Search results for: return response coefficient

Authors: Habtu Alemayehu, G. Radhakrishnamacharya

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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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Authors: Mansoor Momeni, Mahmoud Dehghan Nayeri, Ali Faal Ghayoumi, Hoda Ghorbani

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This research is aimed to describe the application of robust regression and its advantages over the least square regression method in analyzing financial data. To do this, relationship between earning per share, book value of equity per share and share price as price model and earning per share, annual change of earning per share and return of stock as return model is discussed using both robust and least square regressions, and finally the outcomes are compared. Comparing the results from the robust regression and the least square regression shows that the former can provide the possibility of a better and more realistic analysis owing to eliminating or reducing the contribution of outliers and influential data. Therefore, robust regression is recommended for getting more precise results in financial data analysis.

Keywords: Financial data analysis, Influential data, Outliers, Robust regression.

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Authors: Sahar Modirzadehbami, Gholamreza Mansourfar

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Different types of Islamic debts have been increasingly utilized as preferred means of debt funding by Malaysian private firms in recent years. This study examines the impact of Islamic debts announcement on private firms- stock returns. Our sample includes forty five listed companies on Bursa Malaysia involved in issuing of Islamic debts during 2005 to 2008. The abnormal returns and cumulative average abnormal returns are calculated and tested using standard event study methodology. The results show that a significant, negative abnormal return occurs one day before announcement date. This negative abnormal return is representing market participant-s adverse attitude toward Islamic private debt announcement during the research period.

Keywords: Announcement effect, Event study, Islamic debts, Malaysia, Sukuk

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Authors: Esam Jassim

Abstract:

Supersonic nozzles are commonly used to purify natural gas in gas processing technology. As an innovated technology, it is employed to overcome the deficit of the traditional method, related to gas dynamics, thermodynamics and fluid dynamics theory. An indoor test rig is built to study the dehumidification process of moisture fluid. Humid air was chosen for the study. The working fluid was circulating in an open loop, which had provision for filtering, metering, and humidifying. A stainless steel supersonic separator is constructed together with the C-D nozzle system. The result shows that dehumidification enhances as NPR increases. This is due to the high intensity in the turbulence caused by the shock formation in the divergent section. Such disturbance strengthens the centrifugal force, pushing more particles toward the near-wall region. In return return, the pressure recovery factor, defined as the ratio of the outlet static pressure of the fluid to its inlet value, decreases with NPR.

Keywords: Supersonic nozzle, dehumidification, particle separation, geometry.

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Authors: Young S. Bang, Dong H. Yoon, Seung H. Yoo

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Emergency Core Coolant Bypass (ECC Bypass) has been regarded as an important phenomenon to peak cladding temperature of large-break loss-of-coolant-accidents (LBLOCA) in nuclear power plants (NPP). A modeling scheme to address the ECC Bypass phenomena and the calculation of LBLOCA using that scheme are discussed in the present paper. A hydraulic form loss coefficient (HFLC) from the reactor vessel downcomer to the broken cold leg is predicted by the computational fluid dynamics (CFD) code with a variation of the void fraction incoming from the downcomer. The maximum, mean, and minimum values of FLC are derived from the CFD results and are incorporated into the LBLOCA calculation using a system thermal-hydraulic code, MARS-KS. As a relevant parameter addressing the ECC Bypass phenomena, the FLC to the break and its range are proposed.

Keywords: CFD analysis, ECC Bypass, hydraulic form loss coefficient, system thermal-hydraulic code.

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Authors: Joanna M. Dulińska, Maria Fabijańska

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In the paper a detailed analysis of the dynamic response of a cooling tower shell to mining tremors originated from two main regions of mining activity in Poland (Upper Silesian Coal Basin and Legnica-Glogow Copper District) was presented. The representative time histories registered in the both regions were used as ground motion data in calculations of the dynamic response of the structure. It was proved that the dynamic response of the shell is strongly dependent not only on the level of vibration amplitudes but on the dominant frequency range of the mining shock typical for the mining region as well. Also a vertical component of vibrations occurred to have considerable influence on the total dynamic response of the shell. Finally, it turned out that non-uniformity of kinematic excitation resulting from spatial variety of ground motion plays a significant role in dynamic analysis of large-dimensional shells under mining shocks.

