Search results for: rationality parameter
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2159

Search results for: rationality parameter

2129 Effect of Birks Constant and Defocusing Parameter on Triple-to-Double Coincidence Ratio Parameter in Monte Carlo Simulation-GEANT4

Authors: Farmesk Abubaker, Francesco Tortorici, Marco Capogni, Concetta Sutera, Vincenzo Bellini

Abstract:

This project concerns with the detection efficiency of the portable triple-to-double coincidence ratio (TDCR) at the National Institute of Metrology of Ionizing Radiation (INMRI-ENEA) which allows direct activity measurement and radionuclide standardization for pure-beta emitter or pure electron capture radionuclides. The dependency of the simulated detection efficiency of the TDCR, by using Monte Carlo simulation Geant4 code, on the Birks factor (kB) and defocusing parameter has been examined especially for low energy beta-emitter radionuclides such as 3H and 14C, for which this dependency is relevant. The results achieved in this analysis can be used for selecting the best kB factor and the defocusing parameter for computing theoretical TDCR parameter value. The theoretical results were compared with the available ones, measured by the ENEA TDCR portable detector, for some pure-beta emitter radionuclides. This analysis allowed to improve the knowledge of the characteristics of the ENEA TDCR detector that can be used as a traveling instrument for in-situ measurements with particular benefits in many applications in the field of nuclear medicine and in the nuclear energy industry.

Keywords: Birks constant, defocusing parameter, GEANT4 code, TDCR parameter

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2128 Efficient Signal Detection Using QRD-M Based on Channel Condition in MIMO-OFDM System

Authors: Jae-Jeong Kim, Ki-Ro Kim, Hyoung-Kyu Song

Abstract:

In this paper, we propose an efficient signal detector that switches M parameter of QRD-M detection scheme is proposed for MIMO-OFDM system. The proposed detection scheme calculates the threshold by 1-norm condition number and then switches M parameter of QRD-M detection scheme according to channel information. If channel condition is bad, the parameter M is set to high value to increase the accuracy of detection. If channel condition is good, the parameter M is set to low value to reduce complexity of detection. Therefore, the proposed detection scheme has better trade off between BER performance and complexity than the conventional detection scheme. The simulation result shows that the complexity of proposed detection scheme is lower than QRD-M detection scheme with similar BER performance.

Keywords: MIMO-OFDM, QRD-M, channel condition, BER

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2127 MHD Stagnation Point Flow towards a Shrinking Sheet with Suction in an Upper-Convected Maxwell (UCM) Fluid

Authors: K. Jafar, R. Nazar, A. Ishak, I. Pop

Abstract:

The present analysis considers the steady stagnation point flow and heat transfer towards a permeable sheet in an upper-convected Maxwell (UCM) electrically conducting fluid, with a constant magnetic field applied in the transverse direction to flow, and a local heat generation within the boundary layer with a heat generation rate proportional to (T-T_inf)^p. Using a similarity transformation, the governing system of partial differential equations is first transformed into a system of ordinary differential equations, which is then solved numerically using a finite-difference scheme known as the Keller-box method. Numerical results are obtained for the flow and thermal fields for various values of the shrinking/stretching parameter lambda, the magnetic parameter M, the elastic parameter K, the Prandtl number Pr, the suction parameter s, the heat generation parameter Q, and the exponent p. The results indicate the existence of dual solutions for the shrinking sheet up to a critical value lambda_c whose value depends on the value of M, K, and s. In the presence of internal heat absorbtion (Q<0), the surface heat transfer rate decreases with increasing p but increases with parameter Q and s, when the sheet is either stretched or shrunk.

