Search results for: simultaneous perturbation stochastic approximation

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

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

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

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Authors: M. A. C. S. Sampath Fernando, James M. Curran, Renate Meyer

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Model assessment, in the Bayesian context, involves evaluation of the goodness-of-fit and the comparison of several alternative candidate models for predictive accuracy and improvements. In posterior predictive checks, the data simulated under the fitted model is compared with the actual data. Predictive model accuracy is estimated using information criteria such as the Akaike information criterion (AIC), the Bayesian information criterion (BIC), the Deviance information criterion (DIC), and the Watanabe-Akaike information criterion (WAIC). The goal of an information criterion is to obtain an unbiased measure of out-of-sample prediction error. Since posterior checks use the data twice; once for model estimation and once for testing, a bias correction which penalises the model complexity is incorporated in these criteria. Cross-validation (CV) is another method used for examining out-of-sample prediction accuracy. Leave-one-out cross-validation (LOO-CV) is the most computationally expensive variant among the other CV methods, as it fits as many models as the number of observations. Importance sampling (IS), truncated importance sampling (TIS) and Pareto-smoothed importance sampling (PSIS) are generally used as approximations to the exact LOO-CV and utilise the existing MCMC results avoiding expensive computational issues. The reciprocals of the predictive densities calculated over posterior draws for each observation are treated as the raw importance weights. These are in turn used to calculate the approximate LOO-CV of the observation as a weighted average of posterior densities. In IS-LOO, the raw weights are directly used. In contrast, the larger weights are replaced by their modified truncated weights in calculating TIS-LOO and PSIS-LOO. Although, information criteria and LOO-CV are unable to reflect the goodness-of-fit in absolute sense, the differences can be used to measure the relative performance of the models of interest. However, the use of these measures is only valid under specific circumstances. This study has developed 11 models using normal, log-normal, gamma, and student’s t distributions to improve the PCR stutter prediction with forensic data. These models are comprised of four with profile-wide variances, four with locus specific variances, and three which are two-component mixture models. The mean stutter ratio in each model is modeled as a locus specific simple linear regression against a feature of the alleles under study known as the longest uninterrupted sequence (LUS). The use of AIC, BIC, DIC, and WAIC in model comparison has some practical limitations. Even though, IS-LOO, TIS-LOO, and PSIS-LOO are considered to be approximations of the exact LOO-CV, the study observed some drastic deviations in the results. However, there are some interesting relationships among the logarithms of pointwise predictive densities (lppd) calculated under WAIC and the LOO approximation methods. The estimated overall lppd is a relative measure that reflects the overall goodness-of-fit of the model. Parallel log-likelihood profiles for the models conditional on equal posterior variances in lppds were observed. This study illustrates the limitations of the information criteria in practical model comparison problems. In addition, the relationships among LOO-CV approximation methods and WAIC with their limitations are discussed. Finally, useful recommendations that may help in practical model comparisons with these methods are provided.

Keywords: cross-validation, importance sampling, information criteria, predictive accuracy

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Authors: M. A. Tayfun, M. A. Alkhalidi

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The exact theoretical expression describing the probability distribution of nonlinear sea-surface elevations derived from the second-order narrowband model has a cumbersome form that requires numerical computations, not well-disposed to theoretical or practical applications. Here, the same narrowband model is re-examined to develop a simpler closed-form approximation suitable for theoretical and practical applications. The salient features of the approximate form are explored, and its relative validity is verified with comparisons to other readily available approximations, and oceanic data.

Keywords: ocean waves, probability distributions, second-order nonlinearities, skewness coefficient, wave steepness

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Authors: S. Aditya, K. T. Nideesh, N. Guruprasad

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Being a subclass of linear programing problem, the Transportation Problem is a classic Operations Research problem where the objective is to determine the schedule for transporting goods from source to destination in a way that minimizes the shipping cost while satisfying supply and demand constraints. In this paper, we are representing the transportation problem for various warehouses along with various dealers situated in Bangalore city to reduce the transportation cost incurred by them as of now. The problem is solved by obtaining the Initial Basic feasible Solution through various methods and further proceeding to obtain optimal cost.

