Search results for: Rott’s linear thermo-acoustic approximation

Authors: Safia Hocine, Djamil Aïssani

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Risk models, recently studied in the literature, are becoming increasingly complex. It is rare to find explicit analytical relations to calculate the ruin probability. Indeed, the stability issue occurs naturally in ruin theory, when parameters in risk cannot be estimated than with uncertainty. However, in most cases, there are no explicit formulas for the ruin probability. Hence, the interest to obtain explicit stability bounds for these probabilities in different risk models. In this paper, we interest to the stability bounds of the univariate classical risk model established using the regenerative processes approach. By adopting an algorithmic approach, we implement this approximation and determine numerically the bounds of ruin probability in the case of large claims (heavy-tailed distribution).

Keywords: heavy-tailed distribution, large claims, regenerative process, risk model, ruin probability, stability

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Authors: Li Long, Thomas Ortlepp

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The transport properties of carriers in polycrystalline silicon film affect the performance of polycrystalline silicon-based devices. They depend strongly on the grain structure, grain boundary trap properties and doping concentration, which in turn are determined by the film deposition and processing conditions. Based on the properties of charge carriers, phonons, grain boundaries and their interactions, the thermoelectric properties of polycrystalline silicon are analyzed with the relaxation time approximation of the Boltz- mann transport equation. With this approach, thermal conductivity, electrical conductivity and Seebeck coefficient as a function of grain size, trap properties and doping concentration can be determined. Experiment on heavily doped polycrystalline silicon is carried out and measurement results are compared with the model.

Keywords: conductivity, polycrystalline silicon, relaxation time approximation, Seebeck coefficient, thermoelectric property

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Authors: Kim Duc Hoang, Hyeong Joon Ahn

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Residual vibration of the system base due to a high-acceleration motion of a stage may reduce life and productivity of the manufacturing device. Although a passive RFC can reduce vibration of the system base, spring or dummy mass should be replaced to tune performance of the RFC. In this paper, we develop a novel concept of the passive RFC mechanism for a linear motor motion stage using pre-compressed springs. Dynamic characteristic of the passive RFC can be adjusted by pre-compression of the spring without exchanging the spring or dummy mass. First, we build a linear motor motion stage with pre-compressed springs. Then, the effect of the pre-compressed spring on the passive RFC is investigated by changing both pre-compressions and stiffness of springs. Finally, the effectiveness of the passive RFC using pre-compressed springs was verified with both simulations and experiments.

Keywords: linear motor motion stage, residual vibration, passive RFC, pre-compressed spring

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Authors: A. Brouri, F. Giri, A. Mkhida, A. Elkarkri, M. L. Chhibat

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Standard Hammerstein-Wiener models consist of a linear subsystem sandwiched by two memoryless nonlinearities. Presently, the linear subsystem is allowed to be parametric or not, continuous- or discrete-time. The input and output nonlinearities are polynomial and may be noninvertible. A two-stage identification method is developed such the parameters of all nonlinear elements are estimated first using the Kozen-Landau polynomial decomposition algorithm. The obtained estimates are then based upon in the identification of the linear subsystem, making use of suitable pre-ad post-compensators.

Keywords: nonlinear system identification, Hammerstein-Wiener systems, frequency identification, polynomial decomposition

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Authors: Farouk Metiri, Halim Zeghdoudi, Mohamed Riad Remita

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Credibility theory is an experience rating technique in actuarial science which can be seen as one of quantitative tools that allows the insurers to perform experience rating, that is, to adjust future premiums based on past experiences. It is used usually in automobile insurance, worker's compensation premium, and IBNR (incurred but not reported claims to the insurer) where credibility theory can be used to estimate the claim size amount. In this study, we focused on a popular tool in credibility theory which is the Bayesian premium estimator, considering Lindley distribution as a claim distribution. We derive this estimator under entropy loss which is asymmetric and squared error loss which is a symmetric loss function with informative and non-informative priors. In a purely Bayesian setting, the prior distribution represents the insurer’s prior belief about the insured’s risk level after collection of the insured’s data at the end of the period. However, the explicit form of the Bayesian premium in the case when the prior is not a member of the exponential family could be quite difficult to obtain as it involves a number of integrations which are not analytically solvable. The paper finds a solution to this problem by deriving this estimator using numerical approximation (Lindley approximation) which is one of the suitable approximation methods for solving such problems, it approaches the ratio of the integrals as a whole and produces a single numerical result. Simulation study using Monte Carlo method is then performed to evaluate this estimator and mean squared error technique is made to compare the Bayesian premium estimator under the above loss functions.

