Search results for: Poisson generalized linear model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19109

Search results for: Poisson generalized linear model

18449 Modeling and Optimization of Nanogenerator for Energy Harvesting

Authors: Fawzi Srairi, Abderrahmane Dib

Abstract:

Recently, the desire for a self-powered micro and nanodevices has attracted a great interest of using sustainable energy sources. Further, the ultimate goal of nanogenerator is to harvest energy from the ambient environment in which a self-powered device based on these generators is needed. With the development of nanogenerator-based circuits design and optimization, the building of new device simulator is necessary for the study and the synthesis of electromechanical parameters of this type of models. In the present article, both numerical modeling and optimization of piezoelectric nanogenerator based on zinc oxide have been carried out. They aim to improve the electromechanical performances, robustness, and synthesis process for nanogenerator. The proposed model has been developed for a systematic study of the nanowire morphology parameters in stretching mode. In addition, heuristic optimization technique, namely, particle swarm optimization has been implemented for an analytic modeling and an optimization of nanogenerator-based process in stretching mode. Moreover, the obtained results have been tested and compared with conventional model where a good agreement has been obtained for excitation mode. The developed nanogenerator model can be generalized, extended and integrated into simulators devices to study nanogenerator-based circuits.

Keywords: electrical potential, heuristic algorithms, numerical modeling, nanogenerator

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18448 Predicting Returns Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models

Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan

Abstract:

This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.

Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk

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18447 Optimization of Bills Assignment to Different Skill-Levels of Data Entry Operators in a Business Process Outsourcing Industry

Authors: M. S. Maglasang, S. O. Palacio, L. P. Ogdoc

Abstract:

Business Process Outsourcing has been one of the fastest growing and emerging industry in the Philippines today. Unlike most of the contact service centers, more popularly known as "call centers", The BPO Industry’s primary outsourced service is performing audits of the global clients' logistics. As a service industry, manpower is considered as the most important yet the most expensive resource in the company. Because of this, there is a need to maximize the human resources so people are effectively and efficiently utilized. The main purpose of the study is to optimize the current manpower resources through effective distribution and assignment of different types of bills to the different skill-level of data entry operators. The assignment model parameters include the average observed time matrix gathered from through time study, which incorporates the learning curve concept. Subsequently, a simulation model was made to duplicate the arrival rate of demand which includes the different batches and types of bill per day. Next, a mathematical linear programming model was formulated. Its objective is to minimize direct labor cost per bill by allocating the different types of bills to the different skill-levels of operators. Finally, a hypothesis test was done to validate the model, comparing the actual and simulated results. The analysis of results revealed that the there’s low utilization of effective capacity because of its failure to determine the product-mix, skill-mix, and simulated demand as model parameters. Moreover, failure to consider the effects of learning curve leads to overestimation of labor needs. From 107 current number of operators, the proposed model gives a result of 79 operators. This results to an increase of utilization of effective capacity to 14.94%. It is recommended that the excess 28 operators would be reallocated to the other areas of the department. Finally, a manpower capacity planning model is also recommended in support to management’s decisions on what to do when the current capacity would reach its limit with the expected increasing demand.

Keywords: optimization modelling, linear programming, simulation, time and motion study, capacity planning

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18446 Modelling Volatility of Cryptocurrencies: Evidence from GARCH Family of Models with Skewed Error Innovation Distributions

Authors: Timothy Kayode Samson, Adedoyin Isola Lawal

Abstract:

The past five years have shown a sharp increase in public interest in the crypto market, with its market capitalization growing from $100 billion in June 2017 to $2158.42 billion on April 5, 2022. Despite the outrageous nature of the volatility of cryptocurrencies, the use of skewed error innovation distributions in modelling the volatility behaviour of these digital currencies has not been given much research attention. Hence, this study models the volatility of 5 largest cryptocurrencies by market capitalization (Bitcoin, Ethereum, Tether, Binance coin, and USD Coin) using four variants of GARCH models (GJR-GARCH, sGARCH, EGARCH, and APARCH) estimated using three skewed error innovation distributions (skewed normal, skewed student- t and skewed generalized error innovation distributions). Daily closing prices of these currencies were obtained from Yahoo Finance website. Finding reveals that the Binance coin reported higher mean returns compared to other digital currencies, while the skewness indicates that the Binance coin, Tether, and USD coin increased more than they decreased in values within the period of study. For both Bitcoin and Ethereum, negative skewness was obtained, meaning that within the period of study, the returns of these currencies decreased more than they increased in value. Returns from these cryptocurrencies were found to be stationary but not normality distributed with evidence of the ARCH effect. The skewness parameters in all best forecasting models were all significant (p<.05), justifying of use of skewed error innovation distributions with a fatter tail than normal, Student-t, and generalized error innovation distributions. For Binance coin, EGARCH-sstd outperformed other volatility models, while for Bitcoin, Ethereum, Tether, and USD coin, the best forecasting models were EGARCH-sstd, APARCH-sstd, EGARCH-sged, and GJR-GARCH-sstd, respectively. This suggests the superiority of skewed Student t- distribution and skewed generalized error distribution over the skewed normal distribution.

