Search results for: modified constant elasticity of variance
2294 An Insurer’s Investment Model with Reinsurance Strategy under the Modified Constant Elasticity of Variance Process
Authors: K. N. C. Njoku, Chinwendu Best Eleje, Christian Chukwuemeka Nwandu
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One of the problems facing most insurance companies is how best the burden of paying claims to its policy holders can be managed whenever need arises. Hence there is need for the insurer to buy a reinsurance contract in order to reduce risk which will enable the insurer to share the financial burden with the reinsurer. In this paper, the insurer’s and reinsurer’s strategy is investigated under the modified constant elasticity of variance (M-CEV) process and proportional administrative charges. The insurer considered investment in one risky asset and one risk free asset where the risky asset is modeled based on the M-CEV process which is an extension of constant elasticity of variance (CEV) process. Next, a nonlinear partial differential equation in the form of Hamilton Jacobi Bellman equation is obtained by dynamic programming approach. Using power transformation technique and variable change, the explicit solutions of the optimal investment strategy and optimal reinsurance strategy are obtained. Finally, some numerical simulations of some sensitive parameters were obtained and discussed in details where we observed that the modification factor only affects the optimal investment strategy and not the reinsurance strategy for an insurer with exponential utility function.
Keywords: Reinsurance strategy, Hamilton Jacobi Bellman equation, power transformation, M-CEV process, exponential utility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3732293 Modelling an Investment Portfolio with Mandatory and Voluntary Contributions under M-CEV Model
Authors: Amadi Ugwulo Chinyere, Lewis D. Gbarayorks, Emem N. H. Inamete
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In this paper, the mandatory contribution, additional voluntary contribution (AVC) and administrative charges are merged together to determine the optimal investment strategy (OIS) for a pension plan member (PPM) in a defined contribution (DC) pension scheme under the modified constant elasticity of variance (M-CEV) model. We assume that the voluntary contribution is a stochastic process and a portfolio consisting of one risk free asset and one risky asset modeled by the M-CEV model is considered. Also, a stochastic differential equation consisting of PPM’s monthly contributions, voluntary contributions and administrative charges is obtained. More so, an optimization problem in the form of Hamilton Jacobi Bellman equation which is a nonlinear partial differential equation is obtained. Using power transformation and change of variables method, an explicit solution of the OIS and the value function are obtained under constant absolute risk averse (CARA). Furthermore, numerical simulations on the impact of some sensitive parameters on OIS were discussed extensively. Finally, our result generalizes some existing result in the literature.
Keywords: DC pension fund, modified constant elasticity of variance, optimal investment strategies, voluntary contribution, administrative charges.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4322292 Mean-Variance Optimization of Portfolios with Return of Premium Clauses in a DC Pension Plan with Multiple Contributors under Constant Elasticity of Variance Model
Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa
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In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.
Keywords: DC pension fund, Hamilton Jacobi Bellman equation, optimal investment strategies, stochastic optimal control technique, return of premiums clauses, mean-variance utility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8112291 Approach to Design of Composition of Current Concrete with Respect to Strength and Static Elasticity Modulus
Authors: Klara Krizova, Rudolf Hela
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The paper reflects current state of popularization of static elasticity modulus of concrete. This parameter is undoubtedly very important for designing of concrete structures, and very often neglected and rarely determined before designing concrete technology itself. The paper describes assessment and comparison of four mix designs with almost constant dosage of individual components. The only difference is area of origin of small size fraction of aggregate 0/4. Development of compressive strength and static elasticity modulus at the age of 7, 28 and 180 days were observed. As the experiment showed, designing of individual components and their quality are the basic factor influencing elasticity modulus of current concrete.Keywords: Concrete, Aggregate, Strength, Elasticity Modulus, Quality
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14752290 Development of Elasticity Modulus in Time for Concrete Containing Mineral Admixtures
Authors: K. Krizova, R. Hela, S. Keprdova
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This paper introduces selected composition of conventional concretes and their resulting mechanical properties at different ages of concrete. With respect to utilization of mineral admixtures, fly ash and ground limestone agents were included in addition to pure Portland binder. The proposal of concrete composition remained constant in basic concrete components such as cement and representation of individual contents of aggregate fractions; weight dosing of admixtures and water dose were only modified. Water dose was chosen in order to achieve identical consistence by settlement for all proposals of concrete composition. Mechanical properties monitored include compression strength, static and dynamic modulus of concrete elasticity, at ages of 7, 28, 90, and 180 days.
