Search results for: inverse laplace transform techniques

Authors: D. S. Nagesh, G. L. Datta

Abstract:

In the field of welding, various studies had been made by some of the previous investigators to predict as well as optimize weld bead geometric descriptors. Modeling of weld bead shape is important for predicting the quality of welds. In most of the cases, design of experiments technique to postulate multiple linear regression equations have been used. Nowadays, Genetic Algorithm (GA) an intelligent information treatment system with the characteristics of treating complex relationships as seen in welding processes used as a tool for inverse mapping/optimization of the process is attempted.

Keywords: smaw, genetic algorithm, bead geometry, optimization/inverse mapping

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Authors: D. S. Nagesh, G. L. Datta

Abstract:

In the field of welding, various studies had been made by some of the previous investigators to predict as well as optimize weld bead geometric descriptors. Modeling of weld bead shape is important for predicting the quality of welds. In most of the cases design of experiments technique to postulate multiple linear regression equations have been used. Nowadays Genetic Algorithm (GA) an intelligent information treatment system with the characteristics of treating complex relationships as seen in welding processes used as a tool for inverse mapping/optimization of the process is attempted.

Keywords: SMAW, genetic algorithm, bead geometry, optimization/inverse mapping

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Authors: Mor Diama L. O., Matthieu Davy, Laurent Ferro-Famil

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In this article, inverse synthetic aperture radar (ISAR) is combined with compressive imaging techniques in order to perform 3D interferometric imaging. Interferometric ISAR (InISAR) imaging relies on a two-dimensional antenna array providing diversities in the elevation and azimuth directions. However, the signals measured over several antennas must be acquired by coherent receivers resulting in costly and complex hardware. This paper proposes to use a chaotic cavity as a compressive device to encode the signals arising from several antennas into a single output port. These signals are then reconstructed by solving an inverse problem. Our approach is demonstrated experimentally with a 3-elements L-shape array connected to a metallic compressive enclosure. The interferometric phases estimated from a unique broadband signal are used to jointly estimate the target’s effective rotation rate and the height of the dominant scattering centers of our target. Our experimental results show that the use of the compressive device does not adversely affect the performance of our imaging process. This study opens new perspectives to reduce the hardware complexity of high-resolution ISAR systems.

Keywords: interferometric imaging, inverse synthetic aperture radar, compressive device, computational imaging

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Authors: Mohammad Younus Bhat

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The quaternion offset linear canonical transform (QOLCT), which isa time-shifted and frequency-modulated version of the quaternion linear canonical transform (QLCT), provides a more general framework of most existing signal processing tools. For the generalized QOLCT, the classical Heisenberg’s and Lieb’s uncertainty principles have been studied recently. In this paper, we first define the short-time quaternion offset linear canonical transform (ST-QOLCT) and drive its relationship with the quaternion Fourier transform (QFT). The crux of the paper lies in the generalization of several well-known uncertainty principles for the ST-QOLCT, including Donoho-Stark’s uncertainty principle, Hardy’s uncertainty principle, Beurling’s uncertainty principle, and the logarithmic uncertainty principle.

Keywords: Quaternion Fourier transform, Quaternion offset linear canonical transform, short-time quaternion offset linear canonical transform, uncertainty principle

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Authors: J. A. Gbadeyan, R. A. Kareem

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In this paper, we investigated the effects of unsteady internal heat generation of a two-step exothermic reactive hydromagnetic fluid flow under different chemical kinetics namely: Sensitized, Arrhenius and Bimolecular kinetics through an isothermal wall temperature channel. The resultant modeled nonlinear partial differential equations were simplified and solved using a combined Laplace-Differential Transform Method (LDTM). The solutions obtained were discussed and presented graphically to show the salient features of the fluid flow and heat transfer characteristics.

