Search results for: Skew distributions
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 307

Search results for: Skew distributions

97 Numerical Study of a Butterfly Valve for Vibration Analysis and Reduction

Authors: Malik I. Al-Amayreh, Mohammad I. Kilani, Ahmed S. Al-Salaymeh

Abstract:

This work presents a Computational Fluid Dynamics (CFD) simulation of a butterfly valve used to control the flow of combustible gas mixture in an industrial process setting.The work uses CFD simulation to analyze the flow characteristics in the vicinity of the valve, including the pressure distributions and Frequency spectrum of the pressure pulsations downstream the valves and the vortex shedding allow predicting the torque fluctuations acting on the valve shaft and the possibility of generating mechanical vibration and resonance.These fluctuations are due to aerodynamic torque resulting from fluid turbulence and vortex shedding in the valve vicinity. The valve analyzed is located in a pipeline between two opposing 90o elbows, which exposes the valve and the surrounding structure to the turbulence generated upstream and downstream the elbows at either end of the pipe.CFD simulations show that the best location for the valve from a vibration point of view is in the middle of the pipe joining the elbows.

Keywords: Butterfly Valve Vibration Analysis, Computational Fluid Dynamics, Fluid Flow Circuit Design, Fluid Mechanics.

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96 Pulsation Suppression Device Design for Reciprocating Compressor

Authors: Amin Almasi

Abstract:

Design and evaluation of reciprocating compressors should include a pulsation study. The object is to ensure that predicted pulsation levels meet guidelines to limit vibration, shaking forces, noise, associated pressure drops, horsepower losses and fabrication cost and time to acceptable levels. This paper explains procedures and recommendations to select and size pulsation suppression devices to obtain optimum arrangement in terms of pulsation, vibration, shaking forces, performance, reliability, safety, operation, maintenance and commercial conditions. Model and advanced formulations for pulsation study are presented. The effect of the full fluid dynamic model on the prediction of pulsation waves and resulting frequency spectrum distributions are discussed. Advanced and optimum methods of controlling pulsations are highlighted. Useful recommendations and guidelines for pulsation control, piping pulsation analysis, pulsation vessel design, shaking forces, low pressure drop orifices, pulsation study report and devices to mitigate pulsation and shaking problems are discussed.

Keywords: Pulsation, Reciprocating Compressor.

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95 A Distance Function for Data with Missing Values and Its Application

Authors: Loai AbdAllah, Ilan Shimshoni

Abstract:

Missing values in data are common in real world applications. Since the performance of many data mining algorithms depend critically on it being given a good metric over the input space, we decided in this paper to define a distance function for unlabeled datasets with missing values. We use the Bhattacharyya distance, which measures the similarity of two probability distributions, to define our new distance function. According to this distance, the distance between two points without missing attributes values is simply the Mahalanobis distance. When on the other hand there is a missing value of one of the coordinates, the distance is computed according to the distribution of the missing coordinate. Our distance is general and can be used as part of any algorithm that computes the distance between data points. Because its performance depends strongly on the chosen distance measure, we opted for the k nearest neighbor classifier to evaluate its ability to accurately reflect object similarity. We experimented on standard numerical datasets from the UCI repository from different fields. On these datasets we simulated missing values and compared the performance of the kNN classifier using our distance to other three basic methods. Our  experiments show that kNN using our distance function outperforms the kNN using other methods. Moreover, the runtime performance of our method is only slightly higher than the other methods.

Keywords: Missing values, Distance metric, Bhattacharyya distance.

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94 Numerical Study of Liquefied Petroleum Gas Laminar Flow in Cylindrical Elliptic Pipes

Authors: Olumuyiwa A. Lasode, Tajudeen O. Popoola, B. V. S. S. S. Prasad

Abstract:

Fluid flow in cylinders of elliptic cross-section was investigated. Fluid used is Liquefied petroleum gas (LPG). LPG found in Nigeria contains majorly butane with percentages of propane. Commercial available code FLUENT which uses finite volume method was used to solve fluid flow governing equations. There has been little attention paid to fluid flow in cylindrical elliptic pipes. The present work aims to predict the LPG gas flow in cylindrical pipes of elliptic cross-section. Results of flow parameters of velocity and pressure distributions are presented. Results show that the pressure drop in elliptic pipes is higher than circular pipe of the same cross-sectional area. This is an important result as the pressure drop is related to the pump power needed to drive the flow. Results show that the velocity increases towards centre of the pipe as the flow moves downstream, and also increases towards the outlet of the pipe.

