Search results for: Hamidah Ibrahim
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 242

Search results for: Hamidah Ibrahim

62 Molecular Detection and Characterization of Infectious Bronchitis Virus from Libya

Authors: Abdulwahab Kammon, Tan Sheau Wei, Abdul Rahman Omar, Abdunaser Dayhum, Ibrahim Eldghayes, Monier Sharif

Abstract:

Infectious bronchitis virus (IBV) is a very dynamic and evolving virus, causing major economic losses to the global poultry industry. Recently, the Libyan poultry industry faced severe outbreak of respiratory distress associated with high mortality and dramatic drop in egg production. Tracheal and cloacal swabs were analyzed for several poultry viruses. IBV was detected using SYBR Green I real-time PCR detection based on the nucleocapsid (N) gene. Sequence analysis of the partial N gene indicated high similarity (~ 94%) to IBV strain 3382/06 that was isolated from Taiwan. Even though the IBV strain 3382/06 is more similar to that of the Mass type H120, the isolate has been implicated associated with intertypic recombinant of 3 putative parental IBV strains namely H120, Taiwan strain 1171/92 and China strain CK/CH/LDL/97I. Complete sequencing and antigenicity studies of the Libya IBV strains are currently underway to determine the evolution of the virus and its importance in vaccine induced immunity. In this paper we documented for the first time the presence of possibly variant IBV strain from Libya which required dramatic change in vaccination program.

Keywords: Libya, Infectious bronchitis, Molecular characterization.

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61 Fuzzy Logic Speed Controller with Reduced Rule Base for Dual PMSM Drives

Authors: Jurifa Mat Lazi, Zulkifilie Ibrahim, Marizan Sulaiman, Fizatul Aini Patakor, Siti Noormiza Mat Isa

Abstract:

Dual motor drives fed by single inverter is purposely designed to reduced size and cost with respect to single motor drives fed by single inverter. Previous researches on dual motor drives only focus on the modulation and the averaging techniques. Only a few of them, study the performance of the drives based on different speed controller other than Proportional and Integrator (PI) controller. This paper presents a detailed comparative study on fuzzy rule-base in Fuzzy Logic speed Controller (FLC) for Dual Permanent Magnet Synchronous Motor (PMSM) drives. Two fuzzy speed controllers which are standard and simplified fuzzy speed controllers are designed and the results are compared and evaluated. The standard fuzzy controller consists of 49 rules while the proposed controller consists of 9 rules determined by selecting the most dominant rules only. Both designs are compared for wide range of speed and the robustness of both controllers over load disturbance changes is tested to demonstrate the effectiveness of the simplified/reduced rulebase.

Keywords: Dual Motor Drives, Fuzzy Logic Speed Controller, Reduced Rule-Base, PMSM

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60 A Speeded up Robust Scale-Invariant Feature Transform Currency Recognition Algorithm

Authors: Daliyah S. Aljutaili, Redna A. Almutlaq, Suha A. Alharbi, Dina M. Ibrahim

Abstract:

All currencies around the world look very different from each other. For instance, the size, color, and pattern of the paper are different. With the development of modern banking services, automatic methods for paper currency recognition become important in many applications like vending machines. One of the currency recognition architecture’s phases is Feature detection and description. There are many algorithms that are used for this phase, but they still have some disadvantages. This paper proposes a feature detection algorithm, which merges the advantages given in the current SIFT and SURF algorithms, which we call, Speeded up Robust Scale-Invariant Feature Transform (SR-SIFT) algorithm. Our proposed SR-SIFT algorithm overcomes the problems of both the SIFT and SURF algorithms. The proposed algorithm aims to speed up the SIFT feature detection algorithm and keep it robust. Simulation results demonstrate that the proposed SR-SIFT algorithm decreases the average response time, especially in small and minimum number of best key points, increases the distribution of the number of best key points on the surface of the currency. Furthermore, the proposed algorithm increases the accuracy of the true best point distribution inside the currency edge than the other two algorithms.

Keywords: Currency recognition, feature detection and description, SIFT algorithm, SURF algorithm, speeded up and robust features.

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59 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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58 Development of Fuzzy Logic Control Ontology for E-Learning

Authors: Muhammad Sollehhuddin A. Jalil, Mohd Ibrahim Shapiai, Rubiyah Yusof

Abstract:

Nowadays, ontology is common in many areas like artificial intelligence, bioinformatics, e-commerce, education and many more. Ontology is one of the focus areas in the field of Information Retrieval. The purpose of an ontology is to describe a conceptual representation of concepts and their relationships within a particular domain. In other words, ontology provides a common vocabulary for anyone who needs to share information in the domain. There are several ontology domains in various fields including engineering and non-engineering knowledge. However, there are only a few available ontology for engineering knowledge. Fuzzy logic as engineering knowledge is still not available as ontology domain. In general, fuzzy logic requires step-by-step guidelines and instructions of lab experiments. In this study, we presented domain ontology for Fuzzy Logic Control (FLC) knowledge. We give Table of Content (ToC) with middle strategy based on the Uschold and King method to develop FLC ontology. The proposed framework is developed using Protégé as the ontology tool. The Protégé’s ontology reasoner, known as the Pellet reasoner is then used to validate the presented framework. The presented framework offers better performance based on consistency and classification parameter index. In general, this ontology can provide a platform to anyone who needs to understand FLC knowledge.

