Search results for: Computational Multi-Body Dynamics (CMBD)
1225 Optimization of Shear Frame Structures Applying Various Forms of Wavelet Transforms
Authors: Seyed Sadegh Naseralavi, Sohrab Nemati, Ehsan Khojastehfar, Sadegh Balaghi
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In the present research, various formulations of wavelet transform are applied on acceleration time history of earthquake. The mentioned transforms decompose the strong ground motion into low and high frequency parts. Since the high frequency portion of strong ground motion has a minor effect on dynamic response of structures, the structure is excited by low frequency part. Consequently, the seismic response of structure is predicted consuming one half of computational time, comparing with conventional time history analysis. Towards reducing the computational effort needed in seismic optimization of structure, seismic optimization of a shear frame structure is conducted by applying various forms of mentioned transformation through genetic algorithm.
Keywords: Time history analysis, wavelet transform, optimization, earthquake.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8001224 Mobile Robot Control by Von Neumann Computer
Authors: E. V. Larkin, T. A. Akimenko, A. V. Bogomolov, A. N. Privalov
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The digital control system of mobile robots (MR) control is considered. It is shown that sequential interpretation of control algorithm operators, unfolding in physical time, suggests the occurrence of time delays between inputting data from sensors and outputting data to actuators. Another destabilizing control factor is presence of backlash in the joints of an actuator with an executive unit. Complex model of control system, which takes into account the dynamics of the MR, the dynamics of the digital controller and backlash in actuators, is worked out. The digital controller model is divided into two parts: the first part describes the control law embedded in the controller in the form of a control program that realizes a polling procedure when organizing transactions to sensors and actuators. The second part of the model describes the time delays that occur in the Von Neumann-type controller when processing data. To estimate time intervals, the algorithm is represented in the form of an ergodic semi-Markov process. For an ergodic semi-Markov process of common form, a method is proposed for estimation a wandering time from one arbitrary state to another arbitrary state. Example shows how the backlash and time delays affect the quality characteristics of the MR control system functioning.
Keywords: Mobile robot, backlash, control algorithm, Von Neumann controller, semi-Markov process, time delay.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3701223 General Purpose Graphic Processing Units Based Real Time Video Tracking System
Authors: Mallikarjuna Rao Gundavarapu, Ch. Mallikarjuna Rao, K. Anuradha Bai
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Real Time Video Tracking is a challenging task for computing professionals. The performance of video tracking techniques is greatly affected by background detection and elimination process. Local regions of the image frame contain vital information of background and foreground. However, pixel-level processing of local regions consumes a good amount of computational time and memory space by traditional approaches. In our approach we have explored the concurrent computational ability of General Purpose Graphic Processing Units (GPGPU) to address this problem. The Gaussian Mixture Model (GMM) with adaptive weighted kernels is used for detecting the background. The weights of the kernel are influenced by local regions and are updated by inter-frame variations of these corresponding regions. The proposed system has been tested with GPU devices such as GeForce GTX 280, GeForce GTX 280 and Quadro K2000. The results are encouraging with maximum speed up 10X compared to sequential approach.
Keywords: Connected components, Embrace threads, Local weighted kernel, Structuring element.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11741222 Action Potential Propagation in Inhomogeneous 2D Mouse Ventricular Tissue Model
Authors: Mouse, cardiac myocytes, computer simulation, action potential.
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Heterogeneous repolarization causes dispersion of the T-wave and has been linked to arrhythmogenesis. Such heterogeneities appear due to differential expression of ionic currents in different regions of the heart, both in healthy and diseased animals and humans. Mice are important animals for the study of heart diseases because of the ability to create transgenic animals. We used our previously reported model of mouse ventricular myocytes to develop 2D mouse ventricular tissue model consisting of 14,000 cells (apical or septal ventricular myocytes) and to study the stability of action potential propagation and Ca2+ dynamics. The 2D tissue model was implemented as a FORTRAN program code for highperformance multiprocessor computers that runs on 36 processors. Our tissue model is able to simulate heterogeneities not only in action potential repolarization, but also heterogeneities in intracellular Ca2+ transients. The multicellular model reproduced experimentally observed velocities of action potential propagation and demonstrated the importance of incorporation of realistic Ca2+ dynamics for action potential propagation. The simulations show that relatively sharp gradients of repolarization are predicted to exist in 2D mouse tissue models, and they are primarily determined by the cellular properties of ventricular myocytes. Abrupt local gradients of channel expression can cause alternans at longer pacing basic cycle lengths than gradual changes, and development of alternans depends on the site of stimulation.
