Search results for: extended Kantorovich method.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19264

Search results for: extended Kantorovich method.

18994 Artificial Intelligence-Aided Extended Kalman Filter for Magnetometer-Based Orbit Determination

Authors: Gilberto Goracci, Fabio Curti

Abstract:

This work presents a robust, light, and inexpensive algorithm to perform autonomous orbit determination using onboard magnetometer data in real-time. Magnetometers are low-cost and reliable sensors typically available on a spacecraft for attitude determination purposes, thus representing an interesting choice to perform real-time orbit determination without the need to add additional sensors to the spacecraft itself. Magnetic field measurements can be exploited by Extended/Unscented Kalman Filters (EKF/UKF) for orbit determination purposes to make up for GPS outages, yielding errors of a few kilometers and tens of meters per second in the position and velocity of a spacecraft, respectively. While this level of accuracy shows that Kalman filtering represents a solid baseline for autonomous orbit determination, it is not enough to provide a reliable state estimation in the absence of GPS signals. This work combines the solidity and reliability of the EKF with the versatility of a Recurrent Neural Network (RNN) architecture to further increase the precision of the state estimation. Deep learning models, in fact, can grasp nonlinear relations between the inputs, in this case, the magnetometer data and the EKF state estimations, and the targets, namely the true position, and velocity of the spacecraft. The model has been pre-trained on Sun-Synchronous orbits (SSO) up to 2126 kilometers of altitude with different initial conditions and levels of noise to cover a wide range of possible real-case scenarios. The orbits have been propagated considering J2-level dynamics, and the geomagnetic field has been modeled using the International Geomagnetic Reference Field (IGRF) coefficients up to the 13th order. The training of the module can be completed offline using the expected orbit of the spacecraft to heavily reduce the onboard computational burden. Once the spacecraft is launched, the model can use the GPS signal, if available, to fine-tune the parameters on the actual orbit onboard in real-time and work autonomously during GPS outages. In this way, the provided module shows versatility, as it can be applied to any mission operating in SSO, but at the same time, the training is completed and eventually fine-tuned, on the specific orbit, increasing performances and reliability. The results provided by this study show an increase of one order of magnitude in the precision of state estimate with respect to the use of the EKF alone. Tests on simulated and real data will be shown.

Keywords: artificial intelligence, extended Kalman filter, orbit determination, magnetic field

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18993 Spectral Domain Fast Multipole Method for Solving Integral Equations of One and Two Dimensional Wave Scattering

Authors: Mohammad Ahmad, Dayalan Kasilingam

Abstract:

In this paper, a spectral domain implementation of the fast multipole method is presented. It is shown that the aggregation, translation, and disaggregation stages of the fast multipole method (FMM) can be performed using the spectral domain (SD) analysis. The spectral domain fast multipole method (SD-FMM) has the advantage of eliminating the near field/far field classification used in conventional FMM formulation. The study focuses on the application of SD-FMM to one-dimensional (1D) and two-dimensional (2D) electric field integral equation (EFIE). The case of perfectly conducting strip, circular and square cylinders are numerically analyzed and compared with the results from the standard method of moments (MoM).

Keywords: electric field integral equation, fast multipole method, method of moments, wave scattering, spectral domain

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18992 Analytical Method Development and Validation of Stability Indicating Rp - Hplc Method for Detrmination of Atorvastatin and Methylcobalamine

Authors: Alkaben Patel

Abstract:

The proposed RP-HPLC method is easy, rapid, economical, precise and accurate stability indicating RP-HPLC method for simultaneous estimation of Astorvastatin and Methylcobalamine in their combined dosage form has been developed.The separation was achieved by LC-20 AT C18(250mm*4.6mm*2.6mm)Colum and water (pH 3.5): methanol 70:30 as mobile phase, at a flow rate of 1ml/min. wavelength of this dosage form is 215nm.The drug is related to stress condition of hydrolysis, oxidation, photolysis and thermal degradation.

Keywords: RP- HPLC, atorvastatin, methylcobalamine, method, development, validation

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18991 The Role of Long-Chain Ionic Surfactants on Extending Drug Delivery from Contact Lenses

Authors: Cesar Torres, Robert Briber, Nam Sun Wang

Abstract:

