Search results for: Auxiliary equation method.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8682

Search results for: Auxiliary equation method.

8442 On the Existence and Global Attractivity of Solutions of a Functional Integral Equation

Authors: Asadollah Aghajani, Yaghoub Jalilian

Abstract:

Using the concept of measure of noncompactness, we present some results concerning the existence, uniform local attractivity and global attractivity of solutions for a functional integral equation. Our results improve and extend some previous known results and based on weaker conditions. Some examples which show that our results are applicable when the previous results are inapplicable are also included.

Keywords: Functional integral equation, fixed-point, measure of noncompactness, attractive solution, asymptotic stability.

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8441 Nonlinear Structural Behavior of Micro- and Nano-Actuators Using the Galerkin Discretization Technique

Authors: Hassen M. Ouakad

Abstract:

In this paper, the influence of van der Waals, as well as electrostatic forces on the structural behavior of MEMS and NEMS actuators, has been investigated using of a Euler-Bernoulli beam continuous model. In the proposed nonlinear model, the electrostatic fringing-fields and the mid-plane stretching (geometric nonlinearity) effects have been considered. The nonlinear integro-differential equation governing the static structural behavior of the actuator has been derived. An original Galerkin-based reduced-order model has been developed to avoid problems arising from the nonlinearities in the differential equation. The obtained reduced-order model equations have been solved numerically using the Newton-Raphson method. The basic design parameters such as the pull-in parameters (voltage and deflection at pull-in), as well as the detachment length due to the van der Waals force of some investigated micro- and nano-actuators have been calculated. The obtained numerical results have been compared with some other existing methods (finite-elements method and finite-difference method) and the comparison showed good agreement among all assumed numerical techniques.

Keywords: MEMS, NEMS, fringing-fields, mid-plane stretching, Galerkin method.

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8440 Analysis of a Self-Acting Air Journal Bearing: Effect of Dynamic Deformation of Bump Foil

Authors: H. Bensouilah, H. Boucherit, M. Lahmar

Abstract:

A theoretical investigation on the effects of both steady-state and dynamic deformations of the foils on the dynamic performance characteristics of a self-acting air foil journal bearing operating under small harmonic vibrations is proposed. To take into account the dynamic deformations of foils, the perturbation method is used for determining the gas-film stiffness and damping coefficients for given values of excitation frequency, compressibility number, and compliance factor of the bump foil. The nonlinear stationary Reynolds’ equation is solved by means of the Galerkins’ finite element formulation while the finite differences method are used to solve the first order complex dynamic equations resulting from the perturbation of the nonlinear transient compressible Reynolds’ equation. The stiffness of a bump is uniformly distributed throughout the bearing surface (generation I bearing). It was found that the dynamic properties of the compliant finite length journal bearing are significantly affected by the compliance of foils especially whenthe dynamic deformation of foils is considered in addition to the static one by applying the principle of superposition.

Keywords: Elasto-aerodynamic lubrication, Air foil bearing, Steady-state deformation, Dynamic deformation, Stiffness and damping coefficients, Perturbation method, Fluid-structure interaction, Galerk infinite element method, Finite difference method.

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8439 On CR-Structure and F-Structure Satisfying Polynomial Equation

Authors: Manisha Kankarej

Abstract:

The purpose of this paper is to show a relation between CR structure and F-structure satisfying polynomial equation. In this paper, we have checked the significance of CR structure and F-structure on Integrability conditions and Nijenhuis tensor. It was proved that all the properties of Integrability conditions and Nijenhuis tensor are satisfied by CR structures and F-structure satisfying polynomial equation.

Keywords: CR-submainfolds, CR-structure, Integrability condition & Nijenhuis tensor.

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8438 Radiation Heat Transfer Effect in Solid Oxide Fuel Cell: Application of the Lattice Boltzmann Method

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

Abstract:

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

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

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8437 Dynamic Measurement System Modeling with Machine Learning Algorithms

Authors: Changqiao Wu, Guoqing Ding, Xin Chen

Abstract:

In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.

Keywords: Dynamic system modeling, neural network, normal equation, second order gradient descent.

