Search results for: spread constant.

Authors: Ashraf S. Hakim, Randa M. Alarousy

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The consumption of food contaminated with molds (microscopic filamentous fungi) and their toxic metabolites results in the development of food-borne mycotoxicosis. The spores of molds are ubiquitously spread in the environment and can be detected everywhere. Ochratoxin A is a toxic and potentially carcinogenic fungal toxin found in a variety of food commodities. In this study, the mycological quality of various ready-to-eat local and imported pork meat and meat byproducts sold in Egyptian markets were assessed and the presence of various molds was determined in pork used as a raw material, edible organs as liver and kidney as well as in fermented raw meat by-products. The study assessed the mycological quality of pork raw meat and their by-products sold in commercial shops in Cairo, Egypt. Mycological analysis was conducted on (n=110) samples which included pig’s livers and kidneys from Egyptian Bassatin slaughter house; local and imported processed pork meat by-products from Egyptian pork markets. The isolates were identified using traditional mycological and biochemical tests. All kidney and liver samples were positive to molds growth while all byproducts were negative. Ochratoxin A levels were quantitatively analyzed using the high performance liquid chromatography (HPLC) and the highest results were present in kidney 7.51 part per billion (ppb) followed by minced meat 6.19 ppb generally the local samples showed higher levels than the imported ones. To the best of our knowledge, this is the first report on mycotoxins detection and quantification from pork by-products in Egypt.

Keywords: Egypt, imported pork by-products, local, mycotoxins.

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Authors: Ahmad Amiri, Hamed K. Arzani, S. N. Kazi, B. T. Chew

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Since graphene nanoplatelet (GNP) is a promising material due to desirable thermal properties, this paper is related to the thermophysical and heat transfer performance of covalently functionalized GNP-based water/ethylene glycol nanofluid through an annular channel. After experimentally measuring thermophysical properties of prepared samples, a computational fluid dynamics study has been carried out to examine the heat transfer and pressure drop of well-dispersed and stabilized nanofluids. The effect of concentration of GNP and Reynolds number at constant wall temperature boundary condition under turbulent flow regime on convective heat transfer coefficient has been investigated. Based on the results, for different Reynolds numbers, the convective heat transfer coefficient of the prepared nanofluid is higher than that of the base fluid. Also, the enhancement of convective heat transfer coefficient and thermal conductivity increase with the increase of GNP concentration in base-fluid. Based on the results of this investigation, there is a significant enhancement on the heat transfer rate associated with loading well-dispersed GNP in base-fluid.

Keywords: Nanofluid, turbulent flow, forced convection flow, graphene, annular, annulus.

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Authors: A. Grilec, S. Petrak, M. Mahnic Naglic

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Technological development and the globalization in production and sales of clothing in the last decade have significantly influenced the changes in consumer relationship with the industrial-fashioned apparel and in the way of clothing purchasing. The Internet sale of clothing is in a constant and significant increase in the global market, but the possibilities offered by modern computing technologies in the customization segment are not yet fully involved, especially according to the individual customer requirements and body sizes. Considering the growing trend of online shopping, the main goal of this paper is to investigate the differences in customer perceptions towards online apparel shopping and particularly to discover the main differences in perceptions between customers regarding three different body sizes. In order to complete the research goal, the quantitative study on the sample of 85 Croatian consumers was conducted in 2017 in Zagreb, Croatia. Respondents were asked to indicate their level of agreement according to a five-point Likert scale ranging from strongly disagree (1) to strongly agree (5). To analyze attitudes of respondents, simple and descriptive statistics were used. The main findings highlight the differences in respondent perception of 3D body scanning, using 3D body scanning in Internet shopping, online apparel shopping habits regarding their body sizes.

Keywords: Consumer behavior, online shopping, 3D body scanning.

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Authors: Mikhail Vladimirovich Deryabin, Morten Willatzen

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In this work, we address theoretically the influence of red and white Gaussian noise for electronic energies and eigenstates of cylindrically shaped quantum dots. The stochastic effect can be imagined as resulting from crystal-growth statistical fluctuations in the quantum-dot material composition. In particular we obtain analytical expressions for the eigenvalue shifts and electronic envelope functions in the k . p formalism due to stochastic variations in the confining band-edge potential. It is shown that white noise in the band-edge potential leaves electronic properties almost unaffected while red noise may lead to changes in state energies and envelopefunction amplitudes of several percentages. In the latter case, the ensemble-averaged envelope function decays as a function of distance. It is also shown that, in a stochastic system, constant ensembleaveraged envelope functions are the only bounded solutions for the infinite quantum-wire problem and the energy spectrum is completely discrete. In other words, the infinite stochastic quantum wire behaves, ensemble-averaged, as an atom.

Keywords: cylindrical quantum dots, electronic eigen energies, red and white Gaussian noise, ensemble averaging effects.

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Authors: Ankit Agrawal, Ankush Mittal

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A gene network gives the knowledge of the regulatory relationships among the genes. Each gene has its activators and inhibitors that regulate its expression positively and negatively respectively. Genes themselves are believed to act as activators and inhibitors of other genes. They can even activate one set of genes and inhibit another set. Identifying gene networks is one of the most crucial and challenging problems in Bioinformatics. Most work done so far either assumes that there is no time delay in gene regulation or there is a constant time delay. We here propose a Dynamic Time- Lagged Correlation Based Method (DTCBM) to learn the gene networks, which uses time-lagged correlation to find the potential gene interactions, and then uses a post-processing stage to remove false gene interactions to common parents, and finally uses dynamic correlation thresholds for each gene to construct the gene network. DTCBM finds correlation between gene expression signals shifted in time, and therefore takes into consideration the multi time delay relationships among the genes. The implementation of our method is done in MATLAB and experimental results on Saccharomyces cerevisiae gene expression data and comparison with other methods indicate that it has a better performance.

Keywords: Activators, correlation, dynamic time-lagged correlation based method, inhibitors, multi-time delay gene network.

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Authors: Harald Rojacz, Markus Varga, Horst Winkelmann

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Within this work High Temperature Single Impact Studies were performed to evaluate deformation mechanisms at different energy and momentum levels. To show the influence of different microstructures and hardness levels and their response to single impacts four different materials were tested at various temperatures up to 700°C. One carbide reinforced NiCrBSi based Metal Matrix Composite and three different steels were tested. The aim of this work is to determine critical energies for fracture appearance and the materials response at different energy and momenta levels. Critical impact loadings were examined at elevated temperatures to limit operating conditions in impact dominated regimes at elevated temperatures. The investigations on the mechanisms were performed using different means of microscopy at the surface and in metallographic cross sections. Results indicate temperature dependence of the occurrence of cracks in hardphase rich materials, such as Metal Matrix Composites High Speed Steels and the influence of different impact momenta at constant energies on the deformation of different steels.

Keywords: Deformation, High Temperature, Metal Matrix Composite, Single Impact Test, Steel.

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Authors: Joel V. Madison, Hans E. Kimmel

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Saturated two-phase fluid flows are often subject to pressure induced oscillations. Due to compressibility the vapor bubbles act as a spring with an asymmetric non-linear characteristic. The volume of the vapor bubbles increases or decreases differently if the pressure fluctuations are compressing or expanding; consequently, compressing pressure fluctuations in a two-phase pipe flow cause less displacement in the direction of the pipe flow than expanding pressure fluctuations. The displacement depends on the ratio of liquid to vapor, the ratio of pressure fluctuations over average pressure and on the exciting frequency of the pressure fluctuations. In addition, pressure fluctuations in saturated vapor bubbles cause condensation and evaporation within the bubbles and change periodically the ratio between liquid to vapor, and influence the dynamical parameters for the oscillation. The oscillations are conforming to an isenthalpic process at constant enthalpy with no heat transfer and no exchange of work. The paper describes the governing non-linear equation for twophase fluid oscillations with condensation and evaporation, and presents steady state approximate solutions for free and for pressure induced oscillations. Resonance criteria and stability are discussed.

Keywords: condensation, evaporation, non-linear oscillations, pressure induced, two-phase flow

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Authors: Mohammad Abdallah

Abstract:

Due to the constant increase in terrorist attacks, the research and engineering communities have given significant attention to building performance under explosions. This paper presents a methodology for studying and simulating the dynamic responses of steel structures during external detonations, particularly for accurately investigating the impact of incrementing charge weight on the members total behavior, resistance and failure. Prediction damage method was introduced to evaluate the damage level of the steel members based on five scenarios of explosions. Johnson–Cook strength and failure model have been used as well as ABAQUS finite element code to simulate the explicit dynamic analysis, and antecedent field tests were used to verify the acceptance and accuracy of the proposed material strength and failure model. Based on the structural response, evaluation criteria such as deflection, vertical displacement, drift index, and damage level; the obtained results show the vulnerability of steel columns and un-braced steel frames which are designed and optimized to carry dead and live load to resist and endure blast loading.

