Search results for: Marchenko method
18779 Study the Dynamic Behavior of Irregular Buildings by the Analysis Method Accelerogram
Authors: Beciri Mohamed Walid
Abstract:
Some architectural conditions required some shapes often lead to an irregular distribution of masses, rigidities and resistances. The main object of the present study consists in estimating the influence of the irregularity both in plan and in elevation which presenting some structures on the dynamic characteristics and his influence on the behavior of this structures. To do this, it is necessary to make apply both dynamic methods proposed by the RPA99 (spectral modal method and method of analysis by accelerogram) on certain similar prototypes and to analyze the parameters measuring the answer of these structures and to proceed to a comparison of the results.Keywords: structure, irregular, code, seismic, method, force, period
Procedia PDF Downloads 31018778 Solvent Extraction, Spectrophotometric Determination of Antimony(III) from Real Samples and Synthetic Mixtures Using O-Methylphenyl Thiourea as a Sensitive Reagent
Authors: Shashikant R. Kuchekar, Shivaji D. Pulate, Vishwas B. Gaikwad
Abstract:
A simple and selective method is developed for solvent extraction spectrophotometric determination of antimony(III) using O-Methylphenyl Thiourea (OMPT) as a sensitive chromogenic chelating agent. The basis of proposed method is formation of antimony(III)-OMPT complex was extracted with 0.0025 M OMPT in chloroform from aqueous solution of antimony(III) in 1.0 M perchloric acid. The absorbance of this complex was measured at 297 nm against reagent blank. Beer’s law was obeyed up to 15µg mL-1 of antimony(III). The Molar absorptivity and Sandell’s sensitivity of the antimony(III)-OMPT complex in chloroform are 16.6730 × 103 L mol-1 cm-1 and 0.00730282 µg cm-2 respectively. The stoichiometry of antimony(III)-OMPT complex was established from slope ratio method, mole ratio method and Job’s continuous variation method was 1:2. The complex was stable for more than 48 h. The interfering effect of various foreign ions was studied and suitable masking agents are used wherever necessary to enhance selectivity of the method. The proposed method is successfully applied for determination of antimony(III) from real samples alloy and synthetic mixtures. Repetition of the method was checked by finding relative standard deviation (RSD) for 10 determinations which was 0.42%.Keywords: solvent extraction, antimony, spectrophotometry, real sample analysis
Procedia PDF Downloads 33218777 A Fuzzy Satisfactory Optimization Method Based on Stress Analysis for a Hybrid Composite Flywheel
Authors: Liping Yang, Curran Crawford, Jr. Ren, Zhengyi Ren
Abstract:
Considering the cost evaluation and the stress analysis, a fuzzy satisfactory optimization (FSO) method has been developed for a hybrid composite flywheel. To evaluate the cost, the cost coefficients of the flywheel components are obtained through calculating the weighted sum of the scores of the material manufacturability, the structure character, and the material price. To express the satisfactory degree of the energy, the cost, and the mass, the satisfactory functions are proposed by using the decline function and introducing a satisfactory coefficient. To imply the different significance of the objectives, the object weight coefficients are defined. Based on the stress analysis of composite material, the circumferential and radial stresses are considered into the optimization formulation. The simulations of the FSO method with different weight coefficients and storage energy density optimization (SEDO) method of a flywheel are contrasted. The analysis results show that the FSO method can satisfy different requirements of the designer and the FSO method with suitable weight coefficients can replace the SEDO method.Keywords: flywheel energy storage, fuzzy, optimization, stress analysis
Procedia PDF Downloads 34718776 A New Computational Method for the Solution of Nonlinear Burgers' Equation Arising in Longitudinal Dispersion Phenomena in Fluid Flow through Porous Media
Authors: Olayiwola Moruf Oyedunsi
Abstract:
This paper discusses the Modified Variational Iteration Method (MVIM) for the solution of nonlinear Burgers’ equation arising in longitudinal dispersion phenomena in fluid flow through porous media. The method is an elegant combination of Taylor’s series and the variational iteration method (VIM). Using Maple 18 for implementation, it is observed that the procedure provides rapidly convergent approximation with less computational efforts. The result shows that the concentration C(x,t) of the contaminated water decreases as distance x increases for the given time t.Keywords: modified variational iteration method, Burger’s equation, porous media, partial differential equation
