Search results for: Equilibrium problem with equilibrium constraint (EPEC)
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3987

Search results for: Equilibrium problem with equilibrium constraint (EPEC)

3927 Dynamical Analysis of a Harvesting Model of Phytoplankton-Zooplankton Interaction

Authors: Anuj K. Sharma, Amit Sharma, Kulbhushan Agnihotri

Abstract:

In this work, we propose and analyze a model of Phytoplankton-Zooplankton interaction with harvesting considering that some species are exploited commercially for food. Criteria for local stability, instability and global stability are derived and some threshold harvesting levels are explored to maintain the population at an appropriate equilibrium level even if the species are exploited continuously.Further,biological and bionomic equilibria of the system are obtained and an optimal harvesting policy is also analysed using the Pantryagin’s Maximum Principle.Finally analytical findings are also supported by some numerical simulations.

Keywords: Phytoplankton-Zooplankton, Global stability, Bionomic Equilibrium, Pontrying-Maximum Principal.

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3926 Economic Analysis of Endogenous Growth Model with ICT Capital

Authors: Shoji Katagiri, Hugang Han

Abstract:

This paper clarifies the role of ICT capital in economic growth. Albeit ICT remarkably contributes to economic growth, there are few studies on ICT capital in ICT sector from theoretical point of view. In this paper, production function of ICT which is used as input of intermediate good in final good and ICT sectors is incorporated into our model. In this setting, we analyze the role of ICT on balance growth path and show the possibility of general equilibrium solutions for this model. Through the simulation of the equilibrium solutions, we find that when ICT impacts on economy and economic growth increases, it is necessary that increases of efficiency at ICT sector and of accumulation of non-ICT and ICT capitals occur simultaneously.

Keywords: Endogenous economic growth, ICT, intensity, capital accumulation.

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3925 Thermodynamic Modeling of the High Temperature Shift Converter Reactor Using Minimization of Gibbs Free Energy

Authors: H. Zare Aliabadi

Abstract:

The equilibrium chemical reactions taken place in a converter reactor of the Khorasan Petrochemical Ammonia plant was studied using the minimization of Gibbs free energy method. In the minimization of the Gibbs free energy function the Davidon– Fletcher–Powell (DFP) optimization procedure using the penalty terms in the well-defined objective function was used. It should be noted that in the DFP procedure along with the corresponding penalty terms the Hessian matrices for the composition of constituents in the Converter reactor can be excluded. This, in fact, can be considered as the main advantage of the DFP optimization procedure. Also the effect of temperature and pressure on the equilibrium composition of the constituents was investigated. The results obtained in this work were compared with the data collected from the converter reactor of the Khorasan Petrochemical Ammonia plant. It was concluded that the results obtained from the method used in this work are in good agreement with the industrial data. Notably, the algorithm developed in this work, in spite of its simplicity, takes the advantage of short computation and convergence time.

Keywords: Gibbs free energy, converter reactors, Chemical equilibrium

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3924 Adsorption of Paracetamol Using Activated Carbon of Dende and Babassu Coconut Mesocarp

Authors: R. C. Ferreira, H. H. C. De Lima, A. A. Cândido, O. M. Couto Junior, P. A. Arroyo, K. Q De Carvalho, G. F. Gauze, M. A. S. D. Barros

Abstract:

Removal of the widespread used drug paracetamol from water was investigated using activated carbon originated from dende coconut mesocarp and babassu coconut mesocarp. Kinetic and equilibrium data were obtained at different values of pH. Both activated carbons showed high efficiency when pH ≤ pHPZC as the carbonil group of paracetamol molecule are adsorbed due to positively charged carbon surface. Microporosity also played an important role in such process. Pseudo-second order model was better adjusted to the kinetic results. Equilibrium data may be represented by Langmuir equation.

Keywords: Adsorption, activated carbon, babassu, dende.

