Search results for: the finite element method

Authors: Jerry Q. Cheng

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Currently, in analyzing large-scale recurrent event data, there are many challenges such as memory limitations, unscalable computing time, etc. In this research, a divide-and-conquer method is proposed using parametric frailty models. Specifically, the data is randomly divided into many subsets, and the maximum likelihood estimator from each individual data set is obtained. Then a weighted method is proposed to combine these individual estimators as the final estimator. It is shown that this divide-and-conquer estimator is asymptotically equivalent to the estimator based on the full data. Simulation studies are conducted to demonstrate the performance of this proposed method. This approach is applied to a large real dataset of repeated heart failure hospitalizations.

Keywords: big data analytics, divide-and-conquer, recurrent event data, statistical computing

Procedia PDF Downloads 172

Authors: Assia Sadki, Soumiya Mekkaoui, Abdellatif Ait Heda

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Territorial marketing is a crucial element in the improvement of the attractiveness and competitiveness of a region, city or country. It is important to identify the different tools that distinguish the area from the other places and use them in order to achieve territorial marketing objectives. This paper tries to present the assets of Argan oil, the endemic terroir product, in the development of the tourism sector in Souss Massa. Starting from the Argan tree forests to the final use of the oil, every stage of the process can be developed as a tourism product in order to make the region more appealing to tourists.

Keywords: territorial marketing, terroir product, rural tourism, ecotourism, Argan oil

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Authors: Alireza Abbasi Moshaii, Farshid Najafi

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In this paper a new model for centre of motion creating is proposed. This new method uses cables. So, it is very useful in robots because it is light and has easy assembling process. In the robots which need to be in touch with some things this method is very good. It will be described in the following. The accuracy of the idea is proved by an experiment. This system could be used in the robots which need a fixed point in the contact with some things and make a circular motion. Such as dancer, physician or repair robots.

Keywords: centre of motion, robotic cables, permanent touching, mechatronics engineering

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Authors: Serifenur Cebesoy, Yelda Aygar, Elgiz Bairamov

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In this study, we examine some spectral properties of non-selfadjoint matrix-valued difference equations consisting of a polynomial type Jost solution. The aim of this study is to investigate the eigenvalues and spectral singularities of the difference operator L which is expressed by the above-mentioned difference equation. Firstly, thanks to the representation of polynomial type Jost solution of this equation, we obtain asymptotics and some analytical properties. Then, using the uniqueness theorems of analytic functions, we guarantee that the operator L has a finite number of eigenvalues and spectral singularities.

Keywords: asymptotics, continuous spectrum, difference equations, eigenvalues, jost functions, spectral singularities

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Authors: Mohammad Beyki, Justus Pawlak, Robert Patzke, Franz Renz

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In the context of planetary exploration, the MIMOS II (miniaturized Mössbauer spectrometer) serves as a proven and reliable measuring instrument. The transmission behaviour of the electronics in the Mössbauer spectroscopy is newly developed and optimized. For this purpose, the overall electronics is split into three parts. This elaboration deals exclusively with the first part of the signal chain for the evaluation of photons in experiments with gamma radiation. Parallel to the analysis of the electronics, a new method for the stability consideration of linear and non-linear systems is presented: The extended method of Lyapunov’s stability criteria. The design helps to weigh advantages and disadvantages against other simulated circuits in order to optimize the MIMOS II for the terestric and extraterestric measurment. Finally, after stability analysis, the controller design according to Ackermann is performed, achieving the best possible optimization of the output variable through a skillful pole assignment.

Keywords: Mössbauer spectroscopy, electronic signal amplifier, light processing technology, photocurrent, trans-impedance amplifier, extended Lyapunov method

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Authors: Zoran Veršić, Josip Galić, Marin Binički, Lucija Stepinac

