Search results for: NARX (Nonlinear Autoregressive Exogenous Model)

Authors: Gulgassyl Nugmanova, Zhanat Zhunussova, Kuralay Yesmakhanova, Galya Mamyrbekova, Ratbay Myrzakulov

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In this paper, we consider some integrable Heisenberg Ferromagnet Equations with self-consistent potentials. We study their Lax representations. In particular we derive their equivalent counterparts in the form of nonlinear Schr\"odinger type equations. We present the integrable reductions of the Heisenberg Ferromagnet Equations with self-consistent potentials. These integrable Heisenberg Ferromagnet Equations with self-consistent potentials describe nonlinear waves in ferromagnets with some additional physical fields.

Keywords: Heisenberg Ferromagnet equations, soliton equations, equivalence, Lax representation

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Authors: E. Dehghan, R. Dehghan

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Generally, the slender structural walls have flexural behavior. Since behavior of bending members can be explained by moment–curvature relation, therefore, an analytical model is proposed based on moment–curvature relation for slender structural walls. The moment–curvature relationships of RC sections are constructed through section analysis. Governing equations describing the bond-slip behavior in walls are derived and applied to moment–curvature relations. For the purpose of removing the imprecision in analytical results, the plastic hinge length is included in the finite element modeling. Finally, correlation studies between analytical and experimental results are conducted with the objective to establish the validity of the proposed algorithms. The results show that bond-slip effect is more significant in walls subjected to larger axial compression load. Moreover, preferable results are obtained when ultimate strain of concrete is assumed conservatively.

Keywords: nonlinear analysis, slender structural walls, moment-curvature relation, bond-slip, plastic hinge length

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Authors: Xiaobo Rui, Zhoumo Zeng, Yibo Li

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A novel tri-cantilever energy harvester with magnetic oscillator was presented, which could convert the ambient vibration into electrical energy to power the low-power devices such as wireless sensor networks. The most common way to harvest vibration energy is based on the use of linear resonant devices such as cantilever beam, since this structure creates the highest strain for a given force. The highest efficiency will be achieved when the resonance frequency of the harvester matches the vibration frequency. The limitation of the structure is the narrow effective bandwidth. To overcome this limitation, this article introduces a broadband tri-cantilever harvester with nonlinear stiffness. This energy harvester typically consists of three thin cantilever beams vertically arranged with Neodymium Magnets ( NdFeB)magnetics at its free end and a fixed base at the other end. The three cantilevers have different resonant frequencies by designed in different thicknesses. It is obviously that a similar advantage of multiple resonant frequencies as piezoelectric cantilevers array structure is built. To achieve broadband energy harvesting, magnetic interaction is used to introduce the nonlinear system stiffness to tune the resonant frequency to match the excitation. Since the three cantilever tips are all free and the magnetic force is distance dependent, the resonant frequencies will be complexly changed with the vertical vibration of the free end. Both model and experiment are built. The electromechanically coupled lumped-parameter model is presented. An electromechanical formulation and analytical expressions for the coupled nonlinear vibration response and voltage response are given. The entire structure is fabricated and mechanically attached to a electromagnetic shaker as a vibrating body via the fixed base, in order to couple the vibrations to the cantilever. The cantilevers are bonded with piezoelectric macro-fiber composite (MFC) materials (Model: M8514P2). The size of the cantilevers is 120*20mm2 and the thicknesses are separately 1mm, 0.8mm, 0.6mm. The prototype generator has a measured performance of 160.98 mW effective electrical power and 7.93 DC output voltage via the excitation level of 10m/s2. The 130% increase in the operating bandwidth is achieved. This device is promising to support low-power devices, peer-to-peer wireless nodes, and small-scale wireless sensor networks in ambient vibration environment.

