Search results for: abrupt drift

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: Loïc Warscotte, Jehan Boreux

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The scientific literature of changepoint detection is vast. Today, a lot of methods are available to detect abrupt changes or slight drift in a signal, based on CUSUM or EWMA charts, for example. However, these methods rely on strong assumptions, such as the stationarity of the stochastic underlying process, or even the independence and Gaussian distributed noise at each time. Recently, the breakthrough research on locally stationary processes widens the class of studied stochastic processes with almost no assumptions on the signals and the nature of the changepoint. Despite the accurate description of the mathematical aspects, this methodology quickly suffers from impractical time and space complexity concerning the signals with high-rate data collection, if the characteristics of the process are completely unknown. In this paper, we then addressed the problem of making this theory usable to our purpose, which is monitoring a high-speed weigh-in-motion system (HS-WIM) towards direct enforcement without supervision. To this end, we first compute bounded approximations of the initial detection theory. Secondly, these approximating bounds are empirically validated by generating many independent long-run stochastic processes. The abrupt changes and the drift are both tested. Finally, this relaxed methodology is tested on real signals coming from a HS-WIM device in Belgium, collected over several months.

Keywords: changepoint, weigh-in-motion, process, non-parametric

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Authors: Victoria Siriaki Jorry, I. S. Mbalawata, Hayong Shin

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The main objective in a change detection problem is to develop algorithms for efficient detection of gradual and/or abrupt changes in the parameter distribution of a process or time series data. In this paper, we present a modified cumulative (MCUSUM) algorithm to detect the start and end of a time-varying linear drift in mean value of a time series data based on likelihood ratio test procedure. The design, implementation and performance of the proposed algorithm for a linear drift detection is evaluated and compared to the existing CUSUM algorithm using different performance measures. An approach to accurately approximate the threshold of the MCUSUM is also provided. Performance of the MCUSUM for gradual change-point detection is compared to that of standard cumulative sum (CUSUM) control chart designed for abrupt shift detection using Monte Carlo Simulations. In terms of the expected time for detection, the MCUSUM procedure is found to have a better performance than a standard CUSUM chart for detection of the gradual change in mean. The algorithm is then applied and tested to a randomly generated time series data with a gradual linear trend in mean to demonstrate its usefulness.

Keywords: average run length, CUSUM control chart, gradual change detection, likelihood ratio test

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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: 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: Betty Makena, Tsegaye Tadesse, Mark Svoboda

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Global warming has intensified the frequency and intensity of extreme climate disasters and led to unpredictable weather conditions. Consequently, rapid shifts between drought and floods, known as Drought-Flood Abrupt Alteration (DFAA), have become increasingly common. DFAA results in superimposed impacts of drought and floods within a short period, exacerbating the effects of the floods or drought event. Current disaster management plans often overlook DFAA events, as they primarily focus on either floods or drought. Therefore, effectively identifying DFAA events is crucial for developing effective mitigation strategies. This study aims to identify historical DFAA events in Kenya using the Long Cycle Drought-Flood Abrupt Alteration Index (LDFAI). The research will analyze the spatial distribution, temporal variation, and intensity of DFAA events from 1990 to 2023, as well as their socio-economic impacts. Understanding these events is important to develop more effective strategies to address the impacts of DFAA events. Findings from this study will inform decision making to develop coping strategies to mitigate the adverse effects of DFAA in Kenya.

Keywords: abrupt, alteration, drought, floods

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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: Kiwon Yeom

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Change points are abrupt variations in a data sequence. Detection of change points is useful in modeling, analyzing, and predicting time series in application areas such as robotics and teleoperation. In this paper, a change point is defined to be a discontinuity in one of its derivatives. This paper presents a reliable method for detecting discontinuities within a three-dimensional trajectory data. The problem of determining one or more discontinuities is considered in regular and irregular trajectory data from teleoperation. We examine the geometric detection algorithm and illustrate the use of the method on real data examples.