Keywords: NW method, optimum utilization, transportation problem, Vogel’s approximation method

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Authors: Felipe Azocar Simonet, Luis Acosta Espejo

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In this article, we will try to find an efficient boundary approximation for the bi-objective location problem with coherent coverage for two levels of hierarchy (CCLP). We present the mathematical formulation of the model used. Supported efficient solutions and unsupported efficient solutions are obtained by solving the bi-objective combinatorial problem through the weights method using a Lagrangean heuristic. Subsequently, the results are validated through the DEA analysis with the GEM index (Global efficiency measurement).

Keywords: coherent covering location problem, efficient frontier, lagragian relaxation, data envelopment analysis

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Authors: Rahul Malhotra, Anurag Sharma

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Fiber based access networks can deliver performance that can support the increasing demands for high speed connections. One of the new technologies that have emerged in recent years is Passive Optical Networks. This paper is targeted to show the simultaneous delivery of triple play service (data, voice, and video). The comparative investigation and suitability of various data rates is presented. It is demonstrated that as we increase the data rate, number of users to be accommodated decreases due to increase in bit error rate.

Keywords: FTTH, quad play, play service, access networks, data rate

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Authors: Hubert Klar

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High double excitation of two-electron atoms has been investigated using hyperpherical coordinates within a modified adiabatic expansion technique. This modification creates a novel fictitious force leading to a spontaneous exchange symmetry breaking at high double excitation. The Pauli principle must therefore be regarded as approximation valid only at low excitation energy. Threshold electron scattering from high Rydberg states shows an unexpected time reversal symmetry breaking. At threshold for double escape we discover a broad (few eV) Cooper pair.

Keywords: correlation, resonances, threshold ionization, Cooper pair

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Authors: Zachary Blanks, Solomon Sonya

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Poaching presents a serious threat to endangered animal species, environment conservations, and human life. Additionally, some poaching activity has even been linked to supplying funds to support terrorist networks elsewhere around the world. Consequently, agencies dedicated to protecting wildlife habitats have a near intractable task of adequately patrolling an entire area (spanning several thousand kilometers) given limited resources, funds, and personnel at their disposal. Thus, agencies need predictive tools that are both high-performing and easily implementable by the user to help in learning how the significant features (e.g. animal population densities, topography, behavior patterns of the criminals within the area, etc) interact with each other in hopes of abating poaching. This research develops a classification model using machine learning algorithms to aid in forecasting future attacks that is both easy to train and performs well when compared to other models. In this research, we demonstrate how data imputation methods (specifically predictive mean matching, gradient boosting, and random forest multiple imputation) can be applied to analyze data and create significant predictions across a varied data set. Specifically, we apply these methods to improve the accuracy of adopted prediction models (Logistic Regression, Support Vector Machine, etc). Finally, we assess the performance of the model and the accuracy of our data imputation methods by learning on a real-world data set constituting four years of imputed data and testing on one year of non-imputed data. This paper provides three main contributions. First, we extend work done by the Teamcore and CREATE (Center for Risk and Economic Analysis of Terrorism Events) research group at the University of Southern California (USC) working in conjunction with the Department of Homeland Security to apply game theory and machine learning algorithms to develop more efficient ways of reducing poaching. This research introduces ensemble methods (Random Forests and Stochastic Gradient Boosting) and applies it to real-world poaching data gathered from the Ugandan rain forest park rangers. Next, we consider the effect of data imputation on both the performance of various algorithms and the general accuracy of the method itself when applied to a dependent variable where a large number of observations are missing. Third, we provide an alternate approach to predict the probability of observing poaching both by season and by month. The results from this research are very promising. We conclude that by using Stochastic Gradient Boosting to predict observations for non-commercial poaching by season, we are able to produce statistically equivalent results while being orders of magnitude faster in computation time and complexity. Additionally, when predicting potential poaching incidents by individual month vice entire seasons, boosting techniques produce a mean area under the curve increase of approximately 3% relative to previous prediction schedules by entire seasons.

