Search results for: mathematical modelling

Authors: Cristian Păuna

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After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction

Procedia PDF Downloads 159

Authors: Ferit Çakıcı, M. Kemal Leblebicioğlu

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In this study, characteristics and flight test analysis of a fixed-wing unmanned aerial vehicle (UAV) with hover capability is analyzed. The base platform is chosen as a conventional airplane with throttle, ailerons, elevator and rudder control surfaces, that inherently allows level flight. Then this aircraft is mechanically modified by the integration of vertical propellers as in multi rotors in order to provide hover capability. The aircraft is modeled using basic aerodynamical principles and linear models are constructed utilizing small perturbation theory for trim conditions. Flight characteristics are analyzed by benefiting from linear control theory’s state space approach. Distinctive features of the aircraft are discussed based on analysis results with comparison to conventional aircraft platform types. A hybrid control system is proposed in order to reveal unique flight characteristics. The main approach includes design of different controllers for different modes of operation and a hand-over logic that makes flight in an enlarged flight envelope viable. Simulation tests are performed on mathematical models that verify asserted algorithms. Flight tests conducted in real world revealed the applicability of the proposed methods in exploiting fixed-wing and rotary wing characteristics of the aircraft, which provide agility, survivability and functionality.

Keywords: flight test, flight characteristics, hybrid aircraft, unmanned aerial vehicle

Procedia PDF Downloads 304

Authors: Sina Keyhanian, Abbas Ahmadi, Behrooz Karimi

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We present a multi-objective binary programming model which considers surgical cases are scheduling among operating rooms and the configuration of surgical instruments in limited capacity hospital trays, simultaneously. Many mathematical models have been developed previously in the literature addressing different challenges in health-care logistics such as assigning operating rooms, leveling beds, etc. But what happens inside the operating rooms along with the inventory management of required instruments for various operations, and also their integration with surgical scheduling have been poorly discussed. Our model considers the minimization of movements between trays during a surgery which recalls the famous cell formation problem in group technology. This assumption can also provide a major potential contribution to robotic surgeries. The tray configuration problem which consumes surgical instruments requirement plan (SIRP) and sequence of surgical procedures based on required instruments (SIRO) is nested inside the bin packing problem. This modeling approach helps us understand that most of the same-output solutions will not be necessarily identical when it comes to the rearrangement of surgeries among rooms. A numerical example has been dealt with via a proposed nested simulated annealing (SA) optimization approach which provides insights about how various configurations inside a solution can alter the optimal condition.

Keywords: health-care logistics, hospital tray configuration, off-line bin packing, simulated annealing optimization, surgical case scheduling

Procedia PDF Downloads 250

Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic

Procedia PDF Downloads 104

Authors: Madhu Aneja, Sapna Sharma

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Thermal conductivity of ordinary heat transfer fluids is not adequate to meet today’s cooling rate requirements. Nanoparticles have been shown to increase the thermal conductivity and convective heat transfer to the base fluids. One of the possible mechanisms for anomalous increase in the thermal conductivity of nanofluids is the Brownian motions of the nanoparticles in the basefluid. In this paper, the natural convection of incompressible nanofluid over a nonlinear stretching sheet in the presence of magnetic field is studied. The flow and heat transfer induced by stretching sheets is important in the study of extrusion processes and is a subject of considerable interest in the contemporary literature. Appropriate similarity variables are used to transform the governing nonlinear partial differential equations to a system of nonlinear ordinary (similarity) differential equations. For computational purpose, Finite Element Method is used. The effective thermal conductivity and viscosity of nanofluid are calculated by KKL (Koo – Klienstreuer – Li) correlation. In this model effect of Brownian motion on thermal conductivity is considered. The effect of important parameter i.e. nonlinear parameter, volume fraction, Hartmann number, heat source parameter is studied on velocity and temperature. Skin friction and heat transfer coefficients are also calculated for concerned parameters.

Keywords: Brownian motion, convection, finite element method, magnetic field, nanofluid, stretching sheet

Procedia PDF Downloads 190

Authors: Ibrahim M. Metwally

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Have you ever thought that earth was not the same earth we live on? Was it bigger or smaller? Was it a great continent surrounded by huge ocean as Alfred Wegener (1912) claimed? Earth is the most amazing planet in our Milky Way galaxy and may be in the universe. It is the only deformed planet that has a variable orbit around the sun and the only planet that has water on its surface. How did earth deformation take place? What does cause earth to deform? What are the results of earth deformation? How does its orbit around the sun change? First earth size computation can be achieved only considering the quantum of iron and nickel rested into earth core. This paper introduces a new theory “Earth expansion Theory”. The principles of “Earth Expansion Theory” are leading to new approaches and concepts to interpret whole earth dynamics and its geological and environmental changes. This theory is not an attempt to unify the two divergent dominant theories of continental drift, plate tectonic theory and earth expansion theory. The new theory is unique since it has a mathematical derivation, explains all the change to and around earth in terms of geological and environmental changes, and answers all unanswered questions in other theories. This paper presents the basic of the introduced theory and discusses the mechanism of earth expansion and how it took place, the forces that made the expansion. The mechanisms of earth size change from its spherical shape with radius about 3447.6 km to an elliptic shape of major radius about 6378.1 km and minor radius of about 6356.8 km and how it took place, are introduced and discussed. This article also introduces, in a more realistic explanation the formation of oceans and seas, the preparation of river formation. It also addresses the role of iron in earth size enlargement process within the continuum mechanics framework.

