Search results for: stochastic differential equation

Authors: Alexander Breitholz, Wolfgang Arlt, Ki-Pung Yoo

Abstract:

Group contribution based models are widely used in industrial applications for its convenience and flexibility. Although a number of group contribution models have been proposed, there were certain limitations inherent to those models. Models based on group contribution excess Gibbs free energy are limited to low pressures and models based on equation of state (EOS) cannot properly describe highly nonideal mixtures including acids without introducing additional modification such as chemical theory. In the present study new a new approach derived from quantum chemistry have been used to calculate necessary EOS group interaction parameters. The COSMO-RS method, based on quantum mechanics, provides a reliable tool for fluid phase thermodynamics. Benefits of the group contribution EOS are the consistent extension to hydrogen-bonded mixtures and the capability to predict polymer-solvent equilibria up to high pressures. The authors are confident that with a sufficient parameter matrix the performance of the lattice EOS can be improved significantly.

Keywords: COSMO-RS, Equation of State, Group contribution, Lattice Fluid, Phase equilibria.

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Authors: Mahmoud Zarrini, R.N. Pralhad

Abstract:

In this chapter, we have studied Variation of velocity in incompressible fluid over a moving surface. The boundary layer equations are on a fixed or continuously moving flat plate in the same or opposite direction to the free stream with suction and injection. The boundary layer equations are transferred from partial differential equations to ordinary differential equations. Numerical solutions are obtained by using Runge-Kutta and Shooting methods. We have found numerical solution to velocity and skin friction coefficient.

Keywords: Boundary layer, continuously moving surface, shooting method, skin friction coefficient.

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Authors: Wan-Hyun Cho, In-Seop Na, Seong-ChaeSeo, Sang-Kyoon Kim, Soon-Young Park

Abstract:

In this paper, we propose the variational approach to solve single image defogging problem. In the inference process of the atmospheric veil, we defined new functional for atmospheric veil that satisfy edge-preserving regularization property. By using the fundamental lemma of calculus of variations, we derive the Euler-Lagrange equation foratmospheric veil that can find the maxima of a given functional. This equation can be solved by using a gradient decent method and time parameter. Then, we can have obtained the estimated atmospheric veil, and then have conducted the image restoration by using inferred atmospheric veil. Finally we have improved the contrast of restoration image by various histogram equalization methods. The experimental results show that the proposed method achieves rather good defogging results.

Keywords: Image defogging, Image restoration, Atmospheric veil, Transmission, Variational approach, Euler-Lagrange equation, Image enhancement.

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Authors: Qiuling Xie, Shanliang Zhu, Zongdi Sun

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In this paper, we analyzed the correlation relationship among PM2.5 from other five Air Quality Indices (AQIs) based on the grey relational degree, and built a multivariate nonlinear regression equation model of PM2.5 and the five monitoring indexes. For the optimal control problem of PM2.5, we took the partial large Cauchy distribution of membership equation as satisfaction function. We established a nonlinear programming model with the goal of maximum performance to price ratio. And the optimal control scheme is given.

Keywords: Grey relational degree, multiple linear regression, membership function, nonlinear programming.

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Authors: Watcharakorn Thongchuay, Puntip Toghaw, Montri Maleewong

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The Wavelet-Galerkin finite element method for solving the one-dimensional heat equation is presented in this work. Two types of basis functions which are the Lagrange and multi-level wavelet bases are employed to derive the full form of matrix system. We consider both linear and quadratic bases in the Galerkin method. Time derivative is approximated by polynomial time basis that provides easily extend the order of approximation in time space. Our numerical results show that the rate of convergences for the linear Lagrange and the linear wavelet bases are the same and in order 2 while the rate of convergences for the quadratic Lagrange and the quadratic wavelet bases are approximately in order 4. It also reveals that the wavelet basis provides an easy treatment to improve numerical resolutions that can be done by increasing just its desired levels in the multilevel construction process.

