Search results for: fractional derivatives and integrals
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 825

Search results for: fractional derivatives and integrals

735 Numerical Method for Heat Transfer Problem in a Block Having an Interface

Authors: Beghdadi Lotfi, Bouziane Abdelhafid

Abstract:

A finite volume method for quadrilaterals unstructured mesh is developed to predict the two dimensional steady-state solutions of conduction equation. In this scheme, based on the integration around the polygonal control volume, the derivatives of conduction equation must be converted into closed line integrals using same formulation of the Stokes theorem. To valid the accuracy of the method two numerical experiments s are used: conduction in a regular block (with known analytical solution) and conduction in a rotated block (case with curved boundaries).The numerical results show good agreement with analytical results. To demonstrate the accuracy of the method, the absolute and root-mean square errors versus the grid size are examined quantitatively.

Keywords: Stokes theorem, unstructured grid, heat transfer, complex geometry

Procedia PDF Downloads 290
734 Design, Synthesis and in-vitro Antitumor Evaluation of Some Novel Substituted Quinazoline Derivatives

Authors: Adel S. El-Azab, Alaa A. M. Abdel-Aziz, Ibrahim A. Al-Suwaidan, Amer M. Alanazi

Abstract:

A novel series of 2,3,6-trisubstitute quinazolinone were designed, synthesized, and evaluated for their in-vitro antitumor activity. 3 (Benzylideneamino)-6-chloro-2-p-tolylquinazolin-4(3H)-One, 2-[(4-oxo-3-phenethyl-3,4-dihydroquinazolin-2-yl)thio]-N-(3,4;5-trimethoxyphenyl) acetamide and 3-(3-benzyl-6-methyl-4-oxo-3, 4-dihydroquinazolin-2-ylthio)-N-(3,4,5-trimethoxyphenyl) propanamide have shown amazing broad spectrum antitumor activity with mean GI50; 15.8, 3.16, and 7.4 μM respectively compared to known Quinazoline Derivatives antitumor drug 5-FU mean GI50=22.6 μM.

Keywords: quinazoline derivatives, in vitro antitumor, synthesis, 5-FU, NCI

Procedia PDF Downloads 544
733 Fractional Order Controller Design for Vibration Attenuation in an Airplane Wing

Authors: Birs Isabela, Muresan Cristina, Folea Silviu, Prodan Ovidiu

Abstract:

The wing is one of the most important parts of an airplane because it ensures stability, sustenance and maneuverability of the airplane. Because of its shape, the airplane wing can be simplified to a smart beam. Active vibration suppression is realized using piezoelectric actuators that are mounted on the surface of the beam. This work presents a tuning procedure of fractional order controllers based on a graphical approach of the frequency domain representation. The efficacy of the method is proven by practically testing the controller on a laboratory scale experimental stand.

Keywords: fractional order control, piezoelectric actuators, smart beam, vibration suppression

Procedia PDF Downloads 318
732 A Coupled System of Caputo-Type Katugampola Fractional Differential Equations with Integral Boundary Conditions

Authors: Yacine Arioua

Abstract:

In this paper, we investigate the existence and uniqueness of solutions for a coupled system of nonlinear Caputo-type Katugampola fractional differential equations with integral boundary conditions. Based upon a contraction mapping principle, Schauders fixed point theorems, some new existence and uniqueness results of solutions for the given problems are obtained. For application, some examples are given to illustrate the usefulness of our main results.

Keywords: fractional differential equations, coupled system, Caputo-Katugampola derivative, fixed point theorems, existence, uniqueness

Procedia PDF Downloads 264
731 Chaos Analysis of a 3D Finance System and Generalized Synchronization for N-Dimension

Authors: Muhammad Fiaz

Abstract:

