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2015

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Full-Text Articles in Engineering

Spare Parts On Demand Using Additive Manufacturing : A Simulation Model For Cost Evaluation., Stefan Jedeck Dec 2015

Spare Parts On Demand Using Additive Manufacturing : A Simulation Model For Cost Evaluation., Stefan Jedeck

Electronic Theses and Dissertations

Little is known about the impact of additive manufacturing in the spare part supply chain. A few studies are available, but they focus on specific parts and their applications only. A general model, which can be adapted to different applications, is nonexistent. This dissertation proposes a decision making framework that enables an interested practitioner/manager to decide whether using additive manufacturing to make spare parts on demand is economical when compared to conventional warehousing strategy. The framework consists of two major components: a general discrete event simulation model and a process of designing a wide range of simulation scenarios. The goal …


Applying A Novel Combination Of Techniques To Develop A Predictive Model For Diabetes Complications, Mohsen Sangi, Khin Than Win, Farid Shirvani, Mohammad-Reza Namazi-Rad, Nagesh Shukla Sep 2015

Applying A Novel Combination Of Techniques To Develop A Predictive Model For Diabetes Complications, Mohsen Sangi, Khin Than Win, Farid Shirvani, Mohammad-Reza Namazi-Rad, Nagesh Shukla

Nagesh Shukla

No abstract provided.


A Lifetime Individual Sampling Model (Ism) For Heroin Use And Treatment Evaluation In Australia, Nagesh Shukla, Van Hoang, Marian Shahanan, Alison Ritter, Vu Lam Cao, Pascal Perez Sep 2015

A Lifetime Individual Sampling Model (Ism) For Heroin Use And Treatment Evaluation In Australia, Nagesh Shukla, Van Hoang, Marian Shahanan, Alison Ritter, Vu Lam Cao, Pascal Perez

Nagesh Shukla

Illicit drug use has created an enormous burden at societal, family and personal levels. Every year a significant amount of resources is allocated for treatment and the consequences of illicit drug use in Australia and around the world. Heroin is one of the major forms of illicit drugs that are used illegally. Several independent heroin treatment strategies or interventions exist and state-of-the-art research demonstrates their efficacy and relative cost-effectiveness. However, assessing total potential gains and burden from providing all treatment interventions or varying the mix of heroin treatments has never been attempted. Furthermore, the need to include multiple treatments, multiple …


Two-Dimensional Dynamics Model Of The Lower Limb To Include Viscoelastic Knee Ligaments, Eduardo Granados Aug 2015

Two-Dimensional Dynamics Model Of The Lower Limb To Include Viscoelastic Knee Ligaments, Eduardo Granados

Theses and Dissertations - UTB/UTPA

A dynamic, 2D, anatomical knee joint model has been developed to simulate knee reactions to external input forces. A deformable contact area approach is used to find contact forces and moments, and a method of applying nonlinear viscoelastic ligament strain rate response was also developed and implemented on the model to account for the effects of viscoelasticity on the ligament fibers. The ligaments were then tested for various deficiencies to identify their effects on the natural frequency of the knee. Internal knee forces from ligaments, muscles, and contacting surfaces are modeled and then numerically found for different exercises. Static and …


Influence Of Low Shear And Cyclic Strain On Hyperglycemic Rat Aortic Smooth Muscle Cells: An In Vitro Dynamic Disease Model, Varun Chawla Aug 2015

Influence Of Low Shear And Cyclic Strain On Hyperglycemic Rat Aortic Smooth Muscle Cells: An In Vitro Dynamic Disease Model, Varun Chawla

All Theses

Vascular complications are the leading cause of morbidity and mortality amongst diabetic patients which represent a major proportion of patients undergoing coronary artery revascularization. Major advances in drug eluting stent technologies have reduced the overall rates of restenosis in general however diabetic patients still remain at a high risk thus requiring target lesion revascularization more commonly as compared to non-diabetic cohort. Phenotypic modulation demonstrated by smooth muscle cells is essential for normal wound healing response however is also contributive to initiation and development of various vascular complications including neointimal hyperplasia which ultimately leads to the lumen re-narrowing or restenosis. Hyperglycemia …


Simulation And Validation Of Radio Frequency Heating Of Shell Eggs, Soon Kiat Lau Jul 2015

Simulation And Validation Of Radio Frequency Heating Of Shell Eggs, Soon Kiat Lau

Department of Food Science and Technology: Dissertations, Theses, and Student Research