Keywords: Steel structure, blast load, terrorist attacks, charge weight, damage level.

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Authors: Sura Al-Khafaji, Phil Purnell

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Measurement of the ultrasonic pulse velocity (UPV) is an important tool in diagnostic examination of concrete. In this method piezoelectric transducers are normally held in direct contact with the concrete surface. The current study aims to test the hypothesis that a preferential coupling effect might exist i.e. that the speed of sound measured depends on the couplant used. In this study, different coupling media of varying acoustic impedance were placed between the transducers and concrete samples made with constant aggregate content but with different compressive strengths. The preliminary results show that using coupling materials (both solid and a range of liquid substances) has an effect on the pulse velocity measured in a given concrete. The effect varies depending on the material used. The UPV measurements with solid coupling were higher than these from the liquid coupling at all strength levels. The tests using couplants generally recorded lower UPV values than the conventional test, except when carbon fiber composite was used, which retuned higher values. Analysis of variances (ANOVA) was performed to confirm that there are statistically significant differences between the measurements recorded using a conventional system and a coupled system.

Keywords: Compressive strength, coupling effect, statistical analysis, ultrasonic.

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Authors: Megha Rao, Søren H. Jensen, Xiufu Sun, Anke Hagen, Mogens B. Mogensen

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Solid oxide electrolysis cells have an immense potential in converting CO₂ and H₂O into syngas during co-electrolysis operation. The produced syngas can be further converted into hydrocarbons. This kind of technology is called power-to-gas or power-to-liquid. To produce hydrocarbons via this route, durability of the cells is still a challenge, which needs to be further investigated in order to improve the cells. In this work, various nickel-yttria stabilized zirconia (Ni-YSZ) fuel electrode supported or YSZ electrolyte supported cells, cerium gadolinium oxide (CGO) barrier layer, and an oxygen electrode are investigated for durability under co-electrolysis conditions in both galvanostatic and potentiostatic conditions. While changing the gas on the oxygen electrode, keeping the fuel electrode gas composition constant, a change in the gas concentration arc was observed by impedance spectroscopy. Measurements of open circuit potential revealed the presence of leaks in the setup. It is speculated that the change in concentration impedance may be related to the leaks. Furthermore, the cells were also tested under pressurized conditions to find an inter-play between the leak rate and the pressure. A mathematical modeling together with electrochemical and microscopy analysis is presented.

Keywords: Co-electrolysis, solid oxide electrolysis cells, leaks, durability, gas concentration.

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Authors: Changju Lee, Seungmo Ku, Sondo Kim, Woojin Chang

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How to detecting financial bubble? Addressing this simple question has been the focus of a vast amount of empirical research spanning almost half a century. However, financial bubble is hard to observe and varying over the time; there needs to be more research on this area. In this paper, we used abnormal difference between common stocks price and those preferred stocks price to explain financial bubble. First, we proposed the ‘W-index’ which indicates spread between common stocks and those preferred stocks in stock market. Second, to prove that this ‘W-index’ is valid for measuring financial bubble, we showed that there is an inverse relationship between this ‘W-index’ and S&P500 rate of return. Specifically, our hypothesis is that when ‘W-index’ is comparably higher than other periods, financial bubbles are added up in stock market and vice versa; according to our hypothesis, if investors made long term investments when ‘W-index’ is high, they would have negative rate of return; however, if investors made long term investments when ‘W-index’ is low, they would have positive rate of return. By comparing correlation values and adjusted R-squared values of between W-index and S&P500 return, VIX index and S&P500 return, and TED index and S&P500 return, we showed only W-index has significant relationship between S&P500 rate of return. In addition, we figured out how long investors should hold their investment position regard the effect of financial bubble. Using this W-index, investors could measure financial bubble in the market and invest with low risk.

Keywords: Financial bubbles, detection, preferred stocks, pairs trading, future return, forecast.