Keywords: Mouse, cardiac myocytes, computer simulation, action potential
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14741221 Classifying Turbomachinery Blade Mode Shapes Using Artificial Neural Networks
Authors: Ismail Abubakar, Hamid Mehrabi, Reg Morton
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Currently, extensive signal analysis is performed in order to evaluate structural health of turbomachinery blades. This approach is affected by constraints of time and the availability of qualified personnel. Thus, new approaches to blade dynamics identification that provide faster and more accurate results are sought after. Generally, modal analysis is employed in acquiring dynamic properties of a vibrating turbomachinery blade and is widely adopted in condition monitoring of blades. The analysis provides useful information on the different modes of vibration and natural frequencies by exploring different shapes that can be taken up during vibration since all mode shapes have their corresponding natural frequencies. Experimental modal testing and finite element analysis are the traditional methods used to evaluate mode shapes with limited application to real live scenario to facilitate a robust condition monitoring scheme. For a real time mode shape evaluation, rapid evaluation and low computational cost is required and traditional techniques are unsuitable. In this study, artificial neural network is developed to evaluate the mode shape of a lab scale rotating blade assembly by using result from finite element modal analysis as training data. The network performance evaluation shows that artificial neural network (ANN) is capable of mapping the correlation between natural frequencies and mode shapes. This is achieved without the need of extensive signal analysis. The approach offers advantage from the perspective that the network is able to classify mode shapes and can be employed in real time including simplicity in implementation and accuracy of the prediction. The work paves the way for further development of robust condition monitoring system that incorporates real time mode shape evaluation.
Keywords: Modal analysis, artificial neural network, mode shape, natural frequencies, pattern recognition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9111220 A Study on Human Musculoskeletal Model for Cycle Fitting: Comparison with EMG
Authors: Yoon- Ho Shin, Jin-Seung Choi, Dong-Won Kang, Jeong-Woo Seo, Joo-Hack Lee, Ju-Young Kim, Dae-Hyeok Kim, Seung-Tae Yang, Gye-Rae Tack
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It is difficult to study the effect of various variables on cycle fitting through actual experiment. To overcome such difficulty, the forward dynamics of a musculoskeletal model was applied to cycle fitting in this study. The measured EMG data weres compared with the muscle activities of the musculoskeletal model through forward dynamics. EMG data were measured from five cyclists who do not have musculoskeletal diseases during three minutes pedaling with a constant load (150 W) and cadence (90 RPM). The muscles used for the analysis were the Vastus Lateralis (VL), Tibialis Anterior (TA), Bicep Femoris (BF), and Gastrocnemius Medial (GM). Person’s correlation coefficients of the muscle activity patterns, the peak timing of the maximum muscle activities, and the total muscle activities were calculated and compared. BIKE3D model of AnyBody (Anybodytech, Denmark) was used for the musculoskeletal model simulation. The comparisons of the actual experiments with the simulation results showed significant correlations in the muscle activity patterns (VL: 0.789, TA: 0.503, BF: 0.468, GM: 0.670). The peak timings of the maximum muscle activities were distributed at particular phases. The total muscle activities were compared with the normalized muscle activities, and the comparison showed about 10% difference in the VL (+10%), TA (+9.7%), and BF (+10%), excluding the GM (+29.4%). Thus, it can be concluded that muscle activities of model & experiment showed similar results. The results of this study indicated that it was possible to apply the simulation of further improved musculoskeletal model to cycle fitting.
Keywords: Cycle fitting, EMG, Musculoskeletal modeling, Simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31761219 Nonlinear Sensitive Control of Centrifugal Compressor
Authors: F. Laaouad, M. Bouguerra, A. Hafaifa, A. Iratni
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In this work, we treat the problems related to chemical and petrochemical plants of a certain complex process taking the centrifugal compressor as an example, a system being very complex by its physical structure as well as its behaviour (surge phenomenon). We propose to study the application possibilities of the recent control approaches to the compressor behaviour, and consequently evaluate their contribution in the practical and theoretical fields. Facing the studied industrial process complexity, we choose to make recourse to fuzzy logic for analysis and treatment of its control problem owing to the fact that these techniques constitute the only framework in which the types of imperfect knowledge can jointly be treated (uncertainties, inaccuracies, etc..) offering suitable tools to characterise them. In the particular case of the centrifugal compressor, these imperfections are interpreted by modelling errors, the neglected dynamics, no modelisable dynamics and the parametric variations. The purpose of this paper is to produce a total robust nonlinear controller design method to stabilize the compression process at its optimum steady state by manipulating the gas rate flow. In order to cope with both the parameter uncertainty and the structured non linearity of the plant, the proposed method consists of a linear steady state regulation that ensures robust optimal control and of a nonlinear compensation that achieves the exact input/output linearization.
