Search results for: controlled stochastic differential equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5937

Search results for: controlled stochastic differential equation

5487 Electromagnetic Simulation Based on Drift and Diffusion Currents for Real-Time Systems

Authors: Alexander Norbach

Abstract:

The script in this paper describes the use of advanced simulation environment using electronic systems (Microcontroller, Operational Amplifiers, and FPGA). The simulation may be used for all dynamic systems with the diffusion and the ionisation behaviour also. By additionally required observer structure, the system works with parallel real-time simulation based on diffusion model and the state-space representation for other dynamics. The proposed deposited model may be used for electrodynamic effects, including ionising effects and eddy current distribution also. With the script and proposed method, it is possible to calculate the spatial distribution of the electromagnetic fields in real-time. For further purpose, the spatial temperature distribution may be used also. With upon system, the uncertainties, unknown initial states and disturbances may be determined. This provides the estimation of the more precise system states for the required system, and additionally, the estimation of the ionising disturbances that occur due to radiation effects. The results have shown that a system can be also developed and adopted specifically for space systems with the real-time calculation of the radiation effects only. Electronic systems can take damage caused by impacts with charged particle flux in space or radiation environment. In order to be able to react to these processes, it must be calculated within a shorter time that ionising radiation and dose is present. All available sensors shall be used to observe the spatial distributions. By measured value of size and known location of the sensors, the entire distribution can be calculated retroactively or more accurately. With the formation, the type of ionisation and the direct effect to the systems and thus possible prevent processes can be activated up to the shutdown. The results show possibilities to perform more qualitative and faster simulations independent of kind of systems space-systems and radiation environment also. The paper gives additionally an overview of the diffusion effects and their mechanisms. For the modelling and derivation of equations, the extended current equation is used. The size K represents the proposed charge density drifting vector. The extended diffusion equation was derived and shows the quantising character and has similar law like the Klein-Gordon equation. These kinds of PDE's (Partial Differential Equations) are analytically solvable by giving initial distribution conditions (Cauchy problem) and boundary conditions (Dirichlet boundary condition). For a simpler structure, a transfer function for B- and E- fields was analytically calculated. With known discretised responses g₁(k·Ts) and g₂(k·Ts), the electric current or voltage may be calculated using a convolution; g₁ is the direct function and g₂ is a recursive function. The analytical results are good enough for calculation of fields with diffusion effects. Within the scope of this work, a proposed model of the consideration of the electromagnetic diffusion effects of arbitrary current 'waveforms' has been developed. The advantage of the proposed calculation of diffusion is the real-time capability, which is not really possible with the FEM programs available today. It makes sense in the further course of research to use these methods and to investigate them thoroughly.

Keywords: advanced observer, electrodynamics, systems, diffusion, partial differential equations, solver

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5486 Climate Change Awareness at the Micro Level: Case Study of Grande Riviere, Trinidad

Authors: Sherry Ann Ganase, Sandra Sookram

Abstract:

This study investigates the level of awareness to climate change and major factors that influence such awareness in Grande Riviere, Trinidad. Through the development of an Awareness Index and application of a Structural Equation Model to survey data, the findings suggest an Awareness index value of 0.459 in Grande Riviere. These results suggest that households have climate smart attitudes and behaviors but climate knowledge is lacking. This is supported by the structural equation model which shows a negative relationship between awareness and causes of climate change. The study concludes by highlighting the need for immediate action on increasing knowledge.

Keywords: awareness, climate change, climate education, index structural equation model

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5485 Unified Gas-Kinetic Scheme for Gas-Particle Flow in Shock-Induced Fluidization of Particles Bed

Authors: Zhao Wang, Hong Yan

Abstract:

In this paper, a unified-gas kinetic scheme (UGKS) for the gas-particle flow is constructed. UGKS is a direct modeling method for both continuum and rarefied flow computations. The dynamics of particle and gas are described as rarefied and continuum flow, respectively. Therefore, we use the Bhatnagar-Gross-Krook (BGK) equation for the particle distribution function. For the gas phase, the gas kinetic scheme for Navier-Stokes equation is solved. The momentum transfer between gas and particle is achieved by the acceleration term added to the BGK equation. The new scheme is tested by a 2cm-in-thickness dense bed comprised of glass particles with 1.5mm in diameter, and reasonable agreement is achieved.

