World Academy of Science, Engineering and Technology

Authors: Amin Saeidi

Abstract:

Using a representation-theoretic approach and considering G to be a finite primitive permutation group of degree n, our aim is to determine linear codes of length n that admit G as a permutation automorphism group. We can show that in some cases, every binary linear code admitting G as a permutation automorphism group is a submodule of a permutation module defined by a primitive action of G. As an illustration of the method, we consider the sporadic simple group M₁₁ and the unitary group U(3,3). We also construct some point- and block-primitive 1-designs from the supports of some codewords of the codes in the discussion.

Keywords: linear code, permutation representation, support design, simple group

Procedia PDF Downloads 48

Authors: Martins Onyekwelu Onuorah, Jnr Dahiru Usman

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Introduction: In the realm of public health, the threat posed by Monkeypox continues to elicit concern, prompting rigorous studies to understand its dynamics and devise effective containment strategies. Particularly significant is its recurrence in variable populations, such as the observed outbreak in Nigeria in 2022. In light of this, our study undertakes a meticulous analysis, employing a data-driven approach to explore, validate, and propose optimized intervention strategies tailored to the distinct dynamics of Monkeypox within varying demographic structures. Utilizing a deterministic mathematical model, we delved into the intricate dynamics of Monkeypox, with a particular focus on a variable population context. Our qualitative analysis provided insights into the disease-free equilibrium, revealing its stability when R0 is less than one and discounting the possibility of backward bifurcation, as substantiated by the presence of a single stable endemic equilibrium. The model was rigorously validated using real-time data from the Nigerian 2022 recorded cases for Epi weeks 1 – 52. Transitioning from qualitative to quantitative, we augmented our deterministic model with optimal control, introducing three time-dependent interventions to scrutinize their efficacy and influence on the epidemic's trajectory. Numerical simulations unveiled a pronounced impact of the interventions, offering a data-supported blueprint for informed decision-making in containing the disease. A comprehensive cost-effectiveness analysis employing the Infection Averted Ratio (IAR), Average Cost-Effectiveness Ratio (ACER), and Incremental Cost-Effectiveness Ratio (ICER) facilitated a balanced evaluation of the interventions’ economic and health impacts. In essence, our study epitomizes a holistic approach to understanding and mitigating Monkeypox, intertwining rigorous mathematical modeling, empirical validation, and economic evaluation. The insights derived not only bolster our comprehension of Monkeypox's intricate dynamics but also unveil optimized, cost-effective interventions. This integration of methodologies and findings underscores a pivotal stride towards aligning public health imperatives with economic sustainability, marking a significant contribution to global efforts in combating infectious diseases.

Keywords: monkeypox, equilibrium states, stability, bifurcation, optimal control, cost-effectiveness

Procedia PDF Downloads 42

Authors: Rupinder Kaur, Harjot Kaur

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The objective of this paper is to present the study of the effect of varying thickness on rotating composite disks made from Al-SiC_P having different particle sizes. Mathematical modeling is used to calculate the effect of varying thickness with different particle sizes on rotating composite disks in radial as well as tangential directions with thermal gradients. In comparison to various particle sizes with varied thicknesses, long-term deformation occurs. The results are displayed visually, demonstrating how creep deformation decreases with changing particle size and thickness.

Keywords: creep, varying thickness, particle size, stresses and strain rates

Procedia PDF Downloads 54

Authors: S. Srednyak

Abstract:

We study a class of functional partial differential equations(FPDEs). This class is suggested by Quantum Field Theory. We derive general properties of solutions to such equations. In particular, we demonstrate that they lead to systems of coupled integral equations with singular kernels. We show that solutions to such hierarchies can be sought among functions with regular singularities at a countable set of subvarieties of the physical space. We also develop a formal analogy of basic constructions of differential geometry on functional manifolds, as this is necessary for in depth study of FPDEs. We also consider the case of linear overdetermined systems of functional differential equations and show that it can be completely solved in terms of formal solutions of a functional equation that is a functional analogy of a system of determined algebraic equations. This development leads us to formally define the functional analogy of algebraic geometry, which we call functional algebraic geometry. We study basic properties of functional algebraic varieties. In particular, we investigate the case of a formally discrete set of solutions. We also define and study functional analogy of discriminants. In the case of fully determined systems such that the defining functionals have regular singularities, we demonstrate that formal solutions can be sought in the class of functions with regular singularities. This case provides a practical way to apply our results to physics problems.

