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: The error monitoring and processing system, EMPS is
the system located in the substantia nigra of the midbrain, basal
ganglia and cortex of the forebrain, and plays a leading role in error
detection and correction. The main components of EMPS are the
dopaminergic system and anterior cingulate cortex. Although, recent
studies show that alcohol disrupts the EMPS, the ways in which
alcohol affects this system are poorly understood. Based on current
literature data, here we suggest a hypothesis of alcohol-related
glucose-dependent system of error monitoring and processing, which
holds that the disruption of the EMPS is related to the competency of
glucose homeostasis regulation, which in turn may determine the
dopamine level as a major component of EMPS. Alcohol may
indirectly disrupt the EMPS by affecting dopamine level through
disorders in blood glucose homeostasis regulation.
Abstract: Hybrid photovoltaic thermal (PV/T) solar system comprises a solar collector which is disposed on photovoltaic solar cells. The disadvantage of a conventional photovoltaic cell is that its performance decreases as the temperature increases. Indeed, part of the solar radiation is converted into electricity and is dissipated as heat, increasing the temperature of the photovoltaic cell with respect to the ambient temperature. The objective of this work is to study experimentally and implement a hybrid prototype to evaluate electrical and thermal performance. In this paper, an experimental study of two new configurations of hybrid collectors is exposed. The results are given and interpreted. The two configurations of absorber studied are a new combination with tubes and galvanized tank, the other is a tubes and sheet.
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: Based on the sources- smoothed rank profile (SRP) and modified minimum description length (MMDL) principle, a method for estimation of the source coherency structure (SCS) and the number of wideband sources is proposed in this paper. Instead of focusing, we first use a spatial smoothing technique to pre-process the array covariance matrix of each frequency for de-correlating the sources and then use smoothed rank profile to determine the SCS and the number of wideband sources. We demonstrate the availability of the method by numerical simulations.
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: This paper presents a sensor-based motion planning algorithm for 3-DOF car-like robots with a nonholonomic constraint. Similar to the classic Bug family algorithms, the proposed algorithm enables the car-like robot to navigate in a completely unknown environment using only the range sensor information. The car-like robot uses the local range sensor view to determine the local path so that it moves towards the goal. To guarantee that the robot can approach the goal, the two modes of motion are repeated, termed motion-to-goal and wall-following. The motion-to-goal behavior lets the robot directly move toward the goal, and the wall-following behavior makes the robot circumnavigate the obstacle boundary until it meets the leaving condition. For each behavior, the nonholonomic motion for the car-like robot is planned in terms of the instantaneous turning radius. The proposed algorithm is implemented to the real robot and the experimental results show the performance of proposed algorithm.
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: Textile structures are engineered and fabricated to
meet worldwide structural applications. Nevertheless, research
varying textile structure on natural fibre as composite reinforcement
was found to be very limited. Most of the research is focusing on
short fibre and random discontinuous orientation of the reinforcement
structure. Realizing that natural fibre (NF) composite had been
widely developed to be used as synthetic fibre composite
replacement, this research attempted to examine the influence of
woven and cross-ply laminated structure towards its mechanical
performances. Laminated natural fibre composites were developed
using hand lay-up and vacuum bagging technique. Impact and
flexural strength were investigated as a function of fibre type (coir
and kenaf) and reinforcement structure (imbalanced plain woven,
0°/90° cross-ply and +45°/-45° cross-ply). Multi-level full factorial
design of experiment (DOE) and analysis of variance (ANOVA) was
employed to impart data as to how fibre type and reinforcement
structure parameters affect the mechanical properties of the
composites. This systematic experimentation has led to determination
of significant factors that predominant influences the impact and
flexural properties of the textile composites. It was proven that both
fibre type and reinforcement structure demonstrated significant
difference results. Overall results indicated that coir composite and
woven structure exhibited better impact and flexural strength. Yet,
cross-ply composite structure demonstrated better fracture resistance.
Abstract: This paper presents an algorithm of particle swarm
optimization with reduction for global optimization problems. Particle
swarm optimization is an algorithm which refers to the collective
motion such as birds or fishes, and a multi-point search algorithm
which finds a best solution using multiple particles. Particle
swarm optimization is so flexible that it can adapt to a number
of optimization problems. When an objective function has a lot of
local minimums complicatedly, the particle may fall into a local
minimum. For avoiding the local minimum, a number of particles are
initially prepared and their positions are updated by particle swarm
optimization. Particles sequentially reduce to reach a predetermined
number of them grounded in evaluation value and particle swarm
optimization continues until the termination condition is met. In order
to show the effectiveness of the proposed algorithm, we examine the
minimum by using test functions compared to existing algorithms.
Furthermore the influence of best value on the initial number of
particles for our algorithm is discussed.
Abstract: The image segmentation method described in this
paper has been developed as a pre-processing stage to be used in
methodologies and tools for video/image indexing and retrieval by
content. This method solves the problem of whole objects extraction
from background and it produces images of single complete objects
from videos or photos. The extracted images are used for calculating
the object visual features necessary for both indexing and retrieval
processes.
The segmentation algorithm is based on the cooperation among an
optical flow evaluation method, edge detection and region growing
procedures. The optical flow estimator belongs to the class of
differential methods. It permits to detect motions ranging from a
fraction of a pixel to a few pixels per frame, achieving good results in
presence of noise without the need of a filtering pre-processing stage
and includes a specialised model for moving object detection.
