Search results for: Equation of state

Authors: Mohanchur Sakar, K.K.Shukla, K.S.Dasgupta

Abstract:

This paper attempts to establish the fact that Multi State Network Classification is essential for performance enhancement of Transport protocols over Satellite based Networks. A model to classify Multi State network condition taking into consideration both congestion and channel error is evolved. In order to arrive at such a model an analysis of the impact of congestion and channel error on RTT values has been carried out using ns2. The analysis results are also reported in the paper. The inference drawn from this analysis is used to develop a novel statistical RTT based model for multi state network classification. An Adaptive Multi State Proactive Transport Protocol consisting of Proactive Slow Start, State based Error Recovery, Timeout Action and Proactive Reduction is proposed which uses the multi state network state classification model. This paper also confirms through detail simulation and analysis that a prior knowledge about the overall characteristics of the network helps in enhancing the performance of the protocol over satellite channel which is significantly affected due to channel noise and congestion. The necessary augmentation of ns2 simulator is done for simulating the multi state network classification logic. This simulation has been used in detail evaluation of the protocol under varied levels of congestion and channel noise. The performance enhancement of this protocol with reference to established protocols namely TCP SACK and Vegas has been discussed. The results as discussed in this paper clearly reveal that the proposed protocol always outperforms its peers and show a significant improvement in very high error conditions as envisaged in the design of the protocol.

Keywords: GEO, ns2, Proactive TCP, SACK, Vegas

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Authors: M. Ravindra, R. Srinivasa Rao, V. Shanmukha Naga Raju

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This paper presents state estimation with Phasor Measurement Unit (PMU) allocation to obtain complete observability of network. A matrix is designed with modeling of zero injection constraints to minimize PMU allocations. State estimation algorithm is developed with optimal allocation of PMUs to find accurate states of network. The incorporation of PMU into traditional state estimation process improves accuracy and computational performance for large power systems. The nonlinearity integrated with zero injection (ZI) constraints is remodeled to linear frame to optimize number of PMUs. The problem of optimal PMU allocation is regarded with modeling of ZI constraints, PMU loss or line outage, cost factor and redundant measurements. The proposed state estimation with optimal PMU allocation has been compared with traditional state estimation process to show its importance. MATLAB programming on IEEE 14, 30, 57, and 118 bus networks is implemented out by Binary Integer Programming (BIP) method and compared with other methods to show its effectiveness.

Keywords: Observability, phasor measurement units, synchrophasors, SCADA measurements, zero injection bus.

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Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: Radial basis function, basket option, jump diffusion, RBF-PUM.

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Authors: B. Chetti, W. A. Crosby

Abstract:

The work described in this paper is an investigation of the static and dynamic characteristics of two-lobe journal bearings taking into consideration the thermal effects. A thermo-hydrodynamic solution of a finite two-lobe journal bearing is performed by solving the generalized form Reynolds equation with the energy equation, taking into consideration viscosity variation across the film thickness. The static and dynamic characteristics were numerically obtained. The results are evaluated for different values of viscosity-temperature coefficient and Peclet number. The results show that considering the thermal effects in the solution of the two-lobe journal bearing has a marked on the study of its stability.

Keywords: Two-lobe bearing, thermal effect, static and dynamic characteristics.

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Authors: Boukelkoul Lahcen

Abstract:

The cumulative costs for O&M may represent as much as 65%-90% of the turbine's investment cost. Nowadays the cost effectiveness concept becomes a decision-making and technology evaluation metric. The cost of energy metric accounts for the effect replacement cost and unscheduled maintenance cost parameters. One key of the proposed approach is the idea of maintaining the WTs which can be captured via use of a finite state Markov chain. Such a model can be embedded within a probabilistic operation and maintenance simulation reflecting the action to be done. In this paper, an approach of estimating the cost of O&M is presented. The finite state Markov model is used for decision problems with number of determined periods (life cycle) to predict the cost according to various options of maintenance.

Keywords: Cost, finite state, Markov model, operation, maintenance.

