Search results for: computational finance

Authors: A.R. Eskandari, M.R. Eskandari

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A 2D complete identification algorithm for dielectric and multiple objects immersed in air is presented. The employed technique consists of initially retrieving the shape and position of the scattering object using a linear sampling method and then determining the electric permittivity and conductivity of the scatterer using adjoint sensitivity analysis. This inversion algorithm results in high computational speed and efficiency, and it can be generalized for any scatterer structure. Also, this method is robust with respect to noise. The numerical results clearly show that this hybrid approach provides accurate reconstructions of various objects.

Keywords: inverse scattering, microwave imaging, two-dimensional objects, Linear Sampling Method (LSM)

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Authors: Harold Jideofor Nnachetam

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Maintenance management in Nigeria Polytechnic faced many issues due to poor service delivery, inadequate finance, and poor maintenance plan and maintenance backlogs. The purpose of this study is to improve the conventional method practices which tend to be ineffective in Nigeria Polytechnic. The case study was conducted with eight Polytechnics in Nigeria. The selected Polytechnic is based on conventional method practices and its major problems, attempt to implement computerized technology and the willingness of staff to share their experiences. All feedbacks from respondents through semi-structured interview were recorded using video camera and transcribed verbatim. The overall findings of this research indicated; poor service delivery, inadequate financial, poor maintenance planning and maintenance backlogs. There is also need to overcome less man power competencies of maintenance management practices which existed with all eight Polytechnics. In addition, the study also found that the Polytechnics still use conventional maintenance management processes in managing building facility condition. As a result, the maintenance management staff was not able to improve the maintenance management performance at the Polytechnics. The findings are intended to be used for maintenance management practices at Nigeria Polytechnics in order to provide high-quality of building facility with safe and healthy environments.

Keywords: maintenance management, conventional method, maintenance management system, Nigeria polytechnic

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Authors: Shayan Mohajer Hamidi

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Federated Learning (FL) has emerged as a promising paradigm for training machine learning models on distributed data without the need for centralized data aggregation. In the realm of wireless communications, FL has the potential to leverage the vast amounts of data generated by wireless devices to improve model performance and enable intelligent applications. However, the fairness aspect of FL in wireless communications remains largely unexplored. This abstract presents an idea for fair federated learning in wireless communications, addressing the challenges of imbalanced data distribution, privacy preservation, and resource allocation. Firstly, the proposed approach aims to tackle the issue of imbalanced data distribution in wireless networks. In typical FL scenarios, the distribution of data across wireless devices can be highly skewed, resulting in unfair model updates. To address this, we propose a weighted aggregation strategy that assigns higher importance to devices with fewer samples during the aggregation process. By incorporating fairness-aware weighting mechanisms, the proposed approach ensures that each participating device's contribution is proportional to its data distribution, thereby mitigating the impact of data imbalance on model performance. Secondly, privacy preservation is a critical concern in federated learning, especially in wireless communications where sensitive user data is involved. The proposed approach incorporates privacy-enhancing techniques, such as differential privacy, to protect user privacy during the model training process. By adding carefully calibrated noise to the gradient updates, the proposed approach ensures that the privacy of individual devices is preserved without compromising the overall model accuracy. Moreover, the approach considers the heterogeneity of devices in terms of computational capabilities and energy constraints, allowing devices to adaptively adjust the level of privacy preservation to strike a balance between privacy and utility. Thirdly, efficient resource allocation is crucial for federated learning in wireless communications, as devices operate under limited bandwidth, energy, and computational resources. The proposed approach leverages optimization techniques to allocate resources effectively among the participating devices, considering factors such as data quality, network conditions, and device capabilities. By intelligently distributing the computational load, communication bandwidth, and energy consumption, the proposed approach minimizes resource wastage and ensures a fair and efficient FL process in wireless networks. To evaluate the performance of the proposed fair federated learning approach, extensive simulations and experiments will be conducted. The experiments will involve a diverse set of wireless devices, ranging from smartphones to Internet of Things (IoT) devices, operating in various scenarios with different data distributions and network conditions. The evaluation metrics will include model accuracy, fairness measures, privacy preservation, and resource utilization. The expected outcomes of this research include improved model performance, fair allocation of resources, enhanced privacy preservation, and a better understanding of the challenges and solutions for fair federated learning in wireless communications. The proposed approach has the potential to revolutionize wireless communication systems by enabling intelligent applications while addressing fairness concerns and preserving user privacy.

