Search results for: stochastic perturbation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 598

Search results for: stochastic perturbation

328 Cell-Cell Interactions in Diseased Conditions Revealed by Three Dimensional and Intravital Two Photon Microscope: From Visualization to Quantification

Authors: Satoshi Nishimura

Abstract:

Although much information has been garnered from the genomes of humans and mice, it remains difficult to extend that information to explain physiological and pathological phenomena. This is because the processes underlying life are by nature stochastic and fluctuate with time. Thus, we developed novel "in vivo molecular imaging" method based on single and two-photon microscopy. We visualized and analyzed many life phenomena, including common adult diseases. We integrated the knowledge obtained, and established new models that will serve as the basis for new minimally invasive therapeutic approaches.

Keywords: two photon microscope, intravital visualization, thrombus, artery

Procedia PDF Downloads 348
327 Probabilistic Life Cycle Assessment of the Nano Membrane Toilet

Authors: A. Anastasopoulou, A. Kolios, T. Somorin, A. Sowale, Y. Jiang, B. Fidalgo, A. Parker, L. Williams, M. Collins, E. J. McAdam, S. Tyrrel

Abstract:

Developing countries are nowadays confronted with great challenges related to domestic sanitation services in view of the imminent water scarcity. Contemporary sanitation technologies established in these countries are likely to pose health risks unless waste management standards are followed properly. This paper provides a solution to sustainable sanitation with the development of an innovative toilet system, called Nano Membrane Toilet (NMT), which has been developed by Cranfield University and sponsored by the Bill & Melinda Gates Foundation. The particular technology converts human faeces into energy through gasification and provides treated wastewater from urine through membrane filtration. In order to evaluate the environmental profile of the NMT system, a deterministic life cycle assessment (LCA) has been conducted in SimaPro software employing the Ecoinvent v3.3 database. The particular study has determined the most contributory factors to the environmental footprint of the NMT system. However, as sensitivity analysis has identified certain critical operating parameters for the robustness of the LCA results, adopting a stochastic approach to the Life Cycle Inventory (LCI) will comprehensively capture the input data uncertainty and enhance the credibility of the LCA outcome. For that purpose, Monte Carlo simulations, in combination with an artificial neural network (ANN) model, have been conducted for the input parameters of raw material, produced electricity, NOX emissions, amount of ash and transportation of fertilizer. The given analysis has provided the distribution and the confidence intervals of the selected impact categories and, in turn, more credible conclusions are drawn on the respective LCIA (Life Cycle Impact Assessment) profile of NMT system. Last but not least, the specific study will also yield essential insights into the methodological framework that can be adopted in the environmental impact assessment of other complex engineering systems subject to a high level of input data uncertainty.

Keywords: sanitation systems, nano-membrane toilet, lca, stochastic uncertainty analysis, Monte Carlo simulations, artificial neural network

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326 Global Stability Of Nonlinear Itô Equations And N. V. Azbelev's W-method

Authors: Arcady Ponosov., Ramazan Kadiev

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The work studies the global moment stability of solutions of systems of nonlinear differential Itô equations with delays. A modified regularization method (W-method) for the analysis of various types of stability of such systems, based on the choice of the auxiliaryequations and applications of the theory of positive invertible matrices, is proposed and justified. Development of this method for deterministic functional differential equations is due to N.V. Azbelev and his students. Sufficient conditions for the moment stability of solutions in terms of the coefficients for sufficiently general as well as specific classes of Itô equations are given.

Keywords: asymptotic stability, delay equations, operator methods, stochastic noise

Procedia PDF Downloads 187
325 Handshake Algorithm for Minimum Spanning Tree Construction

Authors: Nassiri Khalid, El Hibaoui Abdelaaziz et Hajar Moha

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In this paper, we introduce and analyse a probabilistic distributed algorithm for a construction of a minimum spanning tree on network. This algorithm is based on the handshake concept. Firstly, each network node is considered as a sub-spanning tree. And at each round of the execution of our algorithm, a sub-spanning trees are merged. The execution continues until all sub-spanning trees are merged into one. We analyze this algorithm by a stochastic process.

Keywords: Spanning tree, Distributed Algorithm, Handshake Algorithm, Matching, Probabilistic Analysis

Procedia PDF Downloads 631
324 Stochastic Repair and Replacement with a Single Repair Channel

Authors: Mohammed A. Hajeeh

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This paper examines the behavior of a system, which upon failure is either replaced with certain probability p or imperfectly repaired with probability q. The system is analyzed using Kolmogorov's forward equations method; the analytical expression for the steady state availability is derived as an indicator of the system’s performance. It is found that the analysis becomes more complex as the number of imperfect repairs increases. It is also observed that the availability increases as the number of states and replacement probability increases. Using such an approach in more complex configurations and in dynamic systems is cumbersome; therefore, it is advisable to resort to simulation or heuristics. In this paper, an example is provided for demonstration.

