Search results for: Krasnoselskii fixed point theorem

Authors: Bernard Polednik, Adam Piotrowicz, Lukasz Guz, Marzenna Dudzinska

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Transportation is considered to be responsible for increased exposure of road users – i.e., drivers, car passengers, and pedestrians as well as inhabitants of houses located near roads - to pollutants emitted from vehicles. Accurate estimates are, however, difficult as exposure depends on many factors such as traffic intensity or type of fuel as well as the topography and the built-up area around the individual routes. The season and weather conditions are also of importance. In the case of inhabitants of houses located near roads, their exposure depends on the distance from the road, window tightness and other factors that decrease pollutant infiltration. This work reports the variations of particle concentrations along a selected road in Lublin, Poland. Their impact on the exposure for road users as well as for inhabitants of houses located near the road is also presented. Mobile and fixed-site measurements were carried out in peak (around 8 a.m. and 4 p.m.) and off-peak (12 a.m., 4 a.m., and 12 p.m.) traffic times in all 4 seasons. Fixed-site measurements were performed in 12 measurement points along the route. The number and mass concentration of particles was determined with the use of P-Trak model 8525, OPS 3330, DustTrak DRX model 8533 (TSI Inc. USA) and Grimm Aerosol Spectrometer 1.109 with Nano Sizer 1.321 (Grimm Aerosol Germany). The obtained results indicated that the highest concentrations of traffic-related pollution were measured near 4-way traffic intersections during peak hours in the autumn and winter. The highest average number concentration of ultrafine particles (PN0.1), and mass concentration of fine particles (PM2.5) in fixed-site measurements were obtained in the autumn and amounted to 23.6 ± 9.2×10³ pt/cm³ and 135.1 ± 11.3 µg/m³, respectively. The highest average number concentration of submicrometer particles (PN1) was measured in the winter and amounted to 68 ± 26.8×10³ pt/cm³. The estimated doses of particles deposited in the commuters’ and pedestrians’ lungs within an hour near 4-way TIs in peak hours in the summer amounted to 4.3 ± 3.3×10⁹ pt/h (PN0.1) and 2.9 ± 1.4 µg/h (PM2.5) and 3.9 ± 1.1×10⁹ pt/h (PN0.1) or 2.5 ± 0.4 µg/h (PM2.5), respectively. While estimating the doses inhaled by the inhabitants of premises located near the road one should take into account different fractional penetration of particles from outdoors to indoors. Such doses assessed for the autumn and winter are up to twice as high as the doses inhaled by commuters and pedestrians in the summer. In the winter traffic-related ultrafine particles account for over 70% of all ultrafine particles deposited in the pedestrians’ lungs. The share of traffic-related PM10 particles was estimated at approximately 33.5%. Concluding, the results of the particle concentration measurements along a road in Lublin indicated that the concentration is mainly affected by the traffic intensity and weather conditions. Further detailed research should focus on how the season and the metrological conditions affect concentration levels of traffic-related pollutants and the exposure of commuters and pedestrians as well as the inhabitants of houses located near traffic routes.

Keywords: air quality, deposition dose, health effects, vehicle emissions

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Authors: M. Doumi, A. Miloudi, A. G. Aissaoui, K. Tahir, C. Belfedal, S. Tahir

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The studies on the photovoltaic system are extensively increasing because of a large, secure, essentially exhaustible and broadly available resource as a future energy supply. However, the output power induced in the photovoltaic modules is influenced by an intensity of solar cell radiation, temperature of the solar cells and so on. Therefore, to maximize the efficiency of the photovoltaic system, it is necessary to track the maximum power point of the PV array, for this Maximum Power Point Tracking (MPPT) technique is used. Some MPPT techniques are available in that perturbation and observation (P&O) and Fuzzy logic controller (FLC). The fuzzy control method has been compared with perturb and observe (P&O) method as one of the most widely conventional method used in this area. Both techniques have been analyzed and simulated. MPPT using fuzzy logic shows superior performance and more reliable control with respect to the P&O technique for this application.

Keywords: photovoltaic system, MPPT, perturb and observe, fuzzy logic

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Authors: Serge B. Provost

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Numerous statistical inference and modeling methodologies are based on sample moments rather than the actual observations. A result justifying the validity of this approach is introduced. More specifically, it will be established that given the first n moments of a sample of size n, one can recover the original n sample points. This implies that a sample of size n and its first associated n moments contain precisely the same amount of information. However, it is efficient to make use of a limited number of initial moments as most of the relevant distributional information is included in them. Two types of density estimation techniques that rely on such moments will be discussed. The first one expresses a density estimate as the product of a suitable base density and a polynomial adjustment whose coefficients are determined by equating the moments of the density estimate to the sample moments. The second one assumes that the derivative of the logarithm of a density function can be represented as a rational function. This gives rise to a system of linear equations involving sample moments, the density estimate is then obtained by solving a differential equation. Unlike kernel density estimation, these methodologies are ideally suited to model ‘big data’ as they only require a limited number of moments, irrespective of the sample size. What is more, they produce simple closed form expressions that are amenable to algebraic manipulations. They also turn out to be more accurate as will be shown in several illustrative examples.

