Search results for: a modified estimation equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5871

Search results for: a modified estimation equation

5811 Dynamic Measurement System Modeling with Machine Learning Algorithms

Authors: Changqiao Wu, Guoqing Ding, Xin Chen

Abstract:

In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.

Keywords: dynamic system modeling, neural network, normal equation, second order gradient descent

Procedia PDF Downloads 96
5810 Study of Cahn-Hilliard Equation to Simulate Phase Separation

Authors: Nara Guimarães, Marcelo Aquino Martorano, Douglas Gouvêa

Abstract:

An investigation into Cahn-Hilliard equation was carried out through numerical simulation to identify a possible phase separation for one and two dimensional domains. It was observed that this equation can reproduce important mass fluxes necessary for phase separation within the miscibility gap and for coalescence of particles.

Keywords: Cahn-Hilliard equation, miscibility gap, phase separation, dimensional domains

Procedia PDF Downloads 477
5809 A Review on Higher-Order Spline Techniques for Solving Burgers Equation Using B-Spline Methods and Variation of B-Spline Techniques

Authors: Maryam Khazaei Pool, Lori Lewis

Abstract:

This is a summary of articles based on higher order B-splines methods and the variation of B-spline methods such as Quadratic B-spline Finite Elements Method, Exponential Cubic B-Spline Method, Septic B-spline Technique, Quintic B-spline Galerkin Method, and B-spline Galerkin Method based on the Quadratic B-spline Galerkin method (QBGM) and Cubic B-spline Galerkin method (CBGM). In this paper, we study the B-spline methods and variations of B-spline techniques to find a numerical solution to the Burgers’ equation. A set of fundamental definitions, including Burgers equation, spline functions, and B-spline functions, are provided. For each method, the main technique is discussed as well as the discretization and stability analysis. A summary of the numerical results is provided, and the efficiency of each method presented is discussed. A general conclusion is provided where we look at a comparison between the computational results of all the presented schemes. We describe the effectiveness and advantages of these methods.

Keywords: Burgers’ equation, Septic B-spline, modified cubic B-spline differential quadrature method, exponential cubic B-spline technique, B-spline Galerkin method, quintic B-spline Galerkin method

Procedia PDF Downloads 91
5808 Soil Rehabilitation Using Modified Diatomite: Assessing Chemical Properties, Enzymatic Reactions and Heavy Metal Immobilization

Authors: Maryam Samani. Ahmad Golchin. Hosseinali Alikkani. Ahmad Baybordi

Abstract:

Natural diatomite was modified by grinding and acid treatment to increase surface area and to decrease the impurities. Surface area and pore volume of the modified diatomite were 67.45 m² g-1 and 0.105 cm³ g-¹ respectively, and used to immobilize Pb, Zn and Cu in an urban soil. The modified diatomite was added to soil samples at the rates of 2.5, 5, 7.5 and 10% and the samples incubated for 60 days. The addition of modified diatomite increased SSA of the soil. The SSAs of soils with 2.5, 5.0, 7.5 and 10% modified diatomite were 20.82, 22.02, 23.21 and 24.41 m² g-¹ respectively. Increasing the SSAs of the soils by the application of modified diatomite reduced the DTPA extractable concentrations of heavy metals compared with un-amendment control. The concentration of Pb, Zn and Cu were reduced by 91.1%, 82% and 91.1% respectively. Modified diatomite reduced the concentration of Exchangeable and Carbonate bounded species of Pb, Zn and Cu, compared with the control. Also significantly increased the concentration of Fe Mn- OX (Fe-Mn Oxides) and OM (Organic Matter) bound and Res (Residual) fraction. Modified diatomite increased the urease, dehydrogenase and alkaline phosphatase activity by 52%, 57% and 56.6% respectively.

Keywords: modified diatomite, chemical specifications, specific surface area, enzyme activity, immobilization, heavy metal, soil remediation

Procedia PDF Downloads 22
5807 Study and Solving Partial Differential Equation of Danel Equation in the Vibration Shells

Authors: Hesamoddin Abdollahpour, Roghayeh Abdollahpour, Elham Rahgozar

Abstract:

This paper we deal with an analysis of the free vibrations of the governing partial differential equation that it is Danel equation in the shells. The problem considered represents the governing equation of the nonlinear, large amplitude free vibrations of the hinged shell. A new implementation of the new method is presented to obtain natural frequency and corresponding displacement on the shell. Our purpose is to enhance the ability to solve the mentioned complicated partial differential equation (PDE) with a simple and innovative approach. The results reveal that this new method to solve Danel equation is very effective and simple, and can be applied to other nonlinear partial differential equations. It is necessary to mention that there are some valuable advantages in this way of solving nonlinear differential equations and also most of the sets of partial differential equations can be answered in this manner which in the other methods they have not had acceptable solutions up to now. We can solve equation(s), and consequently, there is no need to utilize similarity solutions which make the solution procedure a time-consuming task.

