Search results for: Stokes drift

Authors: John Knight, Fuchun Li, Yan Xu

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Based on a new method of the nonparametric estimator of the drift function, we propose a consistent test for the parametric specification of the drift function in the short rate diffusion process using observations from a panel of yields. The test statistic is shown to follow an asymptotic normal distribution under the null hypothesis that the parametric drift function is correctly specified, and converges to infinity under the alternative. Taking the daily 7-day European rates as a proxy of the short rate, we use our test to examine whether the drift of the short rate diffusion process is linear or nonlinear, which is an unresolved important issue in the short rate modeling literature. The testing results indicate that none of the drift functions in this literature adequately captures the dynamics of the drift, but nonlinear specification performs better than the linear specification.

Keywords: diffusion process, nonparametric estimation, derivative security price, drift function and volatility function

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Authors: Sheng-Tse Wu, Wu-Sung Yao

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In this paper, a drift assist control system is proposed for remote control (RC) cars to get the perfect drift angle. A steering servo control scheme is given powerfully to assist the drift driving. A gyroscope sensor is included to detect the machine's tail sliding and to achieve a better automatic counter-steering to prevent RC car from spinning. To analysis tire traction and vehicle dynamics is used to obtain the dynamic track of RC cars. It comes with a control gain to adjust counter-steering amount according to the sensor condition. An illustrated example of 1:10 RC drift car is given and the real-time control algorithm is realized by Arduino Uno.

Keywords: drift assist control system, remote control cars, gyroscope, vehicle dynamics

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Authors: Ross Calvert, Colin Whittaker, Alison Raby, Alistair G. L. Borthwick, Ton S. van den Bremer

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Large concentrations of plastic have polluted the seas in the last half century, with harmful effects on marine wildlife and potentially to human health. Plastic pollution will have lasting effects because it is expected to take hundreds or thousands of years for plastic to decay in the ocean. The question arises how waves transport plastic in the ocean. The predominant motion induced by waves creates ellipsoid orbits. However, these orbits do not close, resulting in a drift. This is defined as Stokes drift. If a particle is infinitesimally small and the same density as water, it will behave exactly as the water does, i.e., as a purely Lagrangian tracer. However, as the particle grows in size or changes density, it will behave differently. The particle will then have its own inertia, the fluid will exert drag on the particle, because there is relative velocity, and it will rise or sink depending on the density and whether it is on the free surface. Previously, plastic pollution has all been considered to be purely Lagrangian. However, the steepness of waves in the ocean is small, normally about α = k₀a = 0.1 (where k₀ is the wavenumber and a is the wave amplitude), this means that the mean drift flows are of the order of ten times smaller than the oscillatory velocities (Stokes drift is proportional to steepness squared, whilst the oscillatory velocities are proportional to the steepness). Thus, the particle motion must have the forces of the full motion, oscillatory and mean flow, as well as a dynamic buoyancy term to account for the free surface, to determine whether inertia is important. To track the motion of a floating inertial particle under wave action requires the fluid velocities, which form the forcing, and the full equations of motion of a particle to be solved. Starting with the equation of motion of a sphere in unsteady flow with viscous drag. Terms can added then be added to the equation of motion to better model floating plastic: a dynamic buoyancy to model a particle floating on the free surface, quadratic drag for larger particles and a slope sliding term. Using perturbation methods to order the equation of motion into sequentially solvable parts allows a parametric equation for the transport of inertial finite-sized floating particles to be derived. This parametric equation can then be validated using numerical simulations of the equation of motion and flume experiments. This paper presents a parametric equation for the transport of inertial floating finite-size particles by ocean waves. The equation shows an increase in Stokes drift for larger, less dense particles. The equation has been validated using numerical solutions of the equation of motion and laboratory flume experiments. The difference in the particle transport equation and a purely Lagrangian tracer is illustrated using worlds maps of the induced transport. This parametric transport equation would allow ocean-scale numerical models to include inertial effects of floating plastic when predicting or tracing the transport of pollutants.

