Search results for: stochastic lead time
7248 Non-equilibrium Statistical Mechanics of a Driven Lattice Gas Model: Probability Function, FDT-violation, and Monte Carlo Simulations
Authors: K. Sudprasert, M. Precharattana, N. Nuttavut, D. Triampo, B. Pattanasiri, Y. Lenbury, W. Triampo
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The study of non-equilibrium systems has attracted increasing interest in recent years, mainly due to the lack of theoretical frameworks, unlike their equilibrium counterparts. Studying the steady state and/or simple systems is thus one of the main interests. Hence in this work we have focused our attention on the driven lattice gas model (DLG model) consisting of interacting particles subject to an external field E. The dynamics of the system are given by hopping of particles to nearby empty sites with rates biased for jumps in the direction of E. Having used small two dimensional systems of DLG model, the stochastic properties at nonequilibrium steady state were analytically studied. To understand the non-equilibrium phenomena, we have applied the analytic approach via master equation to calculate probability function and analyze violation of detailed balance in term of the fluctuation-dissipation theorem. Monte Carlo simulations have been performed to validate the analytic results.Keywords: Non-equilibrium, lattice gas, stochastic process
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16897247 Removal of Lead in High Rate Activated Sludge System
Authors: Mamdouh Y. Saleh, Gaber EL Enany, Medhat H. Elzahar, Mohamed Z. Elshikhipy, Rana Hamouda
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The heavy metals pollution in water, sediments and fish of Lake Manzala affected form the disposal of wastewater, industrial and agricultural drainage water into the lake on the environmental situation. A pilot plant with an industrial discharge flow of 135L/h designed according to the activated sludge plant to simulate between the biological and chemical treatment with the addition of alum to the aeration tank with dosages of 100, 150, 200 and 250 mg/L. The industrial discharge had concentrations of Lead and BOD5 with an average range 1.22, 145mg/L respectively. That means the average Pb was high up to 25 times than the allowed permissible concentration. The optimization of the chemical-biological process using 200mg/L Alum dosage compared has improvement of Lead and BOD5 removal efficiency to 61.76% and 56% respectively.
Keywords: Industrial wastewater, Activated sludge, BOD5, Lead, Alum salt.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24817246 Application of an Analytical Model to Obtain Daily Flow Duration Curves for Different Hydrological Regimes in Switzerland
Authors: Ana Clara Santos, Maria Manuela Portela, Bettina Schaefli
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This work assesses the performance of an analytical model framework to generate daily flow duration curves, FDCs, based on climatic characteristics of the catchments and on their streamflow recession coefficients. According to the analytical model framework, precipitation is considered to be a stochastic process, modeled as a marked Poisson process, and recession is considered to be deterministic, with parameters that can be computed based on different models. The analytical model framework was tested for three case studies with different hydrological regimes located in Switzerland: pluvial, snow-dominated and glacier. For that purpose, five time intervals were analyzed (the four meteorological seasons and the civil year) and two developments of the model were tested: one considering a linear recession model and the other adopting a nonlinear recession model. Those developments were combined with recession coefficients obtained from two different approaches: forward and inverse estimation. The performance of the analytical framework when considering forward parameter estimation is poor in comparison with the inverse estimation for both, linear and nonlinear models. For the pluvial catchment, the inverse estimation shows exceptional good results, especially for the nonlinear model, clearing suggesting that the model has the ability to describe FDCs. For the snow-dominated and glacier catchments the seasonal results are better than the annual ones suggesting that the model can describe streamflows in those conditions and that future efforts should focus on improving and combining seasonal curves instead of considering single annual ones.Keywords: Analytical streamflow distribution, stochastic process, linear and non-linear recession, hydrological modelling, daily discharges.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6027245 Effect of Load Ratio on Probability Distribution of Fatigue Crack Propagation Life in Magnesium Alloys
Authors: Seon Soon Choi
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It is necessary to predict a fatigue crack propagation life for estimation of structural integrity. Because of an uncertainty and a randomness of a structural behavior, it is also required to analyze stochastic characteristics of the fatigue crack propagation life at a specified fatigue crack size. The essential purpose of this study is to find the effect of load ratio on probability distribution of the fatigue crack propagation life at a specified grown crack size and to confirm the good probability distribution in magnesium alloys under various fatigue load ratio conditions. To investigate a stochastic crack growth behavior, fatigue crack propagation experiments are performed in laboratory air under several conditions of fatigue load ratio using AZ31. By Anderson-Darling test, a goodness-of-fit test for probability distribution of the fatigue crack propagation life is performed. The effect of load ratio on variability of fatigue crack propagation life is also investigated.Keywords: Load ratio, fatigue crack propagation life, Magnesium alloys, probability distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16797244 Solutions to Probabilistic Constrained Optimal Control Problems Using Concentration Inequalities
