Search results for: symmetric distributions
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 864

Search results for: symmetric distributions

774 Validation of a Reloading Vehicle Design by Finite Element Analysis

Authors: Tuğrul Aksoy, Hüseyin Karabıyık

Abstract:

Reloading vehicles are the vehicles which are generally equipped with a crane and used to carry a stowage from a point and locate onto the vehicle or vice versa. In this study, structural analysis of a reloading vehicle was performed under the loads which are predicted to be exposed under operating conditions via the finite element method. Among the finite element analysis results, the stress and displacement distributions of the vehicle and the contact pressure distributions of the guide rings within the stabilization legs were examined. Vehicle design was improved by strengthening certain parts according to the analysis results. The analyses performed for the final design were verified by the experiments involving strain gauge measurements.

Keywords: structural analysis, reloading vehicle, crane, strain gauge

Procedia PDF Downloads 31
773 Education of Mothers and Influence on the Development of Intrauterine Growth Restriction

Authors: Sabina Garayeva

Abstract:

To determine the significant risk factors for intrauterine growth restriction (IUGR), we carried out a thorough study of the social status of the parents of children with IUGR. We observed 315 mothers who gave birth to children with (IUGR), of which 172 mothers with asymmetric type and 143 mothers with symmetric type of IUGR. Through a detailed survey was gathered detailed information about education of parents. The results show that the majority of mothers with IUGR had secondary education (44,8 ± 2,8%), and fathers - higher education (35,2 ± 2,7%). Whereas in the control group, the largest number of parents had higher education (mother 35,3 ± 4,4%, fathers 42,9 ± 4,5%). Number of mothers with secondary education with IUGR was significantly (p1 <0,01; χ2 = 22,67) differs from the number of mothers with physiological pregnancy with the same level of education. Meanwhile, in the group with a symmetrical embodiment of IUGR mothers with secondary formation of significantly greater 53,1 ± 4,2%, than the asymmetric embodiment IUGR 37,8 ± 3,7% (p2 <0,05; χ2 = 8 06). Among fathers with secondary education significant difference was noted in the symmetric version of IUGR 37,8 ± 4,1% more than in the control group (p1 <0,05), and among parents of children with asymmetric IUGR option prevailed fathers with higher education - 37 2 ± 3,7%. Thus, our results revealed a low educational level of the mother as a risk factor for IUGR, which further help to develop preventive and therapeutic measures to eliminate the severity of its consequences. As seen from the data presented, mothers of children with asymmetric IUGR had a school education and fathers - higher education, while in the symmetric type of both parents had secondary education. It is found that frequency of children, born with IUGR, of mothers - housewives and fathers, engage in physical labor, was high. Thus, the analysis conducted by the social status of the parents with IUGR revealed a low level of education and unemployed mothers as risk factors for this disease, which in the future will help to develop preventive and therapeutic measures to eliminate the severity of its.

Keywords: intrauterine growth restriction, education of mothers, education influence, IUGR

Procedia PDF Downloads 359
772 Potential Distribution and Electric Field Analysis around a Polluted Outdoor Polymeric Insulator with Broken Sheds

Authors: Adel Kara, Abdelhafid Bayadi, Hocine Terrab

Abstract:

This paper presents a study of electric field distribution along of 72 kV polymeric outdoor insulators with broken sheds. Different cases of damaged insulators are modeled and both of clean and polluted cases. By 3D finite element analysis using the software package COMSOL Multiphysics 4.3b. The obtained results of potential and the electrical field distribution around insulators by 3D simulation proved that finite element computations is useful tool for studying insulation electrical field distribution.

Keywords: electric field distributions, insulator, broken sheds, potential distributions

Procedia PDF Downloads 478
771 Seismic Base Shear Force Depending on Building Fundamental Period and Site Conditions: Deterministic Formulation and Probabilistic Analysis

Authors: S. Dorbani, M. Badaoui, D. Benouar

Abstract:

The aim of this paper is to investigate the effect of the building fundamental period of reinforced concrete buildings of (6, 9, and 12-storey), with different floor plans: Symmetric, mono-symmetric, and unsymmetric. These structures are erected at different epicentral distances. Using the Boumerdes, Algeria (2003) earthquake data, we focused primarily on the establishment of the deterministic formulation linking the base shear force to two parameters: The first one is the fundamental period that represents the numerical fingerprint of the structure, and the second one is the epicentral distance used to represent the impact of the earthquake on this force. In a second step, with a view to highlight the effect of uncertainty in these parameters on the analyzed response, these parameters are modeled as random variables with a log-normal distribution. The variability of the coefficients of variation of the chosen uncertain parameters, on the statistics on the seismic base shear force, showed that the effect of uncertainty on fundamental period on this force statistics is low compared to the epicentral distance uncertainty influence.