Keywords: Cooling towers, dynamic response, mining tremors, non-uniform kinematic excitation

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Authors: B. Chemali, B. Tiliouine

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This article presents the main results of a numerical investigation on the uncertainty of dynamic response of structures with statistically correlated random damping Gamma distributed. A computational method based on a Linear Statistical Model (LSM) is implemented to predict second order statistics for the response of a typical industrial building structure. The significance of random damping with correlated parameters and its implications on the sensitivity of structural peak response in the neighborhood of a resonant frequency are discussed in light of considerable ranges of damping uncertainties and correlation coefficients. The results are compared to those generated using Monte Carlo simulation techniques. The numerical results obtained show the importance of damping uncertainty and statistical correlation of damping coefficients when obtaining accurate probabilistic estimates of dynamic response of structures. Furthermore, the effectiveness of the LSM model to efficiently predict uncertainty propagation for structural dynamic problems with correlated damping parameters is demonstrated.

Keywords: Correlated random damping, linear statistical model, Monte Carlo simulation, uncertainty of dynamic response.

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Authors: Satean Tunyasrirut, Tianchai Suksri, Arjin Numsomran, Supan Gulpanich, Kitti Tirasesth

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This paper presents the approach to design the Auto- Tuning PID controller for interactive Water Level Process using integral step response. The Integral Step Response (ISR) is the method to model a dynamic process which can be done easily, conveniently and very efficiently. Therefore this method is advantage for design the auto tune PID controller. Our scheme uses the root locus technique to design PID controller. In this paper MATLAB is used for modeling and testing of the control system. The experimental results of the interacting water level process can be satisfyingly illustrated the transient response and the steady state response.

Keywords: Coupled-Tank, Interacting water level process, PIDController, Auto-tuning.

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Authors: V.Bharathi, Jamila Patterson, R.Rajendiran

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Optimization of extraction of phenolic compounds from Avicennia marina using response surface methodology was carried out during the present study. Five levels, three factors rotatable design (CCRD) was utilized to examine the optimum combination of extraction variables based on the TPC of Avicennia marina leaves. The best combination of response function was 78.41 °C, drying temperature; 26.18°C; extraction temperature and 36.53 minutes of extraction time. However, the procedure can be promptly extended to the study of several others pharmaceutical processes like purification of bioactive substances, drying of extracts and development of the pharmaceutical dosage forms for the benefit of consumers.

Keywords: Avicennia marina, Central Composite RotatableDesign (CCRD), Response Surface Methodology, Total Phenoliccontents (TPC)

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Authors: Hyu Sang Jo, Gyo Woo Lee

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In this study, the evaluation of thermal stability of the micrometer-sized silica particle reinforced epoxy composite was carried out through the measurement of thermal expansion coefficient and Young’s modulus of the specimens. For all the specimens in this study from the baseline to those containing 50 wt% silica filler, the thermal expansion coefficients and the Young’s moduli were gradually decreased down to 20% and increased up to 41%, respectively. The experimental results were compared with fillervolume- based simple empirical relations. The experimental results of thermal expansion coefficients correspond with those of Thomas’s model which is modified from the rule of mixture. However, the measured result for Young’s modulus tends to be increased slightly. The differences in increments of the moduli between experimental and numerical model data are quite large.

Keywords: Thermal Stability, Silica-Reinforced, Epoxy Composite, Coefficient of Thermal Expansion, Empirical Model.

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Authors: Zhipeng Feng, Huanhuan Qi, Pingchuan Shen, Fenggang Zang, Yixiong Zhang

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Numerical simulations of vortex-induced vibration of a three-dimensional flexible tube under uniform turbulent flow are calculated when Reynolds number is 1.35×10⁴. In order to achieve the vortex-induced vibration, the three-dimensional unsteady, viscous, incompressible Navier-Stokes equation and LES turbulence model are solved with the finite volume approach, the tube is discretized according to the finite element theory, and its dynamic equilibrium equations are solved by the Newmark method. The fluid-tube interaction is realized by utilizing the diffusion-based smooth dynamic mesh method. Considering the vortex-induced vibration system, the variety trends of lift coefficient, drag coefficient, displacement, vertex shedding frequency, phase difference angle of tube are analyzed under different frequency ratios. The nonlinear phenomena of locked-in, phase-switch are captured successfully. Meanwhile, the limit cycle and bifurcation of lift coefficient and displacement are analyzed by using trajectory, phase portrait, and Poincaré sections. The results reveal that: when drag coefficient reaches its minimum value, the transverse amplitude reaches its maximum, and the “lock-in” begins simultaneously. In the range of lock-in, amplitude decreases gradually with increasing of frequency ratio. When lift coefficient reaches its minimum value, the phase difference undergoes a suddenly change from the “out-of-phase” to the “in-phase” mode.

