Search results for: equation modeling methods
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19336

Search results for: equation modeling methods

15916 Conceptual and Preliminary Design of Landmine Searching UAS at Extreme Environmental Condition

Authors: Gopalasingam Daisan

Abstract:

Landmines and ammunitions have been creating a significant threat to the people and animals, after the war, the landmines remain in the land and it plays a vital role in civilian’s security. Especially the Children are at the highest risk because they are curious. After all, an unexploded bomb can look like a tempting toy to an inquisitive child. The initial step of designing the UAS (Unmanned Aircraft Systems) for landmine detection is to choose an appropriate and effective sensor to locate the landmines and other unexploded ammunitions. The sensor weight and other components related to the sensor supporting device’s weight are taken as a payload weight. The mission requirement is to find the landmines in a particular area by making a proper path that will cover all the vicinity in the desired area. The weight estimation of the UAV (Unmanned Aerial Vehicle) can be estimated by various techniques discovered previously with good accuracy at the first phase of the design. The next crucial part of the design is to calculate the power requirement and the wing loading calculations. The matching plot techniques are used to determine the thrust-to-weight ratio, and this technique makes this process not only easiest but also precisely. The wing loading can be calculated easily from the stall equation. After these calculations, the wing area is determined from the wing loading equation and the required power is calculated from the thrust to weight ratio calculations. According to the power requirement, an appropriate engine can be selected from the available engine from the market. And the wing geometric parameter is chosen based on the conceptual sketch. The important steps in the wing design to choose proper aerofoil and which will ensure to create sufficient lift coefficient to satisfy the requirements. The next component is the tail; the tail area and other related parameters can be estimated or calculated to counteract the effect of the wing pitching moment. As the vertical tail design depends on many parameters, the initial sizing only can be done in this phase. The fuselage is another major component, which is selected based on the slenderness ratio, and also the shape is determined on the sensor size to fit it under the fuselage. The landing gear is one of the important components which is selected based on the controllability and stability requirements. The minimum and maximum wheel track and wheelbase can be determined based on the crosswind and overturn angle requirements. The minor components of the landing gear design and estimation are not the focus of this project. Another important task is to calculate the weight of the major components and it is going to be estimated using empirical relations and also the mass is added to each such component. The CG and moment of inertia are also determined to each component separately. The sensitivity of the weight calculation is taken into consideration to avoid extra material requirements and also reduce the cost of the design. Finally, the aircraft performance is calculated, especially the V-n (velocity and load factor) diagram for different flight conditions such as not disturbed and with gust velocity.

Keywords: landmine, UAS, matching plot, optimization

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15915 Study of Natural Convection Heat Transfer of Plate-Fin Heat Sink

Authors: Han-Taw Chen, Tzu-Hsiang Lin, Chung-Hou Lai

Abstract:

This study applies the inverse method and three-dimensional CFD commercial software in conjunction with the experimental temperature data to investigate the heat transfer and fluid flow characteristics of the plate-fin heat sink in a rectangular closed enclosure. The inverse method with the finite difference method and the experimental temperature data is applied to determine the approximate heat transfer coefficient. Later, based on the obtained results, the zero-equation turbulence model is used to obtain the heat transfer and fluid flow characteristics between two fins. To validate the accuracy of the results obtained, the comparison of the heat transfer coefficient is made. The obtained temperature at selected measurement locations of the fin is also compared with experimental data. The effect of the height of the rectangular enclosure on the obtained results is discussed.

Keywords: inverse method, fluent, heat transfer characteristics, plate-fin heat sink

Procedia PDF Downloads 379
15914 Dosimetric Comparison of Conventional Optimization Methods with Inverse Planning Simulated Annealing Technique

Authors: Shraddha Srivastava, N. K. Painuly, S. P. Mishra, Navin Singh, Muhsin Punchankandy, Kirti Srivastava, M. L. B. Bhatt

Abstract:

Various optimization methods used in interstitial brachytherapy are based on dwell positions and dwell weights alteration to produce dose distribution based on the implant geometry. Since these optimization schemes are not anatomy based, they could lead to deviations from the desired plan. This study was henceforth carried out to compare anatomy-based Inverse Planning Simulated Annealing (IPSA) optimization technique with graphical and geometrical optimization methods in interstitial high dose rate brachytherapy planning of cervical carcinoma. Six patients with 12 CT data sets of MUPIT implants in HDR brachytherapy of cervical cancer were prospectively studied. HR-CTV and organs at risk (OARs) were contoured in Oncentra treatment planning system (TPS) using GYN GEC-ESTRO guidelines on cervical carcinoma. Three sets of plans were generated for each fraction using IPSA, graphical optimization (GrOPT) and geometrical optimization (GOPT) methods. All patients were treated to a dose of 20 Gy in 2 fractions. The main objective was to cover at least 95% of HR-CTV with 100% of the prescribed dose (V100 ≥ 95% of HR-CTV). IPSA, GrOPT, and GOPT based plans were compared in terms of target coverage, OAR doses, homogeneity index (HI) and conformity index (COIN) using dose-volume histogram (DVH). Target volume coverage (mean V100) was found to be 93.980.87%, 91.341.02% and 85.052.84% for IPSA, GrOPT and GOPT plans respectively. Mean D90 (minimum dose received by 90% of HR-CTV) values for IPSA, GrOPT and GOPT plans were 10.19 ± 1.07 Gy, 10.17 ± 0.12 Gy and 7.99 ± 1.0 Gy respectively, while D100 (minimum dose received by 100% volume of HR-CTV) for IPSA, GrOPT and GOPT plans was 6.55 ± 0.85 Gy, 6.55 ± 0.65 Gy, 4.73 ± 0.14 Gy respectively. IPSA plans resulted in lower doses to the bladder (D₂

Keywords: cervical cancer, HDR brachytherapy, IPSA, MUPIT

Procedia PDF Downloads 170
15913 Why Do We Need Hierachical Linear Models?

Authors: Mustafa Aydın, Ali Murat Sunbul

Abstract:

Hierarchical or nested data structures usually are seen in many research areas. Especially, in the field of education, if we examine most of the studies, we can see the nested structures. Students in classes, classes in schools, schools in cities and cities in regions are similar nested structures. In a hierarchical structure, students being in the same class, sharing the same physical conditions and similar experiences and learning from the same teachers, they demonstrate similar behaviors between them rather than the students in other classes.

Keywords: hierarchical linear modeling, nested data, hierarchical structure, data structure

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15912 Optimization of a Method of Total RNA Extraction from Mentha piperita

Authors: Soheila Afkar

Abstract:

Mentha piperita is a medicinal plant that contains a large amount of secondary metabolite that has adverse effect on RNA extraction. Since high quality of RNA is the first step to real time-PCR, in this study optimization of total RNA isolation from leaf tissues of Mentha piperita was evaluated. From this point of view, we researched two different total RNA extraction methods on leaves of Mentha piperita to find the best one that contributes the high quality. The methods tested are RNX-plus, modified RNX-plus (1-5 numbers). RNA quality was analyzed by agarose gel 1.5%. The RNA integrity was also assessed by visualization of ribosomal RNA bands on 1.5% agarose gels. In the modified RNX-plus method (number 2), the integrity of 28S and 18S rRNA was highly satisfactory when analyzed in agarose denaturing gel, so this method is suitable for RNA isolation from Mentha piperita.

Keywords: Mentha piperita, polyphenol, polysaccharide, RNA extraction

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15911 Influence of Thermal Radiation on MHD Micropolar Fluid Flow, Heat and Mass Transfer over Vertical Flat Plate

Authors: Alouaoui Redha, Ferhat Samira, Bouaziz Mohamed Najib

Abstract:

In this work, we examine the thermal radiation effect on heat and mass transfer in steady laminar boundary layer flow of an incompressible viscous micropolar fluid over a vertical plate, with the presence of a magnetic field. Rosseland approximation is applied to describe the radiative heat flux in the energy equation. The resulting similarity equations are solved numerically. Many results are obtained and representative set is displayed graphically to illustrate the influence of the various parameters on different profiles. The conclusion is drawn that the flow field, temperature, concentration and microrotation as well as the skin friction coefficient and the both local Nusselt and local Sherwood numbers are significantly influenced by Magnetic parameter, material parameter and thermal radiation parameter.

Keywords: MHD, micropolar fluid, thermal radiation, heat and mass transfer, boundary layer

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15910 Application of the MOOD Technique to the Steady-State Euler Equations

Authors: Gaspar J. Machado, Stéphane Clain, Raphael Loubère

Abstract:

The goal of the present work is to numerically study steady-state nonlinear hyperbolic equations in the context of the finite volume framework. We will consider the unidimensional Burgers' equation as the reference case for the scalar situation and the unidimensional Euler equations for the vectorial situation. We consider two approaches to solve the nonlinear equations: a time marching algorithm and a direct steady-state approach. We first develop the necessary and sufficient conditions to obtain the existence and unicity of the solution. We treat regular examples and solutions with a steady shock and to provide very-high-order finite volume approximations we implement a method based on the MOOD technology (Multi-dimensional Optimal Order Detection). The main ingredient consists in using an 'a posteriori' limiting strategy to eliminate non physical oscillations deriving from the Gibbs phenomenon while keeping a high accuracy for the smooth part.

