Search results for: stochastic matrix

Authors: Isil Kerti, Onur Okur, Sibel Daglilar, Recep Calin

Abstract:

Particulate reinforced aluminium matrix composites have gained more importance in automotive, aeronautical and defense industries due to their specific properties like as low density, high strength and stiffness, good fatigue strength, dimensional stability at high temperature and acceptable tribological properties. In this study, 2014 Aluminium alloy used as a matrix material and B₄C and SiC were selected as reinforcements components. For production of composites materials, vacuum infiltration method was used. In the experimental studies, the reinforcement volume ratios were defined by mixing as totally 10% B₄C and SiC. Aging treatment (T6) was applied to the specimens. The effect of T6 treatment on hardness was determined by using Brinell hardness test method. The effects of the aging treatment on microstructure and chemical structure were analysed by making XRD, SEM and EDS analysis on the specimens.

Keywords: metal matrix composite, vacumm infiltration method, aluminum metal matrix, mechanical feature

Procedia PDF Downloads 319

Authors: Massimiliano Frezza, Sergio Bianchi, Augusto Pianese

Abstract:

Introduced by Shannon in 1948 in the field of information theory as the average rate at which information is produced by a stochastic set of data, the concept of entropy has gained much attention as a measure of uncertainty and unpredictability associated with a dynamical system, eventually depicted by a stochastic process. In particular, the Shannon entropy measures the degree of order/disorder of a given signal and provides useful information about the underlying dynamical process. It has found widespread application in a variety of fields, such as, for example, cryptography, statistical physics and finance. In this regard, many contributions have employed different measures of entropy in an attempt to characterize the financial time series in terms of market efficiency, market crashes and/or financial crises. The Shannon entropy has also been considered as a measure of the risk of a portfolio or as a tool in asset pricing. This work investigates the theoretical link between the Shannon entropy and the multifractional Brownian motion (mBm), stochastic process which recently is the focus of a renewed interest in finance as a driving model of stochastic volatility. In particular, after exploring the current state of research in this area and highlighting some of the key results and open questions that remain, we show a well-defined relationship between the Shannon (log)entropy and the memory function H(t) of the mBm. In details, we allow both the length of time series and time scale to change over analysis to study how the relation modify itself. On the one hand, applications are developed after generating surrogates of mBm trajectories based on different memory functions; on the other hand, an empirical analysis of several international stock indexes, which confirms the previous results, concludes the work.

Keywords: Shannon entropy, multifractional Brownian motion, Hurst–Holder exponent, stock indexes

Procedia PDF Downloads 113

Authors: Loïc Warscotte, Jehan Boreux

Abstract:

The scientific literature of changepoint detection is vast. Today, a lot of methods are available to detect abrupt changes or slight drift in a signal, based on CUSUM or EWMA charts, for example. However, these methods rely on strong assumptions, such as the stationarity of the stochastic underlying process, or even the independence and Gaussian distributed noise at each time. Recently, the breakthrough research on locally stationary processes widens the class of studied stochastic processes with almost no assumptions on the signals and the nature of the changepoint. Despite the accurate description of the mathematical aspects, this methodology quickly suffers from impractical time and space complexity concerning the signals with high-rate data collection, if the characteristics of the process are completely unknown. In this paper, we then addressed the problem of making this theory usable to our purpose, which is monitoring a high-speed weigh-in-motion system (HS-WIM) towards direct enforcement without supervision. To this end, we first compute bounded approximations of the initial detection theory. Secondly, these approximating bounds are empirically validated by generating many independent long-run stochastic processes. The abrupt changes and the drift are both tested. Finally, this relaxed methodology is tested on real signals coming from a HS-WIM device in Belgium, collected over several months.

Keywords: changepoint, weigh-in-motion, process, non-parametric

Procedia PDF Downloads 83

Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.