Keywords: tri-cantilever, ambient vibration, energy harvesting, magnetic oscillator

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Authors: Qijiao He

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MicroElectrical-Mechanical System (MEMS) is one of the most rapidly developing frontier research field both in theory study and applied technology. Micro-channel is a very important link component of MEMS. With the research and development of MEMS, the size of the micro-devices and the micro-channels becomes further smaller. Compared with the macroscale flow, the flow characteristics of gas in the micro-channel have changed, and the rarefaction effect appears obviously. However, for the rarefied gas and microscale flow, Navier-Stokes-Fourier (NSF) equations are no longer appropriate due to the breakup of the continuum hypothesis. A Nonlinear Coupled Constitutive Model (NCCM) has been derived from the Boltzmann equation to describe the characteristics of both continuum and rarefied gas flows. We apply the present scheme to simulate continuum and rarefied gas flows in a micro-channel structure. And for comparison, we apply other widely used methods which based on particle simulation or direct solution of distribution function, such as Direct simulation of Monte Carlo (DSMC), Unified Gas-Kinetic Scheme (UGKS) and Lattice Boltzmann Method (LBM), to simulate the flows. The results show that the present solution is in better agreement with the experimental data and the DSMC, UGKS and LBM results than the NSF results in rarefied cases but is in good agreement with the NSF results in continuum cases. And some characteristics of both continuum and rarefied gas flows are observed and analyzed.

Keywords: continuum and rarefied gas flows, discontinuous Galerkin method, generalized hydrodynamic equations, numerical simulation

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Authors: Jan Henrik Wosnitza

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The logistic regression has developed into a standard approach for estimating conditional probabilities in a wide range of applications including credit risk prediction. The article at hand contributes to the current literature on logistic regression fourfold: First, it is demonstrated that the binary logistic regression automatically meets its model assumptions under very general conditions. This result explains, at least in part, the logistic regression's popularity. Second, the requirement of homoscedasticity in the context of binary logistic regression is theoretically substantiated. The variances among the groups of defaulted and non-defaulted obligors have to be the same across the level of the aggregated default indicators in order to achieve linear logits. Third, this article sheds some light on the question why nonlinear logits might be superior to linear logits in case of a small amount of data. Fourth, an innovative methodology for estimating correlations between obligor-specific log-odds is proposed. In order to crystallize the key ideas, this paper focuses on the example of credit risk prediction. However, the results presented in this paper can easily be transferred to any other field of application.

Keywords: correlation, credit risk estimation, default correlation, homoscedasticity, logistic regression, nonlinear logistic regression

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Authors: Cristian Baldini

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‘Diabesity’ is a term for diabetes occurring in the context of obesity. The positive effect of LCHF diets (low-carb, high-fat diets) is well documented: LCHF diets are at least as effective as other dietary strategies for reducing body weight, improving glycaemic control, and reducing both hyperinsulinaemia and blood glucose (reduction of HbA1c) in type 2 diabetes and have unique positive effects on blood lipid concentrations and cardiovascular risk factors. Also, in obese insulin-resistant women, food fried in extra-virgin olive oil significantly reduced both insulin and C-peptide responses after a meal. This case study shows that if combined, both dietary strategies produce a strong effect on blood glucose, resulting in a “forced” reduction of exogenous insulin injection to avoid the problem of hypoglycaemia. Blood tests after three months of this dietary treatment show how HbA1c, triglycerides, and blood lipid profile (LDL, HDL, Total Cholesterol) are improved despite the reduction of exogenous insulin injection of 80% with a parallel body weight decrease of 15%. For continuous glucose monitoring (CGM), the patient used FreeStyle Libre before and after the dietary treatment. In order to check general body functions and glycosuria, the patient used the urine test Multistix 10 SG Siemens.

Keywords: diabetes, obesity, diabesity, fat, fried foods

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Authors: K. Djellabi, M. E. H. Latreche

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The induction heating phenomenon depends on various factors, making the problem highly nonlinear. The mathematical analysis of this problem in most cases is very difficult and it is reduced to simple cases. Another knowledge of induction heating systems is generated in production environments, but these trial-error procedures are long and expensive. The numerical models of induction heating problem are another approach to reduce abovementioned drawbacks. This paper deals with the simulation model of induction heating problem. The simulation model of induction heating system in COMSOL Multiphysics is created. In this work we present results of numerical simulations of induction heating process in pieces of cylindrical shapes, in an inductor with four coils. The modeling of the inducting heating process was made with the software COMSOL Multiphysics Version 4.2a, for the study we present the temperature charts.

