Search results for: Mathematical structure

Authors: Shams-Ul-Islam, Waqas Sarwar Abbasi, Hamid Rahman

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Numerical investigation of flow around a square cylinder are presented using the multi-relaxation-time lattice Boltzmann methods at different Reynolds numbers. A detail analysis are given in terms of time-trace analysis of drag and lift coefficients, power spectra analysis of lift coefficient, vorticity contours visualizations, streamlines and phase diagrams. A number of physical quantities mean drag coefficient, drag coefficient, Strouhal number and root-mean-square values of drag and lift coefficients are calculated and compared with the well resolved experimental data and numerical results available in open literature. The Reynolds numbers affected the physical quantities.

Keywords: Code validation, Force statistics, Multi-relaxation-time lattice Boltzmann method, Reynolds numbers, Square cylinder.

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Authors: A. Cho, H. Sanyal, J. Cataldo

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A quantitative analysis of the different variables on both the South and North green roofs of the Jacob K. Javits Convention Center was taken to find mathematical relationships between net radiation and evapotranspiration (ET), average outside temperature, and the lysimeter weight. Groups of datasets were analyzed, and the relationships were plotted on linear and semi-log graphs to find consistent relationships. Antecedent conditions for each rainstorm were also recorded and plotted against the volumetric water difference within the lysimeter. The first relation was the inverse parabolic relationship between the lysimeter weight and the net radiation and ET. The peaks and valleys of the lysimeter weight corresponded to valleys and peaks in the net radiation and ET respectively, with the 8/22/15 and 1/22/16 datasets showing this trend. The U-shaped and inverse U-shaped plots of the two variables coincided, indicating an inverse relationship between the two variables. Cross variable relationships were examined through graphs with lysimeter weight as the dependent variable on the y-axis. 10 out of 16 of the plots of lysimeter weight vs. outside temperature plots had R² values > 0.9. Antecedent conditions were also recorded for rainstorms, categorized by the amount of precipitation accumulating during the storm. Plotted against the change in the volumetric water weight difference within the lysimeter, a logarithmic regression was found with large R² values. The datasets were compared using the Mann Whitney U-test to see if the datasets were statistically different, using a significance level of 5%; all datasets compared showed a U test statistic value, proving the null hypothesis of the datasets being different from being true.

Keywords: Green roof, green infrastructure, Javits Center, evapotranspiration, net radiation, lysimeter.

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Authors: Wenyu Song, Bingxi Li, Zhongbin Fu, Bo Zhang

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Although water only takes a little percentage in the total mass of soil, it indeed plays an important role to the strength of structure. Moisture transfer can be carried out by many different mechanisms which may involve heat and mass transfer, thermodynamic phase change, and the interplay of various forces such as viscous, buoyancy, and capillary forces. The continuum models are not well suited for describing those phenomena in which the connectivity of the pore space or the fracture network, or that of a fluid phase, plays a major role. However, Lattice Boltzmann methods (LBMs) are especially well suited to simulate flows around complex geometries. Lattice Boltzmann methods were initially invented for solving fluid flows. Recently, fluid with multicomponent and phase change is also included in the equations. By comparing the numerical result with experimental result, the Lattice Boltzmann methods with phase change will be optimized.

Keywords: Frozen soil, Lattice Boltzmann method, Phase change, Test rig.

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Authors: Lubna Shaheen

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Palestinian cities face the challenges of land scarcity, high population growth rates, rapid urbanization, uneven development and territorial fragmentation. Due to geopolitical constrains and the absence of an effective Palestinian planning institution, urban development in Palestinian cities has not followed any discernable planning scheme. This has led to a number of internal contradictions in the structure of cities, and adversely affected land use, the provision of urban services, and the quality of the living environment. This paper explores these challenges, and the potential that exists for introducing a more sustainable urban development pattern in Palestinian cities. It assesses alternative development approaches with a particular focus on sustainable development, promoting ecodevelopment imperatives, limiting random urbanization, and meeting present and future challenges, including fulfilling the needs of the people and conserving the scarce land and limited natural resources. This paper concludes by offering conceptual proposals and guidelines for promoting sustainable physical development in Palestinian cities.