Keywords: perturbation methods, plastic pollution transport, Stokes drift, wave flume experiments, wave-induced mean flow

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Authors: M. V. Manoj Kumar, Likewin Thomas, Annappa

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Process mining provides methods and techniques for analyzing event logs recorded in modern information systems that support real-world operations. While analyzing an event-log, state-of-the-art techniques available in process mining believe that the operational process as a static entity (stationary). This is not often the case due to the possibility of occurrence of a phenomenon called concept drift. During the period of execution, the process can experience concept drift and can evolve with respect to any of its associated perspectives exhibiting various patterns-of-change with a different pace. Work presented in this paper discusses the main aspects to consider while addressing concept drift phenomenon and proposes a method for detecting and localizing the sudden concept drifts in control-flow perspective of the process by using features extracted by processing the traces in the process log. Our experimental results are promising in the direction of efficiently detecting and localizing concept drift in the context of process mining research discipline.

Keywords: abrupt drift, concept drift, sudden drift, control-flow perspective, detection and localization, process mining

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Authors: Amir Alirezaei, Shahram Vahdani

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This study estimates the seismic demands of tall buildings with central symmetric setbacks by using nonlinear time history analysis. Three setback structures, all 60-story high with setback in three levels, are used for evaluation. The effects of irregularities occurred by setback, are evaluated by determination of global-drift, story-displacement and story drift. Story-displacement is modified by roof displacement and first story displacement and story drift is modified by global drift. All results are calculated at the center of mass and in x and y direction. Also the absolute values of these quantities are determined. The results show that increasing of vertical irregularities increases the global drift of the structure and enlarges the deformations in the height of the structure. It is also observed that the effects of geometry irregularity in the seismic deformations of setback structures are higher than those of mass irregularity.

Keywords: deformation demand, drift, setback, tall building

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Authors: Ali Etemadi, Polat H. Gulkan

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The drift spectrum derived through the continuous shear-beam and wave propagation theory is known to be useful appliance to measure of the demand of pulse like near field ground motions on building structures. As regards, many of old frame buildings with poor or non-ductile column elements, pass the elastic limits and blurt the post yielding hysteresis degradation responses when subjected to such impulsive ground motions. The drift spectrum which, is based on a linear system cannot be predicted the overestimate drift demands arising from inelasticity in an elastic plastic systems. A simple procedure to estimate the drift demands in shear-type frames which, respond over the elastic limits is described and effect of hysteresis degradation behavior on seismic demands is clarified. Whereupon the modification factors are proposed to incorporate the hysteresis degradation effects parametrically. These factors are defined with respected to the linear systems. The method can be applicable for rapid assessment of existing poor detailed, non-ductile buildings.

Keywords: drift spectrum, shear-type frame, stiffness and strength degradation, pinching, smooth hysteretic model, quasi static analysis

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Authors: Shaomei Li, Yawen Wang, Chao Gao

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To improve tracking drift which often occurs in adaptive tracking, an algorithm based on the fusion of tracking and detection is proposed in this paper. Firstly, object tracking is posed as a binary classification problem and is modeled by partial least squares (PLS) analysis. Secondly, tracking object frame by frame via particle filtering. Thirdly, validating the tracking reliability based on both positive and negative models matching. Finally, relocating the object based on SIFT features matching and voting when drift occurs. Object appearance model is updated at the same time. The algorithm cannot only sense tracking drift but also relocate the object whenever needed. Experimental results demonstrate that this algorithm outperforms state-of-the-art algorithms on many challenging sequences.

Keywords: object tracking, tracking drift, partial least squares analysis, positive and negative models matching

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Authors: Kyu Jin Kim, Byung Kwan Oh, Hyo Seon Park

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The seismic responses-based structural health monitoring system has been performed to reduce seismic damage. The inter-story drift ratio which is the major index of the seismic capacity assessment is employed for estimating the seismic damage of buildings. Meanwhile, seismic response analysis to estimate the structural responses of building demands significantly high computational cost due to increasing number of high-rise and large buildings. To estimate the inter-story drift ratio of buildings from the earthquake efficiently, this paper suggests the estimation method of inter-story drift for buildings using an artificial neural network (ANN). In the method, the radial basis function neural network (RBFNN) is integrated with optimization algorithm to optimize the variable through evolutionary learning that refers to evolutionary radial basis function neural network (ERBFNN). The estimation method estimates the inter-story drift without seismic response analysis when the new earthquakes are subjected to buildings. The effectiveness of the estimation method is verified through a simulation using multi-degree of freedom system.