Keywords: base shear force, fundamental period, epicentral distance, uncertainty, lognormal variables, statistics

Procedia PDF Downloads 292
770 The Use of the Matlab Software as the Best Way to Recognize Penumbra Region in Radiotherapy

Authors: Alireza Shayegan, Morteza Amirabadi

Abstract:

The y tool was developed to quantitatively compare dose distributions, either measured or calculated. Before computing ɣ, the dose and distance scales of the two distributions, referred to as evaluated and reference, are re-normalized by dose and distance criteria, respectively. The re-normalization allows the dose distribution comparison to be conducted simultaneously along dose and distance axes. Several two-dimensional images were acquired using a Scanning Liquid Ionization Chamber EPID and Extended Dose Range (EDR2) films for regular and irregular radiation fields. The raw images were then converted into two-dimensional dose maps. Transitional and rotational manipulations were performed for images using Matlab software. As evaluated dose distribution maps, they were then compared with the corresponding original dose maps as the reference dose maps.

Keywords: energetic electron, gamma function, penumbra, Matlab software

Procedia PDF Downloads 270
769 Symmetric Corticobasal Degeneration: Case Report

Authors: Sultan Çağırıcı, Arsida Bajrami, Beyza Aslan, Hacı Ali Erdoğan, Nejla Sözer Topçular, Dilek Bozkurt, Vildan Yayla

Abstract:

Objective: Corticobasal syndrome (CBS) is phenotypically characterized by asymmetric rigidity, apraxia, alien-limb phenomenon, cortical sensory loss, dystonia and myoclonus. The underlying pathologies consists of corticobasal degeneration (CBD), progressive supra nuclear palsy, Alzheimer's, Creutzfeldt-Jakob and frontotemporal degeneration. CBD is a degenerative disease with clinical symptoms related to the prominent involvement of cerebral cortex and basal ganglia. CBD is a pathological diagnosis and antemortem clinical diagnosis may change many times. In this paper, we described the clinical features and discussed a cases diagnosed with symmetric CBS because of its rarity. Case: Seventy-five-year-old woman presented with a three years history of difficulty in speaking and reading. Involuntary hand jerks and slowness of movement also had began in the last six months. In the neurological examination the patient was alert but not fully oriented. The speech was non-fluent, word finding difficulties were present. Bilateral limited upgaze, bradimimia, bilateral positive cogwheel' rigidity but prominent in the right side, postural tremor and negative myoclonus during action on the left side were detected. Receptive language was normal but expressive language and repetition were impaired. Acalculia, alexia, agraphia and apraxia were also present. CSF findings were unremarkable except for elevated protein level (75 mg/dL). MRI revealed bilateral symmetric cortical atrophy prominent in the frontoparietal region. PET showed hypometabolism in the left caudate nucleus. Conclusion: The increase of data related to neurodegenerative disorders associated with dementia, movement disorders and other findings results in an expanded range of diagnosis and transitions between clinical diagnosis. When considered the age of onset, clinical symptoms, imaging findings and prognosis of this patient, clinical diagnosis was CBS and pathologic diagnosis as probable CBD. Imaging of CBD usually consist of typical asymmetry between hemispheres. Still few cases with clinical appearance of CBD may show symmetrical cortical cerebral atrophy. It is presented this case who was diagnosed with CBD although we found symmetrical cortical cerebral atrophy in MRI.

Keywords: symmetric cortical atrophy, corticobasal degeneration, corticobasal syndrome

Procedia PDF Downloads 425
768 Computational Fluid Dynamic Investigation into the Relationship between Pressure and Velocity Distributions within a Microfluidic Feedback Oscillator

Authors: Zara L. Sheady

Abstract:

Fluidic oscillators are being utilised in an increasing number of applications in a wide variety of areas; these include on-board vehicle cleaning systems, flow separation control on aircraft and in fluidic circuitry. With this increased use, there is a further understanding required for the mechanics of the fluidics of the fluidic oscillator and why they work in the manner that they do. ANSYS CFX has been utilized to visualise the pressure and velocity within a microfluidic feedback oscillator. The images demonstrate how the pressure vortices build within the oscillator at the points where the velocity is diverted from linear motion through the oscillator. With an enhanced understanding of the pressure and velocity distributions within a fluidic oscillator, it will enable users of microfluidics to more greatly tailor fluidic nozzles to their specification.

