Search results for: fast multipole method

Authors: R. Daïra, V. Chalvidan

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We present the speckle interferometry method to determine the deformation of a piece. This method of holographic imaging using a CCD camera for simultaneous digital recording of two states object and reference. The reconstruction is obtained numerically. This latest method has the advantage of being simpler than the methods currently available, and it does not suffer the holographic configuration faults online. Furthermore, it is entirely digital and avoids heavy analysis after recording the hologram. This work was carried out in the laboratory HOLO 3 (optical metrology laboratory in Saint Louis, France) and it consists in controlling qualitatively and quantitatively the deformation of object by using a camera CCD connected to a computer equipped with software of Fringe Analysis.

Keywords: speckle, nondestructive testing, interferometry, image processing

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Authors: Nor Zila Abd Hamid, Mohd Salmi M. Noorani

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This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.

Keywords: chaotic approach, phase space, Cao method, local linear approximation method

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Authors: S. Oudjemia, F. Alim, S. Seddiki

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This paper shows the application of multifractal analysis for additional help in cancer diagnosis. The medical image processing is a very important discipline in which many existing methods are in search of solutions to real problems of medicine. In this work, we present results of multifractal analysis of brain MRI images. The purpose of this analysis was to separate between healthy and cancerous tissue of the brain. A nonlinear method based on multifractal detrending moving average (MFDMA) which is a generalization of the detrending fluctuations analysis (DFA) is used for the detection of abnormalities in these images. The proposed method could make separation of the two types of brain tissue with success. It is very important to note that the choice of this non-linear method is due to the complexity and irregularity of tumor tissue that linear and classical nonlinear methods seem difficult to characterize completely. In order to show the performance of this method, we compared its results with those of the conventional method box-counting.

Keywords: irregularity, nonlinearity, MRI brain images, multifractal analysis, brain tumor

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Authors: Hesheng Wang, Haoyu Wang, Chungang Zhuang

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Estimating the 6D pose of objects is a core step for robot bin-picking tasks. The problem is that various objects are usually randomly stacked with heavy occlusion in real applications. In this work, we propose a method to regress 6D poses by predicting three points for each object in the 3D point cloud through deep learning. To solve the ambiguity of symmetric pose, we propose a labeling method to help the network converge better. Based on the predicted pose, an iterative method is employed for pose optimization. In real-world experiments, our method outperforms the classical approach in both precision and recall.

Keywords: pose estimation, deep learning, point cloud, bin-picking, 3D computer vision

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Authors: I GD Yudha Partama, A. Kanno, Y. Akamatsu, R. Inui, M. Goto, M. Sekine

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The aerial photogrammetry of shallow water bottoms has the potential to be an efficient high-resolution survey technique for shallow water topography, thanks to the advent of convenient UAV and automatic image processing techniques Structure-from-Motion (SfM) and Multi-View Stereo (MVS)). However, it suffers from the systematic overestimation of the bottom elevation, due to the light refraction at the air-water interface. In this study, we present an empirical method to correct for the effect of refraction after the usual SfM-MVS processing, using common software. The presented method utilizes the empirical relation between the measured true depth and the estimated apparent depth to generate an empirical correction factor. Furthermore, this correction factor was utilized to convert the apparent water depth into a refraction-corrected (real-scale) water depth. To examine its effectiveness, we applied the method to two river sites, and compared the RMS errors in the corrected bottom elevations with those obtained by three existing methods. The result shows that the presented method is more effective than the two existing methods: The method without applying correction factor and the method utilizes the refractive index of water (1.34) as correction factor. In comparison with the remaining existing method, which used the additive terms (offset) after calculating correction factor, the presented method performs well in Site 2 and worse in Site 1. However, we found this linear regression method to be unstable when the training data used for calibration are limited. It also suffers from a large negative bias in the correction factor when the apparent water depth estimated is affected by noise, according to our numerical experiment. Overall, the good accuracy of refraction correction method depends on various factors such as the locations, image acquisition, and GPS measurement conditions. The most effective method can be selected by using statistical selection (e.g. leave-one-out cross validation).

