Search results for: asymmetric nonlinear model

Authors: Montserrat Guillen, Stephania Mosquera-Lopez, Jorge Uribe

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An empirical study of market risk transmission between electricity prices in the Nord Pool interconnected market is done. Crucially, it is differentiated between risk propagation in the two tails of the price variation distribution. Thus, the downside risk from upside risk spillovers is distinguished. The results found document an asymmetric nature of risk and risk propagation in the two tails of the electricity price log variations. Risk spillovers following price increments in the market are transmitted to a larger extent than those after price reductions. Also, asymmetries related to both, the size of the transaction area and related to whether a given area behaves as a net-exporter or net-importer of electricity, are documented. For instance, on the one hand, the bigger the area of the transaction, the smaller the size of the volatility shocks that it receives. On the other hand, exporters of electricity, alongside countries with a significant dependence on renewable sources, tend to be net-transmitters of volatility to the rest of the system. Additionally, insights on the predictive power of positive and negative semivariances for future market volatility are provided. It is shown that depending on the forecasting horizon, downside and upside shocks to the market are featured by a distinctive persistence, and that upside volatility impacts more on net-importers of electricity, while the opposite holds for net-exporters.

Keywords: electricity prices, realized volatility, semivariances, volatility spillovers

Procedia PDF Downloads 176

Authors: Godwin Dennison, C. E. Boulind, O. Gould, B. de Lacy Costello, J. Allison, P. White, P. Ewings, A. Wicaksono, N. J. Curtis, A. Pullyblank, D. Jayne, J. A. Covington, N. Ratcliffe, N. K. Francis

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Background: Colorectal symptoms are common but only infrequently represent serious pathology, including colorectal cancer (CRC). A large number of invasive tests are presently performed for reassurance. We investigated the feasibility of urinary volatile organic compound (VOC) testing as a potential triage tool in patients fast-tracked for assessment for possible CRC. Methods: A prospective, multi-centre, observational feasibility study was performed across three sites. Patients referred on NHS fast-track pathways for potential CRC provided a urine sample which underwent Gas Chromatography Mass Spectrometry (GC-MS), Field Asymmetric Ion Mobility Spectrometry (FAIMS) and Selected Ion Flow Tube Mass Spectrometry (SIFT-MS) analysis. Patients underwent colonoscopy and/or CT colonography and were grouped as either CRC, adenomatous polyp(s), or controls to explore the diagnostic accuracy of VOC output data supported by an artificial neural network (ANN) model. Results: 558 patients participated with 23 (4.1%) CRC diagnosed. 59% of colonoscopies and 86% of CT colonographies showed no abnormalities. Urinary VOC testing was feasible, acceptable to patients, and applicable within the clinical fast track pathway. GC-MS showed the highest clinical utility for CRC and polyp detection vs. controls (sensitivity=0.878, specificity=0.882, AUROC=0.884). Conclusion: Urinary VOC testing and analysis are feasible within NHS fast-track CRC pathways. Clinically meaningful differences between patients with cancer, polyps, or no pathology were identified therefore suggesting VOC analysis may have future utility as a triage tool. Acknowledgment: Funding: NIHR Research for Patient Benefit grant (ref: PB-PG-0416-20022).

Keywords: colorectal cancer, volatile organic compound, gas chromatography mass spectrometry, field asymmetric ion mobility spectrometry, selected ion flow tube mass spectrometry

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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: Mabrouka Algherinai, Fatma Karkouri

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Today, Short Message Service (SMS) is an important means of communication. SMS is not only used in informal environment for communication and transaction, but it is also used in formal environments such as institutions, organizations, companies, and business world as a tool for communication and transactions. Therefore, there is a need to secure the information that is being transmitted through this medium to ensure security of information both in transit and at rest. But, encryption has been identified as a means to provide security to SMS messages in transit and at rest. Several past researches have proposed and developed several encryption algorithms for SMS and Information Security. This research aims at comparing the performance of common Asymmetric encryption algorithms on SMS security. The research employs the use of three algorithms, namely RSA, McEliece, and RABIN. Several experiments were performed on SMS of various sizes on android mobile device. The experimental results show that each of the three techniques has different key generation, encryption, and decryption times. The efficiency of an algorithm is determined by the time that it takes for encryption, decryption, and key generation. The best algorithm can be chosen based on the least time required for encryption. The obtained results show the least time when McEliece size 4096 is used. RABIN size 4096 gives most time for encryption and so it is the least effective algorithm when considering encryption. Also, the research shows that McEliece size 2048 has the least time for key generation, and hence, it is the best algorithm as relating to key generation. The result of the algorithms also shows that RSA size 1024 is the most preferable algorithm in terms of decryption as it gives the least time for decryption.