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With the current increase in CO₂ emissions and global warming, the sustainability of both existing and new solutions must be assessed on a wide scale. As the implementation of closed cavity facades (CCF) is on the rise, a variety of factors must be included in the analysis of new types of CCF. This paper aims to cover the relevant factors included in the sustainability assessment of new types of CCF. Several mathematical models are being used to describe the physical behavior of CCF. Depending on the type of CCF, they cover the main factors which affect the durability of the façade: thermal behavior of various elements in the façade, stress, and deflection of the glass panels, pressure inside a cavity, exchange rate, and the moisture buildup in the cavity. CCF itself represents a complex system in which all mentioned factors must be considered mutually. Still, the façade is only an envelope of a more complex system, the building. Choice of the façade dictates the heat loss and the heat gain, thermal comfort of inner space, natural lighting, and ventilation. Annual consumption of energy for heating, cooling, lighting, and maintenance costs will present the operational advantages or disadvantages of the chosen façade system in both the economic and environmental aspects. Still, the only operational viewpoint is not all-inclusive. As the building codes constantly demand higher energy efficiency as well as transfer to renewable energy sources, the ratio of embodied and lifetime operational energy footprint of buildings is changing. With the drop in operational energy CO₂ emissions, embodied energy emissions present a larger and larger share in the lifecycle emissions of the building. Taken all into account, the sustainability assessment of a façade, as well as other major building elements, should include all mentioned factors during the lifecycle of an element. The challenge of such an approach is a timescale. Depending on the climatic conditions on the building site, the expected lifetime of CCF can exceed 25 years. In such a time span, some of the factors can be estimated more precisely than others. The ones depending on the socio-economic conditions are more likely to be harder to predict than the natural ones like the climatic load. This work recognizes and summarizes the relevant factors needed for the assessment of new types of CCF, considering the entire lifetime of a façade element and economic and environmental aspects.

Keywords: assessment, closed cavity façade, life cycle, sustainability

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Authors: Duygu Dere, Mert Ergeneci, Kaan Gokcesu

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Google Trends data has gained increasing popularity in the applications of behavioral finance, decision science and risk management. Because of Google’s wide range of use, the Trends statistics provide significant information about the investor sentiment and intention, which can be used as decisive factors for corporate and risk management fields. However, an anomaly, a significant increase or decrease, in a certain query cannot be detected by the state of the art applications of computation due to the random baseline noise of the Trends data, which is modelled as an Additive white Gaussian noise (AWGN). Since through time, the baseline noise power shows a gradual change an adaptive thresholding method is required to track and learn the baseline noise for a correct classification. To this end, we introduce an online method to classify meaningful deviations in Google Trends data. Through extensive experiments, we demonstrate that our method can successfully classify various anomalies for plenty of different data.

Keywords: adaptive data processing, behavioral finance , convex optimization, online learning, soft minimum thresholding

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Authors: D. Jagath Kumari, K. Srinivasa Rao

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Quality assurance of the structures subjected to high temperatures is now enforcing measure for the Structural Engineers. The existing relations between strength and nondestructive measurements have been established under normal conditions are not suitable to concretes that have been exposed to high temperatures. The scope of the work is to investigate the influence of high temperatures of short durations on the residual properties of reinforced HVFA concrete columns that affect the strength by non-destructive tests (NDT). Fly ash concrete is increasingly used in the design of normal strength, high strength and high performance concretes. In this paper, the authors revealed the influence of high temperatures on HVFA concrete columns. These columns are heated from 100oC to 800oC with increments of 100oC and allowed to cool to room temperature by two methods one is air cooling method and the other immediate water quenching method. All the specimens were tested identically, before heating and after heating for compressive strength and material integrity by rebound hammer and ultrasonic pulse velocity (UPV) meter respectively. HVFA concrete retained more residual strength by water quenching method than air-cooling method.

Keywords: HVFA concrete, NDT methods, residual strength, non-destructive tests

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Authors: Nicolae Bold, Daniel Nijloveanu

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The idea of cropping-system is a method used by farmers. It is an environmentally-friendly method, protecting the natural resources (soil, water, air, nutritive substances) and increase the production at the same time, taking into account some crop particularities. The combination of this powerful method with the concepts of genetic algorithms results into a possibility of generating sequences of crops in order to form a rotation. The usage of this type of algorithms has been efficient in solving problems related to optimization and their polynomial complexity allows them to be used at solving more difficult and various problems. In our case, the optimization consists in finding the most profitable rotation of cultures. One of the expected results is to optimize the usage of the resources, in order to minimize the costs and maximize the profit. In order to achieve these goals, a genetic algorithm was designed. This algorithm ensures the finding of several optimized solutions of cropping-systems possibilities which have the highest profit and, thus, which minimize the costs. The algorithm uses genetic-based methods (mutation, crossover) and structures (genes, chromosomes). A cropping-system possibility will be considered a chromosome and a crop within the rotation is a gene within a chromosome. Results about the efficiency of this method will be presented in a special section. The implementation of this method would bring benefits into the activity of the farmers by giving them hints and helping them to use the resources efficiently.