Keywords: repairable models, imperfect, availability, exponential distribution

Procedia PDF Downloads 262
323 Theoretical Study on the Visible-Light-Induced Radical Coupling Reactions Mediated by Charge Transfer Complex

Authors: Lishuang Ma

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Charge transfer (CT) complex, also known as Electron donor-acceptor (EDA) complex, has received attentions increasingly in the field of synthetic chemistry community, due to the CT complex can absorb the visible light through the intermolecular charge transfer excited states, various of catalyst-free photochemical transformations under mild visible-light conditions. However, a number of fundamental questions are still ambiguous, such as the origin of visible light absorption, the photochemical and photophysical properties of the CT complex, as well as the detailed mechanism of the radical coupling pathways mediated by CT complex. Since these are critical factors for target-specific design and synthesis of more new-type CT complexes. To this end, theoretical investigations were performed in our group to answer these questions based on multiconfigurational perturbation theory. The photo-induced fluoroalkylation reactions are mediated by CT complexes, which are formed by the association of an acceptor of perfluoroalkyl halides RF−X (X = Br, I) and a suitable donor molecule such as β-naphtholate anion, were chosen as a paradigm example in this work. First, spectrum simulations were carried out by both CASPT2//CASSCF/PCM and TD-DFT/PCM methods. The computational results showed that the broadening spectra in visible light range (360-550nm) of the CT complexes originate from the 1(σπ*) excitation, accompanied by an intermolecular electron transfer, which was also found closely related to the aggregate states of the donor and acceptor. Moreover, from charge translocation analysis, the CT complex that showed larger charge transfer in the round state would exhibit smaller charge transfer in excited stated of 1(σπ*), causing blue shift relatively. Then, the excited-state potential energy surface (PES) was calculated at CASPT2//CASSCF(12,10)/ PCM level of theory to explore the photophysical properties of the CT complexes. The photo-induced C-X (X=I, Br) bond cleavage was found to occur in the triplet state, which is accessible through a fast intersystem crossing (ISC) process that is controlled by the strong spin-orbit coupling resulting from the heavy iodine and bromine atoms. Importantly, this rapid fragmentation process can compete and suppress the backward electron transfer (BET) event, facilitating the subsequent effective photochemical transformations. Finally, the reaction pathways of the radical coupling were also inspected, which showed that the radical chain propagation pathway could easy to accomplish with a small energy barrier no more than 3.0 kcal/mol, which is the key factor that promote the efficiency of the photochemical reactions induced by CT complexes. In conclusion, theoretical investigations were performed to explore the photophysical and photochemical properties of the CT complexes, as well as the mechanism of radical coupling reactions mediated by CT complex. The computational results and findings in this work can provide some critical insights into mechanism-based design for more new-type EDA complexes

Keywords: charge transfer complex, electron transfer, multiconfigurational perturbation theory, radical coupling

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322 Comparison Between Fuzzy and P&O Control for MPPT for Photovoltaic System Using Boost Converter

Authors: M. Doumi, A. Miloudi, A. G. Aissaoui, K. Tahir, C. Belfedal, S. Tahir

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The studies on the photovoltaic system are extensively increasing because of a large, secure, essentially exhaustible and broadly available resource as a future energy supply. However, the output power induced in the photovoltaic modules is influenced by an intensity of solar cell radiation, temperature of the solar cells and so on. Therefore, to maximize the efficiency of the photovoltaic system, it is necessary to track the maximum power point of the PV array, for this Maximum Power Point Tracking (MPPT) technique is used. Some MPPT techniques are available in that perturbation and observation (P&O) and Fuzzy logic controller (FLC). The fuzzy control method has been compared with perturb and observe (P&O) method as one of the most widely conventional method used in this area. Both techniques have been analyzed and simulated. MPPT using fuzzy logic shows superior performance and more reliable control with respect to the P&O technique for this application.

Keywords: photovoltaic system, MPPT, perturb and observe, fuzzy logic

Procedia PDF Downloads 572
321 Magnetic Field Effects on Parabolic Graphene Quantum Dots with Topological Defects

Authors: Defne Akay, Bekir S. Kandemir

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In this paper, we investigate the low-lying energy levels of the two-dimensional parabolic graphene quantum dots (GQDs) in the presence of topological defects with long range Coulomb impurity and subjected to an external uniform magnetic field. The low-lying energy levels of the system are obtained within the framework of the perturbation theory. We theoretically demonstrate that a valley splitting can be controlled by geometrical parameters of the graphene quantum dots and/or by tuning a uniform magnetic field, as well as topological defects. It is found that, for parabolic graphene dots, the valley splitting occurs due to the introduction of spatial confinement. The corresponding splitting is enhanced by the introduction of a uniform magnetic field and it increases by increasing the angle of the cone in subcritical regime.

