Search results for: parallel and distributed simulation
5734 A Lightweight Blockchain: Enhancing Internet of Things Driven Smart Buildings Scalability and Access Control Using Intelligent Direct Acyclic Graph Architecture and Smart Contracts
Authors: Syed Irfan Raza Naqvi, Zheng Jiangbin, Ahmad Moshin, Pervez Akhter
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Currently, the IoT system depends on a centralized client-servant architecture that causes various scalability and privacy vulnerabilities. Distributed ledger technology (DLT) introduces a set of opportunities for the IoT, which leads to practical ideas for existing components at all levels of existing architectures. Blockchain Technology (BCT) appears to be one approach to solving several IoT problems, like Bitcoin (BTC) and Ethereum, which offer multiple possibilities. Besides, IoTs are resource-constrained devices with insufficient capacity and computational overhead to process blockchain consensus mechanisms; the traditional BCT existing challenge for IoTs is poor scalability, energy efficiency, and transaction fees. IOTA is a distributed ledger based on Direct Acyclic Graph (DAG) that ensures M2M micro-transactions are free of charge. IOTA has the potential to address existing IoT-related difficulties such as infrastructure scalability, privacy and access control mechanisms. We proposed an architecture, SLDBI: A Scalable, lightweight DAG-based Blockchain Design for Intelligent IoT Systems, which adapts the DAG base Tangle and implements a lightweight message data model to address the IoT limitations. It enables the smooth integration of new IoT devices into a variety of apps. SLDBI enables comprehensive access control, energy efficiency, and scalability in IoT ecosystems by utilizing the Masked Authentication Message (MAM) protocol and the IOTA Smart Contract Protocol (ISCP). Furthermore, we suggest proof-of-work (PoW) computation on the full node in an energy-efficient way. Experiments have been carried out to show the capability of a tangle to achieve better scalability while maintaining energy efficiency. The findings show user access control management at granularity levels and ensure scale up to massive networks with thousands of IoT nodes, such as Smart Connected Buildings (SCBDs).Keywords: blockchain, IOT, direct acyclic graphy, scalability, access control, architecture, smart contract, smart connected buildings
Procedia PDF Downloads 1225733 Spillage Prediction Using Fluid-Structure Interaction Simulation with Coupled Eulerian-Lagrangian Technique
Authors: Ravi Soni, Irfan Pathan, Manish Pande
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The current product development process needs simultaneous consideration of different physics. The performance of the product needs to be considered under both structural and fluid loads. Examples include ducts and valves where structural behavior affects fluid motion and vice versa. Simulation of fluid-structure interaction involves modeling interaction between moving components and the fluid flow. In these scenarios, it is difficult to calculate the damping provided by fluid flow because of dynamic motions of components and the transient nature of the flow. Abaqus Explicit offers general capabilities for modeling fluid-structure interaction with the Coupled Eulerian-Lagrangian (CEL) method. The Coupled Eulerian-Lagrangian technique has been used to simulate fluid spillage through fuel valves during dynamic closure events. The technique to simulate pressure drops across Eulerian domains has been developed using stagnation pressure. Also, the fluid flow is calculated considering material flow through elements at the outlet section of the valves. The methodology has been verified on Eaton products and shows a good correlation with the test results.Keywords: Coupled Eulerian-Lagrangian Technique, fluid structure interaction, spillage prediction, stagnation pressure
Procedia PDF Downloads 3795732 Intelligent Rescheduling Trains for Air Pollution Management
Authors: Kainat Affrin, P. Reshma, G. Narendra Kumar
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Optimization of timetable is the need of the day for the rescheduling and routing of trains in real time. Trains are scheduled in parallel with the road transport vehicles to the same destination. As the number of trains is restricted due to single track, customers usually opt for road transport to use frequently. The air pollution increases as the density of vehicles on road transport is increased. Use of an alternate mode of transport like train helps in reducing air-pollution. This paper mainly aims at attracting the passengers to Train transport by proper rescheduling of trains using hybrid of stop-skip algorithm and iterative convex programming algorithm. Rescheduling of train bi-directionally is achieved on a single track with dynamic dual time and varying stops. Introduction of more trains attract customers to use rail transport frequently, thereby decreasing the pollution. The results are simulated using Network Simulator (NS-2).Keywords: air pollution, AODV, re-scheduling, WSNs
Procedia PDF Downloads 3615731 Inverterless Grid Compatible Micro Turbine Generator
Authors: S. Ozeri, D. Shmilovitz
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Micro‐Turbine Generators (MTG) are small size power plants that consist of a high speed, gas turbine driving an electrical generator. MTGs may be fueled by either natural gas or kerosene and may also use sustainable and recycled green fuels such as biomass, landfill or digester gas. The typical ratings of MTGs start from 20 kW up to 200 kW. The primary use of MTGs is for backup for sensitive load sites such as hospitals, and they are also considered a feasible power source for Distributed Generation (DG) providing on-site generation in proximity to remote loads. The MTGs have the compressor, the turbine, and the electrical generator mounted on a single shaft. For this reason, the electrical energy is generated at high frequency and is incompatible with the power grid. Therefore, MTGs must contain, in addition, a power conditioning unit to generate an AC voltage at the grid frequency. Presently, this power conditioning unit consists of a rectifier followed