The article in hand is the study of complex features like Zero Hopf Bifurcation, Chaos and Synchronization of integer and fractional order version of a new 3D finance system. Trusted tools of averaging theory and active control method are utilized for investigation of Zero Hopf bifurcation and synchronization for both versions respectively. Inventiveness of the paper is to find the answer of a question that is it possible to find a chaotic system which can be synchronized with any other of the same dimension? Based on different examples we categorically develop a theory that if a couple of master and slave chaotic dynamical system is synchronized by selecting a suitable gain matrix with special conditions then the master system is synchronized with any chaotic dynamical system of the same dimension. With the help of this study we developed generalized theorems for synchronization of n-dimension dynamical systems for integer as well as fractional versions. it proposed that this investigation will contribute a lot to control dynamical systems and only a suitable gain matrix with special conditions is enough to synchronize the system under consideration with any other chaotic system of the same dimension. Chaotic properties of fractional version of the new finance system are also analyzed at fractional order q=0.87. Simulations results, where required, also provided for authenticity of analytical study.

Keywords: complex analysis, chaos, generalized synchronization, control dynamics, fractional order analysis

Procedia PDF Downloads 70
730 Fast Estimation of Fractional Process Parameters in Rough Financial Models Using Artificial Intelligence

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

Abstract:

The modeling practice of financial instruments has seen significant change over the last decade due to the recognition of time-dependent and stochastically changing correlations among the market prices or the prices and market characteristics. To represent this phenomenon, the Stochastic Correlation Process (SCP) has come to the fore in the joint modeling of prices, offering a more nuanced description of their interdependence. This approach has allowed for the attainment of realistic tail dependencies, highlighting that prices tend to synchronize more during intense or volatile trading periods, resulting in stronger correlations. Evidence in statistical literature suggests that, similarly to the volatility, the SCP of certain stock prices follows rough paths, which can be described using fractional differential equations. However, estimating parameters for these equations often involves complex and computation-intensive algorithms, creating a necessity for alternative solutions. In this regard, the Fractional Ornstein-Uhlenbeck (fOU) process from the family of fractional processes offers a promising path. We can effectively describe the rough SCP by utilizing certain transformations of the fOU. We employed neural networks to understand the behavior of these processes. We had to develop a fast algorithm to generate a valid and suitably large sample from the appropriate process to train the network. With an extensive training set, the neural network can estimate the process parameters accurately and efficiently. Although the initial focus was the fOU, the resulting model displayed broader applicability, thus paving the way for further investigation of other processes in the realm of financial mathematics. The utility of SCP extends beyond its immediate application. It also serves as a springboard for a deeper exploration of fractional processes and for extending existing models that use ordinary Wiener processes to fractional scenarios. In essence, deploying both SCP and fractional processes in financial models provides new, more accurate ways to depict market dynamics.

Keywords: fractional Ornstein-Uhlenbeck process, fractional stochastic processes, Heston model, neural networks, stochastic correlation, stochastic differential equations, stochastic volatility

Procedia PDF Downloads 120
729 Multiloop Fractional Order PID Controller Tuned Using Cuckoo Algorithm for Two Interacting Conical Tank Process

Authors: U. Sabura Banu, S. K. Lakshmanaprabu

Abstract:

The improvement of meta-heuristic algorithm encourages control engineer to design an optimal controller for industrial process. Most real-world industrial processes are non-linear multivariable process with high interaction. Even in sub-process unit, thousands of loops are available mostly interacting in nature. Optimal controller design for such process are still challenging task. Closed loop controller design by multiloop PID involves a tedious procedure by performing interaction study and then PID auto-tuning the loop with higher interaction. Finally, detuning the controller to accommodate the effects of the other process variables. Fractional order PID controllers are replacing integer order PID controllers recently. Design of Multiloop Fractional Order (MFO) PID controller is still more complicated. Cuckoo algorithm, a swarm intelligence technique is used to optimally tune the MFO PID controller with easiness minimizing Integral Time Absolute Error. The closed loop performance is tested under servo, regulatory and servo-regulatory conditions.

