Search results for: Hierarchical model predictive control
6839 Mamdani Model based Adaptive Neural Fuzzy Inference System and its Application
Authors: Yuanyuan Chai, Limin Jia, Zundong Zhang
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Hybrid algorithm is the hot issue in Computational Intelligence (CI) study. From in-depth discussion on Simulation Mechanism Based (SMB) classification method and composite patterns, this paper presents the Mamdani model based Adaptive Neural Fuzzy Inference System (M-ANFIS) and weight updating formula in consideration with qualitative representation of inference consequent parts in fuzzy neural networks. M-ANFIS model adopts Mamdani fuzzy inference system which has advantages in consequent part. Experiment results of applying M-ANFIS to evaluate traffic Level of service show that M-ANFIS, as a new hybrid algorithm in computational intelligence, has great advantages in non-linear modeling, membership functions in consequent parts, scale of training data and amount of adjusted parameters.Keywords: Fuzzy neural networks, Mamdani fuzzy inference, M-ANFIS
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 52456838 Effects of Synchronous Music on Gymnastics' Motor Skills Performance among Undergraduate Female Students in Physical Education College
Authors: Sanaa Ali Ahmed Alrashid
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The present study aimed to investigate the effect of synchronous music in Gymnastics' motor skill performance among undergraduate female students in physical education college at Basra University. The researcher used experimental design. 20 female students of physical education divided equally into two groups, (10) experimental group with music, (10) control group without music. All participants complete 6 weeks in testing. Data analysis based on T-test shows significant difference at (α = 0.05) in all skills level between experimental and control groups in favor of experimental group. Results of this study contribute to developing the role of synchronous music in improving gymnastic skills performance.Keywords: Performance, motor skill, music, synchronous.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27126837 An Analysis of Innovative Cloud Model as Bridging the Gap between Physical and Virtualized Business Environments: The Customer Perspective
Authors: Asim Majeed, Rehan Bhana, Mak Sharma, Rebecca Goode, Nizam Bolia, Mike, Lloyd-Williams
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This study aims to investigate and explore the underlying causes of security concerns of customers emerged when WHSmith transformed its physical system to virtualized business model through NetSuite. NetSuite is essentially fully integrated software which helps transforming the physical system to virtualized business model. Modern organisations are moving away from traditional business models to cloud based models and consequently it is expected to have a better, secure and innovative environment for customers. The vital issue of the modern age race is the security when transforming virtualized through cloud based models and designers of interactive systems often misunderstand privacy and even often ignore it, thus causing concerns for users. The content analysis approach is being used to collect the qualitative data from 120 online bloggers including TRUSTPILOT. The results and finding provide useful new insights into the nature and form of security concerns of online users after they have used the WHSmith services offered online through their website. Findings have theoretical as well as practical implications for the successful adoption of cloud computing Business-to-Business model and similar systems.Keywords: Innovation, virtualization, cloud computing, organizational flexibility
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17556836 Inulin and Fructooligosaccharides Incorporated Functional Fruit Bars
Authors: P.Megala, T.V.Hymavathi
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Papaya and banana bars were developed incorporating inulin (IN) and fructooligosaccharides (FOS) (Liquid and Powder form) in various proportions. The control bars were standardized using 70% fruit pulp, 30% sugar, 0.3% citric acid while the treated bars were standardized with 70% fruit pulp, 15% sugar, 15% of IN and FOS and 0.3% citric acid. Among the various proportions tested, papaya bars with 90% FOS (Powder) + 10% IN and banana bars with 90% FOS (liquid) + 10% IN were sensorially best accepted. The study revealed that addition of IN and FOS improved the sensory scores. The Physico-chemical and proximatecomposition analysis revealed slight changes in brix°, total sugars, reducing sugars, nonreducing sugars, moisture, protein, fat, vitamin C, ash, iron, zinc, calcium and crude fibre between control and treated fruit bars. Further the glycemic index of papaya bar was reduced from 65 to 54 when treated with FOS and IN.Keywords: Banana, fructooligosaccharides, functional fruit bars, inulin, papaya
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24116835 Modeling “Web of Trust“ with Web 2.0
Authors: Omer Mahmood, Selvakennedy Selvadurai