Keywords: Engineering knowledge, fuzzy logic control ontology, ontology development, table of contents.

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57 Experimental Study of LPG Diffusion Flame at Elevated Preheated Air Temperatures

Authors: A. A. Amer, H. M. Gad, I. A. Ibrahim, S. I. Abdel-Mageed, T. M. Farag

Abstract:

This paper represents an experimental study of LPG diffusion flame at elevated preheated air temperatures. The flame is stabilized in a vertical water-cooled combustor by using air swirler. An experimental test rig was designed to investigate the different operating conditions. The burner head is designed so that the LPG fuel issued centrally and surrounded by the swirling air issues from an air swirler. There are three air swirlers having the same dimensions but having different blade angles to give different swirl numbers of 0.5, 0.87 and 1.5. The combustion air was heated electrically before entering the combustor up to a temperature about 500 K. Five air to fuel mass ratios of 15, 20, 30, 40 and 50 were also studied. The effect of preheated air temperature, swirl number and air to fuel mass ratios on the temperature maps, visible flame length, high temperature region (size) and exhaust species concentrations are studied. Some results show that as the preheated air temperature increases, the volume of high temperature region also increased but the flame length decreased. Increasing the preheated air temperature, EINOx, EICO2 and EIO2 increased, while EICO decreased. Increasing the preheated air temperature from 300 to 500 K, for all air swirl numbers used, the highest increase in EINOx, EICO2 and EIO2 are 141, 4 and 65%, respectively.

Keywords: Preheated air temperature, air swirler, flame length, emission index.

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56 Thermal Analysis of Open-Cycle Regenerator Gas-Turbine Power-Plant

Authors: M. M. Rahman, Thamir K. Ibrahim, M. Y. Taib, M. M. Noor, Rosli A. Bakar

Abstract:

Regenerative gas turbine engine cycle is presented that yields higher cycle efficiencies than simple cycle operating under the same conditions. The power output, efficiency and specific fuel consumption are simulated with respect to operating conditions. The analytical formulae about the relation to determine the thermal efficiency are derived taking into account the effected operation conditions (ambient temperature, compression ratio, regenerator effectiveness, compressor efficiency, turbine efficiency and turbine inlet temperature). Model calculations for a wide range of parameters are presented, as are comparisons with simple gas turbine cycle. The power output and thermal efficiency are found to be increasing with the regenerative effectiveness, and the compressor and turbine efficiencies. The efficiency increased with increase the compression ratio to 5, then efficiency decreased with increased compression ratio, but in simple cycle the thermal efficiency always increase with increased in compression ratio. The increased in ambient temperature caused decreased thermal efficiency, but the increased in turbine inlet temperature increase thermal efficiency.

Keywords: Gas turbine, power plant, thermal analysis, regeneration

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55 Evaluation of Hybrid Viscoelastic Damper for Passive Energy Dissipation

Authors: S. S. Ghodsi, M. H. Mehrabi, Zainah Ibrahim, Meldi Suhatril

Abstract:

This research examines the performance of a hybrid passive control device for enhancing the seismic response of steel frame structures. The device design comprises a damper which employs a viscoelastic material to control both shear and axial strain. In the design, energy is dissipated through the shear strain of a two-layer system of viscoelastic pads which are located between steel plates. In addition, viscoelastic blocks have been included on either side of the main shear damper which obtains compressive strains in the viscoelastic blocks. These dampers not only dissipate energy but also increase the stiffness of the steel frame structure, and the degree to which they increase the stiffness may be controlled by the size and shape. In this research, the cyclical behavior of the damper was examined both experimentally and numerically with finite element modeling. Cyclic loading results of the finite element modeling reveal fundamental characteristics of this hybrid viscoelastic damper. The results indicate that incorporating a damper of the design can significantly improve the seismic performance of steel frame structures.

Keywords: Cyclic loading, energy dissipation, hybrid damper, passive control system, viscoelastic damper.

