Search results for: heavy-tailed distributions.

Authors: E. Movahednejad, F. Ommi

Abstract:

Droplet size distributions in the cold spray of a fuel are important in observed combustion behavior. Specification of droplet size and velocity distributions in the immediate downstream of injectors is also essential as boundary conditions for advanced computational fluid dynamics (CFD) and two-phase spray transport calculations. This paper describes the development of a new model to be incorporated into maximum entropy principle (MEP) formalism for prediction of droplet size distribution in droplet formation region. The MEP approach can predict the most likely droplet size and velocity distributions under a set of constraints expressing the available information related to the distribution. In this article, by considering the mechanisms of turbulence generation inside the nozzle and wave growth on jet surface, it is attempted to provide a logical framework coupling the flow inside the nozzle to the resulting atomization process. The purpose of this paper is to describe the formulation of this new model and to incorporate it into the maximum entropy principle (MEP) by coupling sub-models together using source terms of momentum and energy. Comparison between the model prediction and experimental data for a gas turbine swirling nozzle and an annular spray indicate good agreement between model and experiment.

Keywords: Droplet, instability, Size Distribution, Turbulence, Maximum Entropy

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Authors: Noratiqah Mohd Ariff, Abdul Aziz Jemain, Mohd Aftar Abu Bakar

Abstract:

The construction of Intensity-Duration-Frequency (IDF) curves is one of the most common and useful tools in order to design hydraulic structures and to provide a mathematical relationship between rainfall characteristics. IDF curves, especially those in Peninsular Malaysia, are often built using moving windows of rainfalls. However, these windows do not represent the actual rainfall events since the duration of rainfalls is usually prefixed. Hence, instead of using moving windows, this study aims to find regionalized distributions for IDF curves of extreme rainfalls based on storm events. Homogeneity test is performed on annual maximum of storm intensities to identify homogeneous regions of storms in Peninsular Malaysia. The L-moment method is then used to regionalized Generalized Extreme Value (GEV) distribution of these annual maximums and subsequently. IDF curves are constructed using the regional distributions. The differences between the IDF curves obtained and IDF curves found using at-site GEV distributions are observed through the computation of the coefficient of variation of root mean square error, mean percentage difference and the coefficient of determination. The small differences implied that the construction of IDF curves could be simplified by finding a general probability distribution of each region. This will also help in constructing IDF curves for sites with no rainfall station.

Keywords: IDF curves, L-moments, regionalization, storm events.

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Authors: Markus Kaiser, Johannes Buchmann

Abstract:

In this paper we explore the application of a formal proof system to verification problems in cryptography. Cryptographic properties concerning correctness or security of some cryptographic algorithms are of great interest. Beside some basic lemmata, we explore an implementation of a complex function that is used in cryptography. More precisely, we describe formal properties of this implementation that we computer prove. We describe formalized probability distributions (o--algebras, probability spaces and condi¬tional probabilities). These are given in the formal language of the formal proof system Isabelle/HOL. Moreover, we computer prove Bayes' Formula. Besides we describe an application of the presented formalized probability distributions to cryptography. Furthermore, this paper shows that computer proofs of complex cryptographic functions are possible by presenting an implementation of the Miller- Rabin primality test that admits formal verification. Our achievements are a step towards computer verification of cryptographic primitives. They describe a basis for computer verification in cryptography. Computer verification can be applied to further problems in crypto-graphic research, if the corresponding basic mathematical knowledge is available in a database.

Keywords: prime numbers, primality tests, (conditional) proba¬bility distributions, formal proof system, higher-order logic, formal verification, Bayes' Formula, Miller-Rabin primality test.