Keywords: functional equations, quantum field theory, holomorphic functions, Yang Mills mass gap problem, quantum chaos

Procedia PDF Downloads 40

Authors: Sriparna Bandopadhyay

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It is known that irreducible sign patterns in general may not allow diagonalizability and in particular irreducible sign patterns with minimum rank greater than or equal to 4. It is also known that every irreducible sign pattern matrix with minimum rank of 2 allow diagonalizability with rank of 2 and the maximum rank of the sign pattern. In general sign patterns with minimum rank of 3 may not allow diagonalizability if the condition of irreducibility is dropped, but the problem of whether every irreducible sign pattern with minimum rank of 3 allows diagonalizability remains open. In this paper it is shown that irreducible sign patterns with minimum rank of 3 under certain conditions on the underlying graph allow diagonalizability. An alternate proof of the results that every sign pattern matrix with minimum rank of 2 and no zero lines allow diagonalizability with rank of 2 and also that every full sign pattern allows diagonalizability with all permissible ranks of the sign pattern is given. Some open problems regarding composite cycles in an irreducible symmetric sign pattern that support of a rank principal certificate are also answered.

Keywords: irreducible sign patterns, minimum rank, symmetric sign patterns, rank -principal certificate, allowing diagonalizability

Procedia PDF Downloads 67

Authors: Wedad Albalawi

Abstract:

The mathematical inequalities have been the core of mathematical study and used in almost all branches of mathematics as well in various areas of science and engineering. The inequalities by Hardy, Littlewood and Polya were the first significant composition of several science. This work presents fundamental ideas, results and techniques and it has had much influence on research in various branches of analysis. Since 1934, various inequalities have been produced and studied in the literature. Furthermore, some inequalities have been formulated by some operators; in 1989, weighted Hardy inequalities have been obtained for integration operators. Then, they obtained weighted estimates for Steklov operators that were used in the solution of the Cauchy problem for the wave equation. They were improved upon in 2011 to include the boundedness of integral operators from the weighted Sobolev space to the weighted Lebesgue space. Some inequalities have been demonstrated and improved using the Hardy–Steklov operator. Recently, a lot of integral inequalities have been improved by differential operators. Hardy inequality has been one of the tools that is used to consider integrity solutions of differential equations. Then dynamic inequalities of Hardy and Coposon have been extended and improved by various integral operators. These inequalities would be interesting to apply in different fields of mathematics (functional spaces, partial differential equations, mathematical modeling). Some inequalities have been appeared involving Copson and Hardy inequalities on time scales to obtain new special version of them. A time scale is defined as a closed subset contains real numbers. Then the inequalities of time scales version have received a lot of attention and has had a major field in both pure and applied mathematics. There are many applications of dynamic equations on time scales to quantum mechanics, electrical engineering, neural networks, heat transfer, combinatorics, and population dynamics. This study focuses on double integrals to obtain new time-scale inequalities of Copson driven by Steklov operator. They will be applied in the solution of the Cauchy problem for the wave equation. The proof can be done by introducing restriction on the operator in several cases. In addition, the obtained inequalities done by using some concepts in time scale version such as time scales calculus, theorem of Fubini and the inequality of H¨older.

Keywords: time scales, inequality of Hardy, inequality of Coposon, Steklov operator

Procedia PDF Downloads 44

Authors: Peter Shi

Abstract:

Algorithmic trading is a rapidly expanding domain within quantitative finance, constituting a substantial portion of trading volumes in the US financial market. The demand for rigorous and robust mathematical theories underpinning these trading algorithms is ever-growing. In this study, the author establishes a new stock market model that integrates the Efficient Market Hypothesis and the statistical arbitrage. The model, for the first time, finds probabilistic relations between the rational price and the market price in terms of the conditional expectation. The theory consequently leads to a mathematical justification of the old market adage: buy-low and sell-high. The thresholds for “low” and “high” are precisely derived using a max-min operation on Bayes’s error. This explicit connection harmonizes the Efficient Market Hypothesis and Statistical Arbitrage, demonstrating their compatibility in explaining market dynamics. The amalgamation represents a pioneering contribution to quantitative finance. The study culminates in comprehensive numerical tests using historical market data, affirming that the “buy-low” and “sell-high” algorithm derived from this theory significantly outperforms the general market over the long term in four out of six distinct market environments.

Keywords: efficient market hypothesis, behavioral finance, Bayes' decision, algorithmic trading, risk control, stock market

Procedia PDF Downloads 46

Authors: Wedad Albalawi

Abstract:

The mathematical inequalities have been the core of mathematical study and used in almost all branches of mathematics as well in various areas of science and engineering. The inequalities by Hardy, Littlewood and Polya were the first significant composition of several science. This work presents fundamental ideas, results and techniques, and it has had much influence on research in various branches of analysis. Since 1934, various inequalities have been produced and studied in the literature. Furthermore, some inequalities have been formulated by some operators; in 1989, weighted Hardy inequalities have been obtained for integration operators. Then, they obtained weighted estimates for Steklov operators that were used in the solution of the Cauchy problem for the wave equation. They were improved upon in 2011 to include the boundedness of integral operators from the weighted Sobolev space to the weighted Lebesgue space. Some inequalities have been demonstrated and improved using the Hardy–Steklov operator. Recently, a lot of integral inequalities have been improved by differential operators. Hardy inequality has been one of the tools that is used to consider integrity solutions of differential equations. Then, dynamic inequalities of Hardy and Coposon have been extended and improved by various integral operators. These inequalities would be interesting to apply in different fields of mathematics (functional spaces, partial differential equations, mathematical modeling). Some inequalities have been appeared involving Copson and Hardy inequalities on time scales to obtain new special version of them. A time scale is an arbitrary nonempty closed subset of the real numbers. Then, the dynamic inequalities on time scales have received a lot of attention in the literature and has become a major field in pure and applied mathematics. There are many applications of dynamic equations on time scales to quantum mechanics, electrical engineering, neural networks, heat transfer, combinatorics, and population dynamics. This study focuses on Hardy and Coposon inequalities, using Steklov operator on time scale in double integrals to obtain special cases of time-scale inequalities of Hardy and Copson on high dimensions. The advantage of this study is that it uses the one-dimensional classical Hardy inequality to obtain higher dimensional on time scale versions that will be applied in the solution of the Cauchy problem for the wave equation. In addition, the obtained inequalities have various applications involving discontinuous domains such as bug populations, phytoremediation of metals, wound healing, maximization problems. The proof can be done by introducing restriction on the operator in several cases. The concepts in time scale version such as time scales calculus will be used that allows to unify and extend many problems from the theories of differential and of difference equations. In addition, using chain rule, and some properties of multiple integrals on time scales, some theorems of Fubini and the inequality of H¨older.

Keywords: time scales, inequality of hardy, inequality of coposon, steklov operator

Procedia PDF Downloads 57

Authors: Igwenagu Chinelo Mercy

Abstract:

This study is on the concept of Neurostatistics in relation to neuroscience. Neuroscience also known as neurobiology is the scientific study of the nervous system. In the study of neuroscience, it has been noted that brain function and its relations to the process of acquiring knowledge and behaviour can be better explained by the use of various interrelated methods. The scope of neuroscience has broadened over time to include different approaches used to study the nervous system at different scales. On the other hand, Neurostatistics based on this study is viewed as a statistical concept that uses similar techniques of neuron mechanisms to solve some problems especially in the field of life science. This study is imperative in this era of Artificial intelligence/Machine leaning in the sense that clear understanding of the technique and its proper application could assist in solving some medical disorder that are mainly associated with the nervous system. This will also help in layman’s understanding of the technique of the nervous system in order to overcome some of the health challenges associated with it. For this concept to be well understood, an illustrative example using a brain associated disorder was used for demonstration. Structural equation modelling was adopted in the analysis. The results clearly show the link between the techniques of statistical model and nervous system. Hence, based on this study, the appropriateness of Neurostatistics application in relation to neuroscience could be based on the understanding of the behavioural pattern of both concepts.

Keywords: brain, neurons, neuroscience, neurostatistics, structural equation modeling

Procedia PDF Downloads 45

Authors: P. G. Romeo

Abstract:

A Lie group is a highly sophisticated structure which is a smooth manifold whose underlying set of elements is equipped with the structure of a group such that the group multiplication and inverse-assigning functions are smooth. This structure was introduced by the Norwegian mathematician So- phus Lie who founded the theory of continuous groups. The Lie groups are well developed and have wide applications in areas including Mathematical Physics. There are several advances and generalizations for Lie groups and Lie groupoids is one such which is termed as a "many-object generalization" of Lie groups. A groupoid is a category whose morphisms are all invertible, obviously, every group is a groupoid but not conversely. Definition 1. A Lie groupoid G ⇒ M is a groupoid G on a base M together with smooth structures on G and M such that the maps α, β: G → M are surjective submertions, the object inclusion map x '→ 1x, M → G is smooth, and the partial multiplication G ∗ G → G is smooth. A bundle is a triple (E, p, B) where E, B are topological spaces p: E → B is a map. Space B is called the base space and space E is called total space and map p is the projection of the bundle. For each b ∈ B, the space p−1(b) is called the fibre of the bundle over b ∈ B. Intuitively a bundle is regarded as a union of fibres p−1(b) for b ∈ B parametrized by B and ’glued together’ by the topology of the space E. A cross-section of a bundle (E, p, B) is a map s: B → E such that ps = 1B. Example 1. Given any space B, a product bundle over B with fibre F is (B × F, p, B) where p is the projection on the first factor. Definition 2. A principal bundle P (M, G, π) consists of a manifold P, a Lie group G, and a free right action of G on P denoted (u, g) '→ ug, such that the orbits of the action coincide with the fibres of the surjective submersion π : P → M, and such that M is covered by the domains of local sections σ: U → P, U ⊆ M, of π. Definition 3. A Lie group bundle, or LGB, is a smooth fibre bundle (K, q, M ) in which each fibre (Km = q−1(m), and the fibre type G, has a Lie group structure, and for which there is an atlas {ψi: Ui × G → KUi } such that each {ψi,m : G → Km}, is an isomorphism of Lie groups. A morphism of LGB from (K, q, M ) to (K′, q′, M′) is a morphism (F, f ) of fibre bundles such that each Fm: Km → K′ is a morphism of Lie groups. In this paper, we will be discussing the Lie groupoid bundles. Here it is seen that to a Lie groupoid Ω on base B there is associated a collection of principal bundles Ωx(B, Ωx), all of which are mutually isomorphic and conversely, associated to any principal bundle P (B, G, p) there is a groupoid called the Ehresmann groupoid which is easily seen to be Lie. Further, some interesting properties of the category of Lie groupoids and bundles will be explored.

