Search results for: two dimensional van der Waals crystal
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2857

Search results for: two dimensional van der Waals crystal

1057 A New Approach of Preprocessing with SVM Optimization Based on PSO for Bearing Fault Diagnosis

Authors: Tawfik Thelaidjia, Salah Chenikher

Abstract:

Bearing fault diagnosis has attracted significant attention over the past few decades. It consists of two major parts: vibration signal feature extraction and condition classification for the extracted features. In this paper, feature extraction from faulty bearing vibration signals is performed by a combination of the signal’s Kurtosis and features obtained through the preprocessing of the vibration signal samples using Db2 discrete wavelet transform at the fifth level of decomposition. In this way, a 7-dimensional vector of the vibration signal feature is obtained. After feature extraction from vibration signal, the support vector machine (SVM) was applied to automate the fault diagnosis procedure. To improve the classification accuracy for bearing fault prediction, particle swarm optimization (PSO) is employed to simultaneously optimize the SVM kernel function parameter and the penalty parameter. The results have shown feasibility and effectiveness of the proposed approach

Keywords: condition monitoring, discrete wavelet transform, fault diagnosis, kurtosis, machine learning, particle swarm optimization, roller bearing, rotating machines, support vector machine, vibration measurement

Procedia PDF Downloads 437
1056 Sperm Flagellum Center-Line Tracing in 4D Stacks Using an Iterative Minimal Path Method

Authors: Paul Hernandez-Herrera, Fernando Montoya, Juan Manuel Rendon, Alberto Darszon, Gabriel Corkidi

Abstract:

Intracellular calcium ([Ca2+]i) regulates sperm motility. The analysis of [Ca2+]i has been traditionally achieved in two dimensions while the real movement of the cell takes place in three spatial dimensions. Due to optical limitations (high speed cell movement and low light emission) important data concerning the three dimensional movement of these flagellated cells had been neglected. Visualizing [Ca2+]i in 3D is not a simple matter since it requires complex fluorescence microscopy techniques where the resulting images have very low intensity and consequently low SNR (Signal to Noise Ratio). In 4D sequences, this problem is magnified since the flagellum oscillates (for human sperm) at least at an average frequency of 15 Hz. In this paper, a novel approach to extract the flagellum’s center-line in 4D stacks is presented. For this purpose, an iterative algorithm based on the fast-marching method is proposed to extract the flagellum’s center-line. Quantitative and qualitative results are presented in a 4D stack to demonstrate the ability of the proposed algorithm to trace the flagellum’s center-line. The method reached a precision and recall of 0.96 as compared with a semi-manual method.

Keywords: flagellum, minimal path, segmentation, sperm

Procedia PDF Downloads 284
1055 Track Initiation Method Based on Multi-Algorithm Fusion Learning of 1DCNN And Bi-LSTM

Authors: Zhe Li, Aihua Cai

Abstract:

Aiming at the problem of high-density clutter and interference affecting radar detection target track initiation in ECM and complex radar mission, the traditional radar target track initiation method has been difficult to adapt. To this end, we propose a multi-algorithm fusion learning track initiation algorithm, which transforms the track initiation problem into a true-false track discrimination problem, and designs an algorithm based on 1DCNN(One-Dimensional CNN)combined with Bi-LSTM (Bi-Directional Long Short-Term Memory )for fusion classification. The experimental dataset consists of real trajectories obtained from a certain type of three-coordinate radar measurements, and the experiments are compared with traditional trajectory initiation methods such as rule-based method, logical-based method and Hough-transform-based method. The simulation results show that the overall performance of the multi-algorithm fusion learning track initiation algorithm is significantly better than that of the traditional method, and the real track initiation rate can be effectively improved under high clutter density with the average initiation time similar to the logical method.

Keywords: track initiation, multi-algorithm fusion, 1DCNN, Bi-LSTM

Procedia PDF Downloads 95
1054 Hardness Properties of 3D Printed PLA Parts by Fused Deposition Modeling Process

Authors: Anis A. Ansari, M. Kamil

Abstract:

The development of 3D printing technology has allowed the manufacturing industry to create parts with a high degree of automation, increased design freedom, and improved mechanical performance. Fused deposition modelling (FDM) is a 3D printing technique in which successive layers of thermoplastic polymer are deposited and controlled to create a three-dimensional product. In this study, process parameters such as nozzle temperature and printing speed were chosen to investigate their effects on hardness properties. 3D printed specimens were fabricated by an FDM 3D printer from Polylactic acid (PLA) polymer. After analysis, it was observed that the hardness property is much influenced by print speed and nozzle temperature parameters. Maximum hardness was achieved at higher print speed which indicates that the Shore D hardness is directly proportional to the print speed. Moreover, at higher print speed, it has no significant dependence on the nozzle temperature. Hardness is also influenced by nozzle temperature, though to a lesser extent. The hardness slightly lowers when the nozzle temperature is raised from 190 to 210 oC, but due to improved bonding between each raster, a further rise in temperature increases the hardness property.

