Search results for: Numerical probability modeling

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: N. P. Singh, Brahmjit Singh

Abstract:

CDMA cellular networks support soft handover, which guarantees the continuity of wireless services and enhanced communication quality. Cellular networks support multimedia services under varied propagation environmental conditions. In this paper, we have shown the effect of characteristic parameters of the cellular environments on the soft handover performance. We consider path loss exponent, standard deviation of shadow fading and correlation coefficient of shadow fading as the characteristic parameters of the radio propagation environment. A very useful statistical measure for characterizing the performance of mobile radio system is the probability of outage. It is shown through numerical results that above parameters have decisive effect on the probability of outage and hence the overall performance of the soft handover algorithm.

Keywords: CDMA, Correlation coefficient, Path loss exponent, Probability of outage, Soft handover.

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Authors: Yeonsoo Jang, Dongweon Yoon, Ki Ho Kwon, Jaeyoon Lee, Wooju Lee

Abstract:

Phase error in communications systems degrades error performance. In this paper, we present a simple approximation for the average error probability of the binary phase shift keying (BPSK) in the presence of phase error having a uniform distribution on arbitrary intervals. For the simple approximation, we use symmetry and periodicity of a sinusoidal function. Approximate result for the average error probability is derived, and the performance is verified through comparison with simulation result.

Keywords: Average error probability, Phase shift keying, Phase error

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Authors: S. Bennoud, M. Zergoug

Abstract:

The numerical simulation of electromagnetic interactions is still a challenging problem, especially in problems that result in fully three dimensional mathematical models.

The goal of this work is to use mathematical modeling to characterize the reliability and capacity of eddy current technique to detect and characterize defects embedded in aeronautical in-service pieces.

The finite element method is used for describing the eddy current technique in a mathematical model by the prediction of the eddy current interaction with defects. However, this model is an approximation of the full Maxwell equations.

In this study, the analysis of the problem is based on a three dimensional finite element model that computes directly the electromagnetic field distortions due to defects.

Keywords: Eddy current, Finite element method, Non destructive testing, Numerical simulations.

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Authors: Yilun Shang

Abstract:

In this paper, we investigate the appearance of the giant component in random subgraphs G(p) of a given large finite graph family Gn = (Vn, En) in which each edge is present independently with probability p. We show that if the graph Gn satisfies a weak isoperimetric inequality and has bounded degree, then the probability p under which G(p) has a giant component of linear order with some constant probability is bounded away from zero and one. In addition, we prove the probability of abnormally large order of the giant component decays exponentially. When a contact graph is modeled as Gn, our result is of special interest in the study of the spread of infectious diseases or the identification of community in various social networks.

Keywords: subgraph, expander, random graph, giant component, percolation.

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Authors: Israt Jahan Eshita

Abstract:

Flows developed between two parallel disks have many engineering applications. Two types of non-swirling flows can be generated in such a domain. One is purely source flow in disc type domain (outward flow). Other is purely sink flow in disc type domain (inward flow). This situation often appears in some turbo machinery components such as air bearings, heat exchanger, radial diffuser, vortex gyroscope, disc valves, and viscosity meters. The main goal of this paper is to show the mesh convergence, because mesh convergence saves time, and economical to run and increase the efficiency of modeling for both sink and source flow. Then flow field is resolved using a very fine mesh near-wall, using enhanced wall treatment. After that we are going to compare this flow using standard k-epsilon, RNG k-epsilon turbulence models. Lastly compare some experimental data with numerical solution for sink flow. The good agreement of numerical solution with the experimental works validates the current modeling.

Keywords: Hydraulic diameter, k-epsilon model, meshes convergence, Reynolds number, RNG model, sink flow, source flow and wall y+.

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Authors: David Avis, Luc Devroye, Kazuo Iwama

Abstract:

We consider a cooperative game played by n players against a referee. The players names are randomly distributed among n lockers, with one name per locker. Each player can open up to half the lockers and each player must find his name. Once the game starts the players may not communicate. It has been previously shown that, quite surprisingly, an optimal strategy exists for which the success probability is never worse than 1 − ln 2 ≈ 0.306. In this paper we consider an extension where the number of lockers is greater than the number of players, so that some lockers are empty. We show that the players may still win with positive probability even if there are a constant k number of empty lockers. We show that for each fixed probability p, there is a constant c so that the players can win with probability at least p if they are allowed to open cn lockers.