Keywords: Cuckoo algorithm, mutliloop fractional order PID controller, two Interacting conical tank process

Procedia PDF Downloads 500
728 A Study on the Synthesis and Antioxidant Activity of Hybrid Pyrazoline Integrated with Pyrazole and Thiazole Nuclei

Authors: Desta Gebretekle Shiferaw, Balakrishna Kalluraya

Abstract:

Pyrazole is an aromatic five-membered heterocycle with two nitrogen and three carbon atoms in its ring structure. According to the literature, pyrazoline, pyrazole, and thiazole-containing moieties are found in various drug structures and are responsible for nearly all pharmacological effects. The pyrazoline linked to pyrazole moiety carbothioamides was synthesized via the reaction of pyrazole-bearing chalcones (3-(5-chloro-3-methyl-¹-phenyl-1H-pyrazol-4-yl)-¹-(substituted aryl) prop-2-ene-¹-one derivatives) with a nucleophile thiosemicarbohyrazide by heating in ethanol using fused sodium acetate as a catalyst. Then the carbothioamide derivatives were converted into the pyrazoline hybrid to pyrazole and thiazole derivatives by condensing with substituted phenacyl bromide in alcohol in a basic medium. Next, the chemical structure of the newly synthesized molecules was confirmed by IR, 1H-NMR, and mass spectral data. Further, they were screened for their in vitro antioxidant activity. Compared to butylated hydroxy anisole (BHA)., the antioxidant data showed that the synthesized compounds had good to moderate activity.

Keywords: pyrazoline-pyrazole carbothioamide derivatives, pyrazoline-pyrazole-thiazole derivatives, spectral studies, antioxidant activity

Procedia PDF Downloads 74
727 Online Robust Model Predictive Control for Linear Fractional Transformation Systems Using Linear Matrix Inequalities

Authors: Peyman Sindareh Esfahani, Jeffery Kurt Pieper

Abstract:

In this paper, the problem of robust model predictive control (MPC) for discrete-time linear systems in linear fractional transformation form with structured uncertainty and norm-bounded disturbance is investigated. The problem of minimization of the cost function for MPC design is converted to minimization of the worst case of the cost function. Then, this problem is reduced to minimization of an upper bound of the cost function subject to a terminal inequality satisfying the l2-norm of the closed loop system. The characteristic of the linear fractional transformation system is taken into account, and by using some mathematical tools, the robust predictive controller design problem is turned into a linear matrix inequality minimization problem. Afterwards, a formulation which includes an integrator to improve the performance of the proposed robust model predictive controller in steady state condition is studied. The validity of the approaches is illustrated through a robust control benchmark problem.

Keywords: linear fractional transformation, linear matrix inequality, robust model predictive control, state feedback control

Procedia PDF Downloads 395
726 Some Changes in Biochemical Parameters of Body and Hepato-Biliary System under the Influence of Hydrazine Derivatives

Authors: G. Y. Saspugayeva, R. R. Beysenova, M. R. Khanturin, E. T. Abseitov, K. B. Massenov

Abstract:

This research is devoted to the problems of rocket fuel and impact of its derivatives on environment and living things. Hydrazine derivatives are used in different spheres, in aero-space activity, medical practice, laboratory-diagnosis practice and etc. For Kazakhstan, which has the cosmodrome "Baikonur", the problem of environmental pollution by rocket fuel and its components is important issue. An unsymmetrical dimethylhydrazine is mostly used as rocket fuel for launch vehicles which has high toxicity to humans and animals referred to the World Health Organization. The question about influence of hydrazine derivatives on human organism and ways of detoxication is very actual and requires special approaches in solving these problems. In connection with this situation, we set the goal: study the negative influence of hydrazine derivatives-hydrazine sulphur, nitrosodimethylamine (NDMA), phenylhydrazine, isonicotinic acid hydrazide (IAH) on some biochemical parameters of blood, hepatobiliary system and correction of functional damages of organism with “Salsocollin” drugs.

