Search results for: differential shrinkage
1207 Frailty Patterns in the US and Implications for Long-Term Care
Authors: Joelle Fong
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Older persons are at greatest risk of becoming frail. As survival to the age of 80 and beyond continues to increase, the health and frailty of older Americans has garnered much recent attention among policy makers and healthcare administrators. This paper examines patterns in old-age frailty within a multistate actuarial model that characterizes the stochastic process of biological ageing. Using aggregate population-level U.S. mortality data, we implement a stochastic aging model to examine cohort trends and gender differences in frailty distributions for older Americans born 1865 – 1894. The stochastic ageing model, which draws from the fields of actuarial science and gerontology, is well-established in the literature. The implications for public health insurance programs are also discussed. Our results suggest that, on average, women tend to be frailer than men at older ages and reveal useful insights about the magnitude of the male-female differential at critical age points. Specifically, we note that the frailty statuses of males and females are actually quite comparable from ages 65 to 80. Beyond age 80, however, the frailty levels start to diverge considerably implying that women are moving quicker into worse states of health than men. Tracking average frailty by gender over 30 successive birth cohorts, we also find that frailty levels for both genders follow a distinct peak-and-trough pattern. For instance, frailty among 85-year old American survivors increased in years 1954-1963, decreased in years 1964-1971, and again started to increase in years 1972-1979. A number of factors may have accounted for these cohort differences including differences in cohort life histories, differences in disease prevalence, differences in lifestyle and behavior, differential access to medical advances, as well as changes in environmental risk factors over time. We conclude with a discussion on the implications of our findings on spending for long-term care programs within the broader health insurance system.Keywords: actuarial modeling, cohort analysis, frail elderly, health
Procedia PDF Downloads 2461206 Mathematical Modelling of Spatial Distribution of Covid-19 Outbreak Using Diffusion Equation
Authors: Kayode Oshinubi, Brice Kammegne, Jacques Demongeot
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The use of mathematical tools like Partial Differential Equations and Ordinary Differential Equations have become very important to predict the evolution of a viral disease in a population in order to take preventive and curative measures. In December 2019, a novel variety of Coronavirus (SARS-CoV-2) was identified in Wuhan, Hubei Province, China causing a severe and potentially fatal respiratory syndrome, i.e., COVID-19. Since then, it has become a pandemic declared by World Health Organization (WHO) on March 11, 2020 which has spread around the globe. A reaction-diffusion system is a mathematical model that describes the evolution of a phenomenon subjected to two processes: a reaction process in which different substances are transformed, and a diffusion process that causes a distribution in space. This article provides a mathematical study of the Susceptible, Exposed, Infected, Recovered, and Vaccinated population model of the COVID-19 pandemic by the bias of reaction-diffusion equations. Both local and global asymptotic stability conditions for disease-free and endemic equilibria are determined using the Lyapunov function are considered and the endemic equilibrium point exists and is stable if it satisfies Routh–Hurwitz criteria. Also, adequate conditions for the existence and uniqueness of the solution of the model have been proved. We showed the spatial distribution of the model compartments when the basic reproduction rate $\mathcal{R}_0 < 1$ and $\mathcal{R}_0 > 1$ and sensitivity analysis is performed in order to determine the most sensitive parameters in the proposed model. We demonstrate the model's effectiveness by performing numerical simulations. We investigate the impact of vaccination and the significance of spatial distribution parameters in the spread of COVID-19. The findings indicate that reducing contact with an infected person and increasing the proportion of susceptible people who receive high-efficacy vaccination will lessen the burden of COVID-19 in the population. To the public health policymakers, we offered a better understanding of the COVID-19 management.Keywords: COVID-19, SEIRV epidemic model, reaction-diffusion equation, basic reproduction number, vaccination, spatial distribution
Procedia PDF Downloads 1241205 Multidimensional Integral and Discrete Opial–Type Inequalities
Authors: Maja Andrić, Josip Pečarić
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Over the last five decades, an enormous amount of work has been done on Opial’s integral inequality, dealing with new proofs, various generalizations, extensions and discrete analogs. The Opial inequality is recognized as a fundamental result in the analysis of qualitative properties of solution of differential equations. We use submultiplicative convex functions, appropriate representations of functions and inequalities involving means to obtain generalizations and extensions of certain known multidimensional integral and discrete Opial-type inequalities.Keywords: Opial's inequality, Jensen's inequality, integral inequality, discrete inequality
Procedia PDF Downloads 4401204 Reduced General Dispersion Model in Cylindrical Coordinates and Isotope Transient Kinetic Analysis in Laminar Flow
Authors: Masood Otarod, Ronald M. Supkowski
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This abstract discusses a method that reduces the general dispersion model in cylindrical coordinates to a second order linear ordinary differential equation with constant coefficients so that it can be utilized to conduct kinetic studies in packed bed tubular catalytic reactors at a broad range of Reynolds numbers. The model was tested by 13CO isotope transient tracing of the CO adsorption of Boudouard reaction in a differential reactor at an average Reynolds number of 0.2 over Pd-Al2O3 catalyst. Detailed experimental results have provided evidence for the validity of the theoretical framing of the model and the estimated parameters are consistent with the literature. The solution of the general dispersion model requires the knowledge of the radial distribution of axial velocity. This is not always known. Hence, up until now, the implementation of the dispersion model has been largely restricted to the plug-flow regime. But, ideal plug-flow is impossible to achieve and flow regimes approximating plug-flow leave much room for debate as to the validity of the results. The reduction of the general dispersion model transpires as a result of the application of a factorization theorem. Factorization theorem is derived from the