Keywords: Galerkin finite element method, Heat equation , Lagrange basis function, Wavelet basis function.

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Authors: M. A. Ghorbani, M. Pasbani Khiavi

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In this paper, the dam-reservoir interaction is analyzed using a finite element approach. The fluid is assumed to be incompressible, irrotational and inviscid. The assumed boundary conditions are that the interface of the dam and reservoir is vertical and the bottom of reservoir is rigid and horizontal. The governing equation for these boundary conditions is implemented in the developed finite element code considering the horizontal and vertical earthquake components. The weighted residual standard Galerkin finite element technique with 8-node elements is used to discretize the equation that produces a symmetric matrix equation for the damreservoir system. A new boundary condition is proposed for truncating surface of unbounded fluid domain to show the energy dissipation in the reservoir, through radiation in the infinite upstream direction. The Sommerfeld-s and perfect damping boundary conditions are also implemented for a truncated boundary to compare with the proposed far end boundary. The results are compared with an analytical solution to demonstrate the accuracy of the proposed formulation and other truncated boundary conditions in modeling the hydrodynamic response of an infinite reservoir.

Keywords: Reservoir, finite element, truncated boundary, hydrodynamic pressure

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Authors: J. Ranjbarn, A. Alibeigloo

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In this paper, we present an analytical method for analysis of nano-scale spherical shell subjected to thermo-mechanical shocks based on nonlocal elasticity theory. Thermo-mechanical properties of nano shpere is assumed to be temperature dependent. Governing partial differential equation of motion is solved analytically by using Laplace transform for time domain and power series for spacial domain. The results in Laplace domain is transferred to time domain by employing the fast inverse Laplace transform (FLIT) method. Accuracy of present approach is assessed by comparing the the numerical results with the results of published work in literature. Furtheremore, the effects of non-local parameter and wall thickness on the dynamic characteristics of the nano-sphere are studied.

Keywords: Nano-scale spherical shell, nonlocal elasticity theory, thermomechanical shock.

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Authors: A. Brener, B. Balabekov, N. Zhumataev

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In the paper we submit the non-local modification of kinetic Smoluchowski equation for binary aggregation applying to dispersed media having memory. Our supposition consists in that that intensity of evolution of clusters is supposed to be a function of the product of concentrations of the lowest orders clusters at different moments. The new form of kinetic equation for aggregation is derived on the base of the transfer kernels approach. This approach allows considering the influence of relaxation times hierarchy on kinetics of aggregation process in media with memory.

Keywords: Binary aggregation, Media with memory, Non-local model, Relaxation times

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Authors: Wei-Der Chang, Dai-Ming Chang, Eri-Wei Chiang, Chia-Hung Lin, Jian-Liung Chen

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In this paper, a fractional-order FIR differentiator design method using the differential evolution (DE) algorithm is presented. In the proposed method, the FIR digital filter is designed to meet the frequency response of a desired fractal-order differentiator, which is evaluated in the frequency domain. To verify the design performance, another design method considered in the time-domain is also provided. Simulation results reveal the efficiency of the proposed method.

Keywords: Fractional-order differentiator, FIR digital filter, Differential evolution algorithm.

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Authors: Yilun Shang

Abstract:

In this paper, we deal with the fundamental concepts and properties of ergodicity coefficients in a hierarchical sense by making use of partition. Moreover, we establish a hierarchial Hajnal’s inequality improving some previous results.

Keywords: Stochastic matrix, ergodicity coefficient, partition.