Keywords: ensemble methods, imputation, machine learning, random forests, statistical analysis, stochastic gradient boosting, wildlife protection

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Authors: S. N. Derrar, M. Sekkal-Rahal

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The Nonlinear optics (NLO) technique is widely used in the field of biological imaging. In fact, grafting biological entities with a high NLO response on tissues and cells enhances the NLO responses of these latter, and ameliorates, consequently, their biological imaging quality. In this optics, we carried out a theoretical study, in the aim of analyzing the peptide bonds created between alanine amino acid and both unnatural amino acids: L-Dopa and Azatryptophan, respectively. Ramachandran plots have been performed for these systems, and their structural parameters have been analyzed. The NLO responses of these peptides have been reported by calculating the first hyperpolarizability values of all the minima found on the plots. The use of such unnatural amino acids as endogenous probing molecules has been investigated through this study. The Density Functional Theory (DFT) has been used for structural properties, while the Second-order Møller-Plesset Perturbation Theory (MP2) has been employed for the NLO calculations.

Keywords: biological imaging, hyperpolarizability, nonlinear optics, probing molecule

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Authors: Asabe Ahmad Tijani, Y. A. Yahaya

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The paper considers the derivation of implicit Adams-Moulton type method, with k=4 and 5. We adopted the method of interpolation and collocation of power series approximation to generate the continuous formula which was evaluated at off-grid and some grid points within the step length to generate the proposed block schemes, the schemes were investigated and found to be consistent and zero stable. Finally, the methods were tested with numerical experiments to ascertain their level of accuracy.

Keywords: Adam-Moulton Type (AMT), off-grid, block method, consistent and zero stable

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Authors: Jing Yu, Hongyang Liu, Dong Hao

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On-Orbit Refueling is of great significance in extending space crafts' lifetime. The problem of minimum-fuel, time-fixed, Peer-to-Peer On-Orbit Refueling mission planning is addressed here with the particular aim of assigning fuel-insufficient satellites to the fuel-sufficient satellites and optimizing each rendezvous trajectory. Constraints including perturbation, communication link, sun illumination, hold points for different rendezvous phases, and sensor switching are considered. A planning model has established as well as a two-level solution method. The upper level deals with target assignment based on fuel equilibrium criterion, while the lower level solves constrained trajectory optimization using special maneuver strategies. Simulations show that the developed method could effectively resolve the Peer-to-Peer On-Orbit Refueling mission planning problem and deal with complex constraints.

Keywords: mission planning, orbital rendezvous, on-orbit refueling, space mission

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Authors: Abdennour Benmakhlouf, Abdelouahab Bentabet

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In this paper, we investigated the athermal pressure behavior of the structural and elastic properties of scheelite BaWO4 phase up to 7 GPa using the ab initio pseudo-potential method. The calculated lattice parameters pressure relation have been compared with the experimental values and found to be in good agreement with these results. Moreover, we present for the first time the investigation of the elastic properties of this compound using the density functional perturbation theory (DFPT). It is shown that this phase is mechanically stable up to 7 GPa after analyzing the calculated elastic constants. Other relevant quantities such as bulk modulus, pressure derivative of bulk modulus, shear modulus; Young’s modulus, Poisson’s ratio, anisotropy factors, Debye temperature and sound velocity have been calculated. The obtained results, which are reported for the first time to the best of the author’s knowledge, can facilitate assessment of possible applications of the title material.

Keywords: pseudo-potential method, pressure, structural and elastic properties, scheelite BaWO4 phase

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Authors: Lakshay Kharbanda, Aabhas Chauhan

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In this paper, an application of Normalized Compression Distance (NCD) to detect notable scene alterations occurring in videos is presented. Several research groups have been developing methods to perform image classification using NCD, a computable approximation to Normalized Information Distance (NID) by studying the degree of similarity in images. The timeframes where significant aberrations between the frames of a video have occurred have been identified by obtaining a threshold NCD value, using two compressors: LZMA and BZIP2 and defining scene alterations using Pixel Difference Percentage metrics.