Keywords: federated learning, wireless communications, fairness, imbalanced data, privacy preservation, resource allocation, differential privacy, optimization

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Authors: Mohammad R. Jalali, Mohammad M. Jalali

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The earliest theories of sloshing waves and solitary waves based on potential theory idealisations and irrotational flow have been extended to be applicable to more realistic domains. To this end, the computational fluid dynamics (CFD) methods are widely used. Three-dimensional CFD methods such as Navier-Stokes solvers with volume of fluid treatment of the free surface and Navier-Stokes solvers with mappings of the free surface inherently impose high computational expense; therefore, considerable effort has gone into developing depth-averaged approaches. Examples of such approaches include Green–Naghdi (GN) equations. In Cartesian system, GN velocity profile depends on horizontal directions, x-direction and y-direction. The effect of vertical direction (z-direction) is also taken into consideration by applying weighting function in approximation. GN theory considers the effect of vertical acceleration and the consequent non-hydrostatic pressure. Moreover, in GN theory, the flow is rotational. The present study illustrates the application of GN equations to propagation of sloshing waves and solitary waves. For this purpose, GN equations solver is verified for the benchmark tests of Gaussian hump sloshing and solitary wave propagation in shallow basins. Analysis of the free surface sloshing of even harmonic components of an initial Gaussian hump demonstrates that the GN model gives predictions in satisfactory agreement with the linear analytical solutions. Discrepancies between the GN predictions and the linear analytical solutions arise from the effect of wave nonlinearities arising from the wave amplitude itself and wave-wave interactions. Numerically predicted solitary wave propagation indicates that the GN model produces simulations in good agreement with the analytical solution of the linearised wave theory. Comparison between the GN model numerical prediction and the result from perturbation analysis confirms that nonlinear interaction between solitary wave and a solid wall is satisfactorilly modelled. Moreover, solitary wave propagation at an angle to the x-axis and the interaction of solitary waves with each other are conducted to validate the developed model.

Keywords: Green–Naghdi equations, nonlinearity, numerical prediction, sloshing waves, solitary waves

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Authors: Leesa Mohanty, Ashok Banerjee

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Better audit quality signifies the financial statements of the auditee firm reflect true and fair view of their actual state of affairs, which reduces information asymmetry between management and shareholders, as a result, helps protect interests of shareholders. This study examines the impact of joint audit on audit quality. It is motivated by the ongoing debate where The Institute of Chartered Accountants of India (ICAI), the regulatory body governing auditors, has advocated the finance ministry and the Reserve Bank of India (RBI) for the mandatory use of joint audit in private banks to enhance the quality of audit. Earlier, the Government of India had rejected the plea by ICAI for mandatory joint audits in large companies stating it is not a viable option for promoting domestic firms. We introduce a new measure of audit quality. Drawing from the domain of text analytics, we use relevant phrases in audit reports to gauge audit quality and demonstrate that joint audit improves audit quality. We also, for robustness, use prevalent proxy for audit quality (Big N Auditor, ratio of audit fees to total fees) and find negative effect of joint audit on audit quality. We, therefore highlight that different proxy for audit quality show opposite effect of joint audit.

Keywords: audit fees, audit quality, Big N. Auditor, joint audit

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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: Prashant Verma

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Commercial banks are facing immense pressure, including financial disintermediation, interest rate volatility and digital ways of finance. Retaining an existing customer is 5 to 25 less expensive than acquiring a new one. This paper explores customer churn prediction, based on various statistical & machine learning models and uses under-sampling, to improve the predictive power of these models. The results show that out of the various machine learning models, Random Forest which predicts the churn with 78% accuracy, has been found to be the most powerful model for the scenario. Customer vintage, customer’s age, average balance, occupation code, population code, average withdrawal amount, and an average number of transactions were found to be the variables with high predictive power for the churn prediction model. The model can be deployed by the commercial banks in order to avoid the customer churn so that they may retain the funds, which are kept by savings bank (SB) customers. The article suggests a customized campaign to be initiated by commercial banks to avoid SB customer churn. Hence, by giving better customer satisfaction and experience, the commercial banks can limit the customer churn and maintain their deposits.

Keywords: savings bank, customer churn, customer retention, random forests, machine learning, under-sampling

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Authors: Jeena R. S., Sukesh Kumar A.

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Stroke is one of the major reasons of adult disability and morbidity in many of the developing countries like India. Early diagnosis of stroke is essential for timely prevention and cure. Various conventional statistical methods and computational intelligent models have been developed for predicting the risk and outcome of stroke. This research work focuses on a multilevel approach for predicting the occurrence of stroke based on various risk factors and invasive techniques like retinal imaging. This risk prediction model can aid in clinical decision making and help patients to have an improved and reliable risk prediction.

Keywords: prediction, retinal imaging, risk factors, stroke

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Authors: Kalai Lamia, Jilani Faouzi

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Measuring and controlling risk is one of the most attractive issues in finance. With the persistence of uncontrolled and erratic stocks movements, volatility is perceived as a barometer of daily fluctuations. An objective measure of this variable seems then needed to control risks and cover those that are considered the most important. Non-linear autoregressive modeling is our first evaluation approach. In particular, we test the presence of “persistence” of conditional variance and the presence of a degree of a leverage effect. In order to resolve for the problem of “asymmetry” in volatility, the retained specifications point to the importance of stocks reactions in response to news. Effects of shocks on volatility highlight also the need to study the “long term” behaviour of conditional variance of stocks returns and articulate the presence of long memory and dependence of time series in the long run. We note that the integrated fractional autoregressive model allows for representing time series that show long-term conditional variance thanks to fractional integration parameters. In order to stop at the dynamics that manage time series, a comparative study of the results of the different models will allow for better understanding volatility structure over the Tunisia stock market, with the aim of accurately predicting fluctuation risks.

Keywords: asymmetry volatility, clustering, stylised facts, leverage effect

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Authors: Metuku Shyamsunder, Kakarla Subbarao, P. Prasanna

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In radars, an electromagnetic waveform is sent, and an echo of the same signal is received by the receiver. From this received signal, by extracting various parameters such as round trip delay, Doppler frequency it is possible to find distance, speed, altitude, etc. However, nowadays as the technology increases, intruders are intercepting transmitted signal as it reaches them, and they will be extracting the characteristics and trying to modify them. So there is a need to develop a system whose signal cannot be identified by no cooperative intercept receivers. That is why LPI radars came into existence. In this paper, a brief discussion on LPI radar and its modulation (polytime code (PT1)), detection (cyclostationary (DFSM & FAM) techniques such as DFSM, FAM are presented and compared with respect to computational complexity.

Keywords: LPI radar, polytime codes, cyclostationary DFSM, FAM

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Authors: Israa Sh. Tawfic, Sema Koc Kayhan

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In this paper, first, we propose least support orthogonal matching pursuit (LS-OMP) algorithm to improve the performance, of the OMP (orthogonal matching pursuit) algorithm. LS-OMP algorithm adaptively chooses optimum L (least part of support), at each iteration. This modification helps to reduce the computational complexity significantly and performs better than OMP algorithm. Second, we give the procedure for the invisible image watermarking in the presence of compressive sampling. The image reconstruction based on a set of watermarked measurements is performed using LS-OMP.