Keywords: bayesian estimator, credibility theory, entropy loss, monte carlo simulation

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Authors: Saba Riaz, Syed A. Hussain

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This paper is addressing the estimation method of the unknown population variance of the variable of interest. A new generalized class of estimators of the finite population variance has been suggested using the auxiliary information. To improve the precision of the proposed class, known population variance of the auxiliary variable has been used. Mathematical expressions for the biases and the asymptotic variances of the suggested class are derived under large sample approximation. Theoretical and numerical comparisons are made to investigate the performances of the proposed class of estimators. The empirical study reveals that the suggested class of estimators performs better than the usual estimator, classical ratio estimator, classical product estimator and classical linear regression estimator. It has also been found that the suggested class of estimators is also more efficient than some recently published estimators.

Keywords: study variable, auxiliary variable, finite population variance, bias, asymptotic variance, percent relative efficiency

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Authors: N. A. Mokhtar, A. G. Hussin, Y. Z. Zubairi

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This paper proposes a new simultaneous simple linear functional relationship model by assuming equal error variances. We derive the maximum likelihood estimate of the parameters in the simultaneous model and the covariance. We show by simulation study the small bias values of the parameters suggest the suitability of the estimation method. As an illustration, the proposed simultaneous model is applied to real data of the wind direction and wave direction measured by two different instruments.

Keywords: simultaneous linear functional relationship model, Fisher information matrix, parameter estimation, circular variables

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Authors: Bharti Gupta, V. K. Kukreja

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A comprehensive numerical study is presented for the solution of time-dependent advection diffusion problems by using cubic B-spline collocation method. The linear combination of cubic B-spline basis, taken as approximating function, is evaluated using the zeros of shifted Chebyshev polynomials as collocation points in each element to obtain the best approximation. A comparison, on the basis of efficiency and accuracy, with the previous techniques is made which confirms the superiority of the proposed method. An asymptotic convergence analysis of technique is also discussed, and the method is found to be of order two. The theoretical analysis is supported with suitable examples to show second order convergence of technique. Different numerical examples are simulated using MATLAB in which the 3-D graphical presentation has taken at different time steps as well as different domain of interest.

Keywords: cubic B-spline basis, spectral norms, shifted Chebyshev polynomials, collocation points, error estimates

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Authors: Fehmi Bouguezzi

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This paper studies optimal licensing regimes in a linear Hotelling model where firms are located at the end points of the city and where the transportation cost is not linear but quadratic. We study for that a more general cost function and we try to compare the findings with the results of the linear cost. We find the same optimal licensing regimes. A per unit royalty is optimal when innovation is not drastic and no licensing is better when innovation is drastic. We also find that no licensing is always better than fixed fee licensing.

Keywords: Hotelling model, technology transfer, patent licensing, quadratic transportation cost

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Authors: Mohammedi Ferhate

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This paper deals with the generalized the notion of the function of wave a micro particle moving free, the concept of the linear operator in the representation function delta of Dirac which is a generalization of the symbol of Kronecker to the case of a continuous variation of the sizes concerned with the condition of orthonormation of the Eigen functions the use of linear operators and their Eigen functions in connection with the solution of given differential equations, it is of interest to study the properties of the operators themselves and determine which of them follow purely from the nature of the operators, without reference to specific forms of Eigen functions. The models simulation examples are also presented.

Keywords: function, operator, simulation, wave

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Authors: M. Najafi, F. Rahimi Dehgolan

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In this paper, the dynamic modeling of a single-link flexible beam with a tip mass is given by using Hamilton's principle. The link has been rotational and translational motion and it was assumed that the beam is moving with a harmonic velocity about a constant mean velocity. Non-linearity has been introduced by including the non-linear strain to the analysis. Dynamic model is obtained by Euler-Bernoulli beam assumption and modal expansion method. Also, the effects of rotary inertia, axial force, and associated boundary conditions of the dynamic model were analyzed. Since the complex boundary value problem cannot be solved analytically, the multiple scale method is utilized to obtain an approximate solution. Finally, the effects of several conditions on the differences among the behavior of the non-linear term, mean velocity on natural frequencies and the system stability are discussed.