Keywords: change point, discontinuity, teleoperation, abrupt variation

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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: 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: Abouzar Kaboudian, Boo Cheong Khoo

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The Ghost Solid Method (GSM) based algorithms have been extensively used for numerical calculation of wave propagation in the limit of abrupt changes in materials. In this work, we present a unified version of the GSMs that can be successfully applied to both abrupt as well as smooth changes of the material properties in a medium. The application of this method enables us to use the previously-matured numerical algorithms which were developed to be applied to homogeneous mediums, with only minor modifications. This method is developed for one-dimensional settings and its extension to multi-dimensions is briefly discussed. Various numerical experiments are presented to show the applicability of this unified GSM to wave propagation problems in sharply as well as smoothly varying mediums.

Keywords: elastic solid, functionally graded material, ghost solid method, solid-solid interaction

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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: 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: 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: Ramazan Kadiev, Arkadi Ponossov

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Semidiscrete systems contain both continuous and discrete components. This means that the dynamics is mostly continuous, but at certain instants, it is exposed to abrupt influences. Such systems naturally appear in applications, for example, in biological and ecological models as well as in the control theory. Therefore, the study of semidiscrete systems has recently attracted the attention of many specialists. Stochastic effects are an important part of any realistic approach to modeling. For example, stochasticity arises in the population dynamics, demographic and ecological due to a change in time of factors external to the system affecting the survival of the population. In control theory, random coefficients can simulate inaccuracies in measurements. It will be shown in the presentation how to incorporate such effects into semidiscrete systems. Stability analysis is an essential part of modeling real-world problems. In the presentation, it will be explained how sufficient conditions for the moment stability of solutions in terms of the coefficients for linear semidiscrete stochastic equations can be derived using non-Lyapunov technique.

Keywords: abrupt changes, exponential stability, regularization, stochastic noises

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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

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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

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Authors: Marzie Shahini, Rasoul Mirghaderi

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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

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Authors: Akram Khelaifia, Salah Guettala, Nesreddine Djafar Henni, Rachid Chebili

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Reinforced concrete shear walls are pivotal in protecting buildings from seismic forces by providing strength and stiffness. This study highlights the importance of strategically placing shear walls and optimizing the shear wall-to-floor area ratio in building design. Nonlinear analyses were conducted on an eight-story building situated in a high seismic zone, exploring various scenarios of shear wall positioning and ratios to floor area. Employing the performance-based seismic design (PBSD) approach, the study aims to meet acceptance criteria such as inter-story drift ratio and damage levels. The results indicate that concentrating shear walls in the middle of the structure during the design phase yields superior performance compared to peripheral distributions. Utilizing shear walls that fully infill the frame and adopting compound shapes (e.g., Box, U, and L) enhances reliability in terms of inter-story drift. Conversely, the absence of complete shear walls within the frame leads to decreased stiffness and degradation of shorter beams. Increasing the shear wall-to-floor area ratio in building design enhances structural rigidity and reliability regarding inter-story drift, facilitating the attainment of desired performance levels. The study suggests that a shear wall ratio of 1.0% is necessary to meet validation criteria for inter-story drift and structural damage, as exceeding this percentage leads to excessive performance levels, proving uneconomical as structural elements operate near the elastic range.

Keywords: nonlinear analyses, pushover analysis, shear wall, plastic hinge, performance level

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Authors: Z. Olczykowski

Abstract:

The paper presents the impact of work on the electric arc furnace. Arc equipment is one of the largest receivers powered by the power system. Electric arc disturbances arising during melting process occurring in these furnaces are the cause of an abrupt change of the passive power of furnaces. Currents drawn by these devices undergo an abrupt change, which in turn cause voltage fluctuations and light flicker. The quantitative evaluation of the voltage fluctuations is now the basic criterion of assessment of an influence of unquiet receiver on the supplying net. The paper presents the method of determination of range of voltage fluctuations and light flicker at parallel operation of arc devices. The results of measurements of voltage fluctuations and light flicker indicators recorded in power supply networks of steelworks were presented, with different number of parallel arc devices. Measurements of energy quality parameters were aimed at verifying the proposed method in practice. It was also analyzed changes in other parameters of electricity: the content of higher harmonics, asymmetry, voltage dips.

Keywords: power quality, arc furnaces, propagation of voltage fluctuations, disturbances

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