Search results for: stochastic gradient descent
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1263

Search results for: stochastic gradient descent

1053 Multi-objective Rationality Optimisation for Robotic-fabrication-oriented Free-form Timber Structure Morphology Design

Authors: Yiping Meng, Yiming Sun

Abstract:

The traditional construction industry is unable to meet the requirements for novel fabrication and construction. Automated construction and digital design have emerged as industry development trends that compensate for this shortcoming under the backdrop of Industrial Revolution 4.0. Benefitting from more flexible working space and more various end-effector tools compared to CNC methods, robot fabrication and construction techniques have been used in irregular architectural design. However, there is a lack of a systematic and comprehensive design and optimisation workflow considering geometric form, material, and fabrication methods. This paper aims to propose a design optimisation workflow for improving the rationality of a free-form timber structure fabricated by the robotic arm. Firstly, the free-form surface is described by NURBS, while its structure is calculated using the finite element analysis method. Then, by considering the characteristics and limiting factors of robotic timber fabrication, strain energy and robustness are set as optimisation objectives to optimise structural morphology by gradient descent method. As a result, an optimised structure with axial force as the main force and uniform stress distribution is generated after the structure morphology optimisation process. With the decreased strain energy and the improved robustness, the generated structure's bearing capacity and mechanical properties have been enhanced. The results prove the feasibility and effectiveness of the proposed optimisation workflow for free-form timber structure morphology design.

Keywords: robotic fabrication, free-form timber structure, Multi-objective optimisation, Structural morphology, rational design

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1052 Prediction of Trailing-Edge Noise under Adverse-Pressure Gradient Effect

Authors: Li Chen

Abstract:

For an aerofoil or hydrofoil in high Reynolds number flows, broadband noise is generated efficiently as the result of the turbulence convecting over the trailing edge. This noise can be related to the surface pressure fluctuations, which can be predicted by either CFD or empirical models. However, in reality, the aerofoil or hydrofoil often operates at an angle of attack. Under this situation, the flow is subjected to an Adverse-Pressure-Gradient (APG), and as a result, a flow separation may occur. This study is to assess trailing-edge noise models for such flows. In the present work, the trailing-edge noise from a 2D airfoil at 6 degree of angle of attach is investigated. Under this condition, the flow is experiencing a strong APG, and the flow separation occurs. The flow over the airfoil with a chord of 300 mm, equivalent to a Reynold Number 4x10⁵, is simulated using RANS with the SST k-ɛ turbulent model. The predicted surface pressure fluctuations are compared with the published experimental data and empirical models, and show a good agreement with the experimental data. The effect of the APG on the trailing edge noise is discussed, and the associated trailing edge noise is calculated.

Keywords: aero-acoustics, adverse-pressure gradient, computational fluid dynamics, trailing-edge noise

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1051 Study of Large-Scale Atmospheric Convection over the Tropical Indian Ocean and Its Association with Oceanic Variables

Authors: Supriya Manikrao Ovhal

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In India, the summer monsoon rainfall occurs owing to large scale convection with reference to continental ITCZ. It was found that convection over tropical ocean increases with SST from 26 to 28 degree C, and when SST is above 29 degree C, it sharply decreases for warm pool areas of Indian and for monsoon areas of West Pacific Ocean. The reduction in convection can be influenced by large scale subsidence forced by nearby or remotely generated deep convection, thus it was observed that under the influence of strong large scale rising motion, convection does not decreases but increases monotonically with SST even if SST value is higher than 29.5 degree C. Since convection is related to SST gradient, that helps to generate low level moisture convergence and upward vertical motion in the atmosphere. Strong wind fields like cross equatorial low level jet stream on equator ward side of the warm pool are produced due to convection initiated by SST gradient. Areas having maximum SST have low SST gradient, and that result in feeble convection. Hence it is imperative to mention that the oceanic role (other than SST) could be prominent in influencing large Scale Atmospheric convection. Since warm oceanic surface somewhere or the other contributes to penetrate the heat radiation to the subsurface of the ocean, and as there is no studies seen related to oceanic subsurface role in large Scale Atmospheric convection, in the present study, we are concentrating on the oceanic subsurface contribution in large Scale Atmospheric convection by considering the SST gradient, mixed layer depth (MLD), thermocline, barrier layer. The present study examines the probable role of subsurface ocean parameters in influencing convection.

