Search results for: numerical range

Authors: Siddharth Gadkari, Rochish Thaokar

Abstract:

The effect of viscosity ratio (λ, defined as viscosity of surrounding medium/viscosity of fluid jet) on stability of axisymmetric (m=0) and asymmetric (m=1) modes of perturbation on a liquid-liquid jet in presence of radial electric field (E0 ), is studied using linear stability analysis. The viscosity ratio is shown to have a damping effect on both the modes of perturbation. However the effect was found more pronounced for the m=1 mode as compared to m=1 mode. Investigating the effect of both E0 and λ simultaneously, an operating diagram is generated, which clearly shows the regions of dominance of the two modes for a range of electric field and viscosity ratio values.

Keywords: liquid-liquid jet, axisymmetric perturbation, asymmetric perturbation, radial electric field

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Authors: H. Al-Baghli

Abstract:

In this investigation, rubberized HMA technology was examined to address the most critical forms of pavement distresses in the State of Kuwait, namely, high temperature rutting, and moisture induced raveling. PelletPAVE™ additive was selected as the preferred technology, since it offered a convenient method of directly modifying the exiting local HMA recipe without having to polymer modify the bitumen. Experimental work, using various Pelletpave contents was carried out at Kuwait Institute for Scientific Research (KISR) to design an optimum rubberized HMA formulation prior to conducting a pilot-scale road trial. With the aid of a gyratory compactor, the compaction and volumetric properties of HMAs containing 2.5% and 3.0% Pelletpave additive were investigated at a range of bitumen contents, all by mass of total mix.

Keywords: Modified bitumen, rubberized hot mix asphalt, gyratory compaction, volumetric properties.

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Authors: Shan Gao, Zaiming Liu

Abstract:

This paper treats a discrete-time batch arrival queue with single working vacation. The main purpose of this paper is to present a performance analysis of this system by using the supplementary variable technique. For this purpose, we first analyze the Markov chain underlying the queueing system and obtain its ergodicity condition. Next, we present the stationary distributions of the system length as well as some performance measures at random epochs by using the supplementary variable method. Thirdly, still based on the supplementary variable method we give the probability generating function (PGF) of the number of customers at the beginning of a busy period and give a stochastic decomposition formulae for the PGF of the stationary system length at the departure epochs. Additionally, we investigate the relation between our discretetime system and its continuous counterpart. Finally, some numerical examples show the influence of the parameters on some crucial performance characteristics of the system.

Keywords: Discrete-time queue, batch arrival, working vacation, supplementary variable technique, stochastic decomposition.

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Authors: Mehdi Fuladipanah, Mehdi Jorabloo

Abstract:

Water flow management is one of the most important parts of river engineering. Non-uniformity distribution of rainfall and various flow demand with unreasonable flow management will be caused destroyed of river ecosystem. Then, it is very serious to determine ecosystem flow requirement. In this paper, Flow duration curve indices method which has hydrological based was used to evaluate environmental flow in Gharasou River, Ardabil, Iran. Using flow duration curve, Q90 and Q95 for different return periods were calculated. Their magnitude were determined as 1-day, 3-day, 7-day and 30 day. According the second method, hydraulic alteration indices often had low and medium range. In order to maintain river at an acceptable ecological condition, minimum daily discharge of index Q95 is 0.7 m3.s-1.

Keywords: Ardabil, Environmental flow, Flow Duration Curve, Gharasou River.

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Authors: Tapano Kumar Hotta, S P Venkateshan

Abstract:

Steady state experiments have been conducted for natural and mixed convection heat transfer, from five different sized protruding discrete heat sources, placed at the bottom position on a PCB and mounted on a vertical channel. The characteristic length ( Lh ) of heat sources vary from 0.005 to 0.011 m. The study has been done for different range of Reynolds number and modified Grashof number. From the experiment, the surface temperature distribution and the Nusselt number of discrete heat sources have been obtained and the effects of Reynold number and Richardson number on them have been discussed. The objective is to find the rate of heat dissipation from heat sources, by placing them at the bottom position on a PCB and to compare both modes of cooling of heat sources.

Keywords: Discrete heat source, mixed convection, natural convection, vertical channel

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Authors: Majid Tolouei-Rad, Anurag Dhull

Abstract:

This paper describes various stages of design and prototyping of a modular robot for use in various industrial applications. The major goal of current research has been to design and make different robotic joints at low cost capable of being assembled together in any given order for achieving various robot configurations. Five different types of joins were designed and manufactured where extensive research has been carried out on the design of each joint in order to achieve optimal strength, size, modularity, and price. This paper presents various stages of research and development undertaken to engineer these joints that include material selection, manufacturing, and strength analysis. The outcome of this research addresses the birth of a new generation of modular industrial robots with a wider range of applications and greater efficiency.

