Search results for: mathematical physics
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2161

Search results for: mathematical physics

1621 A Model-Reference Sliding Mode for Dual-Stage Actuator Servo Control in HDD

Authors: S. Sonkham, U. Pinsopon, W. Chatlatanagulchai

Abstract:

This paper presents a method of sliding mode control (SMC) designing and developing for the servo system in a dual-stage actuator (DSA) hard disk drive. Mathematical modelling of hard disk drive actuators is obtained, extracted from measuring frequency response of the voice-coil motor (VCM) and PZT micro-actuator separately. Matlab software tools are used for mathematical model estimation and also for controller design and simulation. A model-reference approach for tracking requirement is selected as a proposed technique. The simulation results show that performance of a model-reference SMC controller design in DSA servo control can be satisfied in the tracking error, as well as keeping the positioning of the head within the boundary of +/-5% of track width under the presence of internal and external disturbance. The overall results of model-reference SMC design in DSA are met per requirement specifications and significant reduction in %off track is found when compared to the single-state actuator (SSA).

Keywords: hard disk drive, dual-stage actuator, track following, hdd servo control, sliding mode control, model-reference, tracking control

Procedia PDF Downloads 340
1620 Time's Arrow and Entropy: Violations to the Second Law of Thermodynamics Disrupt Time Perception

Authors: Jason Clarke, Michaela Porubanova, Angela Mazzoli, Gulsah Kut

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What accounts for our perception that time inexorably passes in one direction, from the past to the future, the so-called arrow of time, given that the laws of physics permit motion in one temporal direction to also happen in the reverse temporal direction? Modern physics says that the reason for time’s unidirectional physical arrow is the relationship between time and entropy, the degree of disorder in the universe, which is evolving from low entropy (high order; thermal disequilibrium) toward high entropy (high disorder; thermal equilibrium), the second law of thermodynamics. Accordingly, our perception of the direction of time, from past to future, is believed to emanate as a result of the natural evolution of entropy from low to high, with low entropy defining our notion of ‘before’ and high entropy defining our notion of ‘after’. Here we explored this proposed relationship between entropy and the perception of time’s arrow. We predicted that if the brain has some mechanism for detecting entropy, whose output feeds into processes involved in constructing our perception of the direction of time, presentation of violations to the expectation that low entropy defines ‘before’ and high entropy defines ‘after’ would alert this mechanism, leading to measurable behavioral effects, namely a disruption in duration perception. To test this hypothesis, participants were shown briefly-presented (1000 ms or 500 ms) computer-generated visual dynamic events: novel 3D shapes that were seen either to evolve from whole figures into parts (low to high entropy condition) or were seen in the reverse direction: parts that coalesced into whole figures (high to low entropy condition). On each trial, participants were instructed to reproduce the duration of their visual experience of the stimulus by pressing and releasing the space bar. To ensure that attention was being deployed to the stimuli, a secondary task was to report the direction of the visual event (forward or reverse motion). Participants completed 60 trials. As predicted, we found that duration reproduction was significantly longer for the high to low entropy condition compared to the low to high entropy condition (p=.03). This preliminary data suggests the presence of a neural mechanism that detects entropy, which is used by other processes to construct our perception of the direction of time or time’s arrow.

Keywords: time perception, entropy, temporal illusions, duration perception

Procedia PDF Downloads 142
1619 The Univalence Principle: Equivalent Mathematical Structures Are Indistinguishable

Authors: Michael Shulman, Paige North, Benedikt Ahrens, Dmitris Tsementzis

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The Univalence Principle is the statement that equivalent mathematical structures are indistinguishable. We prove a general version of this principle that applies to all set-based, categorical, and higher-categorical structures defined in a non-algebraic and space-based style, as well as models of higher-order theories such as topological spaces. In particular, we formulate a general definition of indiscernibility for objects of any such structure, and a corresponding univalence condition that generalizes Rezk’s completeness condition for Segal spaces and ensures that all equivalences of structures are levelwise equivalences. Our work builds on Makkai’s First-Order Logic with Dependent Sorts, but is expressed in Voevodsky’s Univalent Foundations (UF), extending previous work on the Structure Identity Principle and univalent categories in UF. This enables indistinguishability to be expressed simply as identification, and yields a formal theory that is interpretable in classical homotopy theory, but also in other higher topos models. It follows that Univalent Foundations is a fully equivalence-invariant foundation for higher-categorical mathematics, as intended by Voevodsky.

Keywords: category theory, higher structures, inverse category, univalence

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1618 Reasons for the Selection of Information-Processing Framework and the Philosophy of Mind as a General Account for an Error Analysis and Explanation on Mathematics

Authors: Michael Lousis

Abstract:

This research study is concerned with learner’s errors on Arithmetic and Algebra. The data resulted from a broader international comparative research program called Kassel Project. However, its conceptualisation differed from and contrasted with that of the main program, which was mostly based on socio-demographic data. The way in which the research study was conducted, was not dependent on the researcher’s discretion, but was absolutely dictated by the nature of the problem under investigation. This is because the phenomenon of learners’ mathematical errors is due neither to the intentions of learners nor to institutional processes, rules and norms, nor to the educators’ intentions and goals; but rather to the way certain information is presented to learners and how their cognitive apparatus processes this information. Several approaches for the study of learners’ errors have been developed from the beginning of the 20th century, encompassing different belief systems. These approaches were based on the behaviourist theory, on the Piagetian- constructivist research framework, the perspective that followed the philosophy of science and the information-processing paradigm. The researcher of the present study was forced to disclose the learners’ course of thinking that led them in specific observable actions with the result of showing particular errors in specific problems, rather than analysing scripts with the students’ thoughts presented in a written form. This, in turn, entailed that the choice of methods would have to be appropriate and conducive to seeing and realising the learners’ errors from the perspective of the participants in the investigation. This particular fact determined important decisions to be made concerning the selection of an appropriate framework for analysing the mathematical errors and giving explanations. Thus the rejection of the belief systems concerning behaviourism, the Piagetian-constructivist, and philosophy of science perspectives took place, and the information-processing paradigm in conjunction with the philosophy of mind were adopted as a general account for the elaboration of data. This paper explains why these decisions were appropriate and beneficial for conducting the present study and for the establishment of the ensued thesis. Additionally, the reasons for the adoption of the information-processing paradigm in conjunction with the philosophy of mind give sound and legitimate bases for the development of future studies concerning mathematical error analysis are explained.

Keywords: advantages-disadvantages of theoretical prospects, behavioral prospect, critical evaluation of theoretical prospects, error analysis, information-processing paradigm, opting for the appropriate approach, philosophy of science prospect, Piagetian-constructivist research frameworks, review of research in mathematical errors

Procedia PDF Downloads 168
1617 A Dynamic Model for Assessing the Advanced Glycation End Product Formation in Diabetes

Authors: Victor Arokia Doss, Kuberapandian Dharaniyambigai, K. Julia Rose Mary

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Advanced Glycation End (AGE) products are the end products due to the reaction between excess reducing sugar present in diabetes and free amino group in protein lipids and nucleic acids. Thus, non-enzymic glycation of molecules such as hemoglobin, collagen, and other structurally and functionally important proteins add to the pathogenic complications such as diabetic retinopathy, neuropathy, nephropathy, vascular changes, atherosclerosis, Alzheimer's disease, rheumatoid arthritis, and chronic heart failure. The most common non-cross linking AGE, carboxymethyl lysine (CML) is formed by the oxidative breakdown of fructosyllysine, which is a product of glucose and lysine. CML is formed in a wide variety of tissues and is an index to assess the extent of glycoxidative damage. Thus we have constructed a mathematical and computational model that predicts the effect of temperature differences in vivo, on the formation of CML, which is now being considered as an important intracellular milieu. This hybrid model that had been tested for its parameter fitting and its sensitivity with available experimental data paves the way for designing novel laboratory experiments that would throw more light on the pathological formation of AGE adducts and in the pathophysiology of diabetic complications.

Keywords: advanced glycation end-products, CML, mathematical model, computational model

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1616 Models, Resources and Activities of Project Scheduling Problems

Authors: Jorge A. Ruiz-Vanoye, Ocotlán Díaz-Parra, Alejandro Fuentes-Penna, José J. Hernández-Flores, Edith Olaco Garcia

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The Project Scheduling Problem (PSP) is a generic name given to a whole class of problems in which the best form, time, resources and costs for project scheduling are necessary. The PSP is an application area related to the project management. This paper aims at being a guide to understand PSP by presenting a survey of the general parameters of PSP: the Resources (those elements that realize the activities of a project), and the Activities (set of operations or own tasks of a person or organization); the mathematical models of the main variants of PSP and the algorithms used to solve the variants of the PSP. The project scheduling is an important task in project management. This paper contains mathematical models, resources, activities, and algorithms of project scheduling problems. The project scheduling problem has attracted researchers of the automotive industry, steel manufacturer, medical research, pharmaceutical research, telecommunication, industry, aviation industry, development of the software, manufacturing management, innovation and technology management, construction industry, government project management, financial services, machine scheduling, transportation management, and others. The project managers need to finish a project with the minimum cost and the maximum quality.

Keywords: PSP, Combinatorial Optimization Problems, Project Management; Manufacturing Management, Technology Management.

Procedia PDF Downloads 392
1615 Encephalon-An Implementation of a Handwritten Mathematical Expression Solver

Authors: Shreeyam, Ranjan Kumar Sah, Shivangi

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Recognizing and solving handwritten mathematical expressions can be a challenging task, particularly when certain characters are segmented and classified. This project proposes a solution that uses Convolutional Neural Network (CNN) and image processing techniques to accurately solve various types of equations, including arithmetic, quadratic, and trigonometric equations, as well as logical operations like logical AND, OR, NOT, NAND, XOR, and NOR. The proposed solution also provides a graphical solution, allowing users to visualize equations and their solutions. In addition to equation solving, the platform, called CNNCalc, offers a comprehensive learning experience for students. It provides educational content, a quiz platform, and a coding platform for practicing programming skills in different languages like C, Python, and Java. This all-in-one solution makes the learning process engaging and enjoyable for students. The proposed methodology includes horizontal compact projection analysis and survey for segmentation and binarization, as well as connected component analysis and integrated connected component analysis for character classification. The compact projection algorithm compresses the horizontal projections to remove noise and obtain a clearer image, contributing to the accuracy of character segmentation. Experimental results demonstrate the effectiveness of the proposed solution in solving a wide range of mathematical equations. CNNCalc provides a powerful and user-friendly platform for solving equations, learning, and practicing programming skills. With its comprehensive features and accurate results, CNNCalc is poised to revolutionize the way students learn and solve mathematical equations. The platform utilizes a custom-designed Convolutional Neural Network (CNN) with image processing techniques to accurately recognize and classify symbols within handwritten equations. The compact projection algorithm effectively removes noise from horizontal projections, leading to clearer images and improved character segmentation. Experimental results demonstrate the accuracy and effectiveness of the proposed solution in solving a wide range of equations, including arithmetic, quadratic, trigonometric, and logical operations. CNNCalc features a user-friendly interface with a graphical representation of equations being solved, making it an interactive and engaging learning experience for users. The platform also includes tutorials, testing capabilities, and programming features in languages such as C, Python, and Java. Users can track their progress and work towards improving their skills. CNNCalc is poised to revolutionize the way students learn and solve mathematical equations with its comprehensive features and accurate results.

