Search results for: semi integral bridge
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1208

Search results for: semi integral bridge

1058 GSA-Based Design of Dual Proportional Integral Load Frequency Controllers for Nonlinear Hydrothermal Power System

Authors: M. Elsisi, M. Soliman, M. A. S. Aboelela, W. Mansour

Abstract:

This paper considers the design of Dual Proportional- Integral (DPI) Load Frequency Control (LFC), using gravitational search algorithm (GSA). The design is carried out for nonlinear hydrothermal power system where generation rate constraint (GRC) and governor dead band are considered. Furthermore, time delays imposed by governor-turbine, thermodynamic process, and communication channels are investigated. GSA is utilized to search for optimal controller parameters by minimizing a time-domain based objective function. GSA-based DPI has been compared to Ziegler- Nichols based PI, and Genetic Algorithm (GA) based PI controllers in order to demonstrate the superior efficiency of the proposed design. Simulation results are carried for a wide range of operating conditions and system parameters variations.

Keywords: Gravitational Search Algorithm (GSA), Load Frequency Control (LFC), Dual Proportional-Integral (DPI) controller.

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1057 An Asymptotic Formula for Pricing an American Exchange Option

Authors: Hsuan-Ku Liu

Abstract:

In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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1056 Periodicity for a Semi–Ratio–Dependent Predator–Prey System with Delays on Time Scales

Authors: Kejun Zhuang

Abstract:

In this paper, the semi–ratio–dependent predator-prey system with nonmonotonic functional response on time scales is investigated. By using the coincidence degree theory, sufficient conditions for existence of periodic solutions are obtained.

Keywords: Semi–ratio–dependent, predator–prey system, coincidence degree, time scales.

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1055 Geometric Properties and Neighborhood for Certain Subclasses of Multivalent Functions

Authors: Hesam Mahzoon

Abstract:

By using the two existing operators, we have defined an operator, which is an extension for them. In this paper, first the operator is introduced. Then, using this operator, the subclasses of multivalent functions are defined. These subclasses of multivalent functions are utilized in order to obtain coefficient inequalities, extreme points, and integral means inequalities for functions belonging to these classes.

Keywords: Coefficient inequalities, extreme points, integral means, multivalent functions, Al-Oboudi operator, and Sãlãgean operator.

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1054 Dynamic Behaviors of a Floating Bridge with Mooring Lines under Wind and Wave Excitations

Authors: Chungkuk Jin, Moohyun Kim, Woo Chul Chung

Abstract:

This paper presents global performance and dynamic behaviors of a discrete-pontoon-type floating bridge with mooring lines in time domain under wind and wave excitations. The structure is designed for long-distance and deep-water crossing and consists of the girder, columns, pontoons, and mooring lines. Their functionality and behaviors are investigated by using elastic-floater/mooring fully-coupled dynamic simulation computer program. Dynamic wind, first- and second-order wave forces, and current loads are considered as environmental loads. Girder’s dynamic responses and mooring tensions are analyzed under different analysis methods and environmental conditions. Girder’s lateral responses are highly influenced by the second-order wave and wind loads while the first-order wave load mainly influences its vertical responses.

Keywords: Floating bridge, elastic dynamic response, coupled dynamics, mooring line, pontoon, wave/wind excitation, resonance, second-order effect.

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1053 Decoupled, Reduced Order Model for Double Output Induction Generator Using Integral Manifolds and Iterative Separation Theory

Authors: M. Sedighizadeh, A. Rezazadeh

Abstract:

In this paper presents a technique for developing the computational efficiency in simulating double output induction generators (DOIG) with two rotor circuits where stator transients are to be included. Iterative decomposition is used to separate the flux– Linkage equations into decoupled fast and slow subsystems, after which the model order of the fast subsystems is reduced by neglecting the heavily damped fast transients caused by the second rotor circuit using integral manifolds theory. The two decoupled subsystems along with the equation for the very slowly changing slip constitute a three time-scale model for the machine which resulted in increasing computational speed. Finally, the proposed method of reduced order in this paper is compared with the other conventional methods in linear and nonlinear modes and it is shown that this method is better than the other methods regarding simulation accuracy and speed.

Keywords: DOIG, Iterative separation, Integral manifolds, Reduced order.