Keywords: 3D printing, fused deposition modeling (FDM), polylactic acid (PLA), print speed, nozzle temperature, hardness property

Procedia PDF Downloads 96
1053 Dynamic Response of Doubly Curved Composite Shell with Embedded Shape Memory Alloys Wires

Authors: Amin Ardali, Mohammadreza Khalili, Mohammadreza Rezai

Abstract:

In this paper, dynamic response of thin smart composite panel subjected to low-velocity transverse impact is investigated. Shape memory wires are used to reinforced curved composite panel in a smart way. One-dimensional thermodynamic constitutive model by Liang and Rogers is used for estimating the structural recovery stress. The two degrees-of-freedom mass-spring model is used for evaluation of the contact force between the curved composite panel and the impactor. This work is benefited from the Hertzian linear contact model which is linearized for the impact analysis of curved composite panel. The governing equations of curved panel are provided by first-order shear theory and solved by Fourier series related to simply supported boundary condition. For this purpose, the equation of doubly curved panel motion included the uniform in-plane forces is obtained. By the present analysis, the curved panel behavior under low-velocity impact, and also the effect of the impact parameters, the shape memory wire and the curved panel dimensions are studied.

Keywords: doubly curved shell, SMA wire, impact response, smart material, shape memory alloy

Procedia PDF Downloads 405
1052 Numerical Analysis of Geosynthetic-Encased Stone Columns under Laterally Loads

Authors: R. Ziaie Moayed, M. Hossein Zade

Abstract:

Out of all methods for ground improvement, stone column became more popular these days due to its simple construction and economic consideration. Installation of stone column especially in loose fine graded soil causes increasing in load bearing capacity and settlement reduction. Encased granular stone columns (EGCs) are commonly subjected to vertical load. However, they may also be subjected to significant amount of shear loading. In this study, three-dimensional finite element (FE) analyses were conducted to estimate the shear load capacity of EGCs in sandy soil. Two types of different cases, stone column and geosynthetic encased stone column were studied at different normal pressures varying from 15 kPa to 75 kPa. Also, the effect of diameter in two cases was considered. A close agreement between the experimental and numerical curves of shear stress - horizontal displacement trend line is observed. The obtained result showed that, by increasing the normal pressure and diameter of stone column, higher shear strength is mobilized by soil; however, in the case of encased stone column, increasing the diameter had more dominated effect in mobilized shear strength.

Keywords: encased stone column, laterally load, ordinary stone column, validation

Procedia PDF Downloads 369
1051 A Multigrid Approach for Three-Dimensional Inverse Heat Conduction Problems

Authors: Jianhua Zhou, Yuwen Zhang

Abstract:

A two-step multigrid approach is proposed to solve the inverse heat conduction problem in a 3-D object under laser irradiation. In the first step, the location of the laser center is estimated using a coarse and uniform grid system. In the second step, the front-surface temperature is recovered in good accuracy using a multiple grid system in which fine mesh is used at laser spot center to capture the drastic temperature rise in this region but coarse mesh is employed in the peripheral region to reduce the total number of sensors required. The effectiveness of the two-step approach and the multiple grid system are demonstrated by the illustrative inverse solutions. If the measurement data for the temperature and heat flux on the back surface do not contain random error, the proposed multigrid approach can yield more accurate inverse solutions. When the back-surface measurement data contain random noise, accurate inverse solutions cannot be obtained if both temperature and heat flux are measured on the back surface.

Keywords: conduction, inverse problems, conjugated gradient method, laser

Procedia PDF Downloads 369
1050 Cellulose Acetate Nanofiber Modification for Regulating Astrocyte Activity via Simple Heat Treatment

Authors: Sang-Myung Jung, Jeong Hyun Ju, Gwang Heum Yoon, Hwa Sung Shin

Abstract:

Central nervous system (CNS) consists of neuronal cell and supporting cells. Astrocytes are the most common supporting cells and play roles in metabolism between neurons and blood vessel. For this function, engineered astrocytes have been studied as a therapeutic source for CNS injury. In neural tissue engineering, nanofiber has been suggested as an effective scaffold for providing structure and mechanical properties influencing physiology. Cellulose acetate (CA) has been investigated for material to fabricate scaffold because of its biocompatibility, biodegradability and fine thermal stability. In this research, CA nanofiber was modified via heat treatment and its effect on astrocyte activity was evaluated. Adhesion and viability of astrocyte were increased in proportion to stiffness. Additionally, expression of GFAP, a marker of astrocyte activation, was increased via stiffness of scaffold. This research suggests a simple modification method to change stiffness of CA nanofiber and shows cellular behavior affecting stiffness of three-dimensional scaffold independently. For the results, we highlight that the stiffness is a factor to regulate astrocyte activity.