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Authors: Paramet Nualmuenwai, Chutima Prommak

Abstract:

This paper presents the IP traffic analysis. The traffic was collected from the network of Suranaree University of Technology using the software based on the Simple Network Management Protocol (SNMP). In particular, we analyze the distribution of the aggregated traffic during the hours of peak load and light load. The traffic profiles including the parameters described the traffic distributions were derived. From the statistical analysis applying three different methods, including the Kolmogorov Smirnov test, Anderson Darling test, and Chi-Squared test, we found that the IP traffic distribution is a non-normal distribution and the distributions during the peak load and the light load are different. The experimental study and analysis show high uncertainty of the IP traffic.

Keywords: IP traffic analysis, IP traffic distribution, Traffic uncertainty

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Authors: Li-Li Li, Jinghai Feng, Lixin Song

Abstract:

This paper evaluates the dividend payments for general claim size distributions in the presence of a dividend barrier. The surplus of a company is modeled using the classical risk process perturbed by diffusion, and in addition, it is assumed to accrue interest at a constant rate. After presenting the integro-differential equation with initial conditions that dividend payments satisfies, the paper derives a useful expression of the dividend payments by employing the theory of Volterra equation. Furthermore, the optimal value of dividend barrier is found. Finally, numerical examples illustrate the optimality of optimal dividend barrier and the effects of parameters on dividend payments.

Keywords: Dividend payout, Integro-differential equation, Jumpdiffusion model, Volterra equation

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

Abstract:

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

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

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Authors: Z. Jannoo, B. W. Yap, N. Auchoybur, M. A. Lazim

Abstract:

The two common approaches to Structural Equation Modeling (SEM) are the Covariance-Based SEM (CB-SEM) and Partial Least Squares SEM (PLS-SEM). There is much debate on the performance of CB-SEM and PLS-SEM for small sample size and when distributions are nonnormal. This study evaluates the performance of CB-SEM and PLS-SEM under normality and nonnormality conditions via a simulation. Monte Carlo Simulation in R programming language was employed to generate data based on the theoretical model with one endogenous and four exogenous variables. Each latent variable has three indicators. For normal distributions, CB-SEM estimates were found to be inaccurate for small sample size while PLS-SEM could produce the path estimates. Meanwhile, for a larger sample size, CB-SEM estimates have lower variability compared to PLS-SEM. Under nonnormality, CB-SEM path estimates were inaccurate for small sample size. However, CB-SEM estimates are more accurate than those of PLS-SEM for sample size of 50 and above. The PLS-SEM estimates are not accurate unless sample size is very large.  

Keywords: CB-SEM, Monte Carlo simulation, Normality conditions, Nonnormality, PLS-SEM.

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Authors: M. Palizvan, M. T. Abadi, M. H. Sadr

Abstract:

Due to variations in damage mechanisms in the microscale, the behavior of fiber-reinforced composites is nonlinear and difficult to model. To make use of computational advantages, homogenization method is applied to the micro-scale model in order to minimize the cost at the expense of detail of local microscale phenomena. In this paper, the effective stiffness is calculated using the homogenization of nonlinear behavior of a composite representative volume element (RVE) containing fiber-matrix debonding. The damage modes for the RVE are considered by using cohesive elements and contacts for the cohesive behavior of the interface between fiber and matrix. To predict more realistic responses of composite materials, different random distributions of fibers are proposed besides square and hexagonal arrays. It was shown that in some cases, there is quite different damage behavior in different fiber distributions. A comprehensive comparison has been made between different graphs.

Keywords: Homogenization, cohesive zone model, fiber-matrix debonding, RVE.

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Authors: Iliana Marinova, Valentin Mateev

Abstract:

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.