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Authors: Dongdong Zhang, Deran Zhang

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In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the occurrences of the two type claims are described by two point processes {Ni(t), t ¸ 0}, i = 1, 2, where {Ni(t), t ¸ 0} is the number of jumps during the interval (0, t] for the Markov jump process {Xi(t), t ¸ 0} . The ruin probability ª(u) of a company facing such a risk model is mainly discussed. An integral equation satisfied by the ruin probability ª(u) is obtained and the bounds for the convergence rate of the ruin probability ª(u) are given by using key-renewal theorem.

Keywords: Risk model, ruin probability, Markov jump process, integral equation.

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Authors: Sami Mutair, Yasuyuki Ikegami

Abstract:

This paper reports on the results of experimental investigations of flash evaporation from superheated jet issues vertically upward from a round straight nozzle of 81.3 mm diameter. For the investigated range of jet superheat degree and velocity, it was shown that flash evaporation enhances with initial temperature increase. Due to the increase of jet inertia and subsequently the delay of jet shattering, increase of jet velocity was found to result in increase of evaporation "delay period". An empirical equation predicts the jet evaporation completion height was developed, this equation is thought to be useful in designing the flash evaporation chamber. In attempts for enhancement of flash evaporation, use of steel wire mesh located at short distance downstream was found effective with no consequent pressure drop.

Keywords: Enhancement; Flash Evaporation; OTEC; superheated jet

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Authors: Shuenn-Yih Chang, Chiu-Li Huang

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It has been shown that a load discontinuity at the end of an impulse will result in an extra impulse and hence an extra amplitude distortion if a step-by-step integration method is employed to yield the shock response. In order to overcome this difficulty, three remedies are proposed to reduce the extra amplitude distortion. The first remedy is to solve the momentum equation of motion instead of the force equation of motion in the step-by-step solution of the shock response, where an external momentum is used in the solution of the momentum equation of motion. Since the external momentum is a resultant of the time integration of external force, the problem of load discontinuity will automatically disappear. The second remedy is to perform a single small time step immediately upon termination of the applied impulse while the other time steps can still be conducted by using the time step determined from general considerations. This is because that the extra impulse caused by a load discontinuity at the end of an impulse is almost linearly proportional to the step size. Finally, the third remedy is to use the average value of the two different values at the integration point of the load discontinuity to replace the use of one of them for loading input. The basic motivation of this remedy originates from the concept of no loading input error associated with the integration point of load discontinuity. The feasibility of the three remedies are analytically explained and numerically illustrated.

Keywords: Dynamic analysis, load discontinuity, shock response, step-by-step integration

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Authors: Serifenur Cebesoy, Yelda Aygar, Elgiz Bairamov

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In this study, we examine some spectral properties of non-selfadjoint matrix-valued difference equations consisting of a polynomial-type Jost solution. The aim of this study is to investigate the eigenvalues and spectral singularities of the difference operator L which is expressed by the above-mentioned difference equation. Firstly, thanks to the representation of polynomial type Jost solution of this equation, we obtain asymptotics and some analytical properties. Then, using the uniqueness theorems of analytic functions, we guarantee that the operator L has a finite number of eigenvalues and spectral singularities.

Keywords: Difference Equations, Jost Functions, Asymptotics, Eigenvalues, Continuous Spectrum, Spectral Singularities.

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Authors: T. Tchawe Moukam, N. Ngongang François, D. Thomas, K. Bienvenu, T. -Toko Dénis

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Since the expression of the coefficient of friction by Colebrook-White which turns out to be an implicit equation, equations have been developed to facilitate their applicability. In this work, this equation was applied to the penstock of the Three Gorges dam in order to observe the evolution of the turbulent boundary layer and the friction along the walls. Thus, the study is being carried out using a 3D digital approach in FLUENT in order to take into account the wall effects. It appears that according to the position of the portions, we have a variation in the evolutions of the turbulent friction and of the values of the boundary layer. We also observe that the inclination of the pipe has a significant influence on this turbulent friction; similarly, one could not make a fair evaluation of the latter without specifying the choice and location of the wall.

