Search results for: differential quadrature (GDQ) method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 20002

Search results for: differential quadrature (GDQ) method

19042 Black-Box-Base Generic Perturbation Generation Method under Salient Graphs

Authors: Dingyang Hu, Dan Liu

Abstract:

DNN (Deep Neural Network) deep learning models are widely used in classification, prediction, and other task scenarios. To address the difficulties of generic adversarial perturbation generation for deep learning models under black-box conditions, a generic adversarial ingestion generation method based on a saliency map (CJsp) is proposed to obtain salient image regions by counting the factors that influence the input features of an image on the output results. This method can be understood as a saliency map attack algorithm to obtain false classification results by reducing the weights of salient feature points. Experiments also demonstrate that this method can obtain a high success rate of migration attacks and is a batch adversarial sample generation method.

Keywords: adversarial sample, gradient, probability, black box

Procedia PDF Downloads 104
19041 Hardware Implementation and Real-time Experimental Validation of a Direction of Arrival Estimation Algorithm

Authors: Nizar Tayem, AbuMuhammad Moinuddeen, Ahmed A. Hussain, Redha M. Radaydeh

Abstract:

This research paper introduces an approach for estimating the direction of arrival (DOA) of multiple RF noncoherent sources in a uniform linear array (ULA). The proposed method utilizes a Capon-like estimation algorithm and incorporates LU decomposition to enhance the accuracy of DOA estimation while significantly reducing computational complexity compared to existing methods like the Capon method. Notably, the proposed method does not require prior knowledge of the number of sources. To validate its effectiveness, the proposed method undergoes validation through both software simulations and practical experimentation on a prototype testbed constructed using a software-defined radio (SDR) platform and GNU Radio software. The results obtained from MATLAB simulations and real-time experiments provide compelling evidence of the proposed method's efficacy.

Keywords: DOA estimation, real-time validation, software defined radio, computational complexity, Capon's method, GNU radio

Procedia PDF Downloads 75
19040 On Constructing a Cubically Convergent Numerical Method for Multiple Roots

Authors: Young Hee Geum

Abstract:

We propose the numerical method defined by xn+1 = xn − λ[f(xn − μh(xn))/]f'(xn) , n ∈ N, and determine the control parameter λ and μ to converge cubically. In addition, we derive the asymptotic error constant. Applying this proposed scheme to various test functions, numerical results show a good agreement with the theory analyzed in this paper and are proven using Mathematica with its high-precision computability.

Keywords: asymptotic error constant, iterative method, multiple root, root-finding

Procedia PDF Downloads 220
19039 Equations of Pulse Propagation in Three-Layer Structure of As2S3 Chalcogenide Plasmonic Nano-Waveguides

Authors: Leila Motamed-Jahromi, Mohsen Hatami, Alireza Keshavarz

Abstract:

This research aims at obtaining the equations of pulse propagation in nonlinear plasmonic waveguides created with As2S3 chalcogenide materials. Via utilizing Helmholtz equation and first-order perturbation theory, two components of electric field are determined within frequency domain. Afterwards, the equations are formulated in time domain. The obtained equations include two coupled differential equations that considers nonlinear dispersion.

Keywords: nonlinear optics, plasmonic waveguide, chalcogenide, propagation equation

Procedia PDF Downloads 418
19038 An Implicit Methodology for the Numerical Modeling of Locally Inextensible Membranes

Authors: Aymen Laadhari

Abstract:

We present in this paper a fully implicit finite element method tailored for the numerical modeling of inextensible fluidic membranes in a surrounding Newtonian fluid. We consider a highly simplified version of the Canham-Helfrich model for phospholipid membranes, in which the bending force and spontaneous curvature are disregarded. The coupled problem is formulated in a fully Eulerian framework and the membrane motion is tracked using the level set method. The resulting nonlinear problem is solved by a Newton-Raphson strategy, featuring a quadratic convergence behavior. A monolithic solver is implemented, and we report several numerical experiments aimed at model validation and illustrating the accuracy of the proposed method. We show that stability is maintained for significantly larger time steps with respect to an explicit decoupling method.