Keywords: structural health monitoring, inter-story drift ratio, artificial neural network, radial basis function neural network, genetic algorithm

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Authors: Nishtha Madaan, Prateek Chaudhury, Nishant Kumar, Srikanta Bedathur

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In modern NLP applications, word embeddings are a crucial backbone that can be readily shared across a number of tasks. However, as the text distributions change and word semantics evolve over time, the downstream applications using the embeddings can suffer if the word representations do not conform to the data drift. Thus, maintaining word embeddings to be consistent with the underlying data distribution is a key problem. In this work, we tackle this problem and propose TransDrift, a transformer-based prediction model for word embeddings. Leveraging the flexibility of the transformer, our model accurately learns the dynamics of the embedding drift and predicts future embedding. In experiments, we compare with existing methods and show that our model makes significantly more accurate predictions of the word embedding than the baselines. Crucially, by applying the predicted embeddings as a backbone for downstream classification tasks, we show that our embeddings lead to superior performance compared to the previous methods.

Keywords: NLP applications, transformers, Word2vec, drift, word embeddings

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Authors: M. Yaqub Khan, Usman Shabbir

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History of plasma reveals that continuous struggle of experimentalists and theorists are not fruitful for confinement up to now. It needs a change to bring the research through entropy. Approximately, all the quantities like number density, temperature, electrostatic potential, etc. are connected to entropy. Therefore, it is better to change the way of research. In ion temperature gradient mode with the help of Braginskii model, Boltzmannian electrons, effect of velocity shear is studied inculcating entropy in the magnetoplasma. New dispersion relation is derived for ion temperature gradient mode, and dependence on entropy gradient drift is seen. It is also seen velocity shear enhances the instability but in anomalous transport, its role is not seen significantly but entropy. This work will be helpful to the next step of tokamak and space plasmas.

Keywords: entropy, velocity shear, ion temperature gradient mode, drift

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Authors: S. Belgherras Bekkouche, T. Benouaz, S. M. A. Bekkouche

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Tokamak plasma is far from having a stable background. The study of turbulent transport is an important part of the current research and advanced scenarios were devised to minimize it. To do this, we used a three-wave interaction model which allows to investigate the occurrence drift-wave turbulence driven by pressure gradients in the edge plasma of a tokamak. In order to simulate the energy redistribution among different modes, the growth/decay rates for the three waves was added. After a numerical simulation, we can determine certain aspects of the temporal dynamics exhibited by the model. Indeed for a wide range of the wave decay rate, an intermittent transition from periodic behavior to chaos is observed. Then, a control strategy of chaos was introduced with the aim of reducing or eliminating the weak turbulence.

Keywords: wave interaction, plasma drift waves, wave turbulence, tokamak, edge plasma, chaos

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Authors: N. H. Hamid, A. Azmi, M. I. Adiyanto

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This main purpose of this paper is to evaluate the seismic performance of double bay two-storey reinforced concrete frame under in-plane lateral cyclic loading which designed using Eurocode 8 (EC8) by taking into account of seismic loading. The prototype model of reinforced concrete frame was constructed in one-half scale tested under in-plane lateral cyclic loading starts with ±0.2% drift, ±0.25% up to ±3.0% drift with the increment of ±0.25%. The performance of the RC frame is evaluated in terms of the hysteresis loop (load vs. displacement), stiffness, ductility, lateral strength, stress-strain relationship and equivalent viscous damping. Visual observation of the crack pattern after testing were observed where the beam- column joint suffer the most severe damage as it is the critical part in moment resisting frame. Spalling of concrete starts occurred at ±2.0% drift and become worse at ±2.5% drift. The experimental result shows that the maximum lateral strength of specimen is 99.98 kN and ductility of the specimen is µ=4.07 which lies between 3≤µ≤6 in order to withstand moderate to severe earthquakes.

