Search results for: eigenvalues of the covariance matrix
Commenced in January 2007
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Edition: International
Paper Count: 2352

Search results for: eigenvalues of the covariance matrix

2292 Ensemble Sampler For Infinite-Dimensional Inverse Problems

Authors: Jeremie Coullon, Robert J. Webber

Abstract:

We introduce a Markov chain Monte Carlo (MCMC) sam-pler for infinite-dimensional inverse problems. Our sam-pler is based on the affine invariant ensemble sampler, which uses interacting walkers to adapt to the covariance structure of the target distribution. We extend this ensem-ble sampler for the first time to infinite-dimensional func-tion spaces, yielding a highly efficient gradient-free MCMC algorithm. Because our ensemble sampler does not require gradients or posterior covariance estimates, it is simple to implement and broadly applicable. In many Bayes-ian inverse problems, Markov chain Monte Carlo (MCMC) meth-ods are needed to approximate distributions on infinite-dimensional function spaces, for example, in groundwater flow, medical imaging, and traffic flow. Yet designing efficient MCMC methods for function spaces has proved challenging. Recent gradi-ent-based MCMC methods preconditioned MCMC methods, and SMC methods have improved the computational efficiency of functional random walk. However, these samplers require gradi-ents or posterior covariance estimates that may be challenging to obtain. Calculating gradients is difficult or impossible in many high-dimensional inverse problems involving a numerical integra-tor with a black-box code base. Additionally, accurately estimating posterior covariances can require a lengthy pilot run or adaptation period. These concerns raise the question: is there a functional sampler that outperforms functional random walk without requir-ing gradients or posterior covariance estimates? To address this question, we consider a gradient-free sampler that avoids explicit covariance estimation yet adapts naturally to the covariance struc-ture of the sampled distribution. This sampler works by consider-ing an ensemble of walkers and interpolating and extrapolating between walkers to make a proposal. This is called the affine in-variant ensemble sampler (AIES), which is easy to tune, easy to parallelize, and efficient at sampling spaces of moderate dimen-sionality (less than 20). The main contribution of this work is to propose a functional ensemble sampler (FES) that combines func-tional random walk and AIES. To apply this sampler, we first cal-culate the Karhunen–Loeve (KL) expansion for the Bayesian prior distribution, assumed to be Gaussian and trace-class. Then, we use AIES to sample the posterior distribution on the low-wavenumber KL components and use the functional random walk to sample the posterior distribution on the high-wavenumber KL components. Alternating between AIES and functional random walk updates, we obtain our functional ensemble sampler that is efficient and easy to use without requiring detailed knowledge of the target dis-tribution. In past work, several authors have proposed splitting the Bayesian posterior into low-wavenumber and high-wavenumber components and then applying enhanced sampling to the low-wavenumber components. Yet compared to these other samplers, FES is unique in its simplicity and broad applicability. FES does not require any derivatives, and the need for derivative-free sam-plers has previously been emphasized. FES also eliminates the requirement for posterior covariance estimates. Lastly, FES is more efficient than other gradient-free samplers in our tests. In two nu-merical examples, we apply FES to challenging inverse problems that involve estimating a functional parameter and one or more scalar parameters. We compare the performance of functional random walk, FES, and an alternative derivative-free sampler that explicitly estimates the posterior covariance matrix. We conclude that FES is the fastest available gradient-free sampler for these challenging and multimodal test problems.

Keywords: Bayesian inverse problems, Markov chain Monte Carlo, infinite-dimensional inverse problems, dimensionality reduction

Procedia PDF Downloads 122
2291 Corrosion Characterization of Al6061, Quartz Metal Matrix Composites in Alkali Medium

Authors: Radha H. R., Krupakara P. V.

Abstract:

Metal matrix composites are attracting today's manufacturers of many automobile parts so that they lost longer and their properties can be tailored according to the requirement. In this paper an attempt has been made to study the corrosion characteristics of Aluminium 6061 / quartz metal matrix composites in alkali medium like sodium hydroxide solutions. Metal matrix composites are heterogeneous mixtures of a matrix and reinforcement. In this work the matrix selected is Aluminium 6061 alloy which is commercially available and the reinforcement selected is quartz particulates of 50-80 micron size which is available in plenty in and around Bangalore district, India. Composites containing Aluminium 6061 with 2, 4 and 6 weight percent of quartz are manufactured by liquid melt metallurgy technique using vortex method. Corrosion tests like static weight loss and open circuit potential tests are conducted in different concentrated solutions of sodium hydroxide. To compare the results the matrix Aluminium 6061 is also casted in the same way. Specimens for the test are prepared according to ASTM standards. In all the tests the metal matrix composites showed better corrosion resistance than matrix alloy.