Keywords: chromosomes, cropping, genetic algorithm, genes

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Authors: W. K. Zahra, M. A. El-Beltagy, R. R. Elkhadrawy

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So many practical problems in science and technology developed over the past decays. For instance, the mathematical boundary layer theory or the approximation of solution for different problems described by differential equations. When such problems consider large or small parameters, they become increasingly complex and therefore require the use of asymptotic methods. In this work, we consider the singularly perturbed boundary value problems which contain very small parameters. Moreover, we will consider these perturbation parameters as random variables. We propose a numerical method to solve this kind of problems. The proposed method is based on an exponential spline, Shishkin mesh discretization, and polynomial chaos expansion. The polynomial chaos expansion is used to handle the randomness exist in the perturbation parameter. Furthermore, the Monte Carlo Simulations (MCS) are used to validate the solution and the accuracy of the proposed method. Numerical results are provided to show the applicability and efficiency of the proposed method, which maintains a very remarkable high accuracy and it is ε-uniform convergence of almost second order.

Keywords: singular perturbation problem, polynomial chaos expansion, Shishkin mesh, two small parameters, exponential spline

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Authors: Kahil Amar, Boukais Said, Kezmane Ali, Hannachi Naceur Eddine, Hamizi Mohand

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The principle of the seismic performance evaluation methods is to provide a measure of capability for a building or set of buildings to be damaged by an earthquake. The common objective of many of these methods is to supply classification criteria. The purpose of this study is to present a method for assessing the seismic performance of structures, based on Pushover method, we are particularly interested in reinforced concrete frame structures, which represent a significant percentage of damaged structures after a seismic event. The work is based on the characterization of seismic movement of the various earthquake zones in terms of PGA and PGD that is obtained by means of SIMQK_GR and PRISM software and the correlation between the points of performance and the scalar characterizing the earthquakes will be developed.

Keywords: seismic performance, pushover method, characterization of seismic motion, harmfulness of the seismic

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Authors: Olesya Bolkhovskaya, Alexey Davydov, Alexander Maltsev

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In this paper approach to incoherent signal detection in multi-element antenna array are researched and modeled. Two types of useful signals with unknown wavefront were considered. First one is deterministic (Barker code), the second one is random (Gaussian distribution). The derivation of the sufficient statistics took into account the linearity of the antenna array. The performance characteristics and detecting curves are modeled and compared for different useful signals parameters and for different number of elements of the antenna array. Results of researches in case of some additional conditions can be applied to a digital communications systems.

Keywords: antenna array, detection curves, performance characteristics, quadrature processing, signal detection

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Authors: Feixiang Zhao, Shuangcheng Jia, Qian Li

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High-precision measurement of the target’s position and size is one of the hotspots in the field of vision inspection. This paper proposes a three-dimensional object positioning and measurement method using a monocular camera and GPS, namely the Distance Area Number-New Minimize Projection Error (DAN-NMPE). Our algorithm contains two parts: DAN and NMPE; specifically, DAN is a picture sequence algorithm, NMPE is a relatively positive optimization algorithm, which greatly improves the measurement accuracy of the target’s position and size. Comprehensive experiments validate the effectiveness of our proposed method on a self-made traffic sign dataset. The results show that with the laser point cloud as the ground truth, the size and position errors of the traffic sign measured by this method are ± 5% and 0.48 ± 0.3m, respectively. In addition, we also compared it with the current mainstream method, which uses a monocular camera to locate and measure traffic signs. DAN-NMPE attains significant improvements compared to existing state-of-the-art methods, which improves the measurement accuracy of size and position by 50% and 15.8%, respectively.

