Search results for: controlled stochastic differential equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5901

Search results for: controlled stochastic differential equation

5661 Numerical Solution of Momentum Equations Using Finite Difference Method for Newtonian Flows in Two-Dimensional Cartesian Coordinate System

Authors: Ali Ateş, Ansar B. Mwimbo, Ali H. Abdulkarim

Abstract:

General transport equation has a wide range of application in Fluid Mechanics and Heat Transfer problems. In this equation, generally when φ variable which represents a flow property is used to represent fluid velocity component, general transport equation turns into momentum equations or with its well known name Navier-Stokes equations. In these non-linear differential equations instead of seeking for analytic solutions, preferring numerical solutions is a more frequently used procedure. Finite difference method is a commonly used numerical solution method. In these equations using velocity and pressure gradients instead of stress tensors decreases the number of unknowns. Also, continuity equation, by integrating the system, number of equations is obtained as number of unknowns. In this situation, velocity and pressure components emerge as two important parameters. In the solution of differential equation system, velocities and pressures must be solved together. However, in the considered grid system, when pressure and velocity values are jointly solved for the same nodal points some problems confront us. To overcome this problem, using staggered grid system is a referred solution method. For the computerized solutions of the staggered grid system various algorithms were developed. From these, two most commonly used are SIMPLE and SIMPLER algorithms. In this study Navier-Stokes equations were numerically solved for Newtonian flow, whose mass or gravitational forces were neglected, for incompressible and laminar fluid, as a hydro dynamically fully developed region and in two dimensional cartesian coordinate system. Finite difference method was chosen as the solution method. This is a parametric study in which varying values of velocity components, pressure and Reynolds numbers were used. Differential equations were discritized using central difference and hybrid scheme. The discritized equation system was solved by Gauss-Siedel iteration method. SIMPLE and SIMPLER were used as solution algorithms. The obtained results, were compared for central difference and hybrid as discritization methods. Also, as solution algorithm, SIMPLE algorithm and SIMPLER algorithm were compared to each other. As a result, it was observed that hybrid discritization method gave better results over a larger area. Furthermore, as computer solution algorithm, besides some disadvantages, it can be said that SIMPLER algorithm is more practical and gave result in short time. For this study, a code was developed in DELPHI programming language. The values obtained in a computer program were converted into graphs and discussed. During sketching, the quality of the graph was increased by adding intermediate values to the obtained result values using Lagrange interpolation formula. For the solution of the system, number of grid and node was found as an estimated. At the same time, to indicate that the obtained results are satisfactory enough, by doing independent analysis from the grid (GCI analysis) for coarse, medium and fine grid system solution domain was obtained. It was observed that when graphs and program outputs were compared with similar studies highly satisfactory results were achieved.

Keywords: finite difference method, GCI analysis, numerical solution of the Navier-Stokes equations, SIMPLE and SIMPLER algoritms

Procedia PDF Downloads 363
5660 A Hybrid Adomian Decomposition Method in the Solution of Logistic Abelian Ordinary Differential and Its Comparism with Some Standard Numerical Scheme

Authors: F. J. Adeyeye, D. Eni, K. M. Okedoye

Abstract:

In this paper we present a Hybrid of Adomian decomposition method (ADM). This is the substitution of a One-step method of Taylor’s series approximation of orders I and II, into the nonlinear part of Adomian decomposition method resulting in a convergent series scheme. This scheme is applied to solve some Logistic problems represented as Abelian differential equation and the results are compared with the actual solution and Runge-kutta of order IV in order to ascertain the accuracy and efficiency of the scheme. The findings shows that the scheme is efficient enough to solve logistic problems considered in this paper.

