Search results for: equivalent displacement method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 20014

Search results for: equivalent displacement method

18964 Second Order Analysis of Frames Using Modified Newmark Method

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

Abstract:

The main purpose of this paper is to present the Modified Newmark Method as a method of non-linear frame analysis by considering the effect of the axial load (second order analysis). The discussion will be restricted to plane frameworks containing a constant cross-section for each element. In addition, it is assumed that the frames are prevented from out-of-plane deflection. This part of the investigation is performed to generalize the established method for the assemblage structures such as frameworks. As explained, the governing differential equations are non-linear and cannot be formulated easily due to unknown axial load of the struts in the frame. By the assumption of constant axial load, the governing equations are changed to linear ones in most methods. Since the modeling and the solutions of the non-linear form of the governing equations are cumbersome, the linear form of the equations would be used in the established method. However, according to the ability of the method to reconsider the minor omitted parameters in modeling during the solution procedure, the axial load in the elements at each stage of the iteration can be computed and applied in the next stage. Therefore, the ability of the method to present an accurate approach to the solutions of non-linear equations will be demonstrated again in this paper.

Keywords: nonlinear, stability, buckling, modified newmark method

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18963 Reliability-Based Method for Assessing Liquefaction Potential of Soils

Authors: Mehran Naghizaderokni, Asscar Janalizadechobbasty

Abstract:

This paper explores probabilistic method for assessing the liquefaction potential of sandy soils. The current simplified methods for assessing soil liquefaction potential use a deterministic safety factor in order to determine whether liquefaction will occur or not. However, these methods are unable to determine the liquefaction probability related to a safety factor. A solution to this problem can be found by reliability analysis.This paper presents a reliability analysis method based on the popular certain liquefaction analysis method. The proposed probabilistic method is formulated based on the results of reliability analyses of 190 field records and observations of soil performance against liquefaction. The results of the present study show that confidence coefficient greater and smaller than 1 does not mean safety and/or liquefaction in cadence for liquefaction, and for assuring liquefaction probability, reliability based method analysis should be used. This reliability method uses the empirical acceleration attenuation law in the Chalos area to derive the probability density distribution function and the statistics for the earthquake-induced cyclic shear stress ratio (CSR). The CSR and CRR statistics are used in continuity with the first order and second moment method to calculate the relation between the liquefaction probability, the safety factor and the reliability index. Based on the proposed method, the liquefaction probability related to a safety factor can be easily calculated. The influence of some of the soil parameters on the liquefaction probability can be quantitatively evaluated.

Keywords: liquefaction, reliability analysis, chalos area, civil and structural engineering

Procedia PDF Downloads 462
18962 Parallelizing the Hybrid Pseudo-Spectral Time Domain/Finite Difference Time Domain Algorithms for the Large-Scale Electromagnetic Simulations Using Massage Passing Interface Library

Authors: Donggun Lee, Q-Han Park

Abstract:

Due to its coarse grid, the Pseudo-Spectral Time Domain (PSTD) method has advantages against the Finite Difference Time Domain (FDTD) method in terms of memory requirement and operation time. However, since the efficiency of parallelization is much lower than that of FDTD, PSTD is not a useful method for a large-scale electromagnetic simulation in a parallel platform. In this paper, we propose the parallelization technique of the hybrid PSTD-FDTD (HPF) method which simultaneously possesses the efficient parallelizability of FDTD and the quick speed and low memory requirement of PSTD. Parallelization cost of the HPF method is exactly the same as the parallel FDTD, but still, it occupies much less memory space and has faster operation speed than the parallel FDTD. Experiments in distributed memory systems have shown that the parallel HPF method saves up to 96% of the operation time and reduces 84% of the memory requirement. Also, by combining the OpenMP library to the MPI library, we further reduced the operation time of the parallel HPF method by 50%.