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1052 Bridge Health Monitoring: A Review

Authors: Mohammad Bakhshandeh

Abstract:

Structural Health Monitoring (SHM) is a crucial and necessary practice that plays a vital role in ensuring the safety and integrity of critical structures, and in particular, bridges. The continuous monitoring of bridges for signs of damage or degradation through Bridge Health Monitoring (BHM) enables early detection of potential problems, allowing for prompt corrective action to be taken before significant damage occurs. Although all monitoring techniques aim to provide accurate and decisive information regarding the remaining useful life, safety, integrity, and serviceability of bridges, understanding the development and propagation of damage is vital for maintaining uninterrupted bridge operation. Over the years, extensive research has been conducted on BHM methods, and experts in the field have increasingly adopted new methodologies. In this article, we provide a comprehensive exploration of the various BHM approaches, including sensor-based, non-destructive testing (NDT), model-based, and artificial intelligence (AI)-based methods. We also discuss the challenges associated with BHM, including sensor placement and data acquisition, data analysis and interpretation, cost and complexity, and environmental effects, through an extensive review of relevant literature and research studies. Additionally, we examine potential solutions to these challenges and propose future research ideas to address critical gaps in BHM.

Keywords: Structural health monitoring, bridge health monitoring, sensor-based methods, machine-learning algorithms, model-based techniques, sensor placement, data acquisition, data analysis.

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1051 Numerical Solution for Elliptical Crack with Developing Cusps Subject to Shear Loading

Authors: Nik Mohd Asri Nik Long, Koo Lee Feng, Zainidin K. Eshkuvatov, A. A. Khaldjigitov

Abstract:

This paper study the behavior of the solution at the crack edges for an elliptical crack with developing cusps, Ω in the plane elasticity subjected to shear loading. The problem of finding the resulting shear stress can be formulated as a hypersingular integral equation over Ω and it is then transformed into a similar equation over a circular region, D, using conformal mapping. An appropriate collocation points are chosen on the region D to reduce the hypersingular integral equation into a system of linear equations with (2N+1)(N+1) unknown coefficients, which will later be used in the determination of shear stress intensity factors and maximum shear stress intensity. Numerical solution for the considered problem are compared with the existing asymptotic solution, and displayed graphically. Our results give a very good agreement to the existing asymptotic solutions.

Keywords: Elliptical crack, stress intensity factors, hyper singular integral equation, shear loading, conformal mapping.

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1050 Probabilistic Modelling of Marine Bridge Deterioration

Authors: P.C. Ryan, A.J. O' Connor

Abstract:

Chloride induced corrosion of steel reinforcement is the main cause of deterioration of reinforced concrete marine structures. This paper investigates the relative performance of alternative repair options with respect to the deterioration of reinforced concrete bridge elements in marine environments. Focus is placed on the initiation phase of reinforcement corrosion. A laboratory study is described which involved exposing concrete samples to accelerated chloride-ion ingress. The study examined the relative efficiencies of two repair methods, namely Ordinary Portland Cement (OPC) concrete and a concrete which utilised Ground Granulated Blastfurnace Cement (GGBS) as a partial cement replacement. The mix designs and materials utilised were identical to those implemented in the repair of a marine bridge on the South East coast of Ireland in 2007. The results of this testing regime serve to inform input variables employed in probabilistic modelling of deterioration for subsequent reliability based analysis to compare the relative performance of the studied repair options.

Keywords: Deterioration, Marine Bridges, Reinforced Concrete, Reliability, Chloride-ion Ingress

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1049 Integral Tracking Control for a Piezoelectric Actuator System

Authors: J. H. Park, S. C. Jeong, J. H. Koo, H. Y. Jung, S. M. Lee

Abstract:

We propose an integral tracking control method for a piezoelectric actuator system. The proposed method achieves the output tracking without requiring any hysteresis observer or schemes to compensate the hysteresis effect. With the proposed control law, the system is converted into the standard singularly perturbed model. Using Tikhonov-s theorem, we guarantee that the tracking error can be reduced to arbitrarily small bound. A numerical example is given to illustrate the effectiveness of our proposed method.

Keywords: Piezoelectric actuator, tracking control, hysteresis effect.

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1048 Fuzzy Logic Control of a Semi-Active Quarter Car System

Authors: Devdutt, M. L. Aggarwal

Abstract:

The development of vehicles having best ride comfort and safety of travelling passengers is of great interest for automotive manufacturers. The effect of transmitted vibrations from car body to passenger seat is required to be controlled for achieving the same. The application of magneto-rheological (MR) shock absorber in suspension system has been considered to achieve significant benefits in this regard. This paper introduces a secondary suspension controlled semi-active quarter car system using MR shock absorber for effective vibration control. Fuzzy logic control system is used for design of controller for actual damping force generation by MR shock absorber. Performance evaluations are done related to passenger seat acceleration and displacement in time and frequency domains, in order to see the effectiveness of the proposed semi-active suspension system. Simulation results show that the semi-active suspension system provides better results compared to passive suspension system in terms of passenger ride comfort improvement.