Keywords: aluminium 6061, corrosion, quartz, vortex

Procedia PDF Downloads 377
2290 Evaluation of Spatial Correlation Length and Karhunen-Loeve Expansion Terms for Predicting Reliability Level of Long-Term Settlement in Soft Soils

Authors: Mehrnaz Alibeikloo, Hadi Khabbaz, Behzad Fatahi

Abstract:

The spectral random field method is one of the widely used methods to obtain more reliable and accurate results in geotechnical problems involving material variability. Karhunen-Loeve (K-L) expansion method was applied to perform random field discretization of cross-correlated creep parameters. Karhunen-Loeve expansion method is based on eigenfunctions and eigenvalues of covariance function adopting Kernel integral solution. In this paper, the accuracy of Karhunen-Loeve expansion was investigated to predict long-term settlement of soft soils adopting elastic visco-plastic creep model. For this purpose, a parametric study was carried to evaluate the effect of K-L expansion terms and spatial correlation length on the reliability of results. The results indicate that small values of spatial correlation length require more K-L expansion terms. Moreover, by increasing spatial correlation length, the coefficient of variation (COV) of creep settlement increases, confirming more conservative and safer prediction.

Keywords: Karhunen-Loeve expansion, long-term settlement, reliability analysis, spatial correlation length

Procedia PDF Downloads 128
2289 Membership Surface and Arithmetic Operations of Imprecise Matrix

Authors: Dhruba Das

Abstract:

In this paper, a method has been developed to construct the membership surfaces of row and column vectors and arithmetic operations of imprecise matrix. A matrix with imprecise elements would be called an imprecise matrix. The membership surface of imprecise vector has been already shown based on Randomness-Impreciseness Consistency Principle. The Randomness- Impreciseness Consistency Principle leads to defining a normal law of impreciseness using two different laws of randomness. In this paper, the author has shown row and column membership surfaces and arithmetic operations of imprecise matrix and demonstrated with the help of numerical example.

Keywords: imprecise number, imprecise vector, membership surface, imprecise matrix

Procedia PDF Downloads 358
2288 On Parameter Estimation of Simultaneous Linear Functional Relationship Model for Circular Variables

Authors: N. A. Mokhtar, A. G. Hussin, Y. Z. Zubairi

Abstract:

This paper proposes a new simultaneous simple linear functional relationship model by assuming equal error variances. We derive the maximum likelihood estimate of the parameters in the simultaneous model and the covariance. We show by simulation study the small bias values of the parameters suggest the suitability of the estimation method. As an illustration, the proposed simultaneous model is applied to real data of the wind direction and wave direction measured by two different instruments.

Keywords: simultaneous linear functional relationship model, Fisher information matrix, parameter estimation, circular variables

Procedia PDF Downloads 325
2287 A Multivariate 4/2 Stochastic Covariance Model: Properties and Applications to Portfolio Decisions

Authors: Yuyang Cheng, Marcos Escobar-Anel

Abstract:

This paper introduces a multivariate 4/2 stochastic covariance process generalizing the one-dimensional counterparts presented in Grasselli (2017). Our construction permits stochastic correlation not only among stocks but also among volatilities, also known as co-volatility movements, both driven by more convenient 4/2 stochastic structures. The parametrization is flexible enough to separate these types of correlation, permitting their individual study. Conditions for proper changes of measure and closed-form characteristic functions under risk-neutral and historical measures are provided, allowing for applications of the model to risk management and derivative pricing. We apply the model to an expected utility theory problem in incomplete markets. Our analysis leads to closed-form solutions for the optimal allocation and value function. Conditions are provided for well-defined solutions together with a verification theorem. Our numerical analysis highlights and separates the impact of key statistics on equity portfolio decisions, in particular, volatility, correlation, and co-volatility movements, with the latter being the least important in an incomplete market.

Keywords: stochastic covariance process, 4/2 stochastic volatility model, stochastic co-volatility movements, characteristic function, expected utility theory, veri cation theorem

Procedia PDF Downloads 121
2286 A Hybrid Method for Determination of Effective Poles Using Clustering Dominant Pole Algorithm

Authors: Anuj Abraham, N. Pappa, Daniel Honc, Rahul Sharma

Abstract:

In this paper, an analysis of some model order reduction techniques is presented. A new hybrid algorithm for model order reduction of linear time invariant systems is compared with the conventional techniques namely Balanced Truncation, Hankel Norm reduction and Dominant Pole Algorithm (DPA). The proposed hybrid algorithm is known as Clustering Dominant Pole Algorithm (CDPA) is able to compute the full set of dominant poles and its cluster center efficiently. The dominant poles of a transfer function are specific eigenvalues of the state space matrix of the corresponding dynamical system. The effectiveness of this novel technique is shown through the simulation results.