by a DC/AC inverter, both rated at the full MTG’s power. The losses of the power conditioning unit account to some 3-5%. Moreover, the full-power processing stage is a bulky and costly piece of equipment that also lowers the overall system reliability. In this study, we propose a new type of power conditioning stage in which only a small fraction of the power is processed. A low power converter is used only to program the rotor current (i.e. the excitation current which is substantially lower). Thus, the MTG's output voltage is shaped to the desired amplitude and frequency by proper programming of the excitation current. The control is realized by causing the rotor current to track the electrical frequency (which is related to the shaft frequency) with a difference that is exactly equal to the line frequency. Since the phasor of the rotation speed and the phasor of the rotor magnetic field are multiplied, the spectrum of the MTG generator voltage contains the sum and the difference components. The desired difference component is at the line frequency (50/60 Hz), whereas the unwanted sum component is at about twice the electrical frequency of the stator. The unwanted high frequency component can be filtered out by a low-pass filter leaving only the low-frequency output. This approach allows elimination of the large power conditioning unit incorporated in conventional MTGs. Instead, a much smaller and cheaper fractional power stage can be used. The proposed technology is also applicable to other high rotation generator sets such as aircraft power units.Keywords: gas turbine, inverter, power multiplier, distributed generation
Procedia PDF Downloads 2395730 Influence of the Eccentricity of a Concentrated Load on the Behavior of Multilayers Slabs
Authors: F. Bouzeboudja, K. Ait-Tahar
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The method of strengthening of concrete works by composite materials is a practice which knows currently an important development. From this perspective, we propose to make a contribution to the analysis of the behavior of concrete slabs reinforced with composite fabrics, arranged in parallel folds according to the thickness of the slab. The analysis of experimentally obtained modes of failure confirms, generally, that the ruin of the structure occurs essentially by punching. Accordingly, our work is directed to the analysis of the behavior of reinforced slabs towards the punching. An experimental investigation is realized. For that purpose, a set of trial specimens was made. The reinforced specimens are subjected to an essay of punching, by making vary the direction of the eccentricity. The first experimental results show that the ultimate loads, as well as the transition from the flexion failure mode to the punching failure mode, are governed essentially by the eccentricity.Keywords: composites, concrete slabs, failure, laminate, punching
Procedia PDF Downloads 2395729 Analysis of Thermal Comfort in Educational Buildings Using Computer Simulation: A Case Study in Federal University of Parana, Brazil
Authors: Ana Julia C. Kfouri
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A prerequisite of any building design is to provide security to the users, taking the climate and its physical and physical-geometrical variables into account. It is also important to highlight the relevance of the right material elements, which arise between the person and the agent, and must provide improved thermal comfort conditions and low environmental impact. Furthermore, technology is constantly advancing, as well as computational simulations for projects, and they should be used to develop sustainable building and to provide higher quality of life for its users. In relation to comfort, the more satisfied the building users are, the better their intellectual performance will be. Based on that, the study of thermal comfort in educational buildings is of relative relevance, since the thermal characteristics in these environments are of vital importance to all users. Moreover, educational buildings are large constructions and when they are poorly planned and executed they have negative impacts to the surrounding environment, as well as to the user satisfaction, throughout its whole life cycle. In this line of thought, to evaluate university classroom conditions, it was accomplished a detailed case study on the thermal comfort situation at Federal University of Parana (UFPR). The main goal of the study is to perform a thermal analysis in three classrooms at UFPR, in order to address the subjective and physical variables that influence thermal comfort inside the classroom. For the assessment of the subjective components, a questionnaire was applied in order to evaluate the reference for the local thermal conditions. Regarding the physical variables, it was carried out on-site measurements, which consist of performing measurements of air temperature and air humidity, both inside and outside the building, as well as meteorological variables, such as wind speed and direction, solar radiation and rainfall, collected from a weather station. Then, a computer simulation based on results from the EnergyPlus software to reproduce air temperature and air humidity values of the three classrooms studied was conducted. The EnergyPlus outputs were analyzed and compared with the on-site measurement results to be possible to come out with a conclusion related to the local thermal conditions. The methodological approach included in the study allowed a distinct perspective in an educational building to better understand the classroom thermal performance, as well as the reason of such behavior. Finally, the study induces a reflection about the importance of thermal comfort for educational buildings and propose thermal alternatives for future projects, as well as a discussion about the significant impact of using computer simulation on engineering solutions, in order to improve the thermal performance of UFPR’s buildings.Keywords: computer simulation, educational buildings, EnergyPlus, humidity, temperature, thermal comfort
Procedia PDF Downloads 3885728 On a Continuous Formulation of Block Method for Solving First Order Ordinary Differential Equations (ODEs)
Authors: A. M. Sagir
