Search results for: nonlinear differential equation

Authors: Maja Andrić, Josip Pečarić

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Over the last five decades, an enormous amount of work has been done on Opial’s integral inequality, dealing with new proofs, various generalizations, extensions and discrete analogs. The Opial inequality is recognized as a fundamental result in the analysis of qualitative properties of solution of differential equations. We use submultiplicative convex functions, appropriate representations of functions and inequalities involving means to obtain generalizations and extensions of certain known multidimensional integral and discrete Opial-type inequalities.

Keywords: Opial's inequality, Jensen's inequality, integral inequality, discrete inequality

Procedia PDF Downloads 421

Authors: C. F. Alegretti, F. R. Cunha, R. G. Gontijo

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This work investigates the effects of an applied magnetic field on the geometry-driven boundary layer detachment flow of a ferrofluid over a sudden expansion. Both constitutive equation and global magnetization equation for a ferrofluid are considered. Therefore, the proposed formulation consists in a coupled magnetic-hydrodynamic problem. Computational simulations are carried out in order to explore, not only the viability to control flow instabilities, but also to evaluate the consistency of theoretical aspects. The unidirectional sudden expansion in a ferrofluid flow is investigated numerically under the perspective of Ferrohydrodynamics in a two-dimensional domain using a Finite Differences Method. The boundary layer detachment induced by the sudden expansion results in a recirculating zone, which has been extensively studied in non-magnetic hydrodynamic problems for a wide range of Reynolds numbers. Similar investigations can be found in literature regarding the sudden expansion under the magnetohydrodynamics framework, but none considering a colloidal suspension of magnetic particles out of the superparamagnetic regime. The vorticity-stream function formulation is implemented and results in a clear coupling between the flow vorticity and its magnetization field. Our simulations indicate a systematic decay on the length of the recirculation zone as increasing physical parameters of the flow, such as the intensity of the applied field and the volume fraction of particles. The results all are discussed from a physical point of view in terms of the dynamical non-dimensional parameters. We argue that the decrease/reduction in the recirculation region of the flow is a direct consequence of the magnetic torque balancing the action of the torque produced by viscous and inertial forces of the flow. For the limit of small Reynolds and magnetic Reynolds parameters, the diffusion of vorticity balances the diffusion of the magnetic torque on the flow. These mechanics control the growth of the recirculation region.

Keywords: boundary layer detachment, ferrofluid, ferrohydrodynamics, magnetization, sudden expansion

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Authors: Ehsan Mehryaar, Seyed Armin Motahari Tabari

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Coarse-grained soils are known and commonly used in a wide range of geotechnical projects, including high earth dams or embankments for their high shear strength. The most important engineering property of these soils is friction angle which represents the interlocking between soil particles and can be applied widely in designing and constructing these earth structures. Friction angle and dilative behavior of coarse-grained soils can be estimated from empirical correlations with in-situ testing and physical properties of the soil or measured directly in the laboratory performing direct shear or triaxial tests. Unfortunately, large-scale testing is difficult, challenging, and expensive and is not possible in most soil mechanic laboratories. So, it is common to remove the large particles and do the tests, which cannot be counted as an exact estimation of the parameters and behavior of the original soil. This paper describes a new methodology to simulate particles grading distribution of a well-graded gravel sample to a smaller scale sample as it can be tested in an ordinary direct shear apparatus to estimate the stress-strain behavior, friction angle, and dilative behavior of the original coarse-grained soil considering its confining pressure, and relative density using a machine learning method. A total number of 72 direct shear tests are performed in 6 different sizes, 3 different confining pressures, and 4 different relative densities. Multivariate Adaptive Regression Spline (MARS) technique was used to develop an equation in order to predict shear strength and dilative behavior based on the size distribution of coarse-grained soil particles. Also, an uncertainty analysis was performed in order to examine the reliability of the proposed equation.

