Search results for: constant modulus algorithm

Authors: Dipak Sen, Rajdeep Ghosh

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This paper presents a computational study of steady state three dimensional very high turbulent flow and heat transfer characteristics in a constant temperature-surfaced circular duct fitted with 900 hemispherical inline baffles. The computations are based on realizable k-ɛ model with standard wall function considering the finite volume method, and the SIMPLE algorithm has been implemented. Computational Study are carried out for Reynolds number, Re ranging from 80000 to 120000, Prandtl Number, Pr of 0.73, Pitch Ratios, PR of 1,2,3,4,5 based on the hydraulic diameter of the channel, hydrodynamic entry length, thermal entry length and the test section. Ansys Fluent 15.0 software has been used to solve the flow field. Study reveals that circular pipe having baffles has a higher Nusselt number and friction factor compared to the smooth circular pipe without baffles. Maximum Nusselt number and friction factor are obtained for the PR=5 and PR=1 respectively. Nusselt number increases while pitch ratio increases in the range of study; however, friction factor also decreases up to PR 3 and after which it becomes almost constant up to PR 5. Thermal enhancement factor increases with increasing pitch ratio but with slightly decreasing Reynolds number in the range of study and becomes almost constant at higher Reynolds number. The computational results reveal that optimum thermal enhancement factor of 900 inline hemispherical baffle is about 1.23 for pitch ratio 5 at Reynolds number 120000.It also shows that the optimum pitch ratio for which the baffles can be installed in such very high turbulent flows should be 5. Results show that pitch ratio and Reynolds number play an important role on both fluid flow and heat transfer characteristics.

Keywords: friction factor, heat transfer, turbulent flow, circular duct, baffle, pitch ratio

Procedia PDF Downloads 351

Authors: Utkan Caliskan

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Two types of numerical codes based on finite volume method are developed in order to solve compressible Euler equations to simulate the flow through forward facing step channel. Both algorithms have AUSM+- up (Advection Upstream Splitting Method) scheme for flux splitting and two-stage Runge-Kutta scheme for time stepping. In this study, the flux calculations differentiate between the algorithm based on OpenFOAM mesh format which is called 'face-based' algorithm and the basic algorithm which is called 'element-based' algorithm. The face-based algorithm avoids redundant flux computations and also is more flexible with hybrid grids. Moreover, some of OpenFOAM’s preprocessing utilities can be used on the mesh. Parallelization of the face based algorithm for which atomic operations are needed due to the shared memory model, is also presented. For several mesh sizes, 2.13x speed up is obtained with face-based approach over the element-based approach.

Keywords: cell centered finite volume method, compressible Euler equations, OpenFOAM mesh format, OpenMP

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Authors: S. J. Shahidzadeh Tabatabaei, A. M. Fattahi

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Modal analysis of an FGM plate composed of Al2O3 ceramic phase and 304 stainless steel metal phases was performed in this paper by ABAQUS software with the assumption that the behavior of material is elastic and mechanical properties (Young's modulus and density) are variable in the thickness direction of the plate. Therefore, a sub-program was written in FORTRAN programming language and was linked with ABAQUS software. For modal analysis, a finite element analysis was carried out similar to the model of other researchers and the accuracy of results was evaluated after comparing the results. Comparison of natural frequencies and mode shapes reflected the compatibility of results and optimal performance of the program written in FORTRAN as well as high accuracy of finite element model used in this research. After validation of the results, it was evaluated the effect of material (n parameter) on the natural frequency. In this regard, finite element analysis was carried out for different values of n and in simply supported mode. About the effect of n parameter that indicates the effect of material on the natural frequency, it was observed that the natural frequency decreased as n increased; because by increasing n, the share of ceramic phase on FGM plate has decreased and the share of steel phase has increased and this led to reducing stiffness of FGM plate and thereby reduce in the natural frequency. That is because the Young's modulus of Al2O3 ceramic is equal to 380 GPa and Young's modulus of SUS304 steel is 207 GPa.

Keywords: FGM plates, modal analysis, natural frequency, finite element method

Procedia PDF Downloads 368

Authors: Rios A. S., Hild F., Deus E. P., Aimedieu P., Benallal A.

