Search results for: multi-Monte Carlo method.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8178

Search results for: multi-Monte Carlo method.

7878 Multi-Dimensional Concerns Mining for Web Applications via Concept-Analysis

Authors: Carlo Bellettini, Alessandro Marchetto, Andrea Trentini

Abstract:

Web applications have become very complex and crucial, especially when combined with areas such as CRM (Customer Relationship Management) and BPR (Business Process Reengineering), the scientific community has focused attention to Web applications design, development, analysis, and testing, by studying and proposing methodologies and tools. This paper proposes an approach to automatic multi-dimensional concern mining for Web Applications, based on concepts analysis, impact analysis, and token-based concern identification. This approach lets the user to analyse and traverse Web software relevant to a particular concern (concept, goal, purpose, etc.) via multi-dimensional separation of concerns, to document, understand and test Web applications. This technique was developed in the context of WAAT (Web Applications Analysis and Testing) project. A semi-automatic tool to support this technique is currently under development.

Keywords: Concepts Analysis, Concerns Mining, Multi-Dimensional Separation of Concerns, Impact Analysis.

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7877 A New Method for Identifying Broken Rotor Bars in Squirrel Cage Induction Motor Based on Particle Swarm Optimization Method

Authors: V. Rashtchi, R. Aghmasheh

Abstract:

Detection of squirrel cage induction motor (SCIM) broken bars has long been an important but difficult job in the detection area of motor faults. Early detection of this abnormality in the motor would help to avoid costly breakdowns. A new detection method based on particle swarm optimization (PSO) is presented in this paper. Stator current in an induction motor will be measured and characteristic frequency components of faylted rotor will be detected by minimizing a fitness function using pso. Supply frequency and side band frequencies and their amplitudes can be estimated by the proposed method. The proposed method is applied to a faulty motor with one and two broken bars in different loading condition. Experimental results prove that the proposed method is effective and applicable.

Keywords: broken bar, PSO, fault detection, SCIM

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7876 A New Verified Method for Solving Nonlinear Equations

Authors: Taher Lotfi , Parisa Bakhtiari , Katayoun Mahdiani , Mehdi Salimi

Abstract:

In this paper, verified extension of the Ostrowski method which calculates the enclosure solutions of a given nonlinear equation is introduced. Also, error analysis and convergence will be discussed. Some implemented examples with INTLAB are also included to illustrate the validity and applicability of the scheme.

Keywords: Iinterval analysis, nonlinear equations, Ostrowski method.

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7875 Seven step Adams Type Block Method With Continuous Coefficient For Periodic Ordinary Differential Equation

Authors: Olusheye Akinfenwa

Abstract:

We consider the development of an eight order Adam-s type method, with A-stability property discussed by expressing them as a one-step method in higher dimension. This makes it suitable for solving variety of initial-value problems. The main method and additional methods are obtained from the same continuous scheme derived via interpolation and collocation procedures. The methods are then applied in block form as simultaneous numerical integrators over non-overlapping intervals. Numerical results obtained using the proposed block form reveals that it is highly competitive with existing methods in the literature.

Keywords: Block Adam's type Method; Periodic Ordinary Differential Equation; Stability.

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7874 Numerical Solution of Infinite Boundary Integral Equation by Using Galerkin Method with Laguerre Polynomials

Authors: N. M. A. Nik Long, Z. K. Eshkuvatov, M. Yaghobifar, M. Hasan

Abstract:

In this paper the exact solution of infinite boundary integral equation (IBIE) of the second kind with degenerate kernel is presented. Moreover Galerkin method with Laguerre polynomial is applied to get the approximate solution of IBIE. Numerical examples are given to show the validity of the method presented.

Keywords: Approximation, Galerkin method, Integral equations, Laguerre polynomial.

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7873 Performance Analysis of the Time-Based and Periodogram-Based Energy Detector for Spectrum Sensing

Authors: Sadaf Nawaz, Adnan Ahmed Khan, Asad Mahmood, Chaudhary Farrukh Javed

Abstract:

Classically, an energy detector is implemented in time domain (TD). However, frequency domain (FD) based energy detector has demonstrated an improved performance. This paper presents a comparison between the two approaches as to analyze their pros and cons. A detailed performance analysis of the classical TD energy-detector and the periodogram based detector is performed. Exact and approximate mathematical expressions for probability of false alarm (Pf) and probability of detection (Pd) are derived for both approaches. The derived expressions naturally lead to an analytical as well as intuitive reasoning for the improved performance of (Pf) and (Pd) in different scenarios. Our analysis suggests the dependence improvement on buffer sizes. Pf is improved in FD, whereas Pd is enhanced in TD based energy detectors. Finally, Monte Carlo simulations results demonstrate the analysis reached by the derived expressions.