Authors: Tomoaki Hashimoto
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Recently, optimal control problems subject to probabilistic constraints have attracted much attention in many research field. Although probabilistic constraints are generally intractable in optimization problems, several methods haven been proposed to deal with probabilistic constraints. In most methods, probabilistic constraints are transformed to deterministic constraints that are tractable in optimization problems. This paper examines a method for transforming probabilistic constraints into deterministic constraints for a class of probabilistic constrained optimal control problems.Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13287243 High Performance in Parallel Data Integration: An Empirical Evaluation of the Ratio Between Processing Time and Number of Physical Nodes
Authors: Caspar von Seckendorff, Eldar Sultanow
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Many studies have shown that parallelization decreases efficiency [1], [2]. There are many reasons for these decrements. This paper investigates those which appear in the context of parallel data integration. Integration processes generally cannot be allocated to packages of identical size (i. e. tasks of identical complexity). The reason for this is unknown heterogeneous input data which result in variable task lengths. Process delay is defined by the slowest processing node. It leads to a detrimental effect on the total processing time. With a real world example, this study will show that while process delay does initially increase with the introduction of more nodes it ultimately decreases again after a certain point. The example will make use of the cloud computing platform Hadoop and be run inside Amazon-s EC2 compute cloud. A stochastic model will be set up which can explain this effect.
Keywords: Process delay, speedup, efficiency, parallel computing, data integration, E-Commerce, Amazon Elastic Compute Cloud (EC2), Hadoop, Nutch.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15837242 A Comparative Analysis of Insolvency Proceedings in France, Germany and Slovak Republic
Authors: Zuzana Crhová, Marie Paseková
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This contribution aims to compare legislation adjusting the course of insolvency proceedings in France, Germany and Slovakia. On the basis of an investigation of the legislative adjustment of this problem, an attempt is made to ascertain in the given countries the extent to which the outcome of the entire proceedings is influenced by legislation and to determine the fundamental moments that influence costs, recovery rate and the duration of proceedings. A comparative analysis was utilized in order to achieve the set goal. The results of the survey could be used to improve legislation so as to lead in the best and most expedient way to a departure from the market of those subjects that are for economic reasons unable to continue with their activities whilst burdening the entire process with the lowest possible costs, which would lead to a high level of satisfaction for creditors.
Keywords: Costs, Insolvency Proceeding, Recovery Rate, Time.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27167241 Phytotoxicity of Lead on the Physiological Parameters of Two Varieties of Broad Bean (Vicia faba)
Authors: El H. Bouziani, H. A. Reguieg Yssaad
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The phytotoxicity of heavy metals can be expressed on roots and visible part of plants and is characterized by molecular and metabolic answers at various levels of organization of the whole plant. The present study was undertaken on two varieties of broad bean Vicia faba (Sidi Aïch and Super Aguadulce). The device was mounted on a substrate prepared by mixing sand, soil and compost, the substrate was artificially contaminated with three doses of lead nitrate [Pb(NO3)2] 0, 500 and 1000 ppm. Our objective is to follow the behavior of plant opposite the stress by evaluating the physiological parameters. The results reveal a reduction in the parameters of the productivity (chlorophyll and proteins production) with an increase in the osmoregulators (soluble sugars and proline).These results show that the production of broad bean is strongly modified by the disturbance of its internal physiology under lead exposure.Keywords: Broad bean, lead, stress, physiological parameters, phytotoxicity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14777240 On Solving Single-Period Inventory Model under Hybrid Uncertainty
Authors: Madhukar Nagare, Pankaj Dutta
