Search results for: reduced differential transform method

Authors: Guido Trautmann-Sáez, Mario Pérez-Won, Vilbett Briones, María José Bugueño, Gipsy Tabilo-Munizaga, Luis Gonzáles-Cavieres

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Shrimp by-products are a valuable source of protein. However, traditional protein extraction methods have limitations in terms of their efficiency. Protein extraction from shrimp (Pleuroncodes monodon) industrial by-products assisted with ohmic heating (OH), microwave (MW) and pulsed electric field (PEF). It was performed by chemical method (using NaOH and HCl 2M) assisted with OH, MW and PEF in a continuous flow system (5 ml/s). Protein determination, differential scanning calorimetry (DSC) and Fourier-transform infrared (FTIR). Results indicate a 19.25% (PEF) 3.65% (OH) and 28.19% (MW) improvement in protein extraction efficiency. The most efficient method was selected for the electrospinning process and obtaining fiber.

Keywords: electrospinning process, emerging technology, protein extraction, shrimp by-products

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Authors: Mohammad Reza Akhavan Khaleghi

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This paper shows changes done to the Reduced Finite Element Method (RFEM) that its result will be the most powerful numerical method that has been proposed so far (some forms of this method are so powerful that they can approximate the most complex equations simply Laplace equation!). Finite Element Method (FEM) is a powerful numerical method that has been used successfully for the solution of the existing problems in various scientific and engineering fields such as its application in CFD. Many algorithms have been expressed based on FEM, but none have been used in popular CFD software. In this section, full monopoly is according to Finite Volume Method (FVM) due to better efficiency and adaptability with the physics of problems in comparison with FEM. It doesn't seem that FEM could compete with FVM unless it was fundamentally changed. This paper shows those changes and its result will be a powerful method that has much better performance in all subjects in comparison with FVM and another computational method. This method is not to compete with the finite volume method but to replace it.

Keywords: reduced finite element method, new computational package, new finite element formulation, new higher-order form, new isogeometric analysis

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Authors: Arash Jafari, Mehdi Taghaddosi, Azin Parvin

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In this study, a vibrational differential equation governing on swinging single-degree-of-freedom pendulum in a viscous fluid has been investigated. The damping process is characterized according to two different regimes: at first, damping in stationary viscous fluid, in the second, damping in flowing viscous fluid with constant velocity. Our purpose is to enhance the ability of solving the mentioned nonlinear differential equation with a simple and innovative approach. Comparisons are made between new method and Numerical Method (rkf45). The results show that this method is very effective and simple and can be applied for other nonlinear problems.

Keywords: oscillating systems, angular frequency and damping ratio, pendulum at fluid, locus of maximum

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Authors: Luis Andrey Fajardo Fajardo

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We are immersed in complex systems. The human brain, the galaxies, the snowflakes are examples of complex systems. An area of interest in Complex systems is the chaos theory. This revolutionary field of science presents different ways of study than determinism and reductionism. Here is where in junction with the Nonlinear DSP, chaos theory offer valuable techniques that establish a link between time series and complex theory in terms of complex networks, so that, the study of signals can be explored from the graph theory. Recently, some people had purposed a method to transform time series in graphs, but no one had developed a suitable implementation in Python with signals extracted from Chaotic Systems or Complex systems. That’s why the implementation in Python of an existing method to transform one dimensional chaotic signals from time domain to graph domain and some measures that may reveal information not extracted in the time domain is proposed.

Keywords: Python, complex systems, graph theory, dynamical systems

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Authors: F. J. Adeyeye, D. Eni, K. M. Okedoye

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In this paper we present a Hybrid of Adomian decomposition method (ADM). This is the substitution of a One-step method of Taylor’s series approximation of orders I and II, into the nonlinear part of Adomian decomposition method resulting in a convergent series scheme. This scheme is applied to solve some Logistic problems represented as Abelian differential equation and the results are compared with the actual solution and Runge-kutta of order IV in order to ascertain the accuracy and efficiency of the scheme. The findings shows that the scheme is efficient enough to solve logistic problems considered in this paper.