Keywords: balanced truncation, clustering, dominant pole, Hankel norm, model reduction

Procedia PDF Downloads 570
2285 Blind Channel Estimation for Frequency Hopping System Using Subspace Based Method

Authors: M. M. Qasaymeh, M. A. Khodeir

Abstract:

Subspace channel estimation methods have been studied widely. It depends on subspace decomposition of the covariance matrix to separate signal subspace from noise subspace. The decomposition normally is done by either Eigenvalue Decomposition (EVD) or Singular Value Decomposition (SVD) of the Auto-Correlation matrix (ACM). However, the subspace decomposition process is computationally expensive. In this paper, the multipath channel estimation problem for a Slow Frequency Hopping (SFH) system using noise space based method is considered. An efficient method to estimate multipath the time delays basically is proposed, by applying MUltiple Signal Classification (MUSIC) algorithm which used the null space extracted by the Rank Revealing LU factorization (RRLU). The RRLU provides accurate information about the rank and the numerical null space which make it a valuable tool in numerical linear algebra. The proposed novel method decreases the computational complexity approximately to the half compared with RRQR methods keeping the same performance. Computer simulations are also included to demonstrate the effectiveness of the proposed scheme.

Keywords: frequency hopping, channel model, time delay estimation, RRLU, RRQR, MUSIC, LS-ESPRIT

Procedia PDF Downloads 382
2284 Corrosion Characterization of Al6061 Hybrid Metal Matrix Composites in Acid Medium

Authors: P. V. Krupakara

Abstract:

This paper deals with the high corrosion resistance developed by the hybrid metal matrix composites when compared with that of matrix alloy. Matrix selected is Al6061. Reinforcements selected are graphite and red mud particulates. The composites are prepared using liquid melt metallurgy technique using vortex method. Metal matrix composites containing 2 percent graphite and 2 percent red mud, 2 percent graphite and 4 percent red mud, 2 percent graphite and 6 percent of red mud are prepared. Bar castings are cut into cylindrical discs of 20mm diameter and 20mm thickness. Corrosion tests were conducted at room temperature (230 °C) using conventional weight loss method according to ASTM G69-80. The corrodents used for the test were hydrochloric acid solution of different concentrations. Specimens were tested for every 24 hours interval up to 96 hours. Four specimens for each condition and time were immersed in corrodent. In each case the corrosion rate decreases with increase in exposure time for matrix and metal matrix composites whatever may be the concentration of hydrochloric acid. This may be due to aluminium, which may induce passivation due to development of non-porous layer. As red mud content increases the composites become corrosion resistant due to insulating nature of ceramic material red mud and less exposure of matrix alloy in those metal matrix composites.

Keywords: Al6061, graphite, passivation, red mud, vortex

Procedia PDF Downloads 504
2283 Optimization of Black-Litterman Model for Portfolio Assets Allocation

Authors: A. Hidalgo, A. Desportes, E. Bonin, A. Kadaoui, T. Bouaricha

Abstract:

Present paper is concerned with portfolio management with Black-Litterman (B-L) model. Considered stocks are exclusively limited to large companies stocks on US market. Results obtained by application of the model are presented. From analysis of collected Dow Jones stock data, remarkable explicit analytical expression of optimal B-L parameter τ, which scales dispersion of normal distribution of assets mean return, is proposed in terms of standard deviation of covariance matrix. Implementation has been developed in Matlab environment to split optimization in Markovitz sense from specific elements related to B-L representation.

Keywords: Black-Litterman, Markowitz, market data, portfolio manager opinion

Procedia PDF Downloads 232
2282 Effects of Hydraulic Loading Rates and Porous Matrix in Constructed Wetlands for Wastewater Treatment

Authors: Li-Jun Ren, Wei Pan, Li-Li Xu, Shu-Qing An

Abstract:

This study evaluated whether different matrix composition volume ratio can improve water quality in the experiment. The mechanism and adsorption capability of wetland matrixes (oyster shell, coarse slag, and volcanic rock) and their different volume ratio in group configuration during pollutants removal processes were tested. When conditions unchanged, the residence time affects the reaction effect. The average removal efficiencies of four kinds of matrix volume ratio on the TN were 62.76%, 61.54%, 64.13%, and 55.89%, respectively.

Keywords: hydraulic residence time, matrix composition, removal efficiency, volume ratio

Procedia PDF Downloads 295
2281 Added Value of 3D Ultrasound Image Guided Hepatic Interventions by X Matrix Technology

Authors: Ahmed Abdel Sattar Khalil, Hazem Omar

Abstract:

Background: Image-guided hepatic interventions are integral to the management of infective and neoplastic liver lesions. Over the past decades, 2D ultrasound was used for guidance of hepatic interventions; with the recent advances in ultrasound technology, 3D ultrasound was used to guide hepatic interventions. The aim of this study was to illustrate the added value of 3D image guided hepatic interventions by x matrix technology. Patients and Methods: This prospective study was performed on 100 patients who were divided into two groups; group A included 50 patients who were managed by 2D ultrasonography probe guidance, and group B included 50 patients who were managed by 3D X matrix ultrasonography probe guidance. Thermal ablation was done for 70 patients, 40 RFA (20 by the 2D probe and 20 by the 3D x matrix probe), and 30 MWA (15 by the 2D probe and 15 by the 3D x matrix probe). Chemical ablation (PEI) was done on 20 patients (10 by the 2D probe and 10 by the 3D x matrix probe). Drainage of hepatic collections and biopsy from undiagnosed hepatic focal lesions was done on 10 patients (5 by the 2D probe and 5 by the 3D x matrix probe). Results: The efficacy of ultrasonography-guided hepatic interventions by 3D x matrix probe was higher than the 2D probe but not significantly higher, with a p-value of 0.705, 0.5428 for RFA, MWA respectively, 0.5312 for PEI, 0.2918 for drainage of hepatic collections and biopsy. The complications related to the use of the 3D X matrix probe were significantly lower than the 2D probe, with a p-value of 0.003. The timing of the procedure was shorter by the usage of 3D x matrix probe in comparison to the 2D probe with a p-value of 0.08,0.34 for RFA and PEI and significantly shorter for MWA, and drainage of hepatic collection, biopsy with a P-value of 0.02,0.001 respectively. Conclusions: 3D ultrasonography-guided hepatic interventions by  x matrix probe have better efficacy, less complication, and shorter time of procedure than the 2D ultrasonography-guided hepatic interventions.

Keywords: 3D, X matrix, 2D, ultrasonography, MWA, RFA, PEI, drainage of hepatic collections, biopsy

Procedia PDF Downloads 49
2280 Studying the Influence of Stir Cast Parameters on Properties of Al6061/Al2O3 Composite

Authors: Anuj Suhag, Rahul Dayal

Abstract:

Aluminum matrix composites (AMCs) refer to the class of metal matrix composites that are lightweight but high performance aluminum centric material systems. The reinforcement in AMCs could be in the form of continuous/discontinuous fibers, whisker or particulates, in volume fractions. Properties of AMCs can be altered to the requirements of different industrial applications by suitable combinations of matrix, reinforcement and processing route. This work focuses on the fabrication of aluminum alloy (Al6061) matrix composites (AMCs) reinforced with 5 and 3 wt% Al2O3 particulates of 45µm using stir casting route. The aim of the present work is to investigate the effects of process parameters, determined by design of experiments, on microhardness, microstructure, Charpy impact strength, surface roughness and tensile properties of the AMC.

Keywords: aluminium matrix composite, Charpy impact strength test, composite materials, matrix, metal matrix composite, surface roughness, reinforcement

Procedia PDF Downloads 628
2279 Using Cyclic Structure to Improve Inference on Network Community Structure

Authors: Behnaz Moradijamei, Michael Higgins

Abstract:

Identifying community structure is a critical task in analyzing social media data sets often modeled by networks. Statistical models such as the stochastic block model have proven to explain the structure of communities in real-world network data. In this work, we develop a goodness-of-fit test to examine community structure's existence by using a distinguishing property in networks: cyclic structures are more prevalent within communities than across them. To better understand how communities are shaped by the cyclic structure of the network rather than just the number of edges, we introduce a novel method for deciding on the existence of communities. We utilize these structures by using renewal non-backtracking random walk (RNBRW) to the existing goodness-of-fit test. RNBRW is an important variant of random walk in which the walk is prohibited from returning back to a node in exactly two steps and terminates and restarts once it completes a cycle. We investigate the use of RNBRW to improve the performance of existing goodness-of-fit tests for community detection algorithms based on the spectral properties of the adjacency matrix. Our proposed test on community structure is based on the probability distribution of eigenvalues of the normalized retracing probability matrix derived by RNBRW. We attempt to make the best use of asymptotic results on such a distribution when there is no community structure, i.e., asymptotic distribution under the null hypothesis. Moreover, we provide a theoretical foundation for our statistic by obtaining the true mean and a tight lower bound for RNBRW edge weights variance.

Keywords: hypothesis testing, RNBRW, network inference, community structure

Procedia PDF Downloads 106
2278 Hydrothermal Synthesis of ZIF-7 Crystals and Their Composite ZIF-7/CS Membranes for Water/Ethanol Separation

Authors: Kai-Sheng Ji, Yi-Feng Lin

Abstract:

The pervaporation process for solvent and water separation has attracted research attention due to its lower energy consumption compared with conventional distillation processes. The membranes used for the pervaporation approach should exhibit high flux and separation factors. In this study, the ZIF-7 crystal particles were successfully incorporated into chitosan (CS) membranes to form ZIF-7/CS mixed-matrix membranes. The as-prepared ZIF-7/CS mixed-matrix membranes were used to separate mixtures of water/ethanol at 25℃ in the pervaporation process. The mixed-matrix membranes with different ZIF-7 wt% incorporation showed better separation efficiency than the pristine CS membranes because of the smaller pore size of the mixed-matrix membranes. The separation factor and the flux of the ZIF-7/CS membranes clearly exceed the upper limit of the previously reported CS-based and mixed-matrix membranes.