Keywords: SMS, RSA, McEliece, RABIN

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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: Godwin Chigozie Okpara

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This paper using standard GARCH, EGARCH, and TARCH models on day of the week return series (of 246 days) from the Nigerian Stock market estimated the model variants’ VaR. An asymmetric return distribution and fat-tail phenomenon in financial time series were considered by estimating the models with normal, student t and generalized error distributions. The analysis based on Akaike Information Criterion suggests that the EGARCH model with student t innovation distribution can furnish more accurate estimate of VaR. In the light of this, we apply the likelihood ratio tests of proportional failure rates to VaR derived from EGARCH model in order to determine the short and long positions VaR performances. The result shows that as alpha ranges from 0.05 to 0.005 for short positions, the failure rate significantly exceeds the prescribed quintiles while it however shows no significant difference between the failure rate and the prescribed quantiles for long positions. This suggests that investors and portfolio managers in the Nigeria stock market have long trading position or can buy assets with concern on when the asset prices will fall. Precisely, the VaR estimates for the long position range from -4.7% for 95 percent confidence level to -10.3% for 99.5 percent confidence level.

Keywords: downside risk, value-at-risk, failure rate, kupiec LR tests, GARCH models

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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: Abdelhakim Chillali, Abdelhamid Tadmori, Muhammed Ziane

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In this article we will study the elliptic curve defined over the ring An and we define the mathematical operations of ECC, which provides a high security and advantage for wireless applications compared to other asymmetric key cryptosystem.

Keywords: elliptic curves, finite ring, cryptography, study

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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: Omid Khandel, Azadeh Parvin

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An increase in accidental explosions in recent years has increased the interest on investigating the response and behavior of structures in more details. The present work focused on finite element analysis of multistory steel frame structures with different plan shapes subjected to blast loadings. In order to study the effect of the geometry of the building, three different shapes for the plan of the building were modeled and studied; Rectangular, Square and L shape plans. The nonlinear dynamic analysis was considered in this study. The relocation technique was also used to improve the behavior of structure. The accuracy of the multistory frame model was confirmed with those of the existing study in the literature and they were in good agreement. The effect of span length of the buildings was also considered. Finite element analysis of various scenarios for relocating the plastic hinges and improving the response of the structure was performed. The base shear versus displacement curves were compared to reveal the best possible scenarios to provide recommendations to designers and practitioners.

Keywords: nonlinear dynamic analysis, plastic hinge relocation, Retrofit, SAP2000

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Authors: Elias Udeaja, Elijah Udoh

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Exploring an extended SVAR model (SVAR-X), we use the case of Nigeria to hypothesize for the role of uncertainty as the underlying source of asymmetries in the response of monetary policy to output and inflation. Deciphered the empirical finding is the potential of monetary policy exhibiting greater sensitive to shocks due to output growth than they do to shocks due to inflation in recession periods, while the reverse appears to be the case for a contractionary monetary policy. We also find the asymmetric preference in the response of monetary policy to changes in output and inflation as relatively more pronounced when we control for uncertainty as the underlying source of asymmetries.

