Search results for: linear fractional differential equations

Authors: Sofia Stoica

Abstract:

In this paper, we use historical data to predict the stock price of a tech company. To this end, we use a dataset consisting of the stock prices in the past five years of ten major tech companies – Adobe, Amazon, Apple, Facebook, Google, Microsoft, Netflix, Oracle, Salesforce, and Tesla. We experimented with a variety of models– a linear regressor model, K nearest Neighbors (KNN), a sequential neural network – and algorithms - Multiplicative Weight Update, and AdaBoost. We found that the sequential neural network performed the best, with a testing error of 0.18%. Interestingly, the linear model performed the second best with a testing error of 0.73%. These results show that using historical data is enough to obtain high accuracies, and a simple algorithm like linear regression has a performance similar to more sophisticated models while taking less time and resources to implement.

Keywords: finance, machine learning, opening price, stock market

Procedia PDF Downloads 181

Authors: Chivon Choeung, Heng Tang, Panha Soth, Vichet Huy

Abstract:

This paper presents a robust control strategy for a single-phase DC-AC inverter with an output LC-filter. An all-pass filter is utilized to create an artificial β-signal so that the proposed controller can be simply used in dq-synchronous frame. The proposed robust controller utilizes a state feedback control with integral action in the dq-synchronous frame. A linear matrix inequality-based optimization scheme is used to determine stabilizing gains of the controllers to maximize the convergence rate to steady state in the presence of uncertainties. The uncertainties of the system are described as the potential variation range of the inductance and resistance in the LC-filter.

Keywords: single-phase inverter, linear matrix inequality, robust control, all-pass filter

Procedia PDF Downloads 132

Authors: Zahra Majd, Mohsen Kalantar

Abstract:

Power management and voltage regulation is one of the most important issues in microgrid (MG) control and scheduling. This paper proposes a multiobjective scheduling formulation that consists of active power costs, voltage fluctuations summation, and technical constraints of MG. Furthermore, load flow and reserve constraints are considered to achieve proper voltage regulation. A modified Jacobian matrix is presented for calculating voltage variations and Mont Carlo simulation is used for generating and reducing scenarios. To convert the problem to a mixed integer linear program, a linearization procedure for nonlinear equations is presented. The proposed model is applied to a typical low-voltage MG and two different cases are investigated. The results show the effectiveness of the proposed model.

Keywords: microgrid, energy management system, voltage fluctuations, modified Jacobian matrix

Procedia PDF Downloads 86

Authors: Kwan U. Kim, Jin Sim, Ryong Jin Jang, Sung Duk Kim

Abstract:

108 years have passed since a great number of physicists explained astronomical and physical phenomena by solving geodesic equations in Schwarzschild metric. However, when solving the geodesic equations in Schwarzschild metric, they did not correctly solve one branch of the component of space among spatial and temporal components of four-dimensional force and did not come up with physical laws correctly by means of physical analysis from the results obtained by solving the geodesic equations. In addition to it, they did not treat the astronomical and physical phenomena in a physical way based on the correct physical laws obtained from the solution of the geodesic equations in Schwarzschild metric. Therefore, some former scholars mentioned that Einstein’s theoretical basis of the general theory of relativity was obscure and incorrect, but they have not given a correct physical solution to the problems. Furthermore, since the general theory of relativity has not given a quantitative solution to obscure and incorrect problems, the generalization of gravitational theory has not been successfully completed yet, although the former scholars thought of it and tried to do it. In order to solve the problems it is necessary to explore the obscure and incorrect problems in general theory of relativity based on the physical laws and to find out the methodology of solving the problems. Therefore, first of all, as the first step for achieving the purpose, the right solution of the geodesic equation in Schwarzschild metric has been presented. Next, the correct physical laws found by making a physical analysis of the results have been presented, the obscure and incorrect problems have been shown, and an analysis of them has been made based on the physical laws. In addition, the experimental verification of the physical laws found by us has been made.