Keywords: ANSYS CFX, control, fluidic oscillators, mechanics, pressure, relationship, velocity

Procedia PDF Downloads 309
767 A Bayesian Model with Improved Prior in Extreme Value Problems

Authors: Eva L. Sanjuán, Jacinto Martín, M. Isabel Parra, Mario M. Pizarro

Abstract:

In Extreme Value Theory, inference estimation for the parameters of the distribution is made employing a small part of the observation values. When block maxima values are taken, many data are discarded. We developed a new Bayesian inference model to seize all the information provided by the data, introducing informative priors and using the relations between baseline and limit parameters. Firstly, we studied the accuracy of the new model for three baseline distributions that lead to a Gumbel extreme distribution: Exponential, Normal and Gumbel. Secondly, we considered mixtures of Normal variables, to simulate practical situations when data do not adjust to pure distributions, because of perturbations (noise).

Keywords: bayesian inference, extreme value theory, Gumbel distribution, highly informative prior

Procedia PDF Downloads 162
766 Investigation of Gas Tungsten Arc Welding Parameters on Residual Stress of Heat Affected Zone in Inconel X750 Super Alloy Welding Using Finite Element Method

Authors: Kimia Khoshdel Vajari, Saber Saffar

Abstract:

Reducing the residual stresses caused by welding is desirable for the industry. The effect of welding sequence, as well as the effect of yield stress on the number of residual stresses generated in Inconel X750 superalloy sheets and beams, have been investigated. The finite element model used in this research is a three-dimensional thermal and mechanical model, and the type of analysis is indirect coupling. This analysis is done in two stages. First, thermal analysis is performed, and then the thermal changes of the first analysis are used as the applied load in the second analysis. ABAQUS has been used for modeling, and the Dflux subroutine has been used in the Fortran programming environment to move the arc and the molten pool. The results of this study show that the amount of tensile residual stress in symmetric, discontinuous, and symmetric-discontinuous welds is reduced to a maximum of 27%, 54%, and 37% compared to direct welding, respectively. The results also show that the amount of residual stresses created by welding increases linearly with increasing yield stress with a slope of 40%.

Keywords: residual stress, X750 superalloy, finite element, welding, thermal analysis

Procedia PDF Downloads 77
765 Classifying Time Independent Plane Symmetric Spacetime through Noether`s Approach

Authors: Nazish Iftikhar, Adil Jhangeer, Tayyaba Naz

Abstract:

The universe is expanding at an accelerated rate. Symmetries are useful in understanding universe’s behavior. Emmy Noether reported the relation between symmetries and conservation laws. These symmetries are known as Noether symmetries which correspond to a conserved quantity. In differential equations, conservation laws play an important role. Noether symmetries are helpful in modified theories of gravity. Time independent plane symmetric spacetime was classified by Noether`s theorem. By using Noether`s theorem, set of linear partial differential equations was obtained having A(r), B(r) and F(r) as unknown radial functions. The Lagrangian corresponding to considered spacetime in the Noether equation was used to get Noether operators. Different possibilities of radial functions were considered. Firstly, all functions were same. All the functions were considered as non-zero constant, linear, reciprocal and exponential respectively. Secondly, two functions were proportional to each other keeping third function different. Second case has four subcases in which four different relationships between A(r), B(r) and F(r) were discussed. In all cases, we obtained nontrivial Noether operators including gauge term. Conserved quantities for each Noether operators were also presented.

Keywords: Noether gauge symmetries, radial function, Noether operator, conserved quantities

Procedia PDF Downloads 193
764 Frequency Analysis of Minimum Ecological Flow and Gage Height in Indus River Using Maximum Likelihood Estimation

Authors: Tasir Khan, Yejuan Wan, Kalim Ullah

Abstract:

Hydrological frequency analysis has been conducted to estimate the minimum flow elevation of the Indus River in Pakistan to protect the ecosystem. The Maximum likelihood estimation (MLE) technique is used to estimate the best-fitted distribution for Minimum Ecological Flows at nine stations of the Indus River in Pakistan. The four selected distributions, Generalized Extreme Value (GEV) distribution, Generalized Logistics (GLO) distribution, Generalized Pareto (GPA) distribution, and Pearson type 3 (PE3) are fitted in all sites, usually used in hydro frequency analysis. Compare the performance of these distributions by using the goodness of fit tests, such as the Kolmogorov Smirnov test, Anderson darling test, and chi-square test. The study concludes that the Maximum Likelihood Estimation (MLE) method recommended that GEV and GPA are the most suitable distributions which can be effectively applied to all the proposed sites. The quantiles are estimated for the return periods from 5 to 1000 years by using MLE, estimations methods. The MLE is the robust method for larger sample sizes. The results of these analyses can be used for water resources research, including water quality management, designing irrigation systems, determining downstream flow requirements for hydropower, and the impact of long-term drought on the country's aquatic system.

