Search results for: stochastic noise
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1537

Search results for: stochastic noise

1477 Design and Simulation a Low Phase Noise CMOS LC VCO for IEEE802.11a WLAN Applications

Authors: Hooman Kaabi, Raziyeh Karkoub

Abstract:

This work proposes a structure of AMOS-varactors. A 5GHz LC-VCO designed in TSMC 0.18μm CMOS to improve phase noise and tuning range performance. The tuning range is from 5.05GHZ to 5.88GHz.The phase noise is -154.9dBc/Hz at 1MHz offset from the carrier. It meets the requirements for IEEE 802.11a WLAN standard.

Keywords: CMOS LC VCO, spiral inductor, varactor, phase noise, tuning range

Procedia PDF Downloads 503
1476 Use the Null Space to Create Starting Point for Stochastic Programming

Authors: Ghussoun Al-Jeiroudi

Abstract:

Stochastic programming is one of the powerful technique which is used to solve real-life problems. Hence, the data of real-life problems is subject to significant uncertainty. Uncertainty is well studied and modeled by stochastic programming. Each day, problems become bigger and bigger and the need for a tool, which does deal with large scale problems, increase. Interior point method is a perfect tool to solve such problems. Interior point method is widely employed to solve the programs, which arise from stochastic programming. It is an iterative technique, so it is required a starting point. Well design starting point plays an important role in improving the convergence speed. In this paper, we propose a starting point for interior point method for multistage stochastic programming. Usually, the optimal solution of stage k+1 is used as starting point for the stage k. This point has the advantage of being close to the solution of the current program. However, it has a disadvantage; it is not in the feasible region of the current program. So, we suggest to take this point and modifying it. That is by adding to it a vector in the null space of the matrix of the unchanged constraints because the solution will change only in the null space of this matrix.

Keywords: interior point methods, stochastic programming, null space, starting points

Procedia PDF Downloads 386
1475 Road Traffic Noise Mapping for Riyadh City Using GIS and Lima

Authors: Khalid A. Alsaif, Mosaad A. Foda

Abstract:

The primary objective of this study is to develop the first round of road traffic noise maps for Riyadh City using Geographical Information Systems (GIS) and software LimA 7810 predictor. The road traffic data were measured or estimated as accurate as possible in order to obtain reliable noise maps. Meanwhile, the attributes of the roads and buildings are automatically exported from GIS. The simulation results at some chosen locations are validated by actual field measurements, which are obtained by a system that consists of a sound level meter, a GPS receiver and a database to manage the measured data. The results show that the average error between the predicted and measured noise levels is below 3.0 dB.

Keywords: noise pollution, road traffic noise, LimA predictor, GIS

Procedia PDF Downloads 368
1474 Stochastic Pi Calculus in Financial Markets: An Alternate Approach to High Frequency Trading

Authors: Jerome Joshi

Abstract:

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

Procedia PDF Downloads 47
1473 Global Direct Search Optimization of a Tuned Liquid Column Damper Subject to Stochastic Load

Authors: Mansour H. Alkmim, Adriano T. Fabro, Marcus V. G. De Morais

Abstract:

In this paper, a global direct search optimization algorithm to reduce vibration of a tuned liquid column damper (TLCD), a class of passive structural control device, is presented. The objective is to find optimized parameters for the TLCD under stochastic load from different wind power spectral density. A verification is made considering the analytical solution of an undamped primary system under white noise excitation. Finally, a numerical example considering a simplified wind turbine model is given to illustrate the efficacy of the TLCD. Results from the random vibration analysis are shown for four types of random excitation wind model where the response PSDs obtained showed good vibration attenuation.