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54 Stability of Fractional Differential Equation

Authors: Rabha W. Ibrahim

Abstract:

We study a Dirichlet boundary value problem for Lane-Emden equation involving two fractional orders. Lane-Emden equation has been widely used to describe a variety of phenomena in physics and astrophysics, including aspects of stellar structure, the thermal history of a spherical cloud of gas, isothermal gas spheres,and thermionic currents. However, ordinary Lane-Emden equation does not provide the correct description of the dynamics for systems in complex media. In order to overcome this problem and describe dynamical processes in a fractalmedium, numerous generalizations of Lane-Emden equation have been proposed. One such generalization replaces the ordinary derivative by a fractional derivative in the Lane-Emden equation. This gives rise to the fractional Lane-Emden equation with a single index. Recently, a new type of Lane-Emden equation with two different fractional orders has been introduced which provides a more flexible model for fractal processes as compared with the usual one characterized by a single index. The contraction mapping principle and Krasnoselskiis fixed point theorem are applied to prove the existence of solutions of the problem in a Banach space. Ulam-Hyers stability for iterative Cauchy fractional differential equation is defined and studied.

Keywords: Fractional calculus, fractional differential equation, Lane-Emden equation, Riemann-Liouville fractional operators, Volterra integral equation.

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53 Enhancements in Blended e-Learning Management System

Authors: Ibrahim S AlNomay, Alaa Jaber, Ghada AlNasser

Abstract:

A learning management system (commonly abbreviated as LMS) is a software application for the administration, documentation, tracking, and reporting of training programs, classroom and online events, e-learning programs, and training content (Ellis 2009). (Hall 2003) defines an LMS as \"software that automates the administration of training events. All Learning Management Systems manage the log-in of registered users, manage course catalogs, record data from learners, and provide reports to management\". Evidence of the worldwide spread of e-learning in recent years is easy to obtain. In April 2003, no fewer than 66,000 fully online courses and 1,200 complete online programs were listed on the TeleCampus portal from TeleEducation (Paulsen 2003). In the report \" The US market in the Self-paced eLearning Products and Services:2010-2015 Forecast and Analysis\" The number of student taken classes exclusively online will be nearly equal (1% less) to the number taken classes exclusively in physical campuses. Number of student taken online course will increase from 1.37 million in 2010 to 3.86 million in 2015 in USA. In another report by The Sloan Consortium three-quarters of institutions report that the economic downturn has increased demand for online courses and programs.

Keywords: LMS, Interactive Materials, Exam Centers, Learning Outcomes

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52 Promoting Mathematical Understanding Using ICT in Teaching and Learning

Authors: Kamel Hashem, Ibrahim Arman

Abstract:

Information and Communication Technologies (ICT) in mathematical education is a very active field of research and innovation, where learning is understood to be meaningful and grasping multiple linked representation rather than rote memorization, a great amount of literature offering a wide range of theories, learning approaches, methodologies and interpretations, are generally stressing the potentialities for teaching and learning using ICT. Despite the utilization of new learning approaches with ICT, students experience difficulties in learning concepts relevant to understanding mathematics, much remains unclear about the relationship between the computer environment, the activities it might support, and the knowledge that might emerge from such activities. Many questions that might arise in this regard: to what extent does the use of ICT help students in the process of understanding and solving tasks or problems? Is it possible to identify what aspects or features of students' mathematical learning can be enhanced by the use of technology? This paper will highlight the interest of the integration of information and communication technologies (ICT) into the teaching and learning of mathematics (quadratic functions), it aims to investigate the effect of four instructional methods on students- mathematical understanding and problem solving. Quantitative and qualitative methods are used to report about 43 students in middle school. Results showed that mathematical thinking and problem solving evolves as students engage with ICT activities and learn cooperatively.

Keywords: Dynamic Geometry Software, Information and Communication Technologies, Visualization, Mathematical Education.

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51 Importance of E-Participation by U-Society in the Development of the U-City

Authors: Jalaluddin Abdul Malek, Mohd Asruladlyi Ibrahim, Zurinah Tahir

Abstract:

This paper is to reveal developments in the areas of urban technology in Malaysia. Developments occur intend to add value intelligent city development to the ubiquitous city (U-city) or smart city. The phenomenon of change is called the development of post intelligent cities. U-City development discourse is seen from the perspective of the philosophy of the virtuous city organized by al-Farabi. The prosperity and perfection of a city is mainly caused by human personality factors, as well as its relationship with material and technological aspects of the city. The question is, to what extent to which human factors are taken into account in the concept of U-City as an added value to the intelligent city concept to realize the prosperity and perfection of the city? Previously, the intelligent city concept was developed based on global change and ICT movement, while the U-city added value to the development of intelligent cities and focused more on the development of information and communications technology (ICT). Value added is defined as the use of fiber optic technology that is wired to the use of wireless technology, such as wireless broadband. In this discourse, the debate on the concept of U-City is to the symbiosis between the U-City and the importance of local human e-participation (U-Society) for prosperity. In the context of virtuous city philosophy, it supports the thought of symbiosis so the concept of U-City can achieve sustainability, prosperity and perfection of the city.

Keywords: Smart city, ubiquitous city, U-Society, e-participation, prosperity.