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The damage micromechanisms of chopped strand mats manufactured by compression of Brazilian coconut fiber and coconut fibers in different external conditions (chemical treatment) were used in this study. Mechanical analysis testing uniaxial traction were used with Digital Image Correlation (DIC). The images captured during the tensile test in the coconut fibers and coconut fiber mats showed an uncertainty of measurement in order centipixels. The initial modulus (modulus of elasticity) and tensile strength decreased with increasing diameter for the four conditions of coconut fibers. The DIC showed heterogeneous deformation fields for coconut fibers and mats and the displacement fields showed the rupture process of coconut fiber. The determination of poisson’s ratio of the mat was performed through of transverse and longitudinal deformations found in the elastic region.

Keywords: coconut fiber, mechanical behavior, digital image correlation, micromechanism

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Authors: S. J. Ha, S. J. Baik, T. O. Kim, S. W. Han

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For computing the seismic responses of structures, current seismic design provisions permit response history analyses (RHA) that can be used without limitations in height, seismic design category, and building irregularity. In order to obtain accurate seismic responses using RHA, it is important to use adequate input ground motions. Current seismic design provisions provide criteria for selecting ground motions. In this study, the accurate and computationally efficient algorithm is proposed for accurately selecting ground motions that satisfy the requirements specified in current seismic design provisions. The accuracy of the proposed algorithm is verified using single-degree-of-freedom systems with various natural periods and yield strengths. This study shows that the mean seismic responses obtained from RHA with seven and ten ground motions selected using the proposed algorithm produce errors within 20% and 13%, respectively.

Keywords: algorithm, ground motion, response history analysis, selection

Procedia PDF Downloads 269

Authors: S. Adhirai, R. P. Mahapatra, Paramjit Singh

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Optimization is an important tool in making decisions and in analysing physical systems. In mathematical terms, an optimization problem is the problem of finding the best solution from among the set of all feasible solutions. The paper discusses the Whale Optimization Algorithm (WOA), and its applications in different fields. The algorithm is tested using MATLAB because of its unique and powerful features. The benchmark functions used in WOA algorithm are grouped as: unimodal (F1-F7), multimodal (F8-F13), and fixed-dimension multimodal (F14-F23). Out of these benchmark functions, we show the experimental results for F7, F11, and F19 for different number of iterations. The search space and objective space for the selected function are drawn, and finally, the best solution as well as the best optimal value of the objective function found by WOA is presented. The algorithmic results demonstrate that the WOA performs better than the state-of-the-art meta-heuristic and conventional algorithms.

Keywords: optimization, optimal value, objective function, optimization problems, meta-heuristic optimization algorithms, Whale Optimization Algorithm, implementation, MATLAB

Procedia PDF Downloads 337

Authors: Tarek Sayed Taha Ali

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The dependence of the axial-vector coupling constant gA on the quark masses has been investigated in the frame work of the extended linear sigma model. The field equations have been solved in the mean-field approximation. Our study shows a better fitting to the experimental data compared with the existing models.

Keywords: extended linear sigma model, nucleon properties, axial coupling constant, physic

Procedia PDF Downloads 423

Authors: Khaled Yahia

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This paper deals with the problem of stator faults diagnosis in induction motors. Using the discrete wavelet transform (DWT) for the current Park’s vector modulus (CPVM) analysis, the inter-turn short-circuit faults diagnosis can be achieved. This method is based on the decomposition of the CPVM signal, where wavelet approximation and detail coefficients of this signal have been extracted. The energy evaluation of a known bandwidth detail permits to define a fault severity factor (FSF). This method has been tested through the simulation of an induction motor using a mathematical model based on the winding-function approach. Simulation, as well as experimental, results show the effectiveness of the used method.