Keywords: Locker problem, pointer-following algorithms.

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Authors: M. Glomski, M. Lopes

Abstract:

Seemingly simple probabilities in the m-player game bingo have never been calculated. These probabilities include expected game length and the expected number of winners on a given turn. The difficulty in probabilistic analysis lies in the subtle interdependence among the m-many bingo game cards in play. In this paper, the game i got it!, a bingo variant, is considered. This variation provides enough weakening of the inter-player dependence to allow probabilistic analysis not possible for traditional bingo. The probability of winning in exactly k turns is calculated for a one-player game. Given a game of m-many players, the expected game length and tie probability are calculated. With these calculations, the game-s interesting payout scheme is considered.

Keywords: Conditional probability, games of chance, npersongames, probability theory.

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Authors: Ahmed S. Al-Abdulwahab

Abstract:

Generation system reliability assessment is an important task which can be performed using deterministic or probabilistic techniques. The probabilistic approaches have significant advantages over the deterministic methods. However, more complicated modeling is required by the probabilistic approaches. Power generation model is a basic requirement for this assessment. One form of the generation models is the well known capacity outage probability table (COPT). Different analytical techniques have been used to construct the COPT. These approaches require considerable mathematical modeling of the generating units. The unit-s models are combined to build the COPT which will add more burdens on the process of creating the COPT. Decimal to Binary Conversion (DBC) technique is widely and commonly applied in electronic systems and computing This paper proposes a novel utilization of the DBC to create the COPT without engaging in analytical modeling or time consuming simulations. The simple binary representation , “0 " and “1 " is used to model the states o f generating units. The proposed technique is proven to be an effective approach to build the generation model.

Keywords: Decimal to Binary, generation, reliability.

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Authors: Al-Kashif M., Abdel-Mooty M., Fahmy E., Abou Zeid M., Haroun M.

Abstract:

Sandwich panels are widely used in the construction industry for their ease of assembly, light weight and efficient thermal performance. They are composed of two RC thin outer layers separated by an insulating inner layer. In this research the inner insulating layer is made of lightweight Autoclaved Aerated Concrete (AAC) blocks which has good thermal insulation properties and yet possess reasonable mechanical strength. The shear strength of the AAC infill is relied upon to replace the traditionally used insulating foam and to provide the shear capacity of the panel. A comprehensive experimental program was conducted on full scale sandwich panels subjected to bending. In this paper, detailed numerical modeling of the tested sandwich panels is reported. Nonlinear 3-D finite element modeling of the composite action of the sandwich panel is developed using ANSYS. Solid elements with different crashing and cracking capabilities and different constitutive laws were selected for the concrete and the AAC. Contact interface elements are used in this research to adequately model the shear transfer at the interface between the different layers. The numerical results showed good correlation with the experimental ones indicating the adequacy of the model in estimating the loading capacity of panels.

Keywords: Autoclaved Aerated Concrete, Concrete Sandwich Panels, Finite Element Modeling.

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Authors: Suparat Niwitpong, Sa-aat Niwitpong

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In this paper we proposed the new confidence interval for the normal population mean with known coefficient of variation. In practice, this situation occurs normally in environment and agriculture sciences where we know the standard deviation is proportional to the mean. As a result, the coefficient of variation of is known. We propose the new confidence interval based on the recent work of Khan [3] and this new confidence interval will compare with our previous work, see, e.g. Niwitpong [5]. We derive analytic expressions for the coverage probability and the expected length of each confidence interval. A numerical method will be used to assess the performance of these intervals based on their expected lengths.

Keywords: confidence interval, coverage probability, expected length, known coefficient of variation.

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Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri

Abstract:

Performance of different filtering approaches depends on modeling of dynamical system and algorithm structure. For modeling and smoothing the data the evaluation of posterior distribution in different filtering approach should be chosen carefully. In this paper different filtering approaches like filter KALMAN, EKF, UKF, EKS and smoother RTS is simulated in some trajectory tracking of path and accuracy and limitation of these approaches are explained. Then probability of model with different filters is compered and finally the effect of the noise variance to estimation is described with simulations results.