Keywords: magnetohydrodynamic (MHD), boundary layer flow, UCM fluid, stagnation point, shrinking sheet

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2126 A New Conjugate Gradient Method with Guaranteed Descent

Authors: B. Sellami, M. Belloufi

Abstract:

Conjugate gradient methods are an important class of methods for unconstrained optimization, especially for large-scale problems. Recently, they have been much studied. In this paper, we propose a new two-parameter family of conjugate gradient methods for unconstrained optimization. The two-parameter family of methods not only includes the already existing three practical nonlinear conjugate gradient methods, but also has other family of conjugate gradient methods as subfamily. The two-parameter family of methods with the Wolfe line search is shown to ensure the descent property of each search direction. Some general convergence results are also established for the two-parameter family of methods. The numerical results show that this method is efficient for the given test problems. In addition, the methods related to this family are uniformly discussed.

Keywords: unconstrained optimization, conjugate gradient method, line search, global convergence

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2125 Parameter Estimation of Induction Motors by PSO Algorithm

Authors: A. Mohammadi, S. Asghari, M. Aien, M. Rashidinejad

Abstract:

After emergent of alternative current networks and their popularity, asynchronous motors became more widespread than other kinds of industrial motors. In order to control and run these motors efficiently, an accurate estimation of motor parameters is needed. There are different methods to obtain these parameters such as rotor locked test, no load test, DC test, analytical methods, and so on. The most common drawback of these methods is their inaccuracy in estimation of some motor parameters. In order to remove this concern, a novel method for parameter estimation of induction motors using particle swarm optimization (PSO) algorithm is proposed. In the proposed method, transient state of motor is used for parameter estimation. Comparison of the simulation results purtuined to the PSO algorithm with other available methods justifies the effectiveness of the proposed method.

Keywords: induction motor, motor parameter estimation, PSO algorithm, analytical method

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2124 Parameter Estimation via Metamodeling

Authors: Sergio Haram Sarmiento, Arcady Ponosov

Abstract:

Based on appropriate multivariate statistical methodology, we suggest a generic framework for efficient parameter estimation for ordinary differential equations and the corresponding nonlinear models. In this framework classical linear regression strategies is refined into a nonlinear regression by a locally linear modelling technique (known as metamodelling). The approach identifies those latent variables of the given model that accumulate most information about it among all approximations of the same dimension. The method is applied to several benchmark problems, in particular, to the so-called ”power-law systems”, being non-linear differential equations typically used in Biochemical System Theory.

Keywords: principal component analysis, generalized law of mass action, parameter estimation, metamodels

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2123 New Estimation in Autoregressive Models with Exponential White Noise by Using Reversible Jump MCMC Algorithm

Authors: Suparman Suparman

Abstract:

A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

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2122 A Comparison between Fuzzy Analytic Hierarchy Process and Fuzzy Analytic Network Process for Rationality Evaluation of Land Use Planning Locations in Vietnam

Authors: X. L. Nguyen, T. Y. Chou, F. Y. Min, F. C. Lin, T. V. Hoang, Y. M. Huang

Abstract:

In Vietnam, land use planning is utilized as an efficient tool for the local government to adjust land use. However, planned locations are facing disapproval from people who live near these planned sites because of environmental problems. The selection of these locations is normally based on the subjective opinion of decision-makers and is not supported by any scientific methods. Many researchers have applied Multi-Criteria Analysis (MCA) methods in which Analytic Hierarchy Process (AHP) is the most popular techniques in combination with Fuzzy set theory for the subject of rationality assessment of land use planning locations. In this research, the Fuzzy set theory and Analytic Network Process (ANP) multi-criteria-based technique were used for the assessment process. The Fuzzy Analytic Hierarchy Process was also utilized, and the output results from two methods were compared to extract the differences. The 20 planned landfills in Hung Ha district, Thai Binh province, Vietnam was selected as a case study. The comparison results indicate that there are different between weights computed by AHP and ANP methods and the assessment outputs produced from these two methods also slight differences. After evaluation of existing planned sites, some potential locations were suggested to the local government for possibility of land use planning adjusts.

Keywords: Analytic Hierarchy Process, Analytic Network Process, Fuzzy set theory, land use planning

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2121 Parameter Estimation in Dynamical Systems Based on Latent Variables

Authors: Arcady Ponosov

Abstract:

A novel mathematical approach is suggested, which facilitates a compressed representation and efficient validation of parameter-rich ordinary differential equation models describing the dynamics of complex, especially biology-related, systems and which is based on identification of the system's latent variables. In particular, an efficient parameter estimation method for the compressed non-linear dynamical systems is developed. The method is applied to the so-called 'power-law systems' being non-linear differential equations typically used in Biochemical System Theory.