Keywords: pervaporation, chitosan, ZIF-7, memberane separation

Procedia PDF Downloads 395
2277 Corrosion Characterization of ZA-27 Metal Matrix Composites

Authors: H. V. Jayaprakash, P. V. Krupakara

Abstract:

This paper deals with the high corrosion resistance developed by the metal matrix composites when compared with that of matrix alloy by open circuit potential test. Matrix selected is ZA-27 and reinforcement selected is red mud particulates, which is a ceramic material. The composites are prepared using liquid melt metallurgy technique using vortex method. Preheated but uncoated red mud particulates are added to the melt. Metal matrix composites containing 2, 4 and 6 weight percentage of red mud are casted. Matrix was also casted in the same way for comparison. Specimen are fabricated according to ASTM standards. The corrodents used for the tests were 0.025, 0.05 and 0.1 molar sodium hydroxide solutions. They are subjected to Open Circuit Potential studies and weight loss corrosion tests. Corrosion rate was found to be decreased with increase in exposure time in both experiments. Effect of exposure time and presence of increased percentage of reinforcement red mud is discussed in detail.

Keywords: composites, vortex, particulates, red mud

Procedia PDF Downloads 401
2276 Modal FDTD Method for Wave Propagation Modeling Customized for Parallel Computing

Authors: H. Samadiyeh, R. Khajavi

Abstract:

A new FD-based procedure, modal finite difference method (MFDM), is proposed for seismic wave propagation modeling, in which simulation is dealt with in the modal space. The method employs eigenvalues of a characteristic matrix formed by appropriate time-space FD stencils. Since MFD runs for different modes are totally independent of each other, MFDM can easily be parallelized while considerable simplicity in parallel-algorithm is also achieved. There is no requirement to any domain-decomposition procedure and inter-core data exchange. More important is the possibility to skip processing of less-significant modes, which enables one to adjust the procedure up to the level of accuracy needed. Thus, in addition to considerable ease of parallel programming, computation and storage costs are significantly reduced. The method is qualified for its efficiency by some numerical examples.

Keywords: Finite Difference Method, Graphics Processing Unit (GPU), Message Passing Interface (MPI), Modal, Wave propagation

Procedia PDF Downloads 267
2275 AC Voltage Regulators Using Single Phase Matrix Converter

Authors: Nagaraju Jarugu, B. R. Narendra

Abstract:

This paper focused on boost rectification by Single Phase Matrix Converter with fewer numbers of switches. The conventional matrix converter consists of 4 bidirectional switches, i.e. 8 set of IGBT/MOSFET with anti-parallel diodes. In this proposed matrix converter, only six switches are used. The switch commutation arrangements are also carried out in this work. The SPMC topology has many advantages as a minimal passive device use. It is very flexible and it can be used as a lot of converters. The gate pulses to the switches are provided by the PWM techniques. The duty ratio of the switches based on Pulse Width Modulation (PWM) technique was used to produce the output waveform of the circuit, simply by turning ON and OFF the switches. The simulation results using MATLAB/Simulink were provided to validate the feasibility of this proposed method.

Keywords: single phase matrix converter, reduced switches, AC voltage regulators, boost rectifier operation

Procedia PDF Downloads 1154
2274 Efficient Reconstruction of DNA Distance Matrices Using an Inverse Problem Approach

Authors: Boris Melnikov, Ye Zhang, Dmitrii Chaikovskii

Abstract:

We continue to consider one of the cybernetic methods in computational biology related to the study of DNA chains. Namely, we are considering the problem of reconstructing the not fully filled distance matrix of DNA chains. When applied in a programming context, it is revealed that with a modern computer of average capabilities, creating even a small-sized distance matrix for mitochondrial DNA sequences is quite time-consuming with standard algorithms. As the size of the matrix grows larger, the computational effort required increases significantly, potentially spanning several weeks to months of non-stop computer processing. Hence, calculating the distance matrix on conventional computers is hardly feasible, and supercomputers are usually not available. Therefore, we started publishing our variants of the algorithms for calculating the distance between two DNA chains; then, we published algorithms for restoring partially filled matrices, i.e., the inverse problem of matrix processing. In this paper, we propose an algorithm for restoring the distance matrix for DNA chains, and the primary focus is on enhancing the algorithms that shape the greedy function within the branches and boundaries method framework.

Keywords: DNA chains, distance matrix, optimization problem, restoring algorithm, greedy algorithm, heuristics

Procedia PDF Downloads 61
2273 Linear MIMO Model Identification Using an Extended Kalman Filter

Authors: Matthew C. Best

Abstract:

Linear Multi-Input Multi-Output (MIMO) dynamic models can be identified, with no a priori knowledge of model structure or order, using a new Generalised Identifying Filter (GIF). Based on an Extended Kalman Filter, the new filter identifies the model iteratively, in a continuous modal canonical form, using only input and output time histories. The filter’s self-propagating state error covariance matrix allows easy determination of convergence and conditioning, and by progressively increasing model order, the best fitting reduced-order model can be identified. The method is shown to be resistant to noise and can easily be extended to identification of smoothly nonlinear systems.