Keywords: ductility, equivalent viscous damping, hysteresis loops, lateral strength, stiffness

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Authors: Yuanhao Gao, Pin Lin, Kees Weijer

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In this paper, we will determine the external body force distribution with analysis of stokes fluid motion using mathematical modelling and numerical approaching. The body force distribution is regarded as the unknown variable and could be determined by the idea of optimal control theory. The Stokes flow motion and its velocity are generated by given forces in a unit square domain. A regularized objective functional is built to match the numerical result of flow velocity with the generated velocity data. So that the force distribution could be determined by minimizing the value of objective functional, which is also the difference between the numerical and experimental velocity. Then after utilizing the Lagrange multiplier method, some partial differential equations are formulated consisting the optimal control system to solve. Finite element method and conjugate gradient method are used to discretize equations and deduce the iterative expression of target body force to compute the velocity numerically and body force distribution. Programming environment FreeFEM++ supports the implementation of this model.

Keywords: optimal control model, Stokes equation, finite element method, conjugate gradient method

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Authors: Maryam Mirzaei, Sinisa Krajnovic´

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The paper reports a study about the prediction of flows around simplified vehicles using Partially-Averaged Navier-Stokes (PANS). Numerical simulations are performed for two simplified vehicles: A slanted-back Ahmed body at Re=30 000 and a square back Ahmed body at Re=300 000. A comparison of the resolved and modeled physical flow scales is made with corresponding LES and experimental data for a better understanding of the performance of the PANS model. The PANS model is compared for coarse and fine grid resolutions and it is indicated that even a coarse-grid PANS simulation is able to produce fairly close flow predictions to those from a well-resolved LES simulation. The results indicate the possibility of improvement of the predictions by employing a finer grid resolution.

Keywords: partially-averaged Navier-Stokes, large eddy simulation, PANS, LES, Ahmed body

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Authors: T. V. Dinh, I. Y. Choi, J. W. Ahn, Y. H. Oh, G. Bo, J. Y. Lee, J. C. Kim

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A Non-Dispersive Infrared (NDIR) multi-gas analyzer has been developed to monitor the emission of carbon monoxide (CO) and sulfur dioxide (SO2) from various industries. The NDIR technique for gas measurement is based on the wavelength absorption in the infrared spectrum as a way to detect particular gasses. NDIR analyzers have popularly applied in the Tele-Monitoring System (TMS). The advantage of the NDIR analyzer is low energy consumption and cost compared with other spectroscopy methods. However, zero/span drift and interference are its urgent issues to be solved. Multi-pathway technique based on optical White cell was employed to improve the sensitivity of the analyzer in this work. A pyroelectric detector was used to detect the Infrared radiation. The analytical range of the analyzer was 0 ~ 200 ppm. The instrument response time was < 2 min. The detection limits of CO and SO2 were < 4 ppm and < 6 ppm, respectively. The zero and span drift of 24 h was less than 3%. The linearity of the analyzer was less than 2.5% of reference values. The precision and accuracy of both CO and SO2 channels were < 2.5% of relative standard deviation. In general, the analyzer performed well. However, the detection limit and 24h drift should be improved to be a more competitive instrument.

Keywords: analyzer, CEMS, monitoring, NDIR, TMS

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Authors: Wei-Chou Hsu, Ching-Sung Lee, Han-Yin Liu

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This work uses H2O2 oxidation technique to improve the pH sensitivity of the AlGaN/GaN-based ion-sensitive field-effect transistors (ISFETs). 10-nm-thick Al2O3 was grown on the surface of the AlGaN. It was found that the pH sensitivity was improved from 41.6 mV/pH to 55.2 mV/pH. Since the H2O2-grown Al2O3 was served as a passivation layer and the problem of Fermi-level pinning was suppressed for the ISFET with the H2O2 oxidation process. Hysteresis effect in the ISFET with the H2O2 treatment also became insignificant. The hysteresis effect was observed by dipping the ISFETs into different pH value solutions and comparing the voltage difference between the initial and final conditions. The hysteresis voltage (Vhys) of the ISFET with the H2O2 oxidation process was improved from 8.7 mV to 4.8 mV. The hysteresis effect is related to the buried binding sites which are related to the material defects like threading dislocations in the AlGaN/GaN heterostructure which was grown by the hetero-epitaxy technique. The H2O2-grown Al2O3 passivate these material defects and the Al2O3 has less material defects. The long-term stability of the ISFET is estimated by the drift effect measurement. The drift measurement was conducted by dipping the ISFETs into a specific pH value solution for 12 hours and the ISFETs were operating at a specific quiescent point. The drift rate is estimated by the drift voltage divided by the total measuring time. It was found that the drift rate of the ISFET was improved from 10.1 mV/hour to 1.91 mV/hour in the pH 7 solution, from 14.06 mV/hour to 6.38 mV/pH in the pH 2 solution, and from 12.8 mV/hour to 5.48 mV/hour in the pH 12 solution. The drift effect results from the capacitance variation in the electric double layer. The H2O2-grown Al2O3 provides an additional capacitance connection in series with the electric double layer. Therefore, the capacitance variation of the electric double layer became insignificant. Generally, the H2O2 oxidation process is a simple, fast, and cost-effective method for the AlGaN/GaN-based ISFET. Furthermore, the performance of the AlGaN/GaN ISFET was improved effectively and the non-ideal effects were suppressed.

