Search results for: Mathematical structure

Authors: Ashish Saini, A.K. Saxena

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In competitive electricity markets all over the world, an adoption of suitable transmission pricing model is a problem as transmission segment still operates as a monopoly. Transmission pricing is an important tool to promote investment for various transmission services in order to provide economic, secure and reliable electricity to bulk and retail customers. The nodal pricing based on SRMC (Short Run Marginal Cost) is found extremely useful by researchers for sending correct economic signals. The marginal prices must be determined as a part of solution to optimization problem i.e. to maximize the social welfare. The need to maximize the social welfare subject to number of system operational constraints is a major challenge from computation and societal point of views. The purpose of this paper is to present a nodal transmission pricing model based on SRMC by developing new mathematical expressions of real and reactive power marginal prices using GA-Fuzzy based optimal power flow framework. The impacts of selecting different social welfare functions on power marginal prices are analyzed and verified with results reported in literature. Network revenues for two different power systems are determined using expressions derived for real and reactive power marginal prices in this paper.

Keywords: Deregulation, electricity markets, nodal pricing, social welfare function, short run marginal cost.

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Authors: S.H. Mirtalaie, M.A. Hajabasi

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In this paper, an analytical approach is used to study the coupled lateral-torsional vibrations of laminated composite beam. It is known that in such structures due to the fibers orientation in various layers, any lateral displacement will produce a twisting moment. This phenomenon is modeled by the bending-twisting material coupling rigidity and its main feature is the coupling of lateral and torsional vibrations. In addition to the material coupling, the effects of shear deformation and rotary inertia are taken into account in the definition of the potential and kinetic energies. Then, the governing differential equations are derived using the Hamilton-s principle and the mathematical model matches the Timoshenko beam model when neglecting the effect of bending-twisting rigidity. The equations of motion which form a system of three coupled PDEs are solved analytically to study the free vibrations of the beam in lateral and rotational modes due to the bending, as well as the torsional mode caused by twisting. The analytic solution is carried out in three steps: 1) assuming synchronous motion for the kinematic variables which are the lateral, rotational and torsional displacements, 2) solving the ensuing eigenvalue problem which contains three coupled second order ODEs and 3) imposing different boundary conditions related to combinations of simply, clamped and free end conditions. The resulting natural frequencies and mode shapes are compared with similar results in the literature and good agreement is achieved.

Keywords: Free vibration, laminated composite beam, material coupling, state space.

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Authors: Seksan Chunothaisawat, Pongchanun Luangpaiboon

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There are two common types of operational research techniques, optimisation and metaheuristic methods. The latter may be defined as a sequential process that intelligently performs the exploration and exploitation adopted by natural intelligence and strong inspiration to form several iterative searches. An aim is to effectively determine near optimal solutions in a solution space. In this work, a type of metaheuristics called Ant Colonies Optimisation, ACO, inspired by a foraging behaviour of ants was adapted to find optimal solutions of eight non-linear continuous mathematical models. Under a consideration of a solution space in a specified region on each model, sub-solutions may contain global or multiple local optimum. Moreover, the algorithm has several common parameters; number of ants, moves, and iterations, which act as the algorithm-s driver. A series of computational experiments for initialising parameters were conducted through methods of Rigid Simplex, RS, and Modified Simplex, MSM. Experimental results were analysed in terms of the best so far solutions, mean and standard deviation. Finally, they stated a recommendation of proper level settings of ACO parameters for all eight functions. These parameter settings can be applied as a guideline for future uses of ACO. This is to promote an ease of use of ACO in real industrial processes. It was found that the results obtained from MSM were pretty similar to those gained from RS. However, if these results with noise standard deviations of 1 and 3 are compared, MSM will reach optimal solutions more efficiently than RS, in terms of speed of convergence.

Keywords: Ant colony optimisation, metaheuristics, modified simplex, non-linear, rigid simplex.

