Search results for: stochastic gradient descent

Authors: Seon Soon Choi

Abstract:

The fatigue crack growth is stochastic because of the fatigue behavior having an uncertainty and a randomness. Therefore, it is necessary to determine the probability distribution of a grown crack size at a specific fatigue crack propagation life for maintenance of structure as well as reliability estimation. The essential purpose of this study is to present the good probability distribution fit for the grown crack size at a specified fatigue life in a rolled magnesium alloy under different specimen thickness conditions. Fatigue crack propagation experiments are carried out in laboratory air under three conditions of specimen thickness using AZ31 to investigate a stochastic crack growth behavior. The goodness-of-fit test for probability distribution of a grown crack size under different specimen thickness conditions is performed by Anderson-Darling test. The effect of a specimen thickness on variability of a grown crack size is also investigated.

Keywords: crack size, fatigue crack propagation, magnesium alloys, probability distribution, specimen thickness

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Authors: Zhenqiu Liu

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Visualizing the heterogeneity within cell-populations for single-cell RNA-seq data is crucial for studying the functional diversity of a cell. However, because of the high level of noises, outlier, and dropouts, it is very challenging to measure the cell-to-cell similarity (distance), visualize and cluster the data in a low-dimension. Minimum volume embedding (MVE) projects the data into a lower-dimensional space and is a promising tool for data visualization. However, it is computationally inefficient to solve a semi-definite programming (SDP) when the sample size is large. Therefore, it is not applicable to single-cell RNA-seq data with thousands of samples. In this paper, we develop an efficient algorithm with an accelerated proximal gradient method and visualize the single-cell RNA-seq data efficiently. We demonstrate that the proposed approach separates known subpopulations more accurately in single-cell data sets than other existing dimension reduction methods.

Keywords: single-cell RNA-seq, minimum volume embedding, visualization, accelerated proximal gradient method

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Authors: S. Dey, T. Mukhopadhyay, S. Adhikari

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This paper presents an exhaustive comparative investigation on sampling techniques of polynomial regression model based stochastic natural frequency of composite plates. Both individual and combined variations of input parameters are considered to map the computational time and accuracy of each modelling techniques. The finite element formulation of composites is capable to deal with both correlated and uncorrelated random input variables such as fibre parameters and material properties. The results obtained by Polynomial regression (PR) using different sampling techniques are compared. Depending on the suitability of sampling techniques such as 2k Factorial designs, Central composite design, A-Optimal design, I-Optimal, D-Optimal, Taguchi’s orthogonal array design, Box-Behnken design, Latin hypercube sampling, sobol sequence are illustrated. Statistical analysis of the first three natural frequencies is presented to compare the results and its performance.

Keywords: composite plate, natural frequency, polynomial regression model, sampling technique, uncertainty quantification

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Authors: Cafer Görkem Pınar, İlker Coşar, Serkan Uzun, Atahan Çelebi, Mehmet Ali Ersoy, Ali Pınarbaşı

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In this study, it was numerically investigated that a 1:1 scale model of the Renault Clio MK4 SW brand vehicle aerodynamic analysis was performed in the commercial computational fluid dynamics (CFD) package program of ANSYS CFX 2021 R1 under steady, subsonic, and 3-D conditions. The model of vehicle used for the analysis was made independent of the number of mesh elements, and the k-epsilon turbulence model was applied during the analysis. Results were interpreted as streamlines, pressure gradient, and turbulent kinetic energy contours around the vehicle at 50 km/h and 100 km/h speeds. In addition, the validity of the analysis was decided by comparing the drag coefficient of the vehicle with the values in the literature. As a result, the pressure gradient contours of the taillight of the Renault Clio MK4 SW vehicle were examined, and the behavior of the total force at speeds of 50 km/h and 100 km/h was interpreted.

Keywords: CFD, k-epsilon, aerodynamics, drag coefficient, taillight

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Authors: Lican Wang, Rongqian Chen, Yancheng You, Ruofan Qiu

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In the applications of jet engine, open-jet wind tunnel and airframe, there wildly exists a shear layer formed by the velocity and temperature gradients between jet flow and surrounded medium. The presence of shear layer will refract and reflect the sound path that consequently influences the measurement results in far-field. To investigate and evaluate the shear layer effect, a gradient term suppression and filtering method is adopted to simulate sound propagation through a steady sheared flow in three dimensions. Two typical configurations are considered: one is an incompressible and cold jet flow in wind tunnel and the other is a compressible and hot jet flow in turbofan engine. A numerically linear microphone array is used to localize the position of given sound source. The localization error is presented and linearly fitted.

