Search results for: forecasting models
2288 A CFD Analysis of Hydraulic Characteristics of the Rod Bundles in the BREST-OD-300 Wire-Spaced Fuel Assemblies
Authors: Dmitry V. Fomichev, Vladimir I. Solonin
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This paper presents the findings from a numerical simulation of the flow in 37-rod fuel assembly models spaced by a double-wire trapezoidal wrapping as applied to the BREST-OD-300 experimental nuclear reactor. Data on a high static pressure distribution within the models, and equations for determining the fuel bundle flow friction factors have been obtained. Recommendations are provided on using the closing turbulence models available in the ANSYS Fluent. A comparative analysis has been performed against the existing empirical equations for determining the flow friction factors. The calculated and experimental data fit has been shown.
An analysis into the experimental data and results of the numerical simulation of the BREST-OD-300 fuel rod assembly hydrodynamic performance are presented.
Keywords: BREST-OD-300, ware-spaces, fuel assembly, computation fluid dynamics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22272287 Mean Velocity Modeling of Open-Channel Flow with Submerged Rigid Vegetation
Authors: M. Morri, A. Soualmia, P. Belleudy
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Vegetation affects the mean and turbulent flow structure. It may increase flood risks and sediment transport. Therefore, it is important to develop analytical approaches for the bed shear stress on vegetated bed, to predict resistance caused by vegetation. In the recent years, experimental and numerical models have both been developed to model the effects of submerged vegetation on open-channel flow. In this paper, different analytic models are compared and tested using the criteria of deviation, to explore their capacity for predicting the mean velocity and select the suitable one that will be applied in real case of rivers. The comparison between the measured data in vegetated flume and simulated mean velocities indicated, a good performance, in the case of rigid vegetation, whereas, Huthoff model shows the best agreement with a high coefficient of determination (R2=80%) and the smallest error in the prediction of the average velocities.
Keywords: Analytic Models, Comparison, Mean Velocity, Vegetation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25382286 Microgrid: Low Power Network Topology and Control
Authors: Amit Sachan
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The network designing and data modeling developments which are the two significant research tasks in direction to tolerate power control of Microgrid concluded using IEC 61850 data models and facilities. The current casing areas of IEC 61580 include infrastructures in substation automation systems, among substations and to DERs. So, for LV microgrid power control, previously using the IEC 61850 amenities to control the smart electrical devices, we have to model those devices as IEC 61850 data models and design a network topology to maintenance all-in-one communiqué amid those devices. In adding, though IEC 61850 assists modeling a portion by open-handed several object models for common functions similar measurement, metering, monitoring…etc., there are motionless certain missing smithereens for building a multiplicity of functions for household appliances like tuning the temperature of an electric heater or refrigerator.
Keywords: IEC 61850, RCMC, HCMC, DER Unit Controller.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24982285 An Analysis of Classification of Imbalanced Datasets by Using Synthetic Minority Over-Sampling Technique
Authors: Ghada A. Alfattni
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Analysing unbalanced datasets is one of the challenges that practitioners in machine learning field face. However, many researches have been carried out to determine the effectiveness of the use of the synthetic minority over-sampling technique (SMOTE) to address this issue. The aim of this study was therefore to compare the effectiveness of the SMOTE over different models on unbalanced datasets. Three classification models (Logistic Regression, Support Vector Machine and Nearest Neighbour) were tested with multiple datasets, then the same datasets were oversampled by using SMOTE and applied again to the three models to compare the differences in the performances. Results of experiments show that the highest number of nearest neighbours gives lower values of error rates.Keywords: Imbalanced datasets, SMOTE, machine learning, logistic regression, support vector machine, nearest neighbour.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13142284 An Approach to Task Modeling for User Interface Design
Authors: Costin Pribeanu
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The model-based approach to user interface design relies on developing separate models capturing various aspects about users, tasks, application domain, presentation and dialog structures. This paper presents a task modeling approach for user interface design and aims at exploring mappings between task, domain and presentation models. The basic idea of our approach is to identify typical configurations in task and domain models and to investigate how they relate each other. A special emphasis is put on applicationspecific functions and mappings between domain objects and operational task structures. In this respect, we will address two layers in task decomposition: a functional (planning) layer and an operational layer.Keywords: task modeling, user interface design, unit tasks, basic tasks, operational task model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18782283 Modeling Exponential Growth Activity Using Technology: A Research with Bachelor of Business Administration Students
Authors: V. Vargas-Alejo, L. E. Montero-Moguel
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Understanding the concept of function has been important in mathematics education for many years. In this study, the models built by a group of five business administration and accounting undergraduate students when carrying out a population growth activity are analyzed. The theoretical framework is the Models and Modeling Perspective. The results show how the students included tables, graphics, and algebraic representations in their models. Using technology was useful to interpret, describe, and predict the situation. The first model, the students built to describe the situation, was linear. After that, they modified and refined their ways of thinking; finally, they created exponential growth. Modeling the activity was useful to deep on mathematical concepts such as covariation, rate of change, and exponential function also to differentiate between linear and exponential growth.Keywords: Covariation reasoning, exponential function, modeling, representations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5032282 Agent-Based Simulation of Simulating Anticipatory Systems – Classification
Authors: Eugene Kindler
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The present paper is oriented to classification and application of agent technique in simulation of anticipatory systems, namely those that use simulation models for the aid of anticipation. The main ideas root in the fact that the best way for description of computer simulation models is the technique of describing the simulated system itself (and the translation into the computer code is provided as automatic), and that the anticipation itself is often nested.