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Authors: Muhammad Rehan Khalid, Muhammad Haroon Siddiqui, Danish Ilyas

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This paper explores the implementation of adaptive coding and modulation schemes for Multiple-Input Multiple-Output Orthogonal Frequency Division Multiplexing (MIMO-OFDM) feedback systems. Adaptive coding and modulation enables robust and spectrally-efficient transmission over time-varying channels. The basic premise is to estimate the channel at the receiver and feed this estimate back to the transmitter, so that the transmission scheme can be adapted relative to the channel characteristics. Two types of codebook based channel feedback techniques are used in this work. The longterm and short-term CSI at the transmitter is used for efficient channel utilization. OFDM is a powerful technique employed in communication systems suffering from frequency selectivity. Combined with multiple antennas at the transmitter and receiver, OFDM proves to be robust against delay spread. Moreover, it leads to significant data rates with improved bit error performance over links having only a single antenna at both the transmitter and receiver. The coded modulation increases the effective transmit power relative to uncoded variablerate variable-power MQAM performance for MIMO-OFDM feedback system. Hence proposed arrangement becomes an attractive approach to achieve enhanced spectral efficiency and improved error rate performance for next generation high speed wireless communication systems.

Keywords: Adaptive Coded Modulation, MQAM, MIMO, OFDM, Codebooks, Feedback.

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Authors: Gintarė Sauliutė, Gintaras Svecevičius

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Landfill leachates contain a number of persistent pollutants, including heavy metals. They have the ability to spread in ecosystems and accumulate in fish which most of them are classified as top-consumers of trophic chains. Fish are freely swimming organisms; but perhaps, due to their species-specific ecological and behavioral properties, they often prefer the most suitable biotopes and therefore, did not avoid harmful substances or environments. That is why it is necessary to evaluate the persistent pollutant dispersion in hydroecosystem using fish tissue metal concentration. In hydroecosystems of hybrid type (e.g. river-pond-river) the distance from the pollution source could be a perfect indicator of such a kind of metal distribution. The studies were carried out in the Kairiai landfill neighboring hybrid-type ecosystem which is located 5 km east of the Šiauliai City. Fish tissue (gills, liver, and muscle) metal concentration measurements were performed on two types of ecologically-different fishes according to their feeding characteristics: benthophagous (Gibel carp, roach) and predatory (Northern pike, perch). A number of mathematical models (linear, non-linear, using log and other transformations) have been applied in order to identify the most satisfactorily description of the interdependence between fish tissue metal concentration and the distance from the pollution source. However, the only one log-multiple regression model revealed the pattern that the distance from the pollution source is closely and positively correlated with metal concentration in all predatory fish tissues studied (gills, liver, and muscle).

Keywords: Bioaccumulation in fish, heavy metals, hydroecosystem, landfill leachate, mathematical model.

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Authors: Abdenour Bourabaa, Mohamed Saighi, Ibrahim Belal

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A numerical study has been conducted to investigate the influence of fin pitch and relative humidity on the heat transfer performance of the fin-and-tube heat exchangers having plain fin geometry under dehumidifying conditions. The analysis is done using the ratio between the heat transfer coefficients in totally wet conditions and those in totally dry conditions using the appropriate correlations for both dry and wet conditions. For a constant relative humidity, it is found that the heat transfer coefficient increases with the increase of the air frontal velocity. By contrast, the fin efficiency decreases when the face velocity is increased. Apparently, this phenomenon is attributed to the path of condensate drainage. For the influence of relative humidity, the results showed an increase in heat transfer performance and a decrease in wet fin efficiency when relative humidity increases. This is due to the higher amount of mass transfer encountered at higher relative humidity. However, it is found that the effect of fin pitch on the heat transfer performance depends strongly on the face velocity. At lower frontal velocity the heat transfer increases with fin pitch. Conversely, an increase in fin pitch gives lower heat transfer coefficients when air velocity is increased.

Keywords: Dehumidifying conditions, Fin efficiency, Heat andmass transfer, Heat exchangers.

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Authors: Mihaela Mocanu

Abstract:

The Romanian multilingual dictionaries – also named polyglot, plurilingual or polylingual dictionaries, have known a slow yet constant development starting with the end of the 17th century, when the first such work is attested, to the present time, when we witness a considerable increase of the number of polyglot dictionaries, especially the terminological ones. This paper aims at analyzing the context in which the first Romanian multilingual dictionaries were issued, as well as and the organization and structure particularities of the first lexicographic works of this type. The irretrievable loss of some of these works as well as the partial conservation of others renders the attempt to retrace the beginnings of Romanian lexicography extremely difficult. The research methodology is part of a descriptive and analytical approach based on two types of sources, subject to contrastive analysis: the notes made by the initiators of lexicographic projects and the testimonies of their contemporaries, respectively, along with the specialized studies regarding the history of the old Romanian lexicography. The analysis of the contents has indicated that these dictionaries lacked a scientific apparatus in the true sense of the phrase, failed to obey unitary organizational criteria, being limited, most of the times, to mere inventories of words, where the Romanian term was assigned its correspondent in other languages. Motivated by practical reasons, the first multilingual dictionaries were aimed at the clerics their purpose being to ensure the translators’ fidelity towards the original religious texts, regarded as sacred.