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50 SLM Using Riemann Sequence Combined with DCT Transform for PAPR Reduction in OFDM Communication Systems

Authors: Pepin Magnangana Zoko Goyoro, Ibrahim James Moumouni, Sroy Abouty

Abstract:

Orthogonal Frequency Division Multiplexing (OFDM) is an efficient method of data transmission for high speed communication systems. However, the main drawback of OFDM systems is that, it suffers from the problem of high Peak-to-Average Power Ratio (PAPR) which causes inefficient use of the High Power Amplifier and could limit transmission efficiency. OFDM consist of large number of independent subcarriers, as a result of which the amplitude of such a signal can have high peak values. In this paper, we propose an effective reduction scheme that combines DCT and SLM techniques. The scheme is composed of the DCT followed by the SLM using the Riemann matrix to obtain phase sequences for the SLM technique. The simulation results show PAPR can be greatly reduced by applying the proposed scheme. In comparison with OFDM, while OFDM had high values of PAPR –about 10.4dB our proposed method achieved about 4.7dB reduction of the PAPR with low complexities computation. This approach also avoids randomness in phase sequence selection, which makes it simpler to decode at the receiver. As an added benefit, the matrices can be generated at the receiver end to obtain the data signal and hence it is not required to transmit side information (SI).

Keywords: DCT transform, OFDM, PAPR, Riemann matrix, SLM.

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49 Performance of Steel Frame with a Viscoelastic Damper Device under Earthquake Excitation

Authors: M. H. Mehrabi, S. S. Ghodsi, Zainah Ibrahim, Meldi Suhatril

Abstract:

Standard routes for upgrading existing buildings to improve their seismic response can be expensive in terms of both time and cost due to the modifications required to the foundations. As a result, interest has grown in the installation of viscoelastic dampers (VEDs) in mid and high-rise buildings. Details of a low-cost viscoelastic passive control device, the rotary rubber braced damper (RRBD), are presented in this paper. This design has the added benefits of being lightweight and simple to install. Experimental methods and finite element modeling were used to assess the performance of the proposed VED design and its effect on building response during earthquakes. The analyses took into account the behaviors of non-linear materials and large deformations. The results indicate that the proposed RRBD provides high levels of energy absorption, ensuring the stable cyclical response of buildings in all scenarios considered. In addition, time history analysis was employed in this study to evaluate the RRBD’s ability to control the displacements and accelerations experienced by steel frame structures. It was demonstrated that the device responds well even at low displacements, highlighting its suitability for use in seismic events of varying severity.

Keywords: Dynamic response, passive control, performance test, seismic protection.

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48 Continuous Flow Experimental Set-Up for Fouling Deposit Study

Authors: A. L. Ho, N. Ab. Aziz, F. S. Taip, M. N. Ibrahim

Abstract:

The study of the fouling deposition of pink guava juice (PGJ) is relatively new research compared to milk fouling deposit. In this work, a new experimental set-up was developed to imitate the fouling formation in heat exchanger, namely a continuous flow experimental set-up heat exchanger. The new experimental setup was operated under industrial pasteurization temperature of PGJ, which was at 93°C. While the flow rate and pasteurization period were based on the experimental capacity, which were 0.5 and 1 liter/min for the flow rate and the pasteurization period was set for 1 hour. Characterization of the fouling deposit was determined by using various methods. Microstructure of the deposits was carried out using ESEM. Proximate analyses were performed to determine the composition of moisture, fat, protein, fiber, ash and carbohydrate content. A study on the hardness and stickiness of the fouling deposit was done using a texture analyzer. The presence of seedstone in pink guava juice was also analyzed using a particle analyzer. The findings shown that seedstone from pink guava juice ranging from 168 to 200μm and carbohydrate was found to be a major composition (47.7% of fouling deposit consists of carbohydrate). Comparison between the hardness and stickiness of the deposits at two different flow rates showed that fouling deposits were harder and denser at higher flow rate. Findings from this work provide basis knowledge for further study on fouling and cleaning of PGJ.

Keywords: Pink guava juice, fouling deposit, heat exchanger.

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47 On Algebraic Structure of Improved Gauss-Seidel Iteration

Authors: O. M. Bamigbola, A. A. Ibrahim

Abstract:

Analysis of real life problems often results in linear systems of equations for which solutions are sought. The method to employ depends, to some extent, on the properties of the coefficient matrix. It is not always feasible to solve linear systems of equations by direct methods, as such the need to use an iterative method becomes imperative. Before an iterative method can be employed to solve a linear system of equations there must be a guaranty that the process of solution will converge. This guaranty, which must be determined apriori, involve the use of some criterion expressible in terms of the entries of the coefficient matrix. It is, therefore, logical that the convergence criterion should depend implicitly on the algebraic structure of such a method. However, in deference to this view is the practice of conducting convergence analysis for Gauss- Seidel iteration on a criterion formulated based on the algebraic structure of Jacobi iteration. To remedy this anomaly, the Gauss- Seidel iteration was studied for its algebraic structure and contrary to the usual assumption, it was discovered that some property of the iteration matrix of Gauss-Seidel method is only diagonally dominant in its first row while the other rows do not satisfy diagonal dominance. With the aid of this structure we herein fashion out an improved version of Gauss-Seidel iteration with the prospect of enhancing convergence and robustness of the method. A numerical section is included to demonstrate the validity of the theoretical results obtained for the improved Gauss-Seidel method.

Keywords: Linear system of equations, Gauss-Seidel iteration, algebraic structure, convergence.

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46 A Study of Two Disease Models: With and Without Incubation Period

Authors: H. C. Chinwenyi, H. D. Ibrahim, J. O. Adekunle

Abstract:

The incubation period is defined as the time from infection with a microorganism to development of symptoms. In this research, two disease models: one with incubation period and another without incubation period were studied. The study involves the use of a  mathematical model with a single incubation period. The test for the existence and stability of the disease free and the endemic equilibrium states for both models were carried out. The fourth order Runge-Kutta method was used to solve both models numerically. Finally, a computer program in MATLAB was developed to run the numerical experiments. From the results, we are able to show that the endemic equilibrium state of the model with incubation period is locally asymptotically stable whereas the endemic equilibrium state of the model without incubation period is unstable under certain conditions on the given model parameters. It was also established that the disease free equilibrium states of the model with and without incubation period are locally asymptotically stable. Furthermore, results from numerical experiments using empirical data obtained from Nigeria Centre for Disease Control (NCDC) showed that the overall population of the infected people for the model with incubation period is higher than that without incubation period. We also established from the results obtained that as the transmission rate from susceptible to infected population increases, the peak values of the infected population for the model with incubation period decrease and are always less than those for the model without incubation period.

Keywords: Asymptotic stability, incubation period, Routh-Hurwitz criterion, Runge Kutta method.

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45 Strategies for Patient Families Integration in Caregiving: A Consensus Opinion

Authors: Ibrahim A. Alkali

Abstract:

There is no reservation on the outstanding contribution of patient families in restoration of hospitalised patients, hence their consideration as essential component of hospital ward regimen. The psychological and emotional support a patient requires has been found to be solely provided by the patient’s family. However, consideration of their presence as one of the major functional requirements of an inpatient setting design have always been a source of disquiet, especially in developing countries where policies, norms and protocols of healthcare administration have no consideration for the patients’ family. This have been a major challenge to the hospital ward facilities, a concern for the hospital administration and patient management. The study therefore is aimed at obtaining a consensus opinion on the best approach for family integration in the design of an inpatient setting.  A one day visioning charrette involving Architects, Nurses, Medical Doctors, Healthcare assistants and representatives from the Patient families was conducted with the aim of arriving at a consensus opinion on practical design approach for sustainable family integration. Patient’s family are found to be decisive character of hospital ward regimen that cannot be undermined. However, several challenges that impede family integration were identified and subsequently a recommendation for an ideal approach. This will serve as a guide to both architects and hospital management in implementing much desired Patient and Family Centred Care.

Keywords: Caregiving, Inpatient setting, Integration, Patient Families.

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44 Supramolecular Cocrystal of 2-Amino-4-Chloro-6- Methylpyrimidine with 4-Methylbenzoic Acid: Synthesis, Structural Determinations and Quantum Chemical Investigations

Authors: Nuridayanti Che Khalib, Kaliyaperumal Thanigaimani, Suhana Arshad, Ibrahim Abdul Razak

Abstract:

The 1:1 cocrystal of 2-amino-4-chloro-6- methylpyrimidine (2A4C6MP) with 4-methylbenzoic acid (4MBA) (I) has been prepared by slow evaporation method in methanol, which was crystallized in monoclinic C2/c space group, Z = 8, and a = 28.431 (2) Å, b = 7.3098 (5) Å, c = 14.2622 (10) Å and β = 109.618 (3)°. The presence of unionized –COOH functional group in cocrystal I was identified both by spectral methods (1H and 13C NMR, FTIR) and X-ray diffraction structural analysis. The 2A4C6MP molecule interact with the carboxylic group of the respective 4MBA molecule through N—H⋯O and O—H⋯N hydrogen bonds, forming a cyclic hydrogen–bonded motif R2 2(8). The crystal structure was stabilized by Npyrimidine—H⋯O=C and C=O—H⋯Npyrimidine types hydrogen bonding interactions. Theoretical investigations have been computed by HF and density function (B3LYP) method with 6–311+G (d,p)basis set. The vibrational frequencies together with 1H and 13C NMR chemical shifts have been calculated on the fully optimized geometry of cocrystal I. Theoretical calculations are in good agreement with the experimental results. Solvent–free formation of this cocrystal I is confirmed by powder X-ray diffraction analysis.