Keywords: groupoid, lie group, lie groupoid, bundle

Procedia PDF Downloads 45

Authors: Anand Kumar Yadav

Abstract:

Purpose – The purpose of this paper is to investigate the fluctuation of amplitude ratios of various transmitted and reflected waves. Design/methodology/approach – The reflection and transmission of plane waves on the interface between an orthotropic hygro-thermo-elastic half-space (OHTHS) and a viscous-fluid half-space (VFHS) were investigated in this study with reference to coupled hygro-thermo-elasticity. Findings – The interface, where y = 0, is struck by the principal (P) plane waves as they travel through the VFHS. Two waves are reflected in VFHS, and four waves are transmitted in OHTHS as a result namely longitudinal displacement, Pwave − , thermal diffusion TDwave − and moisture diffusion mDwave − and shear vertical SV wave. Expressions for the reflection and transmitted coefficient are developed for the incidence of a hygrothermal plane wave. It is noted that these ratios are graphically displayed and are observed under the influence of coupled hygro-thermo-elasticity. Research limitations/implications – There isn't much study on the model under consideration, which combines OHTHS and VFHS with coupled hygro-thermo-elasticity, according to the existing literature Practical implications – The current model can be applied in many different areas, such as soil dynamics, nuclear reactors, high particle accelerators, earthquake engineering, and other areas where linked hygrothermo-elasticity is important. In a range of technical and geophysical settings, wave propagation in a viscous fluid-thermoelastic medium with various characteristics, such as initial stress, magnetic field, porosity, temperature, etc., gives essential information regarding the presence of new and modified waves. This model may prove useful in modifying earthquake estimates for experimental seismologists, new material designers, and researchers. Social implications – Researchers may use coupled hygro-thermo-elasticity to categories the material, where the parameter is a new indication of its ability to conduct heat in interaction with diverse materials. Originality/value – The submitted text is the sole creation of the team of writers, and all authors equally contributed to its creation.

Keywords: hygro-thermo-elasticity, viscous fluid, reflection coefficient, transmission coefficient, moisture concentration

Procedia PDF Downloads 39

Authors: Nikolai Krainiukov, Boris Melnikov

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We study the properties of maximal prefix codes. The codes have many applications in computer science, theory of formal languages, data processing and data classification. Practical application is based on the representation of the maximal prefix codes as a sequence of words in a specific order. Our approach to study uses finite state automata (so-called flower automata) for the representation of prefix codes. An important task is the decomposition of prefix codes into prime prefix codes (factors). We discuss the properties of such prefix code decompositions. A linear time algorithm is designed which find the prime decomposition. To verify the correctness of the proposed algorithms, we implemented a system computer algebra GAP.

Keywords: maximal prefix code, regular languages, flower automata, prefix code decomposing

Procedia PDF Downloads 48

Authors: Boris Melnikov, Ye Zhang, Dmitrii Chaikovskii

Abstract:

This study explores the pseudo-geometric version of the extensively researched Traveling Salesman Problem (TSP), proposing a novel generalization of existing algorithms which are traditionally confined to the geometric version. By adapting the "onion husk" method and introducing auxiliary algorithms, this research fills a notable gap in the existing literature. Through computational experiments using randomly generated data, several metrics were analyzed to validate the proposed approach's efficacy. Preliminary results align with expected outcomes, indicating a promising advancement in TSP solutions.