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8436 Parallel Explicit Group Domain Decomposition Methods for the Telegraph Equation

Authors: Kew Lee Ming, Norhashidah Hj. Mohd. Ali

Abstract:

In a previous work, we presented the numerical solution of the two dimensional second order telegraph partial differential equation discretized by the centred and rotated five-point finite difference discretizations, namely the explicit group (EG) and explicit decoupled group (EDG) iterative methods, respectively. In this paper, we utilize a domain decomposition algorithm on these group schemes to divide the tasks involved in solving the same equation. The objective of this study is to describe the development of the parallel group iterative schemes under OpenMP programming environment as a way to reduce the computational costs of the solution processes using multicore technologies. A detailed performance analysis of the parallel implementations of points and group iterative schemes will be reported and discussed.

Keywords: Telegraph equation, explicit group iterative scheme, domain decomposition algorithm, parallelization.

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8435 Crank-Nicolson Difference Scheme for the Generalized Rosenau-Burgers Equation

Authors: Kelong Zheng, Jinsong Hu,

Abstract:

In this paper, numerical solution for the generalized Rosenau-Burgers equation is considered and Crank-Nicolson finite difference scheme is proposed. Existence of the solutions for the difference scheme has been shown. Stability, convergence and priori error estimate of the scheme are proved. Numerical results demonstrate that the scheme is efficient and reliable.

Keywords: Generalized Rosenau-Burgers equation, difference scheme, stability, convergence.

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8434 Coupled Galerkin-DQ Approach for the Transient Analysis of Dam-Reservoir Interaction

Authors: S. A. Eftekhari

Abstract:

In this paper, a numerical algorithm using a coupled Galerkin-Differential Quadrature (DQ) method is proposed for the solution of dam-reservoir interaction problem. The governing differential equation of motion of the dam structure is discretized by the Galerkin method and the DQM is used to discretize the fluid domain. The resulting systems of ordinary differential equations are then solved by the Newmark time integration scheme. The mixed scheme combines the simplicity of the Galerkin method and high accuracy and efficiency of the DQ method. Its accuracy and efficiency are demonstrated by comparing the calculated results with those of the existing literature. It is shown that highly accurate results can be obtained using a small number of Galerkin terms and DQM sampling points. The technique presented in this investigation is general and can be used to solve various fluid-structure interaction problems.

Keywords: Dam-reservoir system, Differential quadrature method, Fluid-structure interaction, Galerkin method, Integral quadrature method.

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8433 Power Series Form for Solving Linear Fredholm Integral Equations of Second Order via Banach Fixed Point Theorem

Authors: Adil AL-Rammahi

Abstract:

In this paper, a new method for solution of second order linear Fredholm integral equation in power series form was studied. The result is obtained by using Banach fixed point theorem.

Keywords: Fredholm integral equation, power series, Banach fixed point theorem, Linear Systems.

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8432 An Efficient Method for Load−Flow Solution of Radial Distribution Networks

Authors: Smarajit Ghosh , Karma Sonam Sherpa

Abstract:

This paper reports a new and accurate method for load-flow solution of radial distribution networks with minimum data preparation. The node and branch numbering need not to be sequential like other available methods. The proposed method does not need sending-node, receiving-node and branch numbers if these are sequential. The proposed method uses the simple equation to compute the voltage magnitude and has the capability to handle composite load modelling. The proposed method uses the set of nodes of feeder, lateral(s) and sub lateral(s). The effectiveness of the proposed method is compared with other methods using two examples. The detailed load-flow results for different kind of load-modellings are also presented.

Keywords: Load−flow, Feeder, Lateral, Power, Voltage, Composite, Exponential

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8431 Solution of S3 Problem of Deformation Mechanics for a Definite Condition and Resulting Modifications of Important Failure Theories

Authors: Ranajay Bhowmick

Abstract:

Analysis of stresses for an infinitesimal tetrahedron leads to a situation where we obtain a cubic equation consisting of three stress invariants. This cubic equation, when solved for a definite condition, gives the principal stresses directly without requiring any cumbersome and time-consuming trial and error methods or iterative numerical procedures. Since the failure criterion of different materials are generally expressed as functions of principal stresses, an attempt has been made in this study to incorporate the solutions of the cubic equation in the form of principal stresses, obtained for a definite condition, into some of the established failure theories to determine their modified descriptions. It has been observed that the failure theories can be represented using the quadratic stress invariant and the orientation of the principal plane.