Keywords: AlGaN/GaN, Al2O3, hysteresis effect, drift effect, reliability, passivation, pH sensors

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Authors: Alireza Lohrasbi, Alireza Lavaei, Mohammadali M. Shahlaei

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The liquid flow and the free surface shape during the initial stage of dam breaking are investigated. A numerical scheme is developed to predict the wave of an unsteady, incompressible viscous flow with free surface. The method involves a two dimensional finite element (2D), in a vertical plan. The Naiver-Stokes equations for conservation of momentum and mass for Newtonian fluids, continuity equation, and full nonlinear kinematic free-surface equation were used as the governing equations. The mapping developed to solve highly deformed free surface problems common in waves formed during wave propagation, transforms the run up model from the physical domain to a computational domain with Arbitrary Lagrangian Eulerian (ALE) finite element modeling technique.

Keywords: dam break, Naiver-Stokes equations, free-surface flows, Arbitrary Lagrangian-Eulerian

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Authors: Kensho Takahashi, Ko Watanabe, Takashi Kaburagi, Hiroshi Tanaka, Kajiro Watanabe, Yosuke Kurihara

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Near-infrared spectroscopy (NIRS) has been widely used as a non-invasive method to measure brain activity, but it is corrupted by baseline drift noise. Here we present a method to measure regional cerebral blood flow as a derivative of NIRS output. We investigate whether, when listening to languages, blood flow can reasonably localize and represent regional brain activity or not. The prefrontal blood flow distribution pattern when advanced second-language listeners listened to a second language (L2) was most similar to that when listening to their first language (L1) among the patterns of mean and standard deviation. In experiments with 25 healthy subjects, the maximum blood flow was localized to the left BA46 of advanced listeners. The blood flow presented is robust to baseline drift and stably localizes regional brain activity.

Keywords: NIRS, oxy-hemoglobin, baseline drift, blood flow, working memory, BA46, first language, second language

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Authors: Syed Toqueer Akhter, Rabia Zulfiqar

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This paper attempts to trace the determining factor- as far as individual preferences and expectations are concerned- of what causes the direction of international migration to drift in certain ways owing to factors such as Religiosity and Cultural Assimilation. The narrative on migration has graduated from the age long ‘push/pull’ debate to that of complex factors that may vary across each individual. We explore the longstanding factor of religiosity widely acknowledged in mentioned literature as a key variable in the assessment of migration, wherein the impact of religiosity in the form of a drift into the intent of migration has been analyzed. A more conventional factor cultural assimilation is used in a contemporary way to estimate how it plays a role in affecting the drift in direction. In particular what our research aims at achieving is to isolate the effect our key variables: Cultural Assimilation and Religiosity have on direction of migration, and to explore how they interplay as a composite unit- and how we may be able to justify the change in behavior displayed by these key variables. In order to establish a true sense of what drives individual choices we employ the method of survey research and use a questionnaire to conduct primary research. The questionnaire was divided into six sections covering subjects including household characteristics, perceptions and inclinations of the respondents relevant to our study. Religiosity was quantified using a proxy of Migration Network that utilized secondary data to estimate religious hubs in recipient countries. To estimate the relationship between Intent of Migration and its variants three competing econometric models namely: the Ordered Probit Model, the Ordered Logit Model and the Tobit Model were employed. For every model that included our key variables, a highly significant relationship with the intent of migration was estimated.