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“Web of Trust" is one of the recognized goals for Web 2.0. It aims to make it possible for the people to take responsibility for what they publish on the web, including organizations, businesses and individual users. These objectives, among others, drive most of the technologies and protocols recently standardized by the governing bodies. One of the great advantages of Web infrastructure is decentralization of publication. The primary motivation behind Web 2.0 is to assist the people to add contents for Collective Intelligence (CI) while providing mechanisms to link content with people for evaluations and accountability of information. Such structure of contents will interconnect users and contents so that users can use contents to find participants and vice versa. This paper proposes conceptual information storage and linking model, based on decentralized information structure, that links contents and people together. The model uses FOAF, Atom, RDF and RDFS and can be used as a blueprint to develop Web 2.0 applications for any e-domain. However, primary target for this paper is online trust evaluation domain. The proposed model targets to assist the individuals to establish “Web of Trust" in online trust domain.Keywords: Web of Trust, Semantic Web, Electronic SocialNetworks, Information Management
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22236834 Adaptive Path Planning for Mobile Robot Obstacle Avoidance
Authors: Rong-Jong Wai, Chia-Ming Liu
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Generally speaking, the mobile robot is capable of sensing its surrounding environment, interpreting the sensed information to obtain the knowledge of its location and the environment, planning a real-time trajectory to reach the object. In this process, the issue of obstacle avoidance is a fundamental topic to be challenged. Thus, an adaptive path-planning control scheme is designed without detailed environmental information, large memory size and heavy computation burden in this study for the obstacle avoidance of a mobile robot. In this scheme, the robot can gradually approach its object according to the motion tracking mode, obstacle avoidance mode, self-rotation mode, and robot state selection. The effectiveness of the proposed adaptive path-planning control scheme is verified by numerical simulations of a differential-driving mobile robot under the possible occurrence of obstacle shapes.Keywords: Adaptive Path Planning, Mobile Robot ObstacleAvoidance
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21726833 Plasmodium Vivax Malaria Transmission in a Network of Villages
Authors: P. Pongsumpun, I. M. Tang
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Malaria is a serious, acute and chronic relapsing infection to humans. It is characterized by periodic attacks of chills, fever, nausea, vomiting, back pain, increased sweating anemia, splenomegaly (enlargement of the spleen) and often-fatal complications.The malaria disease is caused by the multiplication of protozoa parasite of the genus Plasmodium. Malaria in humans is due to 4 types of malaria parasites such that Plasmodium falciparum, Plasmodium vivax, Plasmodium malariae and Plasmodium ovale. P.vivax malaria differs from P. falciparum malaria in that a person suffering from P. vivax malaria can experience relapses of the disease. Between the relapses, the malaria parasite will remain dormant in the liver of the patient, leading to the patient being classified as being in the dormant class. A mathematical model for the transmission of P. vivax is developed in which the human population is divided into four classes, the susceptible, the infected, the dormant and the recovered. In this paper, we formulate the dynamical model of P. vivax malaria to see the distribution of this disease at the district level.Keywords: Dynamical model, household, local level, Plasmodium Vivax Malaria.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13866832 Incorporating Lexical-Semantic Knowledge into Convolutional Neural Network Framework for Pediatric Disease Diagnosis
Authors: Xiaocong Liu, Huazhen Wang, Ting He, Xiaozheng Li, Weihan Zhang, Jian Chen
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The utilization of electronic medical record (EMR) data to establish the disease diagnosis model has become an important research content of biomedical informatics. Deep learning can automatically extract features from the massive data, which brings about breakthroughs in the study of EMR data. The challenge is that deep learning lacks semantic knowledge, which leads to impracticability in medical science. This research proposes a method of incorporating lexical-semantic knowledge from abundant entities into a convolutional neural network (CNN) framework for pediatric disease diagnosis. Firstly, medical terms are vectorized into Lexical Semantic Vectors (LSV), which are concatenated with the embedded word vectors of word2vec to enrich the feature representation. Secondly, the semantic distribution of medical terms serves as Semantic Decision Guide (SDG) for the optimization of deep learning models. The study evaluates the performance of LSV-SDG-CNN model on four kinds of Chinese EMR datasets. Additionally, CNN, LSV-CNN, and SDG-CNN are designed as baseline models for comparison. The experimental results show that LSV-SDG-CNN model outperforms baseline models on four kinds of Chinese EMR datasets. The best configuration of the model yielded an F1 score of 86.20%. The results clearly demonstrate that CNN has been effectively guided and optimized by lexical-semantic knowledge, and LSV-SDG-CNN model improves the disease classification accuracy with a clear margin.