Keywords: coulomb impurity, graphene cones, graphene quantum dots, topological defects

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320 Solutions to Probabilistic Constrained Optimal Control Problems Using Concentration Inequalities

Authors: Tomoaki Hashimoto

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Recently, optimal control problems subject to probabilistic constraints have attracted much attention in many research field. Although probabilistic constraints are generally intractable in optimization problems, several methods haven been proposed to deal with probabilistic constraints. In most methods, probabilistic constraints are transformed to deterministic constraints that are tractable in optimization problems. This paper examines a method for transforming probabilistic constraints into deterministic constraints for a class of probabilistic constrained optimal control problems.

Keywords: optimal control, stochastic systems, discrete-time systems, probabilistic constraints

Procedia PDF Downloads 250
319 Ensemble Methods in Machine Learning: An Algorithmic Approach to Derive Distinctive Behaviors of Criminal Activity Applied to the Poaching Domain

Authors: Zachary Blanks, Solomon Sonya

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Poaching presents a serious threat to endangered animal species, environment conservations, and human life. Additionally, some poaching activity has even been linked to supplying funds to support terrorist networks elsewhere around the world. Consequently, agencies dedicated to protecting wildlife habitats have a near intractable task of adequately patrolling an entire area (spanning several thousand kilometers) given limited resources, funds, and personnel at their disposal. Thus, agencies need predictive tools that are both high-performing and easily implementable by the user to help in learning how the significant features (e.g. animal population densities, topography, behavior patterns of the criminals within the area, etc) interact with each other in hopes of abating poaching. This research develops a classification model using machine learning algorithms to aid in forecasting future attacks that is both easy to train and performs well when compared to other models. In this research, we demonstrate how data imputation methods (specifically predictive mean matching, gradient boosting, and random forest multiple imputation) can be applied to analyze data and create significant predictions across a varied data set. Specifically, we apply these methods to improve the accuracy of adopted prediction models (Logistic Regression, Support Vector Machine, etc). Finally, we assess the performance of the model and the accuracy of our data imputation methods by learning on a real-world data set constituting four years of imputed data and testing on one year of non-imputed data. This paper provides three main contributions. First, we extend work done by the Teamcore and CREATE (Center for Risk and Economic Analysis of Terrorism Events) research group at the University of Southern California (USC) working in conjunction with the Department of Homeland Security to apply game theory and machine learning algorithms to develop more efficient ways of reducing poaching. This research introduces ensemble methods (Random Forests and Stochastic Gradient Boosting) and applies it to real-world poaching data gathered from the Ugandan rain forest park rangers. Next, we consider the effect of data imputation on both the performance of various algorithms and the general accuracy of the method itself when applied to a dependent variable where a large number of observations are missing. Third, we provide an alternate approach to predict the probability of observing poaching both by season and by month. The results from this research are very promising. We conclude that by using Stochastic Gradient Boosting to predict observations for non-commercial poaching by season, we are able to produce statistically equivalent results while being orders of magnitude faster in computation time and complexity. Additionally, when predicting potential poaching incidents by individual month vice entire seasons, boosting techniques produce a mean area under the curve increase of approximately 3% relative to previous prediction schedules by entire seasons.

Keywords: ensemble methods, imputation, machine learning, random forests, statistical analysis, stochastic gradient boosting, wildlife protection

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318 Theoretical Study on the Nonlinear Optical Responses of Peptide Bonds Created between Alanine and Some Unnatural Amino Acids

Authors: S. N. Derrar, M. Sekkal-Rahal

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The Nonlinear optics (NLO) technique is widely used in the field of biological imaging. In fact, grafting biological entities with a high NLO response on tissues and cells enhances the NLO responses of these latter, and ameliorates, consequently, their biological imaging quality. In this optics, we carried out a theoretical study, in the aim of analyzing the peptide bonds created between alanine amino acid and both unnatural amino acids: L-Dopa and Azatryptophan, respectively. Ramachandran plots have been performed for these systems, and their structural parameters have been analyzed. The NLO responses of these peptides have been reported by calculating the first hyperpolarizability values of all the minima found on the plots. The use of such unnatural amino acids as endogenous probing molecules has been investigated through this study. The Density Functional Theory (DFT) has been used for structural properties, while the Second-order Møller-Plesset Perturbation Theory (MP2) has been employed for the NLO calculations.