Keywords: Cubic equation, stress invariant, trigonometric, explicit solution, principal stress, failure criterion.

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8430 An Efficient Backward Semi-Lagrangian Scheme for Nonlinear Advection-Diffusion Equation

Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim

Abstract:

In this paper, a backward semi-Lagrangian scheme combined with the second-order backward difference formula is designed to calculate the numerical solutions of nonlinear advection-diffusion equations. The primary aims of this paper are to remove any iteration process and to get an efficient algorithm with the convergence order of accuracy 2 in time. In order to achieve these objects, we use the second-order central finite difference and the B-spline approximations of degree 2 and 3 in order to approximate the diffusion term and the spatial discretization, respectively. For the temporal discretization, the second order backward difference formula is applied. To calculate the numerical solution of the starting point of the characteristic curves, we use the error correction methodology developed by the authors recently. The proposed algorithm turns out to be completely iteration free, which resolves the main weakness of the conventional backward semi-Lagrangian method. Also, the adaptability of the proposed method is indicated by numerical simulations for Burgers’ equations. Throughout these numerical simulations, it is shown that the numerical results is in good agreement with the analytic solution and the present scheme offer better accuracy in comparison with other existing numerical schemes.

Keywords: Semi-Lagrangian method, Iteration free method, Nonlinear advection-diffusion equation.

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8429 Vortex-Induced Vibration Characteristics of an Elastic Circular Cylinder

Authors: T. Li, J.Y. Zhang, W.H. Zhang, M.H. Zhu

Abstract:

A numerical simulation of vortex-induced vibration of a 2-dimensional elastic circular cylinder with two degree of freedom under the uniform flow is calculated when Reynolds is 200. 2-dimensional incompressible Navier-Stokes equations are solved with the space-time finite element method, the equation of the cylinder motion is solved with the new explicit integral method and the mesh renew is achieved by the spring moving mesh technology. Considering vortex-induced vibration with the low reduced damping parameter, the variety trends of the lift coefficient, the drag coefficient, the displacement of cylinder are analyzed under different oscillating frequencies of cylinder. The phenomena of locked-in, beat and phases-witch were captured successfully. The evolution of vortex shedding from the cylinder with time is discussed. There are very similar trends in characteristics between the results of the one degree of freedom cylinder model and that of the two degree of freedom cylinder model. The streamwise vibrations have a certain effect on the lateral vibrations and their characteristics.

Keywords: Fluid-structure interaction, Navier-Stokes equation, Space-time finite element method, vortex-induced vibration.

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8428 Flutter Analysis of Slender Beams with Variable Cross Sections Based on Integral Equation Formulation

Authors: Z. El Felsoufi, L. Azrar

Abstract:

This paper studies a mathematical model based on the integral equations for dynamic analyzes numerical investigations of a non-uniform or multi-material composite beam. The beam is subjected to a sub-tangential follower force and elastic foundation. The boundary conditions are represented by generalized parameterized fixations by the linear and rotary springs. A mathematical formula based on Euler-Bernoulli beam theory is presented for beams with variable cross-sections. The non-uniform section introduces non-uniformity in the rigidity and inertia of beams and consequently, more complicated equilibrium who governs the equation. Using the boundary element method and radial basis functions, the equation of motion is reduced to an algebro-differential system related to internal and boundary unknowns. A generalized formula for the deflection, the slope, the moment and the shear force are presented. The free vibration of non-uniform loaded beams is formulated in a compact matrix form and all needed matrices are explicitly given. The dynamic stability analysis of slender beam is illustrated numerically based on the coalescence criterion. A realistic case related to an industrial chimney is investigated.

Keywords: Chimney, BEM and integral equation formulation, non uniform cross section, vibration and Flutter.

