Search results for: Hellmann-Feynman theorem

Authors: Kajingulu Malandala, Ranganai Edmore

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The asymmetric Laplace distribution (ADL) is commonly used as the likelihood function of the Bayesian quantile regression, and it offers different families of likelihood method for quantile regression. Notwithstanding their popularity and practicality, ADL is not smooth and thus making it difficult to maximize its likelihood. Furthermore, Bayesian inference is time consuming and the selection of likelihood may mislead the inference, as the Bayes theorem does not automatically establish the posterior inference. Furthermore, ADL does not account for greater skewness and Kurtosis. This paper develops a new aspect of quantile regression approach for count data based on inverse of the cumulative density function of the Poisson, binomial and Delaporte distributions using the integrated nested Laplace Approximations. Our result validates the benefit of using the integrated nested Laplace Approximations and support the approach for count data.

Keywords: quantile regression, Delaporte distribution, count data, integrated nested Laplace approximation

Procedia PDF Downloads 164

Authors: Josef Slapal

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Digital images are approximations of real ones and, therefore, to be able to study them, we need the digital plane Z2 to be equipped with a convenient structure that behaves analogously to the Euclidean topology on the real plane. In particular, it is required that such a structure allows for a digital analogue of the Jordan curve theorem. We introduce certain adjacency graphs on the digital plane and prove digital Jordan curves for them thus showing that the graphs provide convenient structures on Z2 for the study and processing of digital images. Further convenient structures including the wellknown Khalimsky and Marcus-Wyse adjacency graphs may be obtained as quotients of the graphs introduced. Since digital Jordan curves represent borders of objects in digital images, the adjacency graphs discussed may be used as background structures on the digital plane for solving the problems of digital image processing that are closely related to borders like border detection, contour filling, pattern recognition, thinning, etc.

Keywords: digital plane, adjacency graph, Jordan curve, quotient adjacency

Procedia PDF Downloads 379

Authors: P. Priyanka, S. Shruthi, N. Guruprasad

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Health is a common theme in most cultures. In fact all communities have their concepts of health, as part of their culture. Health continues to be a neglected entity. Planning of Human diet should be done very careful by selecting the food items or groups of food items also the composition involved. Low price and good taste of foods are regarded as two major factors for optimal human nutrition. Linear programming techniques have been extensively used for human diet formulation for quiet good number of years. Through the process, we mainly apply “The Simplex Method” which is a very useful statistical tool based on the theorem of Elementary Row Operation from Linear Algebra and also incorporate some other necessary rules set by the Simplex Method to help solve the problem. The study done by us is an attempt to develop a programming model for optimal planning and best use of nutrient ingredients.

Keywords: diet formulation, linear programming, nutrient ingredients, optimization, simplex method

Procedia PDF Downloads 558

Authors: Serge Provost, Yishan Zang

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Copulas are currently utilized in finance, reliability theory, machine learning, signal processing, geodesy, hydrology and biostatistics, among several other fields of scientific investigation. It follows from Sklar's theorem that the joint distribution function of a multidimensional random vector can be expressed in terms of its associated copula and marginals. Since marginal distributions can easily be determined by making use of a variety of techniques, we address the problem of securing the distribution of the copula. This will be done by using several approaches. For example, we will obtain bivariate least-squares approximations of the empirical copulas, modify the kernel density estimation technique and propose a criterion for selecting appropriate bandwidths, differentiate linearized empirical copulas, secure Bernstein polynomial approximations of suitable degrees, and apply a corollary to Sklar's result. Illustrative examples involving actual observations will be presented. The proposed methodologies will as well be applied to a sample generated from a known copula distribution in order to validate their effectiveness.

