Search results for: non-linear risk-return dependence.

Authors: L. Achou, A. Doghmane

Abstract:

Elastic performances, as an essential property of nanowires (NWs), play a significant role in the design and fabrication of modern nanodevices. In this paper, our interest is focused on ZnO NWs to investigate wire diameter (D_wire ≤ 400 nm) effects on elastic properties. The plotted data reveal that a strong size dependence of the elastic constants exists when the wire diameter is smaller than ~ 100 nm. For larger diameters (D_wire > 100 nm), these ones approach their corresponding bulk values. To enrich this study, we make use of the scanning acoustic microscopy simulation technique. The calculation methodology consists of several steps: determination of longitudinal and transverse wave velocities, calculation of refection coefficients, calculation of acoustic signatures and Rayleigh velocity determination. Quantitatively, it was found that changes in ZnO diameters over the ranges 1 nm ≤ D_wire ≤ 100 nm lead to similar exponential variations, for all elastic parameters, of the from: A = a + b exp(-D_wire/c) where a, b, and c are characteristic constants of a given parameter. The developed relation can be used to predict elastic properties of such NW by just knowing its diameter and vice versa.

Keywords: Elastic properties, nanowires, semiconductors, ZnO.

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Authors: Saeideh Hesam, Alireza Nazemi, Ahmad Haghbin

Abstract:

This paper presents the approximate analytical solution of a Zakharov-Kuznetsov ZK(m, n, k) equation with the help of the differential transform method (DTM). The DTM method is a powerful and efficient technique for finding solutions of nonlinear equations without the need of a linearization process. In this approach the solution is found in the form of a rapidly convergent series with easily computed components. The two special cases, ZK(2,2,2) and ZK(3,3,3), are chosen to illustrate the concrete scheme of the DTM method in ZK(m, n, k) equations. The results demonstrate reliability and efficiency of the proposed method.

Keywords: Zakharov-Kuznetsov equation, differential transform method, closed form solution.

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Authors: Birol Yildiz, Abdullah Yalama, Metin Coskun

Abstract:

Many studies have shown that Artificial Neural Networks (ANN) have been widely used for forecasting financial markets, because of many financial and economic variables are nonlinear, and an ANN can model flexible linear or non-linear relationship among variables. The purpose of the study was to employ an ANN models to predict the direction of the Istanbul Stock Exchange National 100 Indices (ISE National-100). As a result of this study, the model forecast the direction of the ISE National-100 to an accuracy of 74, 51%.

Keywords: Artificial Neural Networks, Istanbul StockExchange, Non-linear Modeling.

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Authors: M. Saeedi, R. Wuchner, K.-U. Bletzinger

Abstract:

In order to study the aerodynamic performance of a semi-flexible membrane wing, Fluid-Structure Interaction simulations have been performed. The fluid problem has been modeled using two different approaches which are the vortex panel method and the numerical solution of the Navier-Stokes equations. Nonlinear analysis of the structural problem is performed using the Finite Element Method. Comparison between the two fluid solvers has been made. Aerodynamic performance of the wing is discussed regarding its lift and drag coefficients and they are compared with those of the equivalent rigid wing.

Keywords: CFD, FSI, Membrane wing, Vortex panel method.

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Authors: Jamal Amani Rad, Kourosh Parand

Abstract:

In this paper, we have applied the homotopy perturbation method (HPM) for obtaining the analytical solution of unsteady flow of gas through a porous medium and we have also compared the findings of this research with some other analytical results. Results showed a very good agreement between results of HPM and the numerical solutions of the problem rather than other analytical solutions which have previously been applied. The results of homotopy perturbation method are of high accuracy and the method is very effective and succinct.

Keywords: Unsteady gas equation, Homotopy perturbation method(HPM), Porous medium, Nonlinear ODE

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Authors: D. Mirauda, M. Greco, A. Volpe Plantamura

Abstract:

The necessity of updating the numerical models inputs, because of geometrical and resistive variations in rivers subject to solid transport phenomena, requires detailed control and monitoring activities. The human employment and financial resources of these activities moves the research towards the development of expeditive methodologies, able to evaluate the outflows through the measurement of more easily acquirable sizes. Recent studies highlighted the dependence of the entropic parameter on the kinematical and geometrical flow conditions. They showed a meaningful variability according to the section shape, dimension and slope. Such dependences, even if not yet well defined, could reduce the difficulties during the field activities, and also the data elaboration time. On the basis of such evidences, the relationships between the entropic parameter and the geometrical and resistive sizes, obtained through a large and detailed laboratory experience on steady free surface flows in conditions of macro and intermediate homogeneous roughness, are analyzed and discussed.

