Search results for: mathematical and computational methods
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 17421

Search results for: mathematical and computational methods

17391 Computer-Integrated Surgery of the Human Brain, New Possibilities

Authors: Ugo Galvanetto, Pirto G. Pavan, Mirco Zaccariotto

Abstract:

The discipline of Computer-integrated surgery (CIS) will provide equipment able to improve the efficiency of healthcare systems and, which is more important, clinical results. Surgeons and machines will cooperate in new ways that will extend surgeons’ ability to train, plan and carry out surgery. Patient specific CIS of the brain requires several steps: 1 - Fast generation of brain models. Based on image recognition of MR images and equipped with artificial intelligence, image recognition techniques should differentiate among all brain tissues and segment them. After that, automatic mesh generation should create the mathematical model of the brain in which the various tissues (white matter, grey matter, cerebrospinal fluid …) are clearly located in the correct positions. 2 – Reliable and fast simulation of the surgical process. Computational mechanics will be the crucial aspect of the entire procedure. New algorithms will be used to simulate the mechanical behaviour of cutting through cerebral tissues. 3 – Real time provision of visual and haptic feedback A sophisticated human-machine interface based on ergonomics and psychology will provide the feedback to the surgeon. The present work will address in particular point 2. Modelling the cutting of soft tissue in a structure as complex as the human brain is an extremely challenging problem in computational mechanics. The finite element method (FEM), that accurately represents complex geometries and accounts for material and geometrical nonlinearities, is the most used computational tool to simulate the mechanical response of soft tissues. However, the main drawback of FEM lies in the mechanics theory on which it is based, classical continuum Mechanics, which assumes matter is a continuum with no discontinuity. FEM must resort to complex tools such as pre-defined cohesive zones, external phase-field variables, and demanding remeshing techniques to include discontinuities. However, all approaches to equip FEM computational methods with the capability to describe material separation, such as interface elements with cohesive zone models, X-FEM, element erosion, phase-field, have some drawbacks that make them unsuitable for surgery simulation. Interface elements require a-priori knowledge of crack paths. The use of XFEM in 3D is cumbersome. Element erosion does not conserve mass. The Phase Field approach adopts a diffusive crack model instead of describing true tissue separation typical of surgical procedures. Modelling discontinuities, so difficult when using computational approaches based on classical continuum Mechanics, is instead easy for novel computational methods based on Peridynamics (PD). PD is a non-local theory of mechanics formulated with no use of spatial derivatives. Its governing equations are valid at points or surfaces of discontinuity, and it is, therefore especially suited to describe crack propagation and fragmentation problems. Moreover, PD does not require any criterium to decide the direction of crack propagation or the conditions for crack branching or coalescence; in the PD-based computational methods, cracks develop spontaneously in the way which is the most convenient from an energy point of view. Therefore, in PD computational methods, crack propagation in 3D is as easy as it is in 2D, with a remarkable advantage with respect to all other computational techniques.

Keywords: computational mechanics, peridynamics, finite element, biomechanics

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17390 Effective Method of Paneling for Source/Vortex/Doublet Panel Methods Using Conformal Mapping

Authors: K. C. R. Perera, B. M. Hapuwatte

Abstract:

This paper presents an effective method to divide panels for mesh-less methods of source, vortex and doublet panel methods. In this research study the physical domain of air-foils were transformed into computational domain of a circle using conformal mapping technique of Joukowsky transformation. Then the circle is divided into panels of equal length and the co-ordinates were remapped into physical domain of the air-foil. With this method the leading edge and the trailing edge of the air-foil is panelled with a high density of panels and the rest of the body is panelled with low density of panels. The high density of panels in the leading edge and the trailing edge will increase the accuracy of the solutions obtained from panel methods where the fluid flow at the leading and trailing edges are complex.

Keywords: conformal mapping, Joukowsky transformation, physical domain, computational domain

Procedia PDF Downloads 357
17389 Mathematical Programming Models for Portfolio Optimization Problem: A Review

Authors: Mazura Mokhtar, Adibah Shuib, Daud Mohamad

Abstract:

Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.

Keywords: portfolio optimization, mathematical programming, multi-objective programming, solution approaches

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17388 Integrating and Evaluating Computational Thinking in an Undergraduate Marine Science Course

Authors: Dana Christensen

Abstract:

Undergraduate students, particularly in the environmental sciences, have difficulty displaying quantitative skills in their laboratory courses. Students spend time sampling in the field, often using new methods, and are expected to make sense of the data they collect. Computational thinking may be used to navigate these new experiences. We developed a curriculum for the marine science department at a small liberal arts college in the Northeastern United States based on previous computational thinking frameworks. This curriculum incorporates marine science data sets with specific objectives and topics selected by the faculty at the College. The curriculum was distributed to all students enrolled in introductory marine science classes as a mandatory module. Two pre-tests and post-tests will be used to quantitatively assess student progress on both content-based and computational principles. Student artifacts are being collected with each lesson to be coded for content-specific and computational-specific items in qualitative assessment. There is an overall gap in marine science education research, especially curricula that focus on computational thinking and associated quantitative assessment. The curricula itself, the assessments, and our results may be modified and applied to other environmental science courses due to the nature of the inquiry-based laboratory components that use quantitative skills to understand nature.