Keywords: AL, ML, hand written equation solver, maths, computer, CNNCalc, convolutional neural networks

Procedia PDF Downloads 86
1614 Education-based, Graphical User Interface Design for Analyzing Phase Winding Inter-Turn Faults in Permanent Magnet Synchronous Motors

Authors: Emir Alaca, Hasbi Apaydin, Rohullah Rahmatullah, Necibe Fusun Oyman Serteller

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In recent years, Permanent Magnet Synchronous Motors (PMSMs) have found extensive applications in various industrial sectors, including electric vehicles, wind turbines, and robotics, due to their high performance and low losses. Accurate mathematical modeling of PMSMs is crucial for advanced studies in electric machines. To enhance the effectiveness of graduate-level education, incorporating virtual or real experiments becomes essential to reinforce acquired knowledge. Virtual laboratories have gained popularity as cost-effective alternatives to physical testing, mitigating the risks associated with electrical machine experiments. This study presents a MATLAB-based Graphical User Interface (GUI) for PMSMs. The GUI offers a visual interface that allows users to observe variations in motor outputs corresponding to different input parameters. It enables users to explore healthy motor conditions and the effects of short-circuit faults in the one-phase winding. Additionally, the interface includes menus through which users can access equivalent circuits related to the motor and gain hands-on experience with the mathematical equations used in synchronous motor calculations. The primary objective of this paper is to enhance the learning experience of graduate and doctoral students by providing a GUI-based approach in laboratory studies. This interactive platform empowers students to examine and analyze motor outputs by manipulating input parameters, facilitating a deeper understanding of PMSM operation and control.

Keywords: magnet synchronous motor, mathematical modelling, education tools, winding inter-turn fault

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1613 Approach to Formulate Intuitionistic Fuzzy Regression Models

Authors: Liang-Hsuan Chen, Sheng-Shing Nien

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This study aims to develop approaches to formulate intuitionistic fuzzy regression (IFR) models for many decision-making applications in the fuzzy environments using intuitionistic fuzzy observations. Intuitionistic fuzzy numbers (IFNs) are used to characterize the fuzzy input and output variables in the IFR formulation processes. A mathematical programming problem (MPP) is built up to optimally determine the IFR parameters. Each parameter in the MPP is defined as a couple of alternative numerical variables with opposite signs, and an intuitionistic fuzzy error term is added to the MPP to characterize the uncertainty of the model. The IFR model is formulated based on the distance measure to minimize the total distance errors between estimated and observed intuitionistic fuzzy responses in the MPP resolution processes. The proposed approaches are simple/efficient in the formulation/resolution processes, in which the sign of parameters can be determined so that the problem to predetermine the sign of parameters is avoided. Furthermore, the proposed approach has the advantage that the spread of the predicted IFN response will not be over-increased, since the parameters in the established IFR model are crisp. The performance of the obtained models is evaluated and compared with the existing approaches.

Keywords: fuzzy sets, intuitionistic fuzzy number, intuitionistic fuzzy regression, mathematical programming method

Procedia PDF Downloads 115
1612 Accomplishing Mathematical Tasks in Bilingual Primary Classrooms

Authors: Gabriela Steffen

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Learning in a bilingual classroom not only implies learning in two languages or in an L2, it also means learning content subjects through the means of bilingual or plurilingual resources, which is of a qualitatively different nature than ‘monolingual’ learning. These resources form elements of a didactics of plurilingualism, aiming not only at the development of a plurilingual competence, but also at drawing on plurilingual resources for nonlinguistic subject learning. Applying a didactics of plurilingualism allows for taking account of the specificities of bilingual content subject learning in bilingual education classrooms. Bilingual education is used here as an umbrella term for different programs, such as bilingual education, immersion, CLIL, bilingual modules in which one or several non-linguistic subjects are taught partly or completely in an L2. This paper aims at discussing first results of a study on pupil group work in bilingual classrooms in several Swiss primary schools. For instance, it analyses two bilingual classes in two primary schools in a French-speaking region of Switzerland that follows a part of their school program through German in addition to French, the language of instruction in this region. More precisely, it analyses videotaped classroom interaction and in situ classroom practices of pupil group work in a mathematics lessons. The ethnographic observation of pupils’ group work and the analysis of their interaction (analytical tools of conversational analysis, discourse analysis and plurilingual interaction) enhance the description of whole-class interaction done in the same (and several other) classes. While the latter are teacher-student interactions, the former are student-student interactions giving more space to and insight into pupils’ talk. This study aims at the description of the linguistic and multimodal resources (in German L2 and/or French L1) pupils mobilize while carrying out a mathematical task. The analysis shows that the accomplishment of the mathematical task takes place in a bilingual mode, whether the whole-class interactions are conducted rather in a bilingual (German L2-French L1) or a monolingual mode in L2 (German). The pupils make plenty of use of German L2 in a setting that lends itself to use French L1 (peer groups with French as a dominant language, in absence of the teacher and a task with a mathematical aim). They switch from French to German and back ‘naturally’, which is regular for bilingual speakers. Their linguistic resources in German L2 are not sufficient to allow them to (inter-)act well enough to accomplish the task entirely in German L2, despite their efforts to do so. However, this does not stop them from carrying out the task in mathematics adequately, which is the main objective, by drawing on the bilingual resources at hand.