Keywords: Hydroelectric dam, penstock, turbulent friction, boundary layer, CFD.

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Authors: A. Selmi

Abstract:

Free vibration analysis of homogenous and axially functionally graded simply supported beams within the context of Euler-Bernoulli beam theory is presented in this paper. The material properties of the beams are assumed to obey the linear law distribution. The effective elastic modulus of the composite was predicted by using the rule of mixture. Here, the complexities which appear in solving differential equation of transverse vibration of composite beams which limit the analytical solution to some special cases are overcome using a relatively new approach called the Differential Transformation Method. This technique is applied for solving differential equation of transverse vibration of axially functionally graded beams. Natural frequencies and corresponding normalized mode shapes are calculated for different Young’s modulus ratios. MATLAB code is designed to solve the transformed differential equation of the beam. Comparison of the present results with the exact solutions proves the effectiveness, the accuracy, the simplicity, and computational stability of the differential transformation method. The effect of the Young’s modulus ratio on the normalized natural frequencies and mode shapes is found to be very important.

Keywords: Differential transformation method, functionally graded material, mode shape, natural frequency.

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Authors: K. N. C. Njoku, Chinwendu Best Eleje, Christian Chukwuemeka Nwandu

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One of the problems facing most insurance companies is how best the burden of paying claims to its policy holders can be managed whenever need arises. Hence there is need for the insurer to buy a reinsurance contract in order to reduce risk which will enable the insurer to share the financial burden with the reinsurer. In this paper, the insurer’s and reinsurer’s strategy is investigated under the modified constant elasticity of variance (M-CEV) process and proportional administrative charges. The insurer considered investment in one risky asset and one risk free asset where the risky asset is modeled based on the M-CEV process which is an extension of constant elasticity of variance (CEV) process. Next, a nonlinear partial differential equation in the form of Hamilton Jacobi Bellman equation is obtained by dynamic programming approach. Using power transformation technique and variable change, the explicit solutions of the optimal investment strategy and optimal reinsurance strategy are obtained. Finally, some numerical simulations of some sensitive parameters were obtained and discussed in details where we observed that the modification factor only affects the optimal investment strategy and not the reinsurance strategy for an insurer with exponential utility function.

Keywords: Reinsurance strategy, Hamilton Jacobi Bellman equation, power transformation, M-CEV process, exponential utility.

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Authors: Jia-Ru Li, Ching-Wen Lin

Abstract:

The study was designed to develop a measurement of the positive emotion regulation questionnaire (PERQ) that assesses positive emotion regulation strategies through self-report. The 14 items developed for the surveying instrument of the study were based upon literatures regarding elements of positive regulation strategies. 319 elementary students (age ranging from 12 to14) were recruited among three public elementary schools to survey on their use of positive emotion regulation strategies. Of 319 subjects, 20 invalid questionnaire s yielded a response rate of 92%. The data collected wasanalyzed through methods such as item analysis, factor analysis, and structural equation models. In reference to the results from item analysis, the formal survey instrument was reduced to 11 items. A principal axis factor analysis with varimax was performed on responses, resulting in a 2-factor equation (savoring strategy and neutralizing strategy), which accounted for 55.5% of the total variance. Then, the two-factor structure of scale was also identified by structural equation models. Finally, the reliability coefficients of the two factors were Cronbach-s α .92 and .74. Gender difference was only found in savoring strategy. In conclusion, the positive emotion regulation strategies questionnaire offers a brief, internally consistent, and valid self-report measure for understanding the emotional regulation strategies of children that may be useful to researchers and applied professionals.

Keywords: Emotional regulation, emotional regulation strategies, scale, SEM.

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Authors: M. M. Fateh, A. Izadbakhsh

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A robust control approach is proposed for a high speed manipulator using a hybrid computed torque control approach in the state space. The high-speed manipulator is driven by permanent magnet dc motors to track a trajectory in the joint space in the presence of disturbances. Tracking problem is analyzed in the state space where the completed models are considered for actuators. The proposed control approach can guarantee the stability and a satisfactory tracking performance. A two-link elbow manipulator driven by electrical actuators is simulated and results are shown to satisfy conditions under technical specifications.