Keywords: finite element method, level set, Newton, membrane

Procedia PDF Downloads 330
19037 Polyvinylidene Fluoride-Polyaniline Films for Improved Dielectric Properties

Authors: Anjana Jain, S. Jayanth Kumar

Abstract:

Polyvinylidene fluoride (PVDF) is a well-known material for remarkable mechanical properties, resistance to chemicals and superior ferroelectric performances. This endows PVDF the potential for application in supercapacitor devices. The dielectric properties of PVDF, however, are not very high. To improve the dielectric properties of Polyvinylidene fluoride (PVDF), Piezoelectric polymer nanocomposites are prepared without affecting the other useful properties of PVDF. Polyaniline (PANI) was chosen as a filler material to prepare the nanocomposites. PVDF-PANI nanocomposite films were prepared using solvent cast method with different volume fractions of PANI varying from 0.04% to 0.048% of PANI content. The films are characterized for structural, mechanical, and surface morphological properties using X-ray diffraction, differential scanning calorimeter, Raman spectra, Infrared spectra, tensile testing, and scanning electron microscopy. The X-ray diffraction analysis shows that, prepared films were in β-phase. The DSC scans indicated that the degree of crystallinity in PVDF-PANI is improved. Raman and Infrared spectrum further confirm the presence of β-phase of PVDF-PANI film. Tensile properties of PVDF-PANI films were in good agreement with those reported in literature. The surface feature shows that PANI is uniformly distributed in PVDF and also results in disappearance of spherulites. The influence of volume fraction of PANI in PVDF on dielectric properties was analyzed. The results showed that the dielectric permittivity of PVDF-PANI (120) was much higher than that of PVDF (12). The sensitivity of these films was studied on application of a pressure and a constant output voltage was obtained.

Keywords: dielectric Properties, PANI, PVDF, smart materials

Procedia PDF Downloads 438
19036 Trajectory Tracking of a Redundant Hybrid Manipulator Using a Switching Control Method

Authors: Atilla Bayram

Abstract:

This paper presents the trajectory tracking control of a spatial redundant hybrid manipulator. This manipulator consists of two parallel manipulators which are a variable geometry truss (VGT) module. In fact, each VGT module with 3-degress of freedom (DOF) is a planar parallel manipulator and their operational planes of these VGT modules are arranged to be orthogonal to each other. Also, the manipulator contains a twist motion part attached to the top of the second VGT module to supply the missing orientation of the endeffector. These three modules constitute totally 7-DOF hybrid (parallel-parallel) redundant spatial manipulator. The forward kinematics equations of this manipulator are obtained, then, according to these equations, the inverse kinematics is solved based on an optimization with the joint limit avoidance. The dynamic equations are formed by using virtual work method. In order to test the performance of the redundant manipulator and the controllers presented, two different desired trajectories are followed by using the computed force control method and a switching control method. The switching control method is combined with the computed force control method and genetic algorithm. In the switching control method, the genetic algorithm is only used for fine tuning in the compensation of the trajectory tracking errors.

Keywords: computed force method, genetic algorithm, hybrid manipulator, inverse kinematics of redundant manipulators, variable geometry truss

Procedia PDF Downloads 347
19035 Advancing the Hi-Tech Ecosystem in the Periphery: The Case of the Sea of Galilee Region

Authors: Yael Dubinsky, Orit Hazzan

Abstract:

There is a constant need for hi-tech innovation to be decentralized to peripheral regions. This work describes how we applied design science research (DSR) principles to define what we refer to as the Sea of Galilee (SoG) method. The goal of the SoG method is to harness existing and new technological initiatives in peripheral regions to create a socio-technological network that can initiate and maintain hi-tech activities. The SoG method consists of a set of principles, a stakeholder network, and actual hi-tech business initiatives, including their infrastructure and practices. The three cycles of DSR, the Relevance, Design, and Rigor cycles, layout a research framework to sharpen the requirements, collect data from case studies, and iteratively refine the SoG method based on the existing knowledge base. We propose that the SoG method can be deployed by regional authorities that wish to be considered smart regions (an extension of the notion of smart cities).

