Search results for: Motion estimators.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 764

Search results for: Motion estimators.

524 Biomechanical Analysis of the Basic Classical Dance Jump – The Grand Jeté

Authors: M. Kalichová

Abstract:

The aim of this study was to analyse the most important parameters determining the quality of the motion structure of the basic classical dance jump – grand jeté.Research sample consisted of 8 students of the Dance Conservatory in Brno. Using the system Simi motion we performed a 3D kinematic analysis of the jump. On the basis of the comparison of structure quality and measured data of the grand jeté, we defined the optimal values of the relevant parameters determining the quality of the performance. The take-off speed should achieve about 2.4 m·s-1, the optimum take-off angle is 28 - 30º. The take-off leg should swing backward at the beginning of the flight phase with the minimum speed of 3.3 m·s-1.If motor abilities of dancers achieve the level necessary for optimal performance of a classical dance jump, there is room for certain variability of the structure of the dance jump.

Keywords: biomechanical analysis, classical dance, grand jeté, jump

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523 Gimbal Structure for the Design of 3D Flywheel System

Authors: Cheng-En Tsai, Chung-Chun Hsiao, Fu-Yuan Chang, Liang-Lun Lan, Jia-Ying Tu

Abstract:

New design of three dimensional (3D) flywheel system based on gimbal and gyro mechanics is proposed. The 3D flywheel device utilizes the rotational motion of three spherical shells and the conservation of angular momentum to achieve planar locomotion. Actuators mounted to the ring-shape frames are installed within the system to drive the spherical shells to rotate, for the purpose of steering and stabilization. Similar to the design of 2D flywheel system, it is expected that the spherical shells may function like a “flyball” to store and supply mechanical energy; additionally, in comparison with typical single-wheel and spherical robots, the 3D flywheel can be used for developing omnidirectional robotic systems with better mobility. The Lagrangian method is applied to derive the equation of motion of the 3D flywheel system, and simulation studies are presented to verify the proposed design.

Keywords: Gimbal, spherical robot, gyroscope, Lagrangian formulation, flyball.

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522 Gimbal Structure for the Design of 3D Flywheel System

Authors: Cheng-En Tsai, Chung-Chun Hsiao, Fu-Yuan Chang, Liang-Lun Lan, Jia-Ying Tu

Abstract:

New design of three dimensional (3D) flywheel system based on gimbal and gyro mechanics is proposed. The 3D flywheel device utilizes the rotational motion of three spherical shells and the conservation of angular momentum to achieve planar locomotion. Actuators mounted to the ring-shape frames are installed within the system to drive the spherical shells to rotate, for the purpose of steering and stabilization. Similar to the design of 2D flywheel system, it is expected that the spherical shells may function like a “flyball” to store and supply mechanical energy; additionally, in comparison with typical single-wheel and spherical robots, the 3D flywheel can be used for developing omnidirectional robotic systems with better mobility. The Lagrangian method is applied to derive the equation of motion of the 3D flywheel system, and simulation studies are presented to verify the proposed design.

Keywords: Gimbal, spherical robot, gyroscope, Lagrangian formulation, flyball.

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521 The Comparison of Form Drag and Profile Dragof a Wind Turbine Blade Section in Pitching Oscillation

Authors: M. R. Soltani, M. Seddighi, M. Mahmoudi

Abstract:

Extensive wind tunnel tests have been conducted to investigate the unsteady flow field over and behind a 2D model of a 660 kW wind turbine blade section in pitching motion. The surface pressure and wake dynamic pressure variation at a distance of 1.5 chord length from trailing edge were measured by pressure transducers during several oscillating cycles at 3 reduced frequencies and oscillating amplitudes. Moreover, form drag and linear momentum deficit are extracted and compared at various conditions. The results show that the wake velocity field and surface pressure of the model have similar behavior before and after the airfoil beyond the static stall angle of attack. In addition, the effects of reduced frequency and oscillation amplitudes are discussed.

Keywords: Pitching motion, form drag, Profile drag, windturbine.

