Search results for: equivalent linear model

Authors: Wlodzimierz Ogryczak, Michal Przyluski, Tomasz Sliwinski

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In problems of portfolio selection, the reward-risk ratio criterion is optimized to search for a risky portfolio with the maximum increase of the mean return in proportion to the risk measure increase when compared to the risk-free investments. In the classical model, following Markowitz, the risk is measured by the variance thus representing the Sharpe ratio optimization and leading to the quadratic optimization problems. Several Linear Programming (LP) computable risk measures have been introduced and applied in portfolio optimization. In particular, the Mean Absolute Deviation (MAD) measure has been widely recognized. The reward-risk ratio optimization with the MAD measure can be transformed into the LP formulation with the number of constraints proportional to the number of scenarios and the number of variables proportional to the total of the number of scenarios and the number of instruments. This may lead to the LP models with huge number of variables and constraints in the case of real-life financial decisions based on several thousands scenarios, thus decreasing their computational efficiency and making them hardly solvable by general LP tools. We show that the computational efficiency can be then dramatically improved by an alternative model based on the inverse risk-reward ratio minimization and by taking advantages of the LP duality. In the introduced LP model the number of structural constraints is proportional to the number of instruments thus not affecting seriously the simplex method efficiency by the number of scenarios and therefore guaranteeing easy solvability. Moreover, we show that under natural restriction on the target value the MAD risk-reward ratio optimization is consistent with the second order stochastic dominance rules.

Keywords: portfolio optimization, reward-risk ratio, mean absolute deviation, linear programming

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Authors: M. Capocelli, A. Caputo, M. De Falco, D. Mazzei, V. Piemonte

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This paper presents the experimental results and the related modeling of a thermal energy storage (TES) facility, ideated and realized by ENEA and realizing the thermocline with an innovative geometry. Firstly, the thermal energy exchange model of an equivalent shell & tube heat exchanger is described and tested to reproduce the performance of the spiral exchanger installed in the TES. Through the regression of the experimental data, a first-order thermocline model was also validated to provide an analytical function of the thermocline, useful for the performance evaluation and the comparison with other systems and implementation in simulations of integrated systems (e.g. power plants). The experimental data obtained from the plant start-up and the short-cut modeling of the system can be useful for the process analysis, for the scale-up of the thermal storage system and to investigate the feasibility of its implementation in actual case-studies.

Keywords: CSP plants, thermal energy storage, thermocline, mathematical modelling, experimental data

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Authors: Yexin Qu

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Izafe is a construction typically found in Iranian languages, which is attested already in Old Avestan and Old Persian. The narrow sense of izafe can be described as the linear structure of [NP pt Modifier] with pt as an uninflectable particle or clitic. The history of the Iranian izafe has the following stages: Stage I: Verbless nominal relative clauses, Stage II: Verbless nominal relative clauses with Case Attraction; and Stage III: Narrow sense izafe. Previous works suggest that embedded relative clauses and correlatives in other Indo-European languages might be relevant for the source of the izafe-construction. Stage I, as the precursor of narrow sense izafe, or so-called “prezafe” is not found in branches other than Iranian. Comparable cases have been demonstrated in Vedic, Greek, and some rare cases in Latin. This suggests “prezafe” may date back very early in Indo-European. Izafe-like structures are not attested in branches such as Balto-Slavic and Germanic, but Balto-Slavic definite adjectives and Germanic weak adjectives can be compared to the verbless nominal relative clauses and analyzed as developments of verbless relative clauses parallel to izafe in Indo-Iranian, as are called “parizafe” in this paper. In this paper, the verbless RC is compared with Germanic weak adjectives. The Germanic languages used n-stem derivation to form determined derivatives, which are semantically equivalent to the appositive RC and eventually became weak adjectives. To be more precise, starting from an adjective “X”, the Germanic weak adjective structure is formed as [det X-n], literally “the X”, with the meaning “the X one”, which can be shown to be semantically equivalent to “the one which is X”. In this paper, Stage I suggest that, syntactically, the Germanic verbless relative clauses went through CP to DP relabeling like Iranian, based on the following observations: (1) Germanic relative pronouns (e.g., Gothic saei, Old English se) and determiners (e.g., Gothic sa, Old English se) are both from the *so/to pronominal roots; (2) the semantic equivalence of Germanic weak adjectives and the izafe structure. This may suggest that Germanic may also have had “Prezafe” Stages I and II. In conclusion: “Prezafe” in Stage I may have been a phenomenon of the proto-language, Stage II was the result of independent parallel developments and then each branch had its own strategy.