Keywords: biological imaging, hyperpolarizability, nonlinear optics, probing molecule

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317 Optimal Peer-to-Peer On-Orbit Refueling Mission Planning with Complex Constraints

Authors: Jing Yu, Hongyang Liu, Dong Hao

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On-Orbit Refueling is of great significance in extending space crafts' lifetime. The problem of minimum-fuel, time-fixed, Peer-to-Peer On-Orbit Refueling mission planning is addressed here with the particular aim of assigning fuel-insufficient satellites to the fuel-sufficient satellites and optimizing each rendezvous trajectory. Constraints including perturbation, communication link, sun illumination, hold points for different rendezvous phases, and sensor switching are considered. A planning model has established as well as a two-level solution method. The upper level deals with target assignment based on fuel equilibrium criterion, while the lower level solves constrained trajectory optimization using special maneuver strategies. Simulations show that the developed method could effectively resolve the Peer-to-Peer On-Orbit Refueling mission planning problem and deal with complex constraints.

Keywords: mission planning, orbital rendezvous, on-orbit refueling, space mission

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316 First Principles Study of Structural and Elastic Properties of BaWO4 Scheelite Phase Structure under Pressure

Authors: Abdennour Benmakhlouf, Abdelouahab Bentabet

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In this paper, we investigated the athermal pressure behavior of the structural and elastic properties of scheelite BaWO4 phase up to 7 GPa using the ab initio pseudo-potential method. The calculated lattice parameters pressure relation have been compared with the experimental values and found to be in good agreement with these results. Moreover, we present for the first time the investigation of the elastic properties of this compound using the density functional perturbation theory (DFPT). It is shown that this phase is mechanically stable up to 7 GPa after analyzing the calculated elastic constants. Other relevant quantities such as bulk modulus, pressure derivative of bulk modulus, shear modulus; Young’s modulus, Poisson’s ratio, anisotropy factors, Debye temperature and sound velocity have been calculated. The obtained results, which are reported for the first time to the best of the author’s knowledge, can facilitate assessment of possible applications of the title material.

Keywords: pseudo-potential method, pressure, structural and elastic properties, scheelite BaWO4 phase

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315 Solving Ill-Posed Initial Value Problems for Switched Differential Equations

Authors: Eugene Stepanov, Arcady Ponosov

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To model gene regulatory networks one uses ordinary differential equations with switching nonlinearities, where the initial value problem is known to be well-posed if the trajectories cross the discontinuities transversally. Otherwise, the initial value problem is usually ill-posed, which lead to theoretical and numerical complications. In the presentation, it is proposed to apply the theory of hybrid dynamical systems, rather than switched ones, to regularize the problem. 'Hybridization' of the switched system means that one attaches a dynamic discrete component ('automaton'), which follows the trajectories of the original system and governs its dynamics at the points of ill-posedness of the initial value problem making it well-posed. The construction of the automaton is based on the classification of the attractors of the specially designed adjoint dynamical system. Several examples are provided in the presentation, which support the suggested analysis. The method can also be of interest in other applied fields, where differential equations contain switchings, e.g. in neural field models.

Keywords: hybrid dynamical systems, ill-posed problems, singular perturbation analysis, switching nonlinearities

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314 Transport of Inertial Finite-Size Floating Plastic Pollution by Ocean Surface Waves

Authors: Ross Calvert, Colin Whittaker, Alison Raby, Alistair G. L. Borthwick, Ton S. van den Bremer

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Large concentrations of plastic have polluted the seas in the last half century, with harmful effects on marine wildlife and potentially to human health. Plastic pollution will have lasting effects because it is expected to take hundreds or thousands of years for plastic to decay in the ocean. The question arises how waves transport plastic in the ocean. The predominant motion induced by waves creates ellipsoid orbits. However, these orbits do not close, resulting in a drift. This is defined as Stokes drift. If a particle is infinitesimally small and the same density as water, it will behave exactly as the water does, i.e., as a purely Lagrangian tracer. However, as the particle grows in size or changes density, it will behave differently. The particle will then have its own inertia, the fluid will exert drag on the particle, because there is relative velocity, and it will rise or sink depending on the density and whether it is on the free surface. Previously, plastic pollution has all been considered to be purely Lagrangian. However, the steepness of waves in the ocean is small, normally about α = k₀a = 0.1 (where k₀ is the wavenumber and a is the wave amplitude), this means that the mean drift flows are of the order of ten times smaller than the oscillatory velocities (Stokes drift is proportional to steepness squared, whilst the oscillatory velocities are proportional to the steepness). Thus, the particle motion must have the forces of the full motion, oscillatory and mean flow, as well as a dynamic buoyancy term to account for the free surface, to determine whether inertia is important. To track the motion of a floating inertial particle under wave action requires the fluid velocities, which form the forcing, and the full equations of motion of a particle to be solved. Starting with the equation of motion of a sphere in unsteady flow with viscous drag. Terms can added then be added to the equation of motion to better model floating plastic: a dynamic buoyancy to model a particle floating on the free surface, quadratic drag for larger particles and a slope sliding term. Using perturbation methods to order the equation of motion into sequentially solvable parts allows a parametric equation for the transport of inertial finite-sized floating particles to be derived. This parametric equation can then be validated using numerical simulations of the equation of motion and flume experiments. This paper presents a parametric equation for the transport of inertial floating finite-size particles by ocean waves. The equation shows an increase in Stokes drift for larger, less dense particles. The equation has been validated using numerical solutions of the equation of motion and laboratory flume experiments. The difference in the particle transport equation and a purely Lagrangian tracer is illustrated using worlds maps of the induced transport. This parametric transport equation would allow ocean-scale numerical models to include inertial effects of floating plastic when predicting or tracing the transport of pollutants.