Keywords: Language, multilingual dictionary, Romanian lexicography, terminology.

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Authors: A. Shahsavari, M. Nili-Ahmadabadi

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This paper presents an innovative one-dimensional optimization of a transonic compressor based on the radial equilibrium theory by means of increasing blade loading. Firstly, the rotor blade of the transonic compressor is redesigned based on the constant span-wise deHaller number and diffusion. The code is applied to extract compressor meridional plane and blade to blade geometry containing rotor and stator in order to design blade three-dimensional view. A structured grid is generated for the numerical domain of fluid. Finer grids are used for regions near walls to capture boundary layer effects and behavior. RANS equations are solved by finite volume method for rotating zones (rotor) and stationary zones (stator). The experimental data, available for the performance map of NASA Rotor67, is used to validate the results of simulations. Then, the capability of the design method is validated by CFD that is capable of predicting the performance map. The numerical results of new geometry show about 19% increase in pressure ratio and 11% improvement in overall efficiency of the transonic stage; however, the design point mass flow rate of the new compressor is 5.7% less than that of the original compressor.

Keywords: One dimensional design, deHaller number, radial equilibrium, transonic compressor.

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Authors: Paola Lecca, Lorenzo Dematte, Corrado Priami

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The present models and simulation algorithms of intracellular stochastic kinetics are usually based on the premise that diffusion is so fast that the concentrations of all the involved species are homogeneous in space. However, recents experimental measurements of intracellular diffusion constants indicate that the assumption of a homogeneous well-stirred cytosol is not necessarily valid even for small prokaryotic cells. In this work a mathematical treatment of diffusion that can be incorporated in a stochastic algorithm simulating the dynamics of a reaction-diffusion system is presented. The movement of a molecule A from a region i to a region j of the space is represented as a first order reaction Ai k- ! Aj , where the rate constant k depends on the diffusion coefficient. The diffusion coefficients are modeled as function of the local concentration of the solutes, their intrinsic viscosities, their frictional coefficients and the temperature of the system. The stochastic time evolution of the system is given by the occurrence of diffusion events and chemical reaction events. At each time step an event (reaction or diffusion) is selected from a probability distribution of waiting times determined by the intrinsic reaction kinetics and diffusion dynamics. To demonstrate the method the simulation results of the reaction-diffusion system of chaperoneassisted protein folding in cytoplasm are shown.

Keywords: Reaction-diffusion systems, diffusion coefficient, stochastic simulation algorithm.

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Authors: Seema Sharma Kaushik, Dhananjoy Shaw

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Various length dimensions of the body have been a variable of interest in the research areas of kinanthropometry. However the inclusion of length measurements in various studies remains restricted to reflect characteristics of a particular game/sport at a particular time. Hence, the present investigation was conducted to study various length dimensions correlates of a longitudinal physical conditioning program on Indian male youth. The study was conducted on 90 Indian male youth. The sample was equally divided into three groups namely, progressive load training (PLT), constant load training (CLT) and no load training (NL). The variables included sitting height, leg length, arm length and foot length. The study was conducted by adopting the multi group repeated measure design. Three different groups were measured four times after completion of each of the three meso-cycles of six-weeks duration each. The measurements were taken using the standard landmarks and procedures. Mean, standard deviation and analysis of co-variance were computed to analyze the data statistically. The post-hoc analysis was conducted for the significant F-ratios at 0.05 level. The study concluded that the followed longitudinal physical conditioning program had significant effect on various length dimensions of Indian male youth.

Keywords: Indian male youth, longitudinal, length dimensions, physical conditioning.

