Search results for: shifting function method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 22384

Search results for: shifting function method

22294 A Fourier Method for Risk Quantification and Allocation of Credit Portfolios

Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

Abstract:

Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

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22293 Toward a Characteristic Optimal Power Flow Model for Temporal Constraints

Authors: Zongjie Wang, Zhizhong Guo

Abstract:

While the regular optimal power flow model focuses on a single time scan, the optimization of power systems is typically intended for a time duration with respect to a desired objective function. In this paper, a temporal optimal power flow model for a time period is proposed. To reduce the computation burden needed for calculating temporal optimal power flow, a characteristic optimal power flow model is proposed, which employs different characteristic load patterns to represent the objective function and security constraints. A numerical method based on the interior point method is also proposed for solving the characteristic optimal power flow model. Both the temporal optimal power flow model and characteristic optimal power flow model can improve the systems’ desired objective function for the entire time period. Numerical studies are conducted on the IEEE 14 and 118-bus test systems to demonstrate the effectiveness of the proposed characteristic optimal power flow model.

Keywords: optimal power flow, time period, security, economy

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22292 Unmanned Aerial Vehicle Landing Based on Ultra-Wideband Localization System and Optimal Strategy for Searching Optimal Landing Point

Authors: Meng Wu

Abstract:

Unmanned aerial vehicle (UAV) landing technology is a common task that is required to be fulfilled by fly robots. In this paper, the crazyflie2.0 is located by ultra-wideband (UWB) localization system that contains 4 UWB anchors. Another UWB anchor is introduced and installed on a stationary platform. One cost function is designed to find the minimum distance between crazyflie2.0 and the anchor installed on the stationary platform. The coordinates of the anchor are unknown in advance, and the goal of the cost function is to define the location of the anchor, which can be considered as an optimal landing point. When the cost function reaches the minimum value, the corresponding coordinates of the UWB anchor fixed on the stationary platform can be calculated and defined as the landing point. The simulation shows the effectiveness of the method in this paper.

Keywords: UAV landing, UWB localization system, UWB anchor, cost function, stationary platform

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22291 A Transfer Function Representation of Thermo-Acoustic Dynamics for Combustors

Authors: Myunggon Yoon, Jung-Ho Moon

Abstract:

In this paper, we present a transfer function representation of a general one-dimensional combustor. The input of the transfer function is a heat rate perturbation of a burner and the output is a flow velocity perturbation at the burner. This paper considers a general combustor model composed of multiple cans with different cross sectional areas, along with a non-zero flow rate.

Keywords: combustor, dynamics, thermoacoustics, transfer function

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22290 Steepest Descent Method with New Step Sizes

Authors: Bib Paruhum Silalahi, Djihad Wungguli, Sugi Guritman

Abstract:

Steepest descent method is a simple gradient method for optimization. This method has a slow convergence in heading to the optimal solution, which occurs because of the zigzag form of the steps. Barzilai and Borwein modified this algorithm so that it performs well for problems with large dimensions. Barzilai and Borwein method results have sparked a lot of research on the method of steepest descent, including alternate minimization gradient method and Yuan method. Inspired by previous works, we modified the step size of the steepest descent method. We then compare the modification results against the Barzilai and Borwein method, alternate minimization gradient method and Yuan method for quadratic function cases in terms of the iterations number and the running time. The average results indicate that the steepest descent method with the new step sizes provide good results for small dimensions and able to compete with the results of Barzilai and Borwein method and the alternate minimization gradient method for large dimensions. The new step sizes have faster convergence compared to the other methods, especially for cases with large dimensions.