Keywords: Adomian decomposition method, nonlinear part, one-step method, Taylor series approximation, hybrid of Adomian polynomial, logistic problem, Malthusian parameter, Verhulst Model

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Authors: Hassan Manouzi

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We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: least squares, wick product, SPDEs, finite element, wiener chaos expansion, gradient method

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Authors: Bamidele Samson Alobalorun, Ifedotun Roseline Idowu

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Biometrics technologies apply the human body parts for their unique and reliable identification based on physiological traits. The iris recognition system is a biometric–based method for identification. The human iris has some discriminating characteristics which provide efficiency to the method. In order to achieve this efficiency, there is a need for feature extraction of the distinct features from the human iris in order to generate accurate authentication of persons. In this study, an approach for an iris recognition system using 2D Gabor for feature extraction is applied to iris templates. The 2D Gabor filter formulated the patterns that were used for training and equally sent to the hamming distance matching technique for recognition. A comparison of results is presented using two iris image subjects of different matching indices of 1,2,3,4,5 filter based on the CASIA iris image database. By comparing the two subject results, the actual computational time of the developed models, which is measured in terms of training and average testing time in processing the hamming distance classifier, is found with best recognition accuracy of 96.11% after capturing the iris localization or segmentation using the Daughman’s Integro-differential, the normalization is confined to the Daugman’s rubber sheet model.

Keywords: Daugman rubber sheet, feature extraction, Hamming distance, iris recognition system, 2D Gabor wavelet transform

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Authors: Lev Idels, Arcady Ponosov

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Stochastic fractional differential equations have recently attracted considerable attention, as they have been used to model real-world processes, which are subject to natural memory effects and measurement uncertainties. Compared to conventional hereditary differential equations, one of the advantages of fractional differential equations is related to more realistic geometric properties of their trajectories that do not intersect in the phase space. In this report, a Peano-like existence theorem for nonlinear stochastic fractional differential equations is proven under very general hypotheses. Several specific classes of equations are checked to satisfy these hypotheses, including delay equations driven by the fractional Brownian motion, stochastic fractional neutral equations and many others.

Keywords: delay equations, operator methods, stochastic noise, weak solutions

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Authors: Malika Elkyal

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We consider an iterative parallel multi-splitting method for differential algebraic equations. The main feature of the proposed idea is to use the asynchronous form. We prove that the multi-splitting technique can effectively accelerate the convergent performance of the iterative process. The main characteristic of an asynchronous mode is that the local algorithm does not have to wait at predetermined messages to become available. We allow some processors to communicate more frequently than others, and we allow the communication delays to be substantial and unpredictable. Accordingly, we note that synchronous algorithms in the computer science sense are particular cases of our formulation of asynchronous one.

Keywords: parallel methods, asynchronous mode, multisplitting, differential algebraic equations

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Authors: Ali Abdrhman M. Ukasha

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Data security needed in data transmission, storage, and communication to ensure the security. The single step parallel contour extraction (SSPCE) method is used to create the edge map as a key image from the different Gray level/Binary image. Performing the X-OR operation between the key image and each bit plane of the original image for image pixel values change purpose. The Arnold transform used to changes the locations of image pixels as image scrambling process. Experiments have demonstrated that proposed algorithm can fully encrypt 2D Gary level image and completely reconstructed without any distortion. Also shown that the analyzed algorithm have extremely large security against some attacks like salt & pepper and JPEG compression. Its proof that the Gray level image can be protected with a higher security level. The presented method has easy hardware implementation and suitable for multimedia protection in real time applications such as wireless networks and mobile phone services.

Keywords: SSPCE method, image compression-salt- peppers attacks, bitplanes decomposition, Arnold transform, lossless image encryption

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Authors: K. Yahia, A. Ghoggal, A. Titaouine, S. E. Zouzou, F. Benchabane

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This paper deals with the problem of stator faults diagnosis in induction motors. Using the discrete wavelet transform (DWT) for the current Park’s vector modulus (CPVM) analysis, the inter-turn short-circuit faults diagnosis can be achieved. This method is based on the decomposition of the CPVM signal, where wavelet approximation and detail coefficients of this signal have been extracted. The energy evaluation of a known bandwidth detail permits to define a fault severity factor (FSF). This method has been tested through the simulation of an induction motor using a mathematical model based on the winding-function approach. Simulation, as well as experimental, results show the effectiveness of the used method.

