Search results for: computational mechanics
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1293

Search results for: computational mechanics

333 Increasing the Efficiency of Rake Receivers for Ultra-Wideband Applications

Authors: Aimilia P. Doukeli, Athanasios S. Lioumpas, George K. Karagiannidis, Panayiotis V. Frangos, P. Takis Mathiopoulos

Abstract:

In diversity rich environments, such as in Ultra- Wideband (UWB) applications, the a priori determination of the number of strong diversity branches is difficult, because of the considerably large number of diversity paths, which are characterized by a variety of power delay profiles (PDPs). Several Rake implementations have been proposed in the past, in order to reduce the number of the estimated and combined paths. To this aim, we introduce two adaptive Rake receivers, which combine a subset of the resolvable paths considering simultaneously the quality of both the total combining output signal-to-noise ratio (SNR) and the individual SNR of each path. These schemes achieve better adaptation to channel conditions compared to other known receivers, without further increasing the complexity. Their performance is evaluated in different practical UWB channels, whose models are based on extensive propagation measurements. The proposed receivers compromise between the power consumption, complexity and performance gain for the additional paths, resulting in important savings in power and computational resources.

Keywords: Adaptive Rake receivers, diversity techniques, fading channels, UWB channel.

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332 Solver for a Magnetic Equivalent Circuit and Modeling the Inrush Current of a 3-Phase Transformer

Authors: Markus G. Ortner, Christian Magele, Klaus Krischan

Abstract:

Knowledge about the magnetic quantities in a magnetic circuit is always of great interest. On the one hand, this information is needed for the simulation of a transformer. On the other hand, parameter studies are more reliable, if the magnetic quantities are derived from a well established model. One possibility to model the 3-phase transformer is by using a magnetic equivalent circuit (MEC). Though this is a well known system, it is often not an easy task to set up such a model for a large number of lumped elements which additionally includes the nonlinear characteristic of the magnetic material. Here we show the setup of a solver for a MEC and the results of the calculation in comparison to measurements taken. The equations of the MEC are based on a rearranged system of the nodal analysis. Thus it is possible to achieve a minimum number of equations, and a clear and simple structure. Hence, it is uncomplicated in its handling and it supports the iteration process. Additional helpful tasks are implemented within the solver to enhance the performance. The electric circuit is described by an electric equivalent circuit (EEC). Our results for the 3-phase transformer demonstrate the computational efficiency of the solver, and show the benefit of the application of a MEC.

Keywords: Inrush current, magnetic equivalent circuit, nonlinear behavior, transformer.

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331 Simulating and Forecasting Qualitative Marcoeconomic Models Using Rule-Based Fuzzy Cognitive Maps

Authors: Spiros Mazarakis, George Matzavinos, Peter P. Groumpos

Abstract:

Economic models are complex dynamic systems with a lot of uncertainties and fuzzy data. Conventional modeling approaches using well known methods and techniques cannot provide realistic and satisfactory answers to today-s challenging economic problems. Qualitative modeling using fuzzy logic and intelligent system theories can be used to model macroeconomic models. Fuzzy Cognitive maps (FCM) is a new method been used to model the dynamic behavior of complex systems. For the first time FCMs and the Mamdani Model of Intelligent control is used to model macroeconomic models. This new model is referred as the Mamdani Rule-Based Fuzzy Cognitive Map (MBFCM) and provides the academic and research community with a new promising integrated advanced computational model. A new economic model is developed for a qualitative approach to Macroeconomic modeling. Fuzzy Controllers for such models are designed. Simulation results for an economic scenario are provided and extensively discussed

Keywords: Macroeconomic Models, Mamdani Rule Based- FCMs(MBFCMs), Qualitative and Dynamics System, Simulation.