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Inventory decisional environment of short life-cycle products is full of uncertainties arising from randomness and fuzziness of input parameters like customer demand requiring modeling under hybrid uncertainty. Prior inventory models incorporating fuzzy demand have unfortunately ignored stochastic variation of demand. This paper determines an unambiguous optimal order quantity from a set of n fuzzy observations in a newsvendor inventory setting in presence of fuzzy random variable demand capturing both fuzzy perception and randomness of customer demand. The stress of this paper is in providing solution procedure that attains optimality in two steps with demand information availability in linguistic phrases leading to fuzziness along with stochastic variation. The first step of solution procedure identifies and prefers one best fuzzy opinion out of all expert opinions and the second step determines optimal order quantity from the selected event that maximizes profit. The model and solution procedure is illustrated with a numerical example.Keywords: Fuzzy expected value, Fuzzy random demand, Hybrid uncertainty, Optimal order quantity, Single-period inventory
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19747239 Transient Population Dynamics of Phase Singularities in 2D Beeler-Reuter Model
Authors: Hidetoshi Konno, Akio Suzuki
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The paper presented a transient population dynamics of phase singularities in 2D Beeler-Reuter model. Two stochastic modelings are examined: (i) the Master equation approach with the transition rate (i.e., λ(n, t) = λ(t)n and μ(n, t) = μ(t)n) and (ii) the nonlinear Langevin equation approach with a multiplicative noise. The exact general solution of the Master equation with arbitrary time-dependent transition rate is given. Then, the exact solution of the mean field equation for the nonlinear Langevin equation is also given. It is demonstrated that transient population dynamics is successfully identified by the generalized Logistic equation with fractional higher order nonlinear term. It is also demonstrated the necessity of introducing time-dependent transition rate in the master equation approach to incorporate the effect of nonlinearity.
Keywords: Transient population dynamics, Phase singularity, Birth-death process, Non-stationary Master equation, nonlinear Langevin equation, generalized Logistic equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15477238 A Bi-Objective Model for Location-Allocation Problem within Queuing Framework
Authors: Amirhossein Chambari, Seyed Habib Rahmaty, Vahid Hajipour, Aida Karimi
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This paper proposes a bi-objective model for the facility location problem under a congestion system. The idea of the model is motivated by applications of locating servers in bank automated teller machines (ATMS), communication networks, and so on. This model can be specifically considered for situations in which fixed service facilities are congested by stochastic demand within queueing framework. We formulate this model with two perspectives simultaneously: (i) customers and (ii) service provider. The objectives of the model are to minimize (i) the total expected travelling and waiting time and (ii) the average facility idle-time. This model represents a mixed-integer nonlinear programming problem which belongs to the class of NP-hard problems. In addition, to solve the model, two metaheuristic algorithms including nondominated sorting genetic algorithms (NSGA-II) and non-dominated ranking genetic algorithms (NRGA) are proposed. Besides, to evaluate the performance of the two algorithms some numerical examples are produced and analyzed with some metrics to determine which algorithm works better.Keywords: Queuing, Location, Bi-objective, NSGA-II, NRGA
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22367237 Generational PipeLined Genetic Algorithm (PLGA)using Stochastic Selection
Authors: Malay K. Pakhira, Rajat K. De
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In this paper, a pipelined version of genetic algorithm, called PLGA, and a corresponding hardware platform are described. The basic operations of conventional GA (CGA) are made pipelined using an appropriate selection scheme. The selection operator, used here, is stochastic in nature and is called SA-selection. This helps maintaining the basic generational nature of the proposed pipelined GA (PLGA). A number of benchmark problems are used to compare the performances of conventional roulette-wheel selection and the SA-selection. These include unimodal and multimodal functions with dimensionality varying from very small to very large. It is seen that the SA-selection scheme is giving comparable performances with respect to the classical roulette-wheel selection scheme, for all the instances, when quality of solutions and rate of convergence are considered. The speedups obtained by PLGA for different benchmarks are found to be significant. It is shown that a complete hardware pipeline can be developed using the proposed scheme, if parallel evaluation of the fitness expression is possible. In this connection a low-cost but very fast hardware evaluation unit is described. Results of simulation experiments show that in a pipelined hardware environment, PLGA will be much faster than CGA. In terms of efficiency, PLGA is found to outperform parallel GA (PGA) also.Keywords: Hardware evaluation, Hardware pipeline, Optimization, Pipelined genetic algorithm, SA-selection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14097236 Use of Hair as an Indicator of Environmental Lead Pollution: Characteristics and Seasonal Variation of Lead Pollution in Egypt
Authors: A. A. K. Abou-Arab, M. A. Abou Donia, Nevin E. Sharaf, Sherif R. Mohamed, A. K. Enab