Keywords: skewed generalized error distribution, skewed normal distribution, skewed student t- distribution, APARCH, EGARCH, sGARCH, GJR-GARCH

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18445 Real-Time Classification of Hemodynamic Response by Functional Near-Infrared Spectroscopy Using an Adaptive Estimation of General Linear Model Coefficients

Authors: Sahar Jahani, Meryem Ayse Yucel, David Boas, Seyed Kamaledin Setarehdan

Abstract:

Near-infrared spectroscopy allows monitoring of oxy- and deoxy-hemoglobin concentration changes associated with hemodynamic response function (HRF). HRF is usually affected by natural physiological hemodynamic (systemic interferences) which occur in all body tissues including brain tissue. This makes HRF extraction a very challenging task. In this study, we used Kalman filter based on a general linear model (GLM) of brain activity to define the proportion of systemic interference in the brain hemodynamic. The performance of the proposed algorithm is evaluated in terms of the peak to peak error (Ep), mean square error (MSE), and Pearson’s correlation coefficient (R2) criteria between the estimated and the simulated hemodynamic responses. This technique also has the ability of real time estimation of single trial functional activations as it was applied to classify finger tapping versus resting state. The average real-time classification accuracy of 74% over 11 subjects demonstrates the feasibility of developing an effective functional near infrared spectroscopy for brain computer interface purposes (fNIRS-BCI).

Keywords: hemodynamic response function, functional near-infrared spectroscopy, adaptive filter, Kalman filter

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18444 Performance Evaluation of an Efficient Asynchronous Protocol for WDM Ring MANs

Authors: Baziana Peristera

Abstract:

The idea of the asynchronous transmission in wavelength division multiplexing (WDM) ring MANs is studied in this paper. Especially, we present an efficient access technique to coordinate the collisions-free transmission of the variable sizes of IP traffic in WDM ring core networks. Each node is equipped with a tunable transmitter and a tunable receiver. In this way, all the wavelengths are exploited for both transmission and reception. In order to evaluate the performance measures of average throughput, queuing delay and packet dropping probability at the buffers, a simulation model that assumes symmetric access rights among the nodes is developed based on Poisson statistics. Extensive numerical results show that the proposed protocol achieves apart from high bandwidth exploitation for a wide range of offered load, fairness of queuing delay and dropping events among the different packets size categories.

Keywords: asynchronous transmission, collision avoidance, wavelength division multiplexing, WDM

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18443 A Geometrical Method for the Smoluchowski Equation on the Sphere

Authors: Adriano Valdes-Gomez, Francisco Javier Sevilla

Abstract:

We devise a numerical algorithm to simulate the diffusion of a Brownian particle restricted to the surface of a three-dimensional sphere when the particle is under the effects of an external potential that is coupled linearly. It is obtained using elementary geometry, yet, it converges, in the weak sense, to the solutions to the Smoluchowski equation. Rotations on the sphere, which are the analogs of linear displacements in euclidean spaces, are calculated using algebraic operations and then by a proper scaling, which makes the algorithm efficient and quite simple, especially to what may be the short-time propagator approach. Our findings prove that the global effects of curvature are taken into account in both dynamic and stationary processes, and it is not restricted to work in configuration space, neither restricted to the overdamped limit. We have generalized it successfully to simulate the Kramers or the Ornstein-Uhlenbeck process, where it is necessary to work directly in phase space, and it may be adapted to other two dimensional surfaces with non-constant curvature.