Keywords: minimum ecological flow, frequency distribution, indus river, maximum likelihood estimation

Procedia PDF Downloads 51
763 Design of Two-Channel Quincunx Quadrature Mirror Filter Banks Using Digital All-Pass Lattice Filters

Authors: Ju-Hong Lee, Chong-Jia Ciou

Abstract:

This paper deals with the problem of two-dimensional (2-D) recursive two-channel quincunx quadrature mirror filter (QQMF) banks design. The analysis and synthesis filters of the 2-D recursive QQMF bank are composed of 2-D recursive digital allpass lattice filters (DALFs) with symmetric half-plane (SHP) support regions. Using the 2-D doubly complementary half-band (DC-HB) property possessed by the analysis and synthesis filters, we facilitate the design of the proposed QQMF bank. For finding the coefficients of the 2-D recursive SHP DALFs, we present a structure of 2-D recursive digital allpass filters by using 2-D SHP recursive digital all-pass lattice filters (DALFs). The novelty of using 2-D SHP recursive DALFs to construct a 2-D recursive QQMF bank is that the resulting 2-D recursive QQMF bank provides better performance than the existing 2-D recursive QQMF banks. Simulation results are also presented for illustration and comparison.

Keywords: all-pass digital filter, lattice structure, quincunx QMF bank, symmetric half-plane digital filter

Procedia PDF Downloads 327
762 Using Nonhomogeneous Poisson Process with Compound Distribution to Price Catastrophe Options

Authors: Rong-Tsorng Wang

Abstract:

In this paper, we derive a pricing formula for catastrophe equity put options (or CatEPut) with non-homogeneous loss and approximated compound distributions. We assume that the loss claims arrival process is a nonhomogeneous Poisson process (NHPP) representing the clustering occurrences of loss claims, the size of loss claims is a sequence of independent and identically distributed random variables, and the accumulated loss distribution forms a compound distribution and is approximated by a heavy-tailed distribution. A numerical example is given to calibrate parameters, and we discuss how the value of CatEPut is affected by the changes of parameters in the pricing model we provided.

Keywords: catastrophe equity put options, compound distributions, nonhomogeneous Poisson process, pricing model

Procedia PDF Downloads 128
761 Influence of Electrode Assembly on Catalytic Activation and Deactivation of a PT Film Immobilized H+ Conducting Solid Electrolyte in Electrocatalytic Reduction Reactions

Authors: M. A. Hasnat, M. Amirul Islam, M. A. Rashed, Jamil. Safwan, M. Mahabubul Alam

Abstract:

Symmetric (Cu–Pt|Nafion|Pt–Cu) and asymmetric(Pt|Nafion|Pt–Cu) assemblies were fabricated to study the nitrate reduction processes at the cathode. The electrocatalytic nitrate reduction reactions were performed in these assemblies in order to investigate the prerequisite for the enhanced catalytic activity, electrochemical cell durability as well as preferable product selectivity resulting from the reduction of nitrate at the cathode. It has been observed for the symmetric assembly that Cu particles were oxidized on the anode surface under an applied potential and the resulting copper ions migrated to the cathode surface through the Nafion membrane, which deposited as copper oxide on the cathode surface. The formation of this copper oxide covering layer on the Pt–Cu cathode surface is attributed as the reason for the deactivation of the cathode that governed the reduced nitrate reduction along with increasing nitrite selectivity. These problems were addressed and resolved with the asymmetric design of the electrocatalytic reactor, where enhanced hydrogen evolution activates the surface by eroding the CuO over layer as well as speeding up the slow rate determining hydrogenation reactions.

Keywords: membrane, nitrate, electrocatalysis, voltammetry, electrolysis

Procedia PDF Downloads 233
760 Urban-Rural Inequality in Mexico after Nafta: A Quantile Regression Analysis

Authors: Rene Valdiviezo-Issa

Abstract:

In this paper, we use Mexico’s Households Income and Expenditures (ENIGH) survey to explain the behaviour that the urban-rural expenditure gap has had since Mexico’s incorporation to the North American Free Trade Agreement (NAFTA) in 1994 and we compare it with the latest available survey, which took place in 2014. We use real trimestral expenditure per capita (RTEPC) as the measure of welfare. We use quantile regressions and a quantile regression decomposition to describe the gap between urban and rural distributions of log RTEPC. We discover that the decrease in the difference between the urban and rural distributions of log RTEPC, or inequality, is motivated because of a deprivation of the urban areas, in very specific characteristics, rather than an improvement of the urban areas. When using the decomposition we observe that the gap is primarily brought about because differences in returns to covariates between the urban and rural areas.