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520 Boundary Layer Flow of a Casson Nanofluid past a Vertical Exponentially Stretching Cylinder in the Presence of a Transverse Magnetic Field with Internal Heat Generation/Absorption

Authors: G. Sarojamma, K. Vendabai

Abstract:

An analysis is carried out to investigate the effect of magnetic field and heat source on the steady boundary layer flow and heat transfer of a Casson nanofluid over a vertical cylinder stretching exponentially along its radial direction. Using a similarity transformation, the governing mathematical equations, with the boundary conditions are reduced to a system of coupled, non –linear ordinary differential equations. The resulting system is solved numerically by the fourth order Runge – Kutta scheme with shooting technique. The influence of various physical parameters such as Reynolds number, Prandtl number, magnetic field, Brownian motion parameter, thermophoresis parameter, Lewis number and the natural convection parameter are presented graphically and discussed for non – dimensional velocity, temperature and nanoparticle volume fraction. Numerical data for the skin – friction coefficient, local Nusselt number and the local Sherwood number have been tabulated for various parametric conditions. It is found that the local Nusselt number is a decreasing function of Brownian motion parameter Nb and the thermophoresis parameter Nt.

Keywords: Casson nanofluid, Boundary layer flow, Internal heat generation/absorption, Exponentially stretching cylinder, Heat transfer, Brownian motion, Thermophoresis.

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519 Dispersion of a Solute in Peristaltic Motion of a Couple Stress Fluid in the Presence of Magnetic Field

Authors: Habtu Alemayehu, G. Radhakrishnamacharya

Abstract:

An analytical solution for dispersion of a solute in the peristaltic motion of a couple stress fluid in the presence of magnetic field with both homogeneous and heterogeneous chemical reactions is presented. The average effective dispersion coefficient has been found using Taylor-s limiting condition and long wavelength approximation. The effects of various relevant parameters on the average effective coefficient of dispersion have been studied. The average effective dispersion coefficient tends to decrease with magnetic field parameter, homogeneous chemical reaction rate parameter and amplitude ratio but tends to increase with heterogeneous chemical reaction rate parameter.

Keywords: Dispersion, Peristalsis, Couple stress fluid, Chemicalreaction, Magnetic field.

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518 Various Advanced Statistical Analyses of Index Values Extracted from Outdoor Agricultural Workers Motion Data

Authors: Shinji Kawakura, Ryosuke Shibasaki

Abstract:

We have been grouping and developing various kinds of practical, promising sensing applied systems concerning agricultural advancement and technical tradition (guidance). These include advanced devices to secure real-time data related to worker motion, and we analyze by methods of various advanced statistics and human dynamics (e.g. primary component analysis, Ward system based cluster analysis, and mapping). What is more, we have been considering worker daily health and safety issues. Targeted fields are mainly common farms, meadows, and gardens. After then, we observed and discussed time-line style, changing data. And, we made some suggestions. The entire plan makes it possible to improve both the aforementioned applied systems and farms.

Keywords: Advanced statistical analysis, wearable sensing system, tradition of skill, supporting for workers, detecting crisis.

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517 A New Version of Unscented Kalman Filter

Authors: S. A. Banani, M. A. Masnadi-Shirazi

Abstract:

This paper presents a new algorithm which yields a nonlinear state estimator called iterated unscented Kalman filter. This state estimator makes use of both statistical and analytical linearization techniques in different parts of the filtering process. It outperforms the other three nonlinear state estimators: unscented Kalman filter (UKF), extended Kalman filter (EKF) and iterated extended Kalman filter (IEKF) when there is severe nonlinearity in system equation and less nonlinearity in measurement equation. The algorithm performance has been verified by illustrating some simulation results.

Keywords: Extended Kalman Filter, Iterated EKF, Nonlinearstate estimator, Unscented Kalman Filter.