Keywords: compressed sensing, orthogonal matching pursuit, restricted isometry property, signal reconstruction, least support orthogonal matching pursuit, watermark

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Authors: Zbigniew Czyż, Adam Majczak, Lukasz Grabowski

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The paper presents a description of geometric models, computational algorithms, and results of numerical analyses of charge exchange in a two-stroke opposed-piston engine. The research engine was a newly designed internal Diesel engine. The unit is characterized by three cylinders in which three pairs of opposed-pistons operate. The engine will generate a power output equal to 100 kW at a crankshaft rotation speed of 3800-4000 rpm. The numerical investigations were carried out using ANSYS FLUENT solver. Numerical research, in contrast to experimental research, allows us to validate project assumptions and avoid costly prototype preparation for experimental tests. This makes it possible to optimize the geometrical model in countless variants with no production costs. The geometrical model includes an intake manifold, a cylinder, and an outlet manifold. The study was conducted for a series of modifications of manifolds and intake and exhaust ports to optimize the charge exchange process in the engine. The calculations specified a swirl coefficient obtained under stationary conditions for a full opening of intake and exhaust ports as well as a CA value of 280° for all cylinders. In addition, mass flow rates were identified separately in all of the intake and exhaust ports to achieve the best possible uniformity of flow in the individual cylinders. For the models under consideration, velocity, pressure and streamline contours were generated in important cross sections. The developed models are designed primarily to minimize the flow drag through the intake and exhaust ports while the mass flow rate increases. Firstly, in order to calculate the swirl ratio [-], tangential velocity v [m/s] and then angular velocity ω [rad / s] with respect to the charge as the mean of each element were calculated. The paper contains comparative analyses of all the intake and exhaust manifolds of the designed engine. Acknowledgement: This work has been realized in the cooperation with The Construction Office of WSK "PZL-KALISZ" S.A." and is part of Grant Agreement No. POIR.01.02.00-00-0002/15 financed by the Polish National Centre for Research and Development.

Keywords: computational fluid dynamics, engine swirl, fluid mechanics, mass flow rates, numerical analysis, opposed-piston engine

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Authors: Fatma Ismailia, Malek Saihi

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This research provides an explanation of exchange incentives on the Tunis stock market from a behavioural point of view. The elucidation of the anomalies of excessive volume of transactions and that of excessive volatility cannot be done without the recourse to the psychological aspects of investors. The excessive confidence has been given the predominant role for the explanation of these phenomena. Indeed, when investors store increments, they become more confident about the precision of their private information and their exchange activities then become more aggressive on the subsequent periods. These overconfident investors carry out the intensive exchanges leading to an increase of securities volatility. The objective of this research is to identify whether the trading volume and the excessive volatility of securities observed on the Tunisian stock market come from the excessive exchange of overconfident investors. We use a sample of daily observations over the period January 1999 - October 2007 and we relied on various econometric tests including the VAR model. Our results provide evidence on the importance to consider the bias of overconfidence in the analysis of Tunis stock exchange specificities. The results reveal that the excess of confidence has a major impact on the trading volume while using daily temporal intervals.

Keywords: overconfidence, trading volume, efficiency, rationality, anomalies, behavioural finance, cognitive biases

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Authors: Shuang Luo, Er-Xiang Song

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Many problems in geotechnical engineering, such as foundation deformation, groundwater seepage, seismic wave propagation and geothermal transfer problems, may involve analysis in the ground which can be seen as extending to infinity. To that end, consideration has to be given regarding how to deal with the unbounded domain to be analyzed by using numerical methods, such as finite element method (FEM), finite difference method (FDM) or finite volume method (FVM). A simple artificial boundary approach derived from the analytical solutions for transient radial seepage problems, is introduced. It should be noted, however, that the analytical solutions used to derive the artificial boundary are particular solutions under certain boundary conditions, such as constant hydraulic head at the origin or constant pumping rate of the well. When dealing with unbounded domains with unsteady boundary conditions, a more sophisticated artificial boundary approach to deal with the infinity of the domain is presented. By applying Laplace transforms and introducing some specially defined auxiliary variables, the global artificial boundary conditions (ABCs) are simplified to local ones so that the computational efficiency is enhanced significantly. The introduced two local ABCs are implemented in a finite element computer program so that various seepage problems can be calculated. The two approaches are first verified by the computation of a one-dimensional radial flow problem, and then tentatively applied to more general two-dimensional cylindrical problems and plane problems. Numerical calculations show that the local ABCs can not only give good results for one-dimensional axisymmetric transient flow, but also applicable for more general problems, such as axisymmetric two-dimensional cylindrical problems, and even more general planar two-dimensional flow problems for well doublet and well groups. An important advantage of the latter local boundary is its applicability for seepage under rapidly changing unsteady boundary conditions, and even the computational results on the truncated boundary are usually quite satisfactory. In this aspect, it is superior over the former local boundary. Simulation of relatively long operational time demonstrates to certain extents the numerical stability of the local boundary. The solutions of the two local ABCs are compared with each other and with those obtained by using large element mesh, which proves the satisfactory performance and obvious superiority over the large mesh model.

