February - 2015 (Volume-5 ~ Issue-2 ~ Part-2)

Paper Type

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Research Paper

Title

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Discrete-Time Constrained Portfolio Optimization: Strong Duality Analysis

Country

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China

Authors

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Lan Yi

Page No.

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01-08

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0.4/3021-05220108 aned
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3021-0502-0108 iosrjen
We study in this paper the strong duality for discrete-time convex constrained portfolio selection problems when adopting a risk neutral computational approach. In contrast to the continuous-time models, there is no known result of the existence conditions in discrete-time models to ensure the strong duality. Investigating the relationship among the primal problem, the Lagrangian dual and the Pliska's dual, we prove in this paper that the strong duality can be always guaranteed for constrained convex portfolio optimization problems in discrete-time models when the constraints are expressed by a set of convex inequalities.
Keywords: Portfolio optimization; incomplete market; utility; investment constraints; duality; martingale approach.
[1] S. R. Pliska, Introduction to Mathematical Finance: Discrete Time Models, Blackwell, Oxford, UK, 1997.
[2] J. Cvitanic and I. Karatzas, Convex duality in constrained portfolio optimization, The Annual of Applied Probability, 2(1992), 767–618.
[3] G. L. Xu and S. E. Shreve, A duality method for optimal consumption and investment under short-selling prohibition. i. general market coefficients, The Annals of Applied Probability, 2(1992), 87–112.
[4] G. L. Xu and S. E. Shreve, A duality method for optimal consumption and investment under short-selling prohibition. ii. Constant market coefficients, The Annals of Applied Probability, 2(1992), 314–328.
[5] J. C. Cox and C. F. Huang, Optimal consumption and portfolio policies when asset prices follow a diffusion process, Journal of Economic Theory, 49(1989), 33–83.

 

Paper Type

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Research Paper

Title

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Mathematical Modeling of Unsteady Flow for AL- Kahlaa Regulator River

Country

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Iraq

Authors

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prof. Dr. Saleh I .Khassaf ||, Ameera Mohamad Awad

Page No.

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09-20

aned
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0.4/3021-05220920 aned
iosrjen
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3021-0502-0920 iosrjen

The study of the river flow predictions in open channels is an important issue in hydrology and hydraulics . Consequently, this paper is concerned with studying the unsteady flow that may exist in open channel , and its mathematically governed by the Saint Venant equation using a four-point implicit finite difference scheme. From many hydrologic software, HEC-RAS (Hydrologic Engeneering Center – River Analysis System) is a good choice to develop the hydraulic model of a given river system in the south of Iraq represented by Al- Kahlaa River by a network of main channel and three reach and a total of 57 cross sections with 3 boundary sections for one of the applications . The model is calibrated using the observed weekly stage and flow data . The results show that a good agreement is achieved between the model predicted and the observed data using
the values Manning's(n=0.04) for over bank with the values of Manning's ( n=0.027) for main channel and also with using time weighting factor ( θ ) equal one . Lastly , the AL- Kahlaa River HEC-RAS model has been applied to analyze flows of Al Huwayza marsh feeding rivers ( Al Kahlaa River and its main branches) , evaluation of their hydraulic performance under two hydraulic model scenarios .The results demonstrate that in case of high flow discharge it is found that cross sections flooded and inadequate for such flows. While, flows are remained within cross section extents during drought season .

 

Keywords: Mathematical model, St. Venant equations, Finite difference methods, HEC-RAS

[1] Amein, M., and Fang, C.s., "Implicit Flood Routing in Natural channels, " J. Hydr. Engr., ASCE, 96(12),1970, 2481-2500.

[2] Chow VT, Maidment DR, Mays LW. 1988. "Applied Hydrology , " McGraw-Hill: New York .

[3] Chow VT. 1959. "Open-channel Hydraulics ," McGraw-Hill:New York.