Keywords: MARS, coarse-grained soil, shear strength, uncertainty analysis

Procedia PDF Downloads 155

Authors: Peng Zhang, Lihui Zheng, Xiangchun Wang, Xiaopan Kou

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Quantitative research on the main control factors of lost circulation has few considerations and single data source. Using Unmanned Intervention Algorithm to find the main control factors of lost circulation adopts all measurable parameters. The degree of lost circulation is characterized by the loss rate as the objective function. Geological, engineering and fluid data are used as layers, and 27 factors such as wellhead coordinates and WOB are used as dimensions. Data classification is implemented to determine function independent variables. The mathematical equation of loss rate and 27 influencing factors is established by multiple regression method, and the undetermined coefficient method is used to solve the undetermined coefficient of the equation. Only three factors in t-test are greater than the test value 40, and the F-test value is 96.557%, indicating that the correlation of the model is good. The funnel viscosity, final shear force and drilling time were selected as the main control factors by elimination method, contribution rate method and functional method. The calculated values of the two wells used for verification differ from the actual values by -3.036m3/h and -2.374m3/h, with errors of 7.21% and 6.35%. The influence of engineering factors on the loss rate is greater than that of funnel viscosity and final shear force, and the influence of the three factors is less than that of geological factors. Quantitatively calculate the best combination of funnel viscosity, final shear force and drilling time. The minimum loss rate of lost circulation wells in Shunbei area is 10m3/h. It can be seen that man-made main control factors can only slow down the leakage, but cannot fundamentally eliminate it. This is more in line with the characteristics of karst caves and fractures in Shunbei fault solution oil and gas reservoir.

Keywords: drilling and completion, drilling fluid, lost circulation, loss rate, main controlling factors, unmanned intervention algorithm

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Authors: B. Selma

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The aim of this study is to test the feasibility of SIPINA method to predict the harmfulness parameters controlling the seismic response. The approach developed takes into consideration both the focal depth and the peak ground acceleration. The parameter to determine is displacement. The data used for the learning of this method and analysis nonlinear seismic are described and applied to a class of models damaged to some typical structures of the existing urban infrastructure of Jassy, Romania. The results obtained indicate an influence of the focal depth and the peak ground acceleration on the displacement.

Keywords: SIPINA algorithm, seism, focal depth, peak ground acceleration, displacement

Procedia PDF Downloads 300

Authors: Jaan-Willem Simon, Bertram Stier, Brett Bednarcyk, Evan Pineda, Stefanie Reese

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Textile composites, in which the reinforcing fibers are woven or braided, have become very popular in numerous applications in aerospace, automotive, and maritime industry. These textile composites are advantageous due to their ease of manufacture, damage tolerance, and relatively low cost. However, physics-based modeling of the mechanical behavior of textile composites is challenging. Compared to their unidirectional counterparts, textile composites introduce additional geometric complexities, which cause significant local stress and strain concentrations. Since these internal concentrations are primary drivers of nonlinearity, damage, and failure within textile composites, they must be taken into account in order for the models to be predictive. The macro-scale approach to modeling textile-reinforced composites treats the whole composite as an effective, homogenized material. This approach is very computationally efficient, but it cannot be considered predictive beyond the elastic regime because the complex microstructural geometry is not considered. Further, this approach can, at best, offer a phenomenological treatment of nonlinear deformation and failure. In contrast, the mesoscale approach to modeling textile composites explicitly considers the internal geometry of the reinforcing tows, and thus, their interaction, and the effects of their curved paths can be modeled. The tows are treated as effective (homogenized) materials, requiring the use of anisotropic material models to capture their behavior. Finally, the micro-scale approach goes one level lower, modeling the individual filaments that constitute the tows. This paper will compare meso- and micro-scale approaches to modeling the deformation, damage, and failure of textile-reinforced polymer matrix composites. For the mesoscale approach, the woven composite architecture will be modeled using the finite element method, and an anisotropic damage model for the tows will be employed to capture the local nonlinear behavior. For the micro-scale, two different models will be used, the one being based on the finite element method, whereas the other one makes use of an embedded semi-analytical approach. The goal will be the comparison and evaluation of these approaches to modeling textile-reinforced composites in terms of accuracy, efficiency, and utility.

Keywords: multiscale modeling, continuum damage model, damage interaction, textile composites

Procedia PDF Downloads 339

Authors: Z. Haddad, C. Abid, O. Rahli, O. Margeat, W. Dachraoui, A. Mataoui

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The present study aims to measure the volumetric mass density of NiPd-heptane nanofluids synthesized using a one-step method known as thermal decomposition of metal-surfactant complexes. The particle concentration is up to 7.55 g/l and the temperature range of the experiment is from 20°C to 50°C. The measured values were compared with the mixture theory and good agreement between the theoretical equation and measurement were obtained. Moreover, the available nanofluids volumetric mass density data in the literature is reviewed.

