Search results for: generalized onsager and carrier-Maslen model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 16997

Search results for: generalized onsager and carrier-Maslen model

15797 A Resource Optimization Strategy for CPU (Central Processing Unit) Intensive Applications

Authors: Junjie Peng, Jinbao Chen, Shuai Kong, Danxu Liu

Abstract:

On the basis of traditional resource allocation strategies, the usage of resources on physical servers in cloud data center is great uncertain. It will cause waste of resources if the assignment of tasks is not enough. On the contrary, it will cause overload if the assignment of tasks is too much. This is especially obvious when the applications are the same type because of its resource preferences. Considering CPU intensive application is one of the most common types of application in the cloud, we studied the optimization strategy for CPU intensive applications on the same server. We used resource preferences to analyze the case that multiple CPU intensive applications run simultaneously, and put forward a model which can predict the execution time for CPU intensive applications which run simultaneously. Based on the prediction model, we proposed the method to select the appropriate number of applications for a machine. Experiments show that the model can predict the execution time accurately for CPU intensive applications. To improve the execution efficiency of applications, we propose a scheduling model based on priority for CPU intensive applications. Extensive experiments verify the validity of the scheduling model.

Keywords: cloud computing, CPU intensive applications, resource optimization, strategy

Procedia PDF Downloads 273
15796 Simulation Model of Biosensor Based on Gold Nanoparticles

Authors: Kholod Hajo

Abstract:

In this study COMSOL Multiphysics was used to design lateral flow biosensors (LFBs) which provide advantages in low cost, simplicity, rapidity, stability and portability thus making LFBs popular in biomedical, agriculture, food and environmental sciences. This study was focused on simulation model of biosensor based on gold nanoparticles (GNPs) designed using software package (COMSOL Multiphysics), the magnitude of the laminar velocity field in the flow cell, concentration distribution in the analyte stream and surface coverage of adsorbed species and average fractional surface coverage of adsorbed analyte were discussed from the model and couples of suggestion was given in order to functionalize GNPs and to increase the accuracy of the biosensor design, all above were obtained acceptable results.

Keywords: model, gold nanoparticles, biosensor, COMSOL Multiphysics

Procedia PDF Downloads 250
15795 Constructing a Co-Working Innovation Model for Multiple Art Integration: A Case Study of Children's Musical

Authors: Nai-Chia Chao, Meng-Chi Shih

Abstract:

Under today’s fast technology and massive data era, the working method start to change. In this study, based under literature meaning of “Co-working” we had implemented the new “Co-working innovation model”. Research concluded that co-working innovation model shall not be limited in co-working space but use under different field when applying multiple art integration stragies. Research show co-working should not be limited in special field or group, should be use or adapt whenever different though or ideas where found, it should be use under different field and plans.

Keywords: arts integration, co-working, children's musical

Procedia PDF Downloads 291
15794 Classification of Barley Varieties by Artificial Neural Networks

Authors: Alper Taner, Yesim Benal Oztekin, Huseyin Duran

Abstract:

In this study, an Artificial Neural Network (ANN) was developed in order to classify barley varieties. For this purpose, physical properties of barley varieties were determined and ANN techniques were used. The physical properties of 8 barley varieties grown in Turkey, namely thousand kernel weight, geometric mean diameter, sphericity, kernel volume, surface area, bulk density, true density, porosity and colour parameters of grain, were determined and it was found that these properties were statistically significant with respect to varieties. As ANN model, three models, N-l, N-2 and N-3 were constructed. The performances of these models were compared. It was determined that the best-fit model was N-1. In the N-1 model, the structure of the model was designed to be 11 input layers, 2 hidden layers and 1 output layer. Thousand kernel weight, geometric mean diameter, sphericity, kernel volume, surface area, bulk density, true density, porosity and colour parameters of grain were used as input parameter; and varieties as output parameter. R2, Root Mean Square Error and Mean Error for the N-l model were found as 99.99%, 0.00074 and 0.009%, respectively. All results obtained by the N-l model were observed to have been quite consistent with real data. By this model, it would be possible to construct automation systems for classification and cleaning in flourmills.