Keywords: sst, d20, olr, wind

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1050 Unveiling Vegetation Composition and Dynamics Along Urbanization Gradient in Ranchi, Eastern India

Authors: Purabi Saikia

Abstract:

The present study was carried out across 84 vegetated grids (>10% vegetation cover) along an urbanization gradient, ranging from the urban core to peri-urban and natural vegetation in and around Ranchi, Eastern India, aiming to examine the phytosociological attributes by belt transect (167 transects each of 0.5 ha) method. Overall, plant species richness was highest in natural vegetation (242 spp.), followed by peri-urban (198 spp.) and urban (182 spp.). Similarly, H’, CD, E, Dmg, Dmn, and ENS showed significant differences in the tree layer (H’: 0.45-3.36; CD: 0.04-1.00; E: 0.25-0.96; Dmg: 0.18-7.15; Dmn: 0.03-4.24, and ENS: 1-29) in the entire urbanization gradient. Various α-diversity indices of the adult trees (H’: 3.98, Dmg: 14.32, Dmn: 2.38, ENS: 54) were comparatively better in urban vegetation compared to peri-urban (H’: 2.49, Dmg: 10.37, Dmn: 0.81, ENS: 12) and natural vegetation (H’: 2.89, Dmg: 13.46, Dmn: 0.85, ENS: 18). Tree communities have shown better response and adaptability in urban vegetation than shrubs and herbs. The prevalence of rare (41%), very rare (29%), and exotic species (39%) in urban vegetation may be due to the intentional introduction of a number of fast-growing exotic tree species in different social forestry plantations that have created a diverse and heterogeneous habitat. Despite contagious distribution, the majority of trees (36.14%) have shown no regeneration in the entire urbanization gradient. Additionally, a quite high percentage of IUCN red-listed plant species (51% and 178 spp.), including endangered (01 sp.), vulnerable (03 spp.), near threatened (04 spp.), least concern (163 spp.), and data deficient (07 spp.), warrant immediate policy interventions. Overall, the study witnessed subsequent transformations in floristic composition and structure from urban to natural vegetation in Eastern India. The outcomes are crucial for fostering resilient ecosystems, biodiversity conservation, and sustainable development in the region that supports diverse plant communities.

Keywords: floristic communities, urbanization gradients, exotic species, regeneration

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1049 Deep Learning for Renewable Power Forecasting: An Approach Using LSTM Neural Networks

Authors: Fazıl Gökgöz, Fahrettin Filiz

Abstract:

Load forecasting has become crucial in recent years and become popular in forecasting area. Many different power forecasting models have been tried out for this purpose. Electricity load forecasting is necessary for energy policies, healthy and reliable grid systems. Effective power forecasting of renewable energy load leads the decision makers to minimize the costs of electric utilities and power plants. Forecasting tools are required that can be used to predict how much renewable energy can be utilized. The purpose of this study is to explore the effectiveness of LSTM-based neural networks for estimating renewable energy loads. In this study, we present models for predicting renewable energy loads based on deep neural networks, especially the Long Term Memory (LSTM) algorithms. Deep learning allows multiple layers of models to learn representation of data. LSTM algorithms are able to store information for long periods of time. Deep learning models have recently been used to forecast the renewable energy sources such as predicting wind and solar energy power. Historical load and weather information represent the most important variables for the inputs within the power forecasting models. The dataset contained power consumption measurements are gathered between January 2016 and December 2017 with one-hour resolution. Models use publicly available data from the Turkish Renewable Energy Resources Support Mechanism. Forecasting studies have been carried out with these data via deep neural networks approach including LSTM technique for Turkish electricity markets. 432 different models are created by changing layers cell count and dropout. The adaptive moment estimation (ADAM) algorithm is used for training as a gradient-based optimizer instead of SGD (stochastic gradient). ADAM performed better than SGD in terms of faster convergence and lower error rates. Models performance is compared according to MAE (Mean Absolute Error) and MSE (Mean Squared Error). Best five MAE results out of 432 tested models are 0.66, 0.74, 0.85 and 1.09. The forecasting performance of the proposed LSTM models gives successful results compared to literature searches.

Keywords: deep learning, long short term memory, energy, renewable energy load forecasting

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1048 Simplified Stress Gradient Method for Stress-Intensity Factor Determination

Authors: Jeries J. Abou-Hanna

Abstract:

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

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

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1047 Efficiency of Robust Heuristic Gradient Based Enumerative and Tunneling Algorithms for Constrained Integer Programming Problems

Authors: Vijaya K. Srivastava, Davide Spinello

Abstract:

This paper presents performance of two robust gradient-based heuristic optimization procedures based on 3n enumeration and tunneling approach to seek global optimum of constrained integer problems. Both these procedures consist of two distinct phases for locating the global optimum of integer problems with a linear or non-linear objective function subject to linear or non-linear constraints. In both procedures, in the first phase, a local minimum of the function is found using the gradient approach coupled with hemstitching moves when a constraint is violated in order to return the search to the feasible region. In the second phase, in one optimization procedure, the second sub-procedure examines 3n integer combinations on the boundary and within hypercube volume encompassing the result neighboring the result from the first phase and in the second optimization procedure a tunneling function is constructed at the local minimum of the first phase so as to find another point on the other side of the barrier where the function value is approximately the same. In the next cycle, the search for the global optimum commences in both optimization procedures again using this new-found point as the starting vector. The search continues and repeated for various step sizes along the function gradient as well as that along the vector normal to the violated constraints until no improvement in optimum value is found. The results from both these proposed optimization methods are presented and compared with one provided by popular MS Excel solver that is provided within MS Office suite and other published results.