Keywords: bottom elevation, MVS, river, SfM

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Authors: Sulaiman Gafar Muhamad

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A rapid spectrophotometric method for the micro-determination of phenylephrine-HCl (PHE) has been developed. The proposed method involves the coupling of phenylephrine-HCl with diazotized 2,4-dinitroaniline in alkaline medium at λmax 455 nm. Under the present optimum condition, Beer’s law was obeyed in the range of 1.0-20 μg/ml of PHE with molar absorptivity of 1.915 ×104 l. mol-1.cm-1, with a relative error of 0.015 and a relative standard deviation of 0.024%. The current method has been applied successfully to estimate phenylephrine-HCl in pharmaceutical preparations (nose drop and syrup).

Keywords: diazo-coupling, 2, 4-dinitroaniline, phenylephrine-HCl, spectrophotometry

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Authors: Atin Mukherjee, Amitabha Sinha, Debesh Choudhury

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Fast Fourier transform (FFT) of large-number of samples requires larger hardware resources of field programmable gate arrays and it asks for more area as well as power. In this paper, an area efficient architecture of FFT processor is proposed, that reuses the butterfly units more than once. The FFT processor is emulated and the results are validated on Virtex-6 FPGA. The proposed architecture outperforms the conventional architecture of a N-point FFT processor in terms of area which is reduced by a factor of log_N(2) with the negligible increase of processing time.

Keywords: FFT, FPGA, resource optimization, butterfly units

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Authors: Naoyuki Sugihashi, Toshiharu Kishi

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The probability of occurrence of thermal cracks in mass concrete in Japan is evaluated by the cracking probability diagram that represents the relationship between the thermal cracking index and the probability of occurrence of cracks in the actual structure. In this paper, we propose a method to directly calculate the cracking probability, following a probabilistic theory by modeling the variance of tensile stress and tensile strength. In this method, the relationship between the variance of tensile stress and tensile strength, the thermal cracking index, and the cracking probability are formulated and presented. In addition, standard deviation of tensile stress and tensile strength was identified, and the method of calculating cracking probability in a general construction controlled environment was also demonstrated.

Keywords: thermal crack control, mass concrete, thermal cracking probability, durability of concrete, calculating method of cracking probability

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Authors: Shuenn-Yih Chang, Chiu-LI Huang, Ngoc-Cuong Tran

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A new family of structure-dependent integration methods, whose coefficients of the difference equation for displacement increment are functions of the initial structural properties and the step size for time integration, is proposed in this work. This family method can simultaneously integrate the controllable numerical dissipation, explicit formulation and unconditional stability together. In general, its numerical dissipation can be continuously controlled by a parameter and it is possible to achieve zero damping. In addition, it can have high-frequency damping to suppress or even remove the spurious oscillations high frequency modes. Whereas, the low frequency modes can be very accurately integrated due to the almost zero damping for these low frequency modes. It is shown herein that the proposed family method can have exactly the same numerical properties as those of HHT-α method for linear elastic systems. In addition, it still preserves the most important property of a structure-dependent integration method, which is an explicit formulation for each time step. Consequently, it can save a huge computational efforts in solving inertial problems when compared to the HHT-α method. In fact, it is revealed by numerical experiments that the CPU time consumed by the proposed family method is only about 1.6% of that consumed by the HHT-α method for the 125-DOF system while it reduces to be 0.16% for the 1000-DOF system. Apparently, the saving of computational efforts is very significant.

Keywords: structure-dependent integration method, nonlinear dynamic analysis, unconditional stability, numerical dissipation, accuracy

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Authors: Aries Nawel, Bentarzi Mohamed

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This paper deals with the study of some probabilistic and statistical properties of a Periodic Integer-Valued Moving Average Model (PINMA_{S}(q)). The closed forms of the mean, the second moment and the periodic autocovariance function are obtained. Furthermore, the time reversibility of the model is discussed in details. Moreover, the estimation of the underlying parameters are obtained by the Yule-Walker method, the Conditional Least Square method (CLS) and the Weighted Conditional Least Square method (WCLS). A simulation study is carried out to evaluate the performance of the estimation method. Moreover, an application on real data set is provided.