Keywords: equivalence principle, general relativity, geometrodynamics, Schwarzschild, Poincaré

Procedia PDF Downloads 68

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: integral differential equations, jump–diffusion model, American options, rational approximation

Procedia PDF Downloads 110

Authors: Adilah Abdul Ghapor, Yong Zulina Zubairi, Rahmatullah Imon

Abstract:

Missing value problem is common in statistics and has been of interest for years. This article considers two modern techniques in handling missing data for linear functional relationship model (LFRM) namely the Expectation-Maximization (EM) algorithm and Expectation-Maximization with Bootstrapping (EMB) algorithm using three performance indicators; namely the mean absolute error (MAE), root mean square error (RMSE) and estimated biased (EB). In this study, we applied the methods of imputing missing values in the LFRM. Results of the simulation study suggest that EMB algorithm performs much better than EM algorithm in both models. We also illustrate the applicability of the approach in a real data set.

Keywords: expectation-maximization, expectation-maximization with bootstrapping, linear functional relationship model, performance indicators

Procedia PDF Downloads 393

Authors: Michela Quadrini

Abstract:

Chord diagrams occur in mathematics, from the study of RNA to knot theory. They are widely used in theory of knots and links for studying the finite type invariants, whereas in molecular biology one important motivation to study chord diagrams is to deal with the problem of RNA structure prediction. An RNA molecule is a linear polymer, referred to as the backbone, that consists of four types of nucleotides. Each nucleotide is represented by a point, whereas each chord of the diagram stands for one interaction for Watson-Crick base pairs between two nonconsecutive nucleotides. A chord diagram is an oriented circle with a set of n pairs of distinct points, considered up to orientation preserving diffeomorphisms of the circle. A linear chord diagram (LCD) is a special kind of graph obtained cutting the oriented circle of a chord diagram. It consists of a line segment, called its backbone, to which are attached a number of chords with distinct endpoints. There is a natural fattening on any linear chord diagram; the backbone lies on the real axis, while all the chords are in the upper half-plane. Each linear chord diagram has a natural genus of its associated surface. To each chord diagram and linear chord diagram, it is possible to associate the intersection graph. It consists of a graph whose vertices correspond to the chords of the diagram, whereas the chord intersections are represented by a connection between the vertices. Such intersection graph carries a lot of information about the diagram. Our goal is to define an LCD equivalence class in terms of identity of intersection graphs, from which many chord diagram invariants depend. For studying these invariants, we introduce a new representation of Linear Chord Diagrams based on a set of appropriate topological operators that permits to model LCD in terms of the relations among chords. Such set is composed of: crossing, nesting, and concatenations. The crossing operator is able to generate the whole space of linear chord diagrams, and a multiple context free grammar able to uniquely generate each LDC starting from a linear chord diagram adding a chord for each production of the grammar is defined. In other words, it allows to associate a unique algebraic term to each linear chord diagram, while the remaining operators allow to rewrite the term throughout a set of appropriate rewriting rules. Such rules define an LCD equivalence class in terms of the identity of intersection graphs. Starting from a modelled RNA molecule and the linear chord, some authors proposed a topological classification and folding. Our LCD equivalence class could contribute to the RNA folding problem leading to the definition of an algorithm that calculates the free energy of the molecule more accurately respect to the existing ones. Such LCD equivalence class could be useful to obtain a more accurate estimate of link between the crossing number and the topological genus and to study the relation among other invariants.

Keywords: chord diagrams, linear chord diagram, equivalence class, topological language

Procedia PDF Downloads 198

Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: basket option, jump diffusion, ‎radial basis function, RBF-PUM

Procedia PDF Downloads 346

Authors: Attila Vámosi, Tamás Mankovits, Dávid Huri, Imre Kocsis, Tamás Szabó

Abstract:

Non-linear FEM calculations are indispensable when important technical information like operating performance of a rubber component is desired. Rubber bumpers built into air-spring structures may undergo large deformations under load, which in itself shows non-linear behavior. The changing contact range between the parts and the incompressibility of the rubber increases this non-linear behavior further. The material characterization of an elastomeric component is also a demanding engineering task. The shape optimization problem of rubber parts led to the study of FEM based calculation processes. This type of problems was posed and investigated by several authors. In this paper the time demand of certain calculation methods are studied and the possibilities of time reduction is presented.

Keywords: rubber bumper, data acquisition, finite element analysis, support vector regression

Procedia PDF Downloads 467

Authors: Olukunle C. Olawole, Dilip Kumar De

Abstract:

We have modified Richardson-Dushman equation considering thermal expansion of lattice and change of chemical potential with temperature in material. The corresponding modified Richardson-Dushman (MRDE) equation fits quite well the experimental data of thermoelectronic current density (J) vs T from carbon nanotubes. It provides a unique technique for accurate determination of W0 Fermi energy, EF0 at 0 K and linear thermal expansion coefficient of carbon nano-tube in good agreement with experiment. From the value of EF0 we obtain the charge carrier density in excellent agreement with experiment. We describe application of the equations for the evaluation of performance of concentrated solar thermionic energy converter (STEC) with emitter made of carbon nanotube for future applications.