Keywords: copulas, Bernstein polynomial approximation, least-squares polynomial approximation, kernel density estimation, density approximation

Procedia PDF Downloads 74

Authors: Selahattin Gultekin

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Today, in engineering departments, mathematics courses such as calculus, linear algebra and differential equations are generally taught by mathematicians. Therefore, during mathematicians’ classroom teaching there are few or no applications of the concepts to real world problems at all. Most of the times, students do not know whether the concepts or rules taught in these courses will be used extensively in their majors or not. This situation holds true of for all engineering and science disciplines. The general trend toward these mathematic courses is not good. The real-life application of mathematics will be appreciated by students when mathematical modeling of real-world problems are tackled. So, students do not like abstract mathematics, rather they prefer a solid application of the concepts to our daily life problems. The author highly recommends that mathematical modeling is to be taught starting in high schools all over the world In this paper, some mathematical concepts such as limit, derivative, integral, Taylor Series, differential equations and mean-value-theorem are chosen and their applications with graphical representations to real problems are emphasized.

Keywords: applied mathematics, engineering mathematics, mathematical concepts, mathematical modeling

Procedia PDF Downloads 319

Authors: Geeta Partap, Nitika Chugh

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The present paper deals with the flexural vibrations of homogeneous, isotropic, generalized micropolar microstretch thermoelastic thin Euler-Bernoulli beam resonators, due to Exponential time varying load. Both the axial ends of the beam are assumed to be at simply supported conditions. The governing equations have been solved analytically by using Laplace transforms technique twice with respect to time and space variables respectively. The inversion of Laplace transform in time domain has been performed by using the calculus of residues to obtain deflection.The analytical results have been numerically analyzed with the help of MATLAB software for magnesium like material. The graphical representations and interpretations have been discussed for Deflection of beam under Simply Supported boundary condition and for distinct considered values of time and space as well. The obtained results are easy to implement for engineering analysis and designs of resonators (sensors), modulators, actuators.

Keywords: microstretch, deflection, exponential load, Laplace transforms, residue theorem, simply supported

Procedia PDF Downloads 311

Authors: Slobodan B. Tričković

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We present the results concerned with trigonometric series that include sine and cosine functions with a parameter appearing in the denominator. We derive two types of closed-form formulas for trigonometric series. At first, for some integer values, as we know that Riemann’s ζ function and Dirichlet η, λ equal zero at negative even integers, whereas Dirichlet’s β function equals zero at negative odd integers, after a certain number of members, the rest of the series vanishes. Thus, a trigonometric series becomes a polynomial with coefficients involving Riemann’s ζ function and Dirichlet η, λ, β functions. On the other hand, in some cases, one cannot immediately replace the parameter with any positive integer because we shall encounter singularities. So it is necessary to take a limit, so in the process, we apply L’Hospital’s rule and, after a series of rearrangements, we bring a trigonometric series to a form suitable for the application of Choi-Srivastava’s theorem dealing with Hurwitz’s zeta function and Harmonic numbers. In this way, we express a trigonometric series as a polynomial over Hurwitz’s zeta function derivative.

Keywords: Dirichlet eta lambda beta functions, Riemann's zeta function, Hurwitz zeta function, Harmonic numbers

Procedia PDF Downloads 103

Authors: Lina Wu, Ye Li

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An equivalent relation between a harmonic form and a closed co-closed form is established on a complete non-compact manifold. This equivalence has been generalized for a differential k-form ω from Lq spaces to non-Lq spaces when q=2 in the context of p-balanced growth where p=2. Especially for a simple differential k-form on a complete non-compact manifold, the equivalent relation has been verified with the extended scope of q for from finite q-energy in Lq spaces to infinite q-energy in non-Lq spaces when with 2-balanced growth. Generalized Hadamard Theorem, Cauchy-Schwarz Inequality, and Calculus skills including Integration by Parts as well as Convergent Series have been applied as estimation techniques to evaluate growth rates for a differential form. In particular, energy growth rates as indicated by an appropriate power range in a selected test function lead to a balance between a harmonic differential form and a closed co-closed differential form. Research ideas and computational methods in this paper could provide an innovative way in the study of broadening Lq spaces to non-Lq spaces with a wide variety of infinite energy growth for a differential form.

