Search results for: stochastic approximation gradient

Authors: Elena Tkachenko, Elena Rogova, Daria Koval

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The paper examines the ways of cash flows forecasting in the dynamic external environment. The so-called new reality in economy lowers the predictability of the companies’ performance indicators due to the lack of long-term steady trends in external conditions of development and fast changes in the markets. The traditional methods based on the trend analysis lead to a very high error of approximation. The macroeconomic situation for the last 10 years is defined by continuous consequences of financial crisis and arising of another one. In these conditions, the instruments of forecasting on the basis of fuzzy sets show good results. The fuzzy sets based models turn out to lower the error of approximation to acceptable level and to provide the companies with reliable cash flows estimation that helps to reach the financial stability. In the paper, the applicability of the model of cash flows forecasting based on fuzzy logic was analyzed.

Keywords: cash flow, industrial enterprise, forecasting, fuzzy sets

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Authors: D. K. Maurya, S. M. Saini

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We investigate theoretically the electronic and optical properties of YNi₄Si-type HoNi₄Si compound from first principle calculations. Calculations are performed using full-potential augmented plane wave (FPLAPW) method in the frame work of density functional theory (DFT). The Coulomb corrected local-spin density approximation (LSDA+U) in the self-interaction correction (SIC) has been used for exchange-correlation potential. Analysis of the calculated band structure of HoNi₄Si compound demonstrates their metallic character. We found Ni-3d states mainly contribute to density of states from -5.0 eV to the Fermi level while the Ho-f states peak stands tall in comparison to the small contributions made by the Ni-d and Ho-d states above Fermi level, which is consistent with experiment, in HoNi4Si compound. Our calculated optical conductivity compares well with the experimental data and the results are analyzed in the light of band to band transitions.

Keywords: electronic properties, density of states, optical properties, LSDA+U approximation, YNi₄Si-type HoNi4Si compound

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Authors: Pakhapoom Sarapat, James M. Hill, Duangkamon Baowan

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Carbon nanotori provide several properties such as high tensile strength and heat resistance. They are promised to be ideal structures for encapsulation, and their encapsulation ability can be determined by the interaction energy between the carbon nanotori and the encapsulated nanostructures. Such interaction energy is evaluated using Lennard-Jones potential and continuum approximation. Here, four problems relating to toroidal molecules are determined in order to find the most stable configuration. Firstly, the interaction energy between a carbon nanotorus and an atom is examined. The second problem relates to the energy of a fullerene encapsulated inside a carbon nanotorus. Next, the interaction energy between two symmetrically situated and parallel nanotori is considered. Finally, the classical mechanics is applied to model the interaction energy between the toroidal structure of cyclodextrin and the spherical DNA molecules. These mathematical models might be exploited to study a number of promising devices for future developments in bio and nanotechnology.

Keywords: carbon nanotori, continuum approximation, interaction energy, Lennard-Jones potential, nanotechnology

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Authors: Keerthi S. Shetty, Annappa Basava

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

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

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Authors: Shangdong Zhu, Yunzhou Zhang, Jie Zhang, Hang Hu, Yazhou Zhang

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Image stitching is a very important branch in the field of computer vision, especially for panoramic map. In order to eliminate shape distortion, a novel stitching method is proposed based on gradually changing matrix when images are horizontal. For images captured horizontally, this paper assumes that there is only translational operation in image stitching. By analyzing each parameter of the homography matrix, the global homography matrix is gradually transferred to translation matrix so as to eliminate the effects of scaling, rotation, etc. in the image transformation. This paper adopts matrix approximation to get the minimum value of the energy function so that the shape distortion at those regions corresponding to the homography can be minimized. The proposed method can avoid multiple horizontal images stitching failure caused by accumulated shape distortion. At the same time, it can be combined with As-Projective-As-Possible algorithm to ensure precise alignment of overlapping area.

