Search results for: stochastic approximation

Authors: Jerome Joshi

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

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

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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: Benjamin Leiby, Darryl Ahner

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This study demonstrates an alternative stochastic imputation approach for large datasets when preferred commercial packages struggle to iterate due to numerical problems. A large country conflict dataset motivates the search to impute missing values well over a common threshold of 20% missingness. The methodology capitalizes on correlation while using model residuals to provide the uncertainty in estimating unknown values. Examination of the methodology provides insight toward choosing linear or nonlinear modeling terms. Static tolerances common in most packages are replaced with tailorable tolerances that exploit residuals to fit each data element. The methodology evaluation includes observing computation time, model fit, and the comparison of known values to replaced values created through imputation. Overall, the country conflict dataset illustrates promise with modeling first-order interactions while presenting a need for further refinement that mimics predictive mean matching.

Keywords: correlation, country conflict, imputation, stochastic regression

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Authors: Seyed Mehran Kazemi, Bahare Fatemi

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Sudoku is a logic-based combinatorial puzzle game which is popular among people of different ages. Due to this popularity, computer softwares are being developed to generate and solve Sudoku puzzles with different levels of difficulty. Several methods and algorithms have been proposed and used in different softwares to efficiently solve Sudoku puzzles. Various search methods such as stochastic local search have been applied to this problem. Genetic Algorithm (GA) is one of the algorithms which have been applied to this problem in different forms and in several works in the literature. In these works, chromosomes with little or no information were considered and obtained results were not promising. In this paper, we propose a new way of applying GA to this problem which uses more-informed chromosomes than other works in the literature. We optimize the parameters of our GA using puzzles with different levels of difficulty. Then we use the optimized values of the parameters to solve various puzzles and compare our results to another GA-based method for solving Sudoku puzzles.

Keywords: genetic algorithm, optimization, solving Sudoku puzzles, stochastic local search

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Authors: Nikolaos Simantiris, Markos Avlonitis

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This work builds a simulation platform, modeling the spatial diffusion of the invasive species Callinectes sapidus (blue crab) as a random walk, incorporating also generation, fatality, and fishing rates modeling the time evolution of its population. Antinioti lagoon in West Greece was used as a testbed for applying the simulation model. Field measurements from June 2020 to June 2021 on the lagoon’s setting, bathymetry, and blue crab juveniles provided the initial population simulation of blue crabs, as well as biological parameters from the current literature were used to calibrate simulation parameters. The scope of this study is to render the authors able to predict the evolution of the blue crab population in confined environments of the Ionian Islands region in West Greece. The first result of the simulation experiments shows the possibility for a robust prediction for blue crab population evolution in the Antinioti lagoon.

Keywords: antinioti lagoon, blue crab, stochastic simulation, random walk

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Authors: Faisal Alsaaq

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Hydrographic surveys have traditionally relied on the availability of tide information for the reduction of sounding observations to a common datum. In most cases, tide information is obtained from tide gauge observations and/or tide predictions over space and time using local, regional or global tide models. While the latter often provides a rather crude approximation, the former relies on tide gauge stations that are spatially restricted, and often have sparse and limited distribution. A more recent method that is increasingly being used is Global Navigation Satellite System (GNSS) positioning which can be utilised to monitor height variations of a vessel or buoy, thus providing information on sea level variations during the time of a hydrographic survey. However, GNSS heights obtained under the dynamic environment of a survey vessel are affected by “non-tidal” processes such as wave activity and the attitude of the vessel (roll, pitch, heave and dynamic draft). This research seeks to examine techniques that separate the tide signal from other non-tidal signals that may be contained in GNSS heights. This requires an investigation of the processes involved and their temporal, spectral and stochastic properties in order to apply suitable recovery techniques of tide information. In addition, different post-mission and near real-time GNSS positioning techniques will be investigated with focus on estimation of height at ocean. Furthermore, the study will investigate the possibility to transfer the chart datums at the location of tide gauges.