Keywords: image compression, Kolmogorov complexity, normalized compression distance, root mean square error

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Authors: Kourosh Modarresi

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The Netflix problem has brought the topic of “Recommendation Systems” into the mainstream of computer science, mathematics, and statistics. Though much progress has been made, the available algorithms do not obtain satisfactory results. The success of these algorithms is rarely above 5%. This work is based on the belief that the main challenge is to come up with “scalable personalization” models. This paper uses an adaptive regularization of inverse singular value decomposition (SVD) that applies adaptive penalization on the singular vectors. The results show far better matching for recommender systems when compared to the ones from the state of the art models in the industry.

Keywords: convex optimization, LASSO, regression, recommender systems, singular value decomposition, low rank approximation

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Authors: Eugene Stepanov, Arcady Ponosov

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To model gene regulatory networks one uses ordinary differential equations with switching nonlinearities, where the initial value problem is known to be well-posed if the trajectories cross the discontinuities transversally. Otherwise, the initial value problem is usually ill-posed, which lead to theoretical and numerical complications. In the presentation, it is proposed to apply the theory of hybrid dynamical systems, rather than switched ones, to regularize the problem. 'Hybridization' of the switched system means that one attaches a dynamic discrete component ('automaton'), which follows the trajectories of the original system and governs its dynamics at the points of ill-posedness of the initial value problem making it well-posed. The construction of the automaton is based on the classification of the attractors of the specially designed adjoint dynamical system. Several examples are provided in the presentation, which support the suggested analysis. The method can also be of interest in other applied fields, where differential equations contain switchings, e.g. in neural field models.

Keywords: hybrid dynamical systems, ill-posed problems, singular perturbation analysis, switching nonlinearities

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Authors: Ross Calvert, Colin Whittaker, Alison Raby, Alistair G. L. Borthwick, Ton S. van den Bremer

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Large concentrations of plastic have polluted the seas in the last half century, with harmful effects on marine wildlife and potentially to human health. Plastic pollution will have lasting effects because it is expected to take hundreds or thousands of years for plastic to decay in the ocean. The question arises how waves transport plastic in the ocean. The predominant motion induced by waves creates ellipsoid orbits. However, these orbits do not close, resulting in a drift. This is defined as Stokes drift. If a particle is infinitesimally small and the same density as water, it will behave exactly as the water does, i.e., as a purely Lagrangian tracer. However, as the particle grows in size or changes density, it will behave differently. The particle will then have its own inertia, the fluid will exert drag on the particle, because there is relative velocity, and it will rise or sink depending on the density and whether it is on the free surface. Previously, plastic pollution has all been considered to be purely Lagrangian. However, the steepness of waves in the ocean is small, normally about α = k₀a = 0.1 (where k₀ is the wavenumber and a is the wave amplitude), this means that the mean drift flows are of the order of ten times smaller than the oscillatory velocities (Stokes drift is proportional to steepness squared, whilst the oscillatory velocities are proportional to the steepness). Thus, the particle motion must have the forces of the full motion, oscillatory and mean flow, as well as a dynamic buoyancy term to account for the free surface, to determine whether inertia is important. To track the motion of a floating inertial particle under wave action requires the fluid velocities, which form the forcing, and the full equations of motion of a particle to be solved. Starting with the equation of motion of a sphere in unsteady flow with viscous drag. Terms can added then be added to the equation of motion to better model floating plastic: a dynamic buoyancy to model a particle floating on the free surface, quadratic drag for larger particles and a slope sliding term. Using perturbation methods to order the equation of motion into sequentially solvable parts allows a parametric equation for the transport of inertial finite-sized floating particles to be derived. This parametric equation can then be validated using numerical simulations of the equation of motion and flume experiments. This paper presents a parametric equation for the transport of inertial floating finite-size particles by ocean waves. The equation shows an increase in Stokes drift for larger, less dense particles. The equation has been validated using numerical solutions of the equation of motion and laboratory flume experiments. The difference in the particle transport equation and a purely Lagrangian tracer is illustrated using worlds maps of the induced transport. This parametric transport equation would allow ocean-scale numerical models to include inertial effects of floating plastic when predicting or tracing the transport of pollutants.