Keywords: induction motors (IMs), inter-turn short-circuits diagnosis, discrete wavelet transform (DWT), current park’s vector modulus (CPVM)

Procedia PDF Downloads 543

Authors: Monalisa Halder, Amit K. Das, Ajit K. Meikap

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Polymer nanocomposites are very significant materials both in academia and industry for diverse potential applicability in electronics. Polymer plays the role of matrix element which has low density, flexibility, good mechanical strength and electrical properties. Use of nanosized multiferroic filler in the polymer matrix is suitable to achieve nanocomposites with enhanced magneto-dielectric effect and good mechanical properties both at the same time. Multiferroic terbium manganate (TbMnO₃) nanoparticles have been synthesized by sol-gel method using chloride precursors. Terbium manganate-polyvinyl alcohol (TbMnO₃-PVA) nanocomposite film has been prepared by solution casting method. Crystallite size of TbMnO₃ nanoparticle has been calculated to be ~ 40 nm from XRD analysis. Morphological study of the samples has been done by scanning electron microscopy and a well dispersion of the nanoparticles in the PVA matrix has been found. Thermogravimetric analysis (TGA) exhibits enhancement of thermal stability of the nanocomposite film with the inclusion of TbMnO₃ nanofiller in PVA matrix. The electrical transport properties of the nanocomposite film sample have been studied in the frequency range 20Hz - 2MHz at and above room temperature. The frequency dependent variation of ac conductivity follows universal dielectric response (UDR) obeying Jhonscher’s sublinear power law. Correlated barrier hopping (CBH) mechanism is the dominant charge transport mechanism with maximum barrier height 19 meV above room temperature. The variation of dielectric constant of the sample with frequency has been studied at different temperatures. Real part of dielectric constant at 1 KHz frequency at room temperature of the sample is found to be ~ 8 which is higher than that of the pure PVA film sample (~ 6). Dielectric constant decreases with the increase in frequency. Relaxation peaks have been observed in the variation of imaginary part of electric modulus with frequency. The relaxation peaks shift towards higher frequency as temperature increases probably due to the existence of interfacial polarization in the sample in presence of applied electric field. The current-voltage (I-V) characteristics of the nanocomposite film have been studied under ±40 V applied at different temperatures. I-V characteristic exhibits temperature dependent rectifying nature indicating the formation of Schottky barrier diode (SBD) with barrier height 23 meV. In conclusion, using multiferroic TbMnO₃ nanofiller in PVA matrix, enhanced thermal stability and electrical properties can be achieved.

Keywords: correlated barrier hopping, nanocomposite, schottky diode, TbMnO₃, TGA

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Authors: Ágnes Bogárdi-Mészöly, Takeshi Hashimoto, Shohei Yokoyama, Hiroshi Ishikawa

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The spread of Web 2.0 has caused user-generated content explosion. Users can tag resources to describe and organize them. Tag clouds provide rough impression of relative importance of each tag within overall cloud in order to facilitate browsing among numerous tags and resources. The goal of our paper is to enrich visualization of tag clouds. A font distribution algorithm has been proposed to calculate a novel metric based on frequency and content, and to classify among classes from this metric based on power law distribution and percentages. The suggested algorithm has been validated and verified on the tag cloud of a real-world thesis portal.

Keywords: tag cloud, font distribution algorithm, frequency-based, content-based, power law

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Authors: Muhammad Luqman, Yusuf Kurniawan

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S-Boxes is one of the linear parts of the cryptographic algorithm. The existence of S-Box in the cryptographic algorithm is needed to maintain non-linearity of the algorithm. Nowadays, modern cryptographic algorithms use an S-Box as a part of algorithm process. Despite the fact that several cryptographic algorithms today reuse theoretically secure and carefully constructed S-Boxes, there is an evaluation characteristic that can measure security properties of S-Boxes and hence the corresponding primitives. Analysis of an S-Box usually is done using manual mathematics calculation. Several S-Boxes are presented as a Truth Table without any mathematical background algorithm. Then, it’s rather difficult to determine the strength of Truth Table S-Box without a mathematical algorithm. A comprehensive analysis should be applied to the Truth Table S-Box to determine the characteristic. Several important characteristics should be owned by the S-Boxes, they are Nonlinearity, Balancedness, Algebraic degree, LAT, DAT, differential delta uniformity, correlation immunity and global avalanche criterion. Then, a comprehensive tool will be present to automatically calculate the characteristics of S-Boxes and determine the strength of S-Box. Comprehensive analysis is done on a deterministic process to produce a sequence of S-Boxes characteristic and give advice for a better S-Box construction.

Keywords: cryptographic properties, Truth Table S-Boxes, S-Boxes characteristic, deterministic process

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Authors: Liang Zhao, Guangwen Wang, Guichang Liu

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Constant potometer is an important component of pipeline anti-corrosion systems in the chemical industry. Based on Internet of Things (IoT) technology, Programmable Logic Controller (PLC) technology and database technology, this paper developed a set of a constant potometer remote monitoring management system. The remote monitoring and remote adjustment of the working status of the constant potometer are realized. The system has real-time data display, historical data query, alarm push management, user permission management, and supporting Web access and mobile client application (APP) access. The actual engineering project test results show the stability of the system, which can be widely used in cathodic protection systems.

Keywords: internet of things, pipe corrosion protection, potentiostat, remote monitoring

Procedia PDF Downloads 122

Authors: Sajjad Baghernezhad

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Meta-heuristic and hybrid algorithms have high adeer in modeling medical problems. In this study, a neural network was used to predict covid-19 among high-risk and low-risk patients. This study was conducted to collect the applied method and its target population consisting of 550 high-risk and low-risk patients from the Kerman University of medical sciences medical center to predict the coronavirus. In this study, the memetic algorithm, which is a combination of a genetic algorithm and a local search algorithm, has been used to update the weights of the neural network and develop the accuracy of the neural network. The initial study showed that the accuracy of the neural network was 88%. After updating the weights, the memetic algorithm increased by 93%. For the proposed model, sensitivity, specificity, positive predictivity value, value/accuracy to 97.4, 92.3, 95.8, 96.2, and 0.918, respectively; for the genetic algorithm model, 87.05, 9.20 7, 89.45, 97.30 and 0.967 and for logistic regression model were 87.40, 95.20, 93.79, 0.87 and 0.916. Based on the findings of this study, neural network models have a lower error rate in the diagnosis of patients based on individual variables and vital signs compared to the regression model. The findings of this study can help planners and health care providers in signing programs and early diagnosis of COVID-19 or Corona.

Keywords: COVID-19, decision support technique, neural network, genetic algorithm, memetic algorithm

Procedia PDF Downloads 51

Authors: N. Dahraoui, M. Boulakroune, D. Benatia

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In this paper, the improvement by deconvolution of the depth resolution in Secondary Ion Mass Spectrometry (SIMS) analysis is considered. Indeed, we have developed a new Tikhonov-Miller deconvolution algorithm where a priori model of the solution is included. This is a denoisy and pre-deconvoluted signal obtained from: firstly, by the application of wavelet shrinkage algorithm, secondly by the introduction of the obtained denoisy signal in an iterative deconvolution algorithm. In particular, we have focused the light on the effect of the iterations number on the evolution of the deconvoluted signals. The SIMS profiles are multilayers of Boron in Silicon matrix.

Keywords: DRF, in-depth resolution, multiresolution deconvolution, SIMS, wavelet shrinkage

Procedia PDF Downloads 392

Authors: B. S. Akhmetov, S. T. Akhmetova, A. I. Ivanov, T. S. Kartbayev, A. Y. Malygin

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The problem of training of a network of artificial neurons in biometric appendices is that this process has to be completely automatic, i.e. the person operator should not participate in it. Therefore, this article discusses the issues of training the network of artificial neurons and the description of the non-iterative learning algorithm of artificial neuron.

Keywords: artificial neuron, biometrics, biometrical applications, learning of neuron, non-iterative algorithm

Procedia PDF Downloads 467

Authors: Dimeji Abe, Nonso Okoye, Gideon Ikpimi, Prince Idemudia

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Multi-reservoir optimization operation has been a critical issue for river basin management. Water, as a scarce resource, is in high demand and the problems associated with the reservoir as its storage facility are enormous. The complexity in balancing the supply and demand of this prime resource has created the need to examine the best way to solve the problem using optimization techniques. The objective of this study is to evaluate the performance of the multi-objective meta-heuristic algorithm for the operation of Gariep Dam for satisfying ecological flow requirements. This study uses an evolutionary algorithm called backtrack search algorithm (BSA) to determine the best way to optimise the dam operations of hydropower production, flood control, and water supply without affecting the environmental flow requirement for the survival of aquatic bodies and sustain life downstream of the dam. To achieve this objective, the operations of the dam that corresponds to different tradeoffs between the objectives are optimized. The results indicate the best model from the algorithm that satisfies all the objectives without any constraint violation. It is expected that hydropower generation will be improved and more water will be available for ecological flow requirements with the use of the algorithm. This algorithm also provides farmers with more irrigation water as well to improve their business.