Keywords: Compressor, Fuzzy logic, Surge control, Bilinearcontroller, Stability analysis, Nonlinear plant.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21471218 Adaptive Motion Estimator Based on Variable Block Size Scheme
Authors: S. Dhahri, A. Zitouni, H. Chaouch, R. Tourki
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This paper presents an adaptive motion estimator that can be dynamically reconfigured by the best algorithm depending on the variation of the video nature during the lifetime of an application under running. The 4 Step Search (4SS) and the Gradient Search (GS) algorithms are integrated in the estimator in order to be used in the case of rapid and slow video sequences respectively. The Full Search Block Matching (FSBM) algorithm has been also integrated in order to be used in the case of the video sequences which are not real time oriented. In order to efficiently reduce the computational cost while achieving better visual quality with low cost power, the proposed motion estimator is based on a Variable Block Size (VBS) scheme that uses only the 16x16, 16x8, 8x16 and 8x8 modes. Experimental results show that the adaptive motion estimator allows better results in term of Peak Signal to Noise Ratio (PSNR), computational cost, FPGA occupied area, and dissipated power relatively to the most popular variable block size schemes presented in the literature.Keywords: H264, Configurable Motion Estimator, VariableBlock Size, PSNR, Dissipated power.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16561217 A New Computational Tool for Noise Prediction of Rotating Surfaces (FACT)
Authors: Ana Vieira, Fernando Lau, João Pedro Mortágua, Luís Cruz, Rui Santos
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The air transport impact on environment is more than ever a limitative obstacle to the aeronautical industry continuous growth. Over the last decades, considerable effort has been carried out in order to obtain quieter aircraft solutions, whether by changing the original design or investigating more silent maneuvers. The noise propagated by rotating surfaces is one of the most important sources of annoyance, being present in most aerial vehicles. Bearing this is mind, CEIIA developed a new computational chain for noise prediction with in-house software tools to obtain solutions in relatively short time without using excessive computer resources. This work is based on the new acoustic tool, which aims to predict the rotor noise generated during steady and maneuvering flight, making use of the flexibility of the C language and the advantages of GPU programming in terms of velocity. The acoustic tool is based in the Formulation 1A of Farassat, capable of predicting two important types of noise: the loading and thickness noise. The present work describes the most important features of the acoustic tool, presenting its most relevant results and framework analyses for helicopters and UAV quadrotors.
Keywords: Rotor noise, acoustic tool, GPU Programming, UAV noise.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20581216 Low Complexity Peak-to-Average Power Ratio Reduction in Orthogonal Frequency Division Multiplexing System by Simultaneously Applying Partial Transmit Sequence and Clipping Algorithms
Authors: V. Sudha, D. Sriram Kumar
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Orthogonal Frequency Division Multiplexing (OFDM) has been used in many advanced wireless communication systems due to its high spectral efficiency and robustness to frequency selective fading channels. However, the major concern with OFDM system is the high peak-to-average power ratio (PAPR) of the transmitted signal. Some of the popular techniques used for PAPR reduction in OFDM system are conventional partial transmit sequences (CPTS) and clipping. In this paper, a parallel combination/hybrid scheme of PAPR reduction using clipping and CPTS algorithms is proposed. The proposed method intelligently applies both the algorithms in order to reduce both PAPR as well as computational complexity. The proposed scheme slightly degrades bit error rate (BER) performance due to clipping operation and it can be reduced by selecting an appropriate value of the clipping ratio (CR). The simulation results show that the proposed algorithm achieves significant PAPR reduction with much reduced computational complexity.
Keywords: CCDF, OFDM, PAPR, PTS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13701215 A Study of Behavioral Phenomena Using ANN
Authors: Yudhajit Datta
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Behavioral aspects of experience such as will power are rarely subjected to quantitative study owing to the numerous complexities involved. Will is a phenomenon that has puzzled humanity for a long time. It is a belief that will power of an individual affects the success achieved by them in life. It is also thought that a person endowed with great will power can overcome even the most crippling setbacks in life while a person with a weak will cannot make the most of life even the greatest assets. This study is an attempt to subject the phenomena of will to the test of an artificial neural network through a computational model. The claim being tested is that will power of an individual largely determines success achieved in life. It is proposed that data pertaining to success of individuals be obtained from an experiment and the phenomenon of will be incorporated into the model, through data generated recursively using a relation between will and success characteristic to the model. An artificial neural network trained using part of the data, could subsequently be used to make predictions regarding data points in the rest of the model. The procedure would be tried for different models and the model where the networks predictions are found to be in greatest agreement with the data would be selected; and used for studying the relation between success and will.