Keywords: optimization problems, traveling salesman problem, heuristic algorithms, “onion husk” algorithm, pseudo-geometric version

Procedia PDF Downloads 172

Authors: Mikhail Abramyan, Boris Melnikov

Abstract:

The aim is to study the set of subsets of grids of the Waterloo automaton and the set of covering automata defined by the grid subsets. The study was carried out using the library for working with nondeterministic finite automata NFALib implemented by one of the authors (M. Abramyan) in C#. The results are regularities obtained when considering semilattices of covering automata for the Waterloo automaton. A complete description of the obtained semilattices from the point of view of equivalence of the covering automata to the original Waterloo automaton is given, the criterion of equivalence of the covering automaton to the Waterloo automaton in terms of properties of the subset of grids defining the covering automaton is formulated. The relevance of the subject area under consideration is due to the need to research a set of regular languages and, in particular, a description of their various subclasses. Also relevant are the problems that may arise in some subclasses. This will give, among other things, the possibility of describing new algorithms for the equivalent transformation of nondeterministic finite automata.

Keywords: nondeterministic finite automata, universal automaton, grid, covering automaton, equivalent transformation algorithms, the Waterloo automaton

Procedia PDF Downloads 55

Authors: Muhammet Şahal, Oğuz Köklü

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As statistical thinking and problem-solving processes have become increasingly important, teachers need to be more rigorously prepared with statistical knowledge to teach their students effectively. This study examined preservice mathematics teachers' development of statistical investigation projects using data and exploratory data analysis tools, following a design-based research perspective and statistical investigation cycle. A total of 26 pre-service senior mathematics teachers from a public university in Turkiye participated in the study. They formed groups of 3-4 members voluntarily and worked on their statistical investigation projects for six weeks. The data sources were audio recordings of pre-service teachers' group discussions while working on their projects in class, whole-class video recordings, and each group’s weekly and final reports. As part of the study, we reviewed weekly reports, provided timely feedback specific to each group, and revised the following week's class work based on the groups’ needs and development in their project. We used content analysis to analyze groups’ audio and classroom video recordings. The participants encountered several difficulties, which included formulating a meaningful statistical question in the early phase of the investigation, securing the most suitable data collection strategy, and deciding on the data analysis method appropriate for their statistical questions. The data collection and organization processes were challenging for some groups and revealed the importance of comprehensive planning. Overall, preservice senior mathematics teachers were able to work on a statistical project that contained the formulation of a statistical question, planning, data collection, analysis, and reaching a conclusion holistically, even though they faced challenges because of their lack of experience. The study suggests that preservice senior mathematics teachers have the potential to apply statistical knowledge and techniques in a real-world context, and they could proceed with the project with the support of the researchers. We provided implications for the statistical education of teachers and future research.

Keywords: design-based study, pre-service mathematics teachers, statistical investigation projects, statistical model

Procedia PDF Downloads 45

Authors: Rajinder Pal Kaur, Amit Sharma, Anuj Kumar Sharma, Govind Prasad Sahu

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The existence of chaos in the marine ecosystems may cause planktonic blooms, disease outbreaks, extinction of some plankton species, or some complex dynamics in oceans, which can adversely affect the sustainable marine ecosystem. The control of the chaotic plankton-fish dynamics is one of the main motives of marine ecologists. In this paper, we have studied the impact of phytoplankton refuge, zooplankton refuge, and fear effect on the chaotic plankton-fish dynamics incorporating phytoplankton, zooplankton, and fish biomass. The fear of fish predation transfers the unpredictable(chaotic) behavior of the plankton system to a stable orbit. The defense mechanism developed by prey species due to fear of the predator population can also terminate chaos from the given dynamics. Moreover, the impact of external disturbances like seasonality, noise, periodic fluctuations, and time delay on the given chaotic plankton system has also been discussed. We have applied feedback mechanisms to control the complexity of the system through the parameter noise. The non-feedback schemes are implemented to observe the role of seasonal force, periodic fluctuations, and time delay in suppressing the given chaotic system. Analytical results are substantiated by numerical simulation.

Keywords: plankton, chaos, noise, seasonality, fluctuations, fear effect, prey refuge

Procedia PDF Downloads 56

Authors: Sujit Kumar Pradhan, Anil Kumar, Vijay Kumar

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The testing process of the software during the software development time is a crucial step as it makes the software more efficient and dependable. To estimate software’s reliability through the mean value function, many software reliability growth models (SRGMs) were developed under the assumption that operating and testing environments are the same. Practically, it is not true because when the software works in a natural field environment, the reliability of the software differs. This article discussed an SRGM comprising change-point and imperfect debugging in a simulated testing environment. Later on, we extended it in a multi-release direction. Initially, the software was released to the market with few features. According to the market’s demand, the software company upgraded the current version by adding new features as time passed. Therefore, we have proposed a generalized multi-release SRGM where change-point and imperfect debugging concepts have been addressed in a simulated testing environment. The failure-increasing rate concept has been adopted to determine the change point for each software release. Based on nine goodness-of-fit criteria, the proposed model is validated on two real datasets. The results demonstrate that the proposed model fits the datasets better. We have also discussed the optimal release time of the software through a cost model by assuming that the testing and debugging costs are time-dependent.

