Abstract: In this paper the CVA computation of interest rate
swap is presented based on its rating. Rating and probability default
given by Moody’s Investors Service are used to calculate our CVA
for a specific swap with different maturities. With this computation
the influence of rating variation can be shown on CVA. Application
is made to the analysis of Greek CDS variation during the period of
Greek crisis between 2008 and 2011. The main point is the
determination of correlation between the fluctuation of Greek CDS
cumulative value and the variation of swap CVA due to change of
rating.
Abstract: Powder metallurgy (P/M) is the only economic way to
produce porous parts/products. P/M can produce near net shape parts
hence reduces wastage of raw material and energy, avoids various
machining operations. The most vital use of P/M is in production of
metallic filters and self lubricating bush bearings and siding surfaces.
The porosity of the part can be controlled by varying compaction
pressure, sintering temperature and composition of metal powder
mix. The present work is aimed for experimental analysis of friction
and wear properties of self lubricating copper and tin bush bearing.
Experimental results confirm that wear rate of sintered component
is lesser for components having 10% tin by weight percentage. Wear
rate increases for high tin percentage (experimented for 20% tin and
30% tin) at same sintering temperature. Experimental results also
confirms that wear rate of sintered component is also dependent on
sintering temperature, soaking period, composition of the preform,
compacting pressure, powder particle shape and size.
Interfacial friction between die and punch, between inter powder
particles, between die face and powder particle depends on
compaction pressure, powder particle size and shape, size and shape
of component which decides size & shape of die & punch, material of
die & punch and material of powder particles.
Abstract: Many problems in science and engineering field require
the solution of shifted linear systems with multiple right hand
sides and multiple shifts. To solve such systems efficiently, the
implicitly restarted global GMRES algorithm is extended in this
paper. However, the shift invariant property could no longer hold over
the augmented global Krylov subspace due to adding the harmonic
Ritz matrices. To remedy this situation, we enforce the collinearity
condition on the shifted system and propose shift implicitly restarted
global GMRES. The new method not only improves the convergence
but also has a potential to simultaneously compute approximate
solution for the shifted systems using only as many matrix vector
multiplications as the solution of the seed system requires. In
addition, some numerical experiments also confirm the effectiveness
of our method.
Abstract: The use of mobile phones is growing tremendously all
over the world. In Tanzania there are a number of operators licensed
by Tanzania Communications Regulatory Authority (TCRA) aiming
at attracting customers into their networks. So far
telecommunications market competition has been very stiff. Various
measures are being taken by mobile operators to survive in the
market. Such measure include introducing of different air time
bundles on daily, weekly and monthly at lower tariffs. Other
measures include the introduction of normal tariff, tourist package
and one network. Despite of all these strategies, there is a dynamic
competition in the market which needs to be explored. Some
influences which attract customers to choose a certain mobile
operator are of particular interest. This paper is investigating if the
network effects and Quality of Services (QoS) influence mobile
customers in selection of their mobile network operators. Seventy
seven students from high learning institutions in Dodoma
Municipality in Tanzania participated in responding to prepared
questionnaires. The data was analyzed using Statistical Package for
Social Science (SPSS) Software. The results indicate that, network
coverage does influence customers in selection of mobile operators.
In addition, this paper proposes further research in some areas
especially where the study came up with different findings from what
the theory has in place.
Abstract: Dissimilar joining of Titanium and Aluminum thin
sheets has potential applications in aerospace and automobile
industry which can reduce weight and cost and improve strength,
corrosion resistance and high temperature properties. However
successful welding of Titanium/Aluminium sheets is of challenge due
to differences in physical, chemical and metallurgical properties
between the two. This paper describes research results of Laser Beam
Welding (LBW) of Ti/Al thin sheets in which many researchers have
recently performed and critically reviewed from different
perspectives. Also some of notable works in the field of laser welding
with changes in mechanical properties, crack propagation, diffusion
behavior, chemical potential, interfacial reaction and the
microstructure are reported.