Keywords: diffusion on the sphere, Fokker-Planck equation on the sphere, non equilibrium processes on the sphere, numerical methods for diffusion on the sphere

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18442 Vendor Selection and Supply Quotas Determination by Using Revised Weighting Method and Multi-Objective Programming Methods

Authors: Tunjo Perič, Marin Fatović

Abstract:

In this paper a new methodology for vendor selection and supply quotas determination (VSSQD) is proposed. The problem of VSSQD is solved by the model that combines revised weighting method for determining the objective function coefficients, and a multiple objective linear programming (MOLP) method based on the cooperative game theory for VSSQD. The criteria used for VSSQD are: (1) purchase costs and (2) product quality supplied by individual vendors. The proposed methodology is tested on the example of flour purchase for a bakery with two decision makers.

Keywords: cooperative game theory, multiple objective linear programming, revised weighting method, vendor selection

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18441 Competition between Regression Technique and Statistical Learning Models for Predicting Credit Risk Management

Authors: Chokri Slim

Abstract:

The objective of this research is attempting to respond to this question: Is there a significant difference between the regression model and statistical learning models in predicting credit risk management? A Multiple Linear Regression (MLR) model was compared with neural networks including Multi-Layer Perceptron (MLP), and a Support vector regression (SVR). The population of this study includes 50 listed Banks in Tunis Stock Exchange (TSE) market from 2000 to 2016. Firstly, we show the factors that have significant effect on the quality of loan portfolios of banks in Tunisia. Secondly, it attempts to establish that the systematic use of objective techniques and methods designed to apprehend and assess risk when considering applications for granting credit, has a positive effect on the quality of loan portfolios of banks and their future collectability. Finally, we will try to show that the bank governance has an impact on the choice of methods and techniques for analyzing and measuring the risks inherent in the banking business, including the risk of non-repayment. The results of empirical tests confirm our claims.

Keywords: credit risk management, multiple linear regression, principal components analysis, artificial neural networks, support vector machines

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18440 Effect of Variable Fluxes on Optimal Flux Distribution in a Metabolic Network

Authors: Ehsan Motamedian

Abstract:

Finding all optimal flux distributions of a metabolic model is an important challenge in systems biology. In this paper, a new algorithm is introduced to identify all alternate optimal solutions of a large scale metabolic network. The algorithm reduces the model to decrease computations for finding optimal solutions. The algorithm was implemented on the Escherichia coli metabolic model to find all optimal solutions for lactate and acetate production. There were more optimal flux distributions when acetate production was optimized. The model was reduced from 1076 to 80 variable fluxes for lactate while it was reduced to 91 variable fluxes for acetate. These 11 more variable fluxes resulted in about three times more optimal flux distributions. Variable fluxes were from 12 various metabolic pathways and most of them belonged to nucleotide salvage and extra cellular transport pathways.

Keywords: flux variability, metabolic network, mixed-integer linear programming, multiple optimal solutions

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18439 Estimation of Rare and Clustered Population Mean Using Two Auxiliary Variables in Adaptive Cluster Sampling

Authors: Muhammad Nouman Qureshi, Muhammad Hanif

Abstract:

Adaptive cluster sampling (ACS) is specifically developed for the estimation of highly clumped populations and applied to a wide range of situations like animals of rare and endangered species, uneven minerals, HIV patients and drug users. In this paper, we proposed a generalized semi-exponential estimator with two auxiliary variables under the framework of ACS design. The expressions of approximate bias and mean square error (MSE) of the proposed estimator are derived. Theoretical comparisons of the proposed estimator have been made with existing estimators. A numerical study is conducted on real and artificial populations to demonstrate and compare the efficiencies of the proposed estimator. The results indicate that the proposed generalized semi-exponential estimator performed considerably better than all the adaptive and non-adaptive estimators considered in this paper.

Keywords: auxiliary information, adaptive cluster sampling, clustered populations, Hansen-Hurwitz estimation

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18438 Site Specific Ground Response Estimations for the Vulnerability Assessment of the Buildings of the Third Biggest Mosque in the World, Algeria’s Mosque

Authors: S. Mohamadi, T. Boudina, A. Rouabeh, A. Seridi

Abstract:

Equivalent linear and non-linear ground response analyses are conducted at many representative sites at the mosque of Algeria, to compare the free field acceleration spectra with local code of practice. Spectral Analysis of Surface Waves (SASW) technique was adopted to measure the in-situ shear wave velocity profile at the representative sites. The seismic movement imposed on the rock is the NS component of Keddara station recorded during the earthquake in Boumerdes 21 May 2003. The site-specific elastic design spectra for each site are determined to further obtain site specific non-linear acceleration spectra. As a case study, the results of site-specific evaluations are presented for two building sites (site of minaret and site of the prayer hall) to demonstrate the influence of local geological conditions on ground response at Algerian sites. A comparison of computed response with the standard code of practice being used currently in Algeria for the seismic zone of Algiers indicated that the design spectra is not able to capture site amplification due to local geological conditions.

