Observability and Controllability Study of a Household Refrigerator Exposed to an Outdoor Cold Airflow Using Bond Graph Approach

2017 ◽  
Vol 25 (01) ◽  
pp. 1750001 ◽  
Author(s):  
Emna Aridhi ◽  
Afef Albouchi ◽  
Abdelkader Mami
Keyword(s):  
Side Wall ◽  
Bond Graph ◽  
Time Varying ◽  
Study Results

The present paper studies the properties of observability and controllability using Bond Graph (BG) approach. It is especially applied to a pseudo BG model that describes the thermal transfers in a household refrigerator compartment exposed to an outdoor natural cold airflow. This latter is spread out in an installation, which consists of a cavity covering the side wall of the appliance and connected to inlet and outlet ducts through two openings. The study results show that the pseudo BG model is observable and controllable in time-varying (TV) systems using the concept of duality.

scholarly journals Structural analysis for dynamic model of time‐varying switch in bond graph – a case study of single phase switch converters

2017 ◽  
Vol 10 (7) ◽  
pp. 756-766
Author(s):  
Kuo‐Hsiung Tseng ◽  
Tuo‐Wen Chang ◽  
Ming‐Fu Hung ◽  
Kuan‐Wen Chen
Keyword(s):  
Structural Analysis ◽  
Dynamic Model ◽  
Single Phase ◽  
Bond Graph ◽  
Time Varying

Approximate Models of Singularly Perturbed Time-Varying Systems: A Bond Graph Approach

2020 ◽  
Vol 31 (3) ◽  
pp. 607-624
Author(s):  
Noe Barrera-Gallegos ◽  
Gilberto Gonzalez-Avalos ◽  
Gerardo Ayala-Jaimes ◽  
J. Aaron Padilla-Garcia
Keyword(s):  
Bond Graph ◽  
Singularly Perturbed ◽  
Time Varying ◽  
Approximate Models ◽  
Time Varying Systems

scholarly journals Migration Pattern As Threshold Parameter In The Propagation of The Covid-19 Epidemic Using An Actor-Based Model for SI-Social Graph

2021 ◽  
Vol 2 (2) ◽  
pp. 93-105
Author(s):  
Arnold Adimabua Ojugo ◽  
Rume Elizabeth Yoro
Keyword(s):  
Social Interactions ◽  
Daily Basis ◽  
Migration Pattern ◽  
Time Varying ◽  
The Novel ◽  
Threshold Parameter ◽  
Social Graph ◽  
Study Results ◽  
The World ◽  
Spread Pattern

Despite the benefits inherent with social interactions, the case of epidemics cum pandemic outbreaks especially the case of the novel corona virus (covid-19) alongside its set protocols employed to contain the spread therein - has continually left the world puzzled as the disease itself has come to stay. The nature of its rapid propagation on exposure alongside its migration spread pattern of this contagion (with retrospect of other epidemics) on daily basis, has also left experts rethinking the set protocols. Our study involved modelling the covid-19 contagion on a social graph, so as to ascertain if its propagation using migration pattern as a threshold parameter can be minimized via the employment of set protocols. We also employed a design that sought to block or minimize targeted spread of the contagion with the introduction of seedset node(s) using the susceptible-infect framework on a time-varying social graph. Study results showed that migration or mobility pattern has become an imperative factors that must be added when modelling the propagation of contagion or epidemics.

scholarly journals Dynamics of Time Varying Volatility in Stock Returns: Evidence from Nepal Stock Exchange

2020 ◽  
Vol 5 (1) ◽  
pp. 15-34
Author(s):  
Surya Bahadur Rana
Keyword(s):  
Stock Returns ◽  
Risk Premium ◽  
Significant Risk ◽  
Error Distribution ◽  
Distribution Model ◽  
Time Varying ◽  
Volatility Persistence ◽  
Study Results ◽  
Daily Stock Returns ◽  
Daily Returns

This study examines the properties of time varying volatility of daily stock returns in Nepal over the period 2011-2020 using 2059 observations on daily returns of NEPSE index series. The study examines various symmetric and asymmetric GARCH family models using several specifications of error distribution. The results of symmetric GARCH (1,1) and GARCH-M (1, 1) models indicate that there is volatility persistence in daily returns on composite NEPSE index series over the sampled period. However, the estimated results for GARCH-M (1, 1) models show that the stock returns in Nepal offer no significant risk premium to hedge against risk associated with investment in stocks. The study also demonstrates that asymmetric TGARCH (1, 1) and EGARCH (1, 1) models fail to capture the leverage effects on the volatility. Finally, study results show that GARCH (1, 1) with student’s t error distribution model is the best fitted one to capture the volatility persistence of daily returns on NEPSE index series over the sampled period. The findings from this study offers an additional insight in understanding the volatility pattern of daily stock returns in Nepal for the most recent period that helps investors in forming a sound strategy to address the risk pattern of investing in stock market of Nepal.

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