Keywords: unsteady, reactive, hydromagnetic, couette ow, exothermi creactio

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Authors: Y. N. Phang, E. F. Loh

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Many researchers have suggested the use of zero inflated Poisson (ZIP) and zero inflated negative binomial (ZINB) models in modeling over-dispersed medical count data with extra variations caused by extra zeros and unobserved heterogeneity. The studies indicate that ZIP and ZINB always provide better fit than using the normal Poisson and negative binomial models in modeling over-dispersed medical count data. In this study, we proposed the use of Zero Inflated Inverse Trinomial (ZIIT), Zero Inflated Poisson Inverse Gaussian (ZIPIG) and zero inflated strict arcsine models in modeling over-dispersed medical count data. These proposed models are not widely used by many researchers especially in the medical field. The results show that these three suggested models can serve as alternative models in modeling over-dispersed medical count data. This is supported by the application of these suggested models to a real life medical data set. Inverse trinomial, Poisson inverse Gaussian, and strict arcsine are discrete distributions with cubic variance function of mean. Therefore, ZIIT, ZIPIG and ZISA are able to accommodate data with excess zeros and very heavy tailed. They are recommended to be used in modeling over-dispersed medical count data when ZIP and ZINB are inadequate.

Keywords: zero inflated, inverse trinomial distribution, Poisson inverse Gaussian distribution, strict arcsine distribution, Pearson’s goodness of fit

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Authors: Ajay R, Rammohan B, Sridhar K S S, Gurusharan N

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The objective of the work is to develop a numerical method to solve the inverse mode shape problem by determining the cross-sectional area of a structure for the desired mode shape via the vibration response study of the humerus bone, which is in the form of a cantilever beam with anisotropic material properties. The humerus bone is the long bone in the arm that connects the shoulder to the elbow. The mode shape is assumed to be a higher-order polynomial satisfying a prescribed set of boundary conditions to converge the numerical algorithm. The natural frequency and the mode shapes are calculated for different boundary conditions to find the cross-sectional area of humerus bone from Eigenmode shape with the aid of the inverse mode shape algorithm. The cross-sectional area of humerus bone validates the mode shapes of specific boundary conditions. The numerical method to solve the inverse mode shape problem is validated in the biomedical application by finding the cross-sectional area of a humerus bone in the human arm.

Keywords: Cross-sectional area, Humerus bone, Inverse mode shape problem, Mode shape

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Authors: A. S. Issa, S. K. Q. AL-Omari

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In this paper, we investigate certain spaces of generalized functions for the Fourier and Fourier type integral transforms. We discuss convolution theorems and establish certain spaces of distributions for the considered integrals. The new Fourier type integral is well-defined, linear, one-to-one and continuous with respect to certain types of convergences. Many properties and an inverse problem are also discussed in some details.

Keywords: Boehmian, Fourier integral, Fourier type integral, generalized quotient

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Authors: Trilok Mathur, Shivi Agarwal

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This paper deals with the solutions of fuzzy-fractional-order Riccati equations under Caputo-type fuzzy fractional derivatives. The Caputo-type fuzzy fractional derivatives are defined based on Hukuhura difference and strongly generalized fuzzy differentiability. The Laplace-Adomian-Pade method is used for solving fractional Riccati-type initial value differential equations of fractional order. Moreover, we also displayed some examples to illustrate our methods.

Keywords: Caputo-type fuzzy fractional derivative, Fractional Riccati differential equations, Laplace-Adomian-Pade method, Mittag Leffler function

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Authors: X. Li, Y. Liu, H. Wong, B. Pardoen, A. Fabbri, F. McGregor, E. Liu

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The target of this paper is to investigate how saturated poroelastic soils subject to freezing temperatures behave and how different boundary conditions can intervene and affect the thermo-hydro-mechanical (THM) responses, based on a particular but classical configuration of a finite homogeneous soil layer studied by Terzaghi. The essential relations on the constitutive behavior of a freezing soil are firstly recalled: ice crystal - liquid water thermodynamic equilibrium, hydromechanical constitutive equations, momentum balance, water mass balance, and the thermal diffusion equation, in general, non-linear case where material parameters are state-dependent. The system of equations is firstly linearized, assuming all material parameters to be constants, particularly the permeability of liquid water, which should depend on the ice content. Two analytical solutions solved by the classic Laplace transform are then developed, accounting for two different sets of boundary conditions. Afterward, the general non-linear equations with state-dependent parameters are solved using a commercial code COMSOL based on finite elements method to obtain numerical results. The validity of this numerical modeling is partially verified using the analytical solution in the limiting case of state-independent parameters. Comparison between the results given by the linearized analytical solutions and the non-linear numerical model reveals that the above-mentioned linear computation will always underestimate the liquid pore pressure and displacement, whatever the hydraulic boundary conditions are. In the nonlinear model, the faster growth of ice crystals, accompanying the subsequent reduction of permeability of freezing soil layer, makes a longer duration for the depressurization of water liquid and slower settlement in the case where the ground surface is swiftly covered by a thin layer of ice, as well as a bigger global liquid pressure and swelling in the case of the impermeable ground surface. Nonetheless, the analytical solutions based on linearized equations give a correct order-of-magnitude estimate, especially at moderate temperature variations, and remain a useful tool for preliminary design checks.