Keywords: Adomian decomposition method, nonlinear part, one-step method, Taylor series approximation, hybrid of Adomian polynomial, logistic problem, Malthusian parameter, Verhulst Model

Procedia PDF Downloads 372
5659 Stochastic Modeling for Parameters of Modified Car-Following Model in Area-Based Traffic Flow

Authors: N. C. Sarkar, A. Bhaskar, Z. Zheng

Abstract:

The driving behavior in area-based (i.e., non-lane based) traffic is induced by the presence of other individuals in the choice space from the driver’s visual perception area. The driving behavior of a subject vehicle is constrained by the potential leaders and leaders are frequently changed over time. This paper is to determine a stochastic model for a parameter of modified intelligent driver model (MIDM) in area-based traffic (as in developing countries). The parametric and non-parametric distributions are presented to fit the parameters of MIDM. The goodness of fit for each parameter is measured in two different ways such as graphically and statistically. The quantile-quantile (Q-Q) plot is used for a graphical representation of a theoretical distribution to model a parameter and the Kolmogorov-Smirnov (K-S) test is used for a statistical measure of fitness for a parameter with a theoretical distribution. The distributions are performed on a set of estimated parameters of MIDM. The parameters are estimated on the real vehicle trajectory data from India. The fitness of each parameter with a stochastic model is well represented. The results support the applicability of the proposed modeling for parameters of MIDM in area-based traffic flow simulation.

Keywords: area-based traffic, car-following model, micro-simulation, stochastic modeling

Procedia PDF Downloads 124
5658 Research on Control Strategy of Differential Drive Assisted Steering of Distributed Drive Electric Vehicle

Authors: J. Liu, Z. P. Yu, L. Xiong, Y. Feng, J. He

Abstract:

According to the independence, accuracy and controllability of the driving/braking torque of the distributed drive electric vehicle, a control strategy of differential drive assisted steering was designed. Firstly, the assisted curve under different speed and steering wheel torque was developed and the differential torques were distributed to the right and left front wheels. Then the steering return ability assisted control algorithm was designed. At last, the joint simulation was conducted by CarSim/Simulink. The result indicated: the differential drive assisted steering algorithm could provide enough steering drive-assisted under low speed and improve the steering portability. Along with the increase of the speed, the provided steering drive-assisted decreased. With the control algorithm, the steering stiffness of the steering system increased along with the increase of the speed, which ensures the driver’s road feeling. The control algorithm of differential drive assisted steering could avoid the understeer under low speed effectively.

Keywords: differential assisted steering, control strategy, distributed drive electric vehicle, driving/braking torque

Procedia PDF Downloads 452
5657 Multi-Period Supply Chain Design under Uncertainty

Authors: Amir Azaron

Abstract:

In this research, a stochastic programming approach is developed for designing supply chains with uncertain parameters. Demands and selling prices of products at markets are considered as the uncertain parameters. The proposed mathematical model will be multi-period two-stage stochastic programming, which takes into account the selection of retailer sites, suppliers, production levels, inventory levels, transportation modes to be used for shipping goods, and shipping quantities among the entities of the supply chain network. The objective function is to maximize the chain’s net present value. In order to maximize the chain’s NPV, the sum of first-stage investment costs on retailers, and the expected second-stage processing, inventory-holding and transportation costs should be kept as low as possible over multiple periods. The effects of supply uncertainty where suppliers are unreliable will also be investigated on the efficiency of the supply chain.

Keywords: supply chain management, stochastic programming, multiobjective programming, inventory control

Procedia PDF Downloads 275
5656 Stochastic Control of Decentralized Singularly Perturbed Systems

Authors: Walid S. Alfuhaid, Saud A. Alghamdi, John M. Watkins, M. Edwin Sawan

Abstract:

Designing a controller for stochastic decentralized interconnected large scale systems usually involves a high degree of complexity and computation ability. Noise, observability, and controllability of all system states, connectivity, and channel bandwidth are other constraints to design procedures for distributed large scale systems. The quasi-steady state model investigated in this paper is a reduced order model of the original system using singular perturbation techniques. This paper results in an optimal control synthesis to design an observer based feedback controller by standard stochastic control theory techniques using Linear Quadratic Gaussian (LQG) approach and Kalman filter design with less complexity and computation requirements. Numerical example is given at the end to demonstrate the efficiency of the proposed method.

