Search results for: Standard finite difference schemes
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4432

Search results for: Standard finite difference schemes

2032 Inequalities in Higher Education and Students’ Perceptions of Factors Influencing Academic Performance

Authors: Violetta Parutis

Abstract:

This qualitative study aims to answer the following research questions: i) What are the factors that students perceive as relevant to a) promoting and b) preventing good grades? ii) How does socio-economic status (SES) feature in those beliefs? We conducted in-depth interviews with 19 first- and second-year undergraduates of varying SES at a research-intensive university in the UK. The interviews yielded eight factors that students perceived as promoting and six perceived as preventing good grades. The findings suggested one significant difference between the beliefs of low and high SES students in that low SES students perceive themselves to be at a greater disadvantage to their peers while high SES students do not have such beliefs. This could have knock-on effects on their performance.

Keywords: Social class, education, academic performance, students’ beliefs.

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2031 Bridging the Gap between Different Interfaces for Business Process Modeling

Authors: Katalina Grigorova, Kaloyan Mironov

Abstract:

The paper focuses on the benefits of business process modeling. Although this discipline is developing for many years, there is still necessity of creating new opportunities to meet the ever increasing users’ needs. Because one of these needs is related to the conversion of business process models from one standard to another, the authors have developed a converter between BPMN and EPC standards using workflow patterns as intermediate tool. Nowadays there are too many systems for business process modeling. The variety of output formats is almost the same as the systems themselves. This diversity additionally hampers the conversion of the models. The presented study is aimed at discussing problems due to differences in the output formats of various modeling environments.

Keywords: Business process modeling, business process modeling standards, workflow patterns, converting models.

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2030 A Development of OTOP Web Application: In Case of Samut Songkhram Province

Authors: Satien Janpla, Kunyanuth Kularbphettong

Abstract:

This paper aims to present the development of a web‑based system to serve the need of selling OTOP products in Samut Songkhram, Thailand. This system was designed to promote and sell OTOP products on Web site. We describe the design approaches and functional components of this system. The system was developed by PHP and JavaScript and MySQL database System. To evaluate the system performance, questionnaires were used to measure user satisfaction with system usability by specialists and users. The results were satisfactory as followed: Means for specialists and users were 4.05 and 3.97, and standard deviation for specialists and users were 0.563 and 0.644 respectively. Further analysis showed that the quality of One Tambon One Product (OTOP) Website was also at a good level as well.

Keywords: Web-based system, OTOP, product.

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2029 Confidence Interval for the Inverse of a Normal Mean with a Known Coefficient of Variation

Authors: Arunee Wongkha, Suparat Niwitpong, Sa-aat Niwitpong

Abstract:

In this paper, we propose two new confidence intervals for the inverse of a normal mean with a known coefficient of variation. One of new confidence intervals for the inverse of a normal mean with a known coefficient of variation is constructed based on the pivotal statistic Z where Z is a standard normal distribution and another confidence interval is constructed based on the generalized confidence interval, presented by Weerahandi. We examine the performance of these confidence intervals in terms of coverage probabilities and average lengths via Monte Carlo simulation.

Keywords: The inverse of a normal mean, confidence interval, generalized confidence intervals, known coefficient of variation.

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2028 Design of Composite Risers for Minimum Weight

Authors: Chunguang Wang, Krishna Shankar, Evgeny V. Morozov

Abstract:

The use of composite materials in offshore engineering for deep sea oil production riser systems has drawn considerable interest due to the potential weight savings and improvement in durability. The design of composite risers consists of two stages: (1) local design based on critical local load cases, and (2) global analysis of the full length composite riser under global loads and assessment of critical locations. In the first stage, eight different material combinations were selected and their laminate configurations optimised under local load considerations. Stage two includes a final local stress analysis of the critical sections of the riser under the combined loads determined in the global analysis. This paper describes two design methodologies of the composite riser to provide minimum structural weight and shows that the use of off angle fibre orientations in addition to axial and hoop reinforcements offer substantial weight savings and ensure the structural capacity.