Keywords: steepest descent, line search, iteration, running time, unconstrained optimization, convergence

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22289 Time-Domain Analysis Approaches of Soil-Structure Interaction: A Comparative Study

Authors: Abdelrahman Taha, Niloofar Malekghaini, Hamed Ebrahimian, Ramin Motamed

Abstract:

This paper compares the substructure and direct methods for soil-structure interaction (SSI) analysis in the time domain. In the substructure SSI method, the soil domain is replaced by a set of springs and dashpots, also referred to as the impedance function, derived through the study of the behavior of a massless rigid foundation. The impedance function is inherently frequency dependent, i.e., it varies as a function of the frequency content of the structural response. To use the frequency-dependent impedance function for time-domain SSI analysis, the impedance function is approximated at the fundamental frequency of the structure-soil system. To explore the potential limitations of the substructure modeling process, a two-dimensional reinforced concrete frame structure is modeled using substructure and direct methods in this study. The results show discrepancies between the simulated responses of the substructure and the direct approaches. To isolate the effects of higher modal responses, the same study is repeated using a harmonic input motion, in which a similar discrepancy is still observed between the substructure and direct approaches. It is concluded that the main source of discrepancy between the substructure and direct SSI approaches is likely attributed to the way the impedance functions are calculated, i.e., assuming a massless rigid foundation without considering the presence of the superstructure. Hence, a refined impedance function, considering the presence of the superstructure, shall be developed. This refined impedance function is expected to significantly improve the simulation accuracy of the substructure approach for structural systems whose behavior is dominated by the fundamental mode response.

Keywords: direct approach, impedance function, soil-structure interaction, substructure approach

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22288 Efficiency of Virtual Reality Exercises with Nintendo Wii System on Balance and Independence in Motor Functions in Hemiparetic Patients: A Randomized Controlled Study

Authors: Ayça Utkan Karasu, Elif Balevi Batur, Gülçin Kaymak Karataş

Abstract:

The aim of this study was to examine the efficiency of virtual reality exercises with Nintendo Wii system on balance and independence in motor functions. This randomized controlled assessor-blinded study included 23 stroke inpatients with hemiparesis all within 12 months poststroke. Patients were randomly assigned to control group (n=11) or experimental group (n=12) via block randomization method. Control group participated in a conventional balance rehabilitation programme. Study group received a four-week balance training programme five times per week with a session duration of 20 minutes in addition to the conventional balance rehabilitation programme. Balance was assessed by the Berg’s balance scale, the functional reach test, the timed up and go test, the postural assessment scale for stroke, the static balance index. Also, displacement of centre of pressure sway and centre of pressure displacement during weight shifting was calculated by Emed-SX system. Independence in motor functions was assessed by The Functional Independence Measure (FIM) ambulation and FIM transfer subscales. The outcome measures were evaluated at baseline, 4th week (posttreatment), 8th week (follow-up). Repeated measures analysis of variance was performed for each of the outcome measure. Significant group time interaction was detected in the scores of the Berg’s balance scale, the functional reach test, eyes open anteroposterior and mediolateral center of pressure sway distance, eyes closed anteroposterior center of pressure sway distance, center of pressure displacement during weight shifting to effected side, unaffected side and total centre of pressure displacement during weight shifting (p < 0.05). Time effect was statistically significant in the scores of the Berg’s balance scale, the functional reach test, the timed up and go test, the postural assessment scale for stroke, the static balance index, eyes open anteroposterior and mediolateral center of pressure sway distance, eyes closed mediolateral center of pressure sway distance, the center of pressure displacement during weight shifting to effected side, the functional independence measure ambulation and transfer scores (p < 0.05). Virtual reality exercises with Nintendo Wii system combined with a conventional balance rehabilitation programme enhances balance performance and independence in motor functions in stroke patients.

Keywords: balance, hemiplegia, stroke rehabilitation, virtual reality

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22287 Chemical Reaction Algorithm for Expectation Maximization Clustering

Authors: Li Ni, Pen ManMan, Li KenLi

Abstract:

Clustering is an intensive research for some years because of its multifaceted applications, such as biology, information retrieval, medicine, business and so on. The expectation maximization (EM) is a kind of algorithm framework in clustering methods, one of the ten algorithms of machine learning. Traditionally, optimization of objective function has been the standard approach in EM. Hence, research has investigated the utility of evolutionary computing and related techniques in the regard. Chemical Reaction Optimization (CRO) is a recently established method. So the property embedded in CRO is used to solve optimization problems. This paper presents an algorithm framework (EM-CRO) with modified CRO operators based on EM cluster problems. The hybrid algorithm is mainly to solve the problem of initial value sensitivity of the objective function optimization clustering algorithm. Our experiments mainly take the EM classic algorithm:k-means and fuzzy k-means as an example, through the CRO algorithm to optimize its initial value, get K-means-CRO and FKM-CRO algorithm. The experimental results of them show that there is improved efficiency for solving objective function optimization clustering problems.