Keywords: software reliability growth models, non-homogeneous Poisson process, multi-release software, mean value function, change-point, environmental factors

Procedia PDF Downloads 47

Authors: Sanju Vaidya, Aihua Li

Abstract:

Vulnerability measures and topological indices are crucial in solving various problems such as the stability of the communication networks and development of mathematical models for chemical compounds. In 1947, Harry Wiener introduced a topological index related to molecular branching. Now there are more than 100 topological indices for graphs. For example, Hosoya polynomials (also called Wiener polynomials) were introduced to derive formulas for certain vulnerability measures and topological indices for various graphs. In this paper, we will find a relation between the Hosoya polynomials of any graph and its Mycielskian graph. Additionally, using this we will compute vulnerability measures, closeness and betweenness centrality, and extended Wiener indices. It is fascinating to see how Hosoya polynomials are useful in the two diverse fields, cybersecurity and chemistry.

Keywords: hosoya polynomial, mycielskian graph, graph vulnerability measure, topological index

Procedia PDF Downloads 41

Authors: Noufe H. Aljahdaly

Abstract:

The Laplace homotopy perturbation method (LHPM) is an approximate method that help to compute the approximate solution for partial differential equations. The method has been used for solving several problems in science. It requires the initial condition, so it solves the initial value problem. In physics, when some important terms are taken in account, we may obtain non-integrable partial differential equations that do not have analytical integrals. This type of PDEs do not have exact solution, therefore, we need to compute the solution without initial condition. In this work, we improved the LHPM to be able to solve non-integrable problem, especially the damped PDEs, which are the PDEs that include a damping term which makes the PDEs non-integrable. We improved the LHPM by setting a perturbation parameter and an embedding parameter as the damping parameter and using the initial condition for damped PDE as the initial condition for non-damped PDE.

Keywords: non-integrable PDEs, modified Kawahara equation;, laplace homotopy perturbation method, damping term

Procedia PDF Downloads 61

Authors: Salisu Ibrahim

Abstract:

The paper studies the commutativity associated with fractional order linear time-varying systems (LTVSs), which is an important area of study in control systems engineering. In this paper, we explore the properties of these systems and their ability to commute. We proposed the necessary and sufficient condition for commutativity for fractional order LTVSs. Through a simulation and mathematical analysis, we demonstrate that these systems exhibit commutativity under certain conditions. Our findings have implications for the design and control of fractional order systems in practical applications, science, and engineering. An example is given to show the effectiveness of the proposed method which is been computed by Mathematica and validated by the use of MATLAB (Simulink).

Keywords: fractional differential equation, physical systems, equivalent circuit, analog control

Procedia PDF Downloads 87

Authors: Lynmar M. Didal, Ramises G. Manzano Jr., Jacque Bon-Isaac C. Aboy

Abstract:

This study analyzes the performance of global minimum variance and naive portfolios across different economic periods, using monthly stock returns from the Philippine Stock Exchange Index (PSEI), S&P 500, and Dow Jones Industrial Average (DOW). The performance is evaluated through the Sharpe ratio, Sortino ratio, Jensen’s Alpha, Treynor ratio, and Information ratio. Additionally, the study investigates the impact of short selling on portfolio performance. Six-time periods are defined for analysis, encompassing events such as the global financial crisis and the COVID-19 pandemic. Findings indicate that the Naive portfolio generally outperforms the GMV portfolio in the S&P 500, signifying higher returns with increased volatility. Conversely, in the PSEI and DOW, the GMV portfolio shows more efficient risk-adjusted returns. Short selling significantly impacts the GMV portfolio during mid-GFC and mid-COVID periods. The study offers insights for investors, suggesting the Naive portfolio for higher risk tolerance and the GMV portfolio as a conservative alternative.

Keywords: portfolio performance, global minimum variance, naïve portfolio, risk-adjusted metrics, short-selling

Procedia PDF Downloads 62

Authors: Benson Ade Eniola Afere

Abstract:

Over the years, kernel density estimation has been extensively studied within the context of nonparametric density estimation. The fundamental components of kernel density estimation are the kernel function and the bandwidth. While the mathematical exploration of the kernel component has been relatively limited, its selection and development remain crucial. The Mean Integrated Squared Error (MISE), serving as a measure of discrepancy, provides a robust framework for assessing the effectiveness of any kernel function. A kernel function with a lower MISE is generally considered to perform better than one with a higher MISE. Hence, the primary aim of this article is to create kernels that exhibit significantly reduced MISE when compared to existing classical kernels. Consequently, this article introduces a cluster of hybrid polynomial kernel families. The construction of these proposed kernel functions is carried out heuristically by combining two kernels from the classical polynomial kernel family using probability axioms. We delve into the analysis of error propagation within these kernels. To assess their performance, simulation experiments, and real-life datasets are employed. The obtained results demonstrate that the proposed hybrid kernels surpass their classical kernel counterparts in terms of performance.