Keywords: Composite Riser, Composite Tubular, Finite Element Modelling, Global Design, Local Design, Offshore Engineering.

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2027 Numerical Optimization of Trapezoidal Microchannel Heat Sinks

Authors: Yue-Tzu Yang, Shu-Ching Liao

Abstract:

This study presents the numerical simulation of three-dimensional incompressible steady and laminar fluid flow and conjugate heat transfer of a trapezoidal microchannel heat sink using water as a cooling fluid in a silicon substrate. Navier-Stokes equations with conjugate energy equation are discretized by finite-volume method. We perform numerical computations for a range of 50 ≦ Re ≦ 600, 0.05W ≦ P ≦ 0.8W, 20W/cm2 q"≦ 40W/cm2. The present study demonstrates the numerical optimization of a trapezoidal microchannel heat sink design using the response surface methodology (RSM) and the genetic algorithm method (GA). The results show that the average Nusselt number increases with an increase in the Reynolds number or pumping power, and the thermal resistance decreases as the pumping power increases. The thermal resistance of a trapezoidal microchannel is minimized for a constant heat flux and constant pumping power.

Keywords: Microchannel heat sinks, Conjugate heat transfer, Optimization, Genetic algorithm method.

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2026 Effect of Shear Wall Openings on the Fundamental Period of Shear Wall Structures

Authors: Anas M. Fares, A. Touqan

Abstract:

A common approach in resisting lateral forces is the use of reinforced concrete shear walls in buildings. These walls represent the main elements to resist the lateral forces due to their large strength and stiffness. However, such walls may contain many openings due to functional requirements, and this may largely affect the overall lateral stiffness of them. It is thus of prime importance to quantify the effect of openings on the dynamic performance of the shear walls. SAP2000 structural analysis program is used as a main source after verifying the results. This study is made by using linear elastic analysis. The results are compared to ASCE7-16 code empirical equations for estimating the fundamental period of shear wall structures. Finally, statistical regression is used to fit an equation for estimating the increase in the fundamental period of shear-walled regular structures due to windows openings in the walls.

Keywords: Concrete, earthquake-resistant design, finite element, fundamental period, lateral stiffness, linear analysis, modal analysis, rayleigh, SAP2000, shear wall, ASCE7-16.

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2025 Antenna for Energy Harvesting in Wireless Connected Objects

Authors: Nizar Sakli, Chayma Bahar, Chokri Baccouch, Hedi Sakli

Abstract:

If connected objects multiply, they are becoming a challenge in more than one way. In particular by their consumption and their supply of electricity. A large part of the new generations of connected objects will only be able to develop if it is possible to make them entirely autonomous in terms of energy. Some manufacturers are therefore developing products capable of recovering energy from their environment. Vital solutions in certain contexts, such as the medical industry. Energy recovery from the environment is a reliable solution to solve the problem of powering wireless connected objects. This paper presents and study a optically transparent solar patch antenna in frequency band of 2.4 GHz for connected objects in the future standard 5G for energy harvesting and RF transmission.

Keywords: 5G, IoT, wireless communications, antenna, solar cell.

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2024 Heat Transfer and Turbulent Fluid Flow over Vertical Double Forward-Facing Step

Authors: Tuqa Abdulrazzaq, Hussein Togun, M. K. A. Ariffin, S. N. Kazi, A. Badarudin, N. M Adam, S. Masuri

Abstract:

Numerical study of heat transfer and fluid flow over vertical double forward facing step were presented. The k-w model with finite volume method was employed to solve continuity, momentum, and energy equations. Different step heights were adopted for range of Reynolds number varied from 10000 to 40000, and range of temperature varied from 310K to 340 K. The straight side of duct is insulated while the side of double forward facing step is heated. The result shows augmentation of heat transfer due to the recirculation region created after and before steps. Effect of step length and Reynolds number observed on increase of local Nusselt number particularly at recirculation regions. Contour of streamline velocity is plotted to show recirculation regions after and before steps. Numerical simulation in this paper done by used ANSYS FLUENT 14.

Keywords: Turbulent flow, Double forward, Heat transfer, Separation flow.

