Search results for: space fractional order linear/nonlinear reaction-advection diffusion equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 21712

Search results for: space fractional order linear/nonlinear reaction-advection diffusion equation

21292 Numerical Solutions of Generalized Burger-Fisher Equation by Modified Variational Iteration Method

Authors: M. O. Olayiwola

Abstract:

Numerical solutions of the generalized Burger-Fisher are obtained using a Modified Variational Iteration Method (MVIM) with minimal computational efforts. The computed results with this technique have been compared with other results. The present method is seen to be a very reliable alternative method to some existing techniques for such nonlinear problems.

Keywords: burger-fisher, modified variational iteration method, lagrange multiplier, Taylor’s series, partial differential equation

Procedia PDF Downloads 422
21291 Smooth Second Order Nonsingular Terminal Sliding Mode Control for a 6 DOF Quadrotor UAV

Authors: V. Tabrizi, A. Vali, R. GHasemi, V. Behnamgol

Abstract:

In this article, a nonlinear model of an under actuated six degrees of freedom (6 DOF) quadrotor UAV is derived on the basis of the Newton-Euler formula. The derivation comprises determining equations of the motion of the quadrotor in three dimensions and approximating the actuation forces through the modeling of aerodynamic coefficients and electric motor dynamics. The robust nonlinear control strategy includes a smooth second order non-singular terminal sliding mode control which is applied to stabilizing this model. The control method is on the basis of super twisting algorithm for removing the chattering and producing smooth control signal. Also, nonsingular terminal sliding mode idea is used for introducing a nonlinear sliding variable that guarantees the finite time convergence in sliding phase. Simulation results show that the proposed algorithm is robust against uncertainty or disturbance and guarantees a fast and precise control signal.

Keywords: quadrotor UAV, nonsingular terminal sliding mode, second order sliding mode t, electronics, control, signal processing

Procedia PDF Downloads 426
21290 Nonlinear Analysis of Postural Sway in Multiple Sclerosis

Authors: Hua Cao, Laurent Peyrodie, Olivier Agnani, Cecile Donze

Abstract:

Multiple sclerosis (MS) is a disease, which affects the central nervous system, and causes balance problem. In clinical, this disorder is usually evaluated using static posturography. Some linear or nonlinear measures, extracted from the posturographic data (i.e. center of pressure, COP) recorded during a balance test, has been used to analyze postural control of MS patients. In this study, the trend (TREND) and the sample entropy (SampEn), two nonlinear parameters were chosen to investigate their relationships with the expanded disability status scale (EDSS) score. Forty volunteers with different EDSS scores participated in our experiments with eyes open (EO) and closed (EC). TREND and two types of SampEn (SampEn1 and SampEn2) were calculated for each combined COP’s position signal. The results have shown that TREND had a weak negative correlation to EDSS while SampEn2 had a strong positive correlation to EDSS. Compared to TREND and SampEn1, SampEn2 showed a better significant correlation to EDSS and an ability to discriminate the MS patients in the EC case. In addition, the outcome of the study suggests that the multi-dimensional nonlinear analysis could provide some information about the impact of disability progression in MS on dynamics of the COP data.

Keywords: balance, multiple sclerosis, nonlinear analysis, postural sway

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21289 An Improved Prediction Model of Ozone Concentration Time Series Based on Chaotic Approach

Authors: Nor Zila Abd Hamid, Mohd Salmi M. Noorani

Abstract:

This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.

Keywords: chaotic approach, phase space, Cao method, local linear approximation method

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21288 The Effect of Manure Loaded Biochar on Soil Microbial Communities

Authors: T. Weber, D. MacKenzie

Abstract:

The script in this paper describes the use of advanced simulation environment using electronic systems (microcontroller, operational amplifiers, and FPGA). The simulation was used for non-linear dynamic systems behaviour with required observer structure working with parallel real-time simulation based on state-space representation. The proposed deposited model was used for electrodynamic effects including ionising effects and eddy current distribution also. With the script and proposed method, it is possible to calculate the spatial distribution of the electromagnetic fields in real-time and such systems. For further purpose, the spatial temperature distribution may also be used. With upon system, the uncertainties and disturbances may be determined. This provides the estimation of the more precise system states for the required system and additionally the estimation of the ionising disturbances that arise due to radiation effects in space systems. The results have also shown that a system can be developed specifically with the real-time calculation (estimation) of the radiation effects only. Electronic systems can take damage caused by impacts with charged particle flux in space or radiation environment. TID (Total Ionising Dose) of 1 Gy and Single Effect Transient (SET) free operation up to 50 MeVcm²/mg may assure certain functions. Single-Event Latch-up (SEL) results on the placement of several transistors in the shared substrate of an integrated circuit; ionising radiation can activate an additional parasitic thyristor. This short circuit between semiconductor-elements can destroy the device without protection and measurements. Single-Event Burnout (SEB) on the other hand, increases current between drain and source of a MOSFET and destroys the component in a short time. A Single-Event Gate Rupture (SEGR) can destroy a dielectric of semiconductor also. In order to be able to react to these processes, it must be calculated within a shorter time that ionizing radiation and dose is present. For this purpose, sensors may be used for the realistic evaluation of the diffusion and ionizing effects of the test system. For this purpose, the Peltier element is used for the evaluation of the dynamic temperature increases (dT/dt), from which a measure of the ionization processes and thus radiation will be detected. In addition, the piezo element may be used to record highly dynamic vibrations and oscillations to absorb impacts of charged particle flux. All available sensors shall be used to calibrate the spatial distributions also. By measured value of size and known location of the sensors, the entire distribution in space can be calculated retroactively or more accurately. With the formation, the type of ionisation and the direct effect to the systems and thus possible prevent processes can be activated up to the shutdown. The results show possibilities to perform more qualitative and faster simulations independent of space-systems and radiation environment also. The paper gives additionally an overview of the diffusion effects and their mechanisms.

Keywords: cattle, biochar, manure, microbial activity

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21287 Design of a Sliding Mode Control Using Nonlinear Sliding Surface and Nonlinear Observer Applied to the Trirotor Mini-Aircraft

Authors: Samir Zeghlache, Abderrahmen Bouguerra, Kamel Kara, Djamel Saigaa

Abstract:

The control of the trirotor helicopter includes nonlinearities, uncertainties and external perturbations that should be considered in the design of control laws. This paper presents a control strategy for an underactuated six degrees of freedom (6 DOF) trirotor helicopter, based on the coupling of the fuzzy logic control and sliding mode control (SMC). The main purpose of this work is to eliminate the chattering phenomenon. To achieve our purpose we have used a fuzzy logic control to generate the hitting control signal, also the non linear observer is then synthesized in order to estimate the unmeasured states. Finally simulation results are included to indicate the trirotor UAV with the proposed controller can greatly alleviate the chattering effect and remain robust to the external disturbances.

Keywords: fuzzy sliding mode control, trirotor helicopter, dynamic modelling, underactuated systems

Procedia PDF Downloads 519
21286 Design and Simulation of a Double-Stator Linear Induction Machine with Short Squirrel-Cage Mover

Authors: David Rafetseder, Walter Bauer, Florian Poltschak, Wolfgang Amrhein

Abstract:

A flat double-stator linear induction machine (DSLIM) with a short squirrel-cage mover is designed for high thrust force at moderate speed < 5m/s. The performance and motor parameters are determined on the basis of a 2D time-transient simulation with the finite element (FE) software Maxwell 2015. Design guidelines and transformation rules for space vector theory of the LIM are presented. Resulting thrust calculated by flux and current vectors is compared with the FE results showing good coherence and reduced noise. The parameters of the equivalent circuit model are obtained.

Keywords: equivalent circuit model, finite element model, linear induction motor, space vector theory

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21285 FRP Bars Spacing Effect on Numerical Thermal Deformations in Concrete Beams under High Temperatures

Authors: A. Zaidi, F. Khelifi, R. Masmoudi, M. Bouhicha

Abstract:

5 In order to eradicate the degradation of reinforced concrete structures due to the steel corrosion, professionals in constructions suggest using fiber reinforced polymers (FRP) for their excellent properties. Nevertheless, high temperatures may affect the bond between FRP bar and concrete, and consequently the serviceability of FRP-reinforced concrete structures. This paper presents a nonlinear numerical investigation using ADINA software to investigate the effect of the spacing between glass FRP (GFRP) bars embedded in concrete on circumferential thermal deformations and the distribution of radial thermal cracks in reinforced concrete beams submitted to high temperature variations up to 60 °C for asymmetrical problems. The thermal deformations predicted from nonlinear finite elements model, at the FRP bar/concrete interface and at the external surface of concrete cover, were established as a function of the ratio of concrete cover thickness to FRP bar diameter (c/db) and the ratio of spacing between FRP bars in concrete to FRP bar diameter (e/db). Numerical results show that the circumferential thermal deformations at the external surface of concrete cover are linear until cracking thermal load varied from 32 to 55 °C corresponding to the ratio of e/db varied from 1.3 to 2.3, respectively. However, for ratios e/db >2.3 and c/db >1.6, the thermal deformations at the external surface of concrete cover exhibit linear behavior without any cracks observed on the specified surface. The numerical results are compared to those obtained from analytical models validated by experimental tests.