Keywords: aeroacoustic, linearized Euler equation, acoustic propagation, source localization

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Authors: Mohamed Chakroun

Abstract:

In this paper, we analyze the macroeconomic impacts of Oman’s strategy to transition to a green economy by 2050. Our objective is to determine the most effective climate policy instrument to facilitate this transition. By utilizing a Dynamic Stochastic General Equilibrium (DSGE) model, we assess the effectiveness of three climate policy tools: a carbon tax, subsidies to green assets, and taxes on brown assets. Our results indicate that a combination of a carbon tax, along with differentiated taxes and subsidies on green and brown assets, proves to the most effective policy in reducing emissions while maintaining macroeconomic stability. The findings of this study demonstrate the need for policymakers to balance the immediate goals of reducing emissions with the economic costs involved. Implementing a gradual transition strategy may be preferable as it allows for mitigating the negative economic impacts while facilitating the shift towards a green economy.

Keywords: green economy, carbon tax, DSGE model, climate policy, sustainable growth

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Authors: Ali Kurşun, Emre Kara, Erhan Çetin, Şafak Aksoy, Ahmet Kesimli

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In this study, thermal elastic stress distribution occurred on long hollow cylinders made of functionally graded material (FGM) was analytically defined under thermal, mechanical and thermo mechanical loads. In closed form solutions for elastic stresses and displacements are obtained analytically by using the infinitesimal deformation theory of elasticity. It was assumed that elasticity modulus, thermal expansion coefficient and density of cylinder materials could change in terms of an exponential function as for that Poisson’s ratio was constant. A gradient parameter n is chosen between - 1 and 1. When n equals to zero, the disc becomes isotropic. Circumferential, radial and longitudinal stresses in the FGMs cylinders are depicted in the figures. As a result, the gradient parameters have great effects on the stress systems of FGMs cylinders.

Keywords: functionally graded materials, thermoelasticity, thermomechanical load, hollow cylinder.

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Authors: Abeer Ahmed Abdelhamed

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Introduction: Postoperative pulmonary complications (PPCs) are the most common complications observed and managed after abdominal or cardiothoracic surgery. Hypoxemia, atelectasis, pleural effusion, or diaphragmatic dysfunction, are often a source of morbidity in cardiac surgery patients, and are more common in patients receiving unilateral or bilateral internal mammary artery (IMT) grafts than patients receiving saphenous vein (SV) grafts alone. Purpose: The aim of this work was to investigate the effect of Threshold load inspiratory muscle training on pulmonary gas exchange and maximum inspiratory pressure (MIP) in patient undergoing coronary revascularization. Subject: Thirty three male patients eligible for coronary revascularization were selected to participate in the study. Method: They were divided into two groups(17 patients in the intervention group and 16 patients in the control group), the interventional group received inspiratory muscle training at 30% of their maximum inspiratory pressure throughout the hospitalization period in addition to routine post operative care. Result: The results of this study showed a significant improvement on maximum inspiratory pressure(MIP), Arterial-alveolar pressure gradient (A-a gradient) and oxygen saturation in the intervention group. Conclusion: Inspiratory muscle training using threshold mode significantly improves maximum inspiratory pressure, pulmonary gas exchange tested by alveolar-arterial gradient and oxygen saturation in Patients undergoing coronary revascularization.

Keywords: coronary revascularization, inspiratory muscle training, maximum inspiratory pressure, pulmonary gas exchange

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Authors: Yongjian Gu

Abstract:

Ocean thermal energy is one of the ocean energy sources. It is a renewable, sustainable, and green energy source. Ocean thermal energy conversion (OTEC) applies the ocean temperature gradient between the warmer surface seawater and the cooler deep seawater to run a heat engine and produce a useful power output. Unfortunately, the ocean temperature gradient is not big. Even in the tropical and equatorial regions, the surface water temperature can only reach up to 28oC and the deep water temperature can be as low as 4oC. The thermal efficiency of the OTEC plants, therefore, is low. In order to improve the plant thermal efficiency by using the limited ocean temperature gradient, some OTEC plants use the method of adding more equipment for better heat recovery, such as heat exchangers, pumps, etc. Obviously, the method will increase the plant's complexity and cost. The more important impact of the method is the additional equipment needs to consume power too, which may have an adverse effect on the plant net power output, in turn, the plant thermal efficiency. In the paper, the author first describes varied OTEC plants and the practice of using the method of adding more equipment for improving the plant's thermal efficiency. Then the author proposes a parameter, plant back works ratio ϕ, for measuring if the added equipment is appropriate for the plant thermal efficiency improvement. Finally, in the paper, the author presents examples to illustrate the application of the back work ratio ϕ as a key parameter in the OTEC plant design and operation.

