Search results for: NARX (Nonlinear Autoregressive Exogenous Model)

Authors: Giriraj Achari, Malay Bhattacharyya

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In this paper, the effectiveness of Copula Markov Switching Multifractal (MSM) models at forecasting Value-at-Risk of a two-stock portfolio is studied. The innovations are allowed to be drawn from distributions that can capture skewness and leptokurtosis, which are well documented empirical characteristics observed in financial returns. The candidate distributions considered for this purpose are Johnson-SU, Pearson Type-IV and α-Stable distributions. The two univariate marginal distributions are combined using the Student-t copula. The estimation of all parameters is performed by Maximum Likelihood Estimation. Finally, the models are compared in terms of accurate Value-at-Risk (VaR) forecasts using tests of unconditional coverage and independence. It is found that Copula-MSM-models with leptokurtic innovation distributions perform slightly better than Copula-MSM model with Normal innovations. Copula-MSM models, in general, produce better VaR forecasts as compared to traditional methods like Historical Simulation method, Variance-Covariance approach and Copula-Generalized Autoregressive Conditional Heteroscedasticity (Copula-GARCH) models.

Keywords: Copula, Markov Switching, multifractal, value-at-risk

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Authors: Maria Ahmadnezhad, Seyedgharani Ghoreishi ‎

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Electrohydraulic servo system have been used in industry in a wide ‎number of applications. Its ‎dynamics are highly nonlinear and also ‎have large extent of model uncertainties and external ‎disturbances. ‎In this thesis, a robust back-stepping control (RBSC) scheme is ‎proposed to overcome ‎the problem of disturbances and system ‎uncertainties effectively and to improve the set-point ‎performance ‎of EHS systems. In order to implement the proposed control ‎scheme, the system ‎uncertainties in EHS systems are considered as ‎total leakage coefficient and effective oil volume. In ‎addition, in ‎order to obtain the virtual controls for stabilizing system, the ‎update rule for the ‎system uncertainty term is induced by the ‎Lyapunov control function (LCF). To verify the ‎performance and ‎robustness of the proposed control system, computer simulation of ‎the ‎proposed control system using Matlab/Simulink Software is ‎executed. From the computer ‎simulation, it was found that the ‎RBSC system produces the desired set-point performance and ‎has ‎robustness to the disturbances and system uncertainties of ‎EHS systems.‎

Keywords: electro hydraulic servo system, back-stepping control, robust back-‎stepping control, Lyapunov redesign‎

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Authors: Amr Abdel Azim Ali, G. A. Elsheikh, Moutaz Hegazy

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This paper presents verification of a modeling and simulation for a Spacecraft (SC) attitude and orbit control system. Detailed formulation of coupled SC orbital and attitude equations of motion is performed in order to achieve accepted accuracy to meet the requirements of multitargets tracking and orbit correction complex modes. Correction of the target parameter based on the estimated state vector during shooting time to enhance pointing accuracy is considered. Time-optimal nonlinear feedback control technique was used in order to take full advantage of the maximum torques that the controller can deliver. This simulation provides options for visualizing SC trajectory and attitude in a 3D environment by including an interface with V-Realm Builder and VR Sink in Simulink/MATLAB. Verification data confirms the simulation results, ensuring that the model and the proposed control law can be used successfully for large and fast tracking and is robust enough to keep the pointing accuracy within the desired limits with considerable uncertainty in inertia and control torque.

Keywords: attitude and orbit control, time-optimal nonlinear feedback control, modeling and simulation, pointing accuracy, maximum torques

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Authors: Alam Ali, Ashok Kumar Pathak

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Path analysis is a statistical technique used to evaluate the strength of the direct and indirect effects of variables. One or more structural regression equations are used to estimate a series of parameters in order to find the better fit of data. Sometimes, exogenous variables do not show a significant strength of their direct and indirect effect when the assumption of classical regression (ordinary least squares (OLS)) are violated by the nature of the data. The main motive of this article is to investigate the efficacy of the copula-based regression approach over the classical regression approach and calculate the direct and indirect effects of variables when data violates the OLS assumption and variables are linked through an elliptical copula. We perform this study using a well-organized numerical scheme. Finally, a real data application is also presented to demonstrate the performance of the superiority of the copula approach.