observation that a cross section of a catalytic bed consists of a solid phase across which the reaction takes place and a void or porous phase across which no significant measure of reaction occurs. The disparity in flow and the heterogeneity of the catalytic bed cause the concentration of reacting compounds to fluctuate radially. These variabilities signify the existence of radial positions at which the radial gradient of concentration is zero. Succinctly, factorization theorem states that a concentration function of axial and radial coordinates in a catalytic bed is factorable as the product of the mean radial cup-mixing function and a contingent dimensionless function. The concentration of adsorbed compounds are also factorable since they are piecewise continuous functions and suffer the same variability but in the reverse order of the concentration of mobile phase compounds. Factorability is a property of packed beds which transforms the general dispersion model to an equation in terms of the measurable mean radial cup-mixing concentration of the mobile phase compounds and mean cross-sectional concentration of adsorbed species. The reduced model does not require the knowledge of the radial distribution of the axial velocity. Instead, it is characterized by new transport parameters so denoted by Ωc, Ωa, Ωc, and which are respectively denominated convection coefficient cofactor, axial dispersion coefficient cofactor, and radial dispersion coefficient cofactor. These cofactors adjust the dispersion equation as compensation for the unavailability of the radial distribution of the axial velocity. Together with the rest of the kinetic parameters they can be determined from experimental data via an optimization procedure. Our data showed that the estimated parameters Ωc, Ωa Ωr, are monotonically correlated with the Reynolds number. This is expected to be the case based on the theoretical construct of the model. Computer generated simulations of methanation reaction on nickel provide additional support for the utility of the newly conceptualized dispersion model.Keywords: factorization, general dispersion model, isotope transient kinetic, partial differential equations
Procedia PDF Downloads 2691203 Block Implicit Adams Type Algorithms for Solution of First Order Differential Equation
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
Procedia PDF Downloads 4821202 Equations of Pulse Propagation in Three-Layer Structure of As2S3 Chalcogenide Plasmonic Nano-Waveguides
Authors: Leila Motamed-Jahromi, Mohsen Hatami, Alireza Keshavarz
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This research aims at obtaining the equations of pulse propagation in nonlinear plasmonic waveguides created with As2S3 chalcogenide materials. Via utilizing Helmholtz equation and first-order perturbation theory, two components of electric field are determined within frequency domain. Afterwards, the equations are formulated in time domain. The obtained equations include two coupled differential equations that considers nonlinear dispersion.Keywords: nonlinear optics, plasmonic waveguide, chalcogenide, propagation equation
Procedia PDF Downloads 4211201 Pavement Failures and Its Maintenance
Authors: Maulik L. Sisodia, Tirth K. Raval, Aarsh S. Mistry
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This paper summarizes the ongoing researches about the defects in both flexible and rigid pavement and the maintenance in both flexible and rigid pavements. Various defects in pavements have been identified since the existence of both flexible and rigid pavement. Flexible Pavement failure is defined in terms of decreasing serviceability caused by the development of cracks, ruts, potholes etc. Flexible Pavement structure can be destroyed in a single season due to water penetration. Defects in flexible pavements is a problem of multiple dimensions, phenomenal growth of vehicular traffic (in terms of no. of axle loading of commercial vehicles), the rapid expansion in the road network, non-availability of suitable technology, material, equipment, skilled labor and poor funds allocation have all added complexities to the problem of flexible pavements. In rigid pavements due to different type of destress the failure like joint spalling, faulting, shrinkage cracking, punch out, corner break etc. Application of correction in the existing surface will enhance the life of maintenance works as well as that of strengthening layer. Maintenance of a road network involves a variety of operations, i.e., identification of deficiencies and planning, programming and scheduling for actual implementation in the field and monitoring. The essential objective should be to keep the road surface and appurtenances in good condition and to extend the life of the road assets to its design life. The paper describes lessons learnt from pavement failures and problems experienced during the last few years on a number of projects in India. Broadly, the activities include identification of defects and the possible cause there off, determination of appropriate remedial measures; implement these in the field and monitoring of the results.Keywords: Flexible Pavements, Rigid Pavements, Defects, Maintenance
Procedia PDF Downloads 1741200 Numerical Solution of Momentum Equations Using Finite Difference Method for Newtonian Flows in Two-Dimensional Cartesian Coordinate System
Authors: Ali Ateş, Ansar B. Mwimbo, Ali H. Abdulkarim
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General transport equation has a wide range of application in Fluid Mechanics and Heat Transfer problems. In this equation, generally when φ variable which represents a flow property is used to represent fluid velocity component, general transport equation turns into momentum equations or with its well known name Navier-Stokes equations. In these non-linear differential equations instead of seeking for analytic solutions, preferring numerical solutions is a more frequently used procedure. Finite difference method is a commonly used numerical solution method. In these equations using velocity and pressure gradients instead of stress tensors decreases the number of unknowns. Also, continuity equation, by integrating the system, number of equations is obtained as number of unknowns. In this situation, velocity and pressure components emerge as two important parameters. In the solution of differential equation system, velocities and pressures must be solved together. However, in the considered grid system, when pressure and velocity values are jointly solved for the same nodal points some problems confront us. To overcome this problem, using staggered grid system is a referred solution method. For the computerized solutions of the staggered grid system various algorithms were developed. From these, two most commonly used are SIMPLE and SIMPLER algorithms. In this study Navier-Stokes equations were numerically solved for Newtonian flow, whose mass or gravitational forces were neglected, for incompressible and laminar fluid, as a hydro dynamically fully