Keywords: Supramolecular Cocrystal, 2-amino-4-chloro-6- methylpyrimidine, Hartree-Fock and DFT Studies, Spectroscopic Analysis.

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43 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance

Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

Abstract:

Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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42 A Multiple-Objective Environmental Rationalization and Optimization for Material Substitution in the Production of Stone-Washed Jeans- Garments

Authors: Nabil A. Ibrahim, Nabil M. Abdel Moneim, Mohamed A. Ramadan, Marwa M. Hosni

Abstract:

As the Textile Industry is the second largest industry in Egypt and as small and medium-sized enterprises (SMEs) make up a great portion of this industry therein it is essential to apply the concept of Cleaner Production for the purpose of reducing pollution. In order to achieve this goal, a case study concerned with ecofriendly stone-washing of jeans-garments was investigated. A raw material-substitution option was adopted whereby the toxic potassium permanganate and sodium sulfide were replaced by the environmentally compatible hydrogen peroxide and glucose respectively where the concentrations of both replaced chemicals together with the operating time were optimized. In addition, a process-rationalization option involving four additional processes was investigated. By means of criteria such as product quality, effluent analysis, mass and heat balance; and cost analysis with the aid of a statistical model, a process optimization treatment revealed that the superior process optima were 50%, 0.15% and 50min for H2O2 concentration, glucose concentration and time, respectively. With these values the superior process ought to reduce the annual cost by about EGP 105 relative to the currently used conventional method.

Keywords: Cleaner Production, Eco-friendly of jeans garments, Stone washing, Textile Industry, Textile Wet Processing.

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41 A Computational Study on Flow Separation Control of Humpback Whale Inspired Sinusoidal Hydrofoils

Authors: J. Joy, T. H. New, I. H. Ibrahim

Abstract:

A computational study on bio-inspired NACA634-021 hydrofoils with leading-edge protuberances has been carried out to investigate their hydrodynamic flow control characteristics at a Reynolds number of 14,000 and different angles-of-attack. The numerical simulations were performed using ANSYS FLUENT and based on Reynolds-Averaged Navier-Stokes (RANS) solver mode incorporated with k-ω Shear Stress Transport (SST) turbulence model. The results obtained indicate varying flow phenomenon along the peaks and troughs over the span of the hydrofoils. Compared to the baseline hydrofoil with no leading-edge protuberances, the leading-edge modified hydrofoils tend to reduce flow separation extents along the peak regions. In contrast, there are increased flow separations in the trough regions of the hydrofoil with leading-edge protuberances. Interestingly, it was observed that dissimilar flow separation behaviour is produced along different peak- or trough-planes along the hydrofoil span, even though the troughs or peaks are physically similar at each interval for a particular hydrofoil. Significant interactions between adjacent flow structures produced by the leading-edge protuberances have also been observed. These flow interactions are believed to be responsible for the dissimilar flow separation behaviour along physically similar peak- or trough-planes.

Keywords: Computational Fluid Dynamics, Flow separation control, Hydrofoils, Leading-edge protuberances.

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40 Indirect Solar Desalination: Value Engineering and Cost Benefit Analysis

Authors: Grace Rachid, Mutasem El-Fadel, Mahmoud Al-Hindi, Ibrahim Jamali, Daniel Abdel Nour

Abstract:

This study examines the feasibility of indirect solar desalination in oil producing countries in the Middle East and North Africa (MENA) region. It relies on value engineering (VE) and costbenefit with sensitivity analyses to identify optimal coupling configurations of desalination and solar energy technologies. A comparative return on investment was assessed as a function of water costs for varied plant capacities (25,000 to 75,000 m3/day), project lifetimes (15 to 25 years), and discount rates (5 to 15%) taking into consideration water and energy subsidies, land cost as well as environmental externalities in the form of carbon credit related to greenhouse gas (GHG) emissions reduction. The results showed reverse osmosis (RO) coupled with photovoltaic technologies (PVs) as the most promising configuration, robust across different prices for Brent oil, discount rates, as well as different project lifetimes. Environmental externalities and subsidies analysis revealed that a 16% reduction in existing subsidy on water tariffs would ensure economic viability. Additionally, while land costs affect investment attractiveness, the viability of RO coupled with PV remains possible for a land purchase cost <$ 80/m2 or a lease rate <$1/m2/yr. Beyond those rates, further subsidy lifting is required.

Keywords: Solar energy, desalination, value engineering, CBA, carbon credit, subsidies.