Keywords: chemical potential, cryosuction, Laplace transform, multiphysics coupling, phase transformation, thermodynamic equilibrium

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Authors: A. Cherifi, B. S. Bouazza, A. O. Dahman, B. Yagoubi

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Transmission over Optical channels will introduce inter-symbol interference (ISI) as well as inter-channel (or inter-carrier) interference (ICI). To decrease the effects of ICI, this paper proposes equalizer for the Optical OFDM system based on the fractional Fourier transform (FrFFT). In this FrFT-OFDM system, traditional Fourier transform is replaced by fractional Fourier transform to modulate and demodulate the data symbols. The equalizer proposed consists of sampling the received signal in the different time per time symbol. Theoretical analysis and numerical simulation are discussed.

Keywords: OFDM, fractional fourier transform, internet and information technology

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Authors: Akhila Vasudev, Himanshu Kaushik, Tadikonda Venkata Bharat

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A large number of mine tailings are produced every year as part of the extraction process of phosphates, gold, copper, and other materials. Mine tailings are high in water content and have very slow dewatering behavior. The efficient design of tailings dam and economical disposal of these slurries requires the knowledge of tailings consolidation behavior. The large-strain consolidation theory closely predicts the self-weight consolidation of these slurries as the theory considers the conservation of mass and momentum conservation and considers the hydraulic conductivity as a function of void ratio. Classical laboratory techniques, such as settling column test, seepage consolidation test, etc., are expensive and time-consuming for the estimation of hydraulic conductivity variation with void ratio. Inverse estimation of the constitutive relationships from the measured settlement versus time curves is explored. In this work, inverse analysis based on metaheuristics techniques will be explored for predicting the hydraulic conductivity parameters for mine tailings from the base excess pore water pressure dissipation curve and the initial conditions of the mine tailings. The proposed inverse model uses particle swarm optimization (PSO) algorithm, which is based on the social behavior of animals searching for food sources. The finite-difference numerical solution of the forward analytical model is integrated with the PSO algorithm to solve the inverse problem. The method is tested on synthetic data of base excess pore pressure dissipation curves generated using the finite difference method. The effectiveness of the method is verified using base excess pore pressure dissipation curve obtained from a settling column experiment and further ensured through comparison with available predicted hydraulic conductivity parameters.

Keywords: base excess pore pressure, hydraulic conductivity, large strain consolidation, mine tailings

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Authors: Jin-Wei Liang, Hung-Yi Chen, Lung Lin

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In this paper feedforward controller is designed to eliminate nonlinear hysteresis behaviors of a piezoelectric stack actuator (PSA) driven system. The control design is based on inverse Prandtl-Ishlinskii (P-I) hysteresis model identified using particle swarm optimization (PSO) technique. Based on the identified P-I model, both the inverse P-I hysteresis model and feedforward controller can be determined. Experimental results obtained using the inverse P-I feedforward control are compared with their counterparts using hysteresis estimates obtained from the identified Bouc-Wen model. Effectiveness of the proposed feedforward control scheme is demonstrated. To improve control performance feedback compensation using traditional PID scheme is adopted to integrate with the feedforward controller.

Keywords: the Bouc-Wen hysteresis model, particle swarm optimization, Prandtl-Ishlinskii model, automation engineering

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Authors: Liang-Ta Cheng, Ching-Yu Yang

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Based on fast discrete cosine transform (FDCT), the authors present a high capacity and high perceived quality method for electrocardiogram (ECG) signal. By using a simple adjusting policy to the 1-dimentional (1-D) DCT coefficients, a large volume of secret message can be effectively embedded in an ECG host signal and be successfully extracted at the intended receiver. Simulations confirmed that the resulting perceived quality is good, while the hiding capability of the proposed method significantly outperforms that of existing techniques. In addition, our proposed method has a certain degree of robustness. Since the computational complexity is low, it is feasible for our method being employed in real-time applications.