Keywords: Agents, Anticipatory systems, Discrete eventsimulation, Simula, Taxonomy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15582281 Comparison of the Thermal Characteristics of Induction Motor, Switched Reluctance Motor and Inset Permanent Magnet Motor for Electric Vehicle Application
Authors: Sadeep Sasidharan, T. B. Isha
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Modern day electric vehicles require compact high torque/power density motors for electric propulsion. This necessitates proper thermal management of the electric motors. The main focus of this paper is to compare the steady state thermal analysis of a conventional 20 kW 8/6 Switched Reluctance Motor (SRM) with that of an Induction Motor and Inset Permanent Magnet (IPM) motor of the same rating. The goal is to develop a proper thermal model of the three types of models for Finite Element Thermal Analysis. JMAG software is used for the development and simulation of the thermal models. The results show that the induction motor is subjected to more heating when used for electric vehicle application constantly, compared to the SRM and IPM.Keywords: SRM, induction motor, IPM, thermal analysis, loss models, electric vehicles.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10332280 Pareidolia and Perception of Anger in Vehicle Styles: Survey Results
Authors: Alan S. Hoback
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Most people see human faces in car front and back ends because of the process of pareidolia. 96 people were surveyed to see how many of them saw a face in the vehicle styling. Participants were aged 18 to 72 years. 94% of the participants saw faces in the front-end design of production models. All participants that recognized faces indicated that most styles showed some degree of an angry expression. It was found that women were more likely to see faces in inanimate objects. However, with respect to whether women were more likely to perceive anger in the vehicle design, the results need further clarification. Survey responses were correlated to the design features of vehicles to determine what cues the respondents were likely looking at when responding. Whether the features looked anthropomorphic was key to anger perception. Features such as the headlights which could represent eyes and the air intake that could represent a mouth had high correlations to trends in scores. Results are compared among models, makers, by groupings of body styles classifications for the top 12 brands sold in the US, and by year for the top 20 models sold in the US in 2016. All of the top models sold increased in perception of an angry expression over the last 20 years or since the model was introduced, but the relative change varied by body style grouping.
Keywords: Aggressive driving, face recognition, road rage, vehicle styling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8012279 EML-Estimation of Multivariate t Copulas with Heuristic Optimization
Authors: Jin Zhang, Wing Lon Ng
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In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15602278 Matching on Bipartite Graphs with Applications to School Course Registration Systems
Authors: Zhihan Li
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Nowadays, most universities use the course enrollment system considering students’ registration orders. However, the students’ preference level to certain courses is also one important factor to consider. In this research, the possibility of applying a preference-first system has been discussed and analyzed compared to the order-first system. A bipartite graph is applied to resemble the relationship between students and courses they tend to register. With the graph set up, we apply Ford-Fulkerson (F.F.) Algorithm to maximize parings between two sets of nodes, in our case, students and courses. Two models are proposed in this paper: the one considered students’ order first, and the one considered students’ preference first. By comparing and contrasting the two models, we highlight the usability of models which potentially leads to better designs for school course registration systems.