Keywords: perturbation methods, plastic pollution transport, Stokes drift, wave flume experiments, wave-induced mean flow

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313 Non-Adiabatic Silica Microfibre Sensor for BOD/COD Ratio Measurement

Authors: S. S. Chong, A. R. Abdul Aziz, S. W. Harun, H. Arof

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A miniaturized non-adiabatic silica microfiber is proposed for biological oxygen demand (BOD) ratio chemical oxygen demand (COD) sensing for the first time. BOD and COD are two main parameters to justify quality of wastewater. A ratio, BOD:COD can usually be established between the two analytical methods once COD and BOD value has been gathered. This ratio plays a vital role to determine appropriate strategy in wastewater treatment. A non-adiabatic microfiber sensor was formed by tapering the SMF to generate evanescent field where sensitive to perturbation of sensing medium. Because difference ratio BOD and COD contain in solution, this may induced changes of effective refractive index between microfiber and sensing medium. Attenuation wavelength shift to right with 0.5 nm and 3.5 nm while BOD:COD equal to 0.09 and 0.18 respectively. Significance difference wavelength shift may relate with the biodegradability of analyte. This proposed sensor is compact, reliable and feasible to determine the BOD:COD. Further research and investigation should be proceeded to enhance sensitivity and precision of the sensor for several of wastewater online monitoring.

Keywords: non-adiabatic fiber sensor, environmental sensing, biodegradability, evanescent field

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312 Reinforced Concrete Slab under Static and Dynamic Loading

Authors: Aaron Aboshio, Jianqiao Ye

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In this study, static and dynamic responses of a typical reinforced concrete flat slab, designed to British Standard (BS 8110, 1997) and under self and live loadings for dance halls are reported. Linear perturbation analysis using finite element method was employed for modal, impulse loading and frequency response analyses of the slab under the aforementioned loading condition. Results from the static and dynamic analyses, comprising of the slab fundamental frequencies and mode shapes, dynamic amplification factor, maximum deflection, stress distributions among other valuable outcomes are presented and discussed. These were gauged with the limiting provisions in the design code with a view to optimise the structure and ensure both adequate strength and economical section for large clear span slabs. This is necessary owing to the continued increase in cost of erecting building structures and the squeeze on public finance globally.

Keywords: economical design, finite element method, modal dynamics, reinforced concrete, slab

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311 Using Gaussian Process in Wind Power Forecasting

Authors: Hacene Benkhoula, Mohamed Badreddine Benabdella, Hamid Bouzeboudja, Abderrahmane Asraoui

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The wind is a random variable difficult to master, for this, we developed a mathematical and statistical methods enable to modeling and forecast wind power. Gaussian Processes (GP) is one of the most widely used families of stochastic processes for modeling dependent data observed over time, or space or time and space. GP is an underlying process formed by unrecognized operator’s uses to solve a problem. The purpose of this paper is to present how to forecast wind power by using the GP. The Gaussian process method for forecasting are presented. To validate the presented approach, a simulation under the MATLAB environment has been given.

Keywords: wind power, Gaussien process, modelling, forecasting

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310 Spherical Nonlinear Wave Propagation in Relativistic Quantum Plasma

Authors: Alireza Abdikian

Abstract:

By assuming a quantum relativistic degenerate electron-positron (e-p) plasma media, the nonlinear acoustic solitary propagation in the presence of the stationary ions for neutralizing the plasma background of bounded cylindrical geometry was investigated. By using the standard reductive perturbation technique with cooperation the quantum hydrodynamics model for the e-p fluid, the spherical Kadomtsev-Petviashvili equation was derived for small but finite amplitude waves and was given the solitary wave solution for the parameters relevant for dense astrophysical objects such as white dwarf stars. By using a suitable coordinate transformation and using improved F-expansion technique, the SKP equation can be solved analytically. The numerical results reveal that the relativistic effects lead to propagate the electrostatic bell shape structures and by increasing the relativistic effects, the amplitude and the width of the e-p acoustic solitary wave will decrease.