Keywords: generalized law of mass action, metamodels, principal components, synergetic systems

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2120 Understanding the Complexities of Consumer Financial Spinning

Authors: Olivier Mesly

Abstract:

This research presents a conceptual framework termed “Consumer Financial Spinning” (CFS) to analyze consumer behavior in the financial/economic markets. This phenomenon occurs when consumers of high-stakes financial products accumulate unsustainable debt, leading them to detach from their initial financial hierarchy of needs, wealth-related goals, and preferences regarding their household portfolio of assets. The daring actions of these consumers, forming a dark financial triangle, are characterized by three behaviors: overconfidence, the use of rationed rationality, and deceitfulness. We show that we can incorporate CFS into the traditional CAPM and Markovitz’ portfolio optimization models to create a framework that explains such market phenomena as the global financial crisis, highlighting the antecedents and consequences of ill-conceived speculation. Because this is a conceptual paper, there is no methodology with respect to ground studies. However, we apply modeling principles derived from the data percolation methodology, which contains tenets explicating how to structure concepts. A simulation test of the proposed framework is conducted; it demonstrates the conditions under which the relationship between expected returns and risk may deviate from linearity. The analysis and conceptual findings are particularly relevant both theoretically and pragmatically as they shed light on the psychological conditions that drive intense speculation, which can lead to market turmoil. Armed with such understanding, regulators are better equipped to propose solutions before the economic problems become out of control.

Keywords: consumer financial spinning, rationality, deceitfulness, overconfidence, CAPM

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2119 Parameter Interactions in the Cumulative Prospect Theory: Fitting the Binary Choice Experiment Data

Authors: Elzbieta Babula, Juhyun Park

Abstract:

Tversky and Kahneman’s cumulative prospect theory assumes symmetric probability cumulation with regard to the reference point within decision weights. Theoretically, this model should be invariant under the change of the direction of probability cumulation. In the present study, this phenomenon is being investigated by creating a reference model that allows verifying the parameter interactions in the cumulative prospect theory specifications. The simultaneous parametric fitting of utility and weighting functions is applied to binary choice data from the experiment. The results show that the flexibility of the probability weighting function is a crucial characteristic allowing to prevent parameter interactions while estimating cumulative prospect theory.

Keywords: binary choice experiment, cumulative prospect theory, decision weights, parameter interactions

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2118 The Effect of Parameter Controls for Manure Composting in Waste Recycling Process

Authors: Junyoung Kim, Shangwha Cha, Soomee Kang, Jake S. Byun

Abstract:

This study shows the effect of parameter controls for livestock manure composting in waste recycling process for the development of a new design of a microorganism-oriented- composting system. Based on the preliminary studies, only the temperature control by changing mechanical mixing can reduce microorganisms’ biodegradability from 3 to 6 months to 15 days, saving the consumption of energy and manual labor. The final degree of fermentation in just 5 days of composting increased to ‘3’ comparing the compost standard level ‘4’ in Korea, others standards were all satisfied. This result shows that the controlling the optimum microorganism parameter using an ICT device connected to mixing condition can increase the effectiveness of fermentation system and reduce odor to nearly zero, and lead to upgrade the composting method than the conventional

Keywords: manure composting, odor removal, parameter control, waste recycling

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2117 Effect of Radiation on MHD Mixed Convection Stagnation Point Flow towards a Vertical Plate in a Porous Medium with Convective Boundary Condition

Authors: H. Niranjan, S. Sivasankaran, Zailan Siri

Abstract:

This study investigates mixed convection heat transfer about a thin vertical plate in the presence of magnetohydrodynamic (MHD) and heat transfer effects in the porous medium. The fluid is assumed to be steady, laminar, incompressible and in two-dimensional flow. The nonlinear coupled parabolic partial differential equations governing the flow are transformed into the non-similar boundary layer equations, which are then solved numerically using the shooting method. The effects of the conjugate heat transfer parameter, the porous medium parameter, the permeability parameter, the mixed convection parameter, the magnetic parameter, and the thermal radiation on the velocity and temperature profiles as well as on the local skin friction and local heat transfer are presented and analyzed. The validity of the methodology and analysis is checked by comparing the results obtained for some specific cases with those available in the literature. The various parameters on local skin friction, heat and mass transfer rates are presented in tabular form.