Keywords: ocean thermal energy, ocean thermal energy conversion (OTEC), OTEC plant, plant back work ratio ϕ

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Authors: Krishnendu Mukhopadhyay, Subhashis Kundu, Mayank Tiwari, Sameeran Pani, Padmapal, Uttam Singh

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Blast Furnace is a counter current process where burden descends from top and hot gases ascend from bottom and chemically reduce iron oxides into liquid hot metal. One of the major problems of blast furnace operation is the erratic burden descent inside furnace. Sometimes this problem is so acute that burden descent stops resulting in Hanging and instability of the furnace. This problem is very frequent in blast furnaces worldwide and results in huge production losses. This situation becomes more adverse when blast furnaces are operated at low coke rate and high coal injection rate with adverse raw materials like high alumina ore and high coke ash. For last three years, H-Blast Furnace Tata Steel was able to reduce coke rate from 450 kg/thm to 350 kg/thm with an increase in coal injection to 200 kg/thm which are close to world benchmarks and expand profitability. To sustain this regime, elimination of irregularities of blast furnace like hanging, channeling, and scaffolding is very essential. In this paper, sustaining of zero hanging spell for consecutive three years with low coke rate operation by improvement in burden characteristics, burden distribution, changes in slag regime, casting practices and adequate automation of the furnace operation has been illustrated. Models have been created to comprehend and upgrade the blast furnace process understanding. A model has been developed to predict the process of maintaining slag viscosity in desired range to attain proper burden permeability. A channeling prediction model has also been developed to understand channeling symptoms so that early actions can be initiated. The models have helped to a great extent in standardizing the control decisions of operators at H-Blast Furnace of Tata Steel, Jamshedpur and thus achieving process stability for last three years.

Keywords: hanging, channelling, blast furnace, coke

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Authors: Pulakesh Das, Mukunda Dev Behera, Manchiraju Sri Ramachandra Murthy

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Large numbers of people living in and around the Hindu Kush Himalaya (HKH) region, depends on this diverse mountainous region for ecosystem services. Following the global trend, this region also experiencing rapid population growth, and demand for timber and agriculture land. The eight countries sharing the HKH region have different forest resources utilization and conservation policies that exert varying forces in the forest ecosystem. This created a variable spatial as well altitudinal gradient in rate of deforestation and corresponding forest patch fragmentation. The quantitative relationship between fragmentation and demography has not been established before for HKH vis-à-vis along elevation gradient. This current study was carried out to attribute the overall and different nature in landscape fragmentations along the altitudinal gradient with the demography of each sharing countries. We have used the tree canopy cover data derived from Landsat data to analyze the deforestation and afforestation rate, and corresponding landscape fragmentation observed during 2000 – 2010. Area-weighted mean radius of gyration (AMN radius of gyration) was computed owing to its advantage as spatial indicator of fragmentation over non-spatial fragmentation indices. Using the subtraction method, the change in fragmentation was computed during 2000 – 2010. Using the tree canopy cover data as a surrogate of forest cover, highest forest loss was observed in Myanmar followed by China, India, Bangladesh, Nepal, Pakistan, Bhutan, and Afghanistan. However, the sequence of fragmentation was different after the maximum fragmentation observed in Myanmar followed by India, China, Bangladesh, and Bhutan; whereas increase in fragmentation was seen following the sequence of as Nepal, Pakistan, and Afghanistan. Using SRTM-derived DEM, we observed higher rate of fragmentation up to 2400m that corroborated with high human population for the year 2000 and 2010. To derive the nature of fragmentation along the altitudinal gradients, the Statistica software was used, where the user defined function was utilized for regression applying the Gauss-Newton estimation method with 50 iterations. We observed overall logarithmic decrease in fragmentation change (area-weighted mean radius of gyration), forest cover loss and population growth during 2000-2010 along the elevation gradient with very high R2 values (i.e., 0.889, 0.895, 0.944 respectively). The observed negative logarithmic function with the major contribution in the initial elevation gradients suggest to gap filling afforestation in the lower altitudes to enhance the forest patch connectivity. Our finding on the pattern of forest fragmentation and human population across the elevation gradient in HKH region will have policy level implication for different nations and would help in characterizing hotspots of change. Availability of free satellite derived data products on forest cover and DEM, grid-data on demography, and utility of geospatial tools helped in quick evaluation of the forest fragmentation vis-a-vis human impact pattern along the elevation gradient in HKH.