Keywords: induction heating, electromagnetic field, inductor, numerical simulation, finite element

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Authors: Hyun-Woo Cho

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Unexpected operational events or abnormalities of industrial processes have a serious impact on the quality of final product of interest. In terms of statistical process control, fault detection and diagnosis of processes is one of the essential tasks needed to run the process safely. In this work, nonlinear representation of process measurement data is presented and evaluated using a simulation process. The effect of using different representation methods on the diagnosis performance is tested in terms of computational efficiency and data handling. The results have shown that the nonlinear representation technique produced more reliable diagnosis results and outperforms linear methods. The use of data filtering step improved computational speed and diagnosis performance for test data sets. The presented scheme is different from existing ones in that it attempts to extract the fault pattern in the reduced space, not in the original process variable space. Thus this scheme helps to reduce the sensitivity of empirical models to noise.

Keywords: fault diagnosis, nonlinear technique, process data, reduced spaces

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Authors: Z. Jannoo, B. W. Yap, N. Auchoybur, M. A. Lazim

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The two common approaches to Structural Equation Modeling (SEM) are the Covariance-Based SEM (CB-SEM) and Partial Least Squares SEM (PLS-SEM). There is much debate on the performance of CB-SEM and PLS-SEM for small sample size and when distributions are non-normal. This study evaluates the performance of CB-SEM and PLS-SEM under normality and non-normality conditions via a simulation. Monte Carlo Simulation in R programming language was employed to generate data based on the theoretical model with one endogenous and four exogenous variables. Each latent variable has three indicators. For normal distributions, CB-SEM estimates were found to be inaccurate for small sample size while PLS-SEM could produce the path estimates. Meanwhile, for a larger sample size, CB-SEM estimates have lower variability compared to PLS-SEM. Under non-normality, CB-SEM path estimates were inaccurate for small sample size. However, CB-SEM estimates are more accurate than those of PLS-SEM for sample size of 50 and above. The PLS-SEM estimates are not accurate unless sample size is very large.

Keywords: CB-SEM, Monte Carlo simulation, normality conditions, non-normality, PLS-SEM

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Authors: Mehdi Habibagahi, Shami Nejadi, Ata Aminfar

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A significant degradation factor that impacts the durability of concrete structures is the alkali-silica reaction. Engineers are frequently charged with the challenges of conducting a thorough safety assessment of concrete structures that have been impacted by ASR. The alkali-silica reaction has a major influence on the structural capacities of structures. In most cases, the reduction in compressive strength, tensile strength, and modulus of elasticity is expressed as a function of free expansion and crack widths. Predicting the effect of ASR on flexural strength is also relevant. In this paper, a nonlinear three-dimensional (3D) finite-element model was proposed to describe the flexural strength degradation induced byASR.Initial strains, initial stresses, initial cracks, and deterioration of material characteristics were all considered ASR factors in this model. The effects of ASR on structural performance were evaluated by focusing on initial flexural stiffness, force–deformation curve, and load-carrying capacity. Degradation of concrete mechanical properties was correlated with ASR growth using material test data conducted at Tech Lab, UTS, and implemented into the FEM for various expansions. The finite element study revealed a better understanding of the ASR-affected RC beam's failure mechanism and capacity reduction as a function of ASR expansion. Furthermore, in this study, decreasing of the residual mechanical properties due to ASRisreviewed, using as input data for the FEM model. Finally, analysis techniques and a comparison of the analysis and the experiment results are discussed. Verification is also provided through analyses of reinforced concrete beams with behavior governed by either flexural or shear mechanisms.