Keywords: earth size, earth expansion, continuum mechanics, continental and ocean formation

Procedia PDF Downloads 432

Authors: Ruchi B. Semwal, Deepak K. Semwal, Thobile A. N. Nkosi, Alvaro M. Viljoen

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The use of Lawsonia inermis L. (Lythraeae), commonly known as henna, has many medicinal benefits and is used as a remedy for the treatment of diarrhoea, cancer, inflammation, headache, jaundice and skin diseases in folk medicine. Although widely used for hair dyeing and temporary tattooing, henna body art has popularized over the last 15 years and changed from being a traditional bridal and festival adornment to an exotic fashion accessory. The naphthoquinone, lawsone, is one of the main constituents of the plant and responsible for its dyeing property. Henna leaves typically contain 1.8–1.9% lawsone, which is used as a marker compound for the quality control of henna products. Adulteration of henna with various toxic chemicals such as p-phenylenediamine, p-methylaminophenol, p-aminobenzene and p-toluenodiamine to produce a variety of colours, is very common and has resulted in serious health problems, including allergic reactions. This study aims to assess the quality of henna products collected from different parts of the world by determining the lawsone content, as well as the concentrations of any adulterants present. Ultra high performance liquid chromatography-mass spectrometry (UPLC-MS) was used to determine the lawsone concentrations in 172 henna products. Separation of the chemical constituents was achieved on an Acquity UPLC BEH C18 column using gradient elution (0.1% formic acid and acetonitrile). The results from UPLC-MS revealed that of 172 henna products, 11 contained 1.0-1.8% lawsone, 110 contained 0.1-0.9% lawsone, whereas 51 samples did not contain detectable levels of lawsone. High performance thin layer chromatography was investigated as a cheaper, more rapid technique for the quality control of henna in relation to the lawsone content. The samples were applied using an automatic TLC Sampler 4 (CAMAG) to pre-coated silica plates, which were subsequently developed with acetic acid, acetone and toluene (0.5: 1.0: 8.5 v/v). A Reprostar 3 digital system allowed the images to be captured. The results obtained corresponded to those from UPLC-MS analysis. Vibrational spectroscopy analysis (MIR or NIR) of the powdered henna, followed by chemometric modelling of the data, indicates that this technique shows promise as an alternative quality control method. Principal component analysis (PCA) was used to investigate the data by observing clustering and identifying outliers. Partial least squares (PLS) multivariate calibration models were constructed for the quantification of lawsone. In conclusion, only a few of the samples analysed contain lawsone in high concentrations, indicating that they are of poor quality. Currently, the presence of adulterants that may have been added to enhance the dyeing properties of the products, is being investigated.

Keywords: Lawsonia inermis, paraphenylenediamine, temporary tattooing, lawsone

Procedia PDF Downloads 435

Authors: Devika Nair, Sean Bellairs, Ken Evans

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Flow and erosion modeling provides an avenue for simulating the fine suspended sediment in surface water systems like streams and creeks. Fine suspended sediment is highly mobile, and many contaminants that may have been released by any sort of catchment disturbance attach themselves to these sediments. Therefore, a knowledge of fine suspended sediment transport is important in assessing contaminant transport. The CAESAR-Lisflood Landform Evolution Model, which includes a hydrologic model (TOPMODEL) and a hydraulic model (Lisflood), is being used to assess the sediment movement in tropical streams on account of a disturbance in the catchment of the creek and to determine the dynamics of sediment quantity in the creek through the years by simulating the model for future years. The accuracy of future simulations depends on the calibration and validation of the model to the past and present events. Calibration and validation of the model involve finding a combination of parameters of the model, which, when applied and simulated, gives model outputs similar to those observed for the real site scenario for corresponding input data. Calibrating the sediment output of the CAESAR-Lisflood model at the catchment level and using it for studying the equilibrium conditions of the landform is an area yet to be explored. Therefore, the aim of the study was to calibrate the CAESAR-Lisflood model and then validate it so that it could be run for future simulations to study how the landform evolves over time. To achieve this, the model was run for a rainfall event with a set of parameters, plus discharge and sediment data for the input point of the catchment, to analyze how similar the model output would behave when compared with the discharge and sediment data for the output point of the catchment. The model parameters were then adjusted until the model closely approximated the real site values of the catchment. It was then validated by running the model for a different set of events and checking that the model gave similar results to the real site values. The outcomes demonstrated that while the model can be calibrated to a greater extent for hydrology (discharge output) throughout the year, the sediment output calibration may be slightly improved by having the ability to change parameters to take into account the seasonal vegetation growth during the start and end of the wet season. This study is important to assess hydrology and sediment movement in seasonal biomes. The understanding of sediment-associated metal dispersion processes in rivers can be used in a practical way to help river basin managers more effectively control and remediate catchments affected by present and historical metal mining.

Keywords: erosion modelling, fine suspended sediments, hydrology, surface water systems

Procedia PDF Downloads 59

Authors: Maik Kschischo, Dominik Kahl, Philipp Wendland, Andreas Weber

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Understanding and modelling of real-world complex dynamic systems in biology, engineering and other fields is often made difficult by incomplete knowledge about the interactions between systems states and by unknown disturbances to the system. In fact, most real-world dynamic networks are open systems receiving unknown inputs from their environment. To understand a system and to estimate the state dynamics, these inputs need to be reconstructed from output measurements. Reconstructing the input of a dynamic system from its measured outputs is an ill-posed problem if only a limited number of states is directly measurable. A first requirement for solving this problem is the invertibility of the input-output map. In our work, we exploit the fact that invertibility of a dynamic system is a structural property, which depends only on the network topology. Therefore, it is possible to check for invertibility using a structural invertibility algorithm which counts the number of node disjoint paths linking inputs and outputs. The algorithm is efficient enough, even for large networks up to a million nodes. To understand structural features influencing the invertibility of a complex dynamic network, we analyze synthetic and real networks using the structural invertibility algorithm. We find that invertibility largely depends on the degree distribution and that dense random networks are easier to invert than sparse inhomogeneous networks. We show that real networks are often very difficult to invert unless the sensor nodes are carefully chosen. To overcome this problem, we present a sensor node placement algorithm to achieve invertibility with a minimum set of measured states. This greedy algorithm is very fast and also guaranteed to find an optimal sensor node-set if it exists. Our results provide a practical approach to experimental design for open, dynamic systems. Since invertibility is a necessary condition for unknown input observers and data assimilation filters to work, it can be used as a preprocessing step to check, whether these input reconstruction algorithms can be successful. If not, we can suggest additional measurements providing sufficient information for input reconstruction. Invertibility is also important for systems design and model building. Dynamic models are always incomplete, and synthetic systems act in an environment, where they receive inputs or even attack signals from their exterior. Being able to monitor these inputs is an important design requirement, which can be achieved by our algorithms for invertibility analysis and sensor node placement.