Keywords: asymmetry response, developing economies, monetary policy shocks, uncertainty

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Authors: Aid Abdelkrim

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A method of fatigue damage accumulation based upon application of energy parameters of the fatigue process is proposed in the paper. Using this model is simple, it has no parameter to be determined, it requires only the knowledge of the curve W–N (W: strain energy density N: number of cycles at failure) determined from the experimental Wöhler curve. To examine the performance of nonlinear models proposed in the estimation of fatigue damage and fatigue life of components under random loading, a batch of specimens made of 6082 T 6 aluminium alloy has been studied and some of the results are reported in the present paper. The paper describes an algorithm and suggests a fatigue cumulative damage model, especially when random loading is considered. This work contains the results of uni-axial random load fatigue tests with different mean and amplitude values performed on 6082T6 aluminium alloy specimens. The proposed model has been formulated to take into account the damage evolution at different load levels and it allows the effect of the loading sequence to be included by means of a recurrence formula derived for multilevel loading, considering complex load sequences. It is concluded that a ‘damaged stress interaction damage rule’ proposed here allows a better fatigue damage prediction than the widely used Palmgren–Miner rule, and a formula derived in random fatigue could be used to predict the fatigue damage and fatigue lifetime very easily. The results obtained by the model are compared with the experimental results and those calculated by the most fatigue damage model used in fatigue (Miner’s model). The comparison shows that the proposed model, presents a good estimation of the experimental results. Moreover, the error is minimized in comparison to the Miner’s model.

Keywords: damage accumulation, energy model, damage indicator, variable loading, random loading

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Authors: Vishwesh Kulkarni, Nikhil Bellarykar

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Cellular complexity stems from the interactions among thousands of different molecular species. Thanks to the emerging fields of systems and synthetic biology, scientists are beginning to unravel these regulatory, signaling, and metabolic interactions and to understand their coordinated action. Reverse engineering of biological networks has has several benefits but a poor quality of data combined with the difficulty in reproducing it limits the applicability of these methods. A few years back, many of the commonly used predictive algorithms were tested on a network constructed in the yeast Saccharomyces cerevisiae (S. cerevisiae) to resolve this issue. The network was a synthetic network of five genes regulating each other for the so-called in vivo reverse-engineering and modeling assessment (IRMA). The network was constructed in S. cereviase since it is a simple and well characterized organism. The synthetic network included a variety of regulatory interactions, thus capturing the behaviour of larger eukaryotic gene networks on a smaller scale. We derive a new set of algorithms by solving a nonlinear optimization problem and show how these algorithms outperform other algorithms on these datasets.

Keywords: synthetic gene network, network identification, optimization, nonlinear modeling

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Authors: Arcady Ponosov., Ramazan Kadiev

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The work studies the global moment stability of solutions of systems of nonlinear differential Itô equations with delays. A modified regularization method (W-method) for the analysis of various types of stability of such systems, based on the choice of the auxiliaryequations and applications of the theory of positive invertible matrices, is proposed and justified. Development of this method for deterministic functional differential equations is due to N.V. Azbelev and his students. Sufficient conditions for the moment stability of solutions in terms of the coefficients for sufficiently general as well as specific classes of Itô equations are given.

Keywords: asymptotic stability, delay equations, operator methods, stochastic noise

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Authors: Odunayo Olawuyi Fadodun

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Dielectric elastomers (DEs) are a type of intelligent materials with salient features like electromechanical coupling, lightweight, fast actuation speed, low cost and high energy density that make them good candidates for numerous engineering applications. This paper adopts a new nonlinear electroelastic constitutive theory to examine radial deformation of a pressurized thick-walled spherical shell of soft dielectric material with compliant electrodes on its inner and outer surfaces. A general formular for the internal pressure, which depends on the deformation and a potential difference between boundary electrodes or uniform surface charge distributions, is obtained in terms of special function. To illustrate the effects of an applied electric field on the mechanical behaviour of the shell, three different energy functions with distinct mechanical properties are employed for numerical purposes. The observed behaviour of the shells is preserved in the presence of an applied electric field, and the influence of the field due to a potential difference declines more slowly with the increasing deformation to that produced by a surface charge. Counterpart results are then presented for the thin-walled shell approximation as a limiting case of a thick-walled shell without restriction on the energy density. In the absence of internal pressure, it is obtained that inflation is caused by the application of an electric field. The resulting numerical solutions of the theory presented in this work are in agreement with those predicted by the generally adopted Dorfmann and Ogden model.