Keywords: gas-particle flow, unified gas-kinetic scheme, momentum transfer, shock-induced fluidization

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5484 Numerical Approach for Solving the Hyper Singular Integral Equation in the Analysis of a Central Symmetrical Crack within an Infinite Strip

Authors: Ikram Slamani, Hicheme Ferdjani

Abstract:

This study focuses on analyzing a Griffith crack situated at the center of an infinite strip. The problem is reformulated as a hyper-singular integral equation and solved numerically using second-order Chebyshev polynomials. The primary objective is to calculate the stress intensity factor in mode 1, denoted as K1. The obtained results reveal the influence of the strip width and crack length on the stress intensity factor, assuming stress-free edges. Additionally, a comparison is made with relevant literature to validate the findings.

Keywords: center crack, Chebyshev polynomial, hyper singular integral equation, Griffith, infinite strip, stress intensity factor

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5483 Analog Input Output Buffer Information Specification Modelling Techniques for Single Ended Inter-Integrated Circuit and Differential Low Voltage Differential Signaling I/O Interfaces

Authors: Monika Rawat, Rahul Kumar

Abstract:

Input output Buffer Information Specification (IBIS) models are used for describing the analog behavior of the Input Output (I/O) buffers of a digital device. They are widely used to perform signal integrity analysis. Advantages of using IBIS models include simple structure, IP protection and fast simulation time with reasonable accuracy. As design complexity of driver and receiver increases, capturing exact behavior from transistor level model into IBIS model becomes an essential task to achieve better accuracy. In this paper, an improvement in existing methodology of generating IBIS model for complex I/O interfaces such as Inter-Integrated Circuit (I2C) and Low Voltage Differential Signaling (LVDS) is proposed. Furthermore, the accuracy and computational performance of standard method and proposed approach with respect to SPICE are presented. The investigations will be useful to further improve the accuracy of IBIS models and to enhance their wider acceptance.

Keywords: IBIS, signal integrity, open-drain buffer, low voltage differential signaling, behavior modelling, transient simulation

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5482 Simulation of I–V Characteristics of Lateral PIN Diode on Polysilicon Films

Authors: Abdelaziz Rabhi, Mohamed Amrani, Abderrazek Ziane, Nabil Belkadi, Abdelraouf Hocini

Abstract:

In this paper, a bedimensional simulation program of the electric characteristics of reverse biased lateral polysilicon PIN diode is presented. In this case we have numerically solved the system of partial differential equations formed by Poisson's equation and both continuity equations that take into account the effect of impact ionization. Therefore we will obtain the current-voltage characteristics (I-V) of the reverse-biased structure which may include the effect of breakdown.The geometrical model assumes that the polysilicon layer is composed by a succession of defined mean grain size crystallites, separated by lateral grain boundaries which are parallel to the metallurgic junction.

Keywords: breakdown, polycrystalline silicon, PIN, grain, impact ionization

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5481 High Order Block Implicit Multi-Step (Hobim) Methods for the Solution of Stiff Ordinary Differential Equations

Authors: J. P. Chollom, G. M. Kumleng, S. Longwap

Abstract:

The search for higher order A-stable linear multi-step methods has been the interest of many numerical analysts and has been realized through either higher derivatives of the solution or by inserting additional off step points, supper future points and the likes. These methods are suitable for the solution of stiff differential equations which exhibit characteristics that place a severe restriction on the choice of step size. It becomes necessary that only methods with large regions of absolute stability remain suitable for such equations. In this paper, high order block implicit multi-step methods of the hybrid form up to order twelve have been constructed using the multi-step collocation approach by inserting one or more off step points in the multi-step method. The accuracy and stability properties of the new methods are investigated and are shown to yield A-stable methods, a property desirable of methods suitable for the solution of stiff ODE’s. The new High Order Block Implicit Multistep methods used as block integrators are tested on stiff differential systems and the results reveal that the new methods are efficient and compete favourably with the state of the art Matlab ode23 code.