Keywords: izafe, relative clause, Germanic, Indo-European

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Authors: Alibakhsh Kasaeian, Mohammad Sameti, Zahra Noori, Mona Rastgoo Bahambari

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Nowadays, the parabolic trough solar collector technology has become the most promising large-scale technology among various solar thermal generations. In this paper, a detailed numerical heat transfer model for a parabolic trough collector with nanofluid is presented based on the finite difference approach for which a MATLAB code was developed. The model was used to simulate the performance of a parabolic trough solar collector’s linear receiver, called a heat collector element (HCE). In this model, the heat collector element of the receiver was discretized into several segments in axial directions and energy balances were used for each control volume. All the heat transfer correlations, the thermodynamic equations and the optical properties were considered in details and the set of algebraic equations were solved simultaneously using iterative numerical solutions. The modeling assumptions and limitations are also discussed, along with recommendations for model improvement.

Keywords: heat transfer, nanofluid, numerical analysis, trough

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Authors: V. Vargas-Alejo, L. E. Montero-Moguel

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Understanding the concept of function has been important in mathematics education for many years. In this study, the models built by a group of five business administration and accounting undergraduate students when carrying out a population growth activity are analyzed. The theoretical framework is the Models and Modeling Perspective. The results show how the students included tables, graphics, and algebraic representations in their models. Using technology was useful to interpret, describe, and predict the situation. The first model, the students built to describe the situation, was linear. After that, they modified and refined their ways of thinking; finally, they created exponential growth. Modeling the activity was useful to deep on mathematical concepts such as covariation, rate of change, and exponential function also to differentiate between linear and exponential growth.

Keywords: covariation reasoning, exponential function, modeling, representations

Procedia PDF Downloads 100

Authors: Fawwaz Eniola Fajingbesi, Nur Shahida Midia, Elsheikh M. A. Elsheikh, Siti Hajar Yusoff

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Empirical analysis of lightning related phenomena in real time is extremely dangerous due to the relatively high electric discharge involved. Hence, design and optimization of efficient grounding systems depending on real time empirical methods are impeded. Using numerical methods, the dynamics of complex systems could be modeled hence solved as sets of linear and non-linear systems . In this work, the induced current distribution as lightning strike traverses the soil have been numerically modeled in a 2D axial-symmetry and solved using finite element method (FEM) in COMSOL Multiphysics 5.2 AC/DC module. Stratified and non- stratified electrode system were considered in the solved model and soil conductivity (σ) varied between 10 – 58 mS/m. The result discussed therein were the electric field distribution, current distribution and soil ionization phenomena. It can be concluded that the electric field and current distribution is influenced by the injected electric potential and the non-linearity in soil conductivity. The result from numerical calculation also agrees with previously laboratory scale empirical results.

Keywords: current distribution, grounding systems, lightning discharge, numerical model, soil conductivity, soil ionization

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Authors: Harendra Singh, Rajesh Pandey

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The paper presents a numerical method based on operational matrix of integration and Ryleigh method for the solution of a class of non-linear fractional variational problems (NLFVPs). Chebyshev first kind polynomials are used for the construction of operational matrix. Using operational matrix and Ryleigh method the NLFVP is converted into a system of non-linear algebraic equations, and solving these equations we obtained approximate solution for NLFVPs. Convergence analysis of the proposed method is provided. Numerical experiment is done to show the applicability of the proposed numerical method. The obtained numerical results are compared with exact solution and solution obtained from Chebyshev third kind. Further the results are shown graphically for different fractional order involved in the problems.

Keywords: non-linear fractional variational problems, Rayleigh-Ritz method, convergence analysis, error analysis

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Authors: Omid Tavasoli, Mahmoud Ghazavi

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A numerical analysis of drivability of piles in different geometry is presented. In this paper, a three-dimensional finite difference analysis for plastic point extension and soil compaction in the effect of pile driving is analyzed. Four pile configurations such as cylindrical pile, fully tapered pile, T-C pile consists of a top tapered segment and a lower cylindrical segment and C-T pile has a top cylindrical part followed by a tapered part are investigated. All piles which driven up to a total penetration depth of 16 m have the same length with equivalent surface area and approximately with identical material volumes. An idealization for pile-soil system in pile driving is considered for this approach. A linear elastic material is assumed to model the vertical pile behaviors and the soil obeys the elasto-plastic constitutive low and its failure is controlled by the Mohr-Coulomb failure criterion. A slip which occurred at the pile-soil contact surfaces along the shaft and the toe in pile driving procedures is simulated with interface elements. All initial and boundary conditions are the same in all analyses. Quiet boundaries are used to prevent wave reflection in the lateral and vertical directions for the soil. The results obtained from numerical analyses were compared with available other numerical data and laboratory tests, indicating a satisfactory agreement. It will be shown that with increasing the angle of taper, the permanent piles toe settlement increase and therefore, the extension of plastic points increase. These are interesting phenomena in pile driving and are on the safe side for driven piles.

