Search results for: exponential smoothing method

Authors: Siu-Siu Guo, Qingxuan Shi

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In this paper, single-degree-of-freedom (SDOF) systems to white noise and colored noise excitations are investigated. By expressing colored noise excitation as a second-order filtered white noise process and introducing colored noise as an additional state variable, the equation of motion for SDOF system under colored noise is then transferred artificially to multi-degree-of-freedom (MDOF) system under white noise excitations. As a consequence, corresponding Fokker-Planck-Kolmogorov (FPK) equation governing the joint probabilistic density function (PDF) of state variables increases to 4-dimension (4-D). Solution procedure and computer programme become much more sophisticated. The exponential-polynomial closure (EPC) method, widely applied for cases of SDOF systems under white noise excitations, is developed and improved for cases of systems under colored noise excitations and for solving the complex 4-D FPK equation. On the other hand, Monte Carlo simulation (MCS) method is performed to test the approximate EPC solutions. Two examples associated with Gaussian and non-Gaussian colored noise excitations are considered. Corresponding band-limited power spectral densities (PSDs) for colored noise excitations are separately given. Numerical studies show that the developed EPC method provides relatively accurate estimates of the stationary probabilistic solutions. Moreover, statistical parameter of mean-up crossing rate (MCR) is taken into account, which is important for reliability and failure analysis.

Keywords: filtered noise, narrow-banded noise, nonlinear dynamic, random vibration

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Authors: Showkat Ahmad Lone, Ahmadur Rahman, Ariful Islam

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The major assumption in accelerated life tests (ALT) is that the mathematical model relating the lifetime of a test unit and the stress are known or can be assumed. In some cases, such life–stress relationships are not known and cannot be assumed, i.e. ALT data cannot be extrapolated to use condition. So, in such cases, partially accelerated life test (PALT) is a more suitable test to be performed for which tested units are subjected to both normal and accelerated conditions. This study deals with estimating information about failure times of items under step-stress partially accelerated life tests using progressive failure-censored hybrid data with random removals. The life data of the units under test is considered to follow exponential life distribution. The removals from the test are assumed to have binomial distributions. The point and interval maximum likelihood estimations are obtained for unknown distribution parameters and tampering coefficient. An optimum test plan is developed using the D-optimality criterion. The performances of the resulting estimators of the developed model parameters are evaluated and investigated by using a simulation algorithm.

Keywords: binomial distribution, d-optimality, multiple censoring, optimal design, partially accelerated life testing, simulation study

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Authors: Shubham Jaiswal

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During modelling of many physical problems and engineering processes, fractional calculus plays an important role. Those are greatly described by fractional differential equations (FDEs). So a reliable and efficient technique to solve such types of FDEs is needed. In this article, a numerical solution of a class of fractional differential equations namely space fractional order reaction-advection dispersion equations subject to initial and boundary conditions is derived. In the proposed approach shifted Jacobi polynomials are used to approximate the solutions together with shifted Jacobi operational matrix of fractional order and spectral collocation method. The main advantage of this approach is that it converts such problems in the systems of algebraic equations which are easier to be solved. The proposed approach is effective to solve the linear as well as non-linear FDEs. To show the reliability, validity and high accuracy of proposed approach, the numerical results of some illustrative examples are reported, which are compared with the existing analytical results already reported in the literature. The error analysis for each case exhibited through graphs and tables confirms the exponential convergence rate of the proposed method.

Keywords: space fractional order linear/nonlinear reaction-advection diffusion equation, shifted Jacobi polynomials, operational matrix, collocation method, Caputo derivative

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Authors: Kholil Kholil, Soecahyadi Soecahyadi

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Geographically, Padang Panjang Regency which located in the heart of Western Sumatra has great potentials for the tourism industry. However, these potentials have not been strategically developed for increasing local economic development and people's welfare. The purpose of this research is to design the strategy of sustainable tourism area development using Strategic Assumption Surfacing and Testing (SAST) and Exponential Rank Method (ERM). Result study showed, there are four aspects which importance and certainly for developing tourism area destination in Padang Panjang Regency; (1) tourist information center and promotion, (2) regional cooperation development; (3) minangese center as a center of excellence; and (4) building the center of the public market. To build an attractive tourist area required action plan includes the construction of an information center, center of excellence of minangese, and tourist infrastructure; and public participation is a key success factor for ensuring sustainability of tourism development in Padang Panjang Regency.

Keywords: local economic development, tourism attraction, SAST, ERM

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Authors: Khatir Omar, Fekih Sidi Mohamed, Sahli Abderahmene, Benkhettou Abdelkader, Boudjemaa Ismail

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Advancements in technology have revolutionized healthcare, with notable impacts on auditory health. This study introduces an approach aimed at optimizing materials for middle ear prostheses to enhance auditory performance. We have developed a finite element (FE) model of the ear incorporating a pure titanium TORP prosthesis, validated against experimental data. Subsequently, we applied the Functionally Graded Materials (FGM) methodology, utilizing linear, exponential, and logarithmic degradation functions to modify prosthesis materials. Biocompatible materials suitable for auditory prostheses, including Stainless Steel, titanium, and Hydroxyapatite, were investigated. The findings indicate that combinations such as Stainless Steel with titanium and Hydroxyapatite offer improved outcomes compared to pure titanium and Hydroxyapatite ceramic in terms of both displacement and stress. Additionally, personalized prostheses tailored to individual patient needs are feasible, underscoring the potential for further advancements in auditory healthcare.

Keywords: middle ear, prosthesis, ossicles, FGM, vibration analysis, finite-element method

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Authors: Saurabh Chaudhury, Sanjeet Kumar Sinha

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The MOSFET has been the main building block in high performance and low power VLSI chips for the last several decades. Device scaling is fundamental to technological advancements, which allows more devices to be integrated on a single die providing greater functionality per chip. Ultimately, the goal of scaling is to build an individual transistor that is smaller, faster, cheaper, and consumes less power. Scaling continued following Moore's law initially and now we see an exponential growth in today's nano scaled chip. However, device scaling to deep nano meter regime leads to exponential increase in leakage currents and excessive heat generation. Moreover, fabrication process variability causing a limitation to further scaling. Researchers believe that with a mix of chemistry, physics, and engineering, nano electronics may provide a solution to increasing fabrication costs and may allow integrated circuits to be scaled beyond the limits of the modern transistor. Carbon nano tube (CNT) and nano wires (NW) based FETs have been analyzed and characterized in laboratory and also been demonstrated as prototypes. This work presents an extensive simulation based study and analysis of CNTFET and NW-FET devices and comparison of the results with conventional MOSFET. From this study, we can conclude that these devices have got some excellent properties and favorable characteristics which will definitely lead the future semiconductor devices in post silicon era.

Keywords: carbon nanotube, nanowire FET, low power, nanoscaled devices, VLSI

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Authors: Chaluntorn Vichasilp, Sutee Wangtueai

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This study aims to develop a new method to detect active compounds in Thai herbs (1-deoxynojirimycin (DNJ) in mulberry leave, anthocyanin in Mao and curcumin in turmeric) using near infrared spectroscopy (NIRs). NIRs is non-destructive technique that rapid, non-chemical involved and low-cost determination. By NIRs and chemometrics technique, it was found that the DNJ prediction equation conducted with partial least square regression with cross-validation had low accuracy R2 (0.42) and SEP (31.87 mg/100g). On the other hand, the anthocyanin prediction equation showed moderate good results (R2 and SEP of 0.78 and 0.51 mg/g) with Multiplication scattering correction at wavelength of 2000-2200 nm. The high absorption could be observed at wavelength of 2047 nm and this model could be used as screening level. For curcumin prediction, the good result was obtained when applied original spectra with smoothing technique. The wavelength of 1400-2500 nm was created regression model with R2 (0.68) and SEP (0.17 mg/g). This model had high NIRs absorption at a wavelength of 1476, 1665, 1986 and 2395 nm, respectively. NIRs showed prospective technique for detection of some active compounds in Thai herbs.

Keywords: anthocyanin, curcumin, 1-deoxynojirimycin (DNJ), near infrared spectroscopy (NIRs)

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Authors: M. Meenasaranya, S. Saravanan

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Nonlinear stability analysis is carried out to determine the effect of surface temperature modulation in an infinite horizontal porous layer heated from below. The layer is saturated by an electrically conducting, viscous, incompressible and Newtonian fluid. The Brinkman model is used for momentum equation, and the Boussinesq approximation is invoked. The system is assumed to be bounded by rigid boundaries. The energy theory is implemented to find the global exponential stability region of the considered system. The results are analysed for arbitrary values of modulation frequency and amplitude. The existence of subcritical instability region is confirmed by comparing the obtained result with the known linear result. The vertical magnetic field is found to stabilize the system.

Keywords: Brinkman model, energy method, magnetic field, surface temperature modulation

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Authors: Débora V. Busman, Venerando E. Amaro, Mattheus da C. Prudêncio

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Prognostic studies of the shoreline are of utmost importance for Ponta Negra Beach, located in Natal, Northeastern Brazil, where the infrastructure recently built along the shoreline is severely affected by flooding and erosion. This study compares shoreline predictions using three linear regression methods (LMS, LRR and WLR) and tries to discern the best method for different shoreline position scenarios. The methods have shown erosion on the beach in each of the scenarios tested, even in less intense dynamic conditions. The WLA_A with confidence interval of 95% was the well-adjusted model and calculated a retreat of -1.25 m/yr to -2.0 m/yr in hot spot areas. The change of the shoreline on Ponta Negra Beach can be measured as a negative exponential curve. Analysis of these methods has shown a correlation with the morphodynamic stage of the beach.

Keywords: coastal erosion, prognostic model, DSAS, environmental safety

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Authors: Jun Su Park, Byung Kwan Oh, Jin Woo Hwang, Yousok Kim, Hyo Seon Park

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For the structural safety, the maximum stress calculated from the stress distribution of a structure is widely used. The stress distribution can be estimated by deformed shape of the structure obtained from measurement. Although the estimation of stress is strongly affected by the location and number of sensing points, most studies have conducted the stress estimation without reasonable basis on sensing plan such as the location and number of sensors. In this paper, an optimal sensing technique for estimating the stress distribution is proposed. This technique proposes the optimal location and number of sensing points for a 2-D frame structure while minimizing the error of stress distribution between analytical model and estimation by cubic smoothing splines using genetic algorithm. To verify the proposed method, the optimal sensor measurement technique is applied to simulation tests on 2-D steel frame structure. The simulation tests are performed under various loading scenarios. Through those tests, the optimal sensing plan for the structure is suggested and verified.

Keywords: genetic algorithm, optimal sensing, optimizing sensor placements, steel frame structure

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Authors: Kanit Manatura

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The combustion and pyrolysis behavior of Palm Kernel Shell (PKS) were investigated in a thermogravimetric analyzer. A 10 mg sample of each biomass was heated from 30 °C to 800 °C at four heating rates (within 5, 10, 15 and 30 °C/min) in nitrogen and dry air flow of 20 ml/min instead of pyrolysis and combustion process respectively. During pyrolysis, thermal decomposition occurred on three different stages include dehydration, hemicellulose-cellulose and lignin decomposition on each temperature range. The TG/DTG curves showed the degradation behavior and the pyrolysis/combustion characteristics of the PKS samples which led to apply in thermogravimetric analysis. The kinetic factors including activation energy and pre-exponential factor were determined by the Coats-Redfern method. The obtained kinetic factors are used to simulate the thermal decomposition and compare with experimental data. Rising heating rate leads to shift the mass loss towards higher temperature.

Keywords: combustion, palm kernel shell, pyrolysis, thermogravimetric analyzer

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Authors: Jeries J. Abou-Hanna

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Several techniques exist for determining stress-intensity factors in linear elastic fracture mechanics analysis. These techniques are based on analytical, numerical, and empirical approaches that have been well documented in literature and engineering handbooks. However, not all techniques share the same merit. In addition to overly-conservative results, the numerical methods that require extensive computational effort, and those requiring copious user parameters hinder practicing engineers from efficiently evaluating stress-intensity factors. This paper investigates the prospects of reducing the complexity and required variables to determine stress-intensity factors through the utilization of the stress gradient and a weighting function. The heart of this work resides in the understanding that fracture emanating from stress concentration locations cannot be explained by a single maximum stress value approach, but requires use of a critical volume in which the crack exists. In order to understand the effectiveness of this technique, this study investigated components of different notch geometry and varying levels of stress gradients. Two forms of weighting functions were employed to determine stress-intensity factors and results were compared to analytical exact methods. The results indicated that the “exponential” weighting function was superior to the “absolute” weighting function. An error band +/- 10% was met for cases ranging from a steep stress gradient in a sharp v-notch to the less severe stress transitions of a large circular notch. The incorporation of the proposed method has shown to be a worthwhile consideration.

Keywords: fracture mechanics, finite element method, stress intensity factor, stress gradient