Keywords: Fuzzy logic control, MR shock absorber, Quarter car model, Semi-active suspension system.

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1047 Pressure Capacity Reduction of X52 Pipeline Steel Damaged by a Semi-Elliptical Pitting Corrosion

Authors: S. M. Kazerouni Sangi, Y. Gholipour

Abstract:

Steel made pipelines with different diameters are used for transmitting oil and gas which in many cases are buried in soil under the sea bed or immersed in sea water. External corrosion of pipes is an important form of deterioration due to the aggressive environment of sea water. Corrosion normally results in pits. Hence, using the finite element method, namely ABAQUS software, this paper estimates the amount of pressure capacity reduction of a pipecontaining a semi-elliptical pitting corrosion and the rate of corrosion during the pipeline life of 25 years.

Keywords: Petroleum Transmission, Pipeline, PressureCapacity, Semi-Elliptical Pitting Corrosion.

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1046 A Cost-Effective Design and Analysis of Full Bridge LLC Resonant Converter

Authors: Kaibalya Prasad Panda, Sreyasee Rout

Abstract:

LLC (Inductor-inductor-capacitor) resonant converter has lots of advantages over other type of resonant converters which include high efficiency, more reliable and have high power density. This paper presents the design and analysis of a full bridge LLC resonant converter. In addition to the operational principle, the ZVS and ZCS conditions are also explained with the DC characteristics. Simulation of the LLC resonant converter is performed in MATLAB/ Simulink and the practical prototype setup is analyzed in Proteus software. The result is verified through analysis and design of a low cost, 200 watt prototype converter.

Keywords: LLC, Proteus, Resonant converter ZCS, ZVS.

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1045 H∞ Fuzzy Integral Power Control for DFIG Wind Energy System

Authors: N. Chayaopas, W. Assawinchaichote

Abstract:

In order to maximize energy capturing from wind energy, controlling the doubly fed induction generator to have optimal power from the wind, generator speed and output electrical power control in wind energy system have a great importance due to the nonlinear behavior of wind velocities. In this paper purposes the design of a control scheme is developed for power control of wind energy system via H∞ fuzzy integral controller. Firstly, the nonlinear system is represented in term of a TS fuzzy control design via linear matrix inequality approach to find the optimal controller to have an H∞ performance are derived. The proposed control method extract the maximum energy from the wind and overcome the nonlinearity and disturbances problems of wind energy system which give good tracking performance and high efficiency power output of the DFIG.

Keywords: H∞ fuzzy integral control, linear matrix inequality, wind energy system, doubly fed induction generator (DFIG).

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1044 Review and Classification of the Indicators and Trends Used in Bridge Performance Modeling

Authors: S. Rezaei, Z. Mirzaei, M. Khalighi, J. Bahrami

Abstract:

Bridges, as an essential part of road infrastructures, are affected by various deterioration mechanisms over time due to the changes in their performance. As changes in performance can have many negative impacts on society, it is essential to be able to evaluate and measure the performance of bridges throughout their life. This evaluation includes the development or the choice of the appropriate performance indicators, which, in turn, are measured based on the selection of appropriate models for the existing deterioration mechanism. The purpose of this article is a statistical study of indicators and deterioration mechanisms of bridges in order to discover further research capacities in bridges performance assessment. For this purpose, some of the most common indicators of bridge performance, including reliability, risk, vulnerability, robustness, and resilience, were selected. The researches performed on each index based on the desired deterioration mechanisms and hazards were comprehensively reviewed. In addition, the formulation of the indicators and their relationship with each other were studied. The research conducted on the mentioned indicators were classified from the point of view of deterministic or probabilistic method, the level of study (element level, object level, etc.), and the type of hazard and the deterioration mechanism of interest. For each of the indicators, a number of challenges and recommendations were presented according to the review of previous studies.

Keywords: Bridge, deterioration mechanism, lifecycle, performance indicator.

