents the adaptive control scheme with sliding mode compensator for vibration control problem in the presence of disturbance. The dynamic model of the flexible cantilever beam using finite element modeling is derived. The adaptive control with sliding mode compensator using output feedback for output tracking is developed to reject the external disturbance, and to improve the tracking performance. Satisfactory simulation results verify that the effectiveness of adaptive control scheme with sliding mode compensator.

Keywords: finite element model, adaptive control, sliding modecontrol, vibration suppression

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Authors: Imen Mejri, Ahmed Mahmoudi, Mohamed A. Abbassi, Ahmed Omri

Abstract:

The radiation effect within the solid anode, electrolyte, and cathode SOFC layers problem has been investigated in this paper. Energy equation is solved by the Lattice Boltzmann method (LBM). The Rosseland method is used to model the radiative transfer in the electrodes. The Schuster-Schwarzschild method is used to model the radiative transfer in the electrolyte. Without radiative effect, the found results are in good agreement with those published. The obtained results show that the radiative effect can be neglected.

Keywords: SOFC, lattice Boltzmann method, conduction, radiation.

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Authors: Muhammad Yamin Younis, Muhammad Amjad Sohail, Tawfiqur Rahman, Zaka Muhammad, Saifur Rahman Bakaul

Abstract:

The performance of Advection Upstream Splitting Method AUSM schemes are evaluated against experimental flow fields at different Mach numbers and results are compared with experimental data of subsonic, supersonic and hypersonic flow fields. The turbulent model used here is SST model by Menter. The numerical predictions include lift coefficient, drag coefficient and pitching moment coefficient at different mach numbers and angle of attacks. This work describes a computational study undertaken to compute the Aerodynamic characteristics of different air vehicles configurations using a structured Navier-Stokes computational technique. The CFD code bases on the idea of upwind scheme for the convective (convective-moving) fluxes. CFD results for GLC305 airfoil and cone cylinder tail fined missile calculated on above mentioned turbulence model are compared with the available data. Wide ranges of Mach number from subsonic to hypersonic speeds are simulated and results are compared. When the computation is done by using viscous turbulence model the above mentioned coefficients have a very good agreement with the experimental values. AUSM scheme is very efficient in the regions of very high pressure gradients like shock waves and discontinuities. The AUSM versions simulate the all types of flows from lower subsonic to hypersonic flow without oscillations.

Keywords: Subsonic, supersonic, Hypersonic, AUSM+, Drag Coefficient, lift Coefficient, Pitching moment coefficient, pressure Coefficient, turbulent flow.

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Authors: Farhad Kolahan, Mehdi Heidari

Abstract:

Gas Metal Arc Welding (GMAW) processes is an important joining process widely used in metal fabrication industries. This paper addresses modeling and optimization of this technique using a set of experimental data and regression analysis. The set of experimental data has been used to assess the influence of GMAW process parameters in weld bead geometry. The process variables considered here include voltage (V); wire feed rate (F); torch Angle (A); welding speed (S) and nozzle-to-plate distance (D). The process output characteristics include weld bead height, width and penetration. The Taguchi method and regression modeling are used in order to establish the relationships between input and output parameters. The adequacy of the model is evaluated using analysis of variance (ANOVA) technique. In the next stage, the proposed model is embedded into a Simulated Annealing (SA) algorithm to optimize the GMAW process parameters. The objective is to determine a suitable set of process parameters that can produce desired bead geometry, considering the ranges of the process parameters. Computational results prove the effectiveness of the proposed model and optimization procedure.

Keywords: Weld Bead Geometry, GMAW welding, Processparameters Optimization, Modeling, SA algorithm

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Authors: A. Ghaffari, A. S. Mostafavi

Abstract:

Complex assemblies of interacting proteins carry out most of the interesting jobs in a cell, such as metabolism, DNA synthesis, mitosis and cell division. These physiological properties play out as a subtle molecular dance, choreographed by underlying regulatory networks that control the activities of cyclin-dependent kinases (CDK). The network can be modeled by a set of nonlinear differential equations and its behavior predicted by numerical simulation. In this paper, an innovative approach has been proposed that uses genetic algorithms to mine a set of behavior data output by a biological system in order to determine the kinetic parameters of the system. In our approach, the machine learning method is integrated with the framework of existent biological information in a wiring diagram so that its findings are expressed in a form of system dynamic behavior. By numerical simulations it has been illustrated that the model is consistent with experiments and successfully shown that such application of genetic algorithms will highly improve the performance of mathematical model of the cell division cycle to simulate such a complicated bio-system.