Keywords: perturbation methods, plastic pollution transport, Stokes drift, wave flume experiments, wave-induced mean flow

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Authors: S. S. Chong, A. R. Abdul Aziz, S. W. Harun, H. Arof

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A miniaturized non-adiabatic silica microfiber is proposed for biological oxygen demand (BOD) ratio chemical oxygen demand (COD) sensing for the first time. BOD and COD are two main parameters to justify quality of wastewater. A ratio, BOD:COD can usually be established between the two analytical methods once COD and BOD value has been gathered. This ratio plays a vital role to determine appropriate strategy in wastewater treatment. A non-adiabatic microfiber sensor was formed by tapering the SMF to generate evanescent field where sensitive to perturbation of sensing medium. Because difference ratio BOD and COD contain in solution, this may induced changes of effective refractive index between microfiber and sensing medium. Attenuation wavelength shift to right with 0.5 nm and 3.5 nm while BOD:COD equal to 0.09 and 0.18 respectively. Significance difference wavelength shift may relate with the biodegradability of analyte. This proposed sensor is compact, reliable and feasible to determine the BOD:COD. Further research and investigation should be proceeded to enhance sensitivity and precision of the sensor for several of wastewater online monitoring.

Keywords: non-adiabatic fiber sensor, environmental sensing, biodegradability, evanescent field

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Authors: Aaron Aboshio, Jianqiao Ye

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In this study, static and dynamic responses of a typical reinforced concrete flat slab, designed to British Standard (BS 8110, 1997) and under self and live loadings for dance halls are reported. Linear perturbation analysis using finite element method was employed for modal, impulse loading and frequency response analyses of the slab under the aforementioned loading condition. Results from the static and dynamic analyses, comprising of the slab fundamental frequencies and mode shapes, dynamic amplification factor, maximum deflection, stress distributions among other valuable outcomes are presented and discussed. These were gauged with the limiting provisions in the design code with a view to optimise the structure and ensure both adequate strength and economical section for large clear span slabs. This is necessary owing to the continued increase in cost of erecting building structures and the squeeze on public finance globally.

Keywords: economical design, finite element method, modal dynamics, reinforced concrete, slab

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Authors: Anurag Sharma, Dinesh Kumar, Rahul Malhotra, Manoj Kumar

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Fiber based access networks can deliver performance that can support the increasing demands for high speed connections. One of the new technologies that have emerged in recent years is Passive Optical Networks. This paper is targeted to show the simultaneous delivery of triple play service (data, voice and video). The comparative investigation and suitability of various data rates is presented. It is demonstrated that as we increase the data rate, number of users to be accommodated decreases due to increase in bit error rate.

Keywords: BER, PON, TDMPON, GPON, CWDM, OLT, ONT

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Authors: Alireza Abdikian

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By assuming a quantum relativistic degenerate electron-positron (e-p) plasma media, the nonlinear acoustic solitary propagation in the presence of the stationary ions for neutralizing the plasma background of bounded cylindrical geometry was investigated. By using the standard reductive perturbation technique with cooperation the quantum hydrodynamics model for the e-p fluid, the spherical Kadomtsev-Petviashvili equation was derived for small but finite amplitude waves and was given the solitary wave solution for the parameters relevant for dense astrophysical objects such as white dwarf stars. By using a suitable coordinate transformation and using improved F-expansion technique, the SKP equation can be solved analytically. The numerical results reveal that the relativistic effects lead to propagate the electrostatic bell shape structures and by increasing the relativistic effects, the amplitude and the width of the e-p acoustic solitary wave will decrease.