Keywords: path analysis, copula-based regression models, direct and indirect effects, k-fold cross validation technique

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Authors: Vahid Tabrizi, Reza GHasemi, Ahmadreza Vali

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This paper presents robust nonlinear control law for a quadrotor UAV using fast terminal sliding mode control. Fast terminal sliding mode idea is used for introducing a nonlinear sliding variable that guarantees the finite time convergence in sliding phase. Then, in reaching phase for removing chattering and producing smooth control signal, continuous approximation idea is used. Simulation results show that the proposed algorithm is robust against parameter uncertainty and has better performance than conventional sliding mode for controlling a quadrotor UAV.

Keywords: quadrotor UAV, fast terminal sliding mode, second order sliding mode t

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Authors: Wajih Abbassi, Zouhaier Ben Khelifa

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The present research points towards the empirical validation of three options valuation models, the ad-hoc Black-Scholes model as proposed by Berkowitz (2001), the constant elasticity of variance model of Cox and Ross (1976) and the Kou jump-diffusion model (2002). Our empirical analysis has been conducted on a sample of 26,974 options written on three indexes, the S&P 500, Nasdaq 100 and the Russell 2000 that were negotiated during the year 2007 just before the sub-prime crisis. We start by presenting the theoretical foundations of the models of interest. Then we use the technique of trust-region-reflective algorithm to estimate the structural parameters of these models from cross-section of option prices. The empirical analysis shows the superiority of the Kou jump-diffusion model. This superiority arises from the ability of this model to portray the behavior of market participants and to be closest to the true distribution that characterizes the evolution of these indices. Indeed the double-exponential distribution covers three interesting properties that are: the leptokurtic feature, the memory less property and the psychological aspect of market participants. Numerous empirical studies have shown that markets tend to have both overreaction and under reaction over good and bad news respectively. Despite of these advantages there are not many empirical studies based on this model partly because probability distribution and option valuation formula are rather complicated. This paper is the first to have used the technique of nonlinear curve-fitting through the trust-region-reflective algorithm and cross-section options to estimate the structural parameters of the Kou jump-diffusion model.

Keywords: jump-diffusion process, Kou model, Leptokurtic feature, trust-region-reflective algorithm, US index options

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Authors: Maria Ahmadnezhad, Mohammad Reza Soltanpour

Abstract:

Electrohydraulic servo systems have been used in industry in a wide number of applications. Its dynamics ‎are highly nonlinear and also have large extent of model uncertainties and external disturbances. In this ‎thesis, a robust back-stepping control (RBSC) scheme is proposed to overcome the problem of ‎disturbances and system uncertainties effectively and to improve the tracking performance of EHS ‎systems. In order to implement the proposed control scheme, the system uncertainties in EHS systems ‎are considered as total leakage coefficient and effective oil volume. In addition, in order to obtain the ‎virtual controls for stabilizing system, the update rule for the system uncertainty term is induced by the ‎Lyapunov control function (LCF). To verify the performance and robustness of the proposed control ‎system, computer simulation of the proposed control system using Matlab/Simulink Software is ‎executed. From the computer simulation, it was found that the RBSC system produces the desired ‎tracking performance and has robustness to the disturbances and system uncertainties of EHS systems.‎

Keywords: electro hydraulic servo system, back-stepping control, robust back-stepping control, Lyapunov redesign

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Authors: Sachin Singh, Thomas Penzel, Dinesh Nandan

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Accurate identification of Sleep Apnea Hypopnea Syndrom Diagnosis is difficult problem for human expert because of variability among persons and unwanted noise. This paper proposes the diagonosis of Sleep Apnea Hypopnea Syndrome (SAHS) using airflow, ECG, Pulse and SaO2 signals. The features of each type of these signals are extracted using statistical methods and ANN learning methods. These extracted features are used to approximate the patient's Apnea Hypopnea Index(AHI) using sample signals in model. Advance signal processing is also applied to snore sound signal to locate snore event and SaO2 signal is used to support whether determined snore event is true or noise. Finally, Apnea Hypopnea Index (AHI) event is calculated as per true snore event detected. Experiment results shows that the sensitivity can reach up to 96% and specificity to 96% as AHI greater than equal to 5.