Keywords: lexical semantics, feature representation, semantic decision, convolutional neural network, electronic medical record
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5946831 Analyzing of Public Transport Trip Generation in Developing Countries; A Case Study in Yogyakarta, Indonesia
Authors: S. Priyanto, E.P Friandi
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Yogyakarta, as the capital city of Yogyakarta Province, has important roles in various sectors that require good provision of public transportation system. Ideally, a good transportation system should be able to accommodate the amount of travel demand. This research attempts to develop a trip generation model to predict the number of public transport passenger in Yogyakarta city. The model is built by using multiple linear regression analysis, which establishes relationship between trip number and socioeconomic attributes. The data consist of primary and secondary data. Primary data was collected by conducting household surveys which randomly selected. The resulted model is further applied to evaluate the existing TransJogja, a new Bus Rapid Transit system serves Yogyakarta and surrounding cities, shelters.
Keywords: Multiple linear regression, shelter evaluation, travel demand, trip generation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22016830 Design of an Experimental Setup to Study the Drives of Battery Electric Vehicles
Authors: Valery Vodovozov, Zoja Raud, Tõnu Lehtla
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This paper describes the design considerations of an experimental setup for research and exploring the drives of batteryfed electric vehicles. Effective setup composition and its components are discussed. With experimental setup described in this paper, durability and functional tests can be procured to the customers. Multiple experiments are performed in the form of steady-state system exploring, acceleration programs, multi-step tests (speed control, torque control), load collectives or close-to-reality driving tests (driving simulation). Main focus of the functional testing is on the measurements of power and energy efficiency and investigations in driving simulation mode, which are used for application purposes. In order to enable the examination of the drive trains beyond standard modes of operation, different other parameters can be studied also.Keywords: Electric drive, electric vehicle, propulsion, test bench.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29256829 Dynamic Response Analyses for Human-Induced Lateral Vibration on Congested Pedestrian Bridges
Authors: M. Yoneda
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In this paper, a lateral walking design force per person is proposed and compared with Imperial College test results. Numerical simulations considering the proposed walking design force which is incorporated into the neural-oscillator model are carried out placing much emphasis on the synchronization (the lock-in phenomenon) for a pedestrian bridge model with the span length of 50 m. Numerical analyses are also conducted for an existing pedestrian suspension bridge. As compared with full scale measurements for this suspension bridge, it is confirmed that the analytical method based on the neural-oscillator model might be one of the useful ways to explain the synchronization (the lock-in phenomenon) of pedestrians being on the bridge.