Keywords: BSA evolutionary algorithm, metaheuristics, optimization, river basin management

Procedia PDF Downloads 226

Authors: Fadzil Ahmad, Noor Ashidi Mat Isa

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This study introduces an improved genetic algorithm procedure that focuses search around near optimal solution corresponded to a group of elite chromosome. This is achieved through a novel crossover technique known as Segmented Multi Chromosome Crossover. It preserves the highly important information contained in a gene segment of elite chromosome and allows an offspring to carry information from gene segment of multiple chromosomes. In this way the algorithm has better possibility to effectively explore the solution space. The improved GA is applied for the automatic and simultaneous parameter optimization and feature selection of artificial neural network in pattern recognition of medical problem, the cancer and diabetes disease. The experimental result shows that the average classification accuracy of the cancer and diabetes dataset has improved by 0.1% and 0.3% respectively using the new algorithm.

Keywords: genetic algorithm, artificial neural network, pattern clasification, classification accuracy

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Authors: Elham Jelodari Mamaghani, Christian Prins, Haoxun Chen

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In this paper, there is concentration on collaborative transportation planning (CTP) among multiple carriers with pickup and delivery requests and time windows. This problem is a vehicle routing problem with constraints from standard vehicle routing problems and new constraints from a real-world application. In the problem, each carrier has a finite number of vehicles, and each request is a pickup and delivery request with time window. Moreover, each carrier has reserved requests, which must be served by itself, whereas its exchangeable requests can be outsourced to and served by other carriers. This collaboration among carriers can help them to reduce total transportation costs. A mixed integer programming model is proposed to the problem. To solve the model, a hybrid algorithm that combines Genetic Algorithm and Simulated Annealing (GASA) is proposed. This algorithm takes advantages of GASA at the same time. After tuning the parameters of the algorithm with the Taguchi method, the experiments are conducted and experimental results are provided for the hybrid algorithm. The results are compared with those obtained by a commercial solver. The comparison indicates that the GASA significantly outperforms the commercial solver.

Keywords: centralized collaborative transportation, collaborative transportation with pickup and delivery, collaborative transportation with time windows, hybrid algorithm of GA and SA

Procedia PDF Downloads 369

Authors: Satyendra Pratap Singh, S. P. Singh

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This paper presents a methodology using Gravitational Search Algorithm for optimal placement of Phasor Measurement Units (PMUs) in order to achieve complete observability of the power system. The objective of proposed algorithm is to minimize the total number of PMUs at the power system buses, which in turn minimize installation cost of the PMUs. In this algorithm, the searcher agents are collection of masses which interact with each other using Newton’s laws of gravity and motion. This new Gravitational Search Algorithm based method has been applied to the IEEE 14-bus, IEEE 30-bus and IEEE 118-bus test systems. Case studies reveal optimal number of PMUs with better observability by proposed method.

Keywords: gravitational search algorithm (GSA), law of motion, law of gravity, observability, phasor measurement unit

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Authors: Hee-Choul Kwon, Hyungjin Cho, Heeyong Kwon

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Image rotation is one of main pre-processing step in image processing or image pattern recognition. It is implemented with rotation matrix multiplication. However it requires lots of floating point arithmetic operations and trigonometric function calculations, so it takes long execution time. We propose a new high speed image rotation algorithm without two major time-consuming operations. We compare the proposed algorithm with the conventional rotation one with various size images. Experimental results show that the proposed algorithm is superior to the conventional rotation ones.