Keywords: Electron-positron plasma, Acoustic solitary wave, Relativistic plasmas, the spherical Kadomtsev-Petviashvili equation

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309 Maintenance Optimization for a Multi-Component System Using Factored Partially Observable Markov Decision Processes

Authors: Ipek Kivanc, Demet Ozgur-Unluakin

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Over the past years, technological innovations and advancements have played an important role in the industrial world. Due to technological improvements, the degree of complexity of the systems has increased. Hence, all systems are getting more uncertain that emerges from increased complexity, resulting in more cost. It is challenging to cope with this situation. So, implementing efficient planning of maintenance activities in such systems are getting more essential. Partially Observable Markov Decision Processes (POMDPs) are powerful tools for stochastic sequential decision problems under uncertainty. Although maintenance optimization in a dynamic environment can be modeled as such a sequential decision problem, POMDPs are not widely used for tackling maintenance problems. However, they can be well-suited frameworks for obtaining optimal maintenance policies. In the classical representation of the POMDP framework, the system is denoted by a single node which has multiple states. The main drawback of this classical approach is that the state space grows exponentially with the number of state variables. On the other side, factored representation of POMDPs enables to simplify the complexity of the states by taking advantage of the factored structure already available in the nature of the problem. The main idea of factored POMDPs is that they can be compactly modeled through dynamic Bayesian networks (DBNs), which are graphical representations for stochastic processes, by exploiting the structure of this representation. This study aims to demonstrate how maintenance planning of dynamic systems can be modeled with factored POMDPs. An empirical maintenance planning problem of a dynamic system consisting of four partially observable components deteriorating in time is designed. To solve the empirical model, we resort to Symbolic Perseus solver which is one of the state-of-the-art factored POMDP solvers enabling approximate solutions. We generate some more predefined policies based on corrective or proactive maintenance strategies. We execute the policies on the empirical problem for many replications and compare their performances under various scenarios. The results show that the computed policies from the POMDP model are superior to the others. Acknowledgment: This work is supported by the Scientific and Technological Research Council of Turkey (TÜBİTAK) under grant no: 117M587.

Keywords: factored representation, maintenance, multi-component system, partially observable Markov decision processes

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308 A Cohort and Empirical Based Multivariate Mortality Model

Authors: Jeffrey Tzu-Hao Tsai, Yi-Shan Wong

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This article proposes a cohort-age-period (CAP) model to characterize multi-population mortality processes using cohort, age, and period variables. Distinct from the factor-based Lee-Carter-type decomposition mortality model, this approach is empirically based and includes the age, period, and cohort variables into the equation system. The model not only provides a fruitful intuition for explaining multivariate mortality change rates but also has a better performance in forecasting future patterns. Using the US and the UK mortality data and performing ten-year out-of-sample tests, our approach shows smaller mean square errors in both countries compared to the models in the literature.

Keywords: longevity risk, stochastic mortality model, multivariate mortality rate, risk management

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307 An Experimental Investigation of the Cognitive Noise Influence on the Bistable Visual Perception

Authors: Alexander E. Hramov, Vadim V. Grubov, Alexey A. Koronovskii, Maria K. Kurovskaуa, Anastasija E. Runnova

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The perception of visual signals in the brain was among the first issues discussed in terms of multistability which has been introduced to provide mechanisms for information processing in biological neural systems. In this work the influence of the cognitive noise on the visual perception of multistable pictures has been investigated. The study includes an experiment with the bistable Necker cube illusion and the theoretical background explaining the obtained experimental results. In our experiments Necker cubes with different wireframe contrast were demonstrated repeatedly to different people and the probability of the choice of one of the cubes projection was calculated for each picture. The Necker cube was placed at the middle of a computer screen as black lines on a white background. The contrast of the three middle lines centered in the left middle corner was used as one of the control parameter. Between two successive demonstrations of Necker cubes another picture was shown to distract attention and to make a perception of next Necker cube more independent from the previous one. Eleven subjects, male and female, of the ages 20 through 45 were studied. The choice of the Necker cube projection was detected with the Electroencephalograph-recorder Encephalan-EEGR-19/26, Medicom MTD. To treat the experimental results we carried out theoretical consideration using the simplest double-well potential model with the presence of noise that led to the Fokker-Planck equation for the probability density of the stochastic process. At the first time an analytical solution for the probability of the selection of one of the Necker cube projection for different values of wireframe contrast have been obtained. Furthermore, having used the results of the experimental measurements with the help of the method of least squares we have calculated the value of the parameter corresponding to the cognitive noise of the person being studied. The range of cognitive noise parameter values for studied subjects turned to be [0.08; 0.55]. It should be noted, that experimental results have a good reproducibility, the same person being studied repeatedly another day produces very similar data with very close levels of cognitive noise. We found an excellent agreement between analytically deduced probability and the results obtained in the experiment. A good qualitative agreement between theoretical and experimental results indicates that even such a simple model allows simulating brain cognitive dynamics and estimating important cognitive characteristic of the brain, such as brain noise.