Keywords: Vortex induced vibration, limit cycle, CFD, FEM.

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Authors: Clara Shenderey, Helena Vitoshkin, Mordechai Barak, Avraham Arbel

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Greenhouse cultivation is an energy-intensive process due to the high demands on cooling or heating according to external climatic conditions, which could be extreme in the summer or winter seasons. The thermal radiation rate inside a greenhouse depends mainly on the type of covering material and greenhouse construction. Using additional thermal screens under a greenhouse covering combined with a dehumidification system improves the insulation and could be cost-effective. Greenhouse covering material usually contains protective ultraviolet (UV) radiation additives to prevent the film wear, insect harm, and crop diseases. This paper investigates the overall heat transfer coefficient, or U-value, for greenhouse polyethylene covering contains UV-additives and glass covering with or without a thermal screen supplement. The hot-box method was employed to evaluate overall heat transfer coefficients experimentally as a function of the type and number of the thermal screens. The results show that the overall heat transfer coefficient decreases with increasing the number of thermal screens as a hyperbolic function. The overall heat transfer coefficient highly depends on the ability of the material to reflect thermal radiation. Using a greenhouse covering, i.e., polyethylene films or glass, in combination with high reflective thermal screens, i.e., containing about 98% of aluminum stripes or aluminum foil, the U-value reduces by 61%-89% in the first case, whereas by 70%-92% in the second case, depending on the number of the thermal screen. Using thermal screens made from low reflective materials may reduce the U-value by 30%-57%. The heat transfer coefficient is an indicator of the thermal insulation properties of the materials, which allows farmers to make decisions on the use of appropriate thermal screens depending on the external and internal climate conditions in a greenhouse.

Keywords: Energy-saving thermal screen, greenhouse covering material, heat transfer coefficient, hot box.

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Authors: Seok Hong Min, Tae Kwon Ha

Abstract:

High strength Fe-36Ni-base Invar alloys containing Al contents up to 0.3 weight percent were cast into ingots and thermodynamic equilibrium during solidification has been investigated in this study. From the thermodynamic simulation using Thermo-Calc®, it has been revealed that equilibrium phases which can be formed are two kinds of MC-type precipitates, MoC, and M₂C carbides. The mu phase was also expected to form by addition of aluminum. Microstructure observation revealed the coarse precipitates in the as-cast ingots, which was non-equilibrium phase and could be resolved by the successive heat treatment. With increasing Al contents up to 0.3 wt.%, tensile strength of Invar alloy increased as 1400MPa after cold rolling and thermal expansion coefficient increased significantly. Cold rolling appeared to dramatically decrease thermal expansion coefficient.

Keywords: Invar alloy, Aluminum, Phase equilibrium, thermal expansion coefficient, microstructure, tensile properties.

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Authors: Shams-Ul-Islam, Waqas Sarwar Abbasi, Hamid Rahman

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Numerical investigation of flow around a square cylinder are presented using the multi-relaxation-time lattice Boltzmann methods at different Reynolds numbers. A detail analysis are given in terms of time-trace analysis of drag and lift coefficients, power spectra analysis of lift coefficient, vorticity contours visualizations, streamlines and phase diagrams. A number of physical quantities mean drag coefficient, drag coefficient, Strouhal number and root-mean-square values of drag and lift coefficients are calculated and compared with the well resolved experimental data and numerical results available in open literature. The Reynolds numbers affected the physical quantities.

Keywords: Code validation, Force statistics, Multi-relaxation-time lattice Boltzmann method, Reynolds numbers, Square cylinder.

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Authors: F. Lhafiane, A. Elbyed, M. Bouchoum

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The design of Reverse logistics Network has attracted growing attention with the stringent pressures from both environmental awareness and business sustainability. Reverse logistical activities include return, remanufacture, disassemble and dispose of products can be quite complex to manage. In addition, demand can be difficult to predict, and decision making is one of the challenges task in such network. This complexity has amplified the need to develop an integrated architecture for product return as an enterprise system. The main purpose of this paper is to design Multi Agent System (MAS) architecture using the Prometheus methodology to efficiently manage reverse logistics processes. The proposed MAS architecture includes five types of agents: Gate keeping Agent, Collection Agent, Sorting Agent, Processing Agent and Disposal Agent which act respectively during the five steps of reverse logistics Network.

Keywords: Reverse logistics, multi agent system, Prometheus methodology.