Keywords: physical properties, artificial neural networks, barley, classification

Procedia PDF Downloads 174
15793 Tackling the Value-Action-Gap: Improving Civic Participation Using a Holistic Behavioral Model Approach

Authors: Long Pham, Julia Blanke

Abstract:

An increasingly popular way of establishing citizen engagement within communities is through ‘city apps’. Currently, most of these mobile applications seem to be extensions of the existing communication media, sometimes merely replicating the information available on the classical city web sites, and therefore provide minimal additional impact on citizen behavior and engagement. In order to overcome this challenge, we propose to use a holistic behavioral model to generate dynamic and contextualized app content based on optimizing well defined city-related performance goals constrained by the proposed behavioral model. In this paper, we will show how the data collected by the CorkCitiEngage project in the Irish city of Cork can be utilized to calibrate aspects of the proposed model enabling the design of a personalized citizen engagement app aiming at positively influencing people’s behavior towards more active participation in their communities. We will focus on the important aspect of intentions to act, which is essential for understanding the reasons behind the common value-action-gap being responsible for the mismatch between good intentions and actual observable behavior, and will discuss how customized app design can be based on a rigorous model of behavior optimized towards maximizing well defined city-related performance goals.

Keywords: city apps, holistic behaviour model, intention to act, value-action-gap, citizen engagement

Procedia PDF Downloads 222
15792 A Fuzzy Mathematical Model for Order Acceptance and Scheduling Problem

Authors: E. Koyuncu

Abstract:

The problem of Order Acceptance and Scheduling (OAS) is defined as a joint decision of which orders to accept for processing and how to schedule them. Any linear programming model representing real-world situation involves the parameters defined by the decision maker in an uncertain way or by means of language statement. Fuzzy data can be used to incorporate vagueness in the real-life situation. In this study, a fuzzy mathematical model is proposed for a single machine OAS problem, where the orders are defined by their fuzzy due dates, fuzzy processing times, and fuzzy sequence dependent setup times. The signed distance method, one of the fuzzy ranking methods, is used to handle the fuzzy constraints in the model.

Keywords: fuzzy mathematical programming, fuzzy ranking, order acceptance, single machine scheduling

Procedia PDF Downloads 329
15791 Numerical Analysis of 3D Electromagnetic Fields in Annular Induction Plasma

Authors: Abderazak Guettaf

Abstract:

The mathematical models of the physical phenomena interacting in inductive plasma were described by the physics equations of the continuous mediums. A 3D model based on magnetic potential vector and electric scalar potential (A, V) formulation is used. The finished volume method is applied to electromagnetic equation, to obtain the field distribution inside the plasma. The numerical results of the method developed on a basic model designed starting from a real three-dimensional model were exposed. From the mathematical model 3D spreading assumptions and boundary conditions, we evaluated the electric field in the load and we have developed a numerical code made under the MATLAB environment, all verifying the effectiveness and validity of this code.

Keywords: electric field, 3D magnetic potential vector and electric scalar potential (A, V) formulation, finished volumes, annular plasma

Procedia PDF Downloads 484
15790 Optimization Process for Ride Quality of a Nonlinear Suspension Model Based on Newton-Euler’ Augmented Formulation

Authors: Mohamed Belhorma, Aboubakar S. Bouchikhi, Belkacem Bounab

Abstract:

This paper addresses modeling a Double A-Arm suspension, a three-dimensional nonlinear model has been developed using the multibody systems formalism. Dynamical study of the different components responses was done, particularly for the wheel assembly. To validate those results, the system was constructed and simulated by RecurDyn, a professional multibody dynamics simulation software. The model has been used as the Objectif function in an optimization algorithm for ride quality improvement.

Keywords: double A-Arm suspension, multibody systems, ride quality optimization, dynamic simulation

Procedia PDF Downloads 133
15789 Quantum Algebra from Generalized Q-Algebra

Authors: Muna Tabuni

Abstract:

The paper contains an investigation of the notion of Q algebras. A brief introduction to quantum mechanics is given, in that systems the state defined by a vector in a complex vector space H which have Hermitian inner product property. H may be finite or infinite-dimensional. In quantum mechanics, operators must be hermitian. These facts are saved by Lie algebra operators but not by those of quantum algebras. A Hilbert space H consists of a set of vectors and a set of scalars. Lie group is a differentiable topological space with group laws given by differentiable maps. A Lie algebra has been introduced. Q-algebra has been defined. A brief introduction to BCI-algebra is given. A BCI sub algebra is introduced. A brief introduction to BCK=BCH-algebra is given. Every BCI-algebra is a BCH-algebra. Homomorphism maps meanings are introduced. Homomorphism maps between two BCK algebras are defined. The mathematical formulations of quantum mechanics can be expressed using the theory of unitary group representations. A generalization of Q algebras has been introduced, and their properties have been considered. The Q- quantum algebra has been studied, and various examples have been given.