Keywords: isonicotinic acid hydrazide (IAH), N-nitrosodimethylamine (NDMA), AlAT-alanine aminotransferase, AsAT-aspartate aminotransaminase

Procedia PDF Downloads 356
725 Microbiological Activity and Molecular Docking Study of Selected Steroid Derivatives of Biomedical Importance

Authors: Milica Karadzic, Lidija Jevric, Sanja Podunavac-Kuzmanovic, Strahinja Kovacevic, Sinisa Markov, Aleksandar Okljesa, Andrea Nikolic, Marija Sakac, Katarina Penov Gasi

Abstract:

This study considered the microbiological activity determination and molecular docking study for selected steroid derivatives of biomedical importance. Minimal inhibitory concentration (MIC) was determined for steroid derivatives against Staphylococcus aureus using macrodilution method. Some of the investigated steroid derivatives express bacteriostatic effect against Staphylococcus aureus. Molecular docking approaches are the most widely used techniques for predicting the binding mode of a ligand. Molecular docking study was done for steroid derivatives for androgen receptor negative prostate cancer cell line (PC-3) toward Human Cytochrome P450 CYP17A1. The molecules that had the smallest experimental IC50 values confirmed their ability to dock into active place using suitable molecular docking procedure. The binding disposition of those molecules was thoroughly investigated. Microbiological analysis and molecular docking study were conducted with aim to additionally characterize selected steroid derivatives for future investigation regarding their biological activity and to estimate the binding-affinities of investigated derivatives. This article is based upon work from COST Action (TD1305), supported by COST (European Cooperation and Science and Technology).

Keywords: binding affinity, minimal inhibitory concentration, molecular docking, pc-3 cell line, staphylococcus aureus, steroids

Procedia PDF Downloads 367
724 A New Fuzzy Fractional Order Model of Transmission of Covid-19 With Quarantine Class

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

Abstract:

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 109
723 A Fuzzy Programming Approach for Solving Intuitionistic Fuzzy Linear Fractional Programming Problem

Authors: Sujeet Kumar Singh, Shiv Prasad Yadav

Abstract:

This paper develops an approach for solving intuitionistic fuzzy linear fractional programming (IFLFP) problem where the cost of the objective function, the resources, and the technological coefficients are triangular intuitionistic fuzzy numbers. Here, the IFLFP problem is transformed into an equivalent crisp multi-objective linear fractional programming (MOLFP) problem. By using fuzzy mathematical programming approach the transformed MOLFP problem is reduced into a single objective linear programming (LP) problem. The proposed procedure is illustrated through a numerical example.

Keywords: triangular intuitionistic fuzzy number, linear programming problem, multi objective linear programming problem, fuzzy mathematical programming, membership function

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722 A Mathematical Model Approach Regarding the Children’s Height Development with Fractional Calculus

Authors: Nisa Özge Önal, Kamil Karaçuha, Göksu Hazar Erdinç, Banu Bahar Karaçuha, Ertuğrul Karaçuha

Abstract:

The study aims to use a mathematical approach with the fractional calculus which is developed to have the ability to continuously analyze the factors related to the children’s height development. Until now, tracking the development of the child is getting more important and meaningful. Knowing and determining the factors related to the physical development of the child any desired time would provide better, reliable and accurate results for childcare. In this frame, 7 groups for height percentile curve (3th, 10th, 25th, 50th, 75th, 90th, and 97th) of Turkey are used. By using discrete height data of 0-18 years old children and the least squares method, a continuous curve is developed valid for any time interval. By doing so, in any desired instant, it is possible to find the percentage and location of the child in Percentage Chart. Here, with the help of the fractional calculus theory, a mathematical model is developed. The outcomes of the proposed approach are quite promising compared to the linear and the polynomial method. The approach also yields to predict the expected values of children in the sense of height.

Keywords: children growth percentile, children physical development, fractional calculus, linear and polynomial model

Procedia PDF Downloads 149
721 An Empirical Analysis of the Effects of Corporate Derivatives Use on the Underlying Stock Price Exposure: South African Evidence

Authors: Edson Vengesai

Abstract:

Derivative products have become essential instruments in portfolio diversification, price discovery, and, most importantly, risk hedging. Derivatives are complex instruments; their valuation, volatility implications, and real impact on the underlying assets' behaviour are not well understood. Little is documented empirically, with conflicting conclusions on how these instruments affect firm risk exposures. Given the growing interest in using derivatives in risk management and portfolio engineering, this study examines the practical impact of derivative usage on the underlying stock price exposure and systematic risk. The paper uses data from South African listed firms. The study employs GARCH models to understand the effect of derivative uses on conditional stock volatility. The GMM models are used to estimate the effect of derivatives use on stocks' systematic risk as measured by Beta and on the total risk of stocks as measured by the standard deviation of returns. The results provide evidence on whether derivatives use is instrumental in reducing stock returns' systematic and total risk. The results are subjected to numerous controls for robustness, including financial leverage, firm size, growth opportunities, and macroeconomic effects.