Keywords: FDTD, hybrid, MPI, OpenMP, PSTD, parallelization

Procedia PDF Downloads 142
18961 One Period Loops of Memristive Circuits with Mixed-Mode Oscillations

Authors: Wieslaw Marszalek, Zdzislaw Trzaska

Abstract:

Interesting properties of various one-period loops of singularly perturbed memristive circuits with mixed-mode oscillations (MMOs) are analyzed in this paper. The analysis is mixed, both analytical and numerical and focused on the properties of pinched hysteresis of the memristive element and other one-period loops formed by pairs of time-series solutions for various circuits' variables. The memristive element is the only nonlinear element in the two circuits. A theorem on periods of mixed-mode oscillations of the circuits is formulated and proved. Replacements of memristors by parallel G-C or series R-L circuits for a MMO response with equivalent RMS values is also discussed.

Keywords: mixed-mode oscillations, memristive circuits, pinched hysteresis, one-period loops, singularly perturbed circuits

Procedia PDF Downloads 468
18960 The Use of Fractional Brownian Motion in the Generation of Bed Topography for Bodies of Water Coupled with the Lattice Boltzmann Method

Authors: Elysia Barker, Jian Guo Zhou, Ling Qian, Steve Decent

Abstract:

A method of modelling topography used in the simulation of riverbeds is proposed in this paper, which removes the need for datapoints and measurements of physical terrain. While complex scans of the contours of a surface can be achieved with other methods, this requires specialised tools, which the proposed method overcomes by using fractional Brownian motion (FBM) as a basis to estimate the real surface within a 15% margin of error while attempting to optimise algorithmic efficiency. This removes the need for complex, expensive equipment and reduces resources spent modelling bed topography. This method also accounts for the change in topography over time due to erosion, sediment transport, and other external factors which could affect the topography of the ground by updating its parameters and generating a new bed. The lattice Boltzmann method (LBM) is used to simulate both stationary and steady flow cases in a side-by-side comparison over the generated bed topography using the proposed method and a test case taken from an external source. The method, if successful, will be incorporated into the current LBM program used in the testing phase, which will allow an automatic generation of topography for the given situation in future research, removing the need for bed data to be specified.

Keywords: bed topography, FBM, LBM, shallow water, simulations

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18959 Forecasting Amman Stock Market Data Using a Hybrid Method

Authors: Ahmad Awajan, Sadam Al Wadi

Abstract:

In this study, a hybrid method based on Empirical Mode Decomposition and Holt-Winter (EMD-HW) is used to forecast Amman stock market data. First, the data are decomposed by EMD method into Intrinsic Mode Functions (IMFs) and residual components. Then, all components are forecasted by HW technique. Finally, forecasting values are aggregated together to get the forecasting value of stock market data. Empirical results showed that the EMD- HW outperform individual forecasting models. The strength of this EMD-HW lies in its ability to forecast non-stationary and non- linear time series without a need to use any transformation method. Moreover, EMD-HW has a relatively high accuracy comparing with eight existing forecasting methods based on the five forecast error measures.

Keywords: Holt-Winter method, empirical mode decomposition, forecasting, time series

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18958 Assessment of ASEI-PDSI Method on Students’ Attitude and Achievement in Junior Secondary Schools Mathematics in FCT-Abuja

Authors: Amenaghawon Clement Osemwinyen

Abstract:

The Activity, Student-centred, Experiment, Improvisation - Plan, Do, See, Improve (ASEI-PDSI) method championed by the Strengthening Mathematics And Science Education (SMASE) - Nigeria Project is an attempt to improve the quality of mathematics, which has consistently declined over the years in both public primary and secondary schools across the country. The study thus assessed the ASEI-PDSI method on students’ attitudes and achievement in junior secondary schools (JSS) mathematics in FCT-Abuja. A survey research design was adopted, and 100 mathematics teachers using a stratified random sampling method were used for the study. The data were collected using structured questionnaires and analyzed using descriptive statistics. The findings showed that the ASEI-PDSI method had significantly improved the attitudes of students toward mathematics. The study also revealed that the ASEI-PDSI method significantly influenced junior secondary school (JSS) students’ mathematics achievement. Amongst the recommendations were that teachers should be encouraged to adopt the ASEI-PDSI method in teaching and learning mathematics in order to create a mathematically stimulating classroom environment which could advertently influence junior secondary school (JSS) students’ attitude and academic performance in mathematics. Also, regular in-service training programs should be organized by stakeholders (government and other interest groups) so as to improve the teaching strategies of teachers, mostly as they affect the ASEI-PDSI method.