Finite element models were developed with the purpose of finding an optimal radio frequency (RF) heating setup for pasteurizing shell eggs. Material properties of the yolk, albumen, and shell were measured and fitted into equations that were used as inputs for the model. When the egg was heated by itself, heating tend to be focused at the air cell to result in a “coagulation ring.” The focused heating near the air cell of the egg prevented satisfactory pasteurization of the egg, but deeper analysis of the simulation results offered a new perspective on how non-uniform RF heating could occur in …


Lead Acid Battery Modeling For Pv Applications, Rami J. Haddad, Adel El-Shahat, Youakim Kalaani Jun 2015

Lead Acid Battery Modeling For Pv Applications, Rami J. Haddad, Adel El-Shahat, Youakim Kalaani

Department of Electrical & Computer Engineering Faculty Research & Publications

Lead-Acid batteries continue to be the preferred choice for backup energy storage systems. However, the inherent variability in the manufacturing and component design processes affect the performance of the manufactured battery. Therefore, the developed Lead-Acid battery models are not very flexible to model this type of variability. In this paper, a new and flexible modeling of a Lead-Acid battery is presented. Using curve fitting techniques, the model parameters were derived as a function of the battery’s state of charge based on a modified Thevenin equivalent model. In addition, the charge and discharge characteristics of the derived model were investigated and …


The Creation, Analysis, And Verification Of A Comprehensive Model Of A Micro Ion Thruster, Maxwell J. Bodnar Jun 2015

The Creation, Analysis, And Verification Of A Comprehensive Model Of A Micro Ion Thruster, Maxwell J. Bodnar

Master's Theses

A computational model of the micro-ion thruster MiXI has been developed, analyzed, and partially verified. This model includes submodels that govern the physical, magnetic, electrostatic, plasma physics, and power deposition of the thruster. Over the past few years, theses have been conducted with the goal of running tests and analyzing the results; this model is used to understand how the thruster components interact so as to make predictions about, and allow for optimization of, the thruster operation. Testing is then performed on the thruster and the results are compared to the output of the code. The magnetic structure of the …


Ultrasound-Guided Regional Anesthesia Nerve Block Simulator, Avik Purkayastha, David Call, Alex Zare, Michael Fister May 2015

Ultrasound-Guided Regional Anesthesia Nerve Block Simulator, Avik Purkayastha, David Call, Alex Zare, Michael Fister

Chancellor’s Honors Program Projects

No abstract provided.


A Novel Integrated Model To Measure Supplier Performance Considering Qualitative And Quantitative Criteria Used In The Supplier Selection Process, Alptekin Ulutas, Senevi Kiridena, Peter Gibson, Nagesh Shukla Apr 2015

A Novel Integrated Model To Measure Supplier Performance Considering Qualitative And Quantitative Criteria Used In The Supplier Selection Process, Alptekin Ulutas, Senevi Kiridena, Peter Gibson, Nagesh Shukla

Nagesh Shukla

Supplier evaluation has become a significant topic over the past few decades, as companies have become more outsourced oriented. However, previous research on this topic has not paid adequate attention to the limitations associated with the availability of accurate and reliable data relating to the performance of potential suppliers. In an attempt to address this issue, this paper proposes a novel supplier evaluation model that can handle imprecise quantitative and qualitative data. Additionally, Decision Maker's judgement regarding both qualitative and quantitative criteria are incorporated into this model so that a more comprehensive and realistic assessment of supplier performance can be …


Fault Diagnosis In Multi-Station Assembly Systems Using An Agent-Based Simulation Model, Nagesh Shukla, Manoj Tiwari, Darek Ceglarek Apr 2015

Fault Diagnosis In Multi-Station Assembly Systems Using An Agent-Based Simulation Model, Nagesh Shukla, Manoj Tiwari, Darek Ceglarek

Nagesh Shukla

Today’s automotive industries require quick ramp-up in order to shorten the time to market and fulfill greater demand for product variety. Since, dimensional tolerance problems are one of the main causes for delay during ramp-up in multi-station assembly systems; hence, rapid diagnosis of faults contributing to dimensional errors is of significant concern. This paper presents an agent-based simulation model (ABSM) which integrates model-based and data-based diagnostics for fault diagnosis and correction in multi-station assembly processes. The fault causing variation sources, their effects on dimensional accuracy, diagnosis from sensors data and corrective actions in multi-station assembly systems are simulated using proposed …


Design Of Tkr Tibial Insert For Bowlegged Gait, Michael R. Gardner, Nathan A. Hanbury, Joel D. Hutchison, Dana C. Madsen, Joel D. Slabach, Kyle M. Bradley, Timothy L. Norman, J. D. Blaha Apr 2015