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2023 A Simplified Adaptive Decision Feedback Equalization Technique for π/4-DQPSK Signals

Authors: V. Prapulla, A. Mitra, R. Bhattacharjee, S. Nandi

Abstract:

We present a simplified equalization technique for a π/4 differential quadrature phase shift keying ( π/4 -DQPSK) modulated signal in a multipath fading environment. The proposed equalizer is realized as a fractionally spaced adaptive decision feedback equalizer (FS-ADFE), employing exponential step-size least mean square (LMS) algorithm as the adaptation technique. The main advantage of the scheme stems from the usage of exponential step-size LMS algorithm in the equalizer, which achieves similar convergence behavior as that of a recursive least squares (RLS) algorithm with significantly reduced computational complexity. To investigate the finite-precision performance of the proposed equalizer along with the π/4 -DQPSK modem, the entire system is evaluated on a 16-bit fixed point digital signal processor (DSP) environment. The proposed scheme is found to be attractive even for those cases where equalization is to be performed within a restricted number of training samples.

Keywords: Adaptive decision feedback equalizer, Fractionally spaced equalizer, π/4 DQPSK signal, Digital signal processor.

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2022 A Modified AES Based Algorithm for Image Encryption

Authors: M. Zeghid, M. Machhout, L. Khriji, A. Baganne, R. Tourki

Abstract:

With the fast evolution of digital data exchange, security information becomes much important in data storage and transmission. Due to the increasing use of images in industrial process, it is essential to protect the confidential image data from unauthorized access. In this paper, we analyze the Advanced Encryption Standard (AES), and we add a key stream generator (A5/1, W7) to AES to ensure improving the encryption performance; mainly for images characterised by reduced entropy. The implementation of both techniques has been realized for experimental purposes. Detailed results in terms of security analysis and implementation are given. Comparative study with traditional encryption algorithms is shown the superiority of the modified algorithm.

Keywords: Cryptography, Encryption, Advanced EncryptionStandard (AES), ECB mode, statistical analysis, key streamgenerator.

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2021 Numerical Analysis of Flow past Circular Cylinder with Triangular and Rectangular Wake Splitter

Authors: Pavan Badami, Vivek Shrivastava, Saravanan V., Nandeesh Hiremath, K. N. Seetharamu

Abstract:

In the present work flow past circular cylinder and cylinder with rectangular and triangular wake splitter is studied to improve aerodynamic parameters. The Comparison of drag coefficient is tabulated for bare cylinder, cylinder with rectangular and triangular wake splitters. Flow past circular cylinder and cylinder with triangular and rectangular wake splitter is performed at Reynoldsnumber 5, 20, 40, 50,80, 100.An incompressible PISO finite volume code employing a non-staggered grid arrangement is used, a second order upwind scheme is used for convective terms. The time discretization is implicit and a Second order Crank-Nicholson scheme is employed. Length of wake splitter in both configurations is taken to be equal to diameter of cylinder. Wake length is found to be less with rectangular wake splitter when compared to bare cylinder and cylinder with triangular wake splitter. Coefficient of drag is found to be less for triangular wake splitter when compared to bare cylinder & cylinder with rectangular wake splitter.

Keywords: Coefficient of drag and pressure, CFDFLUENT, Triangular and rectangular wake splitter, wake length.

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2020 Stress Intensity Factors for Plates with Collinear and Non-Aligned Straight Cracks

Authors: Surendran M, Palani G. S, Nagesh R. Iyer

Abstract:

Multi-site damage (MSD) has been a challenge to aircraft, civil and power plant structures. In real life components are subjected to cracking at many vulnerable locations such as the bolt holes. However, we do not consider for the presence of multiple cracks. Unlike components with a single crack, these components are difficult to predict. When two cracks approach one another, their stress fields influence each other and produce enhancing or shielding effect depending on the position of the cracks. In the present study, numerical studies on fracture analysis have been conducted by using the developed code based on the modified virtual crack closure integral (MVCCI) technique and finite element analysis (FEA) software ABAQUS for computing SIF of plates with multiple cracks. Various parametric studies have been carried out and the results have been compared with literature where ever available and also with the solution, obtained by using ABAQUS. By conducting extensive numerical studies expressions for SIF have been obtained for collinear cracks and non-aligned cracks.