Keywords: stochastic models, ARIMA, extreme streamflow, Karkheh river

Procedia PDF Downloads 150

Authors: Salinee Thumronglaohapun

Abstract:

The proper number and appropriate locations of service centers can save cost, raise revenue and gain more satisfaction from customers. Establishing service centers is high-cost and difficult to relocate. In long-term planning periods, several factors may affect the service. One of the most critical factors is uncertain demand of customers. The opened service centers need to be capable of serving customers and making a profit although the demand in each period is changed. In this work, the capacitated location-allocation problem with stochastic demand is considered. A mathematical model is formulated to determine suitable locations of service centers and their allocation to maximize total profit for multiple planning periods. Two heuristic methods, a local search and genetic algorithm, are used to solve this problem. For the local search, five different chances to choose each type of moves are applied. For the genetic algorithm, three different replacement strategies are considered. The results of applying each method to solve numerical examples are compared. Both methods reach to the same best found solution in most examples but the genetic algorithm provides better solutions in some cases.

Keywords: location-allocation problem, stochastic demand, local search, genetic algorithm

Procedia PDF Downloads 127

Authors: Shokofeh Ebrtahimi

Abstract:

Let G be the chemical graph of a molecule. The matrix D = [dij ] is called the detour matrix of G, if dij is the length of longest path between atoms i and j. The sum of all entries above the main diagonal of D is called the detour index of G.Chemical graph theory is the topology branch of mathematical chemistry which applies graph theory to mathematical modelling of chemical phenomena.[1] The pioneers of the chemical graph theory are Alexandru Balaban, Ante Graovac, Ivan Gutman, Haruo Hosoya, Milan Randić and Nenad TrinajstićLet G be the chemical graph of a molecule. The matrix D = [dij ] is called the detour matrix of G, if dij is the length of longest path between atoms i and j. The sum of all entries above the main diagonal of D is called the detour index of G. In this paper, a new program for computing the detour index of molecular graphs of nanotubes by heptagons is determineded. Some Conjectures about detour index of Molecular graphs of nanotubes is included.

Keywords: chemical graph, detour matrix, Detour index, carbon nanotube

Procedia PDF Downloads 294

Authors: Behnaz Moradijamei, Michael Higgins

Abstract:

Identifying community structure is a critical task in analyzing social media data sets often modeled by networks. Statistical models such as the stochastic block model have proven to explain the structure of communities in real-world network data. In this work, we develop a goodness-of-fit test to examine community structure's existence by using a distinguishing property in networks: cyclic structures are more prevalent within communities than across them. To better understand how communities are shaped by the cyclic structure of the network rather than just the number of edges, we introduce a novel method for deciding on the existence of communities. We utilize these structures by using renewal non-backtracking random walk (RNBRW) to the existing goodness-of-fit test. RNBRW is an important variant of random walk in which the walk is prohibited from returning back to a node in exactly two steps and terminates and restarts once it completes a cycle. We investigate the use of RNBRW to improve the performance of existing goodness-of-fit tests for community detection algorithms based on the spectral properties of the adjacency matrix. Our proposed test on community structure is based on the probability distribution of eigenvalues of the normalized retracing probability matrix derived by RNBRW. We attempt to make the best use of asymptotic results on such a distribution when there is no community structure, i.e., asymptotic distribution under the null hypothesis. Moreover, we provide a theoretical foundation for our statistic by obtaining the true mean and a tight lower bound for RNBRW edge weights variance.

Keywords: hypothesis testing, RNBRW, network inference, community structure

Procedia PDF Downloads 153

Authors: Takuro Kida, Yuichi Kida

Abstract:

In this paper, it is shown a base of the new trend of algorithm mathematically that treats a historical reason of continuous discrimination in the world as well as its solution by introducing new concepts of parallel world that includes an invisible set of errors as its companion. With respect to a matrix operator-filter bank that the matrix operator-analysis-filter bank H and the matrix operator-sampling-filter bank S are given, firstly, we introduce the detail algorithm to derive the optimum matrix operator-synthesis-filter bank Z that minimizes all the worst-case measures of the matrix operator-error-signals E(ω) = F(ω) − Y(ω) between the matrix operator-input-signals F(ω) and the matrix operator-output-signals Y(ω) of the matrix operator-filter bank at the same time. Further, feedback is introduced to the above approximation theory, and it is indicated that introducing conversations with feedback do not superior automatically to the accumulation of existing knowledge of signal prediction. Secondly, the concept of category in the field of mathematics is applied to the above optimum signal approximation and is indicated that the category-based approximation theory is applied to the set-theoretic consideration of the recognition of humans. Based on this discussion, it is shown naturally why the narrow perception that tends to create isolation shows an apparent advantage in the short term and, often, why such narrow thinking becomes intimate with discriminatory action in a human group. Throughout these considerations, it is presented that, in order to abolish easy and intimate discriminatory behavior, it is important to create a parallel world of conception where we share the set of invisible error signals, including the words and the consciousness of both worlds.

Keywords: matrix filterbank, optimum signal approximation, category theory, simultaneous minimization

Procedia PDF Downloads 149

Authors: Mehdi Jalalpour, Mazdak Tootkaboni

Abstract:

We present a computationally efficient method for reliability-based topology optimization under material properties uncertainty, which is assumed to be lognormally distributed and correlated within the domain. Computational efficiency is achieved through estimating the response statistics with stochastic perturbation of second order, using these statistics to fit an appropriate distribution that follows the empirical distribution of the response, and employing an efficient gradient-based optimizer. The proposed algorithm is utilized for design of new structures and the changes in the optimized topology is discussed for various levels of target reliability and correlation strength. Predictions were verified thorough comparison with results obtained using Monte Carlo simulation.

Keywords: material uncertainty, stochastic perturbation, structural reliability, topology optimization

Procedia PDF Downloads 610

Authors: Maryam Goodarzi, Mahdieh Sheikhi, Mehdi Goodarzi

Abstract:

This study intends to offer an appropriate strategy development framework for a telecommunication firm (as a case study) which works on Information and Communication Technology (ICT) projects, development of telecommunication networks, and maintenance of local networks, according to its dominant condition. In this approach, first, the objectives were set and the mission was defined. Then, the capability was assessed by SWOT matrix. Using SPACE matrix, the strategy of the company was determined. The strategic direction is set and an appropriate and superior strategy was developed and offered employing QSPM matrix. The theoretical framework or conceptual model of the present study first involves 4 stages of framework development and then from stage 3 (assessing capability) onward, a strategic management model by Fred R. David. In this respect, the tools and methods offered in the framework are appropriate for all kinds of organizations, particularly small firms, and help strategists identify, evaluate, and select strategies.

Keywords: strategy formulation, firm mission, strategic direction, space diagram, quantitative strategic planning matrix, SWOT matrix

Procedia PDF Downloads 379

Authors: Okike Benjamin, Garba E J. D.

Abstract:

Encryption is used to conceal information from prying eyes. Presently, information and data encryption are common due to the volume of data and information in transit across the globe on daily basis. Image encryption is yet to receive the attention of the researchers as deserved. In other words, video and multimedia documents are exposed to unauthorized accessors. The authors propose image encryption using matrix transpose. An algorithm that would allow image encryption is developed. In this proposed image encryption technique, the image to be encrypted is split into parts based on the image size. Each part is encrypted separately using matrix transpose. The actual encryption is on the picture elements (pixel) that make up the image. After encrypting each part of the image, the positions of the encrypted images are swapped before transmission of the image can take place. Swapping the positions of the images is carried out to make the encrypted image more robust for any cryptanalyst to decrypt.