Keywords: Palestinian Cities, Rapid urbanization, Sustainableurban development.

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Authors: Y. Shiren, M. Masuzawa, H. Ohkura, T. Yamagata, Y. Aman, N. Kobayashi

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An important problem for the CaSO4/CaSO4･1/2H2O Chemical heat pump (CHP) is that the material is deactivated through repetitive reaction between hydration and dehydration in which the crystal phase of the material is transformed from III-CaSO4 to II-CaSO4. We investigated suppression on the phase change by adding a sulfated compound. The most effective material was MgSO4. MgSO4 doping increased the durability of CaSO4 in the actual CHP repetitive cycle of hydration/dehydration to 3.6 times that of undoped CaSO4. The MgSO4-doped CaSO4 showed a higher phase transition temperature and activation energy for crystal transformation from III-CaSO4 to II-CaSO4. MgSO4 doping decreased the crystal lattice size of CaSO4･1/2H2O and II-CaSO4 to smaller than that of undoped CaSO4. Modification of the crystal structure is considered to be related to the durability change in CaSO4 resulting from MgSO4 doping.

Keywords: CaSO4, chemical heat pump, durability of chemical heat storage material, heat storage.

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Authors: Mohammad Ali Lotfollahi-Yaghin, Hamid Ahmadi

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In the present paper, a set of parametric FE stress analyses is carried out for two-planar welded tubular DKT-joints under two different axial load cases. Analysis results are used to present general remarks on the effect of geometrical parameters on the stress concentration factors (SCFs) at the inner saddle, outer saddle, toe, and heel positions on the main (outer) brace. Then a new set of SCF parametric equations is developed through nonlinear regression analysis for the fatigue design of two-planar DKT-joints. An assessment study of these equations is conducted against the experimental data; and the satisfaction of the criteria regarding the acceptance of parametric equations is checked. Significant effort has been devoted by researchers to the study of SCFs in various uniplanar tubular connections. Nevertheless, for multi-planar joints covering the majority of practical applications, very few investigations have been reported due to the complexity and high cost involved.

Keywords: Offshore jacket structure, Parametric equation, Stress concentration factor (SCF), Two-planar tubular KT-joint

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Authors: M. S. Gaafar, S. Y. Marzouk, I. S. Mahmoud, S. Al-Zobaidi

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Makishima and Mackenzie model was used to simulation of acoustic properties (longitudinal and shear ultrasonic wave velocities, elastic moduli theoretically for many tellurite and borate glasses. The model was proposed mainly depending on the values of the experimentally measured density, which are obtained before. In this search work, we are trying to obtain the values of densities of amorphous glasses (as the density depends on the geometry of the network structure of these glasses). In addition, the problem of simulating the slope of linear regression between the experimentally determined bulk modulus and the product of packing density and experimental Young's modulus, were solved in this search work. The results showed good agreement between the experimentally measured values of densities and both ultrasonic wave velocities, and those theoretically determined.

Keywords: Glasses, ultrasonic wave velocities, elastic moduli, Makishima and Mackenzie model.

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Authors: G. Sarojamma, K. Vendabai

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An analysis is carried out to investigate the effect of magnetic field and heat source on the steady boundary layer flow and heat transfer of a Casson nanofluid over a vertical cylinder stretching exponentially along its radial direction. Using a similarity transformation, the governing mathematical equations, with the boundary conditions are reduced to a system of coupled, non –linear ordinary differential equations. The resulting system is solved numerically by the fourth order Runge – Kutta scheme with shooting technique. The influence of various physical parameters such as Reynolds number, Prandtl number, magnetic field, Brownian motion parameter, thermophoresis parameter, Lewis number and the natural convection parameter are presented graphically and discussed for non – dimensional velocity, temperature and nanoparticle volume fraction. Numerical data for the skin – friction coefficient, local Nusselt number and the local Sherwood number have been tabulated for various parametric conditions. It is found that the local Nusselt number is a decreasing function of Brownian motion parameter Nb and the thermophoresis parameter Nt.