Keywords: Crack interaction, Fracture mechanics, Multiple site damage, stress intensity factor, collinear cracks, non-aligned cracks.

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2019 Independent Encryption Technique for Mobile Voice Calls

Authors: Nael Hirzalla

Abstract:

The legality of some countries or agencies’ acts to spy on personal phone calls of the public became a hot topic to many social groups’ talks. It is believed that this act is considered an invasion to someone’s privacy. Such act may be justified if it is singling out specific cases but to spy without limits is very unacceptable. This paper discusses the needs for not only a simple and light weight technique to secure mobile voice calls but also a technique that is independent from any encryption standard or library. It then presents and tests one encrypting algorithm that is based of Frequency scrambling technique to show fair and delay-free process that can be used to protect phone calls from such spying acts.

Keywords: Frequency Scrambling, Mobile Applications, Real- Time Voice Encryption, Spying on Calls.

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2018 A New Analytic Solution for the Heat Conduction with Time-Dependent Heat Transfer Coefficient

Authors: Te Wen Tu, Sen Yung Lee

Abstract:

An alternative approach is proposed to develop the analytic solution for one dimensional heat conduction with one mixed type boundary condition and general time-dependent heat transfer coefficient. In this study, the physic meaning of the solution procedure is revealed. It is shown that the shifting function takes the physic meaning of the reciprocal of Biot function in the initial time. Numerical results show the accuracy of this study. Comparing with those given in the existing literature, the difference is less than 0.3%.

Keywords: Analytic solution, heat transfer coefficient, shifting function method, time-dependent boundary condition.

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2017 Quantifying Uncertainties in an Archetype-Based Building Stock Energy Model by Use of Individual Building Models

Authors: Morten Brøgger, Kim Wittchen

Abstract:

Focus on reducing energy consumption in existing buildings at large scale, e.g. in cities or countries, has been increasing in recent years. In order to reduce energy consumption in existing buildings, political incentive schemes are put in place and large scale investments are made by utility companies. Prioritising these investments requires a comprehensive overview of the energy consumption in the existing building stock, as well as potential energy-savings. However, a building stock comprises thousands of buildings with different characteristics making it difficult to model energy consumption accurately. Moreover, the complexity of the building stock makes it difficult to convey model results to policymakers and other stakeholders. In order to manage the complexity of the building stock, building archetypes are often employed in building stock energy models (BSEMs). Building archetypes are formed by segmenting the building stock according to specific characteristics. Segmenting the building stock according to building type and building age is common, among other things because this information is often easily available. This segmentation makes it easy to convey results to non-experts. However, using a single archetypical building to represent all buildings in a segment of the building stock is associated with loss of detail. Thermal characteristics are aggregated while other characteristics, which could affect the energy efficiency of a building, are disregarded. Thus, using a simplified representation of the building stock could come at the expense of the accuracy of the model. The present study evaluates the accuracy of a conventional archetype-based BSEM that segments the building stock according to building type- and age. The accuracy is evaluated in terms of the archetypes’ ability to accurately emulate the average energy demands of the corresponding buildings they were meant to represent. This is done for the buildings’ energy demands as a whole as well as for relevant sub-demands. Both are evaluated in relation to the type- and the age of the building. This should provide researchers, who use archetypes in BSEMs, with an indication of the expected accuracy of the conventional archetype model, as well as the accuracy lost in specific parts of the calculation, due to use of the archetype method.

Keywords: Building stock energy modelling, energy-savings, archetype.