Keywords: Gaussian approximation, KALMAN smoother, Parameter estimation.

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Authors: Tayeb Lardjane, Rabah Messaci

Abstract:

We consider a network of two M/M/1 parallel queues having the same poisonnian arrival stream with rate λ. Upon his arrival to the system a customer heads to the shortest queue and stays until being served. If the two queues have the same length, an arriving customer chooses one of the two queues with the same probability. Each duration of service in the two queues is an exponential random variable with rate μ and no jockeying is permitted between the two queues. A new numerical method, based on linear programming and convex optimization, is performed for the computation of the steady state solution of the system.

Keywords: Steady state solution, matrix formulation, convex set, shortest queue, linear programming.

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Authors: Aleš Florian, Lenka Ševelová, Jaroslav Žák

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Formation of tensile cracks in concrete slabs of rigid pavement can be (among others) the initiation point of the other, more serious failures which can ultimately lead to complete degradation of the concrete slab and thus the whole pavement. Two measures can be used for reliability assessment of this phenomenon - the probability of failure and/or the reliability index. Different methods can be used for their calculation. The simple ones are called moment methods and simulation techniques. Two methods - FOSM Method and Simple Random Sampling Method - are verified and their comparison is performed. The influence of information about the probability distribution and the statistical parameters of input variables as well as of the limit state function on the calculated reliability index and failure probability are studied in three points on the lower surface of concrete slabs of the older type of rigid pavement formerly used in the Czech Republic.

Keywords: Failure, pavement, probability, reliability index, simulation, tensile crack.

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Authors: A. Bayoumi, M. Abdallah, F. Hage Chehade

Abstract:

Structures on the ground surface bear impact from the tunneling-induced settlement, especially when twin tunnels are constructed. The tunneling influence on the structure is considered as a critical issue based on the construction procedure and relative position of tunnels. Lebanon is suffering from a traffic phenomenon caused by the lack of transportation systems. After several traffic counts and geotechnical investigations in Beirut city, efforts aim for the construction of tunneling systems. In this paper, we present a non-linear numerical modeling of the effect of the twin tunnels constructions on the structures located at soil surface for a particular site in Beirut. A parametric study, which concerns the geometric configuration of tunnels, the distance between their centers, the construction order, and the position of the structure, is performed. The tunnel-soil-structure interaction is analyzed by using the non-linear finite element modeling software PLAXIS 2D. The results of the surface settlement and the bending moment of the structure reveal significant influence when the structure is moved away, especially in vertical aligned tunnels.

Keywords: Bending moment, construction procedure, elastic modulus, relative position, soil, structure location, surface settlement, twin tunnels.

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Authors: Petr Gurný

Abstract:

One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.

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Authors: R. Kongnuy., P. Pongsumpun

Abstract:

Mathematical models can be used to describe the transmission of disease. Dengue disease is the most significant mosquito-borne viral disease of human. It now a leading cause of childhood deaths and hospitalizations in many countries. Variations in environmental conditions, especially seasonal climatic parameters, effect to the transmission of dengue viruses the dengue viruses and their principal mosquito vector, Aedes aegypti. A transmission model for dengue disease is discussed in this paper. We assume that the human and vector populations are constant. We showed that the local stability is completely determined by the threshold parameter, 0 B . If 0 B is less than one, the disease free equilibrium state is stable. If 0 B is more than one, a unique endemic equilibrium state exists and is stable. The numerical results are shown for the different values of the transmission probability from vector to human populations.

Keywords: Dengue disease, mathematical model, season, threshold parameters.