Keywords: Actuator, control system, configuration, robot.

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Authors: Ezzah Liana Ahmad Fauzi, Syakila Ahmad, Ioan Pop

Abstract:

The steady mixed convection boundary layer flow from a vertical cone in a porous medium filled with a nanofluid is numerically investigated using different types of nanoparticles as Cu (copper), Al2O3 (alumina) and TiO2 (titania). The boundary value problem is solved by using the shooting technique by reducing it into an ordinary differential equation. Results of interest for the local Nusselt number with various values of the constant mixed convection parameter and nanoparticle volume fraction parameter are evaluated. It is found that dual solutions exist for a certain range of mixed convection parameter.

Keywords: boundary layer, mixed convection, nanofluid, porous medium, vertical cone.

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Authors: Wenyu Song, Bingxi Li, Zhongbin Fu, Baocheng Jiang

Abstract:

Full - Scale Accelerated Loading System, one part of “the Eleventh - Five - Year National Grand Technology Infrastructure Program" is a facility to evaluate the performance and service life of different kinds of pavements subjected to traffic loading under full - controlled environment. While simulating the environments of frigid zone and permafrost zone, the accurate control of air temperature, road temperature and roadbed temperature are the key points and also aporias for the designment. In this paper, numerical simulations are used to determine the design parameters of the frozen soil simulation system. At first, a brief introduction of the Full - Scale Accelerate Loading System was given. Then, the temperature control method of frozen soil simulation system was proposed. Finally, by using finite element simulations, the optimal design of frozen soil simulation system was obtained. This proposed design, which was obtained by finite element simulations, provided significant referents to the ultimate design of the environment simulation system.

Keywords: China, finite element simulation, frozen soilsimulation system, preliminary design.

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Authors: R. Nandikeswari, M. Sambasivam, V. Anandan

Abstract:

In the present study fecundity of Terapon jarbua was estimated for 41 matured females from the Bay of Bengal, Pondicherry. The fecundity (F) was found to range from 13,475 to 115,920 in fishes between 173-278mm Total length (TL) and 65- 298 gm weight respectively. The co-efficient of correlation for F/TL (log F = - 4.821 + 4.146 log TL), F/SL (log F = -3.936 + 3.867 log SL), F/WF (log F = 1.229 + 0.730 log TW) and F/GW (log F = 0.724 + 1.113 log GW) were obtained as 0.474, 0.537, 0.641 and 0.908 respectively. The regression line for the TL, SL, WF and GW of the fishes were found to be linear when they were plotted against their fecundity on logarithmic scales. Highly significant (P<0.01) relationship was obtained for all the variables. Hence Total Length, Standard Length, Weight of Fish and Gonad Weight were found to be the best indicators of the fecundity of Terapon jarbua. Gonadosomatic indices of Terapon jarbua showed that the spawning took place in February to July. The overall sex ratio of male to female is 1.28:1 with chi-square value 5.719, significant at 5% level.

Keywords: Fecundity, Gonadosomatic index, Reproductive biology, spawning, Terapon jarbua.

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Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

Abstract:

Order reduction of linear-time invariant systems employing two methods; one using the advantages of Routh approximation and other by an evolutionary technique is presented in this paper. In Routh approximation method the denominator of the reduced order model is obtained using Routh approximation while the numerator of the reduced order model is determined using the indirect approach of retaining the time moments and/or Markov parameters of original system. By this method the reduced order model guarantees stability if the original high order model is stable. In the second method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical examples.

Keywords: Model Order Reduction, Markov Parameters, Routh Approximation, Particle Swarm Optimization, Integral Squared Error, Steady State Stability.

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Authors: Thanut Kallaka, Ching-Jong Wang

Abstract:

High level and high velocity flood flows are potentially harmful to bridge piers as evidenced in many toppled piers, and among them the single-column piers were considered as the most vulnerable. The flood flow characteristic parameters including drag coefficient, scouring and vortex shedding are built into a pier-flood interaction model to investigate structural safety against flood hazards considering the effects of local scouring, hydrodynamic forces, and vortex induced resonance vibrations. By extracting the pier-flood simulation results embedded in a neural networks code, two cases of pier toppling occurred in typhoon days were reexamined: (1) a bridge overcome by flash flood near a mountain side; (2) a bridge washed off in flood across a wide channel near the estuary. The modeling procedures and simulations are capable of identifying the probable causes for the tumbled bridge piers during heavy floods, which include the excessive pier bending moments and resonance in structural vibrations.