Keywords: Will Power, Success, ANN, Time Series Prediction, Sliding Window, Computational Model, Behavioral Phenomena.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19301214 Complexity of Multivalued Maps
Authors: David Sherwell, Vivien Visaya
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We consider the topological entropy of maps that in general, cannot be described by one-dimensional dynamics. In particular, we show that for a multivalued map F generated by singlevalued maps, the topological entropy of any of the single-value map bounds the topological entropy of F from below.Keywords: Multivalued maps, Topological entropy, Selectors
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12521213 A New Heuristic Approach for Large Size Zero-One Multi Knapsack Problem Using Intercept Matrix
Authors: K. Krishna Veni, S. Raja Balachandar
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This paper presents a heuristic to solve large size 0-1 Multi constrained Knapsack problem (01MKP) which is NP-hard. Many researchers are used heuristic operator to identify the redundant constraints of Linear Programming Problem before applying the regular procedure to solve it. We use the intercept matrix to identify the zero valued variables of 01MKP which is known as redundant variables. In this heuristic, first the dominance property of the intercept matrix of constraints is exploited to reduce the search space to find the optimal or near optimal solutions of 01MKP, second, we improve the solution by using the pseudo-utility ratio based on surrogate constraint of 01MKP. This heuristic is tested for benchmark problems of sizes upto 2500, taken from literature and the results are compared with optimum solutions. Space and computational complexity of solving 01MKP using this approach are also presented. The encouraging results especially for relatively large size test problems indicate that this heuristic can successfully be used for finding good solutions for highly constrained NP-hard problems.
Keywords: 0-1 Multi constrained Knapsack problem, heuristic, computational complexity, NP-Hard problems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18591212 Study on Optimization of Air Infiltration at Entrance of a Commercial Complex in Zhejiang Province
Authors: Yujie Zhao, Jiantao Weng
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In the past decade, with the rapid development of China's economy, the purchasing power and physical demand of residents have been improved, which results in the vast emergence of public buildings like large shopping malls. However, the architects usually focus on the internal functions and streamlines of these buildings, ignoring the impact of the environment on the subjective feelings of building users. Only in Zhejiang province, the infiltration of cold air in winter frequently occurs at the entrance of sizeable commercial complex buildings that have been in operation, which will affect the environmental comfort of the building lobby and internal public spaces. At present, to reduce these adverse effects, it is usually adopted to add active equipment, such as setting air curtains to block air exchange or adding heating air conditioners. From the perspective of energy consumption, the infiltration of cold air into the entrance will increase the heat consumption of indoor heating equipment, which will indirectly cause considerable economic losses during the whole winter heating stage. Therefore, it is of considerable significance to explore the suitable entrance forms for improving the environmental comfort of commercial buildings and saving energy. In this paper, a commercial complex with apparent cold air infiltration problem in Hangzhou is selected as the research object to establish a model. The environmental parameters of the building entrance, including temperature, wind speed, and infiltration air volume, are obtained by Computational Fluid Dynamics (CFD) simulation, from which the heat consumption caused by the natural air infiltration in the winter and its potential economic loss is estimated as the objective metric. This study finally obtains the optimization direction of the building entrance form of the commercial complex by comparing the simulation results of other local commercial complex projects with different entrance forms. The conclusions will guide the entrance design of the same type of commercial complex in this area.
Keywords: Air infiltration, commercial complex, heat consumption, CFD simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7671211 Morpho-Phonological Modelling in Natural Language Processing
Authors: Eleni Galiotou, Angela Ralli
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In this paper we propose a computational model for the representation and processing of morpho-phonological phenomena in a natural language, like Modern Greek. We aim at a unified treatment of inflection, compounding, and word-internal phonological changes, in a model that is used for both analysis and generation. After discussing certain difficulties cuase by well-known finitestate approaches, such as Koskenniemi-s two-level model [7] when applied to a computational treatment of compounding, we argue that a morphology-based model provides a more adequate account of word-internal phenomena. Contrary to the finite state approaches that cannot handle hierarchical word constituency in a satisfactory way, we propose a unification-based word grammar, as the nucleus of our strategy, which takes into consideration word representations that are based on affixation and [stem stem] or [stem word] compounds. In our formalism, feature-passing operations are formulated with the use of the unification device, and phonological rules modeling the correspondence between lexical and surface forms apply at morpheme boundaries. In the paper, examples from Modern Greek illustrate our approach. Morpheme structures, stress, and morphologically conditioned phoneme changes are analyzed and generated in a principled way.
