Search results for: nonlinear prediction method

Authors: Jan Henrik Wosnitza

Abstract:

The logistic regression has developed into a standard approach for estimating conditional probabilities in a wide range of applications including credit risk prediction. The article at hand contributes to the current literature on logistic regression fourfold: First, it is demonstrated that the binary logistic regression automatically meets its model assumptions under very general conditions. This result explains, at least in part, the logistic regression's popularity. Second, the requirement of homoscedasticity in the context of binary logistic regression is theoretically substantiated. The variances among the groups of defaulted and non-defaulted obligors have to be the same across the level of the aggregated default indicators in order to achieve linear logits. Third, this article sheds some light on the question why nonlinear logits might be superior to linear logits in case of a small amount of data. Fourth, an innovative methodology for estimating correlations between obligor-specific log-odds is proposed. In order to crystallize the key ideas, this paper focuses on the example of credit risk prediction. However, the results presented in this paper can easily be transferred to any other field of application.

Keywords: correlation, credit risk estimation, default correlation, homoscedasticity, logistic regression, nonlinear logistic regression

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Authors: Mohammad Reza Shahnazari, Reza Kazemi, Ali Saberi

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Most of the engineering problems are in nonlinear forms. Nonlinear boundary layer problems defined in infinite intervals contain specific complexities, especially in boundary layer condition conformance. As an example of these nonlinear complex problems, the well-known Blasius equation can be mentioned, which itself is one of the classic boundary layer problems. No analytical solution has been proposed yet for the Blasius equation due to its complexity. In this paper, an analytical method, namely the Kourosh method, based on the singularity perturbation method and the Liao homotopy analysis is utilized to solve the Blasius problem. In this method, an inner solution is developed in the [0,1] interval to expedite the solution convergence. The magnitude of the f ˝(0), as an essential quantity for determining the physical parameters, is directly calculated from the solution of the boundary condition problem. The advantages of this solution are that it does not need any numerical solution, it has a closed form and that its validation is shown in the entire [0,∞] interval. Furthermore, all of the desirable parameters could be extracted through a series of simple analytical operations from the final solution. This solution also satisfies the continuity conditions, which is one of the main contributions of this paper in comparison with most of the other proposed analytical solutions available in the literature. Comparison with numerical solutions reveals that the proposed method is highly accurate and convenient for application.

Keywords: Blasius equation, boundary layer, Kourosh method, analytical solution

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Authors: Ali Khwaldeh, Nimer Adwan

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In this paper, a method for constructing a controlled balanced Boolean function satisfying the criterion of a Strictly Avalanche Criteria (SAC) effect is proposed. The proposed method is based on the use of three orthogonal nonlinear components which is unlike the high-order SAC functions. So, the generator synthesized by the proposed method has separate sets of control and information inputs. The proposed method proves its simplicity and the implementation ability. The proposed method allows synthesizing a SAC function generator with fixed control and information inputs. This ensures greater efficiency of the built-in oscillator compared to high-order SAC functions that can be used as a generator. Accordingly, the method is completely formalized and implemented as a software product.

Keywords: boolean function, controlled balanced boolean function, strictly avalanche criteria, orthogonal nonlinear

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Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino

Abstract:

The solution of the nonlinear dynamic equilibrium equations of base-isolated structures adopting a conventional monolithic solution approach, i.e. an implicit single-step time integration method employed with an iteration procedure, and the use of existing nonlinear analytical models, such as differential equation models, to simulate the dynamic behavior of seismic isolators can require a significant computational effort. In order to reduce numerical computations, a partitioned solution method and a one dimensional nonlinear analytical model are presented in this paper. A partitioned solution approach can be easily applied to base-isolated structures in which the base isolation system is much more flexible than the superstructure. Thus, in this work, the explicit conditionally stable central difference method is used to evaluate the base isolation system nonlinear response and the implicit unconditionally stable Newmark’s constant average acceleration method is adopted to predict the superstructure linear response with the benefit in avoiding iterations in each time step of a nonlinear dynamic analysis. The proposed mathematical model is able to simulate the dynamic behavior of seismic isolators without requiring the solution of a nonlinear differential equation, as in the case of widely used differential equation model. The proposed mixed explicit-implicit time integration method and nonlinear exponential model are adopted to analyze a three dimensional seismically isolated structure with a lead rubber bearing system subjected to earthquake excitation. The numerical results show the good accuracy and the significant computational efficiency of the proposed solution approach and analytical model compared to the conventional solution method and mathematical model adopted in this work. Furthermore, the low stiffness value of the base isolation system with lead rubber bearings allows to have a critical time step considerably larger than the imposed ground acceleration time step, thus avoiding stability problems in the proposed mixed method.