Keywords: large amplitude, free vibrations, analytical solution, Danell Equation, diagram of phase plane

Procedia PDF Downloads 290
5806 Time Delay Estimation Using Signal Envelopes for Synchronisation of Recordings

Authors: Sergei Aleinik, Mikhail Stolbov

Abstract:

In this work, a method of time delay estimation for dual-channel acoustic signals (speech, music, etc.) recorded under reverberant conditions is investigated. Standard methods based on cross-correlation of the signals show poor results in cases involving strong reverberation, large distances between microphones and asynchronous recordings. Under similar conditions, a method based on cross-correlation of temporal envelopes of the signals delivers a delay estimation of acceptable quality. This method and its properties are described and investigated in detail, including its limits of applicability. The method’s optimal parameter estimation and a comparison with other known methods of time delay estimation are also provided.

Keywords: cross-correlation, delay estimation, signal envelope, signal processing

Procedia PDF Downloads 454
5805 The Data-Driven Localized Wave Solution of the Fokas-Lenells Equation using PINN

Authors: Gautam Kumar Saharia, Sagardeep Talukdar, Riki Dutta, Sudipta Nandy

Abstract:

The physics informed neural network (PINN) method opens up an approach for numerically solving nonlinear partial differential equations leveraging fast calculating speed and high precession of modern computing systems. We construct the PINN based on strong universal approximation theorem and apply the initial-boundary value data and residual collocation points to weekly impose initial and boundary condition to the neural network and choose the optimization algorithms adaptive moment estimation (ADAM) and Limited-memory Broyden-Fletcher-Golfard-Shanno (L-BFGS) algorithm to optimize learnable parameter of the neural network. Next, we improve the PINN with a weighted loss function to obtain both the bright and dark soliton solutions of Fokas-Lenells equation (FLE). We find the proposed scheme of adjustable weight coefficients into PINN has a better convergence rate and generalizability than the basic PINN algorithm. We believe that the PINN approach to solve the partial differential equation appearing in nonlinear optics would be useful to study various optical phenomena.

Keywords: deep learning, optical Soliton, neural network, partial differential equation

Procedia PDF Downloads 89
5804 Impact of Marangoni Stress and Mobile Surface Charge on Electrokinetics of Ionic Liquids Over Hydrophobic Surfaces

Authors: Somnath Bhattacharyya

Abstract:

The mobile adsorbed surface charge on hydrophobic surfaces can modify the velocity slip condition as well as create a Marangoni stress at the interface. The functionalized hydrophobic walls of micro/nanopores, e.g., graphene nanochannels, may possess physio-sorbed ions. The lateral mobility of the physisorbed absorbed ions creates a friction force as well as an electric force, leading to a modification in the velocity slip condition at the hydrophobic surface. In addition, the non-uniform distribution of these surface ions creates a surface tension gradient, leading to a Marangoni stress. The impact of the mobile surface charge on streaming potential and electrochemical energy conversion efficiency in a pressure-driven flow of ionized liquid through the nanopore is addressed. Also, enhanced electro-osmotic flow through the hydrophobic nanochannel is also analyzed. The mean-filed electrokinetic model is modified to take into account the short-range non-electrostatic steric interactions and the long-range Coulomb correlations. The steric interaction is modeled by considering the ions as charged hard spheres of finite radius suspended in the electrolyte medium. The electrochemical potential is modified by including the volume exclusion effect, which is modeled based on the BMCSL equation of state. The electrostatic correlation is accounted for in the ionic self-energy. The extremal of the self-energy leads to a fourth-order Poisson equation for the electric field. The ion transport is governed by the modified Nernst-Planck equation, which includes the ion steric interactions; born force arises due to the spatial variation of the dielectric permittivity and the dielectrophoretic force on the hydrated ions. This ion transport equation is coupled with the Navier-Stokes equation describing the flow of the ionized fluid and the 3fourth-order Poisson equation for the electric field. We numerically solve the coupled set of nonlinear governing equations along with the prescribed boundary conditions by adopting a control volume approach over a staggered grid arrangement. In the staggered grid arrangements, velocity components are stored on the midpoint of the cell faces to which they are normal, whereas the remaining scalar variables are stored at the center of each cell. The convection and electromigration terms are discretized at each interface of the control volumes using the total variation diminishing (TVD) approach to capture the strong convection resulting from the highly enhanced fluid flow due to the modified model. In order to link pressure to the continuity equation, we adopt a pressure correction-based iterative SIMPLE (Semi-Implicit Method for Pressure-Linked Equations) algorithm, in which the discretized continuity equation is converted to a Poisson equation involving pressure correction terms. Our results show that the physisorbed ions on a hydrophobic surface create an enhanced slip velocity when streaming potential, which enhances the convection current. However, the electroosmotic flow attenuates due to the mobile surface ions.