Keywords: bistability, brain, noise, perception, stochastic processes

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306 Smaa-Gaia: A Complementary Tool of the Smaa-Promethee Method

Authors: Y. de Smet, J. Hubinont

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PROMETHEE and GAIA are well-known Multiple Criteria Decision Aid methods. Given an evaluation table and preference parameters they allow to rank the alternatives, to visualize the problem, to perform sensitivity and robustness analysis, etc. Unfortunately, it is often hard for the Decision Maker (DM) to estimate the precise values of these parameters. Therefore an alternative option is to give ranges of potential values in order to apply Stochastic Multicriteria Acceptability Analysis. This has been recently studied in the context of the SMAA-PROMETHEE method. The aim of this contribution is to propose an SMAA extension of GAIA. We show how this tool can be useful and provide complementary information to SMAA-PROMETHEE. This is illustrated on a pedagogical example.

Keywords: multiple criteria decision making, PROMETHEE, GAIA, SMAA

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305 Spectral Clustering from the Discrepancy View and Generalized Quasirandomness

Authors: Marianna Bolla

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The aim of this paper is to compare spectral, discrepancy, and degree properties of expanding graph sequences. As we can prove equivalences and implications between them and the definition of the generalized (multiclass) quasirandomness of Lovasz–Sos (2008), they can be regarded as generalized quasirandom properties akin to the equivalent quasirandom properties of the seminal Chung-Graham-Wilson paper (1989) in the one-class scenario. Since these properties are valid for deterministic graph sequences, irrespective of stochastic models, the partial implications also justify for low-dimensional embedding of large-scale graphs and for discrepancy minimizing spectral clustering.

Keywords: generalized random graphs, multiway discrepancy, normalized modularity spectra, spectral clustering

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304 Thermodynamics of Stable Micro Black Holes Production by Modeling from the LHC

Authors: Aref Yazdani, Ali Tofighi

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We study a simulative model for production of stable micro black holes based on investigation on thermodynamics of LHC experiment. We show that how this production can be achieved through a thermodynamic process of stability. Indeed, this process can be done through a very small amount of powerful fuel. By applying the second law of black hole thermodynamics at the scale of quantum gravity and perturbation expansion of the given entropy function, a time-dependent potential function is obtained which is illustrated with exact numerical values in higher dimensions. Seeking for the conditions for stability of micro black holes is another purpose of this study. This is proven through an injection method of putting the exact amount of energy into the final phase of the production which is equivalent to the same energy injection into the center of collision at the LHC in order to stabilize the produced particles. Injection of energy into the center of collision at the LHC is a new pattern that it is worth a try for the first time.

Keywords: micro black holes, LHC experiment, black holes thermodynamics, extra dimensions model

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303 Influence of Nanoparticles Phenomena on the Peristaltic Flow of Pseudoplastic Fluid in an Inclined Asymmetric Channel with Different Wave Forms

Authors: Safia Akram

Abstract:

The influence of nanofluid with different waveforms in the presence of inclined asymmetric channel on peristaltic transport of a pseudoplastic fluid is examined. The governing equations for two-dimensional and two directional flows of a pseudoplastic fluid along with nanofluid are modeled and then simplified under the assumptions of long wavelength and low Reynolds number approximation. The exact solutions for temperature and nanoparticle volume fraction are calculated. Series solution of the stream function and pressure gradient are carried out using perturbation technique. The flow quantities have been examined for various physical parameters of interest. It was found, that the magnitude value of the velocity profile decreases with an increase in volume flow rate (Q) and relaxation times (ζ) and increases in sinusoidal, multisinusoidal, trapezoidal and triangular waves. It was also observed that the size of the trapping bolus decreases with the drop of the width of the channel ‘d’ and increases with a rise of relaxation times ζ.