Keywords: MHD, porous medium, soret/dufour, stagnation-point

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2116 Parameter Estimation for the Oral Minimal Model and Parameter Distinctions Between Obese and Non-obese Type 2 Diabetes

Authors: Manoja Rajalakshmi Aravindakshana, Devleena Ghosha, Chittaranjan Mandala, K. V. Venkateshb, Jit Sarkarc, Partha Chakrabartic, Sujay K. Maity

Abstract:

Oral Glucose Tolerance Test (OGTT) is the primary test used to diagnose type 2 diabetes mellitus (T2DM) in a clinical setting. Analysis of OGTT data using the Oral Minimal Model (OMM) along with the rate of appearance of ingested glucose (Ra) is performed to study differences in model parameters for control and T2DM groups. The differentiation of parameters of the model gives insight into the behaviour and physiology of T2DM. The model is also studied to find parameter differences among obese and non-obese T2DM subjects and the sensitive parameters were co-related to the known physiological findings. Sensitivity analysis is performed to understand changes in parameter values with model output and to support the findings, appropriate statistical tests are done. This seems to be the first preliminary application of the OMM with obesity as a distinguishing factor in understanding T2DM from estimated parameters of insulin-glucose model and relating the statistical differences in parameters to diabetes pathophysiology.

Keywords: oral minimal model, OGTT, obese and non-obese T2DM, mathematical modeling, parameter estimation

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2115 Identity and Economics: The Economic Welfare and Behavior of Romani People in Turkey

Authors: Sinem Bagce, Ensar Yilmaz

Abstract:

As a well-known fact, neoclassical economics excludes 'what is humanized' out of the literature for a long time. Rationality is defined in a very narrow context in the mainstream economics. Identity economics is one of the challenges raised against this tradition. The concept of 'identity' has been introduced to economics by Akerlof and Kranton (2000). The identity-based analysis mainly searches the links between economic welfare and decision of the actors in question related to ethnic, racial, gender and immigrant issues. This is more about discrimination and its repercussions on economic decisions of the relevant actors in a social sphere. In this article, we, in the context of identity economics, search the economic welfare and decisions of Romani people in Turkey. It is plainly observed that identity is clearly the major determinant for Romani people in economic and social life. They have their own distinctive rationality in making economic decisions. For a more scrutinized and academic analysis, we aim to trace their economic identity in their real social environment. This study is an extension of surveys conducted on Romani people in Turkey. Using data similar to SILC (Statistics for Income and Living Conditions) conducted on Romani people across the whole Turkey, we look for some questions about the income/welfare distribution among them, consumer preferences/habits, living conditions, occupations, education and as such. For this, by employing econometric and statistical analytical tools, we aim to obtain the answers for these questions. We think these analytic results will provide us to evaluate the links between their economic state and their identity more thoroughly. JEL Codes: D1, J 15, R23.

Keywords: identity economics, Romani people, discrimination, social identity and preferences

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2114 Identification of Impact Load and Partial System Parameters Using 1D-CNN

Authors: Xuewen Yu, Danhui Dan

Abstract:

The identification of impact load and some hard-to-obtain system parameters is crucial for the activities of analysis, validation, and evaluation in the engineering field. This paper proposes a method that utilizes neural networks based on 1D-CNN to identify the impact load and partial system parameters from measured responses. To this end, forward computations are conducted to provide datasets consisting of the triples (parameter θ, input u, output y). Then neural networks are trained to learn the mapping from input to output, fu|{θ} : y → u, as well as from input and output to parameter, fθ : (u, y) → θ. Afterward, feeding the trained neural networks the measured output response, the input impact load and system parameter can be calculated, respectively. The method is tested on two simulated examples and shows sound accuracy in estimating the impact load (waveform and location) and system parameters.