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3923 Preservation of Molecular Ozone in a Clathrate Hydrate : Three-Phase (Gas + Liquid + Hydrate) Equilibrium Measurements for O3 + O2 + CO2 + H2O Systems

Authors: Kazutoshi Shishido, Sanehiro Muromachi, Ryo Ohmura

Abstract:

This paper reports the three-phase (gas + liquid + hydrate) equilibrium pressure versus temperature data for a (O3 + O2 + CO2 + H2O) system for developing the hydrate-based technology to preserve ozone, a chemically unstable substance, for various industrial, medical and consumer uses. These data cover the temperature range from 272 K to 277 K, corresponding to pressures from 1.6 MPa to 3.1 MPa, for each of the three different (O3 + O2)-to-CO2 or O2-to-CO2 molar ratios in the gas phase, which are approximately 4 : 6, 5 : 5, respectively. The mole fraction of ozone in the gas phase was ~0.03 , which are the densest ozone fraction to artificially form O3 containing hydrate ever reported in the literature. Based on these data, the formation of hydrate containing high-concentration ozone, as high as 1 mass %, will be expected.

Keywords: Clathrate hydrate, Ozone, Molecule storage, Sterilization.

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3922 Mathematical Model of Depletion of Forestry Resource: Effect of Synthetic Based Industries

Authors: Manisha Chaudhary, Joydip Dhar, Govind Prasad Sahu

Abstract:

A mathematical model is proposed considering the forest biomass density B(t), density of wood based industries W(t) and density of synthetic industries S(t). It is assumed that the forest biomass grows logistically in the absence of wood based industries, but depletion of forestry biomass is due to presence of wood based industries. The growth of wood based industries depends on B(t), while S(t) grows at a constant rate, independent of B(t). Further there is a competition between W(t) and S(t) according to market demand. The proposed model has four ecologically feasible steady states, namely, E1: forest biomass free and wood industries free equilibrium; E2: wood industries free equilibrium and two coexisting equilibria E∗1 , E∗2 . Behavior of the system near all feasible equilibria is analyzed using the stability theory of differential equations. In the proposed model, the natural depletion rate h1 is a crucial parameter and system exhibits Hopf-bifurcation about the non-trivial equilibrium with respect to h1. The analytical results are verified using numerical simulation.

Keywords: A mathematical model, Competition between wood based and synthetic industries, Hopf-bifurcation, Stability analysis.

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3921 Adsorption of Methylene Blue from Aqueous Solution on the Surface of Znapso-34 Nanoporous Material

Authors: B. Abbad, A. Lounis, Tassalit Djilali

Abstract:

The effects of equilibrium time, solution pH, and sorption temperature of cationic methylene blue (MB) adsorption on nanoporous metallosilicoaluminophosphate ZnAPSO-34 was studied using a batch equilibration method. UV–VIS spectroscopy was used to obtain the adsorption isotherms at 20° C. The optimum period for adsorption was 300 min. However, MB removal increased from 81,82 % to 94,81 %. The equilibrium adsorption data was analyzed by using Langmuir, Freundlich and Temkin isotherm models. Langmuir isotherm was found to be the better-fitting model and the process followed pseudo second–order kinetics. The results showed that ZnAPSO-34 could be employed as an effective material and could be an attractive alternative for the removal of dyes and colors from aqueous solutions.

Keywords: Adsorption, Dye, Metallosilicoaluminophosphate, Methylene Blue.

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3920 Phenomenological and Theoretical Analysis of Relativistic Temperature Transformation and Relativistic Entropy

Authors: Marko Popovic

Abstract:

There are three possible effects of Special Theory of Relativity (STR) on a thermodynamic system. Planck and Einstein looked upon this process as isobaric; on the other hand Ott saw it as an adiabatic process. However plenty of logical reasons show that the process is isotherm. Our phenomenological consideration demonstrates that the temperature is invariant with Lorenz transformation. In that case process is isotherm, so volume and pressure are Lorentz covariant. If the process is isotherm the Boyles law is Lorentz invariant. Also equilibrium constant and Gibbs energy, activation energy, enthalpy entropy and extent of the reaction became Lorentz invariant.