Abstract: Laser beam welding is an important joining technique
for Titanium/Aluminum thin sheet alloys with their increasing
applications in aerospace, aircraft, automotive, electronics and other
industries. In this paper the research and progress in laser welding of
Ti/Al thin sheets are critically reviewed from different perspectives.
Some important aspects such as microstructure, metallurgical defects
and mechanical properties in weldments are discussed. Also the
recent progress in laser welding of Ti/Al dissimilar thin sheets to
provide a basis for further research work is reported.
Abstract: Laser beam welding for the dissimilar Titanium and
Aluminium thin sheets is an emerging area which is having wider
applications in aerospace, aircraft, automotive, electronics and in
other industries due to its high speed, non-contact, precision with low
heat effects, least welding distortion, low labor costs and convenient
operation. Laser beam welding of dissimilar metal combinations are
increasingly demanded due to high energy densities with small fusion
and heat affected zones. Furthermore, no filler or electrode material is
required and contamination of weld is also very small. The present
study is to reviews the influence of different parameters like laser
power, welding speed, power density, beam diameter, focusing
distance and type of shielding gas on the mechanical properties of
dissimilar metal combinations like SS/Al, Cu/Al and Ti/Al focusing
on aluminum to other materials. Research findings reveal that Ti/Al
combination gives better metallurgical and mechanical properties
than other combinations such as SS/Al and Cu/Al.
Abstract: Artificial Immune Systems (AIS), inspired by the
human immune system, are algorithms and mechanisms which are
self-adaptive and self-learning classifiers capable of recognizing and
classifying by learning, long-term memory and association. Unlike
other human system inspired techniques like genetic algorithms and
neural networks, AIS includes a range of algorithms modeling on
different immune mechanism of the body. In this paper, a mechanism
of a human immune system based on apoptosis is adopted to build an
Intrusion Detection System (IDS) to protect computer networks.
Features are selected from network traffic using Fisher Score. Based
on the selected features, the record/connection is classified as either
an attack or normal traffic by the proposed methodology. Simulation
results demonstrates that the proposed AIS based on apoptosis
performs better than existing AIS for intrusion detection.
Abstract: Wireless sensor network is vulnerable to a wide range
of attacks. Recover secrecy after compromise, to develop technique
that can detect intrusions and able to resilient networks that isolates
the point(s) of intrusion while maintaining network connectivity for
other legitimate users. To define new security metrics to evaluate
collaborative intrusion resilience protocol, by leveraging the sensor
mobility that allows compromised sensors to recover secure state
after compromise. This is obtained with very low overhead and in a
fully distributed fashion using extensive simulations support our
findings.
Abstract: Domestic goats (Capra hircus) are extremely diverse
species and principal animal genetic resource of the developing
world. These facilitate a persistent supply of meat, milk, fibre, and
skin and are considered as important revenue generators in small
pastoral environments. This study aimed to fingerprint β-LG gene at
PCR-RFLP level in native Saudi goat breeds (Ardi, Habsi and Harri)
in an attempt to have a preliminary image of β-LG genotypic patterns
in Saudi breeds as compared to other foreign breeds such as Indian
and Egyptian. Also, the Phylogenetic analysis was done to investigate
evolutionary trends and similarities among the caprine β-LG gene
with that of the other domestic specie, viz. cow, buffalo and sheep.
Blood samples were collected from 300 animals (100 for each breed)
and genomic DNA was extracted. A fragment of the β-LG gene
(427bp) was amplified using specific primers. Subsequent digestion
with Sac II restriction endonuclease revealed two alleles (A and B)
and three different banding patterns or genotypes i.e. AA, AB and
BB. The statistical analysis showed a general trend that β-LG AA
genotype had higher milk yield than β-LG AB and β-LG BB
genotypes. Nucleotide sequencing of the selected β-LG fragments
was done and submitted to GenBank NCBI (Accession No.
KJ544248, KJ588275, KJ588276, KJ783455, KJ783456 and
KJ874959). Phylogenetic analysis on the basis of nucleotide
sequences of native Saudi goats indicated evolutional similarity with
the GenBank reference sequences of goat, Bubalus bubalis and Bos
taurus. However, the origin of sheep which is the most closely
related from the evolutionary point of view, was located some
distance away.
Abstract: Existing methods of data mining cannot be applied on
spatial data because they require spatial specificity consideration, as
spatial relationships.
This paper focuses on the classification with decision trees, which
are one of the data mining techniques. We propose an extension of
the C4.5 algorithm for spatial data, based on two different approaches
Join materialization and Querying on the fly the different tables.
Similar works have been done on these two main approaches, the
first - Join materialization - favors the processing time in spite of
memory space, whereas the second - Querying on the fly different
tables- promotes memory space despite of the processing time.
The modified C4.5 algorithm requires three entries tables: a target
table, a neighbor table, and a spatial index join that contains the
possible spatial relationship among the objects in the target table and
those in the neighbor table. Thus, the proposed algorithms are applied
to a spatial data pattern in the accidentology domain.
A comparative study of our approach with other works of
classification by spatial decision trees will be detailed.
Abstract: This work is focused on the study of valuation of
recycled concrete aggregates, by measuring certain properties of
concrete in the fresh and hardened state. In this study, rheological
tests and physic-mechanical characterization on concretes and
mortars were conducted with recycled concrete whose geometric
properties were identified aggregates. Mortars were elaborated with
recycled fine aggregate (0/5mm) and concretes were manufactured
using recycled coarse aggregates (5/12.5 mm and 12.5/20 mm). First,
a study of the mortars was conducted to determine the effectiveness
of polycarboxylate superplasticizer on the workability of these and
their action deflocculating of the recycled sand. The rheological
behavior of mortars based on fine aggregate recycled was
characterized. The results confirm that the mortars composed of
different fractions of recycled sand (0 /5) have a better mechanical
properties (compressive and flexural strength) compared to normal
mortar. Also, the mechanical strengths of concretes made with
recycled aggregates (5/12.5 mm and 12.5/20 mm), are comparable to
those of conventional concrete with conventional aggregates,
provided that the implementation can be improved by the addition of
a superplasticizer.
Abstract: To elucidate the material characteristics of single
crystals of pure aluminum and copper, the respective relations between
crystallographic orientations and microstructures were examined,
along with bending and mechanical properties. The texture
distribution was also analysed. Bending tests were performed in a
SEM apparatus while its behaviors were observed. Some analytical
results related to crystal direction maps, inverse pole figures, and
textures were obtained from electron backscatter diffraction (EBSD)
analyses.
Abstract: The knowledge of biodiesel density over large ranges
of temperature and pressure is important for predicting the behavior
of fuel injection and combustion systems in diesel engines, and for
the optimization of such systems. In this study, cottonseed oil was
transesterified into biodiesel and its density was measured at
temperatures between 288 K and 358 K and pressures between 0.1
MPa and 30 MPa, with expanded uncertainty estimated as ±1.6 kg⋅m-
3. Experimental pressure-volume-temperature (pVT) cottonseed data
was used along with literature data relative to other 18 biodiesels, in
order to build a database used to test the correlation of density with
temperarure and pressure using the Goharshadi–Morsali–Abbaspour
equation of state (GMA EoS). To our knowledge, this is the first that
density measurements are presented for cottonseed biodiesel under
such high pressures, and the GMA EoS used to model biodiesel
density. The new tested EoS allowed correlations within 0.2 kg·m-3
corresponding to average relative deviations within 0.02%. The built
database was used to develop and test a new full predictive model
derived from the observed linear relation between density and degree
of unsaturation (DU), which depended from biodiesel FAMEs
profile. The average density deviation of this method was only about
3 kg.m-3 within the temperature and pressure limits of application.
These results represent appreciable improvements in the context of
density prediction at high pressure when compared with other
equations of state.
Abstract: We propose a new alternative method for imposing
fluid-solid boundary conditions in simulations of Multiparticle
Collision Dynamics. Our method is based on the introduction of
an explicit potential force acting between the fluid particles and a
surface representing a solid boundary. We show that our method can
be used in simulations of plane Poiseuille flows. Important quantities
characterizing the flow and the fluid-solid interaction like the slip
coefficient at the solid boundary and the effective viscosity of the
fluid, are measured in terms of the set of independent parameters
defining the numerical implementation. We find that our method can
be used to simulate the correct hydrodynamic flow within a wide
range of values of these parameters.