Keywords: density estimation, log-density, polynomial adjustments, sample moments

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Authors: Omer Cahana, Ofer Levi, Maya Herman

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Magnetic Resonance Imaging (MRI) is a lengthy medical scan that stems from a long acquisition time. Its length is mainly due to the traditional sampling theorem, which defines a lower boundary for sampling. However, it is still possible to accelerate the scan by using a different approach such as Compress Sensing (CS) or Parallel Imaging (PI). These two complementary methods can be combined to achieve a faster scan with high-fidelity imaging. To achieve that, two conditions must be satisfied: i) the signal must be sparse under a known transform domain, and ii) the sampling method must be incoherent. In addition, a nonlinear reconstruction algorithm must be applied to recover the signal. While the rapid advances in Deep Learning (DL) have had tremendous successes in various computer vision tasks, the field of MRI reconstruction is still in its early stages. In this paper, we present an end-to-end method for MRI reconstruction from k-space to image. Our method contains two parts. The first is sensitivity map estimation (SME), which is a small yet effective network that can easily be extended to a variable number of coils. The second is reconstruction, which is a top-down architecture with lateral connections developed for building high-level refinement at all scales. Our method holds the state-of-art fastMRI benchmark, which is the largest, most diverse benchmark for MRI reconstruction.

Keywords: magnetic resonance imaging, image reconstruction, pyramid network, deep learning

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Authors: Adriana Duarte, Sandra Sampaio, Catia Ferreira, Jaime I. N. R. Gomes

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With the fashion of faded worn garments the textile industry has moved from indigo and pigments to dyes that are fixed by cationization, with products that can be toxic, and that can show this effect after washing down the dye with friction and/or treating with enzymes in a subsequent operation. Increasingly they are treated with bleaches, such as hypochlorite and permanganate, both toxic substances. An alternative process is presented in this work for both garment and jet dyeing processes, without the use of pre-cationization and the alternative use of “particle-dyes”. These are hybrid products, made up by an inorganic particle and an organic dye. With standard soluble dyes, it is not possible to avoid diffusion into the inside of the fiber unless using previous cationization. Only in this way can diffusion be avoided keeping the centre of the fibres undyed so as to produce the faded effect by removing the surface dye and showing the white fiber beneath. With “particle-dyes”, previous cationization is avoided. By applying low temperatures, the dye does not diffuse completely into the inside of the fiber, since it is a particle and not a soluble dye, being then able to give the faded effect. Even though bleaching can be used it can also be avoided, by the use of friction and enzymes they can be used just as for other dyes. This fashion brought about new ways of applying reactive dyes by the use of previous cationization of cotton, lowering the salt, and temperatures that reactive dyes usually need for reacting and as a side effect the application of a more environmental process. However, cationization is a process that can be problematic in applying it outside garment dyeing, such as jet dyeing, being difficult to obtain level dyeings. It also should be applied by a pad-fix or Pad-batch process due to the low affinity of the pre-cationization products making it a more expensive process, and the risk of unlevelness in processes such as jet dyeing. Wit particle-dyes, since no pre-cationizartion is necessary, they can be applied in jet dyeing. The excess dye is fixed by a fixing agent, fixing the insoluble dye onto the surface of the fibers. By applying the fixing agent only one to 1-3 rinses in water at room temperature are necessary, saving water and improving the washfastness.

Keywords: denim, garment dyeing, worn look, eco-fashion

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Authors: Tamou Nasser, Ahmed Essadki, Ali Boukhriss

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This paper presents the control of doubly fed induction generator (DFIG) used in the wind energy conversion systems. Maximum power point tracking (MPPT) strategy is used to extract the maximum of power during the conversion and taking care that the system does not exceed the operating limits. This is done by acting on the pitch angle to control the orientation of the turbine's blades. Having regard to its robustness and performance, active disturbance rejection control (ADRC) based on the extended state observer (ESO) is employed to achieve the control of both rotor and grid side converters. Simulations are carried out using MATLAB simulink.

Keywords: active disturbance rejection control, extended state observer, doubly fed induction generator, maximum power point tracking

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Authors: Misganaw Abebe Baye, Ji-Woo Park, Beom-Soo Kang

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The product quality of multi-point dieless forming (MDF) is identified to be dependent on the process parameters. Moreover, a certain variation of friction and material properties may have a substantially worse influence on the final product quality. This study proposed on how to compensate the MDF product defects by minimizing the sensitivity of noise parameter variations. This can be attained by reliability-based robust optimization (RRO) technique to obtain the optimal process setting of the controllable parameters. Initially two MDF Finite Element (FE) simulations of AA3003-H14 saddle shape showed a substantial amount of dimpling, wrinkling, and shape error. FE analyses are consequently applied on ABAQUS commercial software to obtain the correlation between the control process setting and noise variation with regard to the product defects. The best prediction models are chosen from the family of metamodels to swap the computational expensive FE simulation. Genetic algorithm (GA) is applied to determine the optimal process settings of the control parameters. Monte Carlo Analysis (MCA) is executed to determine how the noise parameter variation affects the final product quality. Finally, the RRO FE simulation and the experimental result show that the amendment of the control parameters in the final forming process leads to a considerably better-quality product.