Procedia PDF Downloads 32018775 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 42018774 Singular Perturbed Vector Field Method Applied to the Problem of Thermal Explosion of Polydisperse Fuel Spray
Authors: Ophir Nave
Abstract:
In our research, we present the concept of singularly perturbed vector field (SPVF) method, and its application to thermal explosion of diesel spray combustion. Given a system of governing equations, which consist of hidden Multi-scale variables, the SPVF method transfer and decompose such system to fast and slow singularly perturbed subsystems (SPS). The SPVF method enables us to understand the complex system, and simplify the calculations. Later powerful analytical, numerical and asymptotic methods (e.g method of integral (invariant) manifold (MIM), the homotopy analysis method (HAM) etc.) can be applied to each subsystem. We compare the results obtained by the methods of integral invariant manifold and SPVF apply to spray droplets combustion model. The research deals with the development of an innovative method for extracting fast and slow variables in physical mathematical models. The method that we developed called singular perturbed vector field. This method based on a numerical algorithm applied to global quasi linearization applied to given physical model. The SPVF method applied successfully to combustion processes. Our results were compared to experimentally results. The SPVF is a general numerical and asymptotical method that reveals the hierarchy (multi-scale system) of a given system.Keywords: polydisperse spray, model reduction, asymptotic analysis, multi-scale systems
Procedia PDF Downloads 21918773 A Periodogram-Based Spectral Method Approach: The Relationship between Tourism and Economic Growth in Turkey
Authors: Mesut BALIBEY, Serpil TÜRKYILMAZ
Abstract:
A popular topic in the econometrics and time series area is the cointegrating relationships among the components of a nonstationary time series. Engle and Granger’s least squares method and Johansen’s conditional maximum likelihood method are the most widely-used methods to determine the relationships among variables. Furthermore, a method proposed to test a unit root based on the periodogram ordinates has certain advantages over conventional tests. Periodograms can be calculated without any model specification and the exact distribution under the assumption of a unit root is obtained. For higher order processes the distribution remains the same asymptotically. In this study, in order to indicate advantages over conventional test of periodograms, we are going to examine a possible relationship between tourism and economic growth during the period 1999:01-2010:12 for Turkey by using periodogram method, Johansen’s conditional maximum likelihood method, Engle and Granger’s ordinary least square method.Keywords: cointegration, economic growth, periodogram ordinate, tourism
Procedia PDF Downloads 26918772 Proposal of Design Method in the Semi-Acausal System Model
Authors: Shigeyuki Haruyama, Ken Kaminishi, Junji Kaneko, Tadayuki Kyoutani, Siti Ruhana Omar, Oke Oktavianty
Abstract:
This study is used as a definition method to the value and function in manufacturing sector. In concurrence of discussion about present condition of modeling method, until now definition of 1D-CAE is ambiguity and not conceptual. Across all the physics fields, those methods are defined with the formulation of differential algebraic equation which only applied time derivation and simulation. At the same time, we propose semi-acausal modeling concept and differential algebraic equation method as a newly modeling method which the efficiency has been verified through the comparison of numerical analysis result between the semi-acausal modeling calculation and FEM theory calculation.Keywords: system model, physical models, empirical models, conservation law, differential algebraic equation, object-oriented
Procedia PDF Downloads 48518771 A Unified Ghost Solid Method for the Elastic Solid-Solid Interface
Authors: Abouzar Kaboudian, Boo Cheong Khoo
Abstract:
The Ghost Solid Method (GSM) based algorithms have been extensively used for numerical calculation of wave propagation in the limit of abrupt changes in materials. In this work, we present a unified version of the GSMs that can be successfully applied to both abrupt as well as smooth changes of the material properties in a medium. The application of this method enables us to use the previously-matured numerical algorithms which were developed to be applied to homogeneous mediums, with only minor modifications. This method is developed for one-dimensional settings and its extension to multi-dimensions is briefly discussed. Various numerical experiments are presented to show the applicability of this unified GSM to wave propagation problems in sharply as well as smoothly varying mediums.Keywords: elastic solid, functionally graded material, ghost solid method, solid-solid interaction
Procedia PDF Downloads 41418770 Global Stability Of Nonlinear Itô Equations And N. V. Azbelev's W-method
Authors: Arcady Ponosov., Ramazan Kadiev
Abstract:
The work studies the global moment stability of solutions of systems of nonlinear differential Itô equations with delays. A modified regularization method (W-method) for the analysis of various types of stability of such systems, based on the choice of the auxiliaryequations and applications of the theory of positive invertible matrices, is proposed and justified. Development of this method for deterministic functional differential equations is due to N.V. Azbelev and his students. Sufficient conditions for the moment stability of solutions in terms of the coefficients for sufficiently general as well as specific classes of Itô equations are given.Keywords: asymptotic stability, delay equations, operator methods, stochastic noise
Procedia PDF Downloads 22418769 Differential Transform Method: Some Important Examples
Authors: M. Jamil Amir, Rabia Iqbal, M. Yaseen
Abstract:
In this paper, we solve some differential equations analytically by using differential transform method. For this purpose, we consider four models of Laplace equation with two Dirichlet and two Neumann boundary conditions and K(2,2) equation and obtain the corresponding exact solutions. The obtained results show the simplicity of the method and massive reduction in calculations when one compares it with other iterative methods, available in literature. It is worth mentioning that here only a few number of iterations are required to reach the closed form solutions as series expansions of some known functions.Keywords: differential transform method, laplace equation, Dirichlet boundary conditions, Neumann boundary conditions
Procedia PDF Downloads 53718768 Identification of the Orthotropic Parameters of Cortical Bone under Nanoindentation
Authors: D. Remache, M. Semaan, C. Baron, M. Pithioux, P. Chabrand, J. M. Rossi, J. L. Milan
Abstract:
A good understanding of the mechanical properties of the bone implies a better understanding of its various diseases, such as osteoporosis. Berkovich nanoindentation tests were performed on the human cortical bone to extract its orthotropic parameters. The nanoindentation experiments were then simulated by the finite element method. Different configurations of interactions between the tip indenter and the bone were simulated. The orthotropic parameters of the material were identified by the inverse method for each configuration. The friction effect on the bone mechanical properties was then discussed. It was found that the inverse method using the finite element method is a very efficient method to predict the mechanical behavior of the bone.Keywords: mechanical behavior of bone, nanoindentation, finite element analysis, inverse optimization approaches
Procedia PDF Downloads 38818767 Forecasting Exchange Rate between Thai Baht and the US Dollar Using Time Series Analysis
Authors: Kunya Bowornchockchai
Abstract:
The objective of this research is to forecast the monthly exchange rate between Thai baht and the US dollar and to compare two forecasting methods. The methods are Box-Jenkins’ method and Holt’s method. Results show that the Box-Jenkins’ method is the most suitable method for the monthly Exchange Rate between Thai Baht and the US Dollar. The suitable forecasting model is ARIMA (1,1,0) without constant and the forecasting equation is Yt = Yt-1 + 0.3691 (Yt-1 - Yt-2) When Yt is the time series data at time t, respectively.Keywords: Box–Jenkins method, Holt’s method, mean absolute percentage error (MAPE), exchange rate
Procedia PDF Downloads 25418766 Evaluation of a Surrogate Based Method for Global Optimization
Authors: David Lindström
Abstract:
We evaluate the performance of a numerical method for global optimization of expensive functions. The method is using a response surface to guide the search for the global optimum. This metamodel could be based on radial basis functions, kriging, or a combination of different models. We discuss how to set the cycling parameters of the optimization method to get a balance between local and global search. We also discuss the eventual problem with Runge oscillations in the response surface.Keywords: expensive function, infill sampling criterion, kriging, global optimization, response surface, Runge phenomenon
Procedia PDF Downloads 57818765 Optimization Techniques for Microwave Structures
Authors: Malika Ourabia
Abstract:
A new and efficient method is presented for the analysis of arbitrarily shaped discontinuities. The discontinuities is characterized using a hybrid spectral/numerical technique. This structure presents an arbitrary number of ports, each one with different orientation and dimensions. This article presents a hybrid method based on multimode contour integral and mode matching techniques. The process is based on segmentation and dividing the structure into key building blocks. We use the multimode contour integral method to analyze the blocks including irregular shape discontinuities. Finally, the multimode scattering matrix of the whole structure can be found by cascading the blocks. Therefore, the new method is suitable for analysis of a wide range of waveguide problems. Therefore, the present approach can be applied easily to the analysis of any multiport junctions and cascade blocks. The accuracy of the method is validated comparing with results for several complex problems found in the literature. CPU times are also included to show the efficiency of the new method proposed.Keywords: segmentation, s parameters, simulation, optimization
Procedia PDF Downloads 52818764 Optimization of Surface Roughness by Taguchi’s Method for Turning Process
Authors: Ashish Ankus Yerunkar, Ravi Terkar
Abstract:
Study aimed at evaluating the best process environment which could simultaneously satisfy requirements of both quality as well as productivity with special emphasis on reduction of cutting tool flank wear, because reduction in flank wear ensures increase in tool life. The predicted optimal setting ensured minimization of surface roughness. Purpose of this paper is focused on the analysis of optimum cutting conditions to get lowest surface roughness in turning SCM 440 alloy steel by Taguchi method. Design for the experiment was done using Taguchi method and 18 experiments were designed by this process and experiments conducted. The results are analyzed using ANOVA method. Taguchi method has depicted that the depth of cut has significant role to play in producing lower surface roughness followed by feed. The Cutting speed has lesser role on surface roughness from the tests. The vibrations of the machine tool, tool chattering are the other factors which may contribute poor surface roughness to the results and such factors ignored for analyses. The inferences by this method will be useful to other researches for similar type of study and may be vital for further research on tool vibrations, cutting forces etc.Keywords: surface roughness (ra), machining, dry turning, taguchi method, turning process, anova method, mahr perthometer
Procedia PDF Downloads 36718763 Permanent Magnet Machine Can Be a Vibration Sensor for Itself
Authors: M. Barański
Abstract:
The article presents a new vibration diagnostic method designed to (PM) machines with permanent magnets. Those devices are commonly used in small wind and water systems or vehicles drives. The author’s method is very innovative and unique. Specific structural properties of PM machines are used in this method - electromotive force (EMF) generated due to vibrations. There was analysed number of publications which describe vibration diagnostic methods and tests of electrical PM machines and there was no method found to determine the technical condition of such machine basing on their own signals. In this article, the method genesis, the similarity of machines with permanent magnet to vibration sensor and simulation and laboratory tests results will be discussed. The method of determination the technical condition of electrical machine with permanent magnets basing on its own signals is the subject of patent application No P.405669, and it is the main thesis of author’s doctoral dissertation.Keywords: vibrations, generator, permanent magnet, traction drive, electrical vehicle
Procedia PDF Downloads 36618762 Application of a Modified Crank-Nicolson Method in Metallurgy
Authors: Kobamelo Mashaba
Abstract:
The molten slag has a high substantial temperatures range between 1723-1923, carrying a huge amount of useful energy for reducing energy consumption and CO₂ emissions under the heat recovery process. Therefore in this study, we investigated the performance of the modified crank Nicolson method for a delayed partial differential equation on the heat recovery of molten slag in the metallurgical mining environment. It was proved that the proposed method converges quickly compared to the classic method with the existence of a unique solution. It was inferred from numerical result that the proposed methodology is more viable and profitable for the mining industry.Keywords: delayed partial differential equation, modified Crank-Nicolson Method, molten slag, heat recovery, parabolic equation
Procedia PDF Downloads 10118761 Implicit Off-Grid Block Method for Solving Fourth and Fifth Order Ordinary Differential Equations Directly
Authors: Olusola Ezekiel Abolarin, Gift E. Noah
Abstract:
This research work considered an innovative procedure to numerically approximate higher-order Initial value problems (IVP) of ordinary differential equations (ODE) using the Legendre polynomial as the basis function. The proposed method is a half-step, self-starting Block integrator employed to approximate fourth and fifth order IVPs without reduction to lower order. The method was developed through a collocation and interpolation approach. The basic properties of the method, such as convergence, consistency and stability, were well investigated. Several test problems were considered, and the results compared favorably with both exact solutions and other existing methods.Keywords: initial value problem, ordinary differential equation, implicit off-grid block method, collocation, interpolation
Procedia PDF Downloads 8418760 First Order Reversal Curve Method for Characterization of Magnetic Nanostructures
Authors: Bashara Want
Abstract:
One of the key factors limiting the performance of magnetic memory is that the coercivity has a distribution with finite width, and the reversal starts at the weakest link in the distribution. So one must first know the distribution of coercivities in order to learn how to reduce the width of distribution and increase the coercivity field to obtain a system with narrow width. First Order Reversal Curve (FORC) method characterizes a system with hysteresis via the distribution of local coercivities and, in addition, the local interaction field. The method is more versatile than usual conventional major hysteresis loops that give only the statistical behaviour of the magnetic system. The FORC method will be presented and discussed at the conference.Keywords: magnetic materials, hysteresis, first-order reversal curve method, nanostructures
Procedia PDF Downloads 8218759 Inverse Scattering of Two-Dimensional Objects Using an Enhancement Method
Authors: A.R. Eskandari, M.R. Eskandari
Abstract:
A 2D complete identification algorithm for dielectric and multiple objects immersed in air is presented. The employed technique consists of initially retrieving the shape and position of the scattering object using a linear sampling method and then determining the electric permittivity and conductivity of the scatterer using adjoint sensitivity analysis. This inversion algorithm results in high computational speed and efficiency, and it can be generalized for any scatterer structure. Also, this method is robust with respect to noise. The numerical results clearly show that this hybrid approach provides accurate reconstructions of various objects.Keywords: inverse scattering, microwave imaging, two-dimensional objects, Linear Sampling Method (LSM)
Procedia PDF Downloads 38718758 A New Reliability Allocation Method Based on Fuzzy Numbers
Authors: Peng Li, Chuanri Li, Tao Li
Abstract:
Reliability allocation is quite important during early design and development stages for a system to apportion its specified reliability goal to subsystems. This paper improves the reliability fuzzy allocation method and gives concrete processes on determining the factor set, the factor weight set, judgment set, and multi-grade fuzzy comprehensive evaluation. To determine the weight of factor set, the modified trapezoidal numbers are proposed to reduce errors caused by subjective factors. To decrease the fuzziness in the fuzzy division, an approximation method based on linear programming is employed. To compute the explicit values of fuzzy numbers, centroid method of defuzzification is considered. An example is provided to illustrate the application of the proposed reliability allocation method based on fuzzy arithmetic.Keywords: reliability allocation, fuzzy arithmetic, allocation weight, linear programming
Procedia PDF Downloads 34118757 Comparative Study between Classical P-Q Method and Modern Fuzzy Controller Method to Improve the Power Quality of an Electrical Network