Keywords: NiPd nanoparticles, nanofluids, volumetric mass density, stability

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Authors: Arnold M. Brener, Lesbek Tashimov, Ablakim S. Muratov

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The paper deals with the special model for coagulation kernels which represents new control parameters in the Smoluchowski equation for binary aggregation. On the base of the model the new approach to evaluating aggregative stability of disperse systems has been submitted. With the help of this approach the simple estimates for aggregative stability of various types of hydrophilic nano-suspensions have been obtained.

Keywords: aggregative stability, coagulation kernels, disperse systems, mathematical model

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Authors: I. C. Tolias, A. G. Venetsanos, N. Markatos

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In the present work, CFD simulations of a large scale open deflagration experiment are performed. Stoichiometric hydrogen-air mixture occupies a 20 m hemisphere. Two combustion models are compared and are evaluated against the experiment. The Eddy Dissipation Model and a Multi-physics combustion model which is based on Yakhot’s equation for the turbulent flame speed. The values of models’ critical parameters are investigated. The effect of the turbulence model is also examined. k-ε model and LES approach were tested.

Keywords: CFD, deflagration, hydrogen, combustion model

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Authors: Helen S. Joyner (Melito), Mohammad Anvari

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Concentrated emulsions stabilized by proteins are systems of great importance in food, pharmaceutical and cosmetic products. Controlling emulsion rheology is critical for ensuring desired properties during formation, storage, and consumption of emulsion-based products. Studies on concentrated emulsions have focused on rheology of monodispersed systems. However, emulsions used for industrial applications are polydispersed in nature, and this polydispersity is regarded as an important parameter that also governs the rheology of the concentrated emulsions. Therefore, the objective of this study was to characterize rheological (small and large deformation behaviors) and microstructural properties of concentrated emulsions which were not truly monodispersed as usually encountered in food products such as margarines, mayonnaise, creams, spreads, and etc. The concentrated emulsions were prepared at different concentrations of fish gelatin (0.2, 0.4, 0.8% w/v in the whole emulsion system), oil-water ratio 80-20 (w/w), homogenization speed 10000 rpm, and 25oC. Confocal laser scanning microscopy (CLSM) was used to determine the microstructure of the emulsions. To prepare samples for CLSM analysis, FG solutions were stained by Fluorescein isothiocyanate dye. Emulsion viscosity profiles were determined using shear rate sweeps (0.01 to 100 1/s). The linear viscoelastic regions (LVRs) of the emulsions were determined using strain sweeps (0.01 to 100% strain) for each sample. Frequency sweeps were performed in the LVR (0.1% strain) from 0.6 to 100 rad/s. Large amplitude oscillatory shear (LAOS) testing was conducted by collecting raw waveform data at 0.05, 1, 10, and 100% strain at 4 different frequencies (0.5, 1, 10, and 100 rad/s). All measurements were performed in triplicate at 25oC. The CLSM results revealed that increased fish gelatin concentration resulted in more stable oil-in-water emulsions with homogeneous, finely dispersed oil droplets. Furthermore, the protein concentration had a significant effect on emulsion rheological properties. Apparent viscosity and dynamic moduli at small deformations increased with increasing fish gelatin concentration. These results were related to increased inter-droplet network connections caused by increased fish gelatin adsorption at the surface of oil droplets. Nevertheless, all samples showed shear-thinning and weak gel behaviors over shear rate and frequency sweeps, respectively. Lissajous plots, or plots of stress versus strain, and phase lag values were used to determine nonlinear behavior of the emulsions in LAOS testing. Greater distortion in the elliptical shape of the plots followed by higher phase lag values was observed at large strains and frequencies in all samples, indicating increased nonlinear behavior. Shifts from elastic-dominated to viscous dominated behavior were also observed. These shifts were attributed to damage to the sample microstructure (e.g. gel network disruption), which would lead to viscous-type behaviors such as permanent deformation and flow. Unlike the small deformation results, the LAOS behavior of the concentrated emulsions was not dependent on fish gelatin concentration. Systems with different microstructures showed similar nonlinear viscoelastic behaviors. The results of this study provided valuable information that can be used to incorporate concentrated emulsions in emulsion-based food formulations.