Keywords: Casson nanofluid, Boundary layer flow, Internal heat generation/absorption, Exponentially stretching cylinder, Heat transfer, Brownian motion, Thermophoresis.

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Authors: Rahib Hidayat Abiyev

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This paper presents the development of recurrent neural network based fuzzy inference system for identification and control of dynamic nonlinear plant. The structure and algorithms of fuzzy system based on recurrent neural network are described. To train unknown parameters of the system the supervised learning algorithm is used. As a result of learning, the rules of neuro-fuzzy system are formed. The neuro-fuzzy system is used for the identification and control of nonlinear dynamic plant. The simulation results of identification and control systems based on recurrent neuro-fuzzy network are compared with the simulation results of other neural systems. It is found that the recurrent neuro-fuzzy based system has better performance than the others.

Keywords: Fuzzy logic, neural network, neuro-fuzzy system, control system.

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Authors: Hosein Ghaffarzadeh, Robab Naseri Ghalghachi

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Structural redundancy is an interesting point in seismic design of structures. Initially, the structural redundancy is described as indeterminate degree of a system. Although many definitions are presented for redundancy in structures, recently the definition of structural redundancy has been related to the configuration of structural system and the number of lateral load transferring directions in the structure. The steel frames with infill walls are general systems in the constructing of usual residential buildings in some countries. It is obviously declared that the performance of structures will be affected by adding masonry infill walls. In order to investigate the effect of infill walls on the redundancy of the steel frame which constructed with masonry walls, the components of redundancy including redundancy variation index, redundancy strength index and redundancy response modification factor were extracted for the frames with masonry infills. Several steel frames with typical storey number and various numbers of bays were designed and considered. The redundancy of frames with and without infill walls was evaluated by proposed method. The results showed the presence of infill causes increase of redundancy.

Keywords: Structural redundancy, Masonry infill walls frames.

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Authors: A.V.Naresh Babu, S.Sivanagaraju

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A considerable progress has been achieved in transient stability analysis (TSA) with various FACTS controllers. But, all these controllers are associated with single transmission line. This paper is intended to discuss a new approach i.e. a multi-line FACTS controller which is interline power flow controller (IPFC) for TSA of a multi-machine power system network. A mathematical model of IPFC, termed as power injection model (PIM) presented and this model is incorporated in Newton-Raphson (NR) power flow algorithm. Then, the reduced admittance matrix of a multi-machine power system network for a three phase fault without and with IPFC is obtained which is required to draw the machine swing curves. A general approach based on L-index has also been discussed to find the best location of IPFC to reduce the proximity to instability of a power system. Numerical results are carried out on two test systems namely, 6-bus and 11-bus systems. A program in MATLAB has been written to plot the variation of generator rotor angle and speed difference curves without and with IPFC for TSA and also a simple approach has been presented to evaluate critical clearing time for test systems. The results obtained without and with IPFC are compared and discussed.

Keywords: Flexible alternating current transmission system (FACTS), first swing stability, interline power flow controller (IPFC), power injection model (PIM).

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Authors: HangRok Lee, YongJe Choi, HoWon Kim

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In recent years, it has been proposed security architecture for sensor network.[2][4]. One of these, TinySec by Chris Kalof, Naveen Sastry, David Wagner had proposed Link layer security architecture, considering some problems of sensor network. (i.e : energy, bandwidth, computation capability,etc). The TinySec employs CBC_mode of encryption and CBC-MAC for authentication based on SkipJack Block Cipher. Currently, This TinySec is incorporated in the TinyOS for sensor network security. This paper introduces TinyHash based on general hash algorithm. TinyHash is the module in order to replace parts of authentication and integrity in the TinySec. it implies that apply hash algorithm on TinySec architecture. For compatibility about TinySec, Components in TinyHash is constructed as similar structure of TinySec. And TinyHash implements the HMAC component for authentication and the Digest component for integrity of messages. Additionally, we define the some interfaces for service associated with hash algorithm.