Keywords: dimpling, multi-point dieless forming, reliability-based robust optimization, shape error, variation, wrinkling

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Authors: Olusegun Solomon

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This paper describes the concept for the design and maximum power point tracking control for an interior permanent magnet synchronous generator wind turbine system. Two design concepts are compared to outline the effect of magnet design on the performance of the interior permanent magnet synchronous generator. An approximate model that includes the effect of core losses has been developed for the machine to simulate the dynamic performance of the wind energy system. An algorithm for Maximum Power Point Tracking control is included to describe the process for maximum power extraction.

Keywords: permanent magnet synchronous generator, wind power system, wind turbine

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Authors: Jéssica Ferreira Rodrigues, Júlio Silvio De Sousa Bueno Filho, Vanessa Rios De Souza, Ana Carla Marques Pinheiro

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This study aimed to evaluate the implications of the block size and testing order on efficiency and precision of preference estimation for Dulce de leche samples. Efficiency was defined as the inverse of the average variance of pairwise comparisons among treatments. Precision was defined as the inverse of the variance of treatment means (or effects) estimates. The experiment was originally designed to test 16 treatments as a series of 8 Sudoku 16x16 designs being 4 randomized independently and 4 others in the reverse order, to yield balance in testing order. Linear mixed models were assigned to the whole experiment with 112 testers and all their grades, as well as their partially balanced subgroups, namely: a) experiment with the four initial EU; b) experiment with EU 5 to 8; c) experiment with EU 9 to 12; and b) experiment with EU 13 to 16. To record responses we used a nine-point hedonic scale, it was assumed a mixed linear model analysis with random tester and treatments effects and with fixed test order effect. Analysis of a cumulative random effects probit link model was very similar, with essentially no different conclusions and for simplicity, we present the results using Gaussian assumption. R-CRAN library lme4 and its function lmer (Fit Linear Mixed-Effects Models) was used for the mixed models and libraries Bayesthresh (default Gaussian threshold function) and ordinal with the function clmm (Cumulative Link Mixed Model) was used to check Bayesian analysis of threshold models and cumulative link probit models. It was noted that the number of samples tested in the same session can influence the acceptance level, underestimating the acceptance. However, proving a large number of samples can help to improve the samples discrimination.

Keywords: acceptance, block size, mixed linear model, testing order, testing order

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Authors: A. Hamadelnil, Z. Razak, E. Matsoom

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Boat landings on fixed offshore structure are designed to absorb the impact energy from the boats approaching the platform for crew transfer. As the size and speed of operating boats vary, the design and maintenance of the boat landings become more challenging. Different oil and gas operators adopting different design criteria for the boat landing design in the region of South East Asia. Rubber strip is used to increase the capacity of the boat landing in absorbing bigger impact energy. Recently, it has been reported that all the rubber strips peel off the boat landing frame within one to two years, and replacement is required to avoid puncturing of the boat’s hull by the exposed sharp edges and bolts used to secure the rubber strip. The capacity of the boat landing in absorbing the impact energy is reduced after the failure of the rubber strip and results in failure of the steel members. The replacement of the rubber strip is costly as it requires a diving spread. The objective of this study is to propose the most practicable criteria to be adopted by oil and gas operators in the design of the boat landings in the region of South East Asia to improve the performance of the boat landing and assure safe operation and cheaper maintenance. This study explores the current design and maintenance challenges of boat landing and compares between the criteria adopted by different operators. In addition, this study explains the reasons behind the denting of many of the boat landing. It also evaluates the effect of grout and rubber strip in the capacity of the boat landing and jacket legs and highlight. Boat landing model and analysis using USFOS and SACS software are carried out and presented in this study considering different design criteria. This study proposes the most practicable criteria to be used in designing the boat landing in South East Asia region to save cost and achieve better performance, safe operation and less cost and maintenance.