Keywords: constitutive theory, elastic dielectric, electroelasticity, finite deformation, nonlinear response, spherical shell

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Authors: M. G. M. Khan, V. D. Prasad, D. K. Rao

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In this manuscript, we discuss the problem of determining the optimum stratification of a study (or main) variable based on the auxiliary variable that follows a uniform distribution. If the stratification of survey variable is made using the auxiliary variable it may lead to substantial gains in precision of the estimates. This problem is formulated as a Nonlinear Programming Problem (NLPP), which turn out to multistage decision problem and is solved using dynamic programming technique.

Keywords: auxiliary variable, dynamic programming technique, nonlinear programming problem, optimum stratification, uniform distribution

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Authors: Hesamoddin Abdollahpour, Roghayeh Abdollahpour, Elham Rahgozar

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This paper we deal with an analysis of the free vibrations of the governing partial differential equation that it is Danel equation in the shells. The problem considered represents the governing equation of the nonlinear, large amplitude free vibrations of the hinged shell. A new implementation of the new method is presented to obtain natural frequency and corresponding displacement on the shell. Our purpose is to enhance the ability to solve the mentioned complicated partial differential equation (PDE) with a simple and innovative approach. The results reveal that this new method to solve Danel equation is very effective and simple, and can be applied to other nonlinear partial differential equations. It is necessary to mention that there are some valuable advantages in this way of solving nonlinear differential equations and also most of the sets of partial differential equations can be answered in this manner which in the other methods they have not had acceptable solutions up to now. We can solve equation(s), and consequently, there is no need to utilize similarity solutions which make the solution procedure a time-consuming task.

Keywords: large amplitude, free vibrations, analytical solution, Danell Equation, diagram of phase plane

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Authors: Elena B. Cherepetskaya, Alexander A. Karabutov, Natalia B. Podymova, Ivan Sas

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Nonlinear evolution of broadband ultrasonic pulses passed through the rock specimens is studied using the apparatus ‘GEOSCAN-02M’. Ultrasonic pulses are excited by the pulses of Q-switched Nd:YAG laser with the time duration of 10 ns and with the energy of 260 mJ. This energy can be reduced to 20 mJ by some light filters. The laser beam radius did not exceed 5 mm. As a result of the absorption of the laser pulse in the special material – the optoacoustic generator–the pulses of longitudinal ultrasonic waves are excited with the time duration of 100 ns and with the maximum pressure amplitude of 10 MPa. The immersion technique is used to measure the parameters of these ultrasonic pulses passed through a specimen, the immersion liquid is distilled water. The reference pulse passed through the cell with water has the compression and the rarefaction phases. The amplitude of the rarefaction phase is five times lower than that of the compression phase. The spectral range of the reference pulse reaches 10 MHz. The cubic-shaped specimens of the Karelian gabbro are studied with the rib length 3 cm. The ultimate strength of the specimens by the uniaxial compression is (300±10) MPa. As the reference pulse passes through the area of the specimen without cracks the compression phase decreases and the rarefaction one increases due to diffraction and scattering of ultrasound, so the ratio of these phases becomes 2.3:1. After preloading some horizontal cracks appear in the specimens. Their location is found by one-sided scanning of the specimen using the backward mode detection of the ultrasonic pulses reflected from the structure defects. Using the computer processing of these signals the images are obtained of the cross-sections of the specimens with cracks. By the increase of the reference pulse amplitude from 0.1 MPa to 5 MPa the nonlinear transformation of the ultrasonic pulse passed through the specimen with horizontal cracks results in the decrease by 2.5 times of the amplitude of the rarefaction phase and in the increase of its duration by 2.1 times. By the increase of the reference pulse amplitude from 5 MPa to 10 MPa the time splitting of the phases is observed for the bipolar pulse passed through the specimen. The compression and rarefaction phases propagate with different velocities. These features of the powerful broadband ultrasonic pulses passed through the rock specimens can be described by the hysteresis model of Preisach-Mayergoyz and can be used for the location of cracks in the optically opaque materials.