developed region and in two dimensional cartesian coordinate system. Finite difference method was chosen as the solution method. This is a parametric study in which varying values of velocity components, pressure and Reynolds numbers were used. Differential equations were discritized using central difference and hybrid scheme. The discritized equation system was solved by Gauss-Siedel iteration method. SIMPLE and SIMPLER were used as solution algorithms. The obtained results, were compared for central difference and hybrid as discritization methods. Also, as solution algorithm, SIMPLE algorithm and SIMPLER algorithm were compared to each other. As a result, it was observed that hybrid discritization method gave better results over a larger area. Furthermore, as computer solution algorithm, besides some disadvantages, it can be said that SIMPLER algorithm is more practical and gave result in short time. For this study, a code was developed in DELPHI programming language. The values obtained in a computer program were converted into graphs and discussed. During sketching, the quality of the graph was increased by adding intermediate values to the obtained result values using Lagrange interpolation formula. For the solution of the system, number of grid and node was found as an estimated. At the same time, to indicate that the obtained results are satisfactory enough, by doing independent analysis from the grid (GCI analysis) for coarse, medium and fine grid system solution domain was obtained. It was observed that when graphs and program outputs were compared with similar studies highly satisfactory results were achieved.Keywords: finite difference method, GCI analysis, numerical solution of the Navier-Stokes equations, SIMPLE and SIMPLER algoritms
Procedia PDF Downloads 3921199 Treatment of NMSC with Traditional Medicine Method
Authors: Aferdita Stroka Koka, Laver Stroka, Juna Musa, Samanda Celaj
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Non-melanoma skin cancers (NMSCs) are the most common human malignancies. About 5.4 million basal and squamous cell skin cancers are diagnosed each year in the US and new cases continue to grow. About eight out of ten of these are basal cell cancers. Squamous cell cancers occur less often. NMSC usually are treatable, but treatment is expensive and can leave scars. In 2019, 167 patients of both sexes suffering from NMSC were treated by traditional medicine. Patients who have been diagnosed with Basal Cell Carcinoma were 122 cases, Squamous Cell Carcinoma 32 cases and both of them 13 cases. Of these,122 cases were ulcerated lesions and 45 unulcerated lesions. All patients were treated with the herbal solution called NILS, which contains extracts of some Albanian plants such as Allium sativum, Jugulans regia and Laurus nobilis. The treatment is done locally, on the surface of the tumor, applying the solution until the tumor mass is destroyed and, after that, giving the necessary time to the wound to make the regeneration that coincides with the complete healing of the wound. We have prepared a collection of photos for each case. Since the first sessions, a shrinkage and reduction of the tumor mass were evident, up to the total disappearance of the lesion at the end of treatment. The normal period of treatment lasted 1 to 2 weeks, depending on the size of the tumor, then take care of it until the closure of the wound, taking the whole process from 1 to 3 months. In 7 patients, the lesion failed to be dominated by treatment and they underwent standard treatment with radiotherapy or surgery, while in 10 patients, the lesion recurred and was treated again. The aim of this survey was to put in evidence the good results obtained by treatment of NMSC with Albanian traditional medicine methods.Keywords: local treatment, nils, NMSC, traditional medicine
Procedia PDF Downloads 2111198 Study of Proton-9,11Li Elastic Scattering at 60~75 MeV/Nucleon
Authors: Arafa A. Alholaisi, Jamal H. Madani, M. A. Alvi
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The radial form of nuclear matter distribution, charge and the shape of nuclei are essential properties of nuclei, and hence, are of great attention for several areas of research in nuclear physics. More than last three decades have witnessed a range of experimental means employing leptonic probes (such as muons, electrons etc.) for exploring nuclear charge distributions, whereas the hadronic probes (for example alpha particles, protons, etc.) have been used to investigate the nuclear matter distributions. In this paper, p-9,11Li elastic scattering differential cross sections in the energy range to MeV have been studied by means of Coulomb modified Glauber scattering formalism. By applying the semi-phenomenological Bhagwat-Gambhir-Patil [BGP] nuclear density for loosely bound neutron rich 11Li nucleus, the estimated matter radius is found to be 3.446 fm which is quite large as compared to so known experimental value 3.12 fm. The results of microscopic optical model based calculation by applying Bethe-Brueckner–Hartree–Fock formalism (BHF) have also been compared. It should be noted that in most of phenomenological density model used to reproduce the p-11Li differential elastic scattering cross sections data, the calculated matter radius lies between 2.964 and 3.55 fm. The calculated results with phenomenological BGP model density and with nucleon density calculated in the relativistic mean-field (RMF) reproduces p-9Li and p-11Li experimental data quite nicely as compared to Gaussian- Gaussian or Gaussian-Oscillator densities at all energies under consideration. In the approach described here, no free/adjustable parameter has been employed to reproduce the elastic scattering data as against the well-known optical model based studies that involve at least four to six adjustable parameters to match the experimental data. Calculated reaction cross sections σR for p-11Li at these energies are quite large as compared to estimated values reported by earlier works though so far no experimental studies have been performed to measure it.Keywords: Bhagwat-Gambhir-Patil density, Coulomb modified Glauber model, halo nucleus, optical limit approximation
Procedia PDF Downloads 1631197 Investigating the Characteristics of Multi-Plastic Composites Prepared from a Mixture of Silk Fibers and Recycled Polycarbonate
Authors: Razieh Shamsi, Mehdi Faezipour, Ali Abdolkhani