Keywords: bilingual content subject learning, bilingual primary education, bilingual pupil group work, bilingual teaching/learning resources, didactics of plurilingualism

Procedia PDF Downloads 139
1611 Introduction to Various Innovative Techniques Suggested for Seismic Hazard Assessment

Authors: Deepshikha Shukla, C. H. Solanki, Mayank K. Desai

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Amongst all the natural hazards, earthquakes have the potential for causing the greatest damages. Since the earthquake forces are random in nature and unpredictable, the quantification of the hazards becomes important in order to assess the hazards. The time and place of a future earthquake are both uncertain. Since earthquakes can neither be prevented nor be predicted, engineers have to design and construct in such a way, that the damage to life and property are minimized. Seismic hazard analysis plays an important role in earthquake design structures by providing a rational value of input parameter. In this paper, both mathematical, as well as computational methods adopted by researchers globally in the past five years, will be discussed. Some mathematical approaches involving the concepts of Poisson’s ratio, Convex Set Theory, Empirical Green’s Function, Bayesian probability estimation applied for seismic hazard and FOSM (first-order second-moment) algorithm methods will be discussed. Computational approaches and numerical model SSIFiBo developed in MATLAB to study dynamic soil-structure interaction problem is discussed in this paper. The GIS-based tool will also be discussed which is predominantly used in the assessment of seismic hazards.

Keywords: computational methods, MATLAB, seismic hazard, seismic measurements

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1610 Physics of the Riemann Zeros: The Low Bound for the Zeta Derivative via Quantum Field Theory

Authors: Andrey Egorov

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A product of the specific Lagrangian and the entropy factor is defined. Its positive definiteness is stated for the proper coupling constant. The passage from statistical mechanics to quantum field theory is performed by Wick rotation. The Green function (a convolution of the spectral amplitude and the propagator) is positive. Masses of quasiparticles are computed as residues. The role of the zeta derivative at zeta zeros is then highlighted, and the correspondent low bound is obtained.

Keywords: mass gap, positive definite kernels, quantum fields, Riemann zeta zeros

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1609 Modelling and Simulation of a Commercial Thermophilic Biogas Plant

Authors: Jeremiah L. Chukwuneke, Obiora E. Anisiji, Chinonso H. Achebe, Paul C. Okolie

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This paper developed a mathematical model of a commercial biogas plant for urban area clean energy requirement. It identified biodegradable waste materials like domestic/city refuse as economically viable alternative source of energy. The mathematical formulation of the proposed gas plant follows the fundamental principles of thermodynamics, and further analyses were accomplished to develop an algorithm for evaluating the plant performance preferably in terms of daily production capacity. In addition, the capacity of the plant is equally estimated for a given cycle of operation and presented in time histories. A nominal 1500 m3 power gas plant was studied characteristically and its performance efficiency evaluated. It was observed that the rate of bio gas production is essentially a function of the reactor temperature, pH, substrate concentration, rate of degradation of the biomass, and the accumulation of matter in the system due to bacteria growth. The results of this study conform to a very large extent with reported empirical data of some existing plant and further model validations were conducted in line with classical records found in literature.

Keywords: energy and mass conservation, specific growth rate, thermophilic bacteria, temperature, rate of bio gas production

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1608 Two-Phase Flow Modelling and Numerical Simulation for Waterflooding in Enhanced Oil Recovery

Authors: Peña A. Roland R., Lozano P. Jean P.

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The waterflooding process is an enhanced oil recovery (EOR) method that appears tremendously successful. This paper shows the importance of the role of the numerical modelling of waterflooding and how to provide a better description of the fluid flow during this process. The mathematical model is based on the mass conservation equations for the oil and water phases. Rock compressibility and capillary pressure equations are coupled to the mathematical model. For discretizing and linearizing the partial differential equations, we used the Finite Volume technique and the Newton-Raphson method, respectively. The results of three scenarios for waterflooding in porous media are shown. The first scenario was estimating the water saturation in the media without rock compressibility and without capillary pressure. The second scenario was estimating the front of the water considering the rock compressibility and capillary pressure. The third case is to compare different fronts of water saturation for three fluids viscosity ratios without and with rock compressibility and without and with capillary pressure. Results of the simulation indicate that the rock compressibility and the capillary pressure produce changes in the pressure profile and saturation profile during the displacement of the oil for the water.

