Search results for: hyperbolic
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 74

Search results for: hyperbolic

14 Sensitivity Analysis and Solitary Wave Solutions to the (2+1)-Dimensional Boussinesq Equation in Dispersive Media

Authors: Naila Nasreen, Dianchen Lu

Abstract:

This paper explores the dynamical behavior of the (2+1)-dimensional Boussinesq equation, which is a nonlinear water wave equation and is used to model wave packets in dispersive media with weak nonlinearity. This equation depicts how long wave made in shallow water propagates due to the influence of gravity. The (2+1)- dimensional Boussinesq equation combines the two-way propagation of the classical Boussinesq equation with the dependence on a second spatial variable, as that occurs in the two-dimensional Kadomstev- Petviashvili equation. This equation provides a description of head- on collision of oblique waves and it possesses some interesting properties. The governing model is discussed by the assistance of Ricatti equation mapping method, a relatively integration tool. The solutions have been extracted in different forms the solitary wave solutions as well as hyperbolic and periodic solutions. Moreover, the sensitivity analysis is demonstrated for the designed dynamical structural system’s wave profiles, where the soliton wave velocity and wave number parameters regulate the water wave singularity. In addition to being helpful for elucidating nonlinear partial differential equations, the method in use gives previously extracted solutions and extracts fresh exact solutions. Assuming the right values for the parameters, various graph in different shapes are sketched to provide information about the visual format of the earned results. This paper’s findings support the efficacy of the approach taken in enhancing nonlinear dynamical behavior. We believe this research will be of interest to a wide variety of engineers that work with engineering models. Findings show the effectiveness simplicity, and generalizability of the chosen computational approach, even when applied to complicated systems in a variety of fields, especially in ocean engineering.

Keywords: (2+1)-dimensional Boussinesq equation, solitary wave solutions, Ricatti equation mapping approach, nonlinear phenomena

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13 Shear Strength and Consolidation Behavior of Clayey Soil with Vertical and Radial Drainage

Authors: R. Pillai Aparna, S. R. Gandhi

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Soft clay deposits having low strength and high compressibility are found all over the world. Preloading with vertical drains is a widely used method for improving such type of soils. The coefficient of consolidation, irrespective of the drainage type, plays an important role in the design of vertical drains and it controls accurate prediction of the rate of consolidation of soil. Also, the increase in shear strength of soil with consolidation is another important factor considered in preloading or staged construction. To our best knowledge no clear guidelines are available to estimate the increase in shear strength for a particular degree of consolidation (U) at various stages during the construction. Various methods are available for finding out the consolidation coefficient. This study mainly focuses on the variation of, consolidation coefficient which was found out using different methods and shear strength with pressure intensity. The variation of shear strength with the degree of consolidation was also studied. The consolidation test was done using two types of highly compressible clays with vertical, radial and a few with combined drainage. The test was carried out at different pressures intensities and for each pressure intensity, once the target degree of consolidation is achieved, vane shear test was done at different locations in the sample, in order to determine the shear strength. The shear strength of clayey soils under the application of vertical stress with vertical and radial drainage with target U value of 70% and 90% was studied. It was found that there is not much variation in cv or cr value beyond 80kPa pressure intensity. Correlations were developed between shear strength ratio and consolidation pressure based on laboratory testing under controlled condition. It was observed that the shear strength of sample with target U value of 90% is about 1.4 to 2 times than that of 70% consolidated sample. Settlement analysis was done using Asaoka’s and hyperbolic method. The variation of strength with respect to the depth of sample was also studied, using large-scale consolidation test. It was found, based on the present study that the gain in strength is more on the top half of the clay layer, and also the shear strength of the sample ensuring radial drainage is slightly higher than that of the vertical drainage.