Keywords: hydrography, GNSS, datum, tide gauge

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Authors: Ammar Benamrani

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This work investigates the equation of state parameters, elastic constants, and several other physical properties of (B2-type) Yttrium-Copper (YCu) rare earth intermetallic compound using the projected augmented wave (PAW) pseudopotentials method as implemented in the Quantum Espresso code. Using both the local density approximation (LDA) and the generalized gradient approximation (GGA), the finding of this research on the lattice parameter of YCu intermetallic compound agree very well with the experimental ones. The obtained results of the elastic constants and the Debye temperature are also in general in good agreement compared to the theoretical ones reported previously in literature. Furthermore, several thermodynamic properties of YCu intermetallic compound have been studied using quasi-harmonic approximations (QHA). The calculated data on the thermodynamic properties shows that the free energy and both isothermal and adiabatic bulk moduli decrease gradually with increasing of the temperature, while all other thermodynamic quantities increase with the temperature.

Keywords: Yttrium-Copper intermetallic compound, thermo_pw package, elastic constants, thermodynamic properties

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Authors: Imen Debbabi, Hédi BelHadjSalah

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The Improved Element Free Galerkin (IEFG) method is presented to treat the steady states and the transient heat transfer problems. As a result of a combination between the Improved Moving Least Square (IMLS) approximation and the Element Free Galerkin (EFG) method, the IEFG's shape functions don't have the Kronecker delta property and the penalty method is used to impose the Dirichlet boundary conditions. In this paper, two heat transfer problems, transient and steady states, are studied to improve the efficiency of this meshfree method for 2D heat transfer problems. The performance of the IEFG method is shown using the comparison between numerical and analytic results.

Keywords: meshfree methods, the Improved Moving Least Square approximation (IMLS), the Improved Element Free Galerkin method (IEFG), heat transfer problems

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Authors: S. Cheragh Dar, M. Saljooghi, A. Babrgir

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In the last couple of decades researchers' attitudes were focused on developing and enhancing heat transfer processes by using new components or cellular solids that divide into stochastic structures and periodic structures. Open-cell metal foams are part of stochastic structures families that they can be considered as an avant-garde technology and they have unique properties, this porous media can have tremendous achievements in thermal processes. This paper argues and surveys postulating possible in industrial thermal issues which include: compact electronic cooling, heat exchanger, aerospace, fines, turbo machinery, automobiles, crygen tanks, biomechanics, high temperature filters and etc. Recently, by surveying exponential rate of publications in thermal open-cell metal foams, all can be demonstrated in a holistic view which can lead researchers to a new level of understanding in different industrial thermal sections.

Keywords: heat transfer, industrial thermal, cellular solids, open cell metal foam

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Authors: Marian Sagat, Mariana Remesikova

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In civil engineering, there is a problem how to industrially produce tensile membrane structures that are non-developable surfaces. Nondevelopable surfaces can only be developed with a certain error and we want to minimize this error. To that goal, the non-developable surfaces are cut into plates along to the geodesic curves. We propose a numerical algorithm for finding approximations of open geodesics on meshes and surfaces based on geodesic curvature flow. For practical reasons, it is important to automatize the choice of the time step. We propose a method for automatic setting of the time step based on the diagonal dominance criterion for the matrix of the linear system obtained by discretization of our partial differential equation model. Practical experiments show reliability of this method. Because approximation of the model is made by numerical method based on classic derivatives, it is necessary to solve obstacles which occur for meshes with sharp corners. We solve this problem for big family of meshes with sharp corners via special rotations which can be seen as partial unfolding of the mesh. In practical applications, it is required that the approximation of geodesic has its vertices only on the edges of the mesh. This problem is solved by a specially designed pointing tracking algorithm. We also partially solve the problem of finding geodesics on meshes with holes. We implemented the whole algorithm in Rhinoceros (commercial 3D computer graphics and computer-aided design software ). It is done by using C# language as C# assembly library for Grasshopper, which is plugin in Rhinoceros.