Keywords: pile driving, finite difference method, non-uniform piles, pile geometry, pile set, plastic points, soil compaction

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Authors: Kelly F. Delgado-De Agrela, Sonia E. Ruiz, Marco A. Santos-Santiago

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An approach is proposed for the design of regular buildings equipped with non-linear viscous dissipating devices. The approach is based on a direct-displacement seismic design method which satisfies seismic performance objectives. The global system involved is formed by structural regular moment frames capable of supporting gravity and lateral loads with elastic response behavior plus a set of non-linear viscous dissipating devices which reduce the structural seismic response. The dampers are characterized by two design parameters: (1) a positive real exponent α which represents the non-linearity of the damper, and (2) the damping coefficient C of the device, whose constitutive force-velocity law is given by F=Cvᵃ, where v is the velocity between the ends of the damper. The procedure is carried out using a substitute structure. Two limits states are verified: serviceability and near collapse. The reduction of the spectral ordinates by the additional damping assumed in the design process and introduced to the structure by the viscous non-linear dampers is performed according to a damping reduction factor. For the design of the non-linear damper system, the real velocity is considered instead of the pseudo-velocity. The proposed design methodology is applied to an 8-story steel moment frame building equipped with non-linear viscous dampers, located in intermediate soil zone of Mexico City, with a dominant period Tₛ = 1s. In order to validate the approach, nonlinear static analyses and nonlinear time history analyses are performed.

Keywords: based design, direct-displacement based design, non-linear viscous dampers, performance design

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Authors: Nisha Nandlal Sharma, Julaluk Carmai, Saiprasit Koetniyom, Bernd Markert

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Whiplash Injuries are mostly experienced in car accidents. Symptoms of whiplash are commonly reported in studies, neck pain and headaches are two most common symptoms observed. The whiplash Injury mechanism is poorly understood. In present study, hybrid neck muscle model were developed with a combination of solid tetrahedral elements and 1D beam elements. Solid tetrahedral elements represents passive part of the muscle whereas, 1D beam elements represents active part. To simulate the active behavior of the muscle, Hill-type muscle model was applied to beam elements. To simulate non-linear passive properties of muscle, solid elements were modeled with rubber/foam material model. Some important muscles were then inserted into THUMS (Total Human Model for Safety) THUMS was given a boundary conditions similar to experimental tests. The model was exposed to 4g and 7g rear impacts as these load impacts are close to low speed impacts causing whiplash. The effect of muscle activation level on occupant kinematics during whiplash was analyzed.

Keywords: finite element model, muscle activation, THUMS, whiplash injury mechanism

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Authors: Juan M. Rodriguez-Diaz

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The precision of parameter estimators in the Gaussian linear model is traditionally accounted by the variance-covariance matrix of the asymptotic distribution. However, this measure can underestimate the true variance, specially for small samples. Traditionally, optimal design theory pays attention to this variance through its relationship with the model's information matrix. For this reason it seems convenient, at least in some cases, adapt the optimality criteria in order to get the best designs for the actual variance structure, otherwise the loss in efficiency of the designs obtained with the traditional approach may be very important.

Keywords: correlated observations, information matrix, optimality criteria, variance-covariance matrix

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Authors: Monika Chuchro

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This paper presents a preliminary attempt to apply classification of time series using meta-clusters in order to improve the quality of regression models. In this case, clustering was performed as a method to obtain a subgroups of time series data with normal distribution from inflow into waste water treatment plant data which Composed of several groups differing by mean value. Two simple algorithms: K-mean and EM were chosen as a clustering method. The rand index was used to measure the similarity. After simple meta-clustering, regression model was performed for each subgroups. The final model was a sum of subgroups models. The quality of obtained model was compared with the regression model made using the same explanatory variables but with no clustering of data. Results were compared by determination coefficient (R2), measure of prediction accuracy mean absolute percentage error (MAPE) and comparison on linear chart. Preliminary results allows to foresee the potential of the presented technique.