Design Of Tkr Tibial Insert For Bowlegged Gait, Michael R. Gardner, Nathan A. Hanbury, Joel D. Hutchison, Dana C. Madsen, Joel D. Slabach, Kyle M. Bradley, Timothy L. Norman, J. D. Blaha

The Research and Scholarship Symposium (2013-2019)

One of the causes associated with total knee replacement (TKR) surgery is abnormal gait. In these gait cases, however, the TKR does not solve the ultimate issue because abnormal gait still occurs, and similar excessive forces still occur on the knee. It is likely that the TKR will experience accelerated wear, and the individual may have to undergo a second TKR sometime in the future. For our purposes, bowleggedness is either the external rotation of the hip or excessive varus of the knee. It was hypothesized that the inability to internally rotate the hip increases adduction moment and medial compartment …


The Impacts Of Climate Change Policies On The Transportation Sector Mar 2015

The Impacts Of Climate Change Policies On The Transportation Sector

Faculty of Engineering University of Malaya

This study examines the impact of carbon tax and its alternative, energy tax, on both the Malaysian economy and the transport sector, using a CGE (Computable General Equilibrium) framework. In order to achieve government revenue neutrality, two schemes for revenue recycling, namely lump-sum transfer and labour tax recycling, are employed. The simulation's results show that the carbon tax policy is more effective than the energy tax policy in reducing carbon emissions; because it is less expensive. The negative impact of the carbon tax, on real GDP (Gross Domestic Product) and investment, is less than the energy tax in both recycling …


Stiffness Performance Of Polyethylene Terephthalate Modified Asphalt Mixtures Estimation Using Support Vector Machine-Firefly Algorithm Feb 2015

Stiffness Performance Of Polyethylene Terephthalate Modified Asphalt Mixtures Estimation Using Support Vector Machine-Firefly Algorithm

Faculty of Engineering University of Malaya

Predicting asphalt pavement performance is an important matter which can save cost and energy. To ensure an accurate estimation of performance of the mixtures, new soft computing techniques can be used. In this study, in order to estimate the stiffness property of Polyethylene Terephthalate (PET) modified asphalt mixture, different soft computing methods were developed, namely: support vector machine-firefly algorithm (SVM-FFA), genetic programming (GP), artificial neural network (ANN) and support vector machine. The support vector machine-firefly algorithm (SVM-FFA) is a metaheuristic search algorithm developed according to the socially dashing manners of fireflies in nature. To develop the models, experiments were performed. …


A Multi-Physics Model For Solid Oxide Iron-Air Redox Flow Battery: Simulation Of Discharge Behavior At High Current Density, Meng Guo, Xuan Zhao, Ralph White, Kevin Huang Feb 2015

A Multi-Physics Model For Solid Oxide Iron-Air Redox Flow Battery: Simulation Of Discharge Behavior At High Current Density, Meng Guo, Xuan Zhao, Ralph White, Kevin Huang

Kevin Huang

A rigorous physics-based mathematical model for a solid oxide iron-air redox flow battery system is presented in this paper. The modeled flow battery system combines a Fe-FeO redox couple as the energy storage unit and a regenerative solid oxide fuel cell as the electrical functioning unit in a 2D axial symmetric geometry. This model was developed from fundamental theories of reaction engineering in which basic transport phenomena and chemical/electrochemical kinetics are included. The model shows good agreement with the experimental data. Simulation results for the chemical, electrochemical and transport behavior of the battery are discussed.


Evaluation Of The Relationship Between Bulk Organic Precursors And Disinfection Byproduct Formation For Advanced Oxidation Processes, Brooke Mayer, Erin Daugherty, Morteza Abbaszadegan Feb 2015

Evaluation Of The Relationship Between Bulk Organic Precursors And Disinfection Byproduct Formation For Advanced Oxidation Processes, Brooke Mayer, Erin Daugherty, Morteza Abbaszadegan

Civil and Environmental Engineering Faculty Research and Publications

Advanced oxidation processes (AOPs) are gaining traction as they offer mineralization potential rather than transferring contaminants between media. However, AOPs operated with limited energy and/or chemical inputs can exacerbate disinfection byproduct (DBP) formation, even as precursors such as dissolved organic carbon, UV254, and specific UV absorbance (SUVA) decrease. This study examined the relationship between DBP precursors and formation using TiO2 photocatalysis experiments, external AOP and non-AOP data, and predictive DBP models. The top-performing indicator, SUVA, generally correlated positively with trihalomethanes and haloacetic acids, but limited-energy photocatalysis yielded contrasting negative correlations. The accuracy of predicted DBP values from …