Keywords: alkali-silica reaction, analysis, assessment, finite element, nonlinear analysis, reinforced concrete

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Authors: Xu Jinsheng, Tong Xin, Zheng Jian, Zhou Changsheng

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The NEPE (nitrate ester plasticized polyether) propellant is a kind of particle filling material with relatively high filling fraction. The experimental results show that the microcracks, microvoids and dewetting can cause the stress softening of the material. In this paper, a series of mechanical testing in inclusion with CCD technique were conducted to analyze the evolution of internal defects of propellant. The volume expansion function of the particle filling material was established by measuring of longitudinal and transverse strain with optical deformation measurement system. By analyzing the defects and internal damages of the material, a visco-hyperelastic constitutive model based on free energy theory was proposed incorporating damage function. The proposed constitutive model could accurately predict the mechanical properties of uniaxial tensile tests and tensile-relaxation tests.

Keywords: dewetting, constitutive model， uniaxial tensile tests, visco-hyperelastic, nonlinear

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Authors: Graziano Chesi

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The topological entropy plays a key role in linear dynamical systems, allowing one to establish the existence of stabilizing feedback controllers for linear systems in the presence of communications constraints. This paper addresses the determination of a robust value of the topological entropy in nonlinear dynamical systems, specifically the largest value of the topological entropy over all linearized models in a region of interest of the state space. It is shown that a sufficient condition for establishing upper bounds of the sought robust value of the topological entropy can be given in terms of a semidefinite program (SDP), which belongs to the class of convex optimization problems.

Keywords: non-linear system, communication constraint, topological entropy

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Authors: Mahdi Kiani, Hassan Salarieh, Aria Alasty, S. Mahdi Darbandi

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The design and implementation of the hybrid control method for a three-pole active magnetic bearing (AMB) is proposed in this paper. The system is inherently nonlinear and conventional nonlinear controllers are a little complicated, while the proposed hybrid controller has a piecewise linear form, i.e. linear in each sub-region. A state-feedback hybrid controller is designed in this study, and the unmeasurable states are estimated by an observer. The gains of the hybrid controller are obtained by the Linear Quadratic Regulator (LQR) method in each sub-region. To evaluate the performance, the designed controller is implemented on an experimental setup in static mode. The experimental results show that the proposed method can efficiently stabilize the three-pole AMB system. The simplicity of design, domain of attraction, uncomplicated control law, and computational time are advantages of this method over other nonlinear control strategies in AMB systems.

Keywords: active magnetic bearing, three pole AMB, hybrid control, Lyapunov function

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Authors: Shaban Aly, Ali Al-Qahtani, Houari B. Khenous

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Synchronization is an important phenomenon commonly observed in nature. A system of periodically forced complex Duffings oscillators was introduced and shown to display chaotic behavior and possess strange attractors. Such complex oscillators appear in many problems of physics and engineering, as, for example, nonlinear optics, deep-water wave theory, plasma physics and bimolecular dynamics. In this paper, we study the remarkable phenomenon of chaotic synchronization on these oscillator systems, using impulsive synchronization techniques. We derive analytical expressions for impulsive control functions and show that the dynamics of error evolution is globally stable, by constructing appropriate Lyapunov functions. This means that, for a relatively large set initial conditions, the differences between the drive and response systems vanish exponentially and synchronization is achieved. Numerical results are obtained to test the validity of the analytical expressions and illustrate the efficiency of these techniques for inducing chaos synchronization in our nonlinear oscillators.

Keywords: complex nonlinear oscillators, impulsive synchronization, chaotic systems, global exponential synchronization

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Authors: Zeynep Karaçor, Volkan Alptekin, Gökhan Akar, Tuba Akar

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This paper aims to review the phenomenon of triplet deficit which is called interaction of budget balance that make up the overall balance of the economy, investment savings balance and current accounts balance in terms of Turkey. In this paper, triplet deficit state in Turkish economy has been analyzed with vector autoregressive model and Granger causality test using data covering the period of 1980-2010. According to VAR results, increase in current accounts is perceived on public sector borrowing requirement. These two variables influence each other bilaterally. Therefore, current accounts increase public deficit, whereas public deficit increases current accounts. It is not possible to mention the existence of a short-term Granger causality between variables at issue.