Keywords: marine science, computational thinking, curriculum assessment, quantitative skills

Procedia PDF Downloads 31
17387 Protein Remote Homology Detection and Fold Recognition by Combining Profiles with Kernel Methods

Authors: Bin Liu

Abstract:

Protein remote homology detection and fold recognition are two most important tasks in protein sequence analysis, which is critical for protein structure and function studies. In this study, we combined the profile-based features with various string kernels, and constructed several computational predictors for protein remote homology detection and fold recognition. Experimental results on two widely used benchmark datasets showed that these methods outperformed the competing methods, indicating that these predictors are useful computational tools for protein sequence analysis. By analyzing the discriminative features of the training models, some interesting patterns were discovered, reflecting the characteristics of protein superfamilies and folds, which are important for the researchers who are interested in finding the patterns of protein folds.

Keywords: protein remote homology detection, protein fold recognition, profile-based features, Support Vector Machines (SVMs)

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17386 Modelling of Heat Generation in a 18650 Lithium-Ion Battery Cell under Varying Discharge Rates

Authors: Foo Shen Hwang, Thomas Confrey, Stephen Scully, Barry Flannery

Abstract:

Thermal characterization plays an important role in battery pack design. Lithium-ion batteries have to be maintained between 15-35 °C to operate optimally. Heat is generated (Q) internally within the batteries during both the charging and discharging phases. This can be quantified using several standard methods. The most common method of calculating the batteries heat generation is through the addition of both the joule heating effects and the entropic changes across the battery. In addition, such values can be derived by identifying the open-circuit voltage (OCV), nominal voltage (V), operating current (I), battery temperature (T) and the rate of change of the open-circuit voltage in relation to temperature (dOCV/dT). This paper focuses on experimental characterization and comparative modelling of the heat generation rate (Q) across several current discharge rates (0.5C, 1C, and 1.5C) of a 18650 cell. The analysis is conducted utilizing several non-linear mathematical functions methods, including polynomial, exponential, and power models. Parameter fitting is carried out over the respective function orders; polynomial (n = 3~7), exponential (n = 2) and power function. The generated parameter fitting functions are then used as heat source functions in a 3-D computational fluid dynamics (CFD) solver under natural convection conditions. Generated temperature profiles are analyzed for errors based on experimental discharge tests, conducted at standard room temperature (25°C). Initial experimental results display low deviation between both experimental and CFD temperature plots. As such, the heat generation function formulated could be easier utilized for larger battery applications than other methods available.

Keywords: computational fluid dynamics, curve fitting, lithium-ion battery, voltage drop

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17385 A Novel Approach to 3D Thrust Vectoring CFD via Mesh Morphing

Authors: Umut Yıldız, Berkin Kurtuluş, Yunus Emre Muslubaş

Abstract:

Thrust vectoring, especially in military aviation, is a concept that sees much use to improve maneuverability in already agile aircraft. As this concept is fairly new and cost intensive to design and test, computational methods are useful in easing the preliminary design process. Computational Fluid Dynamics (CFD) can be utilized in many forms to simulate nozzle flow, and there exist various CFD studies in both 2D mechanical and 3D injection based thrust vectoring, and yet, 3D mechanical thrust vectoring analyses, at this point in time, are lacking variety. Additionally, the freely available test data is constrained to limited pitch angles and geometries. In this study, based on a test case provided by NASA, both steady and unsteady 3D CFD simulations are conducted to examine the aerodynamic performance of a mechanical thrust vectoring nozzle model and to validate the utilized numerical model. Steady analyses are performed to verify the flow characteristics of the nozzle at pitch angles of 0, 10 and 20 degrees, and the results are compared with experimental data. It is observed that the pressure data obtained on the inner surface of the nozzle at each specified pitch angle and under different flow conditions with pressure ratios of 1.5, 2 and 4, as well as at azimuthal angle of 0, 45, 90, 135, and 180 degrees exhibited a high level of agreement with the corresponding experimental results. To validate the CFD model, the insights from the steady analyses are utilized, followed by unsteady analyses covering a wide range of pitch angles from 0 to 20 degrees. Throughout the simulations, a mesh morphing method using a carefully calculated mathematical shape deformation model that simulates the vectored nozzle shape exactly at each point of its travel is employed to dynamically alter the divergent part of the nozzle over time within this pitch angle range. The mesh morphing based vectored nozzle shapes were compared with the drawings provided by NASA, ensuring a complete match was achieved. This computational approach allowed for the creation of a comprehensive database of results without the need to generate separate solution domains. The database contains results at every 0.01° increment of nozzle pitch angle. The unsteady analyses, generated using the morphing method, are found to be in excellent agreement with experimental data, further confirming the accuracy of the CFD model.

Keywords: thrust vectoring, computational fluid dynamics, 3d mesh morphing, mathematical shape deformation model

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17384 An in silico Approach for Exploring the Intercellular Communication in Cancer Cells

Authors: M. Cardenas-Garcia, P. P. Gonzalez-Perez

Abstract:

Intercellular communication is a necessary condition for cellular functions and it allows a group of cells to survive as a population. Throughout this interaction, the cells work in a coordinated and collaborative way which facilitates their survival. In the case of cancerous cells, these take advantage of intercellular communication to preserve their malignancy, since through these physical unions they can send signs of malignancy. The Wnt/β-catenin signaling pathway plays an important role in the formation of intercellular communications, being also involved in a large number of cellular processes such as proliferation, differentiation, adhesion, cell survival, and cell death. The modeling and simulation of cellular signaling systems have found valuable support in a wide range of modeling approaches, which cover a wide spectrum ranging from mathematical models; e.g., ordinary differential equations, statistical methods, and numerical methods– to computational models; e.g., process algebra for modeling behavior and variation in molecular systems. Based on these models, different simulation tools have been developed from mathematical ones to computational ones. Regarding cellular and molecular processes in cancer, its study has also found a valuable support in different simulation tools that, covering a spectrum as mentioned above, have allowed the in silico experimentation of this phenomenon at the cellular and molecular level. In this work, we simulate and explore the complex interaction patterns of intercellular communication in cancer cells using the Cellulat bioinformatics tool, a computational simulation tool developed by us and motivated by two key elements: 1) a biochemically inspired model of self-organizing coordination in tuple spaces, and 2) the Gillespie’s algorithm, a stochastic simulation algorithm typically used to mimic systems of chemical/biochemical reactions in an efficient and accurate way. The main idea behind the Cellulat simulation tool is to provide an in silico experimentation environment that complements and guides in vitro experimentation in intra and intercellular signaling networks. Unlike most of the cell signaling simulation tools, such as E-Cell, BetaWB and Cell Illustrator which provides abstractions to model only intracellular behavior, Cellulat is appropriate for modeling both intracellular signaling and intercellular communication, providing the abstractions required to model –and as a result, simulate– the interaction mechanisms that involve two or more cells, that is essential in the scenario discussed in this work. During the development of this work we made evident the application of our computational simulation tool (Cellulat) for the modeling and simulation of intercellular communication between normal and cancerous cells, and in this way, propose key molecules that may prevent the arrival of malignant signals to the cells that surround the tumor cells. In this manner, we could identify the significant role that has the Wnt/β-catenin signaling pathway in cellular communication, and therefore, in the dissemination of cancer cells. We verified, using in silico experiments, how the inhibition of this signaling pathway prevents that the cells that surround a cancerous cell are transformed.

Keywords: cancer cells, in silico approach, intercellular communication, key molecules, modeling and simulation

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17383 A Dynamic Model for Assessing the Advanced Glycation End Product Formation in Diabetes

Authors: Victor Arokia Doss, Kuberapandian Dharaniyambigai, K. Julia Rose Mary

Abstract:

Advanced Glycation End (AGE) products are the end products due to the reaction between excess reducing sugar present in diabetes and free amino group in protein lipids and nucleic acids. Thus, non-enzymic glycation of molecules such as hemoglobin, collagen, and other structurally and functionally important proteins add to the pathogenic complications such as diabetic retinopathy, neuropathy, nephropathy, vascular changes, atherosclerosis, Alzheimer's disease, rheumatoid arthritis, and chronic heart failure. The most common non-cross linking AGE, carboxymethyl lysine (CML) is formed by the oxidative breakdown of fructosyllysine, which is a product of glucose and lysine. CML is formed in a wide variety of tissues and is an index to assess the extent of glycoxidative damage. Thus we have constructed a mathematical and computational model that predicts the effect of temperature differences in vivo, on the formation of CML, which is now being considered as an important intracellular milieu. This hybrid model that had been tested for its parameter fitting and its sensitivity with available experimental data paves the way for designing novel laboratory experiments that would throw more light on the pathological formation of AGE adducts and in the pathophysiology of diabetic complications.

Keywords: advanced glycation end-products, CML, mathematical model, computational model

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17382 Algorithmic Generation of Carbon Nanochimneys

Authors: Sorin Muraru

Abstract:

Computational generation of carbon nanostructures is still a very demanding process. This work provides an alternative to manual molecular modeling through an algorithm meant to automate the design of such structures. Specifically, carbon nanochimneys are obtained through the bonding of a carbon nanotube with the smaller edge of an open carbon nanocone. The methods of connection rely on mathematical, geometrical and chemical properties. Non-hexagonal rings are used in order to perform the correct bonding of dangling bonds. Once obtained, they are useful for thermal transport, gas storage or other applications such as gas separation. The carbon nanochimneys are meant to produce a less steep connection between structures such as the carbon nanotube and graphene sheet, as in the pillared graphene, but can also provide functionality on its own. The method relies on connecting dangling bonds at the edges of the two carbon nanostructures, employing the use of two different types of auxiliary structures on a case-by-case basis. The code is implemented in Python 3.7 and generates an output file in the .pdb format containing all the system’s coordinates. Acknowledgment: This work was supported by a grant of the Executive Agency for Higher Education, Research, Development and innovation funding (UEFISCDI), project number PN-III-P1-1.1-TE-2016-24-2, contract TE 122/2018.

Keywords: carbon nanochimneys, computational, carbon nanotube, carbon nanocone, molecular modeling, carbon nanostructures

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17381 Variants of Mathematical Induction as Strong Proof Techniques in Theory of Computing

Authors: Ahmed Tarek, Ahmed Alveed

Abstract:

In the theory of computing, there are a wide variety of direct and indirect proof techniques. However, mathematical induction (MI) stands out to be one of the most powerful proof techniques for proving hypotheses, theorems, and new results. There are variations of mathematical induction-based proof techniques, which are broadly classified into three categories, such as structural induction (SI), weak induction (WI), and strong induction (SI). In this expository paper, several different variants of the mathematical induction techniques are explored, and the specific scenarios are discussed where a specific induction technique stands out to be more advantageous as compared to other induction strategies. Also, the essential difference among the variants of mathematical induction are explored. The points of separation among mathematical induction, recursion, and logical deduction are precisely analyzed, and the relationship among variations of recurrence relations, and mathematical induction are being explored. In this context, the application of recurrence relations, and mathematical inductions are considered together in a single framework for codewords over a given alphabet.