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Authors: M. Pandi, K. Premalatha

Abstract:

A DNA microarray technology is a collection of microscopic DNA spots attached to a solid surface. Scientists use DNA microarrays to measure the expression levels of large numbers of genes simultaneously or to genotype multiple regions of a genome. Elucidating the patterns hidden in gene expression data offers a tremendous opportunity for an enhanced understanding of functional genomics. However, the large number of genes and the complexity of biological networks greatly increase the challenges of comprehending and interpreting the resulting mass of data, which often consists of millions of measurements. It is handled by clustering which reveals the natural structures and identifying the interesting patterns in the underlying data. In this paper, gene based clustering in gene expression data is proposed using Cuckoo Search with Differential Evolution (CS-DE). The experiment results are analyzed with gene expression benchmark datasets. The results show that CS-DE outperforms CS in benchmark datasets. To find the validation of the clustering results, this work is tested with one internal and one external cluster validation indexes.

Keywords: DNA, Microarray, genomics, Cuckoo Search, Differential Evolution, Gene expression data, Clustering.

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Authors: S. Hamid Mirmohammadi, Shahrazad Tamjidzad

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This paper is concerned with the single-item continuous review inventory system in which demand is stochastic and discrete. The budget consumed for purchasing the ordered items is not restricted but it incurs extra cost when exceeding specific value. The unit purchasing price depends on the quantity ordered under the all-units discounts cost structure. In many actual systems, the budget as a resource which is occupied by the purchased items is limited and the system is able to confront the resource shortage by charging more costs. Thus, considering the resource shortage costs as a part of system costs, especially when the amount of resource occupied by the purchased item is influenced by quantity discounts, is well motivated by practical concerns. In this paper, an optimization problem is formulated for finding the optimal (r, Q) policy, when the system is influenced by the budget limitation and a discount pricing simultaneously. Properties of the cost function are investigated and then an algorithm based on a one-dimensional search procedure is proposed for finding an optimal (r, Q) policy which minimizes the expected system costs.

Keywords: (r, Q) policy, Stochastic demand, backorders, limited resource, quantity discounts.

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Authors: Jaipong Kasemsuwan

Abstract:

This paper presents the finite difference scheme and the numerical simulation of suspended string. The vibration solutions when the various external forces are taken into account are obtained and compared with the solutions without external force. In addition, we also investigate how the external forces and their powers and coefficients affect the amplitude of vibration.

Keywords: Nonlinear external forces, Numerical simulation, Suspended string equation.

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Authors: Zarina Bibi Ibrahim, Mohamed Suleiman, Khairil Iskandar Othman

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In this paper, a direct method based on variable step size Block Backward Differentiation Formula which is referred as BBDF2 for solving second order Ordinary Differential Equations (ODEs) is developed. The advantages of the BBDF2 method over the corresponding sequential variable step variable order Backward Differentiation Formula (BDFVS) when used to solve the same problem as a first order system are pointed out. Numerical results are given to validate the method.

Keywords: Backward Differentiation Formula, block, secondorder.

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Authors: Azali Saudi, Jumat Sulaiman

Abstract:

Harmonic functions are solutions to Laplace’s equation that are known to have an advantage as a global approach in providing the potential values for autonomous vehicle navigation. However, the computation for obtaining harmonic functions is often too slow particularly when it involves very large environment. This paper presents a two-stage iterative method namely Modified Arithmetic Mean (MAM) method for solving 2D Laplace’s equation. Once the harmonic functions are obtained, the standard Gradient Descent Search (GDS) is performed for path finding of an autonomous vehicle from arbitrary initial position to the specified goal position. Details of the MAM method are discussed. Several simulations of vehicle navigation with path planning in a static known indoor environment were conducted to verify the efficiency of the MAM method. The generated paths obtained from the simulations are presented. The performance of the MAM method in computing harmonic functions in 2D environment to solve path planning problem for an autonomous vehicle navigation is also provided.

Keywords: Modified Arithmetic Mean method, Harmonic functions, Laplace’s equation, path planning.