Keywords: chemical reaction optimization, expection maimization, initia, objective function clustering

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22286 Directional Implicit Functions in Nonsmooth Analysis

Authors: Murzabekova Gulden

Abstract:

Directional implicit functions for underdetermined nonsmooth systems in terms of the new tool of the Nonsmooth analysis - exhausters are considered. A method for finding an implicit function for underdetermined nonsmooth systems is proposed.

Keywords: implicit function, exhauster, nonsmooth systems

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22285 Correlation Between Diastolic Function and Lower GLS in Hypertensive Patients

Authors: A. Kherraf, S. Ouarrak, L. Azzouzi, R. Habbal

Abstract:

Introduction: Preserved LVEF heart failure is an important cause of mortality and morbidity in hypertensive patients. A strong correlation between impaired diastolic function and longitudinal systolic dysfunction. could have several explanations, first, the diastole is an energy dependent process, especially during its first phase, it also includes active systolic components during the phase of iso volumetric relaxation, in addition, the impairment of the intrinsic myocytic function is part of hypertensive pathology as evidenced by recent studies. METHODS AND MATERIALS: This work consists of performing in a series of 333 hypertensive patients (aged 25 to 75 years) a complete echocardiographic study, including LVEF by Simpson biplane method, the calculation of the indexed left ventricular mass, the analysis of the diastolic function, and finally, the study of the longitudinal deformation of the LV by the technique of speckletracking (calculation of the GLS). Patients with secondary hypertension, leaky or stenosing valve disease, arrhythmia, and a history of coronary insufficiency were excluded from this study. RESULTS: Of the 333 hypertensive patients, 225 patients (67.5%) had impaired diastolic function, of which 60 patients (18%) had high filling pressures. 49.39% had echocardigraphic HVG, Almost all of these patients (60 patients) had low GLS. There is a statistically very significant relationship between lower GLS and increased left ventricular filling pressures in hypertensive patients. These results suggest that increased filling pressures are closely associated with atrioventricular interaction in patients with hypertension, with a strong correlation with impairment of longitudinal systolic function and diastolic function CONCLUSION: Overall, a linear relationship is established between increased left ventricular mass, diastolic dysfunction, and longitudinal LV systolic dysfunction

Keywords: hypertension, diastolic function, left ventricle, heart failure

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22284 Geometric Properties of Some q-Bessel Functions

Authors: İbrahim Aktaş, Árpád Baricz

Abstract:

In this paper, the radii of star likeness of the Jackson and Hahn-Exton q-Bessel functions are considered, and for each of them three different normalizations is applied. By applying Euler-Rayleigh inequalities for the first positive zeros of these functions tight lower, and upper bounds for the radii of starlikeness of these functions are obtained. The Laguerre-Pólya class of real entire functions plays an important role in this study. In particular, we obtain some new bounds for the first positive zero of the derivative of the classical Bessel function of the first kind.

Keywords: bessel function, lommel function, radius of starlikeness and convexity, Struve function

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22283 On the Fractional Integration of Generalized Mittag-Leffler Type Functions

Authors: Christian Lavault

Abstract:

In this paper, the generalized fractional integral operators of two generalized Mittag-Leffler type functions are investigated. The special cases of interest involve the generalized M-series and K-function, both introduced by Sharma. The two pairs of theorems established herein generalize recent results about left- and right-sided generalized fractional integration operators applied here to the M-series and the K-function. The note also results in important applications in physics and mathematical engineering.