Keywords: international migration, drift in direction, cultural assimilation, religiosity, ordered probit model

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Authors: Yiqiong Yuan, Jun Sun, Dongmei Zhou, Jianan Sun

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In this paper, we presented a Multi-Objective Random Drift Particle Swarm Optimization algorithm (MORDPSO-CD) based on RDPSO and crowding distance sorting to improve the convergence and distribution with less computation cost. MORDPSO-CD makes the most of RDPSO to approach the true Pareto optimal solutions fast. We adopt the crowding distance sorting technique to update and maintain the archived optimal solutions. Introducing the crowding distance technique into MORDPSO can make the leader particles find the true Pareto solution ultimately. The simulation results reveal that the proposed algorithm has better convergence and distribution

Keywords: multi-objective optimization, random drift particle swarm optimization, crowding distance sorting, pareto optimal solution

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Authors: Iuliia Riabenko, Konstantin Beloshenko, Sergey Shulga, Valeriy Shulga

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An optical system has been developed consisting of a TIR lens and an aspherical surface designed to collect Stokes radiation from biomolecules. The freeform material is SYLGARD-184, which provides a low level of noise associated with the luminescence of the substrate. The refractive index of SYLGARD-184 is 1.4028 for a wavelength of 632 nm, the Abbe number is 72, these material parameters make it possible to design the desired shape for the wavelength range of 640-700 nm. The system consists of a TIR lens, inside which is placed a high-quality resonant system consisting of a biomolecule and a metal colloid. This system can be described using the coupled oscillator model. The laser excitation radiation was fed through the base of the TIR lens. The sample was mounted inside the TIR lens at a distance of 8 mm from the base. As a result of Raman scattering of laser radiation, a Stokes bend appeared from the biolayer. The task of this work was that it was necessary to collect this radiation emitted at a 4π steradian angle. For this, an internal aspherical surface was used, which made it possible to defocus the beam emanating from the biolayer and direct its radiation to the borders of the TIR lens at the Brewster angle. The collated beam of Stokes radiation contains 97% of the energy scattered by the biolayer. Thus, a simple scheme was proposed for collecting and collimating the Stokes radiation of biomolecules.

Keywords: TIR lens, freeform material, raman scattering, biolayer, brewster angle

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Authors: Vijay Kumar, Jaspreet Singh, Manoj Wadhwa

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Piezo-resistive pressure sensors were one of the first developed micromechanical system (MEMS) devices and still display a significant growth prompted by the advancements in micromachining techniques and material technology. In MEMS based piezo-resistive pressure sensors, temperature can be considered as the main environmental condition which affects the system performance. The study of the thermal behavior of these sensors is essential to define the parameters that cause the output characteristics to drift. In this work, a study on the effects of temperature and doping concentration in a boron implanted piezoresistor for a silicon-based pressure sensor is discussed. We have optimized the temperature coefficient of resistance (TCR) and temperature coefficient of sensitivity (TCS) values to determine the effect of temperature drift on the sensor performance. To be more precise, in order to reduce the temperature drift, a high doping concentration is needed. And it is well known that the Wheatstone bridge in a pressure sensor is supplied with a constant voltage or a constant current input supply. With a constant voltage supply, the thermal drift can be compensated along with an external compensation circuit, whereas the thermal drift in the constant current supply can be directly compensated by the bridge itself. But it would be beneficial to also compensate the temperature coefficient of piezoresistors so as to further reduce the temperature drift. So, with a current supply, the TCS is dependent on both the TCπ and TCR. As TCπ is a negative quantity and TCR is a positive quantity, it is possible to choose an appropriate doping concentration at which both of them cancel each other. An exact cancellation of TCR and TCπ values is not readily attainable; therefore, an adjustable approach is generally used in practical applications. Thus, one goal of this work has been to better understand the origin of temperature drift in pressure sensor devices so that the temperature effects can be minimized or eliminated. This paper describes the optimum doping levels for the piezoresistors where the TCS of the pressure transducers will be zero due to the cancellation of TCR and TCπ values. Also, the fabrication and characterization of the pressure sensor are carried out. The optimized TCR value obtained for the fabricated die is 2300 ± 100ppm/ᵒC, for which the piezoresistors are implanted at a doping concentration of 5E13 ions/cm³ and the TCS value of -2100ppm/ᵒC is achieved. Therefore, the desired TCR and TCS value is achieved, which are approximately equal to each other, so the thermal effects are considerably reduced. Finally, we have calculated the effect of temperature and doping concentration on the output characteristics of the sensor. This study allows us to predict the sensor behavior against temperature and to minimize this effect by optimizing the doping concentration.