Keywords: astrocyte, cellulose acetate, cell therapy, stiffness of scaffold

Procedia PDF Downloads 477
1049 A General Framework for Knowledge Discovery from Echocardiographic and Natural Images

Authors: S. Nandagopalan, N. Pradeep

Abstract:

The aim of this paper is to propose a general framework for storing, analyzing, and extracting knowledge from two-dimensional echocardiographic images, color Doppler images, non-medical images, and general data sets. A number of high performance data mining algorithms have been used to carry out this task. Our framework encompasses four layers namely physical storage, object identification, knowledge discovery, user level. Techniques such as active contour model to identify the cardiac chambers, pixel classification to segment the color Doppler echo image, universal model for image retrieval, Bayesian method for classification, parallel algorithms for image segmentation, etc., were employed. Using the feature vector database that have been efficiently constructed, one can perform various data mining tasks like clustering, classification, etc. with efficient algorithms along with image mining given a query image. All these facilities are included in the framework that is supported by state-of-the-art user interface (UI). The algorithms were tested with actual patient data and Coral image database and the results show that their performance is better than the results reported already.

Keywords: active contour, Bayesian, echocardiographic image, feature vector

Procedia PDF Downloads 445
1048 Study on Construction of 3D Topography by UAV-Based Images

Authors: Yun-Yao Chi, Chieh-Kai Tsai, Dai-Ling Li

Abstract:

In this paper, a method of fast 3D topography modeling using the high-resolution camera images is studied based on the characteristics of Unmanned Aerial Vehicle (UAV) system for low altitude aerial photogrammetry and the need of three dimensional (3D) urban landscape modeling. Firstly, the existing high-resolution digital camera with special design of overlap images is designed by reconstructing and analyzing the auto-flying paths of UAVs, which improves the self-calibration function to achieve the high precision imaging by software, and further increased the resolution of the imaging system. Secondly, several-angle images including vertical images and oblique images gotten by the UAV system are used for the detail measure of urban land surfaces and the texture extraction. Finally, the aerial photography and 3D topography construction are both developed in campus of Chang-Jung University and in Guerin district area in Tainan, Taiwan, provide authentication model for construction of 3D topography based on combined UAV-based camera images from system. The results demonstrated that the UAV system for low altitude aerial photogrammetry can be used in the construction of 3D topography production, and the technology solution in this paper offers a new, fast, and technical plan for the 3D expression of the city landscape, fine modeling and visualization.

Keywords: 3D, topography, UAV, images

Procedia PDF Downloads 304
1047 Quasi-Photon Monte Carlo on Radiative Heat Transfer: An Importance Sampling and Learning Approach

Authors: Utkarsh A. Mishra, Ankit Bansal

Abstract:

At high temperature, radiative heat transfer is the dominant mode of heat transfer. It is governed by various phenomena such as photon emission, absorption, and scattering. The solution of the governing integrodifferential equation of radiative transfer is a complex process, more when the effect of participating medium and wavelength properties are taken into consideration. Although a generic formulation of such radiative transport problem can be modeled for a wide variety of problems with non-gray, non-diffusive surfaces, there is always a trade-off between simplicity and accuracy of the problem. Recently, solutions of complicated mathematical problems with statistical methods based on randomization of naturally occurring phenomena have gained significant importance. Photon bundles with discrete energy can be replicated with random numbers describing the emission, absorption, and scattering processes. Photon Monte Carlo (PMC) is a simple, yet powerful technique, to solve radiative transfer problems in complicated geometries with arbitrary participating medium. The method, on the one hand, increases the accuracy of estimation, and on the other hand, increases the computational cost. The participating media -generally a gas, such as CO₂, CO, and H₂O- present complex emission and absorption spectra. To model the emission/absorption accurately with random numbers requires a weighted sampling as different sections of the spectrum carries different importance. Importance sampling (IS) was implemented to sample random photon of arbitrary wavelength, and the sampled data provided unbiased training of MC estimators for better results. A better replacement to uniform random numbers is using deterministic, quasi-random sequences. Halton, Sobol, and Faure Low-Discrepancy Sequences are used in this study. They possess better space-filling performance than the uniform random number generator and gives rise to a low variance, stable Quasi-Monte Carlo (QMC) estimators with faster convergence. An optimal supervised learning scheme was further considered to reduce the computation costs of the PMC simulation. A one-dimensional plane-parallel slab problem with participating media was formulated. The history of some randomly sampled photon bundles is recorded to train an Artificial Neural Network (ANN), back-propagation model. The flux was calculated using the standard quasi PMC and was considered to be the training target. Results obtained with the proposed model for the one-dimensional problem are compared with the exact analytical and PMC model with the Line by Line (LBL) spectral model. The approximate variance obtained was around 3.14%. Results were analyzed with respect to time and the total flux in both cases. A significant reduction in variance as well a faster rate of convergence was observed in the case of the QMC method over the standard PMC method. However, the results obtained with the ANN method resulted in greater variance (around 25-28%) as compared to the other cases. There is a great scope of machine learning models to help in further reduction of computation cost once trained successfully. Multiple ways of selecting the input data as well as various architectures will be tried such that the concerned environment can be fully addressed to the ANN model. Better results can be achieved in this unexplored domain.