Keywords: cracks, geological materials, nonlinear evolution of ultrasonic pulses, rock

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Authors: Alireza Abbasi Moshaii, Shaghayegh Nasiri, Mehdi Tale Masouleh

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The main purpose of this study is static analysis of two three-degree of freedom parallel mechanisms: 3-RCC and 3-RRS. Geometry of these mechanisms is expressed and static equilibrium equations are derived for the whole chains. For these mechanisms due to the equal number of equations and unknowns, the solution is as same as 3-RCC mechanism. Mathematical software is used to solve the equations. In order to prove the results obtained from solving the equations of mechanisms, their CAD model has been simulated and their static is analysed in ADAMS software. Due to symmetrical geometry of the mechanisms, the force and external torque acting on the end-effecter have been considered asymmetric to prove the generality of the solution method. Finally, the results of both softwares, for both mechanisms are extracted and compared as graphs. The good achieved comparison between the results indicates the accuracy of the analysis.

Keywords: robotic, static analysis, 3-RCC, 3-RRS

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Authors: N. Fusun Oyman Serteller

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In this paper, the techniques to solve time dependent electromagnetic wave propagation equations based on the Finite Difference Method (FDM) are proposed by comparing the results with Finite Element Method (FEM) in 2D while discussing some special simulation examples.  Here, 2D dynamical wave equations for lossy media, even with a constant source, are discussed for establishing symbolic manipulation of wave propagation problems. The main objective of this contribution is to introduce a comparative study of two suitable numerical methods and to show that both methods can be applied effectively and efficiently to all types of wave propagation problems, both linear and nonlinear cases, by using symbolic computation. However, the results show that the FDM is more appropriate for solving the nonlinear cases in the symbolic solution. Furthermore, some specific complex domain examples of the comparison of electromagnetic waves equations are considered. Calculations are performed through Mathematica software by making some useful contribution to the programme and leveraging symbolic evaluations of FEM and FDM.

Keywords: finite difference method, finite element method, linear-nonlinear PDEs, symbolic computation, wave propagation equations

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Authors: Vladimir Hovhannisyan, Chen Yuan Dong

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Recently nanoparticles (NPs) have been introduced in biomedicine as effective agents for cancer-targeted drug delivery and noninvasive tissue imaging. The most important requirements to these agents are their non-toxicity, biocompatibility and stability. In view of these criteria, the zeolite (ZL) nanoparticles (NPs) may be considered as perfect candidates for biomedical applications. ZLs are crystalline aluminosilicates consisting of oxygen-sharing SiO4 and AlO4 tetrahedral groups united by common vertices in three-dimensional framework and containing pores with diameters from 0.3 to 1.2 nm. Generally, the behavior and physical properties of ZLs are studied by SEM, X-ray spectroscopy, and AFM, whereas optical spectroscopic and microscopic approaches are not effective enough, because of strong scattering in common ZL bulk materials and powders. The light scattering can be reduced by using of ZL NPs. ZL NPs have large external surface area, high dispersibility in both aqueous and organic solutions, high photo- and thermal stability, and exceptional ability to adsorb various molecules and atoms in their nanopores. In this report, using multiphoton microscopy and nonlinear spectroscopy, we investigate nonlinear optical properties of clinoptilolite type of ZL micro- and nanoparticles with average diameters of 2200 nm and 240 nm, correspondingly. Multiphoton imaging is achieved using a laser scanning microscope system (LSM 510 META, Zeiss, Germany) coupled to a femtosecond titanium:sapphire laser (repetition rate- 80 MHz, pulse duration-120 fs, radiation wavelength- 720-820 nm) (Tsunami, Spectra-Physics, CA). Two Zeiss, Plan-Neofluar objectives (air immersion 20×∕NA 0.5 and water immersion 40×∕NA 1.2) are used for imaging. For the detection of the nonlinear response, we use two detection channels with 380-400 nm and 435-700 nm spectral bandwidths. We demonstrate that ZL micro- and nanoparticles can produce nonlinear optical response under the near-infrared femtosecond laser excitation. The interaction of hypericine, chlorin e6 and other dyes with ZL NPs and their photodynamic activity is investigated. Particularly, multiphoton imaging shows that individual ZL NPs particles adsorb Zn-tetraporphyrin molecules, but do not adsorb fluorescein molecules. In addition, nonlinear spectral properties of ZL NPs in native biotissues are studied. Nonlinear microscopy and spectroscopy may open new perspectives in the research and application of ZL NP in biomedicine, and the results may help to introduce novel approaches into the clinical environment.