Keywords: non-linear vibration, stability, axially moving beam, bifurcation, multiple scales method

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Authors: Sunil Mittal, Sukhpreet Singh, Hardeep Kaur

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A simple voltammetric technique for on-line analysis of arsenite [As (III)] is reported. Owing to the affinity of As (III) with thiol group of proteins and enzymes, cysteine has been employed as reducing agent. The reduction study of As(III)-cysteine complex on indium tin oxide (ITO) electrode has been explored. The experimental parameters such as scan rate, cysteine concentration, pH etc. were optimized to achieve As (III) determination. The developed method provided dynamic linear range of detection from 0.1 to 1 mM with a detection limit of 0.1 mM. The method is applicable to environmental monitoring of As (III) from highly contaminated sources such as industrial effluents, wastewater sludge etc.

Keywords: arsenite, cysteine, linear sweep voltammetry, reduction

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Authors: Levan Nadareishvili, Roland Bakuradze, Barbara Kilosanidze, Nona Topuridze, Liana Sharashidze, Ineza Pavlenishvili

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Some regularities of formation of a new structural state of the thermoplastic polymers-gradually oriented (stretched) state (GOS) are discussed. Transition into GOS is realized by the graded oriented stretching-by action of inhomogeneous mechanical field on the isotropic linear polymers or by zonal stretching that is implemented on a standard tensile-testing machine with using a specially designed zone stretching device (ZSD). Both technical approaches (especially zonal stretching method) allows to manage the such quantitative parameters of gradually oriented polymers as a range of change in relative elongation/orientation degree, length of this change and profile (linear, hyperbolic, parabolic, logarithmic, etc.). Uniaxial graded stretching method should be considered as an effective technological solution to create polymer materials with a predetermined gradient of physical properties.

Keywords: controlled graded stretching, gradually oriented state, linear polymers, zone stretching device

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Authors: Kumaran Narayanan, Pei-Sheng Liew

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This paper adapts the bacteriophage N15 protelomerase enzyme to assemble linear chromosomes as vectors for gene expression in human cells. Phage N15 has the unique ability to replicate as a linear plasmid with telomeres in E. coli during its prophage stage of life-cycle. The virus-encoded protelomerase enzyme cuts its circular genome and caps its ends to form hairpin telomeres, resulting in a linear human-chromosome-like structure in E. coli. In mammalian cells, however, no enzyme with TelN-like activities has been found. In this work, we show for the first-time transfer of the protelomerase from phage into human and mouse cells and demonstrate recapitulation of its activity in these hosts. The function of this enzyme is assayed by demonstrating cleavage of its target DNA, followed by detecting telomere formation based on its resistance to recBCD enzyme digestion. We show protelomerase expression persists for at least 60 days, which indicates limited silencing of its expression. Next, we show that an intact human β-globin gene delivered on this linear chromosome accurately retains its expression in the human cellular environment for at least 60 hours, demonstrating its stability and potential as a vector. These results demonstrate that the N15 protelomerse is able to function in mammalian cells to cut and heal DNA to create telomeres, which provides a new tool for creating novel structures by DNA resolution in these hosts.

Keywords: chromosome, beta-globin, DNA, gene expression, linear vector

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Authors: P. Priyanka, S. Shruthi, N. Guruprasad

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Health is a common theme in most cultures. In fact all communities have their concepts of health, as part of their culture. Health continues to be a neglected entity. Planning of Human diet should be done very careful by selecting the food items or groups of food items also the composition involved. Low price and good taste of foods are regarded as two major factors for optimal human nutrition. Linear programming techniques have been extensively used for human diet formulation for quiet good number of years. Through the process, we mainly apply “The Simplex Method” which is a very useful statistical tool based on the theorem of Elementary Row Operation from Linear Algebra and also incorporate some other necessary rules set by the Simplex Method to help solve the problem. The study done by us is an attempt to develop a programming model for optimal planning and best use of nutrient ingredients.