Keywords: clustering, data analysis, data mining, predictive models

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Authors: Ali Kadir, O. Anwar Beg

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Thermal barrier coatings are among the most popular methods for providing corrosion protection in high temperature applications including aircraft engine systems, external spacecraft structures, rocket chambers etc. Many different materials are available for such coatings, of which ceramics generally perform the best. Motivated by these applications, the current investigation presents detailed finite element simulations of coating stress analysis for a 3- dimensional, 3-layered model of a test sample representing a typical gas turbine component scenario. Structural steel is selected for the main inner layer, Titanium (Ti) alloy for the middle layer and Silicon Carbide (SiC) for the outermost layer. The model dimensions are 20 mm (width), 10 mm (height) and three 1mm deep layers. ANSYS software is employed to conduct three types of analysis- static structural, thermal stress analysis and also computational fluid dynamic erosion/corrosion analysis (via ANSYS FLUENT). The specified geometry which corresponds to corrosion test samples exactly is discretized using a body-sizing meshing approach, comprising mainly of tetrahedron cells. Refinements were concentrated at the connection points between the layers to shift the focus towards the static effects dissipated between them. A detailed grid independence study is conducted to confirm the accuracy of the selected mesh densities. To recreate gas turbine scenarios; in the stress analysis simulations, static loading and thermal environment conditions of up to 1000 N and 1000 degrees Kelvin are imposed. The default solver was used to set the controls for the simulation with the fixed support being set as one side of the model while subjecting the opposite side to a tabular force of 500 and 1000 Newtons. Equivalent elastic strain, total deformation, equivalent stress and strain energy were computed for all cases. Each analysis was duplicated twice to remove one of the layers each time, to allow testing of the static and thermal effects with each of the coatings. ANSYS FLUENT simulation was conducted to study the effect of corrosion on the model under similar thermal conditions. The momentum and energy equations were solved and the viscous heating option was applied to represent improved thermal physics of heat transfer between the layers of the structures. A Discrete Phase Model (DPM) in ANSYS FLUENT was employed which allows for the injection of continuous uniform air particles onto the model, thereby enabling an option for calculating the corrosion factor caused by hot air injection (particles prescribed 5 m/s velocity and 1273.15 K). Extensive visualization of results is provided. The simulations reveal interesting features associated with coating response to realistic gas turbine loading conditions including significantly different stress concentrations with different coatings.

Keywords: thermal coating, corrosion, ANSYS FEA, CFD

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Authors: Kevin Brochard, Herve Le Sourne, Guillaume Barras

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The design of a submarine’s hull is crucial for its operability and crew’s safety, but also complex. Indeed, engineers need to balance lightness, acoustic discretion and resistance to both immersion pressure and environmental attacks. Submarine explosions represent a first-rate threat for the integrity of the hull, whose behavior needs to be properly analyzed. The presented work is focused on the development of a simplified analytical method to study the structural response of a deeply immersed cylinder submitted to an underwater explosion. This method aims to provide engineers a quick estimation of the resulting damage, allowing them to simulate a large number of explosion scenarios. The present research relies on the so-called plastic string on plastic foundation model. A two-dimensional boundary value problem for a cylindrical shell is converted to an equivalent one-dimensional problem of a plastic string resting on a non-linear plastic foundation. For this purpose, equivalence parameters are defined and evaluated by making assumptions on the shape of the displacement and velocity field in the cross-sectional plane of the cylinder. Closed-form solutions for the deformation and velocity profile of the shell are obtained for explosive loading, and compare well with numerical and experimental results. However, the plastic-string model has not yet been adapted for a cylinder in immersion subjected to an explosive loading. In fact, the effects of fluid-structure interaction have to be taken into account. Moreover, when an underwater explosion occurs, several pressure waves are emitted by the gas bubble pulsations, called secondary waves. The corresponding loads, which may produce significant damages to the cylinder, must also be accounted for. The analytical developments carried out to solve the above problem of a shock wave impacting a cylinder, considering fluid-structure interaction will be presented for an unstiffened cylinder. The resulting deformations are compared to experimental and numerical results for different shock factors and different standoff distances.