Keywords: piezo-resistive, pressure sensor, doping concentration, TCR, TCS

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Authors: Amreth Chandrasehar

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Machine Learning (ML) Models are developed and run in production to solve various use cases that help organizations to be more efficient and help drive the business. But this comes at a massive development cost and lost business opportunities. According to the Gartner report, 85% of data science projects fail, and one of the factors impacting this is not paying attention to Model Observability. Model Observability helps the developers and operators to pinpoint the model performance issues data drift and help identify root cause of issues. This paper focuses on providing insights into incorporating model observability in model development and operationalizing it in production.

Keywords: model observability, monitoring, drift detection, ML observability platform

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Authors: A. Giniatoulline

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A nonlinear model of the mathematical fluid dynamics which describes the motion of an incompressible viscous rotating fluid in a homogeneous gravitational field is considered. The model is a generalization of the known Navier-Stokes system with the addition of the Coriolis parameter and the equations for changeable density. An explicit algorithm for the solution is constructed, and the proof of the existence and uniqueness theorems for the strong solution of the nonlinear problem is given. For the linear case, the localization and the structure of the spectrum of inner waves are also investigated.

Keywords: Galerkin method, Navier-Stokes equations, nonlinear partial differential equations, Sobolev spaces, stratified fluid

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Authors: Nahla Elazab, Mohamed Aboudina, Ghada Ibrahim, Hossam Fahmy, Ahmed Khalil

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This paper presents the developed memristor based demodulators for eight circular Quadrature Amplitude Modulation (QAM) and Binary Frequency Shift Keying (BFSK) operating at relatively high frequency. In our implementations, the experimental-based ‘nonlinear’ dopant drift model is adopted along with the proposed circuits providing incorporation of all known non-idealities of practically realized memristor and gaining high operation frequency. The suggested designs leverage the distinctive characteristics of the memristor device, definitely, its changeable average memristance versus the frequency, phase and amplitude of the periodic excitation input. The proposed demodulators feature small integration area, low power consumption, and easy implementation. Moreover, the proposed QAM demodulator precludes the requirement for the carrier recovery circuits. In doing so, the designs were validated by transient simulations using the nonlinear dopant drift memristor model. The simulations results show high agreement with the theory presented.

Keywords: BFSK, demodulator, high frequency memristor applications, memristor based analog circuits, nonlinear dopant drift model, QAM

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Authors: Yuanhao Gao, Ping Lin, Kees Weijer

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An optimal control system model is proposed for the cell flow in the process of chick embryo gastrulation in this paper. The target is to determine the cellular interaction forces which are hard to measure. This paper will take an approach to investigate the forces with the idea of the inverse problem. By choosing the forces as the control variable and regarding the cell flow as Stokes fluid, an objective functional will be established to match the numerical result of cell velocity with the experimental data. So that the forces could be determined by minimizing the objective functional. The Lagrange multiplier method is utilized to derive the state and adjoint equations consisting the optimal control system, which specifies the first-order necessary conditions. Finite element method is used to discretize and approximate equations. A conjugate gradient algorithm is given for solving the minimum solution of the system and determine the forces.