Advancement And Validation Of A Plug-In Hybrid Electric Vehicle Model Utilizing Experimental Data From Vehicle Testing, Kevin Lloyd Snyder Jan 2015

Advancement And Validation Of A Plug-In Hybrid Electric Vehicle Model Utilizing Experimental Data From Vehicle Testing, Kevin Lloyd Snyder

Wayne State University Theses

The objective of the research into modeling and simulation was to provide an iterative improvement to the Wayne State EcoCAR 2 team's math-based design tools for use in evaluating different outcomes based on hybrid powertrain architecture tweaks, controls code development and testing. This thesis includes the results of the team's work in the EcoCAR 2 competition for university student teams to create and test a plug-in hybrid electric vehicle for reducing petroleum oil consumption, pollutant emissions, and Green House Gas (GHG) emissions.

Plant model validations and advancements brought the vehicle plant model directionally closer to the actual vehicle's experimental data …


Application Of Fano Resonance Effects In Optical Antennas Formed By Regular Clusters Of Nanospheres Jan 2015

Application Of Fano Resonance Effects In Optical Antennas Formed By Regular Clusters Of Nanospheres

Faculty of Engineering University of Malaya

This paper describes an analytical model developed to study the Fano resonance effect in clusters of spherical plasmonic nanoparticles under local excitation. The model depicted the case of a parallel single dipole emitter that was near-field coupled to a pentamer or heptamer cluster of nanospheres. Spatial polarization and field distributions of the optical states and resonance spectra for these cluster configurations were calculated. It was discovered that polarization interference between the nanoparticles triggered the formation of a second peak in the directivity spectra at 690 nm, and this in turn provided a mechanism for the occurrence of subradiant mode effects. …


Decision Support System For The Glaucoma Using Gabor Transformation Jan 2015

Decision Support System For The Glaucoma Using Gabor Transformation

Faculty of Engineering University of Malaya

Increase in intraocular pressure (IOP) is one of the causes of glaucoma which can lead to blindness if not detected and treated at an early stage. Glaucoma symptoms are not always obvious; hence patients seek treatment only when the condition progressed significantly. Early detection and treatment will decrease the chances of vision loss due to glaucoma. This paper proposes a novel automated glaucoma diagnosis method using various features extracted from Gabor transform applied on digital fundus images. In this work, we have used 510 images to classify into normal and glaucoma classes. Various features namely mean, variance, skewness, kurtosis, energy, …


An Accelerated And Accurate Three-Dimensional Ray Tracing Using Red-Black Tree With Facet Mining And Object Bouncing Techniques Jan 2015

An Accelerated And Accurate Three-Dimensional Ray Tracing Using Red-Black Tree With Facet Mining And Object Bouncing Techniques

Faculty of Engineering University of Malaya

Recent trends show that it is a major challenge to predict the exact propagation path accurately and efficiently for three-dimensional (3D) indoor environments. Therefore, this study introduces a new 3D ray tracing algorithm based on a red-black tree with facet mining and object bouncing techniques. The red-black tree data structure offers a faster object searching operation while repeatedly performing intersection tests. On the other hand, extensive ray-facet intersection tests can be eliminated by using object and facet bouncing techniques, whereas the facet mining makes it easier to trace the transmitted ray paths accurately. The proposed method is compared with ray …


Dynamic Model Of A Non-Linear Pneumatic Pressure Modulating Valve Using Bond Graphs, Christopher L. Brubaker Jan 2015

Dynamic Model Of A Non-Linear Pneumatic Pressure Modulating Valve Using Bond Graphs, Christopher L. Brubaker

ETD Archive

This research develops a mathematical model of the dynamic pressure response to a variable travel input of a pneumatic pressure modulating valve intended for use in a vehicle air brake system. Generically, the valve is a multi-domain system consisting of a mechanical portion and a pneumatic portion. Included in the mechanical portion of the model are compliance of the springs, inertia of the components, and resistance of the sliding components. The pneumatic portion of the model includes capacitance due to the compressibility of the gas, flow resistance through connected plumbing, and flow resistance through the valve control orifices. The development …


A Stochastic And Flexible Activity Based Model For Large Population Application To Belgium, Johan Barthelemy, Philippe L. Toint Jan 2015