Keywords: diet formulation, linear programming, nutrient ingredients, optimization, simplex method

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Authors: Ruchi, A. M. Acu, Purshottam N. Agrawal

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The purpose of this paper to introduce the Durrmeyer type modification of q-generalized-Bernstein operators which include the Bernstein polynomials in the particular α = 0. We investigate the rate of convergence by means of the Lipschitz class and the Peetre’s K-functional. Also, we define the bivariate case of Durrmeyer type modification of q-generalized-Bernstein operators and study the degree of approximation with the aid of the partial modulus of continuity and the Peetre’s K-functional. Finally, we introduce the GBS (Generalized Boolean Sum) of the Durrmeyer type modification of q- generalized-Bernstein operators and investigate the approximation of the Bögel continuous and Bögel differentiable functions with the aid of the Lipschitz class and the mixed modulus of smoothness.

Keywords: Bögel continuous, Bögel differentiable, generalized Boolean sum, Peetre’s K-functional, Lipschitz class, mixed modulus of smoothness

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Authors: Sofiane Bououden, Ilyes Boulkaibet

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In this paper, a robust model predictive controller (RMPC) for uncertain nonlinear system under actuator saturation is designed to control a DC-DC buck converter in PV pumping application, where this system is subject to actuator saturation and parameter uncertainties. The considered nonlinear system contains a linear constant part perturbed by an additive state-dependent nonlinear term. Based on the saturating actuator property, an appropriate linear feedback control law is constructed and used to minimize an infinite horizon cost function within the framework of linear matrix inequalities. The proposed approach has successfully provided a solution to the optimization problem that can stabilize the nonlinear plants. Furthermore, sufficient conditions for the existence of the proposed controller guarantee the robust stability of the system in the presence of polytypic uncertainties. In addition, the simulation results have demonstrated the efficiency of the proposed control scheme.

Keywords: PV pumping system, DC-DC buck converter, robust model predictive controller, nonlinear system, actuator saturation, linear matrix inequality

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Authors: James Adewale, Joshua Sunday

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In this paper, we developed a linear multistep method, which is implemented in predictor corrector-method. The corrector is developed by method of collocation and interpretation of power series approximate solutions at some selected grid points, to give a continuous linear multistep method, which is evaluated at some selected grid points to give a discrete linear multistep method. The predictors were also developed by method of collocation and interpolation of power series approximate solution, to give a continuous linear multistep method. The continuous linear multistep method is then solved for the independent solution to give a continuous block formula, which is evaluated at some selected grid point to give discrete block method. Basic properties of the corrector were investigated and found to be zero stable, consistent and convergent. The efficiency of the method was tested on some linear, non-learn, oscillatory and stiff problems of first order, initial value problems of ordinary differential equations. The results were found to be better in terms of computer time and error bound when compared with the existing methods.

Keywords: predictor, corrector, collocation, interpolation, approximate solution, independent solution, zero stable, consistent, convergent

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Authors: Chang-Ho Lee, Seung-Hoon Lee, Myeong-Jin Park, Oh-Min Kwon

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This paper investigates improved stability criteria for sampled-data control of linear systems with disturbances and time-varying delays. Based on Lyapunov-Krasovskii stability theory, delay-dependent conditions sufficient to ensure H∞ stability for the system are derived in the form of linear matrix inequalities(LMI). The effectiveness of the proposed method will be shown in numerical examples.

Keywords: sampled-data control system, Lyapunov-Krasovskii functional, time delay-dependent, LMI, H∞ control

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Authors: Cherief Houria, Fouka Mourad

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In this work, the simulation of the radiation attenuation is carried out in a photon detector consisting of different common shielding material using a Monte Carlo program called PTM. The aim of the study is to investigate the effect of atomic weight and the thickness of shielding materials on the gamma radiation attenuation ability. The linear attenuation coefficients of Aluminum (Al), Iron (Fe), and lead (Pb) elements were evaluated at photons energy of 661:7KeV that are considered to be emitted from a standard radioactive point source Cs 137. The experimental measurements have been performed for three materials to obtain these linear attenuation coefficients, using a Gamma NaI(Tl) scintillation detector. Our results have been compared with the simulation results of the linear attenuation coefficient using the XCOM database and Geant4 codes and reveal that they are well agreed with both simulation data.