Eye drops are the most commonly used treatment for short-term and long-term ophthalmic diseases. However, eye drops could deliver only about 5% of the functional ingredients contained in a burst dosage. To address the limitations of eye drops, the use of therapeutic contact lenses has been introduced. Drug-loaded contact lenses provide drugs a longer residence time in the tear film and hence, decrease the potential risk of side effects. Nevertheless, a major limitation of contact lenses as drug delivery devices is that most of the drug absorbed is released within the first few hours. This fact limits their use for extended release. The present study demonstrates the application of long-alkyl chain ionic surfactants on extending drug release kinetics from commercially available silicone hydrogel contact lenses. In vitro release experiments were carried by immersing drug-containing contact lenses in phosphate buffer saline at physiological pH. The drug concentration as a function of time was monitored using ultraviolet-visible spectroscopy. The results of the study demonstrate that release kinetics is dependent on the ionic surfactant weight percent in the contact lenses, and on the length of the hydrophobic alkyl chain of the ionic surfactants. The use of ionic surfactants in contact lenses can extend the delivery of drugs from a few hours to a few weeks, depending on the physicochemical properties of the drugs. Contact lenses embedded with ionic surfactants could be potential biomaterials to be used for extended drug delivery and in the treatment of ophthalmic diseases. However, ocular irritation and toxicity studies would be needed to evaluate the safety of the approach.

Keywords: contact lenses, drug delivery, controlled release, ionic surfactant

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18990 Hydrogen Production from Solid Waste of Sago Processing Industries in Indonesia: Effect of Chemical and Biological Pretreatment

Authors: Pratikno Hidayat, Khamdan Cahyari

Abstract:

Hydrogen is the ultimate choice of energy carriers in future. It contents high energy density (42 kJ/g), emits only water vapor during combustion and has high energy conversion up to 50% in fuel cell application. One of the promising methods to produce hydrogen is from organic waste through dark fermentation method. It utilizes sugar-rich organic waste as substrate and hydrogen-producing microorganisms to generate the hydrogen. Solid waste of sago processing industries in Indonesia is one of the promising raw materials for both producing biofuel hydrogen and mitigating the environmental impact due to the waste disposal. This research was meant to investigate the effect of chemical and biological pretreatment i.e. acid treatment and mushroom cultivation toward lignocellulosic waste of these sago industries. Chemical pretreatment was conducted through exposing the waste into acid condition using sulfuric acid (H2SO4) (various molar i.e. 0.2, 0.3, and 0.4 M and various duration of exposure i.e. 30, 60 and 90 minutes). Meanwhile, biological treatment was conducted through utilization of the solid waste as growth media of mushroom (Oyster and Ling-zhi) for 3 months. Dark fermentation was conducted at pH 5.0, temperature 27℃ and atmospheric pressure. It was noticed that chemical and biological pretreatment could improve hydrogen yield with the highest yield at 3.8 ml/g VS (31%v H2). The hydrogen production was successfully performed to generate high percentage of hydrogen, although the yield was still low. This result indicated that the explosion of acid chemical and biological method might need to be extended to improve degradability of the solid waste. However, high percentage of hydrogen was resulted from proper pretreatment of residual sludge of biogas plant to generate hydrogen-producing inoculum.

Keywords: hydrogen, sago waste, chemical, biological, dark fermentation, Indonesia

Procedia PDF Downloads 344
18989 Electrochemical APEX for Genotyping MYH7 Gene: A Low Cost Strategy for Minisequencing of Disease Causing Mutations

Authors: Ahmed M. Debela, Mayreli Ortiz , Ciara K. O´Sullivan

Abstract:

The completion of the human genome Project (HGP) has paved the way for mapping the diversity in the overall genome sequence which helps to understand the genetic causes of inherited diseases and susceptibility to drugs or environmental toxins. Arrayed primer extension (APEX) is a microarray based minisequencing strategy for screening disease causing mutations. It is derived from Sanger DNA sequencing and uses fluorescently dideoxynucleotides (ddNTPs) for termination of a growing DNA strand from a primer with its 3´- end designed immediately upstream of a site where single nucleotide polymorphism (SNP) occurs. The use of DNA polymerase offers a very high accuracy and specificity to APEX which in turn happens to be a method of choice for multiplex SNP detection. Coupling the high specificity of this method with the high sensitivity, low cost and compatibility for miniaturization of electrochemical techniques would offer an excellent platform for detection of mutation as well as sequencing of DNA templates. We are developing an electrochemical APEX for the analysis of SNPs found in the MYH7 gene for group of cardiomyopathy patients. ddNTPs were labeled with four different redox active compounds with four distinct potentials. Thiolated oligonucleotide probes were immobilised on gold and glassy carbon substrates which are followed by hybridisation with complementary target DNA just adjacent to the base to be extended by polymerase. Electrochemical interrogation was performed after the incorporation of the redox labelled dedioxynucleotide. The work involved the synthesis and characterisation of the redox labelled ddNTPs, optimisation and characterisation of surface functionalisation strategies and the nucleotide incorporation assays.