Keywords: Cement, mineral admixtures, microstructure of concrete, mechanical properties.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20622289 Effect of Spray Stand-off on Elasticity Modulus of Thermally Sprayed Coatings
Authors: M.Jalali Azizpour, S.Norouzi, H.mohammadi Majd, M.M.Rabieh, D.Sajedipour, A. Jaderi
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The mechanical and tribological properties in WC-Co coatings are strongly affected by hardness and elasticity specifications. The results revealed the effect of spraying distance on microhardness and elasticity modulus of coatings. The metallurgical studies have been made on coated samples using optical microscopy, scanning electron microscopy (SEM).Keywords: Elasticity modulus, HVOF, Micro-indentation, Thermal spray, WC-Co
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17162288 Vibration Analysis of Magnetostrictive Nano-Plate by Using Modified Couple Stress and Nonlocal Elasticity Theories
Authors: Hamed Khani Arani, Mohammad Shariyat, Armaghan Mohammadian
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In the present study, the free vibration of magnetostrictive nano-plate (MsNP) resting on the Pasternak foundation is investigated. Firstly, the modified couple stress (MCS) and nonlocal elasticity theories are compared together and taken into account to consider the small scale effects; in this paper not only two theories are analyzed but also it improves the MCS theory is more accurate than nonlocal elasticity theory in such problems. A feedback control system is utilized to investigate the effects of a magnetic field. First-order shear deformation theory (FSDT), Hamilton’s principle and energy method are utilized in order to drive the equations of motion and these equations are solved by differential quadrature method (DQM) for simply supported boundary conditions. The MsNP undergoes in-plane forces in x and y directions. In this regard, the dimensionless frequency is plotted to study the effects of small scale parameter, magnetic field, aspect ratio, thickness ratio and compression and tension loads. Results indicate that these parameters play a key role on the natural frequency. According to the above results, MsNP can be used in the communications equipment, smart control vibration of nanostructure especially in sensor and actuators such as wireless linear micro motor and smart nano valves in injectors.
Keywords: Feedback control system, magnetostrictive nano-plate, modified couple stress theory, nonlocal elasticity theory, vibration analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6592287 Selected Technological Factors Influencing the Modulus of Elasticity of Concrete
Authors: Klara Krizova, Rudolf Hela
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The topic of the article focuses on the evaluation of selected technological factors and their influence on resulting elasticity modulus of concrete. A series of various factors enter into the manufacturing process which, more or less, influences the elasticity modulus. This paper presents the results of concrete in which the influence of water coefficient and the size of maximum fraction of the aggregate on the static elasticity modulus were monitored. Part of selected results of the long-term programme was discussed in which a wide scope of various variants of proposals for the composition of concretes was evaluated.
Keywords: Mix design, water-cement ratio, aggregate, modulus of elasticity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29702286 Sorption of Congo Red from Aqueous Solution by Surfactant-Modified Bentonite: Kinetic and Factorial Design Study
Authors: B. Guezzen, M. A. Didi, B. Medjahed
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An organoclay (HDTMA-B) was prepared from sodium bentonite (Na-B). The starting material was modified using the hexadecyltrimethylammonium ion (HDTMA+) in the amounts corresponding to 100 % of the CEC value. Batch experiments were carried out in order to model and optimize the sorption of Congo red dye from aqueous solution. The pseudo-first order and pseudo-second order kinetic models have been developed to predict the rate constant and the sorption capacity at equilibrium with the effect of temperature, the solid/solution ratio and the initial dye concentration. The equilibrium time was reached within 60 min. At room temperature (20 °C), optimum dye sorption of 49.4 mg/g (98.9%) was achieved at pH 6.6, sorbent dosage of 1g/L and initial dye concentration of 50 mg/L, using surfactant modified bentonite. The optimization of adsorption parameters mentioned above on dye removal was carried out using Box-Behnken design. The sorption parameters were analyzed statistically by means of variance analysis by using the Statgraphics Centurion XVI software.