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2016 Surface Roughness of Flange Contact to the 25A-size Metal Gasket by using FEM Simulation

Authors: Shigeyuki Haruyama , Didik Nurhadiyanto, Moch Agus Choiron, Ken Kaminishi

Abstract:

The previous study of new metal gasket that contact width and contact stress an important design parameter for optimizing metal gasket performance. The optimum design based on an elastic and plastic contact stress was founded. However, the influence of flange surface roughness had not been investigated thoroughly. The flange has many kinds of surface roughness. In this study, we conducted a gasket model include a flange surface roughness effect. A finite element method was employed to develop simulation solution. A uniform quadratic mesh used for meshing the gasket material and a gradually quadrilateral mesh used for meshing the flange. The gasket model was simulated by using two simulation stages which is forming and tightening simulation. A simulation result shows that a smoother of surface roughness has higher slope for force per unit length. This mean a squeezed against between flange and gasket will be strong. The slope of force per unit length for gasket 400-MPa mode was higher than the gasket 0-MPa mode.

Keywords: Surface roughness, flange, metal gasket, leakage, simulation.

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2015 Approach to Design of Composition of Current Concrete with Respect to Strength and Static Elasticity Modulus

Authors: Klara Krizova, Rudolf Hela

Abstract:

The paper reflects current state of popularization of static elasticity modulus of concrete. This parameter is undoubtedly very important for designing of concrete structures, and very often neglected and rarely determined before designing concrete technology itself. The paper describes assessment and comparison of four mix designs with almost constant dosage of individual components. The only difference is area of origin of small size fraction of aggregate 0/4. Development of compressive strength and static elasticity modulus at the age of 7, 28 and 180 days were observed. As the experiment showed, designing of individual components and their quality are the basic factor influencing elasticity modulus of current concrete.

Keywords: Concrete, Aggregate, Strength, Elasticity Modulus, Quality

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2014 An Optimization Analysis on an Automotive Component with Fatigue Constraint Using HyperWorks Software for Environmental Sustainability

Authors: W. M. Wan Muhamad, E. Sujatmika, M.R. Idris, S.A. Syed Ahmad

Abstract:

A finite element analysis (FEA) computer software HyperWorks is utilized in re-designing an automotive component to reduce its mass. Reduction of components mass contributes towards environmental sustainability by saving world-s valuable metal resources and by reducing carbon emission through improved overall vehicle fuel efficiency. A shape optimization analysis was performed on a rear spindle component. Pre-processing and solving procedures were performed using HyperMesh and RADIOSS respectively. Shape variables were defined using HyperMorph. Then optimization solver OptiStruct was utilized with fatigue life set as a design constraint. Since Stress-Number of Cycle (S-N) theory deals with uni-axial stress, the Signed von Misses stress on the component was used for looking up damage on S-N curve, and Gerber criterion for mean stress corrections. The optimization analysis resulted in mass reduction of 24% of the original mass. The study proved that the adopted approach has high potential use for environmental sustainability.

Keywords: Environmental Sustainability, Shape Optimization, Fatigue, Rear Spindle.

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2013 Segmentation Free Nastalique Urdu OCR

Authors: Sobia T. Javed, Sarmad Hussain, Ameera Maqbool, Samia Asloob, Sehrish Jamil, Huma Moin

Abstract:

The electronically available Urdu data is in image form which is very difficult to process. Printed Urdu data is the root cause of problem. So for the rapid progress of Urdu language we need an OCR systems, which can help us to make Urdu data available for the common person. Research has been carried out for years to automata Arabic and Urdu script. But the biggest hurdle in the development of Urdu OCR is the challenge to recognize Nastalique Script which is taken as standard for writing Urdu language. Nastalique script is written diagonally with no fixed baseline which makes the script somewhat complex. Overlap is present not only in characters but in the ligatures as well. This paper proposes a method which allows successful recognition of Nastalique Script.

Keywords: HMM, Image processing, Optical CharacterRecognition, Urdu OCR.

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2012 The Effect of Vertical Shear-Link in Improving the Seismic Performance of Structures with Eccentrically Bracing Systems

Authors: Mohammad Reza Baradaran, Farhad Hamzezarghani, Mehdi Rastegari Ghiri, Zahra Mirsanjari

Abstract:

Passive control methods can be utilized to build earthquake resistant structures, and also to strengthen the vulnerable ones. In this paper, we studied the effect of this system in increasing the ductility and energy dissipation and also modeled the behavior of this type of eccentric bracing, and compared the hysteresis diagram of the modeled samples with the laboratory samples. We studied several samples of frames with vertical shear-links in order to assess the behavior of this type of eccentric bracing. Each of these samples was modeled in finite element software ANSYS 9.0, and was analyzed under the static cyclic loading. It was found that vertical shear-links have a more stable hysteresis loops. Another analysis showed that using honeycomb beams as the horizontal beam along with steel reinforcement has no negative effect on the hysteresis behavior of the sample.