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330 A Medical Resource Forecasting Model for Emergency Room Patients with Acute Hepatitis

Authors: R. J. Kuo, W. C. Cheng, W. C. Lien, T. J. Yang

Abstract:

Taiwan is a hyper endemic area for the Hepatitis B virus (HBV). The estimated total number of HBsAg carriers in the general population who are more than 20 years old is more than 3 million. Therefore, a case record review is conducted from January 2003 to June 2007 for all patients with a diagnosis of acute hepatitis who were admitted to the Emergency Department (ED) of a well-known teaching hospital. The cost for the use of medical resources is defined as the total medical fee. In this study, principal component analysis (PCA) is firstly employed to reduce the number of dimensions. Support vector regression (SVR) and artificial neural network (ANN) are then used to develop the forecasting model. A total of 117 patients meet the inclusion criteria. 61% patients involved in this study are hepatitis B related. The computational result shows that the proposed PCA-SVR model has superior performance than other compared algorithms. In conclusion, the Child-Pugh score and echogram can both be used to predict the cost of medical resources for patients with acute hepatitis in the ED.

Keywords: Acute hepatitis, Medical resource cost, Artificial neural network, Support vector regression.

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329 Design of an Efficient Retimed CIC Compensation Filter

Authors: Vishal Awasthi, Krishna Raj

Abstract:

Unwanted side effects because of spectral aliasing and spectral imaging during signal processing would be the major concern over the sampling rate alteration. Multirate-multistage implementation of digital filter could come about a large computational saving than single rate filter suitable for sample rate conversion. This implementation can further improve through high-level architectural transformation in circuit level. Reallocating registers and  relocating flip-flops across logic gates through retiming certainly a prominent sequential transformation technology, that optimize hardware circuits to achieve faster clocking speed without affecting the functionality. In this paper, we proposed an efficient compensated cascade Integrator comb (CIC) decimation filter structure that analyze the consequence of filter order variation which has a retimed FIR filter being compensator while using the cutset retiming technique and achieved an improvement in the passband droop by 14% to 39%, in computation time by 38.04%, 25.78%, 12.21%, 6.69% and 4.44% and reduction in path delay by 62.27%, 72%, 86.63%, 91.56% and 94.42% of 3, 6, 8, 12 and 24 order filter respectively than the non-retimed CIC compensation filter.

Keywords: Multirate Filtering, CIC decimation filter, Compensation theory, Retiming, Retiming algorithm, Filter order, Synchronous dataflow graph.

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328 Optimal Maintenance Policy for a Partially Observable Two-Unit System

Authors: Leila Jafari, Viliam Makis, Akram Khaleghei G.B.

Abstract:

In this paper, we present a maintenance model of a two-unit series system with economic dependence. Unit#1 which is considered to be more expensive and more important, is subject to condition monitoring (CM) at equidistant, discrete time epochs and unit#2, which is not subject to CM has a general lifetime distribution. The multivariate observation vectors obtained through condition monitoring carry partial information about the hidden state of unit#1, which can be in a healthy or a warning state while operating. Only the failure state is assumed to be observable for both units. The objective is to find an optimal opportunistic maintenance policy minimizing the long-run expected average cost per unit time. The problem is formulated and solved in the partially observable semi-Markov decision process framework. An effective computational algorithm for finding the optimal policy and the minimum average cost is developed, illustrated by a numerical example.

Keywords: Condition-Based Maintenance, Semi-Markov Decision Process, Multivariate Bayesian Control Chart, Partially Observable System, Two-unit System.

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327 Practical Applications and Connectivity Algorithms in Future Wireless Sensor Networks

Authors: Mohamed K. Watfa

Abstract:

Like any sentient organism, a smart environment relies first and foremost on sensory data captured from the real world. The sensory data come from sensor nodes of different modalities deployed on different locations forming a Wireless Sensor Network (WSN). Embedding smart sensors in humans has been a research challenge due to the limitations imposed by these sensors from computational capabilities to limited power. In this paper, we first propose a practical WSN application that will enable blind people to see what their neighboring partners can see. The challenge is that the actual mapping between the input images to brain pattern is too complex and not well understood. We also study the connectivity problem in 3D/2D wireless sensor networks and propose distributed efficient algorithms to accomplish the required connectivity of the system. We provide a new connectivity algorithm CDCA to connect disconnected parts of a network using cooperative diversity. Through simulations, we analyze the connectivity gains and energy savings provided by this novel form of cooperative diversity in WSNs.

Keywords: Wireless Sensor Networks, Pervasive Computing, Eye Vision Application, 3D Connectivity, Clusters, Energy Efficient, Cooperative diversity.