Keywords: concentrated emulsion, fish gelatin, microstructure, rheology

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Authors: Arafa A. Alholaisi, Jamal H. Madani, M. A. Alvi

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The radial form of nuclear matter distribution, charge and the shape of nuclei are essential properties of nuclei, and hence, are of great attention for several areas of research in nuclear physics. More than last three decades have witnessed a range of experimental means employing leptonic probes (such as muons, electrons etc.) for exploring nuclear charge distributions, whereas the hadronic probes (for example alpha particles, protons, etc.) have been used to investigate the nuclear matter distributions. In this paper, p-^9,11Li elastic scattering differential cross sections in the energy range  to  MeV have been studied by means of Coulomb modified Glauber scattering formalism. By applying the semi-phenomenological Bhagwat-Gambhir-Patil [BGP] nuclear density for loosely bound neutron rich ¹¹Li nucleus, the estimated matter radius is found to be 3.446 fm which is quite large as compared to so known experimental value 3.12 fm. The results of microscopic optical model based calculation by applying Bethe-Brueckner–Hartree–Fock formalism (BHF) have also been compared. It should be noted that in most of phenomenological density model used to reproduce the p-¹¹Li differential elastic scattering cross sections data, the calculated matter radius lies between 2.964 and 3.55 fm. The calculated results with phenomenological BGP model density and with nucleon density calculated in the relativistic mean-field (RMF) reproduces p-⁹Li and p-¹¹Li experimental data quite nicely as compared to Gaussian- Gaussian or Gaussian-Oscillator densities at all energies under consideration. In the approach described here, no free/adjustable parameter has been employed to reproduce the elastic scattering data as against the well-known optical model based studies that involve at least four to six adjustable parameters to match the experimental data. Calculated reaction cross sections σ_R for p-¹¹Li at these energies are quite large as compared to estimated values reported by earlier works though so far no experimental studies have been performed to measure it.

Keywords: Bhagwat-Gambhir-Patil density, Coulomb modified Glauber model, halo nucleus, optical limit approximation

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Authors: Kiyoumars Roushangar, Shabnam Mirheidarian

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This study proposes metamodel approaches as a new intelligent technique for the explicit formulation of friction factors of water conveyance structures. For this purpose, experimental data of a movable bed flume with dune bed form were used. Analyzing the result clears the high capability of metamodel approaches (MNE= 0.05, R= 0.92) as a powerful tool for optimizing and explicit simulation of Manning's roughness coefficients of water conveyance structures compared to other nonlinear approaches.

Keywords: intelligent techniques, explicit simulation, roughness coefficient, water conveyance structure

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Authors: Kishor J. shinde

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We determine the values of k and p such that the Sturm-Liouville differential operator τu=-(d^2 u)/(dx^2) + kx^p u is in limit point case or limit circle case at infinity. In particular it is shown that τ is in the limit point case when (i) for p=2 and ∀k, (ii) for ∀p and k=0, (iii) for all p and k>0, (iv) for 0≤p≤2 and k<0, (v) for p<0 and k<0. τ is in the limit circle case when (i) for p>2 and k<0.

Keywords: limit point case, limit circle case, Sturm-Liouville, infinity

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Authors: M. Reni Sagayaraj, S. Anand Gnana Selvam, R. Reynald Susainathan

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We analyze stochastic integrals associated with a mutation process. To be specific, we describe the cell population process and derive the differential equations for the joint generating functions for the number of mutants and their integrals in generating functions and their applications. We obtain first-order moments of the processes of the two-way mutation process in first-order moment structure of X (t) and Y (t) and the second-order moments of a one-way mutation process. In this paper, we obtain the limiting behaviour of the integrals in limiting distributions of X (t) and Y (t).

Keywords: stochastic integrals, single–server queue model, catastrophes, busy period

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Authors: Hakiki Kheira, Belhamiti Omar

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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

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Authors: Mohammad R. Jalali, Mohammad M. Jalali