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8427 Convective Heat Transfer of Viscoelastic Flow in a Curved Duct

Authors: M. Norouzi, M. H. Kayhani, M. R. H. Nobari, M. Karimi Demneh

Abstract:

In this paper, fully developed flow and heat transfer of viscoelastic materials in curved ducts with square cross section under constant heat flux have been investigated. Here, staggered mesh is used as computational grids and flow and heat transfer parameters have been allocated in this mesh with marker and cell method. Numerical solution of governing equations has being performed with FTCS finite difference method. Furthermore, Criminale-Eriksen- Filbey (CEF) constitutive equation has being used as viscoelastic model. CEF constitutive equation is a suitable model for studying steady shear flow of viscoelastic materials which is able to model both effects of the first and second normal stress differences. Here, it is shown that the first and second normal stresses differences have noticeable and inverse effect on secondary flows intensity and mean Nusselt number which is the main novelty of current research.

Keywords: Viscoelastic, fluid flow, heat convection, CEF model, curved duct, square cross section.

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8426 Complex Fuzzy Evolution Equation with Nonlocal Conditions

Authors: Abdelati El Allaoui, Said Melliani, Lalla Saadia Chadli

Abstract:

The objective of this paper is to study the existence and uniqueness of Mild solutions for a complex fuzzy evolution equation with nonlocal conditions that accommodates the notion of fuzzy sets defined by complex-valued membership functions. We first propose definition of complex fuzzy strongly continuous semigroups. We then give existence and uniqueness result relevant to the complex fuzzy evolution equation.

Keywords: Complex fuzzy evolution equations, nonlocal conditions, mild solution, complex fuzzy semigroups.

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8425 A New Approximate Procedure Based On He’s Variational Iteration Method for Solving Nonlinear Hyperbolic Wave Equations

Authors: Jinfeng Wang, Yang Liu, Hong Li

Abstract:

In this article, we propose a new approximate procedure based on He’s variational iteration method for solving nonlinear hyperbolic equations. We introduce two transformations q = ut and σ = ux and formulate a first-order system of equations. We can obtain the approximation solution for the scalar unknown u, time derivative q = ut and space derivative σ = ux, simultaneously. Finally, some examples are provided to illustrate the effectiveness of our method.

Keywords: Hyperbolic wave equation, Nonlinear, He’s variational iteration method, Transformations

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8424 Group Similarity Transformation of a Time Dependent Chemical Convective Process

Authors: M. M. Kassem, A. S. Rashed

Abstract:

The time dependent progress of a chemical reaction over a flat horizontal plate is here considered. The problem is solved through the group similarity transformation method which reduces the number of independent by one and leads to a set of nonlinear ordinary differential equation. The problem shows a singularity at the chemical reaction order n=1 and is analytically solved through the perturbation method. The behavior of the process is then numerically investigated for n≠1 and different Schmidt numbers. Graphical results for the velocity and concentration of chemicals based on the analytical and numerical solutions are presented and discussed.

Keywords: Time dependent, chemical convection, grouptransformation method, perturbation method.

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8423 Group Contribution Parameters for Nonrandom Lattice Fluid Equation of State involving COSMO-RS

Authors: Alexander Breitholz, Wolfgang Arlt, Ki-Pung Yoo

Abstract:

Group contribution based models are widely used in industrial applications for its convenience and flexibility. Although a number of group contribution models have been proposed, there were certain limitations inherent to those models. Models based on group contribution excess Gibbs free energy are limited to low pressures and models based on equation of state (EOS) cannot properly describe highly nonideal mixtures including acids without introducing additional modification such as chemical theory. In the present study new a new approach derived from quantum chemistry have been used to calculate necessary EOS group interaction parameters. The COSMO-RS method, based on quantum mechanics, provides a reliable tool for fluid phase thermodynamics. Benefits of the group contribution EOS are the consistent extension to hydrogen-bonded mixtures and the capability to predict polymer-solvent equilibria up to high pressures. The authors are confident that with a sufficient parameter matrix the performance of the lattice EOS can be improved significantly.

Keywords: COSMO-RS, Equation of State, Group contribution, Lattice Fluid, Phase equilibria.