Keywords: generalized pattern search, parameter optimization, random vibration analysis, vibration suppression

Procedia PDF Downloads 243
1472 BIM-based Construction Noise Management Approach With a Focus on Inner-City Construction

Authors: Nasim Babazadeh

Abstract:

Growing demand for a quieter dwelling environment has turned the attention of construction companies to reducing the propagated noise of their project. In inner-city constructions, close distance between the construction site and surrounding buildings lessens the efficiency of passive noise control methods. Dwellers of the nearby areas may file complaints and lawsuits against the construction companies due to the emitted construction noise, thereby leading to the interruption of processes, compensation costs, or even suspension of the project. Therefore, construction noise should be predicted along with the project schedule. The advantage of managing the noise in the pre-construction phase is two-fold. Firstly, changes in the time plan and construction methods can be applied more flexibly. Thus, the costs related to rescheduling can be avoided. Secondly, noise-related legal problems are expected to be reduced. To implement noise mapping methods for the mentioned prediction, the required detailed information (such as the location of the noisy process, duration of the noisy work) can be exported from the 4D BIM model. The results obtained from the noise maps would be used to help the planners to define different work scenarios. The proposed approach has been applied for the foundation and earthwork of a site located in a residential area, and the obtained results are discussed.

Keywords: building information modeling, construction noise management, noise mapping, 4D BIM

Procedia PDF Downloads 139
1471 Analysis of Nonlinear Dynamic Systems Excited by Combined Colored and White Noise Excitations

Authors: Siu-Siu Guo, Qingxuan Shi

Abstract:

In this paper, single-degree-of-freedom (SDOF) systems to white noise and colored noise excitations are investigated. By expressing colored noise excitation as a second-order filtered white noise process and introducing colored noise as an additional state variable, the equation of motion for SDOF system under colored noise is then transferred artificially to multi-degree-of-freedom (MDOF) system under white noise excitations. As a consequence, corresponding Fokker-Planck-Kolmogorov (FPK) equation governing the joint probabilistic density function (PDF) of state variables increases to 4-dimension (4-D). Solution procedure and computer programme become much more sophisticated. The exponential-polynomial closure (EPC) method, widely applied for cases of SDOF systems under white noise excitations, is developed and improved for cases of systems under colored noise excitations and for solving the complex 4-D FPK equation. On the other hand, Monte Carlo simulation (MCS) method is performed to test the approximate EPC solutions. Two examples associated with Gaussian and non-Gaussian colored noise excitations are considered. Corresponding band-limited power spectral densities (PSDs) for colored noise excitations are separately given. Numerical studies show that the developed EPC method provides relatively accurate estimates of the stationary probabilistic solutions. Moreover, statistical parameter of mean-up crossing rate (MCR) is taken into account, which is important for reliability and failure analysis.

Keywords: filtered noise, narrow-banded noise, nonlinear dynamic, random vibration

Procedia PDF Downloads 197
1470 Molecular Communication Noise Effect Analysis of Diffusion-Based Channel for Considering Minimum-Shift Keying and Molecular Shift Keying Modulations

Authors: A. Azari, S. S. K. Seyyedi

Abstract:

One of the unaddressed and open challenges in the nano-networking is the characteristics of noise. The previous analysis, however, has concentrated on end-to-end communication model with no separate modelings for propagation channel and noise. By considering a separate signal propagation and noise model, the design and implementation of an optimum receiver will be much easier. In this paper, we justify consideration of a separate additive Gaussian noise model of a nano-communication system based on the molecular communication channel for which are applicable for MSK and MOSK modulation schemes. The presented noise analysis is based on the Brownian motion process, and advection molecular statistics, where the received random signal has a probability density function whose mean is equal to the mean number of the received molecules. Finally, the justification of received signal magnitude being uncorrelated with additive non-stationary white noise is provided.

Keywords: molecular, noise, diffusion, channel

Procedia PDF Downloads 249
1469 Identification of the Interior Noise Sources of Rail Vehicles

Authors: Hyo-In Koh, Anders Nordborg, Alex Sievi, Chun-Kwon Park

Abstract:

The noise source for the interior room of the high speed train is constituted by the rolling contact between the wheel and the rail, aerodynamic noise and structure-borne sound generated through the vibrations of bogie, connection points to the carbody. Air-borne sound is radiated through the panels and structures into the interior room of the trains. The high-speed lines are constructed with slab track systems and many tunnels. The interior noise level and the frequency characteristics vary according to types of the track structure and the infrastructure. In this paper the main sound sources and the transfer paths are studied to find out the contribution characteristics of the sources to the interior noise of a high-speed rail vehicle. For the identification of the acoustic power of each parts of the rolling noise sources a calculation model of wheel/rail noise is developed and used. For the analysis of the transmission of the sources to the interior noise noise and vibration are measured during the operation of the vehicle. According to operation speeds, the mainly contributed sources and the paths could be analyzed. Results of the calculations on the source generation and the results of the measurement with a high-speed train are shown and discussed.