Keywords: block linear multistep methods, high order, implicit, stiff differential equations

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5480 Propagation of W Shaped of Solitons in Fiber Bragg Gratings

Authors: Mezghiche Kamel

Abstract:

We present solitary wave solutions for the perturbed nonlinear Schrodinger (PNLS) equation describing propagation of femtosecond light pulses through the fiber Bragg grating structure where the pulse dynamics is governed by the nonlinear-coupled mode (NLCM) equations. Using the multiple scale analysis, we reduce the NLCM equations into the perturbed nonlinear Schrodinger (PNLS) type equation. Unlike the reported solitary wave solutions of the PNLS equation, the novel ones can describe W shaped of solitons and their properties.

Keywords: fiber bragg grating, nonlinear-coupled mode equations, w shaped of solitons, PNLS

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5479 Development of Earthquake and Typhoon Loss Models for Japan, Specifically Designed for Underwriting and Enterprise Risk Management Cycles

Authors: Nozar Kishi, Babak Kamrani, Filmon Habte

Abstract:

Natural hazards such as earthquakes and tropical storms, are very frequent and highly destructive in Japan. Japan experiences, every year on average, more than 10 tropical cyclones that come within damaging reach, and earthquakes of moment magnitude 6 or greater. We have developed stochastic catastrophe models to address the risk associated with the entire suite of damaging events in Japan, for use by insurance, reinsurance, NGOs and governmental institutions. KCC’s (Karen Clark and Company) catastrophe models are procedures constituted of four modular segments: 1) stochastic events sets that would represent the statistics of the past events, hazard attenuation functions that could model the local intensity, vulnerability functions that would address the repair need for local buildings exposed to the hazard, and financial module addressing policy conditions that could estimates the losses incurring as result of. The events module is comprised of events (faults or tracks) with different intensities with corresponding probabilities. They are based on the same statistics as observed through the historical catalog. The hazard module delivers the hazard intensity (ground motion or wind speed) at location of each building. The vulnerability module provides library of damage functions that would relate the hazard intensity to repair need as percentage of the replacement value. The financial module reports the expected loss, given the payoff policies and regulations. We have divided Japan into regions with similar typhoon climatology, and earthquake micro-zones, within each the characteristics of events are similar enough for stochastic modeling. For each region, then, a set of stochastic events is developed that results in events with intensities corresponding to annual occurrence probabilities that are of interest to financial communities; such as 0.01, 0.004, etc. The intensities, corresponding to these probabilities (called CE, Characteristics Events) are selected through a superstratified sampling approach that is based on the primary uncertainty. Region specific hazard intensity attenuation functions followed by vulnerability models leads to estimation of repair costs. Extensive economic exposure model addresses all local construction and occupancy types, such as post-linter Shinand Okabe wood, as well as concrete confined in steel, SRC (Steel-Reinforced Concrete), high-rise.

Keywords: typhoon, earthquake, Japan, catastrophe modelling, stochastic modeling, stratified sampling, loss model, ERM

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5478 On Virtual Coordination Protocol towards 5G Interference Mitigation: Modelling and Performance Analysis

Authors: Bohli Afef

Abstract:

The fifth-generation (5G) wireless systems is featured by extreme densities of cell stations to overcome the higher future demand. Hence, interference management is a crucial challenge in 5G ultra-dense cellular networks. In contrast to the classical inter-cell interference coordination approach, which is no longer fit for the high density of cell-tiers, this paper proposes a novel virtual coordination based on the dynamic common cognitive monitor channel protocol to deal with the inter-cell interference issue. A tractable and flexible model for the coverage probability of a typical user is developed through the use of the stochastic geometry model. The analyses of the performance of the suggested protocol are illustrated both analytically and numerically in terms of coverage probability.

Keywords: ultra dense heterogeneous networks, dynamic common channel protocol, cognitive radio, stochastic geometry, coverage probability

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5477 Impact of Tourists on HIV (Human Immunodeficiency Virus) Incidence

Authors: Ofosuhene O. Apenteng, Noor Azina Ismail

Abstract:

Recently tourism is a major foreign exchange earner in the World. In this paper, we propose the mathematical model to study the impact of tourists on the spread of HIV incidences using compartmental differential equation models. Simulation studies of reproduction number are used to demonstrate new insights on the spread of HIV disease. The periodogram analysis of a time series was used to determine the speed at which the disease is spread. The results indicate that with the persistent flow of tourism into a country, the disease status has increased the epidemic rate. The result suggests that the government must put more control on illegal prostitution, unprotected sexual activity as well as to emphasis on prevention policies that include the safe sexual activity through the campaign by the tourism board.