Keywords: quantile regression, urban-rural inequality, inequality in Mexico, income decompositon

Procedia PDF Downloads 253
759 The Effect of Non-Normality on CB-SEM and PLS-SEM Path Estimates

Authors: Z. Jannoo, B. W. Yap, N. Auchoybur, M. A. Lazim

Abstract:

The two common approaches to Structural Equation Modeling (SEM) are the Covariance-Based SEM (CB-SEM) and Partial Least Squares SEM (PLS-SEM). There is much debate on the performance of CB-SEM and PLS-SEM for small sample size and when distributions are non-normal. This study evaluates the performance of CB-SEM and PLS-SEM under normality and non-normality conditions via a simulation. Monte Carlo Simulation in R programming language was employed to generate data based on the theoretical model with one endogenous and four exogenous variables. Each latent variable has three indicators. For normal distributions, CB-SEM estimates were found to be inaccurate for small sample size while PLS-SEM could produce the path estimates. Meanwhile, for a larger sample size, CB-SEM estimates have lower variability compared to PLS-SEM. Under non-normality, CB-SEM path estimates were inaccurate for small sample size. However, CB-SEM estimates are more accurate than those of PLS-SEM for sample size of 50 and above. The PLS-SEM estimates are not accurate unless sample size is very large.

Keywords: CB-SEM, Monte Carlo simulation, normality conditions, non-normality, PLS-SEM

Procedia PDF Downloads 368
758 Micromechanical Modeling of Fiber-Matrix Debonding in Unidirectional Composites

Authors: M. Palizvan, M. T. Abadi, M. H. Sadr

Abstract:

Due to variations in damage mechanisms in the microscale, the behavior of fiber-reinforced composites is nonlinear and difficult to model. To make use of computational advantages, homogenization method is applied to the micro-scale model in order to minimize the cost at the expense of detail of local microscale phenomena. In this paper, the effective stiffness is calculated using the homogenization of nonlinear behavior of a composite representative volume element (RVE) containing fiber-matrix debonding. The damage modes for the RVE are considered by using cohesive elements and contacts for the cohesive behavior of the interface between fiber and matrix. To predict more realistic responses of composite materials, different random distributions of fibers are proposed besides square and hexagonal arrays. It was shown that in some cases, there is quite different damage behavior in different fiber distributions. A comprehensive comparison has been made between different graphs.

Keywords: homogenization, cohesive zone model, fiber-matrix debonding, RVE

Procedia PDF Downloads 140
757 Modeling of System Availability and Bayesian Analysis of Bivariate Distribution

Authors: Muhammad Farooq, Ahtasham Gul

Abstract:

To meet the desired standard, it is important to monitor and analyze different engineering processes to get desired output. The bivariate distributions got a lot of attention in recent years to describe the randomness of natural as well as artificial mechanisms. In this article, a bivariate model is constructed using two independent models developed by the nesting approach to study the effect of each component on reliability for better understanding. Further, the Bayes analysis of system availability is studied by considering prior parametric variations in the failure time and repair time distributions. Basic statistical characteristics of marginal distribution, like mean median and quantile function, are discussed. We use inverse Gamma prior to study its frequentist properties by conducting Monte Carlo Markov Chain (MCMC) sampling scheme.

Keywords: reliability, system availability Weibull, inverse Lomax, Monte Carlo Markov Chain, Bayesian

Procedia PDF Downloads 45
756 Identification of Outliers in Flood Frequency Analysis: Comparison of Original and Multiple Grubbs-Beck Test

Authors: Ayesha S. Rahman, Khaled Haddad, Ataur Rahman

Abstract:

At-site flood frequency analysis is used to estimate flood quantiles when at-site record length is reasonably long. In Australia, FLIKE software has been introduced for at-site flood frequency analysis. The advantage of FLIKE is that, for a given application, the user can compare a number of most commonly adopted probability distributions and parameter estimation methods relatively quickly using a windows interface. The new version of FLIKE has been incorporated with the multiple Grubbs and Beck test which can identify multiple numbers of potentially influential low flows. This paper presents a case study considering six catchments in eastern Australia which compares two outlier identification tests (original Grubbs and Beck test and multiple Grubbs and Beck test) and two commonly applied probability distributions (Generalized Extreme Value (GEV) and Log Pearson type 3 (LP3)) using FLIKE software. It has been found that the multiple Grubbs and Beck test when used with LP3 distribution provides more accurate flood quantile estimates than when LP3 distribution is used with the original Grubbs and Beck test. Between these two methods, the differences in flood quantile estimates have been found to be up to 61% for the six study catchments. It has also been found that GEV distribution (with L moments) and LP3 distribution with the multiple Grubbs and Beck test provide quite similar results in most of the cases; however, a difference up to 38% has been noted for flood quantiles for annual exceedance probability (AEP) of 1 in 100 for one catchment. These findings need to be confirmed with a greater number of stations across other Australian states.

Keywords: floods, FLIKE, probability distributions, flood frequency, outlier

Procedia PDF Downloads 407
755 Mixtures of Length-Biased Weibull Distributions for Loss Severity Modelling

Authors: Taehan Bae

Abstract:

In this paper, a class of length-biased Weibull mixtures is presented to model loss severity data. The proposed model generalizes the Erlang mixtures with the common scale parameter, and it shares many important modelling features, such as flexibility to fit various data distribution shapes and weak-denseness in the class of positive continuous distributions, with the Erlang mixtures. We show that the asymptotic tail estimate of the length-biased Weibull mixture is Weibull-type, which makes the model effective to fit loss severity data with heavy-tailed observations. A method of statistical estimation is discussed with applications on real catastrophic loss data sets.

Keywords: Erlang mixture, length-biased distribution, transformed gamma distribution, asymptotic tail estimate, EM algorithm, expectation-maximization algorithm

Procedia PDF Downloads 195
754 Time Series Simulation by Conditional Generative Adversarial Net

Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

Abstract:

Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: conditional generative adversarial net, market and credit risk management, neural network, time series

Procedia PDF Downloads 106
753 A Molecular Dynamics Study on Intermittent Plasticity and Dislocation Avalanche Emissions in FCC and BCC Crystals

Authors: Javier Varillas, Jorge Alcalá

Abstract:

We investigate dislocation avalanche phenomena in face-centered cubic (FCC) and body-centered cubic (BCC) crystals using massive, large-scale molecular dynamics (MD) simulations. The analysis is focused on the intermittent development of dense dislocation arrangements subjected to uniaxial tensile straining under displacement control. We employ a novel computational scheme that allows us to inject an entangled dislocation structure in periodic MD domains. We assess the emission of plastic bursts (or dislocation avalanches) in terms of the sharp stress drops detected in the stress-strain curve. The plastic activity corresponds to the sporadic operation of specific dislocation glide processes exhibiting quiescent periods between successive avalanche events. We find that the plastic intermittences in our simulations do not overlap in time under sufficiently low strain rates as dissipation operates faster than driving, where the dense dislocation networks evolve through the emission of dislocation avalanche events whose carried slip adheres to self-organized power-law distributions. These findings enable the extension of the slip distributions obtained from strict displacement-controlled micropillar compression experiments towards smaller values of slip size. Our results furnish further understanding upon the development of entangled dislocation networks in metal plasticity, including specific mechanisms of dislocation propagation and annihilation, along with the evolution of specific dislocation populations through dislocation density analyses.

Keywords: dislocations, intermittent plasticity, molecular dynamics, slip distributions

Procedia PDF Downloads 108
752 Stock Market Developments, Income Inequality, Wealth Inequality

Authors: Quang Dong Dang

Abstract:

This paper examines the possible effects of stock market developments by channels on income and wealth inequality. We use the Bayesian Multilevel Model with the explanatory variables of the market’s channels, such as accessibility, efficiency, and market health in six selected countries: the US, UK, Japan, Vietnam, Thailand, and Malaysia. We found that generally, the improvements in the stock market alleviate income inequality. However, stock market expansions in higher-income countries are likely to trigger income inequality. We also found that while enhancing the quality of channels of the stock market has counter-effects on wealth equality distributions, open accessibilities help reduce wealth inequality distributions within the scope of the study. In addition, the inverted U-shaped hypothesis seems not to be valid in six selected countries between the period from 2006 to 2020.