Keywords: STR, relativistic temperature transformation, Boyle'slaw, equilibrium constant, Gibbs energy.

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3919 Enhancement of Capacity in a MC-CDMA based Cognitive Radio Network Using Non-Cooperative Game Model

Authors: Kalyani J. Kulkarni, Bharat S. Chaudhari

Abstract:

This paper addresses the issue of resource allocation in the emerging cognitive technology. Focusing the Quality of Service (QoS) of Primary Users (PU), a novel method is proposed for the resource allocation of Secondary Users (SU). In this paper, we propose the unique Utility Function in the game theoretic model of Cognitive Radio which can be maximized to increase the capacity of the Cognitive Radio Network (CRN) and to minimize the interference scenario. Utility function is formulated to cater the need of PUs by observing Signal to Noise ratio. Existence of Nash Equilibrium for the postulated game is established.

Keywords: Cognitive Networks, Game Theory, Nash Equilibrium, Resource Allocation.

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3918 Effect of Y Addition on the Microstructure and Mechanical Properties of Sn-Zn Eutectic Alloy

Authors: Jung-Ho Moon, Tae Kwon Ha

Abstract:

The effect of Yttrium addition on the microstructure and mechanical properties of Sn-Zn eutectic alloy, which has been attracting intensive focus as a Pb-free solder material, was investigated in this study. Phase equilibrium has been calculated by using FactSage® to evaluate the composition and fraction of equilibrium intermetallic compounds and construct a phase diagram. In the case of Sn-8.8Zn eutectic alloy, the as-cast microstructure was typical lamellar. With addition of 0.25wt.%Y, a large amount of pro-eutectic a phase have been observed and various YZnx intermetallic compounds were expected to successively form during cooling. Hardness of Sn-8.8Zn alloy was not affected by Y-addition and both alloys could be rolled by 90% at room temperature.

Keywords: Sn-Zn eutectic alloy, Yttrium, FactSage®, microstructure, mechanical properties.

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3917 Static Analysis and Pseudostatic Slope Stability

Authors: Meftah Ali

Abstract:

This article aims to analyze the static stability and pseudostatic slope by using different methods such as: Bishop method, Junbu, Ordinary, Morgenstern-price and GLE. The two dimensional modeling of slope stability under various loading as: the earthquake effect, the water level and road mobile charges. The results show that the slope is stable in the static case without water, but in other cases, the slope lost its stability and give unstable. The calculation of safety factor is to evaluate the stability of the slope using the limit equilibrium method despite the difference between the results obtained by these methods that do not rely on the same assumptions. In the end, the results of this study illuminate well the influence of the action of water, moving loads and the earthquake on the stability of the slope.

Keywords: Slope stability, pseudo static, safety factor, limit equilibrium.

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3916 The Role of ICT for Income Inequality: The Model and the Simulations

Authors: Shoji Katagiri

Abstract:

This paper is to clarify the relationship between ICT and income inequality. To do so, we develop the general equilibrium model with ICT investment, obtain the equilibrium solutions, and then simulate the model with these solutions for some OECD countries. As a result, generally, during the corresponding periods we confirm that the relationship between ICT investment and income inequality is positive. In this mode, the increment of the ratio of ICT investment to the aggregated investment in stock enhances the capital’s share of income, and finally leads to income inequality such as the increase of the share of the top decile income. Although we confirm the positive relationship between ICT investment and income inequality, the upward trend for that relationship depends on the values of parameters for the making use of the simulations and these parameters are not deterministic in the magnitudes on the calculated results for the simulations.

Keywords: ICT, inequality, capital accumulation, technology.

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3915 Multiphase Coexistence for Aqueous System with Hydrophilic Agent

Authors: G. B. Hong, H. W. Chen

Abstract:

Liquid-Liquid Equilibrium (LLE) data are measured for the ternary mixtures of water + 1-butanol + butyl acetate and quaternary mixtures of water + 1-butanol + butyl acetate + glycerol at atmospheric pressure at 313.15 K. In addition, isothermal vapor–liquid–liquid equilibrium (VLLE) data are determined experimentally at 333.15 K. The region of heterogeneity is found to increase as the hydrophilic agent (glycerol) is introduced into the aqueous mixtures. The experimental data are correlated with the NRTL model. The predicted results from the solution model with the model parameters determined from the constituent binaries are also compared with the experimental values.