Keywords: Elliptic Pipes, Liquefied Petroleum Gas, Numerical Study, Pressure Drop.

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93 Study of Compaction in Hot-Mix Asphalt Using Computer Simulations

Authors: Kasthurirangan Gopalakrishnan, Naga Shashidhar, Xiaoxiong Zhong

Abstract:

During the process of compaction in Hot-Mix Asphalt (HMA) mixtures, the distance between aggregate particles decreases as they come together and eliminate air-voids. By measuring the inter-particle distances in a cut-section of a HMA sample the degree of compaction can be estimated. For this, a calibration curve is generated by computer simulation technique when the gradation and asphalt content of the HMA mixture are known. A two-dimensional cross section of HMA specimen was simulated using the mixture design information (gradation, asphalt content and air-void content). Nearest neighbor distance methods such as Delaunay triangulation were used to study the changes in inter-particle distance and area distribution during the process of compaction in HMA. Such computer simulations would enable making several hundreds of repetitions in a short period of time without the necessity to compact and analyze laboratory specimens in order to obtain good statistics on the parameters defined. The distributions for the statistical parameters based on computer simulations showed similar trends as those of laboratory specimens.

Keywords: Computer simulations, Hot-Mix Asphalt (HMA), inter-particle distance, image analysis, nearest neighbor

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92 A Simulation Study of E-Glass Reinforced Polyurethane Footbed and Investigation of Parameters Effecting Elastic Behaviour of Footbed Material

Authors: Berkay Ergene, Çağın Bolat

Abstract:

In this study, we mainly focused on a simulation study regarding composite footbed in order to contribute to shoe industry. As a footbed, e-glass fiber reinforced polyurethane was determined since polyurethane based materials are already used for footbed in shoe manufacturing frequently. Flat, elliptical and rectangular grooved shoe soles were modeled and analyzed separately as TPU, 10% glass fiber reinforced, 30% glass fiber reinforced and 50% glass fiber reinforced materials according to their properties under three point bending and compression situations to determine the relationship between model, material type and mechanical behaviours of composite model. ANSYS 14.0 APDL mechanical structural module is utilized in all simulations and analyzed stress and strain distributions for different footbed models and materials. Furthermore, materials constants like young modulus, shear modulus, Poisson ratio and density of the composites were calculated theoretically by using composite mixture rule and interpreted for mechanical aspects.

Keywords: Composite, elastic behaviour, footbed, simulation.

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91 Effect of Linear Thermal Gradient on Steady-State Creep Behavior of Isotropic Rotating Disc

Authors: Minto Rattan, Tania Bose, Neeraj Chamoli

Abstract:

The present paper investigates the effect of linear thermal gradient on the steady-state creep behavior of rotating isotropic disc using threshold stress based Sherby’s creep law. The composite discs made of aluminum matrix reinforced with silicon carbide particulate has been taken for analysis. The stress and strain rate distributions have been calculated for discs rotating at linear thermal gradation using von Mises’ yield criterion. The material parameters have been estimated by regression fit of the available experimental data. The results are displayed and compared graphically in designer friendly format for the above said temperature profile with the disc operating under uniform temperature profile. It is observed that radial and tangential stresses show minor variation and the strain rates vary significantly in the presence of thermal gradation as compared to disc having uniform temperature.

Keywords: Creep, isotropic, steady-state, thermal gradient.

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90 Despiking of Turbulent Flow Data in Gravel Bed Stream

Authors: Ratul Das

Abstract:

The present experimental study insights the decontamination of instantaneous velocity fluctuations captured by Acoustic Doppler Velocimeter (ADV) in gravel-bed streams to ascertain near-bed turbulence for low Reynolds number. The interference between incidental and reflected pulses produce spikes in the ADV data especially in the near-bed flow zone and therefore filtering the data are very essential. Nortek’s Vectrino four-receiver ADV probe was used to capture the instantaneous three-dimensional velocity fluctuations over a non-cohesive bed. A spike removal algorithm based on the acceleration threshold method was applied to note the bed roughness and its influence on velocity fluctuations and velocity power spectra in the carrier fluid. The velocity power spectra of despiked signals with a best combination of velocity threshold (VT) and acceleration threshold (AT) are proposed which ascertained velocity power spectra a satisfactory fit with the Kolmogorov “–5/3 scaling-law” in the inertial sub-range. Also, velocity distributions below the roughness crest level fairly follows a third-degree polynomial series.