Keywords: Froude number, entropic parameter, roughness, water discharge.

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Authors: Eva Eggeling, Dieter W. Fellner, Torsten Ullrich

Abstract:

The objective of global optimization is to find the globally best solution of a model. Nonlinear models are ubiquitous in many applications and their solution often requires a global search approach; i.e. for a function f from a set A ⊂ Rn to the real numbers, an element x0 ∈ A is sought-after, such that ∀ x ∈ A : f(x0) ≤ f(x). Depending on the field of application, the question whether a found solution x0 is not only a local minimum but a global one is very important. This article presents a probabilistic approach to determine the probability of a solution being a global minimum. The approach is independent of the used global search method and only requires a limited, convex parameter domain A as well as a Lipschitz continuous function f whose Lipschitz constant is not needed to be known.

Keywords: global optimization, probability theory, probability of globality

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Authors: A. Jawahar

Abstract:

In this paper, the dependence of soliton pulses with respect to phase in a 10Gbps, single channel, dispersion uncompensated telecommunication system was studied. The characteristic feature of periodic soliton interaction was noted at the Interaction point (I=6202.5Km) in one collision length of L=12405.1 Km. The interaction point is located for 10Gbps system with an initial relative spacing (qo) of soliton as 5.28 using Perturbation theory. It is shown that, when two in-phase solitons are launched, they interact at the point I=6202.5 Km, but the interaction could be restricted with introduction of different phase initially. When the phase of the input solitons increases, the deviation of soliton pulses at the ‘I’ also increases. We have successfully demonstrated this effect in a telecommunication set-up in terms of Quality factor (Q), where the Q=0 for in-phase soliton. The Q was noted to be 125.9, 38.63, 47.53, 59.60, 161.37, and 78.04 for different phases such as 10o, 20o, 30o, 45o, 60o and 90o degrees respectively at Interaction point (I).

Keywords: Soliton interaction, Initial relative spacing, phase, Perturbation theory and telecommunication system.

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Authors: Neeta Awasthy, J.P.Saini, D.S.Chauhan

Abstract:

ICA which is generally used for blind source separation problem has been tested for feature extraction in Speech recognition system to replace the phoneme based approach of MFCC. Applying the Cepstral coefficients generated to ICA as preprocessing has developed a new signal processing approach. This gives much better results against MFCC and ICA separately, both for word and speaker recognition. The mixing matrix A is different before and after MFCC as expected. As Mel is a nonlinear scale. However, cepstrals generated from Linear Predictive Coefficient being independent prove to be the right candidate for ICA. Matlab is the tool used for all comparisons. The database used is samples of ISOLET.

Keywords: Cepstral Coefficient, Distance measures, Independent Component Analysis, Linear Predictive Coefficients.

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Authors: Hossein Shokouhmand , Koohyar Vahidkhah, Mohammad A. Esmaeili

Abstract:

A numerical investigation of surface heat transfer characteristics of turbulent air flows in different parallel plate grooved channels is performed using CFD code. The results are obtained for Reynolds number ranging from 10,000 to 30,000 and for arc-shaped and rectangular grooved channels. The influence of different geometric parameters of dimples as well as the number of them and the geometric and thermophysical properties of channel walls are studied. It is found that there exists an optimum value for depth of dimples in which the largest wall heat flux can be achieved. Also, the results show a critical value for the ratio of wall thermal conductivity to the one of fluid in which the dependence of wall heat flux to this ratio almost vanishes. In most cases examined, heat transfer enhancement is larger for arc-shaped grooved channels than rectangular ones.

Keywords: dimple, heat transfer enhancement, Numerical, optimum value, turbulent air flow.

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Authors: A. Hossain, A. S. W. Kurny, M. A. Gafur

Abstract:

Effect of 2wt% Cu addition on tensile properties and fracture behavior of Al-6Si-0.5Mg-2Ni alloy at various strain rates were studied. The solution treated Al-6Si-0.5Mg-2Ni (-2Cu) alloys, were aged isochronally for 1 hour at temperatures up to 300oC. The uniaxial tension test was carried out at strain rate ranging from 10-4s-1 to 10-2s-1 in order to investigate the strain rate dependence of tensile properties. Tensile strengths were found to increase with ageing temperature and the maximum being attained ageing for 1 hr at 225oC (peak aged condition). Addition of 2wt% Cu resulted in an increase in tensile properties at all strain rates. Evaluation of tensile properties at three different strain rates (10-4, 10-3 and 10-2 s-1) showed that strain rates affected the tensile properties significantly. At higher strain rates the strength was better but ductility was poor. Microstructures of broken specimens showed that both the void coalescence and the interface debonding affect the fracture behavior of the alloys

Keywords: Al-Si-Mg-Ni-Cu alloy, tensile properties, strain rate, SEM.