Keywords: LLE, VLLE, hydrophilic agent, NRTL.

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3914 Kinetics Study of Ammonia Removal from Synthetic Waste Water

Authors: Edison Muzenda, John Kabuba, Freeman Ntuli, Mansoor Mollagee

Abstract:

The aim of this study was to investigate ammonium exchange capacity of natural and activated clinoptilolite from Kwazulu-Natal Province, South Africa. X – ray fluorescence (XRF) analysis showed that the clinoptilolite contained exchangeable ions of sodium, potassium, calcium and magnesium. This analysis also confirmed that the zeolite sample had a high silicon composition compared to aluminium. Batch equilibrium studies were performed in an orbital shaker and the data fitted the Langmuir isotherm very well. The ammonium exchange capacity was found to increase with pH and temperature. Clinoptilolite functionalization with hydrochloric acid increased its ammonia uptake ability.

Keywords: Activated clinoptilolite, Ammonium exchange, Equilibrium, Functionalization, Langmuir isotherm

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3913 The Effect of the Side-Weir Crest Height to Scour in Clay-Sand Mixed Sediments

Authors: F. Ayça Varol Saraçoğlu, Hayrullah Ağaçcıoğlu

Abstract:

Experimental studies to investigate the depth of the scour conducted at a side-weir intersection located at the 1800 curved flume which located Hydraulic Laboratory of Yıldız Technical University, Istanbul, Turkey. Side weirs were located at the middle of the straight part of the main channel. Three different lengths (25, 40 and 50 cm) and three different weir crest height (7, 10 and 12 cm) of the side weir placed on the side weir station. There is no scour when the material is only kaolin. Therefore, the cohesive bed was prepared by properly mixing clay material (kaolin) with 31% sand in all experiments. Following 24h consolidation time, in order to observe the effect of flow intensity on the scour depth, experiments were carried out for five different upstream Froude numbers in the range of 0.33-0.81. As a result of this study the relation between scour depth and upstream flow intensity as a function of time have been established. The longitudinal velocities decreased along the side weir; towards the downstream due to overflow over the side-weirs. At the beginning, the scour depth increases rapidly with time and then asymptotically approached constant values in all experiments for all side weir dimensions as in non-cohesive sediment. Thus, the scour depth reached equilibrium conditions. Time to equilibrium depends on the approach flow intensity and the dimensions of side weirs. For different heights of the weir crest, dimensionless scour depths increased with increasing upstream Froude number. Equilibrium scour depths which formed 7 cm side-weir crest height were obtained higher than that of the 12 cm side-weir crest height. This means when side-weir crest height increased equilibrium scour depths decreased. Although the upstream side of the scour hole is almost vertical, the downstream side of the hole is inclined.

Keywords: Clay-sand mixed sediments, scour, side weir.

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3912 Research on Morning Commuting Behavior under Autonomous Vehicle Environment Based on Activity Method

Authors: Qing Dai, Zhengkui Lin, Jiajia Zhang, Yi Qu

Abstract:

Based on activity method, this paper focuses on morning commuting behavior when commuters travel with autonomous vehicles (AVs). Firstly, a net utility function of commuters is constructed by the activity utility of commuters at home, in car and at workplace, and the disutility of travel time cost and that of schedule delay cost. Then, this net utility function is applied to build an equilibrium model. Finally, under the assumption of constant marginal activity utility, the properties of equilibrium are analyzed. The results show that, in autonomous driving, the starting and ending time of morning peak and the number of commuters who arrive early and late at workplace are the same as those in manual driving. In automatic driving, however, the departure rate of arriving early at workplace is higher than that of manual driving, while the departure rate of arriving late is just the opposite. In addition, compared with manual driving, the departure time of arriving at workplace on time is earlier and the number of people queuing at the bottleneck is larger in automatic driving. However, the net utility of commuters and the total net utility of system in automatic driving are greater than those in manual driving.