Keywords: array based primer extension, labelled ddNTPs, electrochemical, mutations

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18988 Defining the Limits of No Load Test Parameters at Over Excitation to Ensure No Over-Fluxing of Core Based on a Case Study: A Perspective From Utilities

Authors: Pranjal Johri, Misbah Ul-Islam

Abstract:

Power Transformers are one of the most critical and failure prone entities in an electrical power system. It is an established practice that each design of a power transformer has to undergo numerous type tests for design validation and routine tests are performed on each and every power transformer before dispatch from manufacturer’s works. Different countries follow different standards for testing the transformers. Most common and widely followed standard for Power Transformers is IEC 60076 series. Though these standards put up a strict testing requirements for power transformers, however, few aspects of transformer characteristics and guaranteed parameters can be ensured by some additional tests. Based on certain observations during routine test of a transformer and analyzing the data of a large fleet of transformers, three propositions have been discussed and put forward to be included in test schedules and standards. The observations in the routine test raised questions on design flux density of transformer. In order to ensure that flux density in any part of the core & yoke does not exceed 1.9 tesla at 1.1 pu as well, following propositions need to be followed during testing:  From the data studied, it was evident that generally NLC at 1.1 pu is apporx. 3 times of No Load Current at 1 pu voltage.  During testing the power factor at 1.1 pu excitation, it must be comparable to calculated values from the Cold Rolled Grain Oriented steel material curves, including building factor.  A limit of 3 % to be extended for higher than rated voltages on difference in Vavg and Vrms, during no load testing.  Extended over excitation test to be done in case above propositions are observed to be violated during testing.

Keywords: power transfoemrs, no load current, DGA, power factor

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18987 A Comparison of Bias Among Relaxed Divisor Methods Using 3 Bias Measurements

Authors: Sumachaya Harnsukworapanich, Tetsuo Ichimori

Abstract:

The apportionment method is used by many countries, to calculate the distribution of seats in political bodies. For example, this method is used in the United States (U.S.) to distribute house seats proportionally based on the population of the electoral district. Famous apportionment methods include the divisor methods called the Adams Method, Dean Method, Hill Method, Jefferson Method and Webster Method. Sometimes the results from the implementation of these divisor methods are unfair and include errors. Therefore, it is important to examine the optimization of this method by using a bias measurement to figure out precise and fair results. In this research we investigate the bias of divisor methods in the U.S. Houses of Representatives toward large and small states by applying the Stolarsky Mean Method. We compare the bias of the apportionment method by using two famous bias measurements: The Balinski and Young measurement and the Ernst measurement. Both measurements have a formula for large and small states. The Third measurement however, which was created by the researchers, did not factor in the element of large and small states into the formula. All three measurements are compared and the results show that our measurement produces similar results to the other two famous measurements.

Keywords: apportionment, bias, divisor, fair, measurement

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18986 A Numerical Method to Evaluate the Elastoplastic Material Properties of Fiber Reinforced Composite

Authors: M. Palizvan, M. H. Sadr, M. T. Abadi

Abstract:

The representative volume element (RVE) plays a central role in the mechanics of random heterogeneous materials with a view to predicting their effective properties. In this paper, a computational homogenization methodology, developed to determine effective linear elastic properties of composite materials, is extended to predict the effective nonlinear elastoplastic response of long fiber reinforced composite. Finite element simulations of volumes of different sizes and fiber volume fractures are performed for calculation of the overall response RVE. The dependencies of the overall stress-strain curves on the number of fibers inside the RVE are studied in the 2D cases. Volume averaged stress-strain responses are generated from RVEs and compared with the finite element calculations available in the literature at moderate and high fiber volume fractions. For these materials, the existence of an RVE is demonstrated for the sizes of RVE corresponding to 10–100 times the diameter of the fibers. In addition, the response of small size RVE is found anisotropic, whereas the average of all large ones leads to recover the isotropic material properties.

Keywords: homogenization, periodic boundary condition, elastoplastic properties, RVE

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18985 An Interpolation Tool for Data Transfer in Two-Dimensional Ice Accretion Problems

Authors: Marta Cordero-Gracia, Mariola Gomez, Olivier Blesbois, Marina Carrion

Abstract:

One of the difficulties in icing simulations is for extended periods of exposure, when very large ice shapes are created. As well as being large, they can have complex shapes, such as a double horn. For icing simulations, these configurations are currently computed in several steps. The icing step is stopped when the ice shapes become too large, at which point a new mesh has to be created to allow for further CFD and ice growth simulations to be performed. This can be very costly, and is a limiting factor in the simulations that can be performed. A way to avoid the costly human intervention in the re-meshing step of multistep icing computation is to use mesh deformation instead of re-meshing. The aim of the present work is to apply an interpolation method based on Radial Basis Functions (RBF) to transfer deformations from surface mesh to volume mesh. This deformation tool has been developed specifically for icing problems. It is able to deal with localized, sharp and large deformations, unlike the tools traditionally used for more smooth wing deformations. This tool will be presented along with validation on typical two-dimensional icing shapes.