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Authors: Blair D. Macdonald

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After nearly one hundred years of its origin, foundational quantum mechanics remains one of the greatest unexplained mysteries in physicists today. Within this time, chaos theory and its geometry, the fractal, has developed. In this paper, the propagation behaviour with an iteration of a simple fractal, the Koch Snowflake, was described and analysed. From an arbitrary observation point within the fractal set, the fractal propagates forward by oscillation—the focus of this study and retrospectively behind by exponential growth from a point beginning. It propagates a potentially infinite exponential oscillating sinusoidal wave of discrete triangle bits sharing many characteristics of light and quantum entities. The model's wave speed is potentially constant, offering insights into the perception and a direction of time where, to an observer, when travelling at the frontier of propagation, time may slow to a stop. In isolation, the fractal is a superposition of component bits where position and scale present a problem of location. In reality, this problem is experienced within fractal landscapes or fields where 'position' is only 'known' by the addition of information or markers. The quantum' measurement problem', 'uncertainty principle,' 'entanglement,' and the classical-quantum interface are addressed; these are a problem of scale invariance associated with isolated fractality. Dual forward and retrospective perspectives of the fractal model offer the opportunity for unification between quantum mechanics and cosmological mathematics, observations, and conjectures. Quantum and cosmological problems may be different aspects of the one fractal geometry.

Keywords: measurement problem, observer, entanglement, unification

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Authors: Muhammad Jawwad, Riffat Iqbal

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The Socratic method, also known as the dialectical method and elenctic method, has significant relevance in the contemporary educational system. It can be incorporated into modern-day educational systems theoretically as well as practically. Being interactive and dialogue-based in nature, this teaching approach is followed by critical thinking and innovation. The pragmatic value of the Dialectical Method has been discussed in this article, and the limitations of the Socratic method have also been highlighted. The interactive Method of Socrates can be used in many subjects for students of different grades. The Limitations and delimitations of the Method have also been discussed for its proper implementation. This article has attempted to elaborate and analyze the teaching method of Socrates with all its pre-suppositions and Epistemological character.

Keywords: Socratic method, dialectical method, knowledge, teaching, virtue

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Authors: Salihah Alghamdi, Surajit Ray

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Space-time data can be observed over irregularly shaped manifolds, which might have complex boundaries or interior gaps. Most of the existing methods do not consider the shape of the data, and as a result, it is difficult to model irregularly shaped data accommodating the complex domain. We used a method that can deal with space-time data that are distributed over non-planner shaped regions. The method is based on partial differential equations and finite element analysis. The model can be estimated using a penalized least squares approach with a regularization term that controls the over-fitting. The model is regularized using two roughness penalties, which consider the spatial and temporal regularities separately. The integrated square of the second derivative of the basis function is used as temporal penalty. While the spatial penalty consists of the integrated square of Laplace operator, which is integrated exclusively over the domain of interest that is determined using finite element technique. In this paper, we applied a spatio-temporal regression model with partial differential equations regularization (ST-PDE) approach to analyze a remote sensing data measuring the greenness of vegetation, measure by an index called enhanced vegetation index (EVI). The EVI data consist of measurements that take values between -1 and 1 reflecting the level of greenness of some region over a period of time. We applied (ST-PDE) approach to irregular shaped region of the EVI data. The approach efficiently accommodates the irregular shaped regions taking into account the complex boundaries rather than smoothing across the boundaries. Furthermore, the approach succeeds in capturing the temporal variation in the data.

Keywords: irregularly shaped domain, partial differential equations, finite element analysis, complex boundray

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Authors: Ramin Vafadary, Maryam Khanbaghi

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Forecasting electricity load is important for various purposes like planning, operation, and control. Forecasts can save operating and maintenance costs, increase the reliability of power supply and delivery systems, and correct decisions for future development. This paper compares various time series methods to forecast 24 hours ahead of electricity load. The methods considered are the Holt-Winters smoothing, SARIMA Modeling, LSTM Network, Fbprophet, and Tensorflow probability. The performance of each method is evaluated by using the forecasting accuracy criteria, namely, the mean absolute error and root mean square error. The National Renewable Energy Laboratory (NREL) residential energy consumption data is used to train the models. The results of this study show that the SARIMA model is superior to the others for 24 hours ahead forecasts. Furthermore, a Bagging technique is used to make the predictions more robust. The obtained results show that by Bagging multiple time-series forecasts, we can improve the robustness of the models for 24 hours ahead of electricity load forecasting.

Keywords: bagging, Fbprophet, Holt-Winters, LSTM, load forecast, SARIMA, TensorFlow probability, time series

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Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri

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Performance of different filtering approaches depends on modeling of dynamical system and algorithm structure. For modeling and smoothing the data the evaluation of posterior distribution in different filtering approach should be chosen carefully. In this paper different filtering approaches like filter KALMAN, EKF, UKF, EKS and smoother RTS is simulated in some trajectory tracking of path and accuracy and limitation of these approaches are explained. Then probability of model with different filters is compered and finally the effect of the noise variance to estimation is described with simulations results.

