Search results for: rational approximation.

Authors: Masaaki Saito, Qin Tang, Hiroyuki Umemuro

Abstract:

The purpose of this paper is to propose a text mining approach to evaluate companies- practices on affective management. Affective management argues that it is critical to take stakeholders- affects into consideration during decision-making process, along with the traditional numerical and rational indices. CSR reports published by companies were collected as source information. Indices were proposed based on the frequency and collocation of words relevant to affective management concept using text mining approach to analyze the text information of CSR reports. In addition, the relationships between the results obtained using proposed indices and traditional indicators of business performance were investigated using correlation analysis. Those correlations were also compared between manufacturing and non-manufacturing companies. The results of this study revealed the possibility to evaluate affective management practices of companies based on publicly available text documents.

Keywords: Affective management, Affect, Stakeholder, Text mining.

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Authors: Malika.D Kedir-Talha, Mohammed Mehenni

Abstract:

To improve the characterization of blood flows, we propose a method which makes it possible to use the spectral analysis of the Doppler signals. Our calculation induces a reasonable approximation, the error made on estimated speed reflects the fact that speed depends on the flow conditions as well as on measurement parameters like the bore and the volume flow rate. The estimate of the Doppler signal frequency enables us to determine the maximum Doppler frequencie Fd max as well as the maximum flow speed. The results show that the difference between the estimated frequencies ( Fde ) and the Doppler frequencies ( Fd ) is small, this variation tends to zero for important θ angles and it is proportional to the diameter D. The description of the speed of friction and the coefficient of friction justify the error rate obtained.

Keywords: Doppler frequency, Doppler spectrum, estimate speed, permanent flow.

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Authors: G. L. C. Yap

Abstract:

Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.

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Authors: S. Bennoud, M. Zergoug

Abstract:

The numerical simulation of electromagnetic interactions is still a challenging problem, especially in problems that result in fully three dimensional mathematical models.

The goal of this work is to use mathematical modeling to characterize the reliability and capacity of eddy current technique to detect and characterize defects embedded in aeronautical in-service pieces.

The finite element method is used for describing the eddy current technique in a mathematical model by the prediction of the eddy current interaction with defects. However, this model is an approximation of the full Maxwell equations.

In this study, the analysis of the problem is based on a three dimensional finite element model that computes directly the electromagnetic field distortions due to defects.

Keywords: Eddy current, Finite element method, Non destructive testing, Numerical simulations.

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Authors: J. Umamaheswari, G. Radhamani

Abstract:

This paper describes about the process of recognition and classification of brain images such as normal and abnormal based on PSO-SVM. Image Classification is becoming more important for medical diagnosis process. In medical area especially for diagnosis the abnormality of the patient is classified, which plays a great role for the doctors to diagnosis the patient according to the severeness of the diseases. In case of DICOM images it is very tough for optimal recognition and early detection of diseases. Our work focuses on recognition and classification of DICOM image based on collective approach of digital image processing. For optimal recognition and classification Particle Swarm Optimization (PSO), Genetic Algorithm (GA) and Support Vector Machine (SVM) are used. The collective approach by using PSO-SVM gives high approximation capability and much faster convergence.

Keywords: Recognition, classification, Relaxed Median Filter, Adaptive thresholding, clustering and Neural Networks

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Authors: Muhammad Sohail Khan, Rehan Ali Shah

Abstract:

The present paper applies the optimal homotopy perturbation method (OHPM) and the optimal homotopy asymptotic method (OHAM) introduced recently to obtain analytic approximations of the non-linear equations modeling the flow of polymer in case of wire coating of a corotational Maxwell fluid. Expression for the velocity field is obtained in non-dimensional form. Comparison of the results obtained by the two methods at different values of non-dimensional parameter l₁₀, reveal that the OHPM is more effective and easy to use. The OHPM solution can be improved even working in the same order of approximation depends on the choices of the auxiliary functions.

Keywords: Wire coating die, Corotational Maxwell model, optimal homotopy asymptotic method, optimal homotopy perturbation method.

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Authors: Zahéra Mekkioui

Abstract:

Here we have considered non uniform microstrip leaky-wave antenna implemented on a dielectric waveguide by a sinusoidal profile of periodic metallic grating. The non distribution of the attenuation constant α along propagation axis, optimize the radiating characteristics and performances of such antennas. The method developped here is based on an integral method where the formalism of the admittance operator is combined to a BKW approximation. First, the effect of the modeling in the modal analysis of complex waves is studied in detail. Then, the BKW model is used for the dispersion analysis of the antenna of interest. According to antenna theory, a forced continuity of the leaky-wave magnitude at discontinuities of the non uniform structure is established. To test the validity of our dispersion analysis, computed radiation patterns are presented and compared in the millimeter band.