Keywords: microfluidics, electroosmosis, streaming potential, electrostatic correlation, finite sized ions

Procedia PDF Downloads 41
5803 Exact Solutions of a Nonlinear Schrodinger Equation with Kerr Law Nonlinearity

Authors: Muna Alghabshi, Edmana Krishnan

Abstract:

A nonlinear Schrodinger equation has been considered for solving by mapping methods in terms of Jacobi elliptic functions (JEFs). The equation under consideration has a linear evolution term, linear and nonlinear dispersion terms, the Kerr law nonlinearity term and three terms representing the contribution of meta materials. This equation which has applications in optical fibers is found to have soliton solutions, shock wave solutions, and singular wave solutions when the modulus of the JEFs approach 1 which is the infinite period limit. The equation with special values of the parameters has also been solved using the tanh method.

Keywords: Jacobi elliptic function, mapping methods, nonlinear Schrodinger Equation, tanh method

Procedia PDF Downloads 275
5802 Divergence Regularization Method for Solving Ill-Posed Cauchy Problem for the Helmholtz Equation

Authors: Benedict Barnes, Anthony Y. Aidoo

Abstract:

A Divergence Regularization Method (DRM) is used to regularize the ill-posed Helmholtz equation where the boundary deflection is inhomogeneous in a Hilbert space H. The DRM incorporates a positive integer scaler which homogenizes the inhomogeneous boundary deflection in Cauchy problem of the Helmholtz equation. This ensures the existence, as well as, uniqueness of solution for the equation. The DRM restores all the three conditions of well-posedness in the sense of Hadamard.

Keywords: divergence regularization method, Helmholtz equation, ill-posed inhomogeneous Cauchy boundary conditions

Procedia PDF Downloads 160
5801 Microwave Dielectric Constant Measurements of Titanium Dioxide Using Five Mixture Equations

Authors: Jyh Sheen, Yong-Lin Wang

Abstract:

This research dedicates to find a different measurement procedure of microwave dielectric properties of ceramic materials with high dielectric constants. For the composite of ceramic dispersed in the polymer matrix, the dielectric constants of the composites with different concentrations can be obtained by various mixture equations. The other development of mixture rule is to calculate the permittivity of ceramic from measurements on composite. To do this, the analysis method and theoretical accuracy on six basic mixture laws derived from three basic particle shapes of ceramic fillers have been reported for dielectric constants of ceramic less than 40 at microwave frequency. Similar researches have been done for other well-known mixture rules. They have shown that both the physical curve matching with experimental results and low potential theory error are important to promote the calculation accuracy. Recently, a modified of mixture equation for high dielectric constant ceramics at microwave frequency has also been presented for strontium titanate (SrTiO3) which was selected from five more well known mixing rules and has shown a good accuracy for high dielectric constant measurements. However, it is still not clear the accuracy of this modified equation for other high dielectric constant materials. Therefore, the five more well known mixing rules are selected again to understand their application to other high dielectric constant ceramics. The other high dielectric constant ceramic, TiO2 with dielectric constant 100, was then chosen for this research. Their theoretical error equations are derived. In addition to the theoretical research, experimental measurements are always required. Titanium dioxide is an interesting ceramic for microwave applications. In this research, its powder is adopted as the filler material and polyethylene powder is like the matrix material. The dielectric constants of those ceramic-polyethylene composites with various compositions were measured at 10 GHz. The theoretical curves of the five published mixture equations are shown together with the measured results to understand the curve matching condition of each rule. Finally, based on the experimental observation and theoretical analysis, one of the five rules was selected and modified to a new powder mixture equation. This modified rule has show very good curve matching with the measurement data and low theoretical error. We can then calculate the dielectric constant of pure filler medium (titanium dioxide) by those mixing equations from the measured dielectric constants of composites. The accuracy on the estimating dielectric constant of pure ceramic by various mixture rules will be compared. This modified mixture rule has also shown good measurement accuracy on the dielectric constant of titanium dioxide ceramic. This study can be applied to the microwave dielectric properties measurements of other high dielectric constant ceramic materials in the future.