Keywords: ice accretion, interpolation, mesh deformation, radial basis functions

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18984 Efficient Estimation of Maximum Theoretical Productivity from Batch Cultures via Dynamic Optimization of Flux Balance Models

Authors: Peter C. St. John, Michael F. Crowley, Yannick J. Bomble

Abstract:

Production of chemicals from engineered organisms in a batch culture typically involves a trade-off between productivity, yield, and titer. However, strategies for strain design typically involve designing mutations to achieve the highest yield possible while maintaining growth viability. Such approaches tend to follow the principle of designing static networks with minimum metabolic functionality to achieve desired yields. While these methods are computationally tractable, optimum productivity is likely achieved by a dynamic strategy, in which intracellular fluxes change their distribution over time. One can use multi-stage fermentations to increase either productivity or yield. Such strategies would range from simple manipulations (aerobic growth phase, anaerobic production phase), to more complex genetic toggle switches. Additionally, some computational methods can also be developed to aid in optimizing two-stage fermentation systems. One can assume an initial control strategy (i.e., a single reaction target) in maximizing productivity - but it is unclear how close this productivity would come to a global optimum. The calculation of maximum theoretical yield in metabolic engineering can help guide strain and pathway selection for static strain design efforts. Here, we present a method for the calculation of a maximum theoretical productivity of a batch culture system. This method follows the traditional assumptions of dynamic flux balance analysis: that internal metabolite fluxes are governed by a pseudo-steady state and external metabolite fluxes are represented by dynamic system including Michealis-Menten or hill-type regulation. The productivity optimization is achieved via dynamic programming, and accounts explicitly for an arbitrary number of fermentation stages and flux variable changes. We have applied our method to succinate production in two common microbial hosts: E. coli and A. succinogenes. The method can be further extended to calculate the complete productivity versus yield Pareto surface. Our results demonstrate that nearly optimal yields and productivities can indeed be achieved with only two discrete flux stages.

Keywords: A. succinogenes, E. coli, metabolic engineering, metabolite fluxes, multi-stage fermentations, succinate

Procedia PDF Downloads 189
18983 Multi-Criteria Evolutionary Algorithm to Develop Efficient Schedules for Complex Maintenance Problems

Authors: Sven Tackenberg, Sönke Duckwitz, Andreas Petz, Christopher M. Schlick

Abstract:

This paper introduces an extension to the well-established Resource-Constrained Project Scheduling Problem (RCPSP) to apply it to complex maintenance problems. The problem is to assign technicians to a team which has to process several tasks with multi-level skill requirements during a work shift. Here, several alternative activities for a task allow both, the temporal shift of activities or the reallocation of technicians and tools. As a result, switches from one valid work process variant to another can be considered and may be selected by the developed evolutionary algorithm based on the present skill level of technicians or the available tools. An additional complication of the observed scheduling problem is that the locations of the construction sites are only temporarily accessible during a day. Due to intensive rail traffic, the available time slots for maintenance and repair works are extremely short and are often distributed throughout the day. To identify efficient working periods, a first concept of a Bayesian network is introduced and is integrated into the extended RCPSP with pre-emptive and non-pre-emptive tasks. Thereby, the Bayesian network is used to calculate the probability of a maintenance task to be processed during a specific period of the shift. Focusing on the domain of maintenance of the railway infrastructure in metropolitan areas as the most unproductive implementation process at construction site, the paper illustrates how the extended RCPSP can be applied for maintenance planning support. A multi-criteria evolutionary algorithm with a problem representation is introduced which is capable of revising technician-task allocations, whereas the duration of the task may be stochastic. The approach uses a novel activity list representation to ensure easily describable and modifiable elements which can be converted into detailed shift schedules. Thereby, the main objective is to develop a shift plan which maximizes the utilization of each technician due to a minimization of the waiting times caused by rail traffic. The results of the already implemented core algorithm illustrate a fast convergence towards an optimal team composition for a shift, an efficient sequence of tasks and a high probability of the subsequent implementation due to the stochastic durations of the tasks. In the paper, the algorithm for the extended RCPSP is analyzed in experimental evaluation using real-world example problems with various size, resource complexity, tightness and so forth.