Keywords: sensor network security, nesC, TinySec, TinyOS, Hash, HMAC, integrity

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Authors: Joanna M. Dulińska, Maria Fabijańska

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In the paper a detailed analysis of the dynamic response of a cooling tower shell to mining tremors originated from two main regions of mining activity in Poland (Upper Silesian Coal Basin and Legnica-Glogow Copper District) was presented. The representative time histories registered in the both regions were used as ground motion data in calculations of the dynamic response of the structure. It was proved that the dynamic response of the shell is strongly dependent not only on the level of vibration amplitudes but on the dominant frequency range of the mining shock typical for the mining region as well. Also a vertical component of vibrations occurred to have considerable influence on the total dynamic response of the shell. Finally, it turned out that non-uniformity of kinematic excitation resulting from spatial variety of ground motion plays a significant role in dynamic analysis of large-dimensional shells under mining shocks.

Keywords: Cooling towers, dynamic response, mining tremors, non-uniform kinematic excitation

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Authors: Yong Ren, Yaping Zhang

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A numerical model has been developed to investigate the thermally triggered release kinetics for drug delivery using phase change material as shell of microcapsules. Biocompatible material n-Eicosane is used as demonstration. PCM shell of microcapsule will remain in solid form after the drug is taken, so the drug will be encapsulated by the shell, and will not be released until the target body part of lesion is exposed to external heat source, which will thermally trigger the release kinetics, leading to solid-to-liquid phase change. The findings can lead to better understanding on the key effects influencing the phase change process for drug delivery applications. The facile approach to release drug from core/shell structure of microcapsule can be well integrated with organic solvent free fabrication of microcapsules, using double emulsion as template in microfluidic aqueous two phase system.

Keywords: Phase change material, drug release kinetics, double emulsion, microfluidics.

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Authors: Syamsul Syafiq, Maslina Daud, Hafizah Hasan, Ahmad Zairi, Shazil Imri, Ezaini Akmar, Norbazilah Rahim

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Over recent years, web development has changed significantly. Driven largely by the rise of trends like mobiles, the world of development is rapidly evolving. The rise of the Internet makes web applications crucial nowadays. The web application has been an interface for a company and one of the ways they present their portfolio to the client. On the other hand, the web has become part of the file management system which takes over the role of paper. Due to high demand in web applications, developers are required to develop a web application that are cost-effective, secure and well coded. A framework has been proposed to develop an application rather than using library style development. The framework is helping the developer in creating the structure of a web automatically. This paper will compare the advantages and disadvantages of web development using framework against library-style development. This comparison is based on a previous research paper focusing on two main indicators, which are the impact to management and impact to the developer.

Keywords: Framework, library Style development, web application development, traditional web, static web, dynamic web.

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Authors: Mohamed Ben Aouicha, Mohamed Tmar, Mohand Boughanem, Mohamed Abid

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This paper presents an information retrieval model on XML documents based on tree matching. Queries and documents are represented by extended trees. An extended tree is built starting from the original tree, with additional weighted virtual links between each node and its indirect descendants allowing to directly reach each descendant. Therefore only one level separates between each node and its indirect descendants. This allows to compare the user query and the document with flexibility and with respect to the structural constraints of the query. The content of each node is very important to decide weither a document element is relevant or not, thus the content should be taken into account in the retrieval process. We separate between the structure-based and the content-based retrieval processes. The content-based score of each node is commonly based on the well-known Tf × Idf criteria. In this paper, we compare between this criteria and another one we call Tf × Ief. The comparison is based on some experiments into a dataset provided by INEX1 to show the effectiveness of our approach on one hand and those of both weighting functions on the other.

Keywords: XML retrieval, INEX, Tf × Idf, Tf × Ief

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Authors: Jia-Chuan Lin, Meng-Kai Hsu, Hsi-Ting Hou, Sin-Hong Liu

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The electrolyte stirring method of anodization etching process for manufacturing porous silicon (PS) is reported in this work. Two experimental setups of nature air stirring (PS-ASM) and electrolyte stirring (PS-ESM) are employed to clarify the influence of stirring mechanisms on electrochemical etching process. Compared to traditional fabrication without any stirring apparatus (PS-TM), a large plateau region of PS surface structure is obtained from samples with both stirring methods by the 3D-profiler measurement. Moreover, the light emission response is also improved by both proposed electrolyte stirring methods due to the cycling force in electrolyte could effectively enhance etch-carrier distribution while the electrochemical etching process is made. According to the analysis of statistical calculation of photoluminescence (PL) intensity, lower standard deviations are obtained from PS-samples with studied stirring methods, i.e. the uniformity of PL-intensity is effectively improved. The calculated deviations of PL-intensity are 93.2, 74.5 and 64, respectively, for PS-TM, PS-ASM and PS-ESM.