Keywords: derivatives use, hedging, volatility, stock price exposure

Procedia PDF Downloads 112
720 Overview of Risk Management in Electricity Markets Using Financial Derivatives

Authors: Aparna Viswanath

Abstract:

Electricity spot prices are highly volatile under optimal generation capacity scenarios due to factors such as non-storability of electricity, peak demand at certain periods, generator outages, fuel uncertainty for renewable energy generators, huge investments and time needed for generation capacity expansion etc. As a result market participants are exposed to price and volume risk, which has led to the development of risk management practices. This paper provides an overview of risk management practices by market participants in electricity markets using financial derivatives.

Keywords: financial derivatives, forward, futures, options, risk management

Procedia PDF Downloads 480
719 Stability Analysis of Tumor-Immune Fractional Order Model

Authors: Sadia Arshad, Yifa Tang, Dumitru Baleanu

Abstract:

A fractional order mathematical model is proposed that incorporate CD8+ cells, natural killer cells, cytokines and tumor cells. The tumor cells growth in the absence of an immune response is modeled by logistic law as it was the simplest form for which predictions also agreed with the experimental data. Natural Killer Cells are our first line of defense. NK cells directly kill tumor cells through several mechanisms, including the release of cytoplasmic granules containing perforin and granzyme, expression of tumor necrosis factor (TNF) family members. The effect of the NK cells on the tumor cell population is expressed with the product term. Rational form is used to describe interaction between CD8+ cells and tumor cells. A number of cytokines are produced by NKs, including tumor necrosis factor TNF, IFN, and interleukin (IL-10). Source term for cytokines is modeled by Michaelis-Menten form to indicate the saturated effects of the immune response. Stability of the equilibrium points is discussed for biologically significant values of bifurcation parameters. We studied the treatment of fractional order system by investigating analytical conditions of tumor eradication. Numerical simulations are presented to illustrate the analytical results.

Keywords: cancer model, fractional calculus, numerical simulations, stability analysis

Procedia PDF Downloads 316
718 Synthesis and in-Vitro Biological Activity of Novel Gallic Acid Derivatives

Authors: Hossein Mostafavi

Abstract:

A diversity of biological activities and pharmaceutical uses have been attributed to gallic acid derivatives such as antibacterial, anticancer, anti inflammatory. A series of gallic acid derivatives were synthesized, and their structure was confirmed by FT-IR, HNMR, CNMR, elemental analysis. In vitro biological activity of compounds was determined against Proteus vulgaris ATCC 7829, Escherichia coli ATCC 25922, as (Gram-negative) bacteria and bacillus cereus ATCC 11778, Staphylococus aureus ATCC 6538 as (Gram-positive) bacteria. Antibacterial susceptibility tests were done by use of the paper disc diffusion method on Mueller Hinton agar (Merck). Chloramiphenicol, Penicilline, Streptomycin and Tetracycline were standard reference antibiotics. The zone of inhibition against bacteria was measured after 24 hours at 37 °C. Compounds 3, 4, 5 were the main antibacterial compounds against Gram-negative bacteria but not Gram-positive.