Keywords: convolutional neural network, impact load identification, system parameter identification, inverse problem

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2113 An Estimating Parameter of the Mean in Normal Distribution by Maximum Likelihood, Bayes, and Markov Chain Monte Carlo Methods

Authors: Autcha Araveeporn

Abstract:

This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov chain Monte Carlo method, maximum likelihood method, normal distribution

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2112 Molecular Dynamics Simulation of Free Vibration of Graphene Sheets

Authors: Seyyed Feisal Asbaghian Namin, Reza Pilafkan, Mahmood Kaffash Irzarahimi

Abstract:

TThis paper considers vibration of single-layered graphene sheets using molecular dynamics (MD) and nonlocal elasticity theory. Based on the MD simulations, Large-scale Atomic/Molecular Massively Parallel Simulator (LAMMPS), an open source software, is used to obtain fundamental frequencies. On the other hand, governing equations are derived using nonlocal elasticity and first order shear deformation theory (FSDT) and solved using generalized differential quadrature method (GDQ). The small-scale effect is applied in governing equations of motion by nonlocal parameter. The effect of different side lengths, boundary conditions and nonlocal parameter are inspected for aforementioned methods. Results are obtained from MD simulations is compared with those of the nonlocal elasticity theory to calculate appropriate values for the nonlocal parameter. The nonlocal parameter value is suggested for graphene sheets with various boundary conditions. Furthermore, it is shown that the nonlocal elasticity approach using classical plate theory (CLPT) assumptions overestimates the natural frequencies.

Keywords: graphene sheets, molecular dynamics simulations, fundamental frequencies, nonlocal elasticity theory, nonlocal parameter

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2111 Estimation of Stress-Strength Parameter for Burr Type XII Distribution Based on Progressive Type-II Censoring

Authors: A. M. Abd-Elfattah, M. H. Abu-Moussa

Abstract:

In this paper, the estimation of stress-strength parameter R = P(Y < X) is considered when X; Y the strength and stress respectively are two independent random variables of Burr Type XII distribution. The samples taken for X and Y are progressively censoring of type II. The maximum likelihood estimator (MLE) of R is obtained when the common parameter is unknown. But when the common parameter is known the MLE, uniformly minimum variance unbiased estimator (UMVUE) and the Bayes estimator of R = P(Y < X) are obtained. The exact con dence interval of R based on MLE is obtained. The performance of the proposed estimators is compared using the computer simulation.

Keywords: Burr Type XII distribution, progressive type-II censoring, stress-strength model, unbiased estimator, maximum-likelihood estimator, uniformly minimum variance unbiased estimator, confidence intervals, Bayes estimator

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2110 Effects of Level Densities and Those of a-Parameter in the Framework of Preequilibrium Model for 63,65Cu(n,xp) Reactions in Neutrons at 9 to 15 MeV

Authors: L. Yettou

Abstract:

In this study, the calculations of proton emission spectra produced by 63Cu(n,xp) and 65Cu(n,xp) reactions are used in the framework of preequilibrium models using the EMPIRE code and TALYS code. Exciton Model predidtions combined with the Kalbach angular distribution systematics and the Hybrid Monte Carlo Simulation (HMS) were used. The effects of levels densities and those of a-parameter have been investigated for our calculations. The comparison with experimental data shows clear improvement over the Exciton Model and HMS calculations.

Keywords: Preequilibrium models , level density, level density a-parameter., Empire code, Talys code.