Keywords: transient seepage, unbounded domain, artificial boundary condition, numerical simulation

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Authors: H. S. Kang

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Coupled electrical and optical model for conversion of electrical energy into coherent optical energy for transmitter-receiver link by solid state device is presented. Probability distribution for travelling laser beam switching time intervals and the number of switchings in the time interval is obtained. Selector function mapping is employed to regulate optical data transmission speed. It is established that regulated laser transmission from PhotoActive Laser transmitter follows principal of invariance. This considerably simplifies design of PhotoActive Laser Transmission networks.

Keywords: computational mathematics, finite difference Markov chain methods, sequence spaces, singularly perturbed differential equations

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Authors: Shunyi Yang, Jingjing Yan, Siyu Dong, Xiangguo Cui

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Current architectural façade design practices incorporate various daylighting and solar radiation analysis methods. These emphasize the impact of geometry on façade design. There is scope to extend this knowledge into methods that address material translucency, porosity, and form. Such approaches can also achieve these conditions through adaptive robotic manufacturing approaches that exploit material dynamics within the design, and alleviate fabrication waste from molds, ultimately accelerating the autonomous manufacturing system. Besides analyzing the environmental solar radiant in building facade design, there is also a vacancy research area of how lighting effects can be precisely controlled by engaging the instant real-time data-driven robot control and manipulating the material properties. Ceramics carries a wide range of transmittance and deformation potentials for robotics control with the research of its material property. This paper presents one semi-autonomous system that engages with real-time data-driven robotics control, hardware kit design, environmental building studies, human interaction, and exploratory research and experiments. Our objectives are to investigate the relationship between different clay bodies or ceramics’ physio-material properties and their transmittance; to explore the feedback system of instant lighting data in robotic fabrication to achieve precise lighting effect; to design the sufficient end effector and robot behaviors for different stages of deformation. We experiment with architectural clay, as the material of the façade that is potentially translucent at a certain stage can respond to light. Studying the relationship between form, material properties, and porosity can help create different interior and exterior light effects and provide façade solutions for specific architectural functions. The key idea is to maximize the utilization of in-progress robotics fabrication and ceramics materiality to create a highly integrated autonomous system for lighting facade design and manufacture.

Keywords: light transmittance, data-driven fabrication, computational design, computer vision, gamification for manufacturing

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Authors: Jan-Philipp Schiele, Karsten Schlinkmeier

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Allocation of scarce resources is a core process of traditional project portfolio management. However, with the popularity of agile methodology, established concepts and methods of portfolio management are reaching their limits and need to be adapted. Consequently, the question arises of how the process of resource allocation can be managed appropriately in scaled agile environments. The prevailing framework SAFe offers Weightest Shortest Job First (WSJF) as a prioritization technique, butestablished companies are still looking for methodical adaptions to apply WSJF for prioritization in portfolios in a more goal-oriented way and aligned for their needs in practice. In this paper, the relevant problem of prioritization in portfolios is conceptualized from the perspective of coordination and related mechanisms to support resource allocation. Further, an Action Design Research (ADR) project with case studies in a finance company is outlined to develop a practically applicable yet scientifically sound prioritization method based on coordination theory. The ADR project will be flanked by consortium research with various practitioners from the financial and insurance industry. Preliminary design requirements indicate that the use of a feedback loop leads to better team and executive level coordination in the prioritization process.