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The aim of this paper is to investigate the performance of the developed linear multistep block method for solving first order initial value problem of Ordinary Differential Equations (ODEs). The method calculates the numerical solution at three points simultaneously and produces three new equally spaced solution values within a block. The continuous formulations enable us to differentiate and evaluate at some selected points to obtain three discrete schemes, which were used in block form for parallel or sequential solutions of the problems. A stability analysis and efficiency of the block method are tested on ordinary differential equations involving practical applications, and the results obtained compared favorably with the exact solution. Furthermore, comparison of error analysis has been developed with the help of computer software.Keywords: block method, first order ordinary differential equations, linear multistep, self-starting
Procedia PDF Downloads 3065727 FPGA Implementation of a Marginalized Particle Filter for Delineation of P and T Waves of ECG Signal
Authors: Jugal Bhandari, K. Hari Priya
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The ECG signal provides important clinical information which could be used to pretend the diseases related to heart. Accordingly, delineation of ECG signal is an important task. Whereas delineation of P and T waves is a complex task. This paper deals with the Study of ECG signal and analysis of signal by means of Verilog Design of efficient filters and MATLAB tool effectively. It includes generation and simulation of ECG signal, by means of real time ECG data, ECG signal filtering and processing by analysis of different algorithms and techniques. In this paper, we design a basic particle filter which generates a dynamic model depending on the present and past input samples and then produces the desired output. Afterwards, the output will be processed by MATLAB to get the actual shape and accurate values of the ranges of P-wave and T-wave of ECG signal. In this paper, Questasim is a tool of mentor graphics which is being used for simulation and functional verification. The same design is again verified using Xilinx ISE which will be also used for synthesis, mapping and bit file generation. Xilinx FPGA board will be used for implementation of system. The final results of FPGA shall be verified with ChipScope Pro where the output data can be observed.Keywords: ECG, MATLAB, Bayesian filtering, particle filter, Verilog hardware descriptive language
Procedia PDF Downloads 3675726 Exploration of Various Metrics for Partitioning of Cellular Automata Units for Efficient Reconfiguration of Field Programmable Gate Arrays (FPGAs)
Authors: Peter Tabatt, Christian Siemers
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Using FPGA devices to improve the behavior of time-critical parts of embedded systems is a proven concept for years. With reconfigurable FPGA devices, the logical blocks can be partitioned and grouped into static and dynamic parts. The dynamic parts can be reloaded 'on demand' at runtime. This work uses cellular automata, which are constructed through compilation from (partially restricted) ANSI-C sources, to determine the suitability of various metrics for optimal partitioning. Significant metrics, in this case, are for example the area on the FPGA device for the partition, the pass count for loop constructs and communication characteristics to other partitions. With successful partitioning, it is possible to use smaller FPGA devices for the same requirements as with not reconfigurable FPGA devices or – vice versa – to use the same FPGAs for larger programs.Keywords: reconfigurable FPGA, cellular automata, partitioning, metrics, parallel computing
Procedia PDF Downloads 2725725 Simulation Based Analysis of Gear Dynamic Behavior in Presence of Multiple Cracks
Authors: Ahmed Saeed, Sadok Sassi, Mohammad Roshun
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Gears are important components with a vital role in many rotating machines. One of the common gear failure causes is tooth fatigue crack; however, its early detection is still a challenging task. The objective of this study is to develop a numerical model that simulates the effect of teeth cracks on the resulting gears vibrations and permits consequently to perform an early fault detection. In contrast to other published papers, this work incorporates the possibility of multiple simultaneous cracks with different depths. As cracks alter significantly the stiffness of the tooth, finite element software is used to determine the stiffness variation with respect to the angular position, for different combinations of crack orientation and depth. A simplified six degrees of freedom nonlinear lumped parameter model of a one-stage spur gear system is proposed to study the vibration with and without cracks. The model developed for calculating the stiffness with the crack permitted to update the physical parameters of the second-degree-of-freedom equations of motions describing the vibration of the gearbox. The vibration simulation results of the gearbox were by obtained using Simulink/Matlab. The effect of one crack with different levels was studied thoroughly. The change in the mesh stiffness and the vibration response were found to be consistent with previously published works. In addition, various statistical time domain parameters were considered. They showed different degrees of sensitivity toward the crack depth. Multiple cracks were also introduced at different locations and the vibration response along with the statistical parameters were obtained again for a general case of degradation (increase in crack depth, crack number and crack locations). It was found that although some parameters increase in value as the deterioration level increases, they show almost no change or even decrease when the number of cracks increases. Therefore, the use of any statistical parameters could be misleading if not considered in an appropriate way.Keywords: Spur gear, cracked tooth, numerical simulation, time-domain parameters
Procedia PDF Downloads 2665724 A Critical Analysis of Cognitive Explanations of Afterlife Belief
Authors: Mahdi Biabanaki