Keywords: design science research, socio-technological initiatives, Sea of Galilee method, periphery stakeholder network, hi-tech initiatieves

Procedia PDF Downloads 131
19034 Comparison of Finite Difference Schemes for Numerical Study of Ripa Model

Authors: Sidrah Ahmed

Abstract:

The river and lakes flows are modeled mathematically by shallow water equations that are depth-averaged Reynolds Averaged Navier-Stokes equations under Boussinesq approximation. The temperature stratification dynamics influence the water quality and mixing characteristics. It is mainly due to the atmospheric conditions including air temperature, wind velocity, and radiative forcing. The experimental observations are commonly taken along vertical scales and are not sufficient to estimate small turbulence effects of temperature variations induced characteristics of shallow flows. Wind shear stress over the water surface influence flow patterns, heat fluxes and thermodynamics of water bodies as well. Hence it is crucial to couple temperature gradients with shallow water model to estimate the atmospheric effects on flow patterns. The Ripa system has been introduced to study ocean currents as a variant of shallow water equations with addition of temperature variations within the flow. Ripa model is a hyperbolic system of partial differential equations because all the eigenvalues of the system’s Jacobian matrix are real and distinct. The time steps of a numerical scheme are estimated with the eigenvalues of the system. The solution to Riemann problem of the Ripa model is composed of shocks, contact and rarefaction waves. Solving Ripa model with Riemann initial data with the central schemes is difficult due to the eigen structure of the system.This works presents the comparison of four different finite difference schemes for the numerical solution of Riemann problem for Ripa model. These schemes include Lax-Friedrichs, Lax-Wendroff, MacCormack scheme and a higher order finite difference scheme with WENO method. The numerical flux functions in both dimensions are approximated according to these methods. The temporal accuracy is achieved by employing TVD Runge Kutta method. The numerical tests are presented to examine the accuracy and robustness of the applied methods. It is revealed that Lax-Freidrichs scheme produces results with oscillations while Lax-Wendroff and higher order difference scheme produce quite better results.

Keywords: finite difference schemes, Riemann problem, shallow water equations, temperature gradients

Procedia PDF Downloads 203
19033 Solutions of Fuzzy Transportation Problem Using Best Candidates Method and Different Ranking Techniques

Authors: M. S. Annie Christi

Abstract:

Transportation Problem (TP) is based on supply and demand of commodities transported from one source to the different destinations. Usual methods for finding solution of TPs are North-West Corner Rule, Least Cost Method Vogel’s Approximation Method etc. The transportation costs tend to vary at each time. We can use fuzzy numbers which would give solution according to this situation. In this study the Best Candidate Method (BCM) is applied. For ranking Centroid Ranking Technique (CRT) and Robust Ranking Technique have been adopted to transform the fuzzy TP and the above methods are applied to EDWARDS Vacuum Company, Crawley, in West Sussex in the United Kingdom. A Comparative study is also given. We see that the transportation cost can be minimized by the application of CRT under BCM.

Keywords: best candidate method, centroid ranking technique, fuzzy transportation problem, robust ranking technique, transportation problem

Procedia PDF Downloads 294
19032 Study of Proton-9,11Li Elastic Scattering at 60~75 MeV/Nucleon

Authors: Arafa A. Alholaisi, Jamal H. Madani, M. A. Alvi

Abstract:

The radial form of nuclear matter distribution, charge and the shape of nuclei are essential properties of nuclei, and hence, are of great attention for several areas of research in nuclear physics. More than last three decades have witnessed a range of experimental means employing leptonic probes (such as muons, electrons etc.) for exploring nuclear charge distributions, whereas the hadronic probes (for example alpha particles, protons, etc.) have been used to investigate the nuclear matter distributions. In this paper, p-9,11Li elastic scattering differential cross sections in the energy range  to  MeV have been studied by means of Coulomb modified Glauber scattering formalism. By applying the semi-phenomenological Bhagwat-Gambhir-Patil [BGP] nuclear density for loosely bound neutron rich 11Li nucleus, the estimated matter radius is found to be 3.446 fm which is quite large as compared to so known experimental value 3.12 fm. The results of microscopic optical model based calculation by applying Bethe-Brueckner–Hartree–Fock formalism (BHF) have also been compared. It should be noted that in most of phenomenological density model used to reproduce the p-11Li differential elastic scattering cross sections data, the calculated matter radius lies between 2.964 and 3.55 fm. The calculated results with phenomenological BGP model density and with nucleon density calculated in the relativistic mean-field (RMF) reproduces p-9Li and p-11Li experimental data quite nicely as compared to Gaussian- Gaussian or Gaussian-Oscillator densities at all energies under consideration. In the approach described here, no free/adjustable parameter has been employed to reproduce the elastic scattering data as against the well-known optical model based studies that involve at least four to six adjustable parameters to match the experimental data. Calculated reaction cross sections σR for p-11Li at these energies are quite large as compared to estimated values reported by earlier works though so far no experimental studies have been performed to measure it.

Keywords: Bhagwat-Gambhir-Patil density, Coulomb modified Glauber model, halo nucleus, optical limit approximation

Procedia PDF Downloads 162
19031 An Analytical Method for Solving General Riccati Equation

Authors: Y. Pala, M. O. Ertas

Abstract:

In this paper, the general Riccati equation is analytically solved by a new transformation. By the method developed, looking at the transformed equation, whether or not an explicit solution can be obtained is readily determined. Since the present method does not require a proper solution for the general solution, it is especially suitable for equations whose proper solutions cannot be seen at first glance. Since the transformed second order linear equation obtained by the present transformation has the simplest form that it can have, it is immediately seen whether or not the original equation can be solved analytically. The present method is exemplified by several examples.

Keywords: Riccati equation, analytical solution, proper solution, nonlinear

Procedia PDF Downloads 354
19030 Participation, Network, Women’s Competency, and Government Policy Affecting on Community Development

Authors: Nopsarun Vannasirikul

Abstract:

The purposes of this research paper were to study the current situations of community development, women’s potentials, women’s participation, network, and government policy as well as to study the factors influencing women’s potentials, women’s participation, network, and government policy that have on the community development. The population included the women age of 18 years old who were living in the communities of Bangkok areas. This study was a mix research method of quantitative and qualitative method. A simple random sampling method was utilized to obtain 400 sample groups from 50 districts of Bangkok and to perform data collection by using questionnaire. Also, a purposive sampling method was utilized to obtain 12 informants for an in-depth interview to gain an in-sight information for quantitative method.

Keywords: community development, participation, network, women’s right, management

Procedia PDF Downloads 173
19029 The Guaranteed Detection of the Seismoacoustic Emission Source in the C-OTDR Systems

Authors: Andrey V. Timofeev

Abstract:

A method is proposed for stable detection of seismoacoustic sources in C-OTDR systems that guarantee given upper bounds for probabilities of type I and type II errors. Properties of the proposed method are rigorously proved. The results of practical applications of the proposed method in a real C-OTDR-system are presented in this.

