Abstract: German electricity European options on futures using
Lévy processes for the underlying asset are examined. Implied
volatility evolution, under each of the considered models, is
discussed after calibrating for the Merton jump diffusion (MJD),
variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman,
Madan and Yor (CGMY) and the Black and Scholes (B&S) model.
Implied volatility is examined for the entire sample period, revealing
some curious features about market evolution, where data fitting
performances of the five models are compared. It is shown that
variance gamma processes provide relatively better results and that
implied volatility shows significant differences through time, having
increasingly evolved. Volatility changes for changed uncertainty, or
else, increasing futures prices and there is evidence for the need to
account for seasonality when modelling both electricity spot/futures
prices and volatility.
Abstract: In wireless and mobile communications, this progress
provides opportunities for introducing new standards and improving
existing services. Supporting multimedia traffic with wireless networks
quality of service (QoS). In this paper, a grey-fuzzy controller for radio
resource management (GF-RRM) is presented to maximize the number
of the served calls and QoS provision in wireless networks. In a
wireless network, the call arrival rate, the call duration and the
communication overhead between the base stations and the control
center are vague and uncertain. In this paper, we develop a method to
predict the cell load and to solve the RRM problem based on the
GF-RRM, and support the present facility has been built on the
application-level of the wireless networks. The GF-RRM exhibits the
better adaptability, fault-tolerant capability and performance than other
algorithms. Through simulations, we evaluate the blocking rate, update
overhead, and channel acquisition delay time of the proposed method.
The results demonstrate our algorithm has the lower blocking rate, less
updated overhead, and shorter channel acquisition delay.
Abstract: In this paper, we consider a two-neuron system with time-delayed connections between neurons. By analyzing the associated characteristic transcendental equation, its linear stability is investigated and Hopf bifurcation is demonstrated. Some explicit formulae for determining the stability and the direction of the Hopf bifurcation periodic solutions bifurcating from Hopf bifurcations are obtained by using the normal form theory and center manifold theory. Some numerical simulation results are given to support the theoretical predictions. Finally, main conclusions are given.
Abstract: In this paper, the shape design process is briefly discussed emphasizing the use of topology optimization in the conceptual design stage. The basic idea is to view feasible domains for sensitivity region concepts. In this method, the main process consists of two steps: as the design moves further inside the feasible domain using Taguchi method, and thus becoming more successful topology optimization, the sensitivity region becomes larger. In designing a double-eccentric butterfly valve, related to hydrodynamic performance and disc structure, are discussed where the use of topology optimization has proven to dramatically improve an existing design and significantly decrease the development time of a shape design. Computational Fluid Dynamics (CFD) analysis results demonstrate the validity of this approach.
Abstract: In this work, position vector of a time-like dual curve
according to standard frame of D31
is investigated. First, it is proven
that position vector of a time-like dual curve satisfies a dual vector
differential equation of fourth order. The general solution of this dual
vector differential equation has not yet been found. Due to this, in
terms of special solutions, position vectors of some special time-like
dual curves with respect to standard frame of D31
are presented.
Abstract: A new reverse phase-high performance liquid chromatography (RP-HPLC) method with fluorescent detector (FLD) was developed and optimized for Norfloxacin determination in human plasma. Mobile phase specifications, extraction method and excitation and emission wavelengths were varied for optimization. HPLC system contained a reverse phase C18 (5 μm, 4.6 mm×150 mm) column with FLD operated at excitation 330 nm and emission 440 nm. The optimized mobile phase consisted of 14% acetonitrile in buffer solution. The aqueous phase was prepared by mixing 2g of citric acid, 2g sodium acetate and 1 ml of triethylamine in 1 L of Milli-Q water was run at a flow rate of 1.2 mL/min. The standard curve was linear for the range tested (0.156–20 μg/mL) and the coefficient of determination was 0.9978. Aceclofenac sodium was used as internal standard. A detection limit of 0.078 μg/mL was achieved. Run time was set at 10 minutes because retention time of norfloxacin was 0.99 min. which shows the rapidness of this method of analysis. The present assay showed good accuracy, precision and sensitivity for Norfloxacin determination in human plasma with a new internal standard and can be applied pharmacokinetic evaluation of Norfloxacin tablets after oral administration in human.
