Search results for: geophysical methods
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 15461

Search results for: geophysical methods

14411 Voltage Profile Enhancement in the Unbalanced Distribution Systems during Fault Conditions

Authors: K. Jithendra Gowd, Ch. Sai Babu, S. Sivanagaraju

Abstract:

Electric power systems are daily exposed to service interruption mainly due to faults and human accidental interference. Short circuit currents are responsible for several types of disturbances in power systems. The fault currents are high and the voltages are reduced at the time of fault. This paper presents two suitable methods, consideration of fault resistance and Distributed Generator are implemented and analyzed for the enhancement of voltage profile during fault conditions. Fault resistance is a critical parameter of electric power systems operation due to its stochastic nature. If not considered, this parameter may interfere in fault analysis studies and protection scheme efficiency. The effect of Distributed Generator is also considered. The proposed methods are tested on the IEEE 37 bus test systems and the results are compared.

Keywords: distributed generation, electrical distribution systems, fault resistance

Procedia PDF Downloads 516
14410 A Gradient Orientation Based Efficient Linear Interpolation Method

Authors: S. Khan, A. Khan, Abdul R. Soomrani, Raja F. Zafar, A. Waqas, G. Akbar

Abstract:

This paper proposes a low-complexity image interpolation method. Image interpolation is used to convert a low dimension video/image to high dimension video/image. The objective of a good interpolation method is to upscale an image in such a way that it provides better edge preservation at the cost of very low complexity so that real-time processing of video frames can be made possible. However, low complexity methods tend to provide real-time interpolation at the cost of blurring, jagging and other artifacts due to errors in slope calculation. Non-linear methods, on the other hand, provide better edge preservation, but at the cost of high complexity and hence they can be considered very far from having real-time interpolation. The proposed method is a linear method that uses gradient orientation for slope calculation, unlike conventional linear methods that uses the contrast of nearby pixels. Prewitt edge detection is applied to separate uniform regions and edges. Simple line averaging is applied to unknown uniform regions, whereas unknown edge pixels are interpolated after calculation of slopes using gradient orientations of neighboring known edge pixels. As a post-processing step, bilateral filter is applied to interpolated edge regions in order to enhance the interpolated edges.

Keywords: edge detection, gradient orientation, image upscaling, linear interpolation, slope tracing

Procedia PDF Downloads 261
14409 Comparison of Receiver Operating Characteristic Curve Smoothing Methods

Authors: D. Sigirli

Abstract:

The Receiver Operating Characteristic (ROC) curve is a commonly used statistical tool for evaluating the diagnostic performance of screening and diagnostic test with continuous or ordinal scale results which aims to predict the presence or absence probability of a condition, usually a disease. When the test results were measured as numeric values, sensitivity and specificity can be computed across all possible threshold values which discriminate the subjects as diseased and non-diseased. There are infinite numbers of possible decision thresholds along the continuum of the test results. The ROC curve presents the trade-off between sensitivity and the 1-specificity as the threshold changes. The empirical ROC curve which is a non-parametric estimator of the ROC curve is robust and it represents data accurately. However, especially for small sample sizes, it has a problem of variability and as it is a step function there can be different false positive rates for a true positive rate value and vice versa. Besides, the estimated ROC curve being in a jagged form, since the true ROC curve is a smooth curve, it underestimates the true ROC curve. Since the true ROC curve is assumed to be smooth, several smoothing methods have been explored to smooth a ROC curve. These include using kernel estimates, using log-concave densities, to fit parameters for the specified density function to the data with the maximum-likelihood fitting of univariate distributions or to create a probability distribution by fitting the specified distribution to the data nd using smooth versions of the empirical distribution functions. In the present paper, we aimed to propose a smooth ROC curve estimation based on the boundary corrected kernel function and to compare the performances of ROC curve smoothing methods for the diagnostic test results coming from different distributions in different sample sizes. We performed simulation study to compare the performances of different methods for different scenarios with 1000 repetitions. It is seen that the performance of the proposed method was typically better than that of the empirical ROC curve and only slightly worse compared to the binormal model when in fact the underlying samples were generated from the normal distribution.

Keywords: empirical estimator, kernel function, smoothing, receiver operating characteristic curve

Procedia PDF Downloads 152
14408 The Economic Limitations of Defining Data Ownership Rights

Authors: Kacper Tomasz Kröber-Mulawa

Abstract:

This paper will address the topic of data ownership from an economic perspective, and examples of economic limitations of data property rights will be provided, which have been identified using methods and approaches of economic analysis of law. To properly build a background for the economic focus, in the beginning a short perspective of data and data ownership in the EU’s legal system will be provided. It will include a short introduction to its political and social importance and highlight relevant viewpoints. This will stress the importance of a Single Market for data but also far-reaching regulations of data governance and privacy (including the distinction of personal and non-personal data, data held by public bodies and private businesses). The main discussion of this paper will build upon the briefly referred to legal basis as well as methods and approaches of economic analysis of law.