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1043 Conditions on Blind Source Separability of Linear FIR-MIMO Systems with Binary Inputs

Authors: Jiashan Tang

Abstract:

In this note, we investigate the blind source separability of linear FIR-MIMO systems. The concept of semi-reversibility of a system is presented. It is shown that for a semi-reversible system, if the input signals belong to a binary alphabet, then the source data can be blindly separated. One sufficient condition for a system to be semi-reversible is obtained. It is also shown that the proposed criteria is weaker than that in the literature which requires that the channel matrix is irreducible/invertible or reversible.

Keywords: Blind source separable, FIR-MIMO system, Binary input, Bezout equality.

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1042 Research for Hollow Reinforced Concrete Bridge Piers in Korea

Authors: Ho-Young Kim, Jae-Hoon Lee, Do-Kyu Hwang, Im-Jong Kwahk, Tae-Hoon Kim, Seung-Hoon Lee

Abstract:

Hollow section for bridge columns has some advantages. However, current seismic design codes do not provide design regulations for hollow bridge piers. There have been many experimental studied for hollow reinforced concrete piers in the world. But, Study for hollow section for bridge piers in Korea has been begun with approximately 2000s. There has been conducted experimental study for hollow piers of flexural controlled sections by Yeungnam University, Sung kyunkwan University, Korea Expressway Corporation in 2009. This study concluded that flexural controlled sections for hollow piers showed the similar behavior to solid sections. And there have been conducted experimental study for hollow piers of compression controlled sections by Yeungnam University, Korea Institute of Construction Technology in 2012. This study concluded that compression controlled sections for hollow piers showed compression fracture of concrete in inside wall face. Samsung Construction & Trading Corporation has been conducted study with Yeungnam University for reduce the quantity of reinforcement details about hollow piers. Reduce the quantity of reinforcement details are triangular cross tie. This study concluded that triangular reinforcement details showed the similar behavior as compared with existing reinforcement details.

Keywords: Hollow pier, flexural controlled section, compression controlled section, reduce the quantity of reinforcement details.

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1041 Towards an Understanding of how Information Technology Enables Innovation – The Innovators- Perceptions

Authors: R. Nootjarat, W. Chantatub, P. Chongstitvatana

Abstract:

This research attempts to explore gaps in Information Systems (IS) and innovation literatures by developing a model of Information Technology (IT) capability in enabling innovation. The research was conducted by using semi-structured interview with six innovators in business consulting, financial, healthcare and academic organizations. The interview results suggest four elements of ITenabled innovation capability which are information (ability to capture ideas and knowledge), connectivity (ability to bridge geographical boundary and mobilize human resources), communication (ability to attain and engage relationships between human resources) and transformation (ability to change the functions and process integrations) in defining IT-enabled innovation platform. The results also suggests innovators- roles and IT capability.

Keywords: Innovation Platform, IT Capability, Innovators, Innovation Delivery

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1040 Continuous Adaptive Robust Control for Nonlinear Uncertain Systems

Authors: Dong Sang Yoo

Abstract:

We consider nonlinear uncertain systems such that a  priori information of the uncertainties is not available. For such  systems, we assume that the upper bound of the uncertainties is  represented as a Fredholm integral equation of the first kind and we  propose an adaptation law that is capable of estimating the upper  bound and design a continuous robust control which renders nonlinear  uncertain systems ultimately bounded.

 

Keywords: Adaptive Control, Estimation, Fredholm Integral, Uncertain System.

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1039 A Semi-Classical Signal Analysis Method for the Analysis of Turbomachinery Flow Unsteadiness

Authors: Fadi Eleiwi, Taous Meriem Laleg-Kirati, Sofiane Khelladi, Farid Bakir

Abstract:

This paper presents the use of a semi-classical signal analysis method that has been developed recently for the analysis of turbomachinery flow unsteadiness. We will focus on the correlation between theSemi-Classical Signal Analysis parameters and some physical parameters in relation with turbomachinery features. To demonstrate the potential of the proposed approach, a static pressure signal issued from a rotor/stator interaction of a centrifugal pump is studied. Several configurations of the pump are compared.

Keywords: Semi-classical signal analysis, turbomachines, newindices, physical parameters

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1038 Nonlinear Torque Control for PMSM: A Lyapunov Technique Approach

Authors: M. Ouassaid, M. Cherkaoui, A. Nejmi, M. Maaroufi

Abstract:

This study presents a novel means of designing a simple and effective torque controller for Permanent Magnet Synchronous Motor (PMSM). The overall stability of the system is shown using Lyapunov technique. The Lyapunov functions used contain a term penalizing the integral of the tracking error, enhancing the stability. The tracking error is shown to be globally uniformly bounded. Simulation results are presented to show the effectiveness of the approach.