Keywords: optimal control model, Stokes equation, conjugate gradient method, finite element method, chick embryo gastrulation

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Authors: Eduard Marusic-Paloka

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The Darcy-Weisbach formula is used to compute the pressure drop of the fluid in the pipe, due to the friction against the wall. Because of its simplicity, the Darcy-Weisbach formula became widely accepted by engineers and is used for laminar as well as the turbulent flows through pipes, once the method to compute the mysterious friction coefficient was derived. Particularly in the second half of the 20th century. Formula is empiric, and our goal is to derive it from the basic conservation law, via rigorous asymptotic analysis. We consider the case of the laminar flow but with significant Reynolds number. In case of the perfectly smooth pipe, the situation is trivial, as the Navier-Stokes system can be solved explicitly via the Poiseuille formula leading to the friction coefficient in the form 64/Re. For the rough pipe, the situation is more complicated and some effects of the roughness appear in the friction coefficient. We start from the Navier-Stokes system in the pipe with periodically corrugated wall and derive an asymptotic expansion for the pressure and for the velocity. We use the homogenization techniques and the boundary layer analysis. The approximation derived by formal analysis is then justified by rigorous error estimate in the norm of the appropriate Sobolev space, using the energy formulation and classical a priori estimates for the Navier-Stokes system. Our method leads to the formula for the friction coefficient. The formula involves resolution of the appropriate boundary layer problems, namely the boundary value problems for the Stokes system in an infinite band, that needs to be done numerically. However, theoretical analysis characterising their nature can be done without solving them.

Keywords: Darcy-Weisbach law, pipe flow, rough boundary, Navier law

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Authors: Aicha Rima Cheniti, Hatem Besbes, Joseph Haggege, Christophe Sintes

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In this paper, we consider a drift flux mixture model of the blood flow. The mixture consists of gas phase which is carbon dioxide and liquid phase which is an aqueous carbon dioxide solution. This model was used to determine the distributions of the mixture velocity, the mixture pressure, and the carbon dioxide pressure. These theoretical data are used to determine a measurement method of mean gas pressure through the determination of radial velocity distribution. This method can be applicable in experimental domain.

Keywords: mean carbon dioxide pressure, mean mixture pressure, mixture velocity, radial velocity

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Authors: Ceren Vardar Acar, Mine Caglar

Abstract:

In finance, the price of a volatile asset can be modeled using fractional Brownian motion (fBm) with Hurst parameter H>1/2. The Black-Scholes model for the values of returns of an asset using fBm is given as, 〖Y_t=Y_0 e^((r+μ)t+σB)〗_t^H, 0≤t≤T where Y_0 is the initial value, r is constant interest rate, μ is constant drift and σ is constant diffusion coefficient of fBm, which is denoted by B_t^H where t≥0. Black-Scholes model can be constructed with some Markov processes such as Brownian motion. The advantage of modeling with fBm to Markov processes is its capability of exposing the dependence between returns. The real life data for a volatile asset display long-range dependence property. For this reason, using fBm is a more realistic model compared to Markov processes. Investors would be interested in any kind of information on the risk in order to manage it or hedge it. The maximum possible loss is one way to measure highest possible risk. Therefore, it is an important variable for investors. In our study, we give some theoretical bounds on the distribution of maximum possible loss of fBm. We provide both asymptotical and strong estimates for the tail probability of maximum loss of standard fBm and fBm with drift and diffusion coefficients. In the investment point of view, these results explain, how large values of possible loss behave and its bounds.

Keywords: maximum drawdown, maximum loss, fractional brownian motion, large deviation, Gaussian process

Procedia PDF Downloads 461

Authors: Marzie Shahini, Rasoul Mirghaderi

Abstract:

This paper describes collapse assessments of a steel moment-frame high-rise tower with setback irregularity, designed per the 2010 ASCE7 code, under spectral-matched ground motion records. To estimate a safety margin against life-threatening collapse, an analytical model of the tower is subjected to a suite of ground motions with incremental intensities from maximum considered earthquake hazard level to the incipient collapse level. Capability of the structural system to collapse prevention is evaluated based on the similar methodology reported in FEMA P695. Structural performance parameters in terms of maximum/mean inter-story drift ratios, residual drift ratios, and maximum plastic hinge rotations are also compared to the acceptance criteria recommended by the TBI Guidelines. The results demonstrate that the structural system satisfactorily safeguards the building against collapse. Moreover, for this tower, the code-specified requirements in ASCE7-10 are reasonably adequate to satisfy seismic performance criteria developed in the TBI Guidelines for the maximum considered earthquake hazard level.

Keywords: high-rise buildings, set back, residual drift, seismic performance

Procedia PDF Downloads 236