Keywords: antitrust, data, data ownership, digital economy, property rights

Procedia PDF Downloads 83
14407 Cultural and Historical Roots of Plagiarism in Georgia

Authors: Lali Khurtsia, Vano Tsertsvadze

Abstract:

The purpose of the study was to find out incentives and expectations, methods and ways, which are influential to students during working with their thesis. Research findings shows that the use of plagiarism has cultural links deep in the history - on the one hand, the tradition of sharing knowledge in the oral manner, with its different interpretations, and on the other hand the lack of fair and honest methods in the academic process. Research results allow us to determine general ideas about preventive policy to reduce the use of plagiarism. We conducted surveys in three different groups – we interviewed so-called diploma writers, students on bachelors and masters level and the focus group of lecturers. We found that the problem with plagiarism in Georgia has cultural-mental character. We think that nearest years’ main task should be breaking of barriers existed between lecturers and students and acknowledgement of honest principals of study process among students and pupils.

Keywords: education, Georgia, plagiarism, study process, school, university

Procedia PDF Downloads 229
14406 Advanced Numerical and Analytical Methods for Assessing Concrete Sewers and Their Remaining Service Life

Authors: Amir Alani, Mojtaba Mahmoodian, Anna Romanova, Asaad Faramarzi

Abstract:

Pipelines are extensively used engineering structures which convey fluid from one place to another. Most of the time, pipelines are placed underground and are encumbered by soil weight and traffic loads. Corrosion of pipe material is the most common form of pipeline deterioration and should be considered in both the strength and serviceability analysis of pipes. The study in this research focuses on concrete pipes in sewage systems (concrete sewers). This research firstly investigates how to involve the effect of corrosion as a time dependent process of deterioration in the structural and failure analysis of this type of pipe. Then three probabilistic time dependent reliability analysis methods including the first passage probability theory, the gamma distributed degradation model and the Monte Carlo simulation technique are discussed and developed. Sensitivity analysis indexes which can be used to identify the most important parameters that affect pipe failure are also discussed. The reliability analysis methods developed in this paper contribute as rational tools for decision makers with regard to the strengthening and rehabilitation of existing pipelines. The results can be used to obtain a cost-effective strategy for the management of the sewer system.

Keywords: reliability analysis, service life prediction, Monte Carlo simulation method, first passage probability theory, gamma distributed degradation model

Procedia PDF Downloads 457
14405 A Methodology for Automatic Diversification of Document Categories

Authors: Dasom Kim, Chen Liu, Myungsu Lim, Su-Hyeon Jeon, ByeoungKug Jeon, Kee-Young Kwahk, Namgyu Kim

Abstract:

Recently, numerous documents including unstructured data and text have been created due to the rapid increase in the usage of social media and the Internet. Each document is usually provided with a specific category for the convenience of the users. In the past, the categorization was performed manually. However, in the case of manual categorization, not only can the accuracy of the categorization be not guaranteed but the categorization also requires a large amount of time and huge costs. Many studies have been conducted towards the automatic creation of categories to solve the limitations of manual categorization. Unfortunately, most of these methods cannot be applied to categorizing complex documents with multiple topics because the methods work by assuming that one document can be categorized into one category only. In order to overcome this limitation, some studies have attempted to categorize each document into multiple categories. However, they are also limited in that their learning process involves training using a multi-categorized document set. These methods therefore cannot be applied to multi-categorization of most documents unless multi-categorized training sets are provided. To overcome the limitation of the requirement of a multi-categorized training set by traditional multi-categorization algorithms, we previously proposed a new methodology that can extend a category of a single-categorized document to multiple categorizes by analyzing relationships among categories, topics, and documents. In this paper, we design a survey-based verification scenario for estimating the accuracy of our automatic categorization methodology.

Keywords: big data analysis, document classification, multi-category, text mining, topic analysis

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14404 The Differences in Skill Performance Between Online and Conventional Learning Among Nursing Students

Authors: Nurul Nadrah

Abstract:

As a result of the COVID-19 pandemic, a movement control order was implemented, leading to the adoption of online learning as a substitute for conventional classroom instruction. Thus, this study aims to determine the differences in skill performance between online learning and conventional methods among nursing students. We employed a quasi-experimental design with purposive sampling, involving a total of 59 nursing students, and used online learning as the intervention. As a result, the study found there was a significant difference in student skill performance between online learning and conventional methods. As a conclusion, in times of hardship, it is necessary to implement alternative pedagogical approaches, especially in critical fields like nursing, to ensure the uninterrupted progression of educational programs. This study suggests that online learning can be effectively employed as a means of imparting knowledge to nursing students during their training.

Keywords: nursing education, online learning, skill performance, conventional learning method

Procedia PDF Downloads 50
14403 Advanced Concrete Crack Detection Using Light-Weight MobileNetV2 Neural Network

Authors: Li Hui, Riyadh Hindi

Abstract:

Concrete structures frequently suffer from crack formation, a critical issue that can significantly reduce their lifespan by allowing damaging agents to enter. Traditional methods of crack detection depend on manual visual inspections, which heavily relies on the experience and expertise of inspectors using tools. In this study, a more efficient, computer vision-based approach is introduced by using the lightweight MobileNetV2 neural network. A dataset of 40,000 images was used to develop a specialized crack evaluation algorithm. The analysis indicates that MobileNetV2 matches the accuracy of traditional CNN methods but is more efficient due to its smaller size, making it well-suited for mobile device applications. The effectiveness and reliability of this new method were validated through experimental testing, highlighting its potential as an automated solution for crack detection in concrete structures.