Keywords: data-driven dynamic systems, inversion of dynamic systems, observability, experimental design, sensor node placement

Procedia PDF Downloads 128

Authors: T. Garlan, I. Gabelotaud, S. Lucas, E. Marchès

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Production of a global sedimentological seabed map has been initiated in 1995 to provide the necessary tool for searches of aircraft and boats lost at sea, to give sedimentary information for nautical charts, and to provide input data for acoustic propagation modelling. This original approach had already been initiated one century ago when the French hydrographic service and the University of Nancy had produced maps of the distribution of marine sediments of the French coasts and then sediment maps of the continental shelves of Europe and North America. The current map of the sediment of oceans presented was initiated with a UNESCO's general map of the deep ocean floor. This map was adapted using a unique sediment classification to present all types of sediments: from beaches to the deep seabed and from glacial deposits to tropical sediments. In order to allow good visualization and to be adapted to the different applications, only the granularity of sediments is represented. The published seabed maps are studied, if they present an interest, the nature of the seabed is extracted from them, the sediment classification is transcribed and the resulted map is integrated in the world map. Data come also from interpretations of Multibeam Echo Sounder (MES) imagery of large hydrographic surveys of deep-ocean. These allow a very high-quality mapping of areas that until then were represented as homogeneous. The third and principal source of data comes from the integration of regional maps produced specifically for this project. These regional maps are carried out using all the bathymetric and sedimentary data of a region. This step makes it possible to produce a regional synthesis map, with the realization of generalizations in the case of over-precise data. 86 regional maps of the Atlantic Ocean, the Mediterranean Sea, and the Indian Ocean have been produced and integrated into the world sedimentary map. This work is permanent and permits a digital version every two years, with the integration of some new maps. This article describes the choices made in terms of sediment classification, the scale of source data and the zonation of the variability of the quality. This map is the final step in a system comprising the Shom Sedimentary Database, enriched by more than one million punctual and surface items of data, and four series of coastal seabed maps at 1:10,000, 1:50,000, 1:200,000 and 1:1,000,000. This step by step approach makes it possible to take into account the progresses in knowledge made in the field of seabed characterization during the last decades. Thus, the arrival of new classification systems for seafloor has improved the recent seabed maps, and the compilation of these new maps with those previously published allows a gradual enrichment of the world sedimentary map. But there is still a lot of work to enhance some regions, which are still based on data acquired more than half a century ago.

Keywords: marine sedimentology, seabed map, sediment classification, world ocean

Procedia PDF Downloads 210

Authors: Tsetsegmaa A., Bayarsuren B., Altantsetseg Ts.

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To make the best decision on reducing harmful emissions from buses, we need to have a clear understanding of the current state of their actual emissions. The emissions from city buses running on high sulfur fuel, particularly particulate matter (PM) and nitrogen oxides (NOx) from the exhaust gases of conventional diesel engines, have been studied and measured with and without diesel particulate filter (DPF) in Ulaanbaatar city. The study was conducted by using the PEMS (Portable Emissions Measurement System) and gravimetric method in real traffic conditions. The obtained data were used to determine the actual emission rates and to evaluate the effectiveness of the selected particulate filters. Actual road and daily PM emissions from city buses were determined during the warm and cold seasons. A bus with an average daily mileage of 242 km was found to emit 166.155 g of PM into the city's atmosphere on average per day, with 141.3 g in summer and 175.8 g in winter. The actual PM of the city bus is 0.6866 g/km. The concentration of NOx in the exhaust gas averages 1410.94 ppm. The use of DPF reduced the exhaust gas opacity of 24 buses by an average of 97% and filtered a total of 340.4 kg of soot from these buses over a period of six months. Retrofitting an old conventional diesel engine with cassette-type silicon carbide (SiC) DPF, despite the laboriousness of cleaning, can significantly reduce particulate matter emissions. Innovation: First comprehensive road PM and NOx emission dataset and actual road emissions from public buses have been identified. PM and NOx mathematical model equations have been estimated as a function of the bus technical speed and engine revolution with and without DPF.

Keywords: conventional diesel, silicon carbide, real-time onboard measurements, particulate matter, diesel retrofit, fuel sulphur

Procedia PDF Downloads 132

Authors: Umesh Kumar Sinha, Y. K. Nayak, N. Kumar, Swapnil Saurav, Monika Kashyap

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The authors investigate the effect of system and operating parameters on the performance of high temperature solar concentrator for power generation. The effects of system and operating parameters were investigated using the developed mathematical expressions for collector efficiency, heat removal factor, fluid outlet temperature and power, etc. The results were simulated using C++program. The simulated results were plotted for investigation like effect of thermal loss parameter and radiative loss parameters on the collector efficiency, heat removal factor, fluid outlet temperature, rise of temperature and effect of mass flow rate of the fluid outlet temperature. In connection with the power generation, plots were drawn for the effect of (TM–TAMB) on the variation of concentration efficiency, concentrator irradiance on PM/PMN, evaporation temperature on thermal to electric power efficiency (Conversion efficiency) of the plant and overall efficiency of solar power plant.

Keywords: parabolic trough solar collector, radiative and thermal loss parameters, collector efficiency, heat removal factor, fluid outlet and inlet temperatures, rise of temperature, mass flow rate, conversion efficiency, concentrator irradiance

Procedia PDF Downloads 297

Authors: Nasser S. Shebka

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Fuzzy logic is used in complex adaptive systems where classical tools of representing knowledge are unproductive. Nevertheless, the incorporation of fuzzy logic, as it’s the case with all artificial intelligence tools, raised some inconsistencies and limitations in dealing with increased complexity systems and rules that apply to real-life situations and hinders the ability of the inference process of such systems, but it also faces some inconsistencies between inferences generated fuzzy rules of complex or imprecise knowledge-based systems. The use of fuzzy logic enhanced the capability of knowledge representation in such applications that requires fuzzy representation of truth values or similar multi-value constant parameters derived from multi-valued logic, which set the basis for the three t-norms and their based connectives which are actually continuous functions and any other continuous t-norm can be described as an ordinal sum of these three basic ones. However, some of the attempts to solve this dilemma were an alteration to fuzzy logic by means of non-monotonic logic, which is used to deal with the defeasible inference of expert systems reasoning, for example, to allow for inference retraction upon additional data. However, even the introduction of non-monotonic fuzzy reasoning faces a major issue of conflict resolution for which many principles were introduced, such as; the specificity principle and the weakest link principle. The aim of our work is to improve the logical representation and functional modelling of AI systems by presenting a method of resolving existing and potential rule conflicts by representing temporal modalities within defeasible inference rule-based systems. Our paper investigates the possibility of resolving fuzzy rules conflict in a non-monotonic fuzzy reasoning-based system by introducing temporal modalities and Kripke's general weak modal logic operators in order to expand its knowledge representation capabilities by means of flexibility in classifying newly generated rules, and hence, resolving potential conflicts between these fuzzy rules. We were able to address the aforementioned problem of our investigation by restructuring the inference process of the fuzzy rule-based system. This is achieved by using time-branching temporal logic in combination with restricted first-order logic quantifiers, as well as propositional logic to represent classical temporal modality operators. The resulting findings not only enhance the flexibility of complex rule-base systems inference process but contributes to the fundamental methods of building rule bases in such a manner that will allow for a wider range of applicable real-life situations derived from a quantitative and qualitative knowledge representational perspective.