Keywords: Q-algebras, BCI, BCK, BCH-algebra, quantum mechanics

Procedia PDF Downloads 192
15788 An Advanced Exponential Model for Seismic Isolators Having Hardening or Softening Behavior at Large Displacements

Authors: Nicolò Vaiana, Giorgio Serino

Abstract:

In this paper, an advanced Nonlinear Exponential Model (NEM), able to simulate the uniaxial dynamic behavior of seismic isolators having a continuously decreasing tangent stiffness with increasing displacement in the relatively large displacements range and a hardening or softening behavior at large displacements, is presented. The mathematical model is validated by comparing the experimental force-displacement hysteresis loops obtained during cyclic tests, conducted on a helical wire rope isolator and a recycled rubber-fiber reinforced bearing, with those predicted analytically. Good agreement between the experimental and simulated results shows that the proposed model can be an effective numerical tool to predict the force-displacement relationship of seismic isolation devices within the large displacements range. Compared to the widely used Bouc-Wen model, unable to simulate the response of seismic isolators at large displacements, the proposed one allows to avoid the numerical solution of a first order nonlinear ordinary differential equation for each time step of a nonlinear time history analysis, thus reducing the computation effort. Furthermore, the proposed model can simulate the smooth transition of the hysteresis loops from small to large displacements by adopting only one set of five parameters determined from the experimental hysteresis loops having the largest amplitude.

Keywords: base isolation, hardening behavior, nonlinear exponential model, seismic isolators, softening behavior

Procedia PDF Downloads 319
15787 A Scalable Model of Fair Socioeconomic Relations Based on Blockchain and Machine Learning Algorithms-1: On Hyperinteraction and Intuition

Authors: Merey M. Sarsengeldin, Alexandr S. Kolokhmatov, Galiya Seidaliyeva, Alexandr Ozerov, Sanim T. Imatayeva

Abstract:

This series of interdisciplinary studies is an attempt to investigate and develop a scalable model of fair socioeconomic relations on the base of blockchain using positive psychology techniques and Machine Learning algorithms for data analytics. In this particular study, we use hyperinteraction approach and intuition to investigate their influence on 'wisdom of crowds' via created mobile application which was created for the purpose of this research. Along with the public blockchain and private Decentralized Autonomous Organization (DAO) which were elaborated by us on the base of Ethereum blockchain, a model of fair financial relations of members of DAO was developed. We developed a smart contract, so-called, Fair Price Protocol and use it for implementation of model. The data obtained from mobile application was analyzed by ML algorithms. A model was tested on football matches.

Keywords: blockchain, Naïve Bayes algorithm, hyperinteraction, intuition, wisdom of crowd, decentralized autonomous organization

Procedia PDF Downloads 162
15786 Reduced Model Investigations Supported by Fuzzy Cognitive Map to Foster Circular Economy

Authors: A. Buruzs, M. F. Hatwágner, L. T. Kóczy

Abstract:

The aim of the present paper is to develop an integrated method that may provide assistance to decision makers during system planning, design, operation and evaluation. In order to support the realization of Circular Economy (CE), it is essential to evaluate local needs and conditions which help to select the most appropriate system components and resource needs. Each of these activities requires careful planning, however, the model of CE offers a comprehensive interdisciplinary framework. The aim of this research was to develop and to introduce a practical methodology for evaluation of local and regional opportunities to promote CE.

Keywords: circular economy, factors, fuzzy cognitive map, model reduction, sustainability

Procedia PDF Downloads 236
15785 Definition of Service Angle of Android’S Robot Hand by Method of Small Movements of Gripper’S Axis Synthesis by Speed Vector

Authors: Valeriy Nebritov

Abstract:

The paper presents a generalized method for determining the service solid angle based on the assigned gripper axis orientation with a stationary grip center. Motion synthesis in this work is carried out in the vector of velocities. As an example, a solid angle of the android robot arm is determined, this angle being formed by the longitudinal axis of a gripper. The nature of the method is based on the study of sets of configuration positions, defining the end point positions of the unit radius sphere sweep, which specifies the service solid angle. From this the spherical curve specifying the shape of the desired solid angle was determined. The results of the research can be used in the development of control systems of autonomous android robots.