Keywords: consolidation coefficient, degree of consolidation, PVDs, shear strength

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12 Numerical Analysis of Gas-Particle Mixtures through Pipelines

Authors: G. Judakova, M. Bause

Abstract:

The ability to model and simulate numerically natural gas flow in pipelines has become of high importance for the design of pipeline systems. The understanding of the formation of hydrate particles and their dynamical behavior is of particular interest, since these processes govern the operation properties of the systems and are responsible for system failures by clogging of the pipelines under certain conditions. Mathematically, natural gas flow can be described by multiphase flow models. Using the two-fluid modeling approach, the gas phase is modeled by the compressible Euler equations and the particle phase is modeled by the pressureless Euler equations. The numerical simulation of compressible multiphase flows is an important research topic. It is well known that for nonlinear fluxes, even for smooth initial data, discontinuities in the solution are likely to occur in finite time. They are called shock waves or contact discontinuities. For hyperbolic and singularly perturbed parabolic equations the standard application of the Galerkin finite element method (FEM) leads to spurious oscillations (e.g. Gibb's phenomenon). In our approach, we use stabilized FEM, the streamline upwind Petrov-Galerkin (SUPG) method, where artificial diffusion acting only in the direction of the streamlines and using a special treatment of the boundary conditions in inviscid convective terms, is added. Numerical experiments show that the numerical solution obtained and stabilized by SUPG captures discontinuities or steep gradients of the exact solution in layers. However, within this layer the approximate solution may still exhibit overshoots or undershoots. To suitably reduce these artifacts we add a discontinuity capturing or shock capturing term. The performance properties of our numerical scheme are illustrated for two-phase flow problem.

Keywords: two-phase flow, gas-particle mixture, inviscid two-fluid model, euler equation, finite element method, streamline upwind petrov-galerkin, shock capturing

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11 Evaluation of Duncan-Chang Deformation Parameters of Granular Fill Materials Using Non-Invasive Seismic Wave Methods

Authors: Ehsan Pegah, Huabei Liu

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Characterizing the deformation properties of fill materials in a wide stress range always has been an important issue in geotechnical engineering. The hyperbolic Duncan-Chang model is a very popular model of stress-strain relationship that captures the nonlinear deformation of granular geomaterials in a very tractable manner. It consists of a particular set of the model parameters, which are generally measured from an extensive series of laboratory triaxial tests. This practice is both time-consuming and costly, especially in large projects. In addition, undesired effects caused by soil disturbance during the sampling procedure also may yield a large degree of uncertainty in the results. Accordingly, non-invasive geophysical seismic approaches may be utilized as the appropriate alternative surveys for measuring the model parameters based on the seismic wave velocities. To this end, the conventional seismic refraction profiles were carried out in the test sites with the granular fill materials to collect the seismic waves information. The acquired shot gathers are processed, from which the P- and S-wave velocities can be derived. The P-wave velocities are extracted from the Seismic Refraction Tomography (SRT) technique while S-wave velocities are obtained by the Multichannel Analysis of Surface Waves (MASW) method. The velocity values were then utilized with the equations resulting from the rigorous theories of elasticity and soil mechanics to evaluate the Duncan-Chang model parameters. The derived parameters were finally compared with those from laboratory tests to validate the reliability of the results. The findings of this study may confidently serve as the useful references for determination of nonlinear deformation parameters of granular fill geomaterials. Those are environmentally friendly and quite economic, which can yield accurate results under the actual in-situ conditions using the surface seismic methods.

Keywords: Duncan-Chang deformation parameters, granular fill materials, seismic waves velocity, multichannel analysis of surface waves, seismic refraction tomography

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10 Nonlinear Response of Infinite Beams on a Multilayer Tensionless Extensible Geosynthetic – Reinforced Earth Bed under Moving Load

Authors: K. Karuppasamy

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In this paper analysis of an infinite beam resting on multilayer tensionless extensible geosynthetic reinforced granular fill - poor soil system overlying soft soil strata under moving the load with constant velocity is presented. The beam is subjected to a concentrated load moving with constant velocity. The upper reinforced granular bed is modeled by a rough membrane embedded in Pasternak shear layer overlying a series of compressible nonlinear Winkler springs representing the underlying the very poor soil. The multilayer tensionless extensible geosynthetic layer has been assumed to deform such that at the interface the geosynthetic and the soil have some deformation. Nonlinear behavior of granular fill and the very poor soil has been considered in the analysis by means of hyperbolic constitutive relationships. Governing differential equations of the soil foundation system have been obtained and solved with the help of appropriate boundary conditions. The solution has been obtained by employing finite difference method by means of Gauss-Siedel iterative scheme. Detailed parametric study has been conducted to study the influence of various parameters on the response of soil – foundation system under consideration by means of deflection and bending moment in the beam and tension mobilized in the geosynthetic layer. These parameters include the magnitude of applied load, the velocity of the load, damping, the ultimate resistance of the poor soil and granular fill layer. The range of values of parameters has been considered as per Indian Railways conditions. This study clearly observed that the comparisons of multilayer tensionless extensible geosynthetic reinforcement with poor foundation soil and magnitude of applied load, relative compressibility of granular fill and ultimate resistance of poor soil has significant influence on the response of soil – foundation system. However, for the considered range of velocity, the response has been found to be insensitive towards velocity. The ultimate resistance of granular fill layer has also been found to have no significant influence on the response of the system.