Keywords: equivalent linear, non-linear, ground response analysis, design response spectrum

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18437 Soil Parameters Identification around PMT Test by Inverse Analysis

Authors: I. Toumi, Y. Abed, A. Bouafia

Abstract:

This paper presents a methodology for identifying the cohesive soil parameters that takes into account different constitutive equations. The procedure, applied to identify the parameters of generalized Prager model associated to the Drucker & Prager failure criterion from a pressuremeter expansion curve, is based on an inverse analysis approach, which consists of minimizing the function representing the difference between the experimental curve and the simulated curve using a simplex algorithm. The model response on pressuremeter path and its identification from experimental data lead to the determination of the friction angle, the cohesion and the Young modulus. Some parameters effects on the simulated curves and stresses path around pressuremeter probe are presented. Comparisons between the parameters determined with the proposed method and those obtained by other means are also presented.

Keywords: cohesive soils, cavity expansion, pressuremeter test, finite element method, optimization procedure, simplex algorithm

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18436 Three-Dimensional Numerical Investigation for Reinforced Concrete Slabs with Opening

Authors: Abdelrahman Elsehsah, Hany Madkour, Khalid Farah

Abstract:

This article presents a 3-D modified non-linear elastic model in the strain space. The Helmholtz free energy function is introduced with the existence of a dissipation potential surface in the space of thermodynamic conjugate forces. The constitutive equation and the damage evolution were derived as well. The modified damage has been examined to model the nonlinear behavior of reinforced concrete (RC) slabs with an opening. A parametric study with RC was carried out to investigate the impact of different factors on the behavior of RC slabs. These factors are the opening area, the opening shape, the place of opening, and the thickness of the slabs. And the numerical results have been compared with the experimental data from literature. Finally, the model showed its ability to be applied to the structural analysis of RC slabs.

Keywords: damage mechanics, 3-D numerical analysis, RC, slab with opening

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18435 Approximations of Fractional Derivatives and Its Applications in Solving Non-Linear Fractional Variational Problems

Authors: Harendra Singh, Rajesh Pandey

Abstract:

The paper presents a numerical method based on operational matrix of integration and Ryleigh method for the solution of a class of non-linear fractional variational problems (NLFVPs). Chebyshev first kind polynomials are used for the construction of operational matrix. Using operational matrix and Ryleigh method the NLFVP is converted into a system of non-linear algebraic equations, and solving these equations we obtained approximate solution for NLFVPs. Convergence analysis of the proposed method is provided. Numerical experiment is done to show the applicability of the proposed numerical method. The obtained numerical results are compared with exact solution and solution obtained from Chebyshev third kind. Further the results are shown graphically for different fractional order involved in the problems.

Keywords: non-linear fractional variational problems, Rayleigh-Ritz method, convergence analysis, error analysis

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18434 Mathematical Modeling of District Cooling Systems

Authors: Dana Alghool, Tarek ElMekkawy, Mohamed Haouari, Adel Elomari

Abstract:

District cooling systems have captured the attentions of many researchers recently due to the enormous benefits offered by such system in comparison with traditional cooling technologies. It is considered a major component of urban cities due to the significant reduction of energy consumption. This paper aims to find the optimal design and operation of district cooling systems by developing a mixed integer linear programming model to minimize the annual total system cost and satisfy the end-user cooling demand. The proposed model is experimented with different cooling demand scenarios. The results of the very high cooling demand scenario are only presented in this paper. A sensitivity analysis on different parameters of the model was performed.