Keywords: base-isolated structures, earthquake engineering, mixed time integration, nonlinear exponential model

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Authors: R. J. Chang

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A cyclostationary Gaussian linearization method is formulated for investigating the time average response of nonlinear system under sinusoidal signal and white noise excitation. The quantitative measure of cyclostationary mean, variance, spectrum of mean amplitude, and mean power spectral density of noise is analyzed. The qualitative response behavior of stochastic jump and bifurcation are investigated. The validity of the present approach in predicting the quantitative and qualitative statistical responses is supported by utilizing Monte Carlo simulations. The present analysis without imposing restrictive analytical conditions can be directly derived by solving non-linear algebraic equations. The analytical solution gives reliable quantitative and qualitative prediction of mean and noise response for the Duffing system subjected to both sinusoidal signal and white noise excitation.

Keywords: cyclostationary, duffing system, Gaussian linearization, sinusoidal, white noise

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Authors: Muhammad Awais Shafique, Eiji Hato, Hideki Yaginuma

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Recently GPS data is used in a lot of studies to automatically reconstruct travel patterns for trip survey. The aim is to minimize the use of questionnaire surveys and travel diaries so as to reduce their negative effects. In this paper data acquired from GPS and accelerometer embedded in smart phones is utilized to predict the mode of transportation used by the phone carrier. For prediction, Support Vector Machine (SVM) and Adaptive boosting (AdaBoost) are employed. Moreover a unique method to improve the prediction results from these algorithms is also proposed. Results suggest that the prediction accuracy of AdaBoost after improvement is relatively better than the rest.

Keywords: accelerometer, AdaBoost, GPS, mode prediction, support vector machine

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Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim

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In this paper, a backward semi-Lagrangian scheme combined with the second-order backward difference formula is designed to calculate the numerical solutions of nonlinear advection-diffusion equations. The primary aims of this paper are to remove any iteration process and to get an efficient algorithm with the convergence order of accuracy 2 in time. In order to achieve these objects, we use the second-order central finite difference and the B-spline approximations of degree 2 and 3 in order to approximate the diffusion term and the spatial discretization, respectively. For the temporal discretization, the second order backward difference formula is applied. To calculate the numerical solution of the starting point of the characteristic curves, we use the error correction methodology developed by the authors recently. The proposed algorithm turns out to be completely iteration-free, which resolves the main weakness of the conventional backward semi-Lagrangian method. Also, the adaptability of the proposed method is indicated by numerical simulations for Burgers’ equations. Throughout these numerical simulations, it is shown that the numerical results are in good agreement with the analytic solution and the present scheme offer better accuracy in comparison with other existing numerical schemes. Semi-Lagrangian method, iteration-free method, nonlinear advection-diffusion equation, second-order backward difference formula

Keywords: Semi-Lagrangian method, iteration free method, nonlinear advection-diffusion equation, second-order backward difference formula

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Authors: Shervin Alaei, Reza Moradi

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Trading in financial markets is subject to risks due to their high volatilities. Here, using an LSTM neural network, and by doing some risk-based feature engineering tasks, we developed a method that can accurately predict trends of the Tehran stock exchange market index from a few days ago. Our test results have shown that the proposed method with an average prediction accuracy of more than 94% is superior to the other common machine learning algorithms. To the best of our knowledge, this is the first work incorporating deep learning and risk factors to accurately predict market trends.

Keywords: deep learning, LSTM, trend prediction, risk management, artificial neural networks

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Authors: Praveen Kumar, R. Uma, R. P. Sharma

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This study investigates the generation of turbulence in a deep-fluid environment using a damped 1D-modified nonlinear Schrödinger equation model. The well-known damped modified nonlinear Schrödinger equation (d-MNLS) is solved using numerical methods. Artificial damping is added to the MNLS equation, and turbulence generation is investigated through a numerical simulation. The numerical simulation employs a finite difference method for temporal evolution and a pseudo-spectral approach to characterize spatial patterns. The results reveal a recurring periodic pattern in both space and time when the nonlinear Schrödinger equation is considered. Additionally, the study shows that the modified nonlinear Schrödinger equation disrupts the localization of structure and the recurrence of the Fermi-Pasta-Ulam (FPU) phenomenon. The energy spectrum exhibits a power-law behavior, closely following Kolmogorov's spectra steeper than k⁻⁵/³ in the inertial sub-range.