Keywords: concrete beam, FRP bars, spacing effect, thermal deformation

Procedia PDF Downloads 194
21284 The Pore–Scale Darcy–Brinkman–Stokes Model for the Description of Advection–Diffusion–Precipitation Using Level Set Method

Authors: Jiahui You, Kyung Jae Lee

Abstract:

Hydraulic fracturing fluid (HFF) is widely used in shale reservoir productions. HFF contains diverse chemical additives, which result in the dissolution and precipitation of minerals through multiple chemical reactions. In this study, a new pore-scale Darcy–Brinkman–Stokes (DBS) model coupled with Level Set Method (LSM) is developed to address the microscopic phenomena occurring during the iron–HFF interaction, by numerically describing mass transport, chemical reactions, and pore structure evolution. The new model is developed based on OpenFOAM, which is an open-source platform for computational fluid dynamics. Here, the DBS momentum equation is used to solve for velocity by accounting for the fluid-solid mass transfer; an advection-diffusion equation is used to compute the distribution of injected HFF and iron. The reaction–induced pore evolution is captured by applying the LSM, where the solid-liquid interface is updated by solving the level set distance function and reinitialized to a signed distance function. Then, a smoothened Heaviside function gives a smoothed solid-liquid interface over a narrow band with a fixed thickness. The stated equations are discretized by the finite volume method, while the re-initialized equation is discretized by the central difference method. Gauss linear upwind scheme is used to solve the level set distance function, and the Pressure–Implicit with Splitting of Operators (PISO) method is used to solve the momentum equation. The numerical result is compared with 1–D analytical solution of fluid-solid interface for reaction-diffusion problems. Sensitivity analysis is conducted with various Damkohler number (DaII) and Peclet number (Pe). We categorize the Fe (III) precipitation into three patterns as a function of DaII and Pe: symmetrical smoothed growth, unsymmetrical growth, and dendritic growth. Pe and DaII significantly affect the location of precipitation, which is critical in determining the injection parameters of hydraulic fracturing. When DaII<1, the precipitation uniformly occurs on the solid surface both in upstream and downstream directions. When DaII>1, the precipitation mainly occurs on the solid surface in an upstream direction. When Pe>1, Fe (II) transported deeply into and precipitated inside the pores. When Pe<1, the precipitation of Fe (III) occurs mainly on the solid surface in an upstream direction, and they are easily precipitated inside the small pore structures. The porosity–permeability relationship is subsequently presented. This pore-scale model allows high confidence in the description of Fe (II) dissolution, transport, and Fe (III) precipitation. The model shows fast convergence and requires a low computational load. The results can provide reliable guidance for injecting HFF in shale reservoirs to avoid clogging and wellbore pollution. Understanding Fe (III) precipitation, and Fe (II) release and transport behaviors give rise to a highly efficient hydraulic fracture project.

Keywords: reactive-transport , Shale, Kerogen, precipitation

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21283 Artificial Neural Networks Controller for Active Power Filter Connected to a Photovoltaic Array

Authors: Rachid Dehini, Brahim Berbaoui

Abstract:

The main objectives of shunt active power filter (SAPF) is to preserve the power system from unwanted harmonic currents produced by nonlinear loads, as well as to compensate the reactive power. The aim of this paper is to present a (PAPF) supplied by the Photovoltaic cells ,in such a way that the (PAPF) feeds the linear and nonlinear loads by harmonics currents and the excess of the energy is injected into the power system. In order to improve the performances of conventional (PAPF) This paper also proposes artificial neural networks (ANN) for harmonics identification and DC link voltage control. The simulation study results of the new (SAPF) identification technique are found quite satisfactory by assuring good filtering characteristics and high system stability.