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2109 A Collective Intelligence Approach to Safe Artificial General Intelligence

Authors: Craig A. Kaplan

Abstract:

If AGI proves to be a “winner-take-all” scenario where the first company or country to develop AGI dominates, then the first AGI must also be the safest. The safest, and fastest, path to Artificial General Intelligence (AGI) may be to harness the collective intelligence of multiple AI and human agents in an AGI network. This approach has roots in seminal ideas from four of the scientists who founded the field of Artificial Intelligence: Allen Newell, Marvin Minsky, Claude Shannon, and Herbert Simon. Extrapolating key insights from these founders of AI, and combining them with the work of modern researchers, results in a fast and safe path to AGI. The seminal ideas discussed are: 1) Society of Mind (Minsky), 2) Information Theory (Shannon), 3) Problem Solving Theory (Newell & Simon), and 4) Bounded Rationality (Simon). Society of Mind describes a collective intelligence approach that can be used with AI and human agents to create an AGI network. Information theory helps address the critical issue of how an AGI system will increase its intelligence over time. Problem Solving Theory provides a universal framework that AI and human agents can use to communicate efficiently, effectively, and safely. Bounded Rationality helps us better understand not only the capabilities of SuperIntelligent AGI but also how humans can remain relevant in a world where the intelligence of AGI vastly exceeds that of its human creators. Each key idea can be combined with recent work in the fields of Artificial Intelligence, Machine Learning, and Large Language Models to accelerate the development of a working, safe, AGI system.

Keywords: AI Agents, Collective Intelligence, Minsky, Newell, Shannon, Simon, AGI, AGI Safety

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2108 Developing a Spatial Decision Support System for Rationality Assessment of Land Use Planning Locations in Thai Binh Province, Vietnam

Authors: Xuan Linh Nguyen, Tien Yin Chou, Yao Min Fang, Feng Cheng Lin, Thanh Van Hoang, Yin Min Huang

Abstract:

In Vietnam, land use planning is the most important and powerful tool of the government for sustainable land use and land management. Nevertheless, many of land use planning locations are facing protests from surrounding households due to environmental impacts. In addition, locations are planned completely based on the subjective decisions of planners who are unsupported by tools or scientific methods. Hence, this research aims to assist the decision-makers in evaluating the rationality of planning locations by developing a Spatial Decision Support System (SDSS) using approaches of Geographic Information System (GIS)-based technology, Analytic Hierarchy Process (AHP) multi-criteria-based technique and Fuzzy set theory. An ArcGIS Desktop add-ins named SDSS-LUPA was developed to support users analyzing data and presenting results in friendly format. The Fuzzy-AHP method has been utilized as analytic model for this SDSS. There are 18 planned locations in Hung Ha district (Thai Binh province, Vietnam) as a case study. The experimental results indicated that the assessment threshold higher than 0.65 while the 18 planned locations were irrational because of close to residential areas or close to water sources. Some potential sites were also proposed to the authorities for consideration of land use planning changes.

Keywords: analytic hierarchy process, fuzzy set theory, land use planning, spatial decision support system

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2107 Numerical Pricing of Financial Options under Irrational Exercise Times and Regime-Switching Models

Authors: Mohammad Saber Rohi, Saghar Heidari

Abstract:

In this paper, we studied the pricing problem of American options under a regime-switching model with the possibility of a non-optimal exercise policy (early or late exercise time) which is called an irrational strategy. For this, we consider a Markovmodulated model for the dynamic of the underlying asset as an alternative model to the classical Balck-Scholes-Merton model (BSM) and an intensity-based model for the irrational strategy, to provide more realistic results for American option prices under the irrational behavior in real financial markets. Applying a partial differential equation (PDE) approach, the pricing problem of American options under regime-switching models can be formulated as coupled PDEs. To solve the resulting systems of PDEs in this model, we apply a finite element method as the numerical solving procedure to the resulting variational inequality. Under some appropriate assumptions, we establish the stability of the method and compare its accuracy to some recent works to illustrate the suitability of the proposed model and the accuracy of the applied numerical method for the pricing problem of American options under the regime-switching model with irrational behaviors.