Keywords: android robot, control systems, motion synthesis, service angle

Procedia PDF Downloads 191
15784 The Use of Geographically Weighted Regression for Deforestation Analysis: Case Study in Brazilian Cerrado

Authors: Ana Paula Camelo, Keila Sanches

Abstract:

The Geographically Weighted Regression (GWR) was proposed in geography literature to allow relationship in a regression model to vary over space. In Brazil, the agricultural exploitation of the Cerrado Biome is the main cause of deforestation. In this study, we propose a methodology using geostatistical methods to characterize the spatial dependence of deforestation in the Cerrado based on agricultural production indicators. Therefore, it was used the set of exploratory spatial data analysis tools (ESDA) and confirmatory analysis using GWR. It was made the calibration a non-spatial model, evaluation the nature of the regression curve, election of the variables by stepwise process and multicollinearity analysis. After the evaluation of the non-spatial model was processed the spatial-regression model, statistic evaluation of the intercept and verification of its effect on calibration. In an analysis of Spearman’s correlation the results between deforestation and livestock was +0.783 and with soybeans +0.405. The model presented R²=0.936 and showed a strong spatial dependence of agricultural activity of soybeans associated to maize and cotton crops. The GWR is a very effective tool presenting results closer to the reality of deforestation in the Cerrado when compared with other analysis.

Keywords: deforestation, geographically weighted regression, land use, spatial analysis

Procedia PDF Downloads 352
15783 Dislocation Density-Based Modeling of the Grain Refinement in Surface Mechanical Attrition Treatment

Authors: Reza Miresmaeili, Asghar Heydari Astaraee, Fereshteh Dolati

Abstract:

In the present study, an analytical model based on dislocation density model was developed to simulate grain refinement in surface mechanical attrition treatment (SMAT). The correlation between SMAT time and development in plastic strain on one hand, and dislocation density evolution, on the other hand, was established to simulate the grain refinement in SMAT. A dislocation density-based constitutive material law was implemented using VUHARD subroutine. A random sequence of shots is taken into consideration for multiple impacts model using Python programming language by utilizing a random function. The simulation technique was to model each impact in a separate run and then transferring the results of each run as initial conditions for the next run (impact). The developed Finite Element (FE) model of multiple impacts describes the coverage evolution in SMAT. Simulations were run to coverage levels as high as 4500%. It is shown that the coverage implemented in the FE model is equal to the experimental coverage. It is depicted that numerical SMAT coverage parameter is adequately conforming to the well-known Avrami model. Comparison between numerical results and experimental measurements for residual stresses and depth of deformation layers confirms the performance of the established FE model for surface engineering evaluations in SMA treatment. X-ray diffraction (XRD) studies of grain refinement, including resultant grain size and dislocation density, were conducted to validate the established model. The full width at half-maximum in XRD profiles can be used to measure the grain size. Numerical results and experimental measurements of grain refinement illustrate good agreement and show the capability of established FE model to predict the gradient microstructure in SMA treatment.

Keywords: dislocation density, grain refinement, severe plastic deformation, simulation, surface mechanical attrition treatment

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15782 The Grand Unified Theory of Bidirectional Spacetime with Spatial Covariance and Wave-Particle Duality in Spacetime Flow Model

Authors: Tory Erickson

Abstract:

The "Bidirectional Spacetime with Spatial Covariance and Wave-Particle Duality in Spacetime Flow" (BST-SCWPDF) Model introduces a framework aimed at unifying general relativity (GR) and quantum mechanics (QM). By proposing a concept of bidirectional spacetime, this model suggests that time can flow in more than one direction, thus offering a perspective on temporal dynamics. Integrated with spatial covariance and wave-particle duality in spacetime flow, the BST-SCWPDF Model resolves long-standing discrepancies between GR and QM. This unified theory has profound implications for quantum gravity, potentially offering insights into quantum entanglement, the collapse of the wave function, and the fabric of spacetime itself. The Bidirectional Spacetime with Spatial Covariance and Wave-Particle Duality in Spacetime Flow" (BST-SCWPDF) Model offers researchers a framework for a better understanding of theoretical physics.