Keywords: Pedestrian bridge, human-induced lateral vibration, neural-oscillator, full scale measurement, dynamic response analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7906828 Clustering Protein Sequences with Tailored General Regression Model Technique
Authors: G. Lavanya Devi, Allam Appa Rao, A. Damodaram, GR Sridhar, G. Jaya Suma
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Cluster analysis divides data into groups that are meaningful, useful, or both. Analysis of biological data is creating a new generation of epidemiologic, prognostic, diagnostic and treatment modalities. Clustering of protein sequences is one of the current research topics in the field of computer science. Linear relation is valuable in rule discovery for a given data, such as if value X goes up 1, value Y will go down 3", etc. The classical linear regression models the linear relation of two sequences perfectly. However, if we need to cluster a large repository of protein sequences into groups where sequences have strong linear relationship with each other, it is prohibitively expensive to compare sequences one by one. In this paper, we propose a new technique named General Regression Model Technique Clustering Algorithm (GRMTCA) to benignly handle the problem of linear sequences clustering. GRMT gives a measure, GR*, to tell the degree of linearity of multiple sequences without having to compare each pair of them.Keywords: Clustering, General Regression Model, Protein Sequences, Similarity Measure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15676827 Effect of Assumptions of Normal Shock Location on the Design of Supersonic Ejectors for Refrigeration
Authors: Payam Haghparast, Mikhail V. Sorin, Hakim Nesreddine
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The complex oblique shock phenomenon can be simply assumed as a normal shock at the constant area section to simulate a sharp pressure increase and velocity decrease in 1-D thermodynamic models. The assumed normal shock location is one of the greatest sources of error in ejector thermodynamic models. Most researchers consider an arbitrary location without justifying it. Our study compares the effect of normal shock place on ejector dimensions in 1-D models. To this aim, two different ejector experimental test benches, a constant area-mixing ejector (CAM) and a constant pressure-mixing (CPM) are considered, with different known geometries, operating conditions and working fluids (R245fa, R141b). In the first step, in order to evaluate the real value of the efficiencies in the different ejector parts and critical back pressure, a CFD model was built and validated by experimental data for two types of ejectors. These reference data are then used as input to the 1D model to calculate the lengths and the diameters of the ejectors. Afterwards, the design output geometry calculated by the 1D model is compared directly with the corresponding experimental geometry. It was found that there is a good agreement between the ejector dimensions obtained by the 1D model, for both CAM and CPM, with experimental ejector data. Furthermore, it is shown that normal shock place affects only the constant area length as it is proven that the inlet normal shock assumption results in more accurate length. Taking into account previous 1D models, the results suggest the use of the assumed normal shock location at the inlet of the constant area duct to design the supersonic ejectors.
Keywords: 1D model, constant area-mixing, constant pressure-mixing, normal shock location, ejector dimensions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9556826 Evaluation of Carbon Dioxide Pressure through Radial Velocity Difference in Arterial Blood Modeled by Drift Flux Model
Authors: Aicha Rima Cheniti, Hatem Besbes, Joseph Haggege, Christophe Sintes
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In this paper, we are interested to determine the carbon dioxide pressure in the arterial blood through radial velocity difference. The blood was modeled as a two phase mixture (an aqueous carbon dioxide solution with carbon dioxide gas) by Drift flux model and the Young-Laplace equation. The distributions of mixture velocities determined from the considered model permitted the calculation of the radial velocity distributions with different values of mean mixture pressure and the calculation of the mean carbon dioxide pressure knowing the mean mixture pressure. The radial velocity distributions are used to deduce a calculation method of the mean mixture pressure through the radial velocity difference between two positions which is measured by ultrasound. The mean carbon dioxide pressure is then deduced from the mean mixture pressure.Keywords: Mean carbon dioxide pressure, mean mixture pressure, mixture velocity, radial velocity difference.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11776825 Modeling of a Stewart Platform for Analyzing One Directional Dynamics for Spacecraft Docking Operations
Authors: Leonardo Herrera, Shield B. Lin, Stephen J. Montgomery-Smith, Ziraguen O. Williams
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A one-directional dynamic model of a Stewart Platform was developed to assist NASA in analyzing the dynamic response in spacecraft docking operations. A simplified mechanical drawing was created, capturing the physical structure's main features. A simplified schematic diagram was developed into a lumped mass model from the mechanical drawing. Three differential equations were derived according to the schematic diagram. A Simulink diagram was created using MATLAB to represent the three equations. System parameters, including spring constants and masses, are derived in detail from the physical system. The model can be used for further analysis via computer simulation in predicting dynamic response in its main docking direction, i.e., up-and-down motion.