Keywords: data hiding, ECG steganography, fast discrete cosine transform, 1-D DCT bundle, real-time applications

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Authors: Phuoc Si Nguyen

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Frequency transformation with Pascal matrix equations is a method for transforming an electronic filter (analogue or digital) into another filter. The technique is based on frequency transformation in the s-domain, bilinear z-transform with pre-warping frequency, inverse bilinear transformation and a very useful application of the Pascal’s triangle that simplifies computing and enables calculation by hand when transforming from one filter to another. This paper will introduce two methods to transform a filter into a digital filter: frequency transformation from the s-domain into the z-domain; and frequency transformation in the z-domain. Further, two Pascal matrix equations are derived: an analogue to digital filter Pascal matrix equation and a digital to digital filter Pascal matrix equation. These are used to design a desired digital filter from a given filter.

Keywords: frequency transformation, bilinear z-transformation, pre-warping frequency, digital filters, analog filters, pascal’s triangle

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Authors: Mourad Hrizi

Abstract:

In this paper, we study the inverse problem of reconstructing an interior interface D appearing in the elliptic partial differential equation: Δu+χ(D)u=0 from the knowledge of the boundary measurements. This problem arises from a semiconductor transistor model. We propose a new shape reconstruction procedure that is based on the Kohn-Vogelius formulation and the topological sensitivity method. The inverse problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a function. The unknown subdomain D is reconstructed using a level-set curve of the topological gradient. Finally, we give several examples to show the viability of our proposed method.

Keywords: inverse problem, topological optimization, topological gradient, Kohn-Vogelius formulation

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Authors: Mergim Gasia, Bojan Milovanovica, Sanjin Gumbarevic

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Better energy performance of the building envelope is one of the most important aspects of energy savings if the goals set by the European Union are to be achieved in the future. Dynamic heat transfer simulations are being used for the calculation of building energy consumption because they give more realistic energy demands compared to the stationary calculations that do not take the building’s thermal mass into account. Software used for these dynamic simulation use methods that are based on the analytical models since numerical models are insufficient for longer periods. The analytical models used in this research fall in the category of the conduction transfer functions (CTFs). Two methods for calculating the CTFs covered by this research are the Laplace method and the State-Space method. The literature review showed that the main disadvantage of these methods is that they are inadequate for heavyweight façade elements and shorter time periods used for the calculation. The algorithms for both the Laplace and State-Space methods are implemented in Mathematica, and the results are compared to the results from EnergyPlus and TRNSYS since these software use similar algorithms for the calculation of the building’s energy demand. This research aims to check the efficiency of the Laplace and the State-Space method for calculating the building’s energy demand for heavyweight building elements and shorter sampling time, and it also gives the means for the improvement of the algorithms used by these methods. As the reference point for the boundary heat flux density, the finite difference method (FDM) is used. Even though the dynamic heat transfer simulations are superior to the calculation based on the stationary boundary conditions, they have their limitations and will give unsatisfactory results if not properly used.

Keywords: Laplace method, state-space method, conduction transfer functions, finite difference method

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Authors: Duc V. Nguyen

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Induction motors are widely used in different industry areas and can experience various kinds of faults in stators and rotors. In general, fault detection and diagnosis techniques for induction motors can be supervised by measuring quantities such as noise, vibration, and temperature. The installation of mechanical sensors in order to assess the health conditions of a machine is typically only done for expensive or load-critical machines, where the high cost of a continuous monitoring system can be Justified. Nevertheless, induced current monitoring can be implemented inexpensively on machines with arbitrary sizes by using current transformers. In this regard, effective and low-cost fault detection techniques can be implemented, hence reducing the maintenance and downtime costs of motors. This work proposes a method for fault detection and diagnosis of induction motors, which combines classical fast Fourier transform and modern/advanced machine learning techniques. The proposed method is validated on real-world data and achieves a precision of 99.7% for fault detection and 100% for fault classification with minimal expert knowledge requirement. In addition, this approach allows users to be able to optimize/balance risks and maintenance costs to achieve the highest benet based on their requirements. These are the key requirements of a robust prognostics and health management system.