Keywords: antenna, leaky-wave, performances, sinusoidal.

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Authors: Anton Purnama

Abstract:

Multiport diffusers are the effective engineering devices installed at the modern marine outfalls for the steady discharge of effluent streams from the coastal plants, such as municipal sewage treatment, thermal power generation and seawater desalination. A mathematical model using a two-dimensional advection-diffusion equation based on a flat seabed and incorporating the effect of a coastal tidal current is developed to calculate the compounded concentration following discharges of desalination brine from a sea outfall with multiport diffusers. The analytical solutions are computed graphically to illustrate the merging of multiple brine plumes in shallow coastal waters, and further approximation will be made to the maximum shoreline's concentration to formulate dilution of a multiport diffuser discharge.

Keywords: Desalination brine discharge, mathematical model, multiport diffuser, two sea outfalls.

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Authors: Jianqiao. Yu, Jianbo. Wang, Xinzhen. He

Abstract:

This paper presents a longitudinal quasi-linear model for the ADMIRE model. The ADMIRE model is a nonlinear model of aircraft flying in the condition of high angle of attack. So it can-t be considered to be a linear system approximately. In this paper, for getting the longitudinal quasi-linear model of the ADMIRE, a state transformation based on differentiable functions of the nonscheduling states and control inputs is performed, with the goal of removing any nonlinear terms not dependent on the scheduling parameter. Since it needn-t linear approximation and can obtain the exact transformations of the nonlinear states, the above-mentioned approach is thought to be appropriate to establish the mathematical model of ADMIRE. To verify this conclusion, simulation experiments are done. And the result shows that this quasi-linear model is accurate enough.

Keywords: quasi-linear model, simulation, state transformation approach, the ADMIRE model.

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Authors: K. Elleuch, A. Chaari

Abstract:

This paper deals with modeling and parameter identification of nonlinear systems described by Hammerstein model having Piecewise nonlinear characteristics such as Dead-zone nonlinearity characteristic. The simultaneous use of both an easy decomposition technique and the triangular basis functions leads to a particular form of Hammerstein model. The approximation by using Triangular basis functions for the description of the static nonlinear block conducts to a linear regressor model, so that least squares techniques can be used for the parameter estimation. Singular Values Decomposition (SVD) technique has been applied to separate the coupled parameters. The proposed approach has been efficiently tested on academic examples of simulation.

Keywords: Identification, Hammerstein model, Piecewisenonlinear characteristic, Dead-zone nonlinearity, Triangular basisfunctions, Singular Values Decomposition

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Authors: V. Goremikins, K. Rocens, D. Serdjuks

Abstract:

One of the main problems of suspended cable structures is initial shape change under the action of non uniform load. The problem can be solved by increasing of weight of construction or by using of prestressing. But this methods cause increasing of materials consumption of suspended cable structure. The cable truss usage is another way how the problem of shape change under the action of non uniform load can be fixed. The cable trusses with the vertical and inclined suspensions, cross web and single cable were analyzed as the main load-bearing structures of suspension bridge. It was shown, that usage of cable truss allows to reduce the vertical displacements up to 32% in comparison with the single cable in case of non uniformly distributed load. In case of uniformly distributed load single cable is preferable.

Keywords: Cable trusses, Non uniform load, Suspension bridge, Vertical displacements.

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Authors: Karel Frana, Jianshun S. Zhang, Milos Muller

Abstract:

The indoor airflow with a mixed natural/forced convection was numerically calculated using the laminar and turbulent approach. The Boussinesq approximation was considered for a simplification of the mathematical model and calculations. The results obtained, such as mean velocity fields, were successfully compared with experimental PIV flow visualizations. The effect of the distance between the cooled wall and the heat exchanger on the temperature and velocity distributions was calculated. In a room with a simple shape, the computational code OpenFOAM demonstrated an ability to numerically predict flow patterns. Furthermore, numerical techniques, boundary type conditions and the computational grid quality were examined. Calculations using the turbulence model k-omega had a significant effect on the results influencing temperature and velocity distributions.

Keywords: natural and forced convections, numerical simulations, indoor airflows.