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516 Hydrodynamic Analysis of Reservoir Due to Vertical Component of Earthquake Using an Analytical Solution

Authors: M. Pasbani Khiavi, M. A. Ghorbani

Abstract:

This paper presents an analytical solution to get a reliable estimation of the hydrodynamic pressure on gravity dams induced by vertical component earthquake when solving the fluid and dam interaction problem. Presented analytical technique is presented for calculation of earthquake-induced hydrodynamic pressure in the reservoir of gravity dams allowing for water compressibility and wave absorption at the reservoir bottom. This new analytical solution can take into account the effect of bottom material on seismic response of gravity dams. It is concluded that because the vertical component of ground motion causes significant hydrodynamic forces in the horizontal direction on a vertical upstream face, responses to the vertical component of ground motion are of special importance in analysis of concrete gravity dams subjected to earthquakes.

Keywords: Dam, Reservoir, Analytical solution, Vertical component, Earthquake

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515 Numerical Approach to a Mathematical Modeling of Bioconvection Due to Gyrotactic Micro-Organisms over a Nonlinear Inclined Stretching Sheet

Authors: Madhu Aneja, Sapna Sharma

Abstract:

The water-based bioconvection of a nanofluid containing motile gyrotactic micro-organisms over nonlinear inclined stretching sheet has been investigated. The governing nonlinear boundary layer equations of the model are reduced to a system of ordinary differential equations via Oberbeck-Boussinesq approximation and similarity transformations. Further, the modified set of equations with associated boundary conditions are solved using Finite Element Method. The impact of various pertinent parameters on the velocity, temperature, nanoparticles concentration, density of motile micro-organisms profiles are obtained and analyzed in details. The results show that with the increase in angle of inclination δ, velocity decreases while temperature, nanoparticles concentration, a density of motile micro-organisms increases. Additionally, the skin friction coefficient, Nusselt number, Sherwood number, density number are computed for various thermophysical parameters. It is noticed that increasing Brownian motion and thermophoresis parameter leads to an increase in temperature of fluid which results in a reduction in Nusselt number. On the contrary, Sherwood number rises with an increase in Brownian motion and thermophoresis parameter. The findings have been validated by comparing the results of special cases with existing studies.

Keywords: Bioconvection, inclined stretching sheet, Gyrotactic micro-organisms, Brownian motion, thermophoresis, finite element method.

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514 Effective Context Lossless Image Coding Approach Based on Adaptive Prediction

Authors: Grzegorz Ulacha, Ryszard Stasiński

Abstract:

In the paper an effective context based lossless coding technique is presented. Three principal and few auxiliary contexts are defined. The predictor adaptation technique is an improved CoBALP algorithm, denoted CoBALP+. Cumulated predictor error combining 8 bias estimators is calculated. It is shown experimentally that indeed, the new technique is time-effective while it outperforms the well known methods having reasonable time complexity, and is inferior only to extremely computationally complex ones.

Keywords: Adaptive prediction, context coding, image losslesscoding, prediction error bias correction.

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513 Inverse Dynamic Active Ground Motion Acceleration Inputs Estimation of the Retaining Structure

Authors: Ming-Hui Lee, Iau-Teh Wang

Abstract:

The innovative fuzzy estimator is used to estimate the ground motion acceleration of the retaining structure in this study. The Kalman filter without the input term and the fuzzy weighting recursive least square estimator are two main portions of this method. The innovation vector can be produced by the Kalman filter, and be applied to the fuzzy weighting recursive least square estimator to estimate the acceleration input over time. The excellent performance of this estimator is demonstrated by comparing it with the use of difference weighting function, the distinct levels of the measurement noise covariance and the initial process noise covariance. The availability and the precision of the proposed method proposed in this study can be verified by comparing the actual value and the one obtained by numerical simulation.

Keywords: Earthquake, Fuzzy Estimator, Kalman Filter, Recursive Least Square Estimator.