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Authors: Ayesha S. Rahman, Khaled Haddad, Ataur Rahman

Abstract:

At-site flood frequency analysis is used to estimate flood quantiles when at-site record length is reasonably long. In Australia, FLIKE software has been introduced for at-site flood frequency analysis. The advantage of FLIKE is that, for a given application, the user can compare a number of most commonly adopted probability distributions and parameter estimation methods relatively quickly using a windows interface. The new version of FLIKE has been incorporated with the multiple Grubbs and Beck test which can identify multiple numbers of potentially influential low flows. This paper presents a case study considering six catchments in eastern Australia which compares two outlier identification tests (original Grubbs and Beck test and multiple Grubbs and Beck test) and two commonly applied probability distributions (Generalized Extreme Value (GEV) and Log Pearson type 3 (LP3)) using FLIKE software. It has been found that the multiple Grubbs and Beck test when used with LP3 distribution provides more accurate flood quantile estimates than when LP3 distribution is used with the original Grubbs and Beck test. Between these two methods, the differences in flood quantile estimates have been found to be up to 61% for the six study catchments. It has also been found that GEV distribution (with L moments) and LP3 distribution with the multiple Grubbs and Beck test provide quite similar results in most of the cases; however, a difference up to 38% has been noted for flood quantiles for annual exceedance probability (AEP) of 1 in 100 for one catchment. This finding needs to be confirmed with a greater number of stations across other Australian states.

Keywords: Floods, FLIKE, probability distributions, flood frequency, outlier.

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Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

Abstract:

Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: Conditional Generative Adversarial Net, market and credit risk management, neural network, time series.

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Authors: Ahmed Rekik, Mourad Zribi, Ahmed Ben Hamida, Mohamed Benjelloun

Abstract:

This paper presents an optimal and unsupervised satellite image segmentation approach based on Pearson system and k-Means Clustering Algorithm Initialization. Such method could be considered as original by the fact that it utilised K-Means clustering algorithm for an optimal initialisation of image class number on one hand and it exploited Pearson system for an optimal statistical distributions- affectation of each considered class on the other hand. Satellite image exploitation requires the use of different approaches, especially those founded on the unsupervised statistical segmentation principle. Such approaches necessitate definition of several parameters like image class number, class variables- estimation and generalised mixture distributions. Use of statistical images- attributes assured convincing and promoting results under the condition of having an optimal initialisation step with appropriated statistical distributions- affectation. Pearson system associated with a k-means clustering algorithm and Stochastic Expectation-Maximization 'SEM' algorithm could be adapted to such problem. For each image-s class, Pearson system attributes one distribution type according to different parameters and especially the Skewness 'β1' and the kurtosis 'β2'. The different adapted algorithms, K-Means clustering algorithm, SEM algorithm and Pearson system algorithm, are then applied to satellite image segmentation problem. Efficiency of those combined algorithms was firstly validated with the Mean Quadratic Error 'MQE' evaluation, and secondly with visual inspection along several comparisons of these unsupervised images- segmentation.

Keywords: Unsupervised classification, Pearson system, Satellite image, Segmentation.

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Authors: AbdulLateef A. Olanrewaju, Arazi Idrus, Mohd F. Khamidi

Abstract:

Maintenance costs incurred on building differs. The difference can be as results of the types, functions, age, building health index, size, form height, location and complexity of the building. These are contributing to the difficulty in maintenance development of deterministic maintenance cost model. This paper is concerns with reporting the preliminary findings on the creation of building maintenance cost distributions for universities in Malaysia. This study is triggered by the need to provide guides on maintenance costs distributions for decision making. For this purpose, a survey questionnaire was conducted to investigate the distribution of maintenance costs in the universities. Altogether, responses were received from twenty universities comprising both private and publicly owned. The research found that engineering services, roofing and finishes were the elements contributing the larger segment of the maintenance costs. Furthermore, the study indicates the significance of maintenance cost distribution as decision making tool towards maintenance management.

Keywords: Performance matrix, university buildings, costmodel, Malaysia

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Authors: S. Ben Chaabane, M. Sayadi, F. Fnaiech, E. Brassart

Abstract:

In this paper we propose a new knowledge model using the Dempster-Shafer-s evidence theory for image segmentation and fusion. The proposed method is composed essentially of two steps. First, mass distributions in Dempster-Shafer theory are obtained from the membership degrees of each pixel covering the three image components (R, G and B). Each membership-s degree is determined by applying Fuzzy C-Means (FCM) clustering to the gray levels of the three images. Second, the fusion process consists in defining three discernment frames which are associated with the three images to be fused, and then combining them to form a new frame of discernment. The strategy used to define mass distributions in the combined framework is discussed in detail. The proposed fusion method is illustrated in the context of image segmentation. Experimental investigations and comparative studies with the other previous methods are carried out showing thus the robustness and superiority of the proposed method in terms of image segmentation.

