Search results for: stochastic approximation gradient

Authors: T. S. Almutairi, Paul May, Neil Allan

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The geometrical, electronic and magnetic properties of the neutral Mg center and MgN₃ cluster in diamond have been studied theoretically in detail by means of an HSE06 Hamiltonian that includes a fraction of the exact exchange term; this is important for a satisfactory picture of the electronic states of open-shell systems. Another batch of the calculations by GGA functionals have also been included for comparison, and these support the results from HSE06. The local perturbations in the lattice by introduced Mg defect are restricted in the first and second shell of atoms before eliminated. The formation energy calculated with HSE06 and GGA of single Mg agrees with the previous result. We found the triplet state with C₃ᵥ is the ground state of Mg center with energy lower than the singlet with C₂ᵥ by ~ 0.1 eV. The recent experimental ZPL (557.4 nm) of Mg center in diamond has been discussed in the view of present work. The analysis of the band-structure of the MgN₃ cluster confirms that the MgN₃ defect introduces a shallow donor level in the gap lying within the conduction band edge. This observation is supported by the EMM that produces n-type levels shallower than the P donor level. The formation energy of MgN₂ calculated from a 2NV defect (~ 3.6 eV) is a promising value from which to engineer MgN₃ defects inside the diamond. Ion-implantation followed by heating to about 1200-1600°C might induce migration of N related defects to the localized Mg center. Temperature control is needed for this process to restore the damage and ensure the mobilities of V and N, which demands a more precise experimental study.

Keywords: empirical marker method, generalised gradient approximation, Heyd–Scuseria–Ernzerhof screened hybrid functional, zero phono line

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Authors: Ozgu Turgut

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Water scarcity is a problem for many regions which requires immediate action, and solutions cannot be postponed for a long time. It is known that farming consumes a significant portion of usable water. Although in recent years, the efforts to make the transition to dripping or spring watering systems instead of using surface watering started to pay off. It is also known that this transition is not necessarily translated into an increase in the capacity dedicated to other water consumption channels such as city water or power usage. In order to control and allocate the water resource more purposefully, new watering systems have to be used with monitoring abilities that can limit the usage capacity for each farm. In this study, a decision support model which relies on a bi-objective stochastic linear optimization is proposed, which takes crop yield and price volatility into account. The model generates annual planting plans as well as water usage limits for each farmer in the region while taking the total value (i.e., profit) of the overall harvest. The mathematical model is solved using the L-shaped method optimally. The decision support model can be especially useful for regional administrations to plan next year's planting and water incomes and expenses. That is why not only a single optimum but also a set of representative solutions from the Pareto set is generated with the proposed approach.

Keywords: decision support, farming, water, tactical planning, optimization, stochastic, pareto

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

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Authors: Jurriaan Gillissen

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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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Authors: Tomoaki Hashimoto

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Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: optimal control, stochastic systems, random dither, quantization

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Authors: Y. T. Tsai, Jin H. Huang

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The sound pressure level (SPL) of the moving-coil loudspeaker (MCL) is often simulated and analyzed using the lumped parameter model. However, the SPL of a MCL cannot be simulated precisely in the high frequency region, because the value of cone effective area is changed due to the geometry variation in different mode shapes, it is also related to affect the acoustic radiation mass and resistance. Herein, the paper presents the inverse method which has a high ability to measure the value of cone effective area in various frequency points, also can estimate the MCL electroacoustic parameters simultaneously. The proposed inverse method comprises the direct problem, adjoint problem, and sensitivity problem in collaboration with nonlinear conjugate gradient method. Estimated values from the inverse method are validated experimentally which compared with the measured SPL curve result. Results presented in this paper not only improve the accuracy of lumped parameter model but also provide the valuable information on loudspeaker cone design.

Keywords: inverse problem, cone effective area, loudspeaker, nonlinear conjugate gradient method

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Authors: Julien Romieux, Fabio Verdicchio

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Wireless Sensor Networks (WSNs), which sense environmental data with battery-powered nodes, require multi-hop communication. This power-demanding task adds an extra workload that is unfairly distributed across the network. As a result, nodes run out of battery at different times: this requires an impractical individual node maintenance scheme. Therefore we investigate a new Cooperative Sensing approach that extends the WSN operational life and allows a more practical network maintenance scheme (where all nodes deplete their batteries almost at the same time). We propose a novel cooperative algorithm that derives a piecewise representation of the sensed signal while controlling approximation accuracy. Simulations show that our algorithm increases WSN operational life and spreads communication workload evenly. Results convey a counterintuitive conclusion: distributing workload fairly amongst nodes may not decrease the network power consumption and yet extend the WSN operational life. This is achieved as our cooperative approach decreases the workload of the most burdened cluster in the network.