Keywords: image encryption, matrices, pixel, matrix transpose

Procedia PDF Downloads 424

Authors: Phuoc Si Nguyen

Abstract:

Infinite impulse response (IIR) filters can be designed from an analogue low pass prototype by using frequency transformation in the s-domain and bilinear z-transformation with pre-warping frequency; this method is known as frequency transformation from the s-domain to the z-domain. This paper will introduce a new method to transform an IIR digital filter to another type of IIR digital filter (low pass, high pass, band pass, band stop or narrow band) using a technique based on inverse bilinear z-transformation and inverse matrices. First, a matrix equation is derived from inverse bilinear z-transformation and Pascal’s triangle. This Low Pass Digital to Digital Filter Pascal Matrix Equation is used to transform a low pass digital filter to other digital filter types. From this equation and the inverse matrix, a Digital to Digital Filter Pascal Matrix Equation can be derived that is able to transform any IIR digital filter. This paper will also introduce some specific matrices to replace the inverse matrix, which is difficult to determine due to the larger size of the matrix in the current method. This will make computing and hand calculation easier when transforming from one IIR digital filter to another in the digital domain.

Keywords: bilinear z-transformation, frequency transformation, inverse bilinear z-transformation, IIR digital filters

Procedia PDF Downloads 428

Authors: Ting-YuLiu, Yi-Feng Lin

Abstract:

Porous Prussian Blue (PB) nanoparticles were successfully incorporated into chitosan (CS) membranes to form PB/CS mixed-matrix membranes (MMMs) and the as-prepared PB/CS MMMs were used to dehydration of ethanol at 25 oC in the pervaporation process. The effect of PB loading in CS matrix on pervaporation performance was investigated. The FESEM, EDS, FTIR and XRD measurements were also used for the characterization of the PB/CS MMMs. The PB/CS membranes with 30 wt% PB loading show the best performance with the permeate flux of 614 g/m2h and the separation factor of 1472. The pervaporation using the PB/CS membranes exhibits outstanding performance as compared with the previously reported CS based membranes and MMMs. The present work demonstrates good pervaporation performance of the PB/CS MMMs for the separation of 90wt% ethanol aqueous solution, moreover, it has an opportunity for dehydration of bioethanol in this system of pervaporation.

Keywords: pervaporation, chitosan, Prussian blue, mixed-matrix membrane

Procedia PDF Downloads 417

Authors: Ahmed Salam, Haithem Benkahla

Abstract:

Recently, an efficient backward-stable algorithm for computing eigenvalues and vectors of a symmetric and Hamiltonian matrix has been proposed. The method preserves the symmetric and Hamiltonian structures of the original matrix, during the whole process. In this paper, we revisit the method. We derive a way for implementing the reduction of the matrix to the appropriate condensed form. Then, we construct a novel version of the implicit QR-algorithm for computing the eigenvalues and vectors.

Keywords: block implicit QR algorithm, preservation of a double structure, QR algorithm, symmetric and Hamiltonian structures

Procedia PDF Downloads 412

Authors: Mohsen Zahraei

Abstract:

‎In this paper, ‎the notion of ‎rank-k numerical range of rectangular complex matrix polynomials‎ ‎are introduced. ‎Some algebraic and geometrical properties are investigated. ‎Moreover, ‎for ε>0 the notion of Birkhoff-James approximate orthogonality sets for ε-higher ‎rank numerical ranges of rectangular matrix polynomials is also introduced and studied. ‎The proposed definitions yield a natural generalization of the standard higher rank numerical ranges.

Keywords: ‎‎Rank-k numerical range‎, ‎isometry‎, ‎numerical range‎, ‎rectangular matrix polynomials

Procedia PDF Downloads 463

Authors: Mehmet Savsar, Majid Aldaihani

Abstract:

Flexible Manufacturing Systems (FMS) are used to produce a variety of parts on the same equipment. Therefore, their utilization is higher than traditional machining systems. Higher utilization, on the other hand, results in more frequent equipment failures and additional need for maintenance. Therefore, it is necessary to carefully analyze operational characteristics and productivity of FMS or Flexible Manufacturing Cells (FMC), which are smaller configuration of FMS, before installation or during their operation. Appropriate models should be developed to determine production rates based on operational conditions, including equipment reliability, availability, and repair capacity. In this paper, a stochastic model is developed for an automated FMC system, which consists of two machines served by two robots and a single repairman. The model is used to determine system productivity and equipment utilization under different operational conditions, including random machine failures, random repairs, and limited repair capacity. The results are compared to previous study results for FMC system with sufficient repair capacity assigned to each machine. The results show that the model will be useful for design engineers and operational managers to analyze performance of manufacturing systems at the design or operational stages.