Abstract: The Time-Domain Boundary Element Method (TDBEM)
is a well known numerical technique that handles quite
properly dynamic analyses considering infinite dimension media.
However, when these analyses are also related to nonlinear behavior,
very complex numerical procedures arise considering the TD-BEM,
which may turn its application prohibitive. In order to avoid this
drawback and model nonlinear infinite media, the present work
couples two BEM formulations, aiming to achieve the best of two
worlds. In this context, the regions expected to behave nonlinearly
are discretized by the Domain Boundary Element Method (D-BEM),
which has a simpler mathematical formulation but is unable to deal
with infinite domain analyses; the TD-BEM is employed as in the
sense of an effective non-reflexive boundary. An iterative procedure
is considered for the coupling of the TD-BEM and D-BEM, which is
based on a relaxed renew of the variables at the common interfaces.
Elastoplastic models are focused and different time-steps are allowed
to be considered by each BEM formulation in the coupled analysis.
Abstract: The development of wireless communication technologies has changed our living style in global level. After the international success of mobile telephony standards, the location and time independent voice connection has become a default method in daily telecommunications. As for today, highly advanced multimedia messaging plays a key role in value added service handling. Along with evolving data services, the need for more complex applications can be seen, including the mobile usage of broadcast technologies. Here performance of a system design for terrestrial multimedia content is examined with emphasis on mobile reception. This review paper has accommodated the understanding of physical layer role and the flavour of terrestrial channel effects on the terrestrial multimedia transmission using OFDM keeping DVB-H as benchmark standard.
Abstract: This paper presents a cold flow simulation study of a small gas turbine combustor performed using laboratory scale test rig. The main objective of this investigation is to obtain physical insight of the main vortex, responsible for the efficient mixing of fuel and air. Such models are necessary for predictions and optimization of real gas turbine combustors. Air swirler can control the combustor performance by assisting in the fuel-air mixing process and by producing recirculation region which can act as flame holders and influences residence time. Thus, proper selection of a swirler is needed to enhance combustor performance and to reduce NOx emissions. Three different axial air swirlers were used based on their vane angles i.e., 30°, 45°, and 60°. Three-dimensional, viscous, turbulent, isothermal flow characteristics of the combustor model operating at room temperature were simulated via Reynolds- Averaged Navier-Stokes (RANS) code. The model geometry has been created using solid model, and the meshing has been done using GAMBIT preprocessing package. Finally, the solution and analysis were carried out in a FLUENT solver. This serves to demonstrate the capability of the code for design and analysis of real combustor. The effects of swirlers and mass flow rate were examined. Details of the complex flow structure such as vortices and recirculation zones were obtained by the simulation model. The computational model predicts a major recirculation zone in the central region immediately downstream of the fuel nozzle and a second recirculation zone in the upstream corner of the combustion chamber. It is also shown that swirler angles changes have significant effects on the combustor flowfield as well as pressure losses.
Abstract: Reducing energy consumption of embedded systems requires careful memory management. It has been shown that Scratch- Pad Memories (SPMs) are low size, low cost, efficient (i.e. energy saving) data structures directly managed at the software level. In this paper, the focus is on heuristic methods for SPMs management. A method is efficient if the number of accesses to SPM is as large as possible and if all available space (i.e. bits) is used. A Tabu Search (TS) approach for memory management is proposed which is, to the best of our knowledge, a new original alternative to the best known existing heuristic (BEH). In fact, experimentations performed on benchmarks show that the Tabu Search method is as efficient as BEH (in terms of energy consumption) but BEH requires a sorting which can be computationally expensive for a large amount of data. TS is easy to implement and since no sorting is necessary, unlike BEH, the corresponding sorting time is saved. In addition to that, in a dynamic perspective where the maximum capacity of the SPM is not known in advance, the TS heuristic will perform better than BEH.
Abstract: The various types of frequent pattern discovery
problem, namely, the frequent itemset, sequence and graph mining
problems are solved in different ways which are, however, in certain
aspects similar. The main approach of discovering such patterns can
be classified into two main classes, namely, in the class of the levelwise
methods and in that of the database projection-based methods.
The level-wise algorithms use in general clever indexing structures
for discovering the patterns. In this paper a new approach is proposed
for discovering frequent sequences and tree-like patterns efficiently
that is based on the level-wise issue. Because the level-wise
algorithms spend a lot of time for the subpattern testing problem, the
new approach introduces the idea of using automaton theory to solve
this problem.