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The earliest theories of sloshing waves and solitary waves based on potential theory idealisations and irrotational flow have been extended to be applicable to more realistic domains. To this end, the computational fluid dynamics (CFD) methods are widely used. Three-dimensional CFD methods such as Navier-Stokes solvers with volume of fluid treatment of the free surface and Navier-Stokes solvers with mappings of the free surface inherently impose high computational expense; therefore, considerable effort has gone into developing depth-averaged approaches. Examples of such approaches include Green–Naghdi (GN) equations. In Cartesian system, GN velocity profile depends on horizontal directions, x-direction and y-direction. The effect of vertical direction (z-direction) is also taken into consideration by applying weighting function in approximation. GN theory considers the effect of vertical acceleration and the consequent non-hydrostatic pressure. Moreover, in GN theory, the flow is rotational. The present study illustrates the application of GN equations to propagation of sloshing waves and solitary waves. For this purpose, GN equations solver is verified for the benchmark tests of Gaussian hump sloshing and solitary wave propagation in shallow basins. Analysis of the free surface sloshing of even harmonic components of an initial Gaussian hump demonstrates that the GN model gives predictions in satisfactory agreement with the linear analytical solutions. Discrepancies between the GN predictions and the linear analytical solutions arise from the effect of wave nonlinearities arising from the wave amplitude itself and wave-wave interactions. Numerically predicted solitary wave propagation indicates that the GN model produces simulations in good agreement with the analytical solution of the linearised wave theory. Comparison between the GN model numerical prediction and the result from perturbation analysis confirms that nonlinear interaction between solitary wave and a solid wall is satisfactorilly modelled. Moreover, solitary wave propagation at an angle to the x-axis and the interaction of solitary waves with each other are conducted to validate the developed model.

Keywords: Green–Naghdi equations, nonlinearity, numerical prediction, sloshing waves, solitary waves

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Authors: Zikun Li, Regine Talleyrand

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Negative body image is one of the most common causes of eating disorders, and it is not only happening to women. Regardless of the increasing attention that researchers and practitioners have been paying to the male population and their body image concerns, men of color have yet to be fully represented or studied. Given the consensus that the sociocultural experiences of people of color may play a significant role in their health and well-being, this study focused on assessing the mechanism through which sociocultural factors may influence men of color’s perceptions of body image. In particular, this study focused on untangling how interpersonal and media pressure, as well as ethnic-racial identities and perceptions, would impact body dissatisfaction in terms of muscularity, body fat, and height in men of color and how this mechanism is moderated across different ethnic-racial groups. The structural equation modeling approach was therefore applied to achieve the research goal. With the sample size of 181 self-identified Black, Indigenous, and People of Color male participants aged 20-50 (M=33.33, SD=6.9) through surveying on Amazon’s MTurk platform, the proposed model achieved a modestly acceptable model fit with the pooled sample, X2(836) = 1412.184, CFI = 0.900, RMSEA = 0.062 [0.056, 0.067]. And SRMR = 0.088, And it explained 89.5% of the variance in body dissatisfaction. The results showed that of all the direct effects on body dissatisfaction, interpersonal appearance pressure exhibited the strongest effect (β = 0.410***), followed by media appearance pressure (β = 0.272**) and self-hatred feeling (β = 0.245**). The ethnic-racial related factors (i.e., stereotype endorsement, ethnic-racial salience, and nationalistic assimilation) statistically influenced body dissatisfaction through the mediators of media appearance pressure and/or self-hatred feeling. Furthermore, the moderation analysis between Black/African American men and non-Black/African American men revealed the substantial differences in how ethnic/racial identity impacts one’s perception of body image, and the Black/African American men were found to be influenced by sociocultural factors at a higher level, compared with their counterparts. The impacts of demographic characteristics (i.e., SES, weight, height) on body dissatisfaction were also examined. Instead of considering interpersonal appearance pressure and media pressure as two subscales under one construct, this study considered them as two separate and distinct sociocultural factors. The good model fit to the data indicates this rationality and encourages scholars to reconsider the impacts of two sources of social pressures on body dissatisfaction. In addition, this study also provided empirical evidence of the moderation effect existing within the population of men of color, which reveals the heterogeneity existing across different ethnic-racial groups and implies the necessity to study individual ethnic-racial groups so as to better understand the mechanism of sociocultural influences on men of color’s body dissatisfaction. These findings strengthened the current understanding of the body image concerns exciting among men of color and meanwhile provided empirical evidence for practitioners to provide tailored health prevention and treatment options for this growing population in the United States.

Keywords: men of color, body image concerns, sociocultural factors, structural equation modeling

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Authors: Mahmoud E. Mohamed, Ahmed F. Shalash, Hanan A. Kamal

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In communication systems, frequency jump is a serious problem caused by the oscillators used. Kalman filters are used to detect that jump, Despite the tradeoff between the noise level and the speed of the detection. In this paper, An improvement is introduced in the Kalman filter, Through a nonlinear change in the bandwidth of the filter. Simulation results show a considerable improvement in the filter speed with a very low noise level. Additionally, The effect on the response to false alarms is also presented and false alarm rate show improvement.