Keywords: Concrete crack, computer vision, deep learning, MobileNetV2 neural network

Procedia PDF Downloads 66
14402 Modelling and Simulation of Biomass Pyrolysis

Authors: P. Ahuja, K. S. S. Sai Krishna

Abstract:

There is a concern over the energy shortage in the modern societies as it is one of the primary necessities. Renewable energy, mainly biomass, is found to be one feasible solution as it is inexhaustible and clean energy source all over the world. Out of various methods, thermo chemical conversion is considered to be the most common and convenient method to extract energy from biomass. The thermo-chemical methods that are employed are gasification, liquefaction and combustion. On gasification biomass yields biogas, on liquefaction biomass yields bio-oil and on combustion biomass yields bio-char. Any attempt to biomass gasification, liquefaction or combustion calls for a good understanding of biomass pyrolysis. So, Irrespective of the method used the first step towards the thermo-chemical treatment of biomass is pyrolysis. Pyrolysis mainly converts the solid mass into liquid with gas and residual char as the byproducts. Liquid is used for the production of heat, power and many other chemicals whereas the gas and char can be used as fuels to generate heat.

Keywords: biomass, fluidisation, pyrolysis, simulation

Procedia PDF Downloads 343
14401 Analysis and Forecasting of Bitcoin Price Using Exogenous Data

Authors: J-C. Leneveu, A. Chereau, L. Mansart, T. Mesbah, M. Wyka

Abstract:

Extracting and interpreting information from Big Data represent a stake for years to come in several sectors such as finance. Currently, numerous methods are used (such as Technical Analysis) to try to understand and to anticipate market behavior, with mixed results because it still seems impossible to exactly predict a financial trend. The increase of available data on Internet and their diversity represent a great opportunity for the financial world. Indeed, it is possible, along with these standard financial data, to focus on exogenous data to take into account more macroeconomic factors. Coupling the interpretation of these data with standard methods could allow obtaining more precise trend predictions. In this paper, in order to observe the influence of exogenous data price independent of other usual effects occurring in classical markets, behaviors of Bitcoin users are introduced in a model reconstituting Bitcoin value, which is elaborated and tested for prediction purposes.

Keywords: big data, bitcoin, data mining, social network, financial trends, exogenous data, global economy, behavioral finance

Procedia PDF Downloads 355
14400 Knowledge, Attitude and Practice of the Congolese Population from Basic Territorial Entities on Family Planning:a Forgotten issue. Case of Murara Sector(City of Goma, Democratic Republic of Congo)

Authors: Mwamba Mwamini Ruth

Abstract:

For many authors,the percentage of married or in union persons using family planning methods has increased significantly since the 1960s, despite this progress, important differences across régions are observer.These différences become even greater,to present a paradox,when studying the issue in smallest territorial entities in developing countries.In line with the above,the general objective of this research is to investigate into "knowledge , attitude and practice"of households from a basic territorial entity,here in"Murara Sector"(in the city of Goma, province of North Kivu,Democratic Republic of Congo,Africa)on family planning (as defined and provisioned by the four World Health Organization-WHO key texts on the matter)

Keywords: DRC, family planning methods, information technology, Murara

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14399 Research on the Planning and Design of National Park Gateway Communities from the Perspective of Nature Education

Authors: Yulin Liang

Abstract:

Under the background of protecting ecology, natural education is an effective way for people to understand nature. At the same time, it is a new means of sustainable development of eco-tourism, which can improve the functions of China's protected areas and develop new business formats for the development of national parks. This study takes national park gateway communities as the research object and uses literature review, inductive reasoning and other research methods to sort out the development process of natural education in China and the research progress of natural education design in national park gateway communities. Finally, we discuss how gateway communities can use natural education to transform their development methods and provide a theoretical and practical basis for the development of gateway communities in national parks.

Keywords: natural education, gateway communities, national parks, sustainable development

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14398 Role of Social Media for Institutional Branding: Ethics of Communication Review

Authors: Iva Ariani, Mohammad Alvi Pratama

Abstract:

Currently, the world of communication experiences a rapid development. There are many ways of communication utilized in line with the development of science which creates many technologies that encourage a rapid development of communication system. However, despite giving convenience for the society, the development of communication system is not accompanied by the development of applicable values and regulations. Therefore, it raises many issues regarding false information or hoax which can influence the society’s mindset. This research aims to know the role of social media towards the reputation of an institution using a communication ethics study. It is a qualitative research using interview, observation, and literature study for collecting data. Then, the data will be analyzed using philosophical methods which are hermeneutic and deduction methods. This research is expected to show the role of social media in developing an institutional reputation in ethical review.

Keywords: social media, ethics, communication, reputation

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14397 Morphological Characteristics and Pollination Requirement in Red Pitaya (Hylocereus Spp.)