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Authors: Barenten Suciu, Yoshiki Tsuji

Abstract:

In this paper, a theoretical investigation on the dynamic characteristics of one degree of freedom vibration system equipped with inerter of variable inertance, is presented. Differential equation of movement was solved under proper initial conditions in the case of free undamped/damped vibration, considered in the absence/presence of the inerter in the mechanical system. Influence of inertance on the amplitude of vibration, phase angle, natural frequency, damping ratio, and logarithmic decrement was clarified. It was mainly found that the inerter decreases the natural frequency of the undamped system and also of the damped system if the damping ratio is below 0.707. On the other hand, the inerter increases the natural frequency of the damped system if the damping ratio exceeds 0.707. Results obtained in this work are useful for the adequate design of inerters.

Keywords: One degree of freedom vibration system, inerter, parallel connection, variable inertance, frequency control, damping.

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Authors: G. Akgun, I. Algul, H. Kurtaran

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In this paper geometrically nonlinear static behavior of laminated composite hollow super-elliptic beams is investigated using generalized differential quadrature method. Super-elliptic beam can have both oval and elliptic cross-sections by adjusting parameters in super-ellipse formulation (also known as Lamé curves). Equilibrium equations of super-elliptic beam are obtained using the virtual work principle. Geometric nonlinearity is taken into account using von-Kármán nonlinear strain-displacement relations. Spatial derivatives in strains are expressed with the generalized differential quadrature method. Transverse shear effect is considered through the first-order shear deformation theory. Static equilibrium equations are solved using Newton-Raphson method. Several composite super-elliptic beam problems are solved with the proposed method. Effects of layer orientations of composite material, boundary conditions, ovality and ellipticity on bending behavior are investigated.

Keywords: Generalized differential quadrature, geometric nonlinearity, laminated composite, super-elliptic cross-section.

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Authors: S. Mehran, S. Rouhi, F.Rouzbahani, E. Haghgoo

Abstract:

In this paper, growth and collapse of a vapour bubble generated due to a local energy input inside a rigid cylinder and in the absence of buoyancy forces is investigated using Boundary Integral Equation Method and Finite Difference Method .The fluid is treated as potential flow and Boundary Integral Equation Method is used to solve Laplace-s equation for velocity potential. Different ratios of the diameter of the rigid cylinder to the maximum radius of the bubble are considered. Results show that during the collapse phase of the bubble inside a vertical rigid cylinder, two liquid micro jets are developed on the top and bottom sides of the vapour bubble and are directed inward. It is found that by increasing the ratio of the cylinder diameter to the maximum radius of the bubble, the rate of the growth and collapse phases of the bubble increases and the life time of the bubble decreases.

Keywords: Vapour bubble, Vertical rigid cylinder, Boundaryelement method, Finite difference method, Buoyancy forces.

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Authors: Tomoaki Hashimoto

Abstract:

Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints, random dither quantization.

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Authors: J. J. Cetina-Denis, R. M. López-Gutiérrez, R. Ramírez-Ramírez, C. Cruz-Hernández

Abstract:

This work addresses the problem of designing an algorithm capable of generating chaotic trajectories for mobile robots. Particularly, the chaotic behavior is induced in the linear and angular velocities of a Khepera III differential mobile robot by infusing them with the states of the H´enon chaotic map. A possible application, using the properties of chaotic systems, is patrolling a work area. In this work, numerical and experimental results are reported and analyzed. In addition, two quantitative numerical tests are applied in order to measure how chaotic the generated trajectories really are.

Keywords: Chaos, chaotic trajectories, differential mobile robot, Henons map, Khepera III robot, patrolling applications.

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Authors: Akbar H. Borzabadi, Omid S. Fard

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In this paper we introduce an approach via optimization methods to find approximate solutions for nonlinear Fredholm integral equations of the first kind. To this purpose, we consider two stages of approximation. First we convert the integral equation to a moment problem and then we modify the new problem to two classes of optimization problems, non-constraint optimization problems and optimal control problems. Finally numerical examples is proposed.