The first task of the presented method exploits the cues from
motion analysis for moving areas detection. Objects and background
are then refined using respectively edge detection and seeded region
growing procedures. All the tasks are iteratively performed until
objects and background are completely resolved.
The method has been applied to a variety of indoor and outdoor
scenes where objects of different type and shape are represented on
variously textured background.
Abstract: The occurrence and removal of trace organic
contaminants in the aquatic environment has become a focus of
environmental concern. For the selective removal of carbamazepine
from loaded waters molecularly imprinted polymers (MIPs) were
synthesized with carbamazepine as template. Parameters varied were
the type of monomer, crosslinker, and porogen, the ratio of starting
materials, and the synthesis temperature. Best results were obtained
with a template to crosslinker ratio of 1:20, toluene as porogen, and
methacrylic acid (MAA) as monomer. MIPs were then capable to
recover carbamazepine by 93% from a 10-5 M landfill leachate
solution containing also caffeine and salicylic acid. By comparison,
carbamazepine recoveries of 75% were achieved using a nonimprinted
polymer (NIP) synthesized under the same conditions, but
without template. In landfill leachate containing solutions
carbamazepine was adsorbed by 93-96% compared with an uptake of
73% by activated carbon. The best solvent for desorption was
acetonitrile, with which the amount of solvent necessary and dilution
with water was tested. Selected MIPs were tested for their reusability
and showed good results for at least five cycles. Adsorption
isotherms were prepared with carbamazepine solutions in the
concentration range of 0.01 M to 5*10-6 M. The heterogeneity index
showed a more homogenous binding site distribution.
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: Ever since industrial revolution began, our ecosystem
has changed. And indeed, the negatives outweigh the positives.
Industrial waste usually released into all kinds of body of water, such
as river or sea. Tempeh waste is one example of waste that carries
many hazardous and unwanted substances that will affect the
surrounding environment. Tempeh is a popular fermented food in
Asia which is rich in nutrients and active substances. Tempeh liquid
waste- in particular- can cause an air pollution, and if penetrates
through the soil, it will contaminates ground-water, making it
unavailable for the water to be consumed. Moreover, bacteria will
thrive within the polluted water, which often responsible for causing
many kinds of diseases. The treatment used for this chemical waste is
biological treatment such as constructed wetland and activated
sludge. These kinds of treatment are able to reduce both physical and
chemical parameters altogether such as temperature, TSS, pH, BOD,
COD, NH3-N, NO3-N, and PO4-P. These treatments are implemented
before the waste is released into the water. The result is a
comparation between constructed wetland and activated sludge,
along with determining which method is better suited to reduce the
physical and chemical subtances of the waste.
Abstract: Fine alignment of main ship power plants mechanisms
and shaft lines provides long-term and failure-free performance of
propulsion system while fast and high-quality installation of
mechanisms and shaft lines decreases common labor intensity. For
checking shaft line allowed stress and setting its alignment it is
required to perform calculations considering various stages of life
cycle. In 2012 JSC SSTC developed special software complex
“Shaftline” for calculation of alignment of having its own I/O
interface and display of shaft line 3D model. Alignment of shaft line
as per bearing loads is rather labor-intensive procedure. In order to
decrease its duration, JSC SSTC developed automated alignment
system from ship power plants mechanisms. System operation
principle is based on automatic simulation of design load on bearings.
Initial data for shaft line alignment can be exported to automated
alignment system from PC “Shaft line”.
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: A homologous series of aromatic esters, 4-nalkanoyloxybenzylidene-
4--bromoanilines, nABBA,
consisting of two 1,4-disubstituted phenyl cores and a Schiff
base central linkage was synthesized. All the members can be
differed by the number of carbon atoms at terminal
alkanoyloxy chain (CnH2n-1COO-, n = 2, 6, 18). The molecular
structure of nABBA was confirmed with infrared
spectroscopy, nuclear magnetic resonance (NMR)
spectroscopy and electron-ionization mass (EI-MS)
spectrometry. Mesomorphic properties were studied using
differential scanning calorimetry and polarizing optical
microscopy.
Abstract: one of the significant factors for improving the
accuracy of Land Surface Temperature (LST) retrieval is the correct
understanding of the directional anisotropy for thermal radiance. In
this paper, the multiple scattering effect between heterogeneous
non-isothermal surfaces is described rigorously according to the
concept of configuration factor, based on which a directional thermal
radiance model is built, and the directional radiant character for urban
canopy is analyzed. The model is applied to a simple urban canopy
with row structure to simulate the change of Directional Brightness
Temperature (DBT). The results show that the DBT is aggrandized
because of the multiple scattering effects, whereas the change range of
DBT is smoothed. The temperature difference, spatial distribution,
emissivity of the components can all lead to the change of DBT. The
“hot spot" phenomenon occurs when the proportion of high
temperature component in the vision field came to a head. On the other
hand, the “cool spot" phenomena occur when low temperature
proportion came to the head. The “spot" effect disappears only when
the proportion of every component keeps invariability. The model
built in this paper can be used for the study of directional effect on
emissivity, the LST retrieval over urban areas and the adjacency effect
of thermal remote sensing pixels.