Keywords: Stewart platform, docking operation, spacecraft, spring constant.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 676824 Impact of Egypt’s Energy Demand on Oil and Gas Power Systems Environment
Authors: Moustafa Osman Mohamed
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This paper will explore the influence of energy sector in Arab Republic of Egypt which has shared its responsibilities of many environmental challenges as the second largest economy in the Middle East (after Iran). Air and water pollution, desertification, inadequate disposal of solid waste and damage to coral reefs are serious problems that influence environmental management in Egypt. The intensive reliance of high population density and strong industrial growth are wearing Egypt's resources, and the rapidly-growing population has forced Egypt to breakdown agricultural land to residential and relevant use of commercial ingestion. The depletion effects of natural resources impose the government to apply innovation techniques in emission control and focus on sustainability. The cogeneration will be presented to control thermal losses and increase efficiency of energy power system.
Keywords: Cogeneration, energy indicators, power plant, electricity, environmental loads, environmental impact assessment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14946823 Reliable One-Dimensional Model of Two-Dimensional Insulated Oval Duct Considering Heat Radiation
Authors: King-Leung Wong, Wen-Lih Chen, Yu-feng Chang
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The reliable results of an insulated oval duct considering heat radiation are obtained basing on accurate oval perimeter obtained by integral method as well as one-dimensional Plane Wedge Thermal Resistance (PWTR) model. This is an extension study of former paper of insulated oval duct neglecting heat radiation. It is found that in the practical situations with long-short-axes ratio a/b <= 5/1, heat transfer rate errors are within 1.2 % by comparing with accurate two-dimensional numerical solutions for most practical dimensionless insulated thickness (t/R2 <= 0.5). On the contrary, neglecting the heat radiation effect is likely to produce very big heat transfer rate errors of non-insulated (E>43% at t/R2=0) and thin-insulated (E>4.5% while t/R2<= 0.1) oval ducts in situations of ambient air with lower external convection heat coefficients and larger surface emissivity.Keywords: Heat convection, heat radiation, oval duct, PWTR model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15956822 Study of Heat Transfer in the Poly Ethylene Fluidized Bed Reactor Numerically and Experimentally
Authors: Mahdi Hamzehei
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In this research, heat transfer of a poly Ethylene fluidized bed reactor without reaction were studied experimentally and computationally at different superficial gas velocities. A multifluid Eulerian computational model incorporating the kinetic theory for solid particles was developed and used to simulate the heat conducting gas–solid flows in a fluidized bed configuration. Momentum exchange coefficients were evaluated using the Syamlal– O-Brien drag functions. Temperature distributions of different phases in the reactor were also computed. Good agreement was found between the model predictions and the experimentally obtained data for the bed expansion ratio as well as the qualitative gas–solid flow patterns. The simulation and experimental results showed that the gas temperature decreases as it moves upward in the reactor, while the solid particle temperature increases. Pressure drop and temperature distribution predicted by the simulations were in good agreement with the experimental measurements at superficial gas velocities higher than the minimum fluidization velocity. Also, the predicted time-average local voidage profiles were in reasonable agreement with the experimental results. The study showed that the computational model was capable of predicting the heat transfer and the hydrodynamic behavior of gas-solid fluidized bed flows with reasonable accuracy.Keywords: Gas-solid flows, fluidized bed, Hydrodynamics, Heat transfer, Turbulence model, CFD
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19606821 The Using of Rasch-Model in Validating the Arabic Version of Multiple Intelligence Development Assessment Scale (MIDAS)
Authors: Saher Ali Al-Sabbah, See Ching Mey, Ong Saw Lan
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This article addresses the procedures to validate the Arabic version of Multiple Intelligence Development Assessment Scale (MIDAS). The content validity was examined based on the experts- judgments on the MIDAS-s items in the Arabic version. The content of eleven items in the Arabic version of MIDAS was modified to match the Arabic context. Then a translation from original English version of MIDAS into Arabic language was performed. The reliability of the Arabic MIDAS was calculated based on test and retest method and found to be 0.85 for the overall MIDAS and for the different subscales ranging between 0.78 - 0.87. The examination of construct validity for the overall Arabic MIDAS and its subscales was established by using Winsteps program version 6 based on Rasch model in order to fit the items into the Arabic context. The findings indicated that, the eight subscales in Arabic version of MIDAS scale have a unidimensionality, and the total number of kept items in the overall scale is 108 items.