Keywords: multiphoton microscopy, nanoparticles, nonlinear optics, zeolite

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Authors: G. De Matteis, L. Martina, V. Turco

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The work is focused on determining and comparing special nonlinear static configurations in cholesteric liquid crystals (CLCs), confined between two parallel plates and in the presence of an external static electric/magnetic field. The solutions are stabilised by topological and non-topological conservation laws since they are described in terms of integrable or partially integrable nonlinear boundary value problems. In cholesteric liquid crystals which are subject to geometric frustration; anchoring conditions at boundaries, i.e., homeotropic conditions, are incompatible with the cholesteric twist. This aspect turns out to be essential in the admissible classes of solutions, allowing also for disclination type singularities. Within the framework of Frank-Oseen theory, we study the static configurations for CLCs. First, we find numerical solutions for isolated axisymmetric states in confined CLCs with weak homeotropic anchoring at the boundaries. These solutions describe 3-dimensional modulations, namely spherulites or cholesteric bubbles, actually observed in these systems, of standard baby skyrmions. Relations with well-known nonlinear integrable systems are found and are used to explore the asymptotic behavior of the solutions. Then we turn our attention to extended periodic static configurations called Helicoids or cholesteric fingers, described by an elliptic sine-Gordon model with appropriate boundary conditions, showing how their period and energies are determined by both the thickness of the cell and the intensity of the external electric/magnetic field. We explicitly show that helicoids with π or 2π of rotations of the molecular director are different in many aspects and are not simply algebraically related. The behaviour of the solutions, their energy and the properties of the associated disclinations are discussed in detail, both analytically and numerically.

Keywords: cholesteric liquid crystals, geometric frustration, helicoids, skyrmions

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Authors: Mohamed Rahal, Djaouida Guetta

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In this paper, the one-dimensional unconstrained global optimization problem of continuous functions satifying a Hölder condition is considered. We extend the algorithm of sequential covering SCA for Lipschitz functions to a large class of Hölder functions. The convergence of the method is studied and the algorithm can be applied to systems of nonlinear equations. Finally, some numerical examples are presented and illustrate the efficiency of the present approach.

Keywords: global optimization, Hölder functions, sequential covering method, systems of nonlinear equations

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Authors: M. A. Anwar, K. Iqbal, M. Razzaq

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Background and Objectives: This numerical study reflects the magnetic field's effect on the reduction of plaque formation due to stenosis in a stenosed bifurcated artery. The entire arterythe wall is assumed as linearly elastic, and blood flow is modeled as a Newtonian, viscous, steady, incompressible, laminar, biomagnetic fluid. Methods: An Arbitrary Lagrangian-Eulerian (ALE) technique is employed to formulate the hemodynamic flow in a bifurcated artery under the effect of the asymmetric magnetic field by two-way Fluid-structure interaction coupling. A stable P2P1 finite element pair is used to discretize thenonlinear system of partial differential equations. The resulting nonlinear system of algebraic equations is solved by the Newton Raphson method. Results: The numerical results for displacement, velocity magnitude, pressure, and wall shear stresses for Reynolds numbers, Re = 500, 1000, 1500, 2000, in the presence of magnetic fields are presented graphically. Conclusions: The numerical results show that the presence of the magnetic field influences the displacement and flows velocity magnitude considerably. The magnetic field reduces the flow separation, recirculation area adjacent to stenosis and gives rise to wall shear stress.