Keywords: alphabet, codeword, deduction, mathematical, induction, recurrence relation, strong induction, structural induction, weak induction

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17380 Modelling and Analysis of Shear Banding in Flow of Complex Fluids

Authors: T. Chinyoka

Abstract:

We present the Johnson-Segalman constitutive model to capture certain fluid flow phenomena that has been experimentally observed in the flow of complex polymeric fluids. In particular, experimentally observed phenomena such as shear banding, spurt and slip are explored and/or explained in terms of the non-monotonic shear-stress versus shear-rate relationships. We also explore the effects of the inclusion of physical flow aspects such as wall porosity on shear banding. We similarly also explore the effects of the inclusion of mathematical modelling aspects such as stress diffusion into the stress constitutive models in order to predict shear-stress (or shear-rate) paths. We employ semi-implicit finite difference methods for all the computational solution procedures.

Keywords: Johnson-Segalman model, diffusive Johnson-Segalman model, shear banding, finite difference methods, complex fluid flow

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17379 A Study on Computational Fluid Dynamics (CFD)-Based Design Optimization Techniques Using Multi-Objective Evolutionary Algorithms (MOEA)

Authors: Ahmed E. Hodaib, Mohamed A. Hashem

Abstract:

In engineering applications, a design has to be as fully perfect as possible in some defined case. The designer has to overcome many challenges in order to reach the optimal solution to a specific problem. This process is called optimization. Generally, there is always a function called “objective function” that is required to be maximized or minimized by choosing input parameters called “degrees of freedom” within an allowed domain called “search space” and computing the values of the objective function for these input values. It becomes more complex when we have more than one objective for our design. As an example for Multi-Objective Optimization Problem (MOP): A structural design that aims to minimize weight and maximize strength. In such case, the Pareto Optimal Frontier (POF) is used, which is a curve plotting two objective functions for the best cases. At this point, a designer should make a decision to choose the point on the curve. Engineers use algorithms or iterative methods for optimization. In this paper, we will discuss the Evolutionary Algorithms (EA) which are widely used with Multi-objective Optimization Problems due to their robustness, simplicity, suitability to be coupled and to be parallelized. Evolutionary algorithms are developed to guarantee the convergence to an optimal solution. An EA uses mechanisms inspired by Darwinian evolution principles. Technically, they belong to the family of trial and error problem solvers and can be considered global optimization methods with a stochastic optimization character. The optimization is initialized by picking random solutions from the search space and then the solution progresses towards the optimal point by using operators such as Selection, Combination, Cross-over and/or Mutation. These operators are applied to the old solutions “parents” so that new sets of design variables called “children” appear. The process is repeated until the optimal solution to the problem is reached. Reliable and robust computational fluid dynamics solvers are nowadays commonly utilized in the design and analyses of various engineering systems, such as aircraft, turbo-machinery, and auto-motives. Coupling of Computational Fluid Dynamics “CFD” and Multi-Objective Evolutionary Algorithms “MOEA” has become substantial in aerospace engineering applications, such as in aerodynamic shape optimization and advanced turbo-machinery design.

Keywords: mathematical optimization, multi-objective evolutionary algorithms "MOEA", computational fluid dynamics "CFD", aerodynamic shape optimization

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17378 Advancements in Mathematical Modeling and Optimization for Control, Signal Processing, and Energy Systems

Authors: Zahid Ullah, Atlas Khan

Abstract:

This abstract focuses on the advancements in mathematical modeling and optimization techniques that play a crucial role in enhancing the efficiency, reliability, and performance of these systems. In this era of rapidly evolving technology, mathematical modeling and optimization offer powerful tools to tackle the complex challenges faced by control, signal processing, and energy systems. This abstract presents the latest research and developments in mathematical methodologies, encompassing areas such as control theory, system identification, signal processing algorithms, and energy optimization. The abstract highlights the interdisciplinary nature of mathematical modeling and optimization, showcasing their applications in a wide range of domains, including power systems, communication networks, industrial automation, and renewable energy. It explores key mathematical techniques, such as linear and nonlinear programming, convex optimization, stochastic modeling, and numerical algorithms, that enable the design, analysis, and optimization of complex control and signal processing systems. Furthermore, the abstract emphasizes the importance of addressing real-world challenges in control, signal processing, and energy systems through innovative mathematical approaches. It discusses the integration of mathematical models with data-driven approaches, machine learning, and artificial intelligence to enhance system performance, adaptability, and decision-making capabilities. The abstract also underscores the significance of bridging the gap between theoretical advancements and practical applications. It recognizes the need for practical implementation of mathematical models and optimization algorithms in real-world systems, considering factors such as scalability, computational efficiency, and robustness. In summary, this abstract showcases the advancements in mathematical modeling and optimization techniques for control, signal processing, and energy systems. It highlights the interdisciplinary nature of these techniques, their applications across various domains, and their potential to address real-world challenges. The abstract emphasizes the importance of practical implementation and integration with emerging technologies to drive innovation and improve the performance of control, signal processing, and energy.