Keywords: cooperative signal processing, signal representation and approximation, power management, wireless sensor networks

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Authors: Congping Lin

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Intracellular transport in fungi has a number of important roles in, e.g., filamentous fungal growth and cellular metabolism. Two basic mechanisms for intracellular transport are motor-driven trafficking along microtubules (MTs) and diffusion. Mathematical modelling has been actively developed to understand such intracellular transport and provide unique insight into cellular complexity. Based on live-cell imaging data in Ustilago hyphal cells, probabilistic models have been developed to study mechanism underlying spatial organization of molecular motors and organelles. In particular, anther mechanism - stochastic motility of dynein motors along MTs has been found to contribute to half of its accumulation at hyphal tip in order to support early endosome (EE) recycling. The EE trafficking not only facilitates the directed motion of peroxisomes but also enhances their diffusive motion. Considering the importance of spatial organization of early endosomes in supporting peroxisome movement, computational and experimental approaches have been combined to a whole-cell level. Results from this interdisciplinary study promise insights into requirements for other membrane trafficking systems (e.g., in neurons), but also may inform future 'synthetic biology' studies.

Keywords: intracellular transport, stochastic process, molecular motors, spatial organization

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Authors: S. Hamid Mirmohammadi, Shahrazad Tamjidzad

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This paper is concerned with the single-item continuous review inventory system in which demand is stochastic and discrete. The budget consumed for purchasing the ordered items is not restricted but it incurs extra cost when exceeding specific value. The unit purchasing price depends on the quantity ordered under the all-units discounts cost structure. In many actual systems, the budget as a resource which is occupied by the purchased items is limited and the system is able to confront the resource shortage by charging more costs. Thus, considering the resource shortage costs as a part of system costs, especially when the amount of resource occupied by the purchased item is influenced by quantity discounts, is well motivated by practical concerns. In this paper, an optimization problem is formulated for finding the optimal (R, Q) policy, when the system is influenced by the budget limitation and a discount pricing simultaneously. Properties of the cost function are investigated and then an algorithm based on a one-dimensional search procedure is proposed for finding an optimal (R, Q) policy which minimizes the expected system costs .

Keywords: (R, Q) policy, stochastic demand, backorders, limited resource, quantity discounts

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Authors: Abdull Halim Abdull, Nasiman Sapari, Mohammad Haikal Asyraf Bin Anuar

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Although soil thermal properties are required in many areas to improve oil recovery, they are seldom measured on a routine basis. Reasons for this are unclear, but may be related to a lack of suitable instrumentation and entropy theory. We integrate single probe thermal gradient for the radial conduction of a short-duration heat pulse away from a single electrode source, and compared it with the theory for an instantaneously heated line source. By measuring the temperature response at a short distance from the line source, and applying short-duration heat-pulse theory, we can extract all the entropy properties, the thermal diffusivity, heat capacity, and conductivity, from a single heat-pulse measurement. Results of initial experiments carried out on air-dry sand and clay materials indicate that this heat-pulse method yields soil thermal properties that compare well with thermal properties measured by single electrode.

Keywords: entropy, single probe thermal gradient, soil thermal, probe heat

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Authors: Ashkan Zakaryazad, Ekrem Duman

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A typical classification technique ranks the instances in a data set according to the likelihood of belonging to one (positive) class. A credit card (CC) fraud detection model ranks the transactions in terms of probability of being fraud. In fact, this approach is often criticized, because firms do not care about fraud probability but about the profitability or costliness of detecting a fraudulent transaction. The key contribution in this study is to focus on the profit maximization in the model building step. The artificial neural network proposed in this study works based on profit maximization instead of minimizing the error of prediction. Moreover, some studies have shown that the back propagation algorithm, similar to other gradient–based algorithms, usually gets trapped in local optima and swarm-based algorithms are more successful in this respect. In this study, we train our profit maximization ANN using the Migrating Birds optimization (MBO) which is introduced to literature recently.