Keywords: guaranteed detection, C-OTDR systems, change point, interval estimation

Procedia PDF Downloads 256
19028 Sensory Evaluation of Meat from Broilers Bird Fed Detoxified Jatropher Curcas and that Fed Conventional Feed

Authors: W. S. Lawal, T. A. Akande

Abstract:

Four (4) different methods were employed to detoxified jatropha caucas, they are physical method (if include soaking and drying) chemical method (use of methylated spirit, hexane and methene) biological method,(use of Aspergillus niger and Sunday for 7 days and then baccillus lichifarming) and finally combined method (combination of all these methods). Phobol esther andysis was carried out after the detoxification and was found that combined method is better off (P>0.05). 100 broiler birds was used to further test the effect of detoxified Jatropha by combined method, 50 birds for Jatropha made feed at 10 birds per treatment and was replicated five times, this was also repeated for another 50 birds fed conventional feed, Jatropha made feed was compranded at 8% inclusion level. At the end of the 8th weeks, 8 birds were sacrificed each from each treatment and one bird each was fry, roast, boil and grilled from both conventional and Jatropha fed birds and panelist were served for evaluation. It was found that feeding Jatropha to poultry birds has no effect on the taste of the meat.

Keywords: phobol esther, inclusion level, tolerance level, Jatropha carcass

Procedia PDF Downloads 425
19027 Nonlinear Heat Transfer in a Spiral Fin with a Period Base Temperature

Authors: Kuo-Teng Tsai, You-Min Huang

Abstract:

In this study, the problem of a spiral fin with a period base temperature is analyzed by using the Adomian decomposition method. The Adomian decomposition method is a useful and practice method to solve the nonlinear energy equation which are associated with the heat radiation. The period base temperature is around a mean value. The results including the temperature distribution and the heat flux from the spiral fin base can be calculated directly. The results also discussed the effects of the dimensionless variables for the temperature variations and the total energy transferred from the spiral fin base.

Keywords: spiral fin, period, adomian decomposition method, nonlinear

Procedia PDF Downloads 527
19026 Select-Low and Select-High Methods for the Wheeled Robot Dynamic States Control

Authors: Bogusław Schreyer

Abstract:

The paper enquires on the two methods of the wheeled robot braking torque control. Those two methods are applied when the adhesion coefficient under left side wheels is different from the adhesion coefficient under the right side wheels. In case of the select-low (SL) method the braking torque on both wheels is controlled by the signals originating from the wheels on the side of the lower adhesion. In the select-high (SH) method the torque is controlled by the signals originating from the wheels on the side of the higher adhesion. The SL method is securing stable and secure robot behaviors during the braking process. However, the efficiency of this method is relatively low. The SH method is more efficient in terms of time and braking distance but in some situations may cause wheels blocking. It is important to monitor the velocity of all wheels and then take a decision about the braking torque distribution accordingly. In case of the SH method the braking torque slope may require significant decrease in order to avoid wheel blocking.

Keywords: select-high, select-low, torque distribution, wheeled robots

Procedia PDF Downloads 119
19025 Classification of Sturm-Liouville Problems at Infinity

Authors: Kishor J. shinde

Abstract:

We determine the values of k and p such that the Sturm-Liouville differential operator τu=-(d^2 u)/(dx^2) + kx^p u is in limit point case or limit circle case at infinity. In particular it is shown that τ is in the limit point case when (i) for p=2 and ∀k, (ii) for ∀p and k=0, (iii) for all p and k>0, (iv) for 0≤p≤2 and k<0, (v) for p<0 and k<0. τ is in the limit circle case when (i) for p>2 and k<0.

Keywords: limit point case, limit circle case, Sturm-Liouville, infinity

Procedia PDF Downloads 367
19024 A Study on Stochastic Integral Associated with Catastrophes

Authors: M. Reni Sagayaraj, S. Anand Gnana Selvam, R. Reynald Susainathan

Abstract:

We analyze stochastic integrals associated with a mutation process. To be specific, we describe the cell population process and derive the differential equations for the joint generating functions for the number of mutants and their integrals in generating functions and their applications. We obtain first-order moments of the processes of the two-way mutation process in first-order moment structure of X (t) and Y (t) and the second-order moments of a one-way mutation process. In this paper, we obtain the limiting behaviour of the integrals in limiting distributions of X (t) and Y (t).

