Sharif Digital Repository

A Markov model is constructed for studying the counterparty risk in a CDS contract. The "wrong-way risk" in this model is accounted for by the possibility of the common default of the reference name and of the counterparty. A dynamic copula property as well as affine model specifications make pricing and calibration very efficient. We also consider the issue of dynamically hedging the CVA with a rolling CDS written on the counterparty. Numerical results are presented to show the adequacy of the behavior of CVA in the model with stylized features  

This paper considers a resource allocation problem in device-to-device (D2D) communications sharing the same frequency spectrum. In particular, the cellular users (CUs) utilize non-orthogonal multiple access (NOMA) while D2D users (DUs) adopt the orthogonal frequency division multiple access (OFDMA). A multi-objective optimization problem (MOOP) is formulated, which jointly maximizes the sum rate of DUs and CUs in uplink communications while taking into account the maximum transmit power budget and minimum data rate requirement for DUs and CUs. This MOOP is handled by the weighted Tchebycheff method, which converts it into a single-objective optimization (SOOP). Then, the monotonic... 

In this paper, we investigate the impact of mobility on the spread of COVID-19 in Tehran, Iran. We have performed a time series analysis between the indicators of public transit use and inter-city trips on the number of infected people. Our results showed a significant relationship between the number of infected people and mobility variables with both short-term and long-term lags. The long-term effect of mobility showed to have a consistent lag correlation with the weekly number of new COVID-19 positive cases. In our statistical analysis, we also investigated key non-transportation variables. For instance, the mandatory use of masks in public transit resulted in observing a 10% decrease in... 

Estimation of the viscosity of naturally occurring petroleum gases is essential to provide more accurate analysis of gas reservoir engineering problems. In this study, a new soft computing approach, namely, least square support vector machine (LSSVM) modeling, optimized with a coupled simulated annealing technique was applied for estimation of the natural gas viscosities at different temperature and pressure conditions. This model was developed based on 2485 viscosity data sets of 22 gas mixtures. The model predictions showed an average absolute relative error of 0.26% and a correlation coefficient of 0.99. The results of the proposed model were also compared with the well-known predictive... 

Cyber-physical systems contain networked embedded systems. Such systems may implement cryptographic algorithms for processing and/or communication. Therefore, they can be prone to side-channel attacks. Differential power analysis is one of such attacks, which is considered among the most serious threats against cryptographic devices. Various metrics have been proposed to evaluate the resistance of different implementations against these attacks. Some of these metrics need side-channel attacks to be conducted and depend on the considered power model. Due to the vast variety of proposed side-channel attacks and power models, comprehensively evaluating a design under these metrics is commonly... 

Through this work, a novel mathematical-based approach was proposed to develop reliable models for calculation of PVT properties of crude oils at various reservoir conditions. For this purpose, a new soft computing approach namely Least Square Support Vector Machine (LSSVM) modeling optimized with Coupled Simulated Annealing (CSA) optimization technique was implemented. The constructed models are evaluated by carrying out extensive experimental data reported in open literature. Results obtained by the proposed models were compared with the corresponding experimental values. Moreover, in-depth comparative studies have been carried out between these models and all other predictive models. The... 

An important aspect of corrosion prediction for oil/gas wells and pipelines is to obtain a realistic estimate of the corrosion rate. Corrosion rate prediction involves developing a predictive model that utilizes commonly available operational parameters, existing lab/field data, and theoretical models to obtain realistic assessments of corrosion rates. This study presents a new model to predict corrosion rates by using artificial neural network (ANN) systems. The values of pH, velocity, temperature, and partial pressure of the CO2 are input variables of the network and the rate of corrosion has been set as the network output. Among the 718 data sets, 503 of the data were implemented to find... 

Comparison of the traditional linear heating method of TPD with an original stepwise heating scheme was reported for the first time. Stepwise heating TPD was carried out by keeping the temperature constant as soon as ammonia desorption signal rises until the signal returns to the baseline. More ammonia desorption peaks on a SAPO-34 catalyst were identified using TPD with stepwise heating. The effect of temperature ramp on desorption peak broadening in TPD curve was also addressed. The more distinct ammonia desorption peaks in stepwise TPD indicates that ammonia adsorbs in about five or six different ways on SAPO-34, and attribution of different adsorptions may be explained considering some... 