Keywords: Cognitive radio, energy detector, periodogram, spectrum sensing.

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7872 A Meshfree Solution of Tow-Dimensional Potential Flow Problems

Authors: I. V. Singh, A. Singh

Abstract:

In this paper, mesh-free element free Galerkin (EFG) method is extended to solve two-dimensional potential flow problems. Two ideal fluid flow problems (i.e. flow over a rigid cylinder and flow over a sphere) have been formulated using variational approach. Penalty and Lagrange multiplier techniques have been utilized for the enforcement of essential boundary conditions. Four point Gauss quadrature have been used for the integration on two-dimensional domain (Ω) and nodal integration scheme has been used to enforce the essential boundary conditions on the edges (┌). The results obtained by EFG method are compared with those obtained by finite element method. The effects of scaling and penalty parameters on EFG results have also been discussed in detail.

Keywords: Meshless, EFG method, potential flow, Lagrange multiplier method, penalty method, penalty parameter and scaling parameter

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7871 Hybrid Coding for Animated Polygonal Meshes

Authors: Jinghua Zhang, Charles B. Owen, Jinsheng Xu

Abstract:

A new hybrid coding method for compressing animated polygonal meshes is presented. This paper assumes the simplistic representation of the geometric data: a temporal sequence of polygonal meshes for each discrete frame of the animated sequence. The method utilizes a delta coding and an octree-based method. In this hybrid method, both the octree approach and the delta coding approach are applied to each single frame in the animation sequence in parallel. The approach that generates the smaller encoded file size is chosen to encode the current frame. Given the same quality requirement, the hybrid coding method can achieve much higher compression ratio than the octree-only method or the delta-only method. The hybrid approach can represent 3D animated sequences with higher compression factors while maintaining reasonable quality. It is easy to implement and have a low cost encoding process and a fast decoding process, which make it a better choice for real time application.

Keywords: animated polygonal meshes, compression, deltacoding, octree.

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7870 Linear Elasticity Problems Solved by Using the Fictitious Domain Method and Total - FETI Domain Decomposition

Authors: Lukas Mocek, Alexandros Markopoulos

Abstract:

The main goal of this paper is to show a possibility, how to solve numerically elliptic boundary value problems arising in 2D linear elasticity by using the fictitious domain method (FDM) and the Total-FETI domain decomposition method. We briefly mention the theoretical background of these methods and demonstrate their performance on a benchmark.

Keywords: Linear elasticity, fictitious domain method, Total-FETI, domain decomposition, saddle-point system.

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7869 Some Computational Results on MPI Parallel Implementation of Dense Simplex Method

Authors: El-Said Badr, Mahmoud Moussa, Konstantinos Paparrizos, Nikolaos Samaras, Angelo Sifaleras

Abstract:

There are two major variants of the Simplex Algorithm: the revised method and the standard, or tableau method. Today, all serious implementations are based on the revised method because it is more efficient for sparse linear programming problems. Moreover, there are a number of applications that lead to dense linear problems so our aim in this paper is to present some computational results on parallel implementation of dense Simplex Method. Our implementation is implemented on a SMP cluster using C programming language and the Message Passing Interface MPI. Preliminary computational results on randomly generated dense linear programs support our results.

Keywords: Linear Programming, MPI, Parallel Implementation, Simplex Algorithm.

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7868 MP-SMC-I Method for Slip Suppression of Electric Vehicles under Braking

Authors: Tohru Kawabe

Abstract:

In this paper, a new SMC (Sliding Mode Control) method with MP (Model Predictive Control) integral action for the slip suppression of EV (Electric Vehicle) under braking is proposed. The proposed method introduce the integral term with standard SMC gain , where the integral gain is optimized for each control period by the MPC algorithms. The aim of this method is to improve the safety and the stability of EVs under braking by controlling the wheel slip ratio. There also include numerical simulation results to demonstrate the effectiveness of the method.

Keywords: Sliding Mode Control, Model Predictive Control, Integral Action, Electric Vehicle, Slip suppression.

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7867 Surveillance Video Summarization Based on Histogram Differencing and Sum Conditional Variance

Authors: Nada Jasim Habeeb, Rana Saad Mohammed, Muntaha Khudair Abbass

Abstract:

For more efficient and fast video summarization, this paper presents a surveillance video summarization method. The presented method works to improve video summarization technique. This method depends on temporal differencing to extract most important data from large video stream. This method uses histogram differencing and Sum Conditional Variance which is robust against to illumination variations in order to extract motion objects. The experimental results showed that the presented method gives better output compared with temporal differencing based summarization techniques.