Keywords: immersed cylinder, rigid plastic material, shock loading, underwater explosion

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Authors: E. Benga, T. Tengen, A. Alugongo

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Periodic and continuous inventory models are the two classical management tools used to handle inventories. These models have advantages and disadvantages. The implementation of both continuous (r,Q) inventory and periodic (R, S) inventory models in most manufacturing plants comes with higher cost. Such high inventory costs are due to the fact that most manufacturing plants are not flexible enough. Since demand and lead-time are two important variables of every inventory models, their effect on the flexibility of the manufacturing plant matter most. Unfortunately, these effects are not clearly understood by managers. The reason is that the decision parameters of the continuous (r, Q) inventory and periodic (R, S) inventory models are not designed to effectively deal with the issues of uncertainties such as poor manufacturing performances, delivery performance supplies performances. There is, therefore, a need to come up with a predictive and hybrid inventory model that can combine in some sense the feature of the aforementioned inventory models. A linear combination technique is used to hybridize both continuous (r, Q) inventory and periodic (R, S) inventory models. The behavior of such hybrid inventory model is described by a differential equation and then optimized. From the results obtained after simulation, the continuous (r, Q) inventory model is more effective than the periodic (R, S) inventory models in the short run, but this difference changes as time goes by. Because the hybrid inventory model is more cost effective than the continuous (r,Q) inventory and periodic (R, S) inventory models in long run, it should be implemented for strategic decisions.

Keywords: periodic inventory, continuous inventory, hybrid inventory, optimization, manufacturing plant

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Authors: M. Ouassaf, S. Belaidi

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Aromatase is an estrogen biosynthetic enzyme belonging to the cytochrome P450 family, which catalyzes the limiting step in the conversion of androgens to estrogens. As it is relevant for the promotion of tumor cell growth. A set of thirty 1,2,3-triazole derivatives was used in the quantitative structure activity relationship (QSAR) study using regression multiple linear (MLR), We divided the data into two training and testing groups. The results showed a good predictive ability of the MLR model, the models were statistically robust internally (R² = 0.982) and the predictability of the model was tested by several parameters. including external criteria (R²pred = 0.851, CCC = 0.946). The knowledge gained in this study should provide relevant information that contributes to the origins of aromatase inhibitory activity and, therefore, facilitates our ongoing quest for aromatase inhibitors with robust properties.

Keywords: aromatase inhibitors, QSAR, MLR, 1, 2, 3-triazole

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Authors: Peyman Aela, Lu Zong, Guoqing Jing

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Recently, there has been growing interest in numerical modeling of ballast railway tracks. A commonly used mechanistic modeling approach for ballast is the discrete element method (DEM). Up to now, the effects of the contact model on ballast particle behavior have not been precisely examined. In this regard, selecting the appropriate contact model is mainly associated with the particle characteristics and the loading condition. Since ballast is cohesionless material, different contact models, including the linear spring, Hertz-Mindlin, and Hysteretic models, could be used to calculate particle-particle or wall-particle contact forces. Moreover, the simulation of a dynamic test is vital to investigate the effect of damping parameters on the ballast deformation. In this study, ballast box tests were simulated by DEM to examine the influence of different contact models on the mechanical behavior of the ballast layer under cyclic loading. This paper shows how the contact model can affect the deformation and damping of a ballast layer subjected to cyclic loading in a ballast box.

Keywords: ballast, contact model, cyclic loading, DEM

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Authors: Farhad Salek, Shahaboddin Resalati

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The production of electric vehicles (EVs) featuring lithium-ion battery technology has substantially escalated over the past decade, demonstrating a steady and persistent upward trajectory. The imminent retirement of electric vehicle (EV) batteries after approximately eight years underscores the critical need for their redirection towards recycling, a task complicated by the current inadequacy of recycling infrastructures globally. A potential solution for such concerns involves extending the operational lifespan of electric vehicle (EV) batteries through their utilization in stationary energy storage systems during secondary applications. Such adoptions, however, require addressing the safety concerns associated with batteries’ knee points and thermal runaways. This paper develops an accurate mathematical model representative of the second-life battery packs from a cell-to-pack scale using an equivalent circuit model (ECM) methodology. Neural network algorithms are employed to forecast the degradation parameters based on the EV batteries' aging history to develop a degradation model. The degradation model is integrated with the ECM to reflect the impacts of the cycle aging mechanism on battery parameters during operation. The developed model is tested under real-life load profiles to evaluate the life span of the batteries in various operating conditions. The methodology and the algorithms introduced in this paper can be considered the basis for Battery Management System (BMS) design and techno-economic analysis of such technologies.