Keywords: neural network, profit-based neural network, sum of squared errors (SSE), MBO, gradient descent

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Authors: Arijit Chakraborty, Anirban Roy

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The Indian peninsula is strategically located in the Asian subcontinent with the Himalayas to the North and Oceans surrounding the other three directions with annual monsoons which takes care of water supply to the rivers. The total river water discharge into the Bay of Bengal and the Arabian Sea is 628 km³/year and 274 km³/year, respectively. Thus huge volumes of fresh water meet saline water, and this mixing of two streams of dissimilar salinity gives rise to tremendous mixing energies which can be harvested for various purposes like energy generation using pressure retarded osmosis or reverse electrodialysis. The present paper concentrates on analyzing the energy of mixing for the rivers in Goa. Goa has 10 rivers of various sizes all which meet the Arabian Sea. In the present work, the 8 rivers and their salinity (NaCl concentrations) have been analyzed along with their seasonal fluctuations. Next, a Gibbs free energy formulation has been implemented to analyze the energy of mixing of the selected rivers. The highest and lowest energies according to the seasonal fluctuations have been evaluated, and this provides two important insights into (i) amount of energy that can be harvested and (ii) decision on the location of such systems.

Keywords: Gibbs energy, mixing energy, salinity gradient energy, thermodynamics

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Authors: Abdelli Soulaima, Belhadj Besma

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The paper examines the choice of the central bank toward the movements of the nominal exchange rate and evaluates its effects on the volatility of the output growth and the inflation. The novel hybrid method of the dynamic stochastic general equilibrium called the DSGE-VAR is proposed for analyzing this policy experiment in a small scale open economy in particular Tunisia. The contribution is provided to the empirical literature as we apply the Tunisian data with this model, which is rarely used in this context. Note additionally that the issue of treating the degree of response of the central bank to the exchange rate in Tunisia is special. To ameliorate the estimation, the Bayesian technique is carried out for the sample 1980:q1 to 2011 q4. Our results reveal that the central bank should not react or softly react to the exchange rate. The variance decomposition displayed that the overall inflation volatility is more pronounced with the fixed exchange rate regime for most of the shocks except for the productivity and the interest rate. The output volatility is also higher with this regime with the majority of the shocks exempting the foreign interest rate and the interest rate shocks.

Keywords: DSGE-VAR modeling, exchange rate, monetary policy, Bayesian estimation

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Authors: Kaleb Shiferaw, Berhanu Geberemedhin

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Ethiopian farmers have a long tradition of beekeeping and the country has huge potential for honey production. However traditional mode of production still dominates the sub sector which negatively affect the total production and productivity. A number of studies have been conducted to better understand the working honey production, however, none of them systematically investigate the extent of technical efficiency of the sub-sector. This paper uses Stochastic Frontier production model to quantifying the extent of technical efficiency and identify exogenous determinant of inefficiency. The result showed that consistent with other studies traditional practice dominate small scale honey production in Ethiopia. The finding also revealed that use of purchased inputs such as bee forage and other supplement is very limited among honey producers indicating that natural bee forage is the primary source of bee forage. The immediate consequence of all these is low production and productivity. The number of hives the household owns, whether the household used improved apiculture technologies, availability of natural forest which is the primary sources of nectar for bees and amount of land owned by the households were found to have a significant influence on the amount of honey produced by beekeeper. Our result further showed that the mean technical efficiency of honey producers is 0.79 implying that, on average honey producer produce 80 percent of the maximum output. The implication is that 20 percent of the potential output is lost due to technical inefficiency. Number of hives owned by a honey produces, distance to district town-a proxy to market access, household wealth, and whether the household head has a leadership role in the PA affect the technical efficiency of honey producers. The finding suggest that policies that aim to expand the use of improved hives is expected to increase the honey production at household level. The result also suggest that investment on rural infrastructure would be instrumental in improving technical efficiency of honey producer.