Keywords: Euler equations, finite volume, MOOD, steady-state

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15909 Modern Methods of Technology and Organization of Production of Construction Works during the Implementation of Construction 3D Printers

Authors: Azizakhanim Maharramli

Abstract:

The gradual transition from entrenched traditional technology and organization of construction production to innovative additive construction technology inevitably meets technological, technical, organizational, labour, and, finally, social difficulties. Therefore, the chosen nodal method will lead to the elimination of the above difficulties, combining some of the usual methods of construction and the myth in world practice that the labour force is subjected to a strong stream of reduction. The nodal method of additive technology will create favourable conditions for the optimal degree of distribution of labour across facilities due to the consistent performance of homogeneous work and the introduction of additive technology and traditional technology into construction production.

Keywords: parallel method, sequential method, stream method, combined method, nodal method

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15908 Numerical Simulation of the Air Pollutants Dispersion Emitted by CPH Using ANSYS CFX

Authors: Oliver Mărunţălu, Gheorghe Lăzăroiu, Elena Elisabeta Manea, Dana Andreya Bondrea, Lăcrămioara Diana Robescu

Abstract:

This paper presents the results obtained by numerical simulation of the pollutants dispersion in the atmosphere coming from the evacuation of combustion gases resulting from the fuel combustion used by electric thermal power plant using the software ANSYS CFX-CFD. The model uses the Navier-Stokes equation to simulate the dispersion of pollutants in the atmosphere. We considered as important factors in elaboration of simulation the atmospheric conditions (pressure, temperature, wind speed, wind direction), the exhaust velocity of the combustion gases, chimney height and the obstacles (buildings). Using the air quality monitoring stations we have measured the concentrations of main pollutants (SO2, NOx and PM). The pollutants were monitored over a period of 3 months, after that we calculated the average concentration, which is used by the software. The concentrations are: 8.915 μg/m3 (NOx), 9.587 μg/m3 (SO2) and 42 μg/m3 (PM). A comparison of test data with simulation results demonstrated that CFX was able to describe the dispersion of the pollutant as well the concentration of this pollutants in the atmosphere.

Keywords: air pollutants, computational fluid dynamics, dispersion, simulation

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15907 Assessing Lithium Recovery from Secondary Sources

Authors: Carolina A. Santos, Alexandra B. Ribeiro

Abstract:

Climate change and environmental degradation are threats to humanity. Europe has been addressing these problems, namely through the Green Deal, with the use of batteries in mobility and energy fields. However, these require the use of critical raw materials, like lithium, which demand is estimated to grow 60 times in the next 30 years. Thus, it is fundamental to promote a circular economy with lithium recovery from secondary resources. These are nowadays key topics, which will be even more relevant in the future, so a new way to approach them is needed and must be encouraged. Therefore, one of our main goals is to analyse two methods of lithium retrieval from secondary sources, bioleaching, and electrodialysis, and assess them regarding their sustainability. The latest results show good efficiency of removal with both methods, even though there are some matrix interferences. Hence, further investment and research are needed in order to make this process sustainable and our society more circular.

Keywords: lithium, sustainable mining, social license to operate, bioleaching, electrodialysis

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15906 Reduction of Peak Input Currents during Charge Pump Boosting in Monolithically Integrated High-Voltage Generators

Authors: Jan Doutreloigne

Abstract:

This paper describes two methods for the reduction of the peak input current during the boosting of Dickson charge pumps. Both methods are implemented in the fully integrated Dickson charge pumps of a high-voltage display driver chip for smart-card applications. Experimental results reveal good correspondence with Spice simulations and show a reduction of the peak input current by a factor of 6 during boosting

Keywords: bi-stable display driver, Dickson charge pump, high-voltage generator, peak current reduction, sub-pump boosting, variable frequency boosting

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15905 Evaluation of Carbon Dioxide Pressure through Radial Velocity Difference in Arterial Blood Modeled by Drift Flux Model

Authors: Aicha Rima Cheniti, Hatem Besbes, Joseph Haggege, Christophe Sintes

Abstract:

In this paper, we are interested to determine the carbon dioxide pressure in the arterial blood through radial velocity difference. The blood was modeled as a two phase mixture (an aqueous carbon dioxide solution with carbon dioxide gas) by Drift flux model and the Young-Laplace equation. The distributions of mixture velocities determined from the considered model permitted the calculation of the radial velocity distributions with different values of mean mixture pressure and the calculation of the mean carbon dioxide pressure knowing the mean mixture pressure. The radial velocity distributions are used to deduce a calculation method of the mean mixture pressure through the radial velocity difference between two positions which is measured by ultrasound. The mean carbon dioxide pressure is then deduced from the mean mixture pressure.