Keywords: monocular camera, GPS, positioning, measurement

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Authors: Ali Kirkbas

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R peaks in an electrocardiogram (ECG) are signs of cardiac activity in individuals that reveal valuable information about cardiac abnormalities, which can lead to mortalities in some cases. This paper examines the problem of detecting R-peaks in ECG signals, which is a two-class pattern classification problem in fact. To handle this problem with a reliable high accuracy, we propose to use the common vector approach which is a successful machine learning algorithm. The dataset used in the proposed method is obtained from MIT-BIH, which is publicly available. The results are compared with the other popular methods under the performance metrics. The obtained results show that the proposed method shows good performance than that of the other. methods compared in the meaning of diagnosis accuracy and simplicity which can be operated on wearable devices.

Keywords: ECG, R-peak classification, common vector approach, machine learning

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Authors: Mohamed Shalaby, Yasser Kamal, Negm Shawky

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Mutually unbiased bases (MUBs) have an important role in the field of quantum computation and information. A complete set of these bases can be constructed when the system dimension is the power of the prime. Constructing such complete set in composite dimensions is still an open problem. Recently, the concept of weak mutually unbiased bases (WMUBs) in composite dimensions was introduced. A complete set of such bases can be constructed by combining the MUBs in each subsystem. In this paper, we present a comparative study between MUBs and WMUBs in the context of complex projective t-design. Explicit proofs are presented.

Keywords: complex projective t-design, finite quantum systems, mutually unbiased bases, weak mutually unbiased bases

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Authors: M. Bouhadef, K. Bouzelha-Hammoum, T. Guendouzen-Dabouz, A. Younsi, T. Zitoun

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The aim of this paper is to report the different experimental studies, conducted in the laboratory, dealing with the flow in the presence of an obstacle lying in a rectangular hydraulic channel. Both subcritical and supercritical regimes are considered. Generally, when considering the theoretical problem of the free-surface flow, in a fluid domain of finite depth, due to the presence of an obstacle, we suppose that the water is an inviscid fluid, which means that there is no sheared velocity profile, but constant upstream. In a hydraulic channel, it is impossible to satisfy this condition. Indeed, water is a viscous fluid and its velocity is null at the bottom. The two configurations are presented, i.e. a flow over an obstacle and a towed obstacle in a resting fluid.

Keywords: experiments, free-surface flow, hydraulic channel, subcritical regime, supercritical flow

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Authors: Kei Kamada, Rikito Murakami, Masahiko Ito, Mototaka Arakawa, Yasuhiro Shoji, Toshiyuki Ueno, Masao Yoshino, Akihiro Yamaji, Shunsuke Kurosawa, Yuui Yokota, Yuji Ohashi, Akira Yoshikawa

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Techniques of energy harvesting y have been widely developed in recent years, due to high demand on the power supply for ‘Internet of things’ devices such as wireless sensor nodes. In these applications, conversion technique of mechanical vibration energy into electrical energy using magnetostrictive materials n have been brought to attention. Among the magnetostrictive materials, Fe-Ga and Fe-Al alloys are attractive materials due to the figure of merits such price, mechanical strength, high magnetostrictive constant. Up to now, bulk crystals of these alloys are produced by the Bridgman–Stockbarger method or the Czochralski method. Using these method big bulk crystal up to 2~3 inch diameter can be grown. However, non-uniformity of chemical composition along to the crystal growth direction cannot be avoid, which results in non-uniformity of magnetostriction constant and reduction of the production yield. The micro-pulling down (μ-PD) method has been developed as a shaped crystal growth technique. Our group have reported shaped crystal growth of oxide, fluoride single crystals with different shape such rod, plate tube, thin fiber, etc. Advantages of this method is low segregation due to high growth rate and small diffusion of melt at the solid-liquid interface, and small kerf loss due to near net shape crystal. In this presentation, we report the shaped long plate crystal growth of Fe-Ga and Fe-Al alloys using the μ-PD method. Alloy crystals were grown by the μ-PD method using calcium oxide crucible and induction heating system under the nitrogen atmosphere. The bottom hole of crucibles was 5 x 1mm² size. A <100> oriented iron-based alloy was used as a seed crystal. 5 x 1 x 320 mm³ alloy crystal plates were successfully grown. The results of crystal growth, chemical composition analysis, magnetostrictive properties and a prototype vibration energy harvester are reported. Furthermore, continuous crystal growth using powder supply system will be reported to minimize the chemical composition non-uniformity along the growth direction.