Keywords: decentralized, optimal control, output, singular perturb

Procedia PDF Downloads 340
5655 Supplier Selection in a Scenario Based Stochastic Model with Uncertain Defectiveness and Delivery Lateness Rates

Authors: Abeer Amayri, Akif A. Bulgak

Abstract:

Due to today’s globalization as well as outsourcing practices of the companies, the Supply Chain (SC) performances have become more dependent on the efficient movement of material among places that are geographically dispersed, where there is more chance for disruptions. One such disruption is the quality and delivery uncertainties of outsourcing. These uncertainties could lead the products to be unsafe and, as is the case in a number of recent examples, companies may have to end up in recalling their products. As a result of these problems, there is a need to develop a methodology for selecting suppliers globally in view of risks associated with low quality and late delivery. Accordingly, we developed a two-stage stochastic model that captures the risks associated with uncertainty in quality and delivery as well as a solution procedure for the model. The stochastic model developed simultaneously optimizes supplier selection and purchase quantities under price discounts over a time horizon. In particular, our target is the study of global organizations with multiple sites and multiple overseas suppliers, where the pricing is offered in suppliers’ local currencies. Our proposed methodology is applied to a case study for a US automotive company having two assembly plants and four potential global suppliers to illustrate how the proposed model works in practice.

Keywords: global supply chains, quality, stochastic programming, supplier selection

Procedia PDF Downloads 430
5654 An Efficient Book Keeping Strategy for the Formation of the Design Matrix in Geodetic Network Adjustment

Authors: O. G. Omogunloye, J. B. Olaleye, O. E. Abiodun, J. O. Odumosu, O. G. Ajayi

Abstract:

The focus of the study is to proffer easy formulation and computation of least square observation equation’s design matrix by using an efficient book keeping strategy. Usually, for a large network of many triangles and stations, a rigorous task is involved in the computation and placement of the values of the differentials of each observation with respect to its station coordinates (latitude and longitude), in their respective rows and columns. The efficient book keeping strategy seeks to eliminate or reduce this rigorous task involved, especially in large network, by simple skillful arrangement and development of a short program written in the Matlab environment, the formulation and computation of least square observation equation’s design matrix can be easily achieved.

Keywords: design, differential, geodetic, matrix, network, station

Procedia PDF Downloads 318
5653 Two-Dimensional Observation of Oil Displacement by Water in a Petroleum Reservoir through Numerical Simulation and Application to a Petroleum Reservoir

Authors: Ahmad Fahim Nasiry, Shigeo Honma

Abstract:

We examine two-dimensional oil displacement by water in a petroleum reservoir. The pore fluid is immiscible, and the porous media is homogenous and isotropic in the horizontal direction. Buckley-Leverett theory and a combination of Laplacian and Darcy’s law are used to study the fluid flow through porous media, and the Laplacian that defines the dispersion and diffusion of fluid in the sand using heavy oil is discussed. The reservoir is homogenous in the horizontal direction, as expressed by the partial differential equation. Two main factors which are observed are the water saturation and pressure distribution in the reservoir, and they are evaluated for predicting oil recovery in two dimensions by a physical and mathematical simulation model. We review the numerical simulation that solves difficult partial differential reservoir equations. Based on the numerical simulations, the saturation and pressure equations are calculated by the iterative alternating direction implicit method and the iterative alternating direction explicit method, respectively, according to the finite difference assumption. However, to understand the displacement of oil by water and the amount of water dispersion in the reservoir better, an interpolated contour line of the water distribution of the five-spot pattern, that provides an approximate solution which agrees well with the experimental results, is also presented. Finally, a computer program is developed to calculate the equation for pressure and water saturation and to draw the pressure contour line and water distribution contour line for the reservoir.

Keywords: numerical simulation, immiscible, finite difference, IADI, IDE, waterflooding

Procedia PDF Downloads 299
5652 Energy Conservation and H-Theorem for the Enskog-Vlasov Equation

Authors: Eugene Benilov, Mikhail Benilov

Abstract:

The Enskog-Vlasov (EV) equation is a widely used semi-phenomenological model of gas/liquid phase transitions. We show that it does not generally conserve energy, although there exists a restriction on its coefficients for which it does. Furthermore, if an energy-preserving version of the EV equation satisfies an H-theorem as well, it can be used to rigorously derive the so-called Maxwell construction which determines the parameters of liquid-vapor equilibria. Finally, we show that the EV model provides an accurate description of the thermodynamics of noble fluids, and there exists a version simple enough for use in applications.