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Authors: Yuan L. Lai, Jian H. Chen, Jui P. Hung

Abstract:

Owning to the high-speed feed rate and ultra spindle speed have been used in modern machine tools, the tool-path generation plays a key role in the successful application of a High-Speed Machining (HSM) system. Because of its importance in both high-speed machining and tool-path generation, approximating a contour by NURBS format is a potential function in CAD/CAM/CNC systems. It is much more convenient to represent an ellipse by parametric form than to connect points laboriously determined in a CNC system. A new approximating method based on optimum processes and NURBS curves of any degree to the ellipses is presented in this study. Such operations can be the foundation of tool-radius compensation interpolator of NURBS curves in CNC system. All operating processes for a CAD tool is presented and demonstrated by practical models.

Keywords: Ellipse, Approximation, NURBS, Optimum.

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Authors: Simon Samwel Msanjila

Abstract:

Networked environments which provide platforms for business organizations are configured in different forms depending on many factors including life time, member characteristics, communication structure, and business objectives, among others. With continuing advances in digital technologies the distance has become a less barrier for business minded collaboration among organizations. With the need and ease to make business collaborate nowadays organizations are sometimes forced to co-work with others that are either unknown or less known to them in terms of history and performance. A promising approach for sustaining established collaboration has been establishment of trust relationship among organizations based on assessed trustworthiness for each participating organization. It has been stated in research that trust in organization is dynamic and thus assessment of trust level must address such dynamic nature. This paper assesses relevant aspects of trust and applies the assessed concepts to propose a semi-automated system for the management of Sustainability and Evolution of trust in organizations participating in specific objective in a networked organizations environment.

Keywords: Trust evolution, trust sustainability, networked organizations, dynamic trust.

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Authors: O. S. Eludoyin, A. A. Aiyeloja, O. C. Ndife

Abstract:

The study investigated the spatial analysis of trees composition, diversity and richness in the built up area of University of Port Harcourt, Nigeria. Four quadrats of 25m x 25m size were laid randomly in each of the three parks and inventories of trees ≥10cm girth at breast height were taken and used to calculate the species composition, diversity and richness. Results showed that species composition and diversity in Abuja Park was the highest with 134 species and 0.866 respectively while the species richness was highest in Choba Park with a value of 2.496. The correlation between the size of park (spatial coverage) and species composition was 0.99 while the correlation between the size of the park and species diversity was 0.78. There was direct relationship between species composition and diversity while the relationship between species composition and species richness was inversely proportional. Rational use of these resources is encouraged.

Keywords: Built up area, composition, diversity, richness, spatial analysis, urban tree.

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Authors: P. Gnanasekar, A. Nagappan, S. Sharavanan, O. Saravanan, D. Vinodkumar, T. Elayabharathi, G. Karthik

Abstract:

In this paper we present the deep study about the Bio- Medical Images and tag it with some basic extracting features (e.g. color, pixel value etc). The classification is done by using a nearest neighbor classifier with various distance measures as well as the automatic combination of classifier results. This process selects a subset of relevant features from a group of features of the image. It also helps to acquire better understanding about the image by describing which the important features are. The accuracy can be improved by increasing the number of features selected. Various types of classifications were evolved for the medical images like Support Vector Machine (SVM) which is used for classifying the Bacterial types. Ant Colony Optimization method is used for optimal results. It has high approximation capability and much faster convergence, Texture feature extraction method based on Gabor wavelets etc..

Keywords: ACO Ant Colony Optimization, Correlogram, CCM Co-Occurrence Matrix, RTS Rough-Set theory

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Authors: Ivan C. Mustakerov, Daniela I. Borissova

Abstract:

The paper proposes an approach to ranking a set of potential countries to invest taking into account the investor point of view about importance of different economic indicators. For the goal, a ranking algorithm that contributes to rational decision making is proposed. The described algorithm is based on combinatorial optimization modeling and repeated multi-criteria tasks solution. The final result is list of countries ranked in respect of investor preferences about importance of economic indicators for investment attractiveness. Different scenarios are simulated conforming to different investors preferences. A numerical example with real dataset of indicators is solved. The numerical testing shows the applicability of the described algorithm. The proposed approach can be used with any sets of indicators as ranking criteria reflecting different points of view of investors. 

Keywords: Combinatorial optimization modeling, economics investment attractiveness, economics ranking algorithm, multi-criteria problems.