Keywords: SAPF, harmonics current, photovoltaic cells, MPPT, artificial neural networks (ANN)

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21282 Rd-PLS Regression: From the Analysis of Two Blocks of Variables to Path Modeling

Authors: E. Tchandao Mangamana, V. Cariou, E. Vigneau, R. Glele Kakai, E. M. Qannari

Abstract:

A new definition of a latent variable associated with a dataset makes it possible to propose variants of the PLS2 regression and the multi-block PLS (MB-PLS). We shall refer to these variants as Rd-PLS regression and Rd-MB-PLS respectively because they are inspired by both Redundancy analysis and PLS regression. Usually, a latent variable t associated with a dataset Z is defined as a linear combination of the variables of Z with the constraint that the length of the loading weights vector equals 1. Formally, t=Zw with ‖w‖=1. Denoting by Z' the transpose of Z, we define herein, a latent variable by t=ZZ’q with the constraint that the auxiliary variable q has a norm equal to 1. This new definition of a latent variable entails that, as previously, t is a linear combination of the variables in Z and, in addition, the loading vector w=Z’q is constrained to be a linear combination of the rows of Z. More importantly, t could be interpreted as a kind of projection of the auxiliary variable q onto the space generated by the variables in Z, since it is collinear to the first PLS1 component of q onto Z. Consider the situation in which we aim to predict a dataset Y from another dataset X. These two datasets relate to the same individuals and are assumed to be centered. Let us consider a latent variable u=YY’q to which we associate the variable t= XX’YY’q. Rd-PLS consists in seeking q (and therefore u and t) so that the covariance between t and u is maximum. The solution to this problem is straightforward and consists in setting q to the eigenvector of YY’XX’YY’ associated with the largest eigenvalue. For the determination of higher order components, we deflate X and Y with respect to the latent variable t. Extending Rd-PLS to the context of multi-block data is relatively easy. Starting from a latent variable u=YY’q, we consider its ‘projection’ on the space generated by the variables of each block Xk (k=1, ..., K) namely, tk= XkXk'YY’q. Thereafter, Rd-MB-PLS seeks q in order to maximize the average of the covariances of u with tk (k=1, ..., K). The solution to this problem is given by q, eigenvector of YY’XX’YY’, where X is the dataset obtained by horizontally merging datasets Xk (k=1, ..., K). For the determination of latent variables of order higher than 1, we use a deflation of Y and Xk with respect to the variable t= XX’YY’q. In the same vein, extending Rd-MB-PLS to the path modeling setting is straightforward. Methods are illustrated on the basis of case studies and performance of Rd-PLS and Rd-MB-PLS in terms of prediction is compared to that of PLS2 and MB-PLS.

Keywords: multiblock data analysis, partial least squares regression, path modeling, redundancy analysis

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21281 Earthquake Retrofitting of Concrete Structures Using Steel Bracing with the Results of Linear and Nonlinear Static Analysis

Authors: Ehsan Sadie

Abstract:

The use of steel braces in concrete structures has been considered by researchers in recent decades due to its easy implementation, economics and the ability to create skylights in braced openings compared to shear wall openings as well as strengthening weak concrete structures to earthquakes. The purpose of this article is to improve and strengthen concrete structures with steel bracing. In addition, cases such as different numbers of steel braces in different openings of concrete structures and interaction between concrete frames and metal braces have been studied. In this paper, by performing static nonlinear analysis and examining ductility, the relative displacement of floors, examining the performance of samples, and determining the coefficient of behavior of composite frames (concrete frames with metal bracing), the behavior of reinforced concrete frames is compared with frame without bracing. The results of analyzes and studies show that the addition of metal bracing increases the strength and stiffness of the frame and reduces the ductility and lateral displacement of the structure. In general, the behavior of the structure against earthquakes will be improved.

Keywords: behavior coefficient, bracing, concrete structure, convergent bracing, earthquake, linear static analysis, nonlinear analysis, pushover curve

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21280 A Simplified Distribution for Nonlinear Seas

Authors: M. A. Tayfun, M. A. Alkhalidi

Abstract:

The exact theoretical expression describing the probability distribution of nonlinear sea-surface elevations derived from the second-order narrowband model has a cumbersome form that requires numerical computations, not well-disposed to theoretical or practical applications. Here, the same narrowband model is re-examined to develop a simpler closed-form approximation suitable for theoretical and practical applications. The salient features of the approximate form are explored, and its relative validity is verified with comparisons to other readily available approximations, and oceanic data.