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512 Refitting Equations for Peak Ground Acceleration in Light of the PF-L Database

Authors: M. Breška, I. Peruš, V. Stankovski

Abstract:

The number of Ground Motion Prediction Equations (GMPEs) used for predicting peak ground acceleration (PGA) and the number of earthquake recordings that have been used for fitting these equations has increased in the past decades. The current PF-L database contains 3550 recordings. Since the GMPEs frequently model the peak ground acceleration the goal of the present study was to refit a selection of 44 of the existing equation models for PGA in light of the latest data. The algorithm Levenberg-Marquardt was used for fitting the coefficients of the equations and the results are evaluated both quantitatively by presenting the root mean squared error (RMSE) and qualitatively by drawing graphs of the five best fitted equations. The RMSE was found to be as low as 0.08 for the best equation models. The newly estimated coefficients vary from the values published in the original works.

Keywords: Ground Motion Prediction Equations, Levenberg-Marquardt algorithm, refitting PF-L database.

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511 Investigation of Regional Differences in Strong Ground Motions for the Iranian Plateau

Authors: Farhad Sedaghati, Shahram Pezeshk

Abstract:

Regional variations in strong ground motions for the Iranian Plateau have been investigated by using a simple statistical method called Analysis of Variance (ANOVA). In this respect, a large database consisting of 1157 records occurring within the Iranian Plateau with moment magnitudes of greater than or equal to 5 and Joyner-Boore distances up to 200 km has been considered. Geometric averages of horizontal peak ground accelerations (PGA) as well as 5% damped linear elastic response spectral accelerations (SA) at periods of 0.2, 0.5, 1.0, and 2.0 sec are used as strong motion parameters. The initial database is divided into two different datasets, for Northern Iran (NI) and Central and Southern Iran (CSI). The comparison between strong ground motions of these two regions reveals that there is no evidence for significant differences; therefore, data from these two regions may be combined to estimate the unknown coefficients of attenuation relationships.

Keywords: ANOVA, attenuation relationships, Iranian Plateau, PGA, regional variation, SA, strong ground motion.

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510 Determination of the Gain in Learning the Free-Fall Motion of Bodies by Applying the Resource of Previous Concepts

Authors: Ricardo Merlo

Abstract:

In this paper, we analyzed the different didactic proposals for teaching about the free fall motion of bodies available online. An important aspect was the interpretation of the direction and sense of the acceleration of gravity and of the falling velocity of a body, which is why we found different applications of the Cartesian reference system used and also different graphical presentations of the velocity as a function of time and of the distance traveled vertically by the body in the period of time that it was dropped from a height h0. In this framework, a survey of previous concepts was applied to a voluntary group of first-year university students of an Engineering degree before and after the development of the class of the subject in question. Then, Hake's index (0.52) was determined, which resulted in an average learning gain from the meaningful use of the reference system and the respective graphs of velocity versus time and height versus time.

Keywords: Didactic gain, free–fall, physics teaching, previous knowledge.

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509 EMOES: Eye Motion and Ocular Expression Simulator

Authors: Nicoletta Adamo-Villani, Gerardo Beni, Jeremy White

Abstract:

We introduce, a new interactive 3D simulation system of ocular motion and expressions suitable for: (1) character animation applications to game design, film production, HCI (Human Computer Interface), conversational animated agents, and virtual reality; (2) medical applications (ophthalmic neurological and muscular pathologies: research and education); and (3) real time simulation of unconscious cognitive and emotional responses (for use, e.g., in psychological research). The system is comprised of: (1) a physiologically accurate parameterized 3D model of the eyes, eyelids, and eyebrow regions; and (2) a prototype device for realtime control of eye motions and expressions, including unconsciously produced expressions, for application as in (1), (2), and (3) above. The 3D eye simulation system, created using state-of-the-art computer animation technology and 'optimized' for use with an interactive and web deliverable platform, is, to our knowledge, the most advanced/realistic available so far for applications to character animation and medical pedagogy.

Keywords: 3D animation, HCI, medical simulation, ocularmotion and expression.