Keywords: capillary pressure, numerical simulation, rock compressibility, two-phase flow

Procedia PDF Downloads 98
1607 Computer Software for Calculating Electron Mobility of Semiconductors Compounds; Case Study for N-Gan

Authors: Emad A. Ahmed

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Computer software to calculate electron mobility with respect to different scattering mechanism has been developed. This software is adopted completely Graphical User Interface (GUI) technique and its interface has been designed by Microsoft Visual Basic 6.0. As a case study the electron mobility of n-GaN was performed using this software. The behaviour of the mobility for n-GaN due to elastic scattering processes and its relation to temperature and doping concentration were discussed. The results agree with other available theoretical and experimental data.

Keywords: electron mobility, relaxation time, GaN, scattering, computer software, computation physics

Procedia PDF Downloads 633
1606 Uneven Habitat Characterisation by Using Geo-Gebra Software in the Lacewings (Insecta: Neuroptera), Knowing When to Calculate the Habitat: Creating More Informative Ecological Experiments

Authors: Hakan Bozdoğan

Abstract:

A wide variety of traditional methodologies has been enhanced for characterising smooth habitats in order to find out different environmental objectives. The habitats were characterised based on size and shape by using Geo-Gebra Software. In this study, an innovative approach to researching habitat characterisation in the lacewing species, GeoGebra software is utilised. This approach is demonstrated using the example of ‘surface area’ as an analytical concept, wherein the goal was to increase clearness for researchers, and to improve the quality of researching in survey area. In conclusion, habitat characterisation using the mathematical programme provides a unique potential to collect more comprehensible and analytical information about in shapeless areas beyond the range of direct observations methods. This research contributes a new perspective for assessing the structure of habitat, providing a novel mathematical tool for the research and management of such habitats and environments. Further surveys should be undertaken at additional sites within the Amanos Mountains for a comprehensive assessment of lacewings habitat characterisation in an analytical plane. This paper is supported by Ahi Evran University Scientific Research Projects Coordination Unit, Projects No:TBY.E2.17.001 and TBY.A4.16.001.

Keywords: uneven habitat shape, habitat assessment, lacewings, Geo-Gebra Software

Procedia PDF Downloads 261
1605 Modeling of Surge Corona Using Type94 in Overhead Power Lines

Authors: Zahira Anane, Abdelhafid Bayadi

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Corona in the HV overhead transmission lines is an important source of attenuation and distortion of overvoltage surges. This phenomenon of distortion, which is superimposed on the distortion by skin effect, is due to the dissipation of energy by injection of space charges around the conductor, this process with place as soon as the instantaneous voltage exceeds the threshold voltage of the corona effect conductors. This paper presents a mathematical model to determine the corona inception voltage, the critical electric field and the corona radius, to predict the capacitive changes at conductor of transmission line due to corona. This model has been incorporated into the Alternative Transients Program version of the Electromagnetic Transients Program (ATP/EMTP) as a user defined component, using the MODELS interface with NORTON TYPE94 of this program and using the foreign subroutine. For obtained the displacement of corona charge hell, dichotomy mathematical method is used for this computation. The present corona model can be used for computing of distortion and attenuation of transient overvoltage waves being propagated in a transmission line of the very high voltage electric power.

Keywords: high voltage, corona, Type94 NORTON, dichotomy, ATP/EMTP, MODELS, distortion, foreign model

Procedia PDF Downloads 598
1604 A Calibration Method of Portable Coordinate Measuring Arm Using Bar Gauge with Cone Holes

Authors: Rim Chang Hyon, Song Hak Jin, Song Kwang Hyok, Jong Ki Hun

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The calibration of the articulated arm coordinate measuring machine (AACMM) is key to improving calibration accuracy and saving calibration time. To reduce the time consumed for calibration, we should choose the proper calibration gauges and develop a reasonable calibration method. In addition, we should get the exact optimal solution by accurately removing the rough errors within the experimental data. In this paper, we present a calibration method of the portable coordinate measuring arm (PCMA) using the 1.2m long bar guage with cone-holes. First, we determine the locations of the bar gauge and establish an optimal objective function for identifying the structural parameter errors. Next, we make a mathematical model of the calibration algorithm and present a new mathematical method to remove the rough errors within calibration data. Finally, we find the optimal solution to identify the kinematic parameter errors by using Levenberg-Marquardt algorithm. The experimental results show that our calibration method is very effective in saving the calibration time and improving the calibration accuracy.

Keywords: AACMM, kinematic model, parameter identify, measurement accuracy, calibration

Procedia PDF Downloads 46
1603 A Probabilistic Theory of the Buy-Low and Sell-High for Algorithmic Trading

Authors: Peter Shi

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Algorithmic trading is a rapidly expanding domain within quantitative finance, constituting a substantial portion of trading volumes in the US financial market. The demand for rigorous and robust mathematical theories underpinning these trading algorithms is ever-growing. In this study, the author establishes a new stock market model that integrates the Efficient Market Hypothesis and the statistical arbitrage. The model, for the first time, finds probabilistic relations between the rational price and the market price in terms of the conditional expectation. The theory consequently leads to a mathematical justification of the old market adage: buy-low and sell-high. The thresholds for “low” and “high” are precisely derived using a max-min operation on Bayes’s error. This explicit connection harmonizes the Efficient Market Hypothesis and Statistical Arbitrage, demonstrating their compatibility in explaining market dynamics. The amalgamation represents a pioneering contribution to quantitative finance. The study culminates in comprehensive numerical tests using historical market data, affirming that the “buy-low” and “sell-high” algorithm derived from this theory significantly outperforms the general market over the long term in four out of six distinct market environments.