Keywords: geodesic, geodesic curvature flow, mesh, Rhinoceros software

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Authors: Syaza Isma, Timothy Higgins

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In Malaysia, increased take-up rates of tertiary student borrowing, and reliance on retirement savings to fund children's education show the importance of public higher education financing schemes (PTPTN). PTPTN has been operating for 2 decades now; however, there are some critical issues and challenges that include low loan recovery and loan default that suggest a detailed consideration of student loan/financing scheme alternatives is crucial. In addition, the decline in funding level per student following introduction of the new PTPTN full and partial loan scheme has raised ongoing concerns over the sustainability of the scheme to provide continuous financial assistance to students in tertiary education. This research seeks to assess these issues that put greater efficiency in an effort to ensure equitable access to student funding for current and future generations. We explore the extent of repayment hardship under the current loan arrangements that presumably led to low recovery from the borrowers, particularly low-income graduates. The concept of manageable debt exists in the design of income-contingent repayment schemes, as practiced in Australia, New Zealand, UK, Hungary, USA (in limited form), the Netherlands, and South Korea. Can Income Contingent Loans (ICL) offer the best practice for an education financing scheme, and address the issue of repayment hardship and concurrently, can a properly designed ICL scheme provide a solution to the current issues and challenges facing Malaysia student financing? We examine the different potential ICL models using deterministic and stochastic approach to simulate income of graduates.

Keywords: deterministic, income contingent loan, repayment burden, simulation, stochastic

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Authors: Sapan Mohan Saini

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In this work, we report the calculations on the electronic and optical properties of YNi₄Si-type GdNi₅ compound. Calculations are performed using the full-potential augmented plane wave (FPLAPW) method in the framework of density functional theory (DFT). The Coulomb corrected local-spin density approximation (LSDA+U) in the self-interaction correction (SIC) has been used for exchange-correlation potential. Spin polarised calculations of band structure show that several bands cross the Fermi level (EF) reflect the metallic character. Analysis of density of states (DOS) demonstrates that spin up Gd-f states lie around 7.5 eV below EF and spin down Gd-f lie around 4.5 eV above EF. We found Ni-3d states mainly contribute to DOS from -5.0 eV to the EF. Our calculated results of optical conductivity agree well with the experimental data.

Keywords: electronic structure, optical properties, FPLAPW method, YNi₄Si-type GdNi₅

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Authors: B. Bouadjemia, M. Houaria, S. Haida, Y. B. Idriss, A, Akham, M. Matouguia, A. Gasmia, T. Lantria, S. Bentataa

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It have investigated the structural, optoelectronic, elastic and thermodynamic properties of KGeX₃ (X = F, Cl and Br) using the density functional theory (DFT) with generalized gradient approximation (GGA) for potential exchange correlation. The modified Becke-Johnson (mBJ-GGA) potential approximation is also used for calculating the optoelectronic properties of the material.The results show that the band structure of the metalloid halide perovskites KGeX₃ (X = F, Cl and Br) have a semiconductor behavior with direct band gap at R-R direction, the gap energy values for each compound as following: 2.83, 1.27 and 0.79eV respectively. The optical properties, such as real and imaginary parts of the dielectric functions, refractive index, reflectivity and absorption coefficient, are investigated. As results, these compounds are competent candidates for optoelectronic and photovoltaic devices in this range of the energy spectrum.

Keywords: density functional theory (DFT), semiconductor behavior, metalloid halide perovskites, optical propertie and photovoltaic devices

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Authors: Edlira Donefski, Tina Donefski, Lorenc Ekonomi

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Edgeworth Approximation, Bootstrap, and Monte Carlo Simulations have considerable impacts on achieving certain results related to different problems taken into study. In our paper, we have treated a financial case related to the effect that has the components of a cash-flow of one of the most successful businesses in the world, as the financial activity, operational activity, and investment activity to the cash and cash equivalents at the end of the three-months period. To have a better view of this case, we have created a vector autoregression model, and after that, we have generated the impulse responses in the terms of asymptotic analysis (Edgeworth Approximation), Monte Carlo Simulations, and residual bootstrap based on the standard errors of every series created. The generated results consisted of the common tendencies for the three methods applied that consequently verified the advantage of the three methods in the optimization of the model that contains many variants.