Keywords: gamma photon, Monte Carlo program, radiation attenuation, shielding material, the linear attenuation coefficient

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Authors: Mahnaz Hosseinzadeh, Aliyeh Kazemi

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In this paper, a method is proposed for solving Fuzzy Multi-Objective Linear Programming problems (FMOLPP) with fuzzy right hand side and fuzzy decision variables. To illustrate the proposed method, it is applied to the problem of selecting suppliers for an automotive parts producer company in Iran in order to find the number of optimal orders allocated to each supplier considering the conflicting objectives. Finally, the obtained results are discussed.

Keywords: fuzzy multi-objective linear programming problems, triangular fuzzy numbers, fuzzy ranking, supplier selection problem

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Authors: Amir Mahdavi

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In this paper a highly linear CMOS low noise amplifier (LNA) for ultra-wideband (UWB) applications is proposed. The proposed LNA uses a linearization technique to improve second and third-order intercept points (IIP3). The linearity is cured by repealing the common-mode section of all intermodulation components from the cascade topology current with optimization of biasing current use symmetrical and asymmetrical circuits for biasing. Simulation results show that maximum gain and noise figure are 6.9dB and 3.03-4.1dB over a 3.1–10.6 GHz, respectively. Power consumption of the LNA core and IIP3 are 2.64 mW and +4.9dBm respectively. The wideband input impedance matching of LNA is obtained by employing a degenerating inductor (|S11|<-9.1 dB). The circuit proposed UWB LNA is implemented using 0.18 μm based CMOS technology.

Keywords: highly linear LNA, low-power LNA, optimal bias techniques

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Authors: Yixun Shi

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Many interior point methods for convex programming solve an (n+m)x(n+m)linear system in each iteration. Many implementations solve this system in each iteration by considering an equivalent mXm system (4) as listed in the paper, and thus the job is reduced into solving the system (4). However, the system(4) has to be solved exactly since otherwise the error would be entirely passed onto the last m equations of the original system. Often the Cholesky factorization is computed to obtain the exact solution of (4). One Cholesky factorization is to be done in every iteration, resulting in higher computational costs. In this paper, two iterative methods for solving linear systems using vector division are combined together and embedded into interior point methods. Instead of computing one Cholesky factorization in each iteration, it requires only one Cholesky factorization in the entire procedure, thus significantly reduces the amount of computation needed for solving the problem. Based on that, a hybrid algorithm for solving convex programming problems is proposed.

Keywords: convex programming, interior point method, linear systems, vector division

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Authors: Elena Tkachenko, Elena Rogova, Daria Koval

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The paper examines the ways of cash flows forecasting in the dynamic external environment. The so-called new reality in economy lowers the predictability of the companies’ performance indicators due to the lack of long-term steady trends in external conditions of development and fast changes in the markets. The traditional methods based on the trend analysis lead to a very high error of approximation. The macroeconomic situation for the last 10 years is defined by continuous consequences of financial crisis and arising of another one. In these conditions, the instruments of forecasting on the basis of fuzzy sets show good results. The fuzzy sets based models turn out to lower the error of approximation to acceptable level and to provide the companies with reliable cash flows estimation that helps to reach the financial stability. In the paper, the applicability of the model of cash flows forecasting based on fuzzy logic was analyzed.

Keywords: cash flow, industrial enterprise, forecasting, fuzzy sets

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Authors: Hisham M. Soliman, Hassan Yousef

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This manuscript presents new results on design saturated power system stabilizers (PSS) to assign system poles within a desired region for achieving good dynamic performance. The regional pole placement is accomplished against model uncertainties caused by different load conditions. The design is based on a sufficient condition in the form of linear matrix inequalities (LMI) which forces the saturated nonlinear controller to lie within the linear zone. The controller effectiveness is demonstrated on a single machine infinite bus system.

Keywords: power system stabilizer, saturated control, robust control, regional pole placement, linear matrix inequality (LMI)

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Authors: D. K. Maurya, S. M. Saini

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We investigate theoretically the electronic and optical properties of YNi₄Si-type HoNi₄Si compound from first principle calculations. Calculations are performed using full-potential augmented plane wave (FPLAPW) method in the frame work of density functional theory (DFT). The Coulomb corrected local-spin density approximation (LSDA+U) in the self-interaction correction (SIC) has been used for exchange-correlation potential. Analysis of the calculated band structure of HoNi₄Si compound demonstrates their metallic character. We found Ni-3d states mainly contribute to density of states from -5.0 eV to the Fermi level while the Ho-f states peak stands tall in comparison to the small contributions made by the Ni-d and Ho-d states above Fermi level, which is consistent with experiment, in HoNi4Si compound. Our calculated optical conductivity compares well with the experimental data and the results are analyzed in the light of band to band transitions.