[4] Fread ,D.L., " National Weather Service Operation Dynamic Wave Model, " National Weather Service NOAA, Silver Spring , Md .,1978

[5] Fread, D.L. , "Numerical Properties of Implicit Four-Point Finite Difference Equations of Unsteady Flow," HRL-45, NOAA Tech. Memo NWS HYDRO-18, Hydrologic Research Laboratory, National Weather Service, Silver Spring, Md.,1974

 

Paper Type

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Research Paper

Title

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A Model To Estimate The Earning of Mobile Communication Network Using Sensitivity Analysis

Country

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Sudan

Authors

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Mohammed Tahseen Al Agha || Amin Babiker A. Mustafa

Page No.

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21-24

aned
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0.4/3021-05222124 aned
iosrjen
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3021-0502-2124 iosrjen

This paper provides a simulation-based approach of assessing the risk and uncertainty involved in estimating the expected earnings of a mobile communication company according to traffic intensity principle. The procedure involves using of sensitivity analysis modeling, and spreadsheet software, such as Excel, is a common tool for performing this model. Sensitivity analysis is an analysis that finds out how sensitive an output is to any change in an input while keeping other inputs constant. This leads stakeholders and team risk management to avoid the risks associated to cost by taking attention to the five parameters related to mobile traffic intensity such as number of users, number of calls, call duration, initial cost of call duration, and price of call duration.

 

Keywords: - Decision making, modeling, trunking theory, risk assessment, sensitivity analysis.

[1] Madhusmita Panda, Saraju Prasad Padhy, Traffic Analysis and Optimization of GSM Network, IJCSI International Journal of Computer Science Issues, Special Issue, ICVCI-2011, Vol. 1, Issue 1, November 2011.
[2] Theodore S. Rappaport, Wireless Communications: Principles and Practice (2nd Edition) Prentice Hall | 2011-01-08| English | ANY
[3] William Lee, Wireless and Cellular Communications. McGraw-Hill Professional, 3edition, October 2005.
[4] Eric D. Smith, Ferenc Szidarovszky, William J. Karnavas and A. Terry Bahill, Sensitivity Analysis, a Powerful System Validation Technique, The Open Cybernetics and Systemics Journal, 2008, 2, 39-56 39.
[5] Petar JovanovicÂ, Application of sensitivity analysis in investment project evaluation under uncertainty and risk, International Journal of Project Management Vol. 17, No. 4, pp. 217±222, 1999

 

Paper Type

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Research Paper

Title

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Implementation of Segmentation and Classification Techniques for Mammogram Images

Country

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India

Authors

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Neeta Jog || Arvind Pandey

Page No.

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25-28

aned
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0.4/3021-05222528 aned
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3021-0502-2528 iosrjen

Mammography is an important research field. Mammography Image classification is an area of interest to most of the researchers today. The aim of this paper is to detect the Mammography image for its malignancy. Different methods can be used to detect the malignancy. This paper represents GLDM andGabor feature extraction methods along with SVM and K-NN classifiers.Experiments were conducted on MIAS database. The results show that combination of GLDM feature extractor with SVM classifier is found to give appropriate results.

 

Keywords: Mammography; image classification; GLDM; Gabor;SVM ;K-NN

[1] M. Bertalmio, G. Sapiro, V. Caselles, and C. Ballester, "Image inpainting", in Proc. SIGGRAPH, pp. 417–424, 2000.
[2] A. Criminisi, P. Perez, and K. Toyama, "Region filling and object removal by exemplar-based image inpainting.", IEEE Transactions on Image Processing, vol. 13, no.9, pp. 1200–1212, 2004.
[3] Marcelo Bertalmio, Luminita Vese, Guillermo Sapiro, Stanley Osher, "Simultaneous Structure and Texture Image Inpainting", IEEE Transactions On Image Processing, vol. 12, No. 8, 2003.
[4] Yassin M. Y. Hasan and Lina J. Karam, "Morphological Text Extraction from Images", IEEE Transactions On Image Processing, vol. 9, No. 11, 2000
[5] Eftychios A. Pnevmatikakis, Petros Maragos "An Inpainting System For Automatic Image Structure-Texture Restoration With Text Removal", IEEE trans. 978-1-4244-1764, 2008