Keywords: microwave measurement, dielectric constant, mixture rules, composites

Procedia PDF Downloads 336
5800 VaR Estimation Using the Informational Content of Futures Traded Volume

Authors: Amel Oueslati, Olfa Benouda

Abstract:

New Value at Risk (VaR) estimation is proposed and investigated. The well-known two stages Garch-EVT approach uses conditional volatility to generate one step ahead forecasts of VaR. With daily data for twelve stocks that decompose the Dow Jones Industrial Average (DJIA) index, this paper incorporates the volume in the first stage volatility estimation. Afterwards, the forecasting ability of this conditional volatility concerning the VaR estimation is compared to that of a basic volatility model without considering any trading component. The results are significant and bring out the importance of the trading volume in the VaR measure.

Keywords: Garch-EVT, value at risk, volume, volatility

Procedia PDF Downloads 255
5799 Study on the Heavy Oil Degradation Performance and Kinetics of Immobilized Bacteria on Modified Zeolite

Authors: Xiao L Dai, Wen X Wei, Shuo Wang, Jia B Li, Yan Wei

Abstract:

Heavy oil pollution generated from both natural and anthropogenic sources could cause significant damages to the ecological environment, due to the toxicity of some of its constituents. Nowadays, microbial remediation is becoming a promising technology to treat oil pollution owing to its low cost and prevention of secondary pollution; microorganisms are key players in the process. Compared to the free microorganisms, immobilized microorganisms possess several advantages, including high metabolic activity rates, strong resistance to toxic chemicals and natural competition with the indigenous microorganisms, and effective resistance to washing away (in open water system). Many immobilized microorganisms have been successfully used for bioremediation of heavy oil pollution. Considering the broad choices, low cost, simple process, large specific surface area and less impact on microbial activity, modified zeolite were selected as a bio-carrier for bacteria immobilization. Three strains of heavy oil-degrading bacteria Bacillus sp. DL-13, Brevibacillus sp. DL-1 and Acinetobacter sp. DL-34 were immobilized on the modified zeolite under mild conditions, and the bacterial load (bacteria /modified zeolite) was 1.12 mg/g, 1.11 mg/g, and 1.13 mg/g, respectively. SEM results showed that the bacteria mainly adsorbed on the surface or punctured in the void of modified zeolite. The heavy oil degradation efficiency of immobilized bacteria was 62.96%, higher than that of the free bacteria (59.83%). The heavy oil degradation process of immobilized bacteria accords with the first-order reaction equation, and the reaction rate constant is 0.1483 d⁻¹, which was significantly higher than the free bacteria (0.1123 d⁻¹), suggesting that the immobilized bacteria can rapidly start up the heavy oil degradation and has a high activity of heavy oil degradation. The results suggested that immobilized bacteria are promising technology for bioremediation of oil pollution.

Keywords: heavy oil pollution, microbial remediation, modified zeolite, immobilized bacteria

Procedia PDF Downloads 113
5798 Depth Estimation in DNN Using Stereo Thermal Image Pairs

Authors: Ahmet Faruk Akyuz, Hasan Sakir Bilge

Abstract:

Depth estimation using stereo images is a challenging problem in computer vision. Many different studies have been carried out to solve this problem. With advancing machine learning, tackling this problem is often done with neural network-based solutions. The images used in these studies are mostly in the visible spectrum. However, the need to use the Infrared (IR) spectrum for depth estimation has emerged because it gives better results than visible spectra in some conditions. At this point, we recommend using thermal-thermal (IR) image pairs for depth estimation. In this study, we used two well-known networks (PSMNet, FADNet) with minor modifications to demonstrate the viability of this idea.