Keywords: fault detection, FFT, induction motor, predictive maintenance

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Authors: Manana Chumburidze

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We have considered a non-classical model of dynamical problems for a conjugated system of differential equations arising in thermo-piezoelectricity, which was formulated by Toupin – Mindlin. The basic concepts and the general theory of solvability for isotropic homogeneous elastic media is considered. They are worked by using the methods the Laplace integral transform, potential method and singular integral equations. Approximate solutions of mixed boundary value problems for finite domain, bounded by the some closed surface are constructed. They are solved in explicitly by using the generalized Fourier's series method.

Keywords: thermo-piezoelectricity, boundary value problems, Fourier's series, isotropic homogeneous elastic media

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Authors: Kyugneun Lee, Ikjin Lee

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Parameter estimation with inverse problem often suffers from unfavorable conditions in the real world. Useless data and many input parameters make the problem complicated or insoluble. Data refinement and reformulation of the problem can solve that kind of difficulties. In this research, a method to solve the rank deficient inverse problem is suggested. A multi-physics system which has rank deficiency caused by response correlation is treated. Impeditive information is removed and the problem is reformulated to sequential estimations using Bayesian network (BN) and subset groups. At first, subset grouping of the responses is performed. Feature selection with singular value decomposition (SVD) is used for the grouping. Next, BN inference is used for sequential conditional estimation according to the group hierarchy. Directed acyclic graph (DAG) structure is organized to maximize the estimation ability. Variance ratio of response to noise is used to pairing the estimable parameters by each response.

Keywords: Bayesian network, feature selection, rank deficiency, statistical inverse analysis

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Authors: Maatoug Hassine, Mourad Hrizi

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In this paper, we consider a geometric inverse source problem for the heat equation with Dirichlet and Neumann boundary data. We will reconstruct the exact form of the unknown source term from additional boundary conditions. Our motivation is to detect the location, the size and the shape of source support. We present a one-shot algorithm based on the Kohn-Vogelius formulation and the topological gradient method. The geometric inverse source problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a source function. Then, we present a non-iterative numerical method for the geometric reconstruction of the source term with unknown support using a level curve of the topological gradient. Finally, we give several examples to show the viability of our presented method.

Keywords: geometric inverse source problem, heat equation, topological optimization, topological sensitivity, Kohn-Vogelius formulation

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Authors: Sofia M. Karadimitriou, Kostas Triantafyllopoulos, Timothy Heaton

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Reduced dimension Dynamic Spatio-Temporal Models (DSTMs) jointly describe the spatial and temporal evolution of a function observed subject to noise. A basic state space model is adopted for the discrete temporal variation, while a continuous autoregressive structure describes the continuous spatial evolution. Application of such a DSTM relies upon the pre-selection of a suitable reduced set of basic functions and this can present a challenge in practice. In this talk, we propose an online estimation method for high dimensional spatio-temporal data based upon DSTM and we attempt to resolve this issue by allowing the basis to adapt to the observed data. Specifically, we present a wavelet decomposition in order to obtain a parsimonious approximation of the spatial continuous process. This parsimony can be achieved by placing a Laplace prior distribution on the wavelet coefficients. The aim of using the Laplace prior, is to filter wavelet coefficients with low contribution, and thus achieve the dimension reduction with significant computation savings. We then propose a Hierarchical Bayesian State Space model, for the estimation of which we offer an appropriate particle filter algorithm. The proposed methodology is illustrated using real environmental data.

Keywords: multidimensional Laplace prior, particle filtering, spatio-temporal modelling, wavelets

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Authors: S. S. Sathiesh

Abstract:

The aim of this project is to study the radiation mechanism synchrotron and Inverse Compton scattering. Theoretically, we discussed spectral energy distribution for both. Programming is done for plotting the graph of Power-law spectrum for synchrotron Radiation using fortran90. The importance of power law spectrum was discussed and studied to infer its physical parameters from the model fitting. We also discussed how to infer the physical parameters from the theoretically drawn graph, we have seen how one can infer B (magnetic field of the source), γ min, γ max, spectral indices (p1, p2) while fitting the curve to the observed data.