Keywords: flexible manufacturing, FMS, FMC, stochastic modeling, production rate, reliability, availability

Procedia PDF Downloads 520

Authors: M. Palizvan, M. T. Abadi, M. H. Sadr

Abstract:

Due to variations in damage mechanisms in the microscale, the behavior of fiber-reinforced composites is nonlinear and difficult to model. To make use of computational advantages, homogenization method is applied to the micro-scale model in order to minimize the cost at the expense of detail of local microscale phenomena. In this paper, the effective stiffness is calculated using the homogenization of nonlinear behavior of a composite representative volume element (RVE) containing fiber-matrix debonding. The damage modes for the RVE are considered by using cohesive elements and contacts for the cohesive behavior of the interface between fiber and matrix. To predict more realistic responses of composite materials, different random distributions of fibers are proposed besides square and hexagonal arrays. It was shown that in some cases, there is quite different damage behavior in different fiber distributions. A comprehensive comparison has been made between different graphs.

Keywords: homogenization, cohesive zone model, fiber-matrix debonding, RVE

Procedia PDF Downloads 169

Authors: Hyunsun Lee, Yi Zhu

Abstract:

Wireless ad-hoc network is a decentralized type of temporary machine-to-machine connection that is spontaneous or impromptu so that it does not rely on any fixed infrastructure and centralized administration. As unmanned aerial vehicles (UAVs), also called drones, have recently become more accessible and widely utilized in military and civilian domains such as surveillance, search and detection missions, traffic monitoring, remote filming, product delivery, to name a few. The communication between these UAVs become possible and materialized through Flying Ad-hoc Networks (FANETs). However, due to the high mobility of UAVs that may cause different types of transmission interference, it is vital to design robust routing protocols for FANETs. In this talk, the multicast routing method based on a modified stochastic branching process is proposed. The stochastic branching process is often used to describe an early stage of an infectious disease outbreak, and the reproductive number in the process is used to classify the outbreak into a major or minor outbreak. The reproductive number to regulate the local transmission rate is adapted and modified for flying ad-hoc network communication. The performance of the proposed routing method is compared with other well-known methods such as flooding method and gossip method based on three measures; average reachability, average node usage and average branching factor. The proposed routing method achieves average reachability very closer to flooding method, average node usage closer to gossip method, and outstanding average branching factor among methods. It can be concluded that the proposed multicast routing scheme is more efficient than well-known routing schemes such as flooding and gossip while it maintains high performance.

Keywords: Flying Ad-hoc Networks, Multicast Routing, Stochastic Branching Process, Unmanned Aerial Vehicles

Procedia PDF Downloads 128

Authors: E. Bounadja, M. O. Mahmoudi, A. Djahbar, Z. Boudjema

Abstract:

This paper presents a control approach of the doubly fed induction generator (DFIG) in conjunction with a direct AC-AC matrix converter used in generating mode. This device is intended to be implemented in a variable speed wind energy conversion system connected to the grid. Firstly, we developed a model of matrix converter, controlled by the Venturini modulation technique. In order to control the power exchanged between the stator of the DFIG and the grid, a control law is synthesized using a high order sliding mode controller. The use of this method provides very satisfactory performance for the DFIG control. The overall strategy has been validated on a 2-MW wind turbine driven a DFIG using the Matlab/Simulink.