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Authors: Chanin Park, Sundarapandian Thangapandian, Yuno Lee, Minky Son, Shalini John, Young-sik Sohn, Keun Woo Lee

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Hypertension is characterized with stress on the heart and blood vessels thus increasing the risk of heart attack and renal diseases. The Renin angiotensin system (RAS) plays a major role in blood pressure control. Renin is the enzyme that controls the RAS at the rate-limiting step. Our aim is to develop new drug-like leads which can inhibit renin and thereby emerge as therapeutics for hypertension. To achieve this, molecular dynamics (MD) simulation and receptor-based pharmacophore modeling were implemented, and three rennin-inhibitor complex structures were selected based on IC50 value and scaffolds of inhibitors. Three pharmacophore models were generated considering conformations induced by inhibitor. The compounds mapped to these models were selected and subjected to drug-like screening. The identified hits were docked into the active site of renin. Finally, hit1 satisfying the binding mode and interaction energy was selected as possible lead candidate to be used in novel renin inhibitors.

Keywords: Renin inhibitor, Molecular dynamics simulation, Structure-based pharmacophore modeling

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Authors: A. Abdikian

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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: Luan Mavriqi, Ilma Robo, Emin Kuzimi, Egresa Baca

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The process of skeletal growth in an adolescent significantly affects the displacement of implants placed in the palatine suture. The problems caused by this process have an impact on the dental function and aesthetics of the affected data. If fixed prostheses are placed based on implants, the whole structure would impede maxillary growth. This is the significant difference between the maxilla and the mandible, as the lower jaw has no growth process that affects the movement of the implants or the latter to inhibit the growth of the jaw. In a teenager patient an accident occurred accompanied by loss of maxillary central incisors. The main complaint of patients is aesthetics and phonetics. Dental history of patients refers to the presence of a Maryland bridge that was accompanied by dissatisfaction on the part of the patient. Implant placement is not indicated as jaw augmentation may lead to displacement of the implant. The treatment plan includes the placement of implants in the palatum where this bone thickness allows as a procedure.in this article only the first stage of treatment is presented. Implant treatment is ongoing, will be followed by the second phase of treatment when the patient has reached the age of 18 years.

Keywords: Implants, palatum, adolescent, primary incisor teeth.

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Authors: M. M. Rahman, Md. Ashikur Rahman Khan, K. Kadirgama M. M. Noor, Rosli A. Bakar

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This paper deals optimized model to investigate the effects of peak current, pulse on time and pulse off time in EDM performance on material removal rate of titanium alloy utilizing copper tungsten as electrode and positive polarity of the electrode. The experiments are carried out on Ti6Al4V. Experiments were conducted by varying the peak current, pulse on time and pulse off time. A mathematical model is developed to correlate the influences of these variables and material removal rate of workpiece. Design of experiments (DOE) method and response surface methodology (RSM) techniques are implemented. The validity test of the fit and adequacy of the proposed models has been carried out through analysis of variance (ANOVA). The obtained results evidence that as the material removal rate increases as peak current and pulse on time increases. The effect of pulse off time on MRR changes with peak ampere. The optimum machining conditions in favor of material removal rate are verified and compared. The optimum machining conditions in favor of material removal rate are estimated and verified with proposed optimized results. It is observed that the developed model is within the limits of the agreeable error (about 4%) when compared to experimental results. This result leads to desirable material removal rate and economical industrial machining to optimize the input parameters.

Keywords: Ti-6Al-4V, material removal rate, copper tungsten, positive polarity, RSM.

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Authors: Joon-Hyung Kim, Him-Chan Lee, Jin-Hyuk Kim, Yong-Kab Lee, Young-Seok Choi

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The crude oil in an oil well exists in various phases such as gas, seawater, and sand, as well as oil. Therefore, a phase separator is needed at the front of a single-phase pump for pressurization and transfer. On the other hand, the application of a multiphase pump can provide such advantages as simplification of the equipment structure and cost savings, because there is no need for a phase separation process. Therefore, the crude oil transfer method using a multiphase pump is being applied to recently developed oil wells. Due to this increase in demand, technical demands for the development of multiphase pumps are sharply increasing, but the progress of research into related technologies is insufficient, due to the nature of multiphase pumps that require high levels of skills. This study was conducted to verify the reliability of pump performance evaluation using numerical analysis, which is the basis of the development of a multiphase pump. For this study, a model was designed by selecting the specifications of this study. The performance of the designed model was evaluated through numerical analysis and experiment. The results of the performance evaluation were compared to verify the reliability of the result using numerical analysis.