Keywords: crystal growth, micro-pulling-down method, Fe-Ga, Fe-Al

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Authors: Takashi Shimizu, Tomoaki Hashimoto

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Controlling the flow of fluids is a challenging problem that arises in many fields. Burgers’ equation is a fundamental equation for several flow phenomena such as traffic, shock waves, and turbulence. The optimal feedback control method, so-called model predictive control, has been proposed for Burgers’ equation. However, the model predictive control method is inapplicable to systems whose all state variables are not exactly known. In practical point of view, it is unusual that all the state variables of systems are exactly known, because the state variables of systems are measured through output sensors and limited parts of them can be only available. In fact, it is usual that flow velocities of fluid systems cannot be measured for all spatial domains. Hence, any practical feedback controller for fluid systems must incorporate some type of state estimator. To apply the model predictive control to the fluid systems described by Burgers’ equation, it is needed to establish a state estimation method for Burgers’ equation with limited measurable state variables. To this purpose, we apply unscented Kalman filter for estimating the state variables of fluid systems described by Burgers’ equation. The objective of this study is to establish a state estimation method based on unscented Kalman filter for Burgers’ equation. The effectiveness of the proposed method is verified by numerical simulations.

Keywords: observer systems, unscented Kalman filter, nonlinear systems, Burgers' equation

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Authors: Meruyert Zhassybayeva, Kuralay Yesmukhanova, Ratbay Myrzakulov

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Integrable nonlinear differential equations are an important class of nonlinear wave equations that admit exact soliton solutions. All these equations have an amazing property which is that their soliton waves collide elastically. One of such equations is the (1+1)-dimensional Fokas-Lenells equation. In this paper, we have constructed an integrable (2+1)-dimensional Fokas-Lenells equation. The integrability of this equation is ensured by the existence of a Lax representation for it. We obtained its bilinear form from the Hirota method. Using the Hirota method, exact one-soliton and two-soliton solutions of the (2 +1)-dimensional Fokas-Lenells equation were found.

Keywords: Fokas-Lenells equation, integrability, soliton, the Hirota bilinear method

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Authors: Maha Salman, Gada Al-Nuwaibit

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The effect of anti-scale magnetic method (AMM) in retarding scaling deposition is confirmed by many researchers, to result in new crystal morphology, the crystal which has the tendency to remain suspended more than precipitated. AMM is considered as an economic method when compared to other common methods used for scale prevention in desalination plant as acid treatment and addition of antiscalant. The current project was initiated to evaluate the effectiveness of AMM in preventing calcium carbonate scaling. The AMM was tested at different flow velocities (1.0, 0.5, 0.3, 0.1, and 0.003 m/s), different operating temperatures (50, 70, and 90°C), different feed pH and different magnetic field strength. The results showed that AMM was effective in retarding calcium carbonate scaling deposition, and the performance of AMM depends strongly on the flow velocity. The scaling retention time was found to be affected by the operating temperatures, flow velocity, and magnetic strength (MS), and in general, it was found that as the operating temperatures increased the effectiveness of the AMM in retarding calcium carbonate (CaCO₃) scaling increased.

Keywords: magnetic treatment, field strength, flow velocity, magnetic scale retention time

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Authors: Reyhan Azeriansyah, Yudo Prasetyo, Bambang Darmo Yuwono

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Land subsidence is one of the problems that occur in the coastal areas of Java Island, one of which is the Semarang and Demak areas located in the northern region of Central Java. The impact of sea erosion, rising sea levels, soil structure vulnerable and economic development activities led to both these areas often occurs on land subsidence. To know how much land subsidence that occurred in the region needs to do the monitoring carried out by remote sensing methods such as PS-InSAR method. PS-InSAR is a remote sensing technique that is the development of the DInSAR method that can monitor the movement of the ground surface that allows users to perform regular measurements and monitoring of fixed objects on the surface of the earth. PS InSAR processing is done using Standford Method of Persistent Scatterers (StaMPS). Same as the recent analysis technique, Persistent Scatterer (PS) InSAR addresses both the decorrelation and atmospheric problems of conventional InSAR. StaMPS identify and extract the deformation signal even in the absence of bright scatterers. StaMPS is also applicable in areas undergoing non-steady deformation, with no prior knowledge of the variations in deformation rate. In addition, this method can also cover a large area so that the decline in the face of the land can cover all coastal areas of Semarang and Demak. From the PS-InSAR method can be known the impact on the existing area in Semarang and Demak region per year. The PS-InSAR results will also be compared with the GPS monitoring data to determine the difference in land decline that occurs between the two methods. By utilizing remote sensing methods such as PS-InSAR method, it is hoped that the PS-InSAR method can be utilized in monitoring the land subsidence and can assist other survey methods such as GPS surveys and the results can be used in policy determination in the affected coastal areas of Semarang and Demak.