Keywords: Morpho-Phonology, Natural Language Processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21321210 Effect of the Machine Frame Structures on the Frequency Responses of Spindle Tool
Authors: Yuan L. Lai, Yong R. Chen, Jui P. Hung, Tzuo L. Luo, Hsi H. Hsiao
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Chatter vibration has been a troublesome problem for a machine tool toward the high precision and high speed machining. Essentially, the machining performance is determined by the dynamic characteristics of the machine tool structure and dynamics of cutting process. Therefore the dynamic vibration behavior of spindle tool system greatly determines the performance of machine tool. The purpose of this study is to investigate the influences of the machine frame structure on the dynamic frequency of spindle tool unit through finite element modeling approach. To this end, a realistic finite element model of the vertical milling system was created by incorporated the spindle-bearing model into the spindle head stock of the machine frame. Using this model, the dynamic characteristics of the milling machines with different structural designs of spindle head stock and identical spindle tool unit were demonstrated. The results of the finite element modeling reveal that the spindle tool unit behaves more compliant when the excited frequency approaches the natural mode of the spindle tool; while the spindle tool show a higher dynamic stiffness at lower frequency that may be initiated by the structural mode of milling head. Under this condition, it is concluded that the structural configuration of spindle head stock associated with the vertical column of milling machine plays an important role in determining the machining dynamics of the spindle unit.Keywords: Machine tools, Compliance, Frequency response function, Machine frame structure, Spindle unit
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28191209 A Coupled Model for Two-Phase Simulation of a Heavy Water Pressure Vessel Reactor
Authors: Damian Ramajo, Santiago Corzo, Norberto Nigro
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A Multi-dimensional computational fluid dynamics (CFD) two-phase model was developed with the aim to simulate the in-core coolant circuit of a pressurized heavy water reactor (PHWR) of a commercial nuclear power plant (NPP). Due to the fact that this PHWR is a Reactor Pressure Vessel type (RPV), three-dimensional (3D) detailed modelling of the large reservoirs of the RPV (the upper and lower plenums and the downcomer) were coupled with an in-house finite volume one-dimensional (1D) code in order to model the 451 coolant channels housing the nuclear fuel. Regarding the 1D code, suitable empirical correlations for taking into account the in-channel distributed (friction losses) and concentrated (spacer grids, inlet and outlet throttles) pressure losses were used. A local power distribution at each one of the coolant channels was also taken into account. The heat transfer between the coolant and the surrounding moderator was accurately calculated using a two-dimensional theoretical model. The implementation of subcooled boiling and condensation models in the 1D code along with the use of functions for representing the thermal and dynamic properties of the coolant and moderator (heavy water) allow to have estimations of the in-core steam generation under nominal flow conditions for a generic fission power distribution. The in-core mass flow distribution results for steady state nominal conditions are in agreement with the expected from design, thus getting a first assessment of the coupled 1/3D model. Results for nominal condition were compared with those obtained with a previous 1/3D single-phase model getting more realistic temperature patterns, also allowing visualize low values of void fraction inside the upper plenum. It must be mentioned that the current results were obtained by imposing prescribed fission power functions from literature. Therefore, results are showed with the aim of point out the potentiality of the developed model.Keywords: CFD, PHWR, Thermo-hydraulic, Two-phase flow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27131208 Social Aggravations during the Period of Medieval Wars in Europe
Authors: Nurmukhambetov Ardak
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This article makes and attempt to disclose the dynamics of development of social interactions in an aggravated environment in relation to the distinctive features of religious wars and their negative impact to the society. Crisis situations that took place in all spheres of social life are described, on the grounds of which the author comes to specific conclusions.Keywords: War, medieval period, social relations, nation, Europe.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14221207 Extraction of Semantic Digital Signatures from MRI Photos for Image-Identification Purposes
Authors: Marios Poulos, George Bokos
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This paper makes an attempt to solve the problem of searching and retrieving of similar MRI photos via Internet services using morphological features which are sourced via the original image. This study is aiming to be considered as an additional tool of searching and retrieve methods. Until now the main way of the searching mechanism is based on the syntactic way using keywords. The technique it proposes aims to serve the new requirements of libraries. One of these is the development of computational tools for the control and preservation of the intellectual property of digital objects, and especially of digital images. For this purpose, this paper proposes the use of a serial number extracted by using a previously tested semantic properties method. This method, with its center being the multi-layers of a set of arithmetic points, assures the following two properties: the uniqueness of the final extracted number and the semantic dependence of this number on the image used as the method-s input. The major advantage of this method is that it can control the authentication of a published image or its partial modification to a reliable degree. Also, it acquires the better of the known Hash functions that the digital signature schemes use and produces alphanumeric strings for cases of authentication checking, and the degree of similarity between an unknown image and an original image.Keywords: Computational Geometry, MRI photos, Image processing, pattern Recognition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15221206 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics
Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim
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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.
Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5901205 Molecular Dynamics Simulation of the Effect of the Solid Gas Interface Nanolayer on Enhanced Thermal Conductivity of Copper-CO2 Nanofluid
Authors: Zeeshan Ahmed, Ajinkya Sarode, Pratik Basarkar, Atul Bhargav, Debjyoti Banerjee
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The use of CO2 in oil recovery and in CO2 capture and storage is gaining traction in recent years. These applications involve heat transfer between CO2 and the base fluid, and hence, there arises a need to improve the thermal conductivity of CO2 to increase the process efficiency and reduce cost. One way to improve the thermal conductivity is through nanoparticle addition in the base fluid. The nanofluid model in this study consisted of copper (Cu) nanoparticles in varying concentrations with CO2 as a base fluid. No experimental data are available on thermal conductivity of CO2 based nanofluid. Molecular dynamics (MD) simulations are an increasingly adopted tool to perform preliminary assessments of nanoparticle (NP) fluid interactions. In this study, the effect of the formation of a nanolayer (or molecular layering) at the gas-solid interface on thermal conductivity is investigated using equilibrium MD simulations by varying NP diameter and keeping the volume fraction (1.413%) of nanofluid constant to check the diameter effect of NP on the nanolayer and thermal conductivity. A dense semi-solid fluid layer was seen to be formed at the NP-gas interface, and the thickness increases with increase in particle diameter, which also moves with the NP Brownian motion. Density distribution has been done to see the effect of nanolayer, and its thickness around the NP. These findings are extremely beneficial, especially to industries employed in oil recovery as increased thermal conductivity of CO2 will lead to enhanced oil recovery and thermal energy storage.
Keywords: Copper-CO2 nanofluid, molecular interfacial layer, thermal conductivity, molecular dynamic simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11131204 Sediment Transport Experiments: The Influence of the Furrow Geometry
Authors: S. Haddad, M. Bouhadef
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In this experimental work, we have shown that the geometric shape of the grooves (furrows) plays an important role in sediment dynamics. In addition, the rheological behaviour of solid discharge does not depend only on the velocity discharge but also on the geometric shape.Keywords: Laboratory experiments, soil erosion, groove, furrow, sediment transport
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15761203 Conjugate Mixed Convection Heat Transfer and Entropy Generation of Cu-Water Nanofluid in an Enclosure with Thick Wavy Bottom Wall
Authors: Sanjib Kr Pal, S. Bhattacharyya
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Mixed convection of Cu-water nanofluid in an enclosure with thick wavy bottom wall has been investigated numerically. A co-ordinate transformation method is used to transform the computational domain into an orthogonal co-ordinate system. The governing equations in the computational domain are solved through a pressure correction based iterative algorithm. The fluid flow and heat transfer characteristics are analyzed for a wide range of Richardson number (0.1 ≤ Ri ≤ 5), nanoparticle volume concentration (0.0 ≤ ϕ ≤ 0.2), amplitude (0.0 ≤ α ≤ 0.1) of the wavy thick- bottom wall and the wave number (ω) at a fixed Reynolds number. Obtained results showed that heat transfer rate increases remarkably by adding the nanoparticles. Heat transfer rate is dependent on the wavy wall amplitude and wave number and decreases with increasing Richardson number for fixed amplitude and wave number. The Bejan number and the entropy generation are determined to analyze the thermodynamic optimization of the mixed convection.Keywords: Entropy generation, mixed convection, conjugate heat transfer, numerical, nanofluid, wall waviness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10461202 Envelope-Wavelet Packet Transform for Machine Condition Monitoring
Authors: M. F. Yaqub, I. Gondal, J. Kamruzzaman