Keywords: rail vehicle, high-speed, interior noise, noise source

Procedia PDF Downloads 369
1468 Stochastic Programming and C-Somga: Animal Ration Formulation

Authors: Pratiksha Saxena, Dipti Singh, Neha Khanna

Abstract:

A self-organizing migrating genetic algorithm(C-SOMGA) is developed for animal diet formulation. This paper presents animal diet formulation using stochastic and genetic algorithm. Tri-objective models for cost minimization and shelf life maximization are developed. These objectives are achieved by combination of stochastic programming and C-SOMGA. Stochastic programming is used to introduce nutrient variability for animal diet. Self-organizing migrating genetic algorithm provides exact and quick solution and presents an innovative approach towards successful application of soft computing technique in the area of animal diet formulation.

Keywords: animal feed ration, feed formulation, linear programming, stochastic programming, self-migrating genetic algorithm, C-SOMGA technique, shelf life maximization, cost minimization, nutrient maximization

Procedia PDF Downloads 407
1467 Noise Removal Techniques in Medical Images

Authors: Amhimmid Mohammed Saffour, Abdelkader Salama

Abstract:

Filtering is a part of image enhancement techniques, it is used to enhance certain details such as edges in the image that are relevant to the application. Additionally, filtering can even be used to eliminate unwanted components of noise. Medical images typically contain salt and pepper noise and Poisson noise. This noise appears to the presence of minute grey scale variations within the image. In this paper, different filters techniques namely (Median, Wiener, Rank order3, Rank order5, and Average) were applied on CT medical images (Brain and chest). We using all these filters to remove salt and pepper noise from these images. This type of noise consists of random pixels being set to black or white. Peak Signal to Noise Ratio (PSNR), Mean Square Error r(MSE) and Histogram were used to evaluated the quality of filtered images. The results, which we have achieved shows that, these filters, are more useful and they prove to be helpful for general medical practitioners to analyze the symptoms of the patients with no difficulty.

Keywords: CT imaging, median filter, adaptive filter and average filter, MATLAB

Procedia PDF Downloads 291
1466 Lessons Learned from Interlaboratory Noise Modelling in Scope of Environmental Impact Assessments in Slovenia

Authors: S. Cencek, A. Markun

Abstract:

Noise assessment methods are regularly used in scope of Environmental Impact Assessments for planned projects to assess (predict) the expected noise emissions of these projects. Different noise assessment methods could be used. In recent years, we had an opportunity to collaborate in some noise assessment procedures where noise assessments of different laboratories have been performed simultaneously. We identified some significant differences in noise assessment results between laboratories in Slovenia. We estimate that despite good input Georeferenced Data to set up acoustic model exists in Slovenia; there is no clear consensus on methods for predictive noise methods for planned projects. We analyzed input data, methods and results of predictive noise methods for two planned industrial projects, both were done independently by two laboratories. We also analyzed the data, methods and results of two interlaboratory collaborative noise models for two existing noise sources (railway and motorway). In cases of predictive noise modelling, the validations of acoustic models were performed by noise measurements of surrounding existing noise sources, but in varying durations. The acoustic characteristics of existing buildings were also not described identically. The planned noise sources were described and digitized differently. Differences in noise assessment results between different laboratories have ranged up to 10 dBA, which considerably exceeds the acceptable uncertainty ranged between 3 to 6 dBA. Contrary to predictive noise modelling, in cases of collaborative noise modelling for two existing noise sources the possibility to perform the validation noise measurements of existing noise sources greatly increased the comparability of noise modelling results. In both cases of collaborative noise modelling for existing motorway and railway, the modelling results of different laboratories were comparable. Differences in noise modeling results between different laboratories were below 5 dBA, which was acceptable uncertainty set up by interlaboratory noise modelling organizer. The lessons learned from the study were: 1) Predictive noise calculation using formulae from International standard SIST ISO 9613-2: 1997 is not an appropriate method to predict noise emissions of planned projects since due to complexity of procedure they are not used strictly, 2) The noise measurements are important tools to minimize noise assessment errors of planned projects and should be in cases of predictive noise modelling performed at least for validation of acoustic model, 3) National guidelines should be made on the appropriate data, methods, noise source digitalization, validation of acoustic model etc. in order to unify the predictive noise models and their results in scope of Environmental Impact Assessments for planned projects.