Keywords: Fredholm integral equation, Optimization method, Optimal control, Nonlinear and linear programming

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Authors: P. Meesuk, T. Kulworawanichpong, P. Pao-la-or

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This paper proposes a set of quasi-static mathematical model of magnetic fields caused by high voltage conductors of distribution transformer by using a set of second-order partial differential equation. The modification for complex magnetic field analysis and time-harmonic simulation are also utilized. In this research, transformers were study in both balanced and unbalanced loading conditions. Computer-based simulation utilizing the threedimensional finite element method (3-D FEM) is exploited as a tool for visualizing magnetic fields distribution volume a distribution transformer. Finite Element Method (FEM) is one among popular numerical methods that is able to handle problem complexity in various forms. At present, the FEM has been widely applied in most engineering fields. Even for problems of magnetic field distribution, the FEM is able to estimate solutions of Maxwell-s equations governing the power transmission systems. The computer simulation based on the use of the FEM has been developed in MATLAB programming environment.

Keywords: Distribution Transformer, Magnetic Field, Load Unbalance, 3-D Finite Element Method (3-D FEM)

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

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Floods have huge environmental and economic impact. Therefore, flood prediction is given a lot of attention due to its importance. This study analysed the annual maximum streamflow (discharge) (AMS or AMD) of Karkheh River in Karkheh River Basin for flood predicting using ARIMA model. For this purpose, we use the Box-Jenkins approach, which contains four-stage method model identification, parameter estimation, diagnostic checking and forecasting (predicting). The main tool used in ARIMA modelling was the SAS and SPSS software. Model identification was done by visual inspection on the ACF and PACF. SAS software computed the model parameters using the ML, CLS and ULS methods. The diagnostic checking tests, AIC criterion, RACF graph and RPACF graphs, were used for selected model verification. In this study, the best ARIMA models for Annual Maximum Discharge (AMD) time series was (4,1,1) with their AIC value of 88.87. The RACF and RPACF showed residuals’ independence. To forecast AMD for 10 future years, this model showed the ability of the model to predict floods of the river under study in the Karkheh River Basin. Model accuracy was checked by comparing the predicted and observation series by using coefficient of determination (R²).

Keywords: Time series modelling, stochastic processes, ARIMA model, Karkheh River.

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Authors: Doraid Dalalah

Abstract:

A topologically oriented neural network is very efficient for real-time path planning for a mobile robot in changing environments. When using a recurrent neural network for this purpose and with the combination of the partial differential equation of heat transfer and the distributed potential concept of the network, the problem of obstacle avoidance of trajectory planning for a moving robot can be efficiently solved. The related dimensional network represents the state variables and the topology of the robot's working space. In this paper two approaches to problem solution are proposed. The first approach relies on the potential distribution of attraction distributed around the moving target, acting as a unique local extreme in the net, with the gradient of the state variables directing the current flow toward the source of the potential heat. The second approach considers two attractive and repulsive potential sources to decrease the time of potential distribution. Computer simulations have been carried out to interrogate the performance of the proposed approaches.

Keywords: Mobile robot, Path Planning, Mesh, Potential field.

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Authors: Jingbo Yang, Hong Li, Yang Liu, Siriguleng He

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In this paper, a nonconforming mixed finite element method is studied for semilinear pseudo-hyperbolic partial integrodifferential equations. By use of the interpolation technique instead of the generalized elliptic projection, the optimal error estimates of the corresponding unknown function are given.

Keywords: Pseudo-hyperbolic partial integro-differential equations, Nonconforming mixed element method, Semilinear, Error estimates.

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Authors: Yoon-Hyuk Choi

Abstract:

Studies on the distribution of traffic demands have been proceeding by providing traffic information for reducing greenhouse gases and reinforcing the road's competitiveness in the transport section, however, since it is preferentially required the extensive studies on the driver's behavior changing routes and its influence factors, this study has been developed a discriminant model for changing routes considering driving conditions including traffic conditions of roads and driver's preferences for information media. It is divided into three groups depending on driving conditions in group classification with the CART analysis, which is statistically meaningful. And the extent that driving conditions and preferred media affect a route change is examined through a discriminant analysis, and it is developed a discriminant model equation to predict a route change. As a result of building the discriminant model equation, it is shown that driving conditions affect a route change much more, the entire discriminant hit ratio is derived as 64.2%, and this discriminant equation shows high discriminant ability more than a certain degree.