Keywords: Bipartite graph, Ford-Fulkerson Algorithm, graph theory, maximum matching.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8042277 Packing Theory for Natural and Crushed Aggregate to Obtain the Best Mix of Aggregate: Research and Development
Authors: Mohammed H. Mohammed, Mats Emborg, Roland Pusch, Sven Knutsson
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Concrete performance is strongly affected by the particle packing degree since it determines the distribution of the cementitious component and the interaction of mineral particles. By using packing theory designers will be able to select optimal aggregate materials for preparing concrete with low cement content, which is beneficial from the point of cost. Optimum particle packing implies minimizing porosity and thereby reducing the amount of cement paste needed to fill the voids between the aggregate particles, taking also the rheology of the concrete into consideration. For reaching good fluidity superplasticizers are required. The results from pilot tests at Luleå University of Technology (LTU) show various forms of the proposed theoretical models, and the empirical approach taken in the study seems to provide a safer basis for developing new, improved packing models.Keywords: Aggregate mix, Computer program, Concrete mix design, Models of packing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32922276 A Study on Optimal Determination of Partial Transmission Ratios of Helical Gearboxes with Second-Step Double Gear-Sets
Authors: Vu Ngoc Pi
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In this paper, a study on the applications of the optimization and regression techniques for optimal calculation of partial ratios of helical gearboxes with second-step double gear-sets for minimal cross section dimension is introduced. From the condition of the moment equilibrium of a mechanic system including three gear units and their regular resistance condition, models for calculation of the partial ratios of helical gearboxes with second-step double gear-sets were given. Especially, by regression analysis, explicit models for calculation of the partial ratios are introduced. These models allow determining the partial ratios accurately and simply.Keywords: Gearbox design, optimal design, helical gearbox, transmission ratio.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16422275 Dry Relaxation Shrinkage Prediction of Bordeaux Fiber Using a Feed Forward Neural
Authors: Baeza S. Roberto
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The knitted fabric suffers a deformation in its dimensions due to stretching and tension factors, transverse and longitudinal respectively, during the process in rectilinear knitting machines so it performs a dry relaxation shrinkage procedure and thermal action of prefixed to obtain stable conditions in the knitting. This paper presents a dry relaxation shrinkage prediction of Bordeaux fiber using a feed forward neural network and linear regression models. Six operational alternatives of shrinkage were predicted. A comparison of the results was performed finding neural network models with higher levels of explanation of the variability and prediction. The presence of different reposes is included. The models were obtained through a neural toolbox of Matlab and Minitab software with real data in a knitting company of Southern Guanajuato. The results allow predicting dry relaxation shrinkage of each alternative operation.Keywords: Neural network, dry relaxation, knitting, linear regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17602274 Proton and Neutron Magnetic Moments Based On Bag Models
Authors: G. R. Boroun, R. Harami
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Using form factors of the proton and the neutron for different of Q2, bag radius of the proton and the neutron can be obtained based on bag models. Then using static bag radius, magnetic moments of the proton and the neutron can be obtained and compared with other results.
Keywords: MIT bag model, proton and neutron, magnetic moment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16112273 Analysis of Mathematical Models and Their Application to Extreme Events
Authors: Avellino I. Mondlane, Karin Hansson, Oliver Popov
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This paper discusses the application of extreme events distribution taking the Limpopo River Basin at Xai-Xai station, in Mozambique, as a case analysis. We analyze the extreme value concepts, namely Gumbel, Fréchet, Weibull and Generalized Extreme Value Distributions and then extrapolate the original data to 1000, 5000 and 10000 figures for further simulations and we compare their outcomes based on these three main distributions.
Keywords: Catastrophes, extreme event, disasters, mathematical models, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25212272 Comparing Spontaneous Hydrolysis Rates of Activated Models of DNA and RNA
Authors: Mohamed S. Sasi, Adel M. Mlitan, Abdulfattah M. Alkherraz
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This research project aims to investigate difference in relative rates concerning phosphoryl transfer relevant to biological catalysis of DNA and RNA in the pH-independent reactions. Activated Models of DNA and RNA for alkyl-aryl phosphate diesters (with 4-nitrophenyl as a good leaving group) have successfully been prepared to gather kinetic parameters. Eyring plots for the pH– independent hydrolysis of 1 and 2 were established at different temperatures in the range 100–160 °C. These measurements have been used to provide a better estimate for the difference in relative rates between the reactivity of DNA and RNA cleavage. Eyring plot gave an extrapolated rate of kH2O = 1 × 10-10 s -1 for 1 (RNA model) and 2 (DNA model) at 25°C. Comparing the reactivity of RNA model and DNA model shows that the difference in relative rates in the pH-independent reactions is surprisingly very similar at 25°. This allows us to obtain chemical insights into how biological catalysts such as enzymes may have evolved to perform their current functions.