Keywords: Enskog collision integral, hard spheres, kinetic equation, phase transition

Procedia PDF Downloads 120
5651 Pricing European Continuous-Installment Options under Regime-Switching Models

Authors: Saghar Heidari

Abstract:

In this paper, we study the valuation problem of European continuous-installment options under Markov-modulated models with a partial differential equation approach. Due to the opportunity for continuing or stopping to pay installments, the valuation problem under regime-switching models can be formulated as coupled partial differential equations (CPDE) with free boundary features. To value the installment options, we express the truncated CPDE as a linear complementarity problem (LCP), then a finite element method is proposed to solve the resulted variational inequality. Under some appropriate assumptions, we establish the stability of the method and illustrate some numerical results to examine the rate of convergence and accuracy of the proposed method for the pricing problem under the regime-switching model.

Keywords: continuous-installment option, European option, regime-switching model, finite element method

Procedia PDF Downloads 111
5650 Numerical Solution of Manning's Equation in Rectangular Channels

Authors: Abdulrahman Abdulrahman

Abstract:

When the Manning equation is used, a unique value of normal depth in the uniform flow exists for a given channel geometry, discharge, roughness, and slope. Depending on the value of normal depth relative to the critical depth, the flow type (supercritical or subcritical) for a given characteristic of channel conditions is determined whether or not flow is uniform. There is no general solution of Manning's equation for determining the flow depth for a given flow rate, because the area of cross section and the hydraulic radius produce a complicated function of depth. The familiar solution of normal depth for a rectangular channel involves 1) a trial-and-error solution; 2) constructing a non-dimensional graph; 3) preparing tables involving non-dimensional parameters. Author in this paper has derived semi-analytical solution to Manning's equation for determining the flow depth given the flow rate in rectangular open channel. The solution was derived by expressing Manning's equation in non-dimensional form, then expanding this form using Maclaurin's series. In order to simplify the solution, terms containing power up to 4 have been considered. The resulted equation is a quartic equation with a standard form, where its solution was obtained by resolving this into two quadratic factors. The proposed solution for Manning's equation is valid over a large range of parameters, and its maximum error is within -1.586%.

Keywords: channel design, civil engineering, hydraulic engineering, open channel flow, Manning's equation, normal depth, uniform flow

Procedia PDF Downloads 185
5649 An Approach to Noise Variance Estimation in Very Low Signal-to-Noise Ratio Stochastic Signals

Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić

Abstract:

This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.

Keywords: noise, signal-to-noise ratio, stochastic signals, variance estimation

Procedia PDF Downloads 358
5648 Mathematical Modeling of Switching Processes in Magnetically Controlled MEMS Switches

Authors: Sergey M. Karabanov, Dmitry V. Suvorov, Dmitry Yu. Tarabrin

Abstract:

The operating principle of magnetically controlled microelectromechanical system (MEMS) switches is based on controlling the beam movement under the influence of a magnetic field. Currently, there is a MEMS switch design with a flexible ferromagnetic electrode in the form of a fixed-terminal beam, with an electrode fastened on a straight or cranked anchor. The basic performance characteristics of magnetically controlled MEMS switches (service life, sensitivity, contact resistance, fast response) are largely determined by the flexible electrode design. To ensure the stable and controlled motion of the flexible electrode, it is necessary to provide the optimal design of a flexible electrode.

Keywords: flexible electrode, magnetically controlled MEMS, mathematical modeling, mechanical stress

Procedia PDF Downloads 153
5647 Choosing an Optimal Epsilon for Differentially Private Arrhythmia Analysis

Authors: Arin Ghazarian, Cyril Rakovski

Abstract:

Differential privacy has become the leading technique to protect the privacy of individuals in a database while allowing useful analysis to be done and the results to be shared. It puts a guarantee on the amount of privacy loss in the worst-case scenario. Differential privacy is not a toggle between full privacy and zero privacy. It controls the tradeoff between the accuracy of the results and the privacy loss using a single key parameter called

Keywords: arrhythmia, cardiology, differential privacy, ECG, epsilon, medi-cal data, privacy preserving analytics, statistical databases