Authors: A. Morsli, A. Tlemçani, N. Ould Cherchali, M. S. Boucherit
Abstract:
This article presents two methods for the compensation of harmonics generated by a nonlinear load. The first is the classic method P-Q. The second is the controller by modern method of artificial intelligence specifically fuzzy logic. Both methods are applied to an Active Power Filter shunt (APFs) based on a three-phase voltage converter at five levels NPC topology. In calculating the harmonic currents of reference, we use the algorithm P-Q and pulse generation, we use the intersective PWM. For flexibility and dynamics, we use fuzzy logic. The results give us clear that the rate of Harmonic Distortion issued by fuzzy logic is better than P-Q.Keywords: fuzzy logic controller, P-Q method, pulse width modulation (PWM), shunt active power filter (sAPF), total harmonic distortion (THD)
Procedia PDF Downloads 54818756 Implicit Eulerian Fluid-Structure Interaction Method for the Modeling of Highly Deformable Elastic Membranes
Authors: Aymen Laadhari, Gábor Székely
Abstract:
This paper is concerned with the development of a fully implicit and purely Eulerian fluid-structure interaction method tailored for the modeling of the large deformations of elastic membranes in a surrounding Newtonian fluid. We consider a simplified model for the mechanical properties of the membrane, in which the surface strain energy depends on the membrane stretching. The fully Eulerian description is based on the advection of a modified surface tension tensor, and the deformations of the membrane are tracked using a level set strategy. The resulting nonlinear problem is solved by a Newton-Raphson method, featuring a quadratic convergence behavior. A monolithic solver is implemented, and we report several numerical experiments aimed at model validation and illustrating the accuracy of the presented method. We show that stability is maintained for significantly larger time steps.Keywords: finite element method, implicit, level set, membrane, Newton method
Procedia PDF Downloads 30318755 An Efficient Algorithm of Time Step Control for Error Correction Method
Authors: Youngji Lee, Yonghyeon Jeon, Sunyoung Bu, Philsu Kim
Abstract:
The aim of this paper is to construct an algorithm of time step control for the error correction method most recently developed by one of the authors for solving stiff initial value problems. It is achieved with the generalized Chebyshev polynomial and the corresponding error correction method. The main idea of the proposed scheme is in the usage of the duplicated node points in the generalized Chebyshev polynomials of two different degrees by adding necessary sample points instead of re-sampling all points. At each integration step, the proposed method is comprised of two equations for the solution and the error, respectively. The constructed algorithm controls both the error and the time step size simultaneously and possesses a good performance in the computational cost compared to the original method. Two stiff problems are numerically solved to assess the effectiveness of the proposed scheme.Keywords: stiff initial value problem, error correction method, generalized Chebyshev polynomial, node points
Procedia PDF Downloads 57318754 Backstepping Design and Fractional Differential Equation of Chaotic System
Authors: Ayub Khan, Net Ram Garg, Geeta Jain
Abstract:
In this paper, backstepping method is proposed to synchronize two fractional-order systems. The simulation results show that this method can effectively synchronize two chaotic systems.Keywords: backstepping method, fractional order, synchronization, chaotic system
Procedia PDF Downloads 45718753 Obtain the Stress Intensity Factor (SIF) in a Medium Containing a Penny-Shaped Crack by the Ritz Method
Authors: A. Tavangari, N. Salehzadeh
Abstract:
In the crack growth analysis, the Stress Intensity Factor (SIF) is a fundamental prerequisite. In the present study, the mode I stress intensity factor (SIF) of three-dimensional penny-Shaped crack is obtained in an isotropic elastic cylindrical medium with arbitrary dimensions under arbitrary loading at the top of the cylinder, by the semi-analytical method based on the Rayleigh-Ritz method. This method that is based on minimizing the potential energy amount of the whole of the system, gives a very close results to the previous studies. Defining the displacements (elastic fields) by hypothetical functions in a defined coordinate system is the base of this research. So for creating the singularity conditions at the tip of the crack the appropriate terms should be found.Keywords: penny-shaped crack, stress intensity factor, fracture mechanics, Ritz method