 

Paper Type

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Research Paper

Title

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Design Optimisation of Cam Shaft Angle Monitoring System For Industrial Improvements

Country

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India

Authors

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Balasubramaniam.A || Jerwin prabu.A || Mahendra babu.G.R

Page No.

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29-36

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0.4/3021-05222936 aned
iosrjen
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3021-0502-2936 iosrjen

Camshaft is used in the engine for transfers' motion to inlet & exhaust valve. If transfer of motion is not proper then the strokes of the engine will not done in proper way. It also effects on performance of engine. This research deals with the optimization of drive camshaft using the substitution of composite material over the conventional steel material for drive shaft has increasing the advantages of design due to its high specific stiffness and strength. Drive shaft is the main component of drive system of an automobile electronics. Use of conventional steel for manufacturing of drive shaft has many disadvantages such as low specific stiffness and strength. Conventional drive shaft is made up into two parts to increase its fundamental natural bending frequency. As its simplest a camshaft inspection system can consist of a Roll scan, camshaft sensor, sensor arm and manually rotatable stand for the camshaft. The camshaft, which controls when the inlet and exhaust valves open and close, plays a significant role in this process. To Measure the angle of cam shaft with 0.5mm precision level and also control product quality.

 

Keywords: - Cam shaft, LVDT Sensor, Servo Motor, Electro Mechanical Valve, Drive Shaft

[1] J. Binder, New generation ofautomotive sensors to fulfil the requirements of fuel economy and emission control, Sensors and Actuators A—Physical 31 (1–3) (1992) 60–67.
[2] D. Redmond, Practical performances of high-speed measure of gear transmission error or torsion vibrations with optical encoders, Measurement Science and Technology 9 (3) (1998) 347–353.
[3] J.G. Yang, L.J. Pu, Yan, Fault detection in a diesel engine by analyzing the instantaneous angular speed, Mechanical Systems and Signal Processing 15 (3) (2001) 549–564.
[4] S.J. Ovaska, S. Valiviita, Angular acceleration measurement: a review, IEEE Transactions on Instrumentation and Measurement 47 (5) (1998) 1211–1217.
[5] A. Jerwin Prabu, Artificial Intelligence Robotically Assisted Brain Surgery, IOSR Journal of Engineering, Karpagam University, Coimbatore, India, Vol. 04, Issue 05 (May. 2014), ||V4|| PP 09-14.

 

Paper Type

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Research Paper

Title

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Feasibility of Laying Fiber-Optic Cables underwater along River Nile Basin- Sudan Study Case

Country

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Sudan

Authors

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Ammar A. Saleh, || ,Dr. Amin B. A. Mustafa, || , Dr. Ashraf A. Osman

Page No.

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37-41

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0.4/3021-05223741 aned
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3021-0502-3741 iosrjen

Fiber optics cables offers various advantages of over regular cables when used as data transportation medium in today's communication networks. The River Nile basin countries such as Sudan enjoys vast distances that are travelled by the River Nile, offering a natural path for an underwater cable laying areas. In this study, the potential of laying such cables is investigated with Sudan taken as a case study. The socioeconomic impact analysis will be provided, and potential issues and obstacles will be discussed.