Keywords: mathematical modeling, optimization, control systems, signal processing, energy systems, interdisciplinary applications, system identification, numerical algorithms

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17377 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, computational analysis, finance, options pricing, numerical methods

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17376 From Wave-Powered Propulsion to Flight with Membrane Wings: Insights Powered by High-Fidelity Immersed Boundary Methods based FSI Simulations

Authors: Rajat Mittal, Jung Hee Seo, Jacob Turner, Harshal Raut

Abstract:

The perpetual advancement in computational capabilities, coupled with the continuous evolution of software tools and numerical algorithms, is creating novel avenues for research, exploration, and application at the nexus of computational fluid and structural mechanics. Fish leverage their remarkably flexible bodies and fins to harness energy from vortices, propelling themselves with an elegance and efficiency that captivates engineers. Bats fly with unparalleled agility and speed by using their flexible membrane wings. Wave-assisted propulsion (WAP) systems, utilizing elastically mounted hydrofoils, convert wave energy into thrust. Each of these problems involves a complex and elegant interplay between fluid dynamics and structural mechanics. Historically, investigations into such phenomena were constrained by available tools, but modern computational advancements now facilitate exploration of these multi-physics challenges with an unprecedented level of fidelity, precision, and realism. In this work, the author will discuss projects that harness the capabilities of high-fidelity sharp-interface immersed boundary methods to address a spectrum of engineering and biological challenges involving fluid-structure interaction.

Keywords: immersed boundary methods, CFD, bioflight, fluid structure interaction

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17375 Computational Fluids Dynamics Investigation of the Effect of Geometric Parameters on the Ejector Performance

Authors: Michel Wakim, Rodrigo Rivera Tinoco

Abstract:

Supersonic ejector is an economical device that use high pressure vapor to compress a low pressure vapor without any rotating parts or external power sources. Entrainment ratio is a major characteristic of the ejector performance, so the ejector performance is highly dependent on its geometry. The aim of this paper is to design ejector geometry, based on pre-specified operating conditions, and to study the flow behavior inside the ejector by using computational fluid dynamics ‘CFD’ by using ‘ANSYS FLUENT 15.0’ software. In the first section; 1-D mathematical model is carried out to predict the ejector geometry. The second part describes the flow behavior inside the designed model. CFD is the most reliable tool to reveal the mixing process at different parts of the supersonic turbulent flow and to study the effect of the geometry on the effective ejector area. Finally, the results show the effect of the geometry on the entrainment ratio.

Keywords: computational fluids dynamics, ejector, entrainment ratio, geometry optimization, performance

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17374 A First Step towards Automatic Evolutionary for Gas Lifts Allocation Optimization

Authors: Younis Elhaddad, Alfonso Ortega

Abstract:

Oil production by means of gas lift is a standard technique in oil production industry. To optimize the total amount of oil production in terms of the amount of gas injected is a key question in this domain. Different methods have been tested to propose a general methodology. Many of them apply well-known numerical methods. Some of them have taken into account the power of evolutionary approaches. Our goal is to provide the experts of the domain with a powerful automatic searching engine into which they can introduce their knowledge in a format close to the one used in their domain, and get solutions comprehensible in the same terms, as well. These proposals introduced in the genetic engine the most expressive formal models to represent the solutions to the problem. These algorithms have proven to be as effective as other genetic systems but more flexible and comfortable for the researcher although they usually require huge search spaces to justify their use due to the computational resources involved in the formal models. The first step to evaluate the viability of applying our approaches to this realm is to fully understand the domain and to select an instance of the problem (gas lift optimization) in which applying genetic approaches could seem promising. After analyzing the state of the art of this topic, we have decided to choose a previous work from the literature that faces the problem by means of numerical methods. This contribution includes details enough to be reproduced and complete data to be carefully analyzed. We have designed a classical, simple genetic algorithm just to try to get the same results and to understand the problem in depth. We could easily incorporate the well mathematical model, and the well data used by the authors and easily translate their mathematical model, to be numerically optimized, into a proper fitness function. We have analyzed the 100 curves they use in their experiment, similar results were observed, in addition, our system has automatically inferred an optimum total amount of injected gas for the field compatible with the addition of the optimum gas injected in each well by them. We have identified several constraints that could be interesting to incorporate to the optimization process but that could be difficult to numerically express. It could be interesting to automatically propose other mathematical models to fit both, individual well curves and also the behaviour of the complete field. All these facts and conclusions justify continuing exploring the viability of applying the approaches more sophisticated previously proposed by our research group.

Keywords: evolutionary automatic programming, gas lift, genetic algorithms, oil production

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17373 Application the Queuing Theory in the Warehouse Optimization

Authors: Jaroslav Masek, Juraj Camaj, Eva Nedeliakova

Abstract:

The aim of optimization of store management is not only designing the situation of store management itself including its equipment, technology and operation. In optimization of store management we need to consider also synchronizing of technological, transport, store and service operations throughout the whole process of logistic chain in such a way that a natural flow of material from provider to consumer will be achieved the shortest possible way, in the shortest possible time in requested quality and quantity and with minimum costs. The paper deals with the application of the queuing theory for optimization of warehouse processes. The first part refers to common information about the problematic of warehousing and using mathematical methods for logistics chains optimization. The second part refers to preparing a model of a warehouse within queuing theory. The conclusion of the paper includes two examples of using queuing theory in praxis.

Keywords: queuing theory, logistics system, mathematical methods, warehouse optimization

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17372 Using Mathematical Models to Predict the Academic Performance of Students from Initial Courses in Engineering School

Authors: Martín Pratto Burgos

Abstract:

The Engineering School of the University of the Republic in Uruguay offers an Introductory Mathematical Course from the second semester of 2019. This course has been designed to assist students in preparing themselves for math courses that are essential for Engineering Degrees, namely Math1, Math2, and Math3 in this research. The research proposes to build a model that can accurately predict the student's activity and academic progress based on their performance in the three essential Mathematical courses. Additionally, there is a need for a model that can forecast the incidence of the Introductory Mathematical Course in the three essential courses approval during the first academic year. The techniques used are Principal Component Analysis and predictive modelling using the Generalised Linear Model. The dataset includes information from 5135 engineering students and 12 different characteristics based on activity and course performance. Two models are created for a type of data that follows a binomial distribution using the R programming language. Model 1 is based on a variable's p-value being less than 0.05, and Model 2 uses the stepAIC function to remove variables and get the lowest AIC score. After using Principal Component Analysis, the main components represented in the y-axis are the approval of the Introductory Mathematical Course, and the x-axis is the approval of Math1 and Math2 courses as well as student activity three years after taking the Introductory Mathematical Course. Model 2, which considered student’s activity, performed the best with an AUC of 0.81 and an accuracy of 84%. According to Model 2, the student's engagement in school activities will continue for three years after the approval of the Introductory Mathematical Course. This is because they have successfully completed the Math1 and Math2 courses. Passing the Math3 course does not have any effect on the student’s activity. Concerning academic progress, the best fit is Model 1. It has an AUC of 0.56 and an accuracy rate of 91%. The model says that if the student passes the three first-year courses, they will progress according to the timeline set by the curriculum. Both models show that the Introductory Mathematical Course does not directly affect the student’s activity and academic progress. The best model to explain the impact of the Introductory Mathematical Course on the three first-year courses was Model 1. It has an AUC of 0.76 and 98% accuracy. The model shows that if students pass the Introductory Mathematical Course, it will help them to pass Math1 and Math2 courses without affecting their performance on the Math3 course. Matching the three predictive models, if students pass Math1 and Math2 courses, they will stay active for three years after taking the Introductory Mathematical Course, and also, they will continue following the recommended engineering curriculum. Additionally, the Introductory Mathematical Course helps students to pass Math1 and Math2 when they start Engineering School. Models obtained in the research don't consider the time students took to pass the three Math courses, but they can successfully assess courses in the university curriculum.

Keywords: machine-learning, engineering, university, education, computational models

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17371 Mathematical Properties of the Resonance of the Inner Waves in Rotating Stratified Three-Dimensional Fluids

Authors: A. Giniatoulline

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We consider the internal oscillations of the ocean which are caused by the gravity force and the Coriolis force, for different models with changeable density, heat transfer, and salinity. Traditionally, the mathematical description of the resonance effect is related to the growing amplitude as a result of input vibrations. We offer a different approach: the study of the relation between the spectrum of the internal oscillations and the properties of the limiting amplitude of the solution for the harmonic input vibrations of the external forces. Using the results of the spectral theory of self-adjoint operators in Hilbert functional spaces, we prove that there exists an explicit relation between the localization of the frequency of the external input vibrations with respect to the essential spectrum of proper inner oscillations and the non-uniqueness of the limiting amplitude. The results may find their application in various problems concerning mathematical modeling of turbulent flows in the ocean.

Keywords: computational fluid dynamics, essential spectrum, limiting amplitude, rotating fluid, spectral theory, stratified fluid, the uniqueness of solutions of PDE equations

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17370 A Comparative Study between FEM and Meshless Methods

Authors: Jay N. Vyas, Sachin Daxini

Abstract:

Numerical simulation techniques are widely used now in product development and testing instead of expensive, time-consuming and sometimes dangerous laboratory experiments. Numerous numerical methods are available for performing simulation of physical problems of different engineering fields. Grid based methods, like Finite Element Method, are extensively used in performing various kinds of static, dynamic, structural and non-structural analysis during product development phase. Drawbacks of grid based methods in terms of discontinuous secondary field variable, dealing fracture mechanics and large deformation problems led to development of a relatively a new class of numerical simulation techniques in last few years, which are popular as Meshless methods or Meshfree Methods. Meshless Methods are expected to be more adaptive and flexible than Finite Element Method because domain descretization in Meshless Method requires only nodes. Present paper introduces Meshless Methods and differentiates it with Finite Element Method in terms of following aspects: Shape functions used, role of weight function, techniques to impose essential boundary conditions, integration techniques for discrete system equations, convergence rate, accuracy of solution and computational effort. Capabilities, benefits and limitations of Meshless Methods are discussed and concluded at the end of paper.

Keywords: numerical simulation, Grid-based methods, Finite Element Method, Meshless Methods

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17369 CFD Simulation and Investigation of Critical Two-Phase Flow Rate in Wellhead Choke

Authors: Alireza Rafie Boldaji, Ahmad Saboonchi

Abstract:

Chokes are commonly used in oil and gas production systems. A choke is a restriction basically designed to control flow rates of oil and gas wells, to prevent the downstream disturbances from propagating upstream (critical flow), and to protect the surface equipment facilities against slugging at high flowing pressures. There are different methods to calculate the multiphase flow rate, one of the multiphase flow measurement methods is the separation and measurement by on¬e-phaseFlow meter, another common method is the use of movable separator, their operations are very labor-intensive and costly. The current method used is based on the flow differential pressure on both sides of choke. Three groups of correlations describing two-phase flow through wellhead chokes were examined. The first group involved simple empirical equations similar to those of Gilbert, the second group comprised derived equations of two-phase flow incorporating PVT properties, and third group is computational method. In the article we calculate the flow of oil and gas through choke with simulation of this two phase flow bye computational fluid dynamic method, we use Ansys- fluent for this simulation and finally compared results of computational simulation whit empirical equations, the results show good agreement between experimental and numerical results.