Keywords: internal and external deficit, stability, triplet deficit, Turkey economy

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Authors: Tasawar Hayat, Madiha Rashid, Maria Imtiaz, Ahmed Alsaedi

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This problem is about the study of flow of viscous fluid due to rotating disk in nanofluid. Effects of magnetic field, slip boundary conditions and thermal radiations are encountered. An incompressible fluid soaked the porous medium. In this model, nanoparticles of Cu is considered with water as the base fluid. For Copper-water nanofluid, graphical results are presented to describe the influences of nanoparticles volume fraction (φ) on velocity and temperature fields for the slip boundary conditions. The governing differential equations are transformed to a system of nonlinear ordinary differential equations by suitable transformations. Convergent solution of the nonlinear system is developed. The obtained results are analyzed through graphical illustrations for different parameters. Moreover, the features of the flow and heat transfer characteristics are analyzed. It is found that the skin friction coefficient and heat transfer rate at the surface are highest in copper-water nanofluid.

Keywords: MHD nanofluid, porous medium, rotating disk, slip effect

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Authors: Mohamed Mohamed, Philip Bonello, Peter Russhard

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Blade Tip Timing (BTT) is a technology concerned with the estimation of both frequency and amplitude of rotating blades. A BTT system comprises two main parts: (a) the arrival time measurement system, and (b) the analysis algorithms. Simulators play an important role in the development of the analysis algorithms since they generate blade tip displacement data from the simulated blade vibration under controlled conditions. This enables an assessment of the performance of the different algorithms with respect to their ability to accurately reproduce the original simulated vibration. Such an assessment is usually not possible with real engine data since there is no practical alternative to BTT for blade vibration measurement. Most simulators used in the literature are based on a simple spring-mass-damper model to determine the vibration. In this work, a more realistic experimentally validated simulator based on the Finite Element (FE) model of a bladed disc (blisk) is first presented. It is then used to generate the necessary data for the assessment of different BTT algorithms. The FE modelling is validated using both a hammer test and two firewire cameras for the mode shapes. A number of autoregressive methods, fitting methods and state-of-the-art inverse methods (i.e. Russhard) are compared. All methods are compared with respect to both synchronous and asynchronous excitations with both single and simultaneous frequencies. The study assesses the applicability of each method for different conditions of vibration, amount of sampling data, and testing facilities, according to its performance and efficiency under these conditions.

Keywords: blade tip timing, blisk, finite element, vibration measurement

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Authors: Magdi M. Nabi, Ding-Li Yu

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This paper presents a neural network based model predictive control (MPC) strategy to control a strongly exothermic reaction with complicated nonlinear kinetics given by Chylla-Haase polymerization reactor that requires a very precise temperature control to maintain product uniformity. In the benchmark scenario, the operation of the reactor must be guaranteed under various disturbing influences, e.g., changing ambient temperatures or impurity of the monomer. Such a process usually controlled by conventional cascade control, it provides a robust operation, but often lacks accuracy concerning the required strict temperature tolerances. The predictive control strategy based on the RBF neural model is applied to solve this problem to achieve set-point tracking of the reactor temperature against disturbances. The result shows that the RBF based model predictive control gives reliable result in the presence of some disturbances and keeps the reactor temperature within a tight tolerance range around the desired reaction temperature.

Keywords: Chylla-Haase reactor, RBF neural network modelling, model predictive control, semi-batch reactors

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Authors: Didier Auroux, Vladimir Groza