Keywords: Acoustic Doppler Velocimeter, gravel-bed, spike removal, Reynolds shear stress, near-bed turbulence, velocity power spectra.

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89 Influence of Parameters of Modeling and Data Distribution for Optimal Condition on Locally Weighted Projection Regression Method

Authors: Farhad Asadi, Mohammad Javad Mollakazemi, Aref Ghafouri

Abstract:

Recent research in neural networks science and neuroscience for modeling complex time series data and statistical learning has focused mostly on learning from high input space and signals. Local linear models are a strong choice for modeling local nonlinearity in data series. Locally weighted projection regression is a flexible and powerful algorithm for nonlinear approximation in high dimensional signal spaces. In this paper, different learning scenario of one and two dimensional data series with different distributions are investigated for simulation and further noise is inputted to data distribution for making different disordered distribution in time series data and for evaluation of algorithm in locality prediction of nonlinearity. Then, the performance of this algorithm is simulated and also when the distribution of data is high or when the number of data is less the sensitivity of this approach to data distribution and influence of important parameter of local validity in this algorithm with different data distribution is explained.

Keywords: Local nonlinear estimation, LWPR algorithm, Online training method.

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88 FEM Simulations to Study the Effects of Laser Power and Scan Speed on Molten Pool Size in Additive Manufacturing

Authors: Yee-Ting Lee, Jyun-Rong Zhuang, Wen-Hsin Hsieh, An-Shik Yang

Abstract:

Additive manufacturing (AM) is increasingly crucial in biomedical and aerospace industries. As a recently developed AM technique, selective laser melting (SLM) has become a commercial method for various manufacturing processes. However, the molten pool configuration during SLM of metal powders is a decisive issue for the product quality. It is very important to investigate the heat transfer characteristics during the laser heating process. In this work, the finite element method (FEM) software ANSYS® (work bench module 16.0) was used to predict the unsteady temperature distribution for resolving molten pool dimensions with consideration of temperature-dependent thermal physical properties of TiAl6V4 at different laser powers and scanning speeds. The simulated results of the temperature distributions illustrated that the ratio of laser power to scanning speed can greatly influence the size of molten pool of titanium alloy powder for SLM development.

Keywords: Additive manufacturing, finite element method, molten pool dimensions, selective laser melting.

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87 Stochastic Estimation of Wireless Traffic Parameters

Authors: Somenath Mukherjee, Raj Kumar Samanta, Gautam Sanyal

Abstract:

Different services based on different switching techniques in wireless networks leads to drastic changes in the properties of network traffic. Because of these diversities in services, network traffic is expected to undergo qualitative and quantitative variations. Hence, assumption of traffic characteristics and the prediction of network events become more complex for the wireless networks. In this paper, the traffic characteristics have been studied by collecting traces from the mobile switching centre (MSC). The traces include initiation and termination time, originating node, home station id, foreign station id. Traffic parameters namely, call interarrival and holding times were estimated statistically. The results show that call inter-arrival and distribution time in this wireless network is heavy-tailed and follow gamma distributions. They are asymptotically long-range dependent. It is also found that the call holding times are best fitted with lognormal distribution. Based on these observations, an analytical model for performance estimation is also proposed.

Keywords: Wireless networks, traffic analysis, long-range dependence, heavy-tailed distribution.

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86 Performance Analysis of a Discrete-time GeoX/G/1 Queue with Single Working Vacation

Authors: Shan Gao, Zaiming Liu

Abstract:

This paper treats a discrete-time batch arrival queue with single working vacation. The main purpose of this paper is to present a performance analysis of this system by using the supplementary variable technique. For this purpose, we first analyze the Markov chain underlying the queueing system and obtain its ergodicity condition. Next, we present the stationary distributions of the system length as well as some performance measures at random epochs by using the supplementary variable method. Thirdly, still based on the supplementary variable method we give the probability generating function (PGF) of the number of customers at the beginning of a busy period and give a stochastic decomposition formulae for the PGF of the stationary system length at the departure epochs. Additionally, we investigate the relation between our discretetime system and its continuous counterpart. Finally, some numerical examples show the influence of the parameters on some crucial performance characteristics of the system.

Keywords: Discrete-time queue, batch arrival, working vacation, supplementary variable technique, stochastic decomposition.