Keywords: Kalman filter, innovation, false detection, improvement

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Authors: Esther Cabezas-Rivas

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Ordinary differential equations (ODE) are a fundamental part of the curriculum for most engineering degrees, and students typically have difficulties in the subsequent abstract mathematical calculations. To enhance their motivation and profit that they are digital natives, we propose a teamwork project that includes the creation of a video. It should explain how to model mathematically a real-world problem transforming it into an ODE, which should then be solved using the tools learned in the lectures. This idea was indeed implemented with first-year students of a BSc in Engineering and Management during the period of online learning caused by the outbreak of COVID-19 in Spain. Each group of 4 students was assigned a different topic: model a hot water heater, search for the shortest path, design the quickest route for delivery, cooling a computer chip, the shape of the hanging cables of the Golden Gate, detecting land mines, rocket trajectories, etc. These topics should be worked out through two complementary channels: a written report describing the problem and a 10-15 min video on the subject. The report includes the following items: description of the problem to be modeled, detailed obtention of the ODE that models the problem, its complete solution, and interpretation in the context of the original problem. We report the outcomes of this teaching in context and active learning experience, including the feedback received by the students. They highlighted the encouragement of creativity and originality, which are skills that they do not typically relate to mathematics. Additionally, the video format (unlike a common presentation) has the advantage of allowing them to critically review and self-assess the recording, repeating some parts until the result is satisfactory. As a side effect, they felt more confident about their oral abilities. In short, students agreed that they had fun preparing the video. They recognized that it was tricky to combine deep mathematical contents with entertainment since, without the latter, it is impossible to engage people to view the video till the end. Despite this difficulty, after the activity, they claimed to understand better the material, and they enjoyed showing the videos to family and friends during and after the project.

Keywords: active learning, contextual teaching, models in differential equations, student-produced videos

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Authors: B. Chikh, L. Moussa, H. Bechtoula, Y. Mehani, A. Zerzour

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This study presents a new method, applicable to evaluation and design of structures has been developed and illustrated by comparison with the capacity spectrum method (CSM, ATC-40). This method uses inelastic spectra and gives peak responses consistent with those obtained when using the nonlinear time history analysis. Hereafter, the seismic demands assessment method is called in this paper DSM, Ductility Spectrum Method. It is used to estimate the seismic deformation of Single-Degree-Of-Freedom (SDOF) systems based on DDRS, Ductility Demand Response Spectrum, developed by the author.

Keywords: seismic demand, capacity, inelastic spectra, design and structure

Procedia PDF Downloads 387

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

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

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

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Authors: Iwan Setiawan, Bobby Eka Gunara, Katshuhiro Nakamura

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The theory to accelerate system on quantum dynamics has been constructed to get the desired wave function on shorter time. This theory is developed on adiabatic quantum dynamics which any regulation is done on wave function that satisfies Schrödinger equation. We show accelerated manipulation of WFs with the use of a parameter-dependent in asymmetric double-well potential and also when it’s influenced by electromagnetic fields.

Keywords: driving potential, Adiabatic Quantum Dynamics, regulation, electromagnetic field

Procedia PDF Downloads 329

Authors: Peterson Thokozani Ngema, Paramespri Naidoo, Amir H. Mohammadi, Deresh Ramjugernath

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Phase equilibrium data (dissociation data) for clathrate hydrate (gas hydrate) were undertaken for systems involving fluorinated refrigerants with a single and mixed electrolytes (NaCl, CaCl₂, MgCl₂, and Na₂SO₄) aqueous solution at various salt concentrations in the absence and presence of cyclopentane (CP). The ternary systems for (R410a or R507) with the water system in the presence of CP were performed in the temperature and pressures ranges of (279.8 to 294.4) K and (0.158 to 1.385) MPa, respectively. Measurements for R410a with single electrolyte {NaCl or CaCl₂} solution in the presence of CP were undertaken at salt concentrations of (0.10, 0.15 and 0.20) mass fractions in the temperature and pressure ranges of (278.4 to 293.7) K and (0.214 to1.179) MPa, respectively. The temperature and pressure conditions for R410a with Na₂SO₄ aqueous solution system were investigated at a salt concentration of 0.10 mass fraction in the range of (283.3 to 291.6) K and (0.483 to 1.373) MPa respectively. Measurements for {R410a or R507} with mixed electrolytes {NaCl, CaCl₂, MgCl₂} aqueous solution was undertaken at various salt concentrations of (0.002 to 0.15) mass fractions in the temperature and pressure ranges of (274.5 to 292.9) K and (0.149 to1.119) MPa in the absence and presence of CP, in which there is no published data related to mixed salt and a promoter. The phase equilibrium measurements were performed using a non-visual isochoric equilibrium cell that co-operates the pressure-search technique. This study is focused on obtaining equilibrium data that can be utilized to design and optimize industrial wastewater, desalination process and the development of Hydrate Electrolyte–Cubic Plus Association (HE–CPA) Equation of State. The results show an impressive improvement in the presence of promoter (CP) on hydrate formation because it increases the dissociation temperatures near ambient conditions. The results obtained were modeled using a developed HE–CPA equation of state. The model results strongly agree with the measured hydrate dissociation data.