Keywords: mean carbon dioxide pressure, mean mixture pressure, mixture velocity, radial velocity difference

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15904 GCM Based Fuzzy Clustering to Identify Homogeneous Climatic Regions of North-East India

Authors: Arup K. Sarma, Jayshree Hazarika

Abstract:

The North-eastern part of India, which receives heavier rainfall than other parts of the subcontinent, is of great concern now-a-days with regard to climate change. High intensity rainfall for short duration and longer dry spell, occurring due to impact of climate change, affects river morphology too. In the present study, an attempt is made to delineate the North-Eastern region of India into some homogeneous clusters based on the Fuzzy Clustering concept and to compare the resulting clusters obtained by using conventional methods and non conventional methods of clustering. The concept of clustering is adapted in view of the fact that, impact of climate change can be studied in a homogeneous region without much variation, which can be helpful in studies related to water resources planning and management. 10 IMD (Indian Meteorological Department) stations, situated in various regions of the North-east, have been selected for making the clusters. The results of the Fuzzy C-Means (FCM) analysis show different clustering patterns for different conditions. From the analysis and comparison it can be concluded that non conventional method of using GCM data is somehow giving better results than the others. However, further analysis can be done by taking daily data instead of monthly means to reduce the effect of standardization.

Keywords: climate change, conventional and nonconventional methods of clustering, FCM analysis, homogeneous regions

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15903 Pre-Malignant Breast Lesions, Methods of Treatment and Outcome

Authors: Ahmed Mostafa, Mohamed Mahmoud, Nesreen H. Hafez, Mohamed Fahim

Abstract:

This retrospective study includes 60 patients with pre-invasive breast cancer. Aim of the study: Evaluation of premalignant lesions of the breast (DCIS), different treatment methods and outcome. Patients and methods: 60 patients with DCIS were studied from the period between 2005 to 2012, for 38 patients the primary surgical method was wide local resection (WLE) (63.3%) and the other cases (22 patients, 36.7%) had mastectomy, fourteen cases from those who underwent local excision received radiotherapy, while no adjuvant radiotherapy was given for those who underwent mastectomy. In case of hormonal receptor positive DCIS lesions hormonal treatment (Tamoxifen) was given after local control. Results: No difference in overall survival between mastectomy & breast conserving therapy (wide local excision and adjuvant radiotherapy), however local recurrence rate is higher in case of breast conserving therapy, also no role of Axillary evacuation in case of DCIS. The use of hormonal therapy decreases the incidence of local recurrence by about 98%. Conclusion: The main management of DCIS is local treatment (wide local excision and radiotherapy) with hormonal treatment in case of hormone receptor positive lesions.

Keywords: ductal carcinoma in situ, surgical treatment, radiotherapy, breast conserving therapy, hormonal treatment

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15902 Solving the Nonlinear Heat Conduction in a Spherical Coordinate with Electrical Simulation

Authors: A. M. Gheitaghy, H. Saffari, G. Q. Zhang

Abstract:

Numerical approach based on the electrical simulation method is proposed to solve a nonlinear transient heat conduction problem with nonlinear boundary for a spherical body. This problem represents a strong nonlinearity in both the governing equation for temperature dependent thermal property and the boundary condition for combined convective and radiative cooling. By analysing the equivalent electrical model using the electrical circuit simulation program HSPICE, transient temperature and heat flux distributions at sphere can be obtained easily and fast. The solutions clearly illustrate the effect of the radiation-conduction parameter Nrc, the Biot number and the linear coefficient of temperature dependent conductivity and heat capacity. On comparing the results with corresponding numerical solutions, the accuracy and efficiency of this computational method are found to be good.

Keywords: convective and radiative boundary, electrical simulation method, nonlinear heat conduction, spherical coordinate

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15901 Alternating Expectation-Maximization Algorithm for a Bilinear Model in Isoform Quantification from RNA-Seq Data

Authors: Wenjiang Deng, Tian Mou, Yudi Pawitan, Trung Nghia Vu

Abstract:

Estimation of isoform-level gene expression from RNA-seq data depends on simplifying assumptions, such as uniform reads distribution, that are easily violated in real data. Such violations typically lead to biased estimates. Most existing methods provide a bias correction step(s), which is based on biological considerations, such as GC content–and applied in single samples separately. The main problem is that not all biases are known. For example, new technologies such as single-cell RNA-seq (scRNA-seq) may introduce new sources of bias not seen in bulk-cell data. This study introduces a method called XAEM based on a more flexible and robust statistical model. Existing methods are essentially based on a linear model Xβ, where the design matrix X is known and derived based on the simplifying assumptions. In contrast, XAEM considers Xβ as a bilinear model with both X and β unknown. Joint estimation of X and β is made possible by simultaneous analysis of multi-sample RNA-seq data. Compared to existing methods, XAEM automatically performs empirical correction of potentially unknown biases. XAEM implements an alternating expectation-maximization (AEM) algorithm, alternating between estimation of X and β. For speed XAEM utilizes quasi-mapping for read alignment, thus leading to a fast algorithm. Overall XAEM performs favorably compared to other recent advanced methods. For simulated datasets, XAEM obtains higher accuracy for multiple-isoform genes, particularly for paralogs. In a differential-expression analysis of a real scRNA-seq dataset, XAEM achieves substantially greater rediscovery rates in an independent validation set.

Keywords: alternating EM algorithm, bias correction, bilinear model, gene expression, RNA-seq

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15900 Settlement Analysis of Axially Loaded Bored Piles: A Case History

Authors: M. Mert, M. T. Ozkan

Abstract:

Pile load tests should be applied to check the bearing capacity calculations and to determine the settlement of the pile corresponding to test load. Strain gauges can be installed into pile in order to determine the shaft resistance of the piles for every soil layer respectively. Detailed results can be obtained by means of strain gauges placed at certain levels into test piles. In the scope of this study, pile load test data obtained from two different projects are examined.  Instrumented static pile load tests were applied on totally 7 test bored piles of different diameters (80 cm, 150 cm, and 200 cm) and different lengths (between 30-76 m) in two different project site. Settlement analysis of test piles is done by using some of load transfer methods and finite element method. Plaxis 3D which is a three-dimensional finite element program is also used for settlement analysis of the test piles. In this study, firstly bearing capacity of test piles are determined and compared with strain gauge data which is required for settlement analysis. Then, settlement values of the test piles are estimated by using load transfer methods developed in recent years and finite element method. The aim of this study is to show similarities and differences between the results obtained from settlement analysis methods and instrumented pile load tests.

Keywords: failure, finite element method, monitoring and instrumentation, pile, settlement

Procedia PDF Downloads 152
15899 Mechanical Characterization of Banana by Inverse Analysis Method Combined with Indentation Test

Authors: Juan F. P. Ramírez, Jésica A. L. Isaza, Benjamín A. Rojano

Abstract:

This study proposes a novel use of a method to determine the mechanical properties of fruits by the use of the indentation tests. The method combines experimental results with a numerical finite elements model. The results presented correspond to a simplified numerical modeling of banana. The banana was assumed as one-layer material with an isotropic linear elastic mechanical behavior, the Young’s modulus found is 0.3Mpa. The method will be extended to multilayer models in further studies.

Keywords: finite element method, fruits, inverse analysis, mechanical properties

Procedia PDF Downloads 339
15898 Risk Management for Smart Healthcare System: Multi-Criteria Decision-Making (MCDM) Approach

Authors: Abdullah, Ali, Salamai

Abstract:

Smart healthcare management systems (SHMS) play a vital role in medical centers. SHMS has various risks and threats that affect patient care. So, risk management is the best choice to identify and mitigate these risks. This study proposed a multi-criteria decision-making (MCDM) framework for identifying risks in SHMS and selecting the best project in SHMS to reduce risks. This study used the MCDM method to deal with conflict criteria. There are two MCDM methods: CRiteria Importance Through Intercriteria Correlation (CRITIC) and Additive Ration Assessment (ARAS). The CRITIC approach is used to compute the criteria weights, and the ARAS algorithm is used to select the appropriate projects in SHMS. The neutrosophic set (NS) was applied with MCDM methods to deal with inconsistent data in the evaluation process. The results show the Health Data Informational System project is the best. Sensitivity analysis was conducted to show the stability of the rank. The comparative study was conducted to show the effectiveness of the proposed methodology. The outcomes demonstrate the rank of projects is stable through all scenarios, and the proposed methodology is effective compared with MCDM methods.

Keywords: risk management, portfolio management, smart healthcare, neutrosophic set, MCDM

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15897 Preparation and Characterization of α–Alumina with Low Sodium Oxide

Authors: Gyung Soo Jeon, Hong Bae Kim, Chi Jung Oh

Abstract:

In order to prepare the α-alumina with low content of sodium oxide from aluminum trihydroxide as a reactant, three kinds of methods were employed as follows; the mixture of Chamotte (aggregate composed of silica and alumina), ammonium chloride and aluminum fluoride with aluminum trihydroxide under 1600°C, respectively. The sodium oxide in α-alumina produced above methods was analyzed by XRF and the particle size distribution was determined by particle size analyzer, and the specific surface area of α-alumina was measured by BET method, and phase of α-alumina produced was confirmed by XRD. Acknowledgement: This research was supported by Development Program of Technical Innovation funded by Korea Technology and Information Promotion Agency for SMEs (KTIP-2016-S2401821).