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Wavelet transform has been extensively used in machine fault diagnosis and prognosis owing to its strength to deal with non-stationary signals. The existing Wavelet transform based schemes for fault diagnosis employ wavelet decomposition of the entire vibration frequency which not only involve huge computational overhead in extracting the features but also increases the dimensionality of the feature vector. This increase in the dimensionality has the tendency to 'over-fit' the training data and could mislead the fault diagnostic model. In this paper a novel technique, envelope wavelet packet transform (EWPT) is proposed in which features are extracted based on wavelet packet transform of the filtered envelope signal rather than the overall vibration signal. It not only reduces the computational overhead in terms of reduced number of wavelet decomposition levels and features but also improves the fault detection accuracy. Analytical expressions are provided for the optimal frequency resolution and decomposition level selection in EWPT. Experimental results with both actual and simulated machine fault data demonstrate significant gain in fault detection ability by EWPT at reduced complexity compared to existing techniques.Keywords: Envelope Detection, Wavelet Transform, Bearing Faults, Machine Health Monitoring.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19611201 A New Heuristic Approach for the Large-Scale Generalized Assignment Problem
Authors: S. Raja Balachandar, K.Kannan
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This paper presents a heuristic approach to solve the Generalized Assignment Problem (GAP) which is NP-hard. It is worth mentioning that many researches used to develop algorithms for identifying the redundant constraints and variables in linear programming model. Some of the algorithms are presented using intercept matrix of the constraints to identify redundant constraints and variables prior to the start of the solution process. Here a new heuristic approach based on the dominance property of the intercept matrix to find optimal or near optimal solution of the GAP is proposed. In this heuristic, redundant variables of the GAP are identified by applying the dominance property of the intercept matrix repeatedly. This heuristic approach is tested for 90 benchmark problems of sizes upto 4000, taken from OR-library and the results are compared with optimum solutions. Computational complexity is proved to be O(mn2) of solving GAP using this approach. The performance of our heuristic is compared with the best state-ofthe- art heuristic algorithms with respect to both the quality of the solutions. The encouraging results especially for relatively large size test problems indicate that this heuristic approach can successfully be used for finding good solutions for highly constrained NP-hard problems.
Keywords: Combinatorial Optimization Problem, Generalized Assignment Problem, Intercept Matrix, Heuristic, Computational Complexity, NP-Hard Problems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23491200 On the Mathematical Structure and Algorithmic Implementation of Biochemical Network Models
Authors: Paola Lecca
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Modeling and simulation of biochemical reactions is of great interest in the context of system biology. The central dogma of this re-emerging area states that it is system dynamics and organizing principles of complex biological phenomena that give rise to functioning and function of cells. Cell functions, such as growth, division, differentiation and apoptosis are temporal processes, that can be understood if they are treated as dynamic systems. System biology focuses on an understanding of functional activity from a system-wide perspective and, consequently, it is defined by two hey questions: (i) how do the components within a cell interact, so as to bring about its structure and functioning? (ii) How do cells interact, so as to develop and maintain higher levels of organization and functions? In recent years, wet-lab biologists embraced mathematical modeling and simulation as two essential means toward answering the above questions. The credo of dynamics system theory is that the behavior of a biological system is given by the temporal evolution of its state. Our understanding of the time behavior of a biological system can be measured by the extent to which a simulation mimics the real behavior of that system. Deviations of a simulation indicate either limitations or errors in our knowledge. The aim of this paper is to summarize and review the main conceptual frameworks in which models of biochemical networks can be developed. In particular, we review the stochastic molecular modelling approaches, by reporting the principal conceptualizations suggested by A. A. Markov, P. Langevin, A. Fokker, M. Planck, D. T. Gillespie, N. G. van Kampfen, and recently by D. Wilkinson, O. Wolkenhauer, P. S. Jöberg and by the author.