Keywords: association, desalination, electrolytes, promoter

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Authors: Malki Fatima Zahra Nadia, Kellal Chaimaa, Brahimi Houria

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The following research aims to measure the impact of innovative marketing in achieving product quality in the Algerian Petroleum Company. In order to achieve the aim of the study, a random sample of 60 individuals was selected and the answers were analyzed using structural equation modeling to test the study hypotheses. The research concluded that there is a strong relationship between innovative marketing and the quality of petroleum products.

Keywords: marketing, innovation, quality, petroleum products

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Authors: Moses E. Emetere, M. L. Akinyemi

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Agricultural activities in the South–West Nigeria are mitigated by the global increase in temperature. The unpredictive surface temperature of the area had increased health challenges amongst other social influence. The satellite data of surface temperatures were compared with the ground station Davis weather station. The differential heating of the lower atmosphere were represented mathematically. A numerical predictive model was propounded to forecast future surface temperature.

Keywords: numerical predictive model, surface temperature, satellite date, ground data

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Authors: Bolatbek Rysbaiuly, Aliya S. Azhibekova

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Problems concerning the interpretation of the well testing results belong to the class of inverse problems of subsurface hydromechanics. The distinctive feature of such problems is that additional information is depending on the capabilities of oilfield experiments. Another factor that should not be overlooked is the existence of errors in the test data. To determine reservoir properties, some inverse problems for parabolic equations were investigated. An approach to solving the inverse problems based on the method of regularization is proposed.

Keywords: iterative approach, inverse problem, parabolic equation, reservoir properties

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Authors: Ayola D. N. Jayamaha, Gihan V. Dias, Surangika Ranathunga

Abstract:

Currently there are lot of educational tools designed for mathematics. Open source software such as GeoGebra and Octave are bulky in their architectural structure. In addition, there is MathLab software, which facilitates much more than what we ask for. Many of the computer aided online grading and assessment tools require integrating editors to their software. However, there are not exist suitable editors that cater for all their needs in editing equations and geometrical diagrams and graphs. Some of the existing software for editing equations is Alfred’s Equation Editor, Codecogs, DragMath, Maple, MathDox, MathJax, MathMagic, MathFlow, Math-o-mir, Microsoft Equation Editor, MiraiMath, OpenOffice, WIRIS Editor and MyScript. Some of them are commercial, open source, supports handwriting recognition, mobile apps, renders MathML/LaTeX, Flash / Web based and javascript display engines. Some of the diagram editors are GeoKone.NET, Tabulae, Cinderella 1.4, MyScript, Dia, Draw2D touch, Gliffy, GeoGebra, Flowchart, Jgraph, JointJS, J painter Online diagram editor and 2D sketcher. All these software are open source except for MyScript and can be used for editing mathematical diagrams. However, they do not fully cater the needs of a typical computer aided assessment tool or Educational Platform for Mathematics. This solution provides a Web based, lightweight, easy to implement and integrate solution of an html5 canvas that renders on all of the modern web browsers. The scope of the project is an editor that covers equations and mathematical diagrams and drawings on the O/L Mathematical Exam Papers in Sri Lanka. Using the tool the students can enter any equation to the system which can be on an online remote learning platform. The users can also create and edit geometrical drawings, graphs and do geometrical constructions that require only Compass and Ruler from the Editing Interface provided by the Software. The special feature of this software is the geometrical constructions. It allows the users to create geometrical constructions such as angle bisectors, perpendicular lines, angles of 600 and perpendicular bisectors. The tool correctly imitates the functioning of rulers and compasses to create the required geometrical construction. Therefore, the users are able to do geometrical drawings on the computer successfully and we have a digital format of the geometrical drawing for further processing. Secondly, we can create and edit Venn Diagrams, color them and label them. In addition, the students can draw probability tree diagrams and compound probability outcome grids. They can label and mark regions within the grids. Thirdly, students can draw graphs (1st order and 2nd order). They can mark points on a graph paper and the system connects the dots to draw the graph. Further students are able to draw standard shapes such as circles and rectangles by selecting points on a grid or entering the parametric values.