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Authors: Diogen Babuc

Abstract:

The question that is a motivation of writing is how many devote themselves to discovering something in the world of science where much is discerned and revealed, but at the same time, much is unknown. The insightful elements of this algorithm are the ciphering and deciphering algorithms of Playfair, Caesar, and Vigen`ere. Only a few of their main properties are taken and modified, with the aim of forming a specific functionality of the algorithm called Latin Djokovic. Specifically, a string is entered as input data. A key k is given, with a random value between the values a and b = a+3. The obtained value is stored in a variable with the aim of being constant during the run of the algorithm. In correlation to the given key, the string is divided into several groups of substrings, and each substring has a length of k characters. The next step involves encoding each substring from the list of existing substrings. Encoding is performed using the basis of Caesar algorithm, i.e. shifting with k characters. However, that k is incremented by 1 when moving to the next substring in that list. When the value of k becomes greater than b + 1, it will return to its initial value. The algorithm is executed, following the same procedure, until the last substring in the list is traversed. Using this polyalphabetic method, ciphering and deciphering of strings are achieved. The algorithm also works for a 100-character string. The x character is not used when the number of characters in a substring is incompatible with the expected length. The algorithm is simple to implement, but it is questionable if it works better than the other methods, from the point of view of execution time and storage space.

Keywords: Ciphering and deciphering, Authentic Algorithm, Polyalphabetic Cipher, Random Key, methods comparison.

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Authors: Sarah Beaver, Renee Bryce

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Audiograms detect hearing impairment, but missing values pose problems. This work explores imputations in an attempt to improve accuracy. This work implements Linear Regression, Lasso, Linear Support Vector Regression, Bayesian Ridge, K Nearest Neighbors (KNN), and Random Forest machine learning techniques to impute audiogram frequencies ranging from 125 Hz to 8000 Hz. The data contain patients who had or were candidates for cochlear implants. Accuracy is compared across two different Nested Cross-Validation k values. Over 4000 audiograms were used from 800 unique patients. Additionally, training on data combines and compares left and right ear audiograms versus single ear side audiograms. The accuracy achieved using Root Mean Square Error (RMSE) values for the best models for Random Forest ranges from 4.74 to 6.37. The R2 values for the best models for Random Forest ranges from .91 to .96. The accuracy achieved using RMSE values for the best models for KNN ranges from 5.00 to 7.72. The R2 values for the best models for KNN ranges from .89 to .95. The best imputation models received R2 between .89 to .96 and RMSE values less than 8dB. We also show that the accuracy of classification predictive models performed better with our imputation models versus constant imputations by a two percent increase.

Keywords: Machine Learning, audiograms, data imputations, single imputations.

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Authors: Udeme O. Ini, Edikan E. Akpanibah

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This paper studies the optimal investment strategies for a plan member (PM) in a defined contribution (DC) pension scheme with transaction cost, taxes on invested funds and couple risky assets (stocks) under the Ornstein-Uhlenbeck (O-U) process. The PM’s portfolio is assumed to consist of a risk-free asset and two risky assets where the two risky assets are driven by the O-U process. The Legendre transformation and dual theory is use to transform the resultant optimal control problem which is a nonlinear partial differential equation (PDE) into linear PDE and the resultant linear PDE is then solved for the explicit solutions of the optimal investment strategies for PM exhibiting constant absolute risk aversion (CARA) using change of variable technique. Furthermore, theoretical analysis is used to study the influences of some sensitive parameters on the optimal investment strategies with observations that the optimal investment strategies for the two risky assets increase with increase in the dividend and decreases with increase in tax on the invested funds, risk averse coefficient, initial fund size and the transaction cost.

Keywords: Ornstein-Uhlenbeck process, portfolio management, Legendre transforms, CARA utility.

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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Authors: S. Kulsri, M. Jaroensutasinee, K. Jaroensutasinee

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We developed a method based on quasi-molecular modelling to simulate the fall of water drops on horizontally smooth and rough surfaces. Each quasi-molecule was a group of particles that interacted in a fashion entirely analogous to classical Newtonian molecular interactions. When a falling water droplet was simulated at low impact velocity on both smooth and rough surfaces, the droplets moved periodically (i.e. the droplets moved up and down for a certain period, finally they stopped moving and reached a steady state), spreading and recoiling without splash or break-up. Spreading rates of falling water droplets increased rapidly as time increased until the spreading rate reached its steady state at time t ~ 0.25 s for rough surface and t ~ 0.40 s for smooth surface. The droplet height above both surfaces decreased as time increased, remained constant after the droplet diameter attained a maximum value and reached its steady state at time t ~ 0.4 s. However, rough surface had higher spreading rates of falling water droplets and lower height on the surface than smooth one.