Keywords: high speed rotation operation, image processing, image rotation, pattern recognition, transformation matrix

Procedia PDF Downloads 479

Authors: J. C. Riaño-Rojas, J. D. Alzate-Cardona, E. Restrepo-Parra

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In this work, a study of generic magnetic nanoparticles varying the metric space is presented. As the metric space is changed, the nanoparticle form and the inner product are also varied, since the energetic scale is not conserved. This study is carried out using Monte Carlo simulations combined with the Wolff embedding and Metropolis algorithms. The Metropolis algorithm is used at high temperature regions to reach the equilibrium quickly. The Wolff embedding algorithm is used at low and critical temperature regions in order to reduce the critical slowing down phenomenon. The ions number is kept constant for the different forms and the critical temperatures using finite size scaling are found. We observed that critical temperatures don't exhibit significant changes when the metric space was varied. Additionally, the effective dimension according the metric space was determined. A study of static behavior for reaching the static critical exponents was developed. The objective of this work is to observe the behavior of the thermodynamic quantities as energy, magnetization, specific heat, susceptibility and Binder's cumulants at the critical region, in order to demonstrate if the magnetic nanoparticles describe their magnetic interactions in the Euclidean space or if there is any correspondence in other metric spaces.

Keywords: nanoparticles, metric, Monte Carlo, critical behaviour

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Authors: Roberta Ranielle M. de Freitas, Vagner R. Botaro

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The relationship between biodegradation and mechanical behavior is fundamental for studies of the application of cellulose acetate films as a possible material for biodegradable packaging. In this work, the biodegradation of cellulose acetate (CA) with DS 2.5 was analyzed in simulated soil. CA films were prepared by casting and buried in the simulated soil. Samples were taken monthly and analyzed, the total time of biodegradation was 6 months. To characterize the biodegradable CA, the DMA technique was employed. The main result showed that the time of exposure to the simulated soil affects the mechanical properties of the films and the values of crystallinity. By DMA analysis, it was possible to conclude that as the CA is biodegraded, its mechanical properties were altered, for example, storage modulus has increased with biodegradation and the modulus of loss has decreased. Analyzes of DSC, XRD, and FTIR were also carried out to characterize the biodegradation of CA, which corroborated with the results of DMA. The observation of the carbonyl band by FTIR and crystalline indices obtained by XRD were important to evaluate the degradation of CA during the exposure time.

Keywords: biodegradation, cellulose acetate, DMA, simulated soil

Procedia PDF Downloads 195

Authors: K. Yahia, A. Titaouine, A. Ghoggal, S. E. Zouzou, F. Benchabane

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This paper deals with the problem of stator faults diagnosis in induction motors. Using the discrete wavelet transform (DWT) for the current Park’s vector modulus (CPVM) analysis, the inter-turn short-circuit faults diagnosis can be achieved. This method is based on the decomposition of the CPVM signal, where wavelet approximation and detail coefficients of this signal have been extracted. The energy evaluation of a known bandwidth detail permits to define a fault severity factor (FSF). This method has been tested through the simulation of an induction motor using a mathematical model based on the winding-function approach. Simulation, as well as experimental, results show the effectiveness of the used method.

Keywords: Induction Motors (IMs), inter-turn short-circuits diagnosis, Discrete Wavelet Transform (DWT), Current Park’s Vector Modulus (CPVM)

Procedia PDF Downloads 527

Authors: T. Zergoug, S. E. H. Abaidia, A. Nedjar, M. Y. Mokeddem

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Physical properties of uranium di-nitride (UN2) were investigated in detail using first principles calculations based on density functional theory. To treat the strong correlation effects caused by 5f Uranium valence electrons, on-site Coulomb interaction correction via the Hubbard-like term, U (DFT+U) was employed. The UN2 structural, mechanical and thermodynamic properties were calculated within DFT and Various U of DFT+U approach. The Perdew–Burke–Ernzerhof (PBE.5.2) version of the generalized gradient approximation (GGA) is used to describe the exchange-correlation with the projector-augmented wave (PAW) pseudo potentials. A comparative study shows that results are improved by using the Hubbard formalism for a certain U value correction like the structural parameter. For some physical properties the variation versus Hubbard U is strong like Young modulus but for others it is weakly noticeable such as the density of state (DOS) or bulk modulus. We noticed also that up from U=7.5 eV, elastic results become not conform to the cubic cell elastic criteria since the C44 values turn out to be negative.