Keywords: Rasch-Model, validation, multiple intelligence, and MIDAS scale.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18936820 A Contribution to the Polynomial Eigen Problem
Authors: Malika Yaici, Kamel Hariche, Tim Clarke
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The relationship between eigenstructure (eigenvalues and eigenvectors) and latent structure (latent roots and latent vectors) is established. In control theory eigenstructure is associated with the state space description of a dynamic multi-variable system and a latent structure is associated with its matrix fraction description. Beginning with block controller and block observer state space forms and moving on to any general state space form, we develop the identities that relate eigenvectors and latent vectors in either direction. Numerical examples illustrate this result. A brief discussion of the potential of these identities in linear control system design follows. Additionally, we present a consequent result: a quick and easy method to solve the polynomial eigenvalue problem for regular matrix polynomials.
Keywords: Eigenvalues/Eigenvectors, Latent values/vectors, Matrix fraction description, State space description.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18896819 Prediction of Kinematic Viscosity of Binary Mixture of Poly (Ethylene Glycol) in Water using Artificial Neural Networks
Authors: M. Mohagheghian, A. M. Ghaedi, A. Vafaei
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An artificial neural network (ANN) model is presented for the prediction of kinematic viscosity of binary mixtures of poly (ethylene glycol) (PEG) in water as a function of temperature, number-average molecular weight and mass fraction. Kinematic viscosities data of aqueous solutions for PEG (0.55419×10-6 – 9.875×10-6 m2/s) were obtained from the literature for a wide range of temperatures (277.15 - 338.15 K), number-average molecular weight (200 -10000), and mass fraction (0.0 – 1.0). A three layer feed-forward artificial neural network was employed. This model predicts the kinematic viscosity with a mean square error (MSE) of 0.281 and the coefficient of determination (R2) of 0.983. The results show that the kinematic viscosity of binary mixture of PEG in water could be successfully predicted using an artificial neural network model.Keywords: Artificial neural network, kinematic viscosity, poly ethylene glycol (PEG)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25316818 Effect of Electromagnetic Fields on Structure and Pollen Grains Development in Chenopodium album L
Authors: Leila Amjad, Mahsa Shafighi
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The role of the pollen grain, with to the reproductive process of higher plants, is to deliver the spermatic cells to the embryo sac for egg fertilization. The aim of this project was study the effect of electromagnetic fields on structure and pollen grains development in Chenopodium album. Anthers of Chenopodium album L. were collected at different stages of development from control (without electromagnetic field) and plants grown at 10m from the field sources. Structure and development of pollen grains were studied and compared. The studying pollen structure by Light and Scanning electron microscopy showed that electromagnetic fields reduction of pollen grains number and male sterility, thus , in some anthers, pollen grains were attached together and deformed compared to control ones. The data presented suggest that prolonged exposures of plants to magnetic field may cause different biological effects at the cellular tissue and organ levels.Keywords: Electromagnetic fields, pollen, Chenopodium albumL.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21966817 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models
Authors: Salah Alrabeei, Mohammad Yousuf
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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5616816 Nonlinear Dynamic Analysis of Base-Isolated Structures Using a Partitioned Solution Approach and an Exponential Model
Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino
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The solution of the nonlinear dynamic equilibrium equations of base-isolated structures adopting a conventional monolithic solution approach, i.e. an implicit single-step time integration method employed with an iteration procedure, and the use of existing nonlinear analytical models, such as differential equation models, to simulate the dynamic behavior of seismic isolators can require a significant computational effort. In order to reduce numerical computations, a partitioned solution method and a one dimensional nonlinear analytical model are presented in this paper. A partitioned solution approach can be easily applied to base-isolated structures in which the base isolation system is much more flexible than the superstructure. Thus, in this work, the explicit conditionally stable central difference method is used to evaluate the base isolation system nonlinear response and the implicit unconditionally stable Newmark’s constant average acceleration method is adopted to predict the superstructure linear response with the benefit in avoiding iterations in each time step of a nonlinear dynamic analysis. The proposed mathematical model is able to simulate the dynamic behavior of seismic isolators without requiring the solution of a nonlinear differential equation, as in the case of widely used differential equation model. The proposed mixed explicit-implicit time integration method and nonlinear exponential model are adopted to analyze a three dimensional seismically isolated structure with a lead rubber bearing system subjected to earthquake excitation. The numerical results show the good accuracy and the significant computational efficiency of the proposed solution approach and analytical model compared to the conventional solution method and mathematical model adopted in this work. Furthermore, the low stiffness value of the base isolation system with lead rubber bearings allows to have a critical time step considerably larger than the imposed ground acceleration time step, thus avoiding stability problems in the proposed mixed method.
Keywords: Base-isolated structures, earthquake engineering, mixed time integration, nonlinear exponential model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15836815 A Numerical Study of the Interaction between Residual Stress Profiles Induced by Quasi-Static Plastification
Authors: G. F. Guimarães, A. R. de Faria, R. R. Rego, A. L. R. D’Oliveira
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One of the most relevant phenomena in manufacturing is the residual stress state development through the manufacturing chain. In most cases, the residual stresses have their origin in the heterogenous plastification produced by the processes. Although a few manufacturing processes have been successfully approached by numerical modeling, there is still lack of understanding on how these processes' interactions will affect the final stress state. The objective of this work is to analyze the effect of the grinding procedure on the residual stress state generated by a quasi-static indentation. The model consists in a simplified approach of shot peening, modeling four cases with variations in indenter size and force. This model was validated through topography, measured by optical 3D focus-variation. The indentation model configured with two loads was then exposed to two grinding procedures and the result was analyzed. It was observed that the grinding procedure will have a significant effect on the stress state.
Keywords: plasticity, residual stress, finite element method, manufacturing
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4376814 A Comprehensive CFD Model for Sugar-Cane Bagasse Heterogeneous Combustion in a Grate Boiler System
Authors: Daniel J. O. Ferreira, Juan H. Sosa-Arnao, Bruno C. Moreira, Leonardo P. Rangel, Song W. Park
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The comprehensive CFD models have been used to represent and study the heterogeneous combustion of biomass. In the present work, the operation of a global flue gas circuit in the sugarcane bagasse combustion, from wind boxes below primary air grate supply, passing by bagasse insertion in swirl burners and boiler furnace, to boiler bank outlet is simulated. It uses five different meshes representing each part of this system located in sequence: wind boxes and grate, boiler furnace, swirl burners, superheaters and boiler bank. The model considers turbulence using standard k-ε, combustion using EDM, radiation heat transfer using DTM with 16 ray directions and bagasse particle tracking represented by Schiller- Naumann model. The results showed good agreement with expected behavior found in literature and equipment design. The more detailed results view in separated parts of flue gas system allows observing some flow behaviors that cannot be represented by usual simplifications like bagasse supply under homogeneous axial and rotational vectors and others that can be represented using new considerations like the representation of 26 thousand grate orifices by 144 rectangular inlets.Keywords: Comprehensive CFD model, sugar-cane bagasse combustion, sugar-cane bagasse grate boiler.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27286813 Qmulus – A Cloud Driven GPS Based Tracking System for Real-Time Traffic Routing
Authors: Niyati Parameswaran, Bharathi Muthu, Madiajagan Muthaiyan