Keywords: efficient market hypothesis, behavioral finance, Bayes' decision, algorithmic trading, risk control, stock market

Procedia PDF Downloads 48
1602 Physics-Based Earthquake Source Models for Seismic Engineering: Analysis and Validation for Dip-Slip Faults

Authors: Percy Galvez, Anatoly Petukhin, Paul Somerville, Ken Miyakoshi, Kojiro Irikura, Daniel Peter

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Physics-based dynamic rupture modelling is necessary for estimating parameters such as rupture velocity and slip rate function that are important for ground motion simulation, but poorly resolved by observations, e.g. by seismic source inversion. In order to generate a large number of physically self-consistent rupture models, whose rupture process is consistent with the spatio-temporal heterogeneity of past earthquakes, we use multicycle simulations under the heterogeneous rate-and-state (RS) friction law for a 45deg dip-slip fault. We performed a parametrization study by fully dynamic rupture modeling, and then, a set of spontaneous source models was generated in a large magnitude range (Mw > 7.0). In order to validate rupture models, we compare the source scaling relations vs. seismic moment Mo for the modeled rupture area S, as well as average slip Dave and the slip asperity area Sa, with similar scaling relations from the source inversions. Ground motions were also computed from our models. Their peak ground velocities (PGV) agree well with the GMPE values. We obtained good agreement of the permanent surface offset values with empirical relations. From the heterogeneous rupture models, we analyzed parameters, which are critical for ground motion simulations, i.e. distributions of slip, slip rate, rupture initiation points, rupture velocities, and source time functions. We studied cross-correlations between them and with the friction weakening distance Dc value, the only initial heterogeneity parameter in our modeling. The main findings are: (1) high slip-rate areas coincide with or are located on an outer edge of the large slip areas, (2) ruptures have a tendency to initiate in small Dc areas, and (3) high slip-rate areas correlate with areas of small Dc, large rupture velocity and short rise-time.

Keywords: earthquake dynamics, strong ground motion prediction, seismic engineering, source characterization

Procedia PDF Downloads 123
1601 Mathematical Toolbox for editing Equations and Geometrical Diagrams and Graphs

Authors: Ayola D. N. Jayamaha, Gihan V. Dias, Surangika Ranathunga

Abstract:

Currently there are lot of educational tools designed for mathematics. Open source software such as GeoGebra and Octave are bulky in their architectural structure. In addition, there is MathLab software, which facilitates much more than what we ask for. Many of the computer aided online grading and assessment tools require integrating editors to their software. However, there are not exist suitable editors that cater for all their needs in editing equations and geometrical diagrams and graphs. Some of the existing software for editing equations is Alfred’s Equation Editor, Codecogs, DragMath, Maple, MathDox, MathJax, MathMagic, MathFlow, Math-o-mir, Microsoft Equation Editor, MiraiMath, OpenOffice, WIRIS Editor and MyScript. Some of them are commercial, open source, supports handwriting recognition, mobile apps, renders MathML/LaTeX, Flash / Web based and javascript display engines. Some of the diagram editors are GeoKone.NET, Tabulae, Cinderella 1.4, MyScript, Dia, Draw2D touch, Gliffy, GeoGebra, Flowchart, Jgraph, JointJS, J painter Online diagram editor and 2D sketcher. All these software are open source except for MyScript and can be used for editing mathematical diagrams. However, they do not fully cater the needs of a typical computer aided assessment tool or Educational Platform for Mathematics. This solution provides a Web based, lightweight, easy to implement and integrate solution of an html5 canvas that renders on all of the modern web browsers. The scope of the project is an editor that covers equations and mathematical diagrams and drawings on the O/L Mathematical Exam Papers in Sri Lanka. Using the tool the students can enter any equation to the system which can be on an online remote learning platform. The users can also create and edit geometrical drawings, graphs and do geometrical constructions that require only Compass and Ruler from the Editing Interface provided by the Software. The special feature of this software is the geometrical constructions. It allows the users to create geometrical constructions such as angle bisectors, perpendicular lines, angles of 600 and perpendicular bisectors. The tool correctly imitates the functioning of rulers and compasses to create the required geometrical construction. Therefore, the users are able to do geometrical drawings on the computer successfully and we have a digital format of the geometrical drawing for further processing. Secondly, we can create and edit Venn Diagrams, color them and label them. In addition, the students can draw probability tree diagrams and compound probability outcome grids. They can label and mark regions within the grids. Thirdly, students can draw graphs (1st order and 2nd order). They can mark points on a graph paper and the system connects the dots to draw the graph. Further students are able to draw standard shapes such as circles and rectangles by selecting points on a grid or entering the parametric values.