Keywords: Porous Silicon, Photoluminescence, Uniformity Carrier Stirring Method

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Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.

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Authors: Hassan Zarei, Ali Vahidian Kamyad, Sohrab Effati

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In this paper, a mathematical model of human immunodeficiency virus (HIV) is utilized and an optimization problem is proposed, with the final goal of implementing an optimal 900-day structured treatment interruption (STI) protocol. Two type of commonly used drugs in highly active antiretroviral therapy (HAART), reverse transcriptase inhibitors (RTI) and protease inhibitors (PI), are considered. In order to solving the proposed optimization problem an adaptive memetic algorithm with population management (AMAPM) is proposed. The AMAPM uses a distance measure to control the diversity of population in genotype space and thus preventing the stagnation and premature convergence. Moreover, the AMAPM uses diversity parameter in phenotype space to dynamically set the population size and the number of crossovers during the search process. Three crossover operators diversify the population, simultaneously. The progresses of crossover operators are utilized to set the number of each crossover per generation. In order to escaping the local optima and introducing the new search directions toward the global optima, two local searchers assist the evolutionary process. In contrast to traditional memetic algorithms, the activation of these local searchers is not random and depends on both the diversity parameters in genotype space and phenotype space. The capability of AMAPM in finding optimal solutions compared with three popular metaheurestics is introduced.

Keywords: HIV therapy design, memetic algorithms, adaptivealgorithms, nonlinear integer programming.

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Authors: N. H. Hamid, N. M. Mohamed, S. A. Anuar

Abstract:

Precast residential houses are normally constructed in Malaysia using precast shear-key wall panel and this panel is designed using BS8110 where there is no provision for earthquake. However, the safety of this house under moderate and strong earthquake is still questionable. Consequently, the full-scale of residential house are designed, constructed, tested and analyzed under in-plane lateral quasi-static cyclic loading. Hysteresis loops are plotted based on the experimental work and compared with modeling of hysteresis loops using HYSTERES in RUAUMOKO 2D program. Modified Takeda hysteresis model is chosen to behave a similar pattern with experimental work. This program will display the earthquake excitations, spectral displacements, pseudo spectral acceleration, mode shape and deformation of the structure. It can be concluded that this building is suffering severe cracks and damage under moderate and severe earthquake.

Keywords: Deformation shape, hysteresis loops, precast shear-key, spectral displacement.

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Authors: Hazem M. El-Bakry

Abstract:

In this paper, an automatic determination algorithm for nuclear magnetic resonance (NMR) spectra of the metabolites in the living body by magnetic resonance spectroscopy (MRS) without human intervention or complicated calculations is presented. In such method, the problem of NMR spectrum determination is transformed into the determination of the parameters of a mathematical model of the NMR signal. To calculate these parameters efficiently, a new model called modified Hopfield neural network is designed. The main achievement of this paper over the work in literature [30] is that the speed of the modified Hopfield neural network is accelerated. This is done by applying cross correlation in the frequency domain between the input values and the input weights. The modified Hopfield neural network can accomplish complex dignals perfectly with out any additinal computation steps. This is a valuable advantage as NMR signals are complex-valued. In addition, a technique called “modified sequential extension of section (MSES)" that takes into account the damping rate of the NMR signal is developed to be faster than that presented in [30]. Simulation results show that the calculation precision of the spectrum improves when MSES is used along with the neural network. Furthermore, MSES is found to reduce the local minimum problem in Hopfield neural networks. Moreover, the performance of the proposed method is evaluated and there is no effect on the performance of calculations when using the modified Hopfield neural networks.

Keywords: Hopfield Neural Networks, Cross Correlation, Nuclear Magnetic Resonance, Magnetic Resonance Spectroscopy, Fast Fourier Transform.