Keywords: fuzzy rule-based systems, fuzzy tense inference, intelligent systems, temporal modalities

Procedia PDF Downloads 66

Authors: Pratibha, Jyoti Kori

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Particles in industry, harvesting, coal mines, etc. may not necessarily be spherical in shape. In general, it is difficult to find perfectly spherical particle. The prediction of movement and deposition of non spherical particle in distinct airway generation is much more difficult as compared to spherical particles. Moreover, there is extensive inflexibility in deposition between ducts of a particular generation and inside every alveolar duct since particle concentrations can be much bigger than the mean acinar concentration. Consequently, a large number of particles fail to be exhaled during expiration. This study presents a mathematical model for the movement and deposition of those non-spherical particles by using particle aspect ratio and shape factor. We analyse the pulsatile behavior underneath sinusoidal wall oscillation due to periodic breathing condition through a non-Darcian porous medium or inside pulmonary region. Since the fluid is viscous and Newtonian, the generalized Navier-Stokes equation in two-dimensional coordinate system (r, z) is used with boundary-layer theory. Results are obtained for various values of Reynolds number, Womersley number, Forchsheimer number, particle aspect ratio and shape factor. Numerical computation is done by using finite difference scheme for very fine mesh in MATLAB. It is found that the overall air velocity is significantly increased by changes in aerodynamic diameter, aspect ratio, alveoli size, Reynolds number and the pulse rate; while velocity is decreased by increasing Forchheimer number.

Keywords: deposition, interstitial lung diseases, non-Darcian medium, numerical simulation, shape factor

Procedia PDF Downloads 154

Authors: Ciwang Teyra, A. H. Y. Lai

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Introduction: Indigenous LGBTQ individuals face with significant life stress such as racial and gender discrimination and microaggressions, which may lead to negative impacts of their mental health. Although studies relevant to Taiwanese indigenous LGBTQpeople gradually increase, most of them are primarily conceptual or qualitative in nature. This research aims to fulfill the gap by offering empirical quantitative evidence, especially investigating the impact of racial and gender microaggressions on mental health among Taiwanese indigenous LGBTQindividuals with an intersectional perspective, as well as examine whether social support can help them to cope with microaggressions. Methods: Participants were (n=200; mean age=29.51; Female=31%, Male=61%, Others=8%). A cross-sectional quantitative design was implemented using data collected in the year 2020. Standardised measurements was used, including Racial Microaggression Scale (10 items), Gender Microaggression Scale (9 items), Social Support Questionnaire-SF(6 items); Patient Health Questionnaire(9-item); and Generalised Anxiety Disorder(7-item). Covariates were age, gender, and perceived economic hardships. Structural equation modelling (SEM) was employed using Mplus 8.0 with the latent variables of depression and anxiety as outcomes. A main effect SEM model was first established (Model1).To test the moderation effects of perceived social support, an interaction effect model (Model 2) was created with interaction terms entered into Model1. Numerical integration was used with maximum likelihood estimation to estimate the interaction model. Results: Model fit statistics of the Model 1:X2(df)=1308.1 (795), p<.05; CFI/TLI=0.92/0.91; RMSEA=0.06; SRMR=0.06. For Model, the AIC and BIC values of Model 2 improved slightly compared to Model 1(AIC =15631 (Model1) vs. 15629 (Model2); BIC=16098 (Model1) vs. 16103 (Model2)). Model 2 was adopted as the final model. In main effect model 1, racialmicroaggressionand perceived social support were associated with depression and anxiety, but not sexual orientation microaggression(Indigenous microaggression: b = 0.27 for depression; b=0.38 for anxiety; Social support: b=-0.37 for depression; b=-0.34 for anxiety). Thus, an interaction term between social support and indigenous microaggression was added in Model 2. In the final Model 2, indigenous microaggression and perceived social support continues to be statistically significant predictors of both depression and anxiety. Social support moderated the effect of indigenous microaggression of depression (b=-0.22), but not anxiety. All covariates were not statistically significant. Implications: Results indicated that racial microaggressions have a significant impact on indigenous LGBTQ people’s mental health. Social support plays as a crucial role to buffer the negative impact of racial microaggression. To promote indigenous LGBTQ people’s wellbeing, it is important to consider how to support them to develop social support network systems.

Keywords: microaggressions, intersectionality, indigenous population, mental health, social support

Procedia PDF Downloads 124

Authors: Fahad Ibrahim, Raphaël Akamavi

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Bangladesh has encountered several industrial disasters (e.g. fire and building collapse tragedies) leading to the loss of valuable human lives. Irrespective of various institutions’ making effort to improve the safety situation, industry compliance and safety behaviour have not yet been improved. Hence, one question remains, to what extent does the institutional elements efficient enough to make any difference in improving safety behaviours? Thus, this study explores the relationship between institutional perspective and safety performance. Structural equation modelling results, using survey data from 256 RMG workers’ of 128 garments manufacturing factories in Bangladesh, show that institutional facets strongly influence management safety commitment to induce workers participation in safety activities and reduce workplace accident rates. The study also found that by upholding industrial standards and inspecting the safety situations, institutions facets significantly and directly affect workers involvement in safety participations and rate of workplace accidents. Additionally, workers involvement to safety practices significantly predicts the safety environment of the workplace. Subsequently, our findings demonstrate that institutional culture, norms, and regulations enact play an important role in altering management commitment to set-up a safer workplace environment. As a result, when workers’ perceive their management having high level of commitment to safety, they are inspired to be involved more in the safety practices, which significantly alter the workplace safety situation and lessen injury experiences. Due to the fact that institutions have strong influence on management commitment, legislative members should endorse, regulate, and strictly monitor workplace safety laws to be exercised by the factory owners. Further, management should take initiatives for adopting OHS features and conceive strategic directions (i.e., set up safety committees, risk assessments, innovative training) for promoting a positive safety climate to provide a safe workplace environment. Arguably, an inclusive public-private partnership is recommended for ensuring better and safer workplace for RMG workers. However, as our data were under a cross-sectional design; the respondents’ perceptions might get changed over a period of time and hence, a longitudinal study is recommended. Finally, further research is needed to determine the impact of improvement mechanisms on workplace safety performance, such as how workplace design, safety training programs, and institutional enforcement policies protect the well-being of workers.