Keywords: Adsorption, dye, factorial design, kinetic, organo-bentonite.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15222285 Analysis of Contact Width and Contact Stress of Three-Layer Corrugated Metal Gasket
Authors: I. Made Gatot Karohika, Shigeyuki Haruyama, Ken Kaminishi, Oke Oktavianty, Didik Nurhadiyanto
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Contact width and contact stress are important parameters related to the leakage behavior of corrugated metal gasket. In this study, contact width and contact stress of three-layer corrugated metal gasket are investigated due to the modulus of elasticity and thickness of surface layer for 2 type gasket (0-MPa and 400-MPa mode). A finite element method was employed to develop simulation solution to analysis the effect of each parameter. The result indicated that lowering the modulus of elasticity ratio of surface layer will result in better contact width but the average contact stresses are smaller. When the modulus of elasticity ratio is held constant with thickness ratio increase, its contact width has an increscent trend otherwise the average contact stress has decreased trend.
Keywords: Contact width, contact stress, layer, metal gasket, corrugated, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13682284 A Robust Controller for Output Variance Reduction and Minimum Variance with Application on a Permanent Field DC-Motor
Authors: Mahmood M. Al-Imam, M. Mustafa
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In this paper, we present an experimental testing for a new algorithm that determines an optimal controller-s coefficients for output variance reduction related to Linear Time Invariant (LTI) Systems. The algorithm features simplicity in calculation, generalization to minimal and non-minimal phase systems, and could be configured to achieve reference tracking as well as variance reduction after compromising with the output variance. An experiment of DCmotor velocity control demonstrates the application of this new algorithm in designing the controller. The results show that the controller achieves minimum variance and reference tracking for a preset velocity reference relying on an identified model of the motor.Keywords: Output variance, minimum variance, overparameterization, DC-Motor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13822283 Distribution Sampling of Vector Variance without Duplications
Authors: Erna T. Herdiani, Maman A. Djauhari
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In recent years, the use of vector variance as a measure of multivariate variability has received much attention in wide range of statistics. This paper deals with a more economic measure of multivariate variability, defined as vector variance minus all duplication elements. For high dimensional data, this will increase the computational efficiency almost 50 % compared to the original vector variance. Its sampling distribution will be investigated to make its applications possible.Keywords: Asymptotic distribution, covariance matrix, likelihood ratio test, vector variance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15992282 Determination of Unsaturated Soil Permeability Based on Geometric Factor Development of Constant Discharge Model
Authors: A. Rifa’i, Y. Takeshita, M. Komatsu
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After Yogyakarta earthquake in 2006, the main problem that occurred in the first yard of Prambanan Temple is ponding area that occurred after rainfall. Soil characterization needs to be determined by conducting several processes, especially permeability coefficient (k) in both saturated and unsaturated conditions to solve this problem. More accurate and efficient field testing procedure is required to obtain permeability data that present the field condition. One of the field permeability test equipment is Constant Discharge procedure to determine the permeability coefficient. Necessary adjustments of the Constant Discharge procedure are needed to be determined especially the value of geometric factor (F) to improve the corresponding value of permeability coefficient. The value of k will be correlated with the value of volumetric water content (θ) of an unsaturated condition until saturated condition. The principle procedure of Constant Discharge model provides a constant flow in permeameter tube that flows into the ground until the water level in the tube becomes constant. Constant water level in the tube is highly dependent on the tube dimension. Every tube dimension has a shape factor called the geometric factor that affects the result of the test. Geometric factor value is defined as the