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Religion is present in all human societies and has been for tens of thousands of years. What is noteworthy is that although religious traditions vary in different societies, there are considerable similarities in their religious beliefs. In all human cultures, for example, there is a widespread belief in the afterlife. Cognitive science of Religion (CSR), an emerging branch of cognitive science, searches for the root of these widespread similarities and the widespread prevalence of beliefs such as beliefs in the afterlife in common mental structures among humans. Accordingly, the cognitive architecture of the human mind has evolved to produce such beliefs automatically and non-reflectively. For CSR researchers, belief in the afterlife is an intuitive belief resulting from the functioning of mental tools. Our purpose in this article is to extract and evaluate the cognitive explanations presented in the CSR field for explaining beliefs in the afterlife. Our research shows that there are two basic theories in this area of CSR, namely "intuitive dualism" and "simulation constraint" theory. We show that these two theories face four major challenges and limitations in explaining belief in the afterlife: inability to provide a causal explanation, inability to explain cultural/religious differences in afterlife belief, the lack of distinction between the natural and the rational foundations of belief in the afterlife and disregarding the supernatural foundations of the afterlife belief.Keywords: afterlife, cognitive science of religion, intuitive dualism, simulation constraint
Procedia PDF Downloads 2135723 Numerical Simulation of Punching Shear of Flat Plates with Low Reinforcement
Authors: Fatema-Tuz-Zahura, Raquib Ahsan
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Punching shear failure is usually the governing failure mode of flat plate structures. Punching failure is brittle in nature which induces more vulnerability to this type of structure. In the present study, a 3D finite element model of a flat plate with low reinforcement ratio and without any transverse reinforcement has been developed. Punching shear stress and the deflection data were obtained on the surface of the flat plate as well as through the thickness of the model from numerical simulations. The obtained data were compared with the experimental results. Variation of punching stress with respect to deflection as obtained from numerical results is found to be in good agreement with the experimental results; the range of variation of punching stress is within 5%. The numerical simulation shows an early and gradual onset of nonlinearity, whereas the same is late and abrupt as observed in the experimental results. The range of variation of punching stress for different slab thicknesses between experimental and numerical results is less than 15%. The developed numerical model is useful to complement available punching test series performed in the past. The results obtained from the numerical model will be helpful for designing retrofitting schemes of flat plates.Keywords: flat plate, finite element model, punching shear, reinforcement ratio
Procedia PDF Downloads 2575722 Stochastic Modeling for Parameters of Modified Car-Following Model in Area-Based Traffic Flow
Authors: N. C. Sarkar, A. Bhaskar, Z. Zheng
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The driving behavior in area-based (i.e., non-lane based) traffic is induced by the presence of other individuals in the choice space from the driver’s visual perception area. The driving behavior of a subject vehicle is constrained by the potential leaders and leaders are frequently changed over time. This paper is to determine a stochastic model for a parameter of modified intelligent driver model (MIDM) in area-based traffic (as in developing countries). The parametric and non-parametric distributions are presented to fit the parameters of MIDM. The goodness of fit for each parameter is measured in two different ways such as graphically and statistically. The quantile-quantile (Q-Q) plot is used for a graphical representation of a theoretical distribution to model a parameter and the Kolmogorov-Smirnov (K-S) test is used for a statistical measure of fitness for a parameter with a theoretical distribution. The distributions are performed on a set of estimated parameters of MIDM. The parameters are estimated on the real vehicle trajectory data from India. The fitness of each parameter with a stochastic model is well represented. The results support the applicability of the proposed modeling for parameters of MIDM in area-based traffic flow simulation.Keywords: area-based traffic, car-following model, micro-simulation, stochastic modeling
Procedia PDF Downloads 1475721 Numerical Multi-Scale Modeling of Rubber Friction on Rough Pavements Using Finite Element Method
Authors: Ashkan Nazari, Saied Taheri
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Knowledge of tire-pavement interaction plays a crucial role in designing safer and more reliable tires. Characterizing the tire-pavement frictional interaction leads to a better understanding of vehicle performance in braking and acceleration. In this work, we devise a multi-scale simulation approach to incorporate the effect of pavement surface asperities in different length-scales. We construct two- and three-dimensional Finite Element (FE) models to simulate the interaction between a rubber block and a rough pavement surface with asperities in different scales. To achieve this, the road profile is scanned via a laser profilometer and the obtained asperities are implemented in an FE software (ABAQUS) in micro and macro length-scales. The hysteresis friction, which is due to the dissipative nature of rubber, is the main component of the friction force and therefore is the subject of study in this work. Using different scales not only will assist in characterizing the pavement asperities with sufficient details but also, it is highly effective in preventing extreme local deformations and stress gradients which results in divergence in FE simulations. The simulation results will be validated with experimental results as well as the results reported in the literature.Keywords: friction, finite element, multi-scale modeling, rubber