Keywords: α-alumina, sodium oxide, aluminum trihydroxide, Chamotte, ammonium chloride, aluminum fluoride

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15896 Influence of Percentage and Melting Temperature of Phase Change Material on the Thermal Behavior of a Hollow-Brick

Authors: Zakaria Aketouane, Mustapha Malha, Abdellah Bah, Omar Ansari, Mohamed Asbik

Abstract:

The present paper deals with the thermal performance of a hollow-brick filled with Phase Change Material (PCM). The main objective is to study the effect of percentage and melting temperature of the PCM on the thermal inertia and internal surface temperature of the hollow-brick. A numerical model based on the heat transfer equation and the apparent heat capacity method has been validated using experimental study from the literature. The results show that increasing the percentage of the PCM has a significant effect on time lag and decrement factor that define the thermal inertia; the internal temperature is reduced by 1.36°C to 5.39°C for a percentage from 11% to 71% in comparison to a brick without PCM. In addition, an appropriate melting temperature of 37°C has been deduced for the horizontal wall orientation in Rabat in comparison to 27°C and 47°C.

Keywords: appropriate melting temperature, decrement factor, phase change material, thermal inertia, time lag

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15895 Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing

Authors: Changhong Guo, Shaomei Fang, Yong He

Abstract:

In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional g-Brownian motion, Taylor's series of fractional order, uncertain volatility

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15894 Fast Estimation of Fractional Process Parameters in Rough Financial Models Using Artificial Intelligence

Authors: Dávid Kovács, Bálint Csanády, Dániel Boros, Iván Ivkovic, Lóránt Nagy, Dalma Tóth-Lakits, László Márkus, András Lukács

Abstract:

The modeling practice of financial instruments has seen significant change over the last decade due to the recognition of time-dependent and stochastically changing correlations among the market prices or the prices and market characteristics. To represent this phenomenon, the Stochastic Correlation Process (SCP) has come to the fore in the joint modeling of prices, offering a more nuanced description of their interdependence. This approach has allowed for the attainment of realistic tail dependencies, highlighting that prices tend to synchronize more during intense or volatile trading periods, resulting in stronger correlations. Evidence in statistical literature suggests that, similarly to the volatility, the SCP of certain stock prices follows rough paths, which can be described using fractional differential equations. However, estimating parameters for these equations often involves complex and computation-intensive algorithms, creating a necessity for alternative solutions. In this regard, the Fractional Ornstein-Uhlenbeck (fOU) process from the family of fractional processes offers a promising path. We can effectively describe the rough SCP by utilizing certain transformations of the fOU. We employed neural networks to understand the behavior of these processes. We had to develop a fast algorithm to generate a valid and suitably large sample from the appropriate process to train the network. With an extensive training set, the neural network can estimate the process parameters accurately and efficiently. Although the initial focus was the fOU, the resulting model displayed broader applicability, thus paving the way for further investigation of other processes in the realm of financial mathematics. The utility of SCP extends beyond its immediate application. It also serves as a springboard for a deeper exploration of fractional processes and for extending existing models that use ordinary Wiener processes to fractional scenarios. In essence, deploying both SCP and fractional processes in financial models provides new, more accurate ways to depict market dynamics.

Keywords: fractional Ornstein-Uhlenbeck process, fractional stochastic processes, Heston model, neural networks, stochastic correlation, stochastic differential equations, stochastic volatility

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15893 Evaluation and Proposal for Improvement of the Flow Measurement Equipment in the Bellavista Drinking Water System of the City of Azogues

Authors: David Quevedo, Diana Coronel

Abstract:

The present article carries out an evaluation of the drinking water system in the Bellavista sector of the city of Azogues, with the purpose of determining the appropriate equipment to record the actual consumption flows of the inhabitants in said sector. Taking into account that the study area is located in a rural and economically disadvantaged area, there is an urgent need to establish a control system for the consumption of drinking water in order to conserve and manage the vital resource in the best possible way, considering that the water source supplying this sector is approximately 9km away. The research began with the collection of cartographic, demographic, and statistical data of the sector, determining the coverage area, population projection, and a provision that guarantees the supply of drinking water to meet the water needs of the sector's inhabitants. By using hydraulic modeling through the United States Environmental Protection Agency Application for Modeling Drinking Water Distribution Systems EPANET 2.0 software, theoretical hydraulic data were obtained, which were used to design and justify the most suitable measuring equipment for the Bellavista drinking water system. Taking into account a minimum service life of the drinking water system of 30 years, future flow rates were calculated for the design of the macro-measuring device. After analyzing the network, it was evident that the Bellavista sector has an average consumption of 102.87 liters per person per day, but considering that Ecuadorian regulations recommend a provision of 180 liters per person per day for the geographical conditions of the sector, this value was used for the analysis. With all the collected and calculated information, the conclusion was reached that the Bellavista drinking water system needs to have a 125mm electromagnetic macro-measuring device for the first three quinquenniums of its service life and a 150mm diameter device for the following three quinquenniums. The importance of having equipment that provides real and reliable data will allow for the control of water consumption by the population of the sector, measured through micro-measuring devices installed at the entrance of each household, which should match the readings of the macro-measuring device placed after the water storage tank outlet, in order to control losses that may occur due to leaks in the drinking water system or illegal connections.

Keywords: macrometer, hydraulics, endowment, water

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15892 Resilient Machine Learning in the Nuclear Industry: Crack Detection as a Case Study

Authors: Anita Khadka, Gregory Epiphaniou, Carsten Maple

Abstract:

There is a dramatic surge in the adoption of machine learning (ML) techniques in many areas, including the nuclear industry (such as fault diagnosis and fuel management in nuclear power plants), autonomous systems (including self-driving vehicles), space systems (space debris recovery, for example), medical surgery, network intrusion detection, malware detection, to name a few. With the application of learning methods in such diverse domains, artificial intelligence (AI) has become a part of everyday modern human life. To date, the predominant focus has been on developing underpinning ML algorithms that can improve accuracy, while factors such as resiliency and robustness of algorithms have been largely overlooked. If an adversarial attack is able to compromise the learning method or data, the consequences can be fatal, especially but not exclusively in safety-critical applications. In this paper, we present an in-depth analysis of five adversarial attacks and three defence methods on a crack detection ML model. Our analysis shows that it can be dangerous to adopt machine learning techniques in security-critical areas such as the nuclear industry without rigorous testing since they may be vulnerable to adversarial attacks. While common defence methods can effectively defend against different attacks, none of the three considered can provide protection against all five adversarial attacks analysed.

Keywords: adversarial machine learning, attacks, defences, nuclear industry, crack detection

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15891 Application of Artificial Intelligence in EOR

Authors: Masoumeh Mofarrah, Amir NahanMoghadam

Abstract:

Higher oil prices and increasing oil demand are main reasons for great attention to Enhanced Oil Recovery (EOR). Comprehensive researches have been accomplished to develop, appraise, and improve EOR methods and their application. Recently, Artificial Intelligence (AI) gained popularity in petroleum industry that can help petroleum engineers to solve some fundamental petroleum engineering problems such as reservoir simulation, EOR project risk analysis, well log interpretation and well test model selection. This study presents a historical overview of most popular AI tools including neural networks, genetic algorithms, fuzzy logic, and expert systems in petroleum industry and discusses two case studies to represent the application of two mentioned AI methods for selecting an appropriate EOR method based on reservoir characterization infeasible and effective way.

Keywords: artificial intelligence, EOR, neural networks, expert systems

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15890 Investigation on Mechanical Properties of a Composite Material of Olive Flour Wood with a Polymer Matrix

Authors: Slim Souissi, Mohamed Ben Amar, Nesrine Bouhamed, Pierre Marechal

Abstract:

The bio-composites development from biodegradable materials and natural fibers has a growing interest in the science of composite materials. The present work was conducted as part of a cooperation project between the Sfax University and the Havre University. This work consists in developing and monitoring the properties of a composite material of olive flour wood with a polymer matrix (urea formaldehyde). For this, ultrasonic non-destructive and destructive methods of characterization were used to optimize the mechanical and acoustic properties of the studied material based on the elaboration parameters.

Keywords: bio-composite, olive flour wood, polymer matrix, ultrasonic methods, mechanical properties

Procedia PDF Downloads 478
15889 Contact Temperature of Sliding Surfaces in AISI 316 Austenitic Stainless Steel During PIN on Disk Dry Wear Testing

Authors: Dler Abdullah Ahmed, Zozan Ahmed Mohammed

Abstract:

This study looked into contact surface temperature during a pin-on-disk test. Friction and wear between sliding surfaces raised the temperature differential between the contact surface and ambient temperatures Tdiff. Tdiff was significantly influenced by wear test variables. Tdiff rose with the increase of sliding speed and applied load while dropped with the increase in ambient temperature. The highest Tdiff was 289°C during the tests at room temperature and 2.5 m/s sliding speed, while the minimum was only 24 °C during the tests at 400°C and 0.5 m/s. However, the maximum contact temperature Tmax was found during tests conducted at high ambient temperatures. The Tmax was estimated based on the theoretical equation. The comparison of experimental and theoretical Tmax data revealed good agreement.