Keywords: Induction Motors (IMs), Inter-turn Short-Circuits Diagnosis, Discrete Wavelet Transform (DWT), Current Park’s Vector Modulus (CPVM)

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Authors: Mahmoud Lot

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In this article, we will discuss the solution of elliptic optimal control problem. First, by using the nite element method, we obtain the discrete form of the problem. The obtained discrete problem is actually a large scale constrained optimization problem. Solving this optimization problem with traditional methods is difficult and requires a lot of CPU time and memory. But split Bergman method converts the constrained problem to an unconstrained, and hence it saves time and memory requirement. Then we use the split Bregman method for solving this problem, and examples show the speed and accuracy of split Bregman methods for solving these types of problems. We also use the SQP method for solving the examples and compare with the split Bregman method.

Keywords: Split Bregman Method, optimal control with elliptic partial differential equation constraint, finite element method

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Authors: Safitri W. Nur, Prathisto Panuntun L. Unggul, M. Ivan Adi Perdana, R. Dary Wira Mahadika

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On soft soil areas, high embankment as a preloading needed to improve the bearing capacity of the soil. For sustainable development, the construction of embankment must not disturb the area around of them. So, the influence area must be known before the contractor applied their embankment design. For several cases in Indonesia, the area around of embankment construction is housing resident and other building. So that, the influence area must be identified to avoid the differential settlement occurs on the buildings around of them. Differential settlement causes the building crack. Each building has a limited tolerance for the differential settlement. For concrete buildings, the tolerance is 0,002 – 0,003 m and for steel buildings, the tolerance is 0,006 – 0,008 m. If the differential settlement stands on the range of that value, building crack can be avoided. In fact, the settlement around of embankment is assumed as zero. Because of that, so many problems happen when high embankment applied on soft soil area. This research used the superposition method combined with plaxis analysis to know the influences area around of embankment in some location with the differential characteristic of the soft soil. The undisturbed soil samples take on 55 locations with undisturbed soil samples at some soft soils location in Indonesia. Based on this research, it was concluded that the effects of embankment variation are if more gentle the slope, the influence area will be greater and vice versa. The largest of the influence area with h initial embankment equal to 2 - 6 m with slopes 1:1, 1:2, 1:3, 1:4, 1:5, 1:6, 1:7, 1:8 is 32 m from the edge of the embankment.

Keywords: differential settlement, embankment, influence area, slope, soft soil

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Authors: Lina Wu, Ye Li

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

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

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Authors: Farid Nouioua, Abdelouaheb Ardjouni

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In this article, we study the existence of positive periodic solutions of certain delay differential equations. In the process we convert the differential equation into an equivalent integral equation after which appropriate mappings are constructed. We then employ Krasnoselskii's fixed point theorem to obtain sufficient conditions for the existence of a positive periodic solution of the differential equation. The obtained results improve and extend the results in the literature. Finally, an example is given to illustrate our results.

Keywords: delay differential equations, positive periodic solutions, integral equations, Krasnoselskii fixed point theorem

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Authors: Dahi Ghareab Abdelsalam Ibrahim, R. H. Bakr

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Ionizing radiation, such as gamma radiation and X-rays, has many applications in medical diagnoses and cancer treatment. In this paper, we used the windowed Fourier transform to extract the complex image of the deformed red blood cells. The real values of the complex image are used to extract the best fitting of the deformed cell boundary. Male albino rats are irradiated by γ-rays from ⁶⁰Co. The male albino rats are anesthetized with ether, and then blood samples are collected from the eye vein by heparinized capillary tubes for studying the radiation-damaging effect in-vivo by the proposed windowed Fourier transform. The peripheral blood films are prepared according to the Brown method. The peripheral blood film is photographed by using an Automatic Image Contour Analysis system (SAMICA) from ELBEK-Bildanalyse GmbH, Siegen, Germany. The SAMICA system is provided with an electronic camera connected to a computer through a built-in interface card, and the image can be magnified up to 1200 times and displayed by the computer. The images of the peripheral blood films are then analyzed by the windowed Fourier transform method to extract the precise deformation from the best fitting. Based on accurate deformation evaluation of the red blood cells, diseases can be diagnosed in their primary stages.