Keywords: institutional perspective, management commitment, safety participation, work injury, safety performance, occupational health and safety

Procedia PDF Downloads 185

Authors: Vemula Amalakrishna, S. Pushpavanam

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Change and motion characterize and persistently reshape the world around us, on scales from molecular to global. The subtle interplay between change (Reaction) and motion (Diffusion) gives rise to an astonishing intricate spatial or temporal pattern. These pattern formation in nature has been intellectually appealing for many scientists since antiquity. Periodic precipitation patterns, also known as Liesegang patterns (LP), are one of the stimulating examples of such self-assembling reaction-diffusion (RD) systems. LP formation has a great potential in micro and nanotechnology. So far, the research on LPs has been concentrated mostly on how these patterns are forming, retrieving information to build a universal mathematical model for them. Researchers have developed various theoretical models to comprehensively construct the geometrical diversity of LPs. To the best of our knowledge, simulation studies of LPs assume an arbitrary value of RD parameters to explain experimental observation qualitatively. In this work, existing models were studied to understand the mechanism behind this phenomenon and challenges pertaining to models were understood and explained. These models are not computationally effective due to the presence of discontinuous precipitation rate in RD equations. To overcome the computational challenges, smoothened Heaviside functions have been introduced, which downsizes the computational time as well. Experiments were performed using a conventional LP system (AgNO₃-K₂Cr₂O₇) to understand the effects of different gels and temperatures on formed LPs. The model is extended for real parameter values to compare the simulated results with experimental data for both 1-D (Cartesian test tubes) and 2-D(cylindrical and Petri dish).

Keywords: reaction-diffusion, spatio-temporal patterns, nucleation and growth, supersaturation

Procedia PDF Downloads 135

Authors: Alexander Cho, Harsho Sanyal, Joseph Cataldo

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A quantitative analysis of the different variables on both the South and North green roofs of the Jacob K. Javits Convention Center was taken to find mathematical relationships between net radiation and evapotranspiration (ET), average outside temperature, and the lysimeter weight. Groups of datasets were analyzed, and the relationships were plotted on linear and semi-log graphs to find consistent relationships. Antecedent conditions for each rainstorm were also recorded and plotted against the volumetric water difference within the lysimeter. The first relation was the inverse parabolic relationship between the lysimeter weight and the net radiation and ET. The peaks and valleys of the lysimeter weight corresponded to valleys and peaks in the net radiation and ET respectively, with the 8/22/15 and 1/22/16 datasets showing this trend. The U-shaped and inverse U-shaped plots of the two variables coincided, indicating an inverse relationship between the two variables. Cross variable relationships were examined through graphs with lysimeter weight as the dependent variable on the y-axis. 10 out of 16 of the plots of lysimeter weight vs. outside temperature plots had R² values > 0.9. Antecedent conditions were also recorded for rainstorms, categorized by the amount of precipitation accumulating during the storm. Plotted against the change in the volumetric water weight difference within the lysimeter, a logarithmic regression was found with large R² values. The datasets were compared using the Mann Whitney U-test to see if the datasets were statistically different, using a significance level of 5%; all datasets compared showed a U test statistic value, proving the null hypothesis of the datasets being different from being true.

Keywords: green roof, green infrastructure, Javits Center, evapotranspiration, net radiation, lysimeter

Procedia PDF Downloads 92

Authors: Chunhua Liao, Jinfei Wang, Bo Shan, Yang Song, Yongjun He, Taifeng Dong

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Winter wheat is one of the main crops in Canada. Forecasting of within-field variability of yield in winter wheat at the early stages is essential for precision farming. However, the crop yield modelling based on high spatial resolution satellite data is generally affected by the lack of continuous satellite observations, resulting in reducing the generalization ability of the models and increasing the difficulty of crop yield forecasting at the early stages. In this study, the correlations between Sentinel-2 data (vegetation indices and reflectance) and yield data collected by combine harvester were investigated and a generalized multivariate linear regression (MLR) model was built and tested with data acquired in different years. It was found that the four-band reflectance (blue, green, red, near-infrared) performed better than their vegetation indices (NDVI, EVI, WDRVI and OSAVI) in wheat yield prediction. The optimum phenological stage for wheat yield prediction with highest accuracy was at the growing stages from the end of the flowering to the beginning of the filling stage. The best MLR model was therefore built to predict wheat yield before harvest using Sentinel-2 data acquired at the end of the flowering stage. Further, to improve the ability of the yield prediction at the early stages, three simple unsupervised domain adaptation (DA) methods were adopted to transform the reflectance data at the early stages to the optimum phenological stage. The winter wheat yield prediction using multiple vegetation indices showed higher accuracy than using single vegetation index. The optimum stage for winter wheat yield forecasting varied with different fields when using vegetation indices, while it was consistent when using multispectral reflectance and the optimum stage for winter wheat yield prediction was at the end of flowering stage. The average testing RMSE of the MLR model at the end of the flowering stage was 604.48 kg/ha. Near the booting stage, the average testing RMSE of yield prediction using the best MLR was reduced to 799.18 kg/ha when applying the mean matching domain adaptation approach to transform the data to the target domain (at the end of the flowering) compared to that using the original data based on the models developed at the booting stage directly (“MLR at the early stage”) (RMSE =1140.64 kg/ha). This study demonstrated that the simple mean matching (MM) performed better than other DA methods and it was found that “DA then MLR at the optimum stage” performed better than “MLR directly at the early stages” for winter wheat yield forecasting at the early stages. The results indicated that the DA had a great potential in near real-time crop yield forecasting at the early stages. This study indicated that the simple domain adaptation methods had a great potential in crop yield prediction at the early stages using remote sensing data.