Procedia PDF Downloads 1375720 Digital Transformation as the Subject of the Knowledge Model of the Discursive Space
Authors: Rafal Maciag
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Due to the development of the current civilization, one must create suitable models of its pervasive massive phenomena. Such a phenomenon is the digital transformation, which has a substantial number of disciplined, methodical interpretations forming the diversified reflection. This reflection could be understood pragmatically as the current temporal, a local differential state of knowledge. The model of the discursive space is proposed as a model for the analysis and description of this knowledge. Discursive space is understood as an autonomous multidimensional space where separate discourses traverse specific trajectories of what can be presented in multidimensional parallel coordinate system. Discursive space built on the world of facts preserves the complex character of that world. Digital transformation as a discursive space has a relativistic character that means that at the same time, it is created by the dynamic discourses and these discourses are molded by the shape of this space.Keywords: complexity, digital transformation, discourse, discursive space, knowledge
Procedia PDF Downloads 1925719 The DC Behavioural Electrothermal Model of Silicon Carbide Power MOSFETs under SPICE
Authors: Lakrim Abderrazak, Tahri Driss
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This paper presents a new behavioural electrothermal model of power Silicon Carbide (SiC) MOSFET under SPICE. This model is based on the MOS model level 1 of SPICE, in which phenomena such as Drain Leakage Current IDSS, On-State Resistance RDSon, gate Threshold voltage VGSth, the transconductance (gfs), I-V Characteristics Body diode, temperature-dependent and self-heating are included and represented using behavioural blocks ABM (Analog Behavioural Models) of Spice library. This ultimately makes this model flexible and easily can be integrated into the various Spice -based simulation softwares. The internal junction temperature of the component is calculated on the basis of the thermal model through the electric power dissipated inside and its thermal impedance in the form of the localized Foster canonical network. The model parameters are extracted from manufacturers' data (curves data sheets) using polynomial interpolation with the method of simulated annealing (S A) and weighted least squares (WLS). This model takes into account the various important phenomena within transistor. The effectiveness of the presented model has been verified by Spice simulation results and as well as by data measurement for SiC MOS transistor C2M0025120D CREE (1200V, 90A).Keywords: SiC power MOSFET, DC electro-thermal model, ABM Spice library, SPICE modelling, behavioural model, C2M0025120D CREE.
Procedia PDF Downloads 5815718 Determination of Inflow Performance Relationship for Naturally Fractured Reservoirs: Numerical Simulation Study
Authors: Melissa Ramirez, Mohammad Awal
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The Inflow Performance Relationship (IPR) of a well is a relation between the oil production rate and flowing bottom-hole pressure. This relationship is an important tool for petroleum engineers to understand and predict the well performance. In the petroleum industry, IPR correlations are used to design and evaluate well completion, optimizing well production, and designing artificial lift. The most commonly used IPR correlations models are Vogel and Wiggins, these models are applicable to homogeneous and isotropic reservoir data. In this work, a new IPR model is developed to determine inflow performance relationship of oil wells in a naturally fracture reservoir. A 3D black-oil reservoir simulator is used to develop the oil mobility function for the studied reservoir. Based on simulation runs, four flow rates are run to record the oil saturation and calculate the relative permeability for a naturally fractured reservoir. The new method uses the result of a well test analysis along with permeability and pressure-volume-temperature data in the fluid flow equations to obtain the oil mobility function. Comparisons between the new method and two popular correlations for non-fractured reservoirs indicate the necessity for developing and using an IPR correlation specifically developed for a fractured reservoir.Keywords: inflow performance relationship, mobility function, naturally fractured reservoir, well test analysis
Procedia PDF Downloads 2835717 Non-Centrifugal Cane Sugar Production: Heat Transfer Study to Optimize the Use of Energy
Authors: Fabian Velasquez, John Espitia, Henry Hernadez, Sebastian Escobar, Jader Rodriguez
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Non-centrifuged cane sugar (NCS) is a concentrated product obtained through the evaporation of water contain from sugarcane juice inopen heat exchangers (OE). The heat supplied to the evaporation stages is obtained from the cane bagasse through the thermochemical process of combustion, where the thermal energy released is transferred to OE by the flue gas. Therefore, the optimization of energy usage becomes essential for the proper design of the production process. For optimize the energy use, it is necessary modeling and simulation of heat transfer between the combustion gases and the juice and to understand the major mechanisms involved in the heat transfer. The main objective of this work was simulated heat transfer phenomena between the flue gas and open heat exchangers using Computational Fluid Dynamics model (CFD). The simulation results were compared to field measured data. Numerical results about temperature profile along the flue gas pipeline at the measurement points are in good accordance with field measurements. Thus, this study could be of special interest in design NCS production process and the optimization of the use of energy.Keywords: mathematical modeling, design variables, computational fluid dynamics, overall thermal efficiency
Procedia PDF Downloads 1255716 Simulation Studies of Solid-Particle and Liquid-Drop Erosion of NiAl Alloy