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Lead being a toxic heavy metal that mankind is exposed to the highest levels of this metal from environmental pollutants. A total of 180 Male scalp hair samples were collected from different environments in Greater Cairo (GC), i.e. industrial, heavy traffic and rural areas (60 samples from each) having different activities during the period of, 1/5/2010 to 1/11/2012. Hair samples were collected during five stages. Data proved that the concentration of lead in male industrial areas of Cairo ranged between 6.2847 to 19.0432 μg/g, with mean value of 12.3288 μg/g. On the other hand, lead content of hair samples of residential-traffic areas ranged between 2.8634 to 16.3311 μg/g with mean value of 9.7552 μg/g. While lead concentration on the hair of the male residents living in rural area ranged between 1.0499-9.0402μg/g with mean value of 4.7327 μg/g. The Pb concentration in scalp hair of Cairo residents of residential-traffic and rural traffic areas was observed to follow the same pattern. The pattern was that of decrease concentration of summer and its increase in winter. Then, there was a marked increase in Pb concentration of summer 2012, and this increase was significant. These were obviously seen for the residential-traffic and rural areas residents. Pb pollution in residents of industrial areas showed the same seasonal pattern, but there was marked to decrease in Pb concentration of summer 2012, and this decrease was significant. Lead pollution in residents of GC was serious. It is worth noting that the atmosphere is still contaminated by lead despite a decade of using unleaded gasoline. Strong seasonal variation in higher Pb concentration on winter than in summer was found. Major contributions to the pollution with Pb could include industry emissions, motor vehicle emissions and long transported dust from outside Cairo. More attention should be paid to the reduction of Pb content of the urban aerosol and to the Pb pollution health.
Keywords: Hair, lead, environmental exposure, seasonal variations, Egypt.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16427235 Performance of On-site Earthquake Early Warning Systems for Different Sensor Locations
Authors: Ting-Yu Hsu, Shyu-Yu Wu, Shieh-Kung Huang, Hung-Wei Chiang, Kung-Chun Lu, Pei-Yang Lin, Kuo-Liang Wen
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Regional earthquake early warning (EEW) systems are not suitable for Taiwan, as most destructive seismic hazards arise due to in-land earthquakes. These likely cause the lead-time provided by regional EEW systems before a destructive earthquake wave arrives to become null. On the other hand, an on-site EEW system can provide more lead-time at a region closer to an epicenter, since only seismic information of the target site is required. Instead of leveraging the information of several stations, the on-site system extracts some P-wave features from the first few seconds of vertical ground acceleration of a single station and performs a prediction of the oncoming earthquake intensity at the same station according to these features. Since seismometers could be triggered by non-earthquake events such as a passing of a truck or other human activities, to reduce the likelihood of false alarms, a seismometer was installed at three different locations on the same site and the performance of the EEW system for these three sensor locations were discussed. The results show that the location on the ground of the first floor of a school building maybe a good choice, since the false alarms could be reduced and the cost for installation and maintenance is the lowest.Keywords: Earthquake early warning, Single station approach, Seismometer location.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13077234 Stochastic Estimation of Wireless Traffic Parameters
Authors: Somenath Mukherjee, Raj Kumar Samanta, Gautam Sanyal
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Different services based on different switching techniques in wireless networks leads to drastic changes in the properties of network traffic. Because of these diversities in services, network traffic is expected to undergo qualitative and quantitative variations. Hence, assumption of traffic characteristics and the prediction of network events become more complex for the wireless networks. In this paper, the traffic characteristics have been studied by collecting traces from the mobile switching centre (MSC). The traces include initiation and termination time, originating node, home station id, foreign station id. Traffic parameters namely, call interarrival and holding times were estimated statistically. The results show that call inter-arrival and distribution time in this wireless network is heavy-tailed and follow gamma distributions. They are asymptotically long-range dependent. It is also found that the call holding times are best fitted with lognormal distribution. Based on these observations, an analytical model for performance estimation is also proposed.
Keywords: Wireless networks, traffic analysis, long-range dependence, heavy-tailed distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18487233 Exponential Stability of Uncertain Takagi-Sugeno Fuzzy Hopfield Neural Networks with Time Delays
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In this paper, based on linear matrix inequality (LMI), by using Lyapunov functional theory, the exponential stability criterion is obtained for a class of uncertain Takagi-Sugeno fuzzy Hopfield neural networks (TSFHNNs) with time delays. Here we choose a generalized Lyapunov functional and introduce a parameterized model transformation with free weighting matrices to it, these techniques lead to generalized and less conservative stability condition that guarantee the wide stability region. Finally, an example is given to illustrate our results by using MATLAB LMI toolbox.