Keywords: achievement, ASEI-PDSI method, attitude, mathematics, SMASE

Procedia PDF Downloads 97
18957 First Approach on Lycopene Extraction Using Limonene

Authors: M. A. Ferhat, M. N. Boukhatem, F. Chemat

Abstract:

Lycopene extraction with petroleum derivatives as solvents has caused safety, health, and environmental concerns everywhere. Thus, finding a safe alternative solvent will have a strong and positive impact on environments and general health of the world population. d-limonene from the orange peel was extracted through a steam distillation procedure followed by a deterpenation process and combining this achievement by using it as a solvent for extracting lycopene from tomato fruit as a substitute of dichloromethane. Lycopene content of fresh tomatoes was determined by high-performance liquid chromatography after extraction. Yields obtained for both extractions showed that yields of d-limonene’s extracts were almost equivalent to those obtained using dichloromethane. The proposed approach using a green solvent to perform extraction is useful and can be considered as a nice alternative to conventional petroleum solvent where toxicity for both operator and environment is reduced.

Keywords: alternative solvent, d-limonene, extraction, lycopene

Procedia PDF Downloads 404
18956 Finite Element Method for Calculating Temperature Field of Main Cable of Suspension Bridge

Authors: Heng Han, Zhilei Liang, Xiangong Zhou

Abstract:

In this paper, the finite element method is used to study the temperature field of the main cable of the suspension bridge, and the calculation method of the average temperature of the cross-section of the main cable suitable for the construction control of the cable system is proposed; By comparing and analyzing the temperature field of the main cable with five diameters, a reasonable diameter limit for calculating the average temperature of the cross section of the main cable by finite element method is proposed. The results show that the maximum error of this method is less than 1℃, which meets the requirements of construction control accuracy; For the main cable with a diameter greater than 400mm, the surface temperature measuring points combined with the finite element method shall be used to calculate the average cross-section temperature.

Keywords: suspension bridge, main cable, temperature field, finite element

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18955 A Stable Method for Determination of the Number of Independent Components

Authors: Yuyan Yi, Jingyi Zheng, Nedret Billor

Abstract:

Independent component analysis (ICA) is one of the most commonly used blind source separation (BSS) techniques for signal pre-processing, such as noise reduction and feature extraction. The main parameter in the ICA method is the number of independent components (IC). Although there have been several methods for the determination of the number of ICs, it has not been given sufficient attentionto this important parameter. In this study, wereview the mostused methods fordetermining the number of ICs and providetheir advantages and disadvantages. Further, wepropose an improved version of column-wise ICAByBlock method for the determination of the number of ICs.To assess the performance of the proposed method, we compare the column-wise ICAbyBlock with several existing methods through different ICA methods by using simulated and real signal data. Results show that the proposed column-wise ICAbyBlock is an effective and stable method for determining the optimal number of components in ICA. This method is simple, and results can be demonstrated intuitively with good visualizations.

Keywords: independent component analysis, optimal number, column-wise, correlation coefficient, cross-validation, ICAByblock

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18954 Dynamic Analysis of Functionally Graded Nano Composite Pipe with PZT Layers Subjected to Moving Load

Authors: Morteza Raminnia

Abstract:

In this study, dynamic analysis of functionally graded nano-composite pipe reinforced by single-walled carbon nano-tubes (SWCNTs) with simply supported boundary condition subjected to moving mechanical loads is investigated. The material properties of functionally graded carbon nano tube-reinforced composites (FG-CNTRCs) are assumed to be graded in the thickness direction and are estimated through a micro-mechanical model. In this paper polymeric matrix considered as isotropic material and for the CNTRC, uniform distribution (UD) and three types of FG distribution patterns of SWCNT reinforcements are considered. The system equation of motion is derived by using Hamilton's principle under the assumptions of first order shear deformation theory (FSDT).The thin piezoelectric layers embedded on inner and outer surfaces of FG-CNTRC layer are acted as distributed sensor and actuator to control dynamic characteristics of the FG-CNTRC laminated pipe. The modal analysis technique and Newmark's integration method are used to calculate the displacement and dynamic stress of the pipe subjected to moving loads. The effects of various material distribution and velocity of moving loads on dynamic behavior of the pipe is presented. This present approach is validated by comparing the numerical results with the published numerical results in literature. The results show that the above-mentioned effects play very important role on dynamic behavior of the pipe .This present work shows that some meaningful results that which are interest to scientific and engineering community in the field of FGM nano-structures.

Keywords: nano-composite, functionally garded material, moving load, active control, PZT layers

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18953 Radiation Skin Decontamination Formulation

Authors: Navneet Sharma, Himanshu Ojha, Dharam Pal Pathak, Rakesh Kumar Sharma

Abstract:

Radio-nuclides decontamination is an important task because any extra second of deposition leads to deleterious health effects. We had developed and characterise nanoemulsion of p-tertbutylcalix[4]arens using phase inversion temperature (PIT) method and evaluate its decontamination efficacy (DE). The solubility of the drug was determined in various oils and surfactants. Nanoemulsion developed with an HLB value of 11 and different ratios of the surfactants 10% (7:3, w/w), oil (20%, w/w), and double distilled water (70%) were selected. Formulation was characterised by multi-photon spectroscopy and parameters like viscosity, droplet size distribution, zeta potential and stability were optimised. In vitro and Ex vivo decontamination efficacy (DE) was evaluated against Technetium-99m, Iodine-131, and Thallium-201 as radio-contaminants applied over skin of Sprague-Dawley rat and human tissue equivalent model. Contaminants were removed using formulation soaked in cotton swabs at different time intervals and whole body imaging and static counts were recorded using SPECT gamma camera before and after decontamination attempt. Data were analysed using one-way analysis of variance (ANOVA) and was found to be significant (p <0.05). DE of the nanoemulsion loaded with p-tertbutylcalix[4]arens was compared with placebo and recorded to be 88±5%, 90±3% and 89±3% for 99mTc, 131I and 201Tl respectively. Ex-vivo complexation study of p-tertbutylcalix[4]arene nanoemulsion with surrogate nuclides of radioactive thallium and Iodine, were performed on rat skin mounted on Franz diffusion cell using high-resolution sector field inductively coupled plasma mass spectroscopy (HR-SF-ICPMS). More than 90% complexation of the formulation with these nuclides was observed. Results demonstrate that the prepared nanoemulsion formulation was found efficacious for the decontamination of radionuclides from a large contaminated population.

Keywords: p-tertbutylcalix[4]arens, skin decontamination, radiological emergencies, nanoemulsion, iodine-131, thallium-201

Procedia PDF Downloads 395
18952 Design and Optimization of an Electromagnetic Vibration Energy Converter

Authors: Slim Naifar, Sonia Bradai, Christian Viehweger, Olfa Kanoun

Abstract:

Vibration provides an interesting source of energy since it is available in many indoor and outdoor applications. Nevertheless, in order to have an efficient design of the harvesting system, vibration converters have to satisfy some criterion in terms of robustness, compactness and energy outcome. In this work, an electromagnetic converter based on mechanical spring principle is proposed. The designed harvester is formed by a coil oscillating around ten ring magnets using a mechanical spring. The proposed design overcomes one of the main limitation of the moving coil by avoiding the contact between the coil wires with the mechanical spring which leads to a better robustness for the converter. In addition, the whole system can be implemented in a cavity of a screw. Different parameters in the harvester were investigated by finite element method including the magnet size, the coil winding number and diameter and the excitation frequency and amplitude. A prototype was realized and tested. Experiments were performed for 0.5 g to 1 g acceleration. The used experimental setup consists of an electrodynamic shaker as an external artificial vibration source controlled by a laser sensor to measure the applied displacement and frequency excitation. Together with the laser sensor, a controller unit, and an amplifier, the shaker is operated in a closed loop which allows controlling the vibration amplitude. The resonance frequency of the proposed designs is in the range of 24 Hz. Results indicate that the harvester can generate 612 mV and 1150 mV maximum open circuit peak to peak voltage at resonance for 0.5 g and 1 g acceleration respectively which correspond to 4.75 mW and 1.34 mW output power. Tuning the frequency to other values is also possible due to the possibility to add mass to the moving part of the or by changing the mechanical spring stiffness.