Authors: Rong Liu, Kuiying Chen, Ju Chen, Jingrong Zhao, Ming Liang
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This article presents modeling studies of NiAl alloy under solid-particle erosion and liquid-drop erosion. In the solid particle erosion simulation, attention is paid to the oxide scale thickness variation on the alloy in high-temperature erosion environments. The erosion damage is assumed to be deformation wear and cutting wear mechanisms, incorporating the influence of the oxide scale on the eroded surface; thus the instantaneous oxide thickness is the result of synergetic effect of erosion and oxidation. For liquid-drop erosion, special interest is in investigating the effects of drop velocity and drop size on the damage of the target surface. The models of impact stress wave, mean depth of penetration, and maximum depth of erosion rate (Max DER) are employed to develop various maps for NiAl alloy, including target thickness vs. drop size (diameter), rate of mean depth of penetration (MDRP) vs. drop impact velocity, and damage threshold velocity (DTV) vs. drop size.Keywords: liquid-drop erosion, NiAl alloy, oxide scale thickness, solid-particle erosion
Procedia PDF Downloads 5755715 Optimal Data Selection in Non-Ergodic Systems: A Tradeoff between Estimator Convergence and Representativeness Errors
Authors: Jakob Krause
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Past Financial Crisis has shown that contemporary risk management models provide an unjustified sense of security and fail miserably in situations in which they are needed the most. In this paper, we start from the assumption that risk is a notion that changes over time and therefore past data points only have limited explanatory power for the current situation. Our objective is to derive the optimal amount of representative information by optimizing between the two adverse forces of estimator convergence, incentivizing us to use as much data as possible, and the aforementioned non-representativeness doing the opposite. In this endeavor, the cornerstone assumption of having access to identically distributed random variables is weakened and substituted by the assumption that the law of the data generating process changes over time. Hence, in this paper, we give a quantitative theory on how to perform statistical analysis in non-ergodic systems. As an application, we discuss the impact of a paragraph in the last iteration of proposals by the Basel Committee on Banking Regulation. We start from the premise that the severity of assumptions should correspond to the robustness of the system they describe. Hence, in the formal description of physical systems, the level of assumptions can be much higher. It follows that every concept that is carried over from the natural sciences to economics must be checked for its plausibility in the new surroundings. Most of the probability theory has been developed for the analysis of physical systems and is based on the independent and identically distributed (i.i.d.) assumption. In Economics both parts of the i.i.d. assumption are inappropriate. However, only dependence has, so far, been weakened to a sufficient degree. In this paper, an appropriate class of non-stationary processes is used, and their law is tied to a formal object measuring representativeness. Subsequently, that data set is identified that on average minimizes the estimation error stemming from both, insufficient and non-representative, data. Applications are far reaching in a variety of fields. In the paper itself, we apply the results in order to analyze a paragraph in the Basel 3 framework on banking regulation with severe implications on financial stability. Beyond the realm of finance, other potential applications include the reproducibility crisis in the social sciences (but not in the natural sciences) and modeling limited understanding and learning behavior in economics.Keywords: banking regulation, non-ergodicity, risk management, semimartingale modeling
Procedia PDF Downloads 1485714 Preparation of Nanophotonics LiNbO3 Thin Films and Studying Their Morphological and Structural Properties by Sol-Gel Method for Waveguide Applications
Authors: A. Fakhri Makram, Marwa S. Alwazni, Al-Douri Yarub, Evan T. Salim, Hashim Uda, Chin C. Woei
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Lithium niobate (LiNbO3) nanostructures are prepared on quartz substrate by the sol-gel method. They have been deposited with different molarity concentration and annealed at 500°C. These samples are characterized and analyzed by X-ray diffraction (XRD), Scanning Electron Microscope (SEM) and Atomic Force Microscopy (AFM). The measured results showed an importance increasing in molarity concentrations that indicate the structure starts to become crystal, regular, homogeneous, well crystal distributed, which made it more suitable for optical waveguide application.Keywords: lithium niobate, morphological properties, thin film, pechini method, XRD
Procedia PDF Downloads 4475713 Multivariate Control Chart to Determine Efficiency Measurements in Industrial Processes
Authors: J. J. Vargas, N. Prieto, L. A. Toro
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Control charts are commonly used to monitor processes involving either variable or attribute of quality characteristics and determining the control limits as a critical task for quality engineers to improve the processes. Nonetheless, in some applications it is necessary to include an estimation of efficiency. In this paper, the ability to define the efficiency of an industrial process was added to a control chart by means of incorporating a data envelopment analysis (DEA) approach. In depth, a Bayesian estimation was performed to calculate the posterior probability distribution of parameters as means and variance and covariance matrix. This technique allows to analyse the data set without the need of using the hypothetical large sample implied in the problem and to be treated as an approximation to the finite sample distribution. A rejection simulation method was carried out to generate random variables from the parameter functions. Each resulting vector was used by stochastic DEA model during several cycles for establishing the distribution of each efficiency measures for each DMU (decision making units). A control limit was calculated with model obtained and if a condition of a low level efficiency of DMU is presented, system efficiency is out of control. In the efficiency calculated a global optimum was reached, which ensures model reliability.Keywords: data envelopment analysis, DEA, Multivariate control chart, rejection simulation method