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39 Experimental and Numerical Study of A/C Outletsand Its Impact on Room Airflow Characteristics

Authors: Mohammed A. Aziz, Ibrahim A. M. Gad, El Shahat F. A. Mohammed, Ramy H. Mohammed

Abstract:

This paper investigates experimental and numerical study of the airflow characteristics for vortex, round and square ceiling diffusers and its effect on the thermal comfort in a ventilated room. Three different thermal comfort criteria namely; Mean Age of the Air (MAA), ventilation effectiveness (E), and Effective Draft Temperature (EDT) have been used to predict the thermal comfort zone inside the room. In experimental work, a sub-scale room is set-up to measure the temperature field in the room. In numerical analysis, unstructured grids have been used to discretize the numerical domain. Conservation equations are solved using FLUENT commercial flow solver. The code is validated by comparing the numerical results obtained from three different turbulence models with the available experimental data. The comparison between the various numerical models shows that the standard k-ε turbulence model can be used to simulate these cases successfully. After validation of the code, effect of supply air velocity on the flow and thermal field could be investigated and hence the thermal comfort. The results show that the pressure coefficient created by the square diffuser is 1.5 times greater than that created by the vortex diffuser. The velocity decay coefficient is nearly the same for square and round diffusers and is 2.6 times greater than that for the vortex diffuser.

Keywords: Ceiling diffuser, Thermal Comfort, MAA, EDT, Fluent, Turbulence model.

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38 Solving Process Planning, Weighted Earliest Due Date Scheduling and Weighted Due Date Assignment Using Simulated Annealing and Evolutionary Strategies

Authors: Halil Ibrahim Demir, Abdullah Hulusi Kokcam, Fuat Simsir, Özer Uygun

Abstract:

Traditionally, three important manufacturing functions which are process planning, scheduling and due-date assignment are performed sequentially and separately. Although there are numerous works on the integration of process planning and scheduling and plenty of works focusing on scheduling with due date assignment, there are only a few works on integrated process planning, scheduling and due-date assignment. Although due-dates are determined without taking into account of weights of the customers in the literature, here weighted due-date assignment is employed to get better performance. Jobs are scheduled according to weighted earliest due date dispatching rule and due dates are determined according to some popular due date assignment methods by taking into account of the weights of each job. Simulated Annealing, Evolutionary Strategies, Random Search, hybrid of Random Search and Simulated Annealing, and hybrid of Random Search and Evolutionary Strategies, are applied as solution techniques. Three important manufacturing functions are integrated step-by-step and higher integration levels are found better. Search meta-heuristics are found to be very useful while improving performance measure.

Keywords: Evolutionary strategies, hybrid searches, process planning, simulated annealing, weighted due-date assignment, weighted scheduling.

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37 Optimum Design of Steel Space Frames by Hybrid Teaching-Learning Based Optimization and Harmony Search Algorithms

Authors: Alper Akın, İbrahim Aydoğdu

Abstract:

This study presents a hybrid metaheuristic algorithm to obtain optimum designs for steel space buildings. The optimum design problem of three-dimensional steel frames is mathematically formulated according to provisions of LRFD-AISC (Load and Resistance factor design of American Institute of Steel Construction). Design constraints such as the strength requirements of structural members, the displacement limitations, the inter-story drift and the other structural constraints are derived from LRFD-AISC specification. In this study, a hybrid algorithm by using teachinglearning based optimization (TLBO) and harmony search (HS) algorithms is employed to solve the stated optimum design problem. These algorithms are two of the recent additions to metaheuristic techniques of numerical optimization and have been an efficient tool for solving discrete programming problems. Using these two algorithms in collaboration creates a more powerful tool and mitigates each other’s weaknesses. To demonstrate the powerful performance of presented hybrid algorithm, the optimum design of a large scale steel building is presented and the results are compared to the previously obtained results available in the literature.

Keywords: Optimum structural design, hybrid techniques, teaching-learning based optimization, harmony search algorithm, minimum weight, steel space frame.

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36 A Review of the Antecedents and Consequences of Employee Engagementc

Authors: Ibrahim Hamidu Magem

Abstract:

Employee engagement has continued to gain popularity among practitioners, consultants and academicians recent years. This is due to the fact that the engaged employees are central to organizational success in today’s highly competitive and rapidly changing business environment. Employee engagement depicts a situation whereby employee’s harnessed themselves to their work roles. The importance of employee engagement to organizations cannot be overemphasized in today’s rapidly changing business environment. Organizations both large and small are constantly striving to improve their performance, retain employees, reduce absenteeism, and create loyal customers among others. To be able to achieve these organizations need a team of highly engaged employees. In line with this, the study attempts to provide a valuable framework for understanding the antecedents and consequences of employee engagement in organizations. The paper categorizes the antecedents of employee engagement into individual and organizational factors which it is assumed that the existence of such factors could result into engaged employees that will be of benefit to organizations. Therefore, it is recommended that organizations should revisit and redesign its employee engagement system to enable them attain their organizational goals and objectives. In addition, organizations should note that engagement is personal but organizational engagement programmes should be about everyone in the organization. The findings from this paper adds to existing studies about employee engagement and also provide awareness to academics and practitioners about the importance of employee engagement to improve organizations efficiency and effectiveness, as well as to impact to overall firm performance.