Keywords: water waves, modulation instability, hydrodynamics, nonlinear Schrödinger's equation

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Authors: Gigih Priyandoko, Mohd Fairusham Ghazali, Tan Siew Fun

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This paper discusses about the defect detection of plastic pipe by using nonlinear acoustic wave modulation method. It is a sensitive method for damage detection and it is based on the propagation of high frequency acoustic waves in plastic pipe with low frequency excitation. The plastic pipe is excited simultaneously with a slow amplitude modulated vibration pumping wave and a constant amplitude probing wave. The frequency of both the excitation signals coincides with the resonances of the plastic pipe. A PVP pipe is used as the specimen as it is commonly used for the conveyance of liquid in many fields. The results obtained are being observed and the difference between uncracked specimen and cracked specimen can be distinguished clearly.

Keywords: plastic pipe, defect detection, nonlinear acoustic modulation, excitation

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Authors: Amit R. Bhende, G. K. Awari

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Remaining useful life (RUL) prediction is one of key technologies to realize prognostics and health management that is being widely applied in many industrial systems to ensure high system availability over their life cycles. The present work proposes a data-driven method of RUL prediction based on multiple health state assessment for rolling element bearings. Bearing degradation data at three different conditions from run to failure is used. A RUL prediction model is separately built in each condition. Feed forward back propagation neural network models are developed for prediction modeling.

Keywords: bearing degradation data, remaining useful life (RUL), back propagation, prognosis

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Authors: Minas Balyan

Abstract:

In the third-order nonlinear Takagi’s equations for monochromatic waves and in the third-order nonlinear time-dependent dynamical diffraction equations for X-ray pulses for forbidden reflections the Fourier-coefficients of the linear and the third order nonlinear susceptibilities are zero. The dynamical diffraction in the nonlinear case is related to the presence in the nonlinear equations the terms proportional to the zero order and the second order nonzero Fourier coefficients of the third order nonlinear susceptibility. Thus in the third order nonlinear Bragg diffraction case a nonlinear analogue of the well known Renninger effect takes place. In this work, the ‘third order nonlinear Renninger effect’ is considered theoretically and numerically. If the reflection exactly is forbidden the diffracted wave’s amplitude is zero both in Laue and Bragg cases since the boundary conditions and dynamical diffraction equations are compatible with zero solution. But in real crystals due to some percent of dislocations and other localized defects, the atoms are displaced with respect to their equilibrium positions. Thus in real crystals susceptibilities of forbidden reflection are by some order small than for usual not forbidden reflections but are not exactly equal to zero. The numerical calculations for susceptibilities two order less than for not forbidden reflection show that in Bragg geometry case the nonlinear reflection curve’s behavior is the same as for not forbidden reflection, but for forbidden reflection the rocking curves’ width, center and boundaries are two order sensitive on the input intensity value. This gives an opportunity to investigate third order nonlinear X-ray dynamical diffraction for not intense beams – 0.001 in the units of critical intensity.

Keywords: third order nonlinearity, Bragg diffraction, nonlinear Renninger effect, rocking curves

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Authors: Abdullah Eqal Al Mazrooei

Abstract:

Kalman filter is a famous algorithm that utilizes to estimate the state in the linear systems. It has numerous applications in technology and science. Since of the most of applications in real life can be described by nonlinear systems. So, Kalman filter does not work with the nonlinear systems because it is suitable to linear systems only. In this work, a nonlinear filtering algorithm is presented which is suitable to use with the special kinds of nonlinear systems. This filter generalizes the Kalman filter. This means that this filter also can be used for the linear systems. Our algorithm depends on a special linearization of the second degree. We introduced the nonlinear algorithm with a bilinear state-space model. A simulation example is presented to illustrate the efficiency of the algorithm.