Procedia PDF Downloads 3745712 Piezoelectric based Passive Vibration Control of Composite Turbine Blade using Shunt Circuit
Authors: Kouider Bendine, Zouaoui Satla, Boukhoulda Farouk Benallel, Shun-Qi Zhang
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Turbine blades are subjected to a variety of loads, lead to an undesirable vibration. Such vibration can cause serious damages or even lead to a total failure of the blade. The present paper addresses the vibration control of turbine blade. The study aims to propose a passive vibration control using piezoelectric material. the passive control is effectuated by shunting an RL circuit to the piezoelectric patch in a parallel configuration. To this end, a Finite element model for the blade with the piezoelectric patch is implemented in ANSYS APDL. The model is then subjected to a harmonic frequency-based analysis for the case of control on and off. The results show that the proposed methodology was able to reduce blade vibration by 18%.Keywords: blade, active piezoelectric vibration control, finite element., shunt circuit
Procedia PDF Downloads 1035711 Performance Analysis and Optimization for Diagonal Sparse Matrix-Vector Multiplication on Machine Learning Unit
Authors: Qiuyu Dai, Haochong Zhang, Xiangrong Liu
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Diagonal sparse matrix-vector multiplication is a well-studied topic in the fields of scientific computing and big data processing. However, when diagonal sparse matrices are stored in DIA format, there can be a significant number of padded zero elements and scattered points, which can lead to a degradation in the performance of the current DIA kernel. This can also lead to excessive consumption of computational and memory resources. In order to address these issues, the authors propose the DIA-Adaptive scheme and its kernel, which leverages the parallel instruction sets on MLU. The researchers analyze the effect of allocating a varying number of threads, clusters, and hardware architectures on the performance of SpMV using different formats. The experimental results indicate that the proposed DIA-Adaptive scheme performs well and offers excellent parallelism.Keywords: adaptive method, DIA, diagonal sparse matrices, MLU, sparse matrix-vector multiplication
Procedia PDF Downloads 1365710 Empirical Investigation of Bullwhip Effect with Sensitivity Analysis in Supply Chain
Authors: Shoaib Yousaf
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The main purpose of this research is to the empirical investigation of the bullwhip effect under sensitivity analysis in the two-tier supply chain. The simulation modeling technique has been applied in this research as a research methodology to see the sensitivity analysis of the bullwhip effect in the rice industry of Pakistan. The research comprises two case studies that have been chosen as a sample. The results of this research have confirmed that reduction in production delay reduces the bullwhip effect, which conforms to the time compressing paradigm and the significance of the reduction in production delay to lessen demand amplification. The result of this research also indicates that by increasing the value of time to adjust inventory decreases the bullwhip effect. Furthermore, by decreasing the value of alpha increases the damping effect of the exponential smoother, it is not surprising that it also reduces the bullwhip effect. Moreover, by reducing the value of time to work in progress also reduces the bullwhip effect. This research will help practitioners and operation managers to reduces the major costs of their products in three ways. They can reduce their i) inventory levels, ii) better utilize their capacity and iii) improve their forecasting techniques. However, this study is based on two tier supply chain, while in reality the supply chain has got many tiers. Hence, future work will be extended across more than two-tier supply chains.Keywords: bullwhip effect, rice industry, supply chain dynamics, simulation, sensitivity analysis
Procedia PDF Downloads 1445709 Modelling and Simulation of Aero-Elastic Vibrations Using System Dynamic Approach
Authors: Cosmas Pandit Pagwiwoko, Ammar Khaled Abdelaziz Abdelsamia
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Flutter as a phenomenon of flow-induced and self-excited vibration has to be recognized considering its harmful effect on the structure especially in a stage of aircraft design. This phenomenon is also important for a wind energy harvester based on the fluttering surface due to its effective operational velocity range. This multi-physics occurrence can be presented by two governing equations in both fluid and structure simultaneously in respecting certain boundary conditions on the surface of the body. In this work, the equations are resolved separately by two distinct solvers, one-time step of each domain. The modelling and simulation of this flow-structure interaction in ANSYS show the effectiveness of this loosely coupled method in representing flutter phenomenon however the process is time-consuming for design purposes. Therefore, another technique using the same weak coupled aero-structure is proposed by using system dynamics approach. In this technique, the aerodynamic forces were calculated using singularity function for a range of frequencies and certain natural mode shapes are transformed into time domain by employing an approximation model of fraction rational function in Laplace variable. The representation of structure in a multi-degree-of-freedom coupled with a transfer function of aerodynamic forces can then be simulated in time domain on a block-diagram platform such as Simulink MATLAB. The dynamic response of flutter at certain velocity can be evaluated with another established flutter calculation in frequency domain k-method. In this method, a parameter of artificial structural damping is inserted in the equation of motion to assure the energy balance of flow and vibrating structure. The simulation in time domain is particularly interested as it enables to apply the structural non-linear factors accurately. Experimental tests on a fluttering airfoil in the wind tunnel are also conducted to validate the method.Keywords: flutter, flow-induced vibration, flow-structure interaction, non-linear structure