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326 Compressible Lattice Boltzmann Method for Turbulent Jet Flow Simulations

Authors: K. Noah, F.-S. Lien

Abstract:

In Computational Fluid Dynamics (CFD), there are a variety of numerical methods, of which some depend on macroscopic model representatives. These models can be solved by finite-volume, finite-element or finite-difference methods on a microscopic description. However, the lattice Boltzmann method (LBM) is considered to be a mesoscopic particle method, with its scale lying between the macroscopic and microscopic scales. The LBM works well for solving incompressible flow problems, but certain limitations arise from solving compressible flows, particularly at high Mach numbers. An improved lattice Boltzmann model for compressible flow problems is presented in this research study. A higher-order Taylor series expansion of the Maxwell equilibrium distribution function is used to overcome limitations in LBM when solving high-Mach-number flows. Large eddy simulation (LES) is implemented in LBM to simulate turbulent jet flows. The results have been validated with available experimental data for turbulent compressible free jet flow at subsonic speeds.

Keywords: Compressible lattice Boltzmann metho-, large eddy simulation, turbulent jet flows.

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325 Reducing Uncertainty of Monte Carlo Estimated Fatigue Damage in Offshore Wind Turbines Using FORM

Authors: Jan-Tore H. Horn, Jørgen Juncher Jensen

Abstract:

Uncertainties related to fatigue damage estimation of non-linear systems are highly dependent on the tail behaviour and extreme values of the stress range distribution. By using a combination of the First Order Reliability Method (FORM) and Monte Carlo simulations (MCS), the accuracy of the fatigue estimations may be improved for the same computational efforts. The method is applied to a bottom-fixed, monopile-supported large offshore wind turbine, which is a non-linear and dynamically sensitive system. Different curve fitting techniques to the fatigue damage distribution have been used depending on the sea-state dependent response characteristics, and the effect of a bi-linear S-N curve is discussed. Finally, analyses are performed on several environmental conditions to investigate the long-term applicability of this multistep method. Wave loads are calculated using state-of-the-art theory, while wind loads are applied with a simplified model based on rotor thrust coefficients.

Keywords: Fatigue damage, FORM, monopile, monte carlo simulation, reliability, wind turbine.

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324 Interaction between Unsteady Supersonic Jet and Vortex Rings

Authors: Kazumasa Kitazono, Hiroshi Fukuoka, Nao Kuniyoshi, Minoru Yaga, Eri Ueno, Naoaki Fukuda, Toshio Takiya

Abstract:

The unsteady supersonic jet formed by a shock tube with a small high-pressure chamber was used as a simple alternative model for pulsed laser ablation. Understanding the vortex ring formed by the shock wave is crucial in clarifying the behavior of unsteady supersonic jet discharged from an elliptical cell. Therefore, this study investigated the behavior of vortex rings and a jet. The experiment and numerical calculation were conducted using the schlieren method and by solving the axisymmetric two-dimensional compressible Navier–Stokes equations, respectively. In both, the calculation and the experiment, laser ablation is conducted for a certain duration, followed by discharge through the exit. Moreover, a parametric study was performed to demonstrate the effect of pressure ratio on the interaction among vortex rings and the supersonic jet. The interaction between the supersonic jet and the vortex rings increased the velocity of the supersonic jet up to the magnitude of the velocity at the center of the vortex rings. The interaction between the vortex rings increased the velocity at the center of the vortex ring.

Keywords: Computational fluid dynamics, shock wave, unsteady jet, vortex ring.