Keywords: ocean waves, probability distributions, second-order nonlinearities, skewness coefficient, wave steepness

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21279 Reconstructed Phase Space Features for Estimating Post Traumatic Stress Disorder

Authors: Andre Wittenborn, Jarek Krajewski

Abstract:

Trauma-related sadness in speech can alter the voice in several ways. The generation of non-linear aerodynamic phenomena within the vocal tract is crucial when analyzing trauma-influenced speech production. They include non-laminar flow and formation of jets rather than well-behaved laminar flow aspects. Especially state-space reconstruction methods based on chaotic dynamics and fractal theory have been suggested to describe these aerodynamic turbulence-related phenomena of the speech production system. To extract the non-linear properties of the speech signal, we used the time delay embedding method to reconstruct from a scalar time series (reconstructed phase space, RPS). This approach results in the extraction of 7238 Features per .wav file (N= 47, 32 m, 15 f). The speech material was prompted by telling about autobiographical related sadness-inducing experiences (sampling rate 16 kHz, 8-bit resolution). After combining these features in a support vector machine based machine learning approach (leave-one-sample out validation), we achieved a correlation of r = .41 with the well-established, self-report ground truth measure (RATS) of post-traumatic stress disorder (PTSD).

Keywords: non-linear dynamics features, post traumatic stress disorder, reconstructed phase space, support vector machine

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21278 Theoretical BER Analyzing of MPSK Signals Based on the Signal Space

Authors: Jing Qing-feng, Liu Danmei

Abstract:

Based on the optimum detection, signal projection and Maximum A Posteriori (MAP) rule, Proakis has deduced the theoretical BER equation of Gray coded MPSK signals. Proakis analyzed the BER theoretical equations mainly based on the projection of signals, which is difficult to be understood. This article solve the same problem based on the signal space, which explains the vectors relations among the sending signals, received signals and noises. The more explicit and easy-deduced process is illustrated in this article based on the signal space, which can illustrated the relations among the signals and noises clearly. This kind of deduction has a univocal geometry meaning. It can explain the correlation between the production and calculation of BER in vector level.

Keywords: MPSK, MAP, signal space, BER

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21277 Discrete Sliding Modes Regulator with Exponential Holder for Non-Linear Systems

Authors: G. Obregon-Pulido , G. C. Solis-Perales, J. A. Meda-Campaña

Abstract:

In this paper, we present a sliding mode controller in discrete time. The design of the controller is based on the theory of regulation for nonlinear systems. In the problem of disturbance rejection and/or output tracking, it is known that in discrete time, a controller that uses the zero-order holder only guarantees tracking at the sampling instances but not between instances. It is shown that using the so-called exponential holder, it is possible to guarantee asymptotic zero output tracking error, also between the sampling instant. For stabilizing the problem of close loop system we introduce the sliding mode approach relaxing the requirements of the existence of a linear stabilizing control law.

Keywords: regulation theory, sliding modes, discrete controller, ripple-free tracking

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21276 A Linear Relation for Voltage Unbalance Factor Evaluation in Three-Phase Electrical Power System Using Space Vector

Authors: Dana M. Ragab, Jasim A Ghaeb

Abstract:

The Voltage Unbalance Factor (VUF) index is recommended to evaluate system performance under unbalanced operation. However, its calculation requires complex algebra which limits its use in the field. Furthermore, one system cycle is required at least to detect unbalance using the VUF. Ideally unbalance mitigation must be performed within 10 ms for 50 Hz systems. In this work, a linear relation for VUF evaluation in three-phase electrical power system using space vector (SV) is derived. It is proposed to determine the voltage unbalance quickly and accurately and to overcome the constraints associated with the traditional methods of VUF evaluation. Aqaba-Qatrana-South Amman (AQSA) power system is considered to study the system performance under unbalanced conditions. The results show that both the complexity of calculations and the time required to evaluate VUF are reduced significantly.

Keywords: power quality, space vector, unbalance evaluation, three-phase power system

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21275 Speciation Analysis by Solid-Phase Microextraction and Application to Atrazine

Authors: K. Benhabib, X. Pierens, V-D Nguyen, G. Mimanne

Abstract:

The main hypothesis of the dynamics of solid phase microextraction (SPME) is that steady-state mass transfer is respected throughout the SPME extraction process. It considers steady-state diffusion is established in the two phases and fast exchange of the analyte at the solid phase film/water interface. An improved model is proposed in this paper to handle with the situation when the analyte (atrazine) is in contact with colloid suspensions (carboxylate latex in aqueous solution). A mathematical solution is obtained by substituting the diffusion coefficient by the mean of diffusion coefficient between analyte and carboxylate latex, and also thickness layer by the mean thickness in aqueous solution. This solution provides an equation relating the extracted amount of the analyte to the extraction a little more complicated than previous models. It also gives a better description of experimental observations. Moreover, the rate constant of analyte obtained is in satisfactory agreement with that obtained from the initial curve fitting.