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85 Comparison of Electrical Parameters of Oil-Immersed and Dry-Type Transformer Using Finite Element Method

Authors: U. Amin, A. Talib, S. A. Qureshi, M. J. Hossain, G. Ahmad

Abstract:

The choice evaluation between oil-immersed and dry-type transformers is often controlled by cost, location, and application. This paper compares the electrical performance of liquid- filled and dry-type transformers, which will assist the customer to choose the right and efficient ones for particular applications. An accurate assessment of the time-average flux density, electric field intensity and voltage distribution in an oil-insulated and a dry-type transformer have been computed and investigated. The detailed transformer modeling and analysis has been carried out to determine electrical parameter distributions. The models of oil-immersed and dry-type transformers are developed and solved by using the finite element method (FEM) to compare the electrical parameters. The effects of non-uniform and non-coherent voltage gradient, flux density and electric field distribution on the power losses and insulation properties of transformers are studied in detail. The results show that, for the same voltage and kilo-volt-ampere (kVA) rating, oil-immersed transformers have better insulation properties and less hysteresis losses than the dry-type.

Keywords: Finite element method, flux density, transformer, voltage gradient.

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84 Lattice Boltzmann Simulation of Binary Mixture Diffusion Using Modern Graphics Processors

Authors: Mohammad Amin Safi, Mahmud Ashrafizaadeh, Amir Ali Ashrafizaadeh

Abstract:

A highly optimized implementation of binary mixture diffusion with no initial bulk velocity on graphics processors is presented. The lattice Boltzmann model is employed for simulating the binary diffusion of oxygen and nitrogen into each other with different initial concentration distributions. Simulations have been performed using the latest proposed lattice Boltzmann model that satisfies both the indifferentiability principle and the H-theorem for multi-component gas mixtures. Contemporary numerical optimization techniques such as memory alignment and increasing the multiprocessor occupancy are exploited along with some novel optimization strategies to enhance the computational performance on graphics processors using the C for CUDA programming language. Speedup of more than two orders of magnitude over single-core processors is achieved on a variety of Graphical Processing Unit (GPU) devices ranging from conventional graphics cards to advanced, high-end GPUs, while the numerical results are in excellent agreement with the available analytical and numerical data in the literature.

Keywords: Lattice Boltzmann model, Graphical processing unit, Binary mixture diffusion, 2D flow simulations, Optimized algorithm.

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83 An Extension of the Kratzel Function and Associated Inverse Gaussian Probability Distribution Occurring in Reliability Theory

Authors: R. K. Saxena, Ravi Saxena

Abstract:

In view of their importance and usefulness in reliability theory and probability distributions, several generalizations of the inverse Gaussian distribution and the Krtzel function are investigated in recent years. This has motivated the authors to introduce and study a new generalization of the inverse Gaussian distribution and the Krtzel function associated with a product of a Bessel function of the third kind )(zKQ and a Z - Fox-Wright generalized hyper geometric function introduced in this paper. The introduced function turns out to be a unified gamma-type function. Its incomplete forms are also discussed. Several properties of this gamma-type function are obtained. By means of this generalized function, we introduce a generalization of inverse Gaussian distribution, which is useful in reliability analysis, diffusion processes, and radio techniques etc. The inverse Gaussian distribution thus introduced also provides a generalization of the Krtzel function. Some basic statistical functions associated with this probability density function, such as moments, the Mellin transform, the moment generating function, the hazard rate function, and the mean residue life function are also obtained.KeywordsFox-Wright function, Inverse Gaussian distribution, Krtzel function & Bessel function of the third kind.

Keywords: Fox-Wright function, Inverse Gaussian distribution, Krtzel function & Bessel function of the third kind.

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82 Lattice Boltzmann Simulation of MHD Natural Convection in a Nanofluid-Filled Enclosure with Non-Uniform Heating on Both Side Walls

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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81 Mathematical Analysis of Stock Prices Prediction in a Financial Market Using Geometric Brownian Motion Model

Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine

Abstract:

The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.

Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.