Abstract: The paper explores the development of an optimization of method and apparatus for retrieving extended high dynamic range from digital negative image. Architectural photo imaging can benefit from high dynamic range imaging (HDRI) technique for preserving and presenting sufficient luminance in the shadow and highlight clipping image areas. The HDRI technique that requires multiple exposure images as the source of HDRI rendering may not be effective in terms of time efficiency during the acquisition process and post-processing stage, considering it has numerous potential imaging variables and technical limitations during the multiple exposure process. This paper explores an experimental method and apparatus that aims to expand the dynamic range from digital negative image in HDRI environment. The method and apparatus explored is based on a single source of RAW image acquisition for the use of HDRI post-processing. It will cater the optimization in order to avoid and minimize the conventional HDRI photographic errors caused by different physical conditions during the photographing process and the misalignment of multiple exposed image sequences. The study observes the characteristics and capabilities of RAW image format as digital negative used for the retrieval of extended high dynamic range process in HDRI environment.
Abstract: This article demonstrated development of
controlled release system of an NSAID drug, Diclofenac
sodium employing different ratios of Ethyl cellulose.
Diclofenac sodium and ethyl cellulose in different proportions
were processed by microencapsulation based on phase
separation technique to formulate microcapsules. The
prepared microcapsules were then compressed into tablets to
obtain controlled release oral formulations. In-vitro evaluation
was performed by dissolution test of each preparation was
conducted in 900 ml of phosphate buffer solution of pH 7.2
maintained at 37 ± 0.5 °C and stirred at 50 rpm. At predetermined
time intervals (0, 0.5, 1.0, 1.5, 2, 3, 4, 6, 8, 10, 12,
16, 20 and 24 hrs). The drug concentration in the collected
samples was determined by UV spectrophotometer at 276 nm.
The physical characteristics of diclofenac sodium
microcapsules were according to accepted range. These were
off-white, free flowing and spherical in shape. The release
profile of diclofenac sodium from microcapsules was found to
be directly proportional to the proportion of ethylcellulose and
coat thickness. The in-vitro release pattern showed that with
ratio of 1:1 and 1:2 (drug: polymer), the percentage release of
drug at first hour was 16.91 and 11.52 %, respectively as
compared to 1:3 which is only 6.87 % with in this time. The
release mechanism followed higuchi model for its release
pattern. Tablet Formulation (F2) of present study was found
comparable in release profile the marketed brand Phlogin-SR,
microcapsules showed an extended release beyond 24 h.
Further, a good correlation was found between drug release
and proportion of ethylcellulose in the microcapsules.
Microencapsulation based on coacervation found as good
technique to control release of diclofenac sodium for making
the controlled release formulations.
Abstract: Two geometrically nonlinear plate theories, based either on first- or third-order transverse shear deformation theory are used for finite element modeling and simulation of the transient response of smart structures incorporating piezoelectric layers. In particular the time histories of nonlinear vibrations and sensor voltage output of a thin beam with a piezoelectric patch bonded to the surface due to an applied step force are studied.
Abstract: Program slicing is the task of finding all statements in
a program that directly or indirectly influence the value of a variable
occurrence. The set of statements that can affect the value of a
variable at some point in a program is called a program backward
slice. In several software engineering applications, such as program
debugging and measuring program cohesion and parallelism, several
slices are computed at different program points. The existing
algorithms for computing program slices are introduced to compute a
slice at a program point. In these algorithms, the program, or the
model that represents the program, is traversed completely or
partially once. To compute more than one slice, the same algorithm
is applied for every point of interest in the program. Thus, the same
program, or program representation, is traversed several times.
In this paper, an algorithm is introduced to compute all forward
static slices of a computer program by traversing the program
representation graph once. Therefore, the introduced algorithm is
useful for software engineering applications that require computing
program slices at different points of a program. The program
representation graph used in this paper is called Program Dependence
Graph (PDG).
Abstract: This paper considers the robust exponential stability issues for a class of uncertain switched neutral system which delays switched according to the switching rule. The system under consideration includes both stable and unstable subsystems. The uncertainties considered in this paper are norm bounded, and possibly time varying. Based on multiple Lyapunov functional approach and dwell-time technique, the time-dependent switching rule is designed depend on the so-called average dwell time of stable subsystems as well as the ratio of the total activation time of stable subsystems and unstable subsystems. It is shown that by suitably controlling the switching between the stable and unstable modes, the robust stabilization of the switched uncertain neutral systems can be achieved. Two simulation examples are given to demonstrate the effectiveness of the proposed method.