Keywords: HIV/AIDS, mathematical transmission modeling, tourists, stability, simulation

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5476 The Effect of Aerobic Exercise Training on the Improvement of Nursing Staff's Sleep Quality: A Randomized Controlled Study

Authors: Niu Shu Fen

Abstract:

Sleep disturbance is highly prevalent among shift-working nurses. We aimed to evaluate whether aerobic exercise (i.e., walking combined with jogging) improves objective Sleepparameters among female nurses at the end of an 8-week exercise program and 4 weeks after study completion. This single-blinded, parallel design, randomized controlled trial was conducted in the floor classroom of a would-be medical center in northern Taiwan. Sixtyeligible female nurses were randomly assigned to either aerobic exercise (n = 30) or usual care (n = 30) group. The moderate-intensity aerobic exercise program was performed over 5days (60 min per day) a week for 8 weeks after work hours. Objective sleep outcomes including total sleep time (TST), sleep onset latency (SOL), wake after sleep onset (WASO), and sleep efficiency (SE), were retrieved using an Actigraph device. A generalized estimated equation model was used for data analyses. The aerobic exercise group had significant improvements in TST and SE at 4 weeks and 8 weeks compared with baseline evaluation(TST: B = 70.49 and 55.96, both p < 0.001; SE: B = 5.21 and 3.98, p < 0.001 and 0.002).Significant between-group differences were observed in SOL and WASO at 4 weeks but not8 weeks compared with the baseline evaluation (SOL: B = −7.18, p = 0.03; WASO: B =−11.38, p = 0.008). The positive lasting effects for TST were observed only until the 4-week follow-up. To improve sleep quality and quantity, we encourage female nurses to regularly perform moderate-intensity aerobic exercise.

Keywords: sleep quality, aerobic exercise, nurses, shift work

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5475 Fractional Euler Method and Finite Difference Formula Using Conformable Fractional Derivative

Authors: Ramzi B. Albadarneh

Abstract:

In this paper, we use the new definition of fractional derivative called conformable fractional derivative to derive some finite difference formulas and its error terms which are used to solve fractional differential equations and fractional partial differential equations, also to derive fractional Euler method and its error terms which can be applied to solve fractional differential equations. To provide the contribution of our work some applications on finite difference formulas and Euler Method are given.

Keywords: conformable fractional derivative, finite difference formula, fractional derivative, finite difference formula

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5474 A Comparative Study of High Order Rotated Group Iterative Schemes on Helmholtz Equation

Authors: Norhashidah Hj. Mohd Ali, Teng Wai Ping

Abstract:

In this paper, we present a high order group explicit method in solving the two dimensional Helmholtz equation. The presented method is derived from a nine-point fourth order finite difference approximation formula obtained from a 45-degree rotation of the standard grid which makes it possible for the construction of iterative procedure with reduced complexity. The developed method will be compared with the existing group iterative schemes available in literature in terms of computational time, iteration counts, and computational complexity. The comparative performances of the methods will be discussed and reported.

Keywords: explicit group method, finite difference, helmholtz equation, rotated grid, standard grid

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5473 Application of Method of Symmetries at a Calculation and Planning of Circular Plate with Variable Thickness

Authors: Kirill Trapezon, Alexandr Trapezon

Abstract:

A problem is formulated for the natural oscillations of a circular plate of linearly variable thickness on the basis of the symmetry method. The equations of natural frequencies and forms for a plate are obtained, providing that it is rigidly fixed along the inner contour. The first three eigenfrequencies are calculated, and the eigenmodes of the oscillations of the acoustic element are constructed. An algorithm for applying the symmetry method and the factorization method for solving problems in the theory of oscillations for plates of variable thickness is shown. The effectiveness of the approach is demonstrated on the basis of comparison of known results and those obtained in the article. It is shown that the results are more accurate and reliable.