Keywords: maintenance management, scheduling, resource constrained project scheduling problem, genetic algorithms

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18982 Numerical Simulation of the Rotating Vertical Bridgman Growth

Authors: Nouri Sabrina

Abstract:

Numerical parametric study is conducted to study the effects of ampoule rotation on the flows and the dopant segregation in Vertical Bridgman (VB) crystal growth. Calculations were performed in unsteady state. The extended darcy model, whıch includes the time derivative and coriolis terms, has been employed in the momentum equation. It is found that the convection, and dopant segregation can be affected significantly by ampoule rotation, and the effect is similar to that by an axial magnetıc field. Ampoule rotation decreases the intensity of convection and stretches the flow cell axıally. When the convectıon is weak, the flow can be suppressed almost completely by moderate ampoule rotation and the dopant segregation becomes diffusion-controlled. For stronger convection, the elongated flow cell by ampoule rotation may bring dopant mixing into the bulk melt reducing axial segregation at the early stage of the growth. However, if the cellular flow cannot be suppressed completely, ampoule rotation may induce larger radial segregation due to poor mixing.

Keywords: rotating vertical solidification, Finite Volume Method, heat and mass transfer, porous medium, phase change

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18981 Solution for Thick Plate Resting on Winkler Foundation by Symplectic Geometry Method

Authors: Mei-Jie Xu, Yang Zhong

Abstract:

Based on the symplectic geometry method, the theory of Hamilton system can be applied in the analysis of problem solved using the theory of elasticity and in the solution of elliptic partial differential equations. With this technique, this paper derives the theoretical solution for a thick rectangular plate with four free edges supported on a Winkler foundation by variable separation method. In this method, the governing equation of thick plate was first transformed into state equations in the Hamilton space. The theoretical solution of this problem was next obtained by applying the method of variable separation based on the Hamilton system. Compared with traditional theoretical solutions for rectangular plates, this method has the advantage of not having to assume the form of deflection functions in the solution process. Numerical examples are presented to verify the validity of the proposed solution method.

Keywords: symplectic geometry method, Winkler foundation, thick rectangular plate, variable separation method, Hamilton system

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18980 Cost-Optimized Extra-Lateral Transshipments

Authors: Dilupa Nakandala, Henry Lau

Abstract:

Ever increasing demand for cost efficiency and customer satisfaction through reliable delivery have been a mandate for logistics practitioners to continually improve inventory management processes. With the cost optimization objectives, this study considers an extended scenario where sourcing from the same echelon of the supply chain, known as lateral transshipment which is instantaneous but more expensive than purchasing from regular suppliers, is considered by warehouses not only to re-actively fulfill the urgent outstanding retailer demand that could not be fulfilled by stock on hand but also for preventively reduce back-order cost. Such extra lateral trans-shipments as preventive responses are intended to meet the expected demand during the supplier lead time in a periodic review ordering policy setting. We develop decision rules to assist logistics practitioners to make cost optimized selection between back-ordering and combined reactive and proactive lateral transshipment options. A method for determining the optimal quantity of extra lateral transshipment is developed considering the trade-off between purchasing, holding and backorder cost components.

Keywords: lateral transshipment, warehouse inventory management, cost optimization, preventive transshipment

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18979 Step Method for Solving Nonlinear Two Delays Differential Equation in Parkinson’s Disease

Authors: H. N. Agiza, M. A. Sohaly, M. A. Elfouly

Abstract:

Parkinson's disease (PD) is a heterogeneous disorder with common age of onset, symptoms, and progression levels. In this paper we will solve analytically the PD model as a non-linear delay differential equation using the steps method. The step method transforms a system of delay differential equations (DDEs) into systems of ordinary differential equations (ODEs). On some numerical examples, the analytical solution will be difficult. So we will approximate the analytical solution using Picard method and Taylor method to ODEs.

Keywords: Parkinson's disease, step method, delay differential equation, two delays

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18978 A Superposition Method in Analyses of Clamped Thick Plates

Authors: Alexander Matrosov, Guriy Shirunov

Abstract:

A superposition method based on Lame's idea is used to get a general analytical solution to analyze a stress and strain state of a rectangular isotropjc elastic thick plate. The solution is built by using three solutions of the method of initial functions in the form of double trigonometric series. The results of bending of a thick plate under normal stress on its top face with two opposite sides clamped while others free of load are presented and compared with FEM modelling.