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8422 Periodic Solutions for a Higher Order Nonlinear Neutral Functional Differential Equation

Authors: Yanling Zhu

Abstract:

In this paper, a higher order nonlinear neutral functional differential equation with distributed delay is studied by using the continuation theorem of coincidence degree theory. Some new results on the existence of periodic solutions are obtained.

Keywords: Neutral functional differential equation, higher order, periodic solution, coincidence degree theory.

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8421 Hydrodynamic Modeling of Infinite Reservoir using Finite Element Method

Authors: M. A. Ghorbani, M. Pasbani Khiavi

Abstract:

In this paper, the dam-reservoir interaction is analyzed using a finite element approach. The fluid is assumed to be incompressible, irrotational and inviscid. The assumed boundary conditions are that the interface of the dam and reservoir is vertical and the bottom of reservoir is rigid and horizontal. The governing equation for these boundary conditions is implemented in the developed finite element code considering the horizontal and vertical earthquake components. The weighted residual standard Galerkin finite element technique with 8-node elements is used to discretize the equation that produces a symmetric matrix equation for the damreservoir system. A new boundary condition is proposed for truncating surface of unbounded fluid domain to show the energy dissipation in the reservoir, through radiation in the infinite upstream direction. The Sommerfeld-s and perfect damping boundary conditions are also implemented for a truncated boundary to compare with the proposed far end boundary. The results are compared with an analytical solution to demonstrate the accuracy of the proposed formulation and other truncated boundary conditions in modeling the hydrodynamic response of an infinite reservoir.

Keywords: Reservoir, finite element, truncated boundary, hydrodynamic pressure

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8420 Study of Natural Convection in a Triangular Cavity Filled with Water: Application of the Lattice Boltzmann Method

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

Abstract:

The Lattice Boltzmann Method (LBM) with double populations is applied to solve the steady-state laminar natural convective heat transfer in a triangular cavity filled with water. The bottom wall is heated, the vertical wall is cooled, and the inclined wall is kept adiabatic. The buoyancy effect was modeled by applying the Boussinesq approximation to the momentum equation. The fluid velocity is determined by D2Q9 LBM and the energy equation is discritized by D2Q4 LBM to compute the temperature field. Comparisons with previously published work are performed and found to be in excellent agreement. Numerical results are obtained for a wide range of parameters: the Rayleigh number from  to  and the inclination angle from 0° to 360°. Flow and thermal fields were exhibited by means of streamlines and isotherms. It is observed that inclination angle can be used as a relevant parameter to control heat transfer in right-angled triangular enclosures.

 

Keywords: Heat transfer, inclination angle, Lattice Boltzmann Method, Nusselt number, Natural convection, Rayleigh number.

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8419 Predictions of Dynamic Behaviors for Gas Foil Bearings Operating at Steady-State Based on Multi-Physics Coupling Computer Aided Engineering Simulations

Authors: Tai Yuan Yu, Pei-Jen Wang

Abstract:

A simulation scheme of rotational motions for predictions of bump-type gas foil bearings operating at steady-state is proposed. The scheme is based on multi-physics coupling computer aided engineering packages modularized with computational fluid dynamic model and structure elasticity model to numerically solve the dynamic equation of motions of a hydrodynamic loaded shaft supported by an elastic bump foil. The bump foil is assumed to be modelled as infinite number of Hookean springs mounted on stiff wall. Hence, the top foil stiffness is constant on the periphery of the bearing housing. The hydrodynamic pressure generated by the air film lubrication transfers to the top foil and induces elastic deformation needed to be solved by a finite element method program, whereas the pressure profile applied on the top foil must be solved by a finite element method program based on Reynolds Equation in lubrication theory. As a result, the equation of motions for the bearing shaft are iteratively solved via coupling of the two finite element method programs simultaneously. In conclusion, the two-dimensional center trajectory of the shaft plus the deformation map on top foil at constant rotational speed are calculated for comparisons with the experimental results.

Keywords: Computational fluid dynamics, fluid structure interaction multi-physics simulations, gas foil bearing, load capacity.