Keywords: neural network, AHI, statistical methods, autoregressive models

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Authors: M. Benhaliliba, A. Ben Ahmed, C.E. Benouis, A.Ayeshamariam

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The properties of nonlinear optical NLOs are examined, and the results confirm the 2.19 eV HOMO-LUMO mismatch. In the Al-Pc cluster, certain functional bond lengths and bond angles have been observed. The Quantum chemical method (DFT and TD-DFT) and Vibrational spectra properties of AlPc are studied. X-ray pattern reveals the crystalline structure along with the (242) orientation of the AlPc organic thin layer. UV-Vis shows the frequency selective behavior of the device. The absorbance of such layer exhibits a high value within the UV range and two consecutive peaks within visible range. Spin coating is used to make an organic diode based on the Aluminium-phthalocynanine (AlPc-Cl) molecule. Under dark and light conditions, electrical characterization of Ag/AlPc/Si/Au is obtained. The diode's high rectifying capability (about 1x104) is subsequently discovered. While the height barrier is constant and saturation current is greatly reliant on light, the ideality factor of such a diode increases to 6.9 which confirms the non-ideality of such a device. The Cheung-Cheung technique is employed to further the investigation and gain additional data such as series resistance and barrier height.

Keywords: AlPc-Cl organic material, nonlinear optic, optical filter, diode

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Authors: L. Rakesh, T. Y. Heblekar

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This study entails the development and optimization of a mathematical model for a floating drum biogas reactor from first principles using thermal and empirical considerations. The model was derived on the basis of mass conservation, lumped mass heat transfer formulations and empirical biogas formation laws. The treatment leads to a system of coupled nonlinear ordinary differential equations whose solution mapped four-time independent controllable parameters to five output variables which adequately serve to describe the reactor performance. These equations were solved numerically using fourth order Runge-Kutta method for a range of input parameter values. Using the data so obtained an Artificial Neural Network with a single hidden layer was trained using Levenberg-Marquardt Damped Least Squares (DLS) algorithm. This network was then fine-tuned for optimal mapping by varying hidden layer size. This fast forward model was then employed as a health score generator in the Bacterial Foraging Optimization code. The optimal operating state of the simplified Biogas reactor was thus obtained.

Keywords: biogas, floating drum reactor, neural network model, optimization

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Authors: Ana M. Korol, Bibiana Riquelme, Osvaldo A. Rosso

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Since erythrocyte deformability analysis is mostly qualitative, the development of quantitative nonlinear methods is crucial for restricting subjectivity in the study of cell behaviour. An electro-optic mechanic system called erythrodeformeter has been developed and constructed in our laboratory in order to evaluate the erythrocytes' viscoelasticity. A numerical method formulated on the basis of fractal approximation for ordinary (OBM) and fractionary Brownian motion (FBM), as well as wavelet transform analysis, are proposed to distinguish chaos from noise based on the assumption that diffractometric data involves both deterministic and stochastic components, so it could be modelled as a system of bounded correlated random walk. Here we report studies on 25 donors: 4 alpha thalassaemic patients, 11 beta thalassaemic patients, and 10 healthy controls non-alcoholic and non-smoker individuals. The Correlation Coefficient, a nonlinear parameter, showed evidence of the changes in the erythrocyte deformability; the Wavelet Entropy could quantify those differences which are detected by the light diffraction patterns. Such quantifiers allow a good deal of promise and the possibility of a better understanding of the rheological erythrocytes aspects and also could help in clinical diagnosis.

Keywords: red blood cells, deformability, nonlinear dynamics, chaos theory, wavelet trannsform

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Authors: Hassan Parandvar, Mehrdad Farid

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In this paper, a finite element modeling is presented for large amplitude vibration of functionally graded material (FGM) plates subjected to combined random pressure and thermal load. The material properties of the plates are assumed to vary continuously in the thickness direction by a simple power law distribution in terms of the volume fractions of the constituents. The material properties depend on the temperature whose distribution along the thickness can be expressed explicitly. The von Karman large deflection strain displacement and extended Hamilton's principle are used to obtain the governing system of equations of motion in structural node degrees of freedom (DOF) using finite element method. Three-node triangular Mindlin plate element with shear correction factor is used. The nonlinear equations of motion in structural degrees of freedom are reduced by using modal reduction method. The reduced equations of motion are solved numerically by 4th order Runge-Kutta scheme. In this study, the random pressure is generated using Monte Carlo method. The modeling is verified and the nonlinear dynamic response of FGM plates is studied for various values of volume fraction and sound pressure level under different thermal loads. Snap-through type behavior of FGM plates is studied too.