Keywords: doubly fed induction generator (DFIG), matrix converter, high-order sliding mode controller, wind energy

Procedia PDF Downloads 525

Authors: N. Massoum, B. Bouazza

Abstract:

In this paper, we have developed a numerical simulation model to describe the electrical properties of GaInP MESFET with submicron gate (Lg = 0.5 µm). This model takes into account the three-dimensional (3D) distribution of the load in the short channel and the law effect of mobility as a function of electric field. Simulation software based on a stochastic method such as Monte Carlo has been established. The results are discussed and compared with those of the experiment. The result suggests experimentally that, in a very small gate length in our devices (smaller than 40 nm), short-channel tunneling explains the degradation of transistor performance, which was previously enhanced by velocity overshoot.

Keywords: Monte Carlo simulation, transient electron transport, MESFET device, simulation software

Procedia PDF Downloads 515

Authors: Takuro Kida, Yuichi Kida

Abstract:

We show a base of the new trend of algorithm mathematically that treats a historical reason of continuous discrimination in the world as well as its solution by introducing new concepts of parallel world that includes an invisible set of errors as its companion. With respect to a matrix operator-filter bank that the matrix operator-analysis-filter bank H and the matrix operator-sampling-filter bank S are given, firstly, we introduce the detailed algorithm to derive the optimum matrix operator-synthesis-filter bank Z that minimizes all the worst-case measures of the matrix operator-error-signals E(ω) = F(ω) − Y(ω) between the matrix operator-input-signals F(ω) and the matrix operator-output signals Y(ω) of the matrix operator-filter bank at the same time. Further, feedback is introduced to the above approximation theory and it is indicated that introducing conversations with feedback does not superior automatically to the accumulation of existing knowledge of signal prediction. Secondly, the concept of category in the field of mathematics is applied to the above optimum signal approximation and is indicated that the category-based approximation theory is applied to the set-theoretic consideration of the recognition of humans. Based on this discussion, it is shown naturally why the narrow perception that tends to create isolation shows an apparent advantage in the short term and, often, why such narrow thinking becomes intimate with discriminatory action in a human group. Throughout these considerations, it is presented that, in order to abolish easy and intimate discriminatory behavior, it is important to create a parallel world of conception where we share the set of invisible error signals, including the words and the consciousness of both worlds.

Keywords: signal prediction, pseudo inverse matrix, artificial intelligence, conditional optimization

Procedia PDF Downloads 159

Authors: Ali Dalirbod, Peyman Ahmadian

Abstract:

Inclusions are unavoidable part of all steels. Non-metallic inclusions have significant effects on mechanical properties of steel. The effects of inclusion on stress concentration around the matrix/inclusion have been extensively studied. The results relating to single inclusion behavior, describe properly the behavior of stress but not the elongation drop. The raised stress in inclusion/matrix results in crack initiation. The influence of binary inclusions on stress concentration around matrix is a major aim of this work which is representative of the simple pattern distribution of non-metallic inclusions. Stress concentration around inclusions in this case depends on parameters like distance between two inclusions (d), angle between centrally linking line of two inclusions, load axis (φ), and rotational angle of inclusion (θ). FEM analysis was applied to investigate the highest and lowest ductility versus varying parameters above. The simulation results show that there is a critical distance between two cubic inclusions in which bigger than the threshold, the stress, and strain field in matrix/inclusions interface converts into individual fields around each inclusion.

Keywords: nitride inclusion, simulation, tensile properties, inclusion-matrix interface

Procedia PDF Downloads 320

Authors: Ho Yuan-Hong, Huang Chiung-Ju

Abstract:

This study conducts simulation analyses to find the optimal debt ceiling of Taiwan, while factoring in welfare maximization under a dynamic stochastic general equilibrium framework. The simulation is based on Taiwan's 2001 to 2011 economic data and shows that welfare is maximized at a "debt"⁄"GDP" ratio of 0.2, increases in the "debt"⁄"GDP " ratio leads to increases in both tax and interest rates and decreases in the consumption ratio and working hours. The study results indicate that the optimal debt ceiling of Taiwan is 20% of GDP, where if the "debt"⁄"GDP" ratio is greater than 40%, the welfare will be negative and result in welfare loss.