Abstract: This paper represents performance of particle swarm
optimisation (PSO) algorithm based integral (I) controller and
proportional-integral controller (PI) for interconnected hydro-thermal
automatic generation control (AGC) with generation rate constraint
(GRC) and Thyristor controlled phase shifter (TCPS) in series with
tie line. The control strategy of TCPS provides active control of
system frequency. Conventional objective function integral square
error (ISE) and another objective function considering square of
derivative of change in frequencies of both areas and change in tie
line power are considered. The aim of designing the objective
function is to suppress oscillation in frequency deviations and change
in tie line power oscillation. The controller parameters are searched
by PSO algorithm by minimising the objective functions. The
dynamic performance of the controllers I and PI, for both the
objective functions, are compared with conventionally optimized I
controller.
Abstract: In a highly competitive environment, it becomes more
important to shorten the whole business process while delivering or
even enhancing the business value to the customers and suppliers.
Although the workflow management systems receive much attention
for its capacity to practically support the business process enactment,
the effective workflow modeling method remain still challenging and
the high degree of process complexity makes it more difficult to gain
the short lead time. This paper presents a workflow structuring method
in a holistic way that can reduce the process complexity using
activity-needs and formal concept analysis, which eventually enhances
the key performance such as quality, delivery, and cost in business
process.
Abstract: In this research article a comprehensive investigation
has been carried out to determine the effect of thermal cycle on
temperature dependent process parameters developed during gas
tungsten arc (GTA) welding of high carbon (AISI 1090) steel butt
joints. An experiment based thermal analysis has been performed to
obtain the thermal history. We have focused on different
thermophysical properties such as thermal conductivity, heat transfer
coefficient and cooling rate. Angular torch model has been utilized to
find out the surface heat flux and its variation along the fusion zone as
well as along the longitudinal direction from fusion boundary. After
welding and formation of weld pool, heat transfer coefficient varies
rapidly in the vicinity of molten weld bead and heat affected zone. To
evaluate the heat transfer coefficient near the fusion line and near the
rear end of the plate (low temperature region), established correlation
has been implemented and has been compared with empirical
correlation which is noted as coupled convective and radiation heat
transfer coefficient. Change in thermal conductivity has been
visualized by analytical model of moving point heat source. Rate of
cooling has been estimated by using 2-dimensional mathematical
expression of cooling rate and it has shown good agreement with
experimental temperature cycle. Thermophysical properties have been
varied randomly within 0 -10s time span.
Abstract: The power converter that feeds high-frequency, highvoltage
transformers must be carefully designed due to parasitic
components, mainly the secondary winding capacitance and the
leakage inductance, that introduces resonances in relatively lowfrequency
range, next to the switching frequency. This paper
considers applications in which the load (resistive) has an
unpredictable behavior, changing from open to short-circuit condition
faster than the output voltage control loop could react. In this context,
to avoid overvoltage and over current situations, that could damage
the converter, the transformer or the load, it is necessary to find an
operation point that assure the desired output voltage in spite of the
load condition. This can done adjusting the frequency response of the
transformer adding an external inductance, together with selecting the
switching frequency to get stable output voltage independently of the
load.
Abstract: This work presents the result of investigations aimed
at determining the hardness of the welded Chromoly (A 4130) steel
plate of 2” thickness. Multi pass welding for the thick sections was
carried out and analyzed for the Chromoly alloy steel plates. The
study of hardness at the weld metal reveals that there is the presence
of different micro structure products which yields diverse properties.
The welding carried out using GMAW with ER70s-2 electrode.
Single V groove design was selected for the butt joint configuration.
The presence of hydrogen has been suppressed by selecting low
hydrogen electrode. Preheating of the plate prior to welding reduces
the cooling rate which also affects the weld metal microstructure. The
shielding gas composition used in this analysis is 80% Ar-20% CO2.
The experimental analysis gives the detailed study of the hardness of
the material.