Keywords: Annual Cooling Demand, Compression Chiller, Mathematical Modeling, District Cooling Systems, Optimization

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18433 More Precise: Patient-Reported Outcomes after Stroke

Authors: Amber Elyse Corrigan, Alexander Smith, Anna Pennington, Ben Carter, Jonathan Hewitt

Abstract:

Background and Purpose: Morbidity secondary to stroke is highly heterogeneous, but it is important to both patients and clinicians in post-stroke management and adjustment to life after stroke. The consideration of post-stroke morbidity clinically and from the patient perspective has been poorly measured. The patient-reported outcome measures (PROs) in morbidity assessment help improve this knowledge gap. The primary aim of this study was to consider the association between PRO outcomes and stroke predictors. Methods: A multicenter prospective cohort study assessed 549 stroke patients at 19 hospital sites across England and Wales during 2019. Following a stroke event, demographic, clinical, and PRO measures were collected. Prevalence of morbidity within PRO measures was calculated with associated 95% confidence intervals. Predictors of domain outcome were calculated using a multilevel generalized linear model. Associated P -values and 95% confidence intervals are reported. Results: Data were collected from 549 participants, 317 men (57.7%) and 232 women (42.3%) with ages ranging from 25 to 97 (mean 72.7). PRO morbidity was high post-stroke; 93.2% of the cohort report post-stroke PRO morbidity. Previous stroke, diabetes, and gender are associated with worse patient-reported outcomes across both the physical and cognitive domains. Conclusions: This large-scale multicenter cohort study illustrates the high proportion of morbidity in PRO measures. Further, we demonstrate key predictors of adverse outcomes (Diabetes, previous stroke, and gender) congruence with clinical predictors. The PRO has been demonstrated to be an informative and useful stroke when considering patient-reported outcomes and has wider implications for considerations of PROs in clinical management. Future longitudinal follow-up with PROs is needed to consider association of long-term morbidity.

Keywords: morbidity, patient-reported outcome, PRO, stroke

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18432 Direct-Displacement Based Design for Buildings with Non-Linear Viscous Dampers

Authors: Kelly F. Delgado-De Agrela, Sonia E. Ruiz, Marco A. Santos-Santiago

Abstract:

An approach is proposed for the design of regular buildings equipped with non-linear viscous dissipating devices. The approach is based on a direct-displacement seismic design method which satisfies seismic performance objectives. The global system involved is formed by structural regular moment frames capable of supporting gravity and lateral loads with elastic response behavior plus a set of non-linear viscous dissipating devices which reduce the structural seismic response. The dampers are characterized by two design parameters: (1) a positive real exponent α which represents the non-linearity of the damper, and (2) the damping coefficient C of the device, whose constitutive force-velocity law is given by F=Cvᵃ, where v is the velocity between the ends of the damper. The procedure is carried out using a substitute structure. Two limits states are verified: serviceability and near collapse. The reduction of the spectral ordinates by the additional damping assumed in the design process and introduced to the structure by the viscous non-linear dampers is performed according to a damping reduction factor. For the design of the non-linear damper system, the real velocity is considered instead of the pseudo-velocity. The proposed design methodology is applied to an 8-story steel moment frame building equipped with non-linear viscous dampers, located in intermediate soil zone of Mexico City, with a dominant period Tₛ = 1s. In order to validate the approach, nonlinear static analyses and nonlinear time history analyses are performed.

Keywords: based design, direct-displacement based design, non-linear viscous dampers, performance design

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18431 A Boundary Backstepping Control Design for 2-D, 3-D and N-D Heat Equation

Authors: Aziz Sezgin

Abstract:

We consider the problem of stabilization of an unstable heat equation in a 2-D, 3-D and generally n-D domain by deriving a generalized backstepping boundary control design methodology. To stabilize the systems, we design boundary backstepping controllers inspired by the 1-D unstable heat equation stabilization procedure. We assume that one side of the boundary is hinged and the other side is controlled for each direction of the domain. Thus, controllers act on two boundaries for 2-D domain, three boundaries for 3-D domain and ”n” boundaries for n-D domain. The main idea of the design is to derive ”n” controllers for each of the dimensions by using ”n” kernel functions. Thus, we obtain ”n” controllers for the ”n” dimensional case. We use a transformation to change the system into an exponentially stable ”n” dimensional heat equation. The transformation used in this paper is a generalized Volterra/Fredholm type with ”n” kernel functions for n-D domain instead of the one kernel function of 1-D design.