Keywords: Bridge piers, Neural networks, Scour depth, Structural safety, Vortex shedding

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Authors: Kumaresh Sarmah, Kandarpa Kumar Sarma

Abstract:

Artificial Neural Network (ANN)s are best suited for prediction and optimization problems. Trained ANNs have found wide spread acceptance in several antenna design systems. Four parameters namely antenna radiation resistance, loss resistance, efficiency, and inductance can be used to design an antenna layout though there are several other parameters available. An ANN can be trained to provide the best and worst case precisions of an antenna design problem defined by these four parameters. This work describes the use of an ANN to generate the four mentioned parameters for a loop antenna for the specified frequency range. It also provides insights to the prediction of best and worst-case design problems observed in applications and thereby formulate a model for physical layout design of a loop antenna.

Keywords: MLP, ANN, parameter, prediction, optimization.

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Authors: Zohreh Orshesh

Abstract:

In this study, a 3D combustion chamber was simulated using FLUENT 6.32. Aim to obtain detailed information on combustion characteristics and _ nitrogen oxides in the furnace and the effect of oxygen enrichment in a combustion process. Oxygenenriched combustion is an effective way to reduce emissions. This paper analyzes NO emission, including thermal NO and prompt NO. Flow rate ratio of air to fuel is varied as 1.3, 3.2 and 5.1 and the oxygen enriched flow rates are 28, 54 and 68 lit/min. The 3D Reynolds Averaged Navier Stokes (RANS) equations with standard k-ε turbulence model are solved together by Fluent 6.32 software. First order upwind scheme is used to model governing equations and the SIMPLE algorithm is used as pressure velocity coupling. Results show that for AF=1.3, increase the oxygen flow rate of oxygen reduction in NO emissions is Lance. Moreover, in a fixed oxygen enrichment condition, increasing the air to fuel ratio will increase the temperature peak, but not the NO emission rate. As a result, oxygen enrichment can reduce the NO emission at this kind of furnace in low air to fuel rates.

Keywords: Combustion chamber, Oxygen enrichment, Reynolds Averaged Navier- Stokes, NO emission

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Authors: K.L. Verma

Abstract:

Analysis for the generalized thermoelastic Lamb waves, which propagates in anisotropic thin plates in generalized thermoelasticity, is presented employing normal mode expansion method. The displacement and temperature fields are expressed by a summation of the symmetric and antisymmetric thermoelastic modes in the surface thermal stresses and thermal gradient free orthotropic plate, therefore the theory is particularly appropriate for waveform analyses of Lamb waves in thin anisotropic plates. The transient waveforms excited by the thermoelastic expansion are analyzed for an orthotropic thin plate. The obtained results show that the theory provides a quantitative analysis to characterize anisotropic thermoelastic stiffness properties of plates by wave detection. Finally numerical calculations have been presented for a NaF crystal, and the dispersion curves for the lowest modes of the symmetric and antisymmetric vibrations are represented graphically at different values of thermal relaxation time. However, the methods can be used for other materials as well

Keywords: Anisotropic, dispersion, frequency, normal, thermoelasticity, wave modes.

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Authors: Yu-Jen Chang, Yun Chen, Hei-Lam Wong

Abstract:

The Economic Lot Scheduling Problem (ELSP) is a valuable mathematical model that can support decision-makers to make scheduling decisions. The basic period approach is effective for solving the ELSP. The assumption for applying the basic period approach is that a product must use its maximum production rate to be produced. However, a product can lower its production rate to reduce the average total cost when a facility has extra idle time. The past researches discussed how a product adjusts its production rate under the common cycle approach. To the best of our knowledge, no studies have addressed how a product lowers its production rate under the basic period approach. This research is the first paper to discuss this topic. The research develops a simple fixed rate approach that adjusts the production rate of a product under the basic period approach to solve the ELSP. Our numerical example shows our approach can find a better solution than the traditional basic period approach. Our mathematical model that applies the fixed rate approach under the basic period approach can serve as a reference for other related researches.

Keywords: Economic Lot, Basic Period, Genetic Algorithm, Fixed Rate.