Keywords: Quasi-molecular modelling, particle modelling, molecular aggregate approach.

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Authors: Siong W. Lee, Kang H. Tan, En H. Yang

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This paper presents the results of an experimental study undertaken to evaluate the local bond stress-slip response of short embedment of reinforcing bars in normal concrete (NC) and high performance fiber reinforced cement composites (HPFRCC) blocks. Long embedment was investigated as well to gain insights on the distribution of strain, slip, bar stress and bond stress along the bar especially in post-yield range. A total of 12 specimens were tested, by means of pull-out of the reinforcing bars from concrete blocks. It was found that the enhancement of local bond strength can be reached up to 50% and ductility of the bond behavior was improved significantly if HPFRCC is used. Also, under a constant strain at loaded end, HPFRCC has delayed yielding of bars at other location from the loaded end. Hence, the reduction of bond stress was slower for HPFRCC in comparison with NC. Due to the same reason, the total slips at loaded end for HPFRCC was smaller than NC as expected. Test results indicated that HPFRCC has better bond slip behavior which makes it a suitable material to be employed in anchorage zone such as beam-column joints.

Keywords: Bond stress, high performance fiber reinforced cement composites, slip, strain.

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Authors: A. Jamekhorshid, G. Karimi, I. Noshadi, A. Jahangiri

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Non-uniform current distribution in polymer electrolyte membrane fuel cells results in local over-heating, accelerated ageing, and lower power output than expected. This issue is very critical when fuel cell experiences water flooding. In this work, the performance of a PEM fuel cell is investigated under cathode flooding conditions. Two-dimensional partially flooded GDL models based on the conservation laws and electrochemical relations are proposed to study local current density distributions along flow fields over a wide range of cell operating conditions. The model results show a direct association between cathode inlet humidity increases and that of average current density but the system becomes more sensitive to flooding. The anode inlet relative humidity shows a similar effect. Operating the cell at higher temperatures would lead to higher average current densities and the chance of system being flooded is reduced. In addition, higher cathode stoichiometries prevent system flooding but the average current density remains almost constant. The higher anode stoichiometry leads to higher average current density and higher sensitivity to cathode flooding.

Keywords: Current distribution, Flooding, Hydrogen energysystem, PEM fuel cell.

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Authors: Akash Rathee, Harish Parthasarathy

Abstract:

In this paper, a frequency-variation based method has been proposed for transistor parameter estimation in a commonemitter transistor amplifier circuit. We design an algorithm to estimate the transistor parameters, based on noisy measurements of the output voltage when the input voltage is a sine wave of variable frequency and constant amplitude. The common emitter amplifier circuit has been modelled using the transistor Ebers-Moll equations and the perturbation technique has been used for separating the linear and nonlinear parts of the Ebers-Moll equations. This model of the amplifier has been used to determine the amplitude of the output sinusoid as a function of the frequency and the parameter vector. Then, applying the proposed method to the frequency components, the transistor parameters have been estimated. As compared to the conventional time-domain least squares method, the proposed method requires much less data storage and it results in more accurate parameter estimation, as it exploits the information in the time and frequency domain, simultaneously. The proposed method can be utilized for parameter estimation of an analog device in its operating range of frequencies, as it uses data collected from different frequencies output signals for parameter estimation.

Keywords: Perturbation Technique, Parameter estimation, frequency-variation based method.

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Authors: Anand B. Desamala, Anjali Dasari, Vinayak Vijayan, Bharath K. Goshika, Ashok K. Dasmahapatra, Tapas K. Mandal

Abstract:

In the present study, computational fluid dynamics (CFD) simulation has been executed to investigate the transition boundaries of different flow patterns for moderately viscous oil-water (viscosity ratio 107, density ratio 0.89 and interfacial tension of 0.032 N/m.) two-phase flow through a horizontal pipeline with internal diameter and length of 0.025 m and 7.16 m respectively. Volume of Fluid (VOF) approach including effect of surface tension has been employed to predict the flow pattern. Geometry and meshing of the present problem has been drawn using GAMBIT and ANSYS FLUENT has been used for simulation. A total of 47037 quadrilateral elements are chosen for the geometry of horizontal pipeline. The computation has been performed by assuming unsteady flow, immiscible liquid pair, constant liquid properties, co-axial flow and a T-junction as entry section. The simulation correctly predicts the transition boundaries of wavy stratified to stratified mixed flow. Other transition boundaries are yet to be simulated. Simulated data has been validated with our own experimental results.