characteristic of shape and radius of the tube. This research has modified the geometric factor parameters by using empty material tube method so that the geometric factor will change. Saturation level is monitored by using soil moisture sensor. The field test results were compared with the results of laboratory tests to validate the results of the test. Field and laboratory test results of empty tube material method have an average difference of 3.33 x 10-4 cm/sec. The test results showed that modified geometric factor provides more accurate data. The improved methods of constant discharge procedure provide more relevant results.Keywords: Constant discharge, geometric factor, permeability coefficient, unsaturated soils.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15482281 Calcium Silicate Bricks – Ultrasonic Pulse Method: Effects of Natural Frequency of Transducers on Measurement Results
Authors: Jiri Brozovsky
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Modulus of elasticity is one of the important parameters of construction materials, which considerably influence their deformation properties and which can also be determined by means of non-destructive test methods like ultrasonic pulse method. However, measurement results of ultrasonic pulse methods are influenced by various factors, one of which is the natural frequency of the transducers. The paper states knowledge about influence of natural frequency of the transducers (54; 82 and 150kHz) on ultrasonic pulse velocity and dynamic modulus of elasticity (Young's Dynamic modulus of elasticity). Differences between ultrasonic pulse velocity and dynamic modulus of elasticity were found with the same smallest dimension of test specimen in the direction of sounding and density their value decreases as the natural frequency of transducers grew.
Keywords: Calcium silicate brick, ultrasonic pulse method, ultrasonic pulse velocity, dynamic modulus of elasticity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22712280 A Timed and Colored Petri Nets for Modeling and Verifying Cloud System Elasticity
Authors: W. Louhichi, M.Berrima, N. Ben Rajeb Robbana
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Elasticity is the essential property of cloud computing. As the name suggests, it constitutes the ability of a cloud system to adjust resource provisioning in relation to fluctuating workloads. There are two types of elasticity operations, vertical and horizontal. In this work, we are interested in horizontal scaling, which is ensured by two mechanisms; scaling in and scaling out. Following the sizing of the system, we can adopt scaling in the event of over-supply and scaling out in the event of under-supply. In this paper, we propose a formal model, based on temporized and colored Petri nets (TdCPNs), for the modeling of the duplication and the removal of a virtual machine from a server. This model is based on formal Petri Nets (PNs) modeling language. The proposed models are edited, verified, and simulated with two examples implemented in colored Petri nets (CPNs)tools, which is a modeling tool for colored and timed PNs.
Keywords: Cloud computing, elasticity, elasticity controller, petri nets, scaling in, scaling out.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7102279 Efficient Frontier - Comparing Different Volatility Estimators
Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26072278 Linear Elasticity Problems Solved by Using the Fictitious Domain Method and Total - FETI Domain Decomposition
Authors: Lukas Mocek, Alexandros Markopoulos
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The main goal of this paper is to show a possibility, how to solve numerically elliptic boundary value problems arising in 2D linear elasticity by using the fictitious domain method (FDM) and the Total-FETI domain decomposition method. We briefly mention the theoretical background of these methods and demonstrate their performance on a benchmark.
Keywords: Linear elasticity, fictitious domain method, Total-FETI, domain decomposition, saddle-point system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16072277 Approximate Solution of Some Mixed Boundary Value Problems of the Generalized Theory of Couple-Stress Thermo-Elasticity
Authors: M. Chumburidze, D. Lekveishvili
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We have considered the harmonic oscillations and general dynamic (pseudo oscillations) systems of theory generalized Green-Lindsay of couple-stress thermo-elasticity for isotropic, homogeneous elastic media. Approximate solution of some mixed boundary value problems for finite domain, bounded by the some closed surface are constructed.