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Authors: E. Erdogan, H. A. Erdogan

Abstract:

FengShui, an old Chinese discipline, dates back to more than 5000 years, is one of the design principles that aim at creating habitable and sustainable spaces in harmony with nature by systematizing data within its own structure. Having emerged from Chinese mysticism and embodying elements of faith in its principles, FengShui argues that the positive energy in the environment channels human behavior and psychology. This argument is supported with the thesis of quantum physics that ‘everything is made up of energy’ and gains an important place. In spaces where living and working take place with several principles and systematized rules, FengShui promises a happier, more peaceful and comfortable life by influencing human psychology, acts, and soul as well as the professional and social life of the individual. Observing these design properties in houses, workplaces, offices, the environment, and daily life as a design paradigm is significant. In this study, how FengShui, a Central Asian culture emanated from Chinese mysticism, shapes design and how it is used as an element of sustainable design will be explained.

Keywords: FengShui, design principle, sustainability.

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Authors: Guranda Tevdoradze

Abstract:

By the end of XX century in the structure of humanity some changes have been provoked: a new ethnos - Ethnos of Intellect is formed and is still being formed, beside the historical types of ethnoses: open ethnos, closed ethnos, wandering ethnos, dead ethnos, - and this event was caused by the technical progress, development of informational and transport communications, especially - by creation of Internet. The Ethnos of Intellect is something very close to the ÔÇ×Information Society“ described by J. Ellule and Y. Masuda that was regarded as the culture of XXI century, being an antithesis for technical and technicistical civilizations, but it-s necessary to indicate also the essential difference between these concepts: the Ethnos of Intellect is the antithesis of Socium. The existence of such an ethnos within human society that has already become an Information Society itself is extremely important in observing legally and informatically a new kind of reins in the hands of the political power, revealing every attempt to violate the human rights of simple citizens. A concrete example of some conjunction points of legal informatics and informatical law in a certain kind of ambiental studies of the project ''State Registre of Population'' in Russia is very eloquent.

Keywords: Culturology, Legal Informatics, Sociology of Groups.

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Authors: Ahmad Rouhani, Masoud Jabbari, Sima Honarmand

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This paper introduces a method to optimal design of a hybrid Wind/Photovoltaic/Fuel cell generation system for a typical domestic load that is not located near the electricity grid. In this configuration the combination of a battery, an electrolyser, and a hydrogen storage tank are used as the energy storage system. The aim of this design is minimization of overall cost of generation scheme over 20 years of operation. The Matlab/Simulink is applied for choosing the appropriate structure and the optimization of system sizing. A teaching learning based optimization is used to optimize the cost function. An overall power management strategy is designed for the proposed system to manage power flows among the different energy sources and the storage unit in the system. The results have been analyzed in terms of technical and economic. The simulation results indicate that the proposed hybrid system would be a feasible solution for stand-alone applications at remote locations.

Keywords: Hybrid energy system, optimum sizing, power management, TLBO.

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Authors: Altab Hossain, Ataur Rahman, A.K.M. P. Iqbal, M. Ariffin, M. Mazian

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This work describes the aerodynamic characteristic for aircraft wing model with and without bird feather like winglet. The aerofoil used to construct the whole structure is NACA 653-218 Rectangular wing and this aerofoil has been used to compare the result with previous research using winglet. The model of the rectangular wing with bird feather like winglet has been fabricated using polystyrene before design using CATIA P3 V5R13 software and finally fabricated in wood. The experimental analysis for the aerodynamic characteristic for rectangular wing without winglet, wing with horizontal winglet and wing with 60 degree inclination winglet for Reynolds number 1.66×105, 2.08×105 and 2.50×105 have been carried out in open loop low speed wind tunnel at the Aerodynamics laboratory in Universiti Putra Malaysia. The experimental result shows 25-30 % reduction in drag coefficient and 10-20 % increase in lift coefficient by using bird feather like winglet for angle of attack of 8 degree.

Keywords: Aerofoil, Wind tunnel, Winglet, Drag Coefficient.