Keywords: carbon nanotube, modified Richardson-Dushman equation, fermi energy at 0 K, charge carrier density

Procedia PDF Downloads 370

Authors: Yaping Zhao

Abstract:

In the present study, the exact solutions for the steady response of quasi-linear systems under non-white wide-band random excitation are considered by means of the stochastic averaging method. The non linearity of the systems contains the power-law damping and the cross-product term of the power-law damping and displacement. The drift and diffusion coefficients of the Fokker-Planck-Kolmogorov (FPK) equation after averaging are obtained by a succinct approach. After solving the averaged FPK equation, the joint probability density function and the marginal probability density function in steady state are attained. In the process of resolving, the eigenvalue problem of ordinary differential equation is handled by integral equation method. Some new results are acquired and the novel method to deal with the problems in nonlinear random vibration is proposed.

Keywords: random vibration, stochastic averaging method, FPK equation, transition probability density

Procedia PDF Downloads 500

Authors: G. Çelik Gül, F. Kurtuluş

Abstract:

Rare earths containing complex metal oxides have drawn much attention due to physical, chemical and optical properties which make them feasible in so many areas such as non-linear optical materials and ion exchanger. We have researched a systematic study to obtain rare earth containing zirconium molybdate compound, characterization, investigation of crystal system and calculation of unit cell parameters.  After a successful synthesis of Nd₂Zr₃(MoO₄)₉ which is a member of rare earth metal containing complex oxides family, X-ray diffraction (XRD), High Score Plus/Rietveld refinement analysis, and Fourier Transform Infrared Spectroscopy (FTIR) were completed to determine the crystal structure. Morphological properties and elemental composition were determined by scanning electron microscopy (SEM) and energy dispersive X-ray (EDX) analysis. Thermal properties were observed via Thermogravimetric-differential thermal analysis (TG/DTA).

Keywords: Nd₂Zr₃(MoO₄)₉, powder x-ray diffraction, solid state synthesis, zirconium molybdates

Procedia PDF Downloads 393

Authors: Mohammad Besharatloo

Abstract:

Intrusion detection is an important research topic in network security because of increasing growth in the use of computer network services. Intrusion detection is done with the aim of detecting the unauthorized use or abuse in the networks and systems by the intruders. Therefore, the intrusion detection system is an efficient tool to control the user's access through some predefined regulations. Since, the data used in intrusion detection system has high dimension, a proper representation is required to show the basis structure of this data. Therefore, it is necessary to eliminate the redundant features to create the best representation subset. In the proposed method, a hybrid model of differential evolution and firefly algorithms was employed to choose the best subset of properties. In addition, decision tree and support vector machine (SVM) are adopted to determine the quality of the selected properties. In the first, the sorted population is divided into two sub-populations. These optimization algorithms were implemented on these sub-populations, respectively. Then, these sub-populations are merged to create next repetition population. The performance evaluation of the proposed method is done based on KDD Cup99. The simulation results show that the proposed method has better performance than the other methods in this context.

Keywords: intrusion detection system, differential evolution, firefly algorithm, support vector machine, decision tree

Procedia PDF Downloads 83

Authors: Parshanth Maroju, Ramandeep Behl, Sandile S. Motsa

Abstract:

In this study, we proposed a simple and interesting family of fourth-order multi-point methods without memory for obtaining simple roots. This family requires only three functional evaluations (viz. two of functions f(xn), f(yn) and third one of its first-order derivative f'(xn)) per iteration. Moreover, the accuracy and validity of new schemes is tested by a number of numerical examples are also proposed to illustrate their accuracy by comparing them with the new existing optimal fourth-order methods available in the literature. It is found that they are very useful in high precision computations. Further, the dynamic study of these methods also supports the theoretical aspect.