Keywords: CART analysis, Diversion, Discriminant model, Driving conditions, and preferred media

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Authors: Soofiyan Atar, Adil Shaikh, Sahil Rajpurkar, Pragnesh Bhalala, Aniket Desai, Irfan Siddavatam

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Deep reinforcement learning (deep RL) algorithms leverage the symbolic power of complex controllers by automating it by mapping sensory inputs to low-level actions. Deep RL eliminates the complex robot dynamics with minimal engineering. Deep RL provides high-risk involvement by directly implementing it in real-world scenarios and also high sensitivity towards hyperparameters. Tuning of hyperparameters on a pneumatic quadruped robot becomes very expensive through trial-and-error learning. This paper presents an automated learning control for a pneumatic quadruped robot using sample efficient deep Q learning, enabling minimal tuning and very few trials to learn the neural network. Long training hours may degrade the pneumatic cylinder due to jerk actions originated through stochastic weights. We applied this method to the pneumatic quadruped robot, which resulted in a hopping gait. In our process, we eliminated the use of a simulator and acquired a stable gait. This approach evolves so that the resultant gait matures more sturdy towards any stochastic changes in the environment. We further show that our algorithm performed very well as compared to programmed gait using robot dynamics.

Keywords: model-based reinforcement learning, gait stability, supervised learning, pneumatic quadruped

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Authors: A. Kojah, A. Nacaroğlu

Abstract:

Single phase transmission lines are used to transfer data or energy between two users. Transient conditions such as switching operations and short circuit faults cause the generation of the fluctuation on the waveform to be transmitted. Spatial voltage distribution on the single phase transmission line may change owing to the position and duration of the short circuit fault in the system. In this paper, the state space representation of the single phase transmission line for short circuit fault and for various types of terminations is given. Since the transmission line is modeled in time domain using distributed parametric elements, the mathematical representation of the event is given in state space (time domain) differential equation form. It also makes easy to solve the problem because of the time and space dependent characteristics of the voltage variations on the distributed parametrically modeled transmission line.

Keywords: Energy transmission, transient effects, transmission line, transient voltage, RLC short circuit, single phase.

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Authors: Christhu Raj M. R., Rajeev Sukumaran

Abstract:

Underwater acoustic networks have attracted great attention in the last few years because of its numerous applications. High data rate can be achieved by efficiently modeling the physical layer in the network protocol stack. In Acoustic medium, propagation speed of the acoustic waves is dependent on many parameters such as temperature, salinity, density, and depth. Acoustic propagation speed cannot be modeled using standard empirical formulas such as Urick and Thorp descriptions. In this paper, we have modeled the acoustic channel using real time data of temperature, salinity, and speed of Bay of Bengal (Indian Coastal Region). We have modeled the acoustic channel by using Mackenzie speed equation and real time data obtained from National Institute of Oceanography and Technology. It is found that acoustic propagation speed varies between 1503 m/s to 1544 m/s as temperature and depth differs. The simulation results show that temperature, salinity, depth plays major role in acoustic propagation and data rate increases with appropriate data sets substituted in the simulated model.

Keywords: Underwater Acoustics, Mackenzie Speed Equation, Temperature, Salinity.

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Authors: Mahmoud Zarrini, Sanaz Torkaman

Abstract:

In this paper, we have proposed a numerical method for solving fuzzy Fredholm integral equation of the second kind. In this method a combination of orthonormal Bernstein and Block-Pulse functions are used. In most cases, the proposed method leads to the exact solution. The advantages of this method are shown by an example and calculate the error analysis.

Keywords: Fuzzy Fredholm Integral Equation, Bernstein, Block-Pulse, Orthonormal.

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