Keywords: closed forms, co-closed forms, harmonic forms, L^q spaces, p-balanced growth, simple differential k-forms

Procedia PDF Downloads 451

Authors: Daljinder Singh, J.S.Dhillon, Balraj Singh

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According to no free lunch theorem, a single search technique cannot perform best in all conditions. Optimization method can be attractive choice to solve optimization problem that may have exclusive advantages like robust and reliable performance, global search capability, little information requirement, ease of implementation, parallelism, no requirement of differentiable and continuous objective function. In order to synergize between exploration and exploitation and to further enhance the performance of Bat algorithm, the paper proposed a modified bat algorithm that adds additional search procedure based on bat’s previous experience. The proposed algorithm is used for solving the economic load dispatch (ELD) problem. The practical constraint such valve-point loading along with power balance constraints and generator limit are undertaken. To take care of power demand constraint variable elimination method is exploited. The proposed algorithm is tested on various ELD problems. The results obtained show that the proposed algorithm is capable of performing better in majority of ELD problems considered and is at par with existing algorithms for some of problems.

Keywords: bat algorithm, economic load dispatch, penalty method, variable elimination method

Procedia PDF Downloads 459

Authors: Nader H. Ghareeb, Mohamed S. Gaith, Sayed M. Soleimani

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In modern engineering, weight optimization has a priority during the design of structures. However, optimizing the weight can result in lower stiffness and less internal damping, causing the structure to become excessively prone to vibration. To overcome this problem, active or smart materials are implemented. The coupled electromechanical properties of smart materials, used in the form of piezoelectric ceramics in this work, make these materials well-suited for being implemented as distributed sensors and actuators to control the structural response. The smart structure proposed in this paper is composed of a cantilevered steel beam, an adhesive or bonding layer, and a piezoelectric actuator. The static deflection of the structure is derived as function of the piezoelectric voltage, and the outcome is compared to theoretical and experimental results from literature. The relation between the voltage and the piezoelectric moment at both ends of the actuator is also investigated and a reduced finite element model of the smart structure is created and verified. Finally, a linear controller is implemented and its ability to attenuate the vibration due to the first natural frequency is demonstrated.

Keywords: active linear control, lyapunov stability theorem, piezoelectricity, smart structure, static deflection

Procedia PDF Downloads 387

Authors: A. H. Elkholy, D. M. Almutairi

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The successful and efficient execution of a forging process is dependent upon the correct analysis of loading and metal flow of blanks. This paper investigates the Upper Bound Technique (UBT) and its application in the analysis of open forging process when a possibility of blank bulging exists. The UBT is one of the energy rate minimization methods for the solution of metal forming process based on the upper bound theorem. In this regards, the kinematically admissible velocity field is obtained by minimizing the total forging energy rate. A computer program is developed in this research to implement the UBT. The significant advantages of this method is the speed of execution while maintaining a fairly high degree of accuracy and the wide prediction capability. The information from this analysis is useful for the design of forging processes and dies. Results for the prediction of forging loads and stresses, metal flow and surface profiles with the assured benefits in terms of press selection and blank preform design are outlined in some detail. The obtained predictions are ready for comparison with both laboratory and industrial results.

Keywords: forging, upper bound technique, metal forming, forging energy, forging die/platen

Procedia PDF Downloads 293

Authors: Jalal Karam

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The methods of Fourier, Laplace, and Wavelet Transforms provide transfer functions and relationships between the input and the output signals in linear time invariant systems. This paper shows the equivalence among these three methods and in each case presenting an application of the appropriate (Fourier, Laplace or Wavelet) to the convolution theorem. In addition, it is shown that the same holds for a direct integration method. The Biorthogonal wavelets Bior3.5 and Bior3.9 are examined and the zeros distribution of their polynomials associated filters are located. This paper also presents the significance of utilizing wavelets as effective tools in processing speech signals for common multimedia applications in general, and for recognition and compression in particular. Theoretically and practically, wavelets have proved to be effective and competitive. The practical use of the Continuous Wavelet Transform (CWT) in processing and analysis of speech is then presented along with explanations of how the human ear can be thought of as a natural wavelet transformer of speech. This generates a variety of approaches for applying the (CWT) to many paradigms analysing speech, sound and music. For perception, the flexibility of implementation of this transform allows the construction of numerous scales and we include two of them. Results for speech recognition and speech compression are then included.