Keywords: Fuzzy C-means, Color image, data fusion, Dempster-Shafer's evidence theory

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Authors: Gabriel I. Loaiza O., Carlos A. Cadavid M., Juan C. Arango P.

Abstract:

It is known that the Riemannian manifold determined by the family of inverse Gaussian distributions endowed with the Fisher metric has negative constant curvature κ = −1/2 , as does the family of usual Gaussian distributions. In the present paper, firstly we arrive at this result by following a different path, much simpler than the previous ones. We first put the family in exponential form, thus endowing the family with a new set of parameters, or coordinates, θ1, θ2; then we determine the matrix of the Fisher metric in terms of these parameters; and finally we compute this matrix in the original parameters. Secondly, we define the Inverse q−Gaussian distribution family (q < 3), as the family obtained by replacing the usual exponential function by the Tsallis q−exponential function in the expression for the Inverse Gaussian distribution, and observe that it supports two possible geometries, the Fisher and the q−Fisher geometry. And finally, we apply our strategy to obtain results about the Fisher and q−Fisher geometry of the Inverse q−Gaussian distribution family, similar to the ones obtained in the case of the Inverse Gaussian distribution family.

Keywords: Base of Changes, Information Geometry, Inverse Gaussian distribution, Inverse q-Gaussian distribution, Statistical Manifolds.

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Authors: Khemanand Moheeput, Smita S. D. Goorah, Satish K. Ramchurn

Abstract:

We report a computational study of the spreading dynamics of a viral infection in a complex (scale-free) network. The final epidemic size distribution (FESD) was found to be unimodal or bimodal depending on the value of the basic reproductive number R0 . The FESDs occurred on time-scales long enough for intermediate-time epidemic size distributions (IESDs) to be important for control measures. The usefulness of R0 for deciding on the timeliness and intensity of control measures was found to be limited by the multimodal nature of the IESDs and by its inability to inform on the speed at which the infection spreads through the population. A reduction of the transmission probability at the hubs of the scale-free network decreased the occurrence of the larger-sized epidemic events of the multimodal distributions. For effective epidemic control, an early reduction in transmission at the index cell and its neighbors was essential.

Keywords: Basic reproductive number, epidemic control, scalefree network, viral infection.

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Authors: A. Sarchami, N. Ashgriz, M. Kwee

Abstract:

Threedimensional numerical simulations are conducted on a full scale CANDU Moderator and Transient variations of the temperature and velocity distributions inside the tank are determined. The results show that the flow and temperature distributions inside the moderator tank are three dimensional and no symmetry plane can be identified.Competition between the upward moving buoyancy driven flows and the downward moving momentum driven flows, results in the formation of circulation zones. The moderator tank operates in the buoyancy driven mode and any small disturbances in the flow or temperature makes the system unstable and asymmetric. Different types of temperature fluctuations are noted inside the tank: (i) large amplitude are at the boundaries between the hot and cold (ii) low amplitude are in the core of the tank (iii) high frequency fluctuations are in the regions with high velocities and (iv) low frequency fluctuations are in the regions with lower velocities.