Keywords: Bayesian multilevel model, income inequality, inverted u-shaped hypothesis, stock market development, wealth inequality

Procedia PDF Downloads 64
751 A Deterministic Large Deviation Model Based on Complex N-Body Systems

Authors: David C. Ni

Abstract:

In the previous efforts, we constructed N-Body Systems by an extended Blaschke product (EBP), which represents a non-temporal and nonlinear extension of Lorentz transformation. In this construction, we rely only on two parameters, nonlinear degree, and relative momentum to characterize the systems. We further explored root computation via iteration with an algorithm extended from Jenkins-Traub method. The solution sets demonstrate a form of σ+ i [-t, t], where σ and t are the real numbers, and the [-t, t] shows various canonical distributions. In this paper, we correlate the convergent sets in the original domain with solution sets, which demonstrating large-deviation distributions in the codomain. We proceed to compare our approach with the formula or principles, such as Donsker-Varadhan and Wentzell-Freidlin theories. The deterministic model based on this construction allows us to explore applications in the areas of finance and statistical mechanics.

Keywords: nonlinear Lorentz transformation, Blaschke equation, iteration solutions, root computation, large deviation distribution, deterministic model

Procedia PDF Downloads 363
750 Numerical Simulation of the Coal Spontaneous Combustion Dangerous Area in Composite Long-Wall Gobs

Authors: Changshan Zhang, Zhijin Yu, Shixing Fan

Abstract:

A comprehensive hazard evaluation for coal self-heating in composite long-wall gobs is heavily dependent on computational simulation. In this study, the spatial distributions of cracks which caused significant air leakage were simulated by universal distinct element code (UDEC) simulation. Based on the main routes of air leakage and characteristics of coal self-heating, a computational fluid dynamics (CFD) modeling was conducted to model the coal spontaneous combustion dangerous area in composite long-wall gobs. The results included the oxygen concentration distributions and temperature profiles showed that the numerical approach is validated by comparison with the test data. Furthermore, under the conditions of specific engineering, the major locations where some techniques for extinguishing and preventing long-wall gob fires need to be put into practice were also examined.

Keywords: computational simulation, UDEC simulation, coal self-heating, CFD modeling, long-wall gobs

Procedia PDF Downloads 272
749 Modeling Depth Averaged Velocity and Boundary Shear Stress Distributions

Authors: Ebissa Gadissa Kedir, C. S. P. Ojha, K. S. Hari Prasad

Abstract:

In the present study, the depth-averaged velocity and boundary shear stress in non-prismatic compound channels with three different converging floodplain angles ranging from 1.43ᶱ to 7.59ᶱ have been studied. The analytical solutions were derived by considering acting forces on the channel beds and walls. In the present study, five key parameters, i.e., non-dimensional coefficient, secondary flow term, secondary flow coefficient, friction factor, and dimensionless eddy viscosity, were considered and discussed. An expression for non-dimensional coefficient and integration constants was derived based on the boundary conditions. The model was applied to different data sets of the present experiments and experiments from other sources, respectively, to examine and analyse the influence of floodplain converging angles on depth-averaged velocity and boundary shear stress distributions. The results show that the non-dimensional parameter plays important in portraying the variation of depth-averaged velocity and boundary shear stress distributions with different floodplain converging angles. Thus, the variation of the non-dimensional coefficient needs attention since it affects the secondary flow term and secondary flow coefficient in both the main channel and floodplains. The analysis shows that the depth-averaged velocities are sensitive to a shear stress-dependent model parameter non-dimensional coefficient, and the analytical solutions are well agreed with experimental data when five parameters are included. It is inferred that the developed model may facilitate the interest of others in complex flow modeling.

Keywords: depth-average velocity, converging floodplain angles, non-dimensional coefficient, non-prismatic compound channels

Procedia PDF Downloads 46
748 Wind Power Density and Energy Conversion in Al-Adwas Ras-Huwirah Area, Hadhramout, Yemen

Authors: Bawadi M. A., Abbad J. A., Baras E. A.

Abstract:

This study was conducted to assess wind energy resources in the area of Al-Adwas Ras-Huwirah Hadhramout Governorate, Yemen, through using statistical calculations, the Weibull model and SPSS program were used in the monthly and the annual to analyze the wind energy resource; the convergence of wind energy; turbine efficiency in the selected area. Wind speed data was obtained from NASA over a period of ten years (2010-2019) and at heights of 50 m above ground level. Probability distributions derived from wind data and their distribution parameters are determined. The density probability function is fitted to the measured probability distributions on an annual basis. This study also involves locating preliminary sites for wind farms using Geographic Information System (GIS) technology. This further leads to maximizing the output energy from the most suitable wind turbines in the proposed site.