Keywords: infinite beams, multilayer tensionless extensible geosynthetic, granular layer, moving load and nonlinear behavior of poor soil

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9 Comparison of Finite Difference Schemes for Numerical Study of Ripa Model

Authors: Sidrah Ahmed

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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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8 Comparative Study of Equivalent Linear and Non-Linear Ground Response Analysis for Rapar District of Kutch, India

Authors: Kulin Dave, Kapil Mohan

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Earthquakes are considered to be the most destructive rapid-onset disasters human beings are exposed to. The amount of loss it brings in is sufficient to take careful considerations for designing of structures and facilities. Seismic Hazard Analysis is one such tool which can be used for earthquake resistant design. Ground Response Analysis is one of the most crucial and decisive steps for seismic hazard analysis. Rapar district of Kutch, Gujarat falls in Zone 5 of earthquake zone map of India and thus has high seismicity because of which it is selected for analysis. In total 8 bore-log data were studied at different locations in and around Rapar district. Different soil engineering properties were analyzed and relevant empirical correlations were used to calculate maximum shear modulus (Gmax) and shear wave velocity (Vs) for the soil layers. The soil was modeled using Pressure-Dependent Modified Kodner Zelasko (MKZ) model and the reference curve used for fitting was Seed and Idriss (1970) for sand and Darendeli (2001) for clay. Both Equivalent linear (EL), as well as Non-linear (NL) ground response analysis, has been carried out with Masing Hysteretic Re/Unloading formulation for comparison. Commercially available DEEPSOIL v. 7.0 software is used for this analysis. In this study an attempt is made to quantify ground response regarding generated acceleration time-history at top of the soil column, Response spectra calculation at 5 % damping and Fourier amplitude spectrum calculation. Moreover, the variation of Peak Ground Acceleration (PGA), Maximum Displacement, Maximum Strain (in %), Maximum Stress Ratio, Mobilized Shear Stress with depth is also calculated. From the study, PGA values estimated in rocky strata are nearly same as bedrock motion and marginal amplification is observed in sandy silt and silty clays by both analyses. The NL analysis gives conservative results of maximum displacement as compared to EL analysis. Maximum strain predicted by both studies is very close to each other. And overall NL analysis is more efficient and realistic because it follows the actual hyperbolic stress-strain relationship, considers stiffness degradation and mobilizes stresses generated due to pore water pressure.

Keywords: DEEPSOIL v 7.0, ground response analysis, pressure-dependent modified Kodner Zelasko model, MKZ model, response spectra, shear wave velocity

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7 Parallel Fuzzy Rough Support Vector Machine for Data Classification in Cloud Environment