Keywords: basins of attraction, nonlinear equations, simple roots, Newton's method

Procedia PDF Downloads 306

Authors: Krish Jhurani

Abstract:

The research paper presents an in-depth analysis of symmetry properties in linear algebraic systems under the operation of non-canonical scalar multiplication structures, specifically semirings, and near-rings. The objective is to unveil the profound alterations that occur in traditional linear algebraic structures when we replace conventional field multiplication with these non-canonical operations. In the methodology, we first establish the theoretical foundations of non-canonical scalar multiplication, followed by a meticulous investigation into the resulting symmetry properties, focusing on eigenvectors, eigenspaces, and invariant subspaces. The methodology involves a combination of rigorous mathematical proofs and derivations, supplemented by illustrative examples that exhibit these discovered symmetry properties in tangible mathematical scenarios. The core findings uncover unique symmetry attributes. For linear algebraic systems with semiring scalar multiplication, we reveal eigenvectors and eigenvalues. Systems operating under near-ring scalar multiplication disclose unique invariant subspaces. These discoveries drastically broaden the traditional landscape of symmetry properties in linear algebraic systems. With the application of these findings, potential practical implications span across various fields such as physics, coding theory, and cryptography. They could enhance error detection and correction codes, devise more secure cryptographic algorithms, and even influence theoretical physics. This expansion of applicability accentuates the significance of the presented research. The research paper thus contributes to the mathematical community by bringing forth perspectives on linear algebraic systems and their symmetry properties through the lens of non-canonical scalar multiplication, coupled with an exploration of practical applications.

Keywords: eigenspaces, eigenvectors, invariant subspaces, near-rings, non-canonical scalar multiplication, semirings, symmetry properties

Procedia PDF Downloads 114

Authors: Syukri Himran, Erwin Eka Putra, Nanang Roni

Abstract:

This study explains the natural convection of viscous fluid flowing on semi-infinite vertical plate. A set of the governing equations describing the continuity, momentum and energy, have been reduced to dimensionless forms by introducing the references variables. To solve the problems, the equations are formulated by explicit finite-difference in time dependent form and computations are performed by Fortran program. The results describe velocity, temperature profiles both in transient and steady state conditions. An approximate value of heat transfer coefficient and the effects of Pr on convection flow are also presented.

Keywords: natural convection, vertical plate, velocity and temperature profiles, steady and unsteady

Procedia PDF Downloads 482

Authors: Hyun-Woo Cho

Abstract:

Unexpected events may occur with serious impacts on industrial process. This work utilizes a data representation technique to model and to analyze process data pattern for the purpose of diagnosis. In this work, the use of triangular representation of process data is evaluated using simulation process. Furthermore, the effect of using different pre-treatment techniques based on such as linear or nonlinear reduced spaces was compared. This work extracted the fault pattern in the reduced space, not in the original data space. The results have shown that the non-linear technique based diagnosis method produced more reliable results and outperforms linear method.

Keywords: process monitoring, data analysis, pattern modeling, fault, nonlinear techniques

Procedia PDF Downloads 381

Authors: Min-Su Song, Haeng-Bok Kil, Eui-Rim Jeong

Abstract:

This paper proposes a new method to reduce the overhead by pilots for single carrier frequency domain equalization (SC-FDE) transmission. In the conventional SC-FDE transmission structure, the overhead by transmitting pilot is heavy because the pilot are transmitted at every SC-FDE block. The proposed SC-FDE structure has fewer pilots and many SC-FCE blocks are transmitted between pilots. The channel estimation and equalization is performed at the pilot period and the channels between pilots are estimated through linear interpolation. This reduces the pilot overhead by reducing the pilot transmission compared with the conventional structure, and enables reliable channel estimation and equalization.

Keywords: channel estimation, linear interpolation, pilot overhead, SC-FDE

Procedia PDF Downloads 267

Authors: Ahmed Alghurabi, Mysara Mohyaldinn, Shiferaw Jufar, Obai Younis, Abdullah Abduljabbar

Abstract:

Erosion modeling equations were typically acquired from regulated experimental trials for solid particles entrained in single-phase or multi-phase flows. Evidently, those equations were later employed to predict the erosion damage caused by the continuous impacts of solid particles entrained in streamflow. It is also well-known that the particle impact angle and velocity do not change drastically in gas-sand flow erosion prediction; hence an accurate prediction of erosion can be projected. On the contrary, high-density fluid flows, such as water flow, through complex geometries, such as sand screens, greatly affect the sand particles’ trajectories/tracks and consequently impact the erosion rate predictions. Particle tracking models and erosion equations are frequently applied simultaneously as a method to improve erosion visualization and estimation. In the present work, computational fluid dynamic (CFD)-based erosion modeling was performed using a commercially available software; ANSYS Fluent. The continuous phase (water flow) behavior was simulated using the realizable K-epsilon model, and the secondary phase (solid particles), having a 5% flow concentration, was tracked with the help of the discrete phase model (DPM). To accomplish a successful erosion modeling, three erosion equations from the literature were utilized and introduced to the ANSYS Fluent software to predict the screen wire-slot velocity surge and estimate the maximum erosion rates on the screen surface. Results of turbulent kinetic energy, turbulence intensity, dissipation rate, the total pressure on the screen, screen wall shear stress, and flow velocity vectors were presented and discussed. Moreover, the particle tracks and path-lines were also demonstrated based on their residence time, velocity magnitude, and flow turbulence. On one hand, results from the utilized erosion equations have shown similarities in screen erosion patterns, locations, and DPM concentrations. On the other hand, the model equations estimated slightly different values of maximum erosion rates of the wire-wrapped screen. This is solely based on the fact that the utilized erosion equations were developed with some assumptions that are controlled by the experimental lab conditions.

Keywords: CFD simulation, erosion rate prediction, material loss due to erosion, water-sand flow

Procedia PDF Downloads 159

Authors: X. Wang, J. S. Kuang

Abstract:

The Fixed-angle Softened Truss Model with Tension-stiffening (FASTMT) has a superior performance in predicting the shear behaviour of reinforced concrete (RC) membrane elements, especially for the post-cracking behaviour. Nevertheless, massive computational work is inevitable due to the multiple transcendental equations involved in the stress-strain relationship. In this paper, an iterative root-finding technique is introduced to FASTMT for solving quickly the transcendental equations of the tension-stiffening effect of RC membrane elements. This fast FASTMT, which performs in MATLAB, uses the bisection method to calculate the tensile stress of the membranes. By adopting the simplification, the elapsed time of each loop is reduced significantly and the transcendental equations can be solved accurately. Owing to the high efficiency and good accuracy as compared with FASTMT, the fast FASTMT can be further applied in quick prediction of shear behaviour of complex large-scale RC structures.

Keywords: bisection method, FASTMT, iterative root-finding technique, reinforced concrete membrane

Procedia PDF Downloads 265

Authors: T. Watanabe

Abstract:

Combustion analysis of suspended sodium droplet is performed by solving numerically the Navier-Stokes equations and the energy conservation equations. The combustion model consists of the pre-ignition and post-ignition models. The reaction rate for the pre-ignition model is based on the chemical kinetics, while that for the post-ignition model is based on the mass transfer rate of oxygen. The calculated droplet temperature is shown to be in good agreement with the existing experimental data. The temperature field in and around the droplet is obtained as well as the droplet shape variation, and the present numerical model is confirmed to be effective for the combustion analysis.

Keywords: analysis, combustion, droplet, sodium

Procedia PDF Downloads 205

Authors: Tahseen Saad, Halim Ceylan, Jonathan Weaver, Osman Nuri Çelik, Onur Gungor Sahin

Abstract:

A new concept of uniform delay offset dependent mathematical optimization problem is derived as the main objective for this study using a differential evolution algorithm. To control the coordination problem, which depends on offset selection and to estimate uniform delay based on the offset choice in a traffic signal network. The assumption is the periodic sinusoidal function for arrival and departure patterns. The cycle time is optimized at the entry links and the optimized value is used in the non-entry links as a common cycle time. The offset optimization algorithm is used to calculate the uniform delay at each link. The results are illustrated by using a case study and are compared with the canonical uniform delay model derived by Webster and the highway capacity manual’s model. The findings show new model minimizes the total uniform delay to almost half compared to conventional models. The mathematical objective function is robust. The algorithm convergence time is fast.

Keywords: area traffic control, traffic flow, differential evolution, sinusoidal periodic function, uniform delay, offset variable

Procedia PDF Downloads 269

Authors: Eddegdag Nasser, Naamane Azzeddine, Radouani Mohammed, Ensam Meknes

Abstract:

In this study, we are interested in the asymptotic modeling of the two-dimensional stationary supersonic flow of a viscous compressible fluid around wing airfoil. The aim of this article is to solve the partial differential equations of the flow far from the leading edge and near the wall using the triple-deck technique is what brought again in precision according to the principle of least degeneration. In order to validate our theoretical model, these obtained results will be compared with the experimental results. The comparison of the results of our model with experimentation has shown that they are quantitatively acceptable compared to the obtained experimental results. The experimental study was conducted using the AF300 supersonic wind tunnel and a NACA Reduced airfoil model with two pressure Taps on extrados. In this experiment, we have considered the incident upstream supersonic Mach number over a dissymmetric NACA airfoil wing. The validation and the accuracy of the results support our model.