Keywords: backstepping, boundary control, 2-D, 3-D, n-D heat equation, distributed parameter systems

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18430 Modeling Exponential Growth Activity Using Technology: A Research with Bachelor of Business Administration Students

Authors: V. Vargas-Alejo, L. E. Montero-Moguel

Abstract:

Understanding the concept of function has been important in mathematics education for many years. In this study, the models built by a group of five business administration and accounting undergraduate students when carrying out a population growth activity are analyzed. The theoretical framework is the Models and Modeling Perspective. The results show how the students included tables, graphics, and algebraic representations in their models. Using technology was useful to interpret, describe, and predict the situation. The first model, the students built to describe the situation, was linear. After that, they modified and refined their ways of thinking; finally, they created exponential growth. Modeling the activity was useful to deep on mathematical concepts such as covariation, rate of change, and exponential function also to differentiate between linear and exponential growth.

Keywords: covariation reasoning, exponential function, modeling, representations

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18429 Portfolio Optimization with Reward-Risk Ratio Measure Based on the Mean Absolute Deviation

Authors: Wlodzimierz Ogryczak, Michal Przyluski, Tomasz Sliwinski

Abstract:

In problems of portfolio selection, the reward-risk ratio criterion is optimized to search for a risky portfolio with the maximum increase of the mean return in proportion to the risk measure increase when compared to the risk-free investments. In the classical model, following Markowitz, the risk is measured by the variance thus representing the Sharpe ratio optimization and leading to the quadratic optimization problems. Several Linear Programming (LP) computable risk measures have been introduced and applied in portfolio optimization. In particular, the Mean Absolute Deviation (MAD) measure has been widely recognized. The reward-risk ratio optimization with the MAD measure can be transformed into the LP formulation with the number of constraints proportional to the number of scenarios and the number of variables proportional to the total of the number of scenarios and the number of instruments. This may lead to the LP models with huge number of variables and constraints in the case of real-life financial decisions based on several thousands scenarios, thus decreasing their computational efficiency and making them hardly solvable by general LP tools. We show that the computational efficiency can be then dramatically improved by an alternative model based on the inverse risk-reward ratio minimization and by taking advantages of the LP duality. In the introduced LP model the number of structural constraints is proportional to the number of instruments thus not affecting seriously the simplex method efficiency by the number of scenarios and therefore guaranteeing easy solvability. Moreover, we show that under natural restriction on the target value the MAD risk-reward ratio optimization is consistent with the second order stochastic dominance rules.

Keywords: portfolio optimization, reward-risk ratio, mean absolute deviation, linear programming

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18428 Robustness Analysis of the Carbon and Nitrogen Co-Metabolism Model of Mucor mucedo

Authors: Nahid Banihashemi

Abstract:

An emerging important area of the life sciences is systems biology, which involves understanding the integrated behavior of large numbers of components interacting via non-linear reaction terms. A centrally important problem in this area is an understanding of the co-metabolism of protein and carbohydrate, as it has been clearly demonstrated that the ratio of these metabolites in diet is a major determinant of obesity and related chronic disease. In this regard, we have considered a systems biology model for the co-metabolism of carbon and nitrogen in colonies of the fungus Mucor mucedo. Oscillations are an important diagnostic of underlying dynamical processes of this model. The maintenance of specific patterns of oscillation and its relation to the robustness of this system are the important issues which have been targeted in this paper. In this regard, parametric sensitivity approach as a theoretical approach has been considered for the analysis of the robustness of this model. As a result, the parameters of the model which produce the largest sensitivities have been identified. Furthermore, the largest changes that can be made in each parameter of the model without losing the oscillations in biomass production have been computed. The results are obtained from the implementation of parametric sensitivity analysis in Matlab.

Keywords: system biology, parametric sensitivity analysis, robustness, carbon and nitrogen co-metabolism, Mucor mucedo

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18427 2D Numerical Modeling for Induced Current Distribution in Soil under Lightning Impulse Discharge

Authors: Fawwaz Eniola Fajingbesi, Nur Shahida Midia, Elsheikh M. A. Elsheikh, Siti Hajar Yusoff

Abstract:

Empirical analysis of lightning related phenomena in real time is extremely dangerous due to the relatively high electric discharge involved. Hence, design and optimization of efficient grounding systems depending on real time empirical methods are impeded. Using numerical methods, the dynamics of complex systems could be modeled hence solved as sets of linear and non-linear systems . In this work, the induced current distribution as lightning strike traverses the soil have been numerically modeled in a 2D axial-symmetry and solved using finite element method (FEM) in COMSOL Multiphysics 5.2 AC/DC module. Stratified and non- stratified electrode system were considered in the solved model and soil conductivity (σ) varied between 10 – 58 mS/m. The result discussed therein were the electric field distribution, current distribution and soil ionization phenomena. It can be concluded that the electric field and current distribution is influenced by the injected electric potential and the non-linearity in soil conductivity. The result from numerical calculation also agrees with previously laboratory scale empirical results.