Keywords: image stitching, gradually changing matrix, horizontal direction, matrix approximation, homography matrix

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Authors: Anoop Kumar Suraj

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Dr Rammanohar Lohia (1910-67), a radical Indian socialist thinker, left an unfinished and critical oeuvre of works on ‘Social Revolution’, argued for the necessity of fundamentally reordering our social structures and offered the ideological framework for such a radical change. An alternative kind of democratic political action called Saat Krantiya, or ‘seven revolutions’, sought to establish socialism with a strong cultural and historical foundation in Indian society. Lohia cautiously adopted civil disobedience [a Gandhian tool] as a means of seven revolutions as a mode of revolution. He saw Indian youth as the vanguard of the social revolution and claimed that the ideas of ‘constructive militancy’ and ‘militant construction’ were at the core of such a revolution. This paper demonstrates that Lohia presented a unique short theoretical paradigm to interpret history and revolution, and Sapta Kranti was a normative framework to arrive at an egalitarian society.

Keywords: Rammanohar Lohia, Sapt Kranti, matter and spirit, caste-class, human approximation

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Authors: Tejeet Singh, Harmanjit Singh

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

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

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Authors: Sol Girouard, Zona Kostic

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A home is often the largest and most expensive purchase a person makes. Whether the decision leads to a successful outcome will be determined by a combination of critical factors. In this paper, we propose a method that efficiently handles all the factors in residential real estate and performs predictions given a feature space with high dimensionality while controlling for overfitting. The proposed method was built on gradient descent and boosting algorithms and uses a mixed optimizing technique to improve the prediction power. Usually, a single model cannot handle all the cases thus our approach builds multiple models based on different subsets of the predictors. The algorithm was tested on 3 million homes across the U.S., and the experimental results demonstrate the efficiency of this approach by outperforming techniques currently used in forecasting prices. With everyday changes on the real estate market, our proposed algorithm capitalizes from new events allowing more efficient predictions.

Keywords: real estate prediction, gradient descent, boosting, ensemble methods, active learning, training

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Authors: Arnold Missiame

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

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

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Authors: Wanhyun Cho, Soonja Kang, Sanggoon Kim, Soonyoung Park

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We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered an efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.

Keywords: multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, importance sampling, approximate posterior distribution, marginal likelihood evidence

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

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

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

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Authors: Bahram Fathi, Karim Alizadeh, Azam Mohammadbagheri

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

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

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Authors: Rizwan Rizwan

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Differentially private ({DP}) training preserves the data privacy but often leads to slower convergence and lower accuracy, along with notable mis-calibration compared to non-private training. Analyzing {DP} training through a continuous-time approach with the neural tangent kernel ({NTK}). The {NTK} helps characterize per sample {(PS)} gradient clipping and the incorporation of noise during {DP} training across arbitrary network architectures as well as loss functions. Our analysis reveals that noise addition impacts privacy risk exclusively, leaving convergence and calibration unaffected. In contrast, {PS} gradient clipping (flat styles, layerwise styles) influences convergence as well as calibration but not privacy risk. Models with a small clipping norm generally achieve optimal accuracy but exhibit poor calibration, making them less reliable. Conversely, {DP} models that are trained with a large clipping norm maintain the similar accuracy and same privacy guarantee, yet they demonstrate notably improved calibration.

Keywords: deep learning, convergence, differential privacy, calibration

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

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

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

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Authors: Nassim Bessaad, Qilian Bao, Zhao Jiangkang

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

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

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

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

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

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Authors: Dua Hişam, Serhat İkizoğlu

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

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

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Authors: Sai Hung Cheung, Zhe Shao

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

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

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

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

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

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Authors: Maatoug Hassine, Mourad Hrizi

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

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

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Authors: A. Chateauneuf, M. Mostoufi, D. Vyncke

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Monte Carlo (MC) simulation is a technique that provides approximate solutions to a broad range of mathematical problems. A drawback of the method is its high computational cost, especially in a high-dimensional setting, such as estimating the Tail Value-at-Risk for large portfolios or pricing basket options and Asian options. For these types of problems, one can construct an upper bound in the convex order by replacing the copula by the comonotonic copula. This comonotonic upper bound can be computed very quickly, but it gives only a rough approximation. In this paper we introduce the Comonotonic Monte Carlo (CoMC) simulation, by using the comonotonic approximation as a control variate. The CoMC is of broad applicability and numerical results show a remarkable speed improvement. We illustrate the method for estimating Tail Value-at-Risk and pricing basket options and Asian options when the logreturns follow a Black-Scholes model or a variance gamma model.