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Authors: Sadaf Nawaz, Adnan Ahmed Khan, Asad Mahmood, Chaudhary Farrukh Javed

Abstract:

Classically, an energy detector is implemented in time domain (TD). However, frequency domain (FD) based energy detector has demonstrated an improved performance. This paper presents a comparison between the two approaches as to analyze their pros and cons. A detailed performance analysis of the classical TD energy-detector and the periodogram based detector is performed. Exact and approximate mathematical expressions for probability of false alarm (Pf) and probability of detection (Pd) are derived for both approaches. The derived expressions naturally lead to an analytical as well as intuitive reasoning for the improved performance of (Pf) and (Pd) in different scenarios. Our analysis suggests the dependence improvement on buffer sizes. Pf is improved in FD, whereas Pd is enhanced in TD based energy detectors. Finally, Monte Carlo simulations results demonstrate the analysis reached by the derived expressions.

Keywords: Cognitive radio, energy detector, periodogram, spectrum sensing.

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Authors: L. Dahmani, M.Kouane

Abstract:

In this paper are illustrated the principal aspects connected with the numerical evaluation of thermal stress induced by high gradient temperature in the concrete beam. The reinforced concrete beam has many advantages over steel beam, such as high resistance to high temperature, high resistance to thermal shock, Better resistance to fatigue and buckling, strong resistance against, fire, explosion, etc. The main drawback of the reinforced concrete beam is its poor resistance to tensile stresses. In order to investigate the thermal induced tensile stresses, a numerical model of a transient thermal analysis is presented for the evaluation of thermo-mechanical response of concrete beam to the high temperature, taking into account the temperature dependence of the thermo physical properties of the concrete like thermal conductivity and specific heat.

Keywords: Cracking, Gradient Temperature, Reinforced Concrete beam, Thermo-mechanical analysis.

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Authors: Hoang Van Ngoc, Nguyen Thu Huong, Nguyen Quang Bau

Abstract:

Using the quantum kinetic equation for electrons interacting with acoustic phonon, the density of the constant current associated with the drag of charge carriers in cylindrical quantum wire by a linearly polarized electromagnetic wave, a DC electric field and a laser radiation field is calculated. The density of the constant current is studied as a function of the frequency of electromagnetic wave, as well as the frequency of laser field and the basic elements of quantum wire with a parabolic potential. The analytic expression of the constant current density is numerically evaluated and plotted for a specific quantum wires GaAs/AlGaAs to show the dependence of the constant current density on above parameters. All these results of quantum wire compared with bulk semiconductors and superlattices to show the difference.

Keywords: Photon-drag effect, constant current density, quantum wire, parabolic potential.

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Authors: D. Adhikari, R. P. Koirala, B.P. Singh

Abstract:

A self-association model has been used to understand the concentration dependence of free energy of mixing (GM), heat of mixing (HM), entropy of mixing (SM), activity (a) and microscopic structures, such as concentration fluctuation in long wavelength limit (Scc(0)) and Warren-Cowley short range order parameter ( 1 α )for Cu- Tl molten alloys at 1573K. A comparative study of surface tension of the alloys in the liquid state at that temperature has also been carried out theoretically as function of composition in the light of Butler-s model, Prasad-s model and quasi-chemical approach. Most of the computed thermodynamic properties have been found in agreement with the experimental values. The analysis reveals that the Cu-Tl molten alloys at 1573K represent a segregating system at all concentrations with moderate interaction. Surface tensions computed from different approaches have been found to be comparable to each other showing increment with the composition of copper.

Keywords: Concentration fluctuations, surface tension, thermodynamic properties, Quasi-chemical approximation.

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Authors: Li Xiguang

Abstract:

In this paper, by constructing a special operator and using fixed point index theorem of cone, we get the sufficient conditions for symmetric positive solution of a class of nonlinear singular boundary value problems with p-Laplace operator, which improved and generalized the result of related paper.

Keywords: Banach space, cone, fixed point index, singular differential equation, p-Laplace operator, symmetric solutions.

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Authors: Irina Eglite, Andrei A. Kolyshkin

Abstract:

Method of multiple scales is used in the paper in order to derive an amplitude evolution equation for the most unstable mode from two-dimensional shallow water equations under the rigid-lid assumption. It is assumed that shallow mixing layer is slightly curved in the longitudinal direction and contains small particles. Dynamic interaction between carrier fluid and particles is neglected. It is shown that the evolution equation is the complex Ginzburg-Landau equation. Explicit formulas for the computation of the coefficients of the equation are obtained.