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Authors: M. Sadeghi, A.H. Jafari, S.M.P. Firoozabadi

Abstract:

Deep Brain Stimulation or DBS is the second solution for Parkinson's Disease. Its three parameters are: frequency, pulse width and voltage. They must be optimized to achieve successful treatment. Nowadays it is done clinically by neurologists and there is not certain numerical method to detect them. The aim of this research is to introduce simulation and modeling of Parkinson's Disease treatment as a computational procedure to select optimum voltage. We recorded finger tremor signals of some Parkinsonian patients under DBS treatment at constant frequency and pulse width but variable voltages; then, we adapted a new model to fit these data. The optimum voltages obtained by data fitting results were the same as neurologists- commented voltages, which means modeling can be used as an engineering method to select optimum stimulation voltages.

Keywords: modeling, Deep Brain Stimulation, Parkinson'sdisease, tremor.

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Authors: M. Rychlik, R. Roszak, M. Morzynski, M. Nowak, H. Hausa, K. Kotecki

Abstract:

Article presents the geometry and structure reconstruction procedure of the aircraft model for flatter research (based on the I22-IRYDA aircraft). For reconstruction the Reverse Engineering techniques and advanced surface modeling CAD tools are used. Authors discuss all stages of data acquisition process, computation and analysis of measured data. For acquisition the three dimensional structured light scanner was used. In the further sections, details of reconstruction process are present. Geometry reconstruction procedure transform measured input data (points cloud) into the three dimensional parametric computer model (NURBS solid model) which is compatible with CAD systems. Parallel to the geometry of the aircraft, the internal structure (structural model) are extracted and modeled. In last chapter the evaluation of obtained models are discussed.

Keywords: computer modeling, numerical simulation, Reverse Engineering, structural model

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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: Chil-Chyuan Kuo, Chen-Hsuan Tsai

Abstract:

This study presents a cost-effective approach for rapid fabricating modeling platforms utilized in fused deposition modeling system. A small-batch production of modeling platforms about 20 pieces can be obtained economically through silicone rubber mold using vacuum casting without applying the plastic injection molding. The air venting systems is crucial for fabricating modeling platform using vacuum casting. Modeling platforms fabricated can be used for building rapid prototyping model after sandblasting. This study offers industrial value because it has both time-effectiveness and cost-effectiveness.

Keywords: Vacuum casting, fused deposition modeling, modeling platform, sandblasting, surface roughness.

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Authors: Mamoun F. Abdel-Hafez

Abstract:

In this paper, the detection of a fault in the Global Positioning System (GPS) measurement is addressed. The class of faults considered is a bias in the GPS pseudorange measurements. This bias is modeled as an unknown constant. The fault could be the result of a receiver fault or signal fault such as multipath error. A bias bank is constructed based on set of possible fault hypotheses. Initially, there is equal probability of occurrence for any of the biases in the bank. Subsequently, as the measurements are processed, the probability of occurrence for each of the biases is sequentially updated. The fault with a probability approaching unity will be declared as the current fault in the GPS measurement. The residual formed from the GPS and Inertial Measurement Unit (IMU) measurements is used to update the probability of each fault. Results will be presented to show the performance of the presented algorithm.

Keywords: Estimation and filtering, Statistical data analysis, Faultdetection and identification.

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Authors: Alexander B. Bichkov, Alla A. Mityureva, Valery V. Smirnov

Abstract:

In present work are considered the scheme of evaluation the transition probability in quantum system. It is based on path integral representation of transition probability amplitude and its evaluation by means of a saddle point method, applied to the part of integration variables. The whole integration process is reduced to initial value problem solutions of Hamilton equations with a random initial phase point. The scheme is related to the semiclassical initial value representation approaches using great number of trajectories. In contrast to them from total set of generated phase paths only one path for each initial coordinate value is selected in Monte Karlo process.

Keywords: Path integral, saddle point method, semiclassical approximation, transition probability

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Authors: Vitalice K. Oduol, C. Ardil

Abstract:

The paper shows that in the analysis of a queuing system with fixed-size batch arrivals, there emerges a set of polynomials which are a generalization of Chebyshev polynomials of the second kind. The paper uses these polynomials in assessing the transient behaviour of the overflow (equivalently call blocking) probability in the system. A key figure to note is the proportion of the overflow (or blocking) probability resident in the transient component, which is shown in the results to be more significant at the beginning of the transient and naturally decays to zero in the limit of large t. The results also show that the significance of transients is more pronounced in cases of lighter loads, but lasts longer for heavier loads.