Keywords: bifurcation, elastic walls, finite element, wall shear stress,

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Authors: Yuri Boiko, Iluju Kiringa, Tet Yeap

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Current drainage attack suggested previously is further studied in regular settings of closed-loop controlled Brushless DC (BLDC) motor with Kalman filter in the feedback loop. Modeling and simulation experiments are conducted in a Matlab environment, implementing the closed-loop control model of BLDC motor operation in position sensorless mode under Kalman filter drive. The current increase in the motor windings is caused by the controller (p-controller in our case) affected by false data injection of substitution of the angular velocity estimates with distorted values. Operation of multiplication to distortion coefficient, values of which are taken from the distortion function synchronized in its periodicity with the rotor’s position change. A saw function with a triangular tooth shape is studied herewith for the purpose of carrying out the bias injection with current drainage consequences. The specific focus here is on how the asymmetry of the tooth in the saw function affects the flow of current drainage. The purpose is two-fold: (i) to produce and collect the signature of an asymmetric saw in the attack for further pattern recognition process, and (ii) to determine conditions of improving stealthiness of such attack via regulating asymmetry in saw function used. It is found that modification of the symmetry in the saw tooth affects the periodicity of current drainage modulation. Specifically, the modulation frequency of the drained current for a fully asymmetric tooth shape coincides with the saw function modulation frequency itself. Increasing the symmetry parameter for the triangle tooth shape leads to an increase in the modulation frequency for the drained current. Moreover, such frequency reaches the switching frequency of the motor windings for fully symmetric triangular shapes, thus becoming undetectable and improving the stealthiness of the attack. Therefore, the collected signatures of the attack can serve for attack parameter identification via the pattern recognition route.

Keywords: bias injection attack, Kalman filter, BLDC motor, control system, closed loop, P-controller, PID-controller, current drainage, saw-function, asymmetry

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Authors: Sadia Arshad

Abstract:

The new coronavirus disease or COVID-19 still poses an alarming situation around the world. Modeling based on the derivative of fractional order is relatively important to capture real-world problems and to analyze the realistic situation of the proposed model. Weproposed a mathematical model for the investigation of COVID-19 dynamics in a generalized fractional framework. The new model is formulated in the Caputo sense and employs a nonlinear time-varying transmission rate. The existence and uniqueness solutions of the fractional order derivative have been studied using the fixed-point theory. The associated dynamical behaviors are discussed in terms of equilibrium, stability, and basic reproduction number. For the purpose of numerical implementation, an effcient approximation scheme is also employed to solve the fractional COVID-19 model. Numerical simulations are reported for various fractional orders, and simulation results are compared with a real case of COVID-19 pandemic. According to the comparative results with real data, we find the best value of fractional orderand justify the use of the fractional concept in the mathematical modelling, for the new fractional modelsimulates the reality more accurately than the other classical frameworks.

Keywords: fractional calculus, modeling, stability, numerical solution

Procedia PDF Downloads 113

Authors: Doo Byong Bae, Jae Jun Yoo, Il Gyu Park, Choi Seowon, Oh Chang Kook

Abstract:

There are several wind load provisions to evaluate the wind response on tank structures such as API, Euro-code, etc. the assessment of wind action applying these provisions is made by performing the finite element analysis using both linear bifurcation analysis and geometrically nonlinear analysis. By comparing the pressure patterns obtained from the analysis with the results of wind tunnel test, most appropriate wind load criteria will be recommended.

Keywords: wind load, finite element analysis, linear bifurcation analysis, geometrically nonlinear analysis

Procedia PDF Downloads 639

Authors: Patricia Sanz-Cordoba, Bernd Theilen

Abstract:

This article analyzes the conditions where decentralization and partial tax harmonization in a coalition of asymmetric jurisdictions plays a role in the fight of fiscal competition (i.e. the race to bottom). Starting from a centralized economies, we use the ZM-W model to analyze the fiscal competition and coordination among three countries. We find that the asymmetry of jurisdictions facilitates partial tax harmonization between jurisdictions when these asymmetries are not too large. Furthermore, when the asymmetries are large enough, the level of labor tax plays an important role in the decision of decentralize capital tax. Accordingly, decentralization is achievable when labor tax is low. This result indicates that decentralization and partial tax harmonization between jurisdictions can be possible results in order to fight the negative externalities from fiscal competition, and more in the European Union countries where the asymmetries are substantial.

Keywords: centralization, decentralization, fiscal competition, partial tax harmonization

Procedia PDF Downloads 246