Keywords: classical polynomial kernels, cluster of families, global error, hybrid Kernels, Kernel density estimation, Monte Carlo simulation

Procedia PDF Downloads 64

Authors: Benson Ade Eniola Afere

Abstract:

This paper introduces a family of fourth-order hybrid beta polynomial kernels developed for statistical analysis. The assessment of these kernels' performance centers on two critical metrics: asymptotic mean integrated squared error (AMISE) and kernel efficiency. Through the utilization of both simulated and real-world datasets, a comprehensive evaluation was conducted, facilitating a thorough comparison with conventional fourth-order polynomial kernels. The evaluation procedure encompassed the computation of AMISE and efficiency values for both the proposed hybrid kernels and the established classical kernels. The consistently observed trend was the superior performance of the hybrid kernels when compared to their classical counterparts. This trend persisted across diverse datasets, underscoring the resilience and efficacy of the hybrid approach. By leveraging these performance metrics and conducting evaluations on both simulated and real-world data, this study furnishes compelling evidence in favour of the superiority of the proposed hybrid beta polynomial kernels. The discernible enhancement in performance, as indicated by lower AMISE values and higher efficiency scores, strongly suggests that the proposed kernels offer heightened suitability for statistical analysis tasks when compared to traditional kernels.

Keywords: AMISE, efficiency, fourth-order Kernels, hybrid Kernels, Kernel density estimation

Procedia PDF Downloads 45

Authors: Khaled I. Nawafleh

Abstract:

In this paper, it provide the canonical approach for studying dissipated oscillators based on the doubling of degrees of freedom. Clearly, expressions for Lagrangians of the elementary modes of the system are given, which ends with the familiar classical equations of motion for the dissipative oscillator. The equation for one variable is the time reversed of the motion of the second variable. it discuss in detail the extended Bateman Lagrangian specifically for a dual extended damped oscillator time-dependent. A Hamilton-Jacobi analysis showing the equivalence with the Lagrangian approach is also obtained. For that purpose, the techniques of separation of variables were applied, and the quantization process was achieved.

Keywords: doubling of degrees of freedom, dissipated harmonic oscillator, Hamilton-Jacobi, time-dependent lagrangians, quantization

Procedia PDF Downloads 42

Authors: Shivahari Revathi Venkateswaran

Abstract:

Segmenting customers plays a significant role in churn prediction. It helps the marketing team with proactive and reactive customer retention. For the reactive retention, the retention team reaches out to customers who already showed intent to disconnect by giving some special offers. When coming to proactive retention, the marketing team uses churn prediction model, which ranks each customer from rank 1 to 100, where 1 being more risk to churn/disconnect (high ranks have high propensity to churn). The churn prediction model is built by using XGBoost model. However, with the churn rank, the marketing team can only reach out to the customers based on their individual ranks. To profile different groups of customers and to frame different marketing strategies for targeted groups of customers are not possible with the churn ranks. For this, the customers must be grouped in different segments based on their profiles, like demographics and other non-controllable attributes. This helps the marketing team to frame different offer groups for the targeted audience and prevent them from disconnecting (proactive retention). For segmentation, machine learning approaches like k-mean clustering will not form unique customer segments that have customers with same attributes. This paper finds an alternate approach to find all the combination of unique segments that can be formed from the user attributes and then finds the segments who have uplift (churn rate higher than the baseline churn rate). For this, search algorithms like fast search and recursive search are used. Further, for each segment, all customers can be targeted using individual churn ranks from the churn prediction model. Finally, a UI (User Interface) is developed for the marketing team to interactively search for the meaningful segments that are formed and target the right set of audience for future marketing campaigns and prevent them from disconnecting.

Keywords: churn prediction modeling, XGBoost model, uplift segments, proactive marketing, search algorithms, retention, k-mean clustering

Procedia PDF Downloads 44

Authors: Alam Ali, Ashok Kumar Pathak

Abstract:

Path analysis is a statistical technique used to evaluate the strength of the direct and indirect effects of variables. One or more structural regression equations are used to estimate a series of parameters in order to find the better fit of data. Sometimes, exogenous variables do not show a significant strength of their direct and indirect effect when the assumption of classical regression (ordinary least squares (OLS)) are violated by the nature of the data. The main motive of this article is to investigate the efficacy of the copula-based regression approach over the classical regression approach and calculate the direct and indirect effects of variables when data violates the OLS assumption and variables are linked through an elliptical copula. We perform this study using a well-organized numerical scheme. Finally, a real data application is also presented to demonstrate the performance of the superiority of the copula approach.