Keywords: continuous wavelet transform, biorthogonal wavelets, speech perception, recognition and compression

Procedia PDF Downloads 416

Authors: Hamdy M. Youssef

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In this work, the usual Euler–Bernoulli nanobeam has been modeled in the context of Lord-Shulman thermoelastic theorem, which contains non-Fourier heat conduction law. The nanobeam has been subjected to a constant magnetic field and ramp-type thermal loading. The Laplace transform definition has been applied to the governing equations, and the solutions have been obtained by using a direct approach. The inversions of the Laplace transform have been calculated numerically by using Tzou approximation method. The solutions have been applied to a nanobeam made of silicon nitride. The distributions of the temperature increment, lateral deflection, strain, stress, and strain-energy density have been represented in figures with different values of the magnetic field intensity and ramp-time heat parameter. The value of the magnetic field intensity and ramp-time heat parameter have significant effects on all the studied functions, and they could be used as tuners to control the energy which has been generated through the nanobeam.

Keywords: nanobeam, vibration, constant magnetic field, ramp-type thermal loading, non-Fourier heat conduction law

Procedia PDF Downloads 138

Authors: Stepan Papacek, Jiri Jablonsky, Radek Kana, Ctirad Matonoha, Stefan Kindermann

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FRAP (Fluorescence Recovery After Photobleaching) is a widely used measurement technique to determine the mobility of fluorescent molecules within living cells. While the experimental setup and protocol for FRAP experiments are usually fixed, data processing part is still under development. In this paper, we formulate and solve the problem of data selection which enhances the processing of FRAP images. We introduce the concept of the irrelevant data set, i.e., the data which are almost not reducing the confidence interval of the estimated parameters and thus could be neglected. Based on sensitivity analysis, we both solve the problem of the optimal data space selection and we find specific conditions for optimizing an important experimental design factor, e.g., the radius of bleach spot. Finally, a theorem announcing less precision of the integrated data approach compared to the full data case is proven; i.e., we claim that the data set represented by the FRAP recovery curve lead to a larger confidence interval compared to the spatio-temporal (full) data.

Keywords: FRAP, inverse problem, parameter identification, sensitivity analysis, optimal experimental design

Procedia PDF Downloads 278

Authors: Serge B. Provost

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Numerous statistical inference and modeling methodologies are based on sample moments rather than the actual observations. A result justifying the validity of this approach is introduced. More specifically, it will be established that given the first n moments of a sample of size n, one can recover the original n sample points. This implies that a sample of size n and its first associated n moments contain precisely the same amount of information. However, it is efficient to make use of a limited number of initial moments as most of the relevant distributional information is included in them. Two types of density estimation techniques that rely on such moments will be discussed. The first one expresses a density estimate as the product of a suitable base density and a polynomial adjustment whose coefficients are determined by equating the moments of the density estimate to the sample moments. The second one assumes that the derivative of the logarithm of a density function can be represented as a rational function. This gives rise to a system of linear equations involving sample moments, the density estimate is then obtained by solving a differential equation. Unlike kernel density estimation, these methodologies are ideally suited to model ‘big data’ as they only require a limited number of moments, irrespective of the sample size. What is more, they produce simple closed form expressions that are amenable to algebraic manipulations. They also turn out to be more accurate as will be shown in several illustrative examples.