A Stochastic And Flexible Activity Based Model For Large Population Application To Belgium, Johan Barthelemy, Philippe L. Toint

SMART Infrastructure Facility - Papers

The VirtualBelgium project aims at developing an understanding of the evolution of the Belgian population using agent-based simulations and considering various aspects of this evolution such as demographics, residential choices, activity patterns, mobility, etc. This simulation is based on a validated synthetic population consisting of approximately 10,000,000 individuals and 4,350,000 households located in the 589 municipalities of Belgium. The work presented in this paper focuses only on the mobility behaviour of such large populations and this is simulated using an activity-based approach in which the travel demand is derived from the activities performed by the individuals. The proposed model is …


A Distributed Broadcast Algorithm For Duty-Cycled Networks With Physical Interference Model, Dianbo Zhao, Kwan-Wu Chin Jan 2015

A Distributed Broadcast Algorithm For Duty-Cycled Networks With Physical Interference Model, Dianbo Zhao, Kwan-Wu Chin

Faculty of Engineering and Information Sciences - Papers: Part A

Broadcast is a fundamental operation in multi-hop wireless networks. Given a source node with a message to broadcast, the objective is to propagate the message to all nodes in an interferencefree manner while incurring minimum latency. This problem, called Minimum-Latency Broadcast Scheduling (MLBS), has been studied extensively in wireless networks whereby nodes remain on all times and has been shown to be NP-hard. However, only a few studies have addressed this problem in the context of duty-cycled wireless networks, which unfortunately, remains NP-hard. In these networks, nodes do not wake up simultaneously, and hence, not all neighbors of a transmitting …


Simulink Model For Examining Dynamic Interactions Involving Electro-Mechanical Oscillations In Distribution Systems, Dothinka Ranamuka Rallage, Ashish P. Agalgaonkar, Kashem M. Muttaqi Jan 2015

Simulink Model For Examining Dynamic Interactions Involving Electro-Mechanical Oscillations In Distribution Systems, Dothinka Ranamuka Rallage, Ashish P. Agalgaonkar, Kashem M. Muttaqi

Faculty of Engineering and Information Sciences - Papers: Part A

In Australian medium voltage (MV) distribution networks, the majority of embedded local generation (LG) uses synchronous machine based technology. LG units with a synchronous generator can easily be dispatched and controlled to provide or absorb reactive power and thereby locally supporting the system voltage and increasing the voltage stability margin. The fast response from a synchronous machine based LG unit exciter will ensure fast voltage recovery. This will significantly improve the transient voltage stability. Also, the synchronous machine based LG units can provide inertial support to the system. Furthermore, some of these LG technologies work as standby power supplies all …


Arcgis V.10 Landslide Susceptibility Data Mining Add-In Tool Integrating Data Mining And Gis Techniques To Model Landslide Susceptibility, Darshika Palamakumbure, David Stirling, Phillip N. Flentje, Robin N. Chowdhury Jan 2015

Arcgis V.10 Landslide Susceptibility Data Mining Add-In Tool Integrating Data Mining And Gis Techniques To Model Landslide Susceptibility, Darshika Palamakumbure, David Stirling, Phillip N. Flentje, Robin N. Chowdhury

Faculty of Engineering and Information Sciences - Papers: Part A

Landslide susceptibility modeling is an essential early step towards managing landslide risk. A minimum of $4.8 million is lost due to landslide related damages every year in Illawara region of Australia. At present, Data mining and knowledge discovery techniques are becoming popular in building landslide susceptibility models due to their enhanced predictive performances. Until now, the lack of tools to undertake data extraction and making the predictions have limited the applicability of this novel technique in landslide model building. This paper discusses the development of the LSDM (Landslide Susceptibility Data Mining) toolbar which was designed to utilize machine learning techniques …


Grain Size Effect Of Thickness/Average Grain Size On Mechanical Behaviour, Fracture Mechanism And Constitutive Model For Phosphor Bronze Foil, Zhi Fang, Zhengyi Jiang, Xiaogang Wang, Cunlong Zhou, Dongbin Wei, Xianghua Liu Jan 2015

Grain Size Effect Of Thickness/Average Grain Size On Mechanical Behaviour, Fracture Mechanism And Constitutive Model For Phosphor Bronze Foil, Zhi Fang, Zhengyi Jiang, Xiaogang Wang, Cunlong Zhou, Dongbin Wei, Xianghua Liu