Keywords: current distribution, grounding systems, lightning discharge, numerical model, soil conductivity, soil ionization

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18426 Study on Optimal Control Strategy of PM2.5 in Wuhan, China

Authors: Qiuling Xie, Shanliang Zhu, Zongdi Sun

Abstract:

In this paper, we analyzed the correlation relationship among PM2.5 from other five Air Quality Indices (AQIs) based on the grey relational degree, and built a multivariate nonlinear regression equation model of PM2.5 and the five monitoring indexes. For the optimal control problem of PM2.5, we took the partial large Cauchy distribution of membership equation as satisfaction function. We established a nonlinear programming model with the goal of maximum performance to price ratio. And the optimal control scheme is given.

Keywords: grey relational degree, multiple linear regression, membership function, nonlinear programming

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18425 A Hybrid Method for Determination of Effective Poles Using Clustering Dominant Pole Algorithm

Authors: Anuj Abraham, N. Pappa, Daniel Honc, Rahul Sharma

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In this paper, an analysis of some model order reduction techniques is presented. A new hybrid algorithm for model order reduction of linear time invariant systems is compared with the conventional techniques namely Balanced Truncation, Hankel Norm reduction and Dominant Pole Algorithm (DPA). The proposed hybrid algorithm is known as Clustering Dominant Pole Algorithm (CDPA) is able to compute the full set of dominant poles and its cluster center efficiently. The dominant poles of a transfer function are specific eigenvalues of the state space matrix of the corresponding dynamical system. The effectiveness of this novel technique is shown through the simulation results.

Keywords: balanced truncation, clustering, dominant pole, Hankel norm, model reduction

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18424 A Model for Optimizing Inventory Replenishment and Shelf Space Management in Retail Industries

Authors: Nermine A. Harraz, Aliaa Abouali

Abstract:

The retail stores put up for sale multiple items while the spaces in the backroom and display areas constitute a scarce resource. Availability, volume, and location of the product displayed in the showroom influence the customer’s demand. Managing these operations individually will result in sub-optimal overall retail store’s profit; therefore, a non-linear integer programming model (NLIP) is developed to determine the inventory replenishment and shelf space allocation decisions that together maximize the retailer’s profit under shelf space and backroom storage constraints taking into consideration that the demand rate is positively dependent on the amount and location of items displayed in the showroom. The developed model is solved using LINGO® software. The NLIP model is implemented in a real world case study in a large retail outlet providing a large variety of products. The proposed model is validated and shows logical results when using the experimental data collected from the market.

Keywords: retailing management, inventory replenishment, shelf space allocation, showroom, backroom

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18423 Numerical Modeling and Characteristic Analysis of a Parabolic Trough Solar Collector

Authors: Alibakhsh Kasaeian, Mohammad Sameti, Zahra Noori, Mona Rastgoo Bahambari

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Nowadays, the parabolic trough solar collector technology has become the most promising large-scale technology among various solar thermal generations. In this paper, a detailed numerical heat transfer model for a parabolic trough collector with nanofluid is presented based on the finite difference approach for which a MATLAB code was developed. The model was used to simulate the performance of a parabolic trough solar collector’s linear receiver, called a heat collector element (HCE). In this model, the heat collector element of the receiver was discretized into several segments in axial directions and energy balances were used for each control volume. All the heat transfer correlations, the thermodynamic equations and the optical properties were considered in details and the set of algebraic equations were solved simultaneously using iterative numerical solutions. The modeling assumptions and limitations are also discussed, along with recommendations for model improvement.

Keywords: heat transfer, nanofluid, numerical analysis, trough

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18422 Model Updating-Based Approach for Damage Prognosis in Frames via Modal Residual Force

Authors: Gholamreza Ghodrati Amiri, Mojtaba Jafarian Abyaneh, Ali Zare Hosseinzadeh

Abstract:

This paper presents an effective model updating strategy for damage localization and quantification in frames by defining damage detection problem as an optimization issue. A generalized version of the Modal Residual Force (MRF) is employed for presenting a new damage-sensitive cost function. Then, Grey Wolf Optimization (GWO) algorithm is utilized for solving suggested inverse problem and the global extremums are reported as damage detection results. The applicability of the presented method is investigated by studying different damage patterns on the benchmark problem of the IASC-ASCE, as well as a planar shear frame structure. The obtained results emphasize good performance of the method not only in free-noise cases, but also when the input data are contaminated with different levels of noises.