Keywords: boat landing, grout, plastic hinge, rubber strip

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Authors: Omer Cahana, Maya Herman, Ofer Levi

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Magnetic resonance imaging (MRI) is a long medical scan that stems from a long acquisition time. This length is mainly due to the traditional sampling theorem, which defines a lower boundary for sampling. However, it is still possible to accelerate the scan by using a different approach, such as compress sensing (CS) or parallel imaging (PI). These two complementary methods can be combined to achieve a faster scan with high-fidelity imaging. In order to achieve that, two properties have to exist: i) the signal must be sparse under a known transform domain, ii) the sampling method must be incoherent. In addition, a nonlinear reconstruction algorithm needs to be applied to recover the signal. While the rapid advance in the deep learning (DL) field, which has demonstrated tremendous successes in various computer vision task’s, the field of MRI reconstruction is still in an early stage. In this paper, we present an extension of the state-of-the-art model in MRI reconstruction -VarNet. We utilize VarNet by using dilated convolution in different scales, which extends the receptive field to capture more contextual information. Moreover, we simplified the sensitivity map estimation (SME), for it holds many unnecessary layers for this task. Those improvements have shown significant decreases in computation costs as well as higher accuracy.

Keywords: MRI, deep learning, variational network, computer vision, compress sensing

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Authors: Jakub Berčík, Elena Horská, Ľudmila Nagyová

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Nowadays, the point of sale remains one of the few channels of communication which is not oversaturated yet and has great potential for the future. The fact that purchasing decisions are significantly affected by emotions, while up to 75 % of them are implemented at the point of sale, only demonstrates its importance. The share of impulsive purchases is about 60-75 %, depending on the particular product category. Nevertheless, habits predetermine the content of the shopping cart above all and hence in this regard the role of in-store communication is to disrupt the routine and compel the customer to try something new. This is the reason why it is essential to know how to work with this relatively young branch of marketing communication as efficiently as possible. New global trend in this discipline is evaluating the effectiveness of particular tools in the in-store communication. To increase the efficiency it is necessary to become familiar with the factors affecting the customer both consciously and unconsciously, and that is a task for neuromarketing and sensory marketing. It is generally known that the customer remembers the negative experience much longer and more intensely than the positive ones, therefore it is essential for marketers to avoid this negative experience. The final effect of POP (Point of Purchase) or POS (Point of Sale) tools is conditional not only on their quality and design, but also on the location at the point of sale which contributes to the overall positive atmosphere in the store. Therefore, in-store advertising is increasingly in the center of attention and companies are willing to spend even a third of their marketing communication budget on it. The paper deals with a comprehensive, interdisciplinary research of the impact of traditional as well as innovative tools of in-store communication on the attention and emotional state (valence and arousal) of consumers on the food market. The research integrates measurements with eye camera (Eye tracker) and electroencephalograph (EEG) in real grocery stores as well as in laboratory conditions with the purpose of recognizing attention and emotional response among respondents under the influence of selected tools of in-store communication. The object of the research includes traditional (e.g. wobblers, stoppers, floor graphics) and innovative (e.g. displays, wobblers with LED elements, interactive floor graphics) tools of in-store communication in the fresh unpackaged food segment. By using a mobile 16-channel electroencephalograph (EEG equipment) from the company EPOC, a mobile eye camera (Eye tracker) from the company Tobii and a stationary eye camera (Eye tracker) from the company Gazepoint, we observe the attention and emotional state (valence and arousal) to reveal true consumer preferences using traditional and new unusual communication tools at the point of sale of the selected foodstuffs. The paper concludes with suggesting possibilities for rational, effective and energy-efficient combination of in-store communication tools, by which the retailer can accomplish not only captivating and attractive presentation of displayed goods, but ultimately also an increase in retail sales of the store.

Keywords: electroencephalograph (EEG), emotion, eye tracker, in-store communication

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Authors: Tripta Dixit, Smita Sahu, William Selvamurthy, Sadhana Srivastava

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The translation of healthcare technologies is an expensive, complex affair, current healthcare challenges in Asian countries and their efforts to meet Millennium Development Goals (MDGs), necessitates continuous technology advancement to save countless lives, improve the quality of life and for socio-economic development. India’s consistently improving global innovation index (57) demonstrates its innovation potential, but access to health care is asymmetric and lacks priority in India. Therefore, there is utmost need of a robust translation system for point-of-care (POC) solutions, inexpensive, low-maintenance, reliable, and easy-to-use diagnostic technologies. Few cases of POC technologies viz. Elisa based diagnostic kits for regional viral disease, a device for detection of cancerous lesions were studied to understand the process and challenges involved in their translation. Accordingly, the entire translation ecosystem was summarized proposing a nexus of various actors such as technology developer, technology transferor technology receiver, funding entities, government/regulatory bodies and their effect on translation of different medical technologies. This study highlights the role and concerns pertaining to these actors for POC such as unsystematic and unvalidated research roadmap, low profit preposition, unfocused approach of up-scaling, low market acceptability and multiple window regulatory framework, etc. This provides an opportunity to devise solutions to overcome problem areas in translation path.