Procedia PDF Downloads 126
5646 A Numerical Solution Based on Operational Matrix of Differentiation of Shifted Second Kind Chebyshev Wavelets for a Stefan Problem

Authors: Rajeev, N. K. Raigar

Abstract:

In this study, one dimensional phase change problem (a Stefan problem) is considered and a numerical solution of this problem is discussed. First, we use similarity transformation to convert the governing equations into ordinary differential equations with its boundary conditions. The solutions of ordinary differential equation with the associated boundary conditions and interface condition (Stefan condition) are obtained by using a numerical approach based on operational matrix of differentiation of shifted second kind Chebyshev wavelets. The obtained results are compared with existing exact solution which is sufficiently accurate.

Keywords: operational matrix of differentiation, similarity transformation, shifted second kind chebyshev wavelets, stefan problem

Procedia PDF Downloads 382
5645 Mixed Number Algebra and Its Application

Authors: Md. Shah Alam

Abstract:

Mushfiq Ahmad has defined a Mixed Number, which is the sum of a scalar and a Cartesian vector. He has also defined the elementary group operations of Mixed numbers i.e. the norm of Mixed numbers, the product of two Mixed numbers, the identity element and the inverse. It has been observed that Mixed Number is consistent with Pauli matrix algebra and a handy tool to work with Dirac electron theory. Its use as a mathematical method in Physics has been studied. (1) We have applied Mixed number in Quantum Mechanics: Mixed Number version of Displacement operator, Vector differential operator, and Angular momentum operator has been developed. Mixed Number method has also been applied to Klein-Gordon equation. (2) We have applied Mixed number in Electrodynamics: Mixed Number version of Maxwell’s equation, the Electric and Magnetic field quantities and Lorentz Force has been found. (3) An associative transformation of Mixed Number numbers fulfilling Lorentz invariance requirement is developed. (4) We have applied Mixed number algebra as an extension of Complex number. Mixed numbers and the Quaternions have isomorphic correspondence, but they are different in algebraic details. The multiplication of unit Mixed number and the multiplication of unit Quaternions are different. Since Mixed Number has properties similar to those of Pauli matrix algebra, Mixed Number algebra is a more convenient tool to deal with Dirac equation.

Keywords: mixed number, special relativity, quantum mechanics, electrodynamics, pauli matrix

Procedia PDF Downloads 331
5644 Exactly Fractional Solutions of Nonlinear Lattice Equation via Some Fractional Transformations

Authors: A. Zerarka, W. Djoudi

Abstract:

We use some fractional transformations to obtain many types of new exact solutions of nonlinear lattice equation. These solutions include rational solutions, periodic wave solutions, and doubly periodic wave solutions.

Keywords: fractional transformations, nonlinear equation, travelling wave solutions, lattice equation

Procedia PDF Downloads 625
5643 Application of the Finite Window Method to a Time-Dependent Convection-Diffusion Equation

Authors: Raoul Ouambo Tobou, Alexis Kuitche, Marcel Edoun

Abstract:

The FWM (Finite Window Method) is a new numerical meshfree technique for solving problems defined either in terms of PDEs (Partial Differential Equation) or by a set of conservation/equilibrium laws. The principle behind the FWM is that in such problem each element of the concerned domain is interacting with its neighbors and will always try to adapt to keep in equilibrium with respect to those neighbors. This leads to a very simple and robust problem solving scheme, well suited for transfer problems. In this work, we have applied the FWM to an unsteady scalar convection-diffusion equation. Despite its simplicity, it is well known that convection-diffusion problems can be challenging to be solved numerically, especially when convection is highly dominant. This has led researchers to set the scalar convection-diffusion equation as a benchmark one used to analyze and derive the required conditions or artifacts needed to numerically solve problems where convection and diffusion occur simultaneously. We have shown here that the standard FWM can be used to solve convection-diffusion equations in a robust manner as no adjustments (Upwinding or Artificial Diffusion addition) were required to obtain good results even for high Peclet numbers and coarse space and time steps. A comparison was performed between the FWM scheme and both a first order implicit Finite Volume Scheme (Upwind scheme) and a third order implicit Finite Volume Scheme (QUICK Scheme). The results of the comparison was that for equal space and time grid spacing, the FWM yields a much better precision than the used Finite Volume schemes, all having similar computational cost and conditioning number.