Keywords: CFD simulation, flow pattern transition, moderately viscous oil-water flow, prediction of flow transition boundary, VOF technique.

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Authors: Duygu Aydın, Aşina Gülerarslan, Süleyman Karaçor, Tarık Doğan

Abstract:

Sharing motivations of viral advertisements by consumers and the impacts of these advertisements on the perceptions for brand will be questioned in this study. Three fundamental questions are answered in the study. These are advertisement watching and sharing motivations of individuals, criteria of liking viral advertisement and the impact of individual attitudes for viral advertisement on brand perception respectively. This study will be carried out via a viral advertisement which was practiced in Turkey. The data will be collected by survey method and the sample of the study consists of individuals who experienced the practice of sample advertisement. Data will be collected by online survey method and will be analyzed by using SPSS statistical package program. Recently traditional advertisement mind have been changing. New advertising approaches which have significant impacts on consumers have been argued. Viral advertising is a modernist advertisement mind which offers significant advantages to brands apart from traditional advertising channels such as television, radio and magazines. Viral advertising also known as Electronic Word-of- Mouth (eWOM) consists of free spread of convincing messages sent by brands among interpersonal communication. When compared to the traditional advertising, a more provocative thematic approach is argued. The foundation of this approach is to create advertisements that are worth sharing with others by consumers. When that fact is taken into consideration, in a manner of speaking it can also be stated that viral advertising is media engineering. The content worth sharing makes people being a volunteer spokesman of a brand and strengthens the emotional bonds among brand and consumer. Especially for some sectors in countries which are having traditional advertising channel limitations, viral advertising creates vital advantages.

Keywords: Viral advertising, marketing, consumers, brands.

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Authors: Hussein Togun, Tuqa Abdulrazzaq, S. N. Kazi, A. Badarudin, M. K. A. Ariffin, M. N. M. Zubir

Abstract:

Heat transfer and laminar fluid flow over backward facing step with and without obstacle numerically studied in this paper. The finite volume method adopted to solve continuity, momentum and energy equations in two dimensions. Backward facing step without obstacle and with different dimension of obstacle were presented. The step height and expansion ratio of channel were 4.8mm and 2 respectively, the range of Reynolds number varied from 75 to 225, constant heat flux subjected on downstream of wall was 2000W/m², and length of obstacle was 1.5, 3, and 4.5mm with width 1.5mm. The separation length noticed increase with increase Reynolds number and height of obstacle. The result shows increase of heat transfer coefficient for backward facing step with obstacle in compared to those without obstacle. The maximum enhancement of heat transfer observed at 4.5mm of height obstacle due to increase recirculation flow after the obstacle in addition that at backward. Streamline of velocity showing the increase of recirculation region with used obstacle in compared without obstacle and highest recirculation region observed at obstacle height 4.5mm. The amount of enhancement heat transfer was varied between 3-5% compared to backward without obstacle.

Keywords: Separation flow, Backward facing step, Heat transfer, Laminar flow.

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Authors: Ahmed El Azab, Amira M. Idrees, Mahmoud A. Mahmoud, Hesham Hefny

Abstract:

Social networking sites such as Twitter and Facebook attracts over 500 million users across the world, for those users, their social life, even their practical life, has become interrelated. Their interaction with social networking has affected their life forever. Accordingly, social networking sites have become among the main channels that are responsible for vast dissemination of different kinds of information during real time events. This popularity in Social networking has led to different problems including the possibility of exposing incorrect information to their users through fake accounts which results to the spread of malicious content during life events. This situation can result to a huge damage in the real world to the society in general including citizens, business entities, and others. In this paper, we present a classification method for detecting the fake accounts on Twitter. The study determines the minimized set of the main factors that influence the detection of the fake accounts on Twitter, and then the determined factors are applied using different classification techniques. A comparison of the results of these techniques has been performed and the most accurate algorithm is selected according to the accuracy of the results. The study has been compared with different recent researches in the same area; this comparison has proved the accuracy of the proposed study. We claim that this study can be continuously applied on Twitter social network to automatically detect the fake accounts; moreover, the study can be applied on different social network sites such as Facebook with minor changes according to the nature of the social network which are discussed in this paper.

Keywords: Fake accounts detection, classification algorithms, twitter accounts analysis, features based techniques.

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