Keywords: pesticide, solid-phase microextraction (SPME) methods, steady state, analytical model

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21274 Numerical Solution of Manning's Equation in Rectangular Channels

Authors: Abdulrahman Abdulrahman

Abstract:

When the Manning equation is used, a unique value of normal depth in the uniform flow exists for a given channel geometry, discharge, roughness, and slope. Depending on the value of normal depth relative to the critical depth, the flow type (supercritical or subcritical) for a given characteristic of channel conditions is determined whether or not flow is uniform. There is no general solution of Manning's equation for determining the flow depth for a given flow rate, because the area of cross section and the hydraulic radius produce a complicated function of depth. The familiar solution of normal depth for a rectangular channel involves 1) a trial-and-error solution; 2) constructing a non-dimensional graph; 3) preparing tables involving non-dimensional parameters. Author in this paper has derived semi-analytical solution to Manning's equation for determining the flow depth given the flow rate in rectangular open channel. The solution was derived by expressing Manning's equation in non-dimensional form, then expanding this form using Maclaurin's series. In order to simplify the solution, terms containing power up to 4 have been considered. The resulted equation is a quartic equation with a standard form, where its solution was obtained by resolving this into two quadratic factors. The proposed solution for Manning's equation is valid over a large range of parameters, and its maximum error is within -1.586%.

Keywords: channel design, civil engineering, hydraulic engineering, open channel flow, Manning's equation, normal depth, uniform flow

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21273 Regional Pole Placement by Saturated Power System Stabilizers

Authors: Hisham M. Soliman, Hassan Yousef

Abstract:

This manuscript presents new results on design saturated power system stabilizers (PSS) to assign system poles within a desired region for achieving good dynamic performance. The regional pole placement is accomplished against model uncertainties caused by different load conditions. The design is based on a sufficient condition in the form of linear matrix inequalities (LMI) which forces the saturated nonlinear controller to lie within the linear zone. The controller effectiveness is demonstrated on a single machine infinite bus system.

Keywords: power system stabilizer, saturated control, robust control, regional pole placement, linear matrix inequality (LMI)

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21272 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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21271 A Three Elements Vector Valued Structure’s Ultimate Strength-Strong Motion-Intensity Measure

Authors: A. Nicknam, N. Eftekhari, A. Mazarei, M. Ganjvar

Abstract:

This article presents an alternative collapse capacity intensity measure in the three elements form which is influenced by the spectral ordinates at periods longer than that of the first mode period at near and far source sites. A parameter, denoted by β, is defined by which the spectral ordinate effects, up to the effective period (2T_1), on the intensity measure are taken into account. The methodology permits to meet the hazard-levelled target extreme event in the probabilistic and deterministic forms. A MATLAB code is developed involving OpenSees to calculate the collapse capacities of the 8 archetype RC structures having 2 to 20 stories for regression process. The incremental dynamic analysis (IDA) method is used to calculate the structure’s collapse values accounting for the element stiffness and strength deterioration. The general near field set presented by FEMA is used in a series of performing nonlinear analyses. 8 linear relationships are developed for the 8structutres leading to the correlation coefficient up to 0.93. A collapse capacity near field prediction equation is developed taking into account the results of regression processes obtained from the 8 structures. The proposed prediction equation is validated against a set of actual near field records leading to a good agreement. Implementation of the proposed equation to the four archetype RC structures demonstrated different collapse capacities at near field site compared to those of FEMA. The reasons of differences are believed to be due to accounting for the spectral shape effects.

Keywords: collapse capacity, fragility analysis, spectral shape effects, IDA method

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21270 Harmonic Pollution Caused by Non-Linear Load: Analysis and Identification

Authors: K. Khlifi, A. Haddouk, M. Hlaili, H. Mechergui

Abstract:

The present paper provides a detailed analysis of prior methods and approaches for non-linear load identification in residential buildings. The main goal of this analysis is to decipher the distorted signals and to estimate the harmonics influence on power systems. We have performed an analytical study of non-linear loads behavior in the residential environment. Simulations have been performed in order to evaluate the distorted rate of the current and follow his behavior. To complete this work, an instrumental platform has been realized to carry out practical tests on single-phase non-linear loads which illustrate the current consumption of some domestic appliances supplied with single-phase sinusoidal voltage. These non-linear loads have been processed and tracked in order to limit their influence on the power grid and to reduce the Joule effect losses. As a result, the study has allowed to identify responsible circuits of harmonic pollution.