Keywords: vibrations, plate, method of symmetries, differential equation, factorization, approximation

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5472 1D Klein-Gordon Equation in an Infinite Square Well with PT Symmetry Boundary Conditions

Authors: Suleiman Bashir Adamu, Lawan Sani Taura

Abstract:

We study the role of boundary conditions via -symmetric quantum mechanics, where denotes parity operator and denotes time reversal operator. Using the one-dimensional Schrödinger Hamiltonian for a free particle in an infinite square well, we introduce symmetric boundary conditions. We find solutions of the 1D Klein-Gordon equation for a free particle in an infinite square well with Hermitian boundary and symmetry boundary conditions, where in both cases the energy eigenvalues and eigenfunction, respectively, are obtained.

Keywords: Eigenvalues, Eigenfunction, Hamiltonian, Klein- Gordon equation, PT-symmetric quantum mechanics

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5471 Comparison of Petrophysical Relationship for Soil Water Content Estimation at Peat Soil Area Using GPR Common-Offset Measurements

Authors: Nurul Izzati Abd Karim, Samira Albati Kamaruddin, Rozaimi Che Hasan

Abstract:

The appropriate petrophysical relationship is needed for Soil Water Content (SWC) estimation especially when using Ground Penetrating Radar (GPR). Ground penetrating radar is a geophysical tool that provides indirectly the parameter of SWC. This paper examines the performance of few published petrophysical relationships to obtain SWC estimates from in-situ GPR common- offset survey measurements with gravimetric measurements at peat soil area. Gravimetric measurements were conducted to support of GPR measurements for the accuracy assessment. Further, GPR with dual frequencies (250MHhz and 700MHz) were used in the survey measurements to obtain the dielectric permittivity. Three empirical equations (i.e., Roth’s equation, Schaap’s equation and Idi’s equation) were selected for the study, used to compute the soil water content from dielectric permittivity of the GPR profile. The results indicate that Schaap’s equation provides strong correlation with SWC as measured by GPR data sets and gravimetric measurements.

Keywords: common-offset measurements, ground penetrating radar, petrophysical relationship, soil water content

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5470 A Framework for Early Differential Diagnosis of Tropical Confusable Diseases Using the Fuzzy Cognitive Map Engine

Authors: Faith-Michael E. Uzoka, Boluwaji A. Akinnuwesi, Taiwo Amoo, Flora Aladi, Stephen Fashoto, Moses Olaniyan, Joseph Osuji

Abstract:

The overarching aim of this study is to develop a soft-computing system for the differential diagnosis of tropical diseases. These conditions are of concern to health bodies, physicians, and the community at large because of their mortality rates, and difficulties in early diagnosis due to the fact that they present with symptoms that overlap, and thus become ‘confusable’. We report on the first phase of our study, which focuses on the development of a fuzzy cognitive map model for early differential diagnosis of tropical diseases. We used malaria as a case disease to show the effectiveness of the FCM technology as an aid to the medical practitioner in the diagnosis of tropical diseases. Our model takes cognizance of manifested symptoms and other non-clinical factors that could contribute to symptoms manifestations. Our model showed 85% accuracy in diagnosis, as against the physicians’ initial hypothesis, which stood at 55% accuracy. It is expected that the next stage of our study will provide a multi-disease, multi-symptom model that also improves efficiency by utilizing a decision support filter that works on an algorithm, which mimics the physician’s diagnosis process.

Keywords: medical diagnosis, tropical diseases, fuzzy cognitive map, decision support filters, malaria differential diagnosis

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5469 Spline Solution of Singularly Perturbed Boundary Value Problems

Authors: Reza Mohammadi

Abstract:

Using quartic spline, we develop a method for numerical solution of singularly perturbed two-point boundary-value problems. The purposed method is fourth-order accurate and applicable to problems both in singular and non-singular cases. The convergence analysis of the method is given. The resulting linear system of equations has been solved by using a tri-diagonal solver. We applied the presented method to test problems which have been solved by other existing methods in references, for comparison of presented method with the existing methods. Numerical results are given to illustrate the efficiency of our methods.