Keywords: Fox–Wright Psi function, generalized hypergeometric function, generalized Riemann– Liouville and Erdélyi–Kober fractional integral operators, Saigo's generalized fractional calculus, Sharma's M-series and K-function

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22282 Parameterized Lyapunov Function Based Robust Diagonal Dominance Pre-Compensator Design for Linear Parameter Varying Model

Authors: Xiaobao Han, Huacong Li, Jia Li

Abstract:

For dynamic decoupling of linear parameter varying system, a robust dominance pre-compensator design method is given. The parameterized pre-compensator design problem is converted into optimal problem constrained with parameterized linear matrix inequalities (PLMI); To solve this problem, firstly, this optimization problem is equivalently transformed into a new form with elimination of coupling relationship between parameterized Lyapunov function (PLF) and pre-compensator. Then the problem was reduced to a normal convex optimization problem with normal linear matrix inequalities (LMI) constraints on a newly constructed convex polyhedron. Moreover, a parameter scheduling pre-compensator was achieved, which satisfies robust performance and decoupling performances. Finally, the feasibility and validity of the robust diagonal dominance pre-compensator design method are verified by the numerical simulation of a turbofan engine PLPV model.

Keywords: linear parameter varying (LPV), parameterized Lyapunov function (PLF), linear matrix inequalities (LMI), diagonal dominance pre-compensator

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22281 Improving Detection of Illegitimate Scores and Assessment in Most Advantageous Tenders

Authors: Hao-Hsi Tseng, Hsin-Yun Lee

Abstract:

The Most Advantageous Tender (MAT) has been criticized for its susceptibility to dictatorial situations and for its processing of same score, same rank issues. This study applies the four criteria from Arrow's Impossibility Theorem to construct a mechanism for revealing illegitimate scores in scoring methods. While commonly be used to improve on problems resulting from extreme scores, ranking methods hide significant defects, adversely affecting selection fairness. To address these shortcomings, this study relies mainly on the overall evaluated score method, using standardized scores plus normal cumulative distribution function conversion to calculate the evaluation of vender preference. This allows for free score evaluations, which reduces the influence of dictatorial behavior and avoiding same score, same rank issues. Large-scale simulations confirm that this method outperforms currently used methods using the Impossibility Theorem.

Keywords: Arrow’s impossibility theorem, cumulative normal distribution function, most advantageous tender, scoring method

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22280 Numerical Simulation of Two-Dimensional Flow over a Stationary Circular Cylinder Using Feedback Forcing Scheme Based Immersed Boundary Finite Volume Method

Authors: Ranjith Maniyeri, Ahamed C. Saleel

Abstract:

Two-dimensional fluid flow over a stationary circular cylinder is one of the bench mark problem in the field of fluid-structure interaction in computational fluid dynamics (CFD). Motivated by this, in the present work, a two-dimensional computational model is developed using an improved version of immersed boundary method which combines the feedback forcing scheme of the virtual boundary method with Peskin’s regularized delta function approach. Lagrangian coordinates are used to represent the cylinder and Eulerian coordinates are used to describe the fluid flow. A two-dimensional Dirac delta function is used to transfer the quantities between the sold to fluid domain. Further, continuity and momentum equations governing the fluid flow are solved using fractional step based finite volume method on a staggered Cartesian grid system. The developed code is validated by comparing the values of drag coefficient obtained for different Reynolds numbers with that of other researcher’s results. Also, through numerical simulations for different Reynolds numbers flow behavior is well captured. The stability analysis of the improved version of immersed boundary method is tested for different values of feedback forcing coefficients.

Keywords: Feedback Forcing Scheme, Finite Volume Method, Immersed Boundary Method, Navier-Stokes Equations

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22279 Ill-Posed Inverse Problems in Molecular Imaging

Authors: Ranadhir Roy

Abstract:

Inverse problems arise in medical (molecular) imaging. These problems are characterized by large in three dimensions, and by the diffusion equation which models the physical phenomena within the media. The inverse problems are posed as a nonlinear optimization where the unknown parameters are found by minimizing the difference between the predicted data and the measured data. To obtain a unique and stable solution to an ill-posed inverse problem, a priori information must be used. Mathematical conditions to obtain stable solutions are established in Tikhonov’s regularization method, where the a priori information is introduced via a stabilizing functional, which may be designed to incorporate some relevant information of an inverse problem. Effective determination of the Tikhonov regularization parameter requires knowledge of the true solution, or in the case of optical imaging, the true image. Yet, in, clinically-based imaging, true image is not known. To alleviate these difficulties we have applied the penalty/modified barrier function (PMBF) method instead of Tikhonov regularization technique to make the inverse problems well-posed. Unlike the Tikhonov regularization method, the constrained optimization technique, which is based on simple bounds of the optical parameter properties of the tissue, can easily be implemented in the PMBF method. Imposing the constraints on the optical properties of the tissue explicitly restricts solution sets and can restore uniqueness. Like the Tikhonov regularization method, the PMBF method limits the size of the condition number of the Hessian matrix of the given objective function. The accuracy and the rapid convergence of the PMBF method require a good initial guess of the Lagrange multipliers. To obtain the initial guess of the multipliers, we use a least square unconstrained minimization problem. Three-dimensional images of fluorescence absorption coefficients and lifetimes were reconstructed from contact and noncontact experimentally measured data.

Keywords: constrained minimization, ill-conditioned inverse problems, Tikhonov regularization method, penalty modified barrier function method

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22278 The Impact of Shifting Trading Pattern from Long-Haul to Short-Sea to the Car Carriers’ Freight Revenues

Authors: Tianyu Wang, Nikita Karandikar

Abstract:

The uncertainty around cost, safety, and feasibility of the decarbonized shipping fuels has made it increasingly complex for the shipping companies to set pricing strategies and forecast their freight revenues going forward. The increase in the green fuel surcharges will ultimately influence the automobile’s consumer prices. The auto shipping demand (ton-miles) has been gradually shifting from long-haul to short-sea trade over the past years following the relocation of the original equipment manufacturer (OEM) manufacturing to regions such as South America and Southeast Asia. The objective of this paper is twofold: 1) to investigate the car-carriers freight revenue development over the years when the trade pattern is gradually shifting towards short-sea exports 2) to empirically identify the quantitative impact of such trade pattern shifting to mainly freight rate, but also vessel size, fleet size as well as Green House Gas (GHG) emission in Roll on-Roll Off (Ro-Ro) shipping. In this paper, a model of analyzing and forecasting ton-miles and freight revenues for the trade routes of AS-NA (Asia to North America), EU-NA (Europe to North America), and SA-NA (South America to North America) is established by deploying Automatic Identification System (AIS) data and the financial results of a selected car carrier company. More specifically, Wallenius Wilhelmsen Logistics (WALWIL), the Norwegian Ro-Ro carrier listed on Oslo Stock Exchange, is selected as the case study company in this paper. AIS-based ton-mile datasets of WALWIL vessels that are sailing into North America region from three different origins (Asia, Europe, and South America), together with WALWIL’s quarterly freight revenues as reported in trade segments, will be investigated and compared for the past five years (2018-2022). Furthermore, ordinary‐least‐square (OLS) regression is utilized to construct the ton-mile demand and freight revenue forecasting. The determinants of trade pattern shifting, such as import tariffs following the China-US trade war and fuel prices following the 0.1% Emission Control Areas (ECA) zone requirement after IMO2020 will be set as key variable inputs to the machine learning model. The model will be tested on another newly listed Norwegian Car Carrier, Hoegh Autoliner, to forecast its 2022 financial results and to validate the accuracy based on its actual results. GHG emissions on the three routes will be compared and discussed based on a constant emission per mile assumption and voyage distances. Our findings will provide important insights about 1) the trade-off evaluation between revenue reduction and energy saving with the new ton-mile pattern and 2) how the trade flow shifting would influence the future need for the vessel and fleet size.

Keywords: AIS, automobile exports, maritime big data, trade flows

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22277 Water Leakage Detection System of Pipe Line using Radial Basis Function Neural Network

Authors: A. Ejah Umraeni Salam, M. Tola, M. Selintung, F. Maricar

Abstract:

Clean water is an essential and fundamental human need. Therefore, its supply must be assured by maintaining the quality, quantity and water pressure. However the fact is, on its distribution system, leakage happens and becomes a common world issue. One of the technical causes of the leakage is a leaking pipe. The purpose of the research is how to use the Radial Basis Function Neural (RBFNN) model to detect the location and the magnitude of the pipeline leakage rapidly and efficiently. In this study the RBFNN are trained and tested on data from EPANET hydraulic modeling system. Method of Radial Basis Function Neural Network is proved capable to detect location and magnitude of pipeline leakage with of the accuracy of the prediction results based on the value of RMSE (Root Meant Square Error), comparison prediction and actual measurement approaches 0.000049 for the whole pipeline system.