Keywords: autoregression, bootstrap, edgeworth expansion, Monte Carlo method

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Authors: Abdolsalam Ghaderi

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In this paper, the single-depot capacitated location-routing problem under uncertainty is presented. The problem aims to find the optimal location of a single depot and the routing of vehicles to serve the customers when the parameters may change under different circumstances. This problem has many applications, especially in the area of supply chain management and distribution systems. To get closer to real-world situations, travel time of vehicles, the fixed cost of vehicles usage and customers’ demand are considered as a source of uncertainty. A combined approach including robust optimization and stochastic programming was presented to deal with the uncertainty in the problem at hand. For this purpose, a mixed integer programming model is developed and a heuristic algorithm based on Variable Neighborhood Search(VNS) is presented to solve the model. Finally, the computational results are presented and future research directions are discussed.

Keywords: location-routing problem, robust optimization, stochastic programming, variable neighborhood search

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Authors: Seon Soon Choi

Abstract:

The fatigue crack growth is stochastic because of the fatigue behavior having an uncertainty and a randomness. Therefore, it is necessary to determine the probability distribution of a grown crack size at a specific fatigue crack propagation life for maintenance of structure as well as reliability estimation. The essential purpose of this study is to present the good probability distribution fit for the grown crack size at a specified fatigue life in a rolled magnesium alloy under different specimen thickness conditions. Fatigue crack propagation experiments are carried out in laboratory air under three conditions of specimen thickness using AZ31 to investigate a stochastic crack growth behavior. The goodness-of-fit test for probability distribution of a grown crack size under different specimen thickness conditions is performed by Anderson-Darling test. The effect of a specimen thickness on variability of a grown crack size is also investigated.

Keywords: crack size, fatigue crack propagation, magnesium alloys, probability distribution, specimen thickness

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Authors: Safia Hocine, Djamil Aïssani

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Risk models, recently studied in the literature, are becoming increasingly complex. It is rare to find explicit analytical relations to calculate the ruin probability. Indeed, the stability issue occurs naturally in ruin theory, when parameters in risk cannot be estimated than with uncertainty. However, in most cases, there are no explicit formulas for the ruin probability. Hence, the interest to obtain explicit stability bounds for these probabilities in different risk models. In this paper, we interest to the stability bounds of the univariate classical risk model established using the regenerative processes approach. By adopting an algorithmic approach, we implement this approximation and determine numerically the bounds of ruin probability in the case of large claims (heavy-tailed distribution).

Keywords: heavy-tailed distribution, large claims, regenerative process, risk model, ruin probability, stability

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Authors: Li Long, Thomas Ortlepp

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The transport properties of carriers in polycrystalline silicon film affect the performance of polycrystalline silicon-based devices. They depend strongly on the grain structure, grain boundary trap properties and doping concentration, which in turn are determined by the film deposition and processing conditions. Based on the properties of charge carriers, phonons, grain boundaries and their interactions, the thermoelectric properties of polycrystalline silicon are analyzed with the relaxation time approximation of the Boltz- mann transport equation. With this approach, thermal conductivity, electrical conductivity and Seebeck coefficient as a function of grain size, trap properties and doping concentration can be determined. Experiment on heavily doped polycrystalline silicon is carried out and measurement results are compared with the model.

Keywords: conductivity, polycrystalline silicon, relaxation time approximation, Seebeck coefficient, thermoelectric property

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Authors: S. Dey, T. Mukhopadhyay, S. Adhikari

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This paper presents an exhaustive comparative investigation on sampling techniques of polynomial regression model based stochastic natural frequency of composite plates. Both individual and combined variations of input parameters are considered to map the computational time and accuracy of each modelling techniques. The finite element formulation of composites is capable to deal with both correlated and uncorrelated random input variables such as fibre parameters and material properties. The results obtained by Polynomial regression (PR) using different sampling techniques are compared. Depending on the suitability of sampling techniques such as 2k Factorial designs, Central composite design, A-Optimal design, I-Optimal, D-Optimal, Taguchi’s orthogonal array design, Box-Behnken design, Latin hypercube sampling, sobol sequence are illustrated. Statistical analysis of the first three natural frequencies is presented to compare the results and its performance.