Keywords: wheat yield prediction, domain adaptation, Sentinel-2, within-field scale

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Authors: Jatupon Em-Udom, Nirand Pisutha-Arnond

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The phase-field-crystal, PFC, approach is a density-functional-type material model with an atomic resolution on a diffusive timescale. Spatially, the model incorporates periodic nature of crystal lattices and can naturally exhibit elasticity, plasticity and crystal defects such as grain boundaries and dislocations. Temporally, the model operates on a diffusive timescale which bypasses the need to resolve prohibitively small atomic-vibration time steps. The PFC model has been used to study many material phenomena such as grain growth, elastic and plastic deformations and solid-solid phase transformations. In this study, the pressure-controlled dynamic equation for the PFC model was developed to simulate a single-component system under externally applied pressure; these coupled equations are important for studies of deformable systems such as those under constant pressure. The formulation is based on the non-equilibrium thermodynamics and the thermodynamics of crystalline solids. To obtain the equations, the entropy variation around the equilibrium point was derived. Then the resulting driving forces and flux around the equilibrium were obtained and rewritten as conventional thermodynamic quantities. These dynamics equations are different from the recently-proposed equations; the equations in this study should provide more rigorous descriptions of the system dynamics under externally applied pressure.

Keywords: driving forces and flux, evolution equation, non equilibrium thermodynamics, Onsager’s reciprocal relation, phase field crystal model, thermodynamics of single-component solid

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Authors: Pratima Pokharel

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When sewer overflow due to rainfall in urban areas, this leads to public health risks when an individual is exposed to that contaminated floodwater. Nevertheless, it is still unclear the extent to which the infections pose a risk to public health. This study analyzed reported diarrheal cases by month and age in Bangkok, Thailand. The results showed that the cases are reported higher in the wet season than in the dry season. It was also found that in Bangkok, the probability of infection with diarrheal diseases in the wet season is higher for the age group between 15 to 44. However, the probability of infection is highest for kids under 5 years, but they are not influenced by wet weather. Further, this study introduced a vulnerability that leads to health risks from urban flooding. This study has found some vulnerability variables that contribute to health risks from flooding. Thus, for vulnerability analysis, the study has chosen two variables, economic status, and age, that contribute to health risk. Assuming that the people's economic status depends on the types of houses they are living in, the study shows the spatial distribution of economic status in the vulnerability maps. The vulnerability map result shows that people living in Sukhumvit have low vulnerability to health risks with respect to the types of houses they are living in. In addition, from age the probability of infection of diarrhea was analyzed. Moreover, a field survey was carried out to validate the vulnerability of people. It showed that health vulnerability depends on economic status, income level, and education. The result depicts that people with low income and poor living conditions are more vulnerable to health risks. Further, the study also carried out 1D Hydrodynamic Advection-Dispersion modelling with 2-year rainfall events to simulate the dispersion of fecal coliform concentration in the drainage network as well as 1D/2D Hydrodynamic model to simulate the overland flow. The 1D result represents higher concentrations for dry weather flows and a large dilution of concentration on the commencement of a rainfall event, resulting in a drop of the concentration due to runoff generated after rainfall, whereas the model produced flood depth, flood duration, and fecal coliform concentration maps, which were transferred to ArcGIS to produce hazard and risk maps. In addition, the study also simulates the 5-year and 10-year rainfall simulations to show the variation in health hazards and risks. It was found that even though the hazard coverage is very high with a 10-year rainfall events among three rainfall events, the risk was observed to be the same with a 5-year and 10-year rainfall events.

Keywords: urban flooding, risk, hazard, vulnerability, health risk, framework

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Authors: E. H. Walsh, J. McMahon, M. P. Herring

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Post-primary school-based suicide prevention (PSSP) is a valuable avenue to reduce suicidal behaviours in adolescents. The aims of this meta-analysis and meta-regression were 1) to quantify the effect of PSSP interventions on adolescent suicide ideation (SI) and suicide attempts (SA), and 2) to explore how intervention effects may vary based on important contextual and intervention factors. This study provides further support to the benefits of PSSP by demonstrating lower suicide outcomes in over 30,000 adolescents following PSSP and mental health interventions and tentatively suggests that intervention effectiveness may potentially vary based on intervention factors. The protocol for this study is registered on PROSPERO (ID=CRD42020168883). Population, intervention, comparison, outcomes, and study design (PICOs) defined eligible studies as cluster randomised studies (n=12) containing PSSP and measuring suicide outcomes. Aggregate electronic database EBSCO host, Web of Science, and Cochrane Central Register of Controlled Trials databases were searched. Cochrane bias tools for cluster randomised studies demonstrated that half of the studies were rated as low risk of bias. The Egger’s Regression Test adapted for multi-level modelling indicated that publication bias was not an issue (all ps > .05). Crude and corresponding adjusted pooled log odds ratios (OR) were computed using the Metafor package in R, yielding 12 SA and 19 SI effects. Multi-level random-effects models accounting for dependencies of effects from the same study revealed that in crude models, compared to controls, interventions were significantly associated with 13% (OR=0.87, 95% confidence interval (CI), [0.78,0.96], Q18 =15.41, p=0.63) and 34% (OR=0.66, 95%CI [0.47,0.91], Q10=16.31, p=0.13) lower odds of SI and SA, respectively. Adjusted models showed similar odds reductions of 15% (OR=0.85, 95%CI[0.75,0.95], Q18=10.04, p=0.93) and 28% (OR=0.72, 95%CI[0.59,0.87], Q10=10.46, p=0.49) for SI and SA, respectively. Within-cluster heterogeneity ranged from no heterogeneity to low heterogeneity for SA across crude and adjusted models (0-9%). No heterogeneity was identified for SI across crude and adjusted models (0%). Pre-specified univariate moderator analyses were not significant for SA (all ps < 0.05). Variations in average pooled SA odds reductions across categories of various intervention characteristics were observed (all ps < 0.05), which preliminarily suggests that the effectiveness of interventions may potentially vary across intervention factors. These findings have practical implications for researchers, clinicians, educators, and decision-makers. Further investigation of important logical, theoretical, and empirical moderators on PSSP intervention effectiveness is recommended to establish how and when PSSP interventions best reduce adolescent suicidal behaviour.