Keywords: area-weighted mean radius of gyration, fragmentation, human impact, tree canopy cover

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Authors: Seon Soon Choi

Abstract:

It is necessary to predict a fatigue crack propagation life for estimation of structural integrity. Because of an uncertainty and a randomness of a structural behavior, it is also required to analyze stochastic characteristics of the fatigue crack propagation life at a specified fatigue crack size. The essential purpose of this study is to present the good probability distribution fit for the fatigue crack propagation life at a specified fatigue crack size in magnesium alloys under various fatigue load ratio conditions. To investigate a stochastic crack growth behavior, fatigue crack propagation experiments are performed in laboratory air under several conditions of fatigue load ratio using AZ31. By Anderson-Darling test, a goodness-of-fit test for probability distribution of the fatigue crack propagation life is performed and the good probability distribution fit for the fatigue crack propagation life is presented. The effect of load ratio on variability of fatigue crack propagation life is also investigated.

Keywords: fatigue crack propagation life, load ratio, magnesium alloys, probability distribution

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Authors: Satish Kumar Dewangan, Santosh Kumar Senapati

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The present work focuses on the investigation of the effect of non-Newtonian behavior on the oil-water stratified flow in a horizontal channel using ANSYS Fluent. Coupled level set and volume of fluid (CLSVOF) has been used to capture the evolving interface assuming unsteady, coaxial flow with constant fluid properties. The diametric variation of oil volume fraction, mixture velocity, total pressure and pressure gradient has been studied. Non-Newtonian behavior of oil has been represented by the power law model in order to investigate the effect of flow behavior index. Stratified flow pattern tends to assume dispersed flow pattern with the change in the behavior of oil to non-Newtonian. The pressure gradient is found to be very much sensitive to the flow behavior index. The findings could be useful in designing the transportation pipe line in petroleum industries.

Keywords: oil-water stratified flow, horizontal channel, CLSVOF, non–Newtonian behaviour.

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Authors: Ali Akbar, Seungho Shin, Sukkee Um

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The composition of catalyst layers (CLs) plays an important role in the overall performance and cost of the proton exchange membrane fuel cells (PEMFCs). Low platinum loading, high utilization, and more durable catalyst still remain as critical challenges for PEMFCs. In this study, a three-dimensional material network model is developed to visualize the nanostructure of carbon supported platinum Pt/C and Pt/VACNT catalysts in pursuance of maximizing the catalyst utilization. The quadruple-phase randomly generated CLs domain is formulated using quasi-random stochastic Monte Carlo-based method. This unique statistical approach of four-phase (i.e., pore, ionomer, carbon, and platinum) model is closely mimic of manufacturing process of CLs. Various CLs compositions are simulated to elucidate the effect of electrons, ions, and mass transport paths on the catalyst utilization factor. Based on simulation results, the effect of key factors such as porosity, ionomer contents and Pt weight percentage in Pt/C catalyst have been investigated at the represented elementary volume (REV) scale. The results show that the relationship between ionomer content and Pt utilization is in good agreement with existing experimental calculations. Furthermore, this model is implemented on the state-of-the-art Pt/VACNT CLs. The simulation results on Pt/VACNT based CLs show exceptionally high catalyst utilization as compared to Pt/C with different composition ratios. More importantly, this study reveals that the maximum catalyst utilization depends on the distance spacing between the carbon nanotubes for Pt/VACNT. The current simulation results are expected to be utilized in the optimization of nano-structural construction and composition of Pt/C and Pt/VACNT CLs.

Keywords: catalyst layer, platinum utilization, proton exchange membrane fuel cell, stochastic modeling

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Authors: Fadhl Qutaish

Abstract:

This paper examines the pharyngealization spread in one of the Yemeni Arabic dialects, namely, Ibbi Arabic (IA). It investigates how pharyngealized sounds spread their acoustic features onto the neighboring vowels and change their default features. This feature has been investigated quietly well in MSA but still has to be deeply studied in the different dialect of Arabic which will bring about a clearer picture of the similarities and the differences among these dialects and help in mapping them based on the way this feature is utilized. Though the studies are numerous, no one of them has illustrated how far in the multi-syllabic word the spread can be and whether it takes a steady or gradient manner. This study tries to fill this gap and give a satisfactory explanation of the pharyngealization spread in Ibbi Dialect. This study is the first step towards a larger investigation of the different dialects of Yemeni Arabic in the future. The data recorded are represented in minimal pairs in which the trigger (pharyngealized or the non-pharyngealized sound) is in the initial or final position of monosyllabic and multisyllabic words. A group of 24 words were divided into four groups and repeated three times by three subjects which will yield 216 tokens that are tested and analyzed. The subjects are three male speakers aged between 28 and 31 with no history of neurological, speaking or hearing problems. All of them are bilingual speakers of Arabic and English and native speakers of Ibbi-Dialect. Recordings were done in a sound-proof room and praat software was used for the analysis and coding of the trajectories of F1 and F2 for the low vowel /a/ to see the effect of pharyngealization on the formant trajectory within the same syllable and in other syllables of the same word by comparing the F1 and F2 formants to the non-pharyngealized environment. The results show that pharyngealization spread is gradient (progressively and regressively). The spread is reflected in the gradual raising of F1 as we move closer towards the trigger and the gradual lowering of F2 as well. The results of the F1 mean values in tri-syllabic words when the trigger is word initially show that there is a raise of 37.9 HZ in the first syllable, 26.8HZ in the second syllable and 14.2HZ in the third syllable. F2 mean values undergo a lowering of 239 HZ in the first syllable, 211.7 HZ in the second syllable and 176.5 in the third syllable. This gradual decrease in the difference of F2 values in the non-pharyngealized and pharyngealized context illustrates that the spread is gradient. A similar result was found when the trigger is word-final which proves that the spread is gradient (progressively and regressively.

Keywords: pharyngealization, Yemeni Arabic, Ibbi dialect, pharyngealization spread

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Authors: Abderrahim Elmoataz

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More and more contemporary applications involve data in the form of functions defined on irregular and topologically complicated domains (images, meshs, points clouds, networks, etc). Such data are not organized as familiar digital signals and images sampled on regular lattices. However, they can be conveniently represented as graphs where each vertex represents measured data and each edge represents a relationship (connectivity or certain affinities or interaction) between two vertices. Processing and analyzing these types of data is a major challenge for both image and machine learning communities. Hence, it is very important to transfer to graphs and networks many of the mathematical tools which were initially developed on usual Euclidean spaces and proven to be efficient for many inverse problems and applications dealing with usual image and signal domains. Historically, the main tools for the study of graphs or networks come from combinatorial and graph theory. In recent years there has been an increasing interest in the investigation of one of the major mathematical tools for signal and image analysis, which are Partial Differential Equations (PDEs) variational methods on graphs. The normalized p-laplacian operator has been recently introduced to model a stochastic game called tug-of-war-game with noise. Part interest of this class of operators arises from the fact that it includes, as particular case, the infinity Laplacian, the mean curvature operator and the traditionnal Laplacian operators which was extensiveley used to models and to solve problems in image processing. The purpose of this paper is to introduce and to study a new class of normalized p-Laplacian on graphs. The introduction is based on the extension of p-harmonious function introduced in as discrete approximation for both infinity Laplacian and p-Laplacian equations. Finally, we propose to use these operators as a framework for solving many inverse problems in image processing.

Keywords: normalized p-laplacian, image processing, stochastic game, inverse problems

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Authors: Keerthi S. Shetty, Annappa Basava

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In recent years, modelling of biological systems represented by biochemical reactions has become increasingly important in Systems Biology. Biological systems represented by biochemical reactions are highly stochastic in nature. Probabilistic model is often used to describe such systems. One of the main challenges in Systems biology is to combine absolute experimental data into probabilistic model. This challenge arises because (1) some molecules may be present in relatively small quantities, (2) there is a switching between individual elements present in the system, and (3) the process is inherently stochastic on the level at which observations are made. In this paper, we describe a novel idea of combining absolute experimental data into probabilistic model using tool R2. Through a case study of the Transcription Process in Prokaryotes we explain how biological systems can be written as probabilistic program to combine experimental data into the model. The model developed is then analysed in terms of intrinsic noise and exact sampling of switching times between individual elements in the system. We have mainly concentrated on inferring number of genes in ON and OFF states from experimental data.