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80 The Impact of Modeling Method of Moisture Emission from the Swimming Pool on the Accuracy of Numerical Calculations of Air Parameters in Ventilated Natatorium

Authors: Piotr Ciuman, Barbara Lipska

Abstract:

The aim of presented research was to improve numerical predictions of air parameters distribution in the actual natatorium by the selection of calculation formula of mass flux of moisture emitted from the pool. Selected correlation should ensure the best compliance of numerical results with the measurements' results of these parameters in the facility. The numerical model of the natatorium was developed, for which boundary conditions were prepared on the basis of measurements' results carried out in the actual facility. Numerical calculations were carried out with the use of ANSYS CFX software, with six formulas being implemented, which in various ways made the moisture emission dependent on water surface temperature and air parameters in the natatorium. The results of calculations with the use of these formulas were compared for air parameters' distributions: Specific humidity, velocity and temperature in the facility. For the selection of the best formula, numerical results of these parameters in occupied zone were validated by comparison with the measurements' results carried out at selected points of this zone.

Keywords: Experimental validation, indoor swimming pool, moisture emission, natatorium, numerical calculations, CFD, thermal and humidity conditions, ventilation.

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79 Development of Perez-Du Mortier Calibration Algorithm for Ground-Based Aerosol Optical Depth Measurement with Validation using SMARTS Model

Authors: Jedol Dayou, Jackson Hian Wui Chang, Rubena Yusoff, Ag. Sufiyan Abd. Hamid, Fauziah Sulaiman, Justin Sentian

Abstract:

Aerosols are small particles suspended in air that have wide varying spatial and temporal distributions. The concentration of aerosol in total columnar atmosphere is normally measured using aerosol optical depth (AOD). In long-term monitoring stations, accurate AOD retrieval is often difficult due to the lack of frequent calibration. To overcome this problem, a near-sea-level Langley calibration algorithm is developed using the combination of clear-sky detection model and statistical filter. It attempts to produce a dataset that consists of only homogenous and stable atmospheric condition for the Langley calibration purposes. In this paper, a radiance-based validation method is performed to further investigate the feasibility and consistency of the proposed algorithm at different location, day, and time. The algorithm is validated using SMARTS model based n DNI value. The overall results confirmed that the proposed calibration algorithm feasible and consistent for measurements taken at different sites and weather conditions.

Keywords: Aerosol optical depth, direct normal irradiance, Langley calibration, radiance-based validation, SMARTS.

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78 A Recognition Method of Ancient Yi Script Based on Deep Learning

Authors: Shanxiong Chen, Xu Han, Xiaolong Wang, Hui Ma

Abstract:

Yi is an ethnic group mainly living in mainland China, with its own spoken and written language systems, after development of thousands of years. Ancient Yi is one of the six ancient languages in the world, which keeps a record of the history of the Yi people and offers documents valuable for research into human civilization. Recognition of the characters in ancient Yi helps to transform the documents into an electronic form, making their storage and spreading convenient. Due to historical and regional limitations, research on recognition of ancient characters is still inadequate. Thus, deep learning technology was applied to the recognition of such characters. Five models were developed on the basis of the four-layer convolutional neural network (CNN). Alpha-Beta divergence was taken as a penalty term to re-encode output neurons of the five models. Two fully connected layers fulfilled the compression of the features. Finally, at the softmax layer, the orthographic features of ancient Yi characters were re-evaluated, their probability distributions were obtained, and characters with features of the highest probability were recognized. Tests conducted show that the method has achieved higher precision compared with the traditional CNN model for handwriting recognition of the ancient Yi.

Keywords: Recognition, CNN, convolutional neural network, Yi character, divergence.

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77 CFD Investigation of Turbulent Mixed Convection Heat Transfer in a Closed Lid-Driven Cavity

Authors: A. Khaleel, S. Gao

Abstract:

Both steady and unsteady turbulent mixed convection heat transfer in a 3D lid-driven enclosure, which has constant heat flux on the middle of bottom wall and with isothermal moving sidewalls, is reported in this paper for working fluid with Prandtl number Pr = 0.71. The other walls are adiabatic and stationary. The dimensionless parameters used in this research are Reynolds number, Re = 5000, 10000 and 15000, and Richardson number, Ri = 1 and 10. The simulations have been done by using different turbulent methods such as RANS, URANS, and LES. The effects of using different k-ε models such as standard, RNG and Realizable k-ε model are investigated. Interesting behaviours of the thermal and flow fields with changing the Re or Ri numbers are observed. Isotherm and turbulent kinetic energy distributions and variation of local Nusselt number at the hot bottom wall are studied as well. The local Nusselt number is found increasing with increasing either Re or Ri number. In addition, the turbulent kinetic energy is discernibly affected by increasing Re number. Moreover, the LES results have shown good ability of this method in predicting more detailed flow structures in the cavity.