Keywords: control variate Monte Carlo, comonotonicity, option pricing, scientific computing

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Authors: E. Marušić-Paloka, I. Pažanin, M. Prša

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Subject of this study is the stationary heat conduction problem through a pipe filled with incompressible viscous fluid. In previous work, we observed the existence and uniqueness theorems for the corresponding boundary-value problem and within we have taken into account the effects of the pipe's dilatation due to the temperature of the fluid inside of the pipe. The main difficulty comes from the fact that flow domain changes depending on the solution of the observed heat equation leading to a non-standard coupled governing problem. The goal of this work is to find solution estimate since the exact solution of the studied problem is not possible to determine. We use an asymptotic expansion in order of a small parameter which is presented as a heat expansion coefficient of the pipe's material. Furthermore, an error estimate is provided for the mentioned asymptotic approximation of the solution for inner area of the pipe. Close to the boundary, problem becomes more complex so different approaches are observed, mainly Theory of Perturbations and Separations of Variables. In view of that, error estimate for the whole approximation will be provided with additional software simulations of gotten situation.

Keywords: asymptotic analysis, dilated pipe, error estimate, heat conduction

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Authors: Rebecca Owusu Coffie, Atakelty Hailu

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

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

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Authors: Nkwenti Mbelli Njah

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

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

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Authors: Nalla Somaiah, Praveen Kumar

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Scaling of transistors and, hence, interconnects is very important for the enhanced performance of microelectronic devices. Scaling of devices creates significant complexity, especially in the multilevel interconnect architectures, wherein current crowding occurs at the corners of interconnects. Such a current crowding creates hot-spots at the respective corners, resulting in non-uniform temperature distribution in the interconnect as well. This non-uniform temperature distribution, which is exuberated with continued scaling of devices, creates a temperature gradient in the interconnect. In particular, the increased current density at corners and the associated temperature rise due to Joule heating accelerate the electromigration induced failures in interconnects, especially at corners. This has been the classic reliability issue associated with metallic interconnects. Herein, it is generally understood that electromigration induced damages can be avoided if the length of interconnect is smaller than a critical length, often termed as Blech length. Interestingly, the effect of non-negligible temperature gradients generated at these corners in terms of thermomigration and electromigration-thermomigration coupling has not attracted enough attention. Accordingly, in this work, the interplay between the electromigration and temperature gradient induced mass transport was studied using standard Blech structure. In this particular sample structure, the majority of the current is forcefully directed into the low resistivity metallic film from a high resistivity underlayer film, resulting in current crowding at the edges of the metallic film. In this study, 150 nm thick Cu metallic film was deposited on 30 nm thick W underlayer film in the configuration of Blech structure. Series of Cu thin strips, with lengths of 10, 20, 50, 100, 150 and 200 μm, were fabricated. Current density of ≈ 4 × 1010 A/m² was passed through Cu and W films at a temperature of 250ºC. Herein, along with expected forward migration of Cu atoms from the cathode to the anode at the cathode end of the Cu film, backward migration from the anode towards the center of Cu film was also observed. Interestingly, smaller length samples consistently showed enhanced migration at the cathode end, thus indicating the existence of inverse Blech length effect in presence of temperature gradient. A finite element based model showing the interplay between electromigration and thermomigration driving forces has been developed to explain this observation.

Keywords: Blech structure, electromigration, temperature gradient, thin films

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Authors: Luis Guilherme Resende Santos, Ido Nevat, Leslie Norford