Keywords: density estimation, log-density, polynomial adjustments, sample moments

Procedia PDF Downloads 165

Authors: Omer Cahana, Ofer Levi, Maya Herman

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Magnetic Resonance Imaging (MRI) is a lengthy medical scan that stems from a long acquisition time. Its length is mainly due to the traditional sampling theorem, which defines a lower boundary for sampling. However, it is still possible to accelerate the scan by using a different approach such as Compress Sensing (CS) or Parallel Imaging (PI). These two complementary methods can be combined to achieve a faster scan with high-fidelity imaging. To achieve that, two conditions must be satisfied: i) the signal must be sparse under a known transform domain, and ii) the sampling method must be incoherent. In addition, a nonlinear reconstruction algorithm must be applied to recover the signal. While the rapid advances in Deep Learning (DL) have had tremendous successes in various computer vision tasks, the field of MRI reconstruction is still in its early stages. In this paper, we present an end-to-end method for MRI reconstruction from k-space to image. Our method contains two parts. The first is sensitivity map estimation (SME), which is a small yet effective network that can easily be extended to a variable number of coils. The second is reconstruction, which is a top-down architecture with lateral connections developed for building high-level refinement at all scales. Our method holds the state-of-art fastMRI benchmark, which is the largest, most diverse benchmark for MRI reconstruction.

Keywords: magnetic resonance imaging, image reconstruction, pyramid network, deep learning

Procedia PDF Downloads 91

Authors: Omer Cahana, Maya Herman, Ofer Levi

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Magnetic resonance imaging (MRI) is a long medical scan that stems from a long acquisition time. This length is mainly due to the traditional sampling theorem, which defines a lower boundary for sampling. However, it is still possible to accelerate the scan by using a different approach, such as compress sensing (CS) or parallel imaging (PI). These two complementary methods can be combined to achieve a faster scan with high-fidelity imaging. In order to achieve that, two properties have to exist: i) the signal must be sparse under a known transform domain, ii) the sampling method must be incoherent. In addition, a nonlinear reconstruction algorithm needs to be applied to recover the signal. While the rapid advance in the deep learning (DL) field, which has demonstrated tremendous successes in various computer vision task’s, the field of MRI reconstruction is still in an early stage. In this paper, we present an extension of the state-of-the-art model in MRI reconstruction -VarNet. We utilize VarNet by using dilated convolution in different scales, which extends the receptive field to capture more contextual information. Moreover, we simplified the sensitivity map estimation (SME), for it holds many unnecessary layers for this task. Those improvements have shown significant decreases in computation costs as well as higher accuracy.

Keywords: MRI, deep learning, variational network, computer vision, compress sensing

Procedia PDF Downloads 162

Authors: Asma Hanif, A. I. K. Butt, Shabir Ahmad, Rahim Ud Din, Mustafa Inc

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This paper is devoted to a study of the fuzzy fractional mathematical model reviewing the transmission dynamics of the infectious disease Covid-19. The proposed dynamical model consists of susceptible, exposed, symptomatic, asymptomatic, quarantine, hospitalized and recovered compartments. In this study, we deal with the fuzzy fractional model defined in Caputo’s sense. We show the positivity of state variables that all the state variables that represent different compartments of the model are positive. Using Gronwall inequality, we show that the solution of the model is bounded. Using the notion of the next-generation matrix, we find the basic reproduction number of the model. We demonstrate the local and global stability of the equilibrium point by using the concept of Castillo-Chavez and Lyapunov theory with the Lasalle invariant principle, respectively. We present the results that reveal the existence and uniqueness of the solution of the considered model through the fixed point theorem of Schauder and Banach. Using the fuzzy hybrid Laplace method, we acquire the approximate solution of the proposed model. The results are graphically presented via MATLAB-17.

Keywords: Caputo fractional derivative, existence and uniqueness, gronwall inequality, Lyapunov theory

Procedia PDF Downloads 106

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

Procedia PDF Downloads 134

Authors: Ankit Kumar, Balram Dubey

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This study proposes a three dimensional prey-predator model with additional food, provided to predator individuals, including gestation delay in predators and delay in supplying the additional food to predators. It is assumed that the interaction between prey and predator is followed by Holling type-II functional response. We discussed the steady states and their local and global asymptotic behavior for the non-delayed system. Hopf-bifurcation phenomenon with respect to different parameters has also been studied. We obtained a range of predator’s tendency factor on provided additional food, in which the periodic solutions occur in the system. We have shown that oscillations can be controlled from the system by increasing the tendency factor. Moreover, the existence of periodic solutions via Hopf-bifurcation is shown with respect to both the delays. Our analysis shows that both delays play an important role in governing the dynamics of the system. It changes the stability behavior into instability behavior. The direction and stability of Hopf-bifurcation are also investigated through the normal form theory and the center manifold theorem. Lastly, some numerical simulations and graphical illustrations have been carried out to validate our analytical findings.