Abstract: Structured catalysts formed from the growth of
zeolites on substrates is an area of increasing interest due to the
increased efficiency of the catalytic process, and the ability to
provide superior heat transfer and thermal conductivity for both
exothermic and endothermic processes.
However, the generation of structured catalysts represents a
significant challenge when balancing the relationship variables
between materials properties and catalytic performance, with the
Na2O, H2O and Al2O3 gel composition paying a significant role in
this dynamic, thereby affecting the both the type and range of
application.
The structured catalyst films generated as part of this
investigation have been characterised using a range of techniques,
including X-ray diffraction (XRD), Electron microscopy (SEM),
Energy Dispersive X-ray analysis (EDX) and Thermogravimetric
Analysis (TGA), with the transition from oxide-on-alloy wires to
hydrothermally synthesised uniformly zeolite coated surfaces being
demonstrated using both SEM and XRD. The robustness of the
coatings has been ascertained by subjecting these to thermal cycling
(ambient to 550oC), with the results indicating that the synthesis time
and gel compositions have a crucial effect on the quality of zeolite
growth on the FeCrAlloy wires.
Finally, the activity of the structured catalyst was verified by a
series of comparison experiments with standard zeolite Y catalysts in
powdered pelleted forms.
Abstract: In any trust model, the two information sources that a peer relies on to predict trustworthiness of another peer are direct experience as well as reputation. These two vital components evolve over time. Trust evolution is an important issue, where the objective is to observe a sequence of past values of a trust parameter and determine the future estimates. Unfortunately, trust evolution algorithms received little attention and the proposed algorithms in the literature do not comply with the conditions and the nature of trust. This paper contributes to this important problem in the following ways: (a) presents an algorithm that manages and models trust evolution in a P2P environment, (b) devises new mechanisms for effectively maintaining trust values based on the conditions that influence trust evolution , and (c) introduces a new methodology for incorporating trust-nurture incentives into the trust evolution algorithm. Simulation experiments are carried out to evaluate our trust evolution algorithm.
Abstract: Solar power plants(SPPs) have shown a lot of good outcomes
in providing a various functions depending on industrial expectations by
deploying ad-hoc networking with helps of light loaded and battery powered
sensor nodes. In particular, it is strongly requested to develop an algorithm to
deriver the sensing data from the end node of solar power plants to the sink node
on time. In this paper, based on the above observation we have proposed an
IEEE802.15.4 based self routing scheme for solar power plants. The proposed
beacon based priority routing Algorithm (BPRA) scheme utilizes beacon
periods in sending message with embedding the high priority data and thus
provides high quality of service(QoS) in the given criteria. The performance
measures are the packet Throughput, delivery, latency, total energy
consumption. Simulation results under TinyOS Simulator(TOSSIM) have
shown the proposed scheme outcome the conventional Ad hoc On-Demand
Distance Vector(AODV) Routing in solar power plants.
Abstract: This paper describes the development of a fully
automated measurement software for antenna radiation pattern
measurements in a Compact Antenna Test Range (CATR). The
CATR has a frequency range from 2-40 GHz and the measurement
hardware includes a Network Analyzer for transmitting and
Receiving the microwave signal and a Positioner controller to control
the motion of the Styrofoam column. The measurement process
includes Calibration of CATR with a Standard Gain Horn (SGH)
antenna followed by Gain versus angle measurement of the Antenna
under test (AUT). The software is designed to control a variety of
microwave transmitter / receiver and two axis Positioner controllers
through the standard General Purpose interface bus (GPIB) interface.
Addition of new Network Analyzers is supported through a slight
modification of hardware control module. Time-domain gating is
implemented to remove the unwanted signals and get the isolated
response of AUT. The gated response of the AUT is compared with
the calibration data in the frequency domain to obtain the desired
results. The data acquisition and processing is implemented in
Agilent VEE and Matlab. A variety of experimental measurements
with SGH antennas were performed to validate the accuracy of
software. A comparison of results with existing commercial
softwares is presented and the measured results are found to be
within .2 dBm.