Procedia PDF Downloads 36618752 Degradation of Polycyclic Aromatic Hydrocarbons-Contaminated Soil by Proxy-Acid Method
Authors: Reza Samsami
Abstract:
The aim of the study was to degradation of polycyclic aromatic hydrocarbons (PAHs) by proxy-acid method. The amounts of PAHs were determined in a silty-clay soil sample of an aged oil refinery field in Abadan, Iran. Proxy-acid treatment method was investigated. The results have shown that the proxy-acid system is an effective method for degradation of PAHs. The results also demonstrated that the number of fused aromatic rings have not significant effects on PAH removal by proxy-acid method. The results also demonstrated that the number of fused aromatic rings have not significant effects on PAH removal by proxy-acid method.Keywords: proxy-acid treatment, silty-clay soil, PAHs, degradation
Procedia PDF Downloads 26618751 Critical Activity Effect on Project Duration in Precedence Diagram Method
Authors: Salman Ali Nisar, Koshi Suzuki
Abstract:
Precedence Diagram Method (PDM) with its additional relationships i.e., start-to-start, finish-to-finish, and start-to-finish, between activities provides more flexible schedule than traditional Critical Path Method (CPM). But, changing the duration of critical activities in PDM network will have anomalous effect on critical path. Researchers have proposed some classification of critical activity effects. In this paper, we do further study on classifications of critical activity effect and provide more information in detailed. Furthermore, we determine the maximum amount of time for each class of critical activity effect by which the project managers can control the dynamic feature (shortening/lengthening) of critical activities and project duration more efficiently.Keywords: construction project management, critical path method, project scheduling, precedence diagram method
Procedia PDF Downloads 51018750 Parameter Estimation of Gumbel Distribution with Maximum-Likelihood Based on Broyden Fletcher Goldfarb Shanno Quasi-Newton
Authors: Dewi Retno Sari Saputro, Purnami Widyaningsih, Hendrika Handayani
Abstract:
Extreme data on an observation can occur due to unusual circumstances in the observation. The data can provide important information that can’t be provided by other data so that its existence needs to be further investigated. The method for obtaining extreme data is one of them using maxima block method. The distribution of extreme data sets taken with the maxima block method is called the distribution of extreme values. Distribution of extreme values is Gumbel distribution with two parameters. The parameter estimation of Gumbel distribution with maximum likelihood method (ML) is difficult to determine its exact value so that it is necessary to solve the approach. The purpose of this study was to determine the parameter estimation of Gumbel distribution with quasi-Newton BFGS method. The quasi-Newton BFGS method is a numerical method used for nonlinear function optimization without constraint so that the method can be used for parameter estimation from Gumbel distribution whose distribution function is in the form of exponential doubel function. The quasi-New BFGS method is a development of the Newton method. The Newton method uses the second derivative to calculate the parameter value changes on each iteration. Newton's method is then modified with the addition of a step length to provide a guarantee of convergence when the second derivative requires complex calculations. In the quasi-Newton BFGS method, Newton's method is modified by updating both derivatives on each iteration. The parameter estimation of the Gumbel distribution by a numerical approach using the quasi-Newton BFGS method is done by calculating the parameter values that make the distribution function maximum. In this method, we need gradient vector and hessian matrix. This research is a theory research and application by studying several journals and textbooks. The results of this study obtained the quasi-Newton BFGS algorithm and estimation of Gumbel distribution parameters. The estimation method is then applied to daily rainfall data in Purworejo District to estimate the distribution parameters. This indicates that the high rainfall that occurred in Purworejo District decreased its intensity and the range of rainfall that occurred decreased.Keywords: parameter estimation, Gumbel distribution, maximum likelihood, broyden fletcher goldfarb shanno (BFGS)quasi newton
Procedia PDF Downloads 323