Authors: Arindam Chaudhuri

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Classification of data has been actively used for most effective and efficient means of conveying knowledge and information to users. The prima face has always been upon techniques for extracting useful knowledge from data such that returns are maximized. With emergence of huge datasets the existing classification techniques often fail to produce desirable results. The challenge lies in analyzing and understanding characteristics of massive data sets by retrieving useful geometric and statistical patterns. We propose a supervised parallel fuzzy rough support vector machine (PFRSVM) for data classification in cloud environment. The classification is performed by PFRSVM using hyperbolic tangent kernel. The fuzzy rough set model takes care of sensitiveness of noisy samples and handles impreciseness in training samples bringing robustness to results. The membership function is function of center and radius of each class in feature space and is represented with kernel. It plays an important role towards sampling the decision surface. The success of PFRSVM is governed by choosing appropriate parameter values. The training samples are either linear or nonlinear separable. The different input points make unique contributions to decision surface. The algorithm is parallelized with a view to reduce training times. The system is built on support vector machine library using Hadoop implementation of MapReduce. The algorithm is tested on large data sets to check its feasibility and convergence. The performance of classifier is also assessed in terms of number of support vectors. The challenges encountered towards implementing big data classification in machine learning frameworks are also discussed. The experiments are done on the cloud environment available at University of Technology and Management, India. The results are illustrated for Gaussian RBF and Bayesian kernels. The effect of variability in prediction and generalization of PFRSVM is examined with respect to values of parameter C. It effectively resolves outliers’ effects, imbalance and overlapping class problems, normalizes to unseen data and relaxes dependency between features and labels. The average classification accuracy for PFRSVM is better than other classifiers for both Gaussian RBF and Bayesian kernels. The experimental results on both synthetic and real data sets clearly demonstrate the superiority of the proposed technique.

Keywords: FRSVM, Hadoop, MapReduce, PFRSVM

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6 Ensemble of Misplacement, Juxtaposing Feminine Identity in Time and Space: An Analysis of Works of Modern Iranian Female Photographers

Authors: Delaram Hosseinioun

Abstract:

In their collections, Shirin Neshat, Mitra Tabrizian, Gohar Dashti and Newsha Tavakolian adopt a hybrid form of narrative to confront the restrictions imposed on women in hegemonic public and private spaces. Focusing on motives such as social marginalisation, crisis of belonging, as well as lack of agency for women, the artists depict the regression of women’s rights in their respective generations. Based on the ideas of Michael Bakhtin, namely his concept of polyphony or the plurality of contradictory voices, the views of Judith Butler on giving an account to oneself and Henri Leverbre’s theories on social space, this study illustrates the artists’ concept of identity in crisis through time and space. The research explores how the artists took their art as a novel dimension to depict and confront the hardships imposed on Iranian women. Henri Lefebvre makes a distinction between complex social structures through which individuals situate, perceive and represent themselves. By adding Bakhtin’s polyphonic view to Lefebvre’s concepts of perceived and lived spaces, the study explores the sense of social fragmentation in the works of Dashti and Tavakolian. One argument is that as the representatives of the contemporary generation of female artists who spend their lives in Iran and faced a higher degree of restrictions, their hyperbolic and theatrical styles stand as a symbolic act of confrontation against restrictive socio-cultural norms imposed on women. Further, the research explores the possibility of reclaiming one's voice and sense of agency through art, corresponding with the Bakhtinian sense of polyphony and Butler’s concept of giving an account to oneself. Works of Neshat and Tabrizian as the representatives of the previous generation who faced exile and diaspora, encompass a higher degree of misplacement, violence and decay of women’s presence. In Their works, the women’s body encompasses Lefebvre’s dismantled temporal and special setting. Notably, the ongoing social conviction and gender-based dogma imposed on women frame some of the concurrent motives among the selected collections of the four artists. By applying an interdisciplinary lens and integrating the conducted interviews with the artists, the study illustrates how the artists seek a transcultural account for themselves and women in their generations. Further, the selected collections manifest the urgency for an authentic and liberal voice and setting for women, resonating with the concurrent Women, Life, Freedom movement in Iran.

Keywords: persian modern female photographers, transcultural studies, shirin neshat, mitra tabrizian, gohar dashti, newsha tavakolian, butler, bakhtin, lefebvre

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5 Description of Decision Inconsistency in Intertemporal Choices and Representation of Impatience as a Reflection of Irrationality: Consequences in the Field of Personalized Behavioral Finance