Keywords: Computed torque, manipulator, robust control, state space.

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Authors: Weihua Ruan, Kuan-Chou Chen

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This paper is concerned with a system of Hamilton-Jacobi-Bellman equations coupled with an autonomous dynamical system. The mathematical system arises in the differential game formulation of political economy models as an infinite-horizon continuous-time differential game with discounted instantaneous payoff rates and continuously and discretely varying state variables. The existence of a weak solution of the PDE system is proven and a computational scheme of approximate solution is developed for a class of such systems. A model of democratization is mathematically analyzed as an illustration of application.

Keywords: Differential games, Hamilton-Jacobi-Bellman equations, infinite horizon, political-economy models.

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Authors: Guixia Lv, Longjun Shen

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This paper presents a finite point method based on directional derivatives for diffusion equation on 2D scattered points. To discretize the diffusion operator at a given point, a six-point stencil is derived by employing explicit numerical formulae of directional derivatives, namely, for the point under consideration, only five neighbor points are involved, the number of which is the smallest for discretizing diffusion operator with first-order accuracy. A method for selecting neighbor point set is proposed, which satisfies the solvability condition of numerical derivatives. Some numerical examples are performed to show the good performance of the proposed method.

Keywords: Finite point method, directional derivatives, diffusionequation, method for selecting neighbor point set.

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Authors: Abdullah E. Al-Mazrooei

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In this paper, we present a new kind of the bilinear systems in the form of state space model. The evolution of this system depends on the product of state vector by its self. The well known Lotak Volterra and Lorenz models are special cases of this new model. We also present here a generalization of Kalman filter which is suitable to work with the new bilinear model. An application to real measurements is introduced to illustrate the efficiency of the proposed algorithm.

Keywords: Bilinear systems, state space model, Kalman filter.

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Authors: Soumiya Bhattacharjee, P. K. Champati Ray, Shovan L. Chattoraj, Mrinmoy Dhara

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The entire Himalayan range is globally renowned for rainfall-induced landslides. The prime focus of the study is to determine rainfall based threshold for initiation of landslides that can be used as an important component of an early warning system for alerting stake holders. This research deals with temporal dimension of slope failures due to extreme rainfall events along the National Highway-58 from Karanprayag to Badrinath in the Garhwal Himalaya, India. Post processed 3-hourly rainfall intensity data and its corresponding duration from daily rainfall data available from Tropical Rainfall Measuring Mission (TRMM) were used as the prime source of rainfall data. Landslide event records from Border Road Organization (BRO) and some ancillary landslide inventory data for 2013 and 2014 have been used to determine Intensity Duration (ID) based rainfall threshold. The derived governing threshold equation, I= 4.738D^-0.025, has been considered for prediction of landslides of the study region. This equation was validated with an accuracy of 70% landslides during August and September 2014. The derived equation was considered for further prediction of landslides of the study region. From the obtained results and validation, it can be inferred that this equation can be used for initiation of landslides in the study area to work as a part of an early warning system. Results can significantly improve with ground based rainfall estimates and better database on landslide records. Thus, the study has demonstrated a very low cost method to get first-hand information on possibility of impending landslide in any region, thereby providing alert and better preparedness for landslide disaster mitigation.

Keywords: Landslide, intensity-duration, rainfall threshold, Tropical Rainfall Measuring Mission, slope, inventory, early warning system.

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Authors: Wei Jun-xia, Yuan Guang-wei, Yang Shu-lin, Shen Wei-dong

Abstract:

In order to make conventional implicit algorithm to be applicable in large scale parallel computers , an interface prediction and correction of discontinuous finite element method is presented to solve time-dependent neutron transport equations under 2-D cylindrical geometry. Domain decomposition is adopted in the computational domain.The numerical experiments show that our parallel algorithm with explicit prediction and implicit correction has good precision, parallelism and simplicity. Especially, it can reach perfect speedup even on hundreds of processors for large-scale problems.