Keywords: Bruce, Fluctuations, Numerical, Temperature, Thermal hydraulics

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Authors: Shinichiro Sasahara, Yusuke Tomotsune, Yuichi Ohi, Shun Suzuki, Akihiro Seki, Junko Sakano, Yoshihiko Yamazaki, Ichiyo Matsuzaki

Abstract:

Via a large scale cross-sectional study among Japanese white color workers, the authors aimed to elucidate: (1) the distributions of Sense of Coherence (SOC), which reflect stress coping abilities, (2) the distributions of Life experience; (3) and the association between SOC and Life experience. Anonymous self-administered questionnaires were sent to 15,891 in 2001 and 21,922 in 2011 employees at educational and research institutions in Tsukuba Research Park City. A total of 5,868 (36.9%) and 9,528 (43.5%) respectively workers completed and returned the questionnaire; 5,715 and 9,515 respectively workers without missing data were analyzed. SOC scale scores differed by gender, age, and other demographic features in both study years. Among the life experiences, workers who have got over parenting or management position were higher SOC scale scores adjusted by gender and age. The life experiences that workers have got over could develop their stronger SOC in their life course.

Keywords: field study, life experience, mental health, SOC (sense of coherence)

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Authors: S. H. Anilkumar, Ghulam Jilani

Abstract:

The objective of the present work is to conduct investigations leading to a more complete explanation of single phase natural convective heat transfer in an enclosure with fin utilizing nano fluids. The nano fluid used, which is composed of Aluminum oxide nano particles in suspension of Ethylene glycol, is provided at various volume fractions. The study is carried out numerically for a range of Rayleigh numbers, fin heights and aspect ratio. The flow and temperature distributions are taken to be two-dimensional. Regions with the same velocity and temperature distributions are identified as symmetry of sections. One half of such a rectangular region is chosen as the computational domain taking into account the symmetry about the fin. Transport equations are modeled by a stream functionvorticity formulation and are solved numerically by finite-difference schemes. Comparisons with previously published works on the basis of special cases are done. Results are presented in the form of streamline, vector and isotherm plots as well as the variation of local Nusselt number along the fin under different conditions.

Keywords: Fin height, Nano fluid, natural convection, Rayleigh number.

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Authors: Stefan V. Stefanescu

Abstract:

We intend to point out the differences which exist between the classical Gini concentration coefficient and a proposed bipolarization index defined for an arbitrary random variable which have a finite support. In fact Gini's index measures only the "poverty degree" for the individuals from a given population taking into consideration their wages. The Gini coefficient is not so sensitive to the significant income variations in the "rich people class" . In practice there are multiple interdependent relations between the pauperization and the socio-economical polarization phenomena. The presence of a strong pauperization aspect inside the population induces often a polarization effect in this society. But the pauperization and the polarization phenomena are not identical. For this reason it isn't always adequate to use a Gini type coefficient, based on the Lorenz order, to estimate the bipolarization level of the individuals from the studied population. The present paper emphasizes these ideas by considering two families of random variables which have a linear or a triangular type distributions. In addition, the continuous variation, depending on the parameter "time" of the chosen distributions, could simulate a real dynamical evolution of the population.

Keywords: Bipolarization phenomenon, Gini coefficient, income distribution, poverty measure.

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Authors: A. Shaygani, R. Saifi, M. S. Saidi, M. Sani

Abstract:

Particle size distribution, the most important characteristics of aerosols, is obtained through electrical characterization techniques. The dynamics of charged nanoparticles under the influence of electric field in Electrical Mobility Spectrometer (EMS) reveals the size distribution of these particles. The accuracy of this measurement is influenced by flow conditions, geometry, electric field and particle charging process, therefore by the transfer function (transfer matrix) of the instrument. In this work, a wire-cylinder corona charger was designed and the combined fielddiffusion charging process of injected poly-disperse aerosol particles was numerically simulated as a prerequisite for the study of a multichannel EMS. The result, a cloud of particles with no uniform charge distribution, was introduced to the EMS. The flow pattern and electric field in the EMS were simulated using Computational Fluid Dynamics (CFD) to obtain particle trajectories in the device and therefore to calculate the reported signal by each electrometer. According to the output signals (resulted from bombardment of particles and transferring their charges as currents), we proposed a modification to the size of detecting rings (which are connected to electrometers) in order to evaluate particle size distributions more accurately. Based on the capability of the system to transfer information contents about size distribution of the injected particles, we proposed a benchmark for the assessment of optimality of the design. This method applies the concept of Von Neumann entropy and borrows the definition of entropy from information theory (Shannon entropy) to measure optimality. Entropy, according to the Shannon entropy, is the ''average amount of information contained in an event, sample or character extracted from a data stream''. Evaluating the responses (signals) which were obtained via various configurations of detecting rings, the best configuration which gave the best predictions about the size distributions of injected particles, was the modified configuration. It was also the one that had the maximum amount of entropy. A reasonable consistency was also observed between the accuracy of the predictions and the entropy content of each configuration. In this method, entropy is extracted from the transfer matrix of the instrument for each configuration. Ultimately, various clouds of particles were introduced to the simulations and predicted size distributions were compared to the exact size distributions.