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Authors: Rashid A. Fayadh, F. Malek, Hilal A. Fadhil, Norshafinash Saudin

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In this paper, a design of ultra wideband (UWB) printed microstrip antennas that fed by microstrip transmission line were presented and printed on a substrate Taconic TLY-5 material with relative dielectric constant of 2.2. The proposed antennas were designed to cover the frequency range of 3.5 to 12 GHz. The antennas of printed patch shapes are rectangular, triangle/rectangular, hexagonal, and circular with the same dimensions of feeder and ground plane. The proposed antennas were simulated using a package of CST microwave studio in the 2 to 12 GHz operating frequency range. Simulation results and comparison for return loss (S₁₁), radiation patterns, and voltage standing wave ratio (VSWR) were presented and discussed over the UWB frequency.

Keywords: Microstrip patch antenna, ultra-wideband frequency, wireless communication systems, return loss and radiation patterns.

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Authors: Suwicha Chankapoe, Nattawat Winya, Narupon Pittayaprasertkul

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In order to determine the performance and key design parameters of rocket, the erosion of nozzle throat during solid rocket motor burning have to be calculated. This study aims to predict the nozzle throat erosion in solid rocket motors according to the thrust profile of motor in operating conditions and develop a model for optimum performance of rocket. We investigate the throat radius change in the static test programs. The standard method and thrust coefficient  are used for adjusting into the ideal performance for conical nozzles. Pressure and thrust data acquired from the tests are analyzed to determine the instantaneous nozzle throat diameter variation throughout the test duration. The result shows good agreement of calculated correlation comparing with measured erosion rate data showing agreement within 1.6 mm/s. Nozzle thrust coefficient loss is found approximately 24% form nozzle throat erosion during burning.

Keywords: Erosion, nozzle throat, thrust coefficient.

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Authors: Altab Hossain, Ataur Rahman, A.K.M. P. Iqbal, M. Ariffin, M. Mazian

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This work describes the aerodynamic characteristic for aircraft wing model with and without bird feather like winglet. The aerofoil used to construct the whole structure is NACA 653-218 Rectangular wing and this aerofoil has been used to compare the result with previous research using winglet. The model of the rectangular wing with bird feather like winglet has been fabricated using polystyrene before design using CATIA P3 V5R13 software and finally fabricated in wood. The experimental analysis for the aerodynamic characteristic for rectangular wing without winglet, wing with horizontal winglet and wing with 60 degree inclination winglet for Reynolds number 1.66×105, 2.08×105 and 2.50×105 have been carried out in open loop low speed wind tunnel at the Aerodynamics laboratory in Universiti Putra Malaysia. The experimental result shows 25-30 % reduction in drag coefficient and 10-20 % increase in lift coefficient by using bird feather like winglet for angle of attack of 8 degree.

Keywords: Aerofoil, Wind tunnel, Winglet, Drag Coefficient.

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Authors: A. A. Akande, B. P. Dhonge, B. W. Mwakikunga, A. G. J. Machatine

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This article presents gate-voltage controlled humidity sensing performance of vanadium dioxide nanoparticles prepared from NH₄VO₃ precursor using microwave irradiation technique. The X-ray diffraction, transmission electron diffraction, and Raman analyses reveal the formation of VO₂ (B) with V₂O₅ and an amorphous phase. The BET surface area is found to be 67.67 m²/g. The humidity sensing measurements using the patented lateral-gate MOSFET configuration was carried out. The results show the optimum response at 5 V up to 8 V of gate voltages for 10 to 80% of relative humidity. The dose-response equation reveals the enhanced resilience of the gated VO₂ sensor which may saturate above 272% humidity. The response and recovery times are remarkably much faster (about 60 s) than in non-gated VO₂ sensors which normally show response and recovery times of the order of 5 minutes (300 s).

Keywords: VO2, VO2 (B), V2O5, MOSFET, gate voltage, humidity sensor.

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Authors: Ahmad Alhawarat, Mustafa Mamat, Mohd Rivaie, Ismail Mohd

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Conjugate gradient method has been enormously used to solve large scale unconstrained optimization problems due to the number of iteration, memory, CPU time, and convergence property, in this paper we find a new class of nonlinear conjugate gradient coefficient with global convergence properties proved by exact line search. The numerical results for our new βK give a good result when it compared with well known formulas.

Keywords: Conjugate gradient method, conjugate gradient coefficient, global convergence.