Keywords: Transport Equation, Discontinuous Finite Element, Domain Decomposition, Interface Prediction And Correction

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Authors: Jihye Jeon

Abstract:

This paper analyzes the conceptual framework of three statistical methods, multiple regression, path analysis, and structural equation models. When establishing research model of the statistical modeling of complex social phenomenon, it is important to know the strengths and limitations of three statistical models. This study explored the character, strength, and limitation of each modeling and suggested some strategies for accurate explaining or predicting the causal relationships among variables. Especially, on the studying of depression or mental health, the common mistakes of research modeling were discussed.

Keywords: Multiple regression, path analysis, structural equation models, statistical modeling, social and psychological phenomenon.

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Authors: Mohd Agos Salim Nasir, Ahmad Izani Md. Ismail

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Several numerical schemes utilizing central difference approximations have been developed to solve the Goursat problem. However, in a recent years compact discretization methods which leads to high-order finite difference schemes have been used since it is capable of achieving better accuracy as well as preserving certain features of the equation e.g. linearity. The basic idea of the new scheme is to find the compact approximations to the derivative terms by differentiating centrally the governing equations. Our primary interest is to study the performance of the new scheme when applied to two Goursat partial differential equations against the traditional finite difference scheme.

Keywords: Goursat problem, partial differential equation, finite difference scheme, compact finite difference

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Authors: P. Vijaya Laxmi, V. Goswami, V. Suchitra

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This paper presents a finite buffer renewal input single working vacation and vacation interruption queue with state dependent services and state dependent vacations, which has a wide range of applications in several areas including manufacturing, wireless communication systems. Service times during busy period, vacation period and vacation times are exponentially distributed and are state dependent. As a result of the finite waiting space, state dependent services and state dependent vacation policies, the analysis of these queueing models needs special attention. We provide a recursive method using the supplementary variable technique to compute the stationary queue length distributions at pre-arrival and arbitrary epochs. An efficient computational algorithm of the model is presented which is fast and accurate and easy to implement. Various performance measures have been discussed. Finally, some special cases and numerical results have been depicted in the form of tables and graphs. 

Keywords: State Dependent Service, Vacation Interruption, Supplementary Variable, Single Working Vacation, Blocking Probability.

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Authors: Peichen Zhao

Abstract:

In this paper, we extend the compound binomial model to the case where the premium income process, based on a binomial process, is no longer a linear function. First, a mathematically recursive formula is derived for non ruin probability, and then, we examine the expected discounted penalty function, satisfy a defect renewal equation. Third, the asymptotic estimate for the expected discounted penalty function is then given. Finally, we give two examples of ruin quantities to illustrate applications of the recursive formula and the asymptotic estimate for penalty function.

Keywords: Discounted penalty function, compound binomial process, recursive formula, discrete renewal equation, asymptotic estimate.

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Authors: E.G. Bautista, F. Méndez, O. Bautista, J.C. Arcos

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In this work we study analytically and numerically the performance of the mean heave motion of an OWC coupled with the governing equation of the spreading ocean waves due to the wide variation in an open parabolic channel with constant depth. This paper considers that the ocean wave propagation is under the assumption of a shallow flow condition. In order to verify the effect of the waves in the OWC firstly we establish the analytical model in a non-dimensional form based on the energy equation. The proposed wave-power system has to aims: one is to perturb the ocean waves as a consequence of the channel shape in order to concentrate the maximum ocean wave amplitude in the neighborhood of the OWC and the second is to determine the pressure and volume oscillation of air inside the compression chamber.

Keywords: Oscillating water column, Shallow flow, Waveenergy.

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Authors: İres İskender, Ahmet Karaarslan

Abstract:

In this study, the performance of a high-frequency arc welding machine including a two-switch inverter is analyzed. The control of the system is achieved using two different control techniques i- fuzzy logic control (FLC) ii- state space averaging based sliding control. Fuzzy logic control does not need accurate mathematical model of a plant and can be used in nonlinear applications. The second method needs the mathematical model of the system. In this method the state space equations of the system are derived for two different “on" and “off" states of the switches. The derived state equations are combined with the sliding control rule considering the duty-cycle of the converter. The performance of the system is analyzed by simulating the system using SIMULINK tool box of MATLAB. The simulation results show that fuzzy logic controller is more robust and less sensitive to parameter variations.