Keywords: Shallow water equations, mixing layer, weakly nonlinear analysis, Ginzburg-Landau equation

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Authors: Kouamana Bousson, Paulo Machado

Abstract:

The optimization and control problem for 4D trajectories is a subject rarely addressed in literature. In the 4D navigation problem we define waypoints, for each mission, where the arrival time is specified in each of them. One way to design trajectories for achieving this kind of mission is to use the trajectory optimization concepts. To solve a trajectory optimization problem we can use the indirect or direct methods. The indirect methods are based on maximum principle of Pontryagin, on the other hand, in the direct methods it is necessary to transform into a nonlinear programming problem. We propose an approach based on direct methods with a pseudospectral integration scheme built on Chebyshev polynomials.

Keywords: Pseudospectral Methods, Trajectory Optimization, 4DTrajectories

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Authors: M. M. Kassem, A. S. Rashed

Abstract:

The time dependent progress of a chemical reaction over a flat horizontal plate is here considered. The problem is solved through the group similarity transformation method which reduces the number of independent by one and leads to a set of nonlinear ordinary differential equation. The problem shows a singularity at the chemical reaction order n=1 and is analytically solved through the perturbation method. The behavior of the process is then numerically investigated for n≠1 and different Schmidt numbers. Graphical results for the velocity and concentration of chemicals based on the analytical and numerical solutions are presented and discussed.

Keywords: Time dependent, chemical convection, grouptransformation method, perturbation method.

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Authors: M. Ouassaid, M. Cherkaoui, A. Nejmi, M. Maaroufi

Abstract:

This study presents a novel means of designing a simple and effective torque controller for Permanent Magnet Synchronous Motor (PMSM). The overall stability of the system is shown using Lyapunov technique. The Lyapunov functions used contain a term penalizing the integral of the tracking error, enhancing the stability. The tracking error is shown to be globally uniformly bounded. Simulation results are presented to show the effectiveness of the approach.

Keywords: Integral action, Lyapunov Technique, Non Linear Control, Permanent Magnet Synchronous Motors, Torque Control, Stability.

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Authors: Changhong Guo, Shaomei Fang, Yong He

Abstract:

In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional G-Brownian motion, Taylor’s series of fractional order, uncertain volatility.

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Authors: Seongsoo Lee, Jong-Bae Lee, Wookkang Lee, Duyen Hai Pham

Abstract:

In the image sensors, the acquired image often differs from the real image in luminance or chrominance due to fabrication defects or nonlinear characteristics, which often lead to pixel defects or sensor failure. Therefore, the image acquisition characteristics of image sensors should be measured and tested before they are mounted on the target product. In this paper, the standardized test and measurement methods of image sensors are introduced. It applies standard light source to the image sensor under test, and the characteristics of the acquired image is compared with ideal values.

Keywords: Image Sensor, Image Acquisition Characteristics, Defect, Failure, Standard, Test, Measurement.

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Authors: G. Balogh, I. A. Szabó, P. Z. Kovács

Abstract:

Mechanical stress has a strong effect on the magnitude of the Barkhausen-noise in structural steels. Because the measurements are performed at the surface of the material, for a sample sheet, the full effect can be described by a biaxial stress field. The measured Barkhausen-noise is dependent on the orientation of the exciting magnetic field relative to the axis of the stress tensor. The sample inhomogenities including the residual stress also modifies the angular dependence of the measured Barkhausen-noise. We have developed a laboratory device with a cross like specimen for bi-axial bending. The measuring head allowed performing excitations in two orthogonal directions. We could excite the two directions independently or simultaneously with different amplitudes. The simultaneous excitation of the two coils could be performed in phase or with a 90 degree phase shift. In principle this allows to measure the Barkhausen-noise at an arbitrary direction without moving the head, or to measure the Barkhausen-noise induced by a rotating magnetic field if a linear superposition of the two fields can be assumed.

Keywords: Barkhausen-noise, Bi-axial stress, Stress dependency, Stress measuring.

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Authors: Ventura Assuncao

Abstract:

In automotive systems almost all steps concerning the calibration of several control systems, e.g., low idle governor or boost pressure governor, are made with the vehicle because the timeto- production and cost requirements on the projects do not allow for the vehicle analysis necessary to build reliable models. Here is presented a procedure using parametric and NN (neural network) models that enables the generation of vehicle system models based on normal ECU engine control unit) vehicle measurements. These models are locally valid and permit pre and follow-up calibrations so that, only the final calibrations have to be done with the vehicle.