Keywords: scaled agility, portfolio management, prioritization, business-IT alignment

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Authors: Mohammad Alhajeri

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This paper reports a computational fluid dynamics (CFD) investigation of cylindrical filter. Silicon carbide cylindrical filter elements have proven to be an effective mean of removing particulates to levels exceeding the new source performance standard. The CFD code is used here to understand the deposition process and the factors that affect the particles distribution over the filter element surface. Different approach cross flow velocity to filter face velocity ratios and different face velocities (ranging from 2 to 5 cm/s) are used in this study. Particles in the diameter range 1 to 100 microns are tracked through the domain. The radius of convergence (or the critical trajectory) is compared and plotted as a function of many parameters.

Keywords: filtration, CFD, CCF, hot gas filtration

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Authors: Alona Faktor

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In this work, we present a NN-based computational model that can perform attention shifts according to high-level instruction. The instruction specifies the type of attentional shift using explicit geometrical relation. The instruction also can be of cognitive nature, specifying more complex human-human interaction or human-object interaction, or object-object interaction. Applying this approach sequentially allows obtaining a structural description of an image. A novel data-set of interacting humans and objects is constructed using a computer graphics engine. Using this data, we perform systematic research of relational segmentation shifts.

Keywords: cognitive science, attentin, deep learning, generalization

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Authors: Olufemi Adedamola Oyedele

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Infrastructure provision in Nigeria is now at its lowest ebb in spite of its being critical to the socio-economic and political development of any nation. This is partly because the policy that will ensure its adequate provisioning is missing and partly because politics is affecting its provision. Policy is the basic principles by which a government is guided. Infrastructural development is the basis for measuring the performance of governments and it is the foundation of good governance. Demand for infrastructural development is higher and resources used in its provision are limited. Ethnic-interest agitation and lobbying for infrastructure provision are common things in multi-ethnic state like Nigeria. Most infrastructures are now decayed and need repair or replacement. Government is the system that organizes, control and sensitizes the people in a society in other for all to have an acceptable level of living. Governments have the power to put in place all measures that they deem fit will make an environment conducive for living for everybody. Infrastructure development in any environment requires needs assessment, feasibility and viability studies and carrying out physical development of the project. The challenge in Nigeria is largely carrying out development where they are not needed but where the people are loyal. There are numerous abandoned projects because they were started due to politics and not because they are feasible. Policies and politics greatly affect infrastructure provisioning in Nigeria and this is the premise of this paper.

Keywords: infrastructure challenges, infrastructure development, policy making, politics, project finance

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Authors: Mahdi Hamzehei, Seyyed Amin Hakim, Nahid Taherian

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Fins play an important role in increasing the efficiency of compact shell and tube heat exchangers by increasing heat transfer. The objective of this paper is to determine the optimum fin wave angle, as one of the geometric parameters affecting the efficiency of the heat exchangers. To this end, finite volume method is used to model and simulate the flow in heat exchanger. In this study, computational fluid dynamics simulations of wave channel are done. The results show that the wave angle affects the temperature output of the heat exchanger.

Keywords: fin wave angle, tube, intercooler, optimum, performance

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Authors: Muhammad Rezal Kamel Ariffin, Muhammad Asyraf Asbullah

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The square root modulo problem is a known primitive in designing an asymmetric cryptosystem. It was first attempted by Rabin. Decryption failure of the Rabin cryptosystem caused by the 4-to-1 decryption output is overcome efficiently in this work. The proposed scheme to overcome the decryption failure issue (known as the AAβ-cryptosystem) is constructed using a simple mathematical structure, it has low computational requirements and would enable communication devices with low computing power to deploy secure communication procedures efficiently.