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323 The Effect of Blockage Factor on Savonius Hydrokinetic Turbine Performance

Authors: Thochi Seb Rengma, Mahendra Kumar Gupta, P. M. V. Subbarao

Abstract:

Hydrokinetic turbines can be used to produce power in inaccessible villages located near rivers. The hydrokinetic turbine uses the kinetic energy of the water and maybe put it directly into the natural flow of water without dams. For off-grid power production, the Savonius-type vertical axis turbine is the easiest to design and manufacture. This proposal uses three-dimensional Computational Fluid Dynamics (CFD) simulations to measure the considerable interaction and complexity of turbine blades. Savonius hydrokinetic turbine (SHKT) performance is affected by a blockage in the river, canals, and waterways. Putting a large object in a water channel causes water obstruction and raises local free stream velocity. The blockage correction factor or velocity increment measures the impact of velocity on the performance. SHKT performance is evaluated by comparing power coefficient (Cp) with tip-speed ratio (TSR) at various blockage ratios. The maximum Cp was obtained at a TSR of 1.1 with a blockage ratio of 45%, whereas TSR of 0.8 yielded the highest Cp without blockage. The greatest Cp of 0.29 was obtained with a 45% blockage ratio compared to a Cp max of 0.18 without a blockage.

Keywords: Savonius hydrokinetic turbine, blockage ratio, vertical axis turbine, power coefficient.

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322 Fast Intra Prediction Algorithm for H.264/AVC Based on Quadratic and Gradient Model

Authors: A. Elyousfi, A. Tamtaoui, E. Bouyakhf

Abstract:

The H.264/AVC standard uses an intra prediction, 9 directional modes for 4x4 luma blocks and 8x8 luma blocks, 4 directional modes for 16x16 macroblock and 8x8 chroma blocks, respectively. It means that, for a macroblock, it has to perform 736 different RDO calculation before a best RDO modes is determined. With this Multiple intra-mode prediction, intra coding of H.264/AVC offers a considerably higher improvement in coding efficiency compared to other compression standards, but computational complexity is increased significantly. This paper presents a fast intra prediction algorithm for H.264/AVC intra prediction based a characteristic of homogeneity information. In this study, the gradient prediction method used to predict the homogeneous area and the quadratic prediction function used to predict the nonhomogeneous area. Based on the correlation between the homogeneity and block size, the smaller block is predicted by gradient prediction and quadratic prediction, so the bigger block is predicted by gradient prediction. Experimental results are presented to show that the proposed method reduce the complexity by up to 76.07% maintaining the similar PSNR quality with about 1.94%bit rate increase in average.

Keywords: Intra prediction, H.264/AVC, video coding, encodercomplexity.

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321 Conceptional Design of a Hyperloop Capsule with Linear Induction Propulsion System

Authors: Ahmed E. Hodaib, Samar F. Abdel Fattah

Abstract:

High-speed transportation is a growing concern. To develop high-speed rails and to increase high-speed efficiencies, the idea of Hyperloop was introduced. The challenge is to overcome the difficulties of managing friction and air-resistance which become substantial when vehicles approach high speeds. In this paper, we are presenting the methodologies of the capsule design which got a design concept innovation award at SpaceX competition in January, 2016. MATLAB scripts are written for the levitation and propulsion calculations and iterations. Computational Fluid Dynamics (CFD) is used to simulate the air flow around the capsule considering the effect of the axial-flow air compressor and the levitation cushion on the air flow. The design procedures of a single-sided linear induction motor are analyzed in detail and its geometric and magnetic parameters are determined. A structural design is introduced and Finite Element Method (FEM) is used to analyze the stresses in different parts. The configuration and the arrangement of the components are illustrated. Moreover, comments on manufacturing are made.

Keywords: High-speed transportation, Hyperloop, railways transportation, single-sided linear induction motor.

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320 Malaria Parasite Detection Using Deep Learning Methods

Authors: Kaustubh Chakradeo, Michael Delves, Sofya Titarenko

Abstract:

Malaria is a serious disease which affects hundreds of millions of people around the world, each year. If not treated in time, it can be fatal. Despite recent developments in malaria diagnostics, the microscopy method to detect malaria remains the most common. Unfortunately, the accuracy of microscopic diagnostics is dependent on the skill of the microscopist and limits the throughput of malaria diagnosis. With the development of Artificial Intelligence tools and Deep Learning techniques in particular, it is possible to lower the cost, while achieving an overall higher accuracy. In this paper, we present a VGG-based model and compare it with previously developed models for identifying infected cells. Our model surpasses most previously developed models in a range of the accuracy metrics. The model has an advantage of being constructed from a relatively small number of layers. This reduces the computer resources and computational time. Moreover, we test our model on two types of datasets and argue that the currently developed deep-learning-based methods cannot efficiently distinguish between infected and contaminated cells. A more precise study of suspicious regions is required.