Keywords: Gaussian approximation, Kalman smoother, parameter estimation, noise variance

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Authors: D. S. Naumann, B. J. Evans, O. Hassan

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This paper outlines the development of an automated aerodynamic optimisation algorithm using a novel method of parameterising a computational mesh by employing user–defined control nodes. The shape boundary movement is coupled to the movement of the novel concept of the control nodes via a quasi-1D-linear deformation. Additionally, a second order smoothing step has been integrated to act on the boundary during the mesh movement based on the change in its second derivative. This allows for both linear and non-linear shape transformations dependent on the preference of the user. The domain mesh movement is then coupled to the shape boundary movement via a Delaunay graph mapping. A Modified Cuckoo Search (MCS) algorithm is used for optimisation within the prescribed design space defined by the allowed range of control node displacement. A finite volume compressible NavierStokes solver is used for aerodynamic modelling to predict aerodynamic design fitness. The resulting coupled algorithm is applied to a range of test cases in two dimensions including the design of a subsonic, transonic and supersonic intake and the optimisation approach is compared with more conventional optimisation strategies. Ultimately, the algorithm is tested on a three dimensional wing optimisation case.

Keywords: mesh movement, aerodynamic shape optimization, cuckoo search, shape parameterisation

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Authors: Ella Tyuryumina, Alexey Neznanov

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This study is an attempt to obtain reliable data on the natural history of breast cancer growth. We analyze the opportunities for using classical mathematical models (exponential and logistic tumor growth models, Gompertz and von Bertalanffy tumor growth models) to try to describe growth of the primary tumor and the secondary distant metastases of human breast cancer. The research aim is to improve predicting accuracy of breast cancer progression using an original mathematical model referred to CoMPaS and corresponding software. We are interested in: 1) modelling the whole natural history of the primary tumor and the secondary distant metastases; 2) developing adequate and precise CoMPaS which reflects relations between the primary tumor and the secondary distant metastases; 3) analyzing the CoMPaS scope of application; 4) implementing the model as a software tool. The foundation of the CoMPaS is the exponential tumor growth model, which is described by determinate nonlinear and linear equations. The CoMPaS corresponds to TNM classification. It allows to calculate different growth periods of the primary tumor and the secondary distant metastases: 1) ‘non-visible period’ for the primary tumor; 2) ‘non-visible period’ for the secondary distant metastases; 3) ‘visible period’ for the secondary distant metastases. The CoMPaS is validated on clinical data of 10-years and 15-years survival depending on the tumor stage and diameter of the primary tumor. The new predictive tool: 1) is a solid foundation to develop future studies of breast cancer growth models; 2) does not require any expensive diagnostic tests; 3) is the first predictor which makes forecast using only current patient data, the others are based on the additional statistical data. The CoMPaS model and predictive software: a) fit to clinical trials data; b) detect different growth periods of the primary tumor and the secondary distant metastases; c) make forecast of the period of the secondary distant metastases appearance; d) have higher average prediction accuracy than the other tools; e) can improve forecasts on survival of breast cancer and facilitate optimization of diagnostic tests. The following are calculated by CoMPaS: the number of doublings for ‘non-visible’ and ‘visible’ growth period of the secondary distant metastases; tumor volume doubling time (days) for ‘non-visible’ and ‘visible’ growth period of the secondary distant metastases. The CoMPaS enables, for the first time, to predict ‘whole natural history’ of the primary tumor and the secondary distant metastases growth on each stage (pT1, pT2, pT3, pT4) relying only on the primary tumor sizes. Summarizing: a) CoMPaS describes correctly the primary tumor growth of IA, IIA, IIB, IIIB (T1-4N0M0) stages without metastases in lymph nodes (N0); b) facilitates the understanding of the appearance period and inception of the secondary distant metastases.

Keywords: breast cancer, exponential growth model, mathematical model, metastases in lymph nodes, primary tumor, survival

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Authors: Michał Lidner, Zbigniew SzcześNiak

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The ability to estimate blast load overpressure properly plays an important role in safety design of buildings. The issue of studying of blast loading on structural elements has been explored for many years. However, in many literature reports shock wave overpressure is estimated with simplified triangular or exponential distribution in time. This indicates some errors when comparing real and numerical reaction of elements. Nonetheless, it is possible to further improve setting similar to the real blast load overpressure function versus time. The paper presents a method of numerical analysis of the phenomenon of the air shock wave propagation. It uses Finite Volume Method and takes into account energy losses due to a heat transfer with respect to an adiabatic process rule. A system of three equations (conservation of mass, momentum and energy) describes the flow of a volume of gaseous medium in the area remote from building compartments, which can inhibit the movement of gas. For validation three cases of a shock wave flow were analyzed: a free field explosion, an explosion inside a steel insusceptible tube (the 1D case) and an explosion inside insusceptible cube (the 3D case). The results of numerical analysis were compared with the literature reports. Values of impulse, pressure, and its duration were studied. Finally, an overall good convergence of numerical results with experiments was achieved. Also the most important parameters were well reflected. Additionally analyses of dynamic response of one of considered structural element were made.