Keywords: gallic acid derivatives, antibacterial, antibiotics, inhibition

Procedia PDF Downloads 138
717 Risk Management of Water Derivatives: A New Commodity in The Market

Authors: Daniel Mokatsanyane, Johnny Jansen Van Rensburg

Abstract:

This paper is a concise introduction of the risk management on the water derivatives market. Water, a new commodity in the market, is one of the most important commodity on earth. As important to life and planet as crops, metals, and energy, none of them matters without water. This paper presents a brief overview of water as a tradable commodity via a new first of its kind futures contract on the Nasdaq Veles California Water Index (NQH2O) derivative instrument, TheGeneralised Autoregressive Conditional Heteroscedasticity (GARCH) statistical model will be the used to measure the water price volatility of the instrument and its performance since it’s been traded. describe the main products and illustrate their usage in risk management and also discuss key challenges with modeling and valuation of water as a traded commodity and finally discuss how water derivatives may be taken as an alternative asset investment class.

Keywords: water derivatives, commodity market, nasdaq veles california water Index (NQH2O, water price, risk management

Procedia PDF Downloads 136
716 Globally Attractive Mild Solutions for Non-Local in Time Subdiffusion Equations of Neutral Type

Authors: Jorge Gonzalez Camus, Carlos Lizama

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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
715 Optimization of Coefficients of Fractional Order Proportional-Integrator-Derivative Controller on Permanent Magnet Synchronous Motors Using Particle Swarm Optimization

Authors: Ali Motalebi Saraji, Reza Zarei Lamuki

Abstract:

Speed control and behavior improvement of permanent magnet synchronous motors (PMSM) that have reliable performance, low loss, and high power density, especially in industrial drives, are of great importance for researchers. Because of its importance in this paper, coefficients optimization of proportional-integrator-derivative fractional order controller is presented using Particle Swarm Optimization (PSO) algorithm in order to improve the behavior of PMSM in its speed control loop. This improvement is simulated in MATLAB software for the proposed optimized proportional-integrator-derivative fractional order controller with a Genetic algorithm and compared with a full order controller with a classic optimization method. Simulation results show the performance improvement of the proposed controller with respect to two other controllers in terms of rising time, overshoot, and settling time.

Keywords: speed control loop of permanent magnet synchronous motor, fractional and full order proportional-integrator-derivative controller, coefficients optimization, particle swarm optimization, improvement of behavior

Procedia PDF Downloads 148
714 A New Approach for Solving Fractional Coupled Pdes

Authors: Prashant Pandey

Abstract:

In the present article, an effective Laguerre collocation method is used to obtain the approximate solution of a system of coupled fractional-order non-linear reaction-advection-diffusion equation with prescribed initial and boundary conditions. In the proposed scheme, Laguerre polynomials are used together with an operational matrix and collocation method to obtain approximate solutions of the coupled system, so that our proposed model is converted into a system of algebraic equations which can be solved employing the Newton method. The solution profiles of the coupled system are presented graphically for different particular cases. The salient feature of the present article is finding the stability analysis of the proposed method and also the demonstration of the lower variation of solute concentrations with respect to the column length in the fractional-order system compared to the integer-order system. To show the higher efficiency, reliability, and accuracy of the proposed scheme, a comparison between the numerical results of Burger’s coupled system and its existing analytical result is reported. There are high compatibility and consistency between the approximate solution and its exact solution to a higher order of accuracy. The exhibition of error analysis for each case through tables and graphs confirms the super-linearly convergence rate of the proposed method.

Keywords: fractional coupled PDE, stability and convergence analysis, diffusion equation, Laguerre polynomials, spectral method

Procedia PDF Downloads 146
713 Fractional Integration in the West African Economic and Monetary Union

Authors: Hector Carcel Luis Alberiko Gil-Alana

Abstract:

This paper examines the time series behavior of three variables (GDP, Price level of Consumption and Population) in the eight countries that belong to the West African Economic and Monetary Union (WAEMU), which are Benin, Burkina Faso, Côte d’Ivoire, Guinea-Bissau, Mali, Niger, Senegal and Togo. The reason for carrying out this study lies in the considerable heterogeneity that can be perceived in the data from these countries. We conduct a long memory and fractional integration modeling framework and we also identify potential breaks in the data. The aim of the study is to perceive up to which degree the eight West African countries that belong to the same monetary union follow the same economic patterns of stability. Testing for mean reversion, we only found strong evidence of it in the case of Senegal for the Price level of Consumption, and in the cases of Benin, Burkina Faso and Senegal for GDP.