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This work is part of STEEP Marie-Curie ITN project, and it focuses on the identification of unknown parameters of the proposed generic Abrasive WaterJet Milling (AWJM) PDE model, that appears as an ill-posed inverse problem. The necessity of studying this problem comes from the industrial milling applications where the possibility to predict and model the final surface with high accuracy is one of the primary tasks in the absence of any knowledge of the model parameters that should be used. In this framework, we propose the identification of model parameters by minimizing a cost function, measuring the difference between experimental and numerical solutions. The adjoint approach based on corresponding Lagrangian gives the opportunity to find out the unknowns of the AWJM model and their optimal values that could be used to reproduce the required trench profile. Due to the complexity of the nonlinear problem and a large number of model parameters, we use an automatic differentiation software tool (TAPENADE) for the adjoint computations. By adding noise to the artificial data, we show that in fact the parameter identification problem is highly unstable and strictly depends on input measurements. Regularization terms could be effectively used to deal with the presence of data noise and to improve the identification correctness. Based on this approach we present results in 2D and 3D of the identification of the model parameters and of the surface prediction both with self-generated data and measurements obtained from the real production. Considering different types of model and measurement errors allows us to obtain acceptable results for manufacturing and to expect the proper identification of unknowns. This approach also gives us the ability to distribute the research on more complex cases and consider different types of model and measurement errors as well as 3D time-dependent model with variations of the jet feed speed.

Keywords: Abrasive Waterjet Milling, inverse problem, model parameters identification, regularization

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Authors: Younghoo Choi, Yong Jun, Jinkoo Kim

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In this study seismic performance of typical reinforced concrete staggered wall system structures was evaluated through nonlinear static and incremental dynamic analyses. To this end, and 15-story SWS structures were designed and were analyzed to obtain their nonlinear force-displacement relationships. The analysis results showed that the 5-story SWS structures failed due to yielding of columns and walls located in the lower stories, whereas in the 15-story structures plastic hinges were more widely distributed throughout the stories.

Keywords: staggered wall systems, reinforced concrete, seismic performance

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Authors: Byeong-Sam Kim, Jongmin Park

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The present work is motivated by the industrial challenge to produce complex composite shapes cost-effectively. The model used an anisotropical thermoviscoelastic is analyzed by an implemented finite element solver. The stress relaxation can be constructed by Prony series for the nonlinear thermoviscoelastic model. The calculation of process induced internal stresses relaxation during the cooling stage of the manufacturing cycle was carried out by the spring back phenomena observed from the part containing a cylindrical segment. The finite element results obtained from the present formulation are compared with experimental data, and the results show good correlations.

Keywords: thermoviscoelastic, springback phenomena, FEM analysis, thermoplastic composite structures

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Authors: Sri Rahayu, Supriyatin, Yuli Rahma Dini

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One of the consequences of excess physical activity is the oxidative stress which resulted in damage to blood cells. Oxidative stress condition can be reduced by an exogenous antioxidant. The natural exogenous antioxidant can be extracted from Manggong bamboo (Gigantochloa manggong). This research was aim to evaluate the effect of physical exercise and Manggong bamboo (Gigantochloa manggong) leaf extract on blood profile of rats. This research was conducted in July 2013 to May 2014 using experimental method with completely randomized design (CRD) with two factors, physical exercise and Manggong bamboo leaf extract. The rats blood profile to be measured were the level of erythrocyte cells, leucocyte cells and hemoglobin. Data were analyzed with parametric statistical 2-way ANOVA test (α = 0.05). Manggong bamboo leaf extract was non toxic and contained flavonoid, triterpenoid, saponin and alkaloid. There was an effect of physical exercise and manggong bamboo leaf extract on blood profile of rats. Data obtained on physical activity, giving erythrocyte cells (2.5 million/µl) and hemoglobin (12,42g/dL) declined compared to the number of leucocyte cells increases (6,500cells/L). Extract treatment was increased the erythrocytes (5,13 million/µl) and hemoglobin level (14,72 g/dL.) while the leukocytes level were decreased (1.591,67 cells/L). The extract and physical activity treatment showed an increase in erythrocytes (2,96 million/µl) and hemoglobin (14,3 g/dL) but decrease the number of leukocytes (1.291,67 cells/L). The conclusion was that physical activity and Manggong bamboo leafs extract gaves effect on the blood profile of white rat.