Keywords: path analysis, copula-based regression models, direct and indirect effects, k-fold cross validation technique

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Authors: Prayas Sharma

Abstract:

This paper proposed a generalized class of estimators, an exponential class of estimators based on the adaption of Sharma and Singh (2015) and Solanki and Singh (2013), and a simple difference estimator for estimating unknown population mean in the case of Poisson distributed population in simple random sampling without replacement. The expressions for mean square errors of the proposed classes of estimators are derived from the first order of approximation. It is shown that the adapted version of Solanki and Singh (2013), the exponential class of estimator, is always more efficient than the usual estimator, ratio, product, exponential ratio, and exponential product type estimators and equally efficient to simple difference estimator. Moreover, the adapted version of Sharma and Singh's (2015) estimator is always more efficient than all the estimators available in the literature. In addition, theoretical findings are supported by an empirical study to show the superiority of the constructed estimators over others with an application to earthquake data of Turkey.

Keywords: auxiliary attribute, point bi-serial, mean square error, simple random sampling, Poisson distribution

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Authors: Kairat T. Mynbaev, Elena N. Lomakina

Abstract:

We consider a Hardy-type operator generated by a family of open subsets of a Hausdorff topological space. The family is indexed with non-negative real numbers and is totally ordered. For this operator, we obtain two-sided bounds of its norm, a compactness criterion, and bounds for its approximation numbers. Previously, bounds for its approximation numbers have been established only in the one-dimensional case, while we do not impose any restrictions on the dimension of the Hausdorff space. The bounds for the norm and conditions for compactness earlier have been found using different methods by G. Sinnamon and K. Mynbaev. Our approach is different in that we use domain partitions for all problems under consideration.

Keywords: approximation numbers, boundedness and compactness, multidimensional Hardy operator, Hausdorff topological space

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Authors: Carlos Gonzales, Zaida Quiroz, Marcos Prates

Abstract:

Several spatial variables collected at the same location that share a common spatial distribution can be modeled simultaneously through a multivariate geostatistical model that takes into account the correlation between these variables and the spatial autocorrelation. The main goal of this model is to perform spatial prediction of these variables in the region of study. Here we focus on a geostatistical multivariate formulation that relies on sharing common spatial random effect terms. In particular, the first response variable can be modeled by a mean that incorporates a shared random spatial effect, while the other response variables depend on this shared spatial term, in addition to specific random spatial effects. Each spatial random effect is defined through a Gaussian process with a valid covariance function, but in order to improve the computational efficiency when the data are large, each Gaussian process is approximated to a Gaussian random Markov field (GRMF), specifically to the block nearest neighbor Gaussian process (Block-NNGP). This approach involves dividing the spatial domain into several dependent blocks under certain constraints, where the cross blocks allow capturing the spatial dependence on a large scale, while each individual block captures the spatial dependence on a smaller scale. The multivariate geostatistical model belongs to the class of Latent Gaussian Models; thus, to achieve fast Bayesian inference, it is used the integrated nested Laplace approximation (INLA) method. The good performance of the proposed model is shown through simulations and applications for massive data.

Keywords: Block-NNGP, geostatistics, gaussian process, GRMF, INLA, multivariate models.

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Authors: Rahul Paul, Kedar Nath Das

Abstract:

The field of machine learning (ML) is experiencing rapid development, resulting in a multitude of theoretical advancements and extensive practical implementations across various disciplines. The objective of ML is to facilitate the ability of machines to perform cognitive tasks by leveraging knowledge gained from prior experiences and effectively addressing complex problems, even in situations that deviate from previously encountered instances. Reinforcement Learning (RL) has emerged as a prominent subfield within ML and has gained considerable attention in recent times from researchers. This surge in interest can be attributed to the practical applications of RL, the increasing availability of data, and the rapid advancements in computing power. At the same time, optimization algorithms play a pivotal role in the field of ML and have attracted considerable interest from researchers. A multitude of proposals have been put forth to address optimization problems or improve optimization techniques within the domain of ML. The necessity of a thorough examination and implementation of optimization algorithms within the context of ML is of utmost importance in order to provide guidance for the advancement of research in both optimization and ML. This article provides a comprehensive overview of the application of metaheuristic evolutionary optimization algorithms in conjunction with RL to address a diverse range of scientific challenges. Furthermore, this article delves into the various challenges and unresolved issues pertaining to the optimization of RL models.

Keywords: machine learning, reinforcement learning, loss function, evolutionary optimization techniques

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