Keywords: healthcare technologies, point-of-care solutions, public health, translation

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Authors: Jindong Gu, Matthias Schubert, Volker Tresp

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In many outlier detection tasks, only training data belonging to one class, i.e., the positive class, is available. The task is then to predict a new data point as belonging either to the positive class or to the negative class, in which case the data point is considered an outlier. For this task, we propose a novel corrupted Generative Adversarial Network (CorGAN). In the adversarial process of training CorGAN, the Generator generates outlier samples for the negative class, and the Discriminator is trained to distinguish the positive training data from the generated negative data. The proposed framework is evaluated using an image dataset and a real-world network intrusion dataset. Our outlier-detection method achieves state-of-the-art performance on both tasks.

Keywords: one-class classification, outlier detection, generative adversary networks, semi-supervised learning

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Authors: Bo Kampmann Walther

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This essay examines the narratives of the Book of Genesis through the lens of game theory, a mathematical framework for analyzing strategic interactions among rational actors. By treating key figures in Genesis as players in a game, this analysis sheds light on their decisions and the resulting consequences. Focusing primarily on the story of Adam and Eve, the essay utilizes concepts such as game state, saddle point, optimal strategy, and Nash equilibrium to explore the dynamics at play and scrutinize the existence of two kinds of game rules in Genesis: one being global and post-Fall oriented, the other being local and relegated to life in the Garden. The serpent's intervention and the subsequent actions of Adam and Eve are modeled as strategic moves, revealing the complexities and shifts in the game state from harmony in Eden to a world marked by toil and mortality post-Fall.

Keywords: game theory, Genesis, strategy, saddle point, nash equilibrium, New Game State

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Authors: Felix U. Asoiro, Daniel I. Eleazar, Peter O. Offor

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As a result of increasing energy demands, research in bioethanol has increased in recent years all through the world, in abide to partially or totally replace renewable energy supplies. The first and third generation feedstocks used for biofuel production have fundamental drawbacks. Waste rice straw and cake from second generation feedstock like Jatropha curcas l. kernel (JC) is seen as non-food feedstock and promising candidates for the industrial production of bioethanol. In this study, JC and rice husk (RH) wastes were characterized for proximate composition. Bioethanol was produced from the residual polysaccharides present in rice husk (RH) and Jatropha seed cake by sequential hydrolytic and fermentative processes at varying mixing proportions (50 g JC/50 g RH, 100 g JC/10 g RH, 100 g JC/20 g RH, 100 g JC/50 g RH, 100 g JC/100 g RH, 100 g JC/200 g RH and 200 g JC/100 g RH) and particle sizes (0.25, 0.5 and 1.00 mm). Mixing proportions and particle size significantly affected both bioethanol yield and some bioethanol properties. Bioethanol yield (%) increased with an increase in particle size. The highest bioethanol (8.67%) was produced at a mixing proportion of 100 g JC/50g RH at 0.25 mm particle size. The bioethanol had the lowest values of specific gravity and density of 1.25 and 0.92 g cm-3 and the highest values of 1.57 and 0.97 g cm-3 respectively. The highest values of viscosity (4.64 cSt) were obtained with 200 g JC/100 g RH, at 1.00 mm particle size. The maximum flash point and cloud point values were 139.9 oC and 23.7oC (100 g JC/200 g RH) at 1 mm and 0.5 mm particle sizes respectively. The maximum pour point value recorded was 3.85oC (100 g JC/50 g RH) at 1 mm particle size. The paper concludes that bioethanol can be recovered from JC and RH wastes. JC and RH blending proportions as well as particle sizes are important factors in bioethanol production.

Keywords: bioethanol, hydrolysis, Jatropha curcas l. kernel, rice husk, fermentation, proximate composition

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Authors: Tz-Bang Du, Cheng-Han Hsieh, Li-Ping Ju, Hung-Jie Liou

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Polyether amines synthesize by secondary hydroxyl polyether diol play an important role in epoxy hardener. The low molecular weight product is used in low viscosity and high transparent polyamine product for the logo, ground cover, especially for wind turbine blade, while the high molecular weight products are used in advanced agricultures such as a high-speed railway. High-pressure reductive amination process is required for producing these amines. In the condition of higher than 150 atm pressure and 200 degrees Celsius temperature, supercritical ammonia is used as a reactant and also a solvent. It would be a great challenge to select a catalyst support for such high-temperature alkaline circumstance. In this study, we have established a six-autoclave-type (SAT) high-pressure reactor for amination catalyst screening, which six experiment conditions with different temperature and pressure could be examined at the same time. We synthesized copper-nickel catalyst on different shaped alumina catalyst support and evaluated the catalyst activity for high-pressure reductive amination of polypropylene glycol (PPG) by SAT reactor. Ball type gamma alumina, ball type activated alumina and pellet type gamma alumina catalyst supports are evaluated in this study. Gamma alumina supports have shown better activity on PPG reductive amination than activated alumina support. In addition, the catalysts are evaluated in fixed bed reactor. The diamine product was successfully synthesized via this catalyst and the strength of the catalysts is measured. The crush strength of blank supports is about 13.5 lb for both gamma alumina and activated alumina. The strength increases to 20.3 lb after synthesized to be copper-nickel catalyst. After test in the fixed bed high-pressure reductive amination process for 100 hours, the crush strength of the used catalyst is 3.7 lb for activated alumina support, 12.0 lb for gamma alumina support. The gamma alumina is better than activated alumina to use as catalyst support in high-pressure reductive amination process.