Keywords: stochastic integrals, single–server queue model, catastrophes, busy period

Procedia PDF Downloads 642
19023 Investigating Students’ Cognitive Processes in Solving Stoichiometric Problems and its Implications to Teaching and Learning Chemistry

Authors: Allen A. Espinosa, Larkins A. Trinidad

Abstract:

The present study investigated collegiate students’ problem solving strategies and misconceptions in solving stoichiometric problems and later on formulate a teaching framework from the result of the study. The study found out that the most prominent strategies among students are the mole method and the proportionality method, which are both algorithmic by nature. Misconception was also noted as some students rely on Avogadro’s number in converting between moles. It is suggested therefore that the teaching of stoichiometry should not be confined to demonstration. Students should be involved in the process of thinking of ways to solve the problem.

Keywords: stoichiometry, Svogadro’s number, mole method, proportionality method

Procedia PDF Downloads 381
19022 Characterization of Bacteriophage for Biocontrol of Pseudomonas syringae, Causative Agent of Canker in Prunus spp.

Authors: Mojgan Rabiey, Shyamali Roy, Billy Quilty, Ryan Creeth, George Sundin, Robert W. Jackson

Abstract:

Bacterial canker is a major disease of Prunus species such as cherry (Prunus avium). It is caused by Pseudomonas syringae species including P. syringae pv. syringae (Pss) and P. syringae pv. morsprunorum race 1 (Psm1) and race 2 (Psm2). Concerns over the environmental impact of, and developing resistance to, copper controls call for alternative approaches to disease management. One method of control could be achieved using naturally occurring bacteriophage (phage) infective to the bacterial pathogens. Phages were isolated from soil, leaf, and bark of cherry trees in five locations in the South East of England. The phages were assessed for their host range against strains of Pss, Psm1, and Psm2. The phages exhibited a differential ability to infect and lyse different Pss and Psm isolates as well as some other P. syringae pathovars. However, the phages were unable to infect beneficial bacteria such as Pseudomonas fluorescens. A subset of 18 of these phages were further characterised genetically (Random Amplification of Polymorphic DNA-PCR fingerprinting and sequencing) and using electron microscopy. The phages are tentatively identified as belonging to the order Caudovirales and the families Myoviridae, Podoviridae, and Siphoviridae, with genetic material being dsDNA. Future research will fully sequence the phage genomes. The efficacy of the phage, both individually and in cocktails, to reduce disease progression in vivo will be investigated to understand the potential for practical use of these phages as biocontrol agents.

Keywords: bacteriophage, pseudomonas, bacterial cancker, biological control

Procedia PDF Downloads 151
19021 Bubble Point Pressures of CO2+Ethyl Palmitate by a Cubic Equation of State and the Wong-Sandler Mixing Rule

Authors: M. A. Sedghamiz, S. Raeissi

Abstract:

This study presents three different approaches to estimate bubble point pressures for the binary system of CO2 and ethyl palmitate fatty acid ethyl ester. The first method involves the Peng-Robinson (PR) Equation of State (EoS) with the conventional mixing rule of Van der Waals. The second approach involves the PR EOS together with the Wong Sandler (WS) mixing rule, coupled with the Uniquac Ge model. In order to model the bubble point pressures with this approach, the volume and area parameter for ethyl palmitate were estimated by the Hansen group contribution method. The last method involved the Peng-Robinson, combined with the Wong-Sandler Method, but using NRTL as the GE model. Results using the Van der Waals mixing rule clearly indicated that this method has the largest errors among all three methods, with errors in the range of 3.96–6.22 %. The Pr-Ws-Uniquac method exhibited small errors, with average absolute deviations between 0.95 to 1.97 percent. The Pr-Ws-Nrtl method led to the least errors where average absolute deviations ranged between 0.65-1.7%.