Keywords: Rabin cryptosystem, 4-to-1 decryption failure, square root modulo problem, integer factorization problem

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Authors: R. B. Mishra

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Hidden Markov Model (HMM) has been used in prediction and determination of states that generate different neural activations as well as mental working conditions. This paper addresses two applications of HMM; one to determine the optimal sequence of states for two neural states: Active (AC) and Inactive (IA) for the three emission (observations) which are for No Working (NW), Waiting (WT) and Working (W) conditions of human beings. Another is for the determination of optimal sequence of intentionality i.e. Believe (B), Desire (D), and Intention (I) as the states and three observational sequences: NW, WT and W. The computational results are encouraging and useful.

Keywords: hiden markov model, believe desire intention, neural activation, simulation

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Authors: Amine Benmoussa, Mebrouk Rebhi, Rahmani Lakhdar

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Mechanically agitated vessels are commonly used for various operations within a wide range process in chemical, pharmaceutical, polymer, biochemical, mineral, petroleum industries. Depending on the purpose of the operation carried out in mixer, the best choice for geometry of the tank and agitator type can vary widely. In this paper, the laminar 2D agitation flow and power consumption of viscoplastic fluids with straight and circular gate impellers in a stirring tank is studied by using computational fluid dynamics (CFD), where the velocity profile, the velocity fields and power consumption was analyzed.

Keywords: CFD, mechanical stirring, power consumption, yield stress fluid

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Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino

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The solution of the nonlinear dynamic equilibrium equations of base-isolated structures adopting a conventional monolithic solution approach, i.e. an implicit single-step time integration method employed with an iteration procedure, and the use of existing nonlinear analytical models, such as differential equation models, to simulate the dynamic behavior of seismic isolators can require a significant computational effort. In order to reduce numerical computations, a partitioned solution method and a one dimensional nonlinear analytical model are presented in this paper. A partitioned solution approach can be easily applied to base-isolated structures in which the base isolation system is much more flexible than the superstructure. Thus, in this work, the explicit conditionally stable central difference method is used to evaluate the base isolation system nonlinear response and the implicit unconditionally stable Newmark’s constant average acceleration method is adopted to predict the superstructure linear response with the benefit in avoiding iterations in each time step of a nonlinear dynamic analysis. The proposed mathematical model is able to simulate the dynamic behavior of seismic isolators without requiring the solution of a nonlinear differential equation, as in the case of widely used differential equation model. The proposed mixed explicit-implicit time integration method and nonlinear exponential model are adopted to analyze a three dimensional seismically isolated structure with a lead rubber bearing system subjected to earthquake excitation. The numerical results show the good accuracy and the significant computational efficiency of the proposed solution approach and analytical model compared to the conventional solution method and mathematical model adopted in this work. Furthermore, the low stiffness value of the base isolation system with lead rubber bearings allows to have a critical time step considerably larger than the imposed ground acceleration time step, thus avoiding stability problems in the proposed mixed method.

Keywords: base-isolated structures, earthquake engineering, mixed time integration, nonlinear exponential model

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Authors: Nileshkumar Vaishnav, Aditya Tatu

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An algebraic framework for processing graph signals axiomatically designates the graph adjacency matrix as the shift operator. In this setup, we often encounter a problem wherein we know the filtered output and the filter coefficients, and need to find out the input graph signal. Solution to this problem using direct approach requires O(N3) operations, where N is the number of vertices in graph. In this paper, we adapt the spectral graph partitioning method for partitioning of graphs and use it to reduce the computational cost of the filtering problem. We use the example of denoising of the temperature data to illustrate the efficacy of the approach.

Keywords: graph signal processing, graph partitioning, inverse filtering on graphs, algebraic signal processing

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Authors: Liberto Pombal, Christian Dieter Jaekel

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The objective of this work is to establish theoretical and numerical conditions for Solving Extended Linear Complementarity Problems (XLCP), with emphasis on the Horizontal Linear Complementarity Problem (HLCP). Two new strategies for solving complementarity problems are presented, using differentiable and penalized functions, which resulted in a natural formalization for the Linear Horizontal case. The computational results of all suggested strategies are also discussed in depth in this paper. The implication in practice allows solving and optimizing, in an innovative way, the (forestry) problems of the value chain of the industrial wood sector in Angola.