Keywords: radiative heat transfer, Monte Carlo Method, pseudo-random numbers, low discrepancy sequences, artificial neural networks

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1046 Mimicking of Various ECM Tangible Cues for the Manipulation of Hepatocellular Behaviours

Authors: S. A. Abdellatef, A. Taniguchi, Namiki, Tsukuba, Ibaraki

Abstract:

The alterations in the physicochemical characteristics of bio-materials are renowned for their impact in cellular behaviors. Surface chemistry and substratum topography are separately considered as mutable characteristics with deep impact on the overall cell behaviors. In our recent work, we examined the manipulation of the physical cues on hepatic cellular behaviors. We have proven that the geometrical or dimensional characteristics of nano features are essential for the optimum hepatocellular functions. While here, the collective impact of both physical and chemical cues on hepatocellular behaviors was investigated. On which RGD peptide was immobilized on a TiO2 nano pattern that imitates the hierarchically extend collagen nano fibrillar structures. The hepatocytes morphological and functional changes induced by simultaneously combining the diversified cues were investigated. TiO2 substrates that integrate nano topography with the adhesive peptide motif (RGD) had showed an increase in the hepatocellular functionality to the maximum extent. While a significant enhancement in expression of these liver specific markers on RGD coated surfaces were observed compared to uncoated substrates regardless of topography. Consequently in depth understanding of the relationship between various kind of cues and hepatocytes behaviors would be a paving step in the application of tissue engineering and bio reactor technology.

Keywords: biomaterial, tiO2, hepG2, RGD

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1045 Analysis of an Alternative Data Base for the Estimation of Solar Radiation

Authors: Graciela Soares Marcelli, Elison Eduardo Jardim Bierhals, Luciane Teresa Salvi, Claudineia Brazil, Rafael Haag

Abstract:

The sun is a source of renewable energy, and its use as both a source of heat and light is one of the most promising energy alternatives for the future. To measure the thermal or photovoltaic systems a solar irradiation database is necessary. Brazil still has a reduced number of meteorological stations that provide frequency tests, as an alternative to the radio data platform, with reanalysis systems, quite significant. ERA-Interim is a global fire reanalysis by the European Center for Medium-Range Weather Forecasts (ECMWF). The data assimilation system used for the production of ERA-Interim is based on a 2006 version of the IFS (Cy31r2). The system includes a 4-dimensional variable analysis (4D-Var) with a 12-hour analysis window. The spatial resolution of the dataset is approximately 80 km at 60 vertical levels from the surface to 0.1 hPa. This work aims to make a comparative analysis between the ERA-Interim data and the data observed in the Solarimmetric Atlas of the State of Rio Grande do Sul, to verify its applicability in the absence of an observed data network. The analysis of the results obtained for a study region as an alternative to the energy potential of a given region.

Keywords: energy potential, reanalyses, renewable energy, solar radiation

Procedia PDF Downloads 164
1044 Nonlinear Analysis of Postural Sway in Multiple Sclerosis

Authors: Hua Cao, Laurent Peyrodie, Olivier Agnani, Cecile Donze

Abstract:

Multiple sclerosis (MS) is a disease, which affects the central nervous system, and causes balance problem. In clinical, this disorder is usually evaluated using static posturography. Some linear or nonlinear measures, extracted from the posturographic data (i.e. center of pressure, COP) recorded during a balance test, has been used to analyze postural control of MS patients. In this study, the trend (TREND) and the sample entropy (SampEn), two nonlinear parameters were chosen to investigate their relationships with the expanded disability status scale (EDSS) score. Forty volunteers with different EDSS scores participated in our experiments with eyes open (EO) and closed (EC). TREND and two types of SampEn (SampEn1 and SampEn2) were calculated for each combined COP’s position signal. The results have shown that TREND had a weak negative correlation to EDSS while SampEn2 had a strong positive correlation to EDSS. Compared to TREND and SampEn1, SampEn2 showed a better significant correlation to EDSS and an ability to discriminate the MS patients in the EC case. In addition, the outcome of the study suggests that the multi-dimensional nonlinear analysis could provide some information about the impact of disability progression in MS on dynamics of the COP data.

Keywords: balance, multiple sclerosis, nonlinear analysis, postural sway

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1043 Depth-Averaged Velocity Distribution in Braided Channel Using Calibrating Coefficients

Authors: Spandan Sahu, Amiya Kumar Pati, Kishanjit Kumar Khatua

Abstract:

Rivers are the backbone of human civilization as well as one of the most important components of nature. In this paper, a method for predicting lateral depth-averaged velocity distribution in a two-flow braided compound channel is proposed. Experiments were conducted to study the boundary shear stress in the tip of the two flow path. The cross-section of the channel is divided into several panels to study the flow phenomenon on both the main channel and the flood plain. It can be inferred from the study that the flow coefficients get affected by boundary shear stress. In this study, the analytical solution of Shiono and knight (SKM) for lateral distributions of depth-averaged velocity and bed shear stress has been taken into account. The SKM is based on hydraulic parameters, which signify the bed friction factor (f), lateral eddy viscosity, and depth-averaged flow. While applying the SKM to different panels, the equations are solved considering the boundary conditions between panels. The boundary shear stress data, which are obtained from experimentation, are compared with CES software, which is based on quasi-one-dimensional Reynold's Averaged Navier-Stokes (RANS) approach.