Keywords: Vertical shear-link, passive control, cyclic analysis, energy dissipation, honeycomb beam.

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2011 Tritium Determination in Danube River Water in Serbia by Liquid Scintillation Counter

Authors: S. Forkapic, J. Nikolov, N. Todorovic, D. Mrdja, I. Bikit

Abstract:

Tritium activity concentration in Danube river water in Serbia has been determinate using a liquid scintillation counter Quantulus 1220. During December 2010, water samples were taken along the entire course of Danube through Serbia, from Hungarian- Serbian to Romanian-Serbian border. This investigation is very important because of the nearness of nuclear reactor Paks in Hungary. Sample preparation was performed by standard test method using Optiphase HiSafe 3 scintillation cocktail. We used a rapid method for the preparation of environmental samples, without electrolytic enrichment.

Keywords: detection limit, liquid scintillation counter, low-leveltritium analysis, monitoring.

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2010 Static Analysis and Pseudostatic Slope Stability

Authors: Meftah Ali

Abstract:

This article aims to analyze the static stability and pseudostatic slope by using different methods such as: Bishop method, Junbu, Ordinary, Morgenstern-price and GLE. The two dimensional modeling of slope stability under various loading as: the earthquake effect, the water level and road mobile charges. The results show that the slope is stable in the static case without water, but in other cases, the slope lost its stability and give unstable. The calculation of safety factor is to evaluate the stability of the slope using the limit equilibrium method despite the difference between the results obtained by these methods that do not rely on the same assumptions. In the end, the results of this study illuminate well the influence of the action of water, moving loads and the earthquake on the stability of the slope.

Keywords: Slope stability, pseudo static, safety factor, limit equilibrium.

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2009 Flour and Bread Quality of Spring Spelt

Authors: E. Siemianowska, K.A. Skibniewska, M. Warechowska, M.F. Jędrzejczak, J. Tyburski

Abstract:

The article contains results of the flour and bread quality assessment from the grains of spring spelt, also called as an ancient wheat. Spelt was cultivated on heavy and medium soils observing principles of organic farming. Based on flour and bread laboratory studies, as well as laboratory baking, the technological usefulness of studied flour has been determined. These results were referred to the standard derived from common wheat cultivated in the same conditions. Grain of spring spelt is a good raw material for manufacturing bread flour, from which to get high-quality bakery products, but this is strictly dependent on the variety of ancient wheat.

Keywords: Bread, dark flour, wholemeal, flour quality, spelt

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2008 Thermal Hydraulic Analysis of the IAEA 10MW Benchmark Reactor under Normal Operating Condition

Authors: Hamed Djalal

Abstract:

The aim of this paper is to perform a thermal-hydraulic analysis of the IAEA 10 MW benchmark reactor solving analytically and numerically, by mean of the finite volume method, respectively the steady state and transient forced convection in rectangular narrow channel between two parallel MTR-type fuel plates, imposed under a cosine shape heat flux. A comparison between both solutions is presented to determine the minimal coolant velocity which can ensure a safe reactor core cooling, where the cladding temperature should not reach a specific safety limit 90 °C. For this purpose, a computer program is developed to determine the principal parameter related to the nuclear core safety, such as the temperature distribution in the fuel plate and in the coolant (light water) as a function of the inlet coolant velocity. Finally, a good agreement is noticed between the both analytical and numerical solutions, where the obtained results are displayed graphically.

Keywords: Forced convection, friction factor pressure drop thermal hydraulic analysis, vertical heated rectangular channel.