Keywords: composite plate, natural frequency, polynomial regression model, sampling technique, uncertainty quantification

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Authors: Farouk Metiri, Halim Zeghdoudi, Mohamed Riad Remita

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Credibility theory is an experience rating technique in actuarial science which can be seen as one of quantitative tools that allows the insurers to perform experience rating, that is, to adjust future premiums based on past experiences. It is used usually in automobile insurance, worker's compensation premium, and IBNR (incurred but not reported claims to the insurer) where credibility theory can be used to estimate the claim size amount. In this study, we focused on a popular tool in credibility theory which is the Bayesian premium estimator, considering Lindley distribution as a claim distribution. We derive this estimator under entropy loss which is asymmetric and squared error loss which is a symmetric loss function with informative and non-informative priors. In a purely Bayesian setting, the prior distribution represents the insurer’s prior belief about the insured’s risk level after collection of the insured’s data at the end of the period. However, the explicit form of the Bayesian premium in the case when the prior is not a member of the exponential family could be quite difficult to obtain as it involves a number of integrations which are not analytically solvable. The paper finds a solution to this problem by deriving this estimator using numerical approximation (Lindley approximation) which is one of the suitable approximation methods for solving such problems, it approaches the ratio of the integrals as a whole and produces a single numerical result. Simulation study using Monte Carlo method is then performed to evaluate this estimator and mean squared error technique is made to compare the Bayesian premium estimator under the above loss functions.

Keywords: bayesian estimator, credibility theory, entropy loss, monte carlo simulation

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Authors: Ahmadali Shirazytabar, Hamidreza Namazi

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The inherent irreversibility of thermo-acoustics primarily in the stack region causes poor efficiency of thermo-acoustic engines which is the major weakness of these devices. In view of the above, this study examines entropy generation in the stack of a thermo-acoustic system. For this purpose two parallel plates representative of the stack is considered. A general equation for entropy generation is derived based on the Second Law of thermodynamics. Assumptions such as Rott’s linear thermo-acoustic approximation, boundary layer type flow, etc. are made to simplify the governing continuity, momentum and energy equations to achieve analytical solutions for velocity and temperature. The entropy generation equation is also simplified based on the same assumptions and then is converted to dimensionless form by using characteristic entropy generation. A time averaged entropy generation rate followed by a global entropy generation rate are calculated and graphically represented for further analysis and inspecting the effect of different parameters on the entropy generation.

Keywords: thermo-acoustics, entropy, second law of thermodynamics, Rott’s linear thermo-acoustic approximation

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Authors: Ruchi, A. M. Acu, Purshottam N. Agrawal

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The purpose of this paper to introduce the Durrmeyer type modification of q-generalized-Bernstein operators which include the Bernstein polynomials in the particular α = 0. We investigate the rate of convergence by means of the Lipschitz class and the Peetre’s K-functional. Also, we define the bivariate case of Durrmeyer type modification of q-generalized-Bernstein operators and study the degree of approximation with the aid of the partial modulus of continuity and the Peetre’s K-functional. Finally, we introduce the GBS (Generalized Boolean Sum) of the Durrmeyer type modification of q- generalized-Bernstein operators and investigate the approximation of the Bögel continuous and Bögel differentiable functions with the aid of the Lipschitz class and the mixed modulus of smoothness.

Keywords: Bögel continuous, Bögel differentiable, generalized Boolean sum, Peetre’s K-functional, Lipschitz class, mixed modulus of smoothness

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Authors: Seon Soon Choi

Abstract:

It is necessary to predict a fatigue crack propagation life for estimation of structural integrity. Because of an uncertainty and a randomness of a structural behavior, it is also required to analyze stochastic characteristics of the fatigue crack propagation life at a specified fatigue crack size. The essential purpose of this study is to present the good probability distribution fit for the fatigue crack propagation life at a specified fatigue crack size in magnesium alloys under various fatigue load ratio conditions. To investigate a stochastic crack growth behavior, fatigue crack propagation experiments are performed in laboratory air under several conditions of fatigue load ratio using AZ31. By Anderson-Darling test, a goodness-of-fit test for probability distribution of the fatigue crack propagation life is performed and the good probability distribution fit for the fatigue crack propagation life is presented. The effect of load ratio on variability of fatigue crack propagation life is also investigated.