Keywords: thermal stereo matching, deep neural networks, CNN, Depth estimation

Procedia PDF Downloads 236
5797 Parameter Estimation of Induction Motors by PSO Algorithm

Authors: A. Mohammadi, S. Asghari, M. Aien, M. Rashidinejad

Abstract:

After emergent of alternative current networks and their popularity, asynchronous motors became more widespread than other kinds of industrial motors. In order to control and run these motors efficiently, an accurate estimation of motor parameters is needed. There are different methods to obtain these parameters such as rotor locked test, no load test, DC test, analytical methods, and so on. The most common drawback of these methods is their inaccuracy in estimation of some motor parameters. In order to remove this concern, a novel method for parameter estimation of induction motors using particle swarm optimization (PSO) algorithm is proposed. In the proposed method, transient state of motor is used for parameter estimation. Comparison of the simulation results purtuined to the PSO algorithm with other available methods justifies the effectiveness of the proposed method.

Keywords: induction motor, motor parameter estimation, PSO algorithm, analytical method

Procedia PDF Downloads 603
5796 Online Pose Estimation and Tracking Approach with Siamese Region Proposal Network

Authors: Cheng Fang, Lingwei Quan, Cunyue Lu

Abstract:

Human pose estimation and tracking are to accurately identify and locate the positions of human joints in the video. It is a computer vision task which is of great significance for human motion recognition, behavior understanding and scene analysis. There has been remarkable progress on human pose estimation in recent years. However, more researches are needed for human pose tracking especially for online tracking. In this paper, a framework, called PoseSRPN, is proposed for online single-person pose estimation and tracking. We use Siamese network attaching a pose estimation branch to incorporate Single-person Pose Tracking (SPT) and Visual Object Tracking (VOT) into one framework. The pose estimation branch has a simple network structure that replaces the complex upsampling and convolution network structure with deconvolution. By augmenting the loss of fully convolutional Siamese network with the pose estimation task, pose estimation and tracking can be trained in one stage. Once trained, PoseSRPN only relies on a single bounding box initialization and producing human joints location. The experimental results show that while maintaining the good accuracy of pose estimation on COCO and PoseTrack datasets, the proposed method achieves a speed of 59 frame/s, which is superior to other pose tracking frameworks.

Keywords: computer vision, pose estimation, pose tracking, Siamese network

Procedia PDF Downloads 125
5795 Solution of the Nonrelativistic Radial Wave Equation of Hydrogen Atom Using the Green's Function Approach

Authors: F. U. Rahman, R. Q. Zhang

Abstract:

This work aims to develop a systematic numerical technique which can be easily extended to many-body problem. The Lippmann Schwinger equation (integral form of the Schrodinger wave equation) is solved for the nonrelativistic radial wave of hydrogen atom using iterative integration scheme. As the unknown wave function appears on both sides of the Lippmann Schwinger equation, therefore an approximate wave function is used in order to solve the equation. The Green’s function is obtained by the method of Laplace transform for the radial wave equation with excluded potential term. Using the Lippmann Schwinger equation, the product of approximate wave function, the Green’s function and the potential term is integrated iteratively. Finally, the wave function is normalized and plotted against the standard radial wave for comparison. The outcome wave function converges to the standard wave function with the increasing number of iteration. Results are verified for the first fifteen states of hydrogen atom. The method is efficient and consistent and can be applied to complex systems in future.

Keywords: Green’s function, hydrogen atom, Lippmann Schwinger equation, radial wave

Procedia PDF Downloads 357
5794 A Study of Non Linear Partial Differential Equation with Random Initial Condition

Authors: Ayaz Ahmad

Abstract:

In this work, we present the effect of noise on the solution of a partial differential equation (PDE) in three different setting. We shall first consider random initial condition for two nonlinear dispersive PDE the non linear Schrodinger equation and the Kortteweg –de vries equation and analyse their effect on some special solution , the soliton solutions.The second case considered a linear partial differential equation , the wave equation with random initial conditions allow to substantially decrease the computational and data storage costs of an algorithm to solve the inverse problem based on the boundary measurements of the solution of this equation. Finally, the third example considered is that of the linear transport equation with a singular drift term, when we shall show that the addition of a multiplicative noise term forbids the blow up of solutions under a very weak hypothesis for which we have finite time blow up of a solution in the deterministic case. Here we consider the problem of wave propagation, which is modelled by a nonlinear dispersive equation with noisy initial condition .As observed noise can also be introduced directly in the equations.