Keywords: Multiphase pump, Numerical analysis, Experiment, Performance evaluation, Reliability verification.

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Authors: T. Prommi, P. Thamsenanupap

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The influence of physicochemical water quality parameters on the abundance and diversity of caddisfly larvae was studied in seven sampling stations in Mae Tao and Mae Ku watersheds, Mae Sot District, Tak Province, northern Thailand. The streams: MK2 and MK8 as reference site, and impacted streams (MT1-MT5) were sampled bi-monthly during July 2011 to May 2012. A total of 4,584 individual of caddisfly larvae belonging to 10 family and 17 genera were found. The larvae of family Hydropsychidae were the most abundance, followed by Philopotamidae, Odontoceridae, and Leptoceridae, respectively. The genus Cheumatopsyche, Hydropsyche, and Chimarra were the most abundance genera in this study. Results of CCA ordination showed the total dissolved solids, sulfate, water temperature, dissolved oxygen and pH were the most important physicochemical factors to affect distribution of caddisflies communities. Changes in the caddisfly fauna may indicate changes in physicochemical factors owing to agricultural pollution, urbanization, or other human activities. Results revealed that the order Trichoptera, identified to species or genus, can be potentially used to assess environmental water quality status in freshwater ecosystems.

Keywords: Caddisfly larvae, environmental variables, diversity, streams.

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Authors: Waqas Saleem, Fan Yuqing

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A strategy is implemented to find the improved configuration design of an existing aircraft structure by executing topology and shape optimizations. Structural analysis of the Initial Design Space is performed in ANSYS under the loads pertinent to operating and ground conditions. By using the FEA results and data, an initial optimized layout configuration is attained by exploiting nonparametric topology optimization in TOSCA software. Topological optimized surfaces are then smoothened and imported in ANSYS to develop the geometrical features. Nodes at the critical locations of resulting voids are selected for sketching rough profiles. Rough profiles are further refined and CAD feasible geometric features are generated. The modified model is then analyzed under the same loadings and constraints as defined for topology optimization. Shape at the peak stress concentration areas are further optimized by exploiting the shape optimization in TOSCA.shape module. The harmonized stressed model with the modified surfaces is then imported in CATIA to develop the final design.

Keywords: Structural optimization, Topology optimization, Shape optimization, Tail fin

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Authors: V. Goremikins, K. Rocens, D. Serdjuks

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Suspended cable structures are most preferable for large spans covering due to rational use of structural materials, but the problem of suspended cable structures is initial shape change under the action of non-symmetrical load. The problem can be solved by increasing of relation of dead weight and imposed load, but this methods cause increasing of materials consumption.Prestressed cable truss usage is another way how the problem of shape change under the action of non-symmetrical load can be fixed. The better results can be achieved if we replace top chord with cable truss with cross web. Rational structure of the cable truss for prestressed cable truss top chord was developed using optimization realized in FEM program ANSYS 12 environment. Single cable and cable truss model work was discovered.Analytical and model testing results indicate, that usage of cable truss with the cross web as a top chord of prestressed cable truss instead of single cable allows to reduce total displacements by 13-16% in the case of non-symmetrical load. In case of uniformly distributed load single cable is preferable.