Keywords: constrained integer problems, enumerative search algorithm, Heuristic algorithm, Tunneling algorithm

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1046 A Hierarchical Bayesian Calibration of Data-Driven Models for Composite Laminate Consolidation

Authors: Nikolaos Papadimas, Joanna Bennett, Amir Sakhaei, Timothy Dodwell

Abstract:

Composite modeling of consolidation processes is playing an important role in the process and part design by indicating the formation of possible unwanted prior to expensive experimental iterative trial and development programs. Composite materials in their uncured state display complex constitutive behavior, which has received much academic interest, and this with different models proposed. Errors from modeling and statistical which arise from this fitting will propagate through any simulation in which the material model is used. A general hyperelastic polynomial representation was proposed, which can be readily implemented in various nonlinear finite element packages. In our case, FEniCS was chosen. The coefficients are assumed uncertain, and therefore the distribution of parameters learned using Markov Chain Monte Carlo (MCMC) methods. In engineering, the approach often followed is to select a single set of model parameters, which on average, best fits a set of experiments. There are good statistical reasons why this is not a rigorous approach to take. To overcome these challenges, A hierarchical Bayesian framework was proposed in which population distribution of model parameters is inferred from an ensemble of experiments tests. The resulting sampled distribution of hyperparameters is approximated using Maximum Entropy methods so that the distribution of samples can be readily sampled when embedded within a stochastic finite element simulation. The methodology is validated and demonstrated on a set of consolidation experiments of AS4/8852 with various stacking sequences. The resulting distributions are then applied to stochastic finite element simulations of the consolidation of curved parts, leading to a distribution of possible model outputs. With this, the paper, as far as the authors are aware, represents the first stochastic finite element implementation in composite process modelling.

Keywords: data-driven , material consolidation, stochastic finite elements, surrogate models

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1045 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Black-Scholes partial differential equations, Ito process, option price valuation, partial differential equations

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1044 Optimal Image Representation for Linear Canonical Transform Multiplexing

Authors: Navdeep Goel, Salvador Gabarda

Abstract:

Digital images are widely used in computer applications. To store or transmit the uncompressed images requires considerable storage capacity and transmission bandwidth. Image compression is a means to perform transmission or storage of visual data in the most economical way. This paper explains about how images can be encoded to be transmitted in a multiplexing time-frequency domain channel. Multiplexing involves packing signals together whose representations are compact in the working domain. In order to optimize transmission resources each 4x4 pixel block of the image is transformed by a suitable polynomial approximation, into a minimal number of coefficients. Less than 4*4 coefficients in one block spares a significant amount of transmitted information, but some information is lost. Different approximations for image transformation have been evaluated as polynomial representation (Vandermonde matrix), least squares + gradient descent, 1-D Chebyshev polynomials, 2-D Chebyshev polynomials or singular value decomposition (SVD). Results have been compared in terms of nominal compression rate (NCR), compression ratio (CR) and peak signal-to-noise ratio (PSNR) in order to minimize the error function defined as the difference between the original pixel gray levels and the approximated polynomial output. Polynomial coefficients have been later encoded and handled for generating chirps in a target rate of about two chirps per 4*4 pixel block and then submitted to a transmission multiplexing operation in the time-frequency domain.

Keywords: chirp signals, image multiplexing, image transformation, linear canonical transform, polynomial approximation

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1043 A Non-Iterative Shape Reconstruction of an Interface from Boundary Measurement

Authors: Mourad Hrizi

Abstract:

In this paper, we study the inverse problem of reconstructing an interior interface D appearing in the elliptic partial differential equation: Δu+χ(D)u=0 from the knowledge of the boundary measurements. This problem arises from a semiconductor transistor model. We propose a new shape reconstruction procedure that is based on the Kohn-Vogelius formulation and the topological sensitivity method. The inverse problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a function. The unknown subdomain D is reconstructed using a level-set curve of the topological gradient. Finally, we give several examples to show the viability of our proposed method.

Keywords: inverse problem, topological optimization, topological gradient, Kohn-Vogelius formulation

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1042 Magnetic Navigation of Nanoparticles inside a 3D Carotid Model

Authors: E. G. Karvelas, C. Liosis, A. Theodorakakos, T. E. Karakasidis

Abstract:

Magnetic navigation of the drug inside the human vessels is a very important concept since the drug is delivered to the desired area. Consequently, the quantity of the drug required to reach therapeutic levels is being reduced while the drug concentration at targeted sites is increased. Magnetic navigation of drug agents can be achieved with the use of magnetic nanoparticles where anti-tumor agents are loaded on the surface of the nanoparticles. The magnetic field that is required to navigate the particles inside the human arteries is produced by a magnetic resonance imaging (MRI) device. The main factors which influence the efficiency of the usage of magnetic nanoparticles for biomedical applications in magnetic driving are the size and the magnetization of the biocompatible nanoparticles. In this study, a computational platform for the simulation of the optimal gradient magnetic fields for the navigation of magnetic nanoparticles inside a carotid artery is presented. For the propulsion model of the particles, seven major forces are considered, i.e., the magnetic force from MRIs main magnet static field as well as the magnetic field gradient force from the special propulsion gradient coils. The static field is responsible for the aggregation of nanoparticles, while the magnetic gradient contributes to the navigation of the agglomerates that are formed. Moreover, the contact forces among the aggregated nanoparticles and the wall and the Stokes drag force for each particle are considered, while only spherical particles are used in this study. In addition, gravitational forces due to gravity and the force due to buoyancy are included. Finally, Van der Walls force and Brownian motion are taken into account in the simulation. The OpenFoam platform is used for the calculation of the flow field and the uncoupled equations of particles' motion. To verify the optimal gradient magnetic fields, a covariance matrix adaptation evolution strategy (CMAES) is used in order to navigate the particles into the desired area. A desired trajectory is inserted into the computational geometry, which the particles are going to be navigated in. Initially, the CMAES optimization strategy provides the OpenFOAM program with random values of the gradient magnetic field. At the end of each simulation, the computational platform evaluates the distance between the particles and the desired trajectory. The present model can simulate the motion of particles when they are navigated by the magnetic field that is produced by the MRI device. Under the influence of fluid flow, the model investigates the effect of different gradient magnetic fields in order to minimize the distance of particles from the desired trajectory. In addition, the platform can navigate the particles into the desired trajectory with an efficiency between 80-90%. On the other hand, a small number of particles are stuck to the walls and remains there for the rest of the simulation.

Keywords: artery, drug, nanoparticles, navigation

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1041 Stochastic Response of an Airfoil and Its Effects on Limit Cycle Oscillations’ Behavior under Stall Flutter Regime

Authors: Ketseas Dimitris

Abstract:

In this work, we investigate the effect of noise on a classical two-degree-of-freedom pitch-plunge aeroelastic system. The inlet velocity of the flow is modelled as a stochastically varying parameter by the Ornstein-Uhlenbeck (OU) stochastic process. The system is a 2D airfoil, and the elastic problem is simulated using linear springs. We study the manifestation of Limit Cycle Oscillations (LCO) that correspond to the varying fluid velocity under the dynamic stall regime. We aim to delve into the unexplored facets of the classical pitch-plunge aeroelastic system, seeking a comprehensive understanding of how parametric noise influences the occurrence of LCO and expands the boundaries of its known behavior.

Keywords: aerodynamics, aeroelasticity, computational fluid mechanics, stall flutter, stochastical processes, limit cycle oscillation

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1040 Stochastic Edge Based Anomaly Detection for Supervisory Control and Data Acquisitions Systems: Considering the Zambian Power Grid

Authors: Lukumba Phiri, Simon Tembo, Kumbuso Joshua Nyoni

Abstract:

In Zambia recent initiatives by various power operators like ZESCO, CEC, and consumers like the mines to upgrade power systems into smart grids target an even tighter integration with information technologies to enable the integration of renewable energy sources, local and bulk generation, and demand response. Thus, for the reliable operation of smart grids, its information infrastructure must be secure and reliable in the face of both failures and cyberattacks. Due to the nature of the systems, ICS/SCADA cybersecurity and governance face additional challenges compared to the corporate networks, and critical systems may be left exposed. There exist control frameworks internationally such as the NIST framework, however, there are generic and do not meet the domain-specific needs of the SCADA systems. Zambia is also lagging in cybersecurity awareness and adoption, therefore there is a concern about securing ICS controlling key infrastructure critical to the Zambian economy as there are few known facts about the true posture. In this paper, we introduce a stochastic Edged-based Anomaly Detection for SCADA systems (SEADS) framework for threat modeling and risk assessment. SEADS enables the calculation of steady-steady probabilities that are further applied to establish metrics like system availability, maintainability, and reliability.

Keywords: anomaly, availability, detection, edge, maintainability, reliability, stochastic

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1039 Pore Pressure and In-situ Stress Magnitudes with Image Log Processing and Geological Interpretation in the Haoud Berkaoui Hydrocarbon Field, Northeastern Algerian Sahara

Authors: Rafik Baouche, Rabah Chaouchi

Abstract:

This work reports the first comprehensive stress field interpretation from the eleven recently drilled wells in the Berkaoui Basin, Algerian Sahara. A cumulative length of 7000+m acoustic image logs from 06 vertical wells were investigated, and a mean NW-SE (128°-145° N) maximum horizontal stress (SHMax) orientation is inferred from the B-D quality wellbore breakouts. The study integrates log-based approach with the downhole measurements to infer pore pressure, in-situ stress magnitudes. Vertical stress (Sv), interpreted from the bulk-density profiles, has an average gradient of 22.36 MPa/km. The Ordovician and Cambrian reservoirs have a pore pressure gradient of 13.47-13.77 MPa/km, which is more than the hydrostatic pressure regime. A 17.2-18.3 MPa/km gradient of minimum horizontal stress (Shmin) is inferred from the fracture closure pressure in the reservoirs. Breakout widths constrained the SHMax magnitude in the 23.8-26.5 MPa/km range. Subsurface stress distribution in the central Saharan Algeria indicates that the present-day stress field in the Berkaoui Basin is principally strike-slip faulting (SHMax > Sv > Shmin). Inferences are drawn on the regional stress pattern and drilling and reservoir development.