Keywords: frame, grey wolf optimization algorithm, modal residual force, structural damage detection

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18421 Generalized Synchronization in Systems with a Complex Topology of Attractor

Authors: Olga I. Moskalenko, Vladislav A. Khanadeev, Anastasya D. Koloskova, Alexey A. Koronovskii, Anatoly A. Pivovarov

Abstract:

Generalized synchronization is one of the most intricate phenomena in nonlinear science. It can be observed both in systems with a unidirectional and mutual type of coupling including the complex networks. Such a phenomenon has a number of practical applications, for example, for the secure information transmission through the communication channel with a high level of noise. Known methods for the secure information transmission needs in the increase of the privacy of data transmission that arises a question about the observation of such phenomenon in systems with a complex topology of chaotic attractor possessing two or more positive Lyapunov exponents. The present report is devoted to the study of such phenomenon in two unidirectionally and mutually coupled dynamical systems being in chaotic (with one positive Lyapunov exponent) and hyperchaotic (with two or more positive Lyapunov exponents) regimes, respectively. As the systems under study, we have used two mutually coupled modified Lorenz oscillators and two unidirectionally coupled time-delayed generators. We have shown that in both cases the generalized synchronization regime can be detected by means of the calculation of Lyapunov exponents and phase tube approach whereas due to the complex topology of attractor the nearest neighbor method is misleading. Moreover, the auxiliary system approaches being the standard method for the synchronous regime observation, for the mutual type of coupling results in incorrect results. To calculate the Lyapunov exponents in time-delayed systems we have proposed an approach based on the modification of Gram-Schmidt orthogonalization procedure in the context of the time-delayed system. We have studied in detail the mechanisms resulting in the generalized synchronization regime onset paying a great attention to the field where one positive Lyapunov exponent has already been become negative whereas the second one is a positive yet. We have found the intermittency here and studied its characteristics. To detect the laminar phase lengths the method based on a calculation of local Lyapunov exponents has been proposed. The efficiency of the method has been verified using the example of two unidirectionally coupled Rössler systems being in the band chaos regime. We have revealed the main characteristics of intermittency, i.e. the distribution of the laminar phase lengths and dependence of the mean length of the laminar phases on the criticality parameter, for all systems studied in the report. This work has been supported by the Russian President's Council grant for the state support of young Russian scientists (project MK-531.2018.2).

Keywords: complex topology of attractor, generalized synchronization, hyperchaos, Lyapunov exponents

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18420 Design of Hybrid Auxetic Metamaterials for Enhanced Energy Absorption under Compression

Authors: Ercan Karadogan, Fatih Usta

Abstract:

Auxetic materials have a negative Poisson’s ratio (NPR), which is not often found in nature. They are metamaterials that have potential applications in many engineering fields. Mechanical metamaterials are synthetically designed structures with unusual mechanical properties. These mechanical properties are dependent on the properties of the matrix structure. They have the following special characteristics, i.e., improved shear modulus, increased energy absorption, and intensive fracture toughness. Non-auxetic materials compress transversely when they are stretched. The system naturally is inclined to keep its density constant. The transversal compression increases the density to balance the loss in the longitudinal direction. This study proposes to improve the crushing performance of hybrid auxetic materials. The re-entrant honeycomb structure has been combined with a star honeycomb, an S-shaped unit cell, a double arrowhead, and a structurally hexagonal re-entrant honeycomb by 9 X 9 cells, i.e., the number of cells is 9 in the lateral direction and 9 in the vertical direction. The Finite Element (FE) and experimental methods have been used to determine the compression behavior of the developed hybrid auxetic structures. The FE models have been developed by using Abaqus software. The specimens made of polymer plastic materials have been 3D printed and subjected to compression loading. The results are compared in terms of specific energy absorption and strength. This paper describes the quasi-static crushing behavior of two types of hybrid lattice structures (auxetic + auxetic and auxetic + non-auxetic). The results show that the developed hybrid structures can be useful to control collapse mechanisms and present larger energy absorption compared to conventional re-entrant auxetic structures.

Keywords: auxetic materials, compressive behavior, metamaterials, negative Poisson’s ratio

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