Keywords: systems biology, probabilistic model, inference, biology, model

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Authors: Arnold Missiame

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In Ghana, rural dwellers who depend primarily on agriculture for their livelihood constitute about 60% of the country’s population. This shows the critical role and potentials of the agricultural sector in helping to achieve Ghana’s vision 2030. With the current threat of climate change and advancements in technology, agricultural extension is not just about technology transfer and improvements in productivity, but it is also about improving the managerial and technical skills of farmers. In Ghana, the government of Ghana as well as other players in the sector like; non-governmental organizations, NGOs, local and international funding agencies, for decades now, have made capacity-building-investments in smallholder farmers by way of extension services delivery. This study sought to compare the technical efficiency of farmers who have access to agricultural extension and farmers who do not in Ghana. The study employed the stochastic meta-frontier model to analyze household survey data comprising 300 smallholder cassava farmers from the Fanteakwa district of Ghana. The farmers were selected through a two-stage sampling technique where 5 communities were purposively selected in the first stage and then 60 smallholder cassava farmers were randomly selected from each of the 5 communities. Semi-structured questionnaires were used to collect data on farmers’ socioeconomic and farm-level characteristics. The results showed that farmers who have access to agricultural extensions services have higher technical efficiencies (TE) and produce much closer to their meta-production frontiers (higher technology gap ratios (TGR) than farmers who do not have access to such extension services. Furthermore, experience in cassava cultivation and formal education significantly improves the technical efficiencies of farmers. The study recommends that the mode and scope of agricultural extension service delivery in the country should be enhanced to ensure that smallholder farmers have easy access to extension agents.

Keywords: agricultural extension, Ghana, smallholder farmers, stochastic meta-frontier model, technical efficiency

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Authors: Tejeet Singh, Harmanjit Singh

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Creep behavior of thick-walled functionally graded cylinder consisting of AlSiC and subjected to internal pressure and high temperature has been analyzed. The functional relationship between strain rate with stress can be described by the well-known threshold stress based creep law with a stress exponent of five. The effect of imposing non-linear particle gradient on the distribution of creep stresses in the thick-walled functionally graded composite cylinder has been investigated. The study revealed that for the assumed non-linear particle distribution, the radial stress decreases throughout the cylinder, whereas the tangential, axial and effective stresses have averaging effect. The strain rates in the functionally graded composite cylinder could be reduced to significant extent by employing non-linear gradient in the distribution of reinforcement.

Keywords: functionally graded material, pressure, steady state creep, thick-cylinder

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Authors: Bahram Fathi, Karim Alizadeh, Azam Mohammadbagheri

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The aim of this paper is to investigate the role of oil price shocks in explaining business cycles in Iran using a dynamic stochastic general equilibrium approach. This model incorporates both productivity and oil revenue shocks. The results indicate that productivity shocks are relatively more important to business cycles than oil shocks. The model with two shocks produces different values for volatility, but these values have the same ranking as that of the actual data for most variables. In addition, the actual data are close to the ratio of standard deviations to the output obtained from the model with two shocks. The results indicate that productivity shocks are relatively more important to business cycles than the oil shocks. The model with only a productivity shock produces the most similar figures in term of volatility magnitude to that of the actual data. Next, we use the Impulse Response Functions (IRF) to evaluate the capability of the model. The IRF shows no effect of an oil shock on the capital stocks and on labor hours, which is a feature of the model. When the log-linearized system of equations is solved numerically, investment and labor hours were not found to be functions of the oil shock. This research recommends using different techniques to compare the model’s robustness. One method by which to do this is to have all decision variables as a function of the oil shock by inducing the stationary to the model differently. Another method is to impose a bond adjustment cost. This study intends to fill that gap. To achieve this objective, we derive a DSGE model that allows for the world oil price and productivity shocks. Second, we calibrate the model to the Iran economy. Next, we compare the moments from the theoretical model with both single and multiple shocks with that obtained from the actual data to see the extent to which business cycles in Iran can be explained by total oil revenue shock. Then, we use an impulse response function to evaluate the role of world oil price shocks. Finally, I present implications of the findings and interpretations in accordance with economic theory.

Keywords: oil price, shocks, dynamic stochastic general equilibrium, Iran

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Authors: Huda Algharib, Amal Algharib, Hanan Algharib, Ali Mohammad Alqudah

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Image registration is an important topic for many imaging systems and computer vision applications. The standard image registration techniques such as Mutual information/ Normalized mutual information -based methods have a limited performance because they do not consider the spatial information or the relationships between the neighbouring pixels or voxels. In addition, the amount of image noise may significantly affect the registration accuracy. Therefore, this paper proposes an efficient method that explicitly considers the relationships between the adjacent pixels, where the gradient information of the reference and scene images is extracted first, and then the cosine similarity of the extracted gradient information is computed and used to improve the accuracy of the standard normalized mutual information measure. Our experimental results on different data types (i.e. CT, MRI and thermal images) show that the proposed method outperforms a number of image registration techniques in terms of the accuracy.