Keywords: additional food, gestation delay, Hopf-bifurcation, prey-predator

Procedia PDF Downloads 130

Authors: Muhammad A. Alsubaie

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An iterative learning control framework designed in state feedback structure suffers a lack in investigating load disturbance considerations. The presented work discusses the controller previously designed, highlights the disturbance problem, finds new conditions using singular value principle to assure safe operation conditions with error convergence and reference tracking under the influence of load disturbance. It is known that periodic disturbances can be represented by a delay model in a positive feedback loop acting on the system input. This model can be manipulated by isolating the delay model and finding a controller for the overall system around the delay model to remedy the periodic disturbances using the small signal theorem. The overall system is the base for control design and load disturbance investigation. The major finding of this work is the load disturbance condition found which clearly sets safe operation condition under the influence of load disturbances such that the error tends to nearly zero as the system keeps operating trial after trial.

Keywords: iterative learning control, singular values, state feedback, load disturbance

Procedia PDF Downloads 158

Authors: Apoorva Vinod, Archana Mathur, Snehanshu Saha

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Though there exists a plethora of Activation Functions (AFs) used in single and multiple hidden layer Neural Networks (NN), their behavior always raised curiosity, whether used in combination or singly. The popular AFs –Sigmoid, ReLU, and Tanh–have performed prominently well for shallow and deep architectures. Most of the time, AFs are used singly in multi-layered NN, and, to the best of our knowledge, their performance is never studied and analyzed deeply when used in combination. In this manuscript, we experiment with multi-layered NN architecture (both on shallow and deep architectures; Convolutional NN and VGG16) and investigate how well the network responds to using two different AFs (Sigmoid-Tanh, Tanh-ReLU, ReLU-Sigmoid) used alternately against a traditional, single (Sigmoid-Sigmoid, Tanh-Tanh, ReLUReLU) combination. Our results show that using two different AFs, the network achieves better accuracy, substantially lower loss, and faster convergence on 4 computer vision (CV) and 15 Non-CV (NCV) datasets. When using different AFs, not only was the accuracy greater by 6-7%, but we also accomplished convergence twice as fast. We present a case study to investigate the probability of networks suffering vanishing and exploding gradients when using two different AFs. Additionally, we theoretically showed that a composition of two or more AFs satisfies Universal Approximation Theorem (UAT).

Keywords: activation function, universal approximation function, neural networks, convergence

Procedia PDF Downloads 158

Authors: F. Amirarfaei, K. Khorasani

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In this paper, reconfigurable consensus achievement of a team of agents with marginally stable linear dynamics and single input channel has been considered. The control algorithm is based on a first order linear protocol. After occurrence of a LOE fault in one of the actuators, using the imperfect information of the effectiveness of the actuators from fault detection and identification module, the control gain is redesigned in a way to still reach consensus. The idea is based on the modeling of change in effectiveness as change of Laplacian matrix. Then as special cases of this class of systems, a team of single integrators as well as double integrators are considered and their behavior subject to a LOE fault is considered. The well-known relative measurements consensus protocol is applied to a leaderless team of single integrator as well as double integrator systems, and Gersgorin disk theorem is employed to determine whether fault occurrence has an effect on system stability and team consensus achievement or not. The analyses show that loss of effectiveness fault in actuator(s) of integrator systems affects neither system stability nor consensus achievement.