Keywords: energy harvesting, electromagnetic principle, vibration converter, moving coil

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18951 The Use of Stochastic Gradient Boosting Method for Multi-Model Combination of Rainfall-Runoff Models

Authors: Phanida Phukoetphim, Asaad Y. Shamseldin

Abstract:

In this study, the novel Stochastic Gradient Boosting (SGB) combination method is addressed for producing daily river flows from four different rain-runoff models of Ohinemuri catchment, New Zealand. The selected rainfall-runoff models are two empirical black-box models: linear perturbation model and linear varying gain factor model, two conceptual models: soil moisture accounting and routing model and Nedbør-Afrstrømnings model. In this study, the simple average combination method and the weighted average combination method were used as a benchmark for comparing the results of the novel SGB combination method. The models and combination results are evaluated using statistical and graphical criteria. Overall results of this study show that the use of combination technique can certainly improve the simulated river flows of four selected models for Ohinemuri catchment, New Zealand. The results also indicate that the novel SGB combination method is capable of accurate prediction when used in a combination method of the simulated river flows in New Zealand.

Keywords: multi-model combination, rainfall-runoff modeling, stochastic gradient boosting, bioinformatics

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18950 Stable Tending Control of Complex Power Systems: An Example of Localized Design of Power System Stabilizers

Authors: Wenjuan Du

Abstract:

The phase compensation method was proposed based on the concept of the damping torque analysis (DTA). It is a method for the design of a PSS (power system stabilizer) to suppress local-mode power oscillations in a single-machine infinite-bus power system. This paper presents the application of the phase compensation method for the design of a PSS in a multi-machine power system. The application is achieved by examining the direct damping contribution of the stabilizer to the power oscillations. By using linearized equal area criterion, a theoretical proof to the application for the PSS design is presented. Hence PSS design in the paper is an example of stable tending control by localized method.

Keywords: phase compensation method, power system small-signal stability, power system stabilizer

Procedia PDF Downloads 632
18949 Assessment of Aminopolyether on 18F-FDG Samples

Authors: Renata L. C. Leão, João E. Nascimento, Natalia C. E. S. Nascimento, Elaine S. Vasconcelos, Mércia L. Oliveira

Abstract:

The quality control procedures of a radiopharmaceutical include the assessment of its chemical purity. The method suggested by international pharmacopeias consists of a thin layer chromatographic run. In this paper, the method proposed by the United States Pharmacopeia (USP) is compared to a direct method to determine the final concentration of aminopolyether in Fludeoxyglucose (18F-FDG) preparations. The approach (no chromatographic run) was achieved by placing the thin-layer chromatography (TLC) plate directly on an iodine vapor chamber. Both methods were validated and they showed adequate results to determine the concentration of aminopolyether in 18F-FDG preparations. However, the direct method is more sensitive, faster and simpler when compared to the reference method (with chromatographic run), and it may be chosen for use in routine quality control of 18F-FDG.

Keywords: chemical purity, Kryptofix 222, thin layer chromatography, validation

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18948 Reductive Control in the Management of Redundant Actuation

Authors: Mkhinini Maher, Knani Jilani

Abstract:

We present in this work the performances of a mobile omnidirectional robot through evaluating its management of the redundancy of actuation. Thus we come to the predictive control implemented. The distribution of the wringer on the robot actions, through the inverse pseudo of Moore-Penrose, corresponds to a -geometric- distribution of efforts. We will show that the load on vehicle wheels would not be equi-distributed in terms of wheels configuration and of robot movement. Thus, the threshold of sliding is not the same for the three wheels of the vehicle. We suggest exploiting the redundancy of actuation to reduce the risk of wheels sliding and to ameliorate, thereby, its accuracy of displacement. This kind of approach was the subject of study for the legged robots.