Keywords: antioxidant, blood profile of rats, Manggong bamboo leaf extract, leukocytes

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Authors: Dehini Rachid, Ferdi Brahim

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The shunt active power filter (SAPF) is not destined only to improve the power factor, but also to compensate the unwanted harmonic currents produced by nonlinear loads. This paper presents a SAPF with identification and control method based on artificial neural network (ANN). To identify harmonics, many techniques are used, among them the conventional p-q theory and the relatively recent one the artificial neural network method. It is difficult to get satisfied identification and control characteristics by using a normal (ANN) due to the nonlinearity of the system (SAPF + fast nonlinear load variations). This work is an attempt to undertake a systematic study of the problem to equip the (SAPF) with the harmonics identification and DC link voltage control method based on (ANN). The latter has been applied to the (SAPF) with fast nonlinear load variations. The results of computer simulations and experiments are given, which can confirm the feasibility of the proposed active power filter.

Keywords: artificial neural networks (ANN), p-q theory, harmonics, total harmonic distortion

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Authors: K. Asanimoghadam, M. Salahi, A. Jamalian

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Data envelopment analysis is an approach to measure the efficiency of decision making units with multiple inputs and outputs. The structure of many decision making units also has decision-making subunits that are not considered in most data envelopment analysis models. Also, the inputs and outputs of the decision-making units usually are considered desirable, while in some real-world problems, the nature of some inputs or outputs are undesirable. In this thesis, we study the evaluation of the efficiency of two stage decision-making units, where some outputs are undesirable using two non-radial models, the SBM and the ASBM models. We formulate the nonlinear ASBM model as a second order cone optimization problem. Finally, we compare two models for both external and internal evaluation approaches for two real world example in the presence of undesirable outputs. The results show that, in both external and internal evaluations, the overall efficiency of ASBM model is greater than or equal to the overall efficiency value of the SBM model, and in internal evaluation, the ASBM model is more flexible than the SBM model.

Keywords: network DEA, conic optimization, undesirable output, SBM

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Authors: Daniel S. Brox

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Starting from earthquake fault dynamic equations, a correspondence between earthquake occurrence statistics in a seismic region before a major earthquake and eigenvalue statistics of a differential operator whose bound state eigenfunctions characterize the distribution of stress in the seismic region is derived. Modeling these eigenvalue statistics with a 2D Coulomb gas statistical physics model, previously reported deviation of seismic activation earthquake occurrence statistics from Gutenberg-Richter statistics in time intervals preceding the major earthquake is derived. It also explains how statistical physics modeling predicts a finite-dimensional nonlinear dynamic system that describes real-time velocity model evolution in the region undergoing seismic activation and how this prediction can be tested experimentally.

Keywords: seismic activation, statistical physics, geodynamics, signal processing

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Authors: Elnaz Entezar, Reza Ezzati

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In recent decades, trade flows, capital, workforce, technology and information have increased between international borders and the globalization has turned to an undeniable process in international economics. Meanwhile, despite the positive aspects of globalization, the critics of globalization opine that the risks and costs of globalization for developing vulnerable economies and the world's impoverished people are high and significant. In this regard, this study by using the data of KOF Economic Institute and the World Bank for 113 different countries during the period 2002-2012, by taking advantage of panel smooth transition regression, and by taking the gross domestic product as transmission variables discuss the nonlinear relationship between research variables. The results have revealed that globalization in low regime (countries with low GDP) has negative impact whereas in high regime (countries with high GDP) has a positive impact. In spite of the fact that in the early stages of growth, control of corruption has a positive impact on economic growth, after a threshold has a negative impact on economic growth.

Keywords: globalization, corruption, panel smooth transition model, economic growth, threshold, economic convergence

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Authors: A. Boateng, La Gil-Alana, M. Lesaoana; Hj. Siweya, A. Belete

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This study examines long memory or long-range dependence in the CPI inflation rates of Ghana and South Africa using Whittle methods and autoregressive fractionally integrated moving average (ARFIMA) models. Standard I(0)/I(1) methods such as Augmented Dickey-Fuller (ADF), Philips-Perron (PP) and Kwiatkowski–Phillips–Schmidt–Shin (KPSS) tests were also employed. Our findings indicate that long memory exists in the CPI inflation rates of both countries. After processing fractional differencing and determining the short memory components, the models were specified as ARFIMA (4,0.35,2) and ARFIMA (3,0.49,3) respectively for Ghana and South Africa. Consequently, the CPI inflation rates of both countries are fractionally integrated and mean reverting. The implication of this result will assist in policy formulation and identification of inflationary pressures in an economy.