Keywords: Temporal differencing, video summarization, histogram differencing, sum conditional variance.

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7866 Solving a System of Nonlinear Functional Equations Using Revised New Iterative Method

Authors: Sachin Bhalekar, Varsha Daftardar-Gejji

Abstract:

In the present paper, we present a modification of the New Iterative Method (NIM) proposed by Daftardar-Gejji and Jafari [J. Math. Anal. Appl. 2006;316:753–763] and use it for solving systems of nonlinear functional equations. This modification yields a series with faster convergence. Illustrative examples are presented to demonstrate the method.

Keywords: Caputo fractional derivative, System of nonlinear functional equations, Revised new iterative method.

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7865 Assessment of Hargreaves Equation for Estimating Monthly Reference Evapotranspiration in the South of Iran

Authors: Ali Dehgan Moroozeh, B. Farhadi Bansouleh

Abstract:

Evapotranspiration is one of the most important components of the hydrological cycle. Evapotranspiration (ETo) is an important variable in water and energy balances on the earth’s surface, and knowledge of the distribution of ET is a key factor in hydrology, climatology, agronomy and ecology studies. Many researchers have a valid relationship, which is a function of climate factors, to estimate the potential evapotranspiration presented to the plant water stress or water loss, prevent. The FAO-Penman method (PM) had been recommended as a standard method. This method requires many data and these data are not available in every area of world. So, other methods should be evaluated for these conditions. When sufficient or reliable data to solve the PM equation are not available then Hargreaves equation can be used. The Hargreaves equation (HG) requires only daily mean, maximum and minimum air temperature extraterrestrial radiation .In this study, Hargreaves method (HG) were evaluated in 12 stations in the North West region of Iran. Results of HG and M.HG methods were compared with results of PM method. Statistical analysis of this comparison showed that calibration process has had significant effect on efficiency of Hargreaves method.

Keywords: Evapotranspiration, Hargreaves equation, FAOPenman method.

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7864 Local Error Control in the RK5GL3 Method

Authors: J.S.C. Prentice

Abstract:

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe an effective local error control algorithm for RK5GL3, which uses local extrapolation with an eighth-order Runge-Kutta method in tandem with RK5GL3, and a Hermite interpolating polynomial for solution estimation at the Gauss-Legendre quadrature nodes.

Keywords: RK5GL3, RKrGLm, Runge-Kutta, Gauss-Legendre, Hermite interpolating polynomial, initial value problem, local error.

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7863 Modeling Football Penalty Shootouts: How Improving Individual Performance Affects Team Performance and the Fairness of the ABAB Sequence

Authors: Pablo Enrique Sartor Del Giudice

Abstract:

Penalty shootouts often decide the outcome of important soccer matches. Although usually referred to as ”lotteries”, there is evidence that some national teams and clubs consistently perform better than others. The outcomes are therefore not explained just by mere luck, and therefore there are ways to improve the average performance of players, naturally at the expense of some sort of effort. In this article we study the payoff of player performance improvements in terms of the performance of the team as a whole. To do so we develop an analytical model with static individual performances, as well as Monte Carlo models that take into account the known influence of partial score and round number on individual performances. We find that within a range of usual values, the team performance improves above 70% faster than individual performances do. Using these models, we also estimate that the new ABBA penalty shootout ordering under test reduces almost all the known bias in favor of the first-shooting team under the current ABAB system.

Keywords: Football, penalty shootouts, Montecarlo simulation, ABBA.

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7862 Restarted GMRES Method Augmented with the Combination of Harmonic Ritz Vectors and Error Approximations

Authors: Qiang Niu, Linzhang Lu

Abstract:

Restarted GMRES methods augmented with approximate eigenvectors are widely used for solving large sparse linear systems. Recently a new scheme of augmenting with error approximations is proposed. The main aim of this paper is to develop a restarted GMRES method augmented with the combination of harmonic Ritz vectors and error approximations. We demonstrate that the resulted combination method can gain the advantages of two approaches: (i) effectively deflate the small eigenvalues in magnitude that may hamper the convergence of the method and (ii) partially recover the global optimality lost due to restarting. The effectiveness and efficiency of the new method are demonstrated through various numerical examples.

Keywords: Arnoldi process, GMRES, Krylov subspace, systems of linear equations.

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7861 Extended Cubic B-spline Interpolation Method Applied to Linear Two-Point Boundary Value Problems

Authors: Nur Nadiah Abd Hamid, Ahmad Abd. Majid, Ahmad Izani Md. Ismail

Abstract:

Linear two-point boundary value problem of order two is solved using extended cubic B-spline interpolation method. There is one free parameters, λ, that control the tension of the solution curve. For some λ, this method produced better results than cubic B-spline interpolation method.