Keywords: Electron-positron plasma, Acoustic solitary wave, Relativistic plasmas, the spherical Kadomtsev-Petviashvili equation

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Authors: Hamza Rekab Djabri, Salah Daoud

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The present paper deals with the computational of structural and electronic properties of ThC and ThN compounds using density functional theory within generalized-gradient (GGA) apraximation and local density approximation (LDA). We employ the full potential linear muffin-tin orbitals (FP-LMTO) as implemented in the Lmtart code. We have used to examine structure parameter in eight different structures such as in NaCl (B1), CsCl (B2), ZB (B3), NiAs (B8), PbO (B10), Wurtzite (B4) , HCP (A3) βSn (A5) structures . The equilibrium lattice parameter, bulk modulus, and its pressure derivative were presented for all calculated phases. The calculated ground state properties are in good agreement with available experimental and theoretical results.

Keywords: DFT, GGA, LDA, properties structurales, ThC, ThN

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Authors: Maria Miranda-Medina, Sara Salopek, Andras Vernes, Martin Jech

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Sliding lubricated surfaces induce the formation of tribofilms that reduce friction, wear and prevent large-scale damage of contact parts. Engine oils and lubricants use antiwear and antioxidant additives such as zinc dialkyldithiophosphate (ZDDP) from where protective tribofilms are formed by degradation. The ZDDP tribofilms are described as a two-layer structure composed of inorganic polymer material. On the top surface, the long chain polyphosphate is a zinc phosphate and in the bulk, the short chain polyphosphate is a mixed Fe/Zn phosphate with a gradient concentration. The polyphosphate chains are partially adherent to steel surface through a sulfide and work as anti-wear pads. In this contribution, ZDDP tribofilms formed on gray cast iron surfaces are studied. The tribofilms were generated in a reciprocating sliding tribometer with a piston ring-cylinder liner configuration. Fully formulated oil of SAE grade 5W-30 was used as lubricant during two tests at 40Hz and 50Hz. For the estimation of the tribofilm thicknesses, spectroscopic ellipsometry was used due to its high accuracy and non-destructive nature. Ellipsometry works under an optical principle where the change in polarisation of light reflected by the surface, is associated with the refractive index of the surface material or to the thickness of the layer deposited on top. Ellipsometrical responses derived from tribofilms are modelled by effective medium approximation (EMA), which includes the refractive index of involved materials, homogeneity of the film and thickness. The materials composition was obtained from x-ray photoelectron spectroscopic studies, where the presence of ZDDP, O and C was confirmed. From EMA models it was concluded that tribofilms formed at 40 Hz are thicker and more homogeneous than the ones formed at 50 Hz. In addition, the refractive index of each material is mixed to derive an effective refractive index that describes the optical composition of the tribofilm and exhibits a maximum response in the UV range, being a characteristic of glassy semitransparent films.

Keywords: effective medium approximation, reciprocating sliding tribometer, spectroscopic ellipsometry, zinc dialkyldithiophosphate

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Authors: Hacene Benkhoula, Mohamed Badreddine Benabdella, Hamid Bouzeboudja, Abderrahmane Asraoui

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The wind is a random variable difficult to master, for this, we developed a mathematical and statistical methods enable to modeling and forecast wind power. Gaussian Processes (GP) is one of the most widely used families of stochastic processes for modeling dependent data observed over time, or space or time and space. GP is an underlying process formed by unrecognized operator’s uses to solve a problem. The purpose of this paper is to present how to forecast wind power by using the GP. The Gaussian process method for forecasting are presented. To validate the presented approach, a simulation under the MATLAB environment has been given.