Keywords: Autonomous cars, bottleneck model, activity utility, user equilibrium.

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3911 The Optimal Public Debt Ceiling in Taiwan: A Simulation Approach

Authors: Ho Yuan-Hong, Hunag Chiung-Ju

Abstract:

This study conducts simulation analyses to find the optimal debt ceiling of Taiwan, while factoring in welfare maximization under a dynamic stochastic general equilibrium framework. The simulation is based on Taiwan's 2001 to 2011 economic data and shows that welfare is maximized at a debt/GDP ratio of 0.2, increases in the debt/GDP ratio leads to increases in both tax and interest rates and decreases in the consumption ratio and working hours. The study results indicate that the optimal debt ceiling of Taiwan is 20% of GDP, where if the debt/GDP ratio is greater than 40%, the welfare will be negative and result in welfare loss.

Keywords: Debt sustainability, optimal debt ceiling, dynamic stochastic general equilibrium, welfare maximization.

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3910 Unsteady Natural Convection in a Square Cavity Partially Filled with Porous Media Using a Thermal Non-Equilibrium Model

Authors: Ammar Alsabery, Habibis Saleh, Norazam Arbin, Ishak Hashim

Abstract:

Unsteady natural convection and heat transfer in a square cavity partially filled with porous media using a thermal non-equilibrium model is studied in this paper. The left vertical wall is maintained at a constant hot temperature Th and the right vertical wall is maintained at a constant cold temperature Tc, while the horizontal walls are adiabatic. The governing equations are obtained by applying the Darcy model and Boussinesq approximation. COMSOL’s finite element method is used to solve the non-dimensional governing equations together with specified boundary conditions. The governing parameters of this study are the Rayleigh number (Ra = 10^5, and Ra = 10^6 ), Darcy namber (Da = 10^−2, and Da = 10^−3), the modified thermal conductivity ratio (10^−1 ≤ γ ≤ 10^4), the inter-phase heat transfer coefficien (10^−1 ≤ H ≤ 10^3) and the time dependent (0.001 ≤ τ ≤ 0.2). The results presented for values of the governing parameters in terms of streamlines in both fluid/porous-layer, isotherms of fluid in fluid/porous-layer, isotherms of solid in porous layer, and average Nusselt number.

Keywords: Unsteady natural convection, Thermal non-equilibrium model, Darcy model.

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3909 Bifurcation Analysis of a Delayed Predator-prey Fishery Model with Prey Reserve in Frequency Domain

Authors: Changjin Xu

Abstract:

In this paper, applying frequency domain approach, a delayed predator-prey fishery model with prey reserve is investigated. By choosing the delay τ as a bifurcation parameter, It is found that Hopf bifurcation occurs as the bifurcation parameter τ passes a sequence of critical values. That is, a family of periodic solutions bifurcate from the equilibrium when the bifurcation parameter exceeds a critical value. The length of delay which preserves the stability of the positive equilibrium is calculated. Some numerical simulations are included to justify the theoretical analysis results. Finally, main conclusions are given.

Keywords: Predator-prey model, stability, Hopf bifurcation, frequency domain, Nyquist criterion.

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3908 Stability Analysis of Linear Fractional Order Neutral System with Multiple Delays by Algebraic Approach

Authors: Lianglin Xiong, Yun Zhao, Tao Jiang

Abstract:

In this paper, we study the stability of n-dimensional linear fractional neutral differential equation with time delays. By using the Laplace transform, we introduce a characteristic equation for the above system with multiple time delays. We discover that if all roots of the characteristic equation have negative parts, then the equilibrium of the above linear system with fractional order is Lyapunov globally asymptotical stable if the equilibrium exist that is almost the same as that of classical differential equations. An example is provided to show the effectiveness of the approach presented in this paper.

Keywords: Fractional neutral differential equation, Laplace transform, characteristic equation.