Keywords: The couple-stress thermo-elasticity, boundary value problems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20612276 New Feed-Forward/Feedback Generalized Minimum Variance Self-tuning Pole-placement Controller
Authors: S. A. Mohamed, A. S. Zayed, O. A. Abolaeha
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A new Feed-Forward/Feedback Generalized Minimum Variance Pole-placement Controller to incorporate the robustness of classical pole-placement into the flexibility of generalized minimum variance self-tuning controller for Single-Input Single-Output (SISO) has been proposed in this paper. The design, which provides the user with an adaptive mechanism, which ensures that the closed loop poles are, located at their pre-specified positions. In addition, the controller design which has a feed-forward/feedback structure overcomes the certain limitations existing in similar poleplacement control designs whilst retaining the simplicity of adaptation mechanisms used in other designs. It tracks set-point changes with the desired speed of response, penalizes excessive control action, and can be applied to non-minimum phase systems. Besides, at steady state, the controller has the ability to regulate the constant load disturbance to zero. Example simulation results using both simulated and real plant models demonstrate the effectiveness of the proposed controller.Keywords: Pole-placement, Minimum variance control, self-tuning control and feedforward control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17692275 An Optimization of Machine Parameters for Modified Horizontal Boring Tool Using Taguchi Method
Authors: Thirasak Panyaphirawat, Pairoj Sapsmarnwong, Teeratas Pornyungyuen
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This paper presents the findings of an experimental investigation of important machining parameters for the horizontal boring tool modified to mouth with a horizontal lathe machine to bore an overlength workpiece. In order to verify a usability of a modified tool, design of experiment based on Taguchi method is performed. The parameters investigated are spindle speed, feed rate, depth of cut and length of workpiece. Taguchi L9 orthogonal array is selected for four factors three level parameters in order to minimize surface roughness (Ra and Rz) of S45C steel tubes. Signal to noise ratio analysis and analysis of variance (ANOVA) is performed to study an effect of said parameters and to optimize the machine setting for best surface finish. The controlled factors with most effect are depth of cut, spindle speed, length of workpiece, and feed rate in order. The confirmation test is performed to test the optimal setting obtained from Taguchi method and the result is satisfactory.
Keywords: Design of Experiment, Taguchi Design, Optimization, Analysis of Variance, Machining Parameters, Horizontal Boring Tool.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27332274 Mechanical and Thermal Stresses in Functionally Graded Cylinders
Authors: A. Kurşun, E. Kara, E. Çetin, Ş. Aksoy, A. Kesimli
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In this study, thermal elastic stress distribution occurred on long hollow cylinders made of functionally graded material (FGM) was analytically defined under thermal, mechanical and thermo mechanical loads. In closed form solutions for elastic stresses and displacements are obtained analytically by using the infinitesimal deformation theory of elasticity. It was assumed that elasticity modulus, thermal expansion coefficient and density of cylinder materials could change in terms of an exponential function as for that Poisson’s ratio was constant. A gradient parameter n is chosen between - 1 and 1. When n equals to zero, the disc becomes isotropic. Circumferential, radial and longitudinal stresses in the FGMs cylinders are depicted in the figures. As a result, the gradient parameters have great effects on the stress systems of FGMs cylinders.