Keywords: radial basis function neural network, leakage pipeline, EPANET, RMSE

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22276 Numerical Simulation of Fiber Bragg Grating Spectrum for Mode-І Delamination Detection

Authors: O. Hassoon, M. Tarfoui, A. El Malk

Abstract:

Fiber Bragg optic sensor embedded in composite material to detect and monitor the damage which is occur in composite structure. In this paper we deal with the mode-Ι delamination to determine the resistance of material to crack propagation, and use the coupling mode theory and T-matrix method to simulating the FBGs spectrum for both uniform and non-uniform strain distribution. The double cantilever beam test which is modeling in FEM to determine the Longitudinal strain, there are two models which are used, the first is the global half model, and the second the sub-model to represent the FBGs with refine mesh. This method can simulate the damage in the composite structure and converting the strain to wavelength shifting of the FBG spectrum.

Keywords: fiber bragg grating, delamination detection, DCB, FBG spectrum, structure health monitoring

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22275 Measurement of CES Production Functions Considering Energy as an Input

Authors: Donglan Zha, Jiansong Si

Abstract:

Because of its flexibility, CES attracts much interest in economic growth and programming models, and the macroeconomics or micro-macro models. This paper focuses on the development, estimating methods of CES production function considering energy as an input. We leave for future research work of relaxing the assumption of constant returns to scale, the introduction of potential input factors, and the generalization method of the optimal nested form of multi-factor production functions.

Keywords: bias of technical change, CES production function, elasticity of substitution, energy input

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22274 Numerical Solution of Integral Equations by Using Discrete GHM Multiwavelet

Authors: Archit Yajnik, Rustam Ali

Abstract:

In this paper, numerical method based on discrete GHM multiwavelets is presented for solving the Fredholm integral equations of second kind. There is hardly any article available in the literature in which the integral equations are numerically solved using discrete GHM multiwavelet. A number of examples are demonstrated to justify the applicability of the method. In GHM multiwavelets, the values of scaling and wavelet functions are calculated only at t = 0, 0.5 and 1. The numerical solution obtained by the present approach is compared with the traditional Quadrature method. It is observed that the present approach is more accurate and computationally efficient as compared to quadrature method.

Keywords: GHM multiwavelet, fredholm integral equations, quadrature method, function approximation

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22273 Effect of Knowledge of Bubble Point Pressure on Estimating PVT Properties from Correlations

Authors: Ahmed El-Banbi, Ahmed El-Maraghi

Abstract:

PVT properties are needed as input data in all reservoir, production, and surface facilities engineering calculations. In the absence of PVT reports on valid reservoir fluid samples, engineers rely on PVT correlations to generate the required PVT data. The accuracy of PVT correlations varies, and no correlation group has been found to provide accurate results for all oil types. The effect of inaccurate PVT data can be significant in engineering calculations and is well documented in the literature. Bubble point pressure can sometimes be obtained from external sources. In this paper, we show how to utilize the known bubble point pressure to improve the accuracy of calculated PVT properties from correlations. We conducted a systematic study using around 250 reservoir oil samples to quantify the effect of pre-knowledge of bubble point pressure. The samples spanned a wide range of oils, from very volatile oils to black oils and all the way to low-GOR oils. A method for shifting both undersaturated and saturated sections of the PVT properties curves to the correct bubble point is explained. Seven PVT correlation families were used in this study. All PVT properties (e.g., solution gas-oil ratio, formation volume factor, density, viscosity, and compressibility) were calculated using the correct bubble point pressure and the correlation estimated bubble point pressure. Comparisons between the calculated PVT properties and actual laboratory-measured values were made. It was found that pre-knowledge of bubble point pressure and using the shifting technique presented in the paper improved the correlation-estimated values by 10% to more than 30%. The most improvement was seen in the solution gas-oil ratio and formation volume factor.

Keywords: PVT data, PVT properties, PVT correlations, bubble point pressure

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22272 The Role of Attachment Styles, Gender Schemas, Sexual Self Schemas, and Body Exposures During Sexual Activity in Sexual Function, Marital Satisfaction, and Sexual Self-Esteem

Authors: Hossein Shareh, Farhad Seifi

Abstract:

The present study was to examine the role of attachment styles, gender schemas, sexual-self schemas, and body image during sexual activity in sexual function, marital satisfaction, and sexual self-esteem. The sampling method was among married women who were living in Mashhad; a snowball selected 765 people. Questionnaires and measures of adult attachment style (AAS), Bem Sex Role Inventory (BSRI), sexual self-schema (SSS), body exposure during sexual activity questionnaire (BESAQ), sexual function female inventory (FSFI), a short form of sexual self-esteem (SSEI-W-SF) and marital satisfaction (Enrich) were completed by participants. Data analysis using Pearson correlation and hierarchical regression and case analysis was performed by SPSS-19 software. The results showed that there is a significant correlation (P <0.05) between attachment and sexual function (r=0.342), marital satisfaction (r=0.351) and sexual self-esteem (r =0.292). A correlation (P <0.05) was observed between sexual schema (r=0.342) and sexual esteem (r=0.31). A meaningful correlation (P <0.05) exists between gender stereotypes and sexual function (r=0.352). There was a significant inverse correlation (P <0.05) between body image and their performance during sexual activity (r=0.41). There is no significant relationship between gender schemas, sexual schemas, body image, and marital satisfaction, and no relation was found between gender schemas, body image, and sexual self-esteem. Also, the result of the regression showed that attachment styles, gender schemas, sexual self- schemas, and body exposures during sexual activity are predictable in sexual function, and marital satisfaction can be predicted by attachment style and gender schema. Somewhat, sexual self-esteem can be expected by attachment style and gender schemas.

Keywords: attachment styles, gender and sexual schemas, body image, sexual function, marital satisfaction, sexual self-esteem

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22271 Portable Glove Controlled Video Game for Hand Rehabilitation

Authors: Vinesh Janarthanan, Mohammad H. Rahman

Abstract:

There are numerous neurological conditions that may result in a loss of motor function. Such conditions may include cerebral palsy, Parkinson’s disease, stroke or multiple sclerosis. Due to impaired motor function, specifically in the hand and arm, living independently becomes tremendously more difficult. Rehabilitation programs are the main method to treat these kinds of disabled individuals. However, these programs require longtime commitment from the clinicians/therapists, demand person to person caring, and typically the treatment duration is usually very long. Aside from the treatment received from the therapist, the continuation of neuroplasticity at home is essential to maximizing development and restoring the biological function. To contribute in this area, we have researched and developed a portable and comfortable hand glove for fine motor skills rehabilitation. The glove provides interactive home-based therapy to engage the patient with simple games. The key to this treatment is the repetition of moving the hand and being capable of positioning the hand in various ways.

Keywords: home based, wearable sensors, glove, rehabilitation, motor function, video games

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22270 Characteristic Function in Estimation of Probability Distribution Moments

Authors: Vladimir S. Timofeev

Abstract:

In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique, author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation

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22269 Evaluation of a Surrogate Based Method for Global Optimization

Authors: David Lindström

Abstract:

We evaluate the performance of a numerical method for global optimization of expensive functions. The method is using a response surface to guide the search for the global optimum. This metamodel could be based on radial basis functions, kriging, or a combination of different models. We discuss how to set the cycling parameters of the optimization method to get a balance between local and global search. We also discuss the eventual problem with Runge oscillations in the response surface.

Keywords: expensive function, infill sampling criterion, kriging, global optimization, response surface, Runge phenomenon

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22268 Bright, Dark N-Soliton Solution of Fokas-Lenells Equation Using Hirota Bilinearization Method

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

Abstract:

In non-linear optics, the Fokas-Lenells equation (FLE) is a well-known integrable equation that describes how ultrashort pulses move across the optical fiber. It admits localized wave solutions, just like any other integrable equation. We apply the Hirota bilinearization method to obtain the soliton solution of FLE. The proposed bilinearization makes use of an auxiliary function. We apply the method to FLE with a vanishing boundary condition, that is, to obtain a bright soliton solution. We have obtained bright 1-soliton and 2-soliton solutions and propose a scheme for obtaining an N-soliton solution. We have used an additional parameter that is responsible for the shift in the position of the soliton. Further analysis of the 2-soliton solution is done by asymptotic analysis. In the non-vanishing boundary condition, we obtain the dark 1-soliton solution. We discover that the suggested bilinearization approach, which makes use of the auxiliary function, greatly simplifies the process while still producing the desired outcome. We think that the current analysis will be helpful in understanding how FLE is used in nonlinear optics and other areas of physics.

Keywords: asymptotic analysis, fokas-lenells equation, hirota bilinearization method, soliton

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22267 The Potential of Shifting Urban Village to Public Housing through Sharing Economy: Case Study of Shenzhen

Authors: Xinrui Gao

Abstract:

This research aims to explore the potential of shifting urban villages to public housing in China. In common practice, the central and local governments established two divided systems of urban redevelopment and public housing, including aims, design ideas, policy, headquarters, and branch offices. In most cases, the urban regeneration and public housing projects satisfy only the selected part of the society who can afford it (urban regeneration) or meet the requirements (public housing), which fail to cover the housing demand. However, there are many similarities between these two types of housing under the background of a shared economy, especially in target groups, affordable prices, and efficient use of spaces. Shenzhen always takes the lead in China’s urban regeneration and housing reformation. There are some top-down approaches to transforming housing in the urban village into public housing at present. These new approaches will provide a good chance to evaluate existing practices and explore the future development path of urban villages; while at the same time it could positively influence the housing problem in China.

Keywords: urban village, public housing, sharing economy, urban redevelopment

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22266 Subclasses of Bi-Univalent Functions Associated with Hohlov Operator

Authors: Rashidah Omar, Suzeini Abdul Halim, Aini Janteng

Abstract:

The coefficients estimate problem for Taylor-Maclaurin series is still an open problem especially for a function in the subclass of bi-univalent functions. A function f ϵ A is said to be bi-univalent in the open unit disk D if both f and f-1 are univalent in D. The symbol A denotes the class of all analytic functions f in D and it is normalized by the conditions f(0) = f’(0) – 1=0. The class of bi-univalent is denoted by  The subordination concept is used in determining second and third Taylor-Maclaurin coefficients. The upper bound for second and third coefficients is estimated for functions in the subclasses of bi-univalent functions which are subordinated to the function φ. An analytic function f is subordinate to an analytic function g if there is an analytic function w defined on D with w(0) = 0 and |w(z)| < 1 satisfying f(z) = g[w(z)]. In this paper, two subclasses of bi-univalent functions associated with Hohlov operator are introduced. The bound for second and third coefficients of functions in these subclasses is determined using subordination. The findings would generalize the previous related works of several earlier authors.

Keywords: analytic functions, bi-univalent functions, Hohlov operator, subordination

Procedia PDF Downloads 275
22265 Structural Damage Detection Using Modal Data Employing Teaching Learning Based Optimization

Authors: Subhajit Das, Nirjhar Dhang

Abstract:

Structural damage detection is a challenging work in the field of structural health monitoring (SHM). The damage detection methods mainly focused on the determination of the location and severity of the damage. Model updating is a well known method to locate and quantify the damage. In this method, an error function is defined in terms of difference between the signal measured from ‘experiment’ and signal obtained from undamaged finite element model. This error function is minimised with a proper algorithm, and the finite element model is updated accordingly to match the measured response. Thus, the damage location and severity can be identified from the updated model. In this paper, an error function is defined in terms of modal data viz. frequencies and modal assurance criteria (MAC). MAC is derived from Eigen vectors. This error function is minimized by teaching-learning-based optimization (TLBO) algorithm, and the finite element model is updated accordingly to locate and quantify the damage. Damage is introduced in the model by reduction of stiffness of the structural member. The ‘experimental’ data is simulated by the finite element modelling. The error due to experimental measurement is introduced in the synthetic ‘experimental’ data by adding random noise, which follows Gaussian distribution. The efficiency and robustness of this method are explained through three examples e.g., one truss, one beam and one frame problem. The result shows that TLBO algorithm is efficient to detect the damage location as well as the severity of damage using modal data.

Keywords: damage detection, finite element model updating, modal assurance criteria, structural health monitoring, teaching learning based optimization

Procedia PDF Downloads 199