Keywords: geometrical drawings, html5 canvas, mathematical equations, toolbox

Procedia PDF Downloads 354
1600 Migration as a Climate Change Adaptation Strategy: A Conceptual Equation for Analysis

Authors: Elisha Kyirem

Abstract:

Undoubtedly, climate change is a major global challenge that could threaten the very foundation upon which life on earth is anchored, with its impacts on human mobility attracting the attention of policy makers and researchers. There is an increasing body of literature and case studies suggesting that migration could be a way through which the vulnerable move away from areas exposed to climate extreme events to improve their lives and that of their families. This presents migration as a way through which people voluntarily move to seek opportunities that could help reduce their exposure and avoid danger from climate events. Thus, migration is seen as a proactive adaptation strategy aimed at building resilience and improving livelihoods to enable people to adapt to future changing events. However, there has not been any mathematical equation linking migration and climate change adaptation. Drawing from literature in development studies, this paper develops an equation that seeks to link the relationship between migration and climate change adaptation. The mathematical equation establishes the linkages between migration, resilience, poverty reduction and vulnerability, and these the paper maintains, are the key variables for conceptualizing the migration-climate change adaptation nexus. The paper then tests the validity of the equation using the sustainable livelihood framework and publicly available data on migration and tourism in Ghana.

Keywords: migration, adaptation, climate change, adaptation, poverty reduction

Procedia PDF Downloads 362
1599 Simulation of Reflectometry in Alborz Tokamak

Authors: S. Kohestani, R. Amrollahi, P. Daryabor

Abstract:

Microwave diagnostics such as reflectometry are receiving growing attention in magnetic confinement fusionresearch. In order to obtain the better understanding of plasma confinement physics, more detailed measurements on density profile and its fluctuations might be required. A 2D full-wave simulation of ordinary mode propagation has been written in an effort to model effects seen in reflectometry experiment. The code uses the finite-difference-time-domain method with a perfectly-matched-layer absorption boundary to solve Maxwell’s equations.The code has been used to simulate the reflectometer measurement in Alborz Tokamak.

Keywords: reflectometry, simulation, ordinary mode, tokamak

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1598 A Model for Solid Transportation Problem with Three Hierarchical Objectives under Uncertain Environment

Authors: Wajahat Ali, Shakeel Javaid

Abstract:

In this study, we have developed a mathematical programming model for a solid transportation problem with three objective functions arranged in hierarchical order. The mathematical programming models with more than one objective function to be solved in hierarchical order is termed as a multi-level programming model. Our study explores a Multi-Level Solid Transportation Problem with Uncertain Parameters (MLSTPWU). The proposed MLSTPWU model consists of three objective functions, viz. minimization of transportation cost, minimization of total transportation time, and minimization of deterioration during transportation. These three objective functions are supposed to be solved by decision-makers at three consecutive levels. Three constraint functions are added to the model, restricting the total availability, total demand, and capacity of modes of transportation. All the parameters involved in the model are assumed to be uncertain in nature. A solution method based on fuzzy logic is also discussed to obtain the compromise solution for the proposed model. Further, a simulated numerical example is discussed to establish the efficiency and applicability of the proposed model.

Keywords: solid transportation problem, multi-level programming, uncertain variable, uncertain environment

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1597 The Grand Unified Theory of Everything as a Generalization to the Standard Model Called as the General Standard Model

Authors: Amir Deljoo

Abstract:

The endeavor to comprehend the existence have been the center of thought for human in form of different disciplines and now basically in physics as the theory of everything. Here, after a brief review of the basic frameworks of thought, and a history of thought since ancient up to present, a logical methodology is presented based on a core axiom after which a function, a proto-field and then a coordinates are explained. Afterwards a generalization to Standard Model is proposed as General Standard Model which is believed to be the base of the Unified Theory of Everything.

Keywords: general relativity, grand unified theory, quantum mechanics, standard model, theory of everything

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1596 Design of Smart Catheter for Vascular Applications Using Optical Fiber Sensor

Authors: Lamiek Abraham, Xinli Du, Yohan Noh, Polin Hsu, Tingting Wu, Tom Logan, Ifan Yen

Abstract:

In the field of minimally invasive, smart medical instruments such as catheters and guidewires are typically used at a remote distance to gain access to the diseased artery, often negotiating tortuous, complex, and diseased vessels in the process. Three optical fiber sensors with a diameter of 1.5mm each that are 120° apart from each other is proposed to be mounted into a catheter-based pump device with a diameter of 10mm. These sensors are configured to solve the challenges surgeons face during insertion through curvy major vessels such as the aortic arch. Moreover, these sensors deal with providing information on rubbing the walls and shape sensing. This study presents an experimental and mathematical models of the optical fiber sensors with 2 degrees of freedom. There are two eight gear-shaped tubes made up of 3D printed thermoplastic Polyurethane (TPU) material that are connected. The optical fiber sensors are mounted inside the first tube for protection from external light and used TPU material as a prototype for a catheter. The second tube is used as a flat reflection for the light intensity modulation-based optical fiber sensors. The first tube is attached to the linear guide for insertion and withdrawal purposes and can manually turn it 45° by manipulating the tube gear. A 3D hard material phantom was developed that mimics the aortic arch anatomy structure in which the test was carried out. During the insertion of the sensors into the 3D phantom, datasets are obtained in terms of voltage, distance, and position of the sensors. These datasets reflect the characteristics of light intensity modulation of the optical fiber sensors with a plane project of the aortic arch structure shape. Mathematical modeling of the light intensity was carried out based on the projection plane and experiment set-up. The performance of the system was evaluated in terms of its accuracy in navigating through the curvature and information on the position of the sensors by investigating 40 single insertions of the sensors into the 3D phantom. The experiment demonstrated that the sensors were effectively steered through the 3D phantom curvature and to desired target references in all 2 degrees of freedom. The performance of the sensors echoes the reflectance of light theory, where the smaller the radius of curvature, the more of the shining LED lights are reflected and received by the photodiode. A mathematical model results are in good agreement with the experiment result and the operation principle of the light intensity modulation of the optical fiber sensors. A prototype of a catheter using TPU material with three optical fiber sensors mounted inside has been developed that is capable of navigating through the different radius of curvature with 2 degrees of freedom. The proposed system supports operators with pre-scan data to make maneuverability and bendability through curvy major vessels easier, accurate, and safe. The mathematical modelling accurately fits the experiment result.