Authors: Dinh Ha, Tran, Chung-Ruey Yen

Abstract:

This study explored the morphological characteristics and effects of pollination methods on fruit set and characteristics in four red pitaya (Hylocereus spp.) clones. The distinctive morphological recognition and classification among pitaya clones were confirmed by the stem, flower and fruit features. The fruit production season was indicated from the beginning of May to the end of August, the beginning of September with 6-7 flowering cycles per year. The floral stage took from 15-19 days and fruit duration spent 30–32 days. VN White, fully self-compatible, obtained high fruit set rates (80.0-90.5 %) in all pollination treatments and the maximum fruit weight (402.6 g) in hand self- and (403.4 g) in open-pollination. Chaozhou 5 was partially self-compatible while Orejona and F11 were completely self-incompatible. Hand cross-pollination increased significantly fruit set (95.8; 88.4 and 90.2 %) and fruit weight (374.2; 281.8 and 416.3 g) in Chaozhou 5, Orejona, and F11, respectively. TSS contents were not much influenced by pollination methods.

Keywords: Hylocereus spp., morphology, floral phenology, pollination requirement

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14396 The Mechanical Properties of a Small-Size Seismic Isolation Rubber Bearing for Bridges

Authors: Yi F. Wu, Ai Q. Li, Hao Wang

Abstract:

Taking a novel type of bridge bearings with the diameter being 100mm as an example, the theoretical analysis, the experimental research as well as the numerical simulation of the bearing were conducted. Since the normal compression-shear machines cannot be applied to the small-size bearing, an improved device to test the properties of the bearing was proposed and fabricated. Besides, the simulation of the bearing was conducted on the basis of the explicit finite element software ANSYS/LS-DYNA, and some parameters of the bearing are modified in the finite element model to effectively reduce the computation cost. Results show that all the research methods are capable of revealing the fundamental properties of the small-size bearings, and a combined use of these methods can better catch both the integral properties and the inner detailed mechanical behaviors of the bearing.

Keywords: ANSYS/LS-DYNA, compression shear, contact analysis, explicit algorithm, small-size

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14395 A Review of Data Visualization Best Practices: Lessons for Open Government Data Portals

Authors: Bahareh Ansari

Abstract:

Background: The Open Government Data (OGD) movement in the last decade has encouraged many government organizations around the world to make their data publicly available to advance democratic processes. But current open data platforms have not yet reached to their full potential in supporting all interested parties. To make the data useful and understandable for everyone, scholars suggested that opening the data should be supplemented by visualization. However, different visualizations of the same information can dramatically change an individual’s cognitive and emotional experience in working with the data. This study reviews the data visualization literature to create a list of the methods empirically tested to enhance users’ performance and experience in working with a visualization tool. This list can be used in evaluating the OGD visualization practices and informing the future open data initiatives. Methods: Previous reviews of visualization literature categorized the visualization outcomes into four categories including recall/memorability, insight/comprehension, engagement, and enjoyment. To identify the papers, a search for these outcomes was conducted in the abstract of the publications of top-tier visualization venues including IEEE Transactions for Visualization and Computer Graphics, Computer Graphics, and proceedings of the CHI Conference on Human Factors in Computing Systems. The search results are complemented with a search in the references of the identified articles, and a search for 'open data visualization,' and 'visualization evaluation' keywords in the IEEE explore and ACM digital libraries. Articles are included if they provide empirical evidence through conducting controlled user experiments, or provide a review of these empirical studies. The qualitative synthesis of the studies focuses on identification and classifying the methods, and the conditions under which they are examined to positively affect the visualization outcomes. Findings: The keyword search yields 760 studies, of which 30 are included after the title/abstract review. The classification of the included articles shows five distinct methods: interactive design, aesthetic (artistic) style, storytelling, decorative elements that do not provide extra information including text, image, and embellishment on the graphs), and animation. Studies on decorative elements show consistency on the positive effects of these elements on user engagement and recall but are less consistent in their examination of the user performance. This inconsistency could be attributable to the particular data type or specific design method used in each study. The interactive design studies are consistent in their findings of the positive effect on the outcomes. Storytelling studies show some inconsistencies regarding the design effect on user engagement, enjoyment, recall, and performance, which could be indicative of the specific conditions required for the use of this method. Last two methods, aesthetics and animation, have been less frequent in the included articles, and provide consistent positive results on some of the outcomes. Implications for e-government: Review of the visualization best-practice methods show that each of these methods is beneficial under specific conditions. By using these methods in a potentially beneficial condition, OGD practices can promote a wide range of individuals to involve and work with the government data and ultimately engage in government policy-making procedures.

Keywords: best practices, data visualization, literature review, open government data

Procedia PDF Downloads 107
14394 Mining Multicity Urban Data for Sustainable Population Relocation

Authors: Xu Du, Aparna S. Varde

Abstract:

In this research, we propose to conduct diagnostic and predictive analysis about the key factors and consequences of urban population relocation. To achieve this goal, urban simulation models extract the urban development trends as land use change patterns from a variety of data sources. The results are treated as part of urban big data with other information such as population change and economic conditions. Multiple data mining methods are deployed on this data to analyze nonlinear relationships between parameters. The result determines the driving force of population relocation with respect to urban sprawl and urban sustainability and their related parameters. Experiments so far reveal that data mining methods discover useful knowledge from the multicity urban data. This work sets the stage for developing a comprehensive urban simulation model for catering to specific questions by targeted users. It contributes towards achieving sustainability as a whole.