Keywords: boundary shear stress, lateral depth-averaged velocity, two-flow braided compound channel, velocity distribution

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1042 Thermo-Mechanical Analysis of Dissimilar Al/Cu Foil Single Lap Joints Made by Composite Metal Foil Manufacturing

Authors: Javaid Butt, Habtom Mebrahtu, Hassan Shirvani

Abstract:

The paper presents a new additive manufacturing process for the production of metal and composite parts. It is termed as composite metal foil manufacturing and is a combination of laminated object manufacturing and brazing techniques. The process has been described in detail and is being used to produce dissimilar aluminum to copper foil single lap joints. A three dimensional finite element model has been developed to study the thermo-mechanical characteristics of the dissimilar Al/Cu single lap joint. The effects of thermal stress and strain have been analyzed by carrying out transient thermal analysis on the heated plates used to join the two 0.1mm thin metal foils. Tensile test has been carried out on the foils before joining and after the single Al/Cu lap joints are made, they are subjected to tensile lap-shear test to analyze the effect of heat on the foils. The analyses are designed to assess the mechanical integrity of the foils after the brazing process and understand whether or not the heat treatment has an effect on the fracture modes of the produced specimens.

Keywords: brazing, laminated object manufacturing, tensile lap-shear test, thermo-mechanical analysis

Procedia PDF Downloads 342
1041 The Sustainability of Farm Forestry Management in Bulukumba Regency, South Sulawesi, Indonesia

Authors: Nuraeni, Suryanti, Saida, Annas Boceng

Abstract:

Farm forestry is a forest where farmers or landowners do cultivation and farming activities on their land. This study aims to determine the dimensions of sustainable development of farm forestry and to analyze the leverage factors to improve the sustainability status of farm forestry management in Bulukumba Regency. This research was conducted in Kajang District, Bulukumba Regency. The analysis of the sustainability of farm forestry management applied Multi-Dimensional Scaling (MDS), a modification of the Rapid Appraisal of The Status of Farming (RAPFARM). The index value of farm forestry sustainability was by 62.01% for ecological dimension, 51.54% for economic dimension, 61.00% for the social and cultural dimension, and 63.24% for legal and institutional dimension with sustainable enough category status. Meanwhile, the index value for the technology and infrastructure was by 47.16% of less sustainable category status. The result of leverage analysis of attributes for the dimensions of ecological, economic, social and cultural, legal and institutional as well as infrastructure and technology afforded twenty-two (22) leverage sensitive factors that influence the sustainability of farm forestry.

Keywords: farm forestry, South Sulawesi, management, sustainability

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1040 Experimental and Numerical Analysis of Built-In Thermoelectric Generator Modules with Elliptical Pin-Fin Heat Sink

Authors: J. Y Jang, C. Y. Tseng

Abstract:

A three-dimensional numerical model of thermoelectric generator (TEG) modules attached to a large chimney plate is proposed and solved numerically using a control volume based finite difference formulation. The TEG module consists of a thermoelectric generator, an elliptical pin-fin heat sink, and a cold plate for water cooling. In the chimney, the temperature of flue gases is 450-650K. Therefore, the effects of convection and radiation heat transfer are considered. Although the TEG hot-side temperature and thus the electric power output can be increased by inserting an elliptical pin-fin heat sink into the chimney tunnel to increase the heat transfer area, the pin fin heat sink would cause extra pumping power at the same time. The main purpose of this study is to analyze the effects of geometrical parameters on the electric power output and chimney pressure drop characteristics. In addition, the effects of different operating conditions, including various inlet velocities (Vin = 1, 3, 5 m/s) and inlet temperatures (Tgas = 450, 550, 650K) are discussed in detail. The predicted numerical data for the power vs. current (P-I) curve are in good agreement (within 11%) with the experimental data.

Keywords: thermoelectric generator, waste heat recovery, pin-fin heat sink, experimental and numerical analysis

Procedia PDF Downloads 382
1039 Numerical Investigation of Hygrothermal Behavior on Porous Building Materials

Authors: Faiza Mnasri, Kamilia Abahri, Mohammed El Ganaoui, Slimane Gabsi

Abstract:

Most of the building materials are considered porous, and composed of solid matrix and pores. In the pores, the moisture can be existed in two phases: liquid and vapor. Thus, the mass balance equation is comprised of various moisture driving potentials that translate the movement of the different existing phases occupying pores and the hygroscopic behavior of a porous construction material. This study suggests to resolve a hygrothermal mathematical model of heat and mass transfers in different porous building materials by a numerical investigation. Thereby, the evolution of temperature and moisture content fields has been processed. So, numerous series of hygrothermal calculation on several cases of wall are exposed. Firstly, a case of monolayer wall of massive wood has been treated. In this part, we have compared the numerical solution of the model on one and two dimensions and the effect of dimensional space has been evaluated. In the second case, three building materials (concrete, wood fiberboard and wooden insulation) are tested separately with the same boundary conditions and their hygrothermal behavior are compared. The evaluation of the exchange of heat and air at the interface between the wall and the interior ambiance is carried.