Keywords: nonlinear vibration, finite element method, functionally graded material (FGM) plates, snap-through, random vibration, thermal effect

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Authors: Maximilian Cedzich, Ingo Dietz Von Bayer, Roland Jochem

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In order for industrial companies to continue to succeed in dynamic, globalized markets, they must be able to train their employees in an agile manner and at short notice in line with the exogenous conditions that arise. For this purpose, it is indispensable to operate a proactive competence management system for employees that recognizes qualification needs timely in order to be able to address them promptly through qualification measures. However, there are hardly any approaches to be found in the literature that includes systematic, proactive competence management. In order to help close this gap, this publication presents a process model that systematically develops bottom-up, future-oriented target competence profiles based on the tasks of the employees. Concretely, in the first step, the tasks of the individual employees are examined for assumed future conditions. In other words, qualitative scenarios are considered for the individual tasks to determine how they are likely to change. In a second step, these scenario-based future tasks are translated into individual future-related target competencies of the employee using a matrix of generic task properties. The final step pursues the goal of validating the target competence profiles formed in this way within the framework of a management workshop. This process model provides industrial companies with a tool that they can use to determine the competencies required by their own employees in the future and compare them with the actual prevailing competencies. If gaps are identified between the target and the actual, these qualification requirements can be closed in the short term by means of qualification measures.

Keywords: dynamic globalized markets, employee competence management, industrial companies, knowledge management

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Authors: Mostafa Jafarian Abyaneh, Khashayar Jafari, Vahab Toufigh

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The cost of experiments on different types of concrete has raised the demand for prediction of their behavior with numerical analysis. In this research, an advanced numerical model has been presented to predict the complete elastic-plastic behavior of polymer concrete (PC), high-strength concrete (HSC), high performance concrete (HPC) along with different steel fiber contents under uniaxial compression. The accuracy of the numerical response was satisfactory as compared to other conventional simple models such as Mohr-Coulomb and Drucker-Prager. In order to predict the complete elastic-plastic behavior of specimens including softening behavior, disturbed state concept (DSC) was implemented by nonlinear finite element analysis (NFEA) and hierarchical single surface (HISS) failure criterion, which is a failure surface without any singularity.

Keywords: disturbed state concept (DSC), hierarchical single surface (HISS) failure criterion, high performance concrete (HPC), high-strength concrete (HSC), nonlinear finite element analysis (NFEA), polymer concrete (PC), steel fibers, uniaxial compression test

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Authors: Sofia M. Karadimitriou, Kostas Triantafyllopoulos, Timothy Heaton

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Reduced dimension Dynamic Spatio-Temporal Models (DSTMs) jointly describe the spatial and temporal evolution of a function observed subject to noise. A basic state space model is adopted for the discrete temporal variation, while a continuous autoregressive structure describes the continuous spatial evolution. Application of such a DSTM relies upon the pre-selection of a suitable reduced set of basic functions and this can present a challenge in practice. In this talk, we propose an online estimation method for high dimensional spatio-temporal data based upon DSTM and we attempt to resolve this issue by allowing the basis to adapt to the observed data. Specifically, we present a wavelet decomposition in order to obtain a parsimonious approximation of the spatial continuous process. This parsimony can be achieved by placing a Laplace prior distribution on the wavelet coefficients. The aim of using the Laplace prior, is to filter wavelet coefficients with low contribution, and thus achieve the dimension reduction with significant computation savings. We then propose a Hierarchical Bayesian State Space model, for the estimation of which we offer an appropriate particle filter algorithm. The proposed methodology is illustrated using real environmental data.