Keywords: Aerosol Nano-Particle, CFD, Electrical Mobility Spectrometer, Von Neumann entropy.

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Authors: Bernardo C. P. Albuquerque, Darym J. F. Campos

Abstract:

Increasing our ability to solve complex engineering problems is directly related to the processing capacity of computers. By means of such equipments, one is able to fast and accurately run numerical algorithms. Besides the increasing interest in numerical simulations, probabilistic approaches are also of great importance. This way, statistical tools have shown their relevance to the modelling of practical engineering problems. In general, statistical approaches to such problems consider that the random variables involved follow a normal distribution. This assumption tends to provide incorrect results when skew data is present since normal distributions are symmetric about their means. Thus, in order to visualize and quantify this aspect, 9 statistical distributions (symmetric and skew) have been considered to model a hypothetical slope stability problem. The data modeled is the friction angle of a superficial soil in Brasilia, Brazil. Despite the apparent universality, the normal distribution did not qualify as the best fit. In the present effort, data obtained in consolidated-drained triaxial tests and saturated direct shear tests have been modeled and used to analytically derive the probability density function (PDF) of the safety factor of a hypothetical slope based on Mohr-Coulomb rupture criterion. Therefore, based on this analysis, it is possible to explicitly derive the failure probability considering the friction angle as a random variable. Furthermore, it is possible to compare the stability analysis when the friction angle is modelled as a Dagum distribution (distribution that presented the best fit to the histogram) and as a Normal distribution. This comparison leads to relevant differences when analyzed in light of the risk management.

Keywords: Statistical slope stability analysis, Skew distributions, Probability of failure, Functions of random variables.

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Authors: Tse-Yu Hsieh, Jyh-Jian Chen

Abstract:

Since polymerase chain reaction (PCR) has been invented, it has emerged as a powerful tool in genetic analysis. The PCR products are closely linked with thermal cycles. Therefore, to reduce the reaction time and make temperature distribution uniform in the reaction chamber, a novel oscillatory thermal cycler is designed. The sample is placed in a fixed chamber, and three constant isothermal zones are established and lined in the system. The sample is oscillated and contacted with three different isothermal zones to complete thermal cycles. This study presents the design of the geometric characteristics of the chamber. The commercial software CFD-ACE+TM is utilized to investigate the influences of various materials, heating times, chamber volumes, and moving speed of the chamber on the temperature distributions inside the chamber. The chamber moves at a specific velocity and the boundary conditions with time variations are related to the moving speed. Whereas the chamber moves, the boundary is specified at the conditions of the convection or the uniform temperature. The user subroutines compiled by the FORTRAN language are used to make the numerical results realistically. Results show that the reaction chamber with a rectangular prism is heated on six faces; the effects of various moving speeds of the chamber on the temperature distributions are examined. Regarding to the temperature profiles and the standard deviation of the temperature at the Y-cut cross section, the non-uniform temperature inside chamber is found as the moving speed is larger than 0.01 m/s. By reducing the heating faces to four, the standard deviation of the temperature of the reaction chamber is under 1.4×10-3K with the range of velocities between 0.0001 m/s and 1 m/s. The nature convective boundary conditions are set at all boundaries while the chamber moves between two heaters, the effects of various moving velocities of the chamber on the temperature distributions are negligible at the assigned time duration.