Keywords: two-point boundary value problem, B-spline, extendedcubic B-spline.

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7860 Adomian’s Decomposition Method to Functionally Graded Thermoelastic Materials with Power Law

Authors: Hamdy M. Youssef, Eman A. Al-Lehaibi

Abstract:

This paper presents an iteration method for the numerical solutions of a one-dimensional problem of generalized thermoelasticity with one relaxation time under given initial and boundary conditions. The thermoelastic material with variable properties as a power functional graded has been considered. Adomian’s decomposition techniques have been applied to the governing equations. The numerical results have been calculated by using the iterations method with a certain algorithm. The numerical results have been represented in figures, and the figures affirm that Adomian’s decomposition method is a successful method for modeling thermoelastic problems. Moreover, the empirical parameter of the functional graded, and the lattice design parameter have significant effects on the temperature increment, the strain, the stress, the displacement.

Keywords: Adomian, Decomposition Method, Generalized Thermoelasticity, algorithm, empirical parameter, lattice design.

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7859 Heuristic Set-Covering-Based Postprocessing for Improving the Quine-McCluskey Method

Authors: Miloš Šeda

Abstract:

Finding the minimal logical functions has important applications in the design of logical circuits. This task is solved by many different methods but, frequently, they are not suitable for a computer implementation. We briefly summarise the well-known Quine-McCluskey method, which gives a unique procedure of computing and thus can be simply implemented, but, even for simple examples, does not guarantee an optimal solution. Since the Petrick extension of the Quine-McCluskey method does not give a generally usable method for finding an optimum for logical functions with a high number of values, we focus on interpretation of the result of the Quine-McCluskey method and show that it represents a set covering problem that, unfortunately, is an NP-hard combinatorial problem. Therefore it must be solved by heuristic or approximation methods. We propose an approach based on genetic algorithms and show suitable parameter settings.

Keywords: Boolean algebra, Karnaugh map, Quine-McCluskey method, set covering problem, genetic algorithm.

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7858 Enhanced Parallel-Connected Comb Filter Method for Multiple Pitch Estimation

Authors: Taro Matsuno, Yuta Otani, Ryo Tanaka, Kaori Ikezaki, Hitoshi Yamamoto, Masaru Fujieda, Yoshihisa Ishida

Abstract:

This paper presents an improvement method of the multiple pitch estimation algorithm using comb filters. Conventionally the pitch was estimated by using parallel -connected comb filters method (PCF). However, PCF has problems which often fail in the pitch estimation when there is the fundamental frequency of higher tone near harmonics of lower tone. Therefore the estimation is assigned to a wrong note when shared frequencies happen. This issue often occurs in estimating octave 3 or more. Proposed method, for solving the problem, estimates the pitch with every harmonic instead of every octave. As a result, our method reaches the accuracy of more than 80%.

Keywords: music transcription, pitch estimation, comb filter, fractional delay

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7857 Identifying an Unknown Source in the Poisson Equation by a Modified Tikhonov Regularization Method

Authors: Ou Xie, Zhenyu Zhao

Abstract:

In this paper, we consider the problem for identifying the unknown source in the Poisson equation. A modified Tikhonov regularization method is presented to deal with illposedness of the problem and error estimates are obtained with an a priori strategy and an a posteriori choice rule to find the regularization parameter. Numerical examples show that the proposed method is effective and stable.

Keywords: Ill-posed problem, Unknown source, Poisson equation, Tikhonov regularization method, Discrepancy principle

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7856 Evaluation of Total Cross Section of Photo-Ionization of Helium in Weak Field on Base of Trajectory Method

Authors: Alexander B. Bichkov, Valery V. Smirnov

Abstract:

Total cross section of helium atom photo-ionization by weak short pulse is calculated using the variant of trajectory method, developed in our earlier work. The method enables simple estimation of total ionization probability (or cross section) without integration of differential one.

Keywords: Evaluation of Photo-Ionization, Helium, Trajectory Method

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7855 Solution of Density Dependent Nonlinear Reaction-Diffusion Equation Using Differential Quadrature Method

Authors: Gülnihal Meral

Abstract:

In this study, the density dependent nonlinear reactiondiffusion equation, which arises in the insect dispersal models, is solved using the combined application of differential quadrature method(DQM) and implicit Euler method. The polynomial based DQM is used to discretize the spatial derivatives of the problem. The resulting time-dependent nonlinear system of ordinary differential equations(ODE-s) is solved by using implicit Euler method. The computations are carried out for a Cauchy problem defined by a onedimensional density dependent nonlinear reaction-diffusion equation which has an exact solution. The DQM solution is found to be in a very good agreement with the exact solution in terms of maximum absolute error. The DQM solution exhibits superior accuracy at large time levels tending to steady-state. Furthermore, using an implicit method in the solution procedure leads to stable solutions and larger time steps could be used.