Keywords: Kalman filter, filtering algorithm, nonlinear systems, state-space model

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Authors: Issam Aouari, Abdelmalek Abdelhamid

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For seismologists, the characterization of seismic demand should include the amplitude and duration of strong shaking in the system. The duration of ground shaking is one of the key parameters in earthquake resistant design of structures. This paper proposes a nonlinear statistical model to estimate earthquake ground motion duration in soft soils using multiple seismicity indicators. Three definitions of ground motion duration proposed by literature have been applied. With a comparative study, we select the most significant definition to use for predict the duration. A stochastic model is presented for the McCann and Shah Method using nonlinear regression analysis based on a data set for moment magnitude, source to site distance and site conditions. The data set applied is taken from PEER strong motion databank and contains shallow earthquakes from different regions in the world; America, Turkey, London, China, Italy, Chili, Mexico...etc. Main emphasis is placed on soft site condition. The predictive relationship has been developed based on 600 records and three input indicators. Results have been compared with others published models. It has been found that the proposed model can predict earthquake ground motion duration in soft soils for different regions and sites conditions.

Keywords: duration, earthquake, prediction, regression, soft soil

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Authors: Zahra Abdolkarimi, Naser Zourikalatehsamad,

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Up to 40 years ago, after recognition of epilepsy, it was generally believed that these attacks occurred randomly and suddenly. However, thanks to the advance of mathematics and engineering, such attacks can be predicted within a few minutes or hours. In this way, various algorithms for long-term prediction of the time and frequency of the first attack are presented. In this paper, by considering the nonlinear nature of brain signals and dynamic recorded brain signals, ANFIS model is presented to predict the brain signals, since according to physiologic structure of the onset of attacks, more complex neural structures can better model the signal during attacks. Contribution of this work is the co-evolution algorithm for optimization of ANFIS network parameters. Our objective is to predict brain signals based on time series obtained from brain signals of the people suffering from epilepsy using ANFIS. Results reveal that compared to other methods, this method has less sensitivity to uncertainties such as presence of noise and interruption in recorded signals of the brain as well as more accuracy. Long-term prediction capacity of the model illustrates the usage of planted systems for warning medication and preventing brain signals.

Keywords: co-evolution algorithms, brain signals, time series, neural networks, ANFIS model, physiologic structure, time prediction, epilepsy suffering, illustrates model

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Authors: F. J. Adeyeye, D. Eni, K. M. Okedoye

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In this paper we present a Hybrid of Adomian decomposition method (ADM). This is the substitution of a One-step method of Taylor’s series approximation of orders I and II, into the nonlinear part of Adomian decomposition method resulting in a convergent series scheme. This scheme is applied to solve some Logistic problems represented as Abelian differential equation and the results are compared with the actual solution and Runge-kutta of order IV in order to ascertain the accuracy and efficiency of the scheme. The findings shows that the scheme is efficient enough to solve logistic problems considered in this paper.

Keywords: Adomian decomposition method, nonlinear part, one-step method, Taylor series approximation, hybrid of Adomian polynomial, logistic problem, Malthusian parameter, Verhulst Model

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Authors: Arash Jafari, Mehdi Taghaddosi, Azin Parvin

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In this study, a vibrational differential equation governing on swinging single-degree-of-freedom pendulum in a viscous fluid has been investigated. The damping process is characterized according to two different regimes: at first, damping in stationary viscous fluid, in the second, damping in flowing viscous fluid with constant velocity. Our purpose is to enhance the ability of solving the mentioned nonlinear differential equation with a simple and innovative approach. Comparisons are made between new method and Numerical Method (rkf45). The results show that this method is very effective and simple and can be applied for other nonlinear problems.

Keywords: oscillating systems, angular frequency and damping ratio, pendulum at fluid, locus of maximum

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Authors: Shangerganesh Lingeshwaran

Abstract:

In this presentation, we have performed numerical simulations for a reaction-diffusion equation with various nonlinear density-dependent diffusion operators and proliferation functions. The mathematical model represented by parabolic partial differential equation is considered to study the invasion of gliomas (the most common type of brain tumors) and to describe the growth of cancer cells and response to their treatment. The unknown quantity of the given reaction-diffusion equation is the density of cancer cells and the mathematical model based on the proliferation and migration of glioma cells. A standard Galerkin finite element method is used to perform the numerical simulations of the given model. Finally, important observations on the each of nonlinear diffusion functions and proliferation functions are presented with the help of computational results.

Keywords: glioma invasion, nonlinear diffusion, reaction-diffusion, finite eleament method

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Authors: Muhammet Baldan, Emel Timuçin

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Generally, absorption and bioavailability increase if solubility increases; therefore, it is crucial to predict them in drug discovery applications. Molecular descriptors and Molecular properties are traditionally used for the prediction of water solubility. There are various key descriptors that are used for this purpose, namely Drogan Descriptors, Morgan Descriptors, Maccs keys, etc., and each has different prediction capabilities with differentiating successes between different data sets. Another source for the prediction of solubility is structural features; they are commonly used for the prediction of solubility. However, there are little to no studies that combine three or more properties or descriptors for prediction to produce a more powerful prediction model. Unlike available models, we used a combination of those features in a random forest machine learning model for improved solubility prediction to better predict and, therefore, contribute to drug discovery systems.

Keywords: solubility, molecular descriptors, machine learning, random forest

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Authors: Mohammadreza Akbari, Pooya Soleimani Besheli, Reza Khalili, Davood Domiri Danji

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In this conference, our aims are accuracy, capabilities and power at solving of the complicated non-linear partial differential. Our purpose is to enhance the ability to solve the mentioned nonlinear differential equations at basic science and engineering field and similar issues with a simple and innovative approach. As we know most of engineering system behavior in practical are nonlinear process (especially basic science and engineering field, etc.) and analytical solving (no numeric) these problems are difficult, complex, and sometimes impossible like (Fluids and Gas wave, these problems can't solve with numeric method, because of no have boundary condition) accordingly in this symposium we are going to exposure an innovative approach which we have named it Akbari-Ganji's Method or AGM in engineering, that can solve sets of coupled nonlinear differential equations (ODE, PDE) with high accuracy and simple solution and so this issue will emerge after comparing the achieved solutions by Numerical method (Runge-Kutta 4th). Eventually, AGM method will be proved that could be created huge evolution for researchers, professors and students in whole over the world, because of AGM coding system, so by using this software we can analytically solve all complicated linear and nonlinear partial differential equations, with help of that there is no difficulty for solving all nonlinear differential equations. Advantages and ability of this method (AGM) as follow: (a) Non-linear Differential equations (ODE, PDE) are directly solvable by this method. (b) In this method (AGM), most of the time, without any dimensionless procedure, we can solve equation(s) by any boundary or initial condition number. (c) AGM method always is convergent in boundary or initial condition. (d) Parameters of exponential, Trigonometric and Logarithmic of the existent in the non-linear differential equation with AGM method no needs Taylor expand which are caused high solve precision. (e) AGM method is very flexible in the coding system, and can solve easily varieties of the non-linear differential equation at high acceptable accuracy. (f) One of the important advantages of this method is analytical solving with high accuracy such as partial differential equation in vibration in solids, waves in water and gas, with minimum initial and boundary condition capable to solve problem. (g) It is very important to present a general and simple approach for solving most problems of the differential equations with high non-linearity in engineering sciences especially at civil engineering, and compare output with numerical method (Runge-Kutta 4th) and Exact solutions.

Keywords: new approach, AGM, sets of coupled nonlinear differential equation, exact solutions, numerical

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Authors: Tsun-Hui Huang, Shyue-Cheng Yang, Chiou-Fen Shieha

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In this paper, a nonlinear constitutive law and a curve fitting, two relationships between the stress-strain and the shear stress-strain for sandstone material were used to obtain a second-order polynomial constitutive equation. Based on the established polynomial constitutive equations and Newton’s second law, a mathematical model of the non-homogeneous nonlinear wave equation under an external pressure was derived. The external pressure can be assumed as an impulse function to simulate a real earthquake source. A displacement response under nonlinear two-dimensional wave equation was determined by a numerical method and computer-aided software. The results show that a suit pressure in the sandstone generates the phenomenon of stress solitary waves.

Keywords: polynomial constitutive equation, solitary, stress solitary waves, nonlinear constitutive law

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Authors: P.-W. Tsai, C.-Y. Chen, C.-W. Chen

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In this paper, the stability analysis of a GA-Based adaptive fuzzy sliding model controller for a nonlinear system is discussed. First, a nonlinear plant is well-approximated and described with a reference model and a fuzzy model, both involving FLC rules. Then, FLC rules and the consequent parameter are decided on via an Evolved Bat Algorithm (EBA). After this, we guarantee a new tracking performance inequality for the control system. The tracking problem is characterized to solve an eigenvalue problem (EVP). Next, an adaptive fuzzy sliding model controller (AFSMC) is proposed to stabilize the system so as to achieve good control performance. Lyapunov’s direct method can be used to ensure the stability of the nonlinear system. It is shown that the stability analysis can reduce nonlinear systems into a linear matrix inequality (LMI) problem. Finally, a numerical simulation is provided to demonstrate the control methodology.