Keywords: wind power, Gaussien process, modelling, forecasting

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Authors: Ipek Kivanc, Demet Ozgur-Unluakin

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Over the past years, technological innovations and advancements have played an important role in the industrial world. Due to technological improvements, the degree of complexity of the systems has increased. Hence, all systems are getting more uncertain that emerges from increased complexity, resulting in more cost. It is challenging to cope with this situation. So, implementing efficient planning of maintenance activities in such systems are getting more essential. Partially Observable Markov Decision Processes (POMDPs) are powerful tools for stochastic sequential decision problems under uncertainty. Although maintenance optimization in a dynamic environment can be modeled as such a sequential decision problem, POMDPs are not widely used for tackling maintenance problems. However, they can be well-suited frameworks for obtaining optimal maintenance policies. In the classical representation of the POMDP framework, the system is denoted by a single node which has multiple states. The main drawback of this classical approach is that the state space grows exponentially with the number of state variables. On the other side, factored representation of POMDPs enables to simplify the complexity of the states by taking advantage of the factored structure already available in the nature of the problem. The main idea of factored POMDPs is that they can be compactly modeled through dynamic Bayesian networks (DBNs), which are graphical representations for stochastic processes, by exploiting the structure of this representation. This study aims to demonstrate how maintenance planning of dynamic systems can be modeled with factored POMDPs. An empirical maintenance planning problem of a dynamic system consisting of four partially observable components deteriorating in time is designed. To solve the empirical model, we resort to Symbolic Perseus solver which is one of the state-of-the-art factored POMDP solvers enabling approximate solutions. We generate some more predefined policies based on corrective or proactive maintenance strategies. We execute the policies on the empirical problem for many replications and compare their performances under various scenarios. The results show that the computed policies from the POMDP model are superior to the others. Acknowledgment: This work is supported by the Scientific and Technological Research Council of Turkey (TÜBİTAK) under grant no: 117M587.

Keywords: factored representation, maintenance, multi-component system, partially observable Markov decision processes

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Authors: Aref Yazdani, Ali Tofighi

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We study a simulative model for production of stable micro black holes based on investigation on thermodynamics of LHC experiment. We show that how this production can be achieved through a thermodynamic process of stability. Indeed, this process can be done through a very small amount of powerful fuel. By applying the second law of black hole thermodynamics at the scale of quantum gravity and perturbation expansion of the given entropy function, a time-dependent potential function is obtained which is illustrated with exact numerical values in higher dimensions. Seeking for the conditions for stability of micro black holes is another purpose of this study. This is proven through an injection method of putting the exact amount of energy into the final phase of the production which is equivalent to the same energy injection into the center of collision at the LHC in order to stabilize the produced particles. Injection of energy into the center of collision at the LHC is a new pattern that it is worth a try for the first time.

Keywords: micro black holes, LHC experiment, black holes thermodynamics, extra dimensions model

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Authors: Jeffrey Tzu-Hao Tsai, Yi-Shan Wong

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This article proposes a cohort-age-period (CAP) model to characterize multi-population mortality processes using cohort, age, and period variables. Distinct from the factor-based Lee-Carter-type decomposition mortality model, this approach is empirically based and includes the age, period, and cohort variables into the equation system. The model not only provides a fruitful intuition for explaining multivariate mortality change rates but also has a better performance in forecasting future patterns. Using the US and the UK mortality data and performing ten-year out-of-sample tests, our approach shows smaller mean square errors in both countries compared to the models in the literature.

Keywords: longevity risk, stochastic mortality model, multivariate mortality rate, risk management

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Authors: Alexander E. Hramov, Vadim V. Grubov, Alexey A. Koronovskii, Maria K. Kurovskaуa, Anastasija E. Runnova