Authors: Roberta Martino, Viviana Ventre

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Empirical evidence has, over time, confirmed that the behavior of individuals is inconsistent with the descriptions provided by the Discounted Utility Model, an essential reference for calculating the utility of intertemporal prospects. The model assumes that individuals calculate the utility of intertemporal prospectuses by adding up the values of all outcomes obtained by multiplying the cardinal utility of the outcome by the discount function estimated at the time the outcome is received. The trend of the discount function is crucial for the preferences of the decision maker because it represents the perception of the future, and its trend causes temporally consistent or temporally inconsistent preferences. In particular, because different formulations of the discount function lead to various conclusions in predicting choice, the descriptive ability of models with a hyperbolic trend is greater than linear or exponential models. Suboptimal choices from any time point of view are the consequence of this mechanism, the psychological factors of which are encapsulated in the discount rate trend. In addition, analyzing the decision-making process from a psychological perspective, there is an equivalence between the selection of dominated prospects and a degree of impatience that decreases over time. The first part of the paper describes and investigates the anomalies of the discounted utility model by relating the cognitive distortions of the decision-maker to the emotional factors that are generated during the evaluation and selection of alternatives. Specifically, by studying the degree to which impatience decreases, it’s possible to quantify how the psychological and emotional mechanisms of the decision-maker result in a lack of decision persistence. In addition, this description presents inconsistency as the consequence of an inconsistent attitude towards time-delayed choices. The second part of the paper presents an experimental phase in which we show the relationship between inconsistency and impatience in different contexts. Analysis of the degree to which impatience decreases confirms the influence of the decision maker's emotional impulses for each anomaly in the utility model discussed in the first part of the paper. This work provides an application in the field of personalized behavioral finance. Indeed, the numerous behavioral diversities, evident even in the degrees of decrease in impatience in the experimental phase, support the idea that optimal strategies may not satisfy individuals in the same way. With the aim of homogenizing the categories of investors and to provide a personalized approach to advice, the results proven in the experimental phase are used in a complementary way with the information in the field of behavioral finance to implement the Analytical Hierarchy Process model in intertemporal choices, useful for strategic personalization. In the construction of the Analytic Hierarchy Process, the degree of decrease in impatience is understood as reflecting irrationality in decision-making and is therefore used for the construction of weights between anomalies and behavioral traits.

Keywords: analytic hierarchy process, behavioral finance, financial anomalies, impatience, time inconsistency

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4 Analytical, Numerical, and Experimental Research Approaches to Influence of Vibrations on Hydroelastic Processes in Centrifugal Pumps

Authors: Dinara F. Gaynutdinova, Vladimir Ya Modorsky, Nikolay A. Shevelev

Abstract:

The problem under research is that of unpredictable modes occurring in two-stage centrifugal hydraulic pump as a result of hydraulic processes caused by vibrations of structural components. Numerical, analytical and experimental approaches are considered. A hypothesis was developed that the problem of unpredictable pressure decrease at the second stage of centrifugal pumps is caused by cavitation effects occurring upon vibration. The problem has been studied experimentally and theoretically as of today. The theoretical study was conducted numerically and analytically. Hydroelastic processes in dynamic “liquid – deformed structure” system were numerically modelled and analysed. Using ANSYS CFX program engineering analysis complex and computing capacity of a supercomputer the cavitation parameters were established to depend on vibration parameters. An influence domain of amplitudes and vibration frequencies on concentration of cavitation bubbles was formulated. The obtained numerical solution was verified using CFM program package developed in PNRPU. The package is based on a differential equation system in hyperbolic and elliptic partial derivatives. The system is solved by using one of finite-difference method options – the particle-in-cell method. The method defines the problem solution algorithm. The obtained numerical solution was verified analytically by model problem calculations with the use of known analytical solutions of in-pipe piston movement and cantilever rod end face impact. An infrastructure consisting of an experimental fast hydro-dynamic processes research installation and a supercomputer connected by a high-speed network, was created to verify the obtained numerical solutions. Physical experiments included measurement, record, processing and analysis of data for fast processes research by using National Instrument signals measurement system and Lab View software. The model chamber end face oscillated during physical experiments and, thus, loaded the hydraulic volume. The loading frequency varied from 0 to 5 kHz. The length of the operating chamber varied from 0.4 to 1.0 m. Additional loads weighed from 2 to 10 kg. The liquid column varied from 0.4 to 1 m high. Liquid pressure history was registered. The experiment showed dependence of forced system oscillation amplitude on loading frequency at various values: operating chamber geometrical dimensions, liquid column height and structure weight. Maximum pressure oscillation (in the basic variant) amplitudes were discovered at loading frequencies of approximately 1,5 kHz. These results match the analytical and numerical solutions in ANSYS and CFM.