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Authors: AHM Shamsuzzoha, Tauno Kekäle, Petri Helo

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Product customization is an essential requirement for manufacturing firms to achieve higher customers- satisfaction and fulfill business target. In order to achieve these objectives, firms need to handle both external varieties such as customer preference, government regulations, cultural considerations etc and internal varieties such as functional requirements of product, production efficiency, quality etc. Both of the varieties need to be accumulated and integrated together for the purpose of producing customized product. These varieties are presented and discussed in this paper along with the perspectives of modular product design and development process. Other development strategies such as modularity, component commonality, product family design and product platform are presented with a view to achieve product variety quickly and economically. A case example both for the concept of modular design and platform based product development process is also presented with the help of design structure matrix (DSM) tool. This paper is concluded with several managerial implications and future research direction.

Keywords: Customization modular design, platform development, product variety.

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Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

Abstract:

A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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Authors: Roberto Iglesias, Theocharis Kyriacou, Ulrich Nehmzow, Steve Billings

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Fundamental sensor-motor couplings form the backbone of most mobile robot control tasks, and often need to be implemented fast, efficiently and nevertheless reliably. Machine learning techniques are therefore often used to obtain the desired sensor-motor competences. In this paper we present an alternative to established machine learning methods such as artificial neural networks, that is very fast, easy to implement, and has the distinct advantage that it generates transparent, analysable sensor-motor couplings: system identification through nonlinear polynomial mapping. This work, which is part of the RobotMODIC project at the universities of Essex and Sheffield, aims to develop a theoretical understanding of the interaction between the robot and its environment. One of the purposes of this research is to enable the principled design of robot control programs. As a first step towards this aim we model the behaviour of the robot, as this emerges from its interaction with the environment, with the NARMAX modelling method (Nonlinear, Auto-Regressive, Moving Average models with eXogenous inputs). This method produces explicit polynomial functions that can be subsequently analysed using established mathematical methods. In this paper we demonstrate the fidelity of the obtained NARMAX models in the challenging task of robot route learning; we present a set of experiments in which a Magellan Pro mobile robot was taught to follow four different routes, always using the same mechanism to obtain the required control law.

Keywords: Mobile robotics, system identification, non-linear modelling, NARMAX.

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Authors: H. Ahmad, S. Kermanshahani, A. Simonet, M. Simonet

Abstract:

The data exchanged on the Web are of different nature from those treated by the classical database management systems; these data are called semi-structured data since they do not have a regular and static structure like data found in a relational database; their schema is dynamic and may contain missing data or types. Therefore, the needs for developing further techniques and algorithms to exploit and integrate such data, and extract relevant information for the user have been raised. In this paper we present the system OSIX (Osiris based System for Integration of XML Sources). This system has a Data Warehouse model designed for the integration of semi-structured data and more precisely for the integration of XML documents. The architecture of OSIX relies on the Osiris system, a DL-based model designed for the representation and management of databases and knowledge bases. Osiris is a viewbased data model whose indexing system supports semantic query optimization. We show that the problem of query processing on a XML source is optimized by the indexing approach proposed by Osiris.

Keywords: Data integration, semi-structured data, views, XML.

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Authors: Leehter Yao, Chin-Chin Lin

Abstract:

An adaptive fuzzy PID controller with gain scheduling is proposed in this paper. The structure of the proposed gain scheduled fuzzy PID (GS_FPID) controller consists of both fuzzy PI-like controller and fuzzy PD-like controller. Both of fuzzy PI-like and PD-like controllers are weighted through adaptive gain scheduling, which are also determined by fuzzy logic inference. A modified genetic algorithm called accumulated genetic algorithm is designed to learn the parameters of fuzzy inference system. In order to learn the number of fuzzy rules required for the TSK model, the fuzzy rules are learned in an accumulated way. In other words, the parameters learned in the previous rules are accumulated and updated along with the parameters in the current rule. It will be shown that the proposed GS_FPID controllers learned by the accumulated GA perform well for not only the regular linear systems but also the higher order and time-delayed systems.

Keywords: Gain scheduling, fuzzy PID controller, adaptive control, genetic algorithm.

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