Keywords: image registration, mutual information, image gradients, image transformations

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Authors: Nassim Bessaad, Qilian Bao, Zhao Jiangkang

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The fiber optics gyroscope in the strap-down inertial navigation system (FOG-SINS) suffers from precision degradation due to the influence of random errors. In this work, an enhanced Allan variance (AV) stochastic modeling method combined with discrete wavelet transform (DWT) for signal denoising is implemented to estimate the random process in the FOG signal. Furthermore, we devise a measurement-based iterative adaptive Sage-Husa nonlinear filter with augmented states to integrate a star tracker sensor with SINS. The proposed filter adapts the measurement noise covariance matrix based on the available data. Moreover, the enhanced stochastic modeling scheme is invested in tuning the process noise covariance matrix and the augmented state Gauss-Markov process parameters. Finally, the effectiveness of the proposed filter is investigated by employing the collected data in laboratory conditions. The result shows the filter's improved accuracy in comparison with the conventional Kalman filter (CKF).

Keywords: inertial navigation, adaptive filtering, star tracker, FOG

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Authors: Wheyming Tina Song, Chi-Hao Hong, Peisyuan Lin

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An important performance measure for stochastic manufacturing networks is the system reliability, defined as the probability that the production output meets or exceeds a specified demand. The system parameters include the capacity of each workstation and numbers of the conforming parts produced in each workstation. We establish that eighteen archival publications, containing twenty-one examples, provide incorrect values of the system reliability. The author recently published the Song Rule, which provides the correct analytical system-reliability value; it is, however, computationally inefficient for large networks. In this paper, we use Monte Carlo simulation (implemented in C and Flexsim) to provide estimates for the above-mentioned twenty-one examples. The simulation estimates are consistent with the analytical solution for small networks but is computationally efficient for large networks. We argue here for three advantages of Monte Carlo simulation: (1) understanding stochastic systems, (2) validating analytical results, and (3) providing estimates even when analytical and numerical approaches are overly expensive in computation. Monte Carlo simulation could have detected the published analysis errors.

Keywords: Monte Carlo simulation, analytical results, leading digit rule, standard error

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Authors: Sai Hung Cheung, Zhe Shao

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It is of our great interest to quantify the risk to structural dynamic systems due to earthquake-induced tsunamis in view of recent earthquake-induced tsunamis in Padang, 2004 and Tohoku, 2011 which brought huge losses of lives and properties. Despite continuous advancement in computational simulation of the tsunami and wave-structure interaction modeling, it still remains computationally challenging to evaluate the reliability of a structural dynamic system when uncertainties related to the system and its modeling are taken into account. The failure of the structure in a tsunami-wave-structural system is defined as any response quantities of the system exceeding specified thresholds during the time when the structure is subjected to dynamic wave impact due to earthquake-induced tsunamis. In this paper, an approach based on a novel integration of a recently proposed moving least squares response surface approach for stochastic sampling and the Subset Simulation algorithm is proposed. The effectiveness of the proposed approach is discussed by comparing its results with those obtained from the Subset Simulation algorithm without using the response surface approach.

Keywords: response surface, stochastic simulation, structural reliability tsunami, risk

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Authors: Abhigyan Hedau, Priya Shelke, Riddhi Mirajkar, Shreyash Chaple, Mrunali Gadekar, Himanshu Akula

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The heart is the coordinating centre of the major endocrine glandular structure of the body, which produces hormones that profoundly affect the operations of the body, and diagnosing cardiovascular disease is a difficult but critical task. By extracting knowledge and information about the disease from patient data, data mining is a more practical technique to help doctors detect disorders. We use a variety of machine learning methods here, including logistic regression and support vector classifiers (SVC), K-nearest neighbours Classifiers (KNN), Decision Tree Classifiers, Random Forest classifiers and Gradient Boosting classifiers. These algorithms are applied to patient data containing 13 different factors to build a system that predicts heart disease in less time with more accuracy.

Keywords: logistic regression, support vector classifier, k-nearest neighbour, decision tree, random forest and gradient boosting

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Authors: Dua Hişam, Serhat İkizoğlu

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Identifying the problem behind balance disorder is one of the most interesting topics in the medical literature. This study has considerably enhanced the development of artificial intelligence (AI) algorithms applying multiple machine learning (ML) models to sensory data on gait collected from humans to classify between normal people and those suffering from Vestibular System (VS) problems. Although AI is widely utilized as a diagnostic tool in medicine, AI models have not been used to perform feature extraction and identify VS disorders through training on raw data. In this study, three machine learning (ML) models, the Random Forest Classifier (RF), Extreme Gradient Boosting (XGB), and K-Nearest Neighbor (KNN), have been trained to detect VS disorder, and the performance comparison of the algorithms has been made using accuracy, recall, precision, and f1-score. With an accuracy of 95.28 %, Random Forest Classifier (RF) was the most accurate model.