Keywords: second life battery, electric vehicles, degradation, neural network

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Authors: A. Giniatoulline

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A nonlinear model of the mathematical fluid dynamics which describes the motion of an incompressible viscous rotating fluid in a homogeneous gravitational field is considered. The model is a generalization of the known Navier-Stokes system with the addition of the Coriolis parameter and the equations for changeable density. An explicit algorithm for the solution is constructed, and the proof of the existence and uniqueness theorems for the strong solution of the nonlinear problem is given. For the linear case, the localization and the structure of the spectrum of inner waves are also investigated.

Keywords: Galerkin method, Navier-Stokes equations, nonlinear partial differential equations, Sobolev spaces, stratified fluid

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Authors: Tayo P. Ogundunmade, Adedayo A. Adepoju

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Terrorist attacks in liberal democracies bring about a few pessimistic results, for example, sabotaged public support in the governments they target, disturbing the peace of a protected environment underwritten by the state, and a limitation of individuals from adding to the advancement of the country, among others. Hence, seeking for techniques to understand the different factors involved in terrorism and how to deal with those factors in order to completely stop or reduce terrorist activities is the topmost priority of the government in every country. This research aim is to develop an efficient deep learning-based predictive model for the prediction of future terrorist activities in Nigeria, addressing low-quality prediction accuracy problems associated with the existing solution methods. The proposed predictive AI-based model as a counterterrorism tool will be useful by governments and law enforcement agencies to protect the lives of individuals in society and to improve the quality of life in general. A Heterogeneous Bayesian Neural Network (HETBNN) model was derived with Gaussian error normal distribution. Three primary transfer functions (HOTTFs), as well as two derived transfer functions (HETTFs) arising from the convolution of the HOTTFs, are namely; Symmetric Saturated Linear transfer function (SATLINS ), Hyperbolic Tangent transfer function (TANH), Hyperbolic Tangent sigmoid transfer function (TANSIG), Symmetric Saturated Linear and Hyperbolic Tangent transfer function (SATLINS-TANH) and Symmetric Saturated Linear and Hyperbolic Tangent Sigmoid transfer function (SATLINS-TANSIG). Data on the Terrorist activities in Nigeria gathered through questionnaires for the purpose of this study were used. Mean Square Error (MSE), Mean Absolute Error (MAE) and Test Error are the forecast prediction criteria. The results showed that the HETFs performed better in terms of prediction and factors associated with terrorist activities in Nigeria were determined. The proposed predictive deep learning-based model will be useful to governments and law enforcement agencies as an effective counterterrorism mechanism to understand the parameters of terrorism and to design strategies to deal with terrorism before an incident actually happens and potentially causes the loss of precious lives. The proposed predictive AI-based model will reduce the chances of terrorist activities and is particularly helpful for security agencies to predict future terrorist activities.

Keywords: activation functions, Bayesian neural network, mean square error, test error, terrorism

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Authors: Vedat Senol, Gursoy Turan, Anders Helmersson, Vortechz Andersson

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In developing a mathematical model of a real structure, the simulation results of the model may not match the real structural response. This is a general problem that arises during dynamic motion of the structure, which may be modeled by means of parameter variations in the stiffness, damping, and mass matrices. These changes in parameters need to be estimated, and the mathematical model is updated to obtain higher control performances and robustness. In this study, a linear fractional transformation (LFT) is utilized for uncertainty modeling. Further, a general approach to the design of an H∞ control of a magneto-rheological damper (MRD) for vibration reduction in a building with mass, damping, and stiffness uncertainties is presented.

Keywords: uncertainty modeling, structural control, MR Damper, H∞, robust control

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Authors: Elsadig Naseraddeen Ahmed Mohamed