Keywords: fatigue crack propagation life, load ratio, magnesium alloys, probability distribution

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Authors: Ali Akbar, Seungho Shin, Sukkee Um

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The composition of catalyst layers (CLs) plays an important role in the overall performance and cost of the proton exchange membrane fuel cells (PEMFCs). Low platinum loading, high utilization, and more durable catalyst still remain as critical challenges for PEMFCs. In this study, a three-dimensional material network model is developed to visualize the nanostructure of carbon supported platinum Pt/C and Pt/VACNT catalysts in pursuance of maximizing the catalyst utilization. The quadruple-phase randomly generated CLs domain is formulated using quasi-random stochastic Monte Carlo-based method. This unique statistical approach of four-phase (i.e., pore, ionomer, carbon, and platinum) model is closely mimic of manufacturing process of CLs. Various CLs compositions are simulated to elucidate the effect of electrons, ions, and mass transport paths on the catalyst utilization factor. Based on simulation results, the effect of key factors such as porosity, ionomer contents and Pt weight percentage in Pt/C catalyst have been investigated at the represented elementary volume (REV) scale. The results show that the relationship between ionomer content and Pt utilization is in good agreement with existing experimental calculations. Furthermore, this model is implemented on the state-of-the-art Pt/VACNT CLs. The simulation results on Pt/VACNT based CLs show exceptionally high catalyst utilization as compared to Pt/C with different composition ratios. More importantly, this study reveals that the maximum catalyst utilization depends on the distance spacing between the carbon nanotubes for Pt/VACNT. The current simulation results are expected to be utilized in the optimization of nano-structural construction and composition of Pt/C and Pt/VACNT CLs.

Keywords: catalyst layer, platinum utilization, proton exchange membrane fuel cell, stochastic modeling

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Authors: Elena Tkachenko, Elena Rogova, Daria Koval

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The paper examines the ways of cash flows forecasting in the dynamic external environment. The so-called new reality in economy lowers the predictability of the companies’ performance indicators due to the lack of long-term steady trends in external conditions of development and fast changes in the markets. The traditional methods based on the trend analysis lead to a very high error of approximation. The macroeconomic situation for the last 10 years is defined by continuous consequences of financial crisis and arising of another one. In these conditions, the instruments of forecasting on the basis of fuzzy sets show good results. The fuzzy sets based models turn out to lower the error of approximation to acceptable level and to provide the companies with reliable cash flows estimation that helps to reach the financial stability. In the paper, the applicability of the model of cash flows forecasting based on fuzzy logic was analyzed.

Keywords: cash flow, industrial enterprise, forecasting, fuzzy sets

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Authors: D. K. Maurya, S. M. Saini

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We investigate theoretically the electronic and optical properties of YNi₄Si-type HoNi₄Si compound from first principle calculations. Calculations are performed using full-potential augmented plane wave (FPLAPW) method in the frame work of density functional theory (DFT). The Coulomb corrected local-spin density approximation (LSDA+U) in the self-interaction correction (SIC) has been used for exchange-correlation potential. Analysis of the calculated band structure of HoNi₄Si compound demonstrates their metallic character. We found Ni-3d states mainly contribute to density of states from -5.0 eV to the Fermi level while the Ho-f states peak stands tall in comparison to the small contributions made by the Ni-d and Ho-d states above Fermi level, which is consistent with experiment, in HoNi4Si compound. Our calculated optical conductivity compares well with the experimental data and the results are analyzed in the light of band to band transitions.