Keywords: distortion rate, harmonic analysis, harmonic pollution, non-linear load, power factor

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21269 Differentiation of the Functional in an Optimization Problem for Coefficients of Elliptic Equations with Unbounded Nonlinearity

Authors: Aigul Manapova

Abstract:

We consider an optimal control problem in the higher coefficient of nonlinear equations with a divergent elliptic operator and unbounded nonlinearity, and the Dirichlet boundary condition. The conditions imposed on the coefficients of the state equation are assumed to hold only in a small neighborhood of the exact solution to the original problem. This assumption suggests that the state equation involves nonlinearities of unlimited growth and considerably expands the class of admissible functions as solutions of the state equation. We obtain formulas for the first partial derivatives of the objective functional with respect to the control functions. To calculate the gradients the numerical solutions of the state and adjoint problems are used. We also prove that the gradient of the cost function is Lipchitz continuous.

Keywords: cost functional, differentiability, divergent elliptic operator, optimal control, unbounded nonlinearity

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21268 Stable Time Reversed Integration of the Navier-Stokes Equation Using an Adjoint Gradient Method

Authors: Jurriaan Gillissen

Abstract:

This work is concerned with stabilizing the numerical integration of the Navier-Stokes equation (NSE), backwards in time. Applications involve the detection of sources of, e.g., sound, heat, and pollutants. Stable reverse numerical integration of parabolic differential equations is also relevant for image de-blurring. While the literature addresses the reverse integration problem of the advection-diffusion equation, the problem of numerical reverse integration of the NSE has, to our knowledge, not yet been addressed. Owing to the presence of viscosity, the NSE is irreversible, i.e., when going backwards in time, the fluid behaves, as if it had a negative viscosity. As an effect, perturbations from the perfect solution, due to round off errors or discretization errors, grow exponentially in time, and reverse integration of the NSE is inherently unstable, regardless of using an implicit time integration scheme. Consequently, some sort of filtering is required, in order to achieve a stable, numerical, reversed integration. The challenge is to find a filter with a minimal adverse affect on the accuracy of the reversed integration. In the present work, we explore an adjoint gradient method (AGM) to achieve this goal, and we apply this technique to two-dimensional (2D), decaying turbulence. The AGM solves for the initial velocity field u0 at t = 0, that, when integrated forward in time, produces a final velocity field u1 at t = 1, that is as close as is feasibly possible to some specified target field v1. The initial field u0 defines a minimum of a cost-functional J, that measures the distance between u1 and v1. In the minimization procedure, the u0 is updated iteratively along the gradient of J w.r.t. u0, where the gradient is obtained by transporting J backwards in time from t = 1 to t = 0, using the adjoint NSE. The AGM thus effectively replaces the backward integration by multiple forward and backward adjoint integrations. Since the viscosity is negative in the adjoint NSE, each step of the AGM is numerically stable. Nevertheless, when applied to turbulence, the AGM develops instabilities, which limit the backward integration to small times. This is due to the exponential divergence of phase space trajectories in turbulent flow, which produces a multitude of local minima in J, when the integration time is large. As an effect, the AGM may select unphysical, noisy initial conditions. In order to improve this situation, we propose two remedies. First, we replace the integration by a sequence of smaller integrations, i.e., we divide the integration time into segments, where in each segment the target field v1 is taken as the initial field u0 from the previous segment. Second, we add an additional term (regularizer) to J, which is proportional to a high-order Laplacian of u0, and which dampens the gradients of u0. We show that suitable values for the segment size and for the regularizer, allow a stable reverse integration of 2D decaying turbulence, with accurate results for more then O(10) turbulent, integral time scales.