Keywords: mobile robot, actuation, redundancy, omnidirectional, inverse pseudo moore-penrose, reductive control

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18947 An Efficient Collocation Method for Solving the Variable-Order Time-Fractional Partial Differential Equations Arising from the Physical Phenomenon

Authors: Haniye Dehestani, Yadollah Ordokhani

Abstract:

In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.

Keywords: collocation method, fractional partial differential equations, legendre-laguerre functions, pseudo-operational matrix of integration

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18946 Adaptive Nonparametric Approach for Guaranteed Real-Time Detection of Targeted Signals in Multichannel Monitoring Systems

Authors: Andrey V. Timofeev

Abstract:

An adaptive nonparametric method is proposed for stable real-time detection of seismoacoustic sources in multichannel C-OTDR systems with a significant number of channels. This method guarantees given upper boundaries 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 report.

Keywords: guaranteed detection, multichannel monitoring systems, change point, interval estimation, adaptive detection

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18945 State Estimation Method Based on Unscented Kalman Filter for Vehicle Nonlinear Dynamics

Authors: Wataru Nakamura, Tomoaki Hashimoto, Liang-Kuang Chen

Abstract:

This paper provides a state estimation method for automatic control systems of nonlinear vehicle dynamics. A nonlinear tire model is employed to represent the realistic behavior of a vehicle. In general, all the state variables of control systems are not precisedly known, because those variables are observed through output sensors and limited parts of them might be only measurable. Hence, automatic control systems must incorporate some type of state estimation. It is needed to establish a state estimation method for nonlinear vehicle dynamics with restricted measurable state variables. For this purpose, unscented Kalman filter method is applied in this study for estimating the state variables of nonlinear vehicle dynamics. The objective of this paper is to propose a state estimation method using unscented Kalman filter for nonlinear vehicle dynamics. The effectiveness of the proposed method is verified by numerical simulations.

Keywords: state estimation, control systems, observer systems, nonlinear systems

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18944 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

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18943 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

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18942 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

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18941 Portfolio Selection with Constraints on Trading Frequency

Authors: Min Dai, Hong Liu, Shuaijie Qian

Abstract:

We study a portfolio selection problem of an investor who faces constraints on rebalancing frequency, which is common in pension fund investment. We formulate it as a multiple optimal stopping problem and utilize the dynamic programming principle. By numerically solving the corresponding Hamilton-Jacobi-Bellman (HJB) equation, we find a series of free boundaries characterizing optimal strategy, and the constraints significantly impact the optimal strategy. Even in the absence of transaction costs, there is a no-trading region, depending on the number of the remaining trading chances. We also find that the equivalent wealth loss caused by the constraints is large. In conclusion, our model clarifies the impact of the constraints on transaction frequency on the optimal strategy.

Keywords: portfolio selection, rebalancing frequency, optimal strategy, free boundary, optimal stopping

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18940 Discrimination and Classification of Vestibular Neuritis Using Combined Fisher and Support Vector Machine Model

Authors: Amine Ben Slama, Aymen Mouelhi, Sondes Manoubi, Chiraz Mbarek, Hedi Trabelsi, Mounir Sayadi, Farhat Fnaiech

Abstract:

Vertigo is a sensation of feeling off balance; the cause of this symptom is very difficult to interpret and needs a complementary exam. Generally, vertigo is caused by an ear problem. Some of the most common causes include: benign paroxysmal positional vertigo (BPPV), Meniere's disease and vestibular neuritis (VN). In clinical practice, different tests of videonystagmographic (VNG) technique are used to detect the presence of vestibular neuritis (VN). The topographical diagnosis of this disease presents a large diversity in its characteristics that confirm a mixture of problems for usual etiological analysis methods. In this study, a vestibular neuritis analysis method is proposed with videonystagmography (VNG) applications using an estimation of pupil movements in the case of an uncontrolled motion to obtain an efficient and reliable diagnosis results. First, an estimation of the pupil displacement vectors using with Hough Transform (HT) is performed to approximate the location of pupil region. Then, temporal and frequency features are computed from the rotation angle variation of the pupil motion. Finally, optimized features are selected using Fisher criterion evaluation for discrimination and classification of the VN disease.Experimental results are analyzed using two categories: normal and pathologic. By classifying the reduced features using the Support Vector Machine (SVM), 94% is achieved as classification accuracy. Compared to recent studies, the proposed expert system is extremely helpful and highly effective to resolve the problem of VNG analysis and provide an accurate diagnostic for medical devices.

Keywords: nystagmus, vestibular neuritis, videonystagmographic system, VNG, Fisher criterion, support vector machine, SVM

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18939 Environmental Impact of Trade Sector Growth: Evidence from Tanzania

Authors: Mosses E. Lufuke

Abstract:

This paper attempted to investigate whether there is Granger-causality running from trade to environment as evidenced in the changing climatic condition and land degradation. Using Tanzania as the reference, VAR-Granger-causality test was employed to rationalize the conundrum of causal-effect relationship between trade and environment. The changing climatic condition, as the proxy of both nitrous oxide emissions (in thousand metric tons of CO2 equivalent) and land degradation measured by the size of arable land were tested against trade using both exports and imports variables. The result indicated that neither of the trade variables Granger-cause the variability on gas emissions and arable land size. This suggests the possibility that all trade concerns in relation to environment to have been internalized in domestic policies to offset any likely negative consequence.

Keywords: environment, growth, impact, trade

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18938 Application of a SubIval Numerical Solver for Fractional Circuits

Authors: Marcin Sowa

Abstract:

The paper discusses the subinterval-based numerical method for fractional derivative computations. It is now referred to by its acronym – SubIval. The basis of the method is briefly recalled. The ability of the method to be applied in time stepping solvers is discussed. The possibility of implementing a time step size adaptive solver is also mentioned. The solver is tested on a transient circuit example. In order to display the accuracy of the solver – the results have been compared with those obtained by means of a semi-analytical method called gcdAlpha. The time step size adaptive solver applying SubIval has been proven to be very accurate as the results are very close to the referential solution. The solver is currently able to solve FDE (fractional differential equations) with various derivative orders for each equation and any type of source time functions.

Keywords: numerical method, SubIval, fractional calculus, numerical solver, circuit analysis

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18937 On a Continuous Formulation of Block Method for Solving First Order Ordinary Differential Equations (ODEs)

Authors: A. M. Sagir

Abstract:

The aim of this paper is to investigate the performance of the developed linear multistep block method for solving first order initial value problem of Ordinary Differential Equations (ODEs). The method calculates the numerical solution at three points simultaneously and produces three new equally spaced solution values within a block. The continuous formulations enable us to differentiate and evaluate at some selected points to obtain three discrete schemes, which were used in block form for parallel or sequential solutions of the problems. A stability analysis and efficiency of the block method are tested on ordinary differential equations involving practical applications, and the results obtained compared favorably with the exact solution. Furthermore, comparison of error analysis has been developed with the help of computer software.

Keywords: block method, first order ordinary differential equations, linear multistep, self-starting

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18936 On the Approximate Solution of Continuous Coefficients for Solving Third Order Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

This paper derived four newly schemes which are combined in order to form an accurate and efficient block method for parallel or sequential solution of third order ordinary differential equations of the form y^'''= f(x,y,y^',y^'' ), y(α)=y_0,〖y〗^' (α)=β,y^('' ) (α)=μ with associated initial or boundary conditions. The implementation strategies of the derived method have shown that the block method is found to be consistent, zero stable and hence convergent. The derived schemes were tested on stiff and non-stiff ordinary differential equations, and the numerical results obtained compared favorably with the exact solution.

Keywords: block method, hybrid, linear multistep, self-starting, third order ordinary differential equations

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18935 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

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