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Authors: Pulak Swain, A. K. Ojha

Abstract:

Portfolio optimization is based on dealing with the problems of efficient asset allocation. Risk and Expected return are two conflicting criteria in such problems, where the investor prefers the return to be high and the risk to be low. Using multi-objective approach we can solve those type of problems. However the information which we have for the input parameters are generally ambiguous and the input values can fluctuate around some nominal values. We can not ignore the uncertainty in input values, as they can affect the asset allocation drastically. So we use Robust Optimization approach to the problems where the input parameters comes under box uncertainty. In this paper, we solve the multi criteria robust problem with the help of  E- constraint method.

Keywords: Portfolio optimization, multi-objective optimization, E-constraint method, box uncertainty, robust optimization.

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Authors: B.Singh, B.K.Nanda

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Response surface methodology with Box–Benhken (BB) design of experiment approach has been utilized to study the mechanism of interface slip damping in layered and jointed tack welded beams with varying surface roughness. The design utilizes the initial amplitude of excitation, tack length and surface roughness at the interfaces to develop the model for the logarithmic damping decrement of the layered and jointed welded structures. Statistically designed experiments have been performed to estimate the coefficients in the mathematical model, predict the response, and check the adequacy of the model. Comparison of predicted and experimental response values outside the design conditions have shown good correspondence, implying that empirical model derived from response surface approach can be effectively used to describe the mechanism of interface slip damping in layered and jointed tack welded structures.

Keywords: Interface slip damping, welded joint, surface roughness, amplitude, tack length, response surface methodology.

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Authors: Joanna M. Dulińska, Maria Fabijańska

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In the paper the results of calculations of the dynamic response of a multi-storey reinforced concrete building to a strong mining shock originated from the main region of mining activity in Poland (i.e. the Legnica-Glogow Copper District) are presented. The representative time histories of accelerations registered in three directions were used as ground motion data in calculations of the dynamic response of the structure. Two variants of a numerical model were applied: the model including only structural elements of the building and the model including both structural and non-structural elements (i.e. partition walls and ventilation ducts made of brick). It turned out that non-structural elements of multi-storey RC buildings have a small impact of about 10 % on natural frequencies of these structures. It was also proved that the dynamic response of building to mining shock obtained in case of inclusion of all non-structural elements in the numerical model is about 20 % smaller than in case of consideration of structural elements only. The principal stresses obtained in calculations of dynamic response of multi-storey building to strong mining shock are situated on the level of about 30% of values obtained from static analysis (dead load).

Keywords: Dynamic characteristics of buildings, mining shocks, dynamic response of buildings, non-structural elements

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Authors: Moustafa Ahmed, Ahmed Bakry, Safwat W. Z. Mahmoud

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We model and simulate the combined effect of fiber dispersion and frequency chirp of a directly modulated high-speed laser diode on the figures of merit of a non-amplified 40-Gbps optical fiber link. We consider both the return to zero (RZ) and non-return to zero (NRZ) patterns of the pseudorandom modulation bits. The performance of the fiber communication system is assessed by the fiber-length limitation due to the fiber dispersion. We study the influence of replacing standard single-mode fibers by non-zero dispersion-shifted fibers on the maximum fiber length and evaluate the associated power penalty. We introduce new dispersion tolerances for 1-dB power penalty of the RZ and NRZ 40-Gbps optical fiber links.

Keywords: Bit error rate, dispersion, frequency chirp, fiber communications, semiconductor laser.

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Authors: Mohammad M. Khan, Gajendra Dixit

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Partially lubricated sliding wear behaviour of a zinc-based alloy reinforced with 10wt% SiC particles has been studied as a function of applied load and solid lubricant particle size and has been compared with that of matrix alloy and conventionally used grey cast iron. The wear tests were conducted at the sliding velocities of 2.1m/sec in various partial lubricated conditions using pin on disc machine as per ASTM G-99-05. Base oil (SAE 20W-40) or mixture of the base oil with 5wt% graphite of particle sizes (7-10 µm) and (100 µm) were used for creating lubricated conditions. The matrix alloy revealed primary dendrites of a and eutectoid a + h and Î phases in the Inter dendritic regions. Similar microstructure has been depicted by the composite with an additional presence of the dispersoid SiC particles. In the case of cast iron, flakes of graphite were observed in the matrix; the latter comprised of (majority of) pearlite and (limited quantity of) ferrite. Results show a large improvement in wear resistance of the zinc-based alloy after reinforcement with SiC particles. The cast iron shows intermediate response between the matrix alloy and composite. The solid lubrication improved the wear resistance and friction behaviour of both the reinforced and base alloy. Moreover, minimum wear rate is obtained in oil+ 5wt % graphite (7-10 µm) lubricated environment for the matrix alloy and composite while for cast iron addition of solid lubricant increases the wear rate and minimum wear rate is obtained in case of oil lubricated environment. The cast iron experienced higher frictional heating than the matrix alloy and composite in all the cases especially at higher load condition. As far as friction coefficient is concerned, a mixed trend of behaviour was noted. The wear rate and frictional heating increased with load while friction coefficient was affected in an opposite manner. Test duration influenced the frictional heating and friction coefficient of the samples in a mixed manner.