Keywords: electronic properties, density of states, optical properties, LSDA+U approximation, YNi₄Si-type HoNi4Si compound

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Authors: Vikas Kumar

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The present study is carried out to investigate the magneto-viscous effects on incompressible ferrofluid flow over a porous rotating disc with suction or injection on the surface of the disc subjected to a magnetic field. The flow under consideration is axi-symmetric steady ferrofluid flow of electrically non-conducting fluid. Karman’s transformation is used to convert the governing boundary layer equations involved in the problem to a system of non linear coupled differential equations. The solution of this system is obtained by using power series approximation. The flow characteristics i.e. radial, tangential, axial velocities and boundary layer displacement thickness are calculated for various values of MFD (magnetic field dependent) viscosity and for different values of suction injection parameter. Besides this, skin friction coefficients are also calculated on the surface of the disk. Thus, the obtained results are presented numerically and graphically in the paper.

Keywords: axi-symmetric, ferrofluid, magnetic field, porous rotating disk

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Authors: Pakhapoom Sarapat, James M. Hill, Duangkamon Baowan

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Carbon nanotori provide several properties such as high tensile strength and heat resistance. They are promised to be ideal structures for encapsulation, and their encapsulation ability can be determined by the interaction energy between the carbon nanotori and the encapsulated nanostructures. Such interaction energy is evaluated using Lennard-Jones potential and continuum approximation. Here, four problems relating to toroidal molecules are determined in order to find the most stable configuration. Firstly, the interaction energy between a carbon nanotorus and an atom is examined. The second problem relates to the energy of a fullerene encapsulated inside a carbon nanotorus. Next, the interaction energy between two symmetrically situated and parallel nanotori is considered. Finally, the classical mechanics is applied to model the interaction energy between the toroidal structure of cyclodextrin and the spherical DNA molecules. These mathematical models might be exploited to study a number of promising devices for future developments in bio and nanotechnology.

Keywords: carbon nanotori, continuum approximation, interaction energy, Lennard-Jones potential, nanotechnology

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Authors: Gubhinder Kundhi, Paul Rilstone

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Refined procedures for higher-order asymptotic theory for non-linear models are developed. These include a new method for deriving stochastic expansions of arbitrary order, new methods for evaluating the moments of polynomials of sample averages, a new method for deriving the approximate moments of the stochastic expansions; an application of these techniques to gather improved inferences with the weak instruments problem is considered. It is well established that Instrumental Variable (IV) estimators in the presence of weak instruments can be poorly behaved, in particular, be quite biased in finite samples. In our application, finite sample approximations to the distributions of these estimators are obtained using Edgeworth and Saddlepoint expansions. Departures from normality of the distributions of these estimators are analyzed using higher order analytical corrections in these expansions. In a Monte-Carlo experiment, the performance of these expansions is compared to the first order approximation and other methods commonly used in finite samples such as the bootstrap.

Keywords: edgeworth expansions, higher order asymptotics, saddlepoint expansions, weak instruments

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Authors: Shangdong Zhu, Yunzhou Zhang, Jie Zhang, Hang Hu, Yazhou Zhang

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Image stitching is a very important branch in the field of computer vision, especially for panoramic map. In order to eliminate shape distortion, a novel stitching method is proposed based on gradually changing matrix when images are horizontal. For images captured horizontally, this paper assumes that there is only translational operation in image stitching. By analyzing each parameter of the homography matrix, the global homography matrix is gradually transferred to translation matrix so as to eliminate the effects of scaling, rotation, etc. in the image transformation. This paper adopts matrix approximation to get the minimum value of the energy function so that the shape distortion at those regions corresponding to the homography can be minimized. The proposed method can avoid multiple horizontal images stitching failure caused by accumulated shape distortion. At the same time, it can be combined with As-Projective-As-Possible algorithm to ensure precise alignment of overlapping area.

Keywords: image stitching, gradually changing matrix, horizontal direction, matrix approximation, homography matrix

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