Keywords: data mining, environmental modeling, sustainability, urban planning

Procedia PDF Downloads 309
14393 Innovative Technologies Functional Methods of Dental Research

Authors: Sergey N. Ermoliev, Margarita A. Belousova, Aida D. Goncharenko

Abstract:

Application of the diagnostic complex of highly informative functional methods (electromyography, reodentography, laser Doppler flowmetry, reoperiodontography, vital computer capillaroscopy, optical tissue oximetry, laser fluorescence diagnosis) allows to perform a multifactorial analysis of the dental status and to prescribe complex etiopathogenetic treatment. Introduction. It is necessary to create a complex of innovative highly informative and safe functional diagnostic methods for improvement of the quality of patient treatment by the early detection of stomatologic diseases. The purpose of the present study was to investigate the etiology and pathogenesis of functional disorders identified in the pathology of hard tissue, dental pulp, periodontal, oral mucosa and chewing function, and the creation of new approaches to the diagnosis of dental diseases. Material and methods. 172 patients were examined. Density of hard tissues of the teeth and jaw bone was studied by intraoral ultrasonic densitometry (USD). Electromyographic activity of masticatory muscles was assessed by electromyography (EMG). Functional state of dental pulp vessels assessed by reodentography (RDG) and laser Doppler flowmetry (LDF). Reoperiodontography method (RPG) studied regional blood flow in the periodontal tissues. Microcirculatory vascular periodontal studied by vital computer capillaroscopy (VCC) and laser Doppler flowmetry (LDF). The metabolic level of the mucous membrane was determined by optical tissue oximetry (OTO) and laser fluorescence diagnosis (LFD). Results and discussion. The results obtained revealed changes in mineral density of hard tissues of the teeth and jaw bone, the bioelectric activity of masticatory muscles, regional blood flow and microcirculation in the dental pulp and periodontal tissues. LDF and OTO methods estimated fluctuations of saturation level and oxygen transport in microvasculature of periodontal tissues. With LFD identified changes in the concentration of enzymes (nicotinamide, flavins, lipofuscin, porphyrins) involved in metabolic processes Conclusion. Our preliminary results confirmed feasibility and safety the of intraoral ultrasound densitometry technique in the density of bone tissue of periodontium. Conclusion. Application of the diagnostic complex of above mentioned highly informative functional methods allows to perform a multifactorial analysis of the dental status and to prescribe complex etiopathogenetic treatment.

Keywords: electromyography (EMG), reodentography (RDG), laser Doppler flowmetry (LDF), reoperiodontography method (RPG), vital computer capillaroscopy (VCC), optical tissue oximetry (OTO), laser fluorescence diagnosis (LFD)

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14392 Multiscale Modelling of Textile Reinforced Concrete: A Literature Review

Authors: Anicet Dansou

Abstract:

Textile reinforced concrete (TRC)is increasingly used nowadays in various fields, in particular civil engineering, where it is mainly used for the reinforcement of damaged reinforced concrete structures. TRC is a composite material composed of multi- or uni-axial textile reinforcements coupled with a fine-grained cementitious matrix. The TRC composite is an alternative solution to the traditional Fiber Reinforcement Polymer (FRP) composite. It has good mechanical performance and better temperature stability but also, it makes it possible to meet the criteria of sustainable development better.TRCs are highly anisotropic composite materials with nonlinear hardening behavior; their macroscopic behavior depends on multi-scale mechanisms. The characterization of these materials through numerical simulation has been the subject of many studies. Since TRCs are multiscale material by definition, numerical multi-scale approaches have emerged as one of the most suitable methods for the simulation of TRCs. They aim to incorporate information pertaining to microscale constitute behavior, mesoscale behavior, and macro-scale structure response within a unified model that enables rapid simulation of structures. The computational costs are hence significantly reduced compared to standard simulation at a fine scale. The fine scale information can be implicitly introduced in the macro scale model: approaches of this type are called non-classical. A representative volume element is defined, and the fine scale information are homogenized over it. Analytical and computational homogenization and nested mesh methods belong to these approaches. On the other hand, in classical approaches, the fine scale information are explicitly introduced in the macro scale model. Such approaches pertain to adaptive mesh refinement strategies, sub-modelling, domain decomposition, and multigrid methods This research presents the main principles of numerical multiscale approaches. Advantages and limitations are identified according to several criteria: the assumptions made (fidelity), the number of input parameters required, the calculation costs (efficiency), etc. A bibliographic study of recent results and advances and of the scientific obstacles to be overcome in order to achieve an effective simulation of textile reinforced concrete in civil engineering is presented. A comparative study is further carried out between several methods for the simulation of TRCs used for the structural reinforcement of reinforced concrete structures.

Keywords: composites structures, multiscale methods, numerical modeling, textile reinforced concrete

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14391 Comparative Study and Parallel Implementation of Stochastic Models for Pricing of European Options Portfolios using Monte Carlo Methods

Authors: Vinayak Bassi, Rajpreet Singh

Abstract:

Over the years, with the emergence of sophisticated computers and algorithms, finance has been quantified using computational prowess. Asset valuation has been one of the key components of quantitative finance. In fact, it has become one of the embryonic steps in determining risk related to a portfolio, the main goal of quantitative finance. This study comprises a drawing comparison between valuation output generated by two stochastic dynamic models, namely Black-Scholes and Dupire’s bi-dimensionality model. Both of these models are formulated for computing the valuation function for a portfolio of European options using Monte Carlo simulation methods. Although Monte Carlo algorithms have a slower convergence rate than calculus-based simulation techniques (like FDM), they work quite effectively over high-dimensional dynamic models. A fidelity gap is analyzed between the static (historical) and stochastic inputs for a sample portfolio of underlying assets. In order to enhance the performance efficiency of the model, the study emphasized the use of variable reduction methods and customizing random number generators to implement parallelization. An attempt has been made to further implement the Dupire’s model on a GPU to achieve higher computational performance. Furthermore, ideas have been discussed around the performance enhancement and bottleneck identification related to the implementation of options-pricing models on GPUs.