Keywords: periodic integer-valued moving average, periodically correlated process, time reversibility, count data

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Authors: M. A. Salman, G. Al-Nuwaibit, M. Safar, M. Rughaibi, A. Al-Mesri

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Barium sulfate (BaSO₄) is a hard scaling usually precipitates on the surface of equipment in many industrial systems, as oil and gas production, desalination and cooling and boiler operation. It is a scale that extremely resistance to both chemical and mechanical cleaning. So, BaSO₄ is a problematic and expensive scaling. Although barium ions are present in most natural waters at a very low concentration as low as 0.008 mg/l, it could result of scaling problems in the presence of high concentration of sulfate ion or when mixing with incompatible waters as in oil produced water. The scaling potential of BaSO₄ using seawater at the intake of seven desalination plants in Kuwait, brine water and Kuwait oil produced water was calculated and compared then the best location in regards of barium sulfate scaling was reported. Finally, a physical treatment method (magnetic treatment method) and chemical treatment method were used to control BaSO₄ scaling using saturated solutions at different operating temperatures, flow velocities, feed pHs and different magnetic strengths. The results of the two methods were discussed, and the more economical one with the reasonable performance was recommended, which is the physical treatment method.

Keywords: magnetic field strength, flow velocity, retention time, barium sulfate

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Authors: Suresh Palla, Kalpna Sharma, Gaurav Bhatnagar, S. K. Chaturvedi, B. N. Mohapatra

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Determining the content of free lime is especially important to judge reactivity of the raw materials and clinker quality. The free lime limit isn’t the same for all cements; it depends on several factors, especially the temperature reached during the cooking and the grain size distribution in cement after grinding. Estimation of free lime by conventional method is influenced by the presence of portlandite and misleads the actual free lime content in the clinker for quality check up conditions. To ensure the product quality according to the standard specifications in terms of within the quality limits or not, a reliable, precise, and very reproducible method to quantify the relative phase abundances in the Portland Cement clinker and Portland Cements is to use X-ray diffraction (XRD) in combination with the Rietveld method. In the present study, a methodology was proposed using XRD to validate the obtained results of free lime by conventional method. The XRD and TG/DTA results confirm the presence of portlandite in the clinker to take the decision on the obtained free lime results through conventional method.

Keywords: free lime, quantitative phase analysis, conventional method, x ray diffraction

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Authors: Chin-Yun Chen

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Numerical integration is an essential tool for deriving different physical quantities in engineering and science. The effectiveness of a numerical integrator depends on different factors, where the crucial one is the error estimation. This work presents an error estimator that combines a derivative free method to improve the performance of verified numerical quadrature.

Keywords: numerical quadrature, error estimation, derivative free method, interval computation

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Authors: Alireza Rasekh, Peter Sergeant, Jan Vierendeels

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This paper copes with the numerical simulation for convective heat transfer in the stator disk of an axial flux permanent magnet (AFPM) electrical machine. Overheating is one of the main issues in the design of AFMPs, which mainly occurs in the stator disk, so that it needs to be prevented. A rotor-stator configuration with 16 magnets at the periphery of the rotor is considered. Air is allowed to flow through openings in the rotor disk and channels being formed between the magnets and in the gap region between the magnets and the stator surface. The rotating channels between the magnets act as a driving force for the air flow. The significant non-dimensional parameters are the rotational Reynolds number, the gap size ratio, the magnet thickness ratio, and the magnet angle ratio. The goal is to find correlations for the Nusselt number on the stator disk according to these non-dimensional numbers. Therefore, CFD simulations have been performed with the multiple reference frame (MRF) technique to model the rotary motion of the rotor and the flow around and inside the machine. A minimization method is introduced by a pattern-search algorithm to find the appropriate values of the reference temperature. It is found that the correlations are fast, robust and is capable of predicting the stator heat transfer with a good accuracy. The results reveal that the magnet angle ratio diminishes the stator heat transfer, whereas the rotational Reynolds number and the magnet thickness ratio improve the convective heat transfer. On the other hand, there a certain gap size ratio at which the stator heat transfer reaches a maximum.