Keywords: DNA & RNA Models, Relative Rates, Reactivity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23962271 Analysing of Indoor Radio Wave Propagation on Ad-hoc Network by Using TP-LINK Router
Authors: Khine Phyu, Aung Myint Aye
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This paper presents results of measurements campaign carried out at a carrier frequency of 24GHz with the help of TPLINK router in indoor line-of-sight (LOS) scenarios. Firstly, the radio wave propagation strategies are analyzed in some rooms with router of point to point Ad hoc network. Then floor attenuation is defined for 3 floors in experimental region. The free space model and dual slope models are modified by considering the influence of corridor conditions on each floor. Using these models, indoor signal attenuation can be estimated in modeling of indoor radio wave propagation. These results and modified models can also be used in planning the networks of future personal communications services.Keywords: radio wave signal analyzing, LOS radio wavepropagation, indoor radio wave propagation, free space model, tworay model and indoor attenuation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20172270 Task Modeling for User Interface Design: A Layered Approach
Authors: Costin Pribeanu
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The model-based approach to user interface design relies on developing separate models that are capturing various aspects about users, tasks, application domain, presentation and dialog representations. This paper presents a task modeling approach for user interface design and aims at exploring the mappings between task, domain and presentation models. The basic idea of our approach is to identify typical configurations in task and domain models and to investigate how they relate each other. A special emphasis is put on application-specific functions and mappings between domain objects and operational task structures. In this respect, we will distinguish between three layers in the task decomposition: a functional layer, a planning layer, and an operational layer.
Keywords: task modeling, user interface design, unit tasks, basic tasks, operational task model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15942269 Convective Hot Air Drying of Different Varieties of Blanched Sweet Potato Slices
Authors: M. O. Oke, T. S. Workneh
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Drying behavior of blanched sweet potato in a cabinet dryer using different five air temperatures (40-80°C) and ten sweet potato varieties sliced to 5mm thickness were investigated. The drying data were fitted to eight models. The Modified Henderson and Pabis model gave the best fit to the experimental moisture ratio data obtained during the drying of all the varieties while Newton (Lewis) and Wang and Singh models gave the least fit. The values of Deff obtained for Bophelo variety (1.27 x 10-9 to 1.77 x 10-9 m2/s) was the least while that of S191 (1.93 x 10-9 to 2.47 x 10-9 m2/s) was the highest which indicates that moisture diffusivity in sweet potato is affected by the genetic factor. Activation energy values ranged from 0.27-6.54 kJ/mol. The lower activation energy indicates that drying of sweet potato slices requires less energy and is hence a cost and energy saving method. The drying behavior of blanched sweet potato was investigated in a cabinet dryer. Drying time decreased considerably with increase in hot air temperature. Out of the eight models fitted, the Modified Henderson and Pabis model gave the best fit to the experimental moisture ratio data on all the varieties while Newton, Wang and Singh models gave the least. The lower activation energy (0.27 - 6.54 kJ/mol) obtained indicates that drying of sweet potato slices requires less energy and is hence a cost and energy saving method.