Keywords: Polymerase chain reaction, oscillatory thermal cycler, standard deviation of temperature, nature convective.

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Authors: L. Melzerová, T. Janda, M. Šejnoha, J. Šejnoha

Abstract:

Two finite element (FEM) models are presented in this paper to address the random nature of the response of glued timber structures made of wood segments with variable elastic moduli evaluated from 3600 indentation measurements. This total database served to create the same number of ensembles as was the number of segments in the tested beam. Statistics of these ensembles were then assigned to given segments of beams and the Latin Hypercube Sampling (LHS) method was called to perform 100 simulations resulting into the ensemble of 100 deflections subjected to statistical evaluation. Here, a detailed geometrical arrangement of individual segments in the laminated beam was considered in the construction of two-dimensional FEM model subjected to in fourpoint bending to comply with the laboratory tests. Since laboratory measurements of local elastic moduli may in general suffer from a significant experimental error, it appears advantageous to exploit the full scale measurements of timber beams, i.e. deflections, to improve their prior distributions with the help of the Bayesian statistical method. This, however, requires an efficient computational model when simulating the laboratory tests numerically. To this end, a simplified model based on Mindlin’s beam theory was established. The improved posterior distributions show that the most significant change of the Young’s modulus distribution takes place in laminae in the most strained zones, i.e. in the top and bottom layers within the beam center region. Posterior distributions of moduli of elasticity were subsequently utilized in the 2D FEM model and compared with the original simulations.

Keywords: Bayesian inference, FEM, four point bending test, laminated timber, parameter estimation, prior and posterior distribution, Young’s modulus.

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Authors: Worawit Somha, Hiroyuki Yamauchi

Abstract:

This paper proposes, for the first time, how the challenges facing the guard-band designs including the margin assist-circuits scheme for the screening-test in the coming process generations should be addressed. The increased screening error impacts are discussed based on the proposed statistical analysis models. It has been shown that the yield-loss caused by the misjudgment on the screening test would become 5-orders of magnitude larger than that for the conventional one when the amplitude of random telegraph noise (RTN) caused variations approaches to that of random dopant fluctuation. Three fitting methods to approximate the RTN caused complex Gamma mixtures distributions by the simple Gaussian mixtures model (GMM) are proposed and compared. It has been verified that the proposed methods can reduce the error of the fail-bit predictions by 4-orders of magnitude.

Keywords: Mixtures of Gaussian, Random telegraph noise, EM algorithm, Long-tail distribution, Fail-bit analysis, Static random access memory, Guard band design.

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Authors: B. Marungsri, W. Onchantuek, A. Oonsivilai

Abstract:

This paper presents the simulation the results of electric field and potential distributions along surface of silicone rubber polymer insulators. Near the same leakage distance subjected to 15 kV in 50 cycle salt fog ageing test, alternate sheds silicone rubber polymer insulator showed better contamination performance than straight sheds silicone rubber polymer insulator. Severe surface ageing was observed on the straight sheds insulator. The objective of this work is to elucidate that electric field distribution along straight sheds insulator higher than alternate shed insulator in salt fog ageing test. Finite element method (FEM) is adopted for this work. The simulation results confirmed the experimental data, as well.

Keywords: Electric field distribution, potential distribution, silicone rubber polymer insulator, finite element method.

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Authors: Amir Azizi, Amir Yazid B. Ali, Loh Wei Ping

Abstract:

Throughput is an important measure of performance of production system. Analyzing and modeling of production throughput is complex in today-s dynamic production systems due to uncertainties of production system. The main reasons are that uncertainties are materialized when the production line faces changes in setup time, machinery break down, lead time of manufacturing, and scraps. Besides, demand changes are fluctuating from time to time for each product type. These uncertainties affect the production performance. This paper proposes Bayesian inference for throughput modeling under five production uncertainties. Bayesian model utilized prior distributions related to previous information about the uncertainties where likelihood distributions are associated to the observed data. Gibbs sampling algorithm as the robust procedure of Monte Carlo Markov chain was employed for sampling unknown parameters and estimating the posterior mean of uncertainties. The Bayesian model was validated with respect to convergence and efficiency of its outputs. The results presented that the proposed Bayesian models were capable to predict the production throughput with accuracy of 98.3%.