Keywords: AFPM, CFD, magnet parameters, stator heat transfer

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Authors: Kewei Xu, Jens Friedrich, Kevin Dwinger, Wei Fan, Xijin Zhang

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Parallel Compressor Model (PCM) is a simplified approach to predict compressor performance with inlet distortions. In PCM calculation, it is assumed that the sub-compressors’ outlet static pressure is uniform and therefore simplifies PCM calculation procedure. However, if the compressor’s outlet duct is not long and straight, such assumption frequently induces error ranging from 10% to 15%. This paper provides a revised calculation method of PCM that can correct the error. The revised method employs energy equation, momentum equation and continuity equation to acquire needed parameters and replace the equal static pressure assumption. Based on the revised method, PCM is applied on two compression system with different blades types. The predictions of their performance in non-uniform inlet conditions are yielded through the revised calculation method and are employed to evaluate the method’s efficiency. Validating the results by experimental data, it is found that although little deviation occurs, calculated result agrees well with experiment data whose error ranges from 0.1% to 3%. Therefore, this proves the revised calculation method of PCM possesses great advantages in predicting the performance of the distorted compressor with limited exhaust duct.

Keywords: parallel compressor model (pcm), revised calculation method, inlet distortion, outlet unequal pressure distribution

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Authors: Ying Li, Yan Li

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A new algorithm for single hidden layer feedforward neural networks (SLFN), Orthogonal Basis Extreme Learning (OBEL) algorithm, is proposed and the algorithm derivation is given in the paper. The algorithm can decide both the NNs parameters and the neuron number of hidden layer(s) during training while providing extreme fast learning speed. It will provide a practical way to develop NNs. The simulation results of function approximation showed that the algorithm is effective and feasible with good accuracy and adaptability.

Keywords: neural network, orthogonal basis extreme learning, function approximation

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Authors: Hamed Yousefi, Farnaz Mohammadi, Niloufar Mirian, Navid Amini

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Investigating possible capacities of visual functions where adapted mechanisms can enhance the capability of sports trainees is a promising area of research, not only from the cognitive viewpoint but also in terms of unlimited applications in sports training. In this paper, the visual evoked potential (VEP) and event-related potential (ERP) signals of amateur and trained volleyball players in a pilot study were processed. Two groups of amateur and trained subjects are asked to imagine themselves in the state of receiving a ball while they are shown a simulated volleyball field. The proposed method is based on a set of time-frequency features using algorithms such as Gabor filter, continuous wavelet transform, and a multi-stage wavelet decomposition that are extracted from VEP signals that can be indicative of being amateur or trained. The linear discriminant classifier achieves the accuracy, sensitivity, and specificity of 100% when the average of the repetitions of the signal corresponding to the task is used. The main purpose of this study is to investigate the feasibility of a fast, robust, and reliable feature/model determination as a neurofeedback parameter to be utilized for improving the volleyball players’ performance. The proposed measure has potential applications in brain-computer interface technology where a real-time biomarker is needed.

Keywords: visual evoked potential, time-frequency feature extraction, short-time Fourier transform, event-related spectrum potential classification, linear discriminant analysis

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Authors: Gürol Önal, Kevser Dinçer, Salih Yayla

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In this study, performance of proton exchange membrane PEM fuel cell was experimentally investigated. Coating on the anode side of the PEM fuel cell was accomplished with the spin method by using YSZ+SDC. A solution having 0,1 gr YttriaStabilized Zirconia (YSZ) + 0,1 Samarium-Doped Ceria (SDC) + 10 mL methanol was prepared. This solution was taken out and filled into a micro-pipette. Then the anode side of PEM fuel cell was coated with YSZ+ SDC by using spin method. In the experimental study, current, voltage and power performances before and after coating were recorded and then compared to each other. It was found that the efficiency of PEM fuel cell increases after the coating with YSZ+SDC.