Keywords: small-scale honey producer, Ethiopia, technical efficiency in apiculture, stochastic frontier analysis

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Authors: Martins Y. Otache, John J. Musa, Abayomi I. Kuti, Mustapha Mohammed

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The performance of an artificial neural network (ANN) is contingent on a host of factors, for instance, the network optimisation scheme. In view of this, the study examined the general implications of the ANN training optimisation algorithm on its forecast performance. To this end, the Bayesian regularisation (Br), Levenberg-Marquardt (LM), and the adaptive learning gradient descent: GDM (with momentum) algorithms were employed under different ANN structural configurations: (1) single-hidden layer, and (2) double-hidden layer feedforward back propagation network. Results obtained revealed generally that the gradient descent with momentum (GDM) optimisation algorithm, with its adaptive learning capability, used a relatively shorter time in both training and validation phases as compared to the Levenberg- Marquardt (LM) and Bayesian Regularisation (Br) algorithms though learning may not be consummated; i.e., in all instances considering also the prediction of extreme flow conditions for 1-day and 5-day ahead, respectively especially using the ANN model. In specific statistical terms on the average, model performance efficiency using the coefficient of efficiency (CE) statistic were Br: 98%, 94%; LM: 98 %, 95 %, and GDM: 96 %, 96% respectively for training and validation phases. However, on the basis of relative error distribution statistics (MAE, MAPE, and MSRE), GDM performed better than the others overall. Based on the findings, it is imperative to state that the adoption of ANN for real-time forecasting should employ training algorithms that do not have computational overhead like the case of LM that requires the computation of the Hessian matrix, protracted time, and sensitivity to initial conditions; to this end, Br and other forms of the gradient descent with momentum should be adopted considering overall time expenditure and quality of the forecast as well as mitigation of network overfitting. On the whole, it is recommended that evaluation should consider implications of (i) data quality and quantity and (ii) transfer functions on the overall network forecast performance.

Keywords: streamflow, neural network, optimisation, algorithm

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Authors: Petter Eklund, Jonathan Sjölund, Sandra Eriksson, Mats Leijon

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The spoke type rotor can be used to obtain magnetic flux concentration in permanent magnet machines. This allows the air gap magnetic flux density to exceed the remanent flux density of the permanent magnets but gives problems with leakage fluxes in the magnetic circuit. The end leakage flux of one spoke type permanent magnet rotor design is studied through measurements and finite element simulations. The measurements are performed in the end regions of a 12 kW prototype generator for a vertical axis wind turbine. The simulations are made using three dimensional finite elements to calculate the magnetic field distribution in the end regions of the machine. Also two dimensional finite element simulations are performed and the impact of the two dimensional approximation is studied. It is found that the magnetic leakage flux in the end regions of the machine is equal to about 20% of the flux in the permanent magnets. The overestimation of the performance by the two dimensional approximation is quantified and a curve-fitted expression for its behavior is suggested.

Keywords: end effects, end leakage flux, permanent magnet machine, spoke type rotor

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Authors: H. Krarcha

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The structural, elastic, vibrational and thermal properties of AHfO3 compounds with the cubic perovskites structure have been investigated, by employing a first principles method, using the plane wave pseudo potential calculations (PP-PW), based on the density functional theory (DFT), within the local density approximation (LDA). The optimized lattice parameters, independent elastic constants (C11, C12 and C44), bulk modulus (B), compressibility (b), shear modulus (G), Young’s modulus (Y ), Poisson’s ratio (n), Lame´’s coefficients (m, l), as well as band structure, density of states and electron density distributions are obtained and analyzed in comparison with the available theoretical and experimental data. For the first time the numerical estimates of elastic parameters of the polycrystalline AHfO3 ceramics (in framework of the VoigteReusseHill approximation) are performed. The quasi-harmonic Debye model, by means of total energy versus volume calculations obtained with the FP-LAPW method, is applied to study the thermal and vibrational effects. Predicted temperature and pressure effects on the structural parameters, thermal expansions, heat capacities, and Debye temperatures are determined from the non-equilibrium Gibbs functions.