Keywords: second-order ordinary differential equation, singularly-perturbed, quartic spline, convergence analysis

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5468 Optimal Load Control Strategy in the Presence of Stochastically Dependent Renewable Energy Sources

Authors: Mahmoud M. Othman, Almoataz Y. Abdelaziz, Yasser G. Hegazy

Abstract:

This paper presents a load control strategy based on modification of the Big Bang Big Crunch optimization method. The proposed strategy aims to determine the optimal load to be controlled and the corresponding time of control in order to minimize the energy purchased from substation. The presented strategy helps the distribution network operator to rely on the renewable energy sources in supplying the system demand. The renewable energy sources used in the presented study are modeled using the diagonal band Copula method and sequential Monte Carlo method in order to accurately consider the multivariate stochastic dependence between wind power, photovoltaic power and the system demand. The proposed algorithms are implemented in MATLAB environment and tested on the IEEE 37-node feeder. Several case studies are done and the subsequent discussions show the effectiveness of the proposed algorithm.

Keywords: big bang big crunch, distributed generation, load control, optimization, planning

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5467 Application of Finite Volume Method for Numerical Simulation of Contaminant Transfer in a Two-Dimensional Reservoir

Authors: Atousa Ataieyan, Salvador A. Gomez-Lopera, Gennaro Sepede

Abstract:

Today, due to the growing urban population and consequently, the increasing water demand in cities, the amount of contaminants entering the water resources is increasing. This can impose harmful effects on the quality of the downstream water. Therefore, predicting the concentration of discharged pollutants at different times and distances of the interested area is of high importance in order to carry out preventative and controlling measures, as well as to avoid consuming the contaminated water. In this paper, the concentration distribution of an injected conservative pollutant in a square reservoir containing four symmetric blocks and three sources using Finite Volume Method (FVM) is simulated. For this purpose, after estimating the flow velocity, classical Advection-Diffusion Equation (ADE) has been discretized over the studying domain by Backward Time- Backward Space (BTBS) scheme. Then, the discretized equations for each node have been derived according to the initial condition, boundary conditions and point contaminant sources. Finally, taking into account the appropriate time step and space step, a computational code was set up in MATLAB. Contaminant concentration was then obtained at different times and distances. Simulation results show how using BTBS differentiating scheme and FVM as a numerical method for solving the partial differential equation of transport is an appropriate approach in the case of two-dimensional contaminant transfer in an advective-diffusive flow.

Keywords: BTBS differentiating scheme, contaminant concentration, finite volume, mass transfer, water pollution

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5466 Research for Hollow Reinforced Concrete Bridge Piers in Korea

Authors: Ho Young Kim, Jae Hoon Lee, Do Kyu Hwang, Im Jong Kwahk, Tae Hoon Kim, Seung Hoon Lee

Abstract:

Hollow section for bridge columns has some advantages. However, current seismic design codes do not provide design regulations for hollow bridge piers. There have been many experimental studied for hollow reinforced concrete piers in the world. But, Study for hollow section for bridge piers in Korea has been begun with approximately 2000s. There has been conducted experimental study for hollow piers of flexural controlled sections by Yeungnam University, Sung kyunkwan University, Korea Expressway Corporation in 2009. This study concluded that flexural controlled sections for hollow piers showed the similar behavior to solid sections. And there have been conducted experimental study for hollow piers of compression controlled sections by Yeungnam University, Korea Institute of Construction Technology in 2012. This study concluded that compression controlled sections for hollow piers showed compression fracture of concrete in inside wall face. Samsung C&T Engineering & Construction Group has been conducted study with Yeungnam University for reduce the quantity of reinforcement details about hollow piers. Reduce the quantity of reinforcement details are triangular cross tie. This study concluded that triangular reinforcement details showed the similar behavior as compared with existing reinforcement details.

Keywords: hollow pier, flexural controlled section, compression controlled section, reduce the quantity of reinforcement, details

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5465 Optimal Management of Forest Stands under Wind Risk in Czech Republic

Authors: Zohreh Mohammadi, Jan Kaspar, Peter Lohmander, Robert Marusak, Harald Vacik, Ljusk Ola Eriksson

Abstract:

Storms are important damaging agents in European forest ecosystems. In the latest decades, significant economic losses in European forestry occurred due to storms. This study investigates the problem of optimal harvest planning when forest stands risk to be felled by storms. One of the most applicable mathematical methods which are being used to optimize forest management is stochastic dynamic programming (SDP). This method belongs to the adaptive optimization class. Sequential decisions, such as harvest decisions, can be optimized based on sequential information about events that cannot be perfectly predicted, such as the future storms and the future states of wind protection from other forest stands. In this paper, stochastic dynamic programming is used to maximize the expected present value of the profits from an area consisting of several forest stands. The region of analysis is the Czech Republic. The harvest decisions, in a particular time period, should be simultaneously taken in all neighbor stands. The reason is that different stands protect each other from possible winds. The optimal harvest age of a particular stand is a function of wind speed and different wind protection effects. The optimal harvest age often decreases with wind speed, but it cannot be determined for one stand at a time. When we consider a particular stand, this stand also protects other stands. Furthermore, the particular stand is protected by neighbor stands. In some forest stands, it may even be rational to increase the harvest age under the influence of stronger winds, in order to protect more valuable stands in the neighborhood. It is important to integrate wind risk in forestry decision-making.

Keywords: Czech republic, forest stands, stochastic dynamic programming, wind risk

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5464 Application of the Discrete Rationalized Haar Transform to Distributed Parameter System

Authors: Joon-Hoon Park

Abstract:

In this paper the rationalized Haar transform is applied for distributed parameter system identification and estimation. A distributed parameter system is a dynamical and mathematical model described by a partial differential equation. And system identification concerns the problem of determining mathematical models from observed data. The Haar function has some disadvantages of calculation because it contains irrational numbers, for these reasons the rationalized Haar function that has only rational numbers. The algorithm adopted in this paper is based on the transform and operational matrix of the rationalized Haar function. This approach provides more convenient and efficient computational results.

Keywords: distributed parameter system, rationalized Haar transform, operational matrix, system identification

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5463 Speckle Noise Reduction Using Anisotropic Filter Based on Wavelets

Authors: Kritika Bansal, Akwinder Kaur, Shruti Gujral

Abstract:

In this paper, the approach of denoising is solved by using a new hybrid technique which associates the different denoising methods. Wavelet thresholding and anisotropic diffusion filter are the two different filters in our hybrid techniques. The Wavelet thresholding removes the noise by removing the high frequency components with lesser edge preservation, whereas an anisotropic diffusion filters is based on partial differential equation, (PDE) to remove the speckle noise. This PDE approach is used to preserve the edges and provides better smoothing. So our new method proposes a combination of these two filtering methods which performs better results in terms of peak signal to noise ratio (PSNR), coefficient of correlation (COC) and equivalent no of looks (ENL).

Keywords: denoising, anisotropic diffusion filter, multiplicative noise, speckle, wavelets

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5462 On Generalized Cumulative Past Inaccuracy Measure for Marginal and Conditional Lifetimes

Authors: Amit Ghosh, Chanchal Kundu

Abstract:

Recently, the notion of past cumulative inaccuracy (CPI) measure has been proposed in the literature as a generalization of cumulative past entropy (CPE) in univariate as well as bivariate setup. In this paper, we introduce the notion of CPI of order α (alpha) and study the proposed measure for conditionally specified models of two components failed at different time instants called generalized conditional CPI (GCCPI). We provide some bounds using usual stochastic order and investigate several properties of GCCPI. The effect of monotone transformation on this proposed measure has also been examined. Furthermore, we characterize some bivariate distributions under the assumption of conditional proportional reversed hazard rate model. Moreover, the role of GCCPI in reliability modeling has also been investigated for a real-life problem.

Keywords: cumulative past inaccuracy, marginal and conditional past lifetimes, conditional proportional reversed hazard rate model, usual stochastic order

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5461 Optimal Delivery of Two Similar Products to N Ordered Customers

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

Abstract:

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 products located at a central depot to 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 the 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 of the goods that must be delivered. In the present work, we present a specific capacitated stochastic vehicle routing problem which has realistic applications to distributions of materials to shops or to healthcare facilities or to military units. A vehicle starts its route from a depot loaded with items of two similar but not identical products. We name these products, product 1 and product 2. The vehicle must deliver the products to N customers according to a predefined sequence. This means that first customer 1 must be serviced, then customer 2 must be serviced, then customer 3 must be serviced and so on. The vehicle has a finite capacity and after servicing all customers it returns to the depot. It is assumed that each customer prefers either product 1 or product 2 with known probabilities. The actual preference of each customer becomes known when the vehicle visits the customer. It is also assumed that the quantity that each customer demands is a random variable with known distribution. The actual demand is revealed upon the vehicle’s arrival at customer’s site. The demand of each customer cannot exceed the vehicle capacity and the vehicle is allowed during its route to return to the depot to restock with quantities of both products. The travel costs between consecutive customers and the travel costs between the customers and the depot are known. If there is shortage for the desired product, it is permitted to deliver the other product at a reduced price. The objective is to find the optimal routing strategy, i.e. the routing strategy that minimizes the expected total cost among all possible strategies. It is possible to find the optimal routing strategy using a suitable stochastic dynamic programming algorithm. It is also possible to prove that the optimal routing strategy has a specific threshold-type structure, i.e. it is characterized by critical numbers. This structural result enables us to construct an efficient special-purpose dynamic programming algorithm that operates only over those routing strategies having this structure. The findings of the present study lead us to the conclusion that the dynamic programming method may be a very useful tool for the solution of specific vehicle routing problems. A problem for future research could be the study of a similar stochastic vehicle routing problem in which the vehicle instead of delivering, it collects products from ordered customers.

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

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5460 Analytical Solutions to the N-Dimensional Schrödinger Equation with a Collective Potential Model to Study Energy Spectra Andthermodynamic Properties of Selected Diatomic Molecules

Authors: BenedictI Ita, Etido P. Inyang

Abstract:

In this work, the resolutions of the N-dimensional Schrödinger equation with the screened modified Kratzerplus inversely quadratic Yukawa potential (SMKIQYP) have been obtained with the Greene-Aldrich approximation scheme using the Nikiforov-Uvarov method. The eigenvalues and the normalized eigenfunctions are obtained. We then apply the energy spectrum to study four (HCl, N₂, NO, and CO) diatomic molecules. The results show that the energy spectra of these diatomic molecules increase as quantum numbers increase. The energy equation was also used to calculate the partition function and other thermodynamic properties. We predicted the partition function of CO and NO. To check the accuracy of our work, the special case (Modified Kratzer and screened Modified Kratzer potentials) of the collective potential energy eigenvalues agrees excellently with the existing literature.

Keywords: Schrödinger equation, Nikiforov-Uvarov method, modified screened Kratzer, inversely quadratic Yukawa potential, diatomic molecules

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5459 Parallel Multisplitting Methods for Differential Systems

Authors: Malika El Kyal, Ahmed Machmoum

Abstract:

We prove the superlinear convergence of asynchronous multi-splitting methods applied to differential equations. This study is based on the technique of nested sets. It permits to specify kind of the convergence in the asynchronous mode.The main characteristic of an asynchronous mode is that the local algorithm not have to wait at predetermined messages to become available. We allow some processors to communicate more frequently than others, and we allow the communication delays to be substantial and unpredictable. Note that synchronous algorithms in the computer science sense are particular cases of our formulation of asynchronous one.

Keywords: parallel methods, asynchronous mode, multisplitting, ODE

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5458 Continuous Differential Evolution Based Parameter Estimation Framework for Signal Models

Authors: Ammara Mehmood, Aneela Zameer, Muhammad Asif Zahoor Raja, Muhammad Faisal Fateh

Abstract:

In this work, the strength of bio-inspired computational intelligence based technique is exploited for parameter estimation for the periodic signals using Continuous Differential Evolution (CDE) by defining an error function in the mean square sense. Multidimensional and nonlinear nature of the problem emerging in sinusoidal signal models along with noise makes it a challenging optimization task, which is dealt with robustness and effectiveness of CDE to ensure convergence and avoid trapping in local minima. In the proposed scheme of Continuous Differential Evolution based Signal Parameter Estimation (CDESPE), unknown adjustable weights of the signal system identification model are optimized utilizing CDE algorithm. The performance of CDESPE model is validated through statistics based various performance indices on a sufficiently large number of runs in terms of estimation error, mean squared error and Thiel’s inequality coefficient. Efficacy of CDESPE is examined by comparison with the actual parameters of the system, Genetic Algorithm based outcomes and from various deterministic approaches at different signal-to-noise ratio (SNR) levels.

Keywords: parameter estimation, bio-inspired computing, continuous differential evolution (CDE), periodic signals

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