Keywords: blazars/quasars, beaming, synchrotron radiation, Synchrotron Self Compton, inverse Compton scattering, mrk421

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Authors: Mohammad Nadeem, Haider Banka, R. Venugopal

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Granulation or agglomeration is a size enlargement process to transform the fine particulates into larger aggregates since the fine size of available materials and minerals poses difficulty in their utilization. Though a long list of methods is available in the literature for the modeling of granulation process to facilitate the in-depth understanding and interpretation of the system, there is still scope of improvements using novel tools and techniques. Intelligent techniques, such as artificial neural network, fuzzy logic, self-organizing map, support vector machine and others, have emerged as compelling alternatives for dealing with imprecision and complex non-linearity of the systems. The present study tries to review the applications of intelligent techniques in the modeling of size enlargement process for fine materials.

Keywords: fine material, granulation, intelligent technique, modelling

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Authors: Brighton Chamunorwa

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The current remote sensing of water quality procedures does not provide a step representing physical visualisation of the monitored dam. The application of the remote sensing of water quality techniques may benefit from use of mathematical morphology operators for shape identification. Given an input of dam outline, morphological operators such as the hit or miss transform identifies if the water body is present on input remotely sensed images. This study seeks to determine the accuracy of the hit or miss transform to identify dams monitored by the water resources authorities in South Africa on satellite images. To achieve this objective the study download a Landsat image acquired in winter and tested the capability of the hit or miss transform using shapefile boundaries of dams in the crocodile marico catchment. The results of the experiment show that it is possible to detect most dams on the Landsat image after the adjusting the erosion operator to detect pixel matching a percentage similarity of 80% and above. Successfully implementation of the current study contributes towards optimisation of mathematical morphology image operators. Additionally, the effort helps develop remote sensing of water quality monitoring with improved simulation of the conventional procedures.

Keywords: hit or miss transform, mathematical morphology, remote sensing, water quality monitoring

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Authors: Gurmail Singh

Abstract:

Effective supply chain is the main priority of every organization which is the outcome of strategic corporate investments with deliberate management action. Value-driven supply chain is defined through development, procurement and by configuring the appropriate resources, metrics and processes. However, responsiveness of the supply chain can be improved by proper coordination. So the Bullwhip effect (BWE) and Net stock amplification (NSAmp) values were anticipated and used for the control of inventory in organizations by both discrete wavelet transform-Artificial neural network (DWT-ANN) and Adaptive Network-based fuzzy inference system (ANFIS). This work presents a comparative methodology of forecasting for the customers demand which is non linear in nature for a multilevel supply chain structure using hybrid techniques such as Artificial intelligence techniques including Artificial neural networks (ANN) and Adaptive Network-based fuzzy inference system (ANFIS) and Discrete wavelet theory (DWT). The productiveness of these forecasting models are shown by computing the data from real world problems for Bullwhip effect and Net stock amplification. The results showed that these parameters were comparatively less in case of discrete wavelet transform-Artificial neural network (DWT-ANN) model and using Adaptive network-based fuzzy inference system (ANFIS).

Keywords: bullwhip effect, hybrid techniques, net stock amplification, supply chain flexibility

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Authors: Samane Sharifi Monfared, Lavdie Rada

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Nowadays, autonomous vehicles are developing rapidly toward facilitating human car driving. One of the main issues is road lane detection for a suitable guidance direction and car accident prevention. This paper aims to improve and optimize road line detection based on a combination of camera calibration, the Hough transform, and Canny edge detection. The video processing is implemented using the Open CV library with the novelty of having a scale able region masking. The aim of the study is to introduce automatic road lane detection techniques with the user’s minimum manual intervention.