Keywords: uranium diNitride, UN2, DFT+U, elastic properties

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Authors: Jian Shi, Baoguo Yu, Haonan Jia, Meng Liu, Ping Huang

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Adapting to the flexibility of war, a large number of guided weapons launch from aircraft. Therefore, the inertial navigation system loaded in the weapon needs to undergo an alignment process in the air. This article proposes the following methods to the problem of inaccurate modeling of the system under large misalignment angles, the accuracy reduction of filtering caused by outliers, and the noise changes in GPS signals: first, considering the large misalignment errors of Strapdown Inertial Navigation System (SINS)/GPS, a more accurate model is made rather than to make a small-angle approximation, and the Unscented Kalman Filter (UKF) algorithms are used to estimate the state; then, taking into account the impact of GPS noise changes on the fine alignment algorithm, the innovation adaptive filtering algorithm is introduced to estimate the GPS’s noise in real-time; at the same time, in order to improve the anti-interference ability of the air fine alignment algorithm, a robust filtering algorithm based on outlier detection is combined with the air fine alignment algorithm to improve the robustness of the algorithm. The algorithm can improve the alignment accuracy and robustness under interference conditions, which is verified by simulation.

Keywords: air alignment, fine alignment, inertial navigation system, integrated navigation system, UKF

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Authors: Wajih Abbassi, Zouhaier Ben Khelifa

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The present research points towards the empirical validation of three options valuation models, the ad-hoc Black-Scholes model as proposed by Berkowitz (2001), the constant elasticity of variance model of Cox and Ross (1976) and the Kou jump-diffusion model (2002). Our empirical analysis has been conducted on a sample of 26,974 options written on three indexes, the S&P 500, Nasdaq 100 and the Russell 2000 that were negotiated during the year 2007 just before the sub-prime crisis. We start by presenting the theoretical foundations of the models of interest. Then we use the technique of trust-region-reflective algorithm to estimate the structural parameters of these models from cross-section of option prices. The empirical analysis shows the superiority of the Kou jump-diffusion model. This superiority arises from the ability of this model to portray the behavior of market participants and to be closest to the true distribution that characterizes the evolution of these indices. Indeed the double-exponential distribution covers three interesting properties that are: the leptokurtic feature, the memory less property and the psychological aspect of market participants. Numerous empirical studies have shown that markets tend to have both overreaction and under reaction over good and bad news respectively. Despite of these advantages there are not many empirical studies based on this model partly because probability distribution and option valuation formula are rather complicated. This paper is the first to have used the technique of nonlinear curve-fitting through the trust-region-reflective algorithm and cross-section options to estimate the structural parameters of the Kou jump-diffusion model.

Keywords: jump-diffusion process, Kou model, Leptokurtic feature, trust-region-reflective algorithm, US index options

Procedia PDF Downloads 406

Authors: Meghdad Payan, Kostas Senetakis, Arman Khoshghalb, Nasser Khalili

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Dynamic properties of soils, especially at the range of very small strains, are of particular interest in geotechnical engineering practice for characterization of the behavior of geo-structures subjected to a variety of stress states. This study reports on the small-strain dynamic properties of sand-silt mixtures with particular emphasis on the effect of non-plastic fines content on the small strain shear modulus (Gmax), Young’s Modulus (Emax), material damping (Ds,min) and Poisson’s Ratio (v). Several clean sands with a wide range of grain size characteristics and particle shape are mixed with variable percentages of a silica non-plastic silt as fines content. Prepared specimens of sand-silt mixtures at different initial void ratios are subjected to sequential torsional and flexural resonant column tests with elastic dynamic properties measured along an isotropic stress path up to 800 kPa. It is shown that while at low percentages of fines content, there is a significant difference between the dynamic properties of the various samples due to the different characteristics of the sand portion of the mixtures, this variance diminishes as the fines content increases and the soil behavior becomes mainly silt-dominant, rendering no significant influence of sand properties on the elastic dynamic parameters. Indeed, beyond a specific portion of fines content, around 20% to 30% typically denoted as threshold fines content, silt is controlling the behavior of the mixture. Using the experimental results, new expressions for the prediction of small-strain dynamic properties of sand-silt mixtures are developed accounting for the percentage of silt and the characteristics of the sand portion. These expressions are general in nature and are capable of evaluating the elastic dynamic properties of sand-silt mixtures with any types of parent sand in the whole range of silt percentage. The inefficiency of skeleton void ratio concept in the estimation of small-strain stiffness of sand-silt mixtures is also illustrated.