Keywords: stress, imagery, breakouts, sahara

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1038 Effects and Mechanization of a High Gradient Magnetic Separation Process for Particulate and Microbe Removal from Ballast Water

Authors: Zhijun Ren, Zhang Lin, Zhao Ye, Zuo Xiangyu, Mei Dongxing

Abstract:

As a pretreatment process of ballast water treatment, the performance of high gradient magnetic separation (HGMS) technology for the removal of particulates and microorganisms was studied. The results showed that HGMS process could effectively remove suspended particles larger than 5 µm and had ability to resist impact load. Microorganism could also be effectively removed by HGMS process, and the removal effect increased with increasing magnetic field strength. The maximum removal rates for Escherichia coli (E. coli) and Staphylococcus aureus (S. aureus) were 4016.1% and 9675.3% higher, respectively, than without the magnetic field. In addition, the superoxide dismutase (SOD) activity of the microbes decreased by 32.2% when the magnetic field strength was 15.4 mT for 72 min. The microstructure of the stainless steel wool was investigated, and the results showed that particle removal by HGMS has common function by the magnetic force of the high-strength, high-gradient magnetic field on weakly magnetic particles in the water, and on the stainless steel wool.

Keywords: HGMS, particulates, superoxide dismutase (SOD) activity, steel wool magnetic medium

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1037 Urban Growth Analysis Using Multi-Temporal Satellite Images, Non-stationary Decomposition Methods and Stochastic Modeling

Authors: Ali Ben Abbes, ImedRiadh Farah, Vincent Barra

Abstract:

Remotely sensed data are a significant source for monitoring and updating databases for land use/cover. Nowadays, changes detection of urban area has been a subject of intensive researches. Timely and accurate data on spatio-temporal changes of urban areas are therefore required. The data extracted from multi-temporal satellite images are usually non-stationary. In fact, the changes evolve in time and space. This paper is an attempt to propose a methodology for changes detection in urban area by combining a non-stationary decomposition method and stochastic modeling. We consider as input of our methodology a sequence of satellite images I1, I2, … In at different periods (t = 1, 2, ..., n). Firstly, a preprocessing of multi-temporal satellite images is applied. (e.g. radiometric, atmospheric and geometric). The systematic study of global urban expansion in our methodology can be approached in two ways: The first considers the urban area as one same object as opposed to non-urban areas (e.g. vegetation, bare soil and water). The objective is to extract the urban mask. The second one aims to obtain a more knowledge of urban area, distinguishing different types of tissue within the urban area. In order to validate our approach, we used a database of Tres Cantos-Madrid in Spain, which is derived from Landsat for a period (from January 2004 to July 2013) by collecting two frames per year at a spatial resolution of 25 meters. The obtained results show the effectiveness of our method.

Keywords: multi-temporal satellite image, urban growth, non-stationary, stochastic model

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1036 Forecasting Silver Commodity Prices Using Geometric Brownian Motion: A Stochastic Approach

Authors: Sina Dehghani, Zhikang Rong

Abstract:

Historically, a variety of approaches have been taken to forecast commodity prices due to the significant implications of these values on the global economy. An accurate forecasting tool for a valuable commodity would significantly benefit investors and governmental agencies. Silver, in particular, has grown significantly as a commodity in recent years due to its use in healthcare and technology. This manuscript aims to utilize the Geometric Brownian Motion predictive model to forecast silver commodity prices over multiple 3-year periods. The results of the study indicate that the model has several limitations, particularly its inability to work effectively over longer periods of time, but still was extremely effective over shorter time frames. This study sets a baseline for silver commodity forecasting with GBM, and the model could be further strengthened with refinement.

Keywords: geometric Brownian motion, commodity, risk management, volatility, stochastic behavior, price forecasting

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1035 Geothermal Energy Evaluation of Lower Benue Trough Using Spectral Analysis of Aeromagnetic Data

Authors: Stella C. Okenu, Stephen O. Adikwu, Martins E. Okoro

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The geothermal energy resource potential of the Lower Benue Trough (LBT) in Nigeria was evaluated in this study using spectral analysis of high-resolution aeromagnetic (HRAM) data. The reduced to the equator aeromagnetic data was divided into sixteen (16) overlapping blocks, and each of the blocks was analyzed to obtain the radial averaged power spectrum which enabled the computation of the top and centroid depths to magnetic sources. The values were then used to assess the Curie Point Depth (CPD), geothermal gradients, and heat flow variations in the study area. Results showed that CPD varies from 7.03 to 18.23 km, with an average of 12.26 km; geothermal gradient values vary between 31.82 and 82.50°C/km, with an average of 51.21°C/km, while heat flow variations range from 79.54 to 206.26 mW/m², with an average of 128.02 mW/m². Shallow CPD zones that run from the eastern through the western and southwestern parts of the study area correspond to zones of high geothermal gradient values and high subsurface heat flow distributions. These areas signify zones associated with anomalous subsurface thermal conditions and are therefore recommended for detailed geothermal energy exploration studies.

