Search results for: Imen Dhaou

Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

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Authors: Jaouadi Imen, Ben Djemaa Raoudha, Ben Abdallah Hanene

Abstract:

The access to relevant information that is adapted to user’s needs, preferences and environment is a challenge in many applications running. That causes an appearance of context-aware systems. To facilitate the development of this class of applications, it is necessary that these applications share a common context metamodel. In this article, we will present our context metamodel that is defined using the OMG Meta Object facility (MOF).This metamodel is based on the analysis and synthesis of context concepts proposed in literature.

Keywords: Context, metamodel, Meta Object Facility (MOF), awareness system.

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

Abstract:

A new algorithm based on the lattice Boltzmann method (LBM) is proposed as a potential solver for one-dimensional heat and mass transfer for isothermal carbonization of wood particles. To check the validity of this algorithm, the LBM results have been compared with the published data and a good agreement is obtained. Then, the model is used to study the effect of reactor temperature and particle size on the evolution of the local temperature and mass loss inside the wood particle.

Keywords: Lattice Boltzmann Method, pyrolysis, conduction, carbonization.

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

Abstract:

In this paper, the 1-D conduction-radiation problem is solved by the lattice Boltzmann method. The effects of various parameters such as the scattering albedo, the conduction–radiation parameter and the wall emissivity are studied. In order to check on the accuracy of the numerical technique employed for the solution of the considered problem, the present numerical code was validated with the published study. The found results are in good agreement with those published

Keywords: Conduction, lattice Boltzmann method, planar medium, radiation.

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

Abstract:

A numerical study based on the Lattice Boltzmann Method (LBM) is proposed to solve one, two and three dimensional heat and mass transfer for isothermal carbonization of thick wood particles. To check the validity of the proposed model, computational results have been compared with the published data and a good agreement is obtained. Then, the model is used to study the effect of reactor temperature and thermal boundary conditions, on the evolution of the local temperature and the mass distributions of the wood particle during carbonization

Keywords: Lattice Boltzmann Method, pyrolysis conduction, carbonization, Heat and mass transfer.

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

Abstract:

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

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

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Authors: Siwar Fadhel, Imen Bahri, Man Zhang

Abstract:

The switched reluctance machine (SRM) has undeniable qualities in terms of low cost and mechanical robustness. However, its highly nonlinear character and its uncertain parameters justify the development of complicated controls. In this paper, authors present the design of a robust H-infinity current controller for an 8/6 SRM with taking into account the nonlinearity of the SRM and with rejection of disturbances. The electromagnetic torque is indirectly regulated through the current controller. To show the performances of this control, a robustness analysis is performed by comparing the H-infinity and PI controller simulation results. This comparison demonstrates better performances for the presented controller. The effectiveness and robustness of the presented controller are also demonstrated by experimental tests.

Keywords: Current regulation, experimentation, robust H-infinity control, switched reluctance machine.

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Authors: Imen Aouini, Lamia Ben Azzouz

Abstract:

The energy need is growing rapidly due to the population growth and the large new usage of power. Several works put considerable efforts to make the electricity grid more intelligent to reduce essentially energy consumption and provide efficiency and reliability of power systems. The Smart Grid is a complex architecture that covers critical devices and systems vulnerable to significant attacks. Hence, security is a crucial factor for the success and the wide deployment of Smart Grids. In this paper, we present security issues of the Smart Grid architecture and we highlight open issues that will make the Smart Grid security a challenging research area in the future.

Keywords: Smart grids, smart meters, home area network, neighbor area network.

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Authors: Imen Ammari, Mourad Elloumi, Ala Eddine Barouni

Abstract:

Visualizing “Courses – Pre – Required - Architecture" on the screen has proven to be useful and helpful for university actors and specially for students. In fact, these students can easily identify courses and their pre required, perceive the courses to follow in the future, and then can choose rapidly the appropriate course to register in. Given a set of courses and their prerequired, we present an algorithm for visualization a graph entitled “Courses-Pre-Required-Graph" that present courses and their prerequired in order to help students to recognize, lonely, what courses to take in the future and perceive the contain of all courses that they will study. Our algorithm using “Force Directed Placement" technique visualizes the “Courses-Pre-Required-Graph" in such way that courses are easily identifiable. The time complexity of our drawing algorithm is O (n2), where n is the number of courses in the “Courses-Pre-Required-Graph".

Keywords: Courses–Pre-Required-Architecture, Courses-Pre- Required-Graph, Courses-Pre-Required-Visualization, Force directed Placement, Resolution.