Keywords: pin on disk test, contact temperature, wear, sliding surface, friction, ambient temperature

Procedia PDF Downloads 57
15888 New Territories: Materiality and Craft from Natural Systems to Digital Experiments

Authors: Carla Aramouny

Abstract:

Digital fabrication, between advancements in software and machinery, is pushing practice today towards more complexity in design, allowing for unparalleled explorations. It is giving designers the immediate capacity to apply their imagined objects into physical results. Yet at no time have questions of material knowledge become more relevant and crucial, as technological advancements approach a radical re-invention of the design process. As more and more designers look towards tactile crafts for material know-how, an interest in natural behaviors has also emerged trying to embed intelligence from nature into the designed objects. Concerned with enhancing their immediate environment, designers today are pushing the boundaries of design by bringing in natural systems, materiality, and advanced fabrication as essential processes to produce active designs. New Territories, a yearly architecture and design course on digital design and materiality, allows students to explore processes of digital fabrication in intersection with natural systems and hands-on experiments. This paper will highlight the importance of learning from nature and from physical materiality in a digital design process, and how the simultaneous move between the digital and physical realms has become an essential design method. It will detail the work done over the course of three years, on themes of natural systems, crafts, concrete plasticity, and active composite materials. The aim throughout the course is to explore the design of products and active systems, be it modular facades, intelligent cladding, or adaptable seating, by embedding current digital technologies with an understanding of natural systems and a physical know-how of material behavior. From this aim, three main themes of inquiry have emerged through the varied explorations across the three years, each one approaching materiality and digital technologies through a different lens. The first theme involves crossing the study of naturals systems as precedents for intelligent formal assemblies with traditional crafts methods. The students worked on designing performative facade systems, starting from the study of relevant natural systems and a specific craft, and then using parametric modeling to develop their modular facades. The second theme looks at the cross of craft and digital technologies through form-finding techniques and elastic material properties, bringing in flexible formwork into the digital fabrication process. Students explored concrete plasticity and behaviors with natural references, as they worked on the design of an exterior seating installation using lightweight concrete composites and complex casting methods. The third theme brings in bio-composite material properties with additive fabrication and environmental concerns to create performative cladding systems. Students experimented in concrete composites materials, biomaterials and clay 3D printing to produce different cladding and tiling prototypes that actively enhance their immediate environment. This paper thus will detail the work process done by the students under these three themes of inquiry, describing their material experimentation, digital and analog design methodologies, and their final results. It aims to shed light on the persisting importance of material knowledge as it intersects with advanced digital fabrication and the significance of learning from natural systems and biological properties to embed an active performance in today’s design process.

Keywords: digital fabrication, design and craft, materiality, natural systems

Procedia PDF Downloads 113
15887 Synthesis and Characterization of Hydroxyapatite from Biowaste for Potential Medical Application

Authors: M. D. H. Beg, John O. Akindoyo, Suriati Ghazali, Nitthiyah Jeyaratnam

Abstract:

Over the period of time, several approaches have been undertaken to mitigate the challenges associated with bone regeneration. This includes but not limited to xenografts, allografts, autografts as well as artificial substitutions like bioceramics, synthetic cements and metals. The former three techniques often come along with peculiar limitation and problems such as morbidity, availability, disease transmission, collateral site damage or absolute rejection by the body as the case may be. Synthetic routes remain the only feasible alternative option for treatment of bone defects. Hydroxyapatite (HA) is very compatible and suitable for this application. However, most of the common methods for HA synthesis are either expensive, complicated or environmentally unfriendly. Interestingly, extraction of HA from bio-wastes have been perceived not only to be cost effective, but also environment friendly. In this research, HA was synthesized from bio-waste: namely bovine bones through three different methods which are hydrothermal chemical processes, ultrasound assisted synthesis and ordinary calcination techniques. Structure and property analysis of the HA was carried out through different characterization techniques such as TGA, FTIR, and XRD. All the methods applied were able to produce HA with similar compositional properties to biomaterials found in human calcified tissues. Calcination process was however observed to be more efficient as it eliminated all the organic components from the produced HA. The HA synthesized is unique for its minimal cost and environmental friendliness. It is also perceived to be suitable for tissue and bone engineering applications.

Keywords: hydroxyapatite, bone, calcination, biowaste

Procedia PDF Downloads 228