Keywords: drift term, finite time blow up, inverse problem, soliton solution

Procedia PDF Downloads 183
5793 The Data-Driven Localized Wave Solution of the Fokas-Lenells Equation Using Physics-Informed Neural Network

Authors: Gautam Kumar Saharia, Sagardeep Talukdar, Riki Dutta, Sudipta Nandy

Abstract:

The physics-informed neural network (PINN) method opens up an approach for numerically solving nonlinear partial differential equations leveraging fast calculating speed and high precession of modern computing systems. We construct the PINN based on a strong universal approximation theorem and apply the initial-boundary value data and residual collocation points to weekly impose initial and boundary conditions to the neural network and choose the optimization algorithms adaptive moment estimation (ADAM) and Limited-memory Broyden-Fletcher-Golfard-Shanno (L-BFGS) algorithm to optimize learnable parameter of the neural network. Next, we improve the PINN with a weighted loss function to obtain both the bright and dark soliton solutions of the Fokas-Lenells equation (FLE). We find the proposed scheme of adjustable weight coefficients into PINN has a better convergence rate and generalizability than the basic PINN algorithm. We believe that the PINN approach to solve the partial differential equation appearing in nonlinear optics would be useful in studying various optical phenomena.

Keywords: deep learning, optical soliton, physics informed neural network, partial differential equation

Procedia PDF Downloads 46
5792 Exact Soliton Solutions of the Integrable (2+1)-Dimensional Fokas-Lenells Equation

Authors: Meruyert Zhassybayeva, Kuralay Yesmukhanova, Ratbay Myrzakulov

Abstract:

Integrable nonlinear differential equations are an important class of nonlinear wave equations that admit exact soliton solutions. All these equations have an amazing property which is that their soliton waves collide elastically. One of such equations is the (1+1)-dimensional Fokas-Lenells equation. In this paper, we have constructed an integrable (2+1)-dimensional Fokas-Lenells equation. The integrability of this equation is ensured by the existence of a Lax representation for it. We obtained its bilinear form from the Hirota method. Using the Hirota method, exact one-soliton and two-soliton solutions of the (2 +1)-dimensional Fokas-Lenells equation were found.

Keywords: Fokas-Lenells equation, integrability, soliton, the Hirota bilinear method

Procedia PDF Downloads 186
5791 Chern-Simons Equation in Financial Theory and Time-Series Analysis

Authors: Ognjen Vukovic

Abstract:

Chern-Simons equation represents the cornerstone of quantum physics. The question that is often asked is if the aforementioned equation can be successfully applied to the interaction in international financial markets. By analysing the time series in financial theory, it is proved that Chern-Simons equation can be successfully applied to financial time-series. The aforementioned statement is based on one important premise and that is that the financial time series follow the fractional Brownian motion. All variants of Chern-Simons equation and theory are applied and analysed. Financial theory time series movement is, firstly, topologically analysed. The main idea is that exchange rate represents two-dimensional projections of three-dimensional Brownian motion movement. Main principles of knot theory and topology are applied to financial time series and setting is created so the Chern-Simons equation can be applied. As Chern-Simons equation is based on small particles, it is multiplied by the magnifying factor to mimic the real world movement. Afterwards, the following equation is optimised using Solver. The equation is applied to n financial time series in order to see if it can capture the interaction between financial time series and consequently explain it. The aforementioned equation represents a novel approach to financial time series analysis and hopefully it will direct further research.

Keywords: Brownian motion, Chern-Simons theory, financial time series, econophysics

Procedia PDF Downloads 440
5790 Estimation of Population Mean under Random Non-Response in Two-Phase Successive Sampling

Authors: M. Khalid, G. N. Singh

Abstract:

In this paper, we have considered the problem of estimation for population mean, on current (second) occasion in the presence of random non response in two-occasion successive sampling under two phase set-up. Modified exponential type estimators have been proposed, and their properties are studied under the assumptions that numbers of sampling units follow a distribution due to random non response situations. The performances of the proposed estimators are compared with linear combinations of two estimators, (a) sample mean estimator for fresh sample and (b) ratio estimator for matched sample under the complete response situations. Results are demonstrated through empirical studies which present the effectiveness of the proposed estimators. Suitable recommendations have been made to the survey practitioners.