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8418 Noise Analysis of Single-Ended Input Differential Amplifier using Stochastic Differential Equation

Authors: Tarun Kumar Rawat, Abhirup Lahiri, Ashish Gupta

Abstract:

In this paper, we analyze the effect of noise in a single- ended input differential amplifier working at high frequencies. Both extrinsic and intrinsic noise are analyzed using time domain method employing techniques from stochastic calculus. Stochastic differential equations are used to obtain autocorrelation functions of the output noise voltage and other solution statistics like mean and variance. The analysis leads to important design implications and suggests changes in the device parameters for improved noise characteristics of the differential amplifier.

Keywords: Single-ended input differential amplifier, Noise, stochastic differential equation, mean and variance.

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8417 An Examination and Validation of the Theoretical Resistivity-Temperature Relationship for Conductors

Authors: Fred Lacy

Abstract:

Electrical resistivity is a fundamental parameter of metals or electrical conductors. Since resistivity is a function of temperature, in order to completely understand the behavior of metals, a temperature dependent theoretical model is needed. A model based on physics principles has recently been developed to obtain an equation that relates electrical resistivity to temperature. This equation is dependent upon a parameter associated with the electron travel time before being scattered, and a parameter that relates the energy of the atoms and their separation distance. Analysis of the energy parameter reveals that the equation is optimized if the proportionality term in the equation is not constant but varies over the temperature range. Additional analysis reveals that the theoretical equation can be used to determine the mean free path of conduction electrons, the number of defects in the atomic lattice, and the ‘equivalent’ charge associated with the metallic bonding of the atoms. All of this analysis provides validation for the theoretical model and provides insight into the behavior of metals where performance is affected by temperatures (e.g., integrated circuits and temperature sensors).

Keywords: Callendar–van Dusen, conductivity, mean free path, resistance temperature detector, temperature sensor.

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8416 On Modified Numerical Schemes in Vortex Element Method for 2D Flow Simulation Around Airfoils

Authors: Ilia Marchevsky, Victoriya Moreva

Abstract:

The problem of incompressible steady flow simulation around an airfoil is discussed. For some simplest airfoils (circular, elliptical, Zhukovsky airfoils) the exact solution is known from complex analysis. It allows to compute the intensity of vortex layer which simulates the airfoil. Some modifications of the vortex element method are proposed and test computations are carried out. It-s shown that the these approaches are much more effective in comparison with the classical numerical scheme.

Keywords: Vortex element method, vortex layer, integral equation, ill-conditioned matrix.

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8415 Effect of the Rise/Span Ratio of a Spherical Cap Shell on the Buckling Load

Authors: Peter N. Khakina, Mohammed I. Ali, Enchun Zhu, Huazhang Zhou, Baydaa H. Moula

Abstract:

Rise/span ratio has been mentioned as one of the reasons which contribute to the lower buckling load as compared to the Classical theory buckling load but this ratio has not been quantified in the equation. The purpose of this study was to determine a more realistic buckling load by quantifying the effect of the rise/span ratio because experiments have shown that the Classical theory overestimates the load. The buckling load equation was derived based on the theorem of work done and strain energy. Thereafter, finite element modeling and simulation using ABAQUS was done to determine the variables that determine the constant in the derived equation. The rise/span was found to be the determining factor of the constant in the buckling load equation. The derived buckling load correlates closely to the load obtained from experiments.

Keywords: Buckling, Finite element, Rise/span ratio, Sphericalcap

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8414 Explicit Solution of an Investment Plan for a DC Pension Scheme with Voluntary Contributions and Return Clause under Logarithm Utility

Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase

Abstract:

The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.

Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.

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8413 Assessment Tool for Social Responsibility Performance According to the ISO 26000

Authors: W. Fethallah, L. Chraibi, N. Sefiani

Abstract:

The present paper is concerned with a statistical approach involving latent and manifest variables applied in order to assess the organization's social responsibility performance. The main idea is to develop an assessment tool and a measurement of the Social Responsibility Performance, enabling the company to characterize her performance regarding to the ISO 26000 standard's seven core subjects. For this, we conceptualize a structural equation modeling (SEM) which describes various causal connections between the Social Responsibility’s components. The SEM’s resolution is based on the Partial Least squares (PLS) method and the implementation is running in the XLSTAT software.

Keywords: Corporate social responsibility, latent and manifest variable, partial least squares, structural equation model.

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