Keywords: system identification, Kalman filter, linear model, MIMO, model order reduction

Procedia PDF Downloads 564
2272 Analytical Solutions to the N-Dimensional Schrödinger Equation with a Collective Potential Model to Study Energy Spectra Andthermodynamic Properties of Selected Diatomic Molecules

Authors: BenedictI Ita, Etido P. Inyang

Abstract:

In this work, the resolutions of the N-dimensional Schrödinger equation with the screened modified Kratzerplus inversely quadratic Yukawa potential (SMKIQYP) have been obtained with the Greene-Aldrich approximation scheme using the Nikiforov-Uvarov method. The eigenvalues and the normalized eigenfunctions are obtained. We then apply the energy spectrum to study four (HCl, N₂, NO, and CO) diatomic molecules. The results show that the energy spectra of these diatomic molecules increase as quantum numbers increase. The energy equation was also used to calculate the partition function and other thermodynamic properties. We predicted the partition function of CO and NO. To check the accuracy of our work, the special case (Modified Kratzer and screened Modified Kratzer potentials) of the collective potential energy eigenvalues agrees excellently with the existing literature.

Keywords: Schrödinger equation, Nikiforov-Uvarov method, modified screened Kratzer, inversely quadratic Yukawa potential, diatomic molecules

Procedia PDF Downloads 57
2271 Combining the Dynamic Conditional Correlation and Range-GARCH Models to Improve Covariance Forecasts

Authors: Piotr Fiszeder, Marcin Fałdziński, Peter Molnár

Abstract:

The dynamic conditional correlation model of Engle (2002) is one of the most popular multivariate volatility models. However, this model is based solely on closing prices. It has been documented in the literature that the high and low price of the day can be used in an efficient volatility estimation. We, therefore, suggest a model which incorporates high and low prices into the dynamic conditional correlation framework. Empirical evaluation of this model is conducted on three datasets: currencies, stocks, and commodity exchange-traded funds. The utilisation of realized variances and covariances as proxies for true variances and covariances allows us to reach a strong conclusion that our model outperforms not only the standard dynamic conditional correlation model but also a competing range-based dynamic conditional correlation model.

Keywords: volatility, DCC model, high and low prices, range-based models, covariance forecasting

Procedia PDF Downloads 144
2270 Measuring Greenhouse Gas Exchange from Paddy Field Using Eddy Covariance Method in Mekong Delta, Vietnam

Authors: Vu H. N. Khue, Marian Pavelka, Georg Jocher, Jiří Dušek, Le T. Son, Bui T. An, Ho Q. Bang, Pham Q. Huong

Abstract:

Agriculture is an important economic sector of Vietnam, the most popular of which is wet rice cultivation. These activities are also known as the main contributor to the national greenhouse gas. In order to understand more about greenhouse gas exchange in these activities and to investigate the factors influencing carbon cycling and sequestration in these types of ecosystems, since 2019, the first eddy covariance station has been installed in a paddy field in Long An province, Mekong Delta. The station was equipped with state-of-the-art equipment for CO₂ and CH₄ gas exchange and micrometeorology measurements. In this study, data from the station was processed following the ICOS recommendations (Integrated Carbon Observation System) standards for CO₂, while CH₄ was manually processed and gap-filled using a random forest model from methane-gapfill-ml, a machine learning package, as there is no standard method for CH₄ flux gap-filling yet. Finally, the carbon equivalent (Ce) balance based on CO₂ and CH₄ fluxes was estimated. The results show that in 2020, even though a new water management practice - alternate wetting and drying - was applied to reduce methane emissions, the paddy field released 928 g Cₑ.m⁻².yr⁻¹, and in 2021, it was reduced to 707 g Cₑ.m⁻².yr⁻¹. On a provincial level, rice cultivation activities in Long An, with a total area of 498,293 ha, released 4.6 million tons of Cₑ in 2020 and 3.5 million tons of Cₑ in 2021.

Keywords: eddy covariance, greenhouse gas, methane, rice cultivation, Mekong Delta

Procedia PDF Downloads 101
2269 Computer Simulations of Stress Corrosion Studies of Quartz Particulate Reinforced ZA-27 Metal Matrix Composites

Authors: K. Vinutha

Abstract:

The stress corrosion resistance of ZA-27 / TiO2 metal matrix composites (MMC’s) in high temperature acidic media has been evaluated using an autoclave. The liquid melt metallurgy technique using vortex method was used to fabricate MMC’s. TiO2 particulates of 50-80 µm in size are added to the matrix. ZA-27 containing 2,4,6 weight percentage of TiO2 are prepared. Stress corrosion tests were conducted by weight loss method for different exposure time, normality and temperature of the acidic medium. The corrosion rates of composites were lower to that of matrix ZA-27 alloy under all conditions.