Keywords: CFD, two-phase, choke, critical

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17368 Comparison between Two Software Packages GSTARS4 and HEC-6 about Prediction of the Sedimentation Amount in Dam Reservoirs and to Estimate Its Efficient Life Time in the South of Iran

Authors: Fatemeh Faramarzi, Hosein Mahjoob

Abstract:

Building dams on rivers for utilization of water resources causes problems in hydrodynamic equilibrium and results in leaving all or part of the sediments carried by water in dam reservoir. This phenomenon has also significant impacts on water and sediment flow regime and in the long term can cause morphological changes in the environment surrounding the river, reducing the useful life of the reservoir which threatens sustainable development through inefficient management of water resources. In the past, empirical methods were used to predict the sedimentation amount in dam reservoirs and to estimate its efficient lifetime. But recently the mathematical and computational models are widely used in sedimentation studies in dam reservoirs as a suitable tool. These models usually solve the equations using finite element method. This study compares the results from tow software packages, GSTARS4 & HEC-6, in the prediction of the sedimentation amount in Dez dam, southern Iran. The model provides a one-dimensional, steady-state simulation of sediment deposition and erosion by solving the equations of momentum, flow and sediment continuity and sediment transport. GSTARS4 (Generalized Sediment Transport Model for Alluvial River Simulation) which is based on a one-dimensional mathematical model that simulates bed changes in both longitudinal and transverse directions by using flow tubes in a quasi-two-dimensional scheme to calibrate a period of 47 years and forecast the next 47 years of sedimentation in Dez Dam, Southern Iran. This dam is among the highest dams all over the world (with its 203 m height), and irrigates more than 125000 square hectares of downstream lands and plays a major role in flood control in the region. The input data including geometry, hydraulic and sedimentary data, starts from 1955 to 2003 on a daily basis. To predict future river discharge, in this research, the time series data were assumed to be repeated after 47 years. Finally, the obtained result was very satisfactory in the delta region so that the output from GSTARS4 was almost identical to the hydrographic profile in 2003. In the Dez dam due to the long (65 km) and a large tank, the vertical currents are dominant causing the calculations by the above-mentioned method to be inaccurate. To solve this problem, we used the empirical reduction method to calculate the sedimentation in the downstream area which led to very good answers. Thus, we demonstrated that by combining these two methods a very suitable model for sedimentation in Dez dam for the study period can be obtained. The present study demonstrated successfully that the outputs of both methods are the same.

Keywords: Dez Dam, prediction, sedimentation, water resources, computational models, finite element method, GSTARS4, HEC-6

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17367 Seismicity and Ground Response Analysis for MP Tourism Office in Indore, India

Authors: Deepshikha Shukla, C. H. Solanki, Mayank Desai

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In the last few years, it has been observed that earthquake is proving a threat to the scientist across the world. With a large number of earthquakes occurring in day to day life, the threat to life and property has increased manifolds which call for an urgent attention of all the researchers globally to carry out the research in the field of Earthquake Engineering. Any hazard related to the earthquake and seismicity is considered to be seismic hazards. The common forms of seismic hazards are Ground Shaking, Structure Damage, Structural Hazards, Liquefaction, Landslides, Tsunami to name a few. Among all the natural hazards, the most devastating and damaging is the earthquake as all other hazards are triggered only after the occurrence of an earthquake. In order to quantify and estimate the seismicity and seismic hazards, many methods and approaches have been proposed in the past few years. Such approaches are Mathematical, Conventional and Computational. Convex Set Theory, Empirical Green’s Function are some of the Mathematical Approaches whereas the Deterministic and Probabilistic Approaches are the Conventional Approach for the estimation of the seismic Hazards. Ground response and Ground Shaking of a particular area or region plays an important role in the damage caused due to the earthquake. In this paper, seismic study using Deterministic Approach and 1 D Ground Response Analysis has been carried out for Madhya Pradesh Tourism Office in Indore Region in Madhya Pradesh in Central India. Indore lies in the seismic zone III (IS: 1893, 2002) in the Seismic Zoning map of India. There are various faults and lineament in this area and Narmada Some Fault and Gavilgadh fault are the active sources of earthquake in the study area. Deepsoil v6.1.7 has been used to perform the 1 D Linear Ground Response Analysis for the study area. The Peak Ground Acceleration (PGA) of the city ranges from 0.1g to 0.56g.