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508 Unsteady Flow of an Incompressible Viscous Electrically Conducting Fluid in Tube of Elliptical Cross Section under the Influence of Magnetic Field

Authors: Sanjay Baburao Kulkarni

Abstract:

Exact solution of an unsteady flow of elastico-viscous electrically conducting fluid through a porous media in a tube of elliptical cross section under the influence of constant pressure gradient and magnetic field has been obtained in this paper. Initially, the flow is generated by a constant pressure gradient. After attaining the steady state, the pressure gradient is suddenly withdrawn and the resulting fluid motion in a tube of elliptical cross section by taking into account of the transverse magnetic field and porosity factor of the bounding surface is investigated. The problem is solved in twostages the first stage is a steady motion in tube under the influence of a constant pressure gradient, the second stage concern with an unsteady motion. The problem is solved employing separation of variables technique. The results are expressed in terms of a nondimensional porosity parameter (K), magnetic parameter (m) and elastico-viscosity parameter (β), which depends on the Non- Newtonian coefficient. The flow parameters are found to be identical with that of Newtonian case as elastic-viscosity parameter and magnetic parameter tends to zero and porosity tends to infinity. It is seen that the effect of elastico-viscosity parameter, magnetic parameter and the porosity parameter of the bounding surface has significant effect on the velocity parameter.

Keywords: Elastico-viscous fluid, Elliptic cross-section, Porous media, Second order fluids.

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507 Propagation of Viscous Waves and Activation Energy of Hydrocarbon Fluids

Authors: Ram N. Singh, Abraham K. George, Dawood N. Al-Namaani

Abstract:

The Euler-s equation of motion is extended to include the viscosity stress tensor leading to the formulation of Navier– Stokes type equation. The latter is linearized and applied to investigate the rotational motion or vorticity in a viscous fluid. Relations for the velocity of viscous waves and attenuation parameter are obtained in terms of viscosity (μ) and the density (¤ü) of the fluid. μ and ¤ü are measured experimentally as a function of temperature for two different samples of light and heavy crude oil. These data facilitated to determine the activation energy, velocity of viscous wave and the attenuation parameter. Shear wave velocity in heavy oil is found to be much larger than the light oil, whereas the attenuation parameter in heavy oil is quite low in comparison to light one. The activation energy of heavy oil is three times larger than light oil.

Keywords: Activation Energy, Attenuation, Crude Oil, Navier- Stokes Equation, Viscosity.

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506 Active Tendons for Seismic Control of Buildings

Authors: S. M. Nigdeli, M. H. Boduroglu

Abstract:

In this study, active tendons with Proportional Integral Derivation type controllers were applied to a SDOF and a MDOF building model. Physical models of buildings were constituted with virtual springs, dampers and rigid masses. After that, equations of motion of all degrees of freedoms were obtained. Matlab Simulink was utilized to obtain the block diagrams for these equations of motion. Parameters for controller actions were found by using a trial method. After earthquake acceleration data were applied to the systems, building characteristics such as displacements, velocities, accelerations and transfer functions were analyzed for all degrees of freedoms. Comparisons on displacement vs. time, velocity vs. time, acceleration vs. time and transfer function (Db) vs. frequency (Hz) were made for uncontrolled and controlled buildings. The results show that the method seems feasible.

Keywords: Active Tendons, Proportional Integral DerivationType Controllers, SDOF, MDOF, Earthquake, Building.

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505 Retrieving Similar Segmented Objects Using Motion Descriptors

Authors: Konstantinos C. Kartsakalis, Angeliki Skoura, Vasileios Megalooikonomou

Abstract:

The fuzzy composition of objects depicted in images acquired through MR imaging or the use of bio-scanners has often been a point of controversy for field experts attempting to effectively delineate between the visualized objects. Modern approaches in medical image segmentation tend to consider fuzziness as a characteristic and inherent feature of the depicted object, instead of an undesirable trait. In this paper, a novel technique for efficient image retrieval in the context of images in which segmented objects are either crisp or fuzzily bounded is presented. Moreover, the proposed method is applied in the case of multiple, even conflicting, segmentations from field experts. Experimental results demonstrate the efficiency of the suggested method in retrieving similar objects from the aforementioned categories while taking into account the fuzzy nature of the depicted data.

Keywords: Fuzzy Object, Fuzzy Image Segmentation, Motion Descriptors, MRI Imaging, Object-Based Image Retrieval.