Keywords: Intensity modulated optical fiber sensor, mathematical model, plane projection, shape sensing.

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1595 Mining Coupled to Agriculture: Systems Thinking in Scalable Food Production

Authors: Jason West

Abstract:

Low profitability in agriculture production along with increasing scrutiny over environmental effects is limiting food production at scale. In contrast, the mining sector offers access to resources including energy, water, transport and chemicals for food production at low marginal cost. Scalable agricultural production can benefit from the nexus of resources (water, energy, transport) offered by mining activity in remote locations. A decision support bioeconomic model for controlled environment vertical farms was used. Four submodels were used: crop structure, nutrient requirements, resource-crop integration, and economic. They escalate to a macro mathematical model. A demonstrable dynamic systems framework is needed to prove productive outcomes are feasible. We demonstrate a generalized bioeconomic macro model for controlled environment production systems in minesites using systems dynamics modeling methodology. Despite the complexity of bioeconomic modelling of resource-agricultural dynamic processes and interactions, the economic potential greater than general economic models would assume. Scalability of production as an input becomes a key success feature.

Keywords: crop production systems, mathematical model, mining, agriculture, dynamic systems

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1594 Project Time Prediction Model: A Case Study of Construction Projects in Sindh, Pakistan

Authors: Tauha Hussain Ali, Shabir Hussain Khahro, Nafees Ahmed Memon

Abstract:

Accurate prediction of project time for planning and bid preparation stage should contain realistic dates. Constructors use their experience to estimate the project duration for the new projects, which is based on intuitions. It has been a constant concern to both researchers and constructors to analyze the accurate prediction of project duration for bid preparation stage. In Pakistan, such study for time cost relationship has been lacked to predict duration performance for the construction projects. This study is an attempt to explore the time cost relationship that would conclude with a mathematical model to predict the time for the drainage rehabilitation projects in the province of Sindh, Pakistan. The data has been collected from National Engineering Services (NESPAK), Pakistan and regression analysis has been carried out for the analysis of results. Significant relationship has been found between time and cost of the construction projects in Sindh and the generated mathematical model can be used by the constructors to predict the project duration for the upcoming projects of same nature. This study also provides the professionals with a requisite knowledge to make decisions regarding project duration, which is significantly important to win the projects at the bid stage.

Keywords: BTC Model, project time, relationship of time cost, regression

Procedia PDF Downloads 359
1593 Spatial Organization of Organelles in Living Cells: Insights from Mathematical Modelling

Authors: Congping Lin

Abstract:

Intracellular transport in fungi has a number of important roles in, e.g., filamentous fungal growth and cellular metabolism. Two basic mechanisms for intracellular transport are motor-driven trafficking along microtubules (MTs) and diffusion. Mathematical modelling has been actively developed to understand such intracellular transport and provide unique insight into cellular complexity. Based on live-cell imaging data in Ustilago hyphal cells, probabilistic models have been developed to study mechanism underlying spatial organization of molecular motors and organelles. In particular, anther mechanism - stochastic motility of dynein motors along MTs has been found to contribute to half of its accumulation at hyphal tip in order to support early endosome (EE) recycling. The EE trafficking not only facilitates the directed motion of peroxisomes but also enhances their diffusive motion. Considering the importance of spatial organization of early endosomes in supporting peroxisome movement, computational and experimental approaches have been combined to a whole-cell level. Results from this interdisciplinary study promise insights into requirements for other membrane trafficking systems (e.g., in neurons), but also may inform future 'synthetic biology' studies.

Keywords: intracellular transport, stochastic process, molecular motors, spatial organization

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1592 A Multi-Criteria Model for Scheduling of Stochastic Single Machine Problem with Outsourcing and Solving It through Application of Chance Constrained

Authors: Homa Ghave, Parmis Shahmaleki

Abstract:

This paper presents a new multi-criteria stochastic mathematical model for a single machine scheduling with outsourcing allowed. There are multiple jobs processing in batch. For each batch, all of job or a quantity of it can be outsourced. The jobs have stochastic processing time and lead time and deterministic due dates arrive randomly. Because of the stochastic inherent of processing time and lead time, we use the chance constrained programming for modeling the problem. First, the problem is formulated in form of stochastic programming and then prepared in a form of deterministic mixed integer linear programming. The objectives are considered in the model to minimize the maximum tardiness and outsourcing cost simultaneously. Several procedures have been developed to deal with the multi-criteria problem. In this paper, we utilize the concept of satisfaction functions to increases the manager’s preference. The proposed approach is tested on instances where the random variables are normally distributed.

Keywords: single machine scheduling, multi-criteria mathematical model, outsourcing strategy, uncertain lead times and processing times, chance constrained programming, satisfaction function

Procedia PDF Downloads 241