Keywords: adaptive fuzzy sliding mode control, Lyapunov direct method, swarm intelligence, evolved bat algorithm

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Authors: Hyun-Woo Cho

Abstract:

Unexpected events may occur with serious impacts on industrial process. This work utilizes a data representation technique to model and to analyze process data pattern for the purpose of diagnosis. In this work, the use of triangular representation of process data is evaluated using simulation process. Furthermore, the effect of using different pre-treatment techniques based on such as linear or nonlinear reduced spaces was compared. This work extracted the fault pattern in the reduced space, not in the original data space. The results have shown that the non-linear technique based diagnosis method produced more reliable results and outperforms linear method.

Keywords: process monitoring, data analysis, pattern modeling, fault, nonlinear techniques

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Authors: Ahmad Alhawarat, Mustafa Mamat, Mohd Rivaie, Ismail Mohd

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Conjugate gradient method has been enormously used to solve large scale unconstrained optimization problems due to the number of iteration, memory, CPU time, and convergence property, in this paper we find a new class of nonlinear conjugate gradient coefficient with global convergence properties proved by exact line search. The numerical results for our new βK give a good result when it compared with well-known formulas.

Keywords: conjugate gradient method, conjugate gradient coefficient, global convergence

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Authors: Amira Amamou, Mnaouar Chouchane

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This paper investigates the bifurcation and nonlinear behavior of two degrees of freedom model of a symmetrical balanced rigid rotor supported by two identical journal bearings. The fluid film hydrodynamic reactions are modeled by applying both the short and the long bearing approximation and using half Sommerfeld solution. A numerical integration of equations of the journal centre motion is presented to predict the presence and the size of stable or unstable limit cycles in the neighborhood of the stability critical speed. For their stability margins, a continuation method based on the predictor-corrector mechanism is used. The numerical results of responses show that stability and bifurcation behaviors of periodic motions depend strongly on bearing parameters and its dynamic characteristics.

Keywords: hydrodynamic journal bearing, nonlinear stability, continuation method, bifurcations

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Authors: Rakesh Kumar, A. K. Ghosh

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The paper presents the modeling of linear and nonlinear longitudinal aerodynamics using real flight data of Hansa-3 aircraft gathered at low and high angles of attack. The Neural-Gauss-Newton (NGN) method has been applied to model the linear and nonlinear longitudinal dynamics and estimate parameters from flight data. Unsteady aerodynamics due to flow separation at high angles of attack near stall has been included in the aerodynamic model using Kirchhoff’s quasi-steady stall model. NGN method is an algorithm that utilizes Feed Forward Neural Network (FFNN) and Gauss-Newton optimization to estimate the parameters and it does not require any a priori postulation of mathematical model or solving of equations of motion. NGN method was validated on real flight data generated at moderate angles of attack before application to the data at high angles of attack. The estimates obtained from compatible flight data using NGN method were validated by comparing with wind tunnel values and the maximum likelihood estimates. Validation was also carried out by comparing the response of measured motion variables with the response generated by using estimates a different control input. Next, NGN method was applied to real flight data generated by executing a well-designed quasi-steady stall maneuver. The results obtained in terms of stall characteristics and aerodynamic parameters were encouraging and reasonably accurate to establish NGN as a method for modeling nonlinear aerodynamics from real flight data at high angles of attack.

Keywords: parameter estimation, NGN method, linear and nonlinear, aerodynamic modeling

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Authors: Sohyoung Won, Heebal Kim, Dajeong Lim