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In this research, the characteristics of composites prepared from waste silk fibers and recycled polycarbonate polymer (used compacted boards) at four levels of 0, 10, 20, and 30% (silk fibers) and using 2% N- 2-Aminoethyl-3-Aminopropyltrimethoxysilane was investigated as a coupling agent and melt process method. Silk fibers (carpet weaving waste) with dimensions of 8-18 mm were prepared, and recycled polymer with 9 mesh grading was ground. Production boards in 3 thicknesses, 3 mm (tensile test samples), 5 mm (bending test samples, water absorption, and thickness shrinkage), 7 mm (impact resistance test samples) ) with a specific weight of 1 gram per cubic centimeter, hot pressing time and temperature of 12 minutes and 190 degrees Celsius with a pressure of 130 bar, cold pressing time of 6 minutes with a pressure of 50 bar and using the coupling agent N- (2- Aminoethyl)-3-aminopropyltrimethoxysilane was prepared in a constant amount of 2% of the dry weight of the filler. The results showed that, in general, by adding silk fibers to the base polymer, compared to the control samples (pure recycled polycarbonate polymer) and also by increasing the amount of silk fibers, almost all the resistances increased. The amount of water absorption of the constructed composite increased with the increase in the amount of silk fibers, and the thickness absorption was equal to 0% even after 72 hours of immersion in water. The thermal resistance of the pure recycled polymer was higher than the prepared composites, and by adding silk fibers to the base polymer and also by increasing the amount of silk fibers from 10 to 30%, the thermal resistance of the composites decreased.Keywords: wood composite, recycled polycarbonate, silk fibers, polymer
Procedia PDF Downloads 931196 Enhancing Performance of Semi-Flexible Pavements through Self-Compacting Cement Mortar as Cementitious Grout
Authors: Mohamed Islam Dahmani
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This research investigates the performance enhancement of semi-flexible pavements by incorporating self-compacting cement mortar as a cementitious grout. The study is divided into three phases for comprehensive evaluation. In the initial phase, a porous asphalt mixture is formulated with a target voids content of 25-30%. The goal is to achieve optimal interconnected voids that facilitate effective penetration of self-compacting cement mortar. The mixture's compliance with porous asphalt performance standards is ensured through tests such as marshal stability, indirect tensile strength, contabro test, and draindown test. The second phase focuses on creating a self-compacting cement mortar with high workability and superior penetration capabilities. This mortar is designed to fill the interconnected voids within the porous asphalt mixture. The formulated mortar's characteristics are assessed through tests like mini V funnel flow time, slump flow mini cone, as well as mechanical properties such as compressive strength, bending strength, and shrinkage strength. In the final phase, the performance of the semi-flexible pavement is thoroughly studied. Various tests, including marshal stability, indirect tensile strength, high-temperature bending, low-temperature bending, resistance to rutting, and fatigue life, are conducted to assess the effectiveness of the self-compacting cement mortar-enhanced pavement.Keywords: semi-flexible pavements, cementitious grout, self-compacting cement mortar, porous asphalt mixture, interconnected voids, rutting resistance
Procedia PDF Downloads 921195 Classification of Sturm-Liouville Problems at Infinity
Authors: Kishor J. shinde
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We determine the values of k and p such that the Sturm-Liouville differential operator τu=-(d^2 u)/(dx^2) + kx^p u is in limit point case or limit circle case at infinity. In particular it is shown that τ is in the limit point case when (i) for p=2 and ∀k, (ii) for ∀p and k=0, (iii) for all p and k>0, (iv) for 0≤p≤2 and k<0, (v) for p<0 and k<0. τ is in the limit circle case when (i) for p>2 and k<0.Keywords: limit point case, limit circle case, Sturm-Liouville, infinity
Procedia PDF Downloads 3671194 A Study on Stochastic Integral Associated with Catastrophes
Authors: M. Reni Sagayaraj, S. Anand Gnana Selvam, R. Reynald Susainathan
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We analyze stochastic integrals associated with a mutation process. To be specific, we describe the cell population process and derive the differential equations for the joint generating functions for the number of mutants and their integrals in generating functions and their applications. We obtain first-order moments of the processes of the two-way mutation process in first-order moment structure of X (t) and Y (t) and the second-order moments of a one-way mutation process. In this paper, we obtain the limiting behaviour of the integrals in limiting distributions of X (t) and Y (t).Keywords: stochastic integrals, single–server queue model, catastrophes, busy period
Procedia PDF Downloads 6441193 Finite Element Modeling of the Effects of Loss of Rigid Pavements Slab Support Due to Built-In Curling
Authors: Ali Ashtiani, Cesar Carrasco
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Accurate determination of thermo-mechanical responses of jointed concrete pavement slabs is essential to implement an effective mechanistic design. Temperature-induced curling of concrete slabs can produce premature top-down cracking in rigid pavements. Curling of concrete slabs can result from daily temperature variation through the slab thickness. The slab curling can also result from temperature gradients due hot weather construction, drying shrinkage and creep that are permanently built into the slabs. The existence of permanent curling implies that concrete slabs are not flat at zero temperature gradient. In this case, slabs may not be in full contact with the underlying base layer when subjecting to traffic. Built-in curling can be a major factor producing loss of slab support. The magnitude of stresses induced in slabs is influenced by the stiffness of the underlying foundation layers and the contact condition along the slab-foundation interface. An approach for finite element modeling of the effect of loss of slab support due to built-in curling is presented in this paper. A series of parametric studies is carried out for a pavement system loaded with a combination of traffic and thermal loads, considering different built-in curling and different foundation rigidities. The results explain the effect of loss of support in the magnitude of stresses produced in concrete slabs. The results of parametric study can also be used to evaluate whether the governing equations that are used to idealize the behavior of jointed concrete pavements and the effect of loss of support have been accurately selected and implemented in the finite element model.Keywords: built-in curling, finite element modeling, loss of slab support, rigid pavement
Procedia PDF Downloads 1491192 A Dynamical Study of Fractional Order Obesity Model by a Combined Legendre Wavelet Method
Authors: Hakiki Kheira, Belhamiti Omar
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In this paper, we propose a new compartmental fractional order model for the simulation of epidemic obesity dynamics. Using the Legendre wavelet method combined with the decoupling and quasi-linearization technique, we demonstrate the validity and applicability of our model. We also present some fractional differential illustrative examples to demonstrate the applicability and efficiency of the method. The fractional derivative is described in the Caputo sense.Keywords: Caputo derivative, epidemiology, Legendre wavelet method, obesity