Keywords: fuel cell, Polymer Electrolyte Membrane (PEM), membrane, spin method

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Authors: Hee-Jeong Ahn, Kee-Won Kim, Seung-Hoon Kim

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The knowledge of the relationship between characters can help readers to understand the overall story or plot of the literary fiction. In this paper, we present a method for extracting the specific relationship between characters from a Korean literary fiction. Generally, methods for extracting relationships between characters in text are statistical or computational methods based on the sentence distance between characters without considering Korean linguistic features. Furthermore, it is difficult to extract the relationship with direction from text, such as one-sided love, because they consider only the weight of relationship, without considering the direction of the relationship. Therefore, in order to identify specific relationships between characters, we propose a statistical method considering linguistic features, such as syntactic patterns and speech verbs in Korean. The result of our method is represented by a weighted directed graph of the relationship between the characters. Furthermore, we expect that proposed method could be applied to the relationship analysis between characters of other content like movie or TV drama.

Keywords: data mining, Korean linguistic feature, literary fiction, relationship extraction

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Authors: Bongjae Lee, Beom Goo Hwang, Hye Mi Park

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CO₂ capture products manufactured through Carbon Capture and Utilization (CCU) Plant that collect CO₂ directly from power plants require accurate measurements of the amount of CO₂ captured. For this purpose, two tests were carried out on the weight loss test. And one was analyzed using a carbon dioxide quantification device. First, the ignition loss analysis was performed by measuring the weight of the sample at 550°C after the first conversation and then confirming the loss when ignited at 950°C. Second, in the thermogravimetric analysis, the sample was divided into two sections of 40 to 500°C and 500 to 800°C to confirm the reduction. The results of thermal weight loss analysis and thermogravimetric analysis were confirmed to be almost similar. However, the temperature of the ignition loss analysis method was 950°C, which was 150°C higher than that of the thermogravimetric method at a temperature of 800°C, so that the difference in the amount of weight loss was 3 to 4% higher by the heat loss analysis method. In addition, the tendency that the CO₂ content increases as the reaction time become longer is similarly confirmed. Third, the results of the wet titration method through the carbon dioxide quantification device were found to be significantly lower than the weight loss method. Therefore, based on the results obtained through the above three analysis methods, we will establish a method to analyze the accurate amount of CO₂. Acknowledgements: This work was supported by the Korea Institute of Energy Technology Evaluation and planning (No. 20152010201850).

Keywords: carbon capture and utilization, CCU, CO2, CO2 capture products, analysis method

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Authors: K. Akherfi, H. Harroud

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Cloud Computing (CC) and Mobile Cloud Computing (MCC) have advanced rapidly the last few years. Today, MCC undergoes fast improvement and progress in terms of hardware (memory, embedded sensors, power consumption, touch screen, etc.) software (more and more sophisticated mobile applications) and transmission (higher data transmission rates achieved with different technologies such as 3Gs). This paper presents a review on the concept of CC and MCC. Then, it discusses what has been done regarding middleware in CC and MCC. Later, it shows the architecture of our proposed middleware along with its functionalities which will be provided to mobile clients in order to overcome the well-known problems (such as low battery power, slow CPU speed and, little memory etc.).

Keywords: context-aware, cloud computing, middleware, mobile cloud computing

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Authors: Wojciech Dąbrowski, Joanna Bąk, Laurent Solliec

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Nowadays technical and technological progress and constant development of methods and devices applied to sanitary engineering is indispensable. Issues related to sanitary engineering involve flow measurements for water and wastewater. The precise measurement is very important and pivotal for further actions, like monitoring. There are many methods and techniques of flow measurement in the area of sanitary engineering. Weirs and flumes are well–known methods and common used. But also there are alternative methods. Some of them are very simple methods, others are solutions using high technique. The old–time method combined with new technique could be more useful than earlier. Paper describes substitute method of flow gauging (California pipe method) and proposal of modification of this method used for inclined pipe. Examination of possibility of improving and developing old–time methods is direction of the investigation.