Keywords: Hopfield neural network, linear matrix inequality, exponential stability, time delay, T-S fuzzy model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14637232 Qmulus – A Cloud Driven GPS Based Tracking System for Real-Time Traffic Routing
Authors: Niyati Parameswaran, Bharathi Muthu, Madiajagan Muthaiyan
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This paper presents Qmulus- a Cloud Based GPS Model. Qmulus is designed to compute the best possible route which would lead the driver to the specified destination in the shortest time while taking into account real-time constraints. Intelligence incorporated to Qmulus-s design makes it capable of generating and assigning priorities to a list of optimal routes through customizable dynamic updates. The goal of this design is to minimize travel and cost overheads, maintain reliability and consistency, and implement scalability and flexibility. The model proposed focuses on reducing the bridge between a Client Application and a Cloud service so as to render seamless operations. Qmulus-s system model is closely integrated and its concept has the potential to be extended into several other integrated applications making it capable of adapting to different media and resources.Keywords: Cloud Services, GPS, Real-Time Constraints, Shortest Path, System Management and Traffic Routing
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17547231 Modelling an Investment Portfolio with Mandatory and Voluntary Contributions under M-CEV Model
Authors: Amadi Ugwulo Chinyere, Lewis D. Gbarayorks, Emem N. H. Inamete
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In this paper, the mandatory contribution, additional voluntary contribution (AVC) and administrative charges are merged together to determine the optimal investment strategy (OIS) for a pension plan member (PPM) in a defined contribution (DC) pension scheme under the modified constant elasticity of variance (M-CEV) model. We assume that the voluntary contribution is a stochastic process and a portfolio consisting of one risk free asset and one risky asset modeled by the M-CEV model is considered. Also, a stochastic differential equation consisting of PPM’s monthly contributions, voluntary contributions and administrative charges is obtained. More so, an optimization problem in the form of Hamilton Jacobi Bellman equation which is a nonlinear partial differential equation is obtained. Using power transformation and change of variables method, an explicit solution of the OIS and the value function are obtained under constant absolute risk averse (CARA). Furthermore, numerical simulations on the impact of some sensitive parameters on OIS were discussed extensively. Finally, our result generalizes some existing result in the literature.
Keywords: DC pension fund, modified constant elasticity of variance, optimal investment strategies, voluntary contribution, administrative charges.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2887230 Effect of Electric Field Amplitude on Electrical Fatigue Behavior of Lead Zirconate Titanate Ceramic
Authors: S. Kampoosiri, S. Pojprapai, R. Yimnirunand, B. Marungsri
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Fatigue behaviors of Lead Zirconate Titanate (PZT) ceramics under different amplitude of bipolar electrical loads have been investigated. Fatigue behavior is represented by the change of hysteresis loops and remnant polarization. Three levels of electrical load amplitudes (1.00, 1.25 and 1.50 kV /mm) were applied in this experimental. It was found that the remnant polarization decreased significantly with the number of loading cycles. The degree of fatigue degradation depends on the amplitude of electric field. The higher amplitude exhibits the greater fatigue degradation.Keywords: Lead Zirconate Titanate (PZT), hysteresis loop, Sawyer-Tower circuit, fatigue, polarization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18567229 Analysis of Thermal Deformation of a Rough Slider and Its Asperities and Its Impact on Load Generation in Parallel Sliders
Authors: Prawal Sinha, Getachew Adamu
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Heating is inevitable in any bearing operation. This leads to not only the thinning of the lubricant but also could lead to a thermal deformation of the bearing. The present work is an attempt to analyze the influence of thermal deformation on the thermohydrodynamic lubrication of infinitely long tilted pad slider rough bearings. As a consequence of heating the slider is deformed and is assumed to take a parabolic shape. Also the asperities expand leading to smaller effective film thickness. Two different types of surface roughness are considered: longitudinal roughness and transverse roughness. Christensen-s stochastic approach is used to derive the Reynolds-type equations. Density and viscosity are considered to be temperature dependent. The modified Reynolds equation, momentum equation, continuity equation and energy equation are decoupled and solved using finite difference method to yield various bearing characteristics. From the numerical simulations it is observed that the performance of the bearing is significantly affected by the thermal distortion of the slider and asperities and even the parallel sliders seem to carry some load.Keywords: Thermal Deformation, Tilted pad slider bearing, longitudinal roughness, transverse roughness, load capacity