Keywords: autoclave, MMC’s, stress corrosion, vortex method

Procedia PDF Downloads 435
2268 A Constitutive Model of Ligaments and Tendons Accounting for Fiber-Matrix Interaction

Authors: Ratchada Sopakayang, Gerhard A. Holzapfel

Abstract:

In this study, a new constitutive model is developed to describe the hyperelastic behavior of collagenous tissues with a parallel arrangement of collagen fibers such as ligaments and tendons. The model is formulated using a continuum approach incorporating the structural changes of the main tissue components: collagen fibers, proteoglycan-rich matrix and fiber-matrix interaction. The mechanical contribution of the interaction between the fibers and the matrix is simply expressed by a coupling term. The structural change of the collagen fibers is incorporated in the constitutive model to describe the activation of the fibers under tissue straining. Finally, the constitutive model can easily describe the stress-stretch nonlinearity which occurs when a ligament/tendon is axially stretched. This study shows that the interaction between the fibers and the matrix contributes to the mechanical tissue response. Therefore, the model may lead to a better understanding of the physiological mechanisms of ligaments and tendons under axial loading.

Keywords: constitutive model, fiber-matrix, hyperelasticity, interaction, ligament, tendon

Procedia PDF Downloads 265
2267 Comparison of Finite Difference Schemes for Numerical Study of Ripa Model

Authors: Sidrah Ahmed

Abstract:

The river and lakes flows are modeled mathematically by shallow water equations that are depth-averaged Reynolds Averaged Navier-Stokes equations under Boussinesq approximation. The temperature stratification dynamics influence the water quality and mixing characteristics. It is mainly due to the atmospheric conditions including air temperature, wind velocity, and radiative forcing. The experimental observations are commonly taken along vertical scales and are not sufficient to estimate small turbulence effects of temperature variations induced characteristics of shallow flows. Wind shear stress over the water surface influence flow patterns, heat fluxes and thermodynamics of water bodies as well. Hence it is crucial to couple temperature gradients with shallow water model to estimate the atmospheric effects on flow patterns. The Ripa system has been introduced to study ocean currents as a variant of shallow water equations with addition of temperature variations within the flow. Ripa model is a hyperbolic system of partial differential equations because all the eigenvalues of the system’s Jacobian matrix are real and distinct. The time steps of a numerical scheme are estimated with the eigenvalues of the system. The solution to Riemann problem of the Ripa model is composed of shocks, contact and rarefaction waves. Solving Ripa model with Riemann initial data with the central schemes is difficult due to the eigen structure of the system.This works presents the comparison of four different finite difference schemes for the numerical solution of Riemann problem for Ripa model. These schemes include Lax-Friedrichs, Lax-Wendroff, MacCormack scheme and a higher order finite difference scheme with WENO method. The numerical flux functions in both dimensions are approximated according to these methods. The temporal accuracy is achieved by employing TVD Runge Kutta method. The numerical tests are presented to examine the accuracy and robustness of the applied methods. It is revealed that Lax-Freidrichs scheme produces results with oscillations while Lax-Wendroff and higher order difference scheme produce quite better results.

Keywords: finite difference schemes, Riemann problem, shallow water equations, temperature gradients

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2266 In-situ Acoustic Emission Analysis of a Polymer Electrolyte Membrane Water Electrolyser

Authors: M. Maier, I. Dedigama, J. Majasan, Y. Wu, Q. Meyer, L. Castanheira, G. Hinds, P. R. Shearing, D. J. L. Brett

Abstract:

Increasing the efficiency of electrolyser technology is commonly seen as one of the main challenges on the way to the Hydrogen Economy. There is a significant lack of understanding of the different states of operation of polymer electrolyte membrane water electrolysers (PEMWE) and how these influence the overall efficiency. This in particular means the two-phase flow through the membrane, gas diffusion layers (GDL) and flow channels. In order to increase the efficiency of PEMWE and facilitate their spread as commercial hydrogen production technology, new analytic approaches have to be found. Acoustic emission (AE) offers the possibility to analyse the processes within a PEMWE in a non-destructive, fast and cheap in-situ way. This work describes the generation and analysis of AE data coming from a PEM water electrolyser, for, to the best of our knowledge, the first time in literature. Different experiments are carried out. Each experiment is designed so that only specific physical processes occur and AE solely related to one process can be measured. Therefore, a range of experimental conditions is used to induce different flow regimes within flow channels and GDL. The resulting AE data is first separated into different events, which are defined by exceeding the noise threshold. Each acoustic event consists of a number of consequent peaks and ends when the wave diminishes under the noise threshold. For all these acoustic events the following key attributes are extracted: maximum peak amplitude, duration, number of peaks, peaks before the maximum, average intensity of a peak and time till the maximum is reached. Each event is then expressed as a vector containing the normalized values for all criteria. Principal Component Analysis is performed on the resulting data, which orders the criteria by the eigenvalues of their covariance matrix. This can be used as an easy way of determining which criteria convey the most information on the acoustic data. In the following, the data is ordered in the two- or three-dimensional space formed by the most relevant criteria axes. By finding spaces in the two- or three-dimensional space only occupied by acoustic events originating from one of the three experiments it is possible to relate physical processes to certain acoustic patterns. Due to the complex nature of the AE data modern machine learning techniques are needed to recognize these patterns in-situ. Using the AE data produced before allows to train a self-learning algorithm and develop an analytical tool to diagnose different operational states in a PEMWE. Combining this technique with the measurement of polarization curves and electrochemical impedance spectroscopy allows for in-situ optimization and recognition of suboptimal states of operation.