Keywords: multidimensional Laplace prior, particle filtering, spatio-temporal modelling, wavelets

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Authors: Arash Jafari, Mehdi Taghaddosi, Azin Parvin

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In this study, a vibrational differential equation governing on swinging single-degree-of-freedom pendulum in a viscous fluid has been investigated. The damping process is characterized according to two different regimes: at first, damping in stationary viscous fluid, in the second, damping in flowing viscous fluid with constant velocity. Our purpose is to enhance the ability of solving the mentioned nonlinear differential equation with a simple and innovative approach. Comparisons are made between new method and Numerical Method (rkf45). The results show that this method is very effective and simple and can be applied for other nonlinear problems.

Keywords: oscillating systems, angular frequency and damping ratio, pendulum at fluid, locus of maximum

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Authors: Siphat Lim

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This study used Autoregressive Distributed Lag (ARDL) approach to cointegration. In the long-run the general price level and exchange rate have a positively significant effect on domestic output. The estimated result further revealed that fiscal stimulus help stimulate domestic output in the long-run, but not in the short-run, while monetary expansion help to stimulate output in both short-run and long-run. The result is complied with the theory which is the macroeconomic policies, fiscal and monetary policy; help to stimulate domestic output in the long-run. The estimated result of the Vector Error Correction Model (VECM) has indicated more clearly that the consumer price index has a positive effect on output with highly statistically significant. Increasing in the general price level would increase the competitiveness among producers than increase in the output. However, the exchange rate also has a positive effect and highly significant on the gross domestic product. The exchange rate depreciation might increase export since the purchasing power of foreigners has increased. More importantly, fiscal stimulus would help stimulate the domestic output in the long-run since the coefficient of government expenditure is positive. In addition, monetary expansion would also help stimulate the output and the result is highly significant. Thus, fiscal stimulus and monetary expansionary would help stimulate the domestic output in the long-run in Cambodia.

Keywords: fiscal policy, monetary policy, ARDL, VECM

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Authors: Amirhossein Chambari

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This article proposes a bi-objective model for the facility location problem subject to congestion (overcrowding). Motivated by implementations to locate servers in internet mirror sites, communication networks, one-server-systems, so on. This model consider for situations in which immobile (or fixed) service facilities are congested (or queued) by stochastic demand to behave as M/M/1/K queues. We consider for this problem two simultaneous perspectives; (1) Customers (desire to limit times of accessing and waiting for service) and (2) Service provider (desire to limit average facility idle-time). A bi-objective model is setup for facility location problem with two objective functions; (1) Minimizing sum of expected total traveling and waiting time (customers) and (2) Minimizing the average facility idle-time percentage (service provider). The proposed model belongs to the class of mixed-integer nonlinear programming models and the class of NP-hard problems. In addition, to solve the model, controlled elitist non-dominated sorting genetic algorithms (Controlled NSGA-II) and controlled elitist non-dominated ranking genetic algorithms (NRGA-I) are proposed. Furthermore, the two proposed metaheuristics algorithms are evaluated by establishing standard multiobjective metrics. Finally, the results are analyzed and some conclusions are given.

Keywords: bi-objective, facility location, queueing, controlled NSGA-II, NRGA-I

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Authors: Parshanth Maroju, Ramandeep Behl, Sandile S. Motsa

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In this study, we proposed a simple and interesting family of fourth-order multi-point methods without memory for obtaining simple roots. This family requires only three functional evaluations (viz. two of functions f(xn), f(yn) and third one of its first-order derivative f'(xn)) per iteration. Moreover, the accuracy and validity of new schemes is tested by a number of numerical examples are also proposed to illustrate their accuracy by comparing them with the new existing optimal fourth-order methods available in the literature. It is found that they are very useful in high precision computations. Further, the dynamic study of these methods also supports the theoretical aspect.