Keywords: general solution, method of initial functions, superposition method, thick isotropic plates

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18977 Solution of Hybrid Fuzzy Differential Equations

Authors: Mahmood Otadi, Maryam Mosleh

Abstract:

The hybrid differential equations have a wide range of applications in science and engineering. In this paper, the homotopy analysis method (HAM) is applied to obtain the series solution of the hybrid differential equations. Using the homotopy analysis method, it is possible to find the exact solution or an approximate solution of the problem. Comparisons are made between improved predictor-corrector method, homotopy analysis method and the exact solution. Finally, we illustrate our approach by some numerical example.

Keywords: fuzzy number, fuzzy ODE, HAM, approximate method

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18976 Optimal Control of Volterra Integro-Differential Systems Based on Legendre Wavelets and Collocation Method

Authors: Khosrow Maleknejad, Asyieh Ebrahimzadeh

Abstract:

In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential (VID) equation is considered. The method is developed by means of the Legendre wavelet approximation and collocation method. The properties of Legendre wavelet accompany with Gaussian integration method are utilized to reduce the problem to the solution of nonlinear programming one. Some numerical examples are given to confirm the accuracy and ease of implementation of the method.

Keywords: collocation method, Legendre wavelet, optimal control, Volterra integro-differential equation

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18975 A Class of Third Derivative Four-Step Exponential Fitting Numerical Integrator for Stiff Differential Equations

Authors: Cletus Abhulimen, L. A. Ukpebor

Abstract:

In this paper, we construct a class of four-step third derivative exponential fitting integrator of order six for the numerical integration of stiff initial-value problems of the type: y’= f(x,y); y(x₀) =y₀. The implicit method has free parameters which allow it to be fitted automatically to exponential functions. For the purpose of effective implementation of the proposed method, we adopted the techniques of splitting the method into predictor and corrector schemes. The numerical analysis of the stability of the new method was discussed; the results show that the method is A-stable. Finally, numerical examples are presented, to show the efficiency and accuracy of the new method.

Keywords: third derivative four-step, exponentially fitted, a-stable, stiff differential equations

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18974 Stochastic Pi Calculus in Financial Markets: An Alternate Approach to High Frequency Trading

Authors: Jerome Joshi

Abstract:

The paper presents the modelling of financial markets using the Stochastic Pi Calculus model. The Stochastic Pi Calculus model is mainly used for biological applications; however, the feature of this model promotes its use in financial markets, more prominently in high frequency trading. The trading system can be broadly classified into exchange, market makers or intermediary traders and fundamental traders. The exchange is where the action of the trade is executed, and the two types of traders act as market participants in the exchange. High frequency trading, with its complex networks and numerous market participants (intermediary and fundamental traders) poses a difficulty while modelling. It involves the participants to seek the advantage of complex trading algorithms and high execution speeds to carry out large volumes of trades. To earn profits from each trade, the trader must be at the top of the order book quite frequently by executing or processing multiple trades simultaneously. This would require highly automated systems as well as the right sentiment to outperform other traders. However, always being at the top of the book is also not best for the trader, since it was the reason for the outbreak of the ‘Hot – Potato Effect,’ which in turn demands for a better and more efficient model. The characteristics of the model should be such that it should be flexible and have diverse applications. Therefore, a model which has its application in a similar field characterized by such difficulty should be chosen. It should also be flexible in its simulation so that it can be further extended and adapted for future research as well as be equipped with certain tools so that it can be perfectly used in the field of finance. In this case, the Stochastic Pi Calculus model seems to be an ideal fit for financial applications, owing to its expertise in the field of biology. It is an extension of the original Pi Calculus model and acts as a solution and an alternative to the previously flawed algorithm, provided the application of this model is further extended. This model would focus on solving the problem which led to the ‘Flash Crash’ which is the ‘Hot –Potato Effect.’ The model consists of small sub-systems, which can be integrated to form a large system. It is designed in way such that the behavior of ‘noise traders’ is considered as a random process or noise in the system. While modelling, to get a better understanding of the problem, a broader picture is taken into consideration with the trader, the system, and the market participants. The paper goes on to explain trading in exchanges, types of traders, high frequency trading, ‘Flash Crash,’ ‘Hot-Potato Effect,’ evaluation of orders and time delay in further detail. For the future, there is a need to focus on the calibration of the module so that they would interact perfectly with other modules. This model, with its application extended, would provide a basis for researchers for further research in the field of finance and computing.

Keywords: concurrent computing, high frequency trading, financial markets, stochastic pi calculus

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18973 Global Optimization: The Alienor Method Mixed with Piyavskii-Shubert Technique

Authors: Guettal Djaouida, Ziadi Abdelkader

Abstract:

In this paper, we study a coupling of the Alienor method with the algorithm of Piyavskii-Shubert. The classical multidimensional global optimization methods involves great difficulties for their implementation to high dimensions. The Alienor method allows to transform a multivariable function into a function of a single variable for which it is possible to use efficient and rapid method for calculating the the global optimum. This simplification is based on the using of a reducing transformation called Alienor.