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504 Three-Level Tracking Method for Animating a 3D Humanoid Character

Authors: Tainchi Lu, Chochih Lin

Abstract:

With a rapid growth in 3D graphics technology over the last few years, people are desired to see more flexible reacting motions of a biped in animations. In particular, it is impossible to anticipate all reacting motions of a biped while facing a perturbation. In this paper, we propose a three-level tracking method for animating a 3D humanoid character. First, we take the laws of physics into account to attach physical attributes, such as mass, gravity, friction, collision, contact, and torque, to bones and joints of a character. The next step is to employ PD controller to follow a reference motion as closely as possible. Once the character cannot tolerate a strong perturbation to prevent itself from falling down, we are capable of tracking a desirable falling-down action to avoid any falling condition inaccuracy. From the experimental results, we demonstrate the effectiveness and flexibility of the proposed method in comparison with conventional data-driven approaches.

Keywords: Character Animation, Forward Dynamics, Motion Tracking, PD Control.

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503 Optimal Placement of Phasor Measurement Units Using Gravitational Search Method

Authors: Satyendra Pratap Singh, S. P. Singh

Abstract:

This paper presents a methodology using Gravitational Search Algorithm for optimal placement of Phasor Measurement Units (PMUs) in order to achieve complete observability of the power system. The objective of proposed algorithm is to minimize the total number of PMUs at the power system buses, which in turn minimize installation cost of the PMUs. In this algorithm, the searcher agents are collection of masses which interact with each other using Newton’s laws of gravity and motion. This new Gravitational Search Algorithm based method has been applied to the IEEE 14-bus, IEEE 30-bus and IEEE 118-bus test systems. Case studies reveal optimal number of PMUs with better observability by proposed method.

Keywords: Gravitational Search Algorithm (GSA), Law of Motion, Law of Gravity, Observability, Phasor Measurement Unit.

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502 Dynamic Response of Fixed-base Core-tube and Base-isolated Frame Structure Subjected to Strong Earthquake Motions

Authors: Z.D. Yang, E.S.S. Lam

Abstract:

Considering the merits and limitations of energy dissipation system, seismic isolation system and suspension system, a new earthquake resistant system is proposed and is demonstrated numerically through a frame-core structure. Base isolators and story isolators are installed in the proposed system. The former “isolates" the frame from the foundation and the latter “separates" the frame from the center core. Equations of motion are formulated to study the response of the proposed structural system to strong earthquake motion. As compared with the fixed-base building system, the proposed structural system shows substantial reduction on structural response.

Keywords: Base Isolator, Core-tube, Isolated frame, Seismic Mitigation, Story Isolator

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501 Object Speed Estimation by using Fuzzy Set

Authors: Hossein Pazhoumand-Dar, Amir Mohsen Toliyat Abolhassani, Ehsan Saeedi

Abstract:

Speed estimation is one of the important and practical tasks in machine vision, Robotic and Mechatronic. the availability of high quality and inexpensive video cameras, and the increasing need for automated video analysis has generated a great deal of interest in machine vision algorithms. Numerous approaches for speed estimation have been proposed. So classification and survey of the proposed methods can be very useful. The goal of this paper is first to review and verify these methods. Then we will propose a novel algorithm to estimate the speed of moving object by using fuzzy concept. There is a direct relation between motion blur parameters and object speed. In our new approach we will use Radon transform to find direction of blurred image, and Fuzzy sets to estimate motion blur length. The most benefit of this algorithm is its robustness and precision in noisy images. Our method was tested on many images with different range of SNR and is satisfiable.

Keywords: Blur Analysis, Fuzzy sets, Speed estimation.

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500 Motions of Multiple Objects Detection Based On Video Frames

Authors: Khin Thandar Lwin, Than Htike, Zaw Min Naing

Abstract:

This paper introduces an intelligent system, which can be applied in the monitoring of vehicle speed using a single camera. The ability of motion tracking is extremely useful in many automation problems and the solution to this problem will open up many future applications. One of the most common problems in our daily life is the speed detection of vehicles on a highway. In this paper, a novel technique is developed to track multiple moving objects with their speeds being estimated using a sequence of video frames. Field test has been conducted to capture real-life data and the processed results were presented. Multiple object problems and noisy in data are also considered. Implementing this system in real-time is straightforward. The proposal can accurately evaluate the position and the orientation of moving objects in real-time. The transformations and calibration between the 2D image and the actual road are also considered.