 

Keywords: - Communications, Fibers, Network, Optic

[1] Ankit Gambhir, Merits and demerits of optical fiber communication, International Journal of Research in Engineering & Applied Sciences , Vol. 3, Issue 3, 2013, 99 -104 2012, 112-116.
[2] Paul, D. ; Greene, K. ; Koepf, Gerhard A. , "Undersea fiber optic cable communications system of the future: Operational, reliability, and systems considerations", IEEE journal of light technology, Volume: 2 , Issue: 4 , 1984 , Page(s): 414 – 425
[3] Iwamoto, Y., Fukinuki, H., Recent advances in submarine optical fiber cable transmission systems in Japan, IEEE Journal of Lightwave Technology, Volume:3 , Issue: 5 , Oct 1985, pp 1005 – 1016.
[4] Aditi, Preeti, Submarine Optical Cables as a Key Component in Undersea Telecommunications: A Review, International Journal of Application or Innovation in Engineering & Management (IJAIEM), Volume 1, Issue 4, December 2012, pp 79- 83
[5] Submarine Cable Map, TeleGeography, "http://www.submarinecablemap.com/#/country/sudan", updated Jan 27, 2015.

 

Paper Type

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Research Paper

Title

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Proposal For Laying FiberOptic Cables Along Railways Tracks in Sudan

Country

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Sudan

Authors

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Ammar A. Saleh, || , Dr. Amin B. A. Mustafa, || , Dr. Ashraf A. Osman

Page No.

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42-46

aned
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0.4/3021-05224246 aned
iosrjen
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3021-0502-4246 iosrjen

Fiber optics cables offers various advantages of over regular cables when used as data transportation medium in today's communication networks. Many African countries such as the Sudan and South Africa large portions of their land connected through railway networks. Remote areas in such countries are scarcely connected to communication networks other than use of mobile phones communications relying on microwave or satellite communications. Such communications are expensive and inefficient. In this study, a proposal to use the railway networks for establishing fiber optic networks for communication purposes to connect remote cities and towns. The socioeconomic impact analysis will be provided, and potential issues and obstacles will be discussed.

 

Keywords: - Communications, Fibers, Network, Optic

[1] AnkitGambhir, Merits and demerits of optical fiber communication,International Journal of Research in Engineering & Applied Sciences, Vol. 3, Issue 3, 2013, 99 -1042012, 112-116.
[2] British Rail Telecommunications, http://en.wikipedia.org/wiki/British_Rail_Telecommunications
[3] RailTel Corporation of India, http://www.railtelindia.com/index.php?option=com_content&view=article&id=119&Itemid=172&lang=en
[4] Worldbank Data, Rail lines (total route-km), http://data.worldbank.org/indicator/IS.RRS.TOTL.KM
[5] Institute of Developing Economies Japan External Trade Organization (IDE-JETRO), http://www.ide.go.jp/English/Data/Africa_file/Company/sudan05.html
[6] Jane Tanner, New Life for Old Railroads; What Better Place to Lay Miles of Fiber Optic Cable, NewYork Times, May 6, 2000,http://www.nytimes.com/2000/05/06/business/new-life-for-old-railroads-what-better-place-to-lay-miles-of-fiber-optic-cable.html

 

Paper Type

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Research Paper

Title

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Investigating the Use of Spliced Swimmer Bars as Shear Reinforcement in Reinforced Concrete Beams

Country

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Sudan

Authors

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Moayyad M. Al-Nasra, || , Naiem M. Asha

Page No.

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47-54

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0.4/3021-05224754 aned
iosrjen
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3021-0502-4754 iosrjen