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Authors: Seo Young Kim, Toshimitsu Hamasaki

Abstract:

Microarrays have become the effective, broadly used tools in biological and medical research to address a wide range of problems, including classification of disease subtypes and tumors. Many statistical methods are available for analyzing and systematizing these complex data into meaningful information, and one of the main goals in analyzing gene expression data is the detection of samples or genes with similar expression patterns. In this paper, we express and compare the performance of several clustering methods based on data preprocessing including strategies of normalization or noise clearness. We also evaluate each of these clustering methods with validation measures for both simulated data and real gene expression data. Consequently, clustering methods which are common used in microarray data analysis are affected by normalization and degree of noise and clearness for datasets.

Keywords: Gene expression, clustering, data preprocessing.

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Authors: A. Abdikian

Abstract:

Propagation of nonlinear acoustic wave in dense electron-positron (e-p) plasmas in the presence of an external magnetic field and stationary ions (to neutralize the plasma background) is studied. By means of the quantum hydrodynamics model and applying the reductive perturbation method, the Zakharov-Kuznetsov equation is derived. Using the bifurcation theory of planar dynamical systems, the compressive structure of electrostatic solitary wave and periodic travelling waves is found. The numerical results show how the ion density ratio, the ion cyclotron frequency, and the direction cosines of the wave vector affect the nonlinear electrostatic travelling waves. The obtained results may be useful to better understand the obliquely nonlinear electrostatic travelling wave of small amplitude localized structures in dense magnetized quantum e-p plasmas and may be applicable to study the particle and energy transport mechanism in compact stars such as the interior of massive white dwarfs etc.

Keywords: Bifurcation theory, magnetized electron-positron plasma, phase portrait, the Zakharov-Kuznetsov equation.

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Authors: Omid Gervei, Ahmad Ayatollahi, Navid Gervei

Abstract:

In this paper we present an approach for 3D face recognition based on extracting principal components of range images by utilizing modified PCA methods namely 2DPCA and bidirectional 2DPCA also known as (2D) 2 PCA.A preprocessing stage was implemented on the images to smooth them using median and Gaussian filtering. In the normalization stage we locate the nose tip to lay it at the center of images then crop each image to a standard size of 100*100. In the face recognition stage we extract the principal component of each image using both 2DPCA and (2D) 2 PCA. Finally, we use Euclidean distance to measure the minimum distance between a given test image to the training images in the database. We also compare the result of using both methods. The best result achieved by experiments on a public face database shows that 83.3 percent is the rate of face recognition for a random facial expression.

Keywords: 3D face recognition, 2DPCA, (2D) 2 PCA, Rangeimage

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Authors: L. Sriphong, A. Chaidedgumjorn, K. Chaisuroj

Abstract:

A spectrophotometric method was developed for simultaneous quantification of pseudoephedrine hydrochloride (PSE) triprolidine hydrochloride (TRI) using second derivative method (zero-crossing technique). The second derivative amplitudes of PSE and TRI were measured at 271 and 321 nm, respectively. The calibration curves were linear in the range of 200 to 1,000 g/ml for PSE and 10 to 50 g/ml for TRI. The method was validated for specificity, accuracy, precision, limit of detection and limit of quantitation. The proposed method was applied to the assaying and dissolution of PSE and TRI in commercial tablets without any chemical separation. The results were compared with those obtained by the official USP31 method and statistical tests showed that there is no significant between the methods at 95% confidence level. The proposed method is simple, rapid and suitable for the routine quality control application. KeywordsTriprolidine, Pseudoephedrine, Derivative spectrophotometry, Dissolution testing.

Keywords: Triprolidine, Pseudoephedrine, Derivative spectrophotometry, Dissolution testing.

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Authors: N. Areerachakul

Abstract:

The surface water used in this study was collected from the Chao Praya River at the lower part at the Nonthaburi bridge. It was collected and used throughout the experiment. TOC (also known as DOC) in the range between 2.5 to 5.6 mg/l were investigated in this experiment. The use of conventional treatment methods such as FeCl3 and PAC showed that TOC removal was 65% using FeCl3 and 78% using PAC (powder activated carbon). The advanced oxidation process alone showed only 35% removal of TOC. Coupling advanced oxidation with a small amount of PAC (0.05g/L) increased efficiency by upto 55%. The combined BAC with advanced oxidation process and small amount of PAC demonstrated the highest efficiency of up to 95% of TOC removal and lower sludge production compared with other methods.