Keywords: adolescents, contextual factors, post-primary school-based suicide prevention, suicide ideation, suicide attempts

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Authors: Hasan Basaran, Emre Unal

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Formation flying of satellites is a mission that involves a relative position keeping of different satellites in the constellation. In this study, different control algorithms are compared with one another in terms of ΔV, velocity increment, and tracking error. Various control methods, covering continuous and impulsive approaches are implemented and tested for satellites flying in low Earth orbit. Feedback linearization, sliding mode control, and model predictive control are designed and compared with an impulsive feedback law, which is based on mean orbital elements. Feedback linearization and sliding mode control approaches have identical mathematical models that include second order Earth oblateness effects. The model predictive control, on the other hand, does not include any perturbations and assumes circular chief orbit. The comparison is done with 4 different initial errors and achieved with velocity increment, root mean square error, maximum steady state error, and settling time. It was observed that impulsive law consumed the least ΔV, while produced the highest maximum error in the steady state. The continuous control laws, however, consumed higher velocity increments and produced lower amounts of tracking errors. Finally, the inversely proportional relationship between tracking error and velocity increment was established.

Keywords: chief-deputy satellites, feedback linearization, follower-leader satellites, formation flight, fuel consumption, model predictive control, rendezvous, sliding mode

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Authors: Waqed H. Almohammed, Mohammed Y. Fattah, Sajjad E. Rasheed

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Dynamic traffic loads cause deformation of underground pipes, resulting in vehicle discomfort. This makes it necessary to reinforce the layers of soil above underground pipes. In this study, the subbase layer was reinforced. Finite element software (PLAXIS 3D) was used to in the simulation, which includes geocell reinforcement, vehicle loading, soil layers and Glass Fiber Reinforced Plastic (GRP) pipe. Geocell reinforcement was modeled using a geogrid element, which was defined as a slender structure element that has the ability to withstand axial stresses but not to resist bending. Geogrids cannot withstand compression but they can withstand tensile forces. Comparisons have been made between the numerical models and experimental works, and a good agreement was obtained. Using the mathematical model, the performance of three different pipes of diameter 600 mm, 800 mm, and 1000 mm, and three different vehicular speeds of 20 km/h, 40 km/h, and 60 km/h, was examined to determine their impact on surface settlement and vertical pressure at the pipe crown for two cases: with and without geocell reinforcement. The results showed that, for a pipe diameter of 600 mm under geocell reinforcement, surface settlement decreases by 94 % when the speed of the vehicle is 20 km/h and by 98% when the speed of the vehicle is 60 km/h. Vertical pressure decreases by 81 % when the diameter of the pipe is 600 mm, while the value decreases to 58 % for a pipe with diameter 1000 mm. The results show that geocell reinforcement causes a significant and positive reduction in surface settlement and vertical stress above the pipe crown, leading to an increase in pipe safety.

Keywords: dynamic loading, finite element, geocell-reinforcement, GRP pipe, PLAXIS 3D, surface settlement

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Authors: Phillipa Evans, Christopher Trotter

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Aims: This study aims to examine the effectiveness of a practice skills framework implemented in three youth detention centres in Juvenile Justice in New South Wales (NSW), Australia. The study is supported by a grant from and Australian Research Council and NSW Juvenile Justice. Recent years have seen a number of incidents in youth detention centres in Australia and other places. These have led to inquiries and reviews with some suggesting that detention centres often do not even meet basic human rights and do little in terms of providing opportunities for rehabilitation of residents. While there is an increasing body of research suggesting that community based supervision can be effective in reducing recidivism if appropriate skills are used by supervisors, there has been less work considering worker skills in youth detention settings. The research that has been done, however, suggest that teaching interpersonal skills to youth officers may be effective in enhancing the rehabilitation culture of centres. Positive outcomes have been seen in a UK detention centre for example, from teaching staff to do five-minute problem-solving interventions. The aim of this project is to examine the effectiveness of training and coaching youth detention staff in three NSW detention centres in interpersonal practice skills. Effectiveness is defined in terms of reductions in the frequency of critical incidents and improvements in the well-being of staff and young people. The research is important as the results may lead to the development of more humane and rehabilitative experiences for young people. Method: The study involves training staff in core effective practice skills and supporting staff in the use of those skills through supervision and de-briefing. The core effective practice skills include role clarification, pro-social modelling, brief problem solving, and relationship skills. The training also addresses some of the background to criminal behaviour including trauma. Data regarding critical incidents and well-being before and after the program implementation are being collected. This involves interviews with staff and young people, the completion of well-being scales, and examination of departmental records regarding critical incidents. In addition to the before and after comparison a matched control group which is not offered the intervention is also being used. The study includes more than 400 young people and 100 youth officers across 6 centres including the control sites. Data collection includes interviews with workers and young people, critical incident data such as assaults, use of lock ups and confinement and school attendance. Data collection also includes analysing video-tapes of centre activities for changes in the use of staff skills. Results: The project is currently underway with ongoing training and supervision. Early results will be available for the conference.