Keywords: basins of attraction, nonlinear equations, simple roots, Newton's method

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Authors: Chih-Hua Chang

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This study uses a three-dimensional (3D) fully nonlinear model to simulate the wave generation problem caused by the movement of the seabed. The numerical model is first simplified into two dimensions and then compared with the existing two-dimensional (2D) experimental data and the 2D numerical results of other shallow-water wave models. Results show that this model is different from the earlier shallow-water wave models, with the phase being closer to the experimental results of wave propagation. The results of this study are also compared with those of the 3D experimental results of other researchers. Satisfactory results can be obtained in both the waveform and the flow field. This study assesses the application of the model to simulate the wave caused by the circular (radius r0) terrain rising or falling (moving distance bm). The influence of wave-making parameters r0 and bm are discussed. This study determines that small-range (e.g., r0 = 2, normalized by the static water depth), rising, or sinking terrain will produce significant wave groups in the far field. For large-scale moving terrain (e.g., r0 = 10), uplift and deformation will potentially generate the leading solitary-like waves in the far field.

Keywords: seismic wave, wave generation, far-field waves, seabed deformation

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Authors: Prashant Motwani, Arghadeep Laskar

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The transfer of prestress force from prestressing strands to the surrounding concrete is dependent on the bond between the two materials. It is essential to understand the actual bond stress distribution along the transfer length to determine the transfer zone in pre-tensioned concrete. A 3-D nonlinear finite element model has been developed to simulate the transfer of prestress force from steel to concrete in pre-tensioned bridge girders through thermal strain technique using commercially available package ABAQUS. Full-scale bridge girder has been analyzed with thermal strain approach where the damage plasticity constitutive model has been used to model concrete. Parameters such as concrete strain, effective prestress, upward camber and longitudinal stress have been compared with analytical results. The discrepancy between numerical and analytical values was within 20%. The paper also presents a convergence study on mesh density and aspect ratio of the elements to perform the finite element study.

Keywords: aspect ratio, bridge girder, centre of gravity of strand, mesh density, finite element model, pretensioned bridge girder

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Authors: Arash Ghahraman, Gyula Bene

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The object of this study is to investigate the effect of viscosity on the propagation of free-surface waves in an incompressible viscous fluid layer of arbitrary depth. While we provide a more detailed study of properties of linear surface waves, the description of fully nonlinear waves in terms of KdV-like (Korteweg-de Vries) equations is discussed. In the linear case, we find that in shallow enough fluids, no surface waves can propagate. Even in any thicker fluid layers, propagation of very short and very long waves is forbidden. When wave propagation is possible, only a single propagating mode exists for any given horizontal wave number. The numerical results show that there can be two types of non-propagating modes. One type is always present, and there exist still infinitely many of such modes at the same parameters. In contrast, there can be zero, one or two modes belonging to the other type. Another significant feature is that KdV-like equations. They describe propagating nonlinear viscous surface waves. Since viscosity gives rise to a new wavenumber that cannot be small at the same time as the original one, these equations may not exist. Nonetheless, we propose a reasonable nonlinear description in terms of 1+1 variate functions that make possible successive approximations.

Keywords: free surface wave, water waves, KdV equation, viscosity

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Authors: Li Zhang, Yuehong Su

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Lightpipe as a mature solar light tube technique has been employed worldwide. Accurately assessing the performance of lightpipe and evaluate daylighting available has been a challenging topic. Previous research had used regression model and computational simulation methods to estimate the performance of lightpipe. However, due to the nonlinear nature of solar light transferring in lightpipe, the methods mentioned above express inaccurate and time-costing issues. In the present study, a neural network model as an alternative method is investigated to predict the transmittance of lightpipe. Four types of commercial lightpipe with bended angle 0°, 30°, 45° and 60° are discussed under clear, intermediate and overcast sky conditions respectively. The neural network is generated in MATLAB by using the outcomes of an optical software Photopia simulations as targets for networks training and testing. The coefficient of determination (R²) for each model is higher than 0.98, and the mean square error (MSE) is less than 0.0019, which indicate the neural network strong predictive ability and the use of the neural network method could be an efficient technique for determining the performance of lightpipe.