Keywords: coastal area, Demak, land subsidence, PS-InSAR, Semarang, StaMPS

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Authors: Leonard Kabeya Mukeba Yakasham

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The theoretical machinery from singularity theory introduced by Glolubitsky, Stewart, and Schaeffer, to study equivariant bifurcation problem is completed and expanded wile generalized to the multiparameter context. In this setting the finite deterinancy theorem or normal forms, the stability of equivariant bifurcation problem, and the structural stability of universal unfolding are discussed. With Yakam Matrix the solutions are limited for some partial differential equations stochastic nonlinear of the open questions in singularity artificial intelligence for future.

Keywords: equivariant bifurcation, symmetry singularity, equivariant jets and transversality, normal forms, universal unfolding instability, structural stability

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Authors: Bahare Fatemi, Seyed Mehran Kazemi, Nazanin Mehrasa

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Sudoku is a logic-based combinatorial puzzle game which people in different ages enjoy playing it. The challenging and addictive nature of this game has made it a ubiquitous game. Most magazines, newspapers, puzzle books, etc. publish lots of Sudoku puzzles every day. These puzzles often come in different levels of difficulty so that all people, from beginner to expert, can play the game and enjoy it. Generating puzzles with different levels of difficulty is a major concern of Sudoku designers. There are several works in the literature which propose ways of generating puzzles having a desirable level of difficulty. In this paper, we propose a method based on constraint satisfaction problems to evaluate the difficulty of the Sudoku puzzles. Then, we propose a hill climbing method to generate puzzles with different levels of difficulty. Whereas other methods are usually capable of generating puzzles with only few number of difficulty levels, our method can be used to generate puzzles with arbitrary number of different difficulty levels. We test our method by generating puzzles with different levels of difficulty and having a group of 15 people solve all the puzzles and recording the time they spend for each puzzle.

Keywords: constraint satisfaction problem, generating Sudoku puzzles, hill climbing

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Authors: Zhihao Zheng, Zhilin Wang, Linxin Liu

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In the research of automated knowledge question-answering systems, accuracy and efficiency are critical challenges. This paper proposes a knowledge graph-enhanced Retrieval-Augmented Generation (RAG) method, combined with a Graph Neural Network (GNN) structure, to automatically determine the correctness of knowledge competition questions. First, a domain-specific knowledge graph was constructed from a large corpus of academic journal literature, with key entities and relationships extracted using Natural Language Processing (NLP) techniques. Then, the RAG method's retrieval module was expanded to simultaneously query both text databases and the knowledge graph, leveraging the GNN to further extract structured information from the knowledge graph. During answer generation, contextual information provided by the knowledge graph and GNN is incorporated to improve the accuracy and consistency of the answers. Experimental results demonstrate that the knowledge graph and GNN-enhanced RAG method perform excellently in determining the correctness of questions, achieving an accuracy rate of 95%. Particularly in cases involving ambiguity or requiring contextual information, the structured knowledge provided by the knowledge graph and GNN significantly enhances the RAG method's performance. This approach not only demonstrates significant advantages in improving the accuracy and efficiency of automated knowledge question-answering systems but also offers new directions and ideas for future research and practical applications.

Keywords: knowledge graph, graph neural network, retrieval-augmented generation, NLP

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Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

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Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

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Authors: Ellen Van Den Oord, Julien Marie Jan Ferdinand Van Campen

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This article introduces a computationally efficient method for stacking sequence blending of composite structures. The computational efficiency makes the presented method especially interesting for composite structures with a large number of design regions. Optimization of composite structures with an unequal load distribution may lead to locally optimized thicknesses and ply orientations that are incompatible with one another. Blending constraints can be enforced to achieve structural continuity. In literature, many methods can be found to implement structural continuity by means of stacking sequence blending in one way or another. The complexity of the problem makes the blending of a structure with a large number of adjacent design regions, and thus stacking sequences, prohibitive. In this work the local stacking sequence optimization is preconditioned using a method found in the literature that couples the mechanical behavior of the laminate, in the form of lamination parameters, to blending constraints, yielding near-optimal easy-to-blend designs. The preconditioned design is then fed to the scheme using cellular automata that have been developed by the authors. The method is applied to the benchmark 18-panel horseshoe blending problem to demonstrate its performance. The computational efficiency of the proposed method makes it especially suited for composite structures with a large number of design regions.