Most part of Iran is dominated by arid and semi-arid areas due to low annual rainfall. The need for production of fresh water from brackish water is considerably high, especially in dry regions. In this study 1 month daily-based experimental data from a solar still site has been reported. The technical and operational problems of this site which finally contributed to the total cease of the site are described. Then a detailed analysis is investigated on progress of a prototype which constructed in order to solve the site's problems. The results of 1 month of experimental data of the final design showed that the last prototype could be used to solve the current problems of the site. The... 

Hydrocracking is one of the most versatile petroleum refining processes for production of valuable products including gasoline, gas oil, and jet fuel. In this paper, a five-parameter continuous lumping model was used for kinetic modeling of hydrocracking of vacuum gas oil (VGO). The model parameters were estimated from industrial data obtained from a fixed bed reactor operating at an average temperature of 400°C and residence time of 0.3 h. Product distributions were obtained in terms of the weight fraction of various boiling point cuts. The model parameters were estimated using the Nelder-Mead optimization procedure and were correlated with temperature. Comparison of experimental and... 

Purpose - The purpose of this paper is to present an improved methodology for design of custom-made hip prostheses, through integration of advanced image processing, computer aided design (CAD) and additive manufacturing (AM) technologies. Design/methodology/approach - The proposed methodology for design of custom-made hip prostheses is based on an independent design criterion for each of the intra-medullary and extra-medullary portions of the prosthesis. The intra-medullar part of the prosthesis is designed using a more accurate and detailed description of the 3D geometry of the femoral intra-medullary cavity, including the septum calcar ridge, so that an improved fill and fit performance... 

In this letter, we propose a method for real-time high density impulse noise suppression from images. In our method, we first apply an impulse detector to identify the corrupted pixels and then employ an innovative weighted-average filter to restore them. The filter takes the nearest neighboring interpolated image as the initial image and computes the weights according to the relative positions of the corrupted and uncorrupted pixels. Experimental results show that the proposed method outperforms the best existing methods in both PSNR measure and visual quality and is quite suitable for real-time applications  

The disposal of used tires is a major environmental problem. With increasing interest on recovery of wastes, pyrolysis is considered as an alternative process for recovering some of the value in scrap tires. An accurate kinetic model is required to predict product yields during thermal or catalytic pyrolysis of scrap tires. Pyrolysis products contain a variety of hydrocarbons over a wide boiling range. A common approach for kinetic modeling of such complex systems is lumping where each lump is defined by a boiling point range. Available experimental data for thermal and catalytic pyrolysis of scrap tires from the literature were used to evaluate two types of lumping models; discrete and... 

Compared with flat linear structures, tubular linear machines do not face edge effects, making their performance better than their flat counterparts. In this article, a novel linear variable-reluctance resolver with tubular configuration is proposed. To optimize the design of an electromagnetic structure, modeling methods are used. Thus, in this article, an analytical model for the proposed resolver is presented. This model is based on the magnetic equivalent circuit (MEC) method and is considerably less time-consuming than finite element analysis (FEA), yet provides accurate results. A conformal mapping is employed to compute the permeance of the air-gap. The proposed model is then utilized... 

In Brukner and Zeilinger's interpretation of quantum mechanics, information is introduced as the most fundamental notion and the finiteness of information is considered as an essential feature of quantum systems. They also define a new measure of information which is inherently different from the Shannon information and try to show that the latter is not useful in defining the information content in a quantum object. Here, we show that there are serious problems in their approach which make their efforts unsatisfactory. The finiteness of information does not explain how objective results appear in experiments and what an instantaneous change in the so-called information vector (or catalog of... 

Low silicon content SAPO-34 was successfully synthesized using the conventional hydrothermal crystallization in the static condition. Effects of different synthesis conditions including crystallization temperature and the silicon source were investigated through X-ray diffraction patterns. It was concluded that the silicon source had a significant effect on silicon incorporation into the alumino-phosphate building blocks in the course of crystallization. Using precipitated silica instead of silica sol resulted in the formation of impurities of alumino-phosphates phases whose crystalline structures collapse at the high temperature of calcination. For the low silicon SAPO-34 synthesis, the...