Keywords: neural network, bended lightpipe, transmittance, Photopia

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Authors: Mohammad R. Jalali, Mohammad M. Jalali

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The earliest theories of sloshing waves and solitary waves based on potential theory idealisations and irrotational flow have been extended to be applicable to more realistic domains. To this end, the computational fluid dynamics (CFD) methods are widely used. Three-dimensional CFD methods such as Navier-Stokes solvers with volume of fluid treatment of the free surface and Navier-Stokes solvers with mappings of the free surface inherently impose high computational expense; therefore, considerable effort has gone into developing depth-averaged approaches. Examples of such approaches include Green–Naghdi (GN) equations. In Cartesian system, GN velocity profile depends on horizontal directions, x-direction and y-direction. The effect of vertical direction (z-direction) is also taken into consideration by applying weighting function in approximation. GN theory considers the effect of vertical acceleration and the consequent non-hydrostatic pressure. Moreover, in GN theory, the flow is rotational. The present study illustrates the application of GN equations to propagation of sloshing waves and solitary waves. For this purpose, GN equations solver is verified for the benchmark tests of Gaussian hump sloshing and solitary wave propagation in shallow basins. Analysis of the free surface sloshing of even harmonic components of an initial Gaussian hump demonstrates that the GN model gives predictions in satisfactory agreement with the linear analytical solutions. Discrepancies between the GN predictions and the linear analytical solutions arise from the effect of wave nonlinearities arising from the wave amplitude itself and wave-wave interactions. Numerically predicted solitary wave propagation indicates that the GN model produces simulations in good agreement with the analytical solution of the linearised wave theory. Comparison between the GN model numerical prediction and the result from perturbation analysis confirms that nonlinear interaction between solitary wave and a solid wall is satisfactorilly modelled. Moreover, solitary wave propagation at an angle to the x-axis and the interaction of solitary waves with each other are conducted to validate the developed model.

Keywords: Green–Naghdi equations, nonlinearity, numerical prediction, sloshing waves, solitary waves

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Authors: O. Poleshchuk, E. Komarov

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This paper presents a regression model for interval type-2 fuzzy sets based on the least squares estimation technique. Unknown coefficients are assumed to be triangular fuzzy numbers. The basic idea is to determine aggregation intervals for type-1 fuzzy sets, membership functions of whose are low membership function and upper membership function of interval type-2 fuzzy set. These aggregation intervals were called weighted intervals. Low and upper membership functions of input and output interval type-2 fuzzy sets for developed regression models are considered as piecewise linear functions.

Keywords: interval type-2 fuzzy sets, fuzzy regression, weighted interval

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Authors: Ashkan Golgoon, Arash Yavari

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In this paper, we present some analytical solutions for the stress fields of nonlinear anisotropic solids with line and point defects distributions. In particular, we determine the induced stress fields of a parallel cylindrically-symmetric distribution of screw dislocations in infinite orthotropic and monoclinic media as well as a cylindrically-symmetric distribution of parallel wedge disclinations in an infinite orthotropic medium. For a given distribution of edge dislocations, the material manifold is constructed using Cartan's moving frames and the stress field is obtained assuming that the medium is orthotropic. Also, we consider a spherically-symmetric distribution of point defects in a transversely isotropic spherical ball. We show that for an arbitrary incompressible transversely isotropic ball with the radial material preferred direction, a uniform point defect distribution results in a uniform hydrostatic stress field inside the spherical region the distribution is supported in. Finally, we find the stresses induced by a discombination in an orthotropic medium.

Keywords: defects, disclinations, dislocations, monoclinic solids, nonlinear elasticity, orthotropic solids, transversely isotropic solids

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Authors: Adam Ahmed Hosney

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The existence of a culture of corruption within an institution, such as the police, could be a sign of failure from various angles. There is a general perception among Ghanaians that the most corrupt institution is the police service. The purpose of this study is to formulate and analyze a nonlinear mathematical model to investigate corruption as an epidemic within the Ghana police service, this study revealed the basic reproduction number for corruption extinction and corruption survival. The threshold conditions for all kinds of equilibrium points are obtained using linearization methods and Lyapunov functional methods, and they demonstrate local asymptotic stability for both corrupt endemic and corrupt free equilibrium states. The model was analyzed qualitatively, and the solution was derived. The model appears to be positively invariant and attractive. Therefore, the region exhibits positive invariance. Thus, it is adequate to think about the dynamics of the model. For the purpose of illustrating the solution, the graphic result was presented and discussed. Results show that corruption will die out within the police service if the government shows no tolerance for those involved in corrupt practices. Study findings indicate that leaders should be trustworthy, demonstrate a complete and viable commitment to addressing corruption, and make it a priority to provide mass education to all citizens as well as using religious leaders to fight corruption since most Ghanaians are religious and trust their leaders.