Keywords: Malaria, deep learning, DL, convolution neural network, CNN, thin blood smears.

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319 Planning of Road Infrastructure Financing: Computational Finance Viewpoint

Authors: Ornst J., Voracek J., Allouache A., Allouache D.

Abstract:

Lack of resources for road infrastructure financing is a problem that currently affects not only eastern European economies but also many other countries especially in relation to the impact of global financial crisis. In this context, we are talking about the socalled short-investment problem as a result of long-term lack of investment resources. Based on an analysis of road infrastructure financing in the Czech Republic this article points out at weaknesses of current system and proposes a long-term planning methodology supported by system approach. Within this methodology and using created system dynamic model the article predicts the development of short-investment problem in the Country and in reaction on the downward trend of certain sources the article presents various scenarios resulting from the change of the structure of financial sources. In the discussion the article focuses more closely on the possibility of introduction of tax on vehicles instead of taxes with declining revenue streams and estimates its approximate price in relation to reaching various solutions of short-investment in time.

Keywords: Road financing, road infrastructure development, system dynamics

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318 Convex Restrictions for Outage Constrained MU-MISO Downlink under Imperfect Channel State Information

Authors: A. Preetha Priyadharshini, S. B. M. Priya

Abstract:

In this paper, we consider the MU-MISO downlink scenario, under imperfect channel state information (CSI). The main issue in imperfect CSI is to keep the probability of each user achievable outage rate below the given threshold level. Such a rate outage constraints present significant and analytical challenges. There are many probabilistic methods are used to minimize the transmit optimization problem under imperfect CSI. Here, decomposition based large deviation inequality and Bernstein type inequality convex restriction methods are used to perform the optimization problem under imperfect CSI. These methods are used for achieving improved output quality and lower complexity. They provide a safe tractable approximation of the original rate outage constraints. Based on these method implementations, performance has been evaluated in the terms of feasible rate and average transmission power. The simulation results are shown that all the two methods offer significantly improved outage quality and lower computational complexity.

Keywords: Imperfect channel state information, outage probability, multiuser- multi input single output.

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317 The Pressure Losses in the Model of Human Lungs

Authors: Michaela Chovancova, Pavel Niedoba

Abstract:

For the treatment of acute and chronic lung diseases it is preferred to deliver medicaments by inhalation. The drug is delivered directly to tracheobronchial tree. This way allows the given medicament to get directly into the place of action and it makes rapid onset of action and maximum efficiency. The transport of aerosol particles in the particular part of the lung is influenced by their size, anatomy of the lungs, breathing pattern and airway resistance. This article deals with calculation of airway resistance in the lung model of Horsfield. It solves the problem of determination of the pressure losses in bifurcation and thus defines the pressure drop at a given location in the bronchial tree. The obtained data will be used as boundary conditions for transport of aerosol particles in a central part of bronchial tree realized by Computational Fluid Dynamics (CFD) approach. The results obtained from CFD simulation will allow us to provide information on the required particle size and optimal inhalation technique for particle transport into particular part of the lung.

Keywords: Human lungs, bronchial tree, pressure losses, airways resistance, flow, breathing.

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316 Numerical Applications of Tikhonov Regularization for the Fourier Multiplier Operators

Authors: Fethi Soltani, Adel Almarashi, Idir Mechai

Abstract:

Tikhonov regularization and reproducing kernels are the most popular approaches to solve ill-posed problems in computational mathematics and applications. And the Fourier multiplier operators are an essential tool to extend some known linear transforms in Euclidean Fourier analysis, as: Weierstrass transform, Poisson integral, Hilbert transform, Riesz transforms, Bochner-Riesz mean operators, partial Fourier integral, Riesz potential, Bessel potential, etc. Using the theory of reproducing kernels, we construct a simple and efficient representations for some class of Fourier multiplier operators Tm on the Paley-Wiener space Hh. In addition, we give an error estimate formula for the approximation and obtain some convergence results as the parameters and the independent variables approaches zero. Furthermore, using numerical quadrature integration rules to compute single and multiple integrals, we give numerical examples and we write explicitly the extremal function and the corresponding Fourier multiplier operators.