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The perception of visual signals in the brain was among the first issues discussed in terms of multistability which has been introduced to provide mechanisms for information processing in biological neural systems. In this work the influence of the cognitive noise on the visual perception of multistable pictures has been investigated. The study includes an experiment with the bistable Necker cube illusion and the theoretical background explaining the obtained experimental results. In our experiments Necker cubes with different wireframe contrast were demonstrated repeatedly to different people and the probability of the choice of one of the cubes projection was calculated for each picture. The Necker cube was placed at the middle of a computer screen as black lines on a white background. The contrast of the three middle lines centered in the left middle corner was used as one of the control parameter. Between two successive demonstrations of Necker cubes another picture was shown to distract attention and to make a perception of next Necker cube more independent from the previous one. Eleven subjects, male and female, of the ages 20 through 45 were studied. The choice of the Necker cube projection was detected with the Electroencephalograph-recorder Encephalan-EEGR-19/26, Medicom MTD. To treat the experimental results we carried out theoretical consideration using the simplest double-well potential model with the presence of noise that led to the Fokker-Planck equation for the probability density of the stochastic process. At the first time an analytical solution for the probability of the selection of one of the Necker cube projection for different values of wireframe contrast have been obtained. Furthermore, having used the results of the experimental measurements with the help of the method of least squares we have calculated the value of the parameter corresponding to the cognitive noise of the person being studied. The range of cognitive noise parameter values for studied subjects turned to be [0.08; 0.55]. It should be noted, that experimental results have a good reproducibility, the same person being studied repeatedly another day produces very similar data with very close levels of cognitive noise. We found an excellent agreement between analytically deduced probability and the results obtained in the experiment. A good qualitative agreement between theoretical and experimental results indicates that even such a simple model allows simulating brain cognitive dynamics and estimating important cognitive characteristic of the brain, such as brain noise.

Keywords: bistability, brain, noise, perception, stochastic processes

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Authors: Feri̇t Çakici, M. Kemal Leblebi̇ci̇oğlu

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In this study, an unmanned aerial vehicle (UAV) with level flight, vertical take-off and landing (VTOL) and mode-transitioning capability is designed and analyzed. The platform design combines both multirotor and fixed-wing (FW) conventional airplane structures and control surfaces; therefore named as VTOL-FW. The aircraft is modeled using aerodynamical principles and linear models are constructed utilizing small perturbation theory for trim conditions. The proposed method of control includes implementation of multirotor and airplane mode controllers and design of an algorithm to transition between modes in achieving smooth switching maneuvers between VTOL and FW flight. Thus, VTOL-FW UAV’s flight characteristics are expected to be improved by enlarging operational flight envelope through enabling mode-transitioning, agile maneuvers and increasing survivability. Experiments conducted in simulation and real world environments shows that VTOL-FW UAV has both multirotor and airplane characteristics with extra benefits in an enlarged flight envelope.

Keywords: aircraft design, linear analysis, mode transitioning control, UAV

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Authors: Y. de Smet, J. Hubinont

Abstract:

PROMETHEE and GAIA are well-known Multiple Criteria Decision Aid methods. Given an evaluation table and preference parameters they allow to rank the alternatives, to visualize the problem, to perform sensitivity and robustness analysis, etc. Unfortunately, it is often hard for the Decision Maker (DM) to estimate the precise values of these parameters. Therefore an alternative option is to give ranges of potential values in order to apply Stochastic Multicriteria Acceptability Analysis. This has been recently studied in the context of the SMAA-PROMETHEE method. The aim of this contribution is to propose an SMAA extension of GAIA. We show how this tool can be useful and provide complementary information to SMAA-PROMETHEE. This is illustrated on a pedagogical example.

Keywords: multiple criteria decision making, PROMETHEE, GAIA, SMAA

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Authors: Gubhinder Kundhi, Paul Rilstone

Abstract:

It is well established that Instrumental Variable (IV) estimators in the presence of weak instruments can be poorly behaved, in particular, be quite biased in finite samples. Finite sample approximations to the distributions of these estimators are obtained using Edgeworth and Saddlepoint expansions. Departures from normality of the distributions of these estimators are analyzed using higher order analytical corrections in these expansions. In a Monte-Carlo experiment, the performance of these expansions is compared to the first order approximation and other methods commonly used in finite samples such as the bootstrap.

Keywords: bootstrap, Instrumental Variable, Edgeworth expansions, Saddlepoint expansions

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