Keywords: irrational exercise strategy, rationality parameter, regime-switching model, American option, finite element method, variational inequality

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2106 MHD Stagnation-Point Flow over a Plate

Authors: H. Niranjan, S. Sivasankaran

Abstract:

Heat and mass transfer near a steady stagnation point boundary layer flow of viscous incompressible fluid through porous media investigates along a vertical plate is thoroughly studied under the presence of magneto hydrodynamic (MHD) effects. The fluid flow is steady, laminar, incompressible and in two-dimensional. The nonlinear differential coupled parabolic partial differential equations of continuity, momentum, energy and specie diffusion are converted into the non-similar boundary layer equations using similarity transformation, which are then solved numerically using the Runge-Kutta method along with shooting method. The effects of the conjugate heat transfer parameter, the porous medium parameter, the permeability parameter, the mixed convection parameter, the magnetic parameter, and the thermal radiation on the velocity and temperature profiles as well as on the local skin friction and local heat transfer are presented and analyzed. The validity of the methodology and analysis is checked by comparing the results obtained for some specific cases with those available in the literature. The various parameters on local skin friction, heat and mass transfer rates are presented in tabular form.

Keywords: MHD, porous medium, slip, convective boundary condition, stagnation point

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2105 Multi-objective Rationality Optimisation for Robotic-fabrication-oriented Free-form Timber Structure Morphology Design

Authors: Yiping Meng, Yiming Sun

Abstract:

The traditional construction industry is unable to meet the requirements for novel fabrication and construction. Automated construction and digital design have emerged as industry development trends that compensate for this shortcoming under the backdrop of Industrial Revolution 4.0. Benefitting from more flexible working space and more various end-effector tools compared to CNC methods, robot fabrication and construction techniques have been used in irregular architectural design. However, there is a lack of a systematic and comprehensive design and optimisation workflow considering geometric form, material, and fabrication methods. This paper aims to propose a design optimisation workflow for improving the rationality of a free-form timber structure fabricated by the robotic arm. Firstly, the free-form surface is described by NURBS, while its structure is calculated using the finite element analysis method. Then, by considering the characteristics and limiting factors of robotic timber fabrication, strain energy and robustness are set as optimisation objectives to optimise structural morphology by gradient descent method. As a result, an optimised structure with axial force as the main force and uniform stress distribution is generated after the structure morphology optimisation process. With the decreased strain energy and the improved robustness, the generated structure's bearing capacity and mechanical properties have been enhanced. The results prove the feasibility and effectiveness of the proposed optimisation workflow for free-form timber structure morphology design.

Keywords: robotic fabrication, free-form timber structure, Multi-objective optimisation, Structural morphology, rational design

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2104 Stochastic Modeling for Parameters of Modified Car-Following Model in Area-Based Traffic Flow

Authors: N. C. Sarkar, A. Bhaskar, Z. Zheng

Abstract:

The driving behavior in area-based (i.e., non-lane based) traffic is induced by the presence of other individuals in the choice space from the driver’s visual perception area. The driving behavior of a subject vehicle is constrained by the potential leaders and leaders are frequently changed over time. This paper is to determine a stochastic model for a parameter of modified intelligent driver model (MIDM) in area-based traffic (as in developing countries). The parametric and non-parametric distributions are presented to fit the parameters of MIDM. The goodness of fit for each parameter is measured in two different ways such as graphically and statistically. The quantile-quantile (Q-Q) plot is used for a graphical representation of a theoretical distribution to model a parameter and the Kolmogorov-Smirnov (K-S) test is used for a statistical measure of fitness for a parameter with a theoretical distribution. The distributions are performed on a set of estimated parameters of MIDM. The parameters are estimated on the real vehicle trajectory data from India. The fitness of each parameter with a stochastic model is well represented. The results support the applicability of the proposed modeling for parameters of MIDM in area-based traffic flow simulation.