Keywords: Antecedent, employee engagement, job involvement, organization.

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35 MHD Chemically Reacting Viscous Fluid Flow towards a Vertical Surface with Slip and Convective Boundary Conditions

Authors: Ibrahim Yakubu Seini, Oluwole Daniel Makinde

Abstract:

MHD chemically reacting viscous fluid flow towards a vertical surface with slip and convective boundary conditions has been conducted. The temperature and the chemical species concentration of the surface and the velocity of the external flow are assumed to vary linearly with the distance from the vertical surface. The governing differential equations are modeled and transformed into systems of ordinary differential equations, which are then solved numerically by a shooting method. The effects of various parameters on the heat and mass transfer characteristics are discussed. Graphical results are presented for the velocity, temperature, and concentration profiles whilst the skin-friction coefficient and the rate of heat and mass transfers near the surface are presented in tables and discussed. The results revealed that increasing the strength of the magnetic field increases the skin-friction coefficient and the rate of heat and mass transfers toward the surface. The velocity profiles are increased towards the surface due to the presence of the Lorenz force, which attracts the fluid particles near the surface. The rate of chemical reaction is seen to decrease the concentration boundary layer near the surface due to the destructive chemical reaction occurring near the surface.

Keywords: Boundary layer, surface slip, MHD flow, chemical reaction, heat transfer, mass transfer.

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34 Formation of Protective Aluminum-Oxide Layer on the Surface of Fe-Cr-Al Sintered-Metal-Fibers via Multi-Stage Thermal Oxidation

Authors: Loai Ben Naji, Osama M. Ibrahim, Khaled J. Al-Fadhalah

Abstract:

The objective of this paper is to investigate the formation and adhesion of a protective aluminum-oxide (Al2O3, alumina) layer on the surface of Iron-Chromium-Aluminum Alloy (Fe-Cr-Al) sintered-metal-fibers. The oxide-scale layer was developed via multi-stage thermal oxidation at 930 oC for 1 hour, followed by 1 hour at 960 oC, and finally at 990 oC for 2 hours. Scanning Electron Microscope (SEM) images show that the multi-stage thermal oxidation resulted in the formation of predominantly Al2O3 platelets-like and whiskers. SEM images also reveal non-uniform oxide-scale growth on the surface of the fibers. Furthermore, peeling/spalling of the alumina protective layer occurred after minimum handling, which indicates weak adhesion forces between the protective layer and the base metal alloy.  Energy Dispersive Spectroscopy (EDS) analysis of the heat-treated Fe-Cr-Al sintered-metal-fibers confirmed the high aluminum content on the surface of the protective layer, and the low aluminum content on the exposed base metal alloy surface. In conclusion, the failure of the oxide-scale protective layer exposes the base metal alloy to further oxidation, and the fragile non-uniform oxide-scale is not suitable as a support for catalysts.

Keywords: High-temperature oxidation, alumina protective layer, iron-chromium-aluminum alloy, sintered-metal-fibers.

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33 Digestibility in Yankasa Rams Fed Brachiaria ruziziensis – Centrosema pascuorum Hay Mixtures with Concentrate

Authors: Ibrahim Sani, J. T. Amodu, M. R. Hassan, R. J. Tanko, N. Adamu

Abstract:

This study investigated the digestibility of Brachiaria ruziziensis and Centrosema pascuorum hay mixtures at varying proportions in Yankasa rams. Twelve Yankasa rams with average initial weight 10.25 ± 0.1 kg were assigned to three dietary treatments of B. ruziziensis and C. pascuorum hay at different mixtures (75BR:25CP, 50BR:50CP and 25BR:75CP, respectively) in a Completely Randomized Design (CRD) for a period of 14 days. Concentrate diet was given to the experimental animals as supplement at fixed proportion, while the forage mixture (basal diet) was fed at 3% body weight. Animals on 50BR:50CP had better nutrient digestibility (crude protein, acid and neutral detergent fibre, ether extract and nitrogen free extract) than other treatment diets, except in dry matter digestibility (87.35%) which compared with 87.54% obtained in 25BR:75CP treatment diet and also organic matter digestibility. All parameters taken on nitrogen balance with the exception of nitrogen retained were significantly higher (P < 0.05) in animals fed 25BR:75CP diet, but were statistically similar with values obtained for animals on 50BR:50CP diet. From results obtained in this study, it is concluded that mixture of 25%BR75%CP gave the best nutrient digestibility and nitrogen balance in Yankasa rams. It is therefore recommended that B. ruziziensis and C. pascuorum should be fed at 50:50 mixture ratio for enhanced animal growth and performance in Nigeria.

Keywords: B. ruziziensis, C. pascuorum, digestibility, rams, Yankasa.

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