Keywords: Mixed convection, Lid-driven cavity, Turbulent flow, RANS model, URANS model, Large eddy simulation.

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76 Analysis of GI/M(n)/1/N Queue with Single Working Vacation and Vacation Interruption

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

Abstract:

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

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

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75 Dynamic Correlations and Portfolio Optimization between Islamic and Conventional Equity Indexes: A Vine Copula-Based Approach

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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74 Conjugate Heat transfer over an Unsteady Stretching Sheet Mixed Convection with Magnetic Effect

Authors: Kai-Long Hsiao

Abstract:

A conjugate heat transfer for steady two-dimensional mixed convection with magnetic hydrodynamic (MHD) flow of an incompressible quiescent fluid over an unsteady thermal forming stretching sheet has been studied. A parameter, M, which is used to represent the dominance of the magnetic effect has been presented in governing equations. The similar transformation and an implicit finite-difference method have been used to analyze the present problem. The numerical solutions of the flow velocity distributions, temperature profiles, the wall unknown values of f''(0) and '(θ (0) for calculating the heat transfer of the similar boundary-layer flow are carried out as functions of the unsteadiness parameter (S), the Prandtl number (Pr), the space-dependent parameter (A) and temperature-dependent parameter (B) for heat source/sink and the magnetic parameter (M). The effects of these parameters have also discussed. At the results, it will produce greater heat transfer effect with a larger Pr and M, S, A, B will reduce heat transfer effects. At last, conjugate heat transfer for the free convection with a larger G has a good heat transfer effect better than a smaller G=0.

Keywords: Finite-difference method, Conjugate heat transfer, Unsteady Stretching Sheet, MHD, Mixed convection.

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73 Thermal Performance Analysis of Nanofluids in Microchannel Heat Sinks

Authors: Manay E., Sahin B., Yilmaz M., Gelis K.

Abstract:

In the present study, the pressure drop and laminar convection heat transfer characteristics of nanofluids in microchannel heat sink with square duct are numerically investigated. The water based nanofluids created with Al2O3 and CuO particles in four different volume fractions of 0%, 0.5%, 1%, 1.5% and 2% are used to analyze their effects on heat transfer and the pressure drop. Under the laminar, steady-state flow conditions, the finite volume method is used to solve the governing equations of heat transfer. Mixture Model is considered to simulate the nanofluid flow. For verification of used numerical method, the results obtained from numerical calculations were compared with the results in literature for both pure water and the nanofluids in different volume fractions. The distributions of the particles in base fluid are assumed to be uniform. The results are evaluated in terms of Nusselt number, the pressure drop and heat transfer enhancement. Analysis shows that the nanofluids enhance heat transfer while the Reynolds number and the volume fractions are increasing. The best overall enhancement was obtained at φ=%2 and Re=100 for CuO-water nanofluid.

Keywords: Microchannel Heat Sink, Nanofluid, Heat transfer enhancement, pressure drop

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72 Conduction Accompanied With Transient Radiative Heat Transfer Using Finite Volume Method

Authors: A. Ashok, K.Satapathy, B. Prerana Nashine

Abstract:

The objective of this research work is to investigate for one dimensional transient radiative transfer equations with conduction using finite volume method. Within the infrastructure of finite-volume, we obtain the conservative discretization of the terms in order to preserve the overall conservative property of finitevolume schemes. Coupling of conductive and radiative equation resulting in fluxes is governed by the magnitude of emissivity, extinction coefficient, and temperature of the medium as well as geometry of the problem. The problem under consideration has been solved, for a slab dominating radiation coupled with transient conduction based on finite volume method. The boundary conditions are also chosen so as to give a good model of the discretized form of radiation transfer equation. The important feature of the present method is flexibility in specifying the control angles in the FVM, while keeping the simplicity in the solution procedure. Effects of various model parameters are examined on the distributions of temperature, radiative and conductive heat fluxes and incident radiation energy etc. The finite volume method is considered to effectively evaluate the propagation of radiation intensity through a participating medium.

Keywords: Radiative transfer equation, finite volume method, conduction, transient radiation.