Keywords: monte carlo, stochastic models, computational finance, parallel programming, scientific computing

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14390 Evaluation of Quasi-Newton Strategy for Algorithmic Acceleration

Authors: T. Martini, J. M. Martínez

Abstract:

An algorithmic acceleration strategy based on quasi-Newton (or secant) methods is displayed for address the practical problem of accelerating the convergence of the Newton-Lagrange method in the case of convergence to critical multipliers. Since the Newton-Lagrange iteration converges locally at a linear rate, it is natural to conjecture that quasi-Newton methods based on the so called secant equation and some minimal variation principle, could converge superlinearly, thus restoring the convergence properties of Newton's method. This strategy can also be applied to accelerate the convergence of algorithms applied to fixed-points problems. Computational experience is reported illustrating the efficiency of this strategy to solve fixed-point problems with linear convergence rate.

Keywords: algorithmic acceleration, fixed-point problems, nonlinear programming, quasi-newton method

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14389 Electroencephalogram Based Alzheimer Disease Classification using Machine and Deep Learning Methods

Authors: Carlos Roncero-Parra, Alfonso Parreño-Torres, Jorge Mateo Sotos, Alejandro L. Borja

Abstract:

In this research, different methods based on machine/deep learning algorithms are presented for the classification and diagnosis of patients with mental disorders such as alzheimer. For this purpose, the signals obtained from 32 unipolar electrodes identified by non-invasive EEG were examined, and their basic properties were obtained. More specifically, different well-known machine learning based classifiers have been used, i.e., support vector machine (SVM), Bayesian linear discriminant analysis (BLDA), decision tree (DT), Gaussian Naïve Bayes (GNB), K-nearest neighbor (KNN) and Convolutional Neural Network (CNN). A total of 668 patients from five different hospitals have been studied in the period from 2011 to 2021. The best accuracy is obtained was around 93 % in both ADM and ADA classifications. It can be concluded that such a classification will enable the training of algorithms that can be used to identify and classify different mental disorders with high accuracy.

Keywords: alzheimer, machine learning, deep learning, EEG

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14388 Monitoring Soil Moisture Dynamic in Root Zone System of Argania spinosa Using Electrical Resistivity Imaging

Authors: F. Ainlhout, S. Boutaleb, M. C. Diaz-Barradas, M. Zunzunegui

Abstract:

Argania spinosa is an endemic tree of the southwest of Morocco, occupying 828,000 Ha, distributed mainly between Mediterranean vegetation and the desert. This tree can grow in extremely arid regions in Morocco, where annual rainfall ranges between 100-300 mm where no other tree species can live. It has been designated as a UNESCO Biosphere reserve since 1998. Argania tree is of great importance in human and animal feeding of rural population as well as for oil production, it is considered as a multi-usage tree. Admine forest located in the suburbs of Agadir city, 5 km inland, was selected to conduct this work. The aim of the study was to investigate the temporal variation in root-zone moisture dynamic in response to variation in climatic conditions and vegetation water uptake, using a geophysical technique called Electrical resistivity imaging (ERI). This technique discriminates resistive woody roots, dry and moisture soil. Time-dependent measurements (from April till July) of resistivity sections were performed along the surface transect (94 m Length) at 2 m fixed electrode spacing. Transect included eight Argan trees. The interactions between the tree and soil moisture were estimated by following the tree water status variations accompanying the soil moisture deficit. For that purpose we measured midday leaf water potential and relative water content during each sampling day, and for the eight trees. The first results showed that ERI can be used to accurately quantify the spatiotemporal distribution of root-zone moisture content and woody root. The section obtained shows three different layers: middle conductive one (moistured); a moderately resistive layer corresponding to relatively dry soil (calcareous formation with intercalation of marly strata) on top, this layer is interspersed by very resistant layer corresponding to woody roots. Below the conductive layer, we find the moderately resistive layer. We note that throughout the experiment, there was a continuous decrease in soil moisture at the different layers. With the ERI, we can clearly estimate the depth of the woody roots, which does not exceed 4 meters. In previous work on the same species, analyzing the δ18O in water of xylem and in the range of possible water sources, we argued that rain is the main water source in winter and spring, but not in summer, trees are not exploiting deep water from the aquifer as the popular assessment, instead of this they are using soil water at few meter depth. The results of the present work confirm the idea that the roots of Argania spinosa are not growing very deep.