Keywords: Hafnium, elastic propreties, first principles calculation, perovskite

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Authors: Namita Mittal, Himakshi Shekhawat, Ankit Vidyarthi

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In medical research study, doctors and radiologists face lot of complexities in analysing the brain tumors in Magnetic Resonance (MR) images. Brain tumor detection is difficult due to amorphous tumor shape and overlapping of similar tissues in nearby region. So, radiologists require one such clinically viable solution which helps in automatic segmentation of tumor inside brain MR image. Initially, segmentation methods were used to detect tumor, by dividing the image into segments but causes loss of information. In this paper, a hybrid method is proposed which detect Region of Interest (ROI) on the basis of difference in intensity values and texture values of tumor region using nearby tissues with Gradient Vector Flow (GVF) technique in the identification of ROI. Proposed approach uses both intensity and texture values for identification of abnormal section of the brain MR images. Experimental results show that proposed method outperforms GVF method without any loss of information.

Keywords: brain tumor, GVF, intensity, MR images, segmentation, texture

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Authors: Epaminondas G. Kyriakidis, Theodosis D. Dimitrakos, Constantinos C. Karamatsoukis

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The vehicle routing problem (VRP) is a well-known problem in Operations Research and has been widely studied during the last fifty-five years. The context of the VRP is that of delivering or collecting products to or from customers who are scattered in a geographical area and have placed orders for these products. A vehicle or a fleet of vehicles start their routes from a depot and visit the customers in order to satisfy their demands. Special attention has been given to the capacitated VRP in which the vehicles have limited carrying capacity for the goods that are delivered or collected. In the present work, we present a specific capacitated stochastic vehicle routing problem which has many realistic applications. We develop and analyze a mathematical model for a specific vehicle routing problem in which a vehicle starts its route from a depot and visits N customers according to a particular sequence in order to collect from them two similar but not identical products. We name these products, product 1 and product 2. Each customer possesses items either of product 1 or product 2 with known probabilities. The number of the items of product 1 or product 2 that each customer possesses is a discrete random variable with known distribution. The actual quantity and the actual type of product that each customer possesses are revealed only when the vehicle arrives at the customer’s site. It is assumed that the vehicle has two compartments. We name these compartments, compartment 1 and compartment 2. It is assumed that compartment 1 is suitable for loading product 1 and compartment 2 is suitable for loading product 2. However, it is permitted to load items of product 1 into compartment 2 and items of product 2 into compartment 1. These actions cause costs that are due to extra labor. The vehicle is allowed during its route to return to the depot to unload the items of both products. The travel costs between consecutive customers and the travel costs between the customers and the depot are known. The objective is to find the optimal routing strategy, i.e. the routing strategy that minimizes the total expected cost among all possible strategies for servicing all customers. It is possible to develop a suitable dynamic programming algorithm for the determination of the optimal routing strategy. It is also possible to prove that the optimal routing strategy has a specific threshold-type strategy. Specifically, it is shown that for each customer the optimal actions are characterized by some critical integers. This structural result enables us to design a special-purpose dynamic programming algorithm that operates only over these strategies having this structural property. Extensive numerical results provide strong evidence that the special-purpose dynamic programming algorithm is considerably more efficient than the initial dynamic programming algorithm. Furthermore, if we consider the same problem without the assumption that the customers are ordered, numerical experiments indicate that the optimal routing strategy can be computed if N is smaller or equal to eight.

Keywords: dynamic programming, similar products, stochastic demands, stochastic preferences, vehicle routing problem

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Authors: Shabnam Najafi, Metin Turkay

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Network design problem (NDP) is used to determine the set of optimal values for certain pre-specified decision variables such as capacity expansion of nodes and links by optimizing various system performance measures including safety, congestion, and accessibility. The designed transportation network should improve objective functions defined for the system by considering the route choice behaviors of network users at the same time. The NDP studies mostly investigated the random demand and route selection constraints separately due to computational challenges. In this work, we consider both random demand and route selection constraints simultaneously. This work presents a nonlinear stochastic model for land use and road network design problem to address the development of different functional zones in urban areas by considering both cost function and air pollution. This model minimizes cost function and air pollution simultaneously with random demand and stochastic route selection constraint that aims to optimize network performance via road capacity expansion. The Bureau of Public Roads (BPR) link impedance function is used to determine the travel time function in each link. We consider a city with origin and destination nodes which can be residential or employment or both. There are set of existing paths between origin-destination (O-D) pairs. Case of increasing employed population is analyzed to determine amount of roads and origin zones simultaneously. Minimizing travel and expansion cost of routes and origin zones in one side and minimizing CO emission in the other side is considered in this analysis at the same time. In this work demand between O-D pairs is random and also the network flow pattern is subject to stochastic user equilibrium, specifically logit route choice model. Considering both demand and route choice, random is more applicable to design urban network programs. Epsilon-constraint is one of the methods to solve both linear and nonlinear multi-objective problems. In this work epsilon-constraint method is used to solve the problem. The problem was solved by keeping first objective (cost function) as the objective function of the problem and second objective as a constraint that should be less than an epsilon, where epsilon is an upper bound of the emission function. The value of epsilon should change from the worst to the best value of the emission function to generate the family of solutions representing Pareto set. A numerical example with 2 origin zones and 2 destination zones and 7 links is solved by GAMS and the set of Pareto points is obtained. There are 15 efficient solutions. According to these solutions as cost function value increases, emission function value decreases and vice versa.