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Authors: Chengli Liu, C. K. M. Lee

Abstract:

The tradition competitive newsvendor game assumes decision makers are rational. However, there are behavioral biases when people make decisions, such as loss aversion, mental accounting and overconfidence. Overestimation of a subject’s own performance is one type of overconfidence. The objective of this research is to analyze the impact of the overestimated demand in the newsvendor competitive game with two players. This study builds a competitive newsvendor game model where newsvendors have private information of their demands, which is overestimated. At the same time, demands of each newsvendor forecasted by a third party institution are available. This research shows that the overestimation leads to demand steal effect, which reduces the competitor’s order quantity. However, the overall supply of the product increases due to overestimation. This study illustrates the boundary condition for the overestimated newsvendor to have the equilibrium order drop due to the demand steal effect from the other newsvendor. A newsvendor who has higher critical fractile will see its equilibrium order decrease with the drop of estimation level from the other newsvendor.

Keywords: Bias, competitive newsvendor, Nash equilibrium, overestimation.

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Authors: Thi Nguyen, Lee Gordon-Brown, Jim Peterson, Peter Wheeler

Abstract:

An additive fuzzy system comprising m rules with n inputs and p outputs in each rule has at least t m(2n + 2 p + 1) parameters needing to be tuned. The system consists of a large number of if-then fuzzy rules and takes a long time to tune its parameters especially in the case of a large amount of training data samples. In this paper, a new learning strategy is investigated to cope with this obstacle. Parameters that tend toward constant values at the learning process are initially fixed and they are not tuned till the end of the learning time. Experiments based on applications of the additive fuzzy system in function approximation demonstrate that the proposed approach reduces the learning time and hence improves convergence speed considerably.

Keywords: Additive fuzzy system, improving convergence, parameter learning process, unsupervised learning.

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Authors: Dylan M. Copeland

Abstract:

We present new finite element methods for Helmholtz and Maxwell equations on general three-dimensional polyhedral meshes, based on domain decomposition with boundary elements on the surfaces of the polyhedral volume elements. The methods use the lowest-order polynomial spaces and produce sparse, symmetric linear systems despite the use of boundary elements. Moreover, piecewise constant coefficients are admissible. The resulting approximation on the element surfaces can be extended throughout the domain via representation formulas. Numerical experiments confirm that the convergence behavior on tetrahedral meshes is comparable to that of standard finite element methods, and equally good performance is attained on more general meshes.

Keywords: Boundary elements, finite elements, Helmholtz equation, Maxwell equations.

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Authors: Tusharkanta Das, Tumbanath Samantara, Sukanta Kumar Sahoo

Abstract:

Unsteady effects of MHD free convection flow past in an infinite vertical plate with heat source in presence of radiation with reference to all critical parameters that appear in field equations are studied in this paper. The governing equations are developed by usual Boussinesq’s approximation. The problem is solved by using perturbation technique. The results are obtained for velocity, temperature, Nusselt number and skin-friction. The effects of magnetic parameter, prandtl number, Grashof number, permeability parameter, heat source/sink parameter and radiation parameter are discussed on flow characteristics and shown by means of graphs and tables.

Keywords: Heat transfer, radiation, MHD, free convection, porous medium, suction.

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Authors: Joseph Ignagni, Rebecca E. Deen

Abstract:

There are many views on how human decision makers behave. In this work, the Justices of the United States Supreme Court will be viewed in terms of constrained maximization and cognitivecybernetic theory. This paper will integrate research in such fields as law, political science, psychology, economics and decision making theory. It will be argued that due to its heavy workload, the Supreme Court is forced to make decisions in a boundedly rational manner. The ideas and theory put forward here will be tested in the area of the Court’s decisions involving religion. Therefore, the cases involving the U.S. Constitution’s Free Exercise Clause and Establishment Clause will be analyzed. Also, variables such as the U.S. government’s involvement in these cases will be considered. The years to be studied will be 1987-2011.

Keywords: Establishment Clause, Free Exercise Clause, U.S. Constitution, U.S. Supreme Court.

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Authors: M. S. Annie Christi

Abstract:

Transportation Problem (TP) is based on supply and demand of commodities transported from one source to the different destinations. Usual methods for finding solution of TPs are North-West Corner Rule, Least Cost Method Vogel’s Approximation Method etc. The transportation costs tend to vary at each time. We can use fuzzy numbers which would give solution according to this situation. In this study the Best Candidate Method (BCM) is applied. For ranking Centroid Ranking Technique (CRT) and Robust Ranking Technique have been adopted to transform the fuzzy TP and the above methods are applied to EDWARDS Vacuum Company, Crawley, in West Sussex in the United Kingdom. A Comparative study is also given. We see that the transportation cost can be minimized by the application of CRT under BCM.