Keywords: Fuzzy logic, arc welding, sliding state space control, PWM, current control.

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Authors: B. Tomczyk, R. Mania

Abstract:

Thin linear-elastic cylindrical circular shells having a micro-periodic structure along two directions tangent to the shell midsurface (biperiodic shells) are object of considerations. The aim of this paper is twofold. First, we formulate an averaged nonasymptotic model for the analysis of parametric vibrations or dynamical stability of periodic shells under consideration, which has constant coefficients and takes into account the effect of a cell size on the overall shell behavior (a length-scale effect). This model is derived employing the tolerance modeling procedure. Second we apply the obtained model to derivation of frequency equation being a starting point in the analysis of parametric vibrations. The effect of the microstructure length oh this frequency equation is discussed.

Keywords: Micro-periodic shells, mathematical modeling, length-scale effect, parametric vibrations

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Authors: Alireza Rezaei, Fatemeh Baharifard, Kourosh Parand

Abstract:

In this paper we improve the quasilinearization method by barycentric Lagrange interpolation because of its numerical stability and computation speed to achieve a stable semi analytical solution. Then we applied the improved method for solving the Fin problem which is a nonlinear equation that occurs in the heat transferring. In the quasilinearization approach the nonlinear differential equation is treated by approximating the nonlinear terms by a sequence of linear expressions. The modified QLM is iterative but not perturbative and gives stable semi analytical solutions to nonlinear problems without depending on the existence of a smallness parameter. Comparison with some numerical solutions shows that the present solution is applicable.

Keywords: Quasilinearization method, Barycentric lagrange interpolation, nonlinear ODE, fin problem, heat transfer.

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Authors: Hsian Ming Goo

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The paper concerns a special approximate algorithm of the square root of the specific positive integer, which is built by the use of the property of positive integer solution of the Pell’s equation, together with using some elementary theorems of matrices, and then takes it to compare with general used the Newton’s method and give a practical numerical example and error analysis; it is unexpected to find its special property: the significant figure of the approximation value of the square root of positive integer will increase one digit by one. It is well useful in some occasions.

Keywords: Special approximate algorithm, square root, Pell’s equation, Newton’s method, error analysis.

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Authors: A. Soltani, M. Karimi Demneh

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In this paper, modeling of an acoustic enclosed vehicle cabin has been carried out by using boundary element method. Also, the second purpose of this study is analyzing of linear wave equation in an acoustic field. The resultants of this modeling consist of natural frequencies that have been compared with resultants derived from finite element method. By using numerical method (boundary element method) and after solution of wave equation inside an acoustic enclosed cabin, this method has been progressed to simulate noise inside a simple vehicle cabin.

Keywords: Boundary element method, natural frequency, noise, vehicle cabin.

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Authors: D. I. De Souza, G. P. Azevedo, R. Rocha

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The State of Rio de Janeiro, Brazil, will hold two important events in the nearby future. In 2014 it will have the final game of the Football World Cup, and in 2016 it will be holding the Olympic Games. Therefore, the public transportation system (mainly buses) is of a major concern to the Rio de Janeiro State authorities-. The main objective of this work is to compare the quality of service of the bus companies operating in the cities of ItaperunaandCampos, both cities situated in the state of Rio de Janeiro, Brazil. The outcome of thiscomparison, based on the opinion of the bus users, has shownthemdispleased with the quality of the service provided by the bus companies operating in both cities. It is urgent the need to find possible practical alternatives to minimize the consequences of the main problems detected in this work. With these practical alternatives available, we will be able to offer to the Rio de Janeiro State authorities- suggestions about possible solutions to the main problems identified in this survey, as well as the time of implantation and costs of these solutions.

Keywords: Public Transportation, Quality of Service, Riders' Opinion, Bus Companies, Practical Alternatives.

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