Keywords: California pipe, sewerage, flow rate measurement, water, wastewater, improve, modification, hydraulic monitoring, stream

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Authors: Said Ettaieb, Kamel Hamrouni, Su Ruan

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This paper presents a new method based both on Active Shape Model and a priori knowledge about the spatio-temporal shape variation for tracking deformable structures in medical imaging. The main idea is to exploit the a priori knowledge of shape that exists in ASM and introduce new knowledge about the shape variation over time. The aim is to define a new more stable method, allowing the reliable detection of structures whose shape changes considerably in time. This method can also be used for the three-dimensional segmentation by replacing the temporal component by the third spatial axis (z). The proposed method is applied for the functional and morphological study of the heart pump. The functional aspect was studied through temporal sequences of scintigraphic images and morphology was studied through MRI volumes. The obtained results are encouraging and show the performance of the proposed method.

Keywords: active shape model, a priori knowledge, spatiotemporal shape variation, deformable structures, medical images

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Authors: Mahbobeh Bozhmehrani, Afshin Farah Bakhsh

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Nanoparticles with PbS core of 12 nm and shell of approximately 3 nm were synthesized at PbS:ZnS ratios of 1.01:0.1 using Merca Ptopropionic Acid as stabilizing agent. PbS/ZnS nanoparticles present a dramatically increase of Photoluminescence intensity, confirming the confinement of the PbS core by increasing the Quantum Yield from 0.63 to 0.92 by the addition of the ZnS shell. In this case, the synthesis by microwave method allows obtaining nanoparticles with enhanced optical characteristics than those of nanoparticles synthesized by colloidal method.

Keywords: Pbs/Zns, quantum dots, colloidal method, microwave

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Authors: Chechen Liao, Chin Yi Yang

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Although several factors that affect learning to program have been identified over the years, there continues to be no indication of any consensus in understanding why some students learn to program easily and quickly while others have difficulty. Seldom have researchers considered the problem of how to help the students enhance the programming learning outcome. The research had been conducted at a high school in Taiwan. Students participating in the study consist of 330 tenth grade students enrolled in the Basic Computer Concepts course with the same instructor. Two types of training methods-instruction-oriented and exploration-oriented were conducted. The result of this research shows that the instruction-oriented training method has better learning performance than exploration-oriented training method.

Keywords: learning performance, programming learning, TDD, training method

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Authors: Garima, S. Pushpavanam

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In this work, analysis of an Aqueous two-phase (polymer-salt) system for extraction of sunset yellow dye is carried out. A polymer-salt ATPS i.e.; Polyethylene glycol-600 and anhydrous sodium sulfate is used for the extraction. Conditions are chosen to ensure that the extraction results in a concentration of the dye in one of the phases. The dye has a propensity to come to the Polyethylene glycol-600 phase. This extracted sunset yellow dye is degraded photo catalytically into less harmful components. The cloud point method was used to obtain the binodal curve of ATPS. From the binodal curve, the composition of salt and Polyethylene glycol -600 was chosen such that the volume of Polyethylene glycol-600 rich phase is low. This was selected to concentrate the dye from a dilute solution in a large volume of contaminated solution into a small volume. This pre-concentration step provides a high reaction rate for photo catalytic degradation reaction. Experimentally the dye is extracted from the salt phase to Polyethylene glycol -600 phase in batch extraction. This was found to be very fast and all dye was extracted. The concentration of sunset yellow dye in salt and polymer phase is measured at 482nm by ultraviolet-visible spectrophotometry. The extraction experiment in micro channels under stratified flow is analyzed to determine factors which affect the dye extraction. Focus will be on obtaining slug flow by adding nanoparticles in micro channel. The primary aim is to exploit the fact that slug flow will help improve mass transfer rate from one phase to another through internal circulation in dispersed phase induced by shear.