Procedia PDF Downloads 4221191 Creative Mathematically Modelling Videos Developed by Engineering Students
Authors: Esther Cabezas-Rivas
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Ordinary differential equations (ODE) are a fundamental part of the curriculum for most engineering degrees, and students typically have difficulties in the subsequent abstract mathematical calculations. To enhance their motivation and profit that they are digital natives, we propose a teamwork project that includes the creation of a video. It should explain how to model mathematically a real-world problem transforming it into an ODE, which should then be solved using the tools learned in the lectures. This idea was indeed implemented with first-year students of a BSc in Engineering and Management during the period of online learning caused by the outbreak of COVID-19 in Spain. Each group of 4 students was assigned a different topic: model a hot water heater, search for the shortest path, design the quickest route for delivery, cooling a computer chip, the shape of the hanging cables of the Golden Gate, detecting land mines, rocket trajectories, etc. These topics should be worked out through two complementary channels: a written report describing the problem and a 10-15 min video on the subject. The report includes the following items: description of the problem to be modeled, detailed obtention of the ODE that models the problem, its complete solution, and interpretation in the context of the original problem. We report the outcomes of this teaching in context and active learning experience, including the feedback received by the students. They highlighted the encouragement of creativity and originality, which are skills that they do not typically relate to mathematics. Additionally, the video format (unlike a common presentation) has the advantage of allowing them to critically review and self-assess the recording, repeating some parts until the result is satisfactory. As a side effect, they felt more confident about their oral abilities. In short, students agreed that they had fun preparing the video. They recognized that it was tricky to combine deep mathematical contents with entertainment since, without the latter, it is impossible to engage people to view the video till the end. Despite this difficulty, after the activity, they claimed to understand better the material, and they enjoyed showing the videos to family and friends during and after the project.Keywords: active learning, contextual teaching, models in differential equations, student-produced videos
Procedia PDF Downloads 1461190 Fast Estimation of Fractional Process Parameters in Rough Financial Models Using Artificial Intelligence
Authors: Dávid Kovács, Bálint Csanády, Dániel Boros, Iván Ivkovic, Lóránt Nagy, Dalma Tóth-Lakits, László Márkus, András Lukács
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The modeling practice of financial instruments has seen significant change over the last decade due to the recognition of time-dependent and stochastically changing correlations among the market prices or the prices and market characteristics. To represent this phenomenon, the Stochastic Correlation Process (SCP) has come to the fore in the joint modeling of prices, offering a more nuanced description of their interdependence. This approach has allowed for the attainment of realistic tail dependencies, highlighting that prices tend to synchronize more during intense or volatile trading periods, resulting in stronger correlations. Evidence in statistical literature suggests that, similarly to the volatility, the SCP of certain stock prices follows rough paths, which can be described using fractional differential equations. However, estimating parameters for these equations often involves complex and computation-intensive algorithms, creating a necessity for alternative solutions. In this regard, the Fractional Ornstein-Uhlenbeck (fOU) process from the family of fractional processes offers a promising path. We can effectively describe the rough SCP by utilizing certain transformations of the fOU. We employed neural networks to understand the behavior of these processes. We had to develop a fast algorithm to generate a valid and suitably large sample from the appropriate process to train the network. With an extensive training set, the neural network can estimate the process parameters accurately and efficiently. Although the initial focus was the fOU, the resulting model displayed broader applicability, thus paving the way for further investigation of other processes in the realm of financial mathematics. The utility of SCP extends beyond its immediate application. It also serves as a springboard for a deeper exploration of fractional processes and for extending existing models that use ordinary Wiener processes to fractional scenarios. In essence, deploying both SCP and fractional processes in financial models provides new, more accurate ways to depict market dynamics.Keywords: fractional Ornstein-Uhlenbeck process, fractional stochastic processes, Heston model, neural networks, stochastic correlation, stochastic differential equations, stochastic volatility
Procedia PDF Downloads 1201189 Efficiency of a Molecularly Imprinted Polymer for Selective Removal of Chlorpyrifos from Water Samples
Authors: Oya A. Urucu, Aslı B. Çiğil, Hatice Birtane, Ece K. Yetimoğlu, Memet Vezir Kahraman
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Chlorpyrifos is an organophosphorus pesticide which can be found in environmental water samples. The efficiency and reuse of a molecularly imprinted polymer (chlorpyrifos - MIP) were investigated for the selective removal of chlorpyrifos residues. MIP was prepared with UV curing thiol-ene polymerization technology by using multifunctional thiol and ene monomers. The thiol-ene curing reaction is a radical induced process, however unlike other photoinitiated polymerization processes, this polymerization process is a free-radical reaction that proceeds by a step-growth mechanism, involving two main steps; a free-radical addition followed by a chain transfer reaction. It assures a very rapidly formation of a uniform crosslinked network with low shrinkage, reduced oxygen inhibition during curing and excellent adhesion. In this study, thiol-ene based UV-curable polymeric materials were prepared by mixing pentaerythritol tetrakis(3-mercaptopropionate), glyoxal bis diallyl acetal, polyethylene glycol diacrylate (PEGDA) and photoinitiator. Chlorpyrifos was added at a definite ratio to the prepared formulation. Chemical structure and thermal properties were characterized by FTIR and thermogravimetric analysis (TGA), respectively. The pesticide analysis was performed by gas chromatography-mass spectrometry (GC-MS). The influences of some analytical parameters such as pH, sample volume, amounts of analyte concentration were studied for the quantitative recoveries of the analyte. The proposed MIP method was applied to the determination of chlorpyrifos in river and tap water samples. The use of the MIP provided a selective and easy solution for removing chlorpyrifos from the water.Keywords: molecularly imprinted polymers, selective removal, thilol-ene, uv-curable polymer