Keywords: nanofluid particles, peristaltic flow, pseudoplastic fluid, different waveforms, inclined asymmetric channel

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302 VTOL-Fw Mode-Transitioning UAV Design and Analysis

Authors: Feri̇t Çakici, M. Kemal Leblebi̇ci̇oğlu

Abstract:

In this study, an unmanned aerial vehicle (UAV) with level flight, vertical take-off and landing (VTOL) and mode-transitioning capability is designed and analyzed. The platform design combines both multirotor and fixed-wing (FW) conventional airplane structures and control surfaces; therefore named as VTOL-FW. The aircraft is modeled using aerodynamical principles and linear models are constructed utilizing small perturbation theory for trim conditions. The proposed method of control includes implementation of multirotor and airplane mode controllers and design of an algorithm to transition between modes in achieving smooth switching maneuvers between VTOL and FW flight. Thus, VTOL-FW UAV’s flight characteristics are expected to be improved by enlarging operational flight envelope through enabling mode-transitioning, agile maneuvers and increasing survivability. Experiments conducted in simulation and real world environments shows that VTOL-FW UAV has both multirotor and airplane characteristics with extra benefits in an enlarged flight envelope.

Keywords: aircraft design, linear analysis, mode transitioning control, UAV

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301 Effect of Slip Condition and Magnetic Field on Unsteady MHD Thin Film Flow of a Third Grade Fluid with Heat Transfer down an Inclined Plane

Authors: Y. M. Aiyesimi, G. T. Okedayo, O. W. Lawal

Abstract:

The analysis has been carried out to study unsteady MHD thin film flow of a third grade fluid down an inclined plane with heat transfer when the slippage between the surface of plane and the lower surface of the fluid is valid. The governing nonlinear partial differential equations involved are reduced to linear partial differential equations using regular perturbation method. The resulting equations were solved analytically using method of separation of variable and eigenfunctions expansion. The solutions obtained were examined and discussed graphically. It is interesting to find that the variation of the velocity and temperature profile with the slip and magnetic field parameter depends on time.

Keywords: non-Newtonian fluid, MHD flow, thin film flow, third grade fluid, slip boundary condition, heat transfer, separation of variable, eigenfunction expansion

Procedia PDF Downloads 353
300 The Extent of Virgin Olive-Oil Prices' Distribution Revealing the Behavior of Market Speculators

Authors: Fathi Abid, Bilel Kaffel

Abstract:

The olive tree, the olive harvest during winter season and the production of olive oil better known by professionals under the name of the crushing operation have interested institutional traders such as olive-oil offices and private companies such as food industry refining and extracting pomace olive oil as well as export-import public and private companies specializing in olive oil. The major problem facing producers of olive oil each winter campaign, contrary to what is expected, it is not whether the harvest will be good or not but whether the sale price will allow them to cover production costs and achieve a reasonable margin of profit or not. These questions are entirely legitimate if we judge by the importance of the issue and the heavy complexity of the uncertainty and competition made tougher by a high level of indebtedness and the experience and expertise of speculators and producers whose objectives are sometimes conflicting. The aim of this paper is to study the formation mechanism of olive oil prices in order to learn about speculators’ behavior and expectations in the market, how they contribute by their industry knowledge and their financial alliances and the size the financial challenge that may be involved for them to build private information hoses globally to take advantage. The methodology used in this paper is based on two stages, in the first stage we study econometrically the formation mechanisms of olive oil price in order to understand the market participant behavior by implementing ARMA, SARMA, GARCH and stochastic diffusion processes models, the second stage is devoted to prediction purposes, we use a combined wavelet- ANN approach. Our main findings indicate that olive oil market participants interact with each other in a way that they promote stylized facts formation. The unstable participant’s behaviors create the volatility clustering, non-linearity dependent and cyclicity phenomena. By imitating each other in some periods of the campaign, different participants contribute to the fat tails observed in the olive oil price distribution. The best prediction model for the olive oil price is based on a back propagation artificial neural network approach with input information based on wavelet decomposition and recent past history.

Keywords: olive oil price, stylized facts, ARMA model, SARMA model, GARCH model, combined wavelet-artificial neural network, continuous-time stochastic volatility mode

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299 Comparison of the Logistic and the Gompertz Growth Functions Considering a Periodic Perturbation in the Model Parameters

Authors: Avan Al-Saffar, Eun-Jin Kim

Abstract:

Both the logistic growth model and the gompertz growth model are used to describe growth processes. Both models driven by perturbations in different cases are investigated using information theory as a useful measure of sustainability and the variability. Specifically, we study the effect of different oscillatory modulations in the system's parameters on the evolution of the system and Probability Density Function (PDF). We show the maintenance of the initial conditions for a long time. We offer Fisher information analysis in positive and/or negative feedback and explain its implications for the sustainability of population dynamics. We also display a finite amplitude solution due to the purely fluctuating growth rate whereas the periodic fluctuations in negative feedback can lead to break down the system's self-regulation with an exponentially growing solution. In the cases tested, the gompertz and logistic systems show similar behaviour in terms of information and sustainability although they develop differently in time.

Keywords: dynamical systems, fisher information, probability density function (pdf), sustainability

Procedia PDF Downloads 405