Keywords: Advanced oxidation process, TOC, PAC

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Authors: Mahmoud Moh'd Mhashi

Abstract:

A new algorithm called Character-Comparison to Character-Access (CCCA) is developed to test the effect of both: 1) converting character-comparison and number-comparison into character-access and 2) the starting point of checking on the performance of the checking operation in string searching. An experiment is performed using both English text and DNA text with different sizes. The results are compared with five algorithms, namely, Naive, BM, Inf_Suf_Pref, Raita, and Cycle. With the CCCA algorithm, the results suggest that the evaluation criteria of the average number of total comparisons are improved up to 35%. Furthermore, the results suggest that the clock time required by the other algorithms is improved in range from 22.13% to 42.33% by the new CCCA algorithm.

Keywords: Pattern matching, string searching, charactercomparison, character-access, text type, and checking

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Authors: Risto Pöykiö, Jari Hietala, Hannu Nurmesniemi

Abstract:

In this study, the Scots pine (Pinus sylvestris L.) C needles (i.e. the current-year-needles) were used as bioindicators in determining the aerial distribution pattern of sulphur emissions around industrial point sources at Kemi, Northern Finland. The average sulphur concentration in the C needles was 897 mg/kg (d.w.), with a standard deviation of 118 mg/kg (d.w.) and range 740 – 1350 mg/kg (d.w.). According to results in this study, Scots pine needles (Pinus sylvestris L.) appear to be an ideal bioindicators for identifying atmospheric sulphur pollution derived from industrial plants and can complement the information provided by plant mapping studies around industrial plants.

Keywords: Emission, Sulphur, Scots Pine, Pinus sylvestris

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Authors: C. Sinescu, M. Negrutiu, R. Negru, M. Romînu, A.G. Podoleanu

Abstract:

The fixed partial dentures are mainly used in the frontal part of the dental arch because of their great esthetics. There are several factors that are associated with the stress state created in ceramic restorations, including: thickness of ceramic layers, mechanical properties of the materials, elastic modulus of the supporting substrate material, direction, magnitude and frequency of applied load, size and location of occlusal contact areas, residual stresses induced by processing or pores, restoration-cement interfacial defects and environmental defects. The purpose of this study is to evaluate the capability of Polarization Sensitive Optical Coherence Tomography (PSOCT) in detection and analysis of possible material defects in metal-ceramic and integral ceramic fixed partial dentures. As a conclusion, it is important to have a non invasive method to investigate fixed partial prostheses before their insertion in the oral cavity in order to satisfy the high stress requirements and the esthetic function.

Keywords: Ceramic Fixed Partial Dentures, Material Defects, Polarization Sensitive Optical Coherence Tomography, Numerical Simulation

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Authors: Seungyeong Choi, Namkyu Lee, Dong Il Shim, Young Mun Lee, Yong-Ki Park, Hyung Hee Cho

Abstract:

Effect of the cross-sectional geometry on heat transfer and particle motion of circulating fluidized bed riser for CO₂ capture was investigated. Numerical simulation using Eulerian-eulerian method with kinetic theory of granular flow was adopted to analyze gas-solid flow consisting in circulating fluidized bed riser. Circular, square, and rectangular cross-sectional geometry cases of the same area were carried out. Rectangular cross-sectional geometries were analyzed having aspect ratios of 1: 2, 1: 4, 1: 8, and 1:16. The cross-sectional geometry significantly influenced the particle motion and heat transfer. The downward flow pattern of solid particles near the wall was changed. The gas-solid mixing degree of the riser with the rectangular cross section of the high aspect ratio was the lowest. There were differences in bed-to-wall heat transfer coefficient according to rectangular geometry with different aspect ratios.

Keywords: Bed geometry, computational fluid dynamics, circulating fluidized bed riser, heat transfer.

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Authors: M. Ouassaid, A. Nejmi, M. Cherkaoui, M. Maaroufi

Abstract:

The very nonlinear nature of the generator and system behaviour following a severe disturbance precludes the use of classical linear control technique. In this paper, a new approach of nonlinear control is proposed for transient and steady state stability analysis of a synchronous generator. The control law of the generator excitation is derived from the basis of Lyapunov stability criterion. The overall stability of the system is shown using Lyapunov technique. The application of the proposed controller to simulated generator excitation control under a large sudden fault and wide range of operating conditions demonstrates that the new control strategy is superior to conventional automatic voltage regulator (AVR), and show very promising results.

Keywords: Excitation control, Lyapunov technique, non linearcontrol, synchronous generator, transient stability, voltage regulation.