Faculty of Engineering and Information Sciences - Papers: Part A

Size effects play a significant role in microforming process, and any dimensional change can have a great impact on materials' mechanical properties. In this paper, the size effects on deformation behaviour and fracture of phosphor foil were investigated in the form of grain size effect: the ratio of materials' thickness (T) to average grain size (D) by micro tensile tests. The ratio was designed to be closed to but larger than, less than and equal to 1, respectively. The results show that the amount of plastic deformation decreases with the decrease of the ratio of T/D, which indicates that the …


Multi-Phase Variety Trials Using Both Composite And Individual Replicate Samples: A Model-Based Design Approach, Alison B. Smith, David G. Butler, C R. Cavanagh, Brian R. Cullis Jan 2015

Multi-Phase Variety Trials Using Both Composite And Individual Replicate Samples: A Model-Based Design Approach, Alison B. Smith, David G. Butler, C R. Cavanagh, Brian R. Cullis

Faculty of Engineering and Information Sciences - Papers: Part A

The present paper provides an approach for the design and analysis of variety trials that are used to obtain quality trait data. These trials are multi-phase in nature, comprising a field phase followed by one or more laboratory phases. Typically the laboratory phases are costly relative to the field phase and this imposes a limit on the number of samples that can be tested. Historically, this has been achieved by sacrificing field replication, either by testing a single replicate plot for each variety or a single composite sample, obtained by combining material from several field replicates. An efficient statistical analysis …


Analysis Of A Chemostat Model With Variable Yield Coefficient And Substrate Inhibition: Contois Growth Kinetics, Rubayyi Turki Alqahtani, Mark I. Nelson, Annette L. Worthy Jan 2015

Analysis Of A Chemostat Model With Variable Yield Coefficient And Substrate Inhibition: Contois Growth Kinetics, Rubayyi Turki Alqahtani, Mark I. Nelson, Annette L. Worthy

Faculty of Engineering and Information Sciences - Papers: Part A

2015, Copyright Taylor & Francis Group, LLC. We analyze the steady-state operation of a generalized reactor model that encompasses a continuous flow bioreactor and an idealized continuous flow membrane reactor as limiting cases. The biochemical reaction kinetics is governed by a Contois growth model subject to noncompetitive substrate inhibition with a variable substrate yield coefficient. The steady-state performance of the reactor is predicted and stability of the steady-state solutions as a function of dimensionless residence time reported. Our results identified two cases of practical interest. The first feature corresponds to the case where solutions to both no-washout and washout conditions …


Vivambc: Estimating Viral Sequence Variation In Complex Populations From Illumina Deep-Sequencing Data Using Model-Based Clustering, Bie M. P Verbist, Lieven Clement, Joke Reumers, Kim Thys, Alexander Vapirev, Willem Talloen, Yves Wetzels, Joris Meys, Jeroen Aerssens, Luc Bijnens, Olivier Thas Jan 2015

Vivambc: Estimating Viral Sequence Variation In Complex Populations From Illumina Deep-Sequencing Data Using Model-Based Clustering, Bie M. P Verbist, Lieven Clement, Joke Reumers, Kim Thys, Alexander Vapirev, Willem Talloen, Yves Wetzels, Joris Meys, Jeroen Aerssens, Luc Bijnens, Olivier Thas

Faculty of Engineering and Information Sciences - Papers: Part A

Background: Deep-sequencing allows for an in-depth characterization of sequence variation in complex populations. However, technology associated errors may impede a powerful assessment of low-frequency mutations. Fortunately, base calls are complemented with quality scores which are derived from a quadruplet of intensities, one channel for each nucleotide type for Illumina sequencing. The highest intensity of the four channels determines the base that is called. Mismatch bases can often be corrected by the second best base, i.e. the base with the second highest intensity in the quadruplet. A virus variant model-based clustering method, ViVaMBC, is presented that explores quality scores and second …


In-Arrears Interest Rate Derivatives Under The 3/2 Model, Joanna M. Goard Jan 2015

In-Arrears Interest Rate Derivatives Under The 3/2 Model, Joanna M. Goard

Faculty of Engineering and Information Sciences - Papers: Part A

Lie symmetry methods are used to find a closed form solution for in-arrears swaps under the 3/2 model ( ( ) ) ˆ 3 dr = r A t −α r dt + cr 2dZ . As well, approximate solutions are found for short-tenor inarrears caplets and floorlets under the same interest rate model. Comparisons are made of the approximate option values with those obtained with a computationally-intensive numerical scheme. The approximate pricing is found to be substantially fast easy to implement, while the relative errors with respect to the “true” prices are very small.