Keywords: astrophysics, quantum mechanics, general relativity, unification theory, theoretical physics

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15781 Systematic and Simple Guidance for Feed Forward Design in Model Predictive Control

Authors: Shukri Dughman, Anthony Rossiter

Abstract:

This paper builds on earlier work which demonstrated that Model Predictive Control (MPC) may give a poor choice of default feed forward compensator. By first demonstrating the impact of future information of target changes on the performance, this paper proposes a pragmatic method for identifying the amount of future information on the target that can be utilised effectively in both finite and infinite horizon algorithms. Numerical illustrations in MATLAB give evidence of the efficacy of the proposal.

Keywords: model predictive control, tracking control, advance knowledge, feed forward

Procedia PDF Downloads 534
15780 Research on Detection of Web Page Visual Salience Region Based on Eye Tracker and Spectral Residual Model

Authors: Xiaoying Guo, Xiangyun Wang, Chunhua Jia

Abstract:

Web page has been one of the most important way of knowing the world. Humans catch a lot of information from it everyday. Thus, understanding where human looks when they surfing the web pages is rather important. In normal scenes, the down-top features and top-down tasks significantly affect humans’ eye movement. In this paper, we investigated if the conventional visual salience algorithm can properly predict humans’ visual attractive region when they viewing the web pages. First, we obtained the eye movement data when the participants viewing the web pages using an eye tracker. By the analysis of eye movement data, we studied the influence of visual saliency and thinking way on eye-movement pattern. The analysis result showed that thinking way affect human’ eye-movement pattern much more than visual saliency. Second, we compared the results of web page visual salience region extracted by Itti model and Spectral Residual (SR) model. The results showed that Spectral Residual (SR) model performs superior than Itti model by comparison with the heat map from eye movements. Considering the influence of mind habit on humans’ visual region of interest, we introduced one of the most important cue in mind habit-fixation position to improved the SR model. The result showed that the improved SR model can better predict the human visual region of interest in web pages.

Keywords: web page salience region, eye-tracker, spectral residual, visual salience

Procedia PDF Downloads 270
15779 A Dynamical Study of Fractional Order Obesity Model by a Combined Legendre Wavelet Method

Authors: Hakiki Kheira, Belhamiti Omar

Abstract:

In this paper, we propose a new compartmental fractional order model for the simulation of epidemic obesity dynamics. Using the Legendre wavelet method combined with the decoupling and quasi-linearization technique, we demonstrate the validity and applicability of our model. We also present some fractional differential illustrative examples to demonstrate the applicability and efficiency of the method. The fractional derivative is described in the Caputo sense.

Keywords: Caputo derivative, epidemiology, Legendre wavelet method, obesity

Procedia PDF Downloads 409
15778 An Optimal Approach for Full-Detailed Friction Model Identification of Reaction Wheel

Authors: Ghasem Sharifi, Hamed Shahmohamadi Ousaloo, Milad Azimi, Mehran Mirshams

Abstract:

The ever-increasing use of satellites demands a search for increasingly accurate and reliable pointing systems. Reaction wheels are rotating devices used commonly for the attitude control of the spacecraft since provide a wide range of torque magnitude and high reliability. The numerical modeling of this device can significantly enhance the accuracy of the satellite control in space. Modeling the wheel rotation in the presence of the various frictions is one of the critical parts of this approach. This paper presents a Dynamic Model Control of a Reaction Wheel (DMCR) in the current control mode. In current-mode, the required current is delivered to the coils in order to achieve the desired torque. During this research, all the friction parameters as viscous and coulomb, motor coefficient, resistance and voltage constant are identified. In order to model identification of a reaction wheel, numerous varying current commands apply on the particular wheel to verify the estimated model. All the parameters of DMCR are identified by classical Levenberg-Marquardt (CLM) optimization method. The experimental results demonstrate that the developed model has an appropriate precise and can be used in the satellite control simulation.