Keywords: geothermal energy, curie-point depth, geothermal gradient, heat flow, aeromagnetic data, LBT

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1034 Designing Emergency Response Network for Rail Hazmat Shipments

Authors: Ali Vaezi, Jyotirmoy Dalal, Manish Verma

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The railroad is one of the primary transportation modes for hazardous materials (hazmat) shipments in North America. Installing an emergency response network capable of providing a commensurate response is one of the primary levers to contain (or mitigate) the adverse consequences from rail hazmat incidents. To this end, we propose a two-stage stochastic program to determine the location of and equipment packages to be stockpiled at each response facility. The raw input data collected from publicly available reports were processed, fed into the proposed optimization program, and then tested on a realistic railroad network in Ontario (Canada). From the resulting analyses, we conclude that the decisions based only on empirical datasets would undermine the effectiveness of the resulting network; coverage can be improved by redistributing equipment in the network, purchasing equipment with higher containment capacity, and making use of a disutility multiplier factor.

Keywords: hazmat, rail network, stochastic programming, emergency response

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1033 Numerical Studies for Standard Bi-Conjugate Gradient Stabilized Method and the Parallel Variants for Solving Linear Equations

Authors: Kuniyoshi Abe

Abstract:

Bi-conjugate gradient (Bi-CG) is a well-known method for solving linear equations Ax = b, for x, where A is a given n-by-n matrix, and b is a given n-vector. Typically, the dimension of the linear equation is high and the matrix is sparse. A number of hybrid Bi-CG methods such as conjugate gradient squared (CGS), Bi-CG stabilized (Bi-CGSTAB), BiCGStab2, and BiCGstab(l) have been developed to improve the convergence of Bi-CG. Bi-CGSTAB has been most often used for efficiently solving the linear equation, but we have seen the convergence behavior with a long stagnation phase. In such cases, it is important to have Bi-CG coefficients that are as accurate as possible, and the stabilization strategy, which stabilizes the computation of the Bi-CG coefficients, has been proposed. It may avoid stagnation and lead to faster computation. Motivated by a large number of processors in present petascale high-performance computing hardware, the scalability of Krylov subspace methods on parallel computers has recently become increasingly prominent. The main bottleneck for efficient parallelization is the inner products which require a global reduction. The resulting global synchronization phases cause communication overhead on parallel computers. The parallel variants of Krylov subspace methods reducing the number of global communication phases and hiding the communication latency have been proposed. However, the numerical stability, specifically, the convergence speed of the parallel variants of Bi-CGSTAB may become worse than that of the standard Bi-CGSTAB. In this paper, therefore, we compare the convergence speed between the standard Bi-CGSTAB and the parallel variants by numerical experiments and show that the convergence speed of the standard Bi-CGSTAB is faster than the parallel variants. Moreover, we propose the stabilization strategy for the parallel variants.

Keywords: bi-conjugate gradient stabilized method, convergence speed, Krylov subspace methods, linear equations, parallel variant

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1032 Transitional Separation Bubble over a Rounded Backward Facing Step Due to a Temporally Applied Very High Adverse Pressure Gradient Followed by a Slow Adverse Pressure Gradient Applied at Inlet of the Profile

Authors: Saikat Datta

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Incompressible laminar time-varying flow is investigated over a rounded backward-facing step for a triangular piston motion at the inlet of a straight channel with very high acceleration, followed by a slow deceleration experimentally and through numerical simulation. The backward-facing step is an important test-case as it embodies important flow characteristics such as separation point, reattachment length, and recirculation of flow. A sliding piston imparts two successive triangular velocities at the inlet, constant acceleration from rest, 0≤t≤t0, and constant deceleration to rest, t0≤tKeywords: laminar boundary layer separation, rounded backward facing step, separation bubble, unsteady separation, unsteady vortex flows

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1031 Interpersonal Variation of Salivary Microbiota Using Denaturing Gradient Gel Electrophoresis

Authors: Manjula Weerasekera, Chris Sissons, Lisa Wong, Sally Anderson, Ann Holmes, Richard Cannon

Abstract:

The aim of this study was to characterize bacterial population and yeasts in saliva by Polymerase chain reaction followed by denaturing gradient gel electrophoresis (PCR-DGGE) and measure yeast levels by culture. PCR-DGGE was performed to identify oral bacteria and yeasts in 24 saliva samples. DNA was extracted and used to generate DNA amplicons of the V2–V3 hypervariable region of the bacterial 16S rDNA gene using PCR. Further universal primers targeting the large subunit rDNA gene (25S-28S) of fungi were used to amplify yeasts present in human saliva. Resulting PCR products were subjected to denaturing gradient gel electrophoresis using Universal mutation detection system. DGGE bands were extracted and sequenced using Sanger method. A potential relationship was evaluated between groups of bacteria identified by cluster analysis of DGGE fingerprints with the yeast levels and with their diversity. Significant interpersonal variation of salivary microbiome was observed. Cluster and principal component analysis of the bacterial DGGE patterns yielded three significant major clusters, and outliers. Seventeen of the 24 (71%) saliva samples were yeast positive going up to 10³ cfu/mL. Predominately, C. albicans, and six other species of yeast were detected. The presence, amount and species of yeast showed no clear relationship to the bacterial clusters. Microbial community in saliva showed a significant variation between individuals. A lack of association between yeasts and the bacterial fingerprints in saliva suggests the significant ecological person-specific independence in highly complex oral biofilm systems under normal oral conditions.

Keywords: bacteria, denaturing gradient gel electrophoresis, oral biofilm, yeasts

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1030 An Experimental Study on the Effects of Aspect Ratio of a Rectangular Microchannel on the Two-Phase Frictional Pressure Drop

Authors: J. A. Louw Coetzee, Josua P. Meyer

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The thermodynamic properties of different refrigerants in combination with the variation in geometrical properties (hydraulic diameter, aspect ratio, and inclination angle) of a rectangular microchannel determine the two-phase frictional pressure gradient. The effect of aspect ratio on frictional pressure drop had not been investigated enough during adiabatic two-phase flow and condensation in rectangular microchannels. This experimental study was concerned with measurement of the frictional pressure gradient in a rectangular microchannel, with hydraulic diameter of 900 μm. The aspect ratio of this microchannel was varied over a range that stretched from 0.3 to 3 in order to capture the effect of aspect ratio variation. A commonly used refrigerant, R134a, was used in the tests that spanned over a mass flux range of 100 to 1000 kg m-2 s-1 as well as the whole vapour quality range. This study formed part of a refrigerant condensation experiment and was therefore conducted at a saturation temperature of 40 °C. The study found that there was little influence of the aspect ratio on the frictional pressure drop at the test conditions. The data was compared to some of the well known micro- and macro-channel two-phase pressure drop correlations. Most of the separated flow correlations predicted the pressure drop data well at mass fluxes larger than 400 kg m-2 s-1 and vapour qualities above 0.2.

Keywords: aspect ratio, microchannel, two-phase, pressure gradient

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1029 Testing and Validation Stochastic Models in Epidemiology

Authors: Snigdha Sahai, Devaki Chikkavenkatappa Yellappa

Abstract:

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

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1028 GIS-Based Topographical Network for Minimum “Exertion” Routing

Authors: Katherine Carl Payne, Moshe Dror

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The problem of minimum cost routing has been extensively explored in a variety of contexts. While there is a prevalence of routing applications based on least distance, time, and related attributes, exertion-based routing has remained relatively unexplored. In particular, the network structures traditionally used to construct minimum cost paths are not suited to representing exertion or finding paths of least exertion based on road gradient. In this paper, we introduce a topographical network or “topograph” that enables minimum cost routing based on the exertion metric on each arc in a given road network as it is related to changes in road gradient. We describe an algorithm for topograph construction and present the implementation of the topograph on a road network of the state of California with ~22 million nodes.

Keywords: topograph, RPE, routing, GIS

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1027 Non-Targeted Adversarial Object Detection Attack: Fast Gradient Sign Method

Authors: Bandar Alahmadi, Manohar Mareboyana, Lethia Jackson

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Today, there are many applications that are using computer vision models, such as face recognition, image classification, and object detection. The accuracy of these models is very important for the performance of these applications. One challenge that facing the computer vision models is the adversarial examples attack. In computer vision, the adversarial example is an image that is intentionally designed to cause the machine learning model to misclassify it. One of very well-known method that is used to attack the Convolution Neural Network (CNN) is Fast Gradient Sign Method (FGSM). The goal of this method is to find the perturbation that can fool the CNN using the gradient of the cost function of CNN. In this paper, we introduce a novel model that can attack Regional-Convolution Neural Network (R-CNN) that use FGSM. We first extract the regions that are detected by R-CNN, and then we resize these regions into the size of regular images. Then, we find the best perturbation of the regions that can fool CNN using FGSM. Next, we add the resulted perturbation to the attacked region to get a new region image that looks similar to the original image to human eyes. Finally, we placed the regions back to the original image and test the R-CNN with the attacked images. Our model could drop the accuracy of the R-CNN when we tested with Pascal VOC 2012 dataset.