Keywords: damping ratio, Poisson’s ratio, resonant column, sand-silt mixture, shear modulus, Young’s modulus

Procedia PDF Downloads 233

Authors: Jyotsna Gupta, S. Ghosh, S. Aravindan

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The requirement of artificial prostheses (such as hip and knee joints) has increased with time. Many researchers are working to develop new implants with improved properties such as excellent biocompatibility with no tissue reactions, corrosion resistance in body fluid, high yield strength and low elastic modulus. Further, the morphological properties of the artificial implants should also match with that of the human bone so that cell adhesion, proliferation and transportation of the minerals and nutrition through body fluid can be obtained. Present study attempts to make porous Ti6Al15Mo alloys through powder metallurgy route using space holder technique. The alloy consists of 6wt% of Al which was taken as α phase stabilizer and 15wt% Mo was taken as β phase stabilizer with theoretical density 4.708. Ammonium hydrogen carbonate is used as a space holder in order to generate the porosity. The porosity of these fabricated porous alloys was controlled by adding the 0, 50, 70 vol.% of the space holder content. Three phases were found in the microstructure: α, α_2 and β phase of titanium. Kirkendall pores are observed to be decreased with increase of holding time during sintering and parallelly compressive strength and elastic modulus value increased slightly. Compressive strength and elastic modulus of porous Ti-6Al-15Mo alloy (1.17 g/cm3 density) is found to be suitable for cancellous bone. Released ions from Ti-6Al-15Mo alloy are far below from the permissible limits in human body.

Keywords: bone implant, powder metallurgy, sintering time, Ti-6Al-15Mo

Procedia PDF Downloads 123

Authors: I. Kurashvili, A. Sichinava, G. Bokuchava, G. Darsavelidze

Abstract:

Si-Ge solid solutions (bulk poly- and monocrystalline samples, thin films) are characterized by high perspectives for application in semiconductor devices, in particular, optoelectronics and microelectronics. In this light complex studying of structural state of the defects and structural-sensitive physical properties of Si-Ge solid solutions depending on the contents of Si and Ge components is very important. Present work deals with the investigations of microstructure, electrophysical characteristics, microhardness, internal friction and shear modulus of Si1-xGex(x≤0,02) bulk monocrystals conducted at a room temperatures. Si-Ge bulk crystals were obtained by Czochralski method in [111] crystallographic direction. Investigated monocrystalline Si-Ge samples are characterized by p-type conductivity and carriers concentration 5.1014-1.1015cm-3, dislocation density 5.103-1.104cm-2, microhardness according to Vickers method 900-1200 Kg/mm2. Investigate samples are characterized with 0,5x0,5x(10-15) mm3 sizes, oriented along [111] direction at torsion oscillations ≈1Hz, multistage changing of internal friction and shear modulus has been revealed in an interval of strain amplitude of 10-5-5.10-3. Critical values of strain amplitude have been determined at which hysteretic changes of inelastic characteristics and microplasticity are observed. The critical strain amplitude and elasticity limit values are also determined. Tendency to decrease of dynamic mechanical characteristics is shown with increasing Ge content in Si-Ge solid solutions. Observed changes are discussed from the point of view of interaction of various dislocations with point defects and their complexes in a real structure of Si-Ge solid solutions.

Keywords: Microhardness, internal friction, shear modulus, Monocrystalline

Procedia PDF Downloads 336

Authors: Fuzhang Zhao

Abstract:

Particle swarm optimization (PSO) is becoming one of the most important swarm intelligent paradigms for solving global optimization problems. Although some progress has been made to improve PSO algorithms over the last two decades, additional work is still needed to balance parameters to achieve better numerical properties of accuracy, efficiency, and stability. In the optimal PSO algorithm, the optimal weightings of (√ 5 − 1)/2 and (3 − √5)/2 are used for the cognitive factor and the social factor, respectively. By the same token, the same optimal weightings have been applied for intensification searches and diversification searches, respectively. Perturbation and constriction effects are optimally balanced. Simulations of the de Jong, the Rosenbrock, and the Griewank functions show that the optimal PSO algorithm indeed achieves better numerical properties and outperforms the canonical PSO algorithm.

Keywords: diversification search, intensification search, optimal weighting, particle swarm optimization

Procedia PDF Downloads 553