Keywords: acoustic emission, gas diffusion layers, in-situ diagnosis, PEM water electrolyser

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2265 Optical Signal-To-Noise Ratio Monitoring Based on Delay Tap Sampling Using Artificial Neural Network

Authors: Feng Wang, Shencheng Ni, Shuying Han, Shanhong You

Abstract:

With the development of optical communication, optical performance monitoring (OPM) has received more and more attentions. Since optical signal-to-noise ratio (OSNR) is directly related to bit error rate (BER), it is one of the important parameters in optical networks. Recently, artificial neural network (ANN) has been greatly developed. ANN has strong learning and generalization ability. In this paper, a method of OSNR monitoring based on delay-tap sampling (DTS) and ANN has been proposed. DTS technique is used to extract the eigenvalues of the signal. Then, the eigenvalues are input into the ANN to realize the OSNR monitoring. The experiments of 10 Gb/s non-return-to-zero (NRZ) on–off keying (OOK), 20 Gb/s pulse amplitude modulation (PAM4) and 20 Gb/s return-to-zero (RZ) differential phase-shift keying (DPSK) systems are demonstrated for the OSNR monitoring based on the proposed method. The experimental results show that the range of OSNR monitoring is from 15 to 30 dB and the root-mean-square errors (RMSEs) for 10 Gb/s NRZ-OOK, 20 Gb/s PAM4 and 20 Gb/s RZ-DPSK systems are 0.36 dB, 0.45 dB and 0.48 dB respectively. The impact of chromatic dispersion (CD) on the accuracy of OSNR monitoring is also investigated in the three experimental systems mentioned above.

Keywords: artificial neural network (ANN), chromatic dispersion (CD), delay-tap sampling (DTS), optical signal-to-noise ratio (OSNR)

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2264 Space Time Adaptive Algorithm in Bi-Static Passive Radar Systems for Clutter Mitigation

Authors: D. Venu, N. V. Koteswara Rao

Abstract:

Space – time adaptive processing (STAP) is an effective tool for detecting a moving target in spaceborne or airborne radar systems. Since airborne passive radar systems utilize broadcast, navigation and excellent communication signals to perform various surveillance tasks and also has attracted significant interest from the distinct past, therefore the need of the hour is to have cost effective systems as compared to conventional active radar systems. Moreover, requirements of small number of secondary samples for effective clutter suppression in bi-static passive radar offer abundant illuminator resources for passive surveillance radar systems. This paper presents a framework for incorporating knowledge sources directly in the space-time beam former of airborne adaptive radars. STAP algorithm for clutter mitigation for passive bi-static radar has better quantitation of the reduction in sample size thereby amalgamating the earlier data bank with existing radar data sets. Also, we proposed a novel method to estimate the clutter matrix and perform STAP for efficient clutter suppression based on small sample size. Furthermore, the effectiveness of the proposed algorithm is verified using MATLAB simulations in order to validate STAP algorithm for passive bi-static radar. In conclusion, this study highlights the importance for various applications which augments traditional active radars using cost-effective measures.

Keywords: bistatic radar, clutter, covariance matrix passive radar, STAP

Procedia PDF Downloads 267
2263 Retention Properties of the Matrix Material Fe-Mn-Cu-Sn-C in Relation to Diamond Particles

Authors: Elżbieta Cygan-Bączek, Piotr Wyżga, Sławomir Cygan

Abstract:

In the presented work, the main goal was to investigate the retention properties, defined as the ability of the matrix material to hold diamond particles in relation to metallized (Ti, Si, Cr, Co, Cu, Ni) and non-metallized diamond crystals. For this purpose, diamond-impregnated specimens were tested for wear rate on abrasive sandstone using a test rig specially designed to simulate tool application conditions. The tests that involved 3- and 2-body abrasion ranked the alloys in different orders. The ability of the matrix to retain diamond crystals was determined using the electron microskopy (SEM, TEM). The specimens were also characterized by X-ray diffraction (XRD) and hardness. The conducted research has shown that Si and Ti metallized diamonds, apart from mechanical jamming in the matrix, are also connected in a metallurgical manner, ensuring the improvement of the retention properties of the matrix material.

Keywords: diamond, metallic-diamond segments, retention, abrasive wear resistance

Procedia PDF Downloads 93