Keywords: composite, blending, optimization, lamination parameters

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Authors: Saleh Ali Alshehri, Omar Tarek Subaih, Mohammed Saad Alghamdi

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With the vast visual contents of social media and Internet applications, fast and simple image-retrieval systems are necessary. Content-based image-retrieval methods are suitable even though the AI methods start becoming dominant. In this study, a simple and efficient method is presented. An image is binarized and then divided diagonally into two triangles. The projections along both sides of the diagonal are calculated. Discrete cosine transform is applied to these projections, and few coefficients are retained. The Euclidean distance method is then used to search for the image in a dataset of images. The method takes a fraction of a second to retrieve an image from a dataset of 1327 images.

Keywords: content-based image retrieval, diagonal projections, discrete cosine transform, Euclidean distance

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Authors: B. Sellami, M. Belloufi

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Conjugate gradient methods are an important class of methods for unconstrained optimization, especially for large-scale problems. Recently, they have been much studied. In this paper, we propose a new two-parameter family of conjugate gradient methods for unconstrained optimization. The two-parameter family of methods not only includes the already existing three practical nonlinear conjugate gradient methods, but also has other family of conjugate gradient methods as subfamily. The two-parameter family of methods with the Wolfe line search is shown to ensure the descent property of each search direction. Some general convergence results are also established for the two-parameter family of methods. The numerical results show that this method is efficient for the given test problems. In addition, the methods related to this family are uniformly discussed.

Keywords: unconstrained optimization, conjugate gradient method, line search, global convergence

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Authors: Wu Qinglong, Zhou Qicai, Xiong Xiaolei, Zhang Richeng

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In order to achieve the layout and size optimization of the web members of tower crane boom, a truss topology and cross section size optimization method based on continuum is proposed considering three typical working conditions. Firstly, the optimization model is established by replacing web members with web plates. And the web plates are divided into several sub-domains so that periodic soft kill option (SKO) method can be carried out for topology optimization of the slender boom. After getting the optimized topology of web plates, the optimized layout of web members is formed through extracting the principal stress distribution. Finally, using the web member radius as design variable, the boom compliance as objective and the material volume of the boom as constraint, the cross section size optimization mathematical model is established. The size optimization criterion is deduced from the mathematical model by Lagrange multiplier method and Kuhn-Tucker condition. By comparing the original boom with the optimal boom, it is identified that this optimization method can effectively lighten the boom and improve its performance.

Keywords: tower crane boom, topology optimization, size optimization, periodic, SKO, optimization criterion

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Authors: Mohammadreza Vafaei, Amirali Moradi, Sophia C. Alih

Abstract:

The method selected for the design of structures not only can affect their seismic vulnerability but also can affect their construction cost. For the design of steel structures, two distinct methods have been introduced by existing codes, namely allowable stress design (ASD) and load resistant factor design (LRFD). This study investigates the effect of using the aforementioned design methods on the seismic vulnerability and construction cost of steel structures. Specifically, a 20-story building equipped with special moment resisting frame and an eccentrically braced system was selected for this study. The building was designed for three different intensities of peak ground acceleration including 0.2 g, 0.25 g, and 0.3 g using the ASD and LRFD methods. The required sizes of beams, columns, and braces were obtained using response spectrum analysis. Then, the designed frames were subjected to nine natural earthquake records which were scaled to the designed response spectrum. For each frame, the base shear, story shears, and inter-story drifts were calculated and then were compared. Results indicated that the LRFD method led to a more economical design for the frames. In addition, the LRFD method resulted in lower base shears and larger inter-story drifts when compared with the ASD method. It was concluded that the application of the LRFD method not only reduced the weights of structural elements but also provided a higher safety margin against seismic actions when compared with the ASD method.

Keywords: allowable stress design, load resistant factor design, nonlinear time history analysis, seismic vulnerability, steel structures

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