Keywords: building materials, heat transfer, moisture diffusion, numerical solution

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1038 A Stochastic Volatility Model for Optimal Market-Making

Authors: Zubier Arfan, Paul Johnson

Abstract:

The electronification of financial markets and the rise of algorithmic trading has sparked a lot of interest from the mathematical community, for the market making-problem in particular. The research presented in this short paper solves the classic stochastic control problem in order to derive the strategy for a market-maker. It also shows how to calibrate and simulate the strategy with real limit order book data for back-testing. The ambiguity of limit-order priority in back-testing is dealt with by considering optimistic and pessimistic priority scenarios. The model, although it does outperform a naive strategy, assumes constant volatility, therefore, is not best suited to the LOB data. The Heston model is introduced to describe the price and variance process of the asset. The Trader's constant absolute risk aversion utility function is optimised by numerically solving a 3-dimensional Hamilton-Jacobi-Bellman partial differential equation to find the optimal limit order quotes. The results show that the stochastic volatility market-making model is more suitable for a risk-averse trader and is also less sensitive to calibration error than the constant volatility model.

Keywords: market-making, market-microsctrucure, stochastic volatility, quantitative trading

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1037 Limitation of Parallel Flow in Three-Dimensional Elongated Porous Domain Subjected to Cross Heat and Mass Flux

Authors: Najwa Mimouni, Omar Rahli, Rachid Bennacer, Salah Chikh

Abstract:

In the present work 2D and 3D numerical simulations of double diffusion natural convection in an elongated enclosure filled with a binary fluid saturating a porous medium are carried out. In the formulation of the problem, the Boussinesq approximation is considered and cross Neumann boundary conditions are specified for heat and mass walls conditions. The numerical method is based on the control volume approach with the third order QUICK scheme. Full approximation storage (FAS) with full multigrid (FMG) method is used to solve the problem. For the explored large range of the controlling parameters, we clearly evidenced that the increase in the depth of the cavity i.e. the lateral aspect ratio has an important effect on the flow patterns. The 2D perfect parallel flows obtained for a small lateral aspect ratio are drastically destabilized by increasing the cavity lateral dimension. This yields a 3D fluid motion with a much more complicated flow pattern and the classically studied 2D parallel flows are impossible.

Keywords: bifurcation, natural convection, heat and mass transfer, parallel flow, porous media

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1036 Using Finite Element to Predict Failure of Light Weight Bridges Due to Vehicles Impact: Case Study

Authors: Amin H. Almasria, Rajai Z. Alrousanb, Al-Harith Manasrah

Abstract:

The collapse of a light weight pedestrian bridges due to vehicle collision is investigated and studied in detail using a dynamic nonlinear finite element analysis. Typical bridge widely used in Jordan is studied and modeled under truck collision using one dimensional beam finite element in order to minimize analysis time due to the dynamic nature of the problem. Truck collision with the bridge is simulated at different speeds and locations of collisions using dynamic explicit finite element scheme with material nonlinearity taken into account. Energy absorption of bridge is investigated through principle of energy conservation, where truck kinetic energy is assumed to be stored in the bridge as strain energy. Weak failure points in the bridges were identified, and modifications are proposed in order to strengthen the bridge structure and prevent total collapse. The proposed design modifications on bridge structure were successful in allowing the bridge to fail locally rather than globally and expected to help in saving lives.

Keywords: finite element method, dynamic impact, pedestrian bridges, strain energy, collapse failure

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1035 3D Numerical Investigation of Asphalt Pavements Behaviour Using Infinite Elements

Authors: K. Sandjak, B. Tiliouine

Abstract:

This article presents the main results of three-dimensional (3-D) numerical investigation of asphalt pavement structures behaviour using a coupled Finite Element-Mapped Infinite Element (FE-MIE) model. The validation and numerical performance of this model are assessed by confronting critical pavement responses with Burmister’s solution and FEM simulation results for multi-layered elastic structures. The coupled model is then efficiently utilised to perform 3-D simulations of a typical asphalt pavement structure in order to investigate the impact of two tire configurations (conventional dual and new generation wide-base tires) on critical pavement response parameters. The numerical results obtained show the effectiveness and the accuracy of the coupled (FE-MIE) model. In addition, the simulation results indicate that, compared with conventional dual tire assembly, single wide base tire caused slightly greater fatigue asphalt cracking and subgrade rutting potentials and can thus be utilised in view of its potential to provide numerous mechanical, economic, and environmental benefits.