Keywords: environmental noise assessment, predictive noise modelling, spatial planning, noise measurements, national guidelines

Procedia PDF Downloads 204
1465 Bidirectional Dynamic Time Warping Algorithm for the Recognition of Isolated Words Impacted by Transient Noise Pulses

Authors: G. Tamulevičius, A. Serackis, T. Sledevič, D. Navakauskas

Abstract:

We consider the biggest challenge in speech recognition – noise reduction. Traditionally detected transient noise pulses are removed with the corrupted speech using pulse models. In this paper we propose to cope with the problem directly in Dynamic Time Warping domain. Bidirectional Dynamic Time Warping algorithm for the recognition of isolated words impacted by transient noise pulses is proposed. It uses simple transient noise pulse detector, employs bidirectional computation of dynamic time warping and directly manipulates with warping results. Experimental investigation with several alternative solutions confirms effectiveness of the proposed algorithm in the reduction of impact of noise on recognition process – 3.9% increase of the noisy speech recognition is achieved.

Keywords: transient noise pulses, noise reduction, dynamic time warping, speech recognition

Procedia PDF Downloads 524
1464 Method to Find a ε-Optimal Control of Stochastic Differential Equation Driven by a Brownian Motion

Authors: Francys Souza, Alberto Ohashi, Dorival Leao

Abstract:

We present a general solution for finding the ε-optimal controls for non-Markovian stochastic systems as stochastic differential equations driven by Brownian motion, which is a problem recognized as a difficult solution. The contribution appears in the development of mathematical tools to deal with modeling and control of non-Markovian systems, whose applicability in different areas is well known. The methodology used consists to discretize the problem through a random discretization. In this way, we transform an infinite dimensional problem in a finite dimensional, thereafter we use measurable selection arguments, to find a control on an explicit form for the discretized problem. Then, we prove the control found for the discretized problem is a ε-optimal control for the original problem. Our theory provides a concrete description of a rather general class, among the principals, we can highlight financial problems such as portfolio control, hedging, super-hedging, pairs-trading and others. Therefore, our main contribution is the development of a tool to explicitly the ε-optimal control for non-Markovian stochastic systems. The pathwise analysis was made through a random discretization jointly with measurable selection arguments, has provided us with a structure to transform an infinite dimensional problem into a finite dimensional. The theory is applied to stochastic control problems based on path-dependent stochastic differential equations, where both drift and diffusion components are controlled. We are able to explicitly show optimal control with our method.

Keywords: dynamic programming equation, optimal control, stochastic control, stochastic differential equation

Procedia PDF Downloads 143
1463 Stability of Stochastic Model Predictive Control for Schrödinger Equation with Finite Approximation

Authors: Tomoaki Hashimoto

Abstract:

Recent technological advance has prompted significant interest in developing the control theory of quantum systems. Following the increasing interest in the control of quantum dynamics, this paper examines the control problem of Schrödinger equation because quantum dynamics is basically governed by Schrödinger equation. From the practical point of view, stochastic disturbances cannot be avoided in the implementation of control method for quantum systems. Thus, we consider here the robust stabilization problem of Schrödinger equation against stochastic disturbances. In this paper, we adopt model predictive control method in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. The objective of this study is to derive the stability criterion for model predictive control of Schrödinger equation under stochastic disturbances.