Keywords: Motion Estimation, Image Analyses, Speed Detection

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499 Estimating the Population Mean by Using Stratified Double Extreme Ranked Set Sample

Authors: Mahmoud I. Syam, Kamarulzaman Ibrahim, Amer I. Al-Omari

Abstract:

Stratified double extreme ranked set sampling (SDERSS) method is introduced and considered for estimating the population mean. The SDERSS is compared with the simple random sampling (SRS), stratified ranked set sampling (SRSS) and stratified simple set sampling (SSRS). It is shown that the SDERSS estimator is an unbiased of the population mean and more efficient than the estimators using SRS, SRSS and SSRS when the underlying distribution of the variable of interest is symmetric or asymmetric.

Keywords: Double extreme ranked set sampling, Extreme ranked set sampling, Ranked set sampling, Stratified double extreme ranked set sampling.

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498 Efficient Frontier - Comparing Different Volatility Estimators

Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković

Abstract:

Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that range-based volatility estimator outperforms both mean-variance and lower semi-variance model.

Keywords: Variance, lower semi-variance, range-based volatility.

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497 Simulation of Sloshing behavior using Moving Grid and Body Force Methods

Authors: Tadashi Watanabe

Abstract:

The flow field and the motion of the free surface in an oscillating container are simulated numerically to assess the numerical approach for studying two-phase flows under oscillating conditions. Two numerical methods are compared: one is to model the oscillating container directly using the moving grid of the ALE method, and the other is to simulate the effect of container motion using the oscillating body force acting on the fluid in the stationary container. The two-phase flow field in the container is simulated using the level set method in both cases. It is found that the calculated results by the body force method coinsides with those by the moving grid method and the sloshing behavior is predicted well by both the methods. Theoretical back ground and limitation of the body force method are discussed, and the effects of oscillation amplitude and frequency are shown.

Keywords: Two-phase flow, simulation, oscillation, moving grid, body force

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496 Dispersion of a Solute in Peristaltic Motion of a Couple Stress Fluid through a Porous Medium with Slip Condition

Authors: Habtu Alemayehu, G. Radhakrishnamacharya

Abstract:

The paper presents an analytical solution for dispersion of a solute in the peristaltic motion of a couple stress fluid through a porous medium with slip condition in the presence of both homogeneous and heterogeneous chemical reactions. The average effective dispersion coefficient has been found using Taylor-s limiting condition and long wavelength approximation. The effects of various relevant parameters on the average coefficient of dispersion have been studied. The average effective dispersion coefficient tends to increase with permeability parameter but tends to decrease with homogeneous chemical reaction rate parameter, couple stress parameter, slip parameter and heterogeneous reaction rate parameter.

Keywords: Dispersion, Peristalsis, Couple stress fluid, Porousmedium, Chemical reaction, Slip condition.

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495 Shot Boundary Detection Using Octagon Square Search Pattern

Authors: J. Kavitha, S. Sowmyayani, P. Arockia Jansi Rani

Abstract:

In this paper, a shot boundary detection method is presented using octagon square search pattern. The color, edge, motion and texture features of each frame are extracted and used in shot boundary detection. The motion feature is extracted using octagon square search pattern. Then, the transition detection method is capable of detecting the shot or non-shot boundaries in the video using the feature weight values. Experimental results are evaluated in TRECVID video test set containing various types of shot transition with lighting effects, object and camera movement within the shots. Further, this paper compares the experimental results of the proposed method with existing methods. It shows that the proposed method outperforms the state-of-art methods for shot boundary detection.

Keywords: Content-based indexing and retrieval, cut transition detection, discrete wavelet transform, shot boundary detection, video source.

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