Keywords: successive sampling, random non-response, auxiliary variable, bias, mean square error

Procedia PDF Downloads 488
5789 Study of Evapotranspiration for Pune District

Authors: Ranjeet Sable, Mahotsavi Patil, Aadesh Nimbalkar, Prajakta Palaskar, Ritu Sagar

Abstract:

The exact amount of water used by various crops in different climatic conditions is necessary to step for design, planning, and management of irrigation schemes, water resources, scheduling of irrigation systems. Evaporation and transpiration are combinable called as evapotranspiration. Water loss from trees during photosynthesis is called as transpiration and when water gets converted into gaseous state is called evaporation. For calculation of correct evapotranspiration, we have to choose the method in such way that is should be suitable and require minimum climatic data also it should be applicable for wide range of climatic conditions. In hydrology, there are multiple correlations and regression is generally used to develop relationships between three or more hydrological variables by knowing the dependence between them. This research work includes the study of various methods for calculation of evapotranspiration and selects reasonable and suitable one Pune region (Maharashtra state). As field methods are very costly, time-consuming and not give appropriate results if the suitable climate is not maintained. Observation recorded at Pune metrological stations are used to calculate evapotranspiration with the help of Radiation Method (RAD), Modified Penman Method (MPM), Thornthwaite Method (THW), Blaney-Criddle (BCL), Christiansen Equation (CNM), Hargreaves Method (HGM), from which Hargreaves and Thornthwaite are temperature based methods. Performance of all these methods are compared with Modified Penman method and method which showing less variation with standard Modified Penman method (MPM) is selected as the suitable one. Evapotranspiration values are estimated on a monthly basis. Comparative analysis in this research used for selection for raw data-dependent methods in case of missing data.

Keywords: Blaney-Criddle, Christiansen equation evapotranspiration, Hargreaves method, precipitations, Penman method, water use efficiency

Procedia PDF Downloads 245
5788 Fixed Point Iteration of a Damped and Unforced Duffing's Equation

Authors: Paschal A. Ochang, Emmanuel C. Oji

Abstract:

The Duffing’s Equation is a second order system that is very important because they are fundamental to the behaviour of higher order systems and they have applications in almost all fields of science and engineering. In the biological area, it is useful in plant stem dependence and natural frequency and model of the Brain Crash Analysis (BCA). In Engineering, it is useful in the study of Damping indoor construction and Traffic lights and to the meteorologist it is used in the prediction of weather conditions. However, most Problems in real life that occur are non-linear in nature and may not have analytical solutions except approximations or simulations, so trying to find an exact explicit solution may in general be complicated and sometimes impossible. Therefore we aim to find out if it is possible to obtain one analytical fixed point to the non-linear ordinary equation using fixed point analytical method. We started by exposing the scope of the Duffing’s equation and other related works on it. With a major focus on the fixed point and fixed point iterative scheme, we tried different iterative schemes on the Duffing’s Equation. We were able to identify that one can only see the fixed points to a Damped Duffing’s Equation and not to the Undamped Duffing’s Equation. This is because the cubic nonlinearity term is the determining factor to the Duffing’s Equation. We finally came to the results where we identified the stability of an equation that is damped, forced and second order in nature. Generally, in this research, we approximate the solution of Duffing’s Equation by converting it to a system of First and Second Order Ordinary Differential Equation and using Fixed Point Iterative approach. This approach shows that for different versions of Duffing’s Equations (damped), we find fixed points, therefore the order of computations and running time of applied software in all fields using the Duffing’s equation will be reduced.

Keywords: damping, Duffing's equation, fixed point analysis, second order differential, stability analysis

Procedia PDF Downloads 256
5787 Characteristic Function in Estimation of Probability Distribution Moments

Authors: Vladimir S. Timofeev

Abstract:

In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique, author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation

Procedia PDF Downloads 464
5786 Comparison of Silica-Filled Rubber Compound Prepared from Unmodified and Modified Silica

Authors: Thirawudh Pongprayoon, Watcharin Rassamee

Abstract:

Silica-filled natural rubber compounds were prepared from unmodified and surface-modified silica. The modified silica was coated by ultrathin film of polyisoprene by admicellar polymerization. FTIR and SEM were applied to characterize the modified silica. The cure, mechanic, and dynamics properties were investigated with the comparison of the compounds. Cure characterization of modified silica rubber compound was shorter than that of unmodified silica compound. Strength and abrasion resistance of modified silica compound were better than those of unmodified silica rubber compound. Wet grip and rolling resistance analyzed by DMA from tanδ at 0°C and 60°C using 5 Hz were also better than those of unmodified silica rubber compound.