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3907 Recycling Poultry Feathers for Pb Removal from Wastewater: Kinetic and Equilibrium Studies

Authors: G. de la Rosa, H. E. Reynel-Avila, A. Bonilla-Petriciolet, I. Cano-Rodríguez, C. Velasco-Santos, and A. L. Martínez-Hernández

Abstract:

Chicken feathers were used as biosorbent for Pb removal from aqueous solution. In this paper, the kinetics and equilibrium studies at several pH, temperature, and metal concentration values are reported. For tested conditions, the Pb sorption capacity of this poultry waste ranged from 0.8 to 8.3 mg/g. Optimal conditions for Pb removal by chicken feathers have been identified. Pseudo-first order and pseudo-second order equations were used to analyze the experimental data. In addition, the sorption isotherms were fitted to classical Langmuir and Freundlich models. Finally, thermodynamic parameters for the sorption process have been determined. In summary, the results showed that chicken feathers are an alternative and promising sorbent for the treatment of effluents polluted by Pb ions.

Keywords: Sorption, chicken feathers, Pb, water treatment.

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3906 A Hybrid Search Algorithm for Solving Constraint Satisfaction Problems

Authors: Abdel-Reza Hatamlou, Mohammad Reza Meybodi

Abstract:

In this paper we present a hybrid search algorithm for solving constraint satisfaction and optimization problems. This algorithm combines ideas of two basic approaches: complete and incomplete algorithms which also known as systematic search and local search algorithms. Different characteristics of systematic search and local search methods are complementary. Therefore we have tried to get the advantages of both approaches in the presented algorithm. The major advantage of presented algorithm is finding partial sound solution for complicated problems which their complete solution could not be found in a reasonable time. This algorithm results are compared with other algorithms using the well known n-queens problem.

Keywords: Constraint Satisfaction Problem, Hybrid SearchAlgorithm.

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3905 Large Amplitude Free Vibration of a Very Sag Marine Cable

Authors: O. Punjarat, S. Chucheepsakul, T. Phanyasahachart

Abstract:

This paper focuses on a variational formulation of large amplitude free vibration behavior of a very sag marine cable. In the static equilibrium state, the marine cable has a very large sag configuration. In the motion state, the marine cable is assumed to vibrate in in-plane motion with large amplitude from the static equilibrium position. The total virtual work-energy of the marine cable at the dynamic state is formulated which involves the virtual strain energy due to axial deformation, the virtual work done by effective weight, and the inertia forces. The equations of motion for the large amplitude free vibration of marine cable are obtained by taking into account the difference between the Euler’s equation in the static state and the displaced state. Based on the Galerkin finite element procedure, the linear and nonlinear stiffness matrices, and mass matrices of the marine cable are obtained and the eigenvalue problem is solved. The natural frequency spectrum and the large amplitude free vibration behavior of marine cable are presented.

Keywords: Axial deformation, free vibration, Galerkin Finite Element Method, large amplitude, variational method.

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3904 A Review of Existing Turnover Intention Theories

Authors: Pauline E. Ngo-Henha

Abstract:

Existing turnover intention theories are reviewed in this paper. This review was conducted with the help of the search keyword “turnover intention theories” in Google Scholar during the month of July 2017. These theories include: The Theory of Organizational Equilibrium (TOE), Social Exchange Theory, Job Embeddedness Theory, Herzberg’s Two-Factor Theory, the Resource-Based View, Equity Theory, Human Capital Theory, and the Expectancy Theory. One of the limitations of this review paper is that data were only collected from Google Scholar where many papers were sometimes not freely accessible. However, this paper attempts to contribute to the research in clarifying the distinction between theories and models in the context of turnover intention.

Keywords: Job embeddedness theory, theory of organizational equilibrium (TOE), Herzberg’s two-factor theory, turnover intention theories, theories and models.