Keywords: Mathematical structure, algorithmic implementation, biochemical network models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15601199 Studies on Pre-Ignition Chamber Dynamics of Solid Rockets with Different Port Geometries
Authors: S. Vivek, Sharad Sharan, R. Arvind, D. V. Praveen, J. Vigneshwar, S. Ajith, V. R. Sanal Kumar
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In this paper numerical studies have been carried out to examine the pre-ignition flow features of high-performance solid propellant rocket motors with two different port geometries but with same propellant loading density. Numerical computations have been carried out using a validated 3D, unsteady, 2nd-order implicit, SST k- ω turbulence model. In the numerical study, a fully implicit finite volume scheme of the compressible, Reynolds-Averaged, Navier- Stokes equations is employed. We have observed from the numerical results that in solid rocket motors with highly loaded propellants having divergent port geometry the hot igniter gases can create preignition pressure oscillations leading to thrust oscillations due to the flow unsteadiness and recirculation. We have also observed that the igniter temperature fluctuations are diminished rapidly thereby reaching the steady state value faster in the case of solid propellant rocket motors with convergent port than the divergent port irrespective of the igniter total pressure. We have concluded that the prudent selection of the port geometry, without altering the propellant loading density, for damping the total temperature fluctuations within the motor is a meaningful objective for the suppression and control of instability and/or thrust oscillations often observed in solid propellant rocket motors with non-uniform port geometry.Keywords: Pre-Ignition chamber dynamics, starting transient, solid rockets, thrust oscillations in SRMs, ignition transient.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22661198 The Nematode Fauna Dynamics Peculiarities of Highlands Different Ecosystems (Eastern Georgia)
Authors: E. Tskitishvili, I. Eliava, T. Tskitishvili, N. Bagathuria, L. Zghenti, M. Gigolashvili
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There was studied dynamic of the number of nematodes fauna of various ecosystems of Gombori Mountain Ridge that belongs to peak of fauna dynamic. The nature of dynamic is in general similar in all six biotypes and the difference is evident only in total number of nematodes.Keywords: Nematoda, dynamic, highland, ecosystem
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13401197 A Novel Receiver Algorithm for Coherent Underwater Acoustic Communications
Authors: Liang Zhao, Jianhua Ge
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In this paper, we proposed a novel receiver algorithm for coherent underwater acoustic communications. The proposed receiver is composed of three parts: (1) Doppler tracking and correction, (2) Time reversal channel estimation and combining, and (3) Joint iterative equalization and decoding (JIED). To reduce computational complexity and optimize the equalization algorithm, Time reversal (TR) channel estimation and combining is adopted to simplify multi-channel adaptive decision feedback equalizer (ADFE) into single channel ADFE without reducing the system performance. Simultaneously, the turbo theory is adopted to form joint iterative ADFE and convolutional decoder (JIED). In JIED scheme, the ADFE and decoder exchange soft information in an iterative manner, which can enhance the equalizer performance using decoding gain. The simulation results show that the proposed algorithm can reduce computational complexity and improve the performance of equalizer. Therefore, the performance of coherent underwater acoustic communications can be improved greatly.Keywords: Underwater acoustic communication, Time reversal (TR) combining, joint iterative equalization and decoding (JIED)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17281196 Image-Based UAV Vertical Distance and Velocity Estimation Algorithm during the Vertical Landing Phase Using Low-Resolution Images
Authors: Seyed-Yaser Nabavi-Chashmi, Davood Asadi, Karim Ahmadi, Eren Demir
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The landing phase of a UAV is very critical as there are many uncertainties in this phase, which can easily entail a hard landing or even a crash. In this paper, the estimation of relative distance and velocity to the ground, as one of the most important processes during the landing phase, is studied. Using accurate measurement sensors as an alternative approach can be very expensive for sensors like LIDAR, or with a limited operational range, for sensors like ultrasonic sensors. Additionally, absolute positioning systems like GPS or IMU cannot provide distance to the ground independently. The focus of this paper is to determine whether we can measure the relative distance and velocity of UAV and ground in the landing phase using just low-resolution images taken by a monocular camera. The Lucas-Konda feature detection technique is employed to extract the most suitable feature in a series of images taken during the UAV landing. Two different approaches based on Extended Kalman Filters (EKF) have been proposed, and their performance in estimation of the relative distance and velocity are compared. The first approach uses the kinematics of the UAV as the process and the calculated optical flow as the measurement. On the other hand, the second approach uses the feature’s projection on the camera plane (pixel position) as the measurement while employing both the kinematics of the UAV and the dynamics of variation of projected point as the process to estimate both relative distance and relative velocity. To verify the results, a sequence of low-quality images taken by a camera that is moving on a specifically developed testbed has been used to compare the performance of the proposed algorithm. The case studies show that the quality of images results in considerable noise, which reduces the performance of the first approach. On the other hand, using the projected feature position is much less sensitive to the noise and estimates the distance and velocity with relatively high accuracy. This approach also can be used to predict the future projected feature position, which can drastically decrease the computational workload, as an important criterion for real-time applications.
Keywords: Automatic landing, multirotor, nonlinear control, parameters estimation, optical flow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 529