Keywords: adversarial examples, attack, computer vision, image processing

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1026 Global Direct Search Optimization of a Tuned Liquid Column Damper Subject to Stochastic Load

Authors: Mansour H. Alkmim, Adriano T. Fabro, Marcus V. G. De Morais

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In this paper, a global direct search optimization algorithm to reduce vibration of a tuned liquid column damper (TLCD), a class of passive structural control device, is presented. The objective is to find optimized parameters for the TLCD under stochastic load from different wind power spectral density. A verification is made considering the analytical solution of an undamped primary system under white noise excitation. Finally, a numerical example considering a simplified wind turbine model is given to illustrate the efficacy of the TLCD. Results from the random vibration analysis are shown for four types of random excitation wind model where the response PSDs obtained showed good vibration attenuation.

Keywords: generalized pattern search, parameter optimization, random vibration analysis, vibration suppression

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1025 Impact Evaluation and Technical Efficiency in Ethiopia: Correcting for Selectivity Bias in Stochastic Frontier Analysis

Authors: Tefera Kebede Leyu

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The purpose of this study was to estimate the impact of LIVES project participation on the level of technical efficiency of farm households in three regions of Ethiopia. We used household-level data gathered by IRLI between February and April 2014 for the year 2013(retroactive). Data on 1,905 (754 intervention and 1, 151 control groups) sample households were analyzed using STATA software package version 14. Efforts were made to combine stochastic frontier modeling with impact evaluation methodology using the Heckman (1979) two-stage model to deal with possible selectivity bias arising from unobservable characteristics in the stochastic frontier model. Results indicate that farmers in the two groups are not efficient and operate below their potential frontiers i.e., there is a potential to increase crop productivity through efficiency improvements in both groups. In addition, the empirical results revealed selection bias in both groups of farmers confirming the justification for the use of selection bias corrected stochastic frontier model. It was also found that intervention farmers achieved higher technical efficiency scores than the control group of farmers. Furthermore, the selectivity bias-corrected model showed a different technical efficiency score for the intervention farmers while it more or less remained the same for that of control group farmers. However, the control group of farmers shows a higher dispersion as measured by the coefficient of variation compared to the intervention counterparts. Among the explanatory variables, the study found that farmer’s age (proxy to farm experience), land certification, frequency of visit to improved seed center, farmer’s education and row planting are important contributing factors for participation decisions and hence technical efficiency of farmers in the study areas. We recommend that policies targeting the design of development intervention programs in the agricultural sector focus more on providing farmers with on-farm visits by extension workers, provision of credit services, establishment of farmers’ training centers and adoption of modern farm technologies. Finally, we recommend further research to deal with this kind of methodological framework using a panel data set to test whether technical efficiency starts to increase or decrease with the length of time that farmers participate in development programs.

Keywords: impact evaluation, efficiency analysis and selection bias, stochastic frontier model, Heckman-two step

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1024 Efficiency of Secondary Schools by ICT Intervention in Sylhet Division of Bangladesh

Authors: Azizul Baten, Kamrul Hossain, Abdullah-Al-Zabir

Abstract:

The objective of this study is to develop an appropriate stochastic frontier secondary schools efficiency model by ICT Intervention and to examine the impact of ICT challenges on secondary schools efficiency in the Sylhet division in Bangladesh using stochastic frontier analysis. The Translog stochastic frontier model was found an appropriate than the Cobb-Douglas model in secondary schools efficiency by ICT Intervention. Based on the results of the Cobb-Douglas model, it is found that the coefficient of the number of teachers, the number of students, and teaching ability had a positive effect on increasing the level of efficiency. It indicated that these are related to technical efficiency. In the case of inefficiency effects for both Cobb-Douglas and Translog models, the coefficient of the ICT lab decreased secondary school inefficiency, but the online class in school was found to increase the level of inefficiency. The coefficients of teacher’s preference for ICT tools like multimedia projectors played a contributor role in decreasing the secondary school inefficiency in the Sylhet division of Bangladesh. The interaction effects of the number of teachers and the classrooms, and the number of students and the number of classrooms, the number of students and teaching ability, and the classrooms and teaching ability of the teachers were recorded with the positive values and these have a positive impact on increasing the secondary school efficiency. The overall mean efficiency of urban secondary schools was found at 84.66% for the Translog model, while it was 83.63% for the Cobb-Douglas model. The overall mean efficiency of rural secondary schools was found at 80.98% for the Translog model, while it was 81.24% for the Cobb-Douglas model. So, the urban secondary schools performed better than the rural secondary schools in the Sylhet division. It is observed from the results of the Tobit model that the teacher-student ratio had a positive influence on secondary school efficiency. The teaching experiences of those who have 1 to 5 years and 10 years above, MPO type school, conventional teaching method have had a negative and significant influence on secondary school efficiency. The estimated value of σ-square (0.0625) was different from Zero, indicating a good fit. The value of γ (0.9872) was recorded as positive and it can be interpreted as follows: 98.72 percent of random variation around in secondary school outcomes due to inefficiency.

Keywords: efficiency, secondary schools, ICT, stochastic frontier analysis

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