Keywords: Integral action, Lyapunov Technique, Non Linear Control, Permanent Magnet Synchronous Motors, Torque Control, Stability.

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1037 Pharmacology Applied Learning Program in Preclinical Years – Student Perspectives

Authors: Amudha Kadirvelu, Sunil Gurtu, Sivalal Sadasivan

Abstract:

Pharmacology curriculum plays an integral role in medical education. Learning pharmacology to choose and prescribe drugs is a major challenge encountered by students. We developed pharmacology applied learning activities for first year medical students that included realistic clinical situations with escalating complications which required the students to analyze the situation and think critically to choose a safe drug. Tutor feedback was provided at the end of session. Evaluation was done to assess the students- level of interest and usefulness of the sessions in rational selection of drugs. Majority (98 %) of the students agreed that the session was an extremely useful learning exercise and agreed that similar sessions would help in rational selection of drugs. Applied learning sessions in the early years of medical program may promote deep learning and bridge the gap between pharmacology theory and clinical practice. Besides, it may also enhance safe prescribing skills.

Keywords: Medical education, pharmacology curriculum, applied learning, safe prescribing.

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1036 Simulating the Interaction between Groundwater and Brittle Failure in Open Pit Slopes

Authors: Janisse Vivas, Doug Stead, Davide Elmo, Charles Hunt

Abstract:

This paper presents the results of a study on the influence of varying percentages of rock bridges along a basal surface defining a biplanar failure mode. A pseudo-coupled-hydromechanical brittle fracture analysis is adopted using the state-of-the-art code Slope Model. Model results show that rock bridge failure is strongly influenced by the incorporation of groundwater pressures. The models show that groundwater pressure can promote total failure of a 5% rock bridge along the basal surface. Once the percentage of the rock bridges increases to 10 and 15%, although, the rock bridges are broken, full interconnection of the surface defining the basal surface of the biplanar mode does not occur. Increased damage is caused when the rock bridge is located at the daylighting end of the basal surface in proximity to the blast damage zone. As expected, some cracking damage is experienced in the blast damage zone, where properties representing a good quality controlled damage blast technique were assumed. Model results indicate the potential increase of permeability towards the blast damage zone.

Keywords: Slope model, lattice spring, blasting damage zone.

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1035 Geotechnical Investigation of Soil Foundation for Ramps of Dawar El-Tawheed Bridge in Jizan City, Kingdom of Saudi Arabia

Authors: Ali H. Mahfouz, Hossam E. M.Sallam, Abdulwali Wazir, Hamod H. Kharezi

Abstract:

The soil profile at site of the bridge project includes soft fine grained soil layer located between 5.0 m to 11.0 m in depth, it has high water content, low SPT no., and low bearing capacity. The clay layer induces high settlement due to surcharge application of earth embankment at ramp T1, ramp T2, and ramp T3 especially at heights from 9m right 3m. Calculated settlement for embankment heights less than 3m may be accepted regarding Saudi Code for soil and foundation. The soil and groundwater at the project site comprise high contents of sulfates and chlorides of high aggressively on concrete and steel bars, respectively. Regarding results of the study, it has been recommended to use stone column piles or new technology named PCC piles as soil improvement to improve the bearing capacity of the weak layer. The new technology is cast in-situ thin wall concrete pipe piles (PCC piles), it has economically advantageous and high workability. The technology can save time of implementation and cost of application is almost 30% of other types of piles.

Keywords: Soft foundation soil, bearing capacity, bridge ramps, soil improvement, PCC piles.

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1034 Effect of Manual Compacting and Semi-Automatic Compacting on Behavior of Stabilized Earth Concrete

Authors: Sihem Chaibeddra, Fattoum Kharchi, Fahim Kahlouche, Youcef Benna

Abstract:

In the recent years, a considerable level of interest has been developed on the use of earth in construction, led by its rediscovery as an environmentally building material. The Stabilized Earth Concrete (SEC) is a good alternative to the cement concrete, thanks to its thermal and moisture regulating features. Many parameters affect the behavior of stabilized earth concrete. This article presents research results related to the influence of the compacting nature on some SEC properties namely: The mechanical behavior, capillary absorption, shrinkage and sustainability to water erosion, and this, basing on two types of compacting: Manual and semi-automatic.