Keywords: aqueous two phase system, binodal curve, extraction, sunset yellow dye

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Authors: S. Phanyaem

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This paper presents the confidence intervals for the effect size base on bootstrap resampling method. The meta-analytic confidence interval for effect size is proposed that are easy to compute. A Monte Carlo simulation study was conducted to compare the performance of the proposed confidence intervals with the existing confidence intervals. The best confidence interval method will have a coverage probability close to 0.95. Simulation results have shown that our proposed confidence intervals perform well in terms of coverage probability and expected length.

Keywords: effect size, confidence interval, bootstrap method, resampling

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Authors: Dávid Kovács, Bálint Csanády, Dániel Boros, Iván Ivkovic, Lóránt Nagy, Dalma Tóth-Lakits, László Márkus, András Lukács

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The modeling practice of financial instruments has seen significant change over the last decade due to the recognition of time-dependent and stochastically changing correlations among the market prices or the prices and market characteristics. To represent this phenomenon, the Stochastic Correlation Process (SCP) has come to the fore in the joint modeling of prices, offering a more nuanced description of their interdependence. This approach has allowed for the attainment of realistic tail dependencies, highlighting that prices tend to synchronize more during intense or volatile trading periods, resulting in stronger correlations. Evidence in statistical literature suggests that, similarly to the volatility, the SCP of certain stock prices follows rough paths, which can be described using fractional differential equations. However, estimating parameters for these equations often involves complex and computation-intensive algorithms, creating a necessity for alternative solutions. In this regard, the Fractional Ornstein-Uhlenbeck (fOU) process from the family of fractional processes offers a promising path. We can effectively describe the rough SCP by utilizing certain transformations of the fOU. We employed neural networks to understand the behavior of these processes. We had to develop a fast algorithm to generate a valid and suitably large sample from the appropriate process to train the network. With an extensive training set, the neural network can estimate the process parameters accurately and efficiently. Although the initial focus was the fOU, the resulting model displayed broader applicability, thus paving the way for further investigation of other processes in the realm of financial mathematics. The utility of SCP extends beyond its immediate application. It also serves as a springboard for a deeper exploration of fractional processes and for extending existing models that use ordinary Wiener processes to fractional scenarios. In essence, deploying both SCP and fractional processes in financial models provides new, more accurate ways to depict market dynamics.

Keywords: fractional Ornstein-Uhlenbeck process, fractional stochastic processes, Heston model, neural networks, stochastic correlation, stochastic differential equations, stochastic volatility

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Authors: Miriam Eduful

Abstract:

The Electricity Company of Ghana (ECG) is under obligation, demanded by the Public Utility and Regulation Commission to meet set performance indices. However, in certain parts of the country, bamboo related power interruptions have become a challenge. Growth rate of the bamboo is such that the cost of regular vegetation maintenance along route of the overhead power lines has become prohibitive. To address the problem, several methods and techniques of bamboo eradication have being used. Some of these methods involved application of chemical compounds that are considered inimical and dangerous to the environment. In this paper, three methods of bamboo eradication along the route of the ECG overhead power lines have been investigated. A hybrid method has been found to be very effective and ecologically friendly. The method is locally available and comparatively inexpensive to apply.

Keywords: bamboo, eradication, hybrid method, gly gold

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Authors: Somayyeh Karimiyan

Abstract:

To evaluate the seismic vulnerability of vital offshore structures with the highest possible precision, Nonlinear Time History Analyses (NLTHA), is the most reliable method. However, since it is very time-consuming, a quick procedure is greatly desired. This paper presents a quick method by combining the Push Over Analysis (POA) and the NLTHA. The POA is preformed first to recognize the more critical members, and then the NLTHA is performed to evaluate more precisely the critical members’ vulnerability. The proposed method has been applied to jacket type structure. Results show that combining POA and NLTHA is a reliable seismic evaluation method, and also that none of the earthquake characteristics alone, can be a dominant factor in vulnerability evaluation.

Keywords: jacket structure, seismic evaluation, push-over and nonlinear time history analyses, critical members

Procedia PDF Downloads 279