Keywords: Cable trusses, Non-symmetrical load, Cable truss models, Vertical displacements

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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: N. Sanmanee, K. Panishkan, K. Obsuwan, S. Dharmvanij

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The increments of aromatic structures are widely used to monitor the degree of humification. Compost derived from mix manures mixed with agricultural wastes was studied. The compost collected at day 0, 7, 14, 21, 28, 35, 49, 77, 91, 105, and 119 was divided into 3 stages, initial stage at day 0, thermophilic stage during day 1-48, and mature stage during day 49-119. The change of highest absorptions at wavelength range between 210-235 nm during day 0- 49 implied that small molecules such as nitrates and carboxylic occurred faster than the aromatic molecules that were found at wavelength around 280 nm. The ratio of electron-transfer band at wavelength 253 nm by the benzonoid band at wavelength 230 nm (E253/E230) also gradually increased during the fermenting period indicating the presence of O-containing functional groups. This was in agreement with the shift change from aliphatic to aromatic structures as shown by the relationship with C/N and H/C ratios (r = - 0.631 and -0.717, p< 0.05) since both were decreasing. Although the amounts of humic acid (HA) were not different much during the humification process, the UV spectral deconvolution showed better qualitative characteristics to help in determining the compost quality. From this study, the compost should be used at day 49 and should not be kept longer than 3 months otherwise the quality of HA would decline regardless of the amounts of HA that might be rising. This implied that other processes, such as mineralization had an influence on the humification process changing HA-s structure and its qualities.

Keywords: Compost maturity, UV spectroscopy, humification, humic acid

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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: 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: Cristian Păuna

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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: Merve Ozer, Tolga Gokkurt, Yasemen Gokkurt, Ezgi Bozbey

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In this study, research has been conducted on the recovery of automotive textile waste, which has heavy use in the automotive sector and consists of PET/PP content, through the upcycling technique of post-product and post-consumer usage. The aim is to investigate the formulation and production methods that will enable the substitution of original PP raw materials, used in the production of plastic edge bands, with PP/PET alloys. The lamination structure of the mentioned waste makes it impossible to separate the incompatible PP and PET phases, thereby hindering the production of high-quality raw materials or products through recycling. In this study, a comprehensive process was examined through a two-step production process using different types of block and maleic-grafted copolymers to achieve compatibility between these two incompatible phases. The obtained plastic raw materials, referred to as PP/PET blends, were examined in detail, with a focus on their mechanical, thermal, and morphological properties, to discuss their substitutability for the original raw materials.

Keywords: Twin screw extruders, mechanical recycling, melt blending, plastic blends, polyethylene, polypropylene, recycling of plastics.

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Authors: Hazem M. El-Bakry

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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: Kateřina Jurdová

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Hanging to the trapezoidal sheet by decking hanger is a very widespread solution used in civil engineering to lead the distribution of energy, sanitary, air distribution system etc. under the roof or floor structure. The trapezoidal decking hanger is usually a part of the whole installation system for specific distribution medium. The leading companies offer installation systems for each specific distribution e.g. pipe rings, sprinkler systems, installation channels etc. Every specific part is connected to the base connector which is decking hanger. The own connection has three main components: decking hanger, threaded bar with nuts and web of trapezoidal sheet. The aim of this contribution is determinate the failure mechanism of each component in connection. Load bearing capacity of most components in connection could be calculated by formulas in European codes. This contribution is focused on problematic of bearing resistance of threaded bar in web of trapezoidal sheet. This issue is studied by experimental research and numerical modelling. This contribution presented the initial results of experiment which is compared with numerical model of specimen.

Keywords: Decking hanger, concentrated load, connection, load bearing capacity, trapezoidal metal sheet.

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Authors: Xiaodong Xu, Dan Zhao, Xiujuan Chang, Chunming Li, Huiyun Zhou, Xin Li, Qiang Shi, Shifang Luan, Jinghua Yin

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Polypropylene (PP) is one of the most commonly used plastics because of its low density, outstanding mechanical properties, and low cost. However, its drawbacks such as low surface energy, poor dyeability, lack of chemical functionalities, and poor compatibility with polar polymers and inorganic materials, have restricted the application of PP. To expand its application in biomedical materials, functionalization is considered to be the most effective way. In this study, PP was functionalized with a chiral monomer, (S)-1-acryloylpyrrolidine-2-carboxylic acid ((S)-APCA), by free-radical grafting in the solid phase. The grafting degree of PP-g-APCA was determined by chemical titration method, and the chemical structure of functionalized PP was characterized by FTIR spectroscopy, which confirmed that the chiral monomer (S)-APCA was successfully grafted onto PP. Static water contact angle results suggested that the surface hydrophilicity of PP was significantly improved by solid phase grafting and assistance of surface water treatment. Protein adsorption and platelet adhesion results showed that hemocompatibility of PP was greatly improved by grafting the chiral monomer.