Keywords: bubble pressure, Gibbs excess energy model, mixing rule, CO2 solubility, ethyl palmitate

Procedia PDF Downloads 474
19020 BART Matching Method: Using Bayesian Additive Regression Tree for Data Matching

Authors: Gianna Zou

Abstract:

Propensity score matching (PSM), introduced by Paul R. Rosenbaum and Donald Rubin in 1983, is a popular statistical matching technique which tries to estimate the treatment effects by taking into account covariates that could impact the efficacy of study medication in clinical trials. PSM can be used to reduce the bias due to confounding variables. However, PSM assumes that the response values are normally distributed. In some cases, this assumption may not be held. In this paper, a machine learning method - Bayesian Additive Regression Tree (BART), is used as a more robust method of matching. BART can work well when models are misspecified since it can be used to model heterogeneous treatment effects. Moreover, it has the capability to handle non-linear main effects and multiway interactions. In this research, a BART Matching Method (BMM) is proposed to provide a more reliable matching method over PSM. By comparing the analysis results from PSM and BMM, BMM can perform well and has better prediction capability when the response values are not normally distributed.

Keywords: BART, Bayesian, matching, regression

Procedia PDF Downloads 147
19019 An Implementation of Meshless Method for Modeling an Elastoplasticity Coupled to Damage

Authors: Sendi Zohra, Belhadjsalah Hedi, Labergere Carl, Saanouni Khemais

Abstract:

The modeling of mechanical problems including both material and geometric nonlinearities with Finite Element Method (FEM) remains challenging. Meshless methods offer special properties to get rid of well-known drawbacks of the FEM. The main objective of Meshless Methods is to eliminate the difficulty of meshing and remeshing the entire structure by simply insertion or deletion of nodes, and alleviate other problems associated with the FEM, such as element distortion, locking and others. In this study, a robust numerical implementation of an Element Free Galerkin Method for an elastoplastic coupled to damage problem is presented. Several results issued from the numerical simulations by a DynamicExplicit resolution scheme are analyzed and critically compared with Element Finite Method results. Finally, different numerical examples are carried out to demonstrate the efficiency of this method.

Keywords: damage, dynamic explicit, elastoplasticity, isotropic hardening, meshless

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19018 Performance of the Strong Stability Method in the Univariate Classical Risk Model

Authors: Safia Hocine, Zina Benouaret, Djamil A¨ıssani

Abstract:

In this paper, we study the performance of the strong stability method of the univariate classical risk model. We interest to the stability bounds established using two approaches. The first based on the strong stability method developed for a general Markov chains. The second approach based on the regenerative processes theory . By adopting an algorithmic procedure, we study the performance of the stability method in the case of exponential distribution claim amounts. After presenting numerically and graphically the stability bounds, an interpretation and comparison of the results have been done.

Keywords: Marcov chain, regenerative process, risk model, ruin probability, strong stability

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19017 The Application of the Security Audit Method on the Selected Objects of Critical Infrastructure

Authors: Michaela Vašková

Abstract:

The paper is focused on the application of the security audit method on the selected objects of the critical infrastructure. The emphasis is put on security audit method to find gaps in the critical infrastructure security. The theoretical part describes objects of the critical infrastructure. The practical part describes using the security audit method. The main emphasis was put on the protection of the critical infrastructure in the Czech Republic.

Keywords: crisis management, critical infrastructure, object of critical infrastructure, security audit, extraordinary event

Procedia PDF Downloads 431
19016 Creative Mathematically Modelling Videos Developed by Engineering Students

Authors: Esther Cabezas-Rivas

Abstract:

Ordinary differential equations (ODE) are a fundamental part of the curriculum for most engineering degrees, and students typically have difficulties in the subsequent abstract mathematical calculations. To enhance their motivation and profit that they are digital natives, we propose a teamwork project that includes the creation of a video. It should explain how to model mathematically a real-world problem transforming it into an ODE, which should then be solved using the tools learned in the lectures. This idea was indeed implemented with first-year students of a BSc in Engineering and Management during the period of online learning caused by the outbreak of COVID-19 in Spain. Each group of 4 students was assigned a different topic: model a hot water heater, search for the shortest path, design the quickest route for delivery, cooling a computer chip, the shape of the hanging cables of the Golden Gate, detecting land mines, rocket trajectories, etc. These topics should be worked out through two complementary channels: a written report describing the problem and a 10-15 min video on the subject. The report includes the following items: description of the problem to be modeled, detailed obtention of the ODE that models the problem, its complete solution, and interpretation in the context of the original problem. We report the outcomes of this teaching in context and active learning experience, including the feedback received by the students. They highlighted the encouragement of creativity and originality, which are skills that they do not typically relate to mathematics. Additionally, the video format (unlike a common presentation) has the advantage of allowing them to critically review and self-assess the recording, repeating some parts until the result is satisfactory. As a side effect, they felt more confident about their oral abilities. In short, students agreed that they had fun preparing the video. They recognized that it was tricky to combine deep mathematical contents with entertainment since, without the latter, it is impossible to engage people to view the video till the end. Despite this difficulty, after the activity, they claimed to understand better the material, and they enjoyed showing the videos to family and friends during and after the project.

Keywords: active learning, contextual teaching, models in differential equations, student-produced videos

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19015 Numerical Investigation of a New Two-Fluid Model for Semi-Dilute Polymer Solutions

Authors: Soroush Hooshyar, Mohamadali Masoudian, Natalie Germann

Abstract:

Many soft materials such as polymer solutions can develop localized bands with different shear rates, which are known as shear bands. Using the generalized bracket approach of nonequilibrium thermodynamics, we recently developed a new two-fluid model to study shear banding for semi-dilute polymer solutions. The two-fluid approach is an appropriate means for describing diffusion processes such as Fickian diffusion and stress-induced migration. In this approach, it is assumed that the local gradients in concentration and, if accounted for, also stress generate a nontrivial velocity difference between the components. Since the differential velocity is treated as a state variable in our model, the implementation of the boundary conditions arising from the derivative diffusive terms is straightforward. Our model is a good candidate for benchmark simulations because of its simplicity. We analyzed its behavior in cylindrical Couette flow, a rectilinear channel flow, and a 4:1 planar contraction flow. The latter problem was solved using the OpenFOAM finite volume package and the impact of shear banding on the lip and salient vortices was investigated. For the other smooth geometries, we employed a standard Chebyshev pseudospectral collocation method. The results showed that the steady-state solution is unique with respect to initial conditions, deformation history, and the value of the diffusivity constant. However, smaller the value of the diffusivity constant is, the more time it takes to reach the steady state.

Keywords: nonequilibrium thermodynamics, planar contraction, polymer solutions, shear banding, two-fluid approach

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19014 Stability of Composite Struts Using the Modified Newmark Method

Authors: Seyed Amin Vakili, Sahar Sadat Vakili, Seyed Ehsan Vakili, Nader Abdoli Yazdi

Abstract:

The aim of this paper is to examine the behavior of elastic stability of reinforced and composite concrete struts with axial loads. The objective of this study is to verify the ability of the Modified Newmark Method to include geometric non-linearity in addition to non-linearity due to cracking, and also to show the advantage of the established method to reconsider an ignored minor parameter in mathematical modeling, such as the effect of the cracking by extra geometric bending moment Ny on cross-section properties. The purpose of this investigation is not to present some new results for the instability of reinforced or composite concrete columns. Therefore, no kinds of non-linearity involved in the problem are considered here. Only as mentioned, it is a part of the verification of the new established method to solve two kinds of non-linearity P- δ effect and cracking together simultaneously. However, the Modified Newmark Method can be used to solve non-linearity of materials and time-dependent behavior of concrete. However, since it is out of the scope of this article, it is not considered.

Keywords: stability, buckling, modified newmark method, reinforced

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19013 Fast Estimation of Fractional Process Parameters in Rough Financial Models Using Artificial Intelligence

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

Abstract:

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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