Keywords: Solid lubricant, sliding wear grey cast iron, zinc based metal matrix composites.

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Authors: Yanling Zhu

Abstract:

In this paper, a predator-prey model with Holling III type functional response is studied. It is interesting that the system is always uniformly persistent, which yields the existence of at least one positive periodic solutions for the corresponding periodic system. The result improves the corresponding ones in [11]. Moreover, an example is illustrated to verify the results by simulation.

Keywords: Predator-prey model, Uniformly persistence, Comparisontheorem, Holling III type functional response.

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Authors: A. Benyahia, M. Zergoug, M. Amir, M. Fodil

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The main objective of this work is to enhance the Pulsed Eddy Current (PEC) response from the aluminum structure using signal processing. Cracks and metal loss in different structures cause changes in PEC response measurements. In this paper, time-frequency analysis is used to represent PEC response, which generates a large quantity of data and reduce the noise due to measurement. Power Spectral Density (PSD) after Wavelet Decomposition (PSD-WD) is proposed for defect detection. The experimental results demonstrate that the cracks in the surface can be extracted satisfactorily by the proposed methods. The validity of the proposed method is discussed.

Keywords: NDT, pulsed eddy current, continuous wavelet transform, Mexican hat wavelet mother, defect detection, power spectral density.

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Authors: Samy E. Oraby, Ayman M. Alaskari

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The importance of machining process in today-s industry requires the establishment of more practical approaches to clearly represent the intimate and severe contact on the tool-chipworkpiece interfaces. Mathematical models are developed using the measured force signals to relate each of the tool-chip friction components on the rake face to the operating cutting parameters in rough turning operation using multilayers coated carbide inserts. Nonlinear modeling proved to have high capability to detect the nonlinear functional variability embedded in the experimental data. While feedrate is found to be the most influential parameter on the friction coefficient and its related force components, both cutting speed and depth of cut are found to have slight influence. Greater deformed chip thickness is found to lower the value of friction coefficient as the sliding length on the tool-chip interface is reduced.

Keywords: Mathematical modeling, Cutting forces, Frictionforces, Friction coefficient and Chip ratio.

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Authors: Adrian O’Hagan, Robert McLoughlin

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Considerable focus in the world of insurance risk quantification is placed on modeling loss values from lines of business (LOBs) that possess upper tail dependence. Copulas such as the Joe, Gumbel and Student-t copula may be used for this purpose. The copula structure imparts a desired level of tail dependence on the joint distribution of claims from the different LOBs. Alternatively, practitioners may possess historical or simulated data that already exhibit upper tail dependence, through the impact of catastrophe events such as hurricanes or earthquakes. In these circumstances, it is not desirable to induce additional upper tail dependence when modeling the joint distribution of the loss values from the individual LOBs. Instead, it is of interest to accurately assess the degree of tail dependence already present in the data. The empirical copula and its associated upper tail dependence coefficient are presented in this paper as robust, efficient means of achieving this goal.

Keywords: Empirical copula, extreme events, insurance loss reserving, upper tail dependence coefficient.

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Authors: Y. B. Galerkin, E. Y. Popova, K. V. Soldatova

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There is an evident trend to elevate pressure ratio of a single stage of a turbo compressors - axial compressors in particular. Whilst there was an opinion recently that a pressure ratio 1,9 was a reasonable limit, later appeared information on successful modeling tested of stages with pressure ratio up to 2,8. The authors recon that lack of information on high pressure stages makes actual a study of rational choice of design parameters before high supersonic flow problems solving. The computer program of an engineering type was developed. Below is presented a sample of its application to study possible parameters of the impeller of the stage with pressure ratio 3,0. Influence of two main design parameters on expected efficiency, periphery blade speed and flow structure is demonstrated. The results had lead to choose a variant for further analysis and improvement by CFD methods.

Keywords: Supersonic stage, impeller, efficiency, flow rate coefficient, work coefficient, loss coefficient, oblique shock, direct shock.

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