Procedia PDF Downloads 3021188 Comparative Study of the Earth Land Surface Temperature Signatures over Ota, South-West Nigeria
Authors: Moses E. Emetere, M. L. Akinyemi
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Agricultural activities in the South–West Nigeria are mitigated by the global increase in temperature. The unpredictive surface temperature of the area had increased health challenges amongst other social influence. The satellite data of surface temperatures were compared with the ground station Davis weather station. The differential heating of the lower atmosphere were represented mathematically. A numerical predictive model was propounded to forecast future surface temperature.Keywords: numerical predictive model, surface temperature, satellite date, ground data
Procedia PDF Downloads 4741187 On the Strong Solutions of the Nonlinear Viscous Rotating Stratified Fluid
Authors: A. Giniatoulline
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A nonlinear model of the mathematical fluid dynamics which describes the motion of an incompressible viscous rotating fluid in a homogeneous gravitational field is considered. The model is a generalization of the known Navier-Stokes system with the addition of the Coriolis parameter and the equations for changeable density. An explicit algorithm for the solution is constructed, and the proof of the existence and uniqueness theorems for the strong solution of the nonlinear problem is given. For the linear case, the localization and the structure of the spectrum of inner waves are also investigated.Keywords: Galerkin method, Navier-Stokes equations, nonlinear partial differential equations, Sobolev spaces, stratified fluid
Procedia PDF Downloads 3101186 Expert Supporting System for Diagnosing Lymphoid Neoplasms Using Probabilistic Decision Tree Algorithm and Immunohistochemistry Profile Database
Authors: Yosep Chong, Yejin Kim, Jingyun Choi, Hwanjo Yu, Eun Jung Lee, Chang Suk Kang
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For the past decades, immunohistochemistry (IHC) has been playing an important role in the diagnosis of human neoplasms, by helping pathologists to make a clearer decision on differential diagnosis, subtyping, personalized treatment plan, and finally prognosis prediction. However, the IHC performed in various tumors of daily practice often shows conflicting and very challenging results to interpret. Even comprehensive diagnosis synthesizing clinical, histologic and immunohistochemical findings can be helpless in some twisted cases. Another important issue is that the IHC data is increasing exponentially and more and more information have to be taken into account. For this reason, we reached an idea to develop an expert supporting system to help pathologists to make a better decision in diagnosing human neoplasms with IHC results. We gave probabilistic decision tree algorithm and tested the algorithm with real case data of lymphoid neoplasms, in which the IHC profile is more important to make a proper diagnosis than other human neoplasms. We designed probabilistic decision tree based on Bayesian theorem, program computational process using MATLAB (The MathWorks, Inc., USA) and prepared IHC profile database (about 104 disease category and 88 IHC antibodies) based on WHO classification by reviewing the literature. The initial probability of each neoplasm was set with the epidemiologic data of lymphoid neoplasm in Korea. With the IHC results of 131 patients sequentially selected, top three presumptive diagnoses for each case were made and compared with the original diagnoses. After the review of the data, 124 out of 131 were used for final analysis. As a result, the presumptive diagnoses were concordant with the original diagnoses in 118 cases (93.7%). The major reason of discordant cases was that the similarity of the IHC profile between two or three different neoplasms. The expert supporting system algorithm presented in this study is in its elementary stage and need more optimization using more advanced technology such as deep-learning with data of real cases, especially in differentiating T-cell lymphomas. Although it needs more refinement, it may be used to aid pathological decision making in future. A further application to determine IHC antibodies for a certain subset of differential diagnoses might be possible in near future.Keywords: database, expert supporting system, immunohistochemistry, probabilistic decision tree
Procedia PDF Downloads 2251185 Transcriptomic Analysis for Differential Expression of Genes Involved in Secondary Metabolite Production in Narcissus Bulb and in vitro Callus
Authors: Aleya Ferdausi, Meriel Jones, Anthony Halls
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The Amaryllidaceae genus Narcissus contains secondary metabolites, which are important sources of bioactive compounds such as pharmaceuticals indicating that their biological activity extends from the native plant to humans. Transcriptome analysis (RNA-seq) is an effective platform for the identification and functional characterization of candidate genes as well as to identify genes encoding uncharacterized enzymes. The biotechnological production of secondary metabolites in plant cell or organ cultures has become a tempting alternative to the extraction of whole plant material. The biochemical pathways for the production of secondary metabolites require primary metabolites to undergo a series of modifications catalyzed by enzymes such as cytochrome P450s, methyltransferases, glycosyltransferases, and acyltransferases. Differential gene expression analysis of Narcissus was obtained from two conditions, i.e. field and in vitro callus. Callus was obtained from modified MS (Murashige and Skoog) media supplemented with growth regulators and twin-scale explants from Narcissus cv. Carlton bulb. A total of 2153 differentially expressed transcripts were detected in Narcissus bulb and in vitro callus, and 78.95% of those were annotated. It showed the expression of genes involved in the biosynthesis of alkaloids were present in both conditions i.e. cytochrome P450s, O-methyltransferase (OMTs), NADP/NADPH dehydrogenases or reductases, SAM-synthetases or decarboxylases, 3-ketoacyl-CoA, acyl-CoA, cinnamoyl-CoA, cinnamate 4-hydroxylase, alcohol dehydrogenase, caffeic acid, N-methyltransferase, and NADPH-cytochrome P450s. However, cytochrome P450s and OMTs involved in the later stage of Amaryllidaceae alkaloids biosynthesis were mainly up-regulated in field samples. Whereas, the enzymes involved in initial biosynthetic pathways i.e. fructose biphosphate adolase, aminotransferases, dehydrogenases, hydroxyl methyl glutarate and glutamate synthase leading to the biosynthesis of precursors; tyrosine, phenylalanine and tryptophan for secondary metabolites were up-regulated in callus. The knowledge of probable genes involved in secondary metabolism and their regulation in different tissues will provide insight into the Narcissus plant biology related to alkaloid production.Keywords: narcissus, callus, transcriptomics, secondary metabolites