Keywords: debt sustainability, optimal debt ceiling, dynamic stochastic general equilibrium, welfare maximization

Procedia PDF Downloads 361

Authors: D. Calogine, O. Chau, S. Dotti, O. Ramiarinjanahary, P. Rasoavonjy, F. Tovondahiniriko

Abstract:

Mafate is a natural circus in the north-western part of Reunion Island, without an electrical grid and road network. A micro-grid concept is being experimented in this area, composed of a photovoltaic production combined with electrochemical batteries, in order to meet the local population for self-consumption of electricity demands. This work develops a discrete model as well as a stochastic model in order to reach an optimal equilibrium between production and consumptions for a cluster of houses. The management of the energy power leads to a large linearized programming system, where the time interval of interest is 24 hours The experimental data are solar production, storage energy, and the parameters of the different electrical devices and batteries. The unknown variables to evaluate are the consumptions of the various electrical services, the energy drawn from and stored in the batteries, and the inhabitants’ planning wishes. The objective is to fit the solar production to the electrical consumption of the inhabitants, with an optimal use of the energies in the batteries by satisfying as widely as possible the users' planning requirements. In the discrete model, the different parameters and solutions of the linear programming system are deterministic scalars. Whereas in the stochastic approach, the data parameters and the linear programming solutions become random variables, then the distributions of which could be imposed or established by estimation from samples of real observations or from samples of optimal discrete equilibrium solutions.

Keywords: photovoltaic production, power consumption, battery storage resources, random variables, stochastic modeling, estimations of probability distributions, mixed integer linear programming, smart micro-grid, self-consumption of electricity.

Procedia PDF Downloads 113

Authors: O. G. Omogunloye, J. B. Olaleye, O. E. Abiodun, J. O. Odumosu, O. G. Ajayi

Abstract:

The focus of the study is to proffer easy formulation and computation of least square observation equation’s design matrix by using an efficient book keeping strategy. Usually, for a large network of many triangles and stations, a rigorous task is involved in the computation and placement of the values of the differentials of each observation with respect to its station coordinates (latitude and longitude), in their respective rows and columns. The efficient book keeping strategy seeks to eliminate or reduce this rigorous task involved, especially in large network, by simple skillful arrangement and development of a short program written in the Matlab environment, the formulation and computation of least square observation equation’s design matrix can be easily achieved.

Keywords: design, differential, geodetic, matrix, network, station

Procedia PDF Downloads 359

Authors: Khalil Khanafer

Abstract:

The objective of this study is to determine if there is a correlation between the biological levels of matrix metalloproteinases and tissue inhibitor of matrix metalloproteinase (TIMP) and the elastic moduli of the ascending aortic wall in patients with ascending thoracic aortic aneurysms (ATAA). Methods: Circumferential specimens from twelve patients with ATAA were obtained from the greater curvature, and their tensile properties (maximum elastic modulus) were tested uniaxially. The levels of MMP2, 3, and 9, as well as TIMP1, were determined in these aortic wall specimens using MMP/TIMP antibodies array. Direct relations were found between MMP2 and the elastic modulus of the ascending aorta wall and between MMP9 and TIMP1.

Keywords: elastic modulus, MMPs/TIMPs levels, Ascending Thoracic Aortic Aneurysm

Procedia PDF Downloads 164

Authors: Faramarz Khosravi, Gokhan Izbirak

Abstract:

A weighted statistical stochastic based Analytical Hierarchy Process (AHP) model for modeling the potential barriers and enablers of sustainability for measuring and assessing the sustainability level is proposed. For context-dependent potential barriers and enablers, the proposed model takes the basis of the properties of the variables describing the sustainability functions and was developed into a realistic analytical model for the sustainable behavior of an organization. This thus serves as a means for measuring the sustainability of the organization. The main focus of this paper was the application of the AHP tool in a statistically-based model for measuring sustainability. Hence a strong weighted stochastic AHP based procedure was achieved. A case study scenario of a widely reported major Canadian electric utility was adopted to demonstrate the applicability of the developed model and comparatively examined its results with those of an equal-weighted model method. Variations in the sustainability of a company, as fluctuations, were figured out during the time. In the results obtained, sustainability index for successive years changed form 73.12%, 79.02%, 74.31%, 76.65%, 80.49%, 79.81%, 79.83% to more exact values 73.32%, 77.72%, 76.76%, 79.41%, 81.93%, 79.72%, and 80,45% according to priorities of factors that have found by expert views, respectively. By obtaining relatively necessary informative measurement indicators, the model can practically and effectively evaluate the sustainability extent of any organization and also to determine fluctuations in the organization over time.

Keywords: AHP, sustainability fluctuation, environmental indicators, performance measurement

Procedia PDF Downloads 126

Authors: Nurul Bin Ibrahim

Abstract:

Advancements in neural networks have offered valuable insights into Fluid Dynamics, notably in addressing turbulence-related challenges. In this research, we introduce multiple applications of models of neural networks, namely Feed-Forward and Recurrent Neural Networks, to explore the relationship between jet formations and stratified turbulence within stochastically excited Boussinesq systems. Using machine learning tools like TensorFlow and PyTorch, the study has created models that effectively mimic and show the underlying features of the complex patterns of jet formation and stratified turbulence. These models do more than just help us understand these patterns; they also offer a faster way to solve problems in stochastic systems, improving upon traditional numerical techniques to solve stochastic differential equations such as the Euler-Maruyama method. In addition, the research includes a thorough comparison with the Statistical State Dynamics (SSD) approach, which is a well-established method for studying chaotic systems. This comparison helps evaluate how well neural networks can help us understand the complex relationship between jet formations and stratified turbulence. The results of this study underscore the potential of neural networks in computational physics and fluid dynamics, opening up new possibilities for more efficient and accurate simulations in these fields.

Keywords: neural networks, machine learning, computational fluid dynamics, stochastic systems, simulation, stratified turbulence

Procedia PDF Downloads 76

Authors: D. Miroud, H. Mokaddem, M. Tata, N. Foucha

Abstract:

The body of PDC (polycrystalline diamond compact) drill bit can be manufactured from two different materials, steel and tungsten carbide matrix. Commonly the steel body is produced by machining, thermal spraying a bonding layer and hardfacing of Ni-based matrix reinforced with fused eutectic tungsten carbide (WC/W2C). The matrix body bit is manufactured by infiltrating tungsten carbide particles, with a Copper binary or ternary alloy. By erosion-corrosion mechanisms, the PDC drill bits matrix undergoes severe damage, occurring particularly around the PDC inserts and near injection nozzles. In this study, we investigated the possibility to repair the damaged matrix regions by hardfacing technic. Ni-based hardfacing alloy reinforced with fused eutectic tungsten carbide is deposited on infiltrated WC-W-Ni substrate by oxyacetylene welding (OAW). The microstructure at the hardfacing / matrix interface is characterized by SEM- EDS, XRD and micro hardness Hv0.1. The hardfacing conditions greatly affect the dilution phenomenon and the distribution of carbides at the interface, without formation of transition zone. During OAW welding deposition, interdiffusion of atoms occurs: Cu and Sn diffuse from infiltrated matrix substrate into hardfacing and simultaneously Cr and Si alloy elements from hardfacing diffuse towards the substrate. The dilution zone consists of a nickel-rich phase with a heterogeneous distribution of eutectic spherical (Ni-based hardfacing alloy) and irregular (matrix) WC/W2C carbides and a secondary phase rich in Cr-W-Si. Hardfacing conditions cause the dissolution of banding around both spherical and irregular carbides. The micro-hardness of interface is significantly improved by the presence of secondary phase in the inter-dendritic structure.

Keywords: dilution, dissolution, hardfacing, infiltrated matrix, PDC drill bits

Procedia PDF Downloads 342

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

Abstract:

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

Procedia PDF Downloads 121