Keywords: supersonic, viscous, triple deck technique, asymptotic methods, AF300 supersonic wind tunnel, reduced airfoil model

Procedia PDF Downloads 230

Authors: Tahir Nawaz Cheema, Dumitru Baleanu, Ali Raza

Abstract:

In this research work, we design intelligent computing through Bayesian Regularization artificial neural networks (BRANNs) introduced to solve the mathematical modeling of infectious diseases (Covid-19). The dynamical transmission is due to the interaction of people and its mathematical representation based on the system's nonlinear differential equations. The generation of the dataset of the Covid-19 model is exploited by the power of the explicit Runge Kutta method for different countries of the world like India, Pakistan, Italy, and many more. The generated dataset is approximately used for training, testing, and validation processes for every frequent update in Bayesian Regularization backpropagation for numerical behavior of the dynamics of the Covid-19 model. The performance and effectiveness of designed methodology BRANNs are checked through mean squared error, error histograms, numerical solutions, absolute error, and regression analysis.

Keywords: mathematical models, beysian regularization, bayesian-regularization backpropagation networks, regression analysis, numerical computing

Procedia PDF Downloads 134

Authors: Oliver Takawira, Thembi Hope

Abstract:

This study will analyse the relationship between Bitcoin price movements and the Johannesburg stock exchange (JSE). The aim is to determine whether Bitcoin price movements affect the stock market performance. As crypto currencies continue to gain prominence as a safe asset during periods of economic distress, this raises the question of whether Bitcoin’s prosperity could affect investment in the stock market. To identify the existence of a short run and long run linear relationship, the study will apply the Autoregressive Distributed Lag Model (ARDL) bounds test and a Vector Error Correction Model (VECM) after testing the data for unit roots and cointegration using the Augmented Dicker Fuller (ADF) and Phillips-Perron (PP). The Non-Linear Auto Regressive Distributed Lag (NARDL) will then be used to check if there is a non-linear relationship between bitcoin prices and stock market prices.

Keywords: bitcoin, stock market, interest rates, ARDL

Procedia PDF Downloads 96

Authors: Partha P. Gopmandal, S. Bhattacharyya

Abstract:

We investigate the thermal end effect on the pseudo-steady state behavior of the isotachophoretic transport of ionic species in a 2-D microchannel. Both ends of the channel are kept at a constant temperature which may lead to significant changes in electrophoretic migration speed. A mathematical model based on Nernst-Planck equations for transport of ions coupled with the equation for temperature field is considered. In addition, the charge conservation equations govern the potential field due to the external electric field. We have computed the equations for ion transport, potential and temperature in a coupled manner through the finite volume method. The diffusive terms are discretized via central difference scheme, while QUICK (Quadratic Upwind Interpolation Convection Kinematics) scheme is used to discretize the convective terms. We find that the thermal end effect has significant effect on the isotachophoretic (ITP) migration speed of the analyte. Our result shows that the ITP velocity for temperature dependent case no longer varies linearly with the applied electric field. A detailed analysis has been made to provide a range of the key parameters to minimize the Joule heating effect on ITP transport of analytes.

Keywords: finite volume method, isotachophoresis, QUICK scheme, thermal effect

Procedia PDF Downloads 268

Authors: Julia Zimmerman, Gaurav Savant

Abstract:

This study aims to evaluate the efficacy of the U.S. Army Corp of Engineers’ River Analysis System (HEC-RAS) application to modeling the hydraulics of estuaries. HEC-RAS has been broadly used for a variety of riverine applications. However, it has not been widely applied to the study of circulation in estuaries. This report details the model development and validation of a combined 1D/2D unsteady flow hydraulic model using HEC-RAS for estuaries and they are associated with tidally influenced rivers. Two estuaries, Galveston Bay and Delaware Bay, were used as case studies. Galveston Bay, a bar-built, vertically mixed estuary, was modeled for the 2005 calendar year. Delaware Bay, a drowned river valley estuary, was modeled from October 22, 2019, to November 5, 2019. Water surface elevation was used to validate both models by comparing simulation results to NOAA’s Center for Operational Oceanographic Products and Services (CO-OPS) gauge data. Simulations were run using the Diffusion Wave Equations (DW), the Shallow Water Equations, Eulerian-Lagrangian Method (SWE-ELM), and the Shallow Water Equations Eulerian Method (SWE-EM) and compared for both accuracy and computational resources required. In general, the Diffusion Wave Equations results were found to be comparable to the two Shallow Water equations sets while requiring less computational power. The 1D/2D combined approach was valid for study areas within the 2D flow area, with the 1D flow serving mainly as an inflow boundary condition. Within the Delaware Bay estuary, the HEC-RAS DW model ran in 22 minutes and had an average R² value of 0.94 within the 2-D mesh. The Galveston Bay HEC-RAS DW ran in 6 hours and 47 minutes and had an average R² value of 0.83 within the 2-D mesh. The longer run time and lower R² for Galveston Bay can be attributed to the increased length of the time frame modeled and the greater complexity of the estuarine system. The models did not accurately capture tidal effects within the 1D flow area.

Keywords: Delaware bay, estuarine hydraulics, Galveston bay, HEC-RAS, one-dimensional modeling, two-dimensional modeling

Procedia PDF Downloads 195

Authors: Bo Liu, Liangtian Gao, Idrees Qasim

Abstract:

The impact of the storm leads to accidents even in the case of vessels that meet the computed safety criteria for stability. That is why, in order to clarify the causes of the accident and shipwreck, it is necessary to study the dynamics of the ship under the complex sudden impact of external forces. The task is to determine the movement and landing of the ship in the complex and sudden impact of external forces, i.e. when the ship's load changes over a relatively short period of time. For the solution, a technique was used to study the ship's dynamics, which is based on the compilation of a system of differential equations of motion. A coordinate system was adopted for the equation of motion of the hull and the determination of external forces. As a numerical method of integration, the 4^th order Runge-Kutta method was chosen. The results of the calculation show that dynamic deviations were lower for high-altitude vessels. The study of the movement of the hull under a difficult situation is performed: receiving of cargo, impact of a flurry of wind and subsequent displacement of the cargo. The risk of overturning and flooding was assessed.

Keywords: dynamics, statics, roll, trim, vertical displacement, dynamic load, tilt

Procedia PDF Downloads 218

Authors: T. T. Tham

Abstract:

The aim of this study is to propose an integrated approach to determine the most suitable programs, based on Quality Function Deployment (QFD), Sensitivity Analysis (SA) and Multi-Objective Linear Programming model (MOLP). Firstly, QFD is used to determine business requirements and transform them into business and supply chain programs. From the QFD, technical scores of all programs are obtained. All programs are then evaluated through five criteria (productivity, quality, cost, technical score, and feasibility). Sets of weight of these criteria are built using Sensitivity Analysis. Multi-Objective Linear Programming model is applied to select suitable programs according to multiple conflicting objectives under a budget constraint. A case study from the Sai Gon-Mien Tay Beer Company is given to illustrate the proposed methodology. The outcome of the study provides a comprehensive picture for companies to select suitable programs to obtain the optimal solution according to their preference.

Keywords: business program, multi-objective linear programming model, quality function deployment, sensitivity analysis, supply chain management

Procedia PDF Downloads 115

Authors: Yongjian Du, Jinhua Sun, Kim M. Liew, Huahua Xiao

Abstract:

Optimal allocation of emergency resources before a disaster is of great importance for emergency response. In reality, the pre-protection for a single critical node where accidents may occur is common. In this study, a model is developed to determine location and inventory decisions of multiple emergency resources among a set of candidate stations to minimize the total cost based on the constraints of budgetary and capacity. The total cost includes the economic accident loss which is accorded with probability distribution of time and the warehousing cost of resources which is increasing over time. A ratio is set to measure the degree of a storage station only serving the target node that becomes larger with the decrease of the distance between them. For the application of linear program, it is assumed that the length of travel time to the accident scene of emergency resources has a linear relationship with the economic accident loss. A computational experiment is conducted to illustrate how the proposed model works, and the results indicate its effectiveness and practicability.

Keywords: emergency response, integer linear program, multiple emergency resources, pre-allocation decisions, single potential accident node

Procedia PDF Downloads 147