Keywords: time reversed integration, parabolic differential equations, adjoint gradient method, two dimensional turbulence

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21267 Interaction of Vegetable Fillers with Polyethylene Matrix in Biocomposites

Authors: P. V. Pantyukhov, T. V. Monakhova, A. A. Popov

Abstract:

The paper studies the diffusion of low molecular weight components from vegetable fillers into polyethylene matrix during the preparation of biocomposites. In order to identify the diffusible substances a model experiment used where the hexadecane acted as a model of polyethylene. It was determined that polyphenolic compounds and chlorophyll penetrate from vegetable fillers to hexadecane to the maximum extent. There was found a correlation between the amount of polyphenolic compounds diffusible from the fillers to hexadecane and thermal oxidation kinetics of real biocomposites based on polyethylene and vegetable fillers. Thus, it has been assumed the diffusion of polyphenols and chlorophyll from vegetable fillers into polyethylene matrix during the preparation of biocomposites.

Keywords: biocomposite, composite, diffusion, polyethylene, vegetable filler

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21266 Timely Detection and Identification of Abnormalities for Process Monitoring

Authors: Hyun-Woo Cho

Abstract:

The detection and identification of multivariate manufacturing processes are quite important in order to maintain good product quality. Unusual behaviors or events encountered during its operation can have a serious impact on the process and product quality. Thus they should be detected and identified as soon as possible. This paper focused on the efficient representation of process measurement data in detecting and identifying abnormalities. This qualitative method is effective in representing fault patterns of process data. In addition, it is quite sensitive to measurement noise so that reliable outcomes can be obtained. To evaluate its performance a simulation process was utilized, and the effect of adopting linear and nonlinear methods in the detection and identification was tested with different simulation data. It has shown that the use of a nonlinear technique produced more satisfactory and more robust results for the simulation data sets. This monitoring framework can help operating personnel to detect the occurrence of process abnormalities and identify their assignable causes in an on-line or real-time basis.

Keywords: detection, monitoring, identification, measurement data, multivariate techniques

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21265 The Identity of the Cairene Public Space: Manifestations of Social and Architectural Heritage in the City Square of Medieval Cairo

Authors: Muhammad Emad Feteha

Abstract:

Cairo has been famous for the unique identity of its medieval architecture, which was formed by multiple dynasties that ruled Egypt. However, only a few researches were done on the identity of its public space. This paper links both the architectural and the socio-political aspects of the Cairene public space and studies how they affected each other. The subject of the study is Maydan Salah al-Din, the main city square of medieval Cairo, which reveals a quite useful information, not only about the architectural identity of the Cairene public space but also about the socio-political patterns that operated within. The analytical framework is based on Lefebvre’s theory, the ‘production of space’, in which he applied 'the Hegelian dialectic' in order to understand how the social practice forms the space, and how, in turn, the space forms the social practice. This framework offers a comprehensive understanding of the identity of the Cairene public space, which does not separate architecture from the social practice.

Keywords: architectural identity, Cairene public space, Islamic architectural history, production of space

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21264 Comparative Study Performance of the Induction Motor between SMC and NLC Modes Control

Authors: A. Oukaci, R. Toufouti, D. Dib, l. Atarsia

Abstract:

This article presents a multitude of alternative techniques to control the vector control, namely the nonlinear control and sliding mode control. Moreover, the implementation of their control law applied to the high-performance to the induction motor with the objective to improve the tracking control, ensure stability robustness to parameter variations and disturbance rejection. Tests are performed numerical simulations in the Matlab/Simulink interface, the results demonstrate the efficiency and dynamic performance of the proposed strategy.

Keywords: Induction Motor (IM), Non-linear Control (NLC), Sliding Mode Control (SMC), nonlinear sliding surface

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21263 Influence of Parameters of Modeling and Data Distribution for Optimal Condition on Locally Weighted Projection Regression Method

Authors: Farhad Asadi, Mohammad Javad Mollakazemi, Aref Ghafouri

Abstract:

Recent research in neural networks science and neuroscience for modeling complex time series data and statistical learning has focused mostly on learning from high input space and signals. Local linear models are a strong choice for modeling local nonlinearity in data series. Locally weighted projection regression is a flexible and powerful algorithm for nonlinear approximation in high dimensional signal spaces. In this paper, different learning scenario of one and two dimensional data series with different distributions are investigated for simulation and further noise is inputted to data distribution for making different disordered distribution in time series data and for evaluation of algorithm in locality prediction of nonlinearity. Then, the performance of this algorithm is simulated and also when the distribution of data is high or when the number of data is less the sensitivity of this approach to data distribution and influence of important parameter of local validity in this algorithm with different data distribution is explained.

Keywords: local nonlinear estimation, LWPR algorithm, online training method, locally weighted projection regression method

Procedia PDF Downloads 487