Keywords: Density Dependent Nonlinear Reaction-Diffusion Equation, Differential Quadrature Method, Implicit Euler Method.

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7854 Wind Power Forecast Error Simulation Model

Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

Abstract:

One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: Wind power, Uncertainty, Stochastic process, Monte Carlo simulation.

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7853 An Adaptive Fuzzy Clustering Approach for the Network Management

Authors: Amal Elmzabi, Mostafa Bellafkih, Mohammed Ramdani

Abstract:

The Chiu-s method which generates a Takagi-Sugeno Fuzzy Inference System (FIS) is a method of fuzzy rules extraction. The rules output is a linear function of inputs. In addition, these rules are not explicit for the expert. In this paper, we develop a method which generates Mamdani FIS, where the rules output is fuzzy. The method proceeds in two steps: first, it uses the subtractive clustering principle to estimate both the number of clusters and the initial locations of a cluster centers. Each obtained cluster corresponds to a Mamdani fuzzy rule. Then, it optimizes the fuzzy model parameters by applying a genetic algorithm. This method is illustrated on a traffic network management application. We suggest also a Mamdani fuzzy rules generation method, where the expert wants to classify the output variables in some fuzzy predefined classes.

Keywords: Fuzzy entropy, fuzzy inference systems, genetic algorithms, network management, subtractive clustering.

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7852 Average Switching Thresholds and Average Throughput for Adaptive Modulation using Markov Model

Authors: Essam S. Altubaishi

Abstract:

The motivation for adaptive modulation and coding is to adjust the method of transmission to ensure that the maximum efficiency is achieved over the link at all times. The receiver estimates the channel quality and reports it back to the transmitter. The transmitter then maps the reported quality into a link mode. This mapping however, is not a one-to-one mapping. In this paper we investigate a method for selecting the proper modulation scheme. This method can dynamically adapt the mapping of the Signal-to- Noise Ratio (SNR) into a link mode. It enables the use of the right modulation scheme irrespective of changes in the channel conditions by incorporating errors in the received data. We propose a Markov model for this method, and use it to derive the average switching thresholds and the average throughput. We show that the average throughput of this method outperforms the conventional threshold method.

Keywords: Adaptive modulation and coding, CDMA, Markov model.

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7851 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

Discrete linear multistep block method of uniform order for the solution of first order initial value problems (IVP­s­) in ordinary differential equations (ODE­s­) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.

Keywords: Block Method, First Order Ordinary Differential Equations, Hybrid, Self starting.

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7850 EEG Spikes Detection, Sorting, and Localization

Authors: Mazin Z. Othman, Maan M. Shaker, Mohammed F. Abdullah

Abstract:

This study introduces a new method for detecting, sorting, and localizing spikes from multiunit EEG recordings. The method combines the wavelet transform, which localizes distinctive spike features, with Super-Paramagnetic Clustering (SPC) algorithm, which allows automatic classification of the data without assumptions such as low variance or Gaussian distributions. Moreover, the method is capable of setting amplitude thresholds for spike detection. The method makes use of several real EEG data sets, and accordingly the spikes are detected, clustered and their times were detected.

Keywords: EEG time localizations, EEG spike detection, superparamagnetic algorithm, wavelet transform.

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7849 A New Method for Rapid DNA Extraction from Artemia (Branchiopoda, Crustacea)

Authors: R. Manaffar, R. Maleki, S. Zare, N. Agh, S. Soltanian, B. Sehatnia, P. Sorgeloos, P. Bossier, G. Van Stappen

Abstract:

Artemia is one of the most conspicuous invertebrates associated with aquaculture. It can be considered as a model organism, offering numerous advantages for comprehensive and multidisciplinary studies using morphologic or molecular methods. Since DNA extraction is an important step of any molecular experiment, a new and a rapid method of DNA extraction from adult Artemia was described in this study. Besides, the efficiency of this technique was compared with two widely used alternative techniques, namely Chelex® 100 resin and SDS-chloroform methods. Data analysis revealed that the new method is the easiest and the most cost effective method among the other methods which allows a quick and efficient extraction of DNA from the adult animal.

Keywords: APD, Artemia, DNA extraction, Molecularexperiments

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