Keywords: seismicity, seismic hazards, deterministic, probabilistic methods, ground response analysis

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17366 Comparative Study and Parallel Implementation of Stochastic Models for Pricing of European Options Portfolios using Monte Carlo Methods

Authors: Vinayak Bassi, Rajpreet Singh

Abstract:

Over the years, with the emergence of sophisticated computers and algorithms, finance has been quantified using computational prowess. Asset valuation has been one of the key components of quantitative finance. In fact, it has become one of the embryonic steps in determining risk related to a portfolio, the main goal of quantitative finance. This study comprises a drawing comparison between valuation output generated by two stochastic dynamic models, namely Black-Scholes and Dupire’s bi-dimensionality model. Both of these models are formulated for computing the valuation function for a portfolio of European options using Monte Carlo simulation methods. Although Monte Carlo algorithms have a slower convergence rate than calculus-based simulation techniques (like FDM), they work quite effectively over high-dimensional dynamic models. A fidelity gap is analyzed between the static (historical) and stochastic inputs for a sample portfolio of underlying assets. In order to enhance the performance efficiency of the model, the study emphasized the use of variable reduction methods and customizing random number generators to implement parallelization. An attempt has been made to further implement the Dupire’s model on a GPU to achieve higher computational performance. Furthermore, ideas have been discussed around the performance enhancement and bottleneck identification related to the implementation of options-pricing models on GPUs.

Keywords: monte carlo, stochastic models, computational finance, parallel programming, scientific computing

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17365 Transforming Data into Knowledge: Mathematical and Statistical Innovations in Data Analytics

Authors: Zahid Ullah, Atlas Khan

Abstract:

The rapid growth of data in various domains has created a pressing need for effective methods to transform this data into meaningful knowledge. In this era of big data, mathematical and statistical innovations play a crucial role in unlocking insights and facilitating informed decision-making in data analytics. This abstract aims to explore the transformative potential of these innovations and their impact on converting raw data into actionable knowledge. Drawing upon a comprehensive review of existing literature, this research investigates the cutting-edge mathematical and statistical techniques that enable the conversion of data into knowledge. By evaluating their underlying principles, strengths, and limitations, we aim to identify the most promising innovations in data analytics. To demonstrate the practical applications of these innovations, real-world datasets will be utilized through case studies or simulations. This empirical approach will showcase how mathematical and statistical innovations can extract patterns, trends, and insights from complex data, enabling evidence-based decision-making across diverse domains. Furthermore, a comparative analysis will be conducted to assess the performance, scalability, interpretability, and adaptability of different innovations. By benchmarking against established techniques, we aim to validate the effectiveness and superiority of the proposed mathematical and statistical innovations in data analytics. Ethical considerations surrounding data analytics, such as privacy, security, bias, and fairness, will be addressed throughout the research. Guidelines and best practices will be developed to ensure the responsible and ethical use of mathematical and statistical innovations in data analytics. The expected contributions of this research include advancements in mathematical and statistical sciences, improved data analysis techniques, enhanced decision-making processes, and practical implications for industries and policymakers. The outcomes will guide the adoption and implementation of mathematical and statistical innovations, empowering stakeholders to transform data into actionable knowledge and drive meaningful outcomes.

Keywords: data analytics, mathematical innovations, knowledge extraction, decision-making

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17364 Application of the Discrete Rationalized Haar Transform to Distributed Parameter System

Authors: Joon-Hoon Park

Abstract:

In this paper the rationalized Haar transform is applied for distributed parameter system identification and estimation. A distributed parameter system is a dynamical and mathematical model described by a partial differential equation. And system identification concerns the problem of determining mathematical models from observed data. The Haar function has some disadvantages of calculation because it contains irrational numbers, for these reasons the rationalized Haar function that has only rational numbers. The algorithm adopted in this paper is based on the transform and operational matrix of the rationalized Haar function. This approach provides more convenient and efficient computational results.

Keywords: distributed parameter system, rationalized Haar transform, operational matrix, system identification

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17363 Mathematical Model of Corporate Bond Portfolio and Effective Border Preview

Authors: Sergey Podluzhnyy

Abstract:

One of the most important tasks of investment and pension fund management is building decision support system which helps to make right decision on corporate bond portfolio formation. Today there are several basic methods of bond portfolio management. They are duration management, immunization and convexity management. Identified methods have serious disadvantage: they do not take into account credit risk or insolvency risk of issuer. So, identified methods can be applied only for management and evaluation of high-quality sovereign bonds. Applying article proposes mathematical model for building an optimal in case of risk and yield corporate bond portfolio. Proposed model takes into account the default probability in formula of assessment of bonds which results to more correct evaluation of bonds prices. Moreover, applied model provides tools for visualization of the efficient frontier of corporate bonds portfolio taking into account the exposure to credit risk, which will increase the quality of the investment decisions of portfolio managers.

Keywords: corporate bond portfolio, default probability, effective boundary, portfolio optimization task

Procedia PDF Downloads 295
17362 DeepOmics: Deep Learning for Understanding Genome Functioning and the Underlying Genetic Causes of Disease

Authors: Vishnu Pratap Singh Kirar, Madhuri Saxena

Abstract:

Advancement in sequence data generation technologies is churning out voluminous omics data and posing a massive challenge to annotate the biological functional features. With so much data available, the use of machine learning methods and tools to make novel inferences has become obvious. Machine learning methods have been successfully applied to a lot of disciplines, including computational biology and bioinformatics. Researchers in computational biology are interested to develop novel machine learning frameworks to classify the huge amounts of biological data. In this proposal, it plan to employ novel machine learning approaches to aid the understanding of how apparently innocuous mutations (in intergenic DNA and at synonymous sites) cause diseases. We are also interested in discovering novel functional sites in the genome and mutations in which can affect a phenotype of interest.

Keywords: genome wide association studies (GWAS), next generation sequencing (NGS), deep learning, omics

Procedia PDF Downloads 63