Keywords: multi-agent system, actuator fault, stability analysis, consensus achievement

Procedia PDF Downloads 337

Authors: Erindi Allaj

Abstract:

This paper studies arbitrage pricing theory in financial markets with transaction costs. We extend the existing theory to include the more realistic possibility that the price at which the investors trade is dependent on the traded volume. The investors in the market always buy at the ask and sell at the bid price. Transaction costs are composed of two terms, one is able to capture the implicit transaction costs and the other the price impact. Moreover, a new definition of a self-financing portfolio is obtained. The self-financing condition suggests that continuous trading is possible, but is restricted to predictable trading strategies which have left and right limit and finite quadratic variation. That is, predictable trading strategies of infinite variation and of finite quadratic variation are allowed in our setting. Within this framework, the existence of an equivalent probability measure is equivalent to the absence of arbitrage opportunities, so that the first fundamental theorem of asset pricing (FFTAP) holds. It is also proved that, when this probability measure is unique, any contingent claim in the market is hedgeable in an L2-sense. The price of any contingent claim is equal to the risk-neutral price. To better understand how to apply the theory proposed we provide an example with linear transaction costs.

Keywords: arbitrage pricing theory,
transaction costs, fundamental theorems of arbitrage, financial markets

Procedia PDF Downloads 361

Authors: Gautam Kumar Saharia, Sagardeep Talukdar, Riki Dutta, Sudipta Nandy

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The physics informed neural network (PINN) method opens up an approach for numerically solving nonlinear partial differential equations leveraging fast calculating speed and high precession of modern computing systems. We construct the PINN based on strong universal approximation theorem and apply the initial-boundary value data and residual collocation points to weekly impose initial and boundary condition to the neural network and choose the optimization algorithms adaptive moment estimation (ADAM) and Limited-memory Broyden-Fletcher-Golfard-Shanno (L-BFGS) algorithm to optimize learnable parameter of the neural network. Next, we improve the PINN with a weighted loss function to obtain both the bright and dark soliton solutions of Fokas-Lenells equation (FLE). We find the proposed scheme of adjustable weight coefficients into PINN has a better convergence rate and generalizability than the basic PINN algorithm. We believe that the PINN approach to solve the partial differential equation appearing in nonlinear optics would be useful to study various optical phenomena.

Keywords: deep learning, optical Soliton, neural network, partial differential equation

Procedia PDF Downloads 128

Authors: Jorge Gonzalez Camus, Carlos Lizama

Abstract:

In this work is proved the existence of at least one globally attractive mild solution to the Cauchy problem, for fractional evolution equation of neutral type, involving the fractional derivate in Caputo sense. An almost sectorial operator on a Banach space X and a kernel belonging to a large class appears in the equation, which covers many relevant cases from physics applications, in particular, the important case of time - fractional evolution equations of neutral type. The main tool used in this work was the Hausdorff measure of noncompactness and fixed point theorems, specifically Darbo-type. Initially, the equation is a Cauchy problem, involving a fractional derivate in Caputo sense. Then, is formulated the equivalent integral version, and defining a convenient functional, using the analytic integral resolvent operator, and verifying the hypothesis of the fixed point theorem of Darbo type, give us the existence of mild solution for the initial problem. Furthermore, each mild solution is globally attractive, a property that is desired in asymptotic behavior for that solution.

Keywords: attractive mild solutions, integral Volterra equations, neutral type equations, non-local in time equations

Procedia PDF Downloads 160

Authors: Magaji Zainab Musa, Nordin M. A. Rahman, Julaily Aida Jusoh

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This paper discusses the formal specification of web services applications for digital reference services (WSDRS). Digital reference service involves a user requesting for help from a reference librarian and a reference librarian responding to the request of a user all by electronic means. In most cases users do not get satisfied while using digital reference service due to delay of response of the librarians. Another may be due to no response or due to librarian giving an irrelevant solution to the problem submitted by the user. WDSRS is an informal model that claims to reduce the problems of digital reference services in libraries. It uses web services technology to provide efficient way of satisfying users’ need in the reference section of libraries. But informal model is in natural language which is inconsistent and ambiguous that may cause difficulties to the developers of the system. In order to solve this problem we decided to convert the informal specifications into formal specifications. This is supposed to reduce the overall development time and cost. Formal specification can be used to provide an unambiguous and precise supplement to natural language descriptions. It can be rigorously validated and verified leading to the early detection of specification errors. We use Z language to develop the formal model and verify it with Z/EVES theorem prover tool.