Procedia PDF Downloads 3155708 Testing and Validation Stochastic Models in Epidemiology
Authors: Snigdha Sahai, Devaki Chikkavenkatappa Yellappa
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This study outlines approaches for testing and validating stochastic models used in epidemiology, focusing on the integration and functional testing of simulation code. It details methods for combining simple functions into comprehensive simulations, distinguishing between deterministic and stochastic components, and applying tests to ensure robustness. Techniques include isolating stochastic elements, utilizing large sample sizes for validation, and handling special cases. Practical examples are provided using R code to demonstrate integration testing, handling of incorrect inputs, and special cases. The study emphasizes the importance of both functional and defensive programming to enhance code reliability and user-friendliness.Keywords: computational epidemiology, epidemiology, public health, infectious disease modeling, statistical analysis, health data analysis, disease transmission dynamics, predictive modeling in health, population health modeling, quantitative public health, random sampling simulations, randomized numerical analysis, simulation-based analysis, variance-based simulations, algorithmic disease simulation, computational public health strategies, epidemiological surveillance, disease pattern analysis, epidemic risk assessment, population-based health strategies, preventive healthcare models, infection dynamics in populations, contagion spread prediction models, survival analysis techniques, epidemiological data mining, host-pathogen interaction models, risk assessment algorithms for disease spread, decision-support systems in epidemiology, macro-level health impact simulations, socioeconomic determinants in disease spread, data-driven decision making in public health, quantitative impact assessment of health policies, biostatistical methods in population health, probability-driven health outcome predictions
Procedia PDF Downloads 85707 Study on the Effect of Bolt Locking Method on the Deformation of Bipolar Plate in PEMFC
Authors: Tao Chen, ShiHua Liu, JiWei Zhang
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Assembly of the proton exchange membrane fuel cells (PEMFC) has a very important influence on its performance and efficiency. The various components of PEMFC stack are usually locked and fixed by bolts. Locking bolt will cause the deformation of the bipolar plate and the other components, which will affect directly the deformation degree of the integral parts of the PEMFC as well as the performance of PEMFC. This paper focuses on the object of three-cell stack of PEMFC. Finite element simulation is used to investigate the deformation of bipolar plate caused by quantity and layout of bolts, bolt locking pressure, and bolt locking sequence, etc. Finally, we made a conclusion that the optimal combination packaging scheme was adopted to assemble the fuel cell stack. The scheme was in use of 3.8 MPa locking pressure imposed on the fuel cell stack, type Ⅱ of four locking bolts and longitudinal locking method. The scheme was obtained by comparatively analyzing the overall displacement contour of PEMFC stack, absolute displacement curve of bipolar plate along the given three paths in the Z direction and the polarization curve of fuel cell. The research results are helpful for the fuel cell stack assembly.Keywords: bipolar plate, deformation, finite element simulation, fuel cell, locking bolt
Procedia PDF Downloads 4135706 A Nanoindentation Study of Thin Film Prepared by Physical Vapor Deposition
Authors: Dhiflaoui Hafedh, Khlifi Kaouther, Ben Cheikh Larbi Ahmed
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Monolayer and multilayer coatings of CrN and AlCrN deposited on 100Cr6 (AISI 52100) substrate by PVD magnetron sputtering system. The micro structures of the coatings were characterized using atomic force microscopy (AFM). The AFM analysis revealed the presence of domes and craters which are uniformly distributed over all surfaces of the various layers. Nano indentation measurement of CrN coating showed maximum hardness (H) and modulus (E) of 14 GPa and 240 GPa, respectively. The measured H and E values of AlCrN coatings were found to be 30 GPa and 382 GPa, respectively. The improved hardness in both the coatings was attributed mainly to a reduction in crystallite size and decrease in surface roughness. The incorporation of Al into the CrN coatings has improved both hardness and Young’s modulus.Keywords: CrN, AlCrN coatings, hardness, nanoindentation
Procedia PDF Downloads 5585705 An Android Application for ECG Monitoring and Evaluation Using Pan-Tompkins Algorithm
Authors: Cebrail Çiflikli, Emre Öner Tartan
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Parallel to the fast worldwide increase of elderly population and spreading unhealthy life habits, there is a significant rise in the number of patients and health problems. The supervision of people who have health problems and oversight in detection of people who have potential risks, bring a considerable cost to health system and increase workload of physician. To provide an efficient solution to this problem, in the recent years mobile applications have shown their potential for wide usage in health monitoring. In this paper we present an Android mobile application that records and evaluates ECG signal using Pan-Tompkins algorithm for QRS detection. The application model includes an alarm mechanism that is proposed to be used for sending message including abnormality information and location information to health supervisor.Keywords: Android mobile application, ECG monitoring, QRS detection, Pan-Tompkins Algorithm
Procedia PDF Downloads 234