Keywords: optimal control, stochastic systems, quantum systems, stabilization

Procedia PDF Downloads 419
1462 Acoustics Barrier Design to Reduce Railway Noise by Using Maekawa's Method

Authors: Malinda Sabrina, Khoerul Anwar

Abstract:

Railway noise generated by pass-by train has been described as a form of environmental pollutants especially for the residential area near the railway. Many studies have shown, that environmental noise particularly transportation noise has negative effects on people which resulting in annoyance and specific health problems such as cardiovascular disease, cognitive impairment and sleep disturbance. Therefore, various attempts are made to reduce the noise. One method of reducing such noise to acceptable noise levels is to build acoustically barrier walls. The objective of this study was to review the method of reducing railway noise and obtain the preliminary design of the acoustics barrier on the edge of railway tracks close to the residential area. The design of this barrier is using the Maekawa's method. Measurements have been performed in residential areas around the railroads in the Karawang - Indonesia with the absence of an acoustical barrier. From the observation, it was found that the railway was passed by five trains within thirty minutes. With the limited distance between the railway tracks and the location of the residential area as well as the street of residents, then it was obtained that a reduction in sound pressure level is 25 dBA. Maximum sound pressure level obtained is 86.9 dBA then by setting the barrier as high as 4 m at a distance, 2.5 m from the railway, the noise level received by residents in the settlement around the railway line becomes 61.9 dBA.

Keywords: acoustics barrier, Maekawa's method, noise attenuation, railway noise

Procedia PDF Downloads 159
1461 Comparison of Noise Emissions in the Interior of Passenger Cars

Authors: Martin Kendra, Tomas Skrucany, Jaroslav Masek

Abstract:

The noise is one of the negative elements influencing the human health. This article is due to the measurement of noise emitted by road vehicle and its parts during the operation. Measurement was done in the interior of common passenger cars with a digital sound meter. The results compare the noise value in different cars with different body shape, which influences the driver’s health. Transport has considerable ecological effects, many of them detrimental to environmental sustainability. Roads and traffic exert a variety of direct and mostly detrimental effects on nature.

Keywords: driver, noise measurement, passenger road vehicle, road transport

Procedia PDF Downloads 422
1460 Acoustical Comfort in Major Highway in Birnin Kebbi, Kebbi State-Nigeria

Authors: Muhammad Naziru Yahaya, Mustapha Bashir Ayinde

Abstract:

Noise has been recognized as a major source of pollution in many urban and semi-urban settlements. Noise pollution causes by vehicular movement in urban cities has reaches an alarming proportion due to continuous increases in vehicles and industrialization. This research aim to determine the geo-physical characteristics of the study area and to determine the level of noise generation and volume intensity in areas where noise levels are high within the metropolis and compare with NESREA and WHO standards. This study identified the various sources of noise, compared noise levels in various parts of the study area with recommended standards and determined the geo-physical characteristic of noise generated. A sound level meter Gm 1352, was used for the noise measurements. The study showed that the noise pollution levels measured in minimum noise level of 63.75 dBA and average maximum of 95.175 dBA, at some locations in Birnin Kebbi metropolis the noise level have exceeded the standard limits set by the World Health Organization (WHO), Federal Environment Protection Agency (FEPA). Results revealed that there was a considerable increase in noise pollution in First Bank roundabout and Haliru Abdu roundabout, attribute to high numbers of vehicular movement and road congestion within Birnin Kebbi. The study therefore concluded that there should be an enforcement and adherence to the regulation regarding noise pollution limit. The minimum average day noise level recorded was 67.225 dBA, and average maximum of 96.6 dBA is an indication that the noise level of Birnin Kebbi metropolis was highly unsatisfactory. Based on this, it is suggested that taking adequate measures and following the laid-down recommendations will reduce traffic noise to the barest minimum.

Keywords: decibel, noise level, pollution, sound level, traffic, highway

Procedia PDF Downloads 37
1459 Improving Capability of Detecting Impulsive Noise

Authors: Farbod Rohani, Elyar Ghafoori, Matin Saeedkondori

Abstract:

Impulse noise is electromagnetic emission which generated by many house hold appliances that are attached to the electrical network. The main difficulty of impulsive noise (IN) elimination process from communication channels is to distinguish it from the transmitted signal and more importantly choosing the proper threshold bandwidth in order to eliminate the signal. Because of wide band property of impulsive noise, we present a novel method for setting the detection threshold, by taking advantage of the fact that impulsive noise bandwidth is usually wider than that of typical communication channels and specifically OFDM channel. After IN detection procedure, we apply simple windowing mechanisms to eliminate them from the communication channel.