Keywords: Best candidates method, centroid ranking technique, robust ranking technique, transportation problem, fuzzy transportation problem.

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Authors: Anatoli Torokhti, Phil Howlett

Abstract:

We present a theory for optimal filtering of infinite sets of random signals. There are several new distinctive features of the proposed approach. First, we provide a single optimal filter for processing any signal from a given infinite signal set. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: stochastic signals, optimization problems in signal processing.

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Authors: Anatoli Torokhti, Phil Howlett

Abstract:

A theory for optimal filtering of infinite sets of random signals is presented. There are several new distinctive features of the proposed approach. First, a single optimal filter for processing any signal from a given infinite signal set is provided. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the scheme concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: Optimal filtering, data compression, stochastic signals.

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Authors: U. C. Amadi, N. A. Udoh

Abstract:

One of the major challenges faced in solving initial and boundary problems is how to find approximate solutions with minimal deviation from the exact solution without so much rigor and complications. The Taylor series method provides a simple way of obtaining an infinite series which converges to the exact solution for initial value problems and this method of solution is somewhat limited for a two point boundary problem since the infinite series has to be truncated to include the boundary conditions. In this paper, the Ying Buzu Shu algorithm is used to solve a two point boundary nonlinear diffusion problem for the fourth and sixth order solution and compare their relative error and rate of convergence to the exact solution.

Keywords: Ying Buzu Shu, nonlinear boundary problem, Taylor series algorithm, infinite series.

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Authors: Jeng-Wen Lin, Simon Chien-Yuan Chen

Abstract:

Based on assumptions of neo-classical economics and rational choice / public choice theory, this paper investigates the regulation of industrial land use in Taiwan by homeowners associations (HOAs) as opposed to traditional government administration. The comparison, which applies the transaction cost theory and a polynomial regression analysis, manifested that HOAs are superior to conventional government administration in terms of transaction costs and overall efficiency. A case study that compares Taiwan-s commonhold industrial park, NangKang Software Park, to traditional government counterparts using limited data on the costs and returns was analyzed. This empirical study on the relative efficiency of governmental and private institutions justified the important theoretical proposition. Numerical results prove the efficiency of the established model.

Keywords: Homeowners Associations, Institutional Efficiency, Polynomial Regression, Transaction Cost.

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Authors: Jiming Yang

Abstract:

A kind of singularly perturbed boundary value problems is under consideration. In order to obtain its approximation, simple upwind difference discretization is applied. We use a moving mesh iterative algorithm based on equi-distributing of the arc-length function of the current computed piecewise linear solution. First, a maximum norm a posteriori error estimate on an arbitrary mesh is derived using a different method from the one carried out by Chen [Advances in Computational Mathematics, 24(1-4) (2006), 197-212.]. Then, basing on the properties of discrete Green-s function and the presented posteriori error estimate, we theoretically prove that the discrete solutions computed by the algorithm are first-order uniformly convergent with respect to the perturbation parameter ε.

Keywords: Convergence analysis, green's function, singularly perturbed, equi-distribution, moving mesh.

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Authors: Jixiang Zhang, Guocheng Wang

Abstract:

A dynamic of Bertrand duopoly game is analyzed, where players use different production methods and choose their prices with bounded rationality. The equilibriums of the corresponding discrete dynamical systems are investigated. The stability conditions of Nash equilibrium under a local adjustment process are studied. The stability conditions of Nash equilibrium under a local adjustment process are studied. The stability of Nash equilibrium, as some parameters of the model are varied, gives rise to complex dynamics such as cycles of higher order and chaos. On this basis, we discover that an increase of adjustment speed of bounded rational player can make Bertrand market sink into the chaotic state. Finally, the complex dynamics, bifurcations and chaos are displayed by numerical simulation.

Keywords: Bertrand duopoly model, Discrete dynamical system, Heterogeneous expectations, Nash equilibrium.

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Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

Abstract:

In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Itô chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition method using the Wiener-Itô chaos expansion. Once the approximation of the solution is performed using the finite element method for example, the statistics of the numerical solution can be easily evaluated.

Keywords: Eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Itô chaos expansion.

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