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Genomic prediction is an effective way to measure the abilities of livestock for breeding based on genomic estimated breeding values, statistically predicted values from genotype data using best linear unbiased prediction (BLUP). Using haplotypes, clusters of linked single nucleotide polymorphisms (SNPs), as markers instead of individual SNPs can improve the reliability of genomic prediction since the probability of a quantitative trait loci to be in strong linkage disequilibrium (LD) with markers is higher. To efficiently use haplotypes in genomic prediction, finding optimal ways to define haplotypes is needed. In this study, 770K SNP chip data was collected from Hanwoo (Korean cattle) population consisted of 2506 cattle. Haplotypes were first defined in three different ways using 770K SNP chip data: haplotypes were defined based on 1) length of haplotypes (bp), 2) the number of SNPs, and 3) k-medoids clustering by LD. To compare the methods in parallel, haplotypes defined by all methods were set to have comparable sizes; in each method, haplotypes defined to have an average number of 5, 10, 20 or 50 SNPs were tested respectively. A modified GBLUP method using haplotype alleles as predictor variables was implemented for testing the prediction reliability of each haplotype set. Also, conventional genomic BLUP (GBLUP) method, which uses individual SNPs were tested to evaluate the performance of the haplotype sets on genomic prediction. Carcass weight was used as the phenotype for testing. As a result, using haplotypes defined by all three methods showed increased reliability compared to conventional GBLUP. There were not many differences in the reliability between different haplotype defining methods. The reliability of genomic prediction was highest when the average number of SNPs per haplotype was 20 in all three methods, implying that haplotypes including around 20 SNPs can be optimal to use as markers for genomic prediction. When the number of alleles generated by each haplotype defining methods was compared, clustering by LD generated the least number of alleles. Using haplotype alleles for genomic prediction showed better performance, suggesting improved accuracy in genomic selection. The number of predictor variables was decreased when the LD-based method was used while all three haplotype defining methods showed similar performances. This suggests that defining haplotypes based on LD can reduce computational costs and allows efficient prediction. Finding optimal ways to define haplotypes and using the haplotype alleles as markers can provide improved performance and efficiency in genomic prediction.

Keywords: best linear unbiased predictor, genomic prediction, haplotype, linkage disequilibrium

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Authors: A. Brouri, F. Giri, A. Mkhida, A. Elkarkri, M. L. Chhibat

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Standard Hammerstein-Wiener models consist of a linear subsystem sandwiched by two memoryless nonlinearities. Presently, the linear subsystem is allowed to be parametric or not, continuous- or discrete-time. The input and output nonlinearities are polynomial and may be noninvertible. A two-stage identification method is developed such the parameters of all nonlinear elements are estimated first using the Kozen-Landau polynomial decomposition algorithm. The obtained estimates are then based upon in the identification of the linear subsystem, making use of suitable pre-ad post-compensators.

Keywords: nonlinear system identification, Hammerstein-Wiener systems, frequency identification, polynomial decomposition

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Authors: Dong Liu

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By sending a high-frequency probe wave and a low-frequency pump wave to a specimen, the vibroacoustic method evaluates the defect’s severity according to the modulation index of the received signal. Many studies experimentally proved the significant sensitivity of the modulation index to the tiny contact type defect. However, it has also been found that the modulation index was highly affected by the frequency of probe or pump waves. Therefore, the chirp signal has been introduced to the VAM method since it can assess multiple frequencies in a relatively short time duration, so the robustness of the VAM method could be enhanced. Consequently, the signal processing method needs to be modified accordingly. Various studies utilized different algorithms or combinations of algorithms for processing the VAM signal method by chirp excitation. These signal process methods were compared and used for processing a VAM signal acquired from the steel samples.

Keywords: vibroacoustic modulation, nonlinear acoustic modulation, nonlinear acoustic NDT&E, signal processing, structural health monitoring

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Authors: Suchi Barua, Narottam Das, Sven Nordholm, Mohammad Razaghi

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This paper presents nonlinear pulse propagation characteristics for different input optical pulse shapes with various input pulse energy levels in semiconductor optical amplifiers. For simulation of nonlinear pulse propagation, finite-difference beam propagation method is used to solve the nonlinear Schrödinger equation. In this equation, gain spectrum dynamics, gain saturation are taken into account which depends on carrier depletion, carrier heating, spectral-hole burning, group velocity dispersion, self-phase modulation and two photon absorption. From this analysis, we obtained the output waveforms and spectra for different input pulse shapes as well as for different input energies. It shows clearly that the peak position of the output waveforms are shifted toward the leading edge which due to the gain saturation of the SOA for higher input pulse energies. We also analyzed and compared the normalized difference of full-width at half maximum for different input pulse shapes in the SOA.

Keywords: finite-difference beam propagation method, pulse shape, pulse propagation, semiconductor optical amplifier

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