Keywords: global optimization, reducing transformation, α-dense curves, Alienor method, Piyavskii-Shubert algorithm

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18972 Flexural Strength Design of RC Beams with Consideration of Strain Gradient Effect

Authors: Mantai Chen, Johnny Ching Ming Ho

Abstract:

The stress-strain relationship of concrete under flexure is one of the essential parameters in assessing ultimate flexural strength capacity of RC beams. Currently, the concrete stress-strain curve in flexure is obtained by incorporating a constant scale-down factor of 0.85 in the uniaxial stress-strain curve. However, it was revealed that strain gradient would improve the maximum concrete stress under flexure and concrete stress-strain curve is strain gradient dependent. Based on the strain-gradient-dependent concrete stress-strain curve, the investigation of the combined effects of strain gradient and concrete strength on flexural strength of RC beams was extended to high strength concrete up to 100 MPa by theoretical analysis. As an extension and application of the authors’ previous study, a new flexural strength design method incorporating the combined effects of strain gradient and concrete strength is developed. A set of equivalent rectangular concrete stress block parameters is proposed and applied to produce a series of design charts showing that the flexural strength of RC beams are improved with strain gradient effect considered.

Keywords: beams, equivalent concrete stress block, flexural strength, strain gradient

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18971 Investigation of Internal Gettering at Low Temperatures of Metallic Elements in HEM Wafers mc-Si for Photovoltaic Solar Cells

Authors: Abdelghani Boucheham, Djoudi Bouhafs, Nabil Khelifati, Baya Palahouane

Abstract:

The main aim of this study is to investigate the low temperature internal gettering of manganese and chromium transition metals content in p-type multicrystalline silicon grown by Heat Exchanger Method (HEM). The minority carrier lifetime variation, the transition metal elements behavior, the sheet resistivity and the interstitial oxygen concentration after different temperatures annealing under N2 ambient were investigated using quasi-steady state photoconductance technique (QSSPC), secondary ion mass spectroscopy (SIMS), four-probe measurement and Fourier transform infrared spectrometer (FTIR), respectively. The obtained results indicate in the temperature range of 300°C to 700°C that the effective lifetime increases and reaches its maximum values of 28 μs at 500 °C and decreasing to 6 μs at 700 °C. This amelioration is due probably to metallic impurities internal gettering in the extended defects and in the oxygen precipitates as observed on SIMS profiles and the FTIR spectra. From 300 °C to 500 °C the sheet resistivity values rest unchanged at 30 Ohm/sq and rises significantly to reach 45 Ohm/sq for T> 500 °C.

Keywords: mc-Si, low temperature annealing, internal gettering, minority carrier lifetime, interstitial oxygen, resistivity

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18970 Method for Controlling the Groundwater Polluted by the Surface Waters through Injection Wells

Authors: Victorita Radulescu

Abstract:

Introduction: The optimum exploitation of agricultural land in the presence of an aquifer polluted by the surface sources requires close monitoring of groundwater level in both periods of intense irrigation and in absence of the irrigations, in times of drought. Currently in Romania, in the south part of the country, the Baragan area, many agricultural lands are confronted with the risk of groundwater pollution in the absence of systematic irrigation, correlated with the climate changes. Basic Methods: The non-steady flow of the groundwater from an aquifer can be described by the Bousinesq’s partial differential equation. The finite element method was used, applied to the porous media needed for the water mass balance equation. By the proper structure of the initial and boundary conditions may be modeled the flow in drainage or injection systems of wells, according to the period of irrigation or prolonged drought. The boundary conditions consist of the groundwater levels required at margins of the analyzed area, in conformity to the reality of the pollutant emissaries, following the method of the double steps. Major Findings/Results: The drainage condition is equivalent to operating regimes on the two or three rows of wells, negative, as to assure the pollutant transport, modeled with the variable flow in groups of two adjacent nodes. In order to obtain the level of the water table, in accordance with the real constraints, are needed, for example, to be restricted its top level below of an imposed value, required in each node. The objective function consists of a sum of the absolute values of differences of the infiltration flow rates, increased by a large penalty factor when there are positive values of pollutant. In these conditions, a balanced structure of the pollutant concentration is maintained in the groundwater. The spatial coordinates represent the modified parameters during the process of optimization and the drainage flows through wells. Conclusions: The presented calculation scheme was applied to an area having a cross-section of 50 km between two emissaries with various levels of altitude and different values of pollution. The input data were correlated with the measurements made in-situ, such as the level of the bedrock, the grain size of the field, the slope, etc. This method of calculation can also be extended to determine the variation of the groundwater in the aquifer following the flood wave propagation in envoys.

