Search results for: heavy-tailed distributions.

Authors: Babakina Alexandra, Yong Soo Kim

Abstract:

In this study, we analyzed the factors that affect research funds using linear regression analysis to increase the effectiveness of investments in national research projects. We collected 7,916 items of data on research projects that were in the process of being finished or were completed between 2010 and 2011. Data pre-processing and visualization were performed to derive statistically significant results. We identified factors that affected funding using analysis of fit distributions and estimated increasing or decreasing tendencies based on these factors.

Keywords: R&D funding, Cost estimation, Linear regression, Preliminary feasibility study.

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Authors: Arafa A. Alholaisi, Jamal H. Madani, M. A. Alvi

Abstract:

The radial form of nuclear matter distribution, charge and the shape of nuclei are essential properties of nuclei, and hence, are of great attention for several areas of research in nuclear physics. More than last three decades have witnessed a range of experimental means employing leptonic probes (such as muons, electrons etc.) for exploring nuclear charge distributions, whereas the hadronic probes (for example alpha particles, protons, etc.) have been used to investigate the nuclear matter distributions. In this paper, p-^9,11Li elastic scattering differential cross sections in the energy range  to  MeV have been studied by means of Coulomb modified Glauber scattering formalism. By applying the semi-phenomenological Bhagwat-Gambhir-Patil [BGP] nuclear density for loosely bound neutron rich ¹¹Li nucleus, the estimated matter radius is found to be 3.446 fm which is quite large as compared to so known experimental value 3.12 fm. The results of microscopic optical model based calculation by applying Bethe-Brueckner–Hartree–Fock formalism (BHF) have also been compared. It should be noted that in most of phenomenological density model used to reproduce the p-¹¹Li differential elastic scattering cross sections data, the calculated matter radius lies between 2.964 and 3.55 fm. The calculated results with phenomenological BGP model density and with nucleon density calculated in the relativistic mean-field (RMF) reproduces p-⁹Li and p-¹¹Li experimental data quite nicely as compared to Gaussian- Gaussian or Gaussian-Oscillator densities at all energies under consideration. In the approach described here, no free/adjustable parameter has been employed to reproduce the elastic scattering data as against the well-known optical model based studies that involve at least four to six adjustable parameters to match the experimental data. Calculated reaction cross sections σ_R for p-¹¹Li at these energies are quite large as compared to estimated values reported by earlier works though so far no experimental studies have been performed to measure it.

Keywords: Bhagwat-Gambