Search results for: parametric method

Authors: Alev Atak

Abstract:

We study the endogeneity in the cryptocurrency market over the branching ratio of the Hawkes process and evaluate the movement of self-excitability in the financial markets. We consider a semi-parametric self-exciting point process regression model where the excitation function is assumed to be smooth and decreasing but otherwise unspecified, and the baseline intensity is assumed to be a linear function of the regressors. We apply the empirical analysis to the three largest crypto assets, i.e. Bitcoin - Ethereum - Ripple, and provide a comparison with other financial assets such as SP500, Gold, and the volatility index VIX observed from January 2015 to December 2020. The results depict variable and high levels of endogeneity in the basket of cryptocurrencies under investigation, underlining the evidence of a significant role of endogenous feedback mechanisms in the price formation process.

Keywords: hawkes process, cryptocurrency, endogeneity, reflexivity

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Authors: T. Kritsana, P. Sawitri, P. Teeratas

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This article aims to study the effect of pressure on rocket motor case by Finite Element Method simulation to select optimal material in rocket motor manufacturing process. In this study, cylindrical tubes with outside diameter of 122 mm and thickness of 3 mm are used for simulation. Defined rocket motor case materials are AISI4130, AISI1026, AISI1045, AL2024 and AL7075. Internal pressure used for the simulation is 22 MPa. The result from Finite Element Method shows that at a pressure of 22 MPa rocket motor case produced by AISI4130, AISI1045 and AL7075 can be used. A comparison of the result between AISI4130, AISI1045 and AL7075 shows that AISI4130 has minimum principal stress and confirm the results of Finite Element Method by the used of calculation method found that, the results from Finite Element Method has good reliability.

Keywords: rocket motor case, finite element method, principal stress, simulation

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Authors: Mohammad Ghandehari Motlagh

Abstract:

Purpose: Comparing anterior chamber depth (ACD) measured with Orbscan II and Pentacam HR compared with the Smith method results. Methods: Smith method (1979) is a reliable method of measuring ACD only with help of slit lamp. In this study 102 phakic eyes as PRK candidates were imaged with both OrbScan and Pentacam and finally ACD was measured thru Smith method with slit lamp. ACD measured with Smith method was presumed as the gold standard and was compared with ACD of the 2 imaging devices. Contraindication cases for PRK and pseudophakic eyes have been excluded from the study. Results: Mean age of the patients was 35.2 ±14.8 yrs/old including 56 M(54.9%)and 46 F(45.09%).Acceptable correlation of ACD measured thru Smith method with Orbscan and Pentacam are R=0.958 and R=0.942 respectively and so Orbscan results can be used in procedures relying on ACD. Conclusion: ACDs measured with OrbScan is more precise than Pentacam and so can be more useful in some surgery procedures relying ACD results such as phakic IOLs and in cycloplegia contraindications.

Keywords: orbscan, pentacam, anterior chamber depth, slit lamp

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Authors: Mahmoud Lot

Abstract:

In this article, we will discuss the solution of elliptic optimal control problem. First, by using the nite element method, we obtain the discrete form of the problem. The obtained discrete problem is actually a large scale constrained optimization problem. Solving this optimization problem with traditional methods is difficult and requires a lot of CPU time and memory. But split Bergman method converts the constrained problem to an unconstrained, and hence it saves time and memory requirement. Then we use the split Bregman method for solving this problem, and examples show the speed and accuracy of split Bregman methods for solving these types of problems. We also use the SQP method for solving the examples and compare with the split Bregman method.

Keywords: Split Bregman Method, optimal control with elliptic partial differential equation constraint, finite element method

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Authors: Nada Jasim Habeeb, Rana Saad Mohammed, Muntaha Khudair Abbass

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For more efficient and fast video summarization, this paper presents a surveillance video summarization method. The presented method works to improve video summarization technique. This method depends on temporal differencing to extract most important data from large video stream. This method uses histogram differencing and Sum Conditional Variance which is robust against to illumination variations in order to extract motion objects. The experimental results showed that the presented method gives better output compared with temporal differencing based summarization techniques.

Keywords: temporal differencing, video summarization, histogram differencing, sum conditional variance

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Authors: M. Y. Waziri, M. A. Aliyu

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The paper proposes an approach to improve the performance of Broyden’s method for solving systems of nonlinear equations. In this work, we consider the information from two preceding iterates rather than a single preceding iterate to update the Broyden’s matrix that will produce a better approximation of the Jacobian matrix in each iteration. The numerical results verify that the proposed method has clearly enhanced the numerical performance of Broyden’s Method.

Keywords: mulit-step Broyden, nonlinear systems of equations, computational efficiency, iterate

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Authors: Tohru Kawabe

Abstract:

In this paper, a new SMC (Sliding Mode Control) method with MP (Model Predictive Control) integral action for the slip suppression of EV (Electric Vehicle) under braking is proposed. The proposed method introduce the integral term with standard SMC gain , where the integral gain is optimized for each control period by the MPC algorithms. The aim of this method is to improve the safety and the stability of EVs under braking by controlling the wheel slip ratio. There also include numerical simulation results to demonstrate the effectiveness of the method.

Keywords: sliding mode control, model predictive control, integral action, electric vehicle, slip suppression

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Authors: Nikhat Nawaz, S. Srinivasulu, P. Kesava Rao

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Feature extraction plays an important role in many remote sensing applications. Automatic extraction of water bodies is of great significance in many remote sensing applications like change detection, image retrieval etc. This paper presents a procedure for automatic extraction of water information from remote sensing images. The algorithm uses the relative location of R-colour component of the chromaticity diagram. This method is then integrated with the effectiveness of the spatial scale transformation of whole method. The whole method is based on water index fitted from spectral library. Experimental results demonstrate the improved accuracy and effectiveness of the integrated method for automatic extraction of water bodies.

Keywords: feature extraction, remote sensing, image retrieval, chromaticity, water index, spectral library, integrated method

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Authors: Ali Dehgan Moroozeh, B. Farhadi Bansouleh

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Evapotranspiration is one of the most important components of the hydrological cycle. Evapotranspiration (ETo) is an important variable in water and energy balances on the earth’s surface, and knowledge of the distribution of ET is a key factor in hydrology, climatology, agronomy and ecology studies. Many researchers have a valid relationship, which is a function of climate factors, to estimate the potential evapotranspiration presented to the plant water stress or water loss, prevent. The FAO-Penman method (PM) had been recommended as a standard method. This method requires many data and these data are not available in every area of world. So, other methods should be evaluated for these conditions. When sufficient or reliable data to solve the PM equation are not available then Hargreaves equation can be used. The Hargreaves equation (HG) requires only daily mean, maximum and minimum air temperature extraterrestrial radiation .In this study, Hargreaves method (HG) were evaluated in 12 stations in the North West region of Iran. Results of HG and M.HG methods were compared with results of PM method. Statistical analysis of this comparison showed that calibration process has had significant effect on efficiency of Hargreaves method.

Keywords: evapotranspiration, hargreaves, equation, FAO-Penman method

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Authors: Tahmidul Islam

Abstract:

Propensity Score Matching (PSM) technique has been widely used for estimating causal effect of treatment in observational studies. One major step of implementing PSM is estimating the propensity score (PS). Logistic regression model with additive linear terms of covariates is most used technique in many studies. Logistics regression model is also used with cubic splines for retaining flexibility in the model. However, choosing the functional form of the logistic regression model has been a question since the effectiveness of PSM depends on how accurately the PS been estimated. In many situations, the linearity assumption of linear logistic regression may not hold and non-linear relation between the logit and the covariates may be appropriate. One can estimate PS using machine learning techniques such as random forest, neural network etc for more accuracy in non-linear situation. In this study, an attempt has been made to compare the efficacy of Generalized Additive Model (GAM) in various linear and non-linear settings and compare its performance with usual logistic regression. GAM is a non-parametric technique where functional form of the covariates can be unspecified and a flexible regression model can be fitted. In this study various simple and complex models have been considered for treatment under several situations (small/large sample, low/high number of treatment units) and examined which method leads to more covariate balance in the matched dataset. It is found that logistic regression model is impressively robust against inclusion quadratic and interaction terms and reduces mean difference in treatment and control set equally efficiently as GAM does. GAM provided no significantly better covariate balance than logistic regression in both simple and complex models. The analysis also suggests that larger proportion of controls than treatment units leads to better balance for both of the methods.

Keywords: accuracy, covariate balances, generalized additive model, logistic regression, non-linearity, propensity score matching

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Authors: F. Boufera, F. Debbat

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This paper deals with an approach based on limit-cycles method for the problem of obstacle avoidance of mobile robots in unknown environments for any form of obstacles. The purpose of this approach is the improvement of limit-cycles method in order to obtain safe and flexible navigation. The proposed algorithm has been successfully tested in different configuration on simulation.

Keywords: mobile robot, navigation, avoidance of obstacles, limit-cycles method

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Authors: A. H. Choudhury

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In this paper, a highly accurate numerical method for the solution of one-dimensional fourth-order wave equation is derived. This hyperbolic problem is solved by using semidiscrete approximations. The space direction is discretized by wavelet-Galerkin method, and the time variable is discretized by using Newmark schemes.

Keywords: hyperbolic problem, semidiscrete approximations, stability, Wavelet-Galerkin Method

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Authors: Christakis Damianou, Christos Christofi, Nicos Mylonas

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The aim of this paper was to conduct a feasibility study using a flat rectangular (3x10 mm2) MRI compatible transducer operating at 5 MHz for destroying atherosclerotic plaque using the thermal effects of ultrasound in in vitro models. A parametric study was performed where the time needed to ablate the plaque was studied as a function of Spatial Average Temporal Average (SATA) intensity, and pulse duration. The time needed to ablate plaque is directly related to intensity, and pulse duration. The temperature measured close to the artery is above safe limits and therefore thermal ultrasound does not have a place in removing plaques in arteries.

Keywords: ultrasound, atherosclerotic, plaque, pulse

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Authors: Rahman Dashti, Ehsan Gord

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In this paper, an improved impedance based fault location method is proposed. In this method, online fault locating is performed using voltage and current information at the beginning of the feeder. Determining precise fault location in a short time increases reliability and efficiency of the system. The proposed method utilizes information about main component of voltage and current at the beginning of the feeder and distributed generation unit (DGU) in order to precisely locate different faults in acceptable time. To evaluate precision and accuracy of the proposed method, a 13-node is simulated and tested using MATLAB.

Keywords: distribution network, fault section determination, distributed generation units, distribution protection equipment

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Authors: W. S. Lawal, T. Akande

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Abstract— Four (4) difference methods were employed to detoxify Jatropha carcas, they were physical method (it include soaking and sun drying) Chemical (the use of methylated sprit, hexane and methane). Biological (the use of Aspergillus niger and then sundry for 7days and then Bacillus lichiformis) and Combined method (the combination of chemical and biological methods). Phobol esther analysis was carried out after the detoxification methods and it was found that the combined method is better off (P<0.05). Detoxified Jatropha from each of this methods was sundry and grinded for easy inclusion into poultry feed, detoxified jatropha was included at 0%, 0.5%, 1%, 2%, 3%, 4%, and 5% but the combined method was increased up to 7% because the birds were able to tolerate it, the 0% was the control experiment. 405 day old broiler chicks was used to test the effect of detoxified Jatropha carcas on their performance, there are 5birds per treatment and there are 3 replicates, the experiment lasted for 8weeks,highest number of mortality was obtained in physical method, birds in chemical method tolerated up to 3% Jatropha carcas, biological method is better, as birds there were comfortable at 5% but the best of them is combined method the birds did very well at 7% as there were less mortality and highest weight gain was achieved here (P<0.05) and it was recommended.

Keywords: phobol esther, inclusion level, tolerance level, Jatropha carcas

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Authors: Hadi Farhadian, Homayoon Katibeh

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In this paper, groundwater seepage into Amirkabir tunnel has been estimated using analytical and numerical methods for 14 different sections of the tunnel. Site Groundwater Rating (SGR) method also has been performed for qualitative and quantitative classification of the tunnel sections. The obtained results of above-mentioned methods were compared together. The study shows reasonable accordance with results of the all methods unless for two sections of tunnel. In these two sections there are some significant discrepancies between numerical and analytical results mainly originated from model geometry and high overburden. SGR and the analytical and numerical calculations, confirm the high concentration of seepage inflow in fault zones. Maximum seepage flow into tunnel has been estimated 0.425 lit/sec/m using analytical method and 0.628 lit/sec/m using numerical method occurred in crashed zone. Based on SGR method, six sections of 14 sections in Amirkabir tunnel axis are found to be in "No Risk" class that is supported by the analytical and numerical seepage value of less than 0.04 lit/sec/m.

Keywords: water Seepage, Amirkabir Tunnel, analytical method, DEM, SGR

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Authors: S. A. M. Yatim, Z. B. Ibrahim, K. I. Othman, M. Suleiman

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The method of solving second order stiff ordinary differential equation (ODEs) that is based on backward differentiation formula (BDF) is considered in this paper. We derived the method by increasing the order of the existing method using an improved strategy in choosing the step size. Numerical results are presented to compare the efficiency of the proposed method to the MATLAB’s suite of ODEs solvers namely ode15s and ode23s. The method was found to be efficient to solve second order ordinary differential equation.

Keywords: backward differentiation formulae, block backward differentiation formulae, stiff ordinary differential equation, variable step size

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Authors: Abbes Lounis, Kahina Louadj, Mohamed Aidene

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This paper presents an optimal control problem applied to a robot; the problem is to determine a command which makes it possible to reach a final state from a given initial state in record time. The approach followed to solve this optimization problem with constraints on the control starts by presenting the equations of motion of the dynamic system then by applying Pontryagin's maximum principle (PMP) to determine the optimal control, and Picard's successive approximation method combined with the shooting method to solve the resulting differential system.

Keywords: robotics, Pontryagin's Maximum Principle, PMP, Picard's method, shooting method, non-linear differential systems

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Authors: Kirill Trapezon, Alexandr Trapezon

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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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Authors: Maysam Shahsavari, Seyed Jamalaldin Haddadi

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There are several methods to localize a mobile robot such as relative, absolute and probabilistic. In this paper, particle filter due to its simple implementation and the fact that it does not need to know to the starting position will be used. This method estimates the position of the mobile robot using a probabilistic distribution, relying on a known map of the environment instead of predicting it. Afterwards, it updates this estimation by reading input sensors and control commands. To receive information from the surrounding world, distance to obstacles, for example, a Kinect is used which is much cheaper than a laser range finder. Finally, after explaining the Adaptive Particle Filter method and its implementation in detail, we will compare this method with the dead reckoning method and show that this method is much more suitable for situations in which we have a map of the environment.

Keywords: particle filter, localization, methods, odometry, kinect

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Authors: Mohammad Mojtahedpoor

Abstract:

In this paper, it has been studied the method of optimal design of the supersonic nozzle. It could make viscous axisymmetric nozzles that the quality of their outlet flow is quite desired. In this method, it is optimized the divergent nozzle, at first. The initial divergent nozzle contour is designed through the method of characteristics and adding a suitable boundary layer to the inviscid contour. After that, it is made a proper grid and then simulated flow by the numerical solution and AUSM+ method by using the operation boundary condition. At the end, solution outputs are investigated and optimized. The numerical method has been validated with experimental results. Also, in order to evaluate the effectiveness of the present method, the nozzles compared with the previous studies. The comparisons show that the nozzles obtained through this method are sufficiently better in some conditions, such as the flow uniformity, size of the boundary layer, and obtained an axial length of the nozzle. Designing the convergent nozzle part affects by flow uniformity through changing its axial length and input diameter. The results show that increasing the length of the convergent part improves the output flow uniformity.

Keywords: nozzle, supersonic, optimization, characteristic method, CFD

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Authors: Matheus Fernando Pereira, Varese Salvador Timoteo

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In this work, we have solved the two-dimensional advection-diffusion equation numerically for a spatially dependent solute dispersion along non-uniform flow with a pulse type source in order to make a systematic study on the influence of medium heterogeneity, initial flow velocity, and initial dispersion coefficient parameters on the solutions of the equation. The behavior of the solutions is then investigated as we change the three parameters independently. Our results show that even though the parameters represent different physical features of the system, the effect on their variation is very similar. We also observe that the effects caused by the parameters on the concentration depend on the distance from the source. Finally, our numerical results are in good agreement with the exact solutions for all values of the parameters we used in our analysis.

Keywords: advection-diffusion equation, dispersion, numerical methods, pulse-type source

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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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Authors: Assiya Madenovna Borsynbayeva, Kairat Altynbekovich Turgenbayev, Nikolay Petrovich Ivanov

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In this article presents the results of rapid diagnostics of tuberculosis in comparison with classical bacteriological method. The proposed method of rapid diagnosis of tuberculosis than bacteriological method allows shortening the time of diagnosis to 7 days, to visualize the growth of mycobacteria in the semi-liquid medium and differentiate the type of mycobacterium. Fast definition of Mycobacterium tuberculosis and its derivatives in the culture medium is a new and promising direction in the diagnosis of tuberculosis.

Keywords: animal diagnosis of tuberculosis, bacteriological diagnostics, antigen, specific antibodies, immunological reaction

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Authors: A. M. Sagir

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Discrete linear multistep block method of uniform order for the solution of first order Initial Value Problems (IVPs) in Ordinary Differential Equations (ODEs) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.

Keywords: block method, first order ordinary differential equations, hybrid, self-starting

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Authors: Mozhdeh Shirinzadeh, Richard Stroetmann

Abstract:

Orthotropic steel deck bridge consists of a deck plate, longitudinal stiffeners under the deck plate, cross beams and the main longitudinal girders. Due to the several advantages, Orthotropic Steel Deck (OSD) systems have been utilized in many bridges worldwide. The significant feature of this structural system is its high load-bearing capacity while having relatively low dead weight. In addition, cost efficiency and the ability of rapid field erection have made the orthotropic steel deck a popular type of bridge worldwide. However, OSD bridges are highly susceptible to fatigue damage. A large number of welded joints can be regarded as the main weakness of this system. This problem is, in particular, evident in the bridges which were built before 1994 when the fatigue design criteria had not been introduced in the bridge design codes. Recently, an Orthotropic-composite slab (OCS) for road bridges has been experimentally and numerically evaluated and developed at Technische Universität Dresden as a part of AIF-FOSTA research project P1265. The results of the project have provided a solid foundation for the design and analysis of Orthotropic-composite decks with dowel strips as a durable alternative to conventional steel or reinforced concrete decks. In continuation, while using the achievements of that project, the application of a modified Ortho-composite deck for an existing typical OSD bridge is investigated. Composite action is obtained by using rows of dowel strips in a clothoid (CL) shape. Regarding Eurocode criteria for different fatigue detail categories of an OSD bridge, the effect of the proposed modification approach is assessed. Moreover, a numerical parametric study is carried out utilizing finite element software to determine the impact of different variables, such as the size and arrangement of dowel strips, the application of transverse or longitudinal rows of dowel strips, and local wheel loads. For the verification of the simulation technique, experimental results of a segment of an OCS deck are used conducted in project P1265. Fatigue assessment is performed based on the last draft of Eurocode 1993-2 (2024) for the most probable detail categories (Hot-Spots) that have been reported in the previous statistical studies. Then, an analytical comparison is provided between the typical orthotropic steel deck and the modified Ortho-composite deck bridge in terms of fatigue issues and durability. The load-bearing capacity of the bridge, the critical deflections, and the composite behavior are also evaluated and compared. Results give a comprehensive overview of the efficiency of the rehabilitation method considering the required design service life of the bridge. Moreover, the proposed approach is assessed with regard to the construction method, details and practical aspects, as well as the economic point of view.

Keywords: composite action, fatigue, finite element method, steel deck, bridge

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Authors: F. J. Adeyeye, D. Eni, K. M. Okedoye

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In this paper we present a Hybrid of Adomian decomposition method (ADM). This is the substitution of a One-step method of Taylor’s series approximation of orders I and II, into the nonlinear part of Adomian decomposition method resulting in a convergent series scheme. This scheme is applied to solve some Logistic problems represented as Abelian differential equation and the results are compared with the actual solution and Runge-kutta of order IV in order to ascertain the accuracy and efficiency of the scheme. The findings shows that the scheme is efficient enough to solve logistic problems considered in this paper.

Keywords: Adomian decomposition method, nonlinear part, one-step method, Taylor series approximation, hybrid of Adomian polynomial, logistic problem, Malthusian parameter, Verhulst Model

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Authors: Abid Fida Masih

Abstract:

Forced degradation study of Rifaximin was conducted to determine the stability indicating potential of HPLC testing method for detection of Rifaximin in formulated tablets to be employed for quality control and stability testing. The questioned method applied with mobile phase methanol: water (70:30), 5µm, 250 x 4.6mm, C18 column, wavelength 293nm and flow rate of 1.0 ml/min. Forced degradation study was performed under oxidative, acidic, basic, thermal and photolytic conditions. The applied method successfully determined the degradation products after acidic and basic degradation without interfering with Rifaximin detection. Therefore, the method was said to be stability indicating and can be applied for quality control and stability testing of Rifaxmin tablets during its shelf life.

Keywords: forced degradation, high-performance liquid chromatography, method validation, rifaximin, stability indicating method

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Authors: N. Benmebarek, F. Berrabah, S. Benmebarek

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This paper is interested by numerical analysis using PLAXIS code of geosynthetic reinforced embankment crossing a section about 11 km on sabkha soil of Chott El Hodna in Algeria. The site observations indicated that the surface soil of this sabkha is very sensitive to moisture and complicated by the presence of locally weak zones. Therefore, serious difficulties were encountered during building the first embankment layer. This paper focuses on the use of geosynthetic to mitigate the difficulty encountered. Due to the absence of an accepted design methods, parametric studies are carried out to assess the effect of basal embankment reinforcement on both the bearing capacity and compaction conditions. The results showed the contribution conditions of geosynthetics to improve the bearing capacity of sabkha soil.

Keywords: reinforced embankment, numerical modelling, geosynthetics, weak bearing capacity

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Authors: Jyh-Yang Wu, Sheng-Gwo Chen

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In this paper, we present a simple effective numerical geometric method to estimate the divergence of a vector field over a curved surface. The conservation law is an important principle in physics and mathematics. However, many well-known numerical methods for solving diffusion equations do not obey conservation laws. Our presented method in this paper combines the divergence theorem with a generalized finite difference method and obeys the conservation law on discrete closed surfaces. We use the similar method to solve the Cahn-Hilliard equations on evolving spherical surfaces and observe stability results in our numerical simulations.

Keywords: conservation laws, diffusion equations, Cahn-Hilliard equations, evolving surfaces

Procedia PDF Downloads 494