Keywords: environmental protection, infiltrations, numerical modeling, pollutant transport through soils

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18969 Formulation of Corrector Methods from 3-Step Hybid Adams Type Methods for the Solution of First Order Ordinary Differential Equation

Authors: Y. A. Yahaya, Ahmad Tijjani Asabe

Abstract:

This paper focuses on the formulation of 3-step hybrid Adams type method for the solution of first order differential equation (ODE). The methods which was derived on both grid and off grid points using multistep collocation schemes and also evaluated at some points to produced Block Adams type method and Adams moulton method respectively. The method with the highest order was selected to serve as the corrector. The convergence was valid and efficient. The numerical experiments were carried out and reveal that hybrid Adams type methods performed better than the conventional Adams moulton method.

Keywords: adam-moulton type (amt), corrector method, off-grid, block method, convergence analysis

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18968 Estimation of Train Operation Using an Exponential Smoothing Method

Authors: Taiyo Matsumura, Kuninori Takahashi, Takashi Ono

Abstract:

The purpose of this research is to improve the convenience of waiting for trains at level crossings and stations and to prevent accidents resulting from forcible entry into level crossings, by providing level crossing users and passengers with information that tells them when the next train will pass through or arrive. For this paper, we proposed methods for estimating operation by means of an average value method, variable response smoothing method, and exponential smoothing method, on the basis of open data, which has low accuracy, but for which performance schedules are distributed in real time. We then examined the accuracy of the estimations. The results showed that the application of an exponential smoothing method is valid.

Keywords: exponential smoothing method, open data, operation estimation, train schedule

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18967 A Review on Higher-Order Spline Techniques for Solving Burgers Equation Using B-Spline Methods and Variation of B-Spline Techniques

Authors: Maryam Khazaei Pool, Lori Lewis

Abstract:

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

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

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18966 Linear Array Geometry Synthesis with Minimum Sidelobe Level and Null Control Using Taguchi Method

Authors: Amara Prakasa Rao, N. V. S. N. Sarma

Abstract:

This paper describes the synthesis of linear array geometry with minimum sidelobe level and null control using the Taguchi method. Based on the concept of the orthogonal array, Taguchi method effectively reduces the number of tests required in an optimization process. Taguchi method has been successfully applied in many fields such as mechanical, chemical engineering, power electronics, etc. Compared to other evolutionary methods such as genetic algorithms, simulated annealing and particle swarm optimization, the Taguchi method is much easier to understand and implement. It requires less computational/iteration processing to optimize the problem. Different cases are considered to illustrate the performance of this technique. Simulation results show that this method outperforms the other evolution algorithms (like GA, PSO) for smart antenna systems design.

Keywords: array factor, beamforming, null placement, optimization method, orthogonal array, Taguchi method, smart antenna system

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18965 Modeling Factors Influencing Online Shopping Intention among Consumers in Nigeria: A Proposed Framework

Authors: Abubakar Mukhtar Yakasai, Muhammad Tahir Jan

Abstract:

Purpose: This paper is aimed at exploring factors influencing online shopping intention among the young consumers in Nigeria. Design/Methodology/approach: The paper adopted and extended Technology Acceptance Model (TAM) as the basis for literature review. Additionally, the paper proposed a framework with the inclusion of culture as a moderating factor of consumer online shopping intention among consumers in Nigeria. Findings: Despite high rate of internet penetration in Nigerian, as well as the rapid advancement of online shopping in the world, little attention was paid to this important revolution specifically among Nigeria’s consumers. Based on the review of extant literature, the TAM extended to include perceived risk and enjoyment (PR and PE) was discovered to be a better alternative framework for predicting Nigeria’s young consumers’ online shopping intention. The moderating effect of culture in the proposed model is shown to help immensely in ascertaining differences, if any, between various cultural groups among online shoppers in Nigeria. Originality/ value: The critical analysis of different factors will assist practitioners (like online retailers, e-marketing managers, website developers, etc.) by signifying which combinations of factors can best predict consumer online shopping behaviour in particular instances, thereby resulting in effective value delivery. Online shopping is a newly adopted technology in Nigeria, hence the paper will give a clear focus for effective e-marketing strategy. In addition, the proposed framework in this paper will guide future researchers by providing a tool for systematic evaluation and testing of real empirical situation of online shopping in Nigeria.

Keywords: online shopping, perceived ease of use, perceived usefulness, perceived enjoyment, technology acceptance model, Nigeria

Procedia PDF Downloads 244