Keywords: high pressure reductive amination, copper nickel catalyst, polyether amine, alumina

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Authors: Saikat Datta

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Incompressible laminar time-varying flow is investigated over a rounded backward-facing step for a triangular piston motion at the inlet of a straight channel with very high acceleration, followed by a slow deceleration experimentally and through numerical simulation. The backward-facing step is an important test-case as it embodies important flow characteristics such as separation point, reattachment length, and recirculation of flow. A sliding piston imparts two successive triangular velocities at the inlet, constant acceleration from rest, 0≤t≤t0, and constant deceleration to rest, t0≤tKeywords: laminar boundary layer separation, rounded backward facing step, separation bubble, unsteady separation, unsteady vortex flows

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

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Authors: Alain Rousseau, Alfred Aragones, Gilles Rougier

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The study is based on lightning and surge standards mainly the EN series 62305 for facility protection, EN series 61643 for Low Voltage Surge Protective Devices, High Voltage surge arrester standard en 60099-4 and the traction arrester standards namely EN 50526-1 and 50526-1 dealing respectively with railway applications fixed installations D.C. surge arresters and voltage limiting devices. The more severe stress for tramways installations is caused by direct lightning on the catenary line. In such case, the surge current propagates towards the various poles and sparkover the insulators leading to a lower stress. If the impact point is near enough, a significant surge current will flow towards the traction surge arrester that is installed on the catenary at the location the substation is connected. Another surge arrester can be installed at the entrance of the substation or even inside the rectifier to avoid insulation damages. In addition, surge arresters can be installed between + and – to avoid damaging sensitive circuits. Based on disturbances encountered in a substation following a lighting event, the engineering department of RATP has decided to investigate the cause of such damage and more generally to question the efficiency of the various possible protection means. Based on the example of a recent tramway line the paper present the result of a lightning study based on direct lightning strikes. As a matter of fact, the induced surges on the catenary are much more frequent but much less damaging. First, a lightning risk assessment is performed for the substations that takes into account direct lightning and induced lightning both on the substation and its connected lines such as the catenary. Then the paper deals with efficiency of the various surge arresters is discussed based on field experience and calculations. The efficiency of the earthing system used at the bottom of the pole is also addressed based on high frequency earthing measurement. As a conclusion, the paper is making recommendations for an enhanced efficiency of existing protection means.

Keywords: surge arrester, traction, lightning, risk, surge protective device

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Authors: Ankit Kumar, Balram Dubey

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This study proposes a three dimensional prey-predator model with additional food, provided to predator individuals, including gestation delay in predators and delay in supplying the additional food to predators. It is assumed that the interaction between prey and predator is followed by Holling type-II functional response. We discussed the steady states and their local and global asymptotic behavior for the non-delayed system. Hopf-bifurcation phenomenon with respect to different parameters has also been studied. We obtained a range of predator’s tendency factor on provided additional food, in which the periodic solutions occur in the system. We have shown that oscillations can be controlled from the system by increasing the tendency factor. Moreover, the existence of periodic solutions via Hopf-bifurcation is shown with respect to both the delays. Our analysis shows that both delays play an important role in governing the dynamics of the system. It changes the stability behavior into instability behavior. The direction and stability of Hopf-bifurcation are also investigated through the normal form theory and the center manifold theorem. Lastly, some numerical simulations and graphical illustrations have been carried out to validate our analytical findings.

Keywords: additional food, gestation delay, Hopf-bifurcation, prey-predator

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Authors: Jianfeng Hu

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Personal authentication based on electroencephalography (EEG) signals is one of the important field for the biometric technology. More and more researchers have used EEG signals as data source for biometric. However, there are some disadvantages for biometrics based on EEG signals. The proposed method employs entropy measures for feature extraction from EEG signals. Four type of entropies measures, sample entropy (SE), fuzzy entropy (FE), approximate entropy (AE) and spectral entropy (PE), were deployed as feature set. In a silhouettes calculation, the distance from each data point in a cluster to all another point within the same cluster and to all other data points in the closest cluster are determined. Thus silhouettes provide a measure of how well a data point was classified when it was assigned to a cluster and the separation between them. This feature renders silhouettes potentially well suited for assessing cluster quality in personal authentication methods. In this study, “silhouettes scores” was used for assessing the cluster quality of k-means clustering algorithm is well suited for comparing the performance of each EEG dataset. The main goals of this study are: (1) to represent each target as a tuple of multiple feature sets, (2) to assign a suitable measure to each feature set, (3) to combine different feature sets, (4) to determine the optimal feature weighting. Using precision/recall evaluations, the effectiveness of feature weighting in clustering was analyzed. EEG data from 22 subjects were collected. Results showed that: (1) It is possible to use fewer electrodes (3-4) for personal authentication. (2) There was the difference between each electrode for personal authentication (p<0.01). (3) There is no significant difference for authentication performance among feature sets (except feature PE). Conclusion: The combination of k-means clustering algorithm and silhouette approach proved to be an accurate method for personal authentication based on EEG signals.