Keywords: Finite Window Method, Convection-Diffusion, Numerical Technique, Convergence

Procedia PDF Downloads 309
5642 Hardy Type Inequalities of Two-Dimensional on Time Scales via Steklov Operator

Authors: Wedad Albalawi

Abstract:

The mathematical inequalities have been the core of mathematical study and used in almost all branches of mathematics as well in various areas of science and engineering. The inequalities by Hardy, Littlewood and Polya were the first significant composition of several science. This work presents fundamental ideas, results and techniques and it has had much influence on research in various branches of analysis. Since 1934, various inequalities have been produced and studied in the literature. Furthermore, some inequalities have been formulated by some operators; in 1989, weighted Hardy inequalities have been obtained for integration operators. Then, they obtained weighted estimates for Steklov operators that were used in the solution of the Cauchy problem for the wave equation. They were improved upon in 2011 to include the boundedness of integral operators from the weighted Sobolev space to the weighted Lebesgue space. Some inequalities have been demonstrated and improved using the Hardy–Steklov operator. Recently, a lot of integral inequalities have been improved by differential operators. Hardy inequality has been one of the tools that is used to consider integrity solutions of differential equations. Then dynamic inequalities of Hardy and Coposon have been extended and improved by various integral operators. These inequalities would be interesting to apply in different fields of mathematics (functional spaces, partial differential equations, mathematical modeling). Some inequalities have been appeared involving Copson and Hardy inequalities on time scales to obtain new special version of them. A time scale is defined as a closed subset contains real numbers. Then the inequalities of time scales version have received a lot of attention and has had a major field in both pure and applied mathematics. There are many applications of dynamic equations on time scales to quantum mechanics, electrical engineering, neural networks, heat transfer, combinatorics, and population dynamics. This study focuses on double integrals to obtain new time-scale inequalities of Copson driven by Steklov operator. They will be applied in the solution of the Cauchy problem for the wave equation. The proof can be done by introducing restriction on the operator in several cases. In addition, the obtained inequalities done by using some concepts in time scale version such as time scales calculus, theorem of Fubini and the inequality of H¨older.

Keywords: time scales, inequality of Hardy, inequality of Coposon, Steklov operator

Procedia PDF Downloads 44
5641 B Spline Finite Element Method for Drifted Space Fractional Tempered Diffusion Equation

Authors: Ayan Chakraborty, BV. Rathish Kumar

Abstract:

Off-late many models in viscoelasticity, signal processing or anomalous diffusion equations are formulated in fractional calculus. Tempered fractional calculus is the generalization of fractional calculus and in the last few years several important partial differential equations occurring in the different field of science have been reconsidered in this term like diffusion wave equations, Schr$\ddot{o}$dinger equation and so on. In the present paper, a time-dependent tempered fractional diffusion equation of order $\gamma \in (0,1)$ with forcing function is considered. Existence, uniqueness, stability, and regularity of the solution has been proved. Crank-Nicolson discretization is used in the time direction. B spline finite element approximation is implemented. Generally, B-splines basis are useful for representing the geometry of a finite element model, interfacing a finite element analysis program. By utilizing this technique a priori space-time estimate in finite element analysis has been derived and we proved that the convergent order is $\mathcal{O}(h²+T²)$ where $h$ is the space step size and $T$ is the time. A couple of numerical examples have been presented to confirm the accuracy of theoretical results. Finally, we conclude that the studied method is useful for solving tempered fractional diffusion equations.

Keywords: B-spline finite element, error estimates, Gronwall's lemma, stability, tempered fractional

Procedia PDF Downloads 153
5640 Reduction of Differential Column Shortening in Tall Buildings

Authors: Hansoo Kim, Seunghak Shin

Abstract:

The differential column shortening in tall buildings can be reduced by improving material and structural characteristics of the structural systems. This paper proposes structural methods to reduce differential column shortening in reinforced concrete tall buildings; connecting columns with rigidly jointed horizontal members, using outriggers, and placing additional reinforcement at the columns. The rigidly connected horizontal members including outriggers reduce the differential shortening between adjacent vertical members. The axial stiffness of columns with greater shortening can be effectively increased by placing additional reinforcement at the columns, thus the differential column shortening can be reduced in the design stage. The optimum distribution of additional reinforcement can be determined by applying a gradient based optimization technique.