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This paper presents Qmulus- a Cloud Based GPS Model. Qmulus is designed to compute the best possible route which would lead the driver to the specified destination in the shortest time while taking into account real-time constraints. Intelligence incorporated to Qmulus-s design makes it capable of generating and assigning priorities to a list of optimal routes through customizable dynamic updates. The goal of this design is to minimize travel and cost overheads, maintain reliability and consistency, and implement scalability and flexibility. The model proposed focuses on reducing the bridge between a Client Application and a Cloud service so as to render seamless operations. Qmulus-s system model is closely integrated and its concept has the potential to be extended into several other integrated applications making it capable of adapting to different media and resources.Keywords: Cloud Services, GPS, Real-Time Constraints, Shortest Path, System Management and Traffic Routing
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17966812 A Fuzzy Implementation for Optimization of Storage Locations in an Industrial AS/RS
Authors: C. Senanayake, S. Veera Ragavan
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Warehousing is commonly used in factories for the storage of products until delivery of orders. As the amount of products stored increases it becomes tedious to be carried out manually. In recent years, the manual storing has converted into fully or partially computer controlled systems, also known as Automated Storage and Retrieval Systems (AS/RS). This paper discusses an ASRS system, which was designed such that the best storage location for the products is determined by utilizing a fuzzy control system. The design maintains the records of the products to be/already in store and the storage/retrieval times along with the availability status of the storage locations. This paper discusses on the maintenance of the above mentioned records and the utilization of the concept of fuzzy logic in order to determine the optimum storage location for the products. The paper will further discuss on the dynamic splitting and merging of the storage locations depending on the product sizes.Keywords: ASRS, fuzzy control systems, MySQL database, dynamic splitting and merging.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21426811 Comparative Study of Indoor Environment in Residential Buildings in Hot Humid Climate of Malaysia
Authors: M. I. Mohd Hafizal, Y. Hiroshi, T. Goto
Abstract:
There-s a lack in understanding the indoor climate of Malaysian residential. The assumption of traditional house could provide the best indoor environment is too good to be true. This research is to understand indoor environment in three types of Malaysian residential and thermo recorder TR72Ui were placed in indoor spaces for measurement. There are huge differences of indoor environment between housing types, and building material helps to control indoor climate. Traditional house indoor climate was similar to the outdoor. Temperature in the bedroom of terrace and town houses were slightly higher than the living room. Indoor temperature was 2oC lower in the rainy season than the hot season. It was hard to control indoor humidity level in traditional house compared with terrace and town house. As for conclusion, town house provides the best thermal environment to the building occupants and can be improved with good roof insulation.Keywords: Indoor environment, residential, temperature.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31856810 Formal Specification of Web Services Applications for Digital Reference Services of Library Information System
Authors: Zainab M. Musa, Nordin M. A. Rahman, Julaily A. Jusoh
Abstract:
Digital reference service is when a traditional library reference service is provided electronically. In most cases users do not get full satisfaction from using digital reference service due to variety of reasons. This paper discusses the formal specification of web services applications for digital reference services (WSDRS). WSDRS is an informal model that claims to reduce the problems of digital reference services in libraries. It uses web services technology to provide efficient digital way of satisfying users’ need in the reference section of libraries. Informal model is in natural language which is inconsistent and ambiguous that may cause difficulties to the developers of the system. In order to solve this problem we decided to convert the informal specifications into formal specifications. This is supposed to reduce the overall development time and cost. We use Z language to develop the formal model and verify it with Z/EVES theorem prover tool.Keywords: Formal, specifications, web services, digital reference services.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1615