Keywords: Argania spinosa, electrical resistivity imaging, root system, soil moisture

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14387 Performance Comparison of Different Regression Methods for a Polymerization Process with Adaptive Sampling

Authors: Florin Leon, Silvia Curteanu

Abstract:

Developing complete mechanistic models for polymerization reactors is not easy, because complex reactions occur simultaneously; there is a large number of kinetic parameters involved and sometimes the chemical and physical phenomena for mixtures involving polymers are poorly understood. To overcome these difficulties, empirical models based on sampled data can be used instead, namely regression methods typical of machine learning field. They have the ability to learn the trends of a process without any knowledge about its particular physical and chemical laws. Therefore, they are useful for modeling complex processes, such as the free radical polymerization of methyl methacrylate achieved in a batch bulk process. The goal is to generate accurate predictions of monomer conversion, numerical average molecular weight and gravimetrical average molecular weight. This process is associated with non-linear gel and glass effects. For this purpose, an adaptive sampling technique is presented, which can select more samples around the regions where the values have a higher variation. Several machine learning methods are used for the modeling and their performance is compared: support vector machines, k-nearest neighbor, k-nearest neighbor and random forest, as well as an original algorithm, large margin nearest neighbor regression. The suggested method provides very good results compared to the other well-known regression algorithms.

Keywords: batch bulk methyl methacrylate polymerization, adaptive sampling, machine learning, large margin nearest neighbor regression

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14386 Axial Load Capacity of Drilled Shafts from In-Situ Test Data at Semani Site, in Albania

Authors: Neritan Shkodrani, Klearta Rrushi, Anxhela Shaha

Abstract:

Generally, the design of axial load capacity of deep foundations is based on the data provided from field tests, such as SPT (Standard Penetration Test) and CPT (Cone Penetration Test) tests. This paper reports the results of axial load capacity analysis of drilled shafts at a construction site at Semani, in Fier county, Fier prefecture in Albania. In this case, the axial load capacity analyses are based on the data of 416 SPT tests and 12 CPTU tests, which are carried out in this site construction using 12 boreholes (10 borings of a depth 30.0 m and 2 borings of a depth of 80.0m). The considered foundation widths range from 0.5m to 2.5 m and foundation embedment lengths is fixed at a value of 25m. SPT – based analytical methods from the Japanese practice of design (Building Standard Law of Japan) and CPT – based analytical Eslami and Fellenius methods are used for obtaining axial ultimate load capacity of drilled shafts. The considered drilled shaft (25m long and 0.5m - 2.5m in diameter) is analyzed for the soil conditions of each borehole. The values obtained from sets of calculations are shown in different charts. Then the reported axial load capacity values acquired from SPT and CPTU data are compared and some conclusions are found related to the mentioned methods of calculations.

Keywords: deep foundations, drilled shafts, axial load capacity, ultimate load capacity, allowable load capacity, SPT test, CPTU test

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14385 Research on Community-based Nature Education Design at the Gateway Communities of National Parks

Authors: Yulin Liang

Abstract:

Under the background of protecting ecology, natural education is an effective way for people to understand nature. At the same time, it is a new means of sustainable development of eco-tourism, which can improve the functions of China 's protected areas and develop new business formats for the development of national parks. This study takes national park gateway communities as the research object and uses literature review, inductive reasoning and other research methods to sort out the development process of natural education in China and the research progress of natural education design in national park gateway communities. Finally, it discuss how gateway communities can use natural education to transform their development methods and provide theoretical and practical basis for the development of gateway communities in national parks.

Keywords: nature education, gateway communities, national park, sustainable development

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14384 The Direct Deconvolutional Model in the Large-Eddy Simulation of Turbulence

Authors: Ning Chang, Zelong Yuan, Yunpeng Wang, Jianchun Wang

Abstract:

The utilization of Large Eddy Simulation (LES) has been extensive in turbulence research. LES concentrates on resolving the significant grid-scale motions while representing smaller scales through subfilter-scale (SFS) models. The deconvolution model, among the available SFS models, has proven successful in LES of engineering and geophysical flows. Nevertheless, the thorough investigation of how sub-filter scale dynamics and filter anisotropy affect SFS modeling accuracy remains lacking. The outcomes of LES are significantly influenced by filter selection and grid anisotropy, factors that have not been adequately addressed in earlier studies. This study examines two crucial aspects of LES: Firstly, the accuracy of direct deconvolution models (DDM) is evaluated concerning sub-filter scale (SFS) dynamics across varying filter-to-grid ratios (FGR) in isotropic turbulence. Various invertible filters are employed, including Gaussian, Helmholtz I and II, Butterworth, Chebyshev I and II, Cauchy, Pao, and rapidly decaying filters. The importance of FGR becomes evident as it plays a critical role in controlling errors for precise SFS stress prediction. When FGR is set to 1, the DDM models struggle to faithfully reconstruct SFS stress due to inadequate resolution of SFS dynamics. Notably, prediction accuracy improves when FGR is set to 2, leading to accurate reconstruction of SFS stress, except for cases involving Helmholtz I and II filters. Remarkably high precision, nearly 100%, is achieved at an FGR of 4 for all DDM models. Furthermore, the study extends to filter anisotropy and its impact on SFS dynamics and LES accuracy. By utilizing the dynamic Smagorinsky model (DSM), dynamic mixed model (DMM), and direct deconvolution model (DDM) with anisotropic filters, aspect ratios (AR) ranging from 1 to 16 are examined in LES filters. The results emphasize the DDM’s proficiency in accurately predicting SFS stresses under highly anisotropic filtering conditions. Notably high correlation coefficients exceeding 90% are observed in the a priori study for the DDM’s reconstructed SFS stresses, surpassing those of the DSM and DMM models. However, these correlations tend to decrease as filter anisotropy increases. In the a posteriori analysis, the DDM model consistently outperforms the DSM and DMM models across various turbulence statistics, including velocity spectra, probability density functions related to vorticity, SFS energy flux, velocity increments, strainrate tensors, and SFS stress. It is evident that as filter anisotropy intensifies, the results of DSM and DMM deteriorate, while the DDM consistently delivers satisfactory outcomes across all filter-anisotropy scenarios. These findings underscore the potential of the DDM framework as a valuable tool for advancing the development of sophisticated SFS models for LES in turbulence research.