Keywords: personal authentication, K-mean clustering, electroencephalogram, EEG, silhouettes

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Authors: Chen Chou, Feng-Tyan Lin

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Big Data has been attracted a lot of attentions in many fields for analyzing research issues based on a large number of maternal data. Electronic Toll Collection (ETC) is one of Intelligent Transportation System (ITS) applications in Taiwan, used to record starting point, end point, distance and travel time of vehicle on the national freeway. This study, taking advantage of ETC big data, combined with urban planning theory, attempts to explore various phenomena of inter-city transportation activities. ETC, one of government's open data, is numerous, complete and quick-update. One may recall that living area has been delimited with location, population, area and subjective consciousness. However, these factors cannot appropriately reflect what people’s movement path is in daily life. In this study, the concept of "Living Area" is replaced by "Influence Range" to show dynamic and variation with time and purposes of activities. This study uses data mining with Python and Excel, and visualizes the number of trips with GIS to explore influence range of Tainan city and the purpose of trips, and discuss living area delimited in current. It dialogues between the concepts of "Central Place Theory" and "Living Area", presents the new point of view, integrates the application of big data, urban planning and transportation. The finding will be valuable for resource allocation and land apportionment of spatial planning.

Keywords: Big Data, ITS, influence range, living area, central place theory, visualization

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Authors: Anshika Kankane, Dongshik Kang

Abstract:

Marine debris has a significant influence on coastal environments, damaging biodiversity, and causing loss and damage to marine and ocean sector. A functional cost-effective and automatic approach has been used to look up at this problem. Computer vision combined with a deep learning-based model is being proposed to identify and categorize marine debris of seven kinds on different beach locations of Japan. This research compares state-of-the-art deep learning models with a suggested model architecture that is utilized as a feature extractor for debris categorization. The model is being proposed to detect seven categories of litter using a manually constructed debris dataset, with the help of Mask R-CNN for instance segmentation and a shape matching network called HOGShape, which can then be cleaned on time by clean-up organizations using warning notifications of the system. The manually constructed dataset for this system is created by annotating the images taken by fixed KaKaXi camera using CVAT annotation tool with seven kinds of category labels. A pre-trained HOG feature extractor on LIBSVM is being used along with multiple templates matching on HOG maps of images and HOG maps of templates to improve the predicted masked images obtained via Mask R-CNN training. This system intends to timely alert the cleanup organizations with the warning notifications using live recorded beach debris data. The suggested network results in the improvement of misclassified debris masks of debris objects with different illuminations, shapes, viewpoints and litter with occlusions which have vague visibility.

Keywords: computer vision, debris, deep learning, fixed live camera images, histogram of gradients feature extractor, instance segmentation, manually annotated dataset, multiple template matching

Procedia PDF Downloads 88

Authors: Muhammad A. Alsubaie

Abstract:

An iterative learning control framework designed in state feedback structure suffers a lack in investigating load disturbance considerations. The presented work discusses the controller previously designed, highlights the disturbance problem, finds new conditions using singular value principle to assure safe operation conditions with error convergence and reference tracking under the influence of load disturbance. It is known that periodic disturbances can be represented by a delay model in a positive feedback loop acting on the system input. This model can be manipulated by isolating the delay model and finding a controller for the overall system around the delay model to remedy the periodic disturbances using the small signal theorem. The overall system is the base for control design and load disturbance investigation. The major finding of this work is the load disturbance condition found which clearly sets safe operation condition under the influence of load disturbances such that the error tends to nearly zero as the system keeps operating trial after trial.

Keywords: iterative learning control, singular values, state feedback, load disturbance

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Authors: Ebraheem Al-Jouri, Youssef Abu-Ahmad, Ramasamy Srinivasan

Abstract:

The parasitoid, Diadegma semiclausum (Hymenoptera: Ichneumonidae) is one of the most effective exotic parasitoids of diamondback moth (DBM), Plutella xylostella in the lowland areas of Homs, Syria. Molecular evolution studies are useful tools to shed light on the molecular bases of insect geographical spread and adaptation to new hosts and environment and for designing better control strategies. In this study, molecular evolution analysis was performed based on the 42 nuclear internal transcribed spacer-2 (ITS2) sequences representing the D. semiclausum and eight other Diadegma spp. from Syria and worldwide. Possible recombination events were identified by RDP4 program. Four potential recombinants of the American D. insulare and D. fenestrale (Jeju) were detected. After detecting and removing recombinant sequences, the ratio of non-synonymous (dN) to synonymous (dS) substitutions per site (dN/dS=ɷ) has been used to identify codon positions involved in adaptive processes. Bayesian techniques were applied to detect selective pressures at a codon level by using five different approaches including: fixed effects likelihood (FEL), internal fixed effects likelihood (IFEL), random effects method (REL), mixed effects model of evolution (MEME) and Program analysis of maximum liklehood (PAML). Among the 40 positively selected amino acids (aa) that differed significantly between clades of Diadegma species, three aa under positive selection were only identified in D. semiclausum. Additionally, all D. semiclausum branches tree were highly found under episodic diversifying selection (EDS) at p≤0.05. Our study provide evidence that both recombination and positive selection have contributed to the molecular diversity of Diadegma spp. and highlights the significant contribution of D. semiclausum in adaptive evolution and influence the fitness in the DBM parasitoid.

Keywords: diadegma sp, DBM, ITS2, phylogeny, recombination, dN/dS, evolution, positive selection

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Authors: Naji Ali Albakay, Abdulrahman Alothaim, Isa Barshushi

Abstract:

The most common quadrature amplitude modulator (QAM) applies two Mach-Zehnder Modulators (MZM) and one phase shifter to generate high order modulation format. The bias of MZM changes over time due to temperature, vibration, and aging factors. The change in the biasing causes distortion to the generated QAM signal which leads to deterioration of bit error rate (BER) performance. Therefore, it is critical to be able to lock MZM’s Q point to the required operating point for good performance. We propose a technique for automatic bias control (ABC) of QAM transmitter using BER measurements and gradient descent optimization algorithm. The proposed technique is attractive because it uses the pertinent metric, BER, which compensates for bias drifting independently from other system variations such as laser source output power. The proposed scheme performance and its operating principles are simulated using OptiSystem simulation software for 4-QAM and 16-QAM transmitters.

Keywords: automatic bias control, optical fiber communication, optical modulation, optical devices

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Authors: H. J. Wattimanela, U. S. Passaribu, N. T. Puspito, S. W. Indratno

Abstract:

Banda Sea collision zone (BSCZ) of is the result of the interaction and convergence of Indo-Australian plate, Eurasian plate and Pacific plate. This location in the eastern part of Indonesia. This zone has a very high seismic activity. In this research, we will be calculated rate (λ) and Mean Square Eror (MSE). By this result, we will identification of Poisson distribution of earthquakes in the BSCZ with the point process approach. Chi-square test approach and test Anscombe made in the process of identifying a Poisson distribution in the partition area. The data used are earthquakes with Magnitude ≥ 6 SR and its period 1964-2013 and sourced from BMKG Jakarta. This research is expected to contribute to the Moluccas Province and surrounding local governments in performing spatial plan document related to disaster management.

Keywords: molluca banda sea collision zone, earthquakes, mean square error, poisson distribution, chi-square test, anscombe test

Procedia PDF Downloads 289

Authors: Puneet Katyal, Punit Kumar

Abstract:

A great deal of efforts has been done in the field of thermal effects in electrohydrodynamic lubrication (TEHL) during the last five decades. The focus was primarily on the development of an efficient numerical scheme to deal with the computational challenges involved in the solution of TEHL model; however, some important aspects related to the accurate description of lubricant properties such as viscosity, rheology and thermal conductivity in EHL point contact analysis remain largely neglected. A few studies available in this regard are based upon highly complex mathematical models difficult to formulate and execute. Using a simplified thermal EHL model for point contacts, this work sheds some light on the importance of accurate characterization of the lubricant properties and demonstrates that the computed TEHL characteristics are highly sensitive to lubricant properties. It also emphasizes the use of appropriate mathematical models with experimentally determined parameters to account for correct lubricant behaviour.

Keywords: TEHL, shear thinning, rheology, conductivity

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Authors: Prashant Malavadkar, Santosh Dhotre, Maruti Shikare

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The n-point splitting operation on graphs is used to characterize 4-connected graphs with some more operations. Element splitting operation on binary matroids is a natural generalization of the notion of n-point splitting operation on graphs. The element splitting operation on a graphic (cographic) matroid may not yield a graphic (cographic) matroid. Characterization of graphic (cographic) matroids whose element splitting matroids are graphic (cographic) is known. The element splitting operation on a co-graphic matroid, in general may not yield a graphic matroid. In this paper, we give a necessary and sufficient condition for the cographic matroid to yield a graphic matroid under the element splitting operation. In fact, we prove that the element splitting operation, by any pair of elements, on a cographic matroid yields a graphic matroid if and only if it has no minor isomorphic to M(K4); where K4 is the complete graph on 4 vertices.

Keywords: binary matroids, splitting, element splitting, forbidden minor

Procedia PDF Downloads 262