Keywords: adiabatic process, air shock wave, explosive, finite volume method

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Authors: Rui Teixeira, Alan O’Connor, Maria Nogal

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The statistical theory of extreme events is progressively a topic of growing interest in all the fields of science and engineering. The changes currently experienced by the world, economic and environmental, emphasized the importance of dealing with extreme occurrences with improved accuracy. When it comes to the design of offshore structures, particularly offshore wind turbines, the importance of efficiently characterizing extreme events is of major relevance. Extreme events are commonly characterized by extreme values theory. As an alternative, the accurate modeling of the tails of statistical distributions and the characterization of the low occurrence events can be achieved with the application of the Peak-Over-Threshold (POT) methodology. The POT methodology allows for a more refined fit of the statistical distribution by truncating the data with a minimum value of a predefined threshold u. For mathematically approximating the tail of the empirical statistical distribution the Generalised Pareto is widely used. Although, in the case of the exceedances of significant wave data (H_s) the 2 parameters Weibull and the Exponential distribution, which is a specific case of the Generalised Pareto distribution, are frequently used as an alternative. The Generalized Pareto, despite the existence of practical cases where it is applied, is not completely recognized as the adequate solution to model exceedances over a certain threshold u. References that set the Generalised Pareto distribution as a secondary solution in the case of significant wave data can be identified in the literature. In this framework, the current study intends to tackle the discussion of the application of statistical models to characterize exceedances of wave data. Comparison of the application of the Generalised Pareto, the 2 parameters Weibull and the Exponential distribution are presented for different values of the threshold u. Real wave data obtained in four buoys along the Irish coast was used in the comparative analysis. Results show that the application of the statistical distributions to characterize significant wave data needs to be addressed carefully and in each particular case one of the statistical models mentioned fits better the data than the others. Depending on the value of the threshold u different results are obtained. Other variables of the fit, as the number of points and the estimation of the model parameters, are analyzed and the respective conclusions were drawn. Some guidelines on the application of the POT method are presented. Modeling the tail of the distributions shows to be, for the present case, a highly non-linear task and, due to its growing importance, should be addressed carefully for an efficient estimation of very low occurrence events.

Keywords: extreme events, offshore structures, peak-over-threshold, significant wave data

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Authors: Jai Heui Kim, Sotheara Veng

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This paper studies the portfolio optimization problem for a pension fund under a hybrid model of stochastic volatility and constant elasticity of variance (CEV) using asymptotic analysis method. When the volatility component is fast mean-reverting, it is able to derive asymptotic approximations for the value function and the optimal strategy for general utility functions. Explicit solutions are given for the exponential and hyperbolic absolute risk aversion (HARA) utility functions. The study also shows that using the leading order optimal strategy results in the value function, not only up to the leading order, but also up to first order correction term. A practical strategy that does not depend on the unobservable volatility level is suggested. The result is an extension of the Merton's solution when stochastic volatility and elasticity of variance are considered simultaneously.

Keywords: asymptotic analysis, constant elasticity of variance, portfolio optimization, stochastic optimal control, stochastic volatility

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Authors: Pablo Andres Flores Siguenza, Noe Rodrigo Guaman Guachichullca

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Sustainable practices have received increasing attention from academics and companies in recent decades due to, among many factors, the market advantages they generate, global commitments, and policies aimed at reducing greenhouse gas emissions, addressing resource scarcity, and rethinking waste management. The search for ways to promote sustainability leads industries to abandon classical methods and resort to the use of innovative strategies, which in turn are based on quantitative analysis methods and tools such as life cycle analysis (LCA), which is the basis for sustainable production and consumption, since it is a method that analyzes objectively, methodically, systematically, and scientifically the environmental impact caused by a process/product during its entire life cycle. The objective of this study is to develop an LCA of the antibacterial gel product throughout its entire supply chain (SC) under the methodology of ISO 14044 with the help of Gabi software and the Recipe 2016 method. The selection of the case study product was made based on its relevance in the current context of the COVID-19 pandemic and its exponential increase in production. For the development of the LCA, data from a Mexican company are used, and 3 scenarios are defined to obtain the midpoint and endpoint environmental impacts both by phases and globally. As part of the results, the most outstanding environmental impact categories are climate change, fossil fuel depletion, and terrestrial ecotoxicity, and the stage that generates the most pollution in the entire SC is the extraction of raw materials. The study serves as a basis for the development of different sustainability strategies, demonstrates the usefulness of an LCA, and agrees with different authors on the role and importance of this methodology in sustainable development.