Keywords: 3-D numerical investigation, asphalt pavements, dual and wide base tires, Infinite elements

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1034 Development of an Instrument for Measurement of Thermal Conductivity and Thermal Diffusivity of Tropical Fruit Juice

Authors: T. Ewetumo, K. D. Adedayo, Festus Ben

Abstract:

Knowledge of the thermal properties of foods is of fundamental importance in the food industry to establish the design of processing equipment. However, for tropical fruit juice, there is very little information in literature, seriously hampering processing procedures. This research work describes the development of an instrument for automated thermal conductivity and thermal diffusivity measurement of tropical fruit juice using a transient thermal probe technique based on line heat principle. The system consists of two thermocouple sensors, constant current source, heater, thermocouple amplifier, microcontroller, microSD card shield and intelligent liquid crystal. A fixed distance of 6.50mm was maintained between the two probes. When heat is applied, the temperature rise at the heater probe measured with time at time interval of 4s for 240s. The measuring element conforms as closely as possible to an infinite line source of heat in an infinite fluid. Under these conditions, thermal conductivity and thermal diffusivity are simultaneously measured, with thermal conductivity determined from the slope of a plot of the temperature rise of the heating element against the logarithm of time while thermal diffusivity was determined from the time it took the sample to attain a peak temperature and the time duration over a fixed diffusivity distance. A constant current source was designed to apply a power input of 16.33W/m to the probe throughout the experiment. The thermal probe was interfaced with a digital display and data logger by using an application program written in C++. Calibration of the instrument was done by determining the thermal properties of distilled water. Error due to convection was avoided by adding 1.5% agar to the water. The instrument has been used for measurement of thermal properties of banana, orange and watermelon. Thermal conductivity values of 0.593, 0.598, 0.586 W/m^o C and thermal diffusivity values of 1.053 ×〖10〗^(-7), 1.086 ×〖10〗^(-7), and 0.959 ×〖10〗^(-7) 〖m/s〗^2 were obtained for banana, orange and water melon respectively. Measured values were stored in a microSD card. The instrument performed very well as it measured the thermal conductivity and thermal diffusivity of the tropical fruit juice samples with statistical analysis (ANOVA) showing no significant difference (p>0.05) between the literature standards and estimated averages of each sample investigated with the developed instrument.

Keywords: thermal conductivity, thermal diffusivity, tropical fruit juice, diffusion equation

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1033 MHD Stagnation-Point Flow over a Plate

Authors: H. Niranjan, S. Sivasankaran

Abstract:

Heat and mass transfer near a steady stagnation point boundary layer flow of viscous incompressible fluid through porous media investigates along a vertical plate is thoroughly studied under the presence of magneto hydrodynamic (MHD) effects. The fluid flow is steady, laminar, incompressible and in two-dimensional. The nonlinear differential coupled parabolic partial differential equations of continuity, momentum, energy and specie diffusion are converted into the non-similar boundary layer equations using similarity transformation, which are then solved numerically using the Runge-Kutta method along with shooting method. The effects of the conjugate heat transfer parameter, the porous medium parameter, the permeability parameter, the mixed convection parameter, the magnetic parameter, and the thermal radiation on the velocity and temperature profiles as well as on the local skin friction and local heat transfer are presented and analyzed. The validity of the methodology and analysis is checked by comparing the results obtained for some specific cases with those available in the literature. The various parameters on local skin friction, heat and mass transfer rates are presented in tabular form.

Keywords: MHD, porous medium, slip, convective boundary condition, stagnation point

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1032 Study of Bifurcation Curve with Aspect Ratio at Low Reynolds Number

Authors: Amit K. Singh, Subhankar Sen

Abstract:

The bifurcation curve of separation in steady two-dimensional viscous flow past an elliptic cylinder is studied by varying the angle of incidence (α) with different aspect ratio (ratio of minor to major axis). The solutions are based on numerical investigation, using finite element analysis, of the Navier-Stokes equations for incompressible flow. Results are presented for Reynolds number up to 50 and angle of incidence varies from 0° to 90°. Range of aspect ratio (Ar) is from 0.1 to 1 (in steps of 0.1) and flow is considered as unbounded flow. Bifurcation curve represents the locus of Reynolds numbers (Res) at which flow detaches or separates from the surface of the body at a given α and Ar. In earlier studies, effect of Ar on laminar separation curve or bifurcation curve is limited for Ar = 0.1, 0.2, 0.5 and 0.8. Some results are also available at α = 90° and 45°. The present study attempts to provide a systematic data and clear understanding on the effect of Ar at bifurcation curve and its point of maxima. In addition, issues regarding location of separation angle and maximum ratio of coefficient of lift to drag are studied. We found that nature of curve, separation angle and maximum ratio of lift to drag changes considerably with respect to change in Ar.