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In contrast to the uncertainty and complementary principle, it will be shown in the present paper that the probability of the simultaneous occupation event of any definite values of coordinates by any definite values of momentum and energy at any definite instance of time can be described by a binary definite function equivalent to the difference between their numbers of occupation and evacuation epochs up to that time and also equivalent to the number of exchanges between those occupation and evacuation epochs up to that times modulus two, these binary definite quantities can be defined at all point in the time’s real-line so it form a binary signal represent a complete mechanical description of physical reality, the time of these exchanges represent the boundary of occupation and evacuation epochs from which we can calculate these binary signals using the fact that the time of universe events actually extends in the positive and negative of time’s real-line in one direction of extension when these number of exchanges increase, so there exists noninvertible transformation matrix can be defined as the matrix multiplication of invertible rotation matrix and noninvertible scaling matrix change the direction and magnitude of exchange event vector respectively, these noninvertible transformation will be called actual transformation in contrast to information transformations by which we can navigate the universe’s events transformed by actual transformations backward and forward in time’s real-line, so these information transformations will be derived as an elements of a group can be associated to their corresponded actual transformations. The actual and information model of the universe will be derived by assuming the existence of time instance zero before and at which there is no coordinate occupied by any definite values of momentum and energy, and then after that time, the universe begin its expanding in spacetime, this assumption makes the need for the existence of Laplace’s demon who at one moment can measure the positions and momentums of all constituent particle of the universe and then use the law of classical mechanics to predict all future and past of universe’s events, superfluous, we only need for the establishment of our analog to digital converters to sense the binary signals that determine the boundaries of occupation and evacuation epochs of the definite values of coordinates relative to its origin by the definite values of momentum and energy as present events of the universe from them we can predict approximately in high precision it's past and future events.

Keywords: binary-signal mechanics, actual-information model of the universe, actual-transformation, information-transformation, uncertainty principle, Laplace's demon

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

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

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

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Authors: Chuan Yang, Jing Bie, Panagiotis Psimoulis, Zhong Wang

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Modelling and understanding vehicle volume distribution over the urban network are essential for urban design and transport planning. The space syntax approach was widely applied as the main conceptual and methodological framework for contemporary vehicle volume models with the help of the statistical method of multiple regression analysis (MRA). However, the MRA model with space syntax variables shows a limitation in vehicle volume predicting in accounting for the crossed effect of the urban configurational characters and socio-economic factors. The aim of this paper is to construct models by interacting with the combined impact of the street network structure and socio-economic factors. In this paper, we present a multilevel linear (ML) and an agent-based (AB) vehicle volume model at an urban scale interacting with space syntax theoretical framework. The ML model allowed random effects of urban configurational characteristics in different urban contexts. And the AB model was developed with the incorporation of transformed space syntax components of the MRA models into the agents’ spatial behaviour. Three models were implemented in the same urban environment. The ML model exhibit superiority over the original MRA model in identifying the relative impacts of the configurational characters and macro-scale socio-economic factors that shape vehicle movement distribution over the city. Compared with the ML model, the suggested AB model represented the ability to estimate vehicle volume in the urban network considering the combined effects of configurational characters and land-use patterns at the street segment level.

Keywords: space syntax, vehicle volume modeling, multilevel model, agent-based model

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Authors: Lidija R. Jevrić, Sanja O. Podunavac-Kuzmanović, Strahinja Z. Kovačević

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This study considers the selection of the most suitable in silico molecular descriptors that could be used for s-triazine pesticides characterization. Suitable descriptors among topological, geometrical and physicochemical are used for quantitative structure-retention relationships (QSRR) model establishment. Established models were obtained using linear regression (LR) and multiple linear regression (MLR) analysis. In this paper, MLR models were established avoiding multicollinearity among the selected molecular descriptors. Statistical quality of established models was evaluated by standard and cross-validation statistical parameters. For detection of similarity or dissimilarity among investigated s-triazine pesticides and their classification, principal component analysis (PCA) and hierarchical cluster analysis (HCA) were used and gave similar grouping. This study is financially supported by COST action TD1305.

Keywords: chemometrics, classification analysis, molecular descriptors, pesticides, regression analysis

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Authors: Entisar A. Elgmati

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Recurrent infant diarrhea is studied using daily data collected in Salvador, Brazil over one year and three months. A logistic regression model is fitted instead of Aalen's additive model using the same covariates that were used in the analysis with the additive model. The model gives reasonably similar results to that using additive regression model. In addition, the problem with the estimated conditional probabilities not being constrained between zero and one in additive model is solved here. Also martingale residuals that have been used to judge the goodness of fit for the additive model are shown to be useful for judging the goodness of fit of the logistic model.

Keywords: additive model, cumulative probabilities, infant diarrhoea, recurrent event

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Authors: Mohammad Mahdi Mohammadi Dehnavi, Alessandra De Angelis, Maria Rosaria Pecce

Abstract:

This paper deals with the role of studs in the structural response of steel-concrete composite beams. A tri-linear slip-shear strength law is assumed according to literature and codes provisions for developing a finite element (FE) model of a case study of a composite deck. The variation of the strength and ductility of the connection is implemented in the numerical model carrying out nonlinear analyses. The results confirm the utility of the model to evaluate the importance of the studs capacity, ductility and strength on the global response (ductility and strength) of the structures but also to analyze the trend of slip and shear at interface along the beams.