Keywords: Fourier multiplier operators, Gauss-Kronrod method of integration, Paley-Wiener space, Tikhonov regularization.

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315 Sequential Straightforward Clustering for Local Image Block Matching

Authors: Mohammad Akbarpour Sekeh, Mohd. Aizaini Maarof, Mohd. Foad Rohani, Malihe Motiei

Abstract:

Duplicated region detection is a technical method to expose copy-paste forgeries on digital images. Copy-paste is one of the common types of forgeries to clone portion of an image in order to conceal or duplicate special object. In this type of forgery detection, extracting robust block feature and also high time complexity of matching step are two main open problems. This paper concentrates on computational time and proposes a local block matching algorithm based on block clustering to enhance time complexity. Time complexity of the proposed algorithm is formulated and effects of two parameter, block size and number of cluster, on efficiency of this algorithm are considered. The experimental results and mathematical analysis demonstrate this algorithm is more costeffective than lexicographically algorithms in time complexity issue when the image is complex.

Keywords: Copy-paste forgery detection, Duplicated region, Timecomplexity, Local block matching, Sequential block clustering.

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314 A Robust TVD-WENO Scheme for Conservation Laws

Authors: A. Abdalla, A. Kaltayev

Abstract:

The ultimate goal of this article is to develop a robust and accurate numerical method for solving hyperbolic conservation laws in one and two dimensions. A hybrid numerical method, coupling a cheap fourth order total variation diminishing (TVD) scheme [1] for smooth region and a Robust seventh-order weighted non-oscillatory (WENO) scheme [2] near discontinuities, is considered. High order multi-resolution analysis is used to detect the high gradients regions of the numerical solution in order to capture the shocks with the WENO scheme, while the smooth regions are computed with fourth order total variation diminishing (TVD). For time integration, we use the third order TVD Runge-Kutta scheme. The accuracy of the resulting hybrid high order scheme is comparable with these of WENO, but with significant decrease of the CPU cost. Numerical demonstrates that the proposed scheme is comparable to the high order WENO scheme and superior to the fourth order TVD scheme. Our scheme has the added advantage of simplicity and computational efficiency. Numerical tests are presented which show the robustness and effectiveness of the proposed scheme.

Keywords: WENO scheme, TVD schemes, smoothness indicators, multi-resolution.

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313 Adaptive Kernel Principal Analysis for Online Feature Extraction

Authors: Mingtao Ding, Zheng Tian, Haixia Xu

Abstract:

The batch nature limits the standard kernel principal component analysis (KPCA) methods in numerous applications, especially for dynamic or large-scale data. In this paper, an efficient adaptive approach is presented for online extraction of the kernel principal components (KPC). The contribution of this paper may be divided into two parts. First, kernel covariance matrix is correctly updated to adapt to the changing characteristics of data. Second, KPC are recursively formulated to overcome the batch nature of standard KPCA.This formulation is derived from the recursive eigen-decomposition of kernel covariance matrix and indicates the KPC variation caused by the new data. The proposed method not only alleviates sub-optimality of the KPCA method for non-stationary data, but also maintains constant update speed and memory usage as the data-size increases. Experiments for simulation data and real applications demonstrate that our approach yields improvements in terms of both computational speed and approximation accuracy.

Keywords: adaptive method, kernel principal component analysis, online extraction, recursive algorithm

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312 Memory Leak Detection in Distributed System

Authors: Roohi Shabrin S., Devi Prasad B., Prabu D., Pallavi R. S., Revathi P.

Abstract:

Due to memory leaks, often-valuable system memory gets wasted and denied for other processes thereby affecting the computational performance. If an application-s memory usage exceeds virtual memory size, it can leads to system crash. Current memory leak detection techniques for clusters are reactive and display the memory leak information after the execution of the process (they detect memory leak only after it occur). This paper presents a Dynamic Memory Monitoring Agent (DMMA) technique. DMMA framework is a dynamic memory leak detection, that detects the memory leak while application is in execution phase, when memory leak in any process in the cluster is identified by DMMA it gives information to the end users to enable them to take corrective actions and also DMMA submit the affected process to healthy node in the system. Thus provides reliable service to the user. DMMA maintains information about memory consumption of executing processes and based on this information and critical states, DMMA can improve reliability and efficaciousness of cluster computing.