Keywords: epsilon-constraint, multi-objective, network design, stochastic

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Authors: Mehmet Izzettin Yilmazer, Emin Cadirli

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Zn-7wt.%Al-2.96wt.%Cu eutectic alloy was directionally solidified upwards with different temperature gradients (from 6.70 K/mm to 10.67 K/mm) at a constant growth rate (16.4 Km/s) and also different growth rate (from 8.3 micron/s to 166 micron/s) at a constant temperature gradient (10.67 K/mm) using a Bridgman–type growth apparatus.The values of eutectic spacing were measured from longitudinal and transverse sections of the samples. The dependency of microstructures on the G and V were determined with linear regression analysis and experimental equations were found as λl=8.953xVexp-0.49, λt=5.942xVexp-0.42 and λl=0.008xGexp-1.23, λt=0.024xGexp-0.93. The measurements of microhardness of directionally solidified samples were obtained by using a microhardness test device. The dependence of microhardness HV on temperature gradient and growth rate were analyzed. The dependency of microhardness on the G and V were also determined with linear regression analysis as HVl=110.66xVexp0.02, HVt=111.94xVexp0.02 and HVl=69.66xGexp0.17, HVt=68.86xGexp0.18. The experimental results show that the microhardness of the directionally solidified Zn-Al-Cu alloy increases with increasing the growth rate. The results obtained in this work were compared with the previous similar experimental results.

Keywords: directional solidification, eutectic alloys, microstructure, microhardness

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Authors: Zhen Cao, Yu Zhu, Junxue Fu

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Immunoassay, i.e., antigen-antibody reaction, is crucial for disease diagnostics. To achieve the adequate signal of the antigen protein detection, a large amount of sample and long incubation time is needed. However, the amount of protein is usually small at the early stage, which makes it difficult to detect. Unlike cells and DNAs, no valid chemical method exists for protein amplification. Thus, an alternative way to improve the signal is through particle manipulation techniques to concentrate proteins, among which dielectrophoresis (DEP) is an effective one. DEP is a technique that concentrates particles to the designated region through a force created by the gradient in a non-uniform electric field. Since DEP force is proportional to the cube of particle size and square of electric field gradient, it is relatively easy to capture larger particles such as cells. For smaller ones like proteins, a super high gradient is then required. In this work, three-dimensional Ag/SiO2 nanorods arrays, fabricated by an easy physical vapor deposition technique called as oblique angle deposition, have been integrated with a DEP device and created the field gradient as high as of 2.6×10²⁴ V²/m³. The nanorods based DEP device is able to enrich bovine serum albumin (BSA) protein by 1800-fold and the rate has reached 180-fold/s when only applying 5 V electric potential. Based on the above nanorods integrated DEP platform, an immunoassay of mouse immunoglobulin G (IgG) proteins has been performed. Briefly, specific antibodies are immobilized onto nanorods, then IgG proteins are concentrated and captured, and finally, the signal from fluorescence-labelled antibodies are detected. The limit of detection (LoD) is measured as 275.3 fg/mL (~1.8 fM), which is a 20,000-fold enhancement compared with identical assays performed on blank glass plates. Further, prostate-specific antigen (PSA), which is a cancer biomarker for diagnosis of prostate cancer after radical prostatectomy, is also quantified with a LoD as low as 2.6 pg/mL. The time to signal saturation has been significantly reduced to one minute. In summary, together with an easy nanorod fabrication and integration method, this nanorods based DEP platform has demonstrated highly sensitive immunoassay performance and thus poses great potentials in applications for early point-of-care diagnostics.