Keywords: computing experiment, hydroelasticity, physical experiment, vibration

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3 Surface Roughness in the Incremental Forming of Drawing Quality Cold Rolled CR2 Steel Sheet

Authors: Zeradam Yeshiwas, A. Krishnaia

Abstract:

The aim of this study is to verify the resulting surface roughness of parts formed by the Single-Point Incremental Forming (SPIF) process for an ISO 3574 Drawing Quality Cold Rolled CR2 Steel. The chemical composition of drawing quality Cold Rolled CR2 steel is comprised of 0.12 percent of carbon, 0.5 percent of manganese, 0.035 percent of sulfur, 0.04 percent phosphorous, and the remaining percentage is iron with negligible impurities. The experiments were performed on a 3-axis vertical CNC milling machining center equipped with a tool setup comprising a fixture and forming tools specifically designed and fabricated for the process. The CNC milling machine was used to transfer the tool path code generated in Mastercam 2017 environment into three-dimensional motions by the linear incremental progress of the spindle. The blanks of Drawing Quality Cold Rolled CR2 steel sheets of 1 mm of thickness have been fixed along their periphery by a fixture and hardened high-speed steel (HSS) tools with a hemispherical tip of 8, 10 and 12mm of diameter were employed to fabricate sample parts. To investigate the surface roughness, hyperbolic-cone shape specimens were fabricated based on the chosen experimental design. The effect of process parameters on the surface roughness was studied using three important process parameters, i.e., tool diameter, feed rate, and step depth. In this study, the Taylor-Hobson Surtronic 3+ surface roughness tester profilometer was used to determine the surface roughness of the parts fabricated using the arithmetic mean deviation (Rₐ). In this instrument, a small tip is dragged across a surface while its deflection is recorded. Finally, the optimum process parameters and the main factor affecting surface roughness were found using the Taguchi design of the experiment and ANOVA. A Taguchi experiment design with three factors and three levels for each factor, the standard orthogonal array L9 (3³) was selected for the study using the array selection table. The lowest value of surface roughness is significant for surface roughness improvement. For this objective, the ‘‘smaller-the-better’’ equation was used for the calculation of the S/N ratio. The finishing roughness parameter Ra has been measured for the different process combinations. The arithmetic means deviation (Rₐ) was measured via the experimental design for each combination of the control factors by using Taguchi experimental design. Four roughness measurements were taken for a single component and the average roughness was taken to optimize the surface roughness. The lowest value of Rₐ is very important for surface roughness improvement. For this reason, the ‘‘smaller-the-better’’ Equation was used for the calculation of the S/N ratio. Analysis of the effect of each control factor on the surface roughness was performed with a ‘‘S/N response table’’. Optimum surface roughness was obtained at a feed rate of 1500 mm/min, with a tool radius of 12 mm, and with a step depth of 0.5 mm. The ANOVA result shows that step depth is an essential factor affecting surface roughness (91.1 %).

Keywords: incremental forming, SPIF, drawing quality steel, surface roughness, roughness behavior

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2 Behavioral Analysis of Anomalies in Intertemporal Choices Through the Concept of Impatience and Customized Strategies for Four Behavioral Investor Profiles With an Application of the Analytic Hierarchy Process: A Case Study

Authors: Roberta Martino, Viviana Ventre

Abstract:

The Discounted Utility Model is the essential reference for calculating the utility of intertemporal prospects. According to this model, the value assigned to an outcome is the smaller the greater the distance between the moment in which the choice is made and the instant in which the outcome is perceived. This diminution determines the intertemporal preferences of the individual, the psychological significance of which is encapsulated in the discount rate. The classic model provides a discount rate of linear or exponential nature, necessary for temporally consistent preferences. Empirical evidence, however, has proven that individuals apply discount rates with a hyperbolic nature generating the phenomenon of intemporal inconsistency. What this means is that individuals have difficulty managing their money and future. Behavioral finance, which analyzes the investor's attitude through cognitive psychology, has made it possible to understand that beyond individual financial competence, there are factors that condition choices because they alter the decision-making process: behavioral bias. Since such cognitive biases are inevitable, to improve the quality of choices, research has focused on a personalized approach to strategies that combines behavioral finance with personality theory. From the considerations, it emerges the need to find a procedure to construct the personalized strategies that consider the personal characteristics of the client, such as age or gender, and his personality. The work is developed in three parts. The first part discusses and investigates the weight of the degree of impatience and impatience decrease in the anomalies of the discounted utility model. Specifically, the degree of decrease in impatience quantifies the impact that emotional factors generated by haste and financial market agitation have on decision making. The second part considers the relationship between decision making and personality theory. Specifically, four behavioral categories associated with four categories of behavioral investors are considered. This association allows us to interpret intertemporal choice as a combination of bias and temperament. The third part of the paper presents a method for constructing personalized strategies using Analytic Hierarchy Process. Briefly: the first level of the analytic hierarchy process considers the goal of the strategic plan; the second level considers the four temperaments; the third level compares the temperaments with the anomalies of the discounted utility model; and the fourth level contains the different possible alternatives to be selected. The weights of the hierarchy between level 2 and level 3 are constructed considering the degrees of decrease in impatience derived for each temperament with an experimental phase. The results obtained confirm the relationship between temperaments and anomalies through the degree of decrease in impatience and highlight that the actual impact of emotions in decision making. Moreover, it proposes an original and useful way to improve financial advice. Inclusion of additional levels in the Analytic Hierarchy Process can further improve strategic personalization.

Keywords: analytic hierarchy process, behavioral finance anomalies, intertemporal choice, personalized strategies

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1 Cobb Angle Measurement from Coronal X-Rays Using Artificial Neural Networks

Authors: Andrew N. Saylor, James R. Peters

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Scoliosis is a complex 3D deformity of the thoracic and lumbar spines, clinically diagnosed by measurement of a Cobb angle of 10 degrees or more on a coronal X-ray. The Cobb angle is the angle made by the lines drawn along the proximal and distal endplates of the respective proximal and distal vertebrae comprising the curve. Traditionally, Cobb angles are measured manually using either a marker, straight edge, and protractor or image measurement software. The task of measuring the Cobb angle can also be represented by a function taking the spine geometry rendered using X-ray imaging as input and returning the approximate angle. Although the form of such a function may be unknown, it can be approximated using artificial neural networks (ANNs). The performance of ANNs is affected by many factors, including the choice of activation function and network architecture; however, the effects of these parameters on the accuracy of scoliotic deformity measurements are poorly understood. Therefore, the objective of this study was to systematically investigate the effect of ANN architecture and activation function on Cobb angle measurement from the coronal X-rays of scoliotic subjects. The data set for this study consisted of 609 coronal chest X-rays of scoliotic subjects divided into 481 training images and 128 test images. These data, which included labeled Cobb angle measurements, were obtained from the SpineWeb online database. In order to normalize the input data, each image was resized using bi-linear interpolation to a size of 500 × 187 pixels, and the pixel intensities were scaled to be between 0 and 1. A fully connected (dense) ANN with a fixed cost function (mean squared error), batch size (10), and learning rate (0.01) was developed using Python Version 3.7.3 and TensorFlow 1.13.1. The activation functions (sigmoid, hyperbolic tangent [tanh], or rectified linear units [ReLU]), number of hidden layers (1, 3, 5, or 10), and number of neurons per layer (10, 100, or 1000) were varied systematically to generate a total of 36 network conditions. Stochastic gradient descent with early stopping was used to train each network. Three trials were run per condition, and the final mean squared errors and mean absolute errors were averaged to quantify the network response for each condition. The network that performed the best used ReLU neurons had three hidden layers, and 100 neurons per layer. The average mean squared error of this network was 222.28 ± 30 degrees2, and the average mean absolute error was 11.96 ± 0.64 degrees. It is also notable that while most of the networks performed similarly, the networks using ReLU neurons, 10 hidden layers, and 1000 neurons per layer, and those using Tanh neurons, one hidden layer, and 10 neurons per layer performed markedly worse with average mean squared errors greater than 400 degrees2 and average mean absolute errors greater than 16 degrees. From the results of this study, it can be seen that the choice of ANN architecture and activation function has a clear impact on Cobb angle inference from coronal X-rays of scoliotic subjects.

Keywords: scoliosis, artificial neural networks, cobb angle, medical imaging

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