Keywords: impulsive noise, OFDM channel, threshold detecting, windowing mechanisms

Procedia PDF Downloads 309
1458 Ear Protectors and Their Action in Protecting Hearing System of Workers against Occupational Noise

Authors: F. Forouharmajd, S. Pourabdian, N. Ziayi Ghahnavieh

Abstract:

For many years, the ear protectors have been used to preventing the audio and non-audio effects of received noise from occupation environments. Despite performing hearing protection programs, there are many people which still suffer from noise-induced hearing loss. This study was conducted with the aim of determination of human hearing system response to received noise and the effectiveness of ear protectors on preventing of noise-induced hearing loss. Sound pressure microphones were placed in a simulated ear canal. The severity of noise measured inside and outside of ear canal. The noise reduction values due to installing ear protectors were calculated in the octave band frequencies and LabVIEW programmer. The results of noise measurement inside and outside of ear canal showed a different in received sound levels by ear canal. The effectiveness of ear protectors has been considerably reduced for the low frequency limits. A change in resonance frequency also was observed after using ear protectors. The study indicated the ear canal structure may affect the received noise and it may lead a difference between the received sound from the measured sound by a sound level meter, and hearing system. It means the human hearing system may probably respond different from a sound level meter. Hearing protectors’ efficiency declines by increasing the noise levels, and thus, they are not suitable to protect workers against industrial noise particularly low frequency noise. Hearing protectors may be solely a reason to damaging of hearing system in a special frequency via changing of human hearing system acoustical structure. We need developing the subjective method of hearing protectors testing, because their evaluation is not designed based on industrial noise or in the field.

Keywords: ear protector, hearing system, occupational noise, workers

Procedia PDF Downloads 142
1457 Optimal Production and Maintenance Policy for a Partially Observable Production System with Stochastic Demand

Authors: Leila Jafari, Viliam Makis

Abstract:

In this paper, the joint optimization of the economic manufacturing quantity (EMQ), safety stock level, and condition-based maintenance (CBM) is presented for a partially observable, deteriorating system subject to random failure. The demand is stochastic and it is described by a Poisson process. The stochastic model is developed and the optimization problem is formulated in the semi-Markov decision process framework. A modification of the policy iteration algorithm is developed to find the optimal policy. A numerical example is presented to compare the optimal policy with the policy considering zero safety stock.

Keywords: condition-based maintenance, economic manufacturing quantity, safety stock, stochastic demand

Procedia PDF Downloads 440
1456 A Study on Stochastic Integral Associated with Catastrophes

Authors: M. Reni Sagayaraj, S. Anand Gnana Selvam, R. Reynald Susainathan

Abstract:

We analyze stochastic integrals associated with a mutation process. To be specific, we describe the cell population process and derive the differential equations for the joint generating functions for the number of mutants and their integrals in generating functions and their applications. We obtain first-order moments of the processes of the two-way mutation process in first-order moment structure of X (t) and Y (t) and the second-order moments of a one-way mutation process. In this paper, we obtain the limiting behaviour of the integrals in limiting distributions of X (t) and Y (t).

Keywords: stochastic integrals, single–server queue model, catastrophes, busy period

Procedia PDF Downloads 613
1455 Sound Noise Control of a Steam Ejector in a Typical Power Plant: Design, Manufacturing, and Testing a Silencer-Muffler

Authors: Ali Siami, Masoud Asayesh, Asghar Najafi, Amirhosein Hamedanian

Abstract:

There are so many noise sources in power generation units that these sources can produce high-level sound noise. Therefore, sound noise reduction methods can assist these industries, especially in these days that laws related to environmental issues become more strict. In a typical power plant, so many machines and devices with high-level sound noise are arranged beside of each others. Therefore, the sound source identification and reducing the noise level can be very vital. In this paper, the procedure for designing, manufacturing and testing of a silencer-muffler used for a power plant steam vent is mentioned. This unit is placed near the residential area and so it is very important to reduce the noise emission. For this purpose, in the first step, measurements have done to identify the sound source and the frequency content of noise. The overall level of noise was so high and it was more than 120dB. Then, the appropriate noise control device is designed according to the measurement results and operational conditions. In the next step, the designed silencer-muffler has been manufactured and installed on the steam discharge of the ejector. For validation of the silencer-muffler effect, the acoustic test was done again in operating mode. Finally, the measurement results before and after the installation are compared. The results have confirmed a considerable reduction in noise level resultant of using silencer-muffler in the designed frequency range.

Keywords: silencer-muffler, sound noise control, sound measurement, steam ejector

Procedia PDF Downloads 337
1454 Analysis of Two Methods to Estimation Stochastic Demand in the Vehicle Routing Problem

Authors: Fatemeh Torfi

Abstract:

Estimation of stochastic demand in physical distribution in general and efficient transport routs management in particular is emerging as a crucial factor in urban planning domain. It is particularly important in some municipalities such as Tehran where a sound demand management calls for a realistic analysis of the routing system. The methodology involved critically investigating a fuzzy least-squares linear regression approach (FLLRs) to estimate the stochastic demands in the vehicle routing problem (VRP) bearing in mind the customer's preferences order. A FLLR method is proposed in solving the VRP with stochastic demands. Approximate-distance fuzzy least-squares (ADFL) estimator ADFL estimator is applied to original data taken from a case study. The SSR values of the ADFL estimator and real demand are obtained and then compared to SSR values of the nominal demand and real demand. Empirical results showed that the proposed methods can be viable in solving problems under circumstances of having vague and imprecise performance ratings. The results further proved that application of the ADFL was realistic and efficient estimator to face the stochastic demand challenges in vehicle routing system management and solve relevant problems.

Keywords: fuzzy least-squares, stochastic, location, routing problems

Procedia PDF Downloads 395
1453 CE Method for Development of Japan's Stochastic Earthquake Catalogue

Authors: Babak Kamrani, Nozar Kishi

Abstract:

Stochastic catalog represents the events module of the earthquake loss estimation models. It includes series of events with different magnitudes and corresponding frequencies/probabilities. For the development of the stochastic catalog, random or uniform sampling methods are used to sample the events from the seismicity model. For covering all the Magnitude Frequency Distribution (MFD), a huge number of events should be generated for the above-mentioned methods. Characteristic Event (CE) method chooses the events based on the interest of the insurance industry. We divide the MFD of each source into bins. We have chosen the bins based on the probability of the interest by the insurance industry. First, we have collected the information for the available seismic sources. Sources are divided into Fault sources, subduction, and events without specific fault source. We have developed the MFD for each of the individual and areal source based on the seismicity of the sources. Afterward, we have calculated the CE magnitudes based on the desired probability. To develop the stochastic catalog, we have introduced uncertainty to the location of the events too.

Keywords: stochastic catalogue, earthquake loss, uncertainty, characteristic event

Procedia PDF Downloads 266
1452 Experimental Investigation on Noise from Rod-Airfoil with Leading Edge Serrations

Authors: Siti Ruhliah Lizarose Samion, Mohamed Sukri Mat Ali, Con Doolan

Abstract:

The present work is an experimental investigation of adapting a passive treatment leading edge serrations over a rod-airfoil flow-induced noise generation. The leading edge serrations are bio-inspired from a barn-owl silent flight. The rod-airfoil configuration is a benchmark configuration taken to investigate airfoil-turbulence interaction noise (ATIN). Location of serrations placed and the wideness of serrations are the two parameters taken in this study. The ATIN is reduced up to 3.5 dB for a wide leading serrations case. A correlation is found between the wideness of serrations and the noise reduction mechanism of the airfoil.