Keywords: silica, admicellar polymerization, rubber compounds, mechanical properties, dynamic properties

Procedia PDF Downloads 322
5785 Welfare Estimation in a General Equilibrium Model with Cities

Authors: Oded Hochman

Abstract:

We first show that current measures of welfare changes in the whole economy do not apply to an economy with cities. In addition, since such measures are defined over a partial equilibrium, they capture only partially the effect of a welfare change. We then define a unique and additive measure that we term the modified economic surplus (mES) which fully captures the welfare effects caused by a change in the price of a nationally traded good. We show that the price change causes, on the one hand a change of land rents in the economy and, on the other hand, an equal change of mES that can be estimated by measuring areas in the price-quantity national demand and supply plane. We construct for each city a cost function from which we derive a city’s and, after aggregation, an economy-wide demand and supply functions of nationwide prices and of either the unearned incomes (Marshalian functions) or the utility levels (compensated functions).

Keywords: city cost function, welfare measures, modified compensated variation, modified economic surplus, unearned income function, differential land rents, city size

Procedia PDF Downloads 278
5784 Investigating Elastica and Post Buckling Behavior Columns Using the Modified Newmark Method

Authors: Seyed Amin Vakili, Sahar Sadat Vakili, Seyed Ehsan Vakili, Nader Abdoli Yazdi

Abstract:

The purpose of this article is to analyze the finite displacement of Columns by applying the Modified Newmark Method. This research will be performed on Columns subjected to compressive axial load, therefore the non-linearity of the geometry is also considered. If the considered strut is perfect, the governing differential equation contains a branching point in the solution path. Investigation into the Elastica is a part of generalizing the developed method. It presents the ability of the Modified Newmark Method in treating non-linear differential equations Derived from elastic strut stability problems. These include not only an approximate polynomial solution for the Elastica problems, but can also recognize the branching point and the stable solution. However, this investigation deals with the post-buckling response of elastic and pin ended columns subjected to central or equally eccentric axial loads.

Keywords: columns, structural modeling, structures & structural stability, loads

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5783 Considering the Reliability of Measurements Issue in Distributed Adaptive Estimation Algorithms

Authors: Wael M. Bazzi, Amir Rastegarnia, Azam Khalili

Abstract:

In this paper we consider the issue of reliability of measurements in distributed adaptive estimation problem. To this aim, we assume a sensor network with different observation noise variance among the sensors and propose new estimation method based on incremental distributed least mean-square (IDLMS) algorithm. The proposed method contains two phases: I) Estimation of each sensors observation noise variance, and II) Estimation of the desired parameter using the estimated observation variances. To deal with the reliability of measurements, in the second phase of the proposed algorithm, the step-size parameter is adjusted for each sensor according to its observation noise variance. As our simulation results show, the proposed algorithm considerably improves the performance of the IDLMS algorithm in the same condition.

Keywords: adaptive filter, distributed estimation, sensor network, IDLMS algorithm

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5782 State Estimation of a Biotechnological Process Using Extended Kalman Filter and Particle Filter

Authors: R. Simutis, V. Galvanauskas, D. Levisauskas, J. Repsyte, V. Grincas

Abstract:

This paper deals with advanced state estimation algorithms for estimation of biomass concentration and specific growth rate in a typical fed-batch biotechnological process. This biotechnological process was represented by a nonlinear mass-balance based process model. Extended Kalman Filter (EKF) and Particle Filter (PF) was used to estimate the unmeasured state variables from oxygen uptake rate (OUR) and base consumption (BC) measurements. To obtain more general results, a simplified process model was involved in EKF and PF estimation algorithms. This model doesn’t require any special growth kinetic equations and could be applied for state estimation in various bioprocesses. The focus of this investigation was concentrated on the comparison of the estimation quality of the EKF and PF estimators by applying different measurement noises. The simulation results show that Particle Filter algorithm requires significantly more computation time for state estimation but gives lower estimation errors both for biomass concentration and specific growth rate. Also the tuning procedure for Particle Filter is simpler than for EKF. Consequently, Particle Filter should be preferred in real applications, especially for monitoring of industrial bioprocesses where the simplified implementation procedures are always desirable.

Keywords: biomass concentration, extended Kalman filter, particle filter, state estimation, specific growth rate

Procedia PDF Downloads 399