Keywords: formal, specifications, web services, digital reference services

Procedia PDF Downloads 376

Authors: Mustafa Bayram Gücen, Coşkun Yakar

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In this study, we have investigated the strict stability of fuzzy differential systems and we compare the classical notion of strict stability criteria of ordinary differential equations and the notion of strict stability of fuzzy differential systems. In addition that, we present definitions of stability and strict stability of fuzzy differential equations and also we have some theorems and comparison results. Strict Stability is a different stability definition and this stability type can give us an information about the rate of decay of the solutions. Lyapunov’s second method is a standard technique used in the study of the qualitative behavior of fuzzy differential systems along with a comparison result that allows the prediction of behavior of a fuzzy differential system when the behavior of the null solution of a fuzzy comparison system is known. This method is a usefull for investigating strict stability of fuzzy systems. First of all, we present definitions and necessary background material. Secondly, we discuss and compare the differences between the classical notion of stability and the recent notion of strict stability. And then, we have a comparison result in which the stability properties of the null solution of the comparison system imply the corresponding stability properties of the fuzzy differential system. Consequently, we give the strict stability results and a comparison theorem. We have used Lyapunov second method and we have proved a comparison result with scalar differential equations.

Keywords: fuzzy systems, fuzzy differential equations, fuzzy stability, strict stability

Procedia PDF Downloads 251

Authors: Darsh N. Patel, Eric Olson

Abstract:

Fractals can be found everywhere, whether it be the shape of a leaf or a system of blood vessels. Fractals are used to help study and understand different physical and mathematical processes; however, their artistic nature is also beautiful to simply explore. This project explores fractals generated by a cubically convergent extension to Newton's method. With this iteration as a starting point, a complex plane spanning from -2 to 2 is created with a color wheel mapped onto it. Next, the polynomial whose roots the fractal will generate from is established. From the Fundamental Theorem of Algebra, it is known that any polynomial has as many roots (counted by multiplicity) as its degree. When generating the fractals, each root will receive its own color. The complex plane can then be colored to indicate the basins of attraction that converge to each root. From a computational point of view, this project’s code identifies which points converge to which roots and then obtains fractal images. A zoom path into the fractal was implemented to easily visualize the self-similar structure. This path was obtained by selecting keyframes at different magnifications through which a path is then interpolated. Using parallel processing, many images were generated and condensed into a video. This project illustrates how practical techniques used for scientific visualization can also have an artistic side.

Keywords: fractals, cubic method, Julia programming language, basin of attraction

Procedia PDF Downloads 253

Authors: Abhigna Bhatt, Arnab Banerjee

Abstract:

A periodic system with only a single coupling degree of freedom is called a monocoupled system. Monocoupled systems with mechanisms like mass in the mass system generates effective negative mass, mass connected with rigid links generates inertial amplification, and spring-mass connected with a rigid link generateseffective negative stiffness. In this paper, the representative unit cell is introduced, considering all three mechanisms combined. Further, the dynamic stiffness matrix of the unit cell is constructed, and the dispersion relation is obtained by applying the Bloch theorem. The frequency response function is also calculated for the finite length of periodic unit cells. Moreover, the input displacement signal is given to the finite length of periodic structure and using inverse Fourier transform to visualize the wave propagation in the time domain. This visualization explains the sudden attenuation in metamaterial due to energy dissipation by an embedded resonator at the resonance frequency. The visualization created for wave propagation is found necessary to understand the insights of physics behind the attenuation characteristics of the system.

Keywords: mono coupled system, negative effective mass, negative effective stiffness, inertial amplifier, fourier transform

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