Keywords: aerodynamic noise, leading edge serrations, rod-airfoil, experiment

Procedia PDF Downloads 318
1451 Adoption of Noise and Vibration Management Tools for Major Infrastructure Projects in Sydney, Australia

Authors: Adrian Morris, Rodney Phillips, Mattia Tabacchi

Abstract:

Minimizing construction noise and vibration impacts is a key challenge for major infrastructure projects in urban environments. Before commencing construction works, Construction Noise and Vibration Management Plan (CNVMP) and Construction Noise and Vibration Impact Statements (CNVIS) are required to be prepared and submitted to the relevant government authorities for review and approval. However, the assessment of potential impacts from work activities at pre-approval stage may be inaccurate as works methodology and scheduling are yet to be determined. In response, noise and vibration management tools have been developed to refine and supplement the CNVIS as works progress. These tools have been successfully implemented in major infrastructure projects allowing contractors to plan and assess construction works in a cost effective and timely manner. As a result, noise and vibration management tools have been incorporated into management plans and are increasingly required by regulators.

Keywords: noise management, environmental noise, infrastructure projects, construction, vibration, cost effective

Procedia PDF Downloads 94
1450 Evaluating Forecasts Through Stochastic Loss Order

Authors: Wilmer Osvaldo Martinez, Manuel Dario Hernandez, Juan Manuel Julio

Abstract:

We propose to assess the performance of k forecast procedures by exploring the distributions of forecast errors and error losses. We argue that non systematic forecast errors minimize when their distributions are symmetric and unimodal, and that forecast accuracy should be assessed through stochastic loss order rather than expected loss order, which is the way it is customarily performed in previous work. Moreover, since forecast performance evaluation can be understood as a one way analysis of variance, we propose to explore loss distributions under two circumstances; when a strict (but unknown) joint stochastic order exists among the losses of all forecast alternatives, and when such order happens among subsets of alternative procedures. In spite of the fact that loss stochastic order is stronger than loss moment order, our proposals are at least as powerful as competing tests, and are robust to the correlation, autocorrelation and heteroskedasticity settings they consider. In addition, since our proposals do not require samples of the same size, their scope is also wider, and provided that they test the whole loss distribution instead of just loss moments, they can also be used to study forecast distributions as well. We illustrate the usefulness of our proposals by evaluating a set of real world forecasts.

Keywords: forecast evaluation, stochastic order, multiple comparison, non parametric test

Procedia PDF Downloads 51
1449 A Low Phase Noise CMOS LC Oscillator with Tail Current-Shaping

Authors: Amir Mahdavi

Abstract:

In this paper, a circuit topology of voltage-controlled oscillators (VCO) which is suitable for ultra-low-phase noise operations is introduced. To do so, a new low phase noise cross-coupled oscillator by using the general topology of cross-coupled oscillator and adding a differential stage for tail current shaping is designed. In addition, a tail current shaping technique to improve phase noise in differential LC VCOs is presented. The tail current becomes large when the oscillator output voltage arrives at the maximum or minimum value and when the sensitivity of the output phase to the noise is the smallest. Also, the tail current becomes small when the phase noise sensitivity is large. The proposed circuit does not use extra power and extra noisy active devices. Furthermore, this topology occupies small area. Simulation results show the improvement in phase noise by 2.5dB under the same conditions and at the carrier frequency of 1 GHz for GSM applications. The power consumption of the proposed circuit is 2.44 mW and the figure of merit (FOM) with -192.2 dBc/Hz is achieved for the new oscillator.

Keywords: LC oscillator, low phase noise, current shaping, diff mode

Procedia PDF Downloads 565
1448 Stability of Hybrid Stochastic Systems

Authors: Manlika Ratchagit

Abstract:

This paper is concerned with robust mean square stability of uncertain stochastic switched discrete time-delay systems. The system to be considered is subject to interval time-varying delays, which allows the delay to be a fast time-varying function and the lower bound is not restricted to zero. Based on the discrete Lyapunov functional, a switching rule for the robust mean square stability for the uncertain stochastic discrete time-delay system is designed via linear matrix inequalities. Finally, some examples are exploited to illustrate the effectiveness of the proposed schemes.

Keywords: robust mean square stability, discrete-time stochastic systems, hybrid systems, interval time-varying delays, Lyapunov functional, linear matrix inequalities

Procedia PDF Downloads 458