Keywords: hough transform, canny edge detection, optimisation, scaleable masking, camera calibration, improving the quality of image, image processing, video processing

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Authors: Stephen Kirkup

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This paper discusses the implementation of the boundary element method (BEM) on an Excel spreadsheet and how it can be used in teaching vector calculus and simulation. There are two separate spreadheets, within which Laplace equation is solved by the BEM in two dimensions (LIBEM2) and axisymmetric three dimensions (LBEMA). The main algorithms are implemented in the associated programming language within Excel, Visual Basic for Applications (VBA). The BEM only requires a boundary mesh and hence it is a relatively accessible method. The BEM in the open spreadsheet environment is demonstrated as being useful as an aid to teaching and learning. The application of the BEM implemented on a spreadsheet for educational purposes in introductory vector calculus and simulation is explored. The development of assignment work is discussed, and sample results from student work are given. The spreadsheets were found to be useful tools in developing the students’ understanding of vector calculus and in simulating heat conduction.

Keywords: boundary element method, Laplace’s equation, vector calculus, simulation, education

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Authors: Riadh Zorgati, Thomas Triboulet

Abstract:

In quite diverse application areas such as astronomy, medical imaging, geophysics or nondestructive evaluation, many problems related to calibration, fitting or estimation of a large number of input parameters of a model from a small amount of output noisy data, can be cast as inverse problems. Due to noisy data corruption, insufficient data and model errors, most inverse problems are ill-posed in a Hadamard sense, i.e. existence, uniqueness and stability of the solution are not guaranteed. A wide class of inverse problems in physics relates to the Fredholm equation of the first kind. The ill-posedness of such inverse problem results, after discretization, in a very ill-conditioned linear system of equations, the condition number of the associated matrix can typically range from 109 to 1018. This condition number plays the role of an amplifier of uncertainties on data during inversion and then, renders the inverse problem difficult to handle numerically. Similar problems appear in other areas such as numerical optimization when using interior points algorithms for solving linear programs leads to face ill-conditioned systems of linear equations. Devising efficient solution approaches for such system of equations is therefore of great practical interest. Efficient iterative algorithms are proposed for solving a system of linear equations. The approach is based on a preconditioning of the initial matrix of the system with an approximation of a generalized inverse leading to a stochastic preconditioned matrix. This approach, valid for non-negative matrices, is first extended to hermitian, semi-definite positive matrices and then generalized to any complex rectangular matrices. The main results obtained are as follows: 1) We are able to build a generalized inverse of any complex rectangular matrix which satisfies the convergence condition requested in iterative algorithms for solving a system of linear equations. This completes the (short) list of generalized inverse having this property, after Kaczmarz and Cimmino matrices. Theoretical results on both the characterization of the type of generalized inverse obtained and the convergence are derived. 2) Thanks to its properties, this matrix can be efficiently used in different solving schemes as Richardson-Tanabe or preconditioned conjugate gradients. 3) By using Lp norms, we propose generalized Kaczmarz’s type matrices. We also show how Cimmino's matrix can be considered as a particular case consisting in choosing the Euclidian norm in an asymmetrical structure. 4) Regarding numerical results obtained on some pathological well-known test-cases (Hilbert, Nakasaka, …), some of the proposed algorithms are empirically shown to be more efficient on ill-conditioned problems and more robust to error propagation than the known classical techniques we have tested (Gauss, Moore-Penrose inverse, minimum residue, conjugate gradients, Kaczmarz, Cimmino). We end on a very early prospective application of our approach based on stochastic matrices aiming at computing some parameters (such as the extreme values, the mean, the variance, …) of the solution of a linear system prior to its resolution. Such an approach, if it were to be efficient, would be a source of information on the solution of a system of linear equations.

Keywords: conditioning, generalized inverse, linear system, norms, stochastic matrix

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Authors: Funda Kul, İsmail Gür

Abstract:

Pension scheme providers have to price mortality risk by accurate mortality forecasting method. There are many mortality-forecasting methods constructed and used in literature. The Lee-Carter model is the first model to consider stochastic improvement trends in life expectancy. It is still precisely used. Mortality forecasting is done by mortality index in the Lee-Carter model. It is assumed that mortality index fits ARIMA time series model. In this paper, we propose and use dynamic normal inverse gaussian distribution to modeling mortality indes in the Lee-Carter model. Using population mortality data for Italy, France, and Turkey, the model is forecasting capability is investigated, and a comparative analysis with other models is ensured by some well-known benchmarking criterions.

Keywords: mortality, forecasting, lee-carter model, normal inverse gaussian distribution

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