Keywords: complementarity, box constrained, optimality conditions, wood and environment

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Authors: Vishnu Pratap Singh Kirar

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Wireless sensor network (WSN) is a network of many interconnected networked systems, they equipped with energy resources and they are used to detect other physical characteristics. On WSN, there are many researches are performed in past decades. WSN applicable in many security systems govern by military and in many civilian related applications. Thus, the security of WSN gets attention of researchers and gives an opportunity for many future aspects. Still, there are many other issues are related to deployment and overall coverage, scalability, size, energy efficiency, quality of service (QoS), computational power and many more. In this paper we discus about various applications and security related issue and requirements of WSN.

Keywords: wireless sensor network (WSN), wireless network attacks, wireless network security, security requirements

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Authors: Fabiano Araujo Soares, Sauro Emerick Salomoni, Joao Paulo Lima da Silva, Igor Luiz Moura, Adson Ferreira da Rocha

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This paper presents a tool developed in the Matlab platform. It was developed to simplify the analysis of surface electromyography signals (S-EMG) in a way accessible to users that are not familiarized with signal processing procedures. The tool receives data by commands in window fields and generates results as graphics and excel tables. The underlying math of each S-EMG estimator is presented. Setup window and result graphics are presented. The tool was presented to four non-engineer users and all of them managed to appropriately use it after a 5 minutes instruction period.

Keywords: S-EMG estimators, electromyography, surface electromyography, ARV, RMS, MDF, MNF, CV

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Authors: M. Gulam Kibria, Shourav Ahmed, Kais Zaman

Abstract:

In system analysis, the information on the uncertain input variables cause uncertainty in the system responses. Different probabilistic approaches for uncertainty representation and propagation in such cases exist in the literature. Different uncertainty representation approaches result in different outputs. Some of the approaches might result in a better estimation of system response than the other approaches. The NASA Langley Multidisciplinary Uncertainty Quantification Challenge (MUQC) has posed challenges about uncertainty quantification. Subproblem A, the uncertainty characterization subproblem, of the challenge posed is addressed in this study. In this subproblem, the challenge is to gather knowledge about unknown model inputs which have inherent aleatory and epistemic uncertainties in them with responses (output) of the given computational model. We use two different methodologies to approach the problem. In the first methodology we use sampling-based uncertainty propagation with first order error analysis. In the other approach we place emphasis on the use of Percentile-Based Optimization (PBO). The NASA Langley MUQC’s subproblem A is developed in such a way that both aleatory and epistemic uncertainties need to be managed. The challenge problem classifies each uncertain parameter as belonging to one the following three types: (i) An aleatory uncertainty modeled as a random variable. It has a fixed functional form and known coefficients. This uncertainty cannot be reduced. (ii) An epistemic uncertainty modeled as a fixed but poorly known physical quantity that lies within a given interval. This uncertainty is reducible. (iii) A parameter might be aleatory but sufficient data might not be available to adequately model it as a single random variable. For example, the parameters of a normal variable, e.g., the mean and standard deviation, might not be precisely known but could be assumed to lie within some intervals. It results in a distributional p-box having the physical parameter with an aleatory uncertainty, but the parameters prescribing its mathematical model are subjected to epistemic uncertainties. Each of the parameters of the random variable is an unknown element of a known interval. This uncertainty is reducible. From the study, it is observed that due to practical limitations or computational expense, the sampling is not exhaustive in sampling-based methodology. That is why the sampling-based methodology has high probability of underestimating the output bounds. Therefore, an optimization-based strategy to convert uncertainty described by interval data into a probabilistic framework is necessary. This is achieved in this study by using PBO.

Keywords: aleatory uncertainty, epistemic uncertainty, first order error analysis, uncertainty quantification, percentile-based optimization

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