Keywords: Dynamic Memory Monitoring Agent (DMMA), Cluster Computing, Memory Leak, Fault Tolerant Framework, Dynamic Memory Leak Detection (DMLD).

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311 Model-free Prediction based on Tracking Theory and Newton Form of Polynomial

Authors: Guoyuan Qi , Yskandar Hamam, Barend Jacobus van Wyk, Shengzhi Du

Abstract:

The majority of existing predictors for time series are model-dependent and therefore require some prior knowledge for the identification of complex systems, usually involving system identification, extensive training, or online adaptation in the case of time-varying systems. Additionally, since a time series is usually generated by complex processes such as the stock market or other chaotic systems, identification, modeling or the online updating of parameters can be problematic. In this paper a model-free predictor (MFP) for a time series produced by an unknown nonlinear system or process is derived using tracking theory. An identical derivation of the MFP using the property of the Newton form of the interpolating polynomial is also presented. The MFP is able to accurately predict future values of a time series, is stable, has few tuning parameters and is desirable for engineering applications due to its simplicity, fast prediction speed and extremely low computational load. The performance of the proposed MFP is demonstrated using the prediction of the Dow Jones Industrial Average stock index.

Keywords: Forecast, model-free predictor, prediction, time series

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310 Jobs Scheduling and Worker Assignment Problem to Minimize Makespan using Ant Colony Optimization Metaheuristic

Authors: Mian Tahir Aftab, Muhammad Umer, Riaz Ahmad

Abstract:

This article proposes an Ant Colony Optimization (ACO) metaheuristic to minimize total makespan for scheduling a set of jobs and assign workers for uniformly related parallel machines. An algorithm based on ACO has been developed and coded on a computer program Matlab®, to solve this problem. The paper explains various steps to apply Ant Colony approach to the problem of minimizing makespan for the worker assignment & jobs scheduling problem in a parallel machine model and is aimed at evaluating the strength of ACO as compared to other conventional approaches. One data set containing 100 problems (12 Jobs, 03 machines and 10 workers) which is available on internet, has been taken and solved through this ACO algorithm. The results of our ACO based algorithm has shown drastically improved results, especially, in terms of negligible computational effort of CPU, to reach the optimal solution. In our case, the time taken to solve all 100 problems is even lesser than the average time taken to solve one problem in the data set by other conventional approaches like GA algorithm and SPT-A/LMC heuristics.

Keywords: Ant Colony Optimization (ACO), Genetic algorithms (GA), Makespan, SPT-A/LMC heuristic.

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309 Design and Development of Real-Time Optimal Energy Management System for Hybrid Electric Vehicles

Authors: Masood Roohi, Amir Taghavipour

Abstract:

This paper describes a strategy to develop an energy management system (EMS) for a charge-sustaining power-split hybrid electric vehicle. This kind of hybrid electric vehicles (HEVs) benefit from the advantages of both parallel and series architecture. However, it gets relatively more complicated to manage power flow between the battery and the engine optimally. The applied strategy in this paper is based on nonlinear model predictive control approach. First of all, an appropriate control-oriented model which was accurate enough and simple was derived. Towards utilization of this controller in real-time, the problem was solved off-line for a vast area of reference signals and initial conditions and stored the computed manipulated variables inside look-up tables. Look-up tables take a little amount of memory. Also, the computational load dramatically decreased, because to find required manipulated variables the controller just needed a simple interpolation between tables.

Keywords: Hybrid electric vehicles, energy management system, nonlinear model predictive control, real-time.