Keywords: batch arrivals, blocking probability, generalizedChebyshev polynomials, overflow probability, queue transientanalysis

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Authors: G. F. Guimarães, A. R. de Faria, R. R. Rego, A. L. R. D’Oliveira

Abstract:

One of the most relevant phenomena in manufacturing is the residual stress state development through the manufacturing chain. In most cases, the residual stresses have their origin in the heterogenous plastification produced by the processes. Although a few manufacturing processes have been successfully approached by numerical modeling, there is still lack of understanding on how these processes' interactions will affect the final stress state. The objective of this work is to analyze the effect of the grinding procedure on the residual stress state generated by a quasi-static indentation. The model consists in a simplified approach of shot peening, modeling four cases with variations in indenter size and force. This model was validated through topography, measured by optical 3D focus-variation. The indentation model configured with two loads was then exposed to two grinding procedures and the result was analyzed. It was observed that the grinding procedure will have a significant effect on the stress state.

Keywords: plasticity, residual stress, finite element method, manufacturing

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Authors: Ivan C. Mustakerov, Daniela I. Borissova

Abstract:

The paper proposes an approach to ranking a set of potential countries to invest taking into account the investor point of view about importance of different economic indicators. For the goal, a ranking algorithm that contributes to rational decision making is proposed. The described algorithm is based on combinatorial optimization modeling and repeated multi-criteria tasks solution. The final result is list of countries ranked in respect of investor preferences about importance of economic indicators for investment attractiveness. Different scenarios are simulated conforming to different investors preferences. A numerical example with real dataset of indicators is solved. The numerical testing shows the applicability of the described algorithm. The proposed approach can be used with any sets of indicators as ranking criteria reflecting different points of view of investors. 

Keywords: Combinatorial optimization modeling, economics investment attractiveness, economics ranking algorithm, multi-criteria problems.

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Authors: Nicolò Vaiana, Giorgio Serino

Abstract:

The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.

Keywords: Base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis.

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Authors: Mohsen Zahraei

Abstract:

In this paper, the notion of rank−k numerical range of rectangular complex matrix polynomials are introduced. Some algebraic and geometrical properties are investigated. Moreover, for Є > 0, the notion of Birkhoff-James approximate orthogonality sets for Є−higher rank numerical ranges of rectangular matrix polynomials is also introduced and studied. The proposed definitions yield a natural generalization of the standard higher rank numerical ranges.

Keywords: Rank−k numerical range, isometry, numerical range, rectangular matrix polynomials.

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Authors: J.H. Park, S. Lakshmanan, H.Y. Jung, S.M. Lee

Abstract:

This paper is concerned with the delay-distributiondependent stability criteria for bidirectional associative memory (BAM) neural networks with time-varying delays. Based on the Lyapunov-Krasovskii functional and stochastic analysis approach, a delay-probability-distribution-dependent sufficient condition is derived to achieve the globally asymptotically mean square stable of the considered BAM neural networks. The criteria are formulated in terms of a set of linear matrix inequalities (LMIs), which can be checked efficiently by use of some standard numerical packages. Finally, a numerical example and its simulation is given to demonstrate the usefulness and effectiveness of the proposed results.

Keywords: BAM neural networks, Probabilistic time-varying delays, Stability criteria.

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Authors: F. Tafnout, E. Belut, B. Oesterlé, J.R. Fontaine

Abstract:

As a part of the development of a numerical method of close capture exhausts systems for machining devices, a test rig recreating a situation similar to a grinding operation, but in a perfectly controlled environment, is used. The properties of the obtained spray of solid particles are initially characterized using particle tracking velocimetry (PTV), in order to obtain input and validation parameters for numerical simulations. The dispersion of a tracer gas (SF6) emitted simultaneously with the particle jet is then studied experimentally, as the dispersion of such a gas is representative of that of finer particles, whose aerodynamic response time is negligible. Finally, complete modeling of the test rig is achieved to allow comparison with experimental results and thus to progress towards validation of the models used to describe a twophase flow generated by machining operation.

Keywords: Pollutants, capture, tracer gas, SF6, PTV, numericalmodeling.

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