Keywords: Bayesian inference, Uncertainty modeling, Monte Carlo Markov chain, Gibbs sampling, Production throughput

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Authors: Frank Emmert Streib

Abstract:

The classification of the protein structure is commonly not performed for the whole protein but for structural domains, i.e., compact functional units preserved during evolution. Hence, a first step to a protein structure classification is the separation of the protein into its domains. We approach the problem of protein domain identification by proposing a novel graph theoretical algorithm. We represent the protein structure as an undirected, unweighted and unlabeled graph which nodes correspond the secondary structure elements of the protein. This graph is call the protein graph. The domains are then identified as partitions of the graph corresponding to vertices sets obtained by the maximization of an objective function, which mutually maximizes the cycle distributions found in the partitions of the graph. Our algorithm does not utilize any other kind of information besides the cycle-distribution to find the partitions. If a partition is found, the algorithm is iteratively applied to each of the resulting subgraphs. As stop criterion, we calculate numerically a significance level which indicates the stability of the predicted partition against a random rewiring of the protein graph. Hence, our algorithm terminates automatically its iterative application. We present results for one and two domain proteins and compare our results with the manually assigned domains by the SCOP database and differences are discussed.

Keywords: Graph partitioning, unweighted graph, protein domains.

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Authors: Tejeet Singh, Ishavneet Singh

Abstract:

The present study focused on carrying out the creep analysis in an isotropic thick-walled composite cylindrical pressure vessel composed of aluminum matrix reinforced with silicon-carbide in particulate form. The creep behavior of the composite material has been described by the threshold stress based creep law. The values of stress exponent appearing in the creep law were selected as 3, 5 and 8. The constitutive equations were developed using well known von-Mises yield criteria. Models were developed to find out the distributions of creep stress and strain rate in thick-walled composite cylindrical pressure vessels under internal pressure. In order to obtain the stress distributions in the cylinder, the equilibrium equation of the continuum mechanics and the constitutive equations are solved together. It was observed that the radial stress, tangential stress and axial stress increases along with the radial distance. The cross-over was also obtained almost at the middle region of cylindrical vessel for tangential and axial stress for different values of stress exponent. The strain rates were also decreasing in nature along the entire radius.

Keywords: Steady state creep, composite, cylinder, pressure.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

The probability distributions are the best method for forecasting of extreme hydrologic phenomena such as rainfall and flood flows. In this research, in order to determine suitable probability distribution for estimating of annual extreme rainfall and flood flows (discharge) series with different return periods, precipitation with 40 and discharge with 58 years time period had been collected from Karkheh River at Iran. After homogeneity and adequacy tests, data have been analyzed by Stormwater Management and Design Aid (SMADA) software and residual sum of squares (R.S.S). The best probability distribution was Log Pearson Type III with R.S.S value (145.91) and value (13.67) for peak discharge and Log Pearson Type III with R.S.S values (141.08) and (8.95) for maximum discharge in Jelogir Majin and Pole Zal stations, respectively. The best distribution for maximum precipitation in Jelogir Majin and Pole Zal stations was Log Pearson Type III distribution with R.S.S values (1.74&1.90) and then Pearson Type III distribution with R.S.S values (1.53&1.69). Overall, the Log Pearson Type III distributions are acceptable distribution types for representing statistics of extreme hydrologic phenomena in Karkheh River at Iran with the Pearson Type III distribution as a potential alternative.

Keywords: Karkheh river, log pearson type III, probability distribution, residual sum of squares.

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