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2007 Computational Fluid Dynamics Simulation and Comparison of Flow through Mechanical Heart Valve Using Newtonian and Non-Newtonian Fluid

Authors: D. Šedivý, S. Fialová

Abstract:

The main purpose of this study is to show differences between the numerical solution of the flow through the artificial heart valve using Newtonian or non-Newtonian fluid. The simulation was carried out by a commercial computational fluid dynamics (CFD) package based on finite-volume method. An aortic bileaflet heart valve (Sorin Bicarbon) was used as a pattern for model of real heart valve replacement. Computed tomography (CT) was used to gain the accurate parameters of the valve. Data from CT were transferred in the commercial 3D designer, where the model for CFD was made. Carreau rheology model was applied as non-Newtonian fluid. Physiological data of cardiac cycle were used as boundary conditions. Outputs were taken the leaflets excursion from opening to closure and the fluid dynamics through the valve. This study also includes experimental measurement of pressure fields in ambience of valve for verification numerical outputs. Results put in evidence a favorable comparison between the computational solutions of flow through the mechanical heart valve using Newtonian and non-Newtonian fluid.

Keywords: Computational modeling, dynamic mesh, mechanical heart valve, non-Newtonian fluid, SDOF.

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2006 Deficiency Risk in Islamic and Conventional Banks

Authors: Korbi Fakhri

Abstract:

In this article, we have elaborated a study over the nature of financial intermediation in Islamic banks by comparison to those of conventional ones. We have found a striking difference between two kinds of intermediation. We tried, from another side, to study the relationship between the capital level and deficiency risk relying on econometric model, and we have obtained a positive and significant relation between the capital and the deficiency risk for the conventional banks. This means that when the capital of these banks increases, the deficiency risk increases as well. In return, since the Islamic banks are constrained to respect the Sharia Committee as well as customers’ demands that may, in certain contracts, choose to invest their capitals in projects they are interested in. These constraints have as effects to reduce the deficiency risk even when the capital increases.

Keywords: Conventional bank, deficiency risk, financial intermediation, Islamic bank.

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2005 Effect of Footing Shape on Bearing Capacity and Settlement of Closely Spaced Footings on Sandy Soil

Authors: A. Shafaghat, H. Khabbaz, S. Moravej, Ah. Shafaghat

Abstract:

The bearing capacity of closely spaced shallow footings alters with their spacing and the shape of footing. In this study, the bearing capacity and settlement of two adjacent footings constructed on a sand layer are investigated. The effect of different footing shapes including square, circular, ring and strip on sandy soil is captured in the calculations. The investigations are carried out numerically using PLAXIS-3D software and analytically employing conventional settlement equations. For this purpose, foundations are modelled in the program with practical dimensions and various spacing ratios ranging from 1 to 5. The spacing ratio is defined as the centre-to-centre distance to the width of foundations (S/B). Overall, 24 models are analyzed; and the results are compared and discussed in detail. It can be concluded that the presence of adjacent foundation leads to the reduction in bearing capacity for round shape footings while it can increase the bearing capacity of rectangular footings in some specific distances.

Keywords: Bearing capacity, finite element analysis, loose sand, settlement equations, shallow foundation.

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2004 Efficient Frontier - Comparing Different Volatility Estimators

Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković

Abstract:

Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that range-based volatility estimator outperforms both mean-variance and lower semi-variance model.

Keywords: Variance, lower semi-variance, range-based volatility.

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2003 New Approaches on Stability Analysis for Neural Networks with Time-Varying Delay

Authors: Qingqing Wang, Shouming Zhong

Abstract:

Utilizing the Lyapunov functional method and combining linear matrix inequality (LMI) techniques and integral inequality approach (IIA) to analyze the global asymptotic stability for delayed neural networks (DNNs),a new sufficient criterion ensuring the global stability of DNNs is obtained.The criteria are formulated in terms of a set of linear matrix inequalities,which can be checked efficiently by use of some standard numercial packages.In order to show the stability condition in this paper gives much less conservative results than those in the literature,numerical examples are considered.

Keywords: Neural networks, Globally asymptotic stability , LMI approach , IIA approach , Time-varying delay.

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