Keywords: Sweet Potato Slice, Drying Models, Moisture Ratio, Moisture Diffusivity, Activation Energy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30042268 Deep Learning Based, End-to-End Metaphor Detection in Greek with Recurrent and Convolutional Neural Networks
Authors: Konstantinos Perifanos, Eirini Florou, Dionysis Goutsos
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This paper presents and benchmarks a number of end-to-end Deep Learning based models for metaphor detection in Greek. We combine Convolutional Neural Networks and Recurrent Neural Networks with representation learning to bear on the metaphor detection problem for the Greek language. The models presented achieve exceptional accuracy scores, significantly improving the previous state-of-the-art results, which had already achieved accuracy 0.82. Furthermore, no special preprocessing, feature engineering or linguistic knowledge is used in this work. The methods presented achieve accuracy of 0.92 and F-score 0.92 with Convolutional Neural Networks (CNNs) and bidirectional Long Short Term Memory networks (LSTMs). Comparable results of 0.91 accuracy and 0.91 F-score are also achieved with bidirectional Gated Recurrent Units (GRUs) and Convolutional Recurrent Neural Nets (CRNNs). The models are trained and evaluated only on the basis of training tuples, the related sentences and their labels. The outcome is a state-of-the-art collection of metaphor detection models, trained on limited labelled resources, which can be extended to other languages and similar tasks.Keywords: Metaphor detection, deep learning, representation learning, embeddings.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5542267 Electromagnetic Field Modeling in Human Tissue
Authors: Iliana Marinova, Valentin Mateev
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For investigations of electromagnetic field distributions in biological structures by Finite Element Method (FEM), a method for automatic 3D model building of human anatomical objects is developed. Models are made by meshed structures and specific electromagnetic material properties for each tissue type. Mesh is built according to specific FEM criteria for achieving good solution accuracy. Several FEM models of anatomical objects are built. Formulation using magnetic vector potential and scalar electric potential (A-V, A) is used for modeling of electromagnetic fields in human tissue objects. The developed models are suitable for investigations of electromagnetic field distributions in human tissues exposed in external fields during magnetic stimulation, defibrillation, impedance tomography etc.Keywords: electromagnetic field, finite element method, humantissue.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 52952266 Design Methodology through Risk Assessment of Massive Water Retaining Structures
Authors: A. Rouili
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In the present paper the results of a numerical study are presented, numerical models were developed to simulate the behaviour of vertical massive dikes. The proposed models were developed according to the geometry, boundary conditions, loading conditions and initial conditions of a physical model taken as reference. The results obtained were compared to the experimental data. As far as the overall behaviour, the displacements and the failure mechanisms of the dikes is concerned, the numerical results were in good agreement with the experimental results, which clearly indicates a good quality of numerical modelling. The validated numerical models were used in a parametric study were the displacements and failure mechanisms were fully investigated. Out of the results obtained, some conclusions and recommendations related to the design of massive dikes are proposed.
Keywords: Water conservation, dikes, risk assessment and numerical modelling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15502265 Measurement of CES Production Functions Considering Energy as an Input
Authors: Donglan Zha, Jiansong Si
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Because of its flexibility, CES attracts much interest in economic growth and programming models, and the macroeconomics or micro-macro models. This paper focuses on the development, estimating methods of CES production function considering energy as an input. We leave for future research work of relaxing the assumption of constant returns to scale, the introduction of potential input factors, and the generalization method of the optimal nested form of multi-factor production functions.
Keywords: Bias of technical change, CES production function, elasticity of substitution, energy input.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9602264 Phosphine Mortality Estimation for Simulation of Controlling Pest of Stored Grain: Lesser Grain Borer (Rhyzopertha dominica)
Authors: Mingren Shi, Michael Renton
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There is a world-wide need for the development of sustainable management strategies to control pest infestation and the development of phosphine (PH3) resistance in lesser grain borer (Rhyzopertha dominica). Computer simulation models can provide a relatively fast, safe and inexpensive way to weigh the merits of various management options. However, the usefulness of simulation models relies on the accurate estimation of important model parameters, such as mortality. Concentration and time of exposure are both important in determining mortality in response to a toxic agent. Recent research indicated the existence of two resistance phenotypes in R. dominica in Australia, weak and strong, and revealed that the presence of resistance alleles at two loci confers strong resistance, thus motivating the construction of a two-locus model of resistance. Experimental data sets on purified pest strains, each corresponding to a single genotype of our two-locus model, were also available. Hence it became possible to explicitly include mortalities of the different genotypes in the model. In this paper we described how we used two generalized linear models (GLM), probit and logistic models, to fit the available experimental data sets. We used a direct algebraic approach generalized inverse matrix technique, rather than the traditional maximum likelihood estimation, to estimate the model parameters. The results show that both probit and logistic models fit the data sets well but the former is much better in terms of small least squares (numerical) errors. Meanwhile, the generalized inverse matrix technique achieved similar accuracy results to those from the maximum likelihood estimation, but is less time consuming and computationally demanding.