Keywords: Consumer Price Index (CPI) inflation rates, Whittle method, long memory, ARFIMA model

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Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim

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In this paper, a backward semi-Lagrangian scheme combined with the second-order backward difference formula is designed to calculate the numerical solutions of nonlinear advection-diffusion equations. The primary aims of this paper are to remove any iteration process and to get an efficient algorithm with the convergence order of accuracy 2 in time. In order to achieve these objects, we use the second-order central finite difference and the B-spline approximations of degree 2 and 3 in order to approximate the diffusion term and the spatial discretization, respectively. For the temporal discretization, the second order backward difference formula is applied. To calculate the numerical solution of the starting point of the characteristic curves, we use the error correction methodology developed by the authors recently. The proposed algorithm turns out to be completely iteration-free, which resolves the main weakness of the conventional backward semi-Lagrangian method. Also, the adaptability of the proposed method is indicated by numerical simulations for Burgers’ equations. Throughout these numerical simulations, it is shown that the numerical results are in good agreement with the analytic solution and the present scheme offer better accuracy in comparison with other existing numerical schemes. Semi-Lagrangian method, iteration-free method, nonlinear advection-diffusion equation, second-order backward difference formula

Keywords: Semi-Lagrangian method, iteration free method, nonlinear advection-diffusion equation, second-order backward difference formula

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Authors: Jiang Zhenbo, Ishikura Ryohei, Yasufuku Noriyuki

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Improvement of soft clay deposits by the combination of surface stabilization and floating type cement-treated columns is one of the most popular techniques worldwide. On the basis of one dimensional consolidation model, a time-dependent skin friction model for the column-soil interaction is proposed. The nonlinear relationship between column shaft shear stresses and effective vertical pressure of the surrounding soil can be described in this model. The influence of column-soil surface roughness can be represented using a roughness coefficient R, which plays an important role in the design of column length. Based on the homogenization method, a part of floating type improved ground will be treated as an unimproved portion, which with a length of αH1 is defined as a time-dependent equivalent skin friction length. The compression settlement of this unimproved portion can be predicted only using the soft clay parameters. Apart from calculating the settlement of this composited ground, the load transfer mechanism is discussed utilizing model tests. The proposed model is validated by comparing with calculations and laboratory results of model and ring shear tests, which indicate the suitability and accuracy of the solutions in this paper.

Keywords: floating type improved foundation, time-dependent skin friction, roughness, consolidation

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Authors: Soheila Sadeghi

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In construction projects, predicting project performance metrics accurately is essential for effective management and successful delivery. However, conventional methods often depend on fixed baseline plans, disregarding the evolving nature of project progress and external influences. To address this issue, we introduce a distinct approach based on machine learning to forecast key performance indicators, such as cost variance and earned value, for each Work Breakdown Structure (WBS) category within an urban road reconstruction project. Our proposed model leverages time series forecasting techniques, namely Autoregressive Integrated Moving Average (ARIMA) and Long Short-Term Memory (LSTM) networks, to predict future performance by analyzing historical data and project progress. Additionally, the model incorporates external factors, including weather patterns and resource availability, as features to improve forecast accuracy. By harnessing the predictive capabilities of machine learning, our performance forecasting model enables project managers to proactively identify potential deviations from the baseline plan and take timely corrective measures. To validate the effectiveness of the proposed approach, we conduct a case study on an urban road reconstruction project, comparing the model's predictions with actual project performance data. The outcomes of this research contribute to the advancement of project management practices in the construction industry by providing a data-driven solution for enhancing project performance monitoring and control.

Keywords: project performance forecasting, machine learning, time series forecasting, cost variance, schedule variance, earned value management

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