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

Abstract:

Thermal radiation plays a very important role in the heat transfer combination through the various components of the SOFC fuel cell operating at high temperatures. Lattice Boltzmann method is used for treating conduction-radiation heat transfer in the electrolyte. The thermal radiation heat transfer is coupled to the overall energy conservation equations through the divergence of the local radiative flux. The equation of energy in one dimension is numerically resolved by using the Lattice Boltzmann method. A computing program (FORTRAN) is developed locally for this purpose in order to obtain fields of temperature in every element of the cell. The parameters investigated are: functioning temperature, cell voltages and electrolyte thickness. The results show that the radiation effect increases with increasing the electrolyte thickness, also increases with increasing the functioning temperature and decreases with the increase of the voltage of the cell.

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

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

Abstract:

This paper examines the natural convection in a square enclosure filled with a water-Al₂O₃ nanofluid and is subjected to a magnetic field. The side walls of the cavity have spatially varying sinusoidal temperature distributions. The horizontal walls are adiabatic. Lattice Boltzmann method (LBM) is applied to solve the coupled equations of flow and temperature fields. This study has been carried out for the pertinent parameters in the following ranges: Rayleigh number of the base fluid, Ra=10³ to 10⁶, Hartmann number varied from Ha=0 to 90, phase deviation (γ=0, π/4, π/2, 3π/4 and π) and the solid volume fraction of the nanoparticles between Ø = 0 and 6%. The results show that the heat transfer rate increases with an increase of the Rayleigh number but it decreases with an increase of the Hartmann number. For γ=π/2 and Ra=10⁵ the magnetic field augments the effect of nanoparticles. At Ha=0, the greatest effects of nanoparticles are obtained at γ = 0 and π/4 for Ra=10⁴ and 10⁵ respectively.

 

Keywords: Lattice Boltzmann Method, magnetic field, Natural convection, nanofluid, Sinusoidal temperature distribution.

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

Abstract:

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

 

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

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Authors: Imen Sfaihi, Noureddine Hamdi

Abstract:

In this paper, we investigate the study of techniques for scheduling users for resource allocation in the case of multiple input and multiple output (MIMO) packet transmission systems. In these systems, transmit antennas are assigned to one user or dynamically to different users using spatial multiplexing. The allocation of all transmit antennas to one user cannot take full advantages of multi-user diversity. Therefore, we developed the case when resources are allocated dynamically. At each time slot users have to feed back their channel information on an uplink feedback channel. Channel information considered available in the schedulers is the zero forcing (ZF) post detection signal to interference plus noise ratio. Our analysis study concerns the round robin and the opportunistic schemes. In this paper, we present an overview and a complete capacity analysis of these schemes. The main results in our study are to give an analytical form of system capacity using the ZF receiver at the user terminal. Simulations have been carried out to validate all proposed analytical solutions and to compare the performance of these schemes.

Keywords: MIMO, scheduling, ZF receiver, spatial multiplexing, round robin scheduling, opportunistic.

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Authors: Imen Hamed, Burcu Ak, Oya Işık, Leyla Uslu, Kubilay Kazım Vursavuş

Abstract:

In this study, 3 species of Dunaliella (Dunaliella sp. Salt Lake isoalte (Tuz Gölü), Dunaliella salina CCAP19/18, and Dunaliella bardawil LB 2538) and their optical density, dry matter, chlorophyll a, total carotenoids, and β-carotene production were investigated in a batch system. The aim of this research was to compare carotenoids, and β-carotene production were investigated in a batch those 3 species. Therefore 2 stress factors were used: 2 different temperatures (20°C and 30°C) and 2 different salinities (30‰, and 60‰) were tested over a 17-day study. The highest growth and chlorophyll a was reported for Dunaliella sp. under 20°C/30‰ and 20°C/60‰ conditions respectively followed by D. bardawil and D. salina. Significant differences were noticed (p<0.05) for the other 3 species. The growth decreased as temperature and salinity increased since the lowest growth was noticed for the 30°C/60‰ group. The chlorophyll a content decreased also as temperature increased however when the NaCl concentration increased an augmentation of the content was noticed . In the 17^th day of experiment the highest carotenoids concentration was reported for D. bardawil 20°C/30‰ (65,639±0,400 μg.mL⁻¹) and the most important β carotene concentration was for D. salina 20°C/60‰ (8,98E-07±0,013 mol/L).

Keywords: Dunaliella sp., Dunaliella salina, Dunaliella bardawil, stress factors, pigments, growth.

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