Keywords: Functionalization, polypropylene, chiral monomer, hemocompatibility.

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

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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: Tamás Hartványi, Ferenc Tóth

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European telecommunication distribution center performance is measured by service lead time and quality. Operation model is CTO (customized to order) namely, a high mix customization of telecommunication network equipment and parts. CTO operation contains material receiving, warehousing, network and server assembly to order and configure based on customer specifications. Variety of the product and orders does not support mass production structure. One of the success factors to satisfy customer is to have a proper aggregated planning method for the operation in order to have optimized human resources and highly efficient asset utilization. Research will investigate several methods and find proper way to have an order book simulation where practical optimization problem may contain thousands of variables and the simulation running times of developed algorithms were taken into account with high importance. There are two operation research models that were developed, customer demand is given in orders, no change over time, customer demands are given for product types, and changeover time is constant.

Keywords: CTO, aggregated planning, demand simulation, changeover time.

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Authors: Gil Hwan Na , Woo Young Jung , Tae Kwon Ha

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Most buildings have been using anchor bolts commonly for installing outdoor advertising structures. Anchor bolts of common carbon steel are widely used and often installed indiscriminately by inadequate installation standards. In the area where strong winds frequently blow, falling accidents of outdoor advertising structures can occur and cause a serious disaster, which is very dangerous and to be prevented. In this regard, the development of high-performance anchor bolts is urgently required. In the present study, 25Cr-8Ni-1.5Si-1Mn-0.4C alloy was produced by traditional vacuum induction melting (VIM) for the application of anchor bolt. The alloy composition is revealed as a duplex microstructure from thermodynamic phase analysis by FactSage® and confirmed by metallographic experiment. Addition of Nitrogen to the alloy was found to reduce the ferritic phase domain and significantly increase the hardness and the tensile strength. Microstructure observation revealed mixed structure of austenite and ferrite with fine carbide distributed along the grain and phase boundaries.

Keywords: Anchor bolt, Duplex stainless steel, FactSage®, Hardness, Thermodynamic phase analysis.

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Authors: Prakash Devale, R. S. Prasad, Amol Dhumane, Pritesh Patil

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Now a days video data embedding approach is a very challenging and interesting task towards keeping real time video data secure. We can implement and use this technique with high-level applications. As the rate-distortion of any image is not confirmed, because the gain provided by accurate image frame segmentation are balanced by the inefficiency of coding objects of arbitrary shape, with a lot factors like losses that depend on both the coding scheme and the object structure. By using rate controller in association with the encoder one can dynamically adjust the target bitrate. This paper discusses about to keep secure videos by mixing signature data with negligible distortion in the original video, and to keep steganographic video as closely as possible to the quality of the original video. In this discussion we propose the method for embedding the signature data into separate video frames by the use of block Discrete Cosine Transform. These frames are then encoded by real time encoding H.264 scheme concepts. After processing, at receiver end recovery of original video and the signature data is proposed.

Keywords: Data Hiding, Digital Watermarking, video coding H.264, Rate Control, Block DCT.