Keywords: wind speed analysis, Yemen wind energy, wind power density, Weibull distribution model

Procedia PDF Downloads 53
747 A Parametric Investigation into the Free Vibration and Flutter Characteristics of High Aspect Ratio Aircraft Wings Using Polynomial Distributions of Stiffness and Mass Properties

Authors: Ranjan Banerjee, W. D. Gunawardana

Abstract:

The free vibration and flutter analysis plays a major part in aircraft design which is indeed, a mandatory requirement. In particular, high aspect ratio transport airliner wings are prone to free vibration and flutter problems that must be addressed during the design process as demanded by the airworthiness authorities. The purpose of this paper is to carry out a detailed free vibration and flutter analysis for a wide range of high aspect ratio aircraft wings and generate design curves to provide useful visions and understandings of aircraft design from an aeroelastic perspective. In the initial stage of the investigation, the bending and torsional stiffnesses of a number of transport aircraft wings are looked at and critically examined to see whether it is possible to express the stiffness distributions in polynomial form, but in a sufficiently accurate manner. A similar attempt is made for mass and mass moment of inertia distributions of the wing. Once the choice of stiffness and mass distributions in polynomial form is made, the high aspect ratio wing is idealised by a series of bending-torsion coupled beams from a structural standpoint. Then the dynamic stiffness method is applied to compute the natural frequencies and mode shape of the wing. Next the wing is idealised aerodynamically and to this end, unsteady aerodynamic of Theodorsen type is employed to represent the harmonically oscillating wing. Following this step, a normal mode method through the use of generalised coordinates is applied to formulate the flutter problem. In essence, the generalised mass, stiffness and aerodynamic matrices are combined to obtain the flutter matrix which is subsequently solved in the complex domain to determine the flutter speed and flutter frequency. In the final stage of the investigation, an exhaustive parametric study is carried out by varying significant wing parameters to generate design curves which help to predict the free vibration and flutter behaviour of high aspect ratio transport aircraft wings in a generic manner. It is in the aeroelastic context of aircraft design where the results are expected to be most useful.

Keywords: high-aspect ratio wing, flutter, dynamic stiffness method, free vibration, aeroelasticity

Procedia PDF Downloads 258
746 Refined Procedures for Second Order Asymptotic Theory

Authors: Gubhinder Kundhi, Paul Rilstone

Abstract:

Refined procedures for higher-order asymptotic theory for non-linear models are developed. These include a new method for deriving stochastic expansions of arbitrary order, new methods for evaluating the moments of polynomials of sample averages, a new method for deriving the approximate moments of the stochastic expansions; an application of these techniques to gather improved inferences with the weak instruments problem is considered. It is well established that Instrumental Variable (IV) estimators in the presence of weak instruments can be poorly behaved, in particular, be quite biased in finite samples. In our application, finite sample approximations to the distributions of these estimators are obtained using Edgeworth and Saddlepoint expansions. Departures from normality of the distributions of these estimators are analyzed using higher order analytical corrections in these expansions. In a Monte-Carlo experiment, the performance of these expansions is compared to the first order approximation and other methods commonly used in finite samples such as the bootstrap.

Keywords: edgeworth expansions, higher order asymptotics, saddlepoint expansions, weak instruments

Procedia PDF Downloads 246
745 Base Change for Fisher Metrics: Case of the q-Gaussian Inverse Distribution

Authors: Gabriel I. Loaiza Ossa, Carlos A. Cadavid Moreno, Juan C. Arango Parra

Abstract:

It is known that the Riemannian manifold determined by the family of inverse Gaussian distributions endowed with the Fisher metric has negative constant curvature κ= -1/2, as does the family of usual Gaussian distributions. In the present paper, firstly, we arrive at this result by following a different path, much simpler than the previous ones. We first put the family in exponential form, thus endowing the family with a new set of parameters, or coordinates, θ₁, θ₂; then we determine the matrix of the Fisher metric in terms of these parameters; and finally we compute this matrix in the original parameters. Secondly, we define the inverse q-Gaussian distribution family (q < 3) as the family obtained by replacing the usual exponential function with the Tsallis q-exponential function in the expression for the inverse Gaussian distribution and observe that it supports two possible geometries, the Fisher and the q-Fisher geometry. And finally, we apply our strategy to obtain results about the Fisher and q-Fisher geometry of the inverse q-Gaussian distribution family, similar to the ones obtained in the case of the inverse Gaussian distribution family.

Keywords: base of changes, information geometry, inverse Gaussian distribution, inverse q-Gaussian distribution, statistical manifolds

Procedia PDF Downloads 204