Keywords: deconvolution model, large eddy simulation, subfilter scale modeling, turbulence

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14383 Active Learning Methods in Mathematics

Authors: Daniela Velichová

Abstract:

Plenty of ideas on how to adopt active learning methods in education are available nowadays. Mathematics is a subject where the active involvement of students is required in particular in order to achieve desirable results regarding sustainable knowledge and deep understanding. The present article is based on the outcomes of an Erasmus+ project DrIVE-MATH, that was aimed at developing a novel and integrated framework to teach maths classes in engineering courses at the university level. It is fundamental for students from the early years of their academic life to have agile minds. They must be prepared to adapt to their future working environments, where enterprises’ views are always evolving, where all collaborate in teams, and relations between peers are thought for the well-being of the whole - workers and company profit. This reality imposes new requirements on higher education in terms of adaptation of different pedagogical methods, such as project-based and active-learning methods used within the course curricula. Active learning methodologies are regarded as an effective way to prepare students to meet the challenges posed by enterprises and to help them in building critical thinking, analytic reasoning, and insight to the solved complex problems from different perspectives. Fostering learning-by-doing activities in the pedagogical process can help students to achieve learning independence, as they could acquire deeper conceptual understanding by experimenting with the abstract concept in a more interesting, useful, and meaningful way. Clear information about learning outcomes and goals might help students to take more responsibility for their learning results. Active learning methods implemented by the project team members in their teaching practice, eduScrum and Jigsaw in particular, proved to provide better scientific and soft skills support to students than classical teaching methods. EduScrum method enables teachers to generate a working environment that stimulates students' working habits and self-initiative as they become aware of their responsibilities within the team, their own acquired knowledge, and their abilities to solve problems independently, though in collaboration with other team members. This method enhances collaborative learning, as students are working in teams towards a common goal - knowledge acquisition, while they are interacting with each other and evaluated individually. Teams consisting of 4-5 students work together on a list of problems - sprint; each member is responsible for solving one of them, while the group leader – a master, is responsible for the whole team. A similar principle is behind the Jigsaw technique, where the classroom activity makes students dependent on each other to succeed. Students are divided into groups, and assignments are split into pieces, which need to be assembled by the whole group to complete the (Jigsaw) puzzle. In this paper, analysis of students’ perceptions concerning the achievement of deeper conceptual understanding in mathematics and the development of soft skills, such as self-motivation, critical thinking, flexibility, leadership, responsibility, teamwork, negotiation, and conflict management, is presented. Some new challenges are discussed as brought by introducing active learning methods in the basic mathematics courses. A few examples of sprints developed and used in teaching basic maths courses at technical universities are presented in addition.

Keywords: active learning methods, collaborative learning, conceptual understanding, eduScrum, Jigsaw, soft skills

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14382 Evaluation of Antioxidants in Medicinal plant Limoniastrum guyonianum

Authors: Assia Belfar, Mohamed Hadjadj, Messaouda Dakmouche, Zineb Ghiaba

Abstract:

Introduction: This study aims to phytochemical screening; Extracting the active compounds and estimate the effectiveness of antioxidant in Medicinal plants desert Limoniastrum guyonianum (Zeïta) from South Algeria. Methods: Total phenolic content and total flavonoid content using Folin-Ciocalteu and aluminum chloride colorimetric methods, respectively. The total antioxidant capacity was estimated by the following methods: DPPH (1.1-diphenyl-2-picrylhydrazyl radical) and reducing power assay. Results: Phytochemical screening of the plant part reveals the presence of phenols, saponins, flavonoids and tannins. While alkaloids and Terpenoids were absent. The acetonic extract of L. guyonianum was extracted successively with ethyl acetate and butanol. Extraction of yield varied widely in the L. guyonianum ranging from (0.9425 %to 11.131%). The total phenolic content ranged from 53.33 mg GAE/g DW to 672.79 mg GAE/g DW. The total flavonoid concentrations varied from 5.45 to 21.71 mg/100g. IC50 values ranged from 0.02 ± 0.0004 to 0.13 ± 0.002 mg/ml. All extracts showed very good activity of ferric reducing power, the higher power was in butanol fraction (23.91 mM) more effective than BHA, BHT and VC. Conclusions: Demonstrated this study that the acetonic extract of L. guyonianum contain a considerable quantity of phenolic compounds and possess a good antioxidant activity. Can be used as an easily accessible source of Natural Antioxidants and as a possible food supplement and in the pharmaceutical industry.

Keywords: limoniastrum guyonianum, phenolics compounds, flavonoid compound, antioxidant activity

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