Keywords: dielectrophoresis, immunoassay, oblique angle deposition, protein concentration

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

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Floods have huge environmental and economic impact. Therefore, flood prediction is given a lot of attention due to its importance. This study analysed the annual maximum streamflow (discharge) (AMS or AMD) of Karkheh River in Karkheh River Basin for flood predicting using ARIMA model. For this purpose, we use the Box-Jenkins approach, which contains four-stage method model identification, parameter estimation, diagnostic checking and forecasting (predicting). The main tool used in ARIMA modelling was the SAS and SPSS software. Model identification was done by visual inspection on the ACF and PACF. SAS software computed the model parameters using the ML, CLS and ULS methods. The diagnostic checking tests, AIC criterion, RACF graph and RPACF graphs, were used for selected model verification. In this study, the best ARIMA models for Annual Maximum Discharge (AMD) time series was (4,1,1) with their AIC value of 88.87. The RACF and RPACF showed residuals’ independence. To forecast AMD for 10 future years, this model showed the ability of the model to predict floods of the river under study in the Karkheh River Basin. Model accuracy was checked by comparing the predicted and observation series by using coefficient of determination (R²).

Keywords: time series modelling, stochastic processes, ARIMA model, Karkheh river

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Authors: Shantosa Yudha Siswanto, Julianto Arief Ismail, Rachmat Harryanto

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The research was conducted with the aim to know the effect of slope steepness on organic carbon and soil erodibility as erosion factor. This research was conducted from September to December 2011 in the Raharja and Cinanjung Village, Tanjungsari, Sumedang District, West Java, Indonesia. The study was carried out using physiographic free survey method, which is a survey based on land physiographic appearance. Soil sampling was carried out into transect on the similarity slope without calculating the point of observation range. Soil sampling was carried onto three classes of slope as follows: 8–15%, 15–25% and 25–40%. Each was consisted of three slope position i.e. top slope, middle slope and down slope and four samples of soil were taken from each of them, hence it resulted in 36 points of observation. The results of this study indicate that gradient of slope have some significant contribution in every sample. Middle slope with gradient 26-40% has the highest potential erosion occurrence. It has organic C content (0.84%) and the highest erodibility value (0.1092).

Keywords: slope steepness, erosion, erodibility, erosion factor

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Authors: N. H. Adenan, M. S. M. Noorani

Abstract:

River flow prediction is an essential to ensure proper management of water resources can be optimally distribute water to consumers. This study presents an analysis and prediction by using nonlinear prediction method involving monthly river flow data in Tanjung Tualang from 1976 to 2006. Nonlinear prediction method involves the reconstruction of phase space and local linear approximation approach. The phase space reconstruction involves the reconstruction of one-dimensional (the observed 287 months of data) in a multidimensional phase space to reveal the dynamics of the system. Revenue of phase space reconstruction is used to predict the next 72 months. A comparison of prediction performance based on correlation coefficient (CC) and root mean square error (RMSE) have been employed to compare prediction performance for nonlinear prediction method, ARIMA and SVM. Prediction performance comparisons show the prediction results using nonlinear prediction method is better than ARIMA and SVM. Therefore, the result of this study could be used to developed an efficient water management system to optimize the allocation water resources.

Keywords: river flow, nonlinear prediction method, phase space, local linear approximation

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Authors: Z. Mortezaie, H. Hassanpour, S. Asadi Amiri

Abstract:

Captured images may suffer from Gaussian blur due to poor lens focus or camera motion. Unsharp masking is a simple and effective technique to boost the image contrast and to improve digital images suffering from Gaussian blur. The technique is based on sharpening object edges by appending the scaled high-frequency components of the image to the original. The quality of the enhanced image is highly dependent on the characteristics of both the high-frequency components and the scaling/gain factor. Since the quality of an image may not be the same throughout, we propose an adaptive unsharp masking method in this paper. In this method, the gain factor is computed, considering the gradient variations, for individual pixels of the image. Subjective and objective image quality assessments are used to compare the performance of the proposed method both with the classic and the recently developed unsharp masking methods. The experimental results show that the proposed method has a better performance in comparison to the other existing methods.

Keywords: unsharp masking, blur image, sub-region gradient, image enhancement

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Authors: Soofiyan Atar, Adil Shaikh, Sahil Rajpurkar, Pragnesh Bhalala, Aniket Desai, Irfan Siddavatam

Abstract:

Deep reinforcement learning (deep RL) algorithms leverage the symbolic power of complex controllers by automating it by mapping sensory inputs to low-level actions. Deep RL eliminates the complex robot dynamics with minimal engineering. Deep RL provides high-risk involvement by directly implementing it in real-world scenarios and also high sensitivity towards hyperparameters. Tuning of hyperparameters on a pneumatic quadruped robot becomes very expensive through trial-and-error learning. This paper presents an automated learning control for a pneumatic quadruped robot using sample efficient deep Q learning, enabling minimal tuning and very few trials to learn the neural network. Long training hours may degrade the pneumatic cylinder due to jerk actions originated through stochastic weights. We applied this method to the pneumatic quadruped robot, which resulted in a hopping gait. In our process, we eliminated the use of a simulator and acquired a stable gait. This approach evolves so that the resultant gait matures more sturdy towards any stochastic changes in the environment. We further show that our algorithm performed very well as compared to programmed gait using robot dynamics.

Keywords: model-based reinforcement learning, gait stability, supervised learning, pneumatic quadruped

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Authors: Yuan Zheng

Abstract:

3D model-based vehicle matching provides a new way for vehicle recognition, localization and tracking. Its key is to construct an evaluation function, also called fitness function, to measure the degree of vehicle matching. The existing fitness functions often poorly perform when the clutter and occlusion exist in traffic scenarios. In this paper, we present a practical and efficient fitness function. Unlike the existing evaluation functions, the proposed fitness function is to study the vehicle matching problem from both local and global perspectives, which exploits the pixel gradient information as well as the silhouette information. In view of the discrepancy between 3D vehicle model and real vehicle, a weighting strategy is introduced to differently treat the fitting of the model’s wireframes. Additionally, a normalization operation for the model’s projection is performed to improve the accuracy of the matching. Experimental results on real traffic videos reveal that the proposed fitness function is efficient and robust to the cluttered background and partial occlusion.

Keywords: 3D-2D matching, fitness function, 3D vehicle model, local image gradient, silhouette information

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Authors: Edward Schwalb, Matthias Dehmer, Michael Schlenkrich, Farzaneh Taslimi, Ketron Mitchell-Wynne, Horen Kuecuekyan

Abstract:

We present a generalized feature extraction approach for supporting Machine Learning (ML) algorithms which perform tasks similar to Finite-Element Analysis (FEA). We report results for estimating the Head Injury Categorization (HIC) of vehicle engine compartments across various impact scenarios. Our experiments demonstrate that models learned using features derived with a simple discretization approach provide a reasonable approximation of a full simulation. We observe that Decision Trees could be as effective as Neural Networks for the HIC task. The simplicity and performance of the learned Decision Trees could offer a trade-off of a multiple order of magnitude increase in speed and cost improvement over full simulation for a reasonable approximation. When used as a complement to full simulation, the approach enables rapid approximate feedback to engineering teams before submission for full analysis. The approach produces mesh independent features and is further agnostic of the assembly structure.

Keywords: mechanical design validation, FEA, supervised decision tree, convolutional neural network.

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Authors: Yuanhao Gao, Ping Lin, Kees Weijer

Abstract:

An optimal control system model is proposed for the cell flow in the process of chick embryo gastrulation in this paper. The target is to determine the cellular interaction forces which are hard to measure. This paper will take an approach to investigate the forces with the idea of the inverse problem. By choosing the forces as the control variable and regarding the cell flow as Stokes fluid, an objective functional will be established to match the numerical result of cell velocity with the experimental data. So that the forces could be determined by minimizing the objective functional. The Lagrange multiplier method is utilized to derive the state and adjoint equations consisting the optimal control system, which specifies the first-order necessary conditions. Finite element method is used to discretize and approximate equations. A conjugate gradient algorithm is given for solving the minimum solution of the system and determine the forces.

Keywords: optimal control model, Stokes equation, conjugate gradient method, finite element method, chick embryo gastrulation

Procedia PDF Downloads 234