Procedia PDF Downloads 1441184 Preparation and Properties of Gelatin-Bamboo Fibres Foams for Packaging Applications
Authors: Luo Guidong, Song Hang, Jim Song, Virginia Martin Torrejon
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Due to their excellent properties, polymer packaging foams have become increasingly essential in our current lifestyles. They are cost-effective and lightweight, with excellent mechanical and thermal insulation properties. However, they constitute a major environmental and health concern due to litter generation, ocean pollution, and microplastic contamination of the food chain. In recent years, considerable efforts have been made to develop more sustainable alternatives to conventional polymer packaging foams. As a result, biobased and compostable foams are increasingly becoming commercially available, such as starch-based loose-fill or PLA trays. However, there is still a need for bulk manufacturing of bio-foams planks for packaging applications as a viable alternative to their fossil fuel counterparts (i.e., polystyrene, polyethylene, and polyurethane). Gelatin is a promising biopolymer for packaging applications due to its biodegradability, availability, and biocompatibility, but its mechanical properties are poor compared to conventional plastics. However, as widely reported for other biopolymers, such as starch, the mechanical properties of gelatin-based bioplastics can be enhanced by formulation optimization, such as the incorporation of fibres from different crops, such as bamboo. This research aimed to produce gelatin-bamboo fibre foams by mechanical foaming and to study the effect of fibre content on the foams' properties and structure. As a result, foams with virtually no shrinkage, low density (<40 kg/m³), low thermal conductivity (<0.044 W/m•K), and mechanical properties comparable to conventional plastics were produced. Further work should focus on developing formulations suitable for the packaging of water-sensitive products and processing optimization, especially the reduction of the drying time.Keywords: biobased and compostable foam, sustainable packaging, natural polymer hydrogel, cold chain packaging
Procedia PDF Downloads 1071183 Integrating Technology in Teaching and Learning Mathematics
Authors: Larry Wang
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The aim of this paper is to demonstrate how an online homework system is integrated in teaching and learning mathematics and how it improves the student success rates in some gateway mathematics courses. WeBWork provided by the Mathematical Association of America is adopted as the online homework system. During the period of 2010-2015, the system was implemented in classes of precalculus, calculus, probability and statistics, discrete mathematics, linear algebra, and differential equations. As a result, the passing rates of the sections with WeBWork are well above other sections without WeBWork (about 7-10% higher). The paper also shows how the WeBWork system was used.Keywords: gateway mathematics, online grading, pass rate, WeBWorK
Procedia PDF Downloads 2991182 BingleSeq: A User-Friendly R Package for Single-Cell RNA-Seq Data Analysis
Authors: Quan Gu, Daniel Dimitrov
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BingleSeq was developed as a shiny-based, intuitive, and comprehensive application that enables the analysis of single-Cell RNA-Sequencing count data. This was achieved via incorporating three state-of-the-art software packages for each type of RNA sequencing analysis, alongside functional annotation analysis and a way to assess the overlap of differential expression method results. At its current state, the functionality implemented within BingleSeq is comparable to that of other applications, also developed with the purpose of lowering the entry requirements to RNA Sequencing analyses. BingleSeq is available on GitHub and will be submitted to R/Bioconductor.Keywords: bioinformatics, functional annotation analysis, single-cell RNA-sequencing, transcriptomics
Procedia PDF Downloads 2051181 Multifield Problems in 3D Structural Analysis of Advanced Composite Plates and Shells
Authors: Salvatore Brischetto, Domenico Cesare
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Major improvements in future aircraft and spacecraft could be those dependent on an increasing use of conventional and unconventional multilayered structures embedding composite materials, functionally graded materials, piezoelectric or piezomagnetic materials, and soft foam or honeycomb cores. Layers made of such materials can be combined in different ways to obtain structures that are able to fulfill several structural requirements. The next generation of aircraft and spacecraft will be manufactured as multilayered structures under the action of a combination of two or more physical fields. In multifield problems for multilayered structures, several physical fields (thermal, hygroscopic, electric and magnetic ones) interact each other with different levels of influence and importance. An exact 3D shell model is here proposed for these types of analyses. This model is based on a coupled system including 3D equilibrium equations, 3D Fourier heat conduction equation, 3D Fick diffusion equation and electric and magnetic divergence equations. The set of partial differential equations of second order in z is written using a mixed curvilinear orthogonal reference system valid for spherical and cylindrical shell panels, cylinders and plates. The order of partial differential equations is reduced to the first one thanks to the redoubling of the number of variables. The solution in the thickness z direction is obtained by means of the exponential matrix method and the correct imposition of interlaminar continuity conditions in terms of displacements, transverse stresses, electric and magnetic potentials, temperature, moisture content and transverse normal multifield fluxes. The investigated structures have simply supported sides in order to obtain a closed form solution in the in-plane directions. Moreover, a layerwise approach is proposed which allows a 3D correct description of multilayered anisotropic structures subjected to field loads. Several results will be proposed in tabular and graphical formto evaluate displacements, stresses and strains when mechanical loads, temperature gradients, moisture content gradients, electric potentials and magnetic potentials are applied at the external surfaces of the structures in steady-state conditions. In the case of inclusions of piezoelectric and piezomagnetic layers in the multilayered structures, so called smart structures are obtained. In this case, a free vibration analysis in open and closed circuit configurations and a static analysis for sensor and actuator applications will be proposed. The proposed results will be useful to better understand the physical and structural behaviour of multilayered advanced composite structures in the case of multifield interactions. Moreover, these analytical results could be used as reference solutions for those scientists interested in the development of 3D and 2D numerical shell/plate models based, for example, on the finite element approach or on the differential quadrature methodology. The correct impositions of boundary geometrical and load conditions, interlaminar continuity conditions and the zigzag behaviour description due to transverse anisotropy will be also discussed and verified.Keywords: composite structures, 3D shell model, stress analysis, multifield loads, exponential matrix method, layer wise approach