Keywords: column shortening, long-term behavior, optimization, tall building

Procedia PDF Downloads 223
5639 An Accelerated Stochastic Gradient Method with Momentum

Authors: Liang Liu, Xiaopeng Luo

Abstract:

In this paper, we propose an accelerated stochastic gradient method with momentum. The momentum term is the weighted average of generated gradients, and the weights decay inverse proportionally with the iteration times. Stochastic gradient descent with momentum (SGDM) uses weights that decay exponentially with the iteration times to generate the momentum term. Using exponential decay weights, variants of SGDM with inexplicable and complicated formats have been proposed to achieve better performance. However, the momentum update rules of our method are as simple as that of SGDM. We provide theoretical convergence analyses, which show both the exponential decay weights and our inverse proportional decay weights can limit the variance of the parameter moving directly to a region. Experimental results show that our method works well with many practical problems and outperforms SGDM.

Keywords: exponential decay rate weight, gradient descent, inverse proportional decay rate weight, momentum

Procedia PDF Downloads 130
5638 Synthesis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises

Authors: S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov

Abstract:

We have conducted the optimal synthesis of root-mean-squared objective filter to estimate the state vector in the case if within the observation channel with memory the anomalous noises with unknown mathematical expectation are complement in the function of the regular noises. The synthesis has been carried out for linear stochastic systems of continuous-time.

Keywords: mathematical expectation, filtration, anomalous noise, memory

Procedia PDF Downloads 212
5637 Estimation of Probabilistic Fatigue Crack Propagation Models of AZ31 Magnesium Alloys under Various Load Ratio Conditions by Using the Interpolation of a Random Variable

Authors: Seon Soon Choi

Abstract:

The essential purpose is to present the good fatigue crack propagation model describing a stochastic fatigue crack growth behavior in a rolled magnesium alloy, AZ31, under various load ratio conditions. Fatigue crack propagation experiments were carried out in laboratory air under four conditions of load ratio, R, using AZ31 to investigate the crack growth behavior. The stochastic fatigue crack growth behavior was analyzed using an interpolation of random variable, Z, introduced to an empirical fatigue crack propagation model. The empirical fatigue models used in this study are Paris-Erdogan model, Walker model, Forman model, and modified Forman model. It was found that the random variable is useful in describing the stochastic fatigue crack growth behaviors under various load ratio conditions. The good probabilistic model describing a stochastic fatigue crack growth behavior under various load ratio conditions was also proposed.

Keywords: magnesium alloys, fatigue crack propagation model, load ratio, interpolation of random variable

Procedia PDF Downloads 387
5636 Local Radial Basis Functions for Helmholtz Equation in Seismic Inversion

Authors: Hebert Montegranario, Mauricio Londoño

Abstract:

Solutions of Helmholtz equation are essential in seismic imaging methods like full wave inversion, which needs to solve many times the wave equation. Traditional methods like Finite Element Method (FEM) or Finite Differences (FD) have sparse matrices but may suffer the so called pollution effect in the numerical solutions of Helmholtz equation for large values of the wave number. On the other side, global radial basis functions have a better accuracy but produce full matrices that become unstable. In this research we combine the virtues of both approaches to find numerical solutions of Helmholtz equation, by applying a meshless method that produce sparse matrices by local radial basis functions. We solve the equation with absorbing boundary conditions of the kind Clayton-Enquist and PML (Perfect Matched Layers) and compared with results in standard literature, showing a promising performance by tackling both the pollution effect and matrix instability.

Keywords: Helmholtz equation, meshless methods, seismic imaging, wavefield inversion

Procedia PDF Downloads 516
5635 Pressure-Controlled Dynamic Equations of the PFC Model: A Mathematical Formulation

Authors: Jatupon Em-Udom, Nirand Pisutha-Arnond

Abstract:

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

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

Procedia PDF Downloads 281
5634 Stress Solitary Waves Generated by a Second-Order Polynomial Constitutive Equation

Authors: Tsun-Hui Huang, Shyue-Cheng Yang, Chiou-Fen Shieha

Abstract:

In this paper, a nonlinear constitutive law and a curve fitting, two relationships between the stress-strain and the shear stress-strain for sandstone material were used to obtain a second-order polynomial constitutive equation. Based on the established polynomial constitutive equations and Newton’s second law, a mathematical model of the non-homogeneous nonlinear wave equation under an external pressure was derived. The external pressure can be assumed as an impulse function to simulate a real earthquake source. A displacement response under nonlinear two-dimensional wave equation was determined by a numerical method and computer-aided software. The results show that a suit pressure in the sandstone generates the phenomenon of stress solitary waves.

Keywords: polynomial constitutive equation, solitary, stress solitary waves, nonlinear constitutive law

Procedia PDF Downloads 465
5633 Effects of Temperature and the Use of Bacteriocins on Cross-Contamination from Animal Source Food Processing: A Mathematical Model

Authors: Benjamin Castillo, Luis Pastenes, Fernando Cerdova

Abstract:

The contamination of food by microbial agents is a common problem in the industry, especially regarding the elaboration of animal source products. Incorrect manipulation of the machinery or on the raw materials can cause a decrease in production or an epidemiological outbreak due to intoxication. In order to improve food product quality, different methods have been used to reduce or, at least, to slow down the growth of the pathogens, especially deteriorated, infectious or toxigenic bacteria. These methods are usually carried out under low temperatures and short processing time (abiotic agents), along with the application of antibacterial substances, such as bacteriocins (biotic agents). This, in a controlled and efficient way that fulfills the purpose of bacterial control without damaging the final product. Therefore, the objective of the present study is to design a secondary mathematical model that allows the prediction of both the biotic and abiotic factor impact associated with animal source food processing. In order to accomplish this objective, the authors propose a three-dimensional differential equation model, whose components are: bacterial growth, release, production and artificial incorporation of bacteriocins and changes in pH levels of the medium. These three dimensions are constantly being influenced by the temperature of the medium. Secondly, this model adapts to an idealized situation of cross-contamination animal source food processing, with the study agents being both the animal product and the contact surface. Thirdly, the stochastic simulations and the parametric sensibility analysis are compared with referential data. The main results obtained from the analysis and simulations of the mathematical model were to discover that, although bacterial growth can be stopped in lower temperatures, even lower ones are needed to eradicate it. However, this can be not only expensive, but counterproductive as well in terms of the quality of the raw materials and, on the other hand, higher temperatures accelerate bacterial growth. In other aspects, the use and efficiency of bacteriocins are an effective alternative in the short and medium terms. Moreover, an indicator of bacterial growth is a low-level pH, since lots of deteriorating bacteria are lactic acids. Lastly, the processing times are a secondary agent of concern when the rest of the aforementioned agents are under control. Our main conclusion is that when acclimating a mathematical model within the context of the industrial process, it can generate new tools that predict bacterial contamination, the impact of bacterial inhibition, and processing method times. In addition, the mathematical modeling proposed logistic input of broad application, which can be replicated on non-meat food products, other pathogens or even on contamination by crossed contact of allergen foods.

Keywords: bacteriocins, cross-contamination, mathematical model, temperature

Procedia PDF Downloads 118
5632 Analysis of a Generalized Sharma-Tasso-Olver Equation with Variable Coefficients

Authors: Fadi Awawdeh, O. Alsayyed, S. Al-Shará

Abstract:

Considering the inhomogeneities of media, the variable-coefficient Sharma-Tasso-Olver (STO) equation is hereby investigated with the aid of symbolic computation. A newly developed simplified bilinear method is described for the solution of considered equation. Without any constraints on the coefficient functions, multiple kink solutions are obtained. Parametric analysis is carried out in order to analyze the effects of the coefficient functions on the stabilities and propagation characteristics of the solitonic waves.

Keywords: Hirota bilinear method, multiple kink solution, Sharma-Tasso-Olver equation, inhomogeneity of media

Procedia PDF Downloads 485