Keywords: Automotive systems, neuro-hybrid models, demodulator, nonlinear systems, identification, and neural networks.

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Authors: P.-W. Tsai, J.-W. Chen, C.-W. Chen, C.-Y. Chen

Abstract:

In recent years, many researchers are involved in the field of fuzzy theory. However, there are still a lot of issues to be resolved. Especially on topics related to controller design such as the field of robot, artificial intelligence, and nonlinear systems etc. Besides fuzzy theory, algorithms in swarm intelligence are also a popular field for the researchers. In this paper, a concept of utilizing one of the swarm intelligence method, which is called Bacterial-GA Foraging, to find the stabilized common P matrix for the fuzzy controller system is proposed. An example is given in in the paper, as well.

Keywords: Half-circle fuzzy numbers, predictions, swarm intelligence, Lyapunov method.

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Authors: Eshagh Rasouli Sarabi, Mir Saeed Moosavi

Abstract:

In Iran, due to abundance of energy resources, energy consumption is extraordinarily higher than international standards and transportation sector is considered to be one of the major consumers of energy. Moreover, air pollution in urban areas as a result of high dependence on private vehicle and lower standards of vehicles, high subsidies spent on fuel and time waste due to traffic congestion in urban areas all have led to speculations on new strategies and policies in order to control energy consumption in transportation sector. These strategies and policies will be introduced in this paper and their consequences will be analyzed with consideration to socio-economic factors affecting the urban society of Iran. Besides, the intention is to suggest and analyze new approaches such as broader application of public transportation system, demand management in transport sector, replacement of deteriorated vehicles, quality improvement in car manufacture and introduction of substitute fuels.

Keywords: Consumption, energy, fuel, transportation.

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Authors: G Lakshmi Narayana Rao, S Sampath, K Rajagopal

Abstract:

Transesterified vegetable oils (biodiesel) are promising alternative fuel for diesel engines. Used vegetable oils are disposed from restaurants in large quantities. But higher viscosity restricts their direct use in diesel engines. In this study, used cooking oil was dehydrated and then transesterified using an alkaline catalyst. The combustion, performance and emission characteristics of Used Cooking oil Methyl Ester (UCME) and its blends with diesel oil are analysed in a direct injection C.I. engine. The fuel properties and the combustion characteristics of UCME are found to be similar to those of diesel. A minor decrease in thermal efficiency with significant improvement in reduction of particulates, carbon monoxide and unburnt hydrocarbons is observed compared to diesel. The use of transesterified used cooking oil and its blends as fuel for diesel engines will reduce dependence on fossil fuels and also decrease considerably the environmental pollution.

Keywords: Combustion characteristics, diesel engine, emission characteristics, used cooking oil.

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Authors: Ahmed Mohammed Youssef Mohammed, Mohammad Reza Okhovat, Koichi Maekawa

Abstract:

The large and small-scale shaking table tests, which was conducted for investigating damage evolution of piles inside liquefied soil, are numerically simulated and experimental verified by the3D nonlinear finite element analysis. Damage evolution of elasto-plastic circular steel piles and reinforced concrete (RC) one with cracking and yield of reinforcement are focused on, and the failure patterns and residual damages are captured by the proposed constitutive models. The superstructure excitation behind quay wall is reproduced as well.

Keywords: Soil-Structure Interaction, Piles, Soil Liquefaction.

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Authors: J. Fernandez de Canete, S. Gonzalez-Perez, P. del Saz-Orozco

Abstract:

LABVIEW is a graphical programming language that has its roots in automation control and data acquisition. In this paper we have utilized this platform to provide a powerful toolset for process identification and control of nonlinear systems based on artificial neural networks (ANN). This tool has been applied to the monitoring and control of a lab-scale distillation column DELTALAB DC-SP. The proposed control scheme offers high speed of response for changes in set points and null stationary error for dual composition control and shows robustness in presence of externally imposed disturbance.

Keywords: Distillation, neural networks, LABVIEW, monitoring, identification, control.

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Authors: Munawwar Mohabuth, Andrei Kotousov, Ching-Tai Ng

Abstract:

On the basis of the theory of nonlinear elasticity, the effect of homogeneous stress on the propagation of Lamb waves in an initially isotropic hyperelastic plate is analysed. The equations governing the propagation of small amplitude waves in the prestressed plate are derived using the theory of small deformations superimposed on large deformations. By enforcing traction free boundary conditions at the upper and lower surfaces of the plate, acoustoelastic dispersion equations for Lamb wave propagation are obtained, which are solved numerically. Results are given for an aluminum plate subjected to a range of applied stresses.

Keywords: Acoustoelasticity, dispersion, finite deformation, lamb waves.

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