Procedia PDF Downloads 681180 Re-identification Risk and Mitigation in Federated Learning: Human Activity Recognition Use Case
Authors: Besma Khalfoun
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In many current Human Activity Recognition (HAR) applications, users' data is frequently shared and centrally stored by third parties, posing a significant privacy risk. This practice makes these entities attractive targets for extracting sensitive information about users, including their identity, health status, and location, thereby directly violating users' privacy. To tackle the issue of centralized data storage, a relatively recent paradigm known as federated learning has emerged. In this approach, users' raw data remains on their smartphones, where they train the HAR model locally. However, users still share updates of their local models originating from raw data. These updates are vulnerable to several attacks designed to extract sensitive information, such as determining whether a data sample is used in the training process, recovering the training data with inversion attacks, or inferring a specific attribute or property from the training data. In this paper, we first introduce PUR-Attack, a parameter-based user re-identification attack developed for HAR applications within a federated learning setting. It involves associating anonymous model updates (i.e., local models' weights or parameters) with the originating user's identity using background knowledge. PUR-Attack relies on a simple yet effective machine learning classifier and produces promising results. Specifically, we have found that by considering the weights of a given layer in a HAR model, we can uniquely re-identify users with an attack success rate of almost 100%. This result holds when considering a small attack training set and various data splitting strategies in the HAR model training. Thus, it is crucial to investigate protection methods to mitigate this privacy threat. Along this path, we propose SAFER, a privacy-preserving mechanism based on adaptive local differential privacy. Before sharing the model updates with the FL server, SAFER adds the optimal noise based on the re-identification risk assessment. Our approach can achieve a promising tradeoff between privacy, in terms of reducing re-identification risk, and utility, in terms of maintaining acceptable accuracy for the HAR model.Keywords: federated learning, privacy risk assessment, re-identification risk, privacy preserving mechanisms, local differential privacy, human activity recognition
Procedia PDF Downloads 131179 Robust Numerical Method for Singularly Perturbed Semilinear Boundary Value Problem with Nonlocal Boundary Condition
Authors: Habtamu Garoma Debela, Gemechis File Duressa
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In this work, our primary interest is to provide ε-uniformly convergent numerical techniques for solving singularly perturbed semilinear boundary value problems with non-local boundary condition. These singular perturbation problems are described by differential equations in which the highest-order derivative is multiplied by an arbitrarily small parameter ε (say) known as singular perturbation parameter. This leads to the existence of boundary layers, which are basically narrow regions in the neighborhood of the boundary of the domain, where the gradient of the solution becomes steep as the perturbation parameter tends to zero. Due to the appearance of the layer phenomena, it is a challenging task to provide ε-uniform numerical methods. The term 'ε-uniform' refers to identify those numerical methods in which the approximate solution converges to the corresponding exact solution (measured to the supremum norm) independently with respect to the perturbation parameter ε. Thus, the purpose of this work is to develop, analyze, and improve the ε-uniform numerical methods for solving singularly perturbed problems. These methods are based on nonstandard fitted finite difference method. The basic idea behind the fitted operator, finite difference method, is to replace the denominator functions of the classical derivatives with positive functions derived in such a way that they capture some notable properties of the governing differential equation. A uniformly convergent numerical method is constructed via nonstandard fitted operator numerical method and numerical integration methods to solve the problem. The non-local boundary condition is treated using numerical integration techniques. Additionally, Richardson extrapolation technique, which improves the first-order accuracy of the standard scheme to second-order convergence, is applied for singularly perturbed convection-diffusion problems using the proposed numerical method. Maximum absolute errors and rates of convergence for different values of perturbation parameter and mesh sizes are tabulated for the numerical example considered. The method is shown to be ε-uniformly convergent. Finally, extensive numerical experiments are conducted which support all of our theoretical findings. A concise conclusion is provided at the end of this work.Keywords: nonlocal boundary condition, nonstandard fitted operator, semilinear problem, singular perturbation, uniformly convergent
Procedia PDF Downloads 1431178 Probabilistic Modeling Laser Transmitter
Authors: H. S. Kang
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Coupled electrical and optical model for conversion of electrical energy into coherent optical energy for transmitter-receiver link by solid state device is presented. Probability distribution for travelling laser beam switching time intervals and the number of switchings in the time interval is obtained. Selector function mapping is employed to regulate optical data transmission speed. It is established that regulated laser transmission from PhotoActive Laser transmitter follows principal of invariance. This considerably simplifies design of PhotoActive Laser Transmission networks.Keywords: computational mathematics, finite difference Markov chain methods, sequence spaces, singularly perturbed differential equations
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