Due to the unsafe mode of shear failure in reinforced concrete beams, designers may find themselves reluctant to use higher factor of safety. Shear failure in reinforced concrete beams is one of the most undesirable modes of failure due to its rapid progression. This sudden type of failure made it necessary to explore more effective ways to design these beams for shear. The cost and safety of shear reinforcement in reinforced concrete beams led to the study of other alternatives. In this study three different shear reinforcements are used to study the effect of each type of shear reinforcement on the shear performance of reinforced concrete beams. These beams were prepared, each with different type of shear reinforcements. The first beam is considered as the control sample which used standard stirrups, the second beam used welded swimmer bars, and the third beam used spliced swimmer bars. Beam shear strength as well as beam deflection are the main two parameters considered in this study. Swimmer bar system is a new type of shear reinforcement. It is a small inclined bars, with its both ends bent horizontally for a short distance and welded, bolted, or spliced to both top and bottom flexural steel reinforcement. Welding swimmer bars to longitudinal flexural steel reinforcement in reinforced concrete beams is considered undesirable in civil engineering practice for many reasons including quality control of the weld, safety, and long term effect. Splicing swimmer bars with the longitudinal flexural steel bars is a solution to the welding problem Special new shape of swimmer bars is used for this purpose. Regardless of the number of swimmer bars used in each inclined plane, the swimmer bars form plane-crack interceptor system instead of bar-crack interceptor system when stirrups are used. The results of the three tested beams will be presented and discussed in this study. Also the deflection of the beams due to the gradual applied load is monitored and discussed. Cracks will be monitored and recorded during the beam test as the applied load increases.

 

Keywords: - Swimmer bar, Deflection, Shear, Crack, Stirrup

[1] Al-Nasra, M.M., and Wang, L.R.L., 1994, Parametric Study of Slab-On-Grade Problems: Due to Initial Warping and Point Loads. ACI Structural Journal, Vol. 91 No. 2. http://www.concrete.org/PUBS/JOURNALS/OLJDetails.asp?Home=SJ&ID=4596
[2] Moayyad Al-Nasra, Naeim Asha, "The Use of Bolted U—Link Swimmer Bars in the Reinforced Concrete Beams," International Organization of Scientific Research, Journal of Engineering (IOSRJEN), Vol. 3 , Issue 10 , Version 5, ISSN Print: 2278-8719, ISSN Online: 2250-3021, DOI: 10.9790/3021-031052632, ANED: 0.4/3021- 031052632, http://www.iosrjen.org, Pages 26-32, October, 2013

[3] Piyamahant, (2002) , Shear behavior of reinforced concrete beams with small amount of web reinforcement, M. Eng. Dissertation, Kochi University of Technology, Japan

[4] Lesley H. Sneed and Julio A. 2008, Effect of Depth on the Shear Strength of Concrete Beams without Shear Reinforcement, USA Portland and cement Association. http://www.cement.org/exec2/11-03-08.htm

[5] Noor Hamid (2005). The Use of Horizontal and Inclined Bars as Shear Reinforcement , Master Thesis, University of Technology , Malaysia, http://sunzi.lib.hku.hk/hkuto/record/B26643352.

 

Paper Type

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Research Paper

Title

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A Survey on IEEE Standards for Mobile Ad Hoc Networks

Country

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Sudan

Authors

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K. Praveen Kumar Rao, || Dr. K. Kalaiarasi

Page No.

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55-64

aned
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0.4/3021-05225564 aned
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3021-0502-5564 iosrjen

Mobile Ad Hoc Networks ( MANETs ) are complex distributed systems that comprise wireless mobile nodes that can freely and dynamically self – organize into arbitrary and temporary " ad hoc " network topologies, allowing people and devices to internetwork in areas with no pre – existing communication infrastructure. Adhoc networking concept is not a new one, having been around in various forms for over two decades. Unlike traditional mobile wireless networks, ad hoc networks do not rely on any fixed infrastructure. Instead, hosts rely on each other to keep the network connected. The growth of laptops and 802.11 / Wi – Fi wireless networking has made MANETs a popular research topic. The introduction of new technologies such as IEEE 802.11, 802.15, 802.15.4, 802.16, 802.20 are helping to enable eventual commercial MANET deployments outside the military domains. These recent evolutions have been generating a renewed and growing interest in the research and development of MANET. This paper attempts to provide an overview of this dynamic field. It explains the important role that mobile ad hoc networks play in the evolution of future wireless technologies, its characteristics, capabilities and the architecture of MANET. It also explains the IEEE standard 802.11 for Wireless LANs ( WLANs ) and all the circumventing design issues and how it can be used to enable ad hoc networking.