Keywords: Functionally graded materials, hollow cylinder, thermoelasticity, thermomechanical load.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31132273 Effect of Water- Cement Ratio (w/c) on Mechanical Properties of Self-Compacting Concrete (Case Study)
Authors: Hamed Ahmadi Moghadam, Omolbanin Arasteh Khoshbin
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Nowadays, the performance required for concrete structures is more complicated and diversified. Self-compacting concrete is a fluid mixture suitable for placing in structures with congested reinforcement without vibration. Self-compacting concrete development must ensure a good balance between deformability and stability. Also, compatibility is affected by the characteristics of materials and the mix proportions; it becomes necessary to evolve a procedure for mix design of SCC. This paper presents an experimental procedure for the design of self-compacting concrete mixes with different water-cement ratios (w/c) and other constant ratios by local materials. The test results for acceptance characteristics of self-compacting concrete such as slump flow, V-funnel and L-Box are presented. Further, compressive strength, tensile strength and modulus of elasticity of specimens were also determined and results are included hereKeywords: Self-Compacting Concrete, Mix Design, Compressive Strength, Tensile Strength, Modulus of Elasticity
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 56272272 Performance Improvement in the Bivariate Models by using Modified Marginal Variance of Noisy Observations for Image-Denoising Applications
Authors: R. Senthilkumar
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Most simple nonlinear thresholding rules for wavelet- based denoising assume that the wavelet coefficients are independent. However, wavelet coefficients of natural images have significant dependencies. This paper attempts to give a recipe for selecting one of the popular image-denoising algorithms based on VisuShrink, SureShrink, OracleShrink, BayesShrink and BiShrink and also this paper compares different Bivariate models used for image denoising applications. The first part of the paper compares different Shrinkage functions used for image-denoising. The second part of the paper compares different bivariate models and the third part of this paper uses the Bivariate model with modified marginal variance which is based on Laplacian assumption. This paper gives an experimental comparison on six 512x512 commonly used images, Lenna, Barbara, Goldhill, Clown, Boat and Stonehenge. The following noise powers 25dB,26dB, 27dB, 28dB and 29dB are added to the six standard images and the corresponding Peak Signal to Noise Ratio (PSNR) values are calculated for each noise level.Keywords: BiShrink, Image-Denoising, PSNR, Shrinkage function
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13852271 Analysis of Blind Decision Feedback Equalizer Convergence: Interest of a Soft Decision
Authors: S. Cherif, S. Marcos, M. Jaidane
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In this paper the behavior of the decision feedback equalizers (DFEs) adapted by the decision-directed or the constant modulus blind algorithms is presented. An analysis of the error surface of the corresponding criterion cost functions is first developed. With the intention of avoiding the ill-convergence of the algorithm, the paper proposes to modify the shape of the cost function error surface by using a soft decision instead of the hard one. This was shown to reduce the influence of false decisions and to smooth the undesirable minima. Modified algorithms using the soft decision during a pseudo-training phase with an automatic switch to the properly tracking phase are then derived. Computer simulations show that these modified algorithms present better ability to avoid local minima than conventional ones.Keywords: Blind DFEs, decision-directed algorithm, constant modulus algorithm, cost function analysis, convergence analysis, soft decision.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19072270 Migration among Multicities
Authors: Ming Guan
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This paper proposes a simple model of economic geography within the Dixit-Stiglitz-Iceberg framework that may be used to analyze migration patterns among three cities. The cost–benefit tradeoffs affecting incentives for three types of migration, including echelon migration, are discussed. This paper develops a tractable, heterogeneous-agent, general equilibrium model, where agents share constant human capital, and explores the relationship between the benefits of echelon migration and gross human capital. Using Chinese numerical solutions, we study the manifestation of echelon migration and how it responds to changes in transportation cost and elasticity of substitution. Numerical results demonstrate that (i) there are positive relationships between a migration-s benefit-and-wage ratio, (ii) there are positive relationships between gross human capital ratios and wage ratios as to origin and destination, and (iii) we identify 13 varieties of human capital convergence among cities. In particular, this model predicts population shock resulting from the processes of migration choice and echelon migration.