Keywords: electronic properties, density of states, optical properties, LSDA+U approximation, YNi₄Si-type HoNi4Si compound

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Authors: Keerthi S. Shetty, Annappa Basava

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In recent years, modelling of biological systems represented by biochemical reactions has become increasingly important in Systems Biology. Biological systems represented by biochemical reactions are highly stochastic in nature. Probabilistic model is often used to describe such systems. One of the main challenges in Systems biology is to combine absolute experimental data into probabilistic model. This challenge arises because (1) some molecules may be present in relatively small quantities, (2) there is a switching between individual elements present in the system, and (3) the process is inherently stochastic on the level at which observations are made. In this paper, we describe a novel idea of combining absolute experimental data into probabilistic model using tool R2. Through a case study of the Transcription Process in Prokaryotes we explain how biological systems can be written as probabilistic program to combine experimental data into the model. The model developed is then analysed in terms of intrinsic noise and exact sampling of switching times between individual elements in the system. We have mainly concentrated on inferring number of genes in ON and OFF states from experimental data.

Keywords: systems biology, probabilistic model, inference, biology, model

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Authors: Pakhapoom Sarapat, James M. Hill, Duangkamon Baowan

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Carbon nanotori provide several properties such as high tensile strength and heat resistance. They are promised to be ideal structures for encapsulation, and their encapsulation ability can be determined by the interaction energy between the carbon nanotori and the encapsulated nanostructures. Such interaction energy is evaluated using Lennard-Jones potential and continuum approximation. Here, four problems relating to toroidal molecules are determined in order to find the most stable configuration. Firstly, the interaction energy between a carbon nanotorus and an atom is examined. The second problem relates to the energy of a fullerene encapsulated inside a carbon nanotorus. Next, the interaction energy between two symmetrically situated and parallel nanotori is considered. Finally, the classical mechanics is applied to model the interaction energy between the toroidal structure of cyclodextrin and the spherical DNA molecules. These mathematical models might be exploited to study a number of promising devices for future developments in bio and nanotechnology.

Keywords: carbon nanotori, continuum approximation, interaction energy, Lennard-Jones potential, nanotechnology

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Authors: Shangdong Zhu, Yunzhou Zhang, Jie Zhang, Hang Hu, Yazhou Zhang

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Image stitching is a very important branch in the field of computer vision, especially for panoramic map. In order to eliminate shape distortion, a novel stitching method is proposed based on gradually changing matrix when images are horizontal. For images captured horizontally, this paper assumes that there is only translational operation in image stitching. By analyzing each parameter of the homography matrix, the global homography matrix is gradually transferred to translation matrix so as to eliminate the effects of scaling, rotation, etc. in the image transformation. This paper adopts matrix approximation to get the minimum value of the energy function so that the shape distortion at those regions corresponding to the homography can be minimized. The proposed method can avoid multiple horizontal images stitching failure caused by accumulated shape distortion. At the same time, it can be combined with As-Projective-As-Possible algorithm to ensure precise alignment of overlapping area.

Keywords: image stitching, gradually changing matrix, horizontal direction, matrix approximation, homography matrix

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Authors: Anoop Kumar Suraj

Abstract:

Dr Rammanohar Lohia (1910-67), a radical Indian socialist thinker, left an unfinished and critical oeuvre of works on ‘Social Revolution’, argued for the necessity of fundamentally reordering our social structures and offered the ideological framework for such a radical change. An alternative kind of democratic political action called Saat Krantiya, or ‘seven revolutions’, sought to establish socialism with a strong cultural and historical foundation in Indian society. Lohia cautiously adopted civil disobedience [a Gandhian tool] as a means of seven revolutions as a mode of revolution. He saw Indian youth as the vanguard of the social revolution and claimed that the ideas of ‘constructive militancy’ and ‘militant construction’ were at the core of such a revolution. This paper demonstrates that Lohia presented a unique short theoretical paradigm to interpret history and revolution, and Sapta Kranti was a normative framework to arrive at an egalitarian society.

Keywords: Rammanohar Lohia, Sapt Kranti, matter and spirit, caste-class, human approximation

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