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Authors: Aakash Subramanian, Vansh Pal Singh Makh, Abhijit Mitra

Abstract:

A new digital transceiver circuit for asynchronous frame detection is proposed where both the transmitter and receiver contain all digital components, thereby avoiding possible use of conventional devices like monostable multivibrators with unstable external components such as resistances and capacitances. The proposed receiver circuit, in particular, uses a combinational logic block yielding an output which changes its state as soon as the start bit of a new frame is detected. This, in turn, helps in generating an efficient receiver sampling clock. A data latching circuit is also used in the receiver to latch the recovered data bits in any new frame. The proposed receiver structure is also extended from 4- bit information to any general n data bits within a frame with a common expression for the output of the combinational logic block. Performance of the proposed hardware design is evaluated in terms of time delay, reliability and robustness in comparison with the standard schemes using monostable multivibrators. It is observed from hardware implementation that the proposed circuit achieves almost 33 percent speed up over any conventional circuit.

Keywords: Asynchronous Communication, Digital Detector, Combinational logic output, Sampling clock generator, Hardwareimplementation.

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Authors: Vijay Janyani, Trevor M. Benson, Ana Vukovic

Abstract:

A time-domain numerical model within the framework of transmission line modeling (TLM) is developed to simulate electromagnetic pulse propagation inside multiple microcavities forming photonic crystal (PhC) structures. The model developed is quite general and is capable of simulating complex electromagnetic problems accurately. The field quantities can be mapped onto a passive electrical circuit equivalent what ensures that TLM is provably stable and conservative at a local level. Furthermore, the circuit representation allows a high level of hybridization of TLM with other techniques and lumped circuit models of components and devices. A photonic crystal structure formed by rods (or blocks) of high-permittivity dieletric material embedded in a low-dielectric background medium is simulated as an example. The model developed gives vital spatio-temporal information about the signal, and also gives spectral information over a wide frequency range in a single run. The model has wide applications in microwave communication systems, optical waveguides and electromagnetic materials simulations.

Keywords: Computational Electromagnetics, Numerical Simulation, Transmission Line Modeling.

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

Abstract:

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: Fuyang Peng, Donghong Li

Abstract:

The aim of information systems integration is to make all the data sources, applications and business flows integrated into the new environment so that unwanted redundancies are reduced and bottlenecks and mismatches are eliminated. Two issues have to be dealt with to meet such requirements: the software architecture that supports resource integration, and the adaptor development tool that help integration and migration of legacy applications. In this paper, a service-enabled dependable integration environment (SDIE), is presented, which has two key components, i.e., a dependable service integration platform and a legacy application integration tool. For the dependable platform for service integration, the service integration bus, the service management framework, the dependable engine for service composition, and the service registry and discovery components are described. For the legacy application integration tool, its basic organization, functionalities and dependable measures taken are presented. Due to its service-oriented integration model, the light-weight extensible container, the service component combination-oriented p-lattice structure, and other features, SDIE has advantages in openness, flexibility, performance-price ratio and feature support over commercial products, is better than most of the open source integration software in functionality, performance and dependability support.

Keywords: Application integration, dependability, legacy, SOA.

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Authors: Tsung-Yen Tsai, Naveen Bunekar, Ming Hsuan Chang, Wen-Kuang Wang, Satoshi Onda

Abstract:

The structure-property relationship and initiator effect on bulk polymerized poly(methyl methacrylate) (PMMA)–oragnomodified layered silicate nanocomposites was investigated. In this study, we used 2, 2'-azobis (4-methoxy-2,4-dimethyl valeronitrile and benzoyl peroxide initiators for bulk polymerization. The bulk polymerized nanocomposites’ morphology was investigated by X-ray diffraction and transmission electron microscopy. The type of initiator strongly influences the physiochemical properties of the polymer nanocomposite. The thermal degradation of PMMA in the presence of nanofiller was studied. 5 wt% weight loss temperature (T5d) increased as compared to pure PMMA. The peak degradation temperature increased for the nanocomposites. Differential scanning calorimetry and dynamic mechanical analysis were performed to investigate the glass transition temperature and the nature of the constrained region as the reinforcement mechanism respectively. Furthermore, the optical properties such as UV-Vis and Total Luminous Transmission of nanocomposites are examined.

Keywords: Initiator, bulk polymerization, layered silicates, methyl methacrylate.

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