Keywords: geometrical drawings, html5 canvas, mathematical equations, toolbox

Procedia PDF Downloads 365

Authors: Bolatbek Rysbaiuly, Nazerke Rysbayeva, Aigerim Rysbayeva

Abstract:

Relevance: Energy saving elevated to public policy in almost all developed countries. One of the areas for energy efficiency is improving and tightening design standards. In the tie with the state standards, make high demands for thermal protection of buildings. Constructive arrangement of layers should ensure normal operation in which the humidity of materials of construction should not exceed a certain level. Elevated levels of moisture in the walls can be attributed to a defective condition, as moisture significantly reduces the physical, mechanical and thermal properties of materials. Absence at the design stage of modeling the processes occurring in the construction and predict the behavior of structures during their work in the real world leads to an increase in heat loss and premature aging structures. Method: To solve this problem, widely used method of mathematical modeling of heat and mass transfer in materials. The mathematical modeling of heat and mass transfer are taken into the equation interconnected layer [1]. In winter, the thermal and hydraulic conductivity characteristics of the materials are nonlinear and depends on the temperature and moisture in the material. In this case, the experimental method of determining the coefficient of the freezing or thawing of the material becomes much more difficult. Therefore, in this paper we propose an approximate method for calculating the thermal conductivity and moisture permeability characteristics of freezing or thawing material. Questions. Following the development of methods for solving the inverse problem of mathematical modeling allows us to answer questions that are closely related to the rational design of fences: Where the zone of condensation in the body of the multi-layer fencing; How and where to apply insulation rationally his place; Any constructive activities necessary to provide for the removal of moisture from the structure; What should be the temperature and humidity conditions for the normal operation of the premises enclosing structure; What is the longevity of the structure in terms of its components frost materials. Tasks: The proposed mathematical model to solve the following problems: To assess the condition of the thermo-physical designed structures at different operating conditions and select appropriate material layers; Calculate the temperature field in a structurally complex multilayer structures; When measuring temperature and moisture in the characteristic points to determine the thermal characteristics of the materials constituting the surveyed construction; Laboratory testing to significantly reduce test time, and eliminates the climatic chamber and expensive instrumentation experiments and research; Allows you to simulate real-life situations that arise in multilayer enclosing structures associated with freezing, thawing, drying and cooling of any layer of the building material.

Keywords: energy saving, inverse problem, heat transfer, multilayer walling

Procedia PDF Downloads 385

Authors: Brouri Adil, Giri Fouad

Abstract:

The problem of identifying Wiener-Hammerstein systems is addressed in the presence of two linear subsystems of structure totally unknown. Presently, the nonlinear element is allowed to be noninvertible. The system identification problem is dealt by developing a two-stage frequency identification method such a set of points of the nonlinearity are estimated first. Then, the frequency gains of the two linear subsystems are determined at a number of frequencies. The method involves Fourier series decomposition and only requires periodic excitation signals. All involved estimators are shown to be consistent.

Keywords: Wiener-Hammerstein systems, Fourier series expansions, frequency identification, automation science

Procedia PDF Downloads 522

Authors: M. Saeedi, R. Wuchner, K.-U. Bletzinger

Abstract:

In order to study the aerodynamic performance of a semi-flexible membrane wing, Fluid-Structure Interaction simulations have been performed. The fluid problem has been modeled using two different approaches which are the numerical solution of the Navier-Stokes equations and the vortex panel method. Nonlinear analysis of the structural problem is performed using the Finite Element Method. Comparison between the two fluid solvers has been made. Aerodynamic performance of the wing is discussed regarding its lift and drag coefficients and they are compared with those of the equivalent rigid wing.

Keywords: CFD, FSI, Membrane wing, Vortex panel method

Procedia PDF Downloads 477