Keywords: - Ad Hoc network, MANET, IEEE 802.11, MAC.

[1]. G. A. Halls, HIPERLAN : The high performance radio local area network standard, Electronics and Communication Engineering Journal, December, 1994
[2]. Angela Doufexi, Simon Armour, Peter Karlson, Andrew Nix, David Bull, A comparison of HIPERLAN / 2 and IEEE 802.11a, Centre for Communication Research, University of Bristol, UK Technical Report
[3]. IEEE standard 802.11, Wireless LAN Medium Access Control ( MAC ) and Physical layer ( PHY ) specifications, August 1999.
[4]. B. Crow, I. Widjaja, J. D. Kim and P. T. Sakai, IEEE : 802.11 : Wireless Local Area Networks, September 1997.
[5]. L. Klienrock and F. Tobagi, Packet Switching in Radio Channel, Part II – The Hidden Teminal Problem in Carrier Sense Multiple Access and the Busy Tone Solution, IEEE Transactions on Communications, Volume 23, pp. 1417 – 1433, 1975.
 

Paper Type

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Research Paper

Title

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Role of Ammonia on Structural, Electrical, FTIR and Optical Studies of Fes2 Films Formed by CBD Process

Country

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Sudan

Authors

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Vedavathi A,|| Ramakrishna Reddy K T || Munikrishna Reddy Y

Page No.

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65-70

aned
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0.4/3021-05226570 aned
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3021-0502-6570 iosrjen

Thin films of iron pyrite (FeS2) had been grown by chemical bath deposition method (CBD) using iron sulphate and thiourea as precursors. Ammonia and Ethylene Diamine Tetraacetic Acid (EDTA) were used as the complexing agents. The films were deposited using different ammonia concentrations (AC) that vary from 10M to 14M, keeping the other growth parameters constant. The structural, optical and electrical properties of the films had been investigated using appropriate techniques. The increase of AC had a significant effect on the crystalline phase of FeS2 films. The X- ray diffraction spectra revealed a dominant (110) plane with marcasite phase at AC=10M that changed into pure pyrite phase with increase of AC to 14M. The later phase has a strong (200) plane as the preferred orientation. All the grown films had homogeneous and uniform surface morphology. The Fourier transform infra-red spectra (FTIR) indicated the –OH, C-H and S-O stretching vibration modes. The films exhibited two optical band gaps i.e. an indirect band gap in the range, 0.99 – 0.96 eV and a direct band gap varying from 1.28 eV to 1.14 eV with increase of AC from 10M to 14M. The resistivity of the polycrystalline films was observed to be varied from 0.02Ω-cm to 0.005Ω-cm with the ammonia concentration which was much higher than that of the Si and CdS thin films.

 

Keywords: - Chemical Bath Deposition, FTIR, Iron pyrite thin films, SEM, XRD

[1]. M.Yamamoto, A.Nakamura, E.L. Li Seki, A. Hashimoto, S. Nakamura, Solar Energy Mat. & Solar Cells, 75, 2003, 451.
[2]. Nocholas Berry, Ming Cheng, Craig L Perkins, Moritz Limpinsel, John C Hemminger, Adv. Ener. Mater., 2, 2012, 1124.
[3]. Kaiwen Sun, Zhenghua Su, Jia Yang, Zili Han, Fangyang Liu, Yanqing Lai, Jie Li, Yexiang Liu, Thin Solid Films, 542, 2013, 123.
[4]. Shuling Liu, Miaomiao Li, Shu Li, Honglin Li, Lu Yan, Appl. Sur. Sci, 2013, 268.
[5]. Masood Akthar, Ahmed Lutfi abdelhade, M Azad Malik, Paul O Brien, J. Of Cryst. Growth, 346, 2012, 106.