Keywords: vestibular disorder, machine learning, random forest classifier, k-nearest neighbor, extreme gradient boosting

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Authors: Nosheen Zareen Khan, Abdul Majeed Siddiqui, Muhammad Afzal Rana

Abstract:

The steady flow of a second order fluid through constricted tube with slip velocity at wall is modeled and analyzed theoretically. The governing equations are simplified by implying no slip in radial direction. Based on Karman Pohlhausen procedure polynomial solution for axial velocity profile is presented. An expressions for pressure gradient, shear stress, separation and reattachment points and radial velocity are also calculated. The effect of slip and no slip velocity on velocity, shear stress, pressure gradient are discussed and depicted graphically. It is noted that when Reynolds number increases velocity of the fluid decreases in both slip and no slip conditions. It is also found that the wall shear stress, separation and reattachment points are strongly effected by Reynolds number.

Keywords: approximate solution, constricted tube, non-Newtonian fluids, Reynolds number

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Authors: Rebecca Owusu Coffie, Atakelty Hailu

Abstract:

Variants of production frontier models have emerged, however, only a limited number of them are applied in empirical research. Hence the effects of these alternative frontier models are not well understood, particularly within sub-Saharan Africa. In this paper, we apply recent advances in the production frontier to examine levels of technical efficiency and efficiency drivers. Specifically, we compare the heteroscedastic parametric and the semiparametric stochastic smooth coefficient (SPSC) models. Using rice production data from Ghana, our empirical estimates reveal that alternative specification of efficiency estimators results in either downward or upward bias in the technical efficiency estimates. Methodologically, we find that the SPSC model is more suitable and generates high-efficiency estimates. Within the parametric framework, we find that parameterization of both the mean and variance of the pre-truncated function is the best model. For the drivers of technical efficiency, we observed that longer farm distances increase inefficiency through a reduction in labor productivity. High soil quality, however, increases productivity through increased land productivity.

Keywords: pre-truncated, rice production, smooth coefficient, technical efficiency

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Authors: Maatoug Hassine, Mourad Hrizi

Abstract:

In this paper, we consider a geometric inverse source problem for the heat equation with Dirichlet and Neumann boundary data. We will reconstruct the exact form of the unknown source term from additional boundary conditions. Our motivation is to detect the location, the size and the shape of source support. We present a one-shot algorithm based on the Kohn-Vogelius formulation and the topological gradient method. The geometric inverse source problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a source function. Then, we present a non-iterative numerical method for the geometric reconstruction of the source term with unknown support using a level curve of the topological gradient. Finally, we give several examples to show the viability of our presented method.

Keywords: geometric inverse source problem, heat equation, topological optimization, topological sensitivity, Kohn-Vogelius formulation

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Authors: Nkwenti Mbelli Njah

Abstract:

This research was motivated by a project requested by AXA on the topic of pensions payable under the workers compensation (WC) line of business. There are two types of pensions: the compulsorily recoverable and the not compulsorily recoverable. A pension is compulsorily recoverable for a victim when there is less than 30% of disability and the pension amount per year is less than six times the minimal national salary. The law defines that the mathematical provisions for compulsory recoverable pensions must be calculated by applying the following bases: mortality table TD88/90 and rate of interest 5.25% (maybe with rate of management). To manage pensions which are not compulsorily recoverable is a more complex task because technical bases are not defined by law and much more complex computations are required. In particular, companies have to predict the amount of payments discounted reflecting the mortality effect for all pensioners (this task is monitored monthly in AXA). The purpose of this research was thus to develop a stochastic model for the future mortality of the worker’s compensation pensioners of both the Portuguese market workers and AXA portfolio. Not only is past mortality modeled, also projections about future mortality are made for the general population of Portugal as well as for the two portfolios mentioned earlier. The global model was split in two parts: a stochastic model for population mortality which allows for forecasts, combined with a point estimate from a portfolio mortality model obtained through three different relational models (Cox Proportional, Brass Linear and Workgroup PLT). The one-year death probabilities for ages 0-110 for the period 2013-2113 are obtained for the general population and the portfolios. These probabilities are used to compute different life table functions as well as the not compulsorily recoverable reserves for each of the models required for the pensioners, their spouses and children under 21. The results obtained are compared with the not compulsory recoverable reserves computed using the static mortality table (TD 73/77) that is currently being used by AXA, to see the impact on this reserve if AXA adopted the dynamic tables.

Keywords: compulsorily recoverable, life table functions, relational models, worker’s compensation pensioners

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