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308 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

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307 Optimization of Distribution Network Configuration for Loss Reduction Using Artificial Bee Colony Algorithm

Authors: R. Srinivasa Rao, S.V.L. Narasimham, M. Ramalingaraju

Abstract:

Network reconfiguration in distribution system is realized by changing the status of sectionalizing switches to reduce the power loss in the system. This paper presents a new method which applies an artificial bee colony algorithm (ABC) for determining the sectionalizing switch to be operated in order to solve the distribution system loss minimization problem. The ABC algorithm is a new population based metaheuristic approach inspired by intelligent foraging behavior of honeybee swarm. The advantage of ABC algorithm is that it does not require external parameters such as cross over rate and mutation rate as in case of genetic algorithm and differential evolution and it is hard to determine these parameters in prior. The other advantage is that the global search ability in the algorithm is implemented by introducing neighborhood source production mechanism which is a similar to mutation process. To demonstrate the validity of the proposed algorithm, computer simulations are carried out on 14, 33, and 119-bus systems and compared with different approaches available in the literature. The proposed method has outperformed the other methods in terms of the quality of solution and computational efficiency.

Keywords: Distribution system, Network reconfiguration, Loss reduction, Artificial Bee Colony Algorithm.

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306 Statistical Analysis of Stresses in Rigid Pavement

Authors: Aleš Florian, Lenka Ševelová, Rudolf Hela

Abstract:

Complex statistical analysis of stresses in concrete slab of the real type of rigid pavement is performed. The computational model of the pavement is designed as a spatial (3D) model, is based on a nonlinear variant of the finite element method that respects the structural nonlinearity, enables to model different arrangement of joints, and the entire model can be loaded by the thermal load. Interaction of adjacent slabs in joints and contact of the slab and the subsequent layer are modeled with help of special contact elements. Four concrete slabs separated by transverse and longitudinal joints and the additional subgrade layers and soil to the depth of about 3m are modeled. The thickness of individual layers, physical and mechanical properties of materials, characteristics of joints, and the temperature of the upper and lower surface of slabs are supposed to be random variables. The modern simulation technique Updated Latin Hypercube Sampling with 20 simulations is used for statistical analysis. As results, the estimates of basic statistics of the principal stresses s1 and s3 in 53 points on the upper and lower surface of the slabs are obtained.

Keywords: concrete, FEM, pavement, simulation.

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305 CFD Simulation for Flow Behavior in Boiling Water Reactor Vessel and Upper Pool under Decommissioning Condition

Authors: Y. T. Ku, S. W. Chen, J. R. Wang, C. Shih, Y. F. Chang

Abstract:

In order to respond the policy decision of non-nuclear homes, Tai Power Company (TPC) will provide the decommissioning project of Kuosheng Nuclear power plant (KSNPP) to meet the regulatory requirement in near future. In this study, the computational fluid dynamics (CFD) methodology has been employed to develop a flow prediction model for boiling water reactor (BWR) with upper pool under decommissioning stage. The model can be utilized to investigate the flow behavior as the vessel combined with upper pool and continuity cooling system. At normal operating condition, different parameters are obtained for the full fluid area, including velocity, mass flow, and mixing phenomenon in the reactor pressure vessel (RPV) and upper pool. Through the efforts of the study, an integrated simulation model will be developed for flow field analysis of decommissioning KSNPP under normal operating condition. It can be expected that a basis result for future analysis application of TPC can be provide from this study.

Keywords: CFD, BWR, decommissioning, upper pool.

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304 High-Fidelity 1D Dynamic Model of a Hydraulic Servo Valve Using 3D Computational Fluid Dynamics and Electromagnetic Finite Element Analysis

Authors: D. Henninger, A. Zopey, T. Ihde, C. Mehring

Abstract:

The dynamic performance of a 4-way solenoid operated hydraulic spool valve has been analyzed by means of a one-dimensional modeling approach capturing flow, magnetic and fluid forces, valve inertia forces, fluid compressibility, and damping. Increased model accuracy was achieved by analyzing the detailed three-dimensional electromagnetic behavior of the solenoids and flow behavior through the spool valve body for a set of relevant operating conditions, thereby allowing the accurate mapping of flow and magnetic forces on the moving valve body, in lieu of representing the respective forces by lower-order models or by means of simplistic textbook correlations. The resulting high-fidelity one-dimensional model provided the basis for specific and timely design modification eliminating experimentally observed valve oscillations.

Keywords: Dynamic performance model, high-fidelity model, 1D-3D decoupled analysis, solenoid-operated hydraulic servo valve, CFD and electromagnetic FEA.

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