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18267228 Fuzzy C-Means Clustering Algorithm for Voltage Stability in Large Power Systems
Authors: Mohamad R. Khaldi, Christine S. Khoury, Guy M. Naim
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The steady-state operation of maintaining voltage stability is done by switching various controllers scattered all over the power network. When a contingency occurs, whether forced or unforced, the dispatcher is to alleviate the problem in a minimum time, cost, and effort. Persistent problem may lead to blackout. The dispatcher is to have the appropriate switching of controllers in terms of type, location, and size to remove the contingency and maintain voltage stability. Wrong switching may worsen the problem and that may lead to blackout. This work proposed and used a Fuzzy CMeans Clustering (FCMC) to assist the dispatcher in the decision making. The FCMC is used in the static voltage stability to map instantaneously a contingency to a set of controllers where the types, locations, and amount of switching are induced.Keywords: Fuzzy logic, Power system control, Reactive power control, Voltage control
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18337227 Comparative Study of Fatigue and Drowsiness in the Night-time Passenger Transportation Industry in Japan
Authors: Hiroshi Ikeda
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In this research, a questionnaire survey was conducted to measure nap, drowsiness and fatigue of drivers who work for long shifts, to discuss about the work environment and health conditions for taxi and bus drivers who work at night-time. The questionnaire sheet used for this research was organized into the following categories: tension/tiredness, drowsiness while driving, and the nap situation during night-time work. The number of taxi drivers was 127 and the number of bus drivers was 40. Concerning the results of a comparison of nap hours of taxi and bus drivers, the taxi drivers’ nap hours are overwhelmingly shorter, and also the frequency of drivers who experience drowsiness is higher. The burden on bus drivers does not change because of the system of a two-driver rotation shift. In particular, the working environment of the taxi driver may lead to greater fatigue accumulation than the bus driver’s environment.Keywords: Bus and taxi, drowsiness, fatigue, nap.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16957226 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6877225 On the Hierarchical Ergodicity Coefficient
Authors: Yilun Shang
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In this paper, we deal with the fundamental concepts and properties of ergodicity coefficients in a hierarchical sense by making use of partition. Moreover, we establish a hierarchial Hajnal’s inequality improving some previous results.
Keywords: Stochastic matrix, ergodicity coefficient, partition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12977224 An Optimal Algorithm for Finding (r, Q) Policy in a Price-Dependent Order Quantity Inventory System with Soft Budget Constraint
Authors: S. Hamid Mirmohammadi, Shahrazad Tamjidzad
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This paper is concerned with the single-item continuous review inventory system in which demand is stochastic and discrete. The budget consumed for purchasing the ordered items is not restricted but it incurs extra cost when exceeding specific value. The unit purchasing price depends on the quantity ordered under the all-units discounts cost structure. In many actual systems, the budget as a resource which is occupied by the purchased items is limited and the system is able to confront the resource shortage by charging more costs. Thus, considering the resource shortage costs as a part of system costs, especially when the amount of resource occupied by the purchased item is influenced by quantity discounts, is well motivated by practical concerns. In this paper, an optimization problem is formulated for finding the optimal (r, Q) policy, when the system is influenced by the budget limitation and a discount pricing simultaneously. Properties of the cost function are investigated and then an algorithm based on a one-dimensional search procedure is proposed for finding an optimal (r, Q) policy which minimizes the expected system costs.Keywords: (r, Q) policy, Stochastic demand, backorders, limited resource, quantity discounts.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18237223 Equilibrium and Kinetic Studies of Lead Adsorption on Activated Carbon Derived from Mangrove Propagule Waste by Phosphoric Acid Activation
Authors: Widi Astuti, Rizki Agus Hermawan, Hariono Mukti, Nurul Retno Sugiyono
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The removal of lead ion (Pb2+) from aqueous solution by activated carbon with phosphoric acid activation employing mangrove propagule as precursor was investigated in a batch adsorption system. Batch studies were carried out to address various experimental parameters including pH and contact time. The Langmuir and Freundlich models were able to describe the adsorption equilibrium, while the pseudo first order and pseudo second order models were used to describe kinetic process of Pb2+ adsorption. The results show that the adsorption data are seen in accordance with Langmuir isotherm model and pseudo-second order kinetic model.
Keywords: Activated carbon, adsorption, equilibrium, kinetic, Pb2+, mangrove propagule.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6887222 Optimal Policy for a Deteriorating Inventory Model with Finite Replenishment Rate and with Price Dependant Demand Rate and Cycle Length Dependant Price
Authors: Hamed Sabahno
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In this paper, an inventory model with finite and constant replenishment rate, price dependant demand rate, time value of money and inflation, finite time horizon, lead time and exponential deterioration rate and with the objective of maximizing the present worth of the total system profit is developed. Using a dynamic programming based solution algorithm, the optimal sequence of the cycles can be found and also different optimal selling prices, optimal order quantities and optimal maximum inventories can be obtained for the cycles with unequal lengths, which have never been done before for this model. Also, a numerical example is used to show accuracy of the solution procedure.Keywords: Deteriorating items, Dynamic programming, Finitereplenishment rate, Inventory control, Operation Research.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13587221 Selection of Saccharomyces cerevisiae Strains Tolerant to Lead and Cadmium Toxicity
Authors: Nadia R. A. Nassar, Yehia A. Heikal, Mahmoud A. M. Abou Donia, Mohamed Fadel, Gomaa N. Abdel-Rahman
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The aim of this study was to select the best strains of Saccharomyces cerevisiae able to resist lead and cadmium. Ten strains were screened on the basis of their resistance at different concentrations of 0, 2, 4, 8, 12, 16, 20 and 24 ppm for Pb and 0, 0.5, 1, 2, 4, 6, 8 and 10 ppm for Cd. The properties of baker's yeast quality were decreased by the increase of Pb or Cd in growth medium. The slope values of yield, total viable cells and gassing power of produced baker's yeast were investigated as an indicator of metal resistant. In addition, concentrations of Pb and Cd in produced baker's yeast were determined. The strain of S. cerevisiae FH-620 had the highest resistance against Pb and Cd and had the minimum levels of both two investigated metals in produced baker's yeast.
Keywords: Cadmium, lead, S. cerevisiae, tolerant.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27837220 Low Value Capacitance Measurement System with Adjustable Lead Capacitance Compensation
Authors: Gautam Sarkar, Anjan Rakshit, Amitava Chatterjee, Kesab Bhattacharya
Abstract:
The present paper describes the development of a low cost, highly accurate low capacitance measurement system that can be used over a range of 0 – 400 pF with a resolution of 1 pF. The range of capacitance may be easily altered by a simple resistance or capacitance variation of the measurement circuit. This capacitance measurement system uses quad two-input NAND Schmitt trigger circuit CD4093B with hysteresis for the measurement and this system is integrated with PIC 18F2550 microcontroller for data acquisition purpose. The microcontroller interacts with software developed in the PC end through USB architecture and an attractive graphical user interface (GUI) based system is developed in the PC end to provide the user with real time, online display of capacitance under measurement. The system uses a differential mode of capacitance measurement, with reference to a trimmer capacitance, that effectively compensates lead capacitances, a notorious error encountered in usual low capacitance measurements. The hysteresis provided in the Schmitt-trigger circuits enable reliable operation of the system by greatly minimizing the possibility of false triggering because of stray interferences, usually regarded as another source of significant error. The real life testing of the proposed system showed that our measurements could produce highly accurate capacitance measurements, when compared to cutting edge, high end digital capacitance meters.
Keywords: Capacitance measurement, NAND Schmitt trigger, microcontroller, GUI, lead compensation, hysteresis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 73297219 Effect of Isfahan Refinery, Power Plant and Petrochemical on Borkhar District Soil
Authors: A. Gandomkar
Abstract:
This study aimed to evaluate regional soil Borkhar of the metals Lead has been made. In this field study fires visits to the regions. The limit of this study located in the East refineries, petrochemical and power plant to 20 km was selected. The 41 soil samples from depths of 0 to 10 cm in area and were randomized. Soil samples were transported to the laboratory and by air was dry and passed through 2-mil thickness sieve. In the laboratory of physical and chemical characteristics and concentrations of total absorption was measured. The results showed that the amount of lead in soil in many parts of the range higher than the standard limit. Survey maps show that the lead spatial distribution of the region does not special pattern.Keywords: Soil Pollution, Heavy Metals, Borkhar District, Soil Sampling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1127