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Authors: Cha’o-Kuang Chen, Ching-Chang Cho

Abstract:

The study investigates the mixing performance of electrokinetically-driven power-law fluids in a microchannel containing patterned trapezoid blocks. The effects of the geometry parameters of the patterned trapezoid blocks and the flow behavior index in the power-law model on the mixing efficiency within the microchannel are explored. The results show that the mixing efficiency can be improved by increasing the width of the blocks and extending the length of upper surface of the blocks. In addition, the results show that the mixing efficiency increases with an increasing flow behavior index. Furthermore, it is shown that a heterogeneous patterning of the zeta potential on the upper surfaces of the trapezoid blocks prompts the formation of local flow recirculations, and therefore improves the mixing efficiency. Consequently, it is shown that the mixing performance improves with an increasing magnitude of the heterogeneous surface zeta potential.

Keywords: Non-Newtonian fluid, Power-law fluid, Electroosmotic flow, Passive mixer, Mixing, Micromixer.

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Authors: Bo Liu, Liangtian Gao, Idrees Qasim

Abstract:

The impact of the storm leads to accidents even in the case of vessels that meet the computed safety criteria for stability. That is why, in order to clarify the causes of the accident and shipwreck, it is necessary to study the dynamics of the ship under the complex sudden impact of external forces. The task is to determine the movement and landing of the ship in the complex and sudden impact of external forces, i.e. when the ship's load changes over a relatively short period of time. For the solution, a technique was used to study the ship's dynamics, which is based on the compilation of a system of differential equations of motion. A coordinate system was adopted for the equation of motion of the hull and the determination of external forces. As a numerical method of integration, the 4^th order Runge-Kutta method was chosen. The results of the calculation show that dynamic deviations were lower for high-altitude vessels. The study of the movement of the hull under a difficult situation is performed: receiving of cargo, impact of a flurry of wind and subsequent displacement of the cargo. The risk of overturning and flooding was assessed.

Keywords: Dynamics, statics, roll, trim, dynamic load, tilt, vertical displacement.

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Authors: Li Zhu, Binghua Wang, Yong Sun

Abstract:

China is experiencing the rural development process, with the agritourism complex becoming one of the significant modes. Therefore, it is imperative to understand the energy performance of agritourism complex. This study focuses on a typical case of the agritourism complex and simulates the energy consumption performance on condition of the regular energy system. It was found that HVAC took 90% of the whole energy demand range. In order to optimize the energy supply structure, the hierarchical analysis was carried out on the level of architecture with three main factors such as construction situation, building types and energy demand types. Finally, the energy planning suggestion of the agritourism complex was put forward and the relevant results were obtained.

Keywords: Agritourism complex, energy planning, energy demand simulation, hierarchical structure model.

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Authors: Hassam Ahmed, Yuanzhi Liu, Yassine Selami, Wei Tao, Hui Zhao

Abstract:

The purpose of this research is to develop a real time axial force measurement system for a smart bearing through the use of strain-gauges, whereby the data acquisition is performed by an Arduino microcontroller due to its easy manipulation and low-cost. The measured signal is acquired and then discretized using a Wheatstone Bridge and an Analog-Digital Converter (ADC) respectively. For bearing monitoring, a real time monitoring system based on Internet of things (IoT) and Bluetooth were developed. Experimental tests were performed on a bearing within a force range up to 600 kN. The experimental results show that there is a proportional linear relationship between the applied force and the output voltage, and the error R squared is within 0.9878 based on the regression analysis.

Keywords: Bearing, force measurement, IoT, strain gauge.

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Authors: Peter Benneth, Tsaroh N. Theophilus, Prince Benjamin

Abstract:

This research work aims at studying the application of Legendre Transformation Method (LTM) to Hamilton Jacobi Bellman (HJB) equation which is an example of optimal control problem. We discuss the steps involved in modelling the HJB equation as it relates to mathematical finance by applying the Ito’s lemma and maximum principle theorem. By applying the LTM and dual theory, the resultant HJB equation is transformed to a linear Partial Differential Equation (PDE). Also, the Optimal Investment Strategy (OIS) and the optimal value function were obtained under the exponential utility function. Furthermore, some numerical results were also presented with observations that the OIS under exponential utility is directly proportional to the appreciation rate of the risky asset and inversely proportional to the instantaneous volatility, predetermined interest rate, risk averse coefficient. Finally, it was observed that the optimal fund size is an increasing function of the risk free interest rate. This result is consistent with some existing results.

Keywords: Legendre transformation method, Optimal investment strategy, Ito’s lemma, Hamilton Jacobi Bellman equation, Geometric Brownian motion, financial market.

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