Keywords: custody, practice skills, training, youth workers

Procedia PDF Downloads 80

Authors: Elizabeth Parrott, Harry Pointon, Frederic Bezombes, Heather Panter

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Unmanned aerial vehicles (UAV’s) are making a profound effect within policing, forensic and fire service procedures worldwide. These intelligent devices have already proven useful in photographing and recording large-scale outdoor and indoor sites using orthomosaic and three-dimensional (3D) modelling techniques, for the purpose of capturing and recording sites during and post-incident. UAV’s are becoming an established tool as they are extending the reach of the photographer and offering new perspectives without the expense and restrictions of deploying full-scale aircraft. 3D reconstruction quality is directly linked to the resolution of captured images; therefore, close proximity flights are required for more detailed models. As technology advances deployment of UAVs in confined spaces is becoming more common. With this in mind, this study investigates the effects of UAV operation within active crimes scenes with regard to the dispersal of particulate evidence. To date, there has been little consideration given to the potential effects of using UAV’s within active crime scenes aside from a legislation point of view. Although potentially the technology can reduce the likelihood of contamination by replacing some of the roles of investigating practitioners. There is the risk of evidence dispersal caused by the effect of the strong airflow beneath the UAV, from the downwash of the propellers. The initial results of this study are therefore presented to determine the height of least effect at which to fly, and the commercial propeller type to choose to generate the smallest amount of disturbance from the dataset tested. In this study, a range of commercially available 4-inch propellers were chosen as a starting point due to the common availability and their small size makes them well suited for operation within confined spaces. To perform the testing, a rig was configured to support a single motor and propeller powered with a standalone mains power supply and controlled via a microcontroller. This was to mimic a complete throttle cycle and control the device to ensure repeatability. By removing the variances of battery packs and complex UAV structures to allow for a more robust setup. Therefore, the only changing factors were the propeller and operating height. The results were calculated via computer vision analysis of the recorded dispersal of the sample particles placed below the arm-mounted propeller. The aim of this initial study is to give practitioners an insight into the technology to use when operating within confined spaces as well as recognizing some of the issues caused by UAV’s within active crime scenes.

Keywords: dispersal, evidence, propeller, UAV

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Authors: S. Boria

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In the last years, the crashworthiness of an automotive body structure can be improved, since the beginning of the design stage, thanks to the development of specific optimization tools. It is well known how the finite element codes can help the designer to investigate the crashing performance of structures under dynamic impact. Therefore, by coupling nonlinear mathematical programming procedure and statistical techniques with FE simulations, it is possible to optimize the design with reduced number of analytical evaluations. In engineering applications, many optimization methods which are based on statistical techniques and utilize estimated models, called meta-models, are quickly spreading. A meta-model is an approximation of a detailed simulation model based on a dataset of input, identified by the design of experiments (DOE); the number of simulations needed to build it depends on the number of variables. Among the various types of meta-modeling techniques, Kriging method seems to be excellent in accuracy, robustness and efficiency compared to other ones when applied to crashworthiness optimization. Therefore the application of such meta-model was used in this work, in order to improve the structural optimization of a bumper for a racing car in composite material subjected to frontal impact. The specific energy absorption represents the objective function to maximize and the geometrical parameters subjected to some design constraints are the design variables. LS-DYNA codes were interfaced with LS-OPT tool in order to find the optimized solution, through the use of a domain reduction strategy. With the use of the Kriging meta-model the crashworthiness characteristic of the composite bumper was improved.

Keywords: composite material, crashworthiness, finite element analysis, optimization

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Authors: Mahmoud A. Mahmoud, Ashraf Osman

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In this study, the different approaches currently followed by design codes to assess the stability of buildings utilizing concrete moment resisting frames structural system are evaluated. For such purpose, a parametric study was performed. It involved analyzing group of concrete moment resisting frames having different slenderness ratios (height/width ratios), designed for different lateral loads to vertical loads ratios and constructed using ordinary reinforced concrete and high strength concrete for stability check and overall buckling using code approaches and computer buckling analysis. The objectives were to examine the influence of such parameters that directly linked to frames’ lateral stiffness on the buildings’ stability and evaluates the code approach in view of buckling analysis results. Based on this study, it was concluded that, the most susceptible buildings to instability and magnification of second order effects are buildings having high aspect ratios (height/width ratio), having low lateral to vertical loads ratio and utilizing construction materials of high strength. In addition, the study showed that the instability limits imposed by codes are mainly mathematical to ensure reliable analysis not a physical ones and that they are in general conservative. Also, it has been shown that the upper limit set by one of the codes that second order moment for structural elements should be limited to 1.4 the first order moment is not justified, instead, the overall story check is more reliable.

Keywords: buckling, lateral stability, p-delta, second order

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Authors: Wei Sun, Yan Dong

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There is an increasing interest in introducing computational thinking at an early age. Computational thinking, like mathematical thinking, engineering thinking, and scientific thinking, is a kind of analytical thinking. Learning computational thinking skills is not only to improve technological literacy, but also allows learners to equip with practicable skills such as problem-solving skills. As people realize the importance of computational thinking, the field of educational technology faces a problem: how to choose appropriate tools and activities to help students develop computational thinking skills. Robots are gradually becoming a popular teaching tool, as robots provide a tangible way for young children to access to technology, and controlling a robot through programming offers them opportunities to engage in developing computational thinking. This study explores whether the introduction of flowcharts into the robotics programming courses can help children convert natural language into a programming language more easily, and then to better cultivate their computational thinking skills. An experimental study was adopted with a sample of children ages six to seven (N = 16) participated, and a one-meter-tall humanoid robot was used as the teaching tool. Results show that children can master basic programming concepts through robotic courses. Children's computational thinking has been significantly improved. Besides, results suggest that flowcharts do have an impact on young children’s computational thinking skills development, but it only has a significant effect on the "sequencing" and "correspondence" skills. Overall, the study demonstrates that the humanoid robot and flowcharts have qualities that foster young children to learn programming and develop computational thinking skills.

Keywords: robotics, computational thinking, programming, young children, flow chart

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Authors: Francys Souza, Alberto Ohashi, Dorival Leao

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We present a general solution for finding the ε-optimal controls for non-Markovian stochastic systems as stochastic differential equations driven by Brownian motion, which is a problem recognized as a difficult solution. The contribution appears in the development of mathematical tools to deal with modeling and control of non-Markovian systems, whose applicability in different areas is well known. The methodology used consists to discretize the problem through a random discretization. In this way, we transform an infinite dimensional problem in a finite dimensional, thereafter we use measurable selection arguments, to find a control on an explicit form for the discretized problem. Then, we prove the control found for the discretized problem is a ε-optimal control for the original problem. Our theory provides a concrete description of a rather general class, among the principals, we can highlight financial problems such as portfolio control, hedging, super-hedging, pairs-trading and others. Therefore, our main contribution is the development of a tool to explicitly the ε-optimal control for non-Markovian stochastic systems. The pathwise analysis was made through a random discretization jointly with measurable selection arguments, has provided us with a structure to transform an infinite dimensional problem into a finite dimensional. The theory is applied to stochastic control problems based on path-dependent stochastic differential equations, where both drift and diffusion components are controlled. We are able to explicitly show optimal control with our method.

Keywords: dynamic programming equation, optimal control, stochastic control, stochastic differential equation

Procedia PDF Downloads 157