Keywords: sustainability, sustainable development, life cycle analysis, environmental impact, antibacterial gel

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Authors: Arijit Saha, Hassan Kassem, Leo Hoening

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Ongoing climate change demands the increasing use of renewable energies. Wind energy plays an important role in this context since it can be applied almost everywhere in the world. To reduce the costs of wind turbines and to make them more competitive, simulations are very important since experiments are often too costly if at all possible. The wind turbine on a vast open area experiences the turbulence generated due to the atmosphere, so it was of utmost interest from this research point of view to generate the turbulence through various Inlet Turbulence Generation methods like Precursor cyclic and Kaimal Spectrum Exponential Coherence (KSEC) in the computational simulation domain. To be able to validate computational fluid dynamic simulations of wind turbines with the experimental data, it is crucial to set up the conditions in the simulation as close to reality as possible. This present work, therefore, aims at investigating the turbulent inflow strategy and boundary conditions of KSEC and providing a comparative analysis alongside the Precursor cyclic method for Large Eddy Simulation within the context of wind energy applications. For the generation of the turbulent box through KSEC method, firstly, the constrained data were collected from an auxiliary channel flow, and later processing was performed with the open-source tool PyconTurb, whereas for the precursor cyclic, only the data from the auxiliary channel were sufficient. The functionality of these methods was studied through various statistical properties such as variance, turbulent intensity, etc with respect to different Bulk Reynolds numbers, and a conclusion was drawn on the feasibility of KSEC method. Furthermore, it was found necessary to verify the obtained data with DNS case setup for its applicability to use it as a real field CFD simulation.

Keywords: Inlet Turbulence Generation, CFD, precursor cyclic, KSEC, large Eddy simulation, PyconTurb

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Authors: Parag Bhalchandra, S. D. Khamitkar

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Searching trees is a most interesting application of Artificial Intelligence. Over the period of time, many innovative methods have been evolved to better search trees with respect to computational complexities. Tree searches are difficult to understand due to the exponential growth of possibilities when increasing the number of nodes or levels in the tree. Usually it is understood when we traverse down in the tree, traverse down to greater depth, in the search of a solution or a goal. However, this does not happen in reality as explicit enumeration is not a very efficient method and there are many algorithmic speedups that will find the optimal solution without the burden of evaluating all possible trees. It was a common question before all researchers where they often wonder what algorithms will yield the best and fastest result The intention of this paper is two folds, one to review selected tree search algorithms and search strategies that can be applied to a problem space and the second objective is to stimulate to implement recent developments in the complexity behavior of search strategies. The algorithms discussed here apply in general to both brute force and heuristic searches.

Keywords: trees search, asymptotic complexity, brute force, heuristics algorithms

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Authors: Kamel Al-Khaled

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A comparative study of the Sinc-Galerkin and Sinc-Collocation methods for solving the Kuramoto-Sivashinsky equation is given. Both approaches depend on using Sinc basis functions. Firstly, a numerical scheme using Sinc-Galerkin method is developed to approximate the solution of Kuramoto-Sivashinsky equation. Sinc approximations to both derivatives and indefinite integrals reduces the solution to an explicit system of algebraic equations. The error in the solution is shown to converge to the exact solution at an exponential. The convergence proof of the solution for the discrete system is given using fixed-point iteration. Secondly, a combination of a Crank-Nicolson formula in the time direction, with the Sinc-collocation in the space direction is presented, where the derivatives in the space variable are replaced by the necessary matrices to produce a system of algebraic equations. The methods are tested on two examples. The demonstrated results show that both of the presented methods more or less have the same accuracy.

Keywords: Sinc-Collocation, nonlinear PDEs, numerical methods, fixed-point

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Authors: Pablo Martin, Jorge Olivares, Fernando Maass

Abstract:

A method to obtain analytic approximations for special function of interest in engineering and physics is described here. Each approximate function will be valid for every positive value of the variable and accuracy will be high and increasing with the number of parameters to determine. The general technique will be shown through an application to the modified Bessel function of order zero, I₀(x). The form and the calculation of the parameters are performed with the simultaneous use of the power series and asymptotic expansion. As in Padé method rational functions are used, but now they are combined with other elementary functions as; fractional powers, hyperbolic, trigonometric and exponential functions, and others. The elementary function is determined, considering that the approximate function should be a bridge between the power series and the asymptotic expansion. In the case of the I₀(x) function two analytic approximations have been already determined. The simplest one is (1+x²/4)⁻¹/⁴(1+0.24273x²) cosh(x)/(1+0.43023x²). The parameters of I₀(x) were determined using the leading term of the asymptotic expansion and two coefficients of the power series, and the maximum relative error is 0.05. In a second case, two terms of the asymptotic expansion were used and 4 of the power series and the maximum relative error is 0.001 at x≈9.5. Approximations with much higher accuracy will be also shown. In conclusion a new technique is described to obtain analytic approximations to some functions of interest in sciences, such that they have a high accuracy, they are valid for every positive value of the variable, they can be integrated and differentiated as the usual, functions, and furthermore they can be calculated easily even with a regular pocket calculator.

Keywords: analytic approximations, mathematical-physics applications, quasi-rational functions, special functions

Procedia PDF Downloads 229

Authors: P. C. Tewari, Parveen Kumar

Abstract:

The paper describes the availability analysis of milling system of a rice milling plant using probabilistic approach. The subsystems under study are special purpose machines. The availability analysis of the system is carried out to determine the effect of failure and repair rates of each subsystem on overall performance (i.e. steady state availability) of system concerned. Further, on the basis of effect of repair rates on the system availability, maintenance repair priorities have been suggested. The problem is formulated using Markov Birth-Death process taking exponential distribution for probable failures and repair rates. The first order differential equations associated with transition diagram are developed by using mnemonic rule. These equations are solved using normalizing conditions and recursive method to drive out the steady state availability expression of the system. The findings of the paper are presented and discussed with the plant personnel to adopt a suitable maintenance policy to increase the productivity of the rice milling plant.

Keywords: availability modeling, Markov process, milling system, rice milling plant

Procedia PDF Downloads 206

Authors: Adel S. Alanazi

Abstract:

The transition of a student with a disability from school to work is the most crucial phase while moving from the stage of adolescence into early adulthood. In this process, young individuals face various difficulties and challenges in order to accomplish the next venture of life successfully. In this respect, this paper aims to examine the challenges encountered by the individuals with intellectual disabilities in transition to work in Saudi Arabia. For this purpose, this study has undertaken a qualitative research-based methodology; wherein interpretivist philosophy has been followed along with inductive approach and exploratory research design. The data for the research has been gathered with the help of semi-structured interviews, whose findings are analysed with the help of thematic analysis. Semi-structured interviews were conducted with parents of persons with intellectual disabilities, officials, supervisors and specialists of two vocational rehabilitation centres providing training to intellectually disabled students, in addition to that, directors of companies and websites in hiring those individuals. The total number of respondents for the interview was 15. The purposive sampling method was used to select the respondents for the interview. This sampling method is a non-probability sampling method which draws respondents from a known population and allows flexibility and suitability in selecting the participants for the study. The findings gathered from the interview revealed that the lack of awareness among their parents regarding the rights of their children who are intellectually disabled; the lack of adequate communication and coordination between various entities; concerns regarding their training and subsequent employment are the key difficulties experienced by the individuals with intellectual disabilities. Training in programmes such as bookbinding, carpentry, computing, agriculture, electricity and telephone exchange operations were involved as key training programmes. The findings of this study also revealed that information technology and media were playing a significant role in smoothing the transition to employment of individuals with intellectual disabilities. Furthermore, religious and cultural attitudes have been identified to be restricted for people with such disabilities in seeking advantages from job opportunities. On the basis of these findings, it can be implied that the information gathered through this study will serve to be highly beneficial for Saudi Arabian schools/ rehabilitation centres for individuals with intellectual disability to facilitate them in overcoming the problems they encounter during the transition to work.

Keywords: intellectual disability, transition services, rehabilitation centre, employment

Procedia PDF Downloads 130

Authors: Emad E. Abdallah, Alaa E. Abdallah, Bajes Y. Alskarnah

Abstract:

We introduce a robust three-dimensional watermarking algorithm for copyright protection and indexing. The basic idea behind our technique is to measure the interquartile range or the spread of the 3D model vertices. The algorithm starts by converting all the vertices to spherical coordinate followed by partitioning them into small groups. The proposed algorithm is slightly altering the interquartile range distribution of the small groups based on predefined watermark. The experimental results on several 3D meshes prove perceptual invisibility and the robustness of the proposed technique against the most common attacks including compression, noise, smoothing, scaling, rotation as well as combinations of these attacks.

Keywords: watermarking, three-dimensional models, perceptual invisibility, interquartile range, 3D attacks

Procedia PDF Downloads 446