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71 Streamwise Conduction of Nanofluidic Flow in Microchannels

Authors: Yew Mun Hung, Ching Sze Lim, Tiew Wei Ting, Ningqun Guo

Abstract:

The effect of streamwise conduction on the thermal characteristics of forced convection for nanofluidic flow in rectangular microchannel heat sinks under isothermal wall has been investigated. By applying the fin approach, models with and without streamwise conduction term in the energy equation were developed for hydrodynamically and thermally fully-developed flow. These two models were solved to obtain closed form analytical solutions for the nanofluid and solid wall temperature distributions and the analysis emphasized details of the variations induced by the streamwise conduction on the nanofluid heat transport characteristics. The effects of the Peclet number, nanoparticle volume fraction, thermal conductivity ratio on the thermal characteristics of forced convection in microchannel heat sinks are analyzed. Due to the anomalous increase in the effective thermal conductivity of nanofluid compared to its base fluid, the effect of streamwise conduction is expected to be more significant. This study reveals the significance of the effect of streamwise conduction under certain conditions of which the streamwise conduction should not be neglected in the forced convective heat transfer analysis of microchannel heat sinks.

Keywords: fin approach, microchannel heat sink, nanofluid, streamwise conduction

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70 Applying the Crystal Model Approach on Light Nuclei for Calculating Radii and Density Distribution

Authors: A. Amar

Abstract:

A new model namely, the crystal model, has been modified to calculate radius and density distribution of light nuclei up to 8Be. The crystal model has been modified according to solid state physics which uses the analogy between nucleon distribution and atoms distribution in the crystal. The model has analytical analysis to calculate the radius where the density distribution of light nuclei has been obtained from the analogy of crystal lattice. The distribution of nucleons over crystal has been discussed in general form. The equation used to calculate binding energy was taken from the solid-state model of repulsive and attractive force. The numbers of the protons were taken to control repulsive force where the atomic number was responsible for the attractive force. The parameter has been calculated from the crystal model was found to be proportional to the radius of the nucleus. The density distribution of light nuclei was taken as a summation of two clusters distribution as in 6Li=alpha+deuteron configuration. A test has been done on the data obtained for radius and density distribution using double folding for d+6,7Li with M3Y nucleon-nucleon interaction. Good agreement has been obtained for both radius and density distribution of light nuclei. The model failed to calculate the radius of 9Be, so modifications should be done to overcome discrepancy.

Keywords: nuclear lattice, crystal model, light nuclei, nuclear density distributions

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69 Reliability Analysis of Computer Centre at Yobe State University Using LRU Algorithm

Authors: V. V. Singh, Yusuf Ibrahim Gwanda, Rajesh Prasad

Abstract:

In this paper, we focus on the reliability and performance analysis of Computer Centre (CC) at Yobe State University, Damaturu, Nigeria. The CC consists of three servers: one database mail server, one redundant and one for sharing with the client computers in the CC (called as a local server). Observing the different possibilities of the functioning of the CC, the analysis has been done to evaluate the various popular measures of reliability such as availability, reliability, mean time to failure (MTTF), profit analysis due to the operation of the system. The system can ultimately fail due to the failure of router, redundant server before repairing the mail server and switch failure. The system can also partially fail when a local server fails. The failed devices have restored according to Least Recently Used (LRU) techniques. The system can also fail entirely due to a cooling failure of the server, electricity failure or some natural calamity like earthquake, fire tsunami, etc. All the failure rates are assumed to be constant and follow exponential time distribution, while the repair follows two types of distributions: i.e. general and Gumbel-Hougaard family copula distribution.

Keywords: Reliability, availability Gumbel-Hougaard family copula, MTTF, internet data center.

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68 Effects of Initial State on Opinion Formation in Complex Social Networks with Noises

Authors: Yi Yu, Vu Xuan Nguyen, Gaoxi Xiao

Abstract:

Opinion formation in complex social networks may exhibit complex system dynamics even when based on some simplest system evolution models. An interesting and important issue is the effects of the initial state on the final steady-state opinion distribution. By carrying out extensive simulations and providing necessary discussions, we show that, while different initial opinion distributions certainly make differences to opinion evolution in social systems without noises, in systems with noises, given enough time, different initial states basically do not contribute to making any significant differences in the final steady state. Instead, it is the basal distribution of the preferred opinions that contributes to deciding the final state of the systems. We briefly explain the reasons leading to the observed conclusions. Such an observation contradicts with a long-term belief on the roles of system initial state in opinion formation, demonstrating the dominating role that opinion mutation can play in opinion formation given enough time. The observation may help to better understand certain observations of opinion evolution dynamics in real-life social networks.

Keywords: Opinion formation, Deffuant model, opinion mutation, consensus making.

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