Keywords: mathematical model, differential equation, dynamical system, simulation

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Authors: Jean Marie Ntaganda, Froduald Minani, Wellars Banzi, Lydie Mpinganzima, Japhet Niyobuhungiro, Jean Bosco Gahutu, Vincent Dusabejambo, Immaculate Kambutse

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In this paper, we present a nonlinear dynamic model for the interactive mechanism of the cardiovascular and respiratory system. The model is designed and analyzed for human during physical exercises. In order to verify the adequacy of the designed model, data collected in Rwanda are used for validation. We have simulated the impact of heart rate and alveolar ventilation as controls of cardiovascular and respiratory system respectively to steady state response of the main cardiovascular hemodynamic quantities i.e., systemic arterial and venous blood pressures, arterial oxygen partial pressure and arterial carbon dioxide partial pressure, to the stabilised values of controls. We used data collected in Rwanda for both male and female during physical activities. We obtained a good agreement with physiological data in the literature. The model may represent an important tool to improve the understanding of exercise physiology.

Keywords: exercise, cardiovascular/respiratory, hemodynamic quantities, numerical simulation, physical activity, sportsmen in Rwanda, system

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Authors: Alina Fedossova, Jose Jorge Sierra Molina

Abstract:

SIP problems are part of non-classical optimization. There are problems in which the number of variables is finite, and the number of constraints is infinite. These are semi-infinite programming problems. Most algorithms for semi-infinite programming problems reduce the semi-infinite problem to a finite one and solve it by classical methods of linear or nonlinear programming. Typically, any of the constraints or the objective function is nonlinear, so the problem often involves nonlinear programming. An investment portfolio is a set of instruments used to reach the specific purposes of investors. The risk of the entire portfolio may be less than the risks of individual investment of portfolio. For example, we could make an investment of M euros in N shares for a specified period. Let yi> 0, the return on money invested in stock i for each dollar since the end of the period (i = 1, ..., N). The logical goal here is to determine the amount xi to be invested in stock i, i = 1, ..., N, such that we maximize the period at the end of ytx value, where x = (x1, ..., xn) and y = (y1, ..., yn). For us the optimal portfolio means the best portfolio in the ratio "risk-return" to the investor portfolio that meets your goals and risk ways. Therefore, investment goals and risk appetite are the factors that influence the choice of appropriate portfolio of assets. The investment returns are uncertain. Thus we have a semi-infinite programming problem. We solve a semi-infinite optimization problem of portfolio selection using the outer approximations methods. This approach can be considered as a developed Eaves-Zangwill method applying the multi-start technique in all of the iterations for the search of relevant constraints' parameters. The stochastic outer approximations method, successfully applied previously for robotics problems, Chebyshev approximation problems, air pollution and others, is based on the optimal criteria of quasi-optimal functions. As a result we obtain mathematical model and the optimal investment portfolio when yields are not clear from the beginning. Finally, we apply this algorithm to a specific case of a Colombian bank.

Keywords: outer approximation methods, portfolio problem, semi-infinite programming, numerial solution

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Authors: G. Akgun, I. Algul, H. Kurtaran

Abstract:

In this paper geometrically nonlinear static behavior of laminated composite hollow super-elliptic beams is investigated using generalized differential quadrature method. Super-elliptic beam can have both oval and elliptic cross-sections by adjusting parameters in super-ellipse formulation (also known as Lamé curves). Equilibrium equations of super-elliptic beam are obtained using the virtual work principle. Geometric nonlinearity is taken into account using von-Kármán nonlinear strain-displacement relations. Spatial derivatives in strains are expressed with the generalized differential quadrature method. Transverse shear effect is considered through the first-order shear deformation theory. Static equilibrium equations are solved using Newton-Raphson method. Several composite super-elliptic beam problems are solved with the proposed method. Effects of layer orientations of composite material, boundary conditions, ovality and ellipticity on bending behavior are investigated.

Keywords: generalized differential quadrature, geometric nonlinearity, laminated composite, super-elliptic cross-section

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