Keywords: Cell cycle, Cyclin-dependent kinase, Fission yeast, Genetic algorithms, Mathematical modeling, Wiring diagram

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Authors: Mona Heydari, Ehsan Motamedian, Seyed Abbas Shojaosadati

Abstract:

Prediction of perturbations after genetic manipulation (especially gene knockout) is one of the important challenges in systems biology. In this paper, a new algorithm is introduced that integrates microarray data into the metabolic model. The algorithm was used to study the change in the cell phenotype after knockout of Gss gene in Escherichia coli BW25113. Algorithm implementation indicated that gene deletion resulted in more activation of the metabolic network. Growth yield was more and less regulating gene were identified for mutant in comparison with the wild-type strain.

Keywords: Metabolic network, gene knockout, flux balance analysis, microarray data, integration.

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Authors: Ilkay Turk Cakir, Murat Altinli, Zekeriya Uysal, Abdulkadir Senol, Olcay Bolukbasi Yalcinkaya, Ali Yilmaz

Abstract:

The Higgs boson was discovered by the ATLAS and CMS experimental groups in 2012 at the Large Hadron Collider (LHC). Production and decay properties of the Higgs boson, Standard Model (SM) couplings, and limits on effective scale of the Higgs boson’s couplings with other bosons are investigated at particle colliders. Deviations from SM estimates are parametrized by effective Lagrangian terms to investigate Higgs couplings. This is a model-independent method for describing the new physics. In this study, sensitivity to neutral gauge boson anomalous couplings with the Higgs boson is investigated using the parameters of the Large Hadron electron Collider (LHeC) and the Future Circular electron-hadron Collider (FCC-eh) with a model-independent approach. By using MadGraph5_aMC@NLO multi-purpose event generator with the parameters of LHeC and FCC-eh, the bounds on the anomalous Hγγ, HγZ and HZZ couplings in e− p → e− q H process are obtained. Detector simulations are also taken into account in the calculations.

Keywords: Anomalous Couplings, Effective Lagrangian, Electron-Proton Colliders, Higgs Boson.

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Authors: R. Fan, Q. Wan, H. Chen, Y.L. Liu, Y.P. Liu

Abstract:

In the paper, a fast high-resolution range profile synthetic algorithm called orthogonal matching pursuit with sensing dictionary (OMP-SD) is proposed. It formulates the traditional HRRP synthetic to be a sparse approximation problem over redundant dictionary. As it employs a priori that the synthetic range profile (SRP) of targets are sparse, SRP can be accomplished even in presence of data lost. Besides, the computation complexity decreases from O(MNDK) flops for OMP to O(M(N + D)K) flops for OMP-SD by introducing sensing dictionary (SD). Simulation experiments illustrate its advantages both in additive white Gaussian noise (AWGN) and noiseless situation, respectively.

Keywords: GTD-based model, HRRP, orthogonal matching pursuit, sensing dictionary.

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

Abstract:

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: M. Massoud El Sa'adawy, F. F. F. El Dib

Abstract:

Lateral-torsional buckling (LTB) is one of the phenomenae controlling the ultimate bending strength of steel Ibeams carrying distributed loads on top flange. Built-up I-sections are used as main beams and distributors. This study investigates the ultimate bending strength of such beams with sections of different classes including slender elements. The nominal strengths of the selected beams are calculated for different unsupported lengths according to the Provisions of the American Institute of Steel Constructions (AISC-LRFD). These calculations are compared with results of a nonlinear inelastic study using accurate FE model for this type of loading. The goal is to investigate the performance of the provisions for the selected sections. Continuous distributed load at the top flange of the beams was applied at the FE model. Imperfections of different values are implemented to the FE model to examine their effect on the LTB of beams at failure, and hence, their effect on the ultimate strength of beams. The study also introduces a procedure for evaluating the performance of the provisions compared with the accurate FEA results of the selected sections. A simplified design procedure is given and recommendations for future code updates are made.

Keywords: Lateral buckling, Top Loading, Ultimate load, Slender Sections.

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