Keywords: Dixit-Stiglitz-Iceberg framework, elasticity , echelonmigration, trade-off
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14942269 The Different Roles between Sodium and Potassium Ions in Ion Exchange of WO3/SiO2 Catalysts
Authors: K. Pipitthapan, S. Maksasithorn, P. Praserthdam, J. Panpranot, K. Suriye, S. Kunjara Na Ayudhya
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WO3/SiO2 catalysts were modified by an ion exchange method with sodium hydroxide or potassium hydroxide solution. The performance of the modified catalysts was tested in the metathesis of ethylene and trans-2-butene to propylene. During ion exchange, sodium and potassium ions played different roles. Sodium modified catalysts revealed constant trans-2-butene conversion and propylene selectivity when the concentrations of sodium in the solution were varied. In contrast, potassium modified catalysts showed reduction of the conversion and increase of the selectivity. From these results, potassium hydroxide may affect the transformation of tungsten oxide active species, resulting in the decrease in conversion whereas sodium hydroxide did not. Moreover, the modification of catalysts by this method improved the catalyst stability by lowering the amount of coke deposited on the catalyst surface.Keywords: Acid sites, alkali metals, isomerization, metathesis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17382268 Enhancement of Cement Mortar Mechanical Properties with Replacement of Seashell Powder
Authors: Abdoullah Namdar, Fadzil Mat Yahaya
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Many synthetic additives have been using for improve cement mortar and concrete characteristics, but natural additive is a friendly environment option. The quantity of (2% and 4%) seashell powder has been replaced in cement mortar, and compared with plain cement mortar in early age of 7 days. The strain gauges have been installed on beams and cube, for monitoring fluctuation of flexural and compressive strength. Main objective of this paper is to study effect of linear static force on flexural and compressive strength of modified cement mortar. The results have been indicated that the replacement of appropriate proportion of seashell powder enhances cement mortar mechanical properties. The replacement of 2% seashell causes improvement of deflection, time to failure and maximum load to failure on concrete beam and cube, the same occurs for compressive modulus elasticity. Increase replacement of seashell to 4% reduces all flexural strength, compressive strength and strain of cement mortar.
Keywords: Compressive strength, flexural strength, compressive modulus elasticity, time to failure, deflection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 34712267 Effect of Spray Stand-off on Hardness of Thermally Sprayed Coatings
Authors: M.Jalali Azizpour, S.Norouzi, H.Mohammadi Majd
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The mechanical and tribological properties in WC-Co coatings are strongly affected by hardness and elasticity specifications. The results revealed the effect of spraying distance on microhardness and elasticity modulus of coatings. The metallurgical studies have been made on coated samples using optical microscopy, scanning electron microscopy (SEM).Keywords: HVOF, Micro-indentation, Thermal spray, WC-Co.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23502266 System Reduction Using Modified Pole Clustering and Modified Cauer Continued Fraction
Authors: Jay Singh, C. B. Vishwakarma, Kalyan Chatterjee
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A mixed method by combining modified pole clustering technique and modified cauer continued fraction is proposed for reducing the order of the large-scale dynamic systems. The denominator polynomial of the reduced order model is obtained by using modified pole clustering technique while the coefficients of the numerator are obtained by modified cauer continued fraction. This method generated 'k' number of reduced order models for kth order reduction. The superiority of the proposed method has been elaborated through numerical example taken from the literature and compared with few existing order reduction methods.
Keywords: Modified Pole Clustering, Modified Cauer Continued Fraction, Order Reduction, Stability, Transfer Function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19902265 The Biomechanical Properties of the Different Modalities of Surgically Corrected Coarctation of the Aorta in Neonates and Infants
Authors: Elina Ligere, Valts Ozolins, Lauris Smits, Normunds Sikora, Ivars Melderis, Laila Feldmane, Aris Lacis, Vladimir Kasyanov
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Biomechanical properties of infantile aorta in vitro in cases of different standard anastomoses: end-to-end (ETE), extended anastomosis end-to-end (EETE) and subclavian flap aortoplasty (SFA) used for surgical correction of coarctation were analyzed to detect the influence of the method on the biomechanics of infantile aorta and possible changes in haemodinamics. 10 specimens of native aorta, 3 specimens with ETE, 4 EEET and 3 SFA were investigated. The experiments showed a non-linear relationship between stress and strain in the infantile aorta, the modulus of elasticity of the aortic wall increased with the increase of inner pressure. In the case of anastomosis end-to-end the modulus was almost constant, relevant to the modulus of elasticity of the aorta with the inner pressure 100-120 mmHg. The anastomoses EETE and SFA showed elastic properties closer to native aorta, the stiffness of ETE did not change with the changes in inner pressure.Keywords: biomechanics, coarctation, mechanical properties, neonatal aorta
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