Keywords: Behavior, compacting, manual, SEC, semi-automatic.

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1033 Spatial Integration at the Room-Level of 'Sequina' Slum Area in Alexandria, Egypt

Authors: Ali Essam El Shazly

Abstract:

The social logic of 'Sequina' slum area in Alexandria details the integral measure of space syntax at the room-level of twenty-building samples. The essence of spatial structure integrates the central 'visitor' domain with the 'living' frontage of the 'children' zone against the segregated privacy of the opposite 'parent' depth. Meanwhile, the multifunctioning of shallow rooms optimizes the integral 'visitor' structure through graph and visibility dimensions in contrast to the 'inhabitant' structure of graph-tails out of sight. Common theme of the layout integrity increases in compensation to the decrease of room visibility. Despite the 'pheno-type' of collective integration, the individual layouts observe 'geno-type' structure of spatial diversity per room adjoins. In this regard, the layout integrity alternates the cross-correlation of the 'kitchen & living' rooms with the 'inhabitant & visitor' domains of 'motherhood' dynamic structure. Moreover, the added 'grandparent' restructures the integral measure to become the deepest space, but opens to the 'living' of 'household' integrity. Some isomorphic layouts change the integral structure just through the 'balcony' extension of access, visual or ignored 'ringiness' of space syntax. However, the most integrated or segregated layouts invert the 'geno-type' into a shallow 'inhabitant' centrality versus the remote 'visitor' structure. Overview of the multivariate social logic of spatial integrity could never clarify without the micro-data analysis.

Keywords: Alexandria, Sequina slum, spatial integration, space syntax.

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1032 Harnessing Nigeria's Forestry Potential for Structural Applications: Structural Reliability of Nigerian Grown Opepe Timber

Authors: J. I. Aguwa, S. Sadiku, M. Abdullahi

Abstract:

This study examined the structural reliability of the Nigerian grown Opepe timber as bridge beam material. The strength of a particular specie of timber depends so much on some factors such as soil and environment in which it is grown. The steps involved are collection of the Opepe timber samples, seasoning/preparation of the test specimens, determination of the strength properties/statistical analysis, development of a computer programme in FORTRAN language and finally structural reliability analysis using FORM 5 software. The result revealed that the Nigerian grown Opepe is a reliable and durable structural bridge beam material for span of 5000mm, depth of 400mm, breadth of 250mm and end bearing length of 150mm. The probabilities of failure in bending parallel to the grain, compression perpendicular to the grain, shear parallel to the grain and deflection are 1.61 x 10-7, 1.43 x 10-8, 1.93 x 10-4 and 1.51 x 10-15 respectively. The paper recommends establishment of Opepe plantation in various Local Government Areas in Nigeria for structural applications such as in bridges, railway sleepers, generation of income to the nation as well as creating employment for the numerous unemployed youths.

Keywords: Bending and deflection, Bridge beam, Compression, Nigerian Opepe, Shear, Structural reliability.

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1031 Efficient Frontier - Comparing Different Volatility Estimators

Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković

Abstract:

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

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

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1030 Contributions to Differential Geometry of Pseudo Null Curves in Semi-Euclidean Space

Authors: Melih Turgut, Süha Yılmaz

Abstract:

In this paper, first, a characterization of spherical Pseudo null curves in Semi-Euclidean space is given. Then, to investigate position vector of a pseudo null curve, a system of differential equation whose solution gives the components of the position vector of a pseudo null curve on the Frenet axis is established by means of Frenet equations. Additionally, in view of some special solutions of mentioned system, characterizations of some special pseudo null curves are presented.

Keywords: Semi-Euclidean Space, Pseudo Null Curves, Position Vectors.

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1029 Fixed Point Equations Related to Motion Integrals in Renormalization Hopf Algebra

Authors: Ali Shojaei-Fard

Abstract:

In this paper we consider quantum motion integrals depended on the algebraic reconstruction of BPHZ method for perturbative renormalization in two different procedures. Then based on Bogoliubov character and Baker-Campbell-Hausdorff (BCH) formula, we show that how motion integral condition on components of Birkhoff factorization of a Feynman rules character on Connes- Kreimer Hopf algebra of rooted trees can determine a family of fixed point equations.

Keywords: Birkhoff Factorization, Connes-Kreimer Hopf Algebra of Rooted Trees, Integral Renormalization, Lax Pair Equation, Rota- Baxter Algebras.

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