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The Urban Heat Island (UHI) is characterized by increased air temperatures in urban areas compared to undeveloped rural surrounding environments. With urbanization and densification, the intensity of UHI increases, bringing negative impacts on livability, health and economy. In order to reduce those effects, it is required to take into consideration design factors when planning future developments. Given design constraints such as population size and availability of area for development, non-trivial decisions regarding the buildings’ dimensions and their spatial distribution are required. We develop a framework for optimization of urban design in order to jointly minimize UHI intensity and buildings’ energy consumption. First, the design constraints are defined according to spatial and population limits in order to establish realistic boundaries that would be applicable in real life decisions. Second, the tools Urban Weather Generator (UWG) and EnergyPlus are used to generate outputs of UHI intensity and total buildings’ energy consumption, respectively. Those outputs are changed based on a set of variable inputs related to urban morphology aspects, such as building height, urban canyon width and population density. Lastly, an optimization problem is cast where the utility function quantifies the performance of each design candidate (e.g. minimizing a linear combination of UHI and energy consumption), and a set of constraints to be met is set. Solving this optimization problem is difficult, since there is no simple analytic form which represents the UWG and EnergyPlus models. We therefore cannot use any direct optimization techniques, but instead, develop an indirect “black box” optimization algorithm. To this end we develop a solution that is based on stochastic optimization method, known as the Cross Entropy method (CEM). The CEM translates the deterministic optimization problem into an associated stochastic optimization problem which is simple to solve analytically. We illustrate our model on a typical residential area in Singapore. Due to fast growth in population and built area and land availability generated by land reclamation, urban planning decisions are of the most importance for the country. Furthermore, the hot and humid climate in the country raises the concern for the impact of UHI. The problem presented is highly relevant to early urban design stages and the objective of such framework is to guide decision makers and assist them to include and evaluate urban microclimate and energy aspects in the process of urban planning.

Keywords: building energy consumption, stochastic optimization, urban design, urban heat island, urban weather generator

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Authors: Min Kyung An

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In this paper, we study the data collection problem in Wireless Sensor Networks (WSNs) adopting the two interference models: The graph model and the more realistic physical interference model known as Signal-to-Interference-Noise-Ratio (SINR). The main issue of the problem is to compute schedules with the minimum number of timeslots, that is, to compute the minimum latency schedules, such that data from every node can be collected without any collision or interference to a sink node. While existing works studied the problem with unit-sized and unbounded-sized message models, we investigate the problem with the bounded-sized message model, and introduce a constant factor approximation algorithm. To the best known of our knowledge, our result is the first result of the data collection problem with bounded-sized model in both interference models.

Keywords: data collection, collision-free, interference-free, physical interference model, SINR, approximation, bounded-sized message model, wireless sensor networks

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Authors: Salah Alrabeei, Mohammad Yousuf

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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: integral differential equations, jump–diffusion model, American options, rational approximation

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Authors: Maryam Safrai, Tewfik Mahdi

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This article presents the stochastic modeling of the Richelieu River flood in Quebec, Canada, occurred in the spring of 2011. With the aid of the one-dimensional Watershed Modeling System (WMS (v.10.1) and HEC-RAS (v.4.1) as a flood simulator, the delineation of the probabilistic flooded areas was considered. Based on the Monte Carlo method, WMS (v.10.1) delineated the probabilistic flooded areas with corresponding occurrence percentages. Furthermore, results of this one-dimensional model were compared with the results of two-dimensional model (SRH-2D) for the evaluation of efficiency and precision of each applied model. Based on this comparison, computational process in two-dimensional model is longer and more complicated versus brief one-dimensional one. Although, two-dimensional models are more accurate than one-dimensional method, but according to existing modellers, delineation of probabilistic flooded areas based on Monte Carlo method is achievable via one-dimensional modeler. The applied software in this case study greatly responded to verify the research objectives. As a result, flood risk maps of the Richelieu River with the two applied models (1d, 2d) could elucidate the flood risk factors in hydrological, hydraulic, and managerial terms.

Keywords: flood modeling, HEC-RAS, model comparison, Monte Carlo simulation, probabilistic flooded area, SRH-2D, WMS

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Authors: Armel Asongu Nkembi, Ahmad Fawad

Abstract:

The aim of this paper is to determine in a concise way the transfer function that characterizes a DC electrical motor with a helix. In practice it can be obtained by applying a particular input to the system and then, based on the observation of its output, determine an approximation to the transfer function of the system. In our case, we use a step input and find the transfer function parameters that give the simulated first-order time response. The simulation of the system is done using MATLAB/Simulink. In order to determine the parameters, we assume a first order system and use the Broida approximation to determine the parameters and then its Mean Square Error (MSE). Furthermore, we design a PID controller for the control process first in the continuous time domain and tune it using the Ziegler-Nichols open loop process. We then digitize the controller to obtain a digital controller since most systems are implemented using computers, which are digital in nature.

Keywords: transfer function, step input, MATLAB, Simulink, DC electrical motor, PID controller, open-loop process, mean square process, digital controller, Ziegler-Nichols

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