Keywords: aspect ratio, bifurcation curve, elliptic cylinder, GMRES, stabilized finite-element

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1031 Supervised/Unsupervised Mahalanobis Algorithm for Improving Performance for Cyberattack Detection over Communications Networks

Authors: Radhika Ranjan Roy

Abstract:

Deployment of machine learning (ML)/deep learning (DL) algorithms for cyberattack detection in operational communications networks (wireless and/or wire-line) is being delayed because of low-performance parameters (e.g., recall, precision, and f₁-score). If datasets become imbalanced, which is the usual case for communications networks, the performance tends to become worse. Complexities in handling reducing dimensions of the feature sets for increasing performance are also a huge problem. Mahalanobis algorithms have been widely applied in scientific research because Mahalanobis distance metric learning is a successful framework. In this paper, we have investigated the Mahalanobis binary classifier algorithm for increasing cyberattack detection performance over communications networks as a proof of concept. We have also found that high-dimensional information in intermediate features that are not utilized as much for classification tasks in ML/DL algorithms are the main contributor to the state-of-the-art of improved performance of the Mahalanobis method, even for imbalanced and sparse datasets. With no feature reduction, MD offers uniform results for precision, recall, and f₁-score for unbalanced and sparse NSL-KDD datasets.

Keywords: Mahalanobis distance, machine learning, deep learning, NS-KDD, local intrinsic dimensionality, chi-square, positive semi-definite, area under the curve

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1030 Preliminary Study on Analysis of Pinching Motion Actuated by Electro-Active Polymers

Authors: Doo W. Lee, Soo J. Lee, Bye R. Yoon, Jae Y. Jho, Kyehan Rhee

Abstract:

Hand exoskeletons have been developed in order to assist daily activities for disabled and elder people. A figure exoskeleton was developed using ionic polymer metal composite (IPMC) actuators, and the performance of it was evaluated in this study. In order to study dynamic performance of a finger dummy performing pinching motion, force generating characteristics of an IPMC actuator and pinching motion of a thumb and index finger dummy actuated by IMPC actuators were analyzed. The blocking force of 1.54 N was achieved under 4 V of DC. A thumb and index finger dummy, which has one degree of freedom at the proximal joint of each figure, was manufactured by a three dimensional rapid prototyping. Each figure was actuated by an IPMC actuator, and the maximum fingertip force was 1.18 N. Pinching motion of a dummy was analyzed by two video cameras in vertical top and horizontal left end view planes. A figure dummy powered by IPMC actuators could perform flexion and extension motion of an index figure and a thumb.

Keywords: finger exoskeleton, ionic polymer metal composite, flexion and extension, motion analysis

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1029 Conduction Accompanied With Transient Radiative Heat Transfer Using Finite Volume Method

Authors: A. Ashok, K.Satapathy, B. Prerana Nashine

Abstract:

The objective of this research work is to investigate for one dimensional transient radiative transfer equations with conduction using finite volume method. Within the infrastructure of finite-volume, we obtain the conservative discretization of the terms in order to preserve the overall conservative property of finitevolume schemes. Coupling of conductive and radiative equation resulting in fluxes is governed by the magnitude of emissivity, extinction coefficient, and temperature of the medium as well as geometry of the problem. The problem under consideration has been solved, for a slab dominating radiation coupled with transient conduction based on finite volume method. The boundary conditions are also chosen so as to give a good model of the discretized form of radiation transfer equation. The important feature of the present method is flexibility in specifying the control angles in the FVM, while keeping the simplicity in the solution procedure. Effects of various model parameters are examined on the distributions of temperature, radiative and conductive heat fluxes and incident radiation energy etc. The finite volume method is considered to effectively evaluate the propagation of radiation intensity through a participating medium.

Keywords: participating media, finite volume method, radiation coupled with conduction, transient radiative heat transfer

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1028 Developing High-Definition Flood Inundation Maps (HD-Fims) Using Raster Adjustment with Scenario Profiles (RASPTM)

Authors: Robert Jacobsen

Abstract:

Flood inundation maps (FIMs) are an essential tool in communicating flood threat scenarios to the public as well as in floodplain governance. With an increasing demand for online raster FIMs, the FIM State-of-the-Practice (SOP) is rapidly advancing to meet the dual requirements for high-resolution and high-accuracy—or High-Definition. Importantly, today’s technology also enables the resolution of problems of local—neighborhood-scale—bias errors that often occur in FIMs, even with the use of SOP two-dimensional flood modeling. To facilitate the development of HD-FIMs, a new GIS method--Raster Adjustment with Scenario Profiles, RASPTM—is described for adjusting kernel raster FIMs to match refined scenario profiles. With RASPTM, flood professionals can prepare HD-FIMs for a wide range of scenarios with available kernel rasters, including kernel rasters prepared from vector FIMs. The paper provides detailed procedures for RASPTM, along with an example of applying RASPTM to prepare an HD-FIM for the August 2016 Flood in Louisiana using both an SOP kernel raster and a kernel raster derived from an older vector-based flood insurance rate map. The accuracy of the HD-FIMs achieved with the application of RASPTM to the two kernel rasters is evaluated.

Keywords: hydrology, mapping, high-definition, inundation

Procedia PDF Downloads 80