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3903 Organization as System, Psychic Dynamism as Equilibration: A Conceptualization

Authors: Abbas Moshref Razavi, Rodina Ahmad

Abstract:

Organizations are supposed to be systems and consequently require defining the notion of equilibrium within. However, organizations comprise people and unavoidably entail their irrational aspects. Then, the question is what is the organizational equilibrium and equilibrating mechanisms considering these aspects. Hence, some arguments are provided here to conceptualize human unconsciousness, irrationalities and consequent uncertainties within organizations in the form of a system of psychic dynamism. The assumption is this dynamism maintains the psychic balance of the organization through a psychodynamic point of view. The resultant conceptualization expected to promote the understanding of such aspects in different organizational settings by hypothesizing organizational equilibration from this perspective. As a result, the main expectation is, if it is known that how the organization equilibrates in this sense, we can explain and deal with such irrationalities and unconsciousness by rational and, of course conscious, planning and accomplishing.

Keywords: Equilibration, General System Theory, Organization, Psychodynamic.

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3902 Transmission Model for Plasmodium Vivax Malaria: Conditions for Bifurcation

Authors: P. Pongsumpun, I.M. Tang

Abstract:

Plasmodium vivax malaria differs from P. falciparum malaria in that a person suffering from P. vivax infection can suffer relapses of the disease. This is due the parasite being able to remain dormant in the liver of the patients where it is able to re-infect the patient after a passage of time. During this stage, the patient is classified as being in the dormant class. The model to describe the transmission of P. vivax malaria consists of a human population divided into four classes, the susceptible, the infected, the dormant and the recovered. The effect of a time delay on the transmission of this disease is studied. The time delay is the period in which the P. vivax parasite develops inside the mosquito (vector) before the vector becomes infectious (i.e., pass on the infection). We analyze our model by using standard dynamic modeling method. Two stable equilibrium states, a disease free state E0 and an endemic state E1, are found to be possible. It is found that the E0 state is stable when a newly defined basic reproduction number G is less than one. If G is greater than one the endemic state E1 is stable. The conditions for the endemic equilibrium state E1 to be a stable spiral node are established. For realistic values of the parameters in the model, it is found that solutions in phase space are trajectories spiraling into the endemic state. It is shown that the limit cycle and chaotic behaviors can only be achieved with unrealistic parameter values.

Keywords: Equilibrium states, Hopf bifurcation, limit cyclebehavior, local stability, Plasmodium Vivax, time delay.

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3901 Improving Co-integration Trading Rule Profitability with Forecasts from an Artificial Neural Network

Authors: Paul Lajbcygier, Seng Lee

Abstract:

Co-integration models the long-term, equilibrium relationship of two or more related financial variables. Even if cointegration is found, in the short run, there may be deviations from the long run equilibrium relationship. The aim of this work is to forecast these deviations using neural networks and create a trading strategy based on them. A case study is used: co-integration residuals from Australian Bank Bill futures are forecast and traded using various exogenous input variables combined with neural networks. The choice of the optimal exogenous input variables chosen for each neural network, undertaken in previous work [1], is validated by comparing the forecasts and corresponding profitability of each, using a trading strategy.

Keywords: Artificial neural networks, co-integration, forecasting, trading rule.

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3900 Calculation of the Thermal Stresses in an Elastoplastic Plate Heated by Local Heat Source

Authors: M. Khaing, A. V. Tkacheva

Abstract:

The work is devoted to solving the problem of temperature stresses, caused by the heating point of the round plate. The plate is made of elastoplastic material, so the Prandtl-Reis model is used. A piecewise-linear condition of the Ishlinsky-Ivlev flow is taken as the loading surface, in which the yield stress depends on the temperature. Piecewise-linear conditions (Treska or Ishlinsky-Ivlev), in contrast to the Mises condition, make it possible to obtain solutions of the equilibrium equation in an analytical form. In the problem under consideration, using the conditions of Tresca, it is impossible to obtain a solution. This is due to the fact that the equation of equilibrium ceases to be satisfied when the two Tresca conditions are fulfilled at once. Using the conditions of plastic flow Ishlinsky-Ivlev allows one to solve the problem. At the same time, there are also no solutions on the edge of the Ishlinsky-Ivlev hexagon in the plane-stressed state. Therefore, the authors of the article propose to jump from the edge to the edge of the mine edge, which gives an opportunity to obtain an analytical solution. At the same time, there is also no solution on the edge of the Ishlinsky-Ivlev hexagon in a plane stressed state; therefore, in this paper, the authors of the article propose to jump from the side to the side of the mine edge, which gives an opportunity to receive an analytical solution. The paper compares solutions of the problem of plate thermal deformation. One of the solutions was obtained under the condition that the elastic moduli (Young's modulus, Poisson's ratio) which depend on temperature. The yield point is assumed to be parabolically temperature dependent. The main results of the comparisons are that the region of irreversible deformation is larger in the calculations obtained for solving the problem with constant elastic moduli. There is no repeated plastic flow in the solution of the problem with elastic moduli depending on temperature. The absolute value of the irreversible deformations is higher for the solution of the problem in which the elastic moduli are constant; there are also insignificant differences in the distribution of the residual stresses.

Keywords: Temperature stresses, elasticity, plasticity, Ishlinsky-Ivlev condition, plate, annular heating, elastic moduli.

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3899 Removal of Chromium from Aqueous Solution using Synthesized Polyaniline in Acetonitrile

Authors: Majid Riahi Samani, Seyed Mehdi Borghei

Abstract:

Absorptive characteristics of polyaniline synthesized in mixture of water and acetonitrile in 50/50 volume ratio was studied. Synthesized polyaniline in powder shape is used as an adsorbent to remove toxic hexavalent chromium from aqueous solutions. Experiments were conducted in batch mode with different variables such as agitation time, solution pH and initial concentration of hexavalent chromium. Removal mechanism is the combination of surface adsorption and reduction. The equilibrium time for removal of Cr(T) and Cr(VI) was about 2 and 10 minutes respectively. The optimum pH for total chromium removal occurred at pH 7 and maximum hexavalent chromium removal took place under acidic condition at pH 3. Investigating the isothermal characteristics showed that the equilibrium adsorption data fitted both Freundlich-s and Langmuir-s isotherms. The maximum adsorption of chromium was calculated 36.1 mg/g for polyaniline

Keywords: Polyaniline, Chromium, acetonitrile, Adsorption

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3898 Using Non-Linear Programming Techniques in Determination of the Most Probable Slip Surface in 3D Slopes

Authors: M. M. Toufigh, A. R. Ahangarasr, A. Ouria

Abstract:

Among many different methods that are used for optimizing different engineering problems mathematical (numerical) optimization techniques are very important because they can easily be used and are consistent with most of engineering problems. Many studies and researches are done on stability analysis of three dimensional (3D) slopes and the relating probable slip surfaces and determination of factors of safety, but in most of them force equilibrium equations, as in simplified 2D methods, are considered only in two directions. In other words for decreasing mathematical calculations and also for simplifying purposes the force equilibrium equation in 3rd direction is omitted. This point is considered in just a few numbers of previous studies and most of them have only given a factor of safety and they haven-t made enough effort to find the most probable slip surface. In this study shapes of the slip surfaces are modeled, and safety factors are calculated considering the force equilibrium equations in all three directions, and also the moment equilibrium equation is satisfied in the slip direction, and using nonlinear programming techniques the shape of the most probable slip surface is determined. The model which is used in this study is a 3D model that is composed of three upper surfaces which can cover all defined and probable slip surfaces. In this research the meshing process is done in a way that all elements are prismatic with quadrilateral cross sections, and the safety factor is defined on this quadrilateral surface in the base of the element which is a part of the whole slip surface. The method that is used in this study to find the most probable slip surface is the non-linear programming method in which the objective function that must get optimized is the factor of safety that is a function of the soil properties and the coordinates of the nodes on the probable slip surface. The main reason for using non-linear programming method in this research is its quick convergence to the desired responses. The final results show a good compatibility with the previously used classical and 2D methods and also show a reasonable convergence speed.

Keywords: Non-linear programming, numerical optimization, slope stability, 3D analysis.

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