Keywords: West Africa, Monetary Union, fractional integration, economic patterns

Procedia PDF Downloads 432
712 QSAR Study and Haptotropic Rearrangement in Estradiol Derivatives

Authors: Mohamed Abd Esselem Dems, Souhila Laib, Nadjia Latelli, Nadia Ouddai

Abstract:

In this work, we have developed QSAR model for Relative Binding Affinity (RBA) of a large diverse set of estradiol among these derivatives, the organometallic derivatives. By dividing the dataset into a training set of 24 compounds and a test set of 6 compounds. The DFT method was used to calculate quantum chemical descriptors and physicochemical descriptors (MR and MLOGP) were performed using E-Dragon. All the validations indicated that the QSAR model built was robust and satisfactory (R2 = 90.12, Q2LOO = 86.61, RMSE = 0.272, F = 60.6473, Q2ext =86.07). We have therefore apply this model to predict the RBA, for two isomers β and α wherein Mn(CO)3 complex with the aromatic ring of estradiol, and the two isomers show little appreciation for the estrogenic receptor (RBAβ = 1.812 and RBAα = 1.741).

Keywords: DFT, estradiol, haptotropic rearrangement, QSAR, relative binding affinity

Procedia PDF Downloads 295
711 Numerical Method for Fin Profile Optimization

Authors: Beghdadi Lotfi

Abstract:

In the present work a numerical method is proposed in order to optimize the thermal performance of finned surfaces. The bidimensional temperature distribution on the longitudinal section of the fin is calculated by restoring to the finite volumes method. The heat flux dissipated by a generic profile fin is compared with the heat flux removed by the rectangular profile fin with the same length and volume. In this study, it is shown that a finite volume method for quadrilaterals unstructured mesh is developed to predict the two dimensional steady-state solutions of conduction equation, in order to determine the sinusoidal parameter values which optimize the fin effectiveness. In this scheme, based on the integration around the polygonal control volume, the derivatives of conduction equation must be converted into closed line integrals using same formulation of the Stokes theorem. The numerical results show good agreement with analytical results. To demonstrate the accuracy of the method, the absolute and root-mean square errors versus the grid size are examined quantitatively.

Keywords: Stokes theorem, unstructured grid, heat transfer, complex geometry, effectiveness

Procedia PDF Downloads 269
710 Targeting Mineral Resources of the Upper Benue trough, Northeastern Nigeria Using Linear Spectral Unmixing

Authors: Bello Yusuf Idi

Abstract:

The Gongola arm of the Upper Banue Trough, Northeastern Nigeria is predominantly covered by the outcrops of Limestone-bearing rocks in form of Sandstone with intercalation of carbonate clay, shale, basaltic, felsphatic and migmatide rocks at subpixel dimension. In this work, subpixel classification algorithm was used to classify the data acquired from landsat 7 Enhance Thematic Mapper (ETM+) satellite system with the aim of producing fractional distribution image for three most economically important solid minerals of the area: Limestone, Basalt and Migmatide. Linear Spectral Unmixing (LSU) algorithm was used to produce fractional distribution image of abundance of the three mineral resources within a 100Km2 portion of the area. The results show that the minerals occur at different proportion all over the area. The fractional map could therefore serve as a guide to the ongoing reconnaissance for the economic potentiality of the formation.

Keywords: linear spectral un-mixing, upper benue trough, gongola arm, geological engineering

Procedia PDF Downloads 376
709 Impact of Regulation on Trading in Financial Derivatives in Europe

Authors: H. Florianová, J. Nešleha

Abstract:

Financial derivatives are considered to be risky investment instruments which could possibly bring another financial crisis. As prevention, European Union and its member states have released new legal acts adjusting this area of law in recent years. There have been several cases in history of capital markets worldwide where it was shown that legislature may affect behavior of subjects on capital markets. In our paper we analyze main events on selected European stock exchanges in order to apply them on three chosen markets - Czech capital market represented by Prague Stock Exchange, German capital market represented by Deutsche Börse and Polish capital market represented by Warsaw Stock Exchange. We follow time series of development of the sum of listed derivatives on these three stock exchanges in order to evaluate popularity of those exchanges. Afterwards we compare newly listed derivatives in relation to the speed of development of these exchanges. We also make a comparison between trends in derivatives and shares development. We explain how a legal regulation may affect situation on capital markets. If the regulation is too strict, potential investors or traders are not willing to undertake it and move to other markets. On the other hand, if the regulation is too vague, trading scandals occur and the market is not reliable from the prospect of potential investors or issuers. We see that making the regulation stricter usually discourages subjects to stay on the market immediately although making the regulation vaguer to interest more subjects is usually much slower process.

Keywords: capital markets, financial derivatives, investors' behavior, regulation

Procedia PDF Downloads 270
708 Interactive Solutions for the Multi-Objective Capacitated Transportation Problem with Mixed Constraints under Fuzziness

Authors: Aquil Ahmed, Srikant Gupta, Irfan Ali

Abstract:

In this paper, we study a multi-objective capacitated transportation problem (MOCTP) with mixed constraints. This paper is comprised of the modelling and optimisation of an MOCTP in a fuzzy environment in which some goals are fractional and some are linear. In real life application of the fuzzy goal programming (FGP) problem with multiple objectives, it is difficult for the decision maker(s) to determine the goal value of each objective precisely as the goal values are imprecise or uncertain. Also, we developed the concept of linearization of fractional goal for solving the MOCTP. In this paper, imprecision of the parameter is handled by the concept of fuzzy set theory by considering these parameters as a trapezoidal fuzzy number. α-cut approach is used to get the crisp value of the parameters. Numerical examples are used to illustrate the method for solving MOCTP.

Keywords: capacitated transportation problem, multi objective linear programming, multi-objective fractional programming, fuzzy goal programming, fuzzy sets, trapezoidal fuzzy number

Procedia PDF Downloads 436
707 Numerical Method of Heat Transfer in Fin Profiles

Authors: Beghdadi Lotfi, Belkacem Abdellah

Abstract:

In this work, a numerical method is proposed in order to solve the thermal performance problems of heat transfer of fins surfaces. The bidimensional temperature distribution on the longitudinal section of the fin is calculated by restoring to the finite volumes method. The heat flux dissipated by a generic profile fin is compared with the heat flux removed by the rectangular profile fin with the same length and volume. In this study, it is shown that a finite volume method for quadrilaterals unstructured mesh is developed to predict the two dimensional steady-state solutions of conduction equation, in order to determine the sinusoidal parameter values which optimize the fin effectiveness. In this scheme, based on the integration around the polygonal control volume, the derivatives of conduction equation must be converted into closed line integrals using same formulation of the Stokes theorem. The numerical results show good agreement with analytical results. To demonstrate the accuracy of the method, the absolute and root-mean square errors versus the grid size are examined quantitatively.

Keywords: Stokes theorem, unstructured grid, heat transfer, complex geometry

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706 Digital Watermarking Using Fractional Transform and (k,n) Halftone Visual Cryptography (HVC)

Authors: R. Rama Kishore, Sunesh Malik

Abstract:

Development in the usage of internet for different purposes in recent times creates great threat for the copy right protection of the digital images. Digital watermarking is the best way to rescue from the said problem. This paper presents detailed review of the different watermarking techniques, latest trends in the field and categorized like spatial and transform domain, blind and non-blind methods, visible and non visible techniques etc. It also discusses the different optimization techniques used in the field of watermarking in order to improve the robustness and imperceptibility of the method. Different measures are discussed to evaluate the performance of the watermarking algorithm. At the end, this paper proposes a watermarking algorithm using (k.n) shares of halftone visual cryptography (HVC) instead of (2, 2) share cryptography. (k,n) shares visual cryptography improves the security of the watermark. As halftone is a method of reprographic, it helps in improving the visual quality of watermark image. The proposed method uses fractional transformation to improve the robustness of the copyright protection of the method.

Keywords: digital watermarking, fractional transform, halftone, visual cryptography

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