Keywords: area-based traffic, car-following model, micro-simulation, stochastic modeling

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2103 Application of Generalized Autoregressive Score Model to Stock Returns

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: generalized autoregressive score model, South Africa, stock returns, time-varying

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2102 AER Model: An Integrated Artificial Society Modeling Method for Cloud Manufacturing Service Economic System

Authors: Deyu Zhou, Xiao Xue, Lizhen Cui

Abstract:

With the increasing collaboration among various services and the growing complexity of user demands, there are more and more factors affecting the stable development of the cloud manufacturing service economic system (CMSE). This poses new challenges to the evolution analysis of the CMSE. Many researchers have modeled and analyzed the evolution process of CMSE from the perspectives of individual learning and internal factors influencing the system, but without considering other important characteristics of the system's individuals (such as heterogeneity, bounded rationality, etc.) and the impact of external environmental factors. Therefore, this paper proposes an integrated artificial social model for the cloud manufacturing service economic system, which considers both the characteristics of the system's individuals and the internal and external influencing factors of the system. The model consists of three parts: the Agent model, environment model, and rules model (Agent-Environment-Rules, AER): (1) the Agent model considers important features of the individuals, such as heterogeneity and bounded rationality, based on the adaptive behavior mechanisms of perception, action, and decision-making; (2) the environment model describes the activity space of the individuals (real or virtual environment); (3) the rules model, as the driving force of system evolution, describes the mechanism of the entire system's operation and evolution. Finally, this paper verifies the effectiveness of the AER model through computational and experimental results.

Keywords: cloud manufacturing service economic system (CMSE), AER model, artificial social modeling, integrated framework, computing experiment, agent-based modeling, social networks

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2101 Risk and Emotion: Measuring the Effect of Emotion and Other Visceral Factors on Decision Making under Risk

Authors: Michael Mihalicz, Aziz Guergachi

Abstract:

Background: The science of modelling choice preferences has evolved over centuries into an interdisciplinary field contributing to several branches of Microeconomics and Mathematical Psychology. Early theories in Decision Science rested on the logic of rationality, but as it and related fields matured, descriptive theories emerged capable of explaining systematic violations of rationality through cognitive mechanisms underlying the thought processes that guide human behaviour. Cognitive limitations are not, however, solely responsible for systematic deviations from rationality and many are now exploring the effect of visceral factors as the more dominant drivers. The current study builds on the existing literature by exploring sleep deprivation, thermal comfort, stress, hunger, fear, anger and sadness as moderators to three distinct elements that define individual risk preference under Cumulative Prospect Theory. Methodology: This study is designed to compare the risk preference of participants experiencing an elevated affective or visceral state to those in a neutral state using nonparametric elicitation methods across three domains. Two experiments will be conducted simultaneously using different methodologies. The first will determine visceral states and risk preferences randomly over a two-week period by prompting participants to complete an online survey remotely. In each round of questions, participants will be asked to self-assess their current state using Visual Analogue Scales before answering a series of lottery-style elicitation questions. The second experiment will be conducted in a laboratory setting using psychological primes to induce a desired state. In this experiment, emotional states will be recorded using emotion analytics and used a basis for comparison between the two methods. Significance: The expected results include a series of measurable and systematic effects on the subjective interpretations of gamble attributes and evidence supporting the proposition that a portion of the variability in human choice preferences unaccounted for by cognitive limitations can be explained by interacting visceral states. Significant results will promote awareness about the subconscious effect that emotions and other drive states have on the way people process and interpret information, and can guide more effective decision making by informing decision-makers of the sources and consequences of irrational behaviour.

Keywords: decision making, emotions, prospect theory, visceral factors

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2100 Exponential Spline Solution for Singularly Perturbed Boundary Value Problems with an Uncertain-But-Bounded Parameter

Authors: Waheed Zahra, Mohamed El-Beltagy, Ashraf El Mhlawy, Reda Elkhadrawy

Abstract:

In this paper, we consider singular perturbation reaction-diffusion boundary value problems, which contain a small uncertain perturbation parameter. To solve these problems, we propose a numerical method which is based on an exponential spline and Shishkin mesh discretization. While interval analysis principle is used to deal with the uncertain parameter, sensitivity analysis has been conducted using different methods. Numerical results are provided to show the applicability and efficiency of our method, which is ε-uniform convergence of almost second order.

Keywords: singular perturbation problem, shishkin mesh, two small parameters, exponential spline, interval analysis, sensitivity analysis

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