Keywords: mortality estimation, probit models, logistic model, generalized inverse matrix approach, pest control simulation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15842263 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme
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. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. 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, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5002262 Modeling and Simulation Methods Using MATLAB/Simulink
Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,
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This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.
Keywords: Model Based Design, MATLAB, Simulink, Stateflow, plant model, real time model, real-time workshop, target language compiler.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16942261 Generation of 3D Models Obtained with Low-Cost RGB and Thermal Sensors Mounted on Drones
Authors: Julio Manuel de Luis Ruiz, Javier Sedano Cibrián, Rubén Pérez Álvarez, Raúl Pereda García, Felipe Piña García
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Nowadays it is common to resort to aerial photography to carry out the prospection and/or exploration of archaeological sites. In recent years, Unmanned Aerial Vehicles (UAVs) have been applied as the vehicles that carry the sensor. This implies certain advantages, such as the possibility of including low-cost sensors, given that these vehicles can carry the sensor at relatively low altitudes. Due to this, low-cost dual sensors have recently begun to be used. This new equipment can collaborate with classic Digital Elevation Models (DEMs) in the exploration of archaeological sites, but this entails the need for a methodological setting to optimize the acquisition, processing and exploitation of the information provided by low-cost dual sensors. This research focuses on the design of an appropriate workflow to obtain 3D models with low-cost sensors carried on UAVs, both in the RGB and thermal domains. All the foregoing has been applied to the archaeological site of Juliobriga, located in Cantabria (Spain). To this end, a flight with this type of sensors has been planned, developed and analyzed. It has been applied to the archaeological site of Juliobriga (Cantabria, Spain). A strong dependence of the thermal sensor on the GSD, and the capability of this technique to interpret underground materials. This research allows to state that the thermal nature of the site does not provide main information about the site itself, but with combination with other types of information, such as the DEM, the typology of materials, etc., can produce very positive results with respect to the exploration and knowledge of the site.
Keywords: process optimization, RGB models, thermal models, UAV, workflow
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6182260 Comparisons of Co-Seismic Gravity Changes between GRACE Observations and the Predictions from the Finite-Fault Models for the 2012 Mw = 8.6 Indian Ocean Earthquake Off-Sumatra
Authors: Armin Rahimi
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The Gravity Recovery and Climate Experiment (GRACE) has been a very successful project in determining math redistribution within the Earth system. Large deformations caused by earthquakes are in the high frequency band. Unfortunately, GRACE is only capable to provide reliable estimate at the low-to-medium frequency band for the gravitational changes. In this study, we computed the gravity changes after the 2012 Mw8.6 Indian Ocean earthquake off-Sumatra using the GRACE Level-2 monthly spherical harmonic (SH) solutions released by the University of Texas Center for Space Research (UTCSR). Moreover, we calculated gravity changes using different fault models derived from teleseismic data. The model predictions showed non-negligible discrepancies in gravity changes. However, after removing high-frequency signals, using Gaussian filtering 350 km commensurable GRACE spatial resolution, the discrepancies vanished, and the spatial patterns of total gravity changes predicted from all slip models became similar at the spatial resolution attainable by GRACE observations, and predicted-gravity changes were consistent with the GRACE-detected gravity changes. Nevertheless, the fault models, in which give different slip amplitudes, proportionally lead to different amplitude in the predicted gravity changes.Keywords: Undersea earthquake, GRACE observation, gravity change, dislocation model, slip distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9912259 Determining of Stage-Discharge Relationship for Meandering Compound Channels Using M5 Decision Tree Model
Authors: Mehdi Kheradmand, Mehdi Azhdary Moghaddam, Abdolreza Zahiri, Khalil Ghorbani
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In modeling phenomena, the presence of local conditions may cause the use of a general relation not to produce good results and thus fail to demonstrate local changes. If possible, identifying homogenous limits and providing simple linear relations for each of these limits will increase the accuracy of models. Accordingly, the models are divided into simpler and smaller problems to solve complicated problems, and the obtained answers will be combined. This simple idea can be applied to decision tree models. For this aim, the input data values are divided into several sub-intervals or sub-regions, and an appropriate model is extracted for an appropriate model or equation. This research proposes the M5 decision tree method as a solution to accurately compute the flow discharge in meandering compound channels.
Keywords: Stage-discharge relationship, decision tree, M5 decision tree model, meandering compound channels.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 246