Keywords: experimental modeling, friction parameters, model identification, reaction wheel

Procedia PDF Downloads 228
15777 A Robust Software for Advanced Analysis of Space Steel Frames

Authors: Viet-Hung Truong, Seung-Eock Kim

Abstract:

This paper presents a robust software package for practical advanced analysis of space steel framed structures. The pre- and post-processors of the presented software package are coded in the C++ programming language while the solver is written by using the FORTRAN programming language. A user-friendly graphical interface of the presented software is developed to facilitate the modeling process and result interpretation of the problem. The solver employs the stability functions for capturing the second-order effects to minimize modeling and computational time. Both the plastic-hinge and fiber-hinge beam-column elements are available in the presented software. The generalized displacement control method is adopted to solve the nonlinear equilibrium equations.

Keywords: advanced analysis, beam-column, fiber-hinge, plastic hinge, steel frame

Procedia PDF Downloads 299
15776 A Graph-Based Retrieval Model for Passage Search

Authors: Junjie Zhong, Kai Hong, Lei Wang

Abstract:

Passage Retrieval (PR) plays an important role in many Natural Language Processing (NLP) tasks. Traditional efficient retrieval models relying on exact term-matching, such as TF-IDF or BM25, have nowadays been exceeded by pre-trained language models which match by semantics. Though they gain effectiveness, deep language models often require large memory as well as time cost. To tackle the trade-off between efficiency and effectiveness in PR, this paper proposes Graph Passage Retriever (GraphPR), a graph-based model inspired by the development of graph learning techniques. Different from existing works, GraphPR is end-to-end and integrates both term-matching information and semantics. GraphPR constructs a passage-level graph from BM25 retrieval results and trains a GCN-like model on the graph with graph-based objectives. Passages were regarded as nodes in the constructed graph and were embedded in dense vectors. PR can then be implemented using embeddings and a fast vector-similarity search. Experiments on a variety of real-world retrieval datasets show that the proposed model outperforms related models in several evaluation metrics (e.g., mean reciprocal rank, accuracy, F1-scores) while maintaining a relatively low query latency and memory usage.

Keywords: efficiency, effectiveness, graph learning, language model, passage retrieval, term-matching model

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15775 Numerical Simulation and Experimental Validation of the Tire-Road Separation in Quarter-car Model

Authors: Quy Dang Nguyen, Reza Nakhaie Jazar

Abstract:

The paper investigates vibration dynamics of tire-road separation for a quarter-car model; this separation model is developed to be close to the real situation considering the tire is able to separate from the ground plane. A set of piecewise linear mathematical models is developed and matches the in-contact and no-contact states to be considered as mother models for further investigations. The bound dynamics are numerically simulated in the time response and phase portraits. The separation analysis may determine which values of suspension parameters can delay and avoid the no-contact phenomenon, which results in improving ride comfort and eliminating the potentially dangerous oscillation. Finally, model verification is carried out in the MSC-ADAMS environment.

Keywords: quarter-car vibrations, tire-road separation, separation analysis, separation dynamics, ride comfort, ADAMS validation

Procedia PDF Downloads 82
15774 Half-Metallic Ferromagnetism in CdCoTe and CdMnTe: Ab-Initio Study

Authors: A.Zitouni, S.Bentata, B.Bouadjemi, T.Lantri, W. Benstaali, Z.Aziz, S.Cherid, A. Sefir

Abstract:

Using the first-principles method, we investigate the structural, electronic, and magnetic properties of the diluted magnetic semiconductors CdCoTe and CdMnTe in the zinc blende phase with 12.5% of Cr. The calculations are performed by a developed full potential augmented plane wave (FP-L/APW) method within the spin density functional theory (DFT). As exchange–correlation potential, we used the new generalized gradient approximation GGA. Structural properties are determined from the total energy calculations and we found that these compounds are stable in the ferromagnetic phase. We discuss the electronic structures, total and partial densities of states and local moments. Finally, CdCoTe and CdMnTe in the zinc-blend phase show the half-metallic ferromagnetic nature and are expected to be potential materials for spintronic devices.

Keywords: DFT, GGA, band structures, half-metallic, spintronics

Procedia PDF Downloads 444
15773 On Reliability of a Credit Default Swap Contract during the EMU Debt Crisis

Authors: Petra Buzkova, Milos Kopa

Abstract:

Reliability of the credit default swap market had been questioned repeatedly during the EMU debt crisis. The article examines whether this development influenced sovereign EMU CDS prices in general. We regress the CDS market price on a model risk neutral CDS price obtained from an adopted reduced form valuation model in the 2009-2013 period. We look for a break point in the single-equation and multi-equation econometric models in order to show the changes in relations between CDS market and model prices. Our results differ according to the risk profile of a country. We find that in the case of riskier countries, the relationship between the market and model price changed when market participants started to question the ability of CDS contracts to protect their buyers. Specifically, it weakened after the change. In the case of less risky countries, the change happened earlier and the effect of a weakened relationship is not observed.

Keywords: chow stability test, credit default swap, debt crisis, reduced form valuation model, seemingly unrelated regression

Procedia PDF Downloads 258
15772 Construction of a Dynamic Model of Cerebral Blood Circulation for Future Integrated Control of Brain State

Authors: Tomohiko Utsuki

Abstract:

Currently, brain resuscitation becomes increasingly important due to revising various clinical guidelines pertinent to emergency care. In brain resuscitation, the control of brain temperature (BT), intracranial pressure (ICP), and cerebral blood flow (CBF) is required for stabilizing physiological state of brain, and is described as the essential treatment points in many guidelines of disorder and/or disease such as brain injury, stroke, and encephalopathy. Thus, an integrated control system of BT, ICP, and CBF will greatly contribute to alleviating the burden on medical staff and improving treatment effect in brain resuscitation. In order to develop such a control system, models related to BT, ICP, and CBF are required for control simulation, because trial and error experiments using patients are not ethically allowed. A static model of cerebral blood circulation from intracranial arteries and vertebral artery to jugular veins has already constructed and verified. However, it is impossible to represent the pooling of blood in blood vessels, which is one cause of cerebral hypertension in this model. And, it is also impossible to represent the pulsing motion of blood vessels caused by blood pressure change which can have an affect on the change of cerebral tissue pressure. Thus, a dynamic model of cerebral blood circulation is constructed in consideration of the elasticity of the blood vessel and the inertia of the blood vessel wall. The constructed dynamic model was numerically analyzed using the normal data, in which each arterial blood flow in cerebral blood circulation, the distribution of blood pressure in the Circle of Willis, and the change of blood pressure along blood flow were calculated for verifying against physiological knowledge. As the result, because each calculated numerical value falling within the generally known normal range, this model has no problem in representing at least the normal physiological state of the brain. It is the next task to verify the accuracy of the present model in the case of disease or disorder. Currently, the construction of a migration model of extracellular fluid and a model of heat transfer in cerebral tissue are in progress for making them parts of an integrated model of brain physiological state, which is necessary for developing an future integrated control system of BT, ICP and CBF. The present model is applicable to constructing the integrated model representing at least the normal condition of brain physiological state by uniting with such models.

Keywords: dynamic model, cerebral blood circulation, brain resuscitation, automatic control

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15771 Effect of Different Porous Media Models on Drug Delivery to Solid Tumors: Mathematical Approach

Authors: Mostafa Sefidgar, Sohrab Zendehboudi, Hossein Bazmara, Madjid Soltani

Abstract:

Based on findings from clinical applications, most drug treatments fail to eliminate malignant tumors completely even though drug delivery through systemic administration may inhibit their growth. Therefore, better understanding of tumor formation is crucial in developing more effective therapeutics. For this purpose, nowadays, solid tumor modeling and simulation results are used to predict how therapeutic drugs are transported to tumor cells by blood flow through capillaries and tissues. A solid tumor is investigated as a porous media for fluid flow simulation. Most of the studies use Darcy model for porous media. In Darcy model, the fluid friction is neglected and a few simplified assumptions are implemented. In this study, the effect of these assumptions is studied by considering Brinkman model. A multi scale mathematical method which calculates fluid flow to a solid tumor is used in this study to investigate how neglecting fluid friction affects the solid tumor simulation. In this work, the mathematical model in our previous studies is developed by considering two model of momentum equation for porous media: Darcy and Brinkman. The mathematical method involves processes such as fluid flow through solid tumor as porous media, extravasation of blood flow from vessels, blood flow through vessels and solute diffusion, convective transport in extracellular matrix. The sprouting angiogenesis model is used for generating capillary network and then fluid flow governing equations are implemented to calculate blood flow through the tumor-induced capillary network. Finally, the two models of porous media are used for modeling fluid flow in normal and tumor tissues in three different shapes of tumors. Simulations of interstitial fluid transport in a solid tumor demonstrate that the simplifications used in Darcy model affect the interstitial velocity and Brinkman model predicts a lower value for interstitial velocity than the values that Darcy model does.

Keywords: solid tumor, porous media, Darcy model, Brinkman model, drug delivery

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15770 Synthesis and Characterization of Model Amines for Corrosion Applications

Authors: John Vergara, Giuseppe Palmese

Abstract:

Fundamental studies aimed at elucidating the key contributions to corrosion performance are needed to make progress toward effective and environmentally compliant corrosion control. Epoxy/amine systems are typically employed as barrier coatings for corrosion control. However, the hardening agents used for coating applications can be very complex, making fundamental studies of water and oxygen permeability challenging to carry out. Creating model building blocks for epoxy/amine coatings is the first step in carrying out these studies. We will demonstrate the synthesis and characterization of model amine building blocks from saturated fatty acids and simple amines such as diethylenetriamine (DETA) and Bis(3-aminopropyl)amine. The structure-property relationship of thermosets made from these model amines and Diglycidyl ether of bisphenol A (DGBEA) will be discussed.

Keywords: building block, amine, synthesis, characterization

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15769 Estimation of Transition and Emission Probabilities

Authors: Aakansha Gupta, Neha Vadnere, Tapasvi Soni, M. Anbarsi

Abstract:

Protein secondary structure prediction is one of the most important goals pursued by bioinformatics and theoretical chemistry; it is highly important in medicine and biotechnology. Some aspects of protein functions and genome analysis can be predicted by secondary structure prediction. This is used to help annotate sequences, classify proteins, identify domains, and recognize functional motifs. In this paper, we represent protein secondary structure as a mathematical model. To extract and predict the protein secondary structure from the primary structure, we require a set of parameters. Any constants appearing in the model are specified by these parameters, which also provide a mechanism for efficient and accurate use of data. To estimate these model parameters there are many algorithms out of which the most popular one is the EM algorithm or called the Expectation Maximization Algorithm. These model parameters are estimated with the use of protein datasets like RS126 by using the Bayesian Probabilistic method (data set being categorical). This paper can then be extended into comparing the efficiency of EM algorithm to the other algorithms for estimating the model parameters, which will in turn lead to an efficient component for the Protein Secondary Structure Prediction. Further this paper provides a scope to use these parameters for predicting secondary structure of proteins using machine learning techniques like neural networks and fuzzy logic. The ultimate objective will be to obtain greater accuracy better than the previously achieved.

Keywords: model parameters, expectation maximization algorithm, protein secondary structure prediction, bioinformatics

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15768 Copper Price Prediction Model for Various Economic Situations

Authors: Haidy S. Ghali, Engy Serag, A. Samer Ezeldin

Abstract:

Copper is an essential raw material used in the construction industry. During the year 2021 and the first half of 2022, the global market suffered from a significant fluctuation in copper raw material prices due to the aftermath of both the COVID-19 pandemic and the Russia-Ukraine war, which exposed its consumers to an unexpected financial risk. Thereto, this paper aims to develop two ANN-LSTM price prediction models, using Python, that can forecast the average monthly copper prices traded in the London Metal Exchange; the first model is a multivariate model that forecasts the copper price of the next 1-month and the second is a univariate model that predicts the copper prices of the upcoming three months. Historical data of average monthly London Metal Exchange copper prices are collected from January 2009 till July 2022, and potential external factors are identified and employed in the multivariate model. These factors lie under three main categories: energy prices and economic indicators of the three major exporting countries of copper, depending on the data availability. Before developing the LSTM models, the collected external parameters are analyzed with respect to the copper prices using correlation and multicollinearity tests in R software; then, the parameters are further screened to select the parameters that influence the copper prices. Then, the two LSTM models are developed, and the dataset is divided into training, validation, and testing sets. The results show that the performance of the 3-Month prediction model is better than the 1-Month prediction model, but still, both models can act as predicting tools for diverse economic situations.

Keywords: copper prices, prediction model, neural network, time series forecasting

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