Keywords: stud connectors, finite element method, slip, shear load, steel-concrete composite bridge

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Authors: Praveen Huded, Suresh Dash

Abstract:

Pile foundations are one of the most preferred deep foundation system for high rise or heavily loaded structures. In many instances, the failure of the pile founded structures in liquefiable soils had been observed even in many recent earthquakes. Recent centrifuge and shake table experiments on two layered soil system have credibly shown that failure of pile foundation can occur because of buckling, as the pile behaves as an unsupported slender structural element once the surrounding soil liquefies. However the buckling capacity depends on largely on the depth of soil liquefied and its residual strength. Hence it is essential to check the pile against the possible buckling failure. Beam on non-linear Winkler Foundation is one of the efficient method to model the pile-soil behavior in liquefiable soil. The pile-soil interaction is modelled through p-y springs, different author have proposed different types of p-y curves for the liquefiable soil. In the present paper the influence two such p-y curves on the buckling capacity of pile foundation is studied considering initial geometric and non-linear behavior of pile foundation. The proposed method is validated against experimental results. Significant difference in the buckling capacity is observed for the two p-y curves used in the analysis. A parametric study is conducted to understand the influence of pile diameter, pile flexural rigidity, different initial geometric imperfections, and different soil relative densities on buckling capacity of pile foundation.

Keywords: Pile foundation , Liquefaction, Buckling load, non-linear py curve, Opensees

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Authors: Aid Abdelkrim

Abstract:

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: Lucille Alonso, Florent Renard

Abstract:

The characterizations of urban heat island (UHI) and their interactions with climate change and urban climates are the main research and public health issue, due to the increasing urbanization of the population. These solutions require a better knowledge of the UHI and micro-climate in urban areas, by combining measurements and modelling. This study is part of this topic by evaluating microclimatic conditions in dense urban areas in the Lyon Metropolitan Area (France) using a combination of data traditionally used such as topography, but also from LiDAR (Light Detection And Ranging) data, Landsat 8 satellite observation and Sentinel and ground measurements by bike. These bicycle-dependent weather data collections are used to build the database of the variable to be modelled, the air temperature, over Lyon’s hyper-center. This study aims to model the air temperature, measured during 6 mobile campaigns in Lyon in clear weather, using multiple linear regressions based on 33 explanatory variables. They are of various categories such as meteorological parameters from remote sensing, topographic variables, vegetation indices, the presence of water, humidity, bare soil, buildings, radiation, urban morphology or proximity and density to various land uses (water surfaces, vegetation, bare soil, etc.). The acquisition sources are multiple and come from the Landsat 8 and Sentinel satellites, LiDAR points, and cartographic products downloaded from an open data platform in Greater Lyon. Regarding the presence of low, medium, and high vegetation, the presence of buildings and ground, several buffers close to these factors were tested (5, 10, 20, 25, 50, 100, 200 and 500m). The buffers with the best linear correlations with air temperature for ground are 5m around the measurement points, for low and medium vegetation, and for building 50m and for high vegetation is 100m. The explanatory model of the dependent variable is obtained by multiple linear regression of the remaining explanatory variables (Pearson correlation matrix with a |r| < 0.7 and VIF with < 5) by integrating a stepwise sorting algorithm. Moreover, holdout cross-validation is performed, due to its ability to detect over-fitting of multiple regression, although multiple regression provides internal validation and randomization (80% training, 20% testing). Multiple linear regression explained, on average, 72% of the variance for the study days, with an average RMSE of only 0.20°C. The impact on the model of surface temperature in the estimation of air temperature is the most important variable. Other variables are recurrent such as distance to subway stations, distance to water areas, NDVI, digital elevation model, sky view factor, average vegetation density, or building density. Changing urban morphology influences the city's thermal patterns. The thermal atmosphere in dense urban areas can only be analysed on a microscale to be able to consider the local impact of trees, streets, and buildings. There is currently no network of fixed weather stations sufficiently deployed in central Lyon and most major urban areas. Therefore, it is necessary to use mobile measurements, followed by modelling to characterize the city's multiple thermal environments.

Keywords: air temperature, LIDAR, multiple linear regression, surface temperature, urban heat island

Procedia PDF Downloads 112