Keywords: windowed Fourier transform, red blood cells, phase wrapping, Image processing

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Authors: Memet Vezir Kahraman, Ferhat Sen

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This study aimed to develop polyelectrolyte structured antimicrobial food packaging materials that do not contain any antimicrobial agents. Cationic hydroxyethyl cellulose was synthesized and characterized by Fourier Transform Infrared, carbon and proton Nuclear Magnetic Resonance spectroscopy. Its nitrogen content was determined by the Kjeldahl method. Polyelectrolyte structured antimicrobial food packaging materials were prepared using hydroxyethyl cellulose, cationic hydroxyethyl cellulose, and sodium alginate. Antimicrobial activity of materials was defined by inhibition zone method (disc diffusion method). Thermal stability of samples was evaluated by thermal gravimetric analysis and differential scanning calorimetry. Surface morphology of samples was investigated by scanning electron microscope. The obtained results prove that produced food packaging materials have good thermal and antimicrobial properties, and they can be used as food packaging material in many industries.

Keywords: antimicrobial food packaging, cationic hydroxyethyl cellulose, polyelectrolyte, sodium alginate

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Authors: Mei-Hsiu Chi, Jyh-Yang Wu, Sheng-Gwo Chen

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The diffusion-reaction equations are important Partial Differential Equations in mathematical biology, material science, physics, and so on. However, finding efficient numerical methods for diffusion-reaction systems on curved surfaces is still an important and difficult problem. The purpose of this paper is to present a convergent geometric method for solving the reaction-diffusion equations on closed surfaces by an O(r)-LTL configuration method. The O(r)-LTL configuration method combining the local tangential lifting technique and configuration equations is an effective method to estimate differential quantities on curved surfaces. Since estimating the Laplace-Beltrami operator is an important task for solving the reaction-diffusion equations on surfaces, we use the local tangential lifting method and a generalized finite difference method to approximate the Laplace-Beltrami operators and we solve this reaction-diffusion system on closed surfaces. Our method is not only conceptually simple, but also easy to implement.

Keywords: closed surfaces, high-order approachs, numerical solutions, reaction-diffusion systems

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Authors: Kajal K. Patel, M. N. Mehta, T. R. Singh

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When water is injected in oil formatted area in secondary oil recovery process the instability occurs near common interface due to viscosity difference of injected water and native oil. The governing equation gives rise to the non-linear partial differential equation and its solution has been obtained by Homotopy analysis method with appropriate guess value of the solution together with some conditions and standard relations. The solution gives the average cross-sectional area occupied by the schematic fingers during the occurs of instability phenomenon. The numerical and graphical presentation has developed by using Maple software.

Keywords: capillary pressure, homotopy analysis method, instability phenomenon, viscosity

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Authors: A. Cherifi, B. Bouazza, A. O. Dahmane, B. Yagoubi

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Transmission over Optical channels will introduce inter-symbol interference (ISI) as well as inter-channel (or inter-carrier) interference (ICI). To decrease the effects of ICI, this paper proposes equalizer for the Optical OFDM system based on the fractional Fourier transform (FrFFT). In this FrFT-OFDM system, traditional Fourier transform is replaced by fractional Fourier transform to modulate and demodulate the data symbols. The equalizer proposed consists of sampling the received signal in the different time per time symbol. Theoretical analysis and numerical simulation are discussed.

Keywords: OFDM, (FrFT) fractional fourier transform, optical OFDM, equalization algorithm

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Authors: G. Akgun, I. Algul, H. Kurtaran

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In this paper geometrically nonlinear static behavior of laminated composite hollow super-elliptic beams is investigated using generalized differential quadrature method. Super-elliptic beam can have both oval and elliptic cross-sections by adjusting parameters in super-ellipse formulation (also known as Lamé curves). Equilibrium equations of super-elliptic beam are obtained using the virtual work principle. Geometric nonlinearity is taken into account using von-Kármán nonlinear strain-displacement relations. Spatial derivatives in strains are expressed with the generalized differential quadrature method. Transverse shear effect is considered through the first-order shear deformation theory. Static equilibrium equations are solved using Newton-Raphson method. Several composite super-elliptic beam problems are solved with the proposed method. Effects of layer orientations of composite material, boundary conditions, ovality and ellipticity on bending behavior are investigated.

Keywords: generalized differential quadrature, geometric nonlinearity, laminated composite, super-elliptic cross-section

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Authors: Arcady Ponosov

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A novel mathematical approach is suggested, which facilitates a compressed representation and efficient validation of parameter-rich ordinary differential equation models describing the dynamics of complex, especially biology-related, systems and which is based on identification of the system's latent variables. In particular, an efficient parameter estimation method for the compressed non-linear dynamical systems is developed. The method is applied to the so-called 'power-law systems' being non-linear differential equations typically used in Biochemical System Theory.

Keywords: generalized law of mass action, metamodels, principal components, synergetic systems

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Authors: Daoudi Abdelaziz, Mahmoudi Saïd, Chikh Mohamed Amine

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This paper presents a fully automatic segmentation method of the left ventricle at End Systolic (ES) and End Diastolic (ED) in the ultrasound images by means of an implicit deformable model (level set) based on Geodesic Active Contour model. A pre-processing Gaussian smoothing stage is applied to the image, which is essential for a good segmentation. Before the segmentation phase, we locate automatically the area of the left ventricle by using a detection approach based on the Hough Transform method. Consequently, the result obtained is used to automate the initialization of the level set model. This initial curve (zero level set) deforms to search the Endocardial border in the image. On the other hand, quantitative evaluation was performed on a data set composed of 15 subjects with a comparison to ground truth (manual segmentation).

Keywords: level set method, transform Hough, Gaussian smoothing, left ventricle, ultrasound images.

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Authors: Kohei Shimasaki, Tomoaki Okamura, Idaku Ishii

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We propose a vibration imaging method for high frame rate (HFR)-video-based localization of vibrating objects with large translations. When the ratio of the translation speed of a target to its vibration frequency is large, obtaining its frequency response in image intensities becomes difficult because one or no waves are observable at the same pixel. Our method can precisely localize moving objects with vibration by virtually translating multiple image sequences for pixel-level short-time Fourier transform to observe multiple waves at the same pixel. The effectiveness of the proposed method is demonstrated by analyzing several HFR videos of flying insects in real scenarios.

Keywords: HFR video analysis, pixel-level vibration source localization, short-time Fourier transform, virtual translation

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Authors: Sharmila Pradhan, Ralf Lach, George Michler, Jean Mark Saiter, Rameshwar Adhikari

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Ethylene/1-octene copolymer was modified incorporating three types of nanofillers differed in their dimensionality in order to investigate the effect of filler dimensionality on mechanical properties, for instance, tensile strength, microhardness etc. The samples were prepared by melt mixing followed by compression moldings. The microstructure of the novel material was characterized by Fourier transform infrared spectroscopy (FTIR), X-ray diffraction (XRD) method and Transmission electron microscopy (TEM). Other important properties such as melting, crystallizing and thermal stability were also investigated via differential scanning calorimetry (DSC) and Thermogravimetry analysis (TGA). The FTIR and XRD results showed that the composites were formed by physical mixing. The TEM result supported the homogeneous dispersion of nanofillers in the matrix. The mechanical characterization performed by tensile testing showed that the composites with 1D nanofiller effectively reinforced the polymer. TGA results revealed that the thermal stability of pure EOC is marginally improved by the addition of nanofillers. Likewise, melting and crystallizing properties of the composites are not much different from that of pure.

Keywords: copolymer, differential scanning calorimetry, nanofiller, tensile strength

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Authors: Madhu Aneja, Sapna Sharma

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Thermal conductivity of ordinary heat transfer fluids is not adequate to meet today’s cooling rate requirements. Nanoparticles have been shown to increase the thermal conductivity and convective heat transfer to the base fluids. One of the possible mechanisms for anomalous increase in the thermal conductivity of nanofluids is the Brownian motions of the nanoparticles in the basefluid. In this paper, the natural convection of incompressible nanofluid over a nonlinear stretching sheet in the presence of magnetic field is studied. The flow and heat transfer induced by stretching sheets is important in the study of extrusion processes and is a subject of considerable interest in the contemporary literature. Appropriate similarity variables are used to transform the governing nonlinear partial differential equations to a system of nonlinear ordinary (similarity) differential equations. For computational purpose, Finite Element Method is used. The effective thermal conductivity and viscosity of nanofluid are calculated by KKL (Koo – Klienstreuer – Li) correlation. In this model effect of Brownian motion on thermal conductivity is considered. The effect of important parameter i.e. nonlinear parameter, volume fraction, Hartmann number, heat source parameter is studied on velocity and temperature. Skin friction and heat transfer coefficients are also calculated for concerned parameters.

Keywords: Brownian motion, convection, finite element method, magnetic field, nanofluid, stretching sheet

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Authors: N. Rajeswara Rao, T. Venkatappa Rao, K. Sowri Babu, N. Srinivas Rao, P. S. V. Shanmukhi

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Carboxymethyl Starch (CMS) is a biopolymer derived from starch by the substitution method. CMS is proclaimed to have improved physicochemical properties than native starch. The present work deals with the effect of gamma radiation on the physicochemical properties of CMS. The samples were exposed to gamma irradiation of doses 30, 60 and 90 kGy. The resultant properties were studied with electron spin resonance (ESR), fourier transform infrared spectrometer (FTIR), differential scanning calorimeter (DSC), X-ray diffractometer (XRD) and scanning electron microscopy. Irradiation of CMS by gamma rays initiates cleavage of glucosidic bonds producing different types of radicals. Some of these radicals convert to peroxy radicals by abstracting oxygen. The ESR spectrum of CMS is anisotropic and is thought to be due to the superposition of various component spectra. In order to analyze the ESR spectrum, computer simulations were also employed. ESR spectra are also recorded under different conditions like post-irradiation times, variable temperatures and saturation behavior in order to evaluate the stability of free radicals produced on irradiation. Thermal studies from DSC depict that for CMS the gelatization process was absconded at higher doses. Relative crystallinity was reduced significantly after irradiation from XRD Studies. FTIR studies also confirm the same aspect. From ESR studies, it was concluded that irradiated CMS could be a potential reference material in ESR dosimetry.

Keywords: gamma rays, free radicals, ESR simulations, gelatization

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Authors: Mohammed S. Al-Rawi, J. Bastos, J. Rodriguez

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Object detection and object recognition are essential components of every computer vision system. Despite the high computational complexity and other problems related to numerical stability and accuracy, Zernike moments of 2D images (ZMs) have shown resilience when used in object recognition and have been used in various image analysis applications. In this work, we propose a novel method for computing ZMs via Fast Fourier Transform (FFT). Notably, this is the first algorithm that can generate ZMs up to extremely high orders accurately, e.g., it can be used to generate ZMs for orders up to 1000 or even higher. Furthermore, the proposed method is also simpler and faster than the other methods due to the availability of FFT software and/or hardware. The accuracies and numerical stability of ZMs computed via FFT have been confirmed using the orthogonality property. We also introduce normalizing ZMs with Neumann factor when the image is embedded in a larger grid, and color image reconstruction based on RGB normalization of the reconstructed images. Astonishingly, higher-order image reconstruction experiments show that the proposed methods are superior, both quantitatively and subjectively, compared to the q-recursive method.

Keywords: Chebyshev polynomial, fourier transform, fast algorithms, image recognition, pseudo Zernike moments, Zernike moments

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Authors: Fakhreddin Abedi, Wah June Leong

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Exponential stability of stochastic differential equations with non trivial solutions is provided in terms of Lyapunov functions. The main result of this paper establishes that, under certain hypotheses for the dynamics f(.) and g(.), practical exponential stability in probability at the small neighborhood of the origin is equivalent to the existence of an appropriate Lyapunov function. Indeed, we establish exponential stability of stochastic differential equation when almost all the state trajectories are bounded and approach a sufficiently small neighborhood of the origin. We derive sufficient conditions for exponential stability of stochastic differential equations. Finally, we give a numerical example illustrating our results.

Keywords: exponential stability in probability, stochastic differential equations, Lyapunov technique, Ito's formula

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Authors: Reza Mohammadi, Mahdieh Sahebi

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We develop a method based on polynomial quintic spline for numerical solution of fourth-order non-homogeneous parabolic partial differential equation with variable coefficient. By using polynomial quintic spline in off-step points in space and finite difference in time directions, we obtained two three level implicit methods. Stability analysis of the presented method has been carried out. We solve four test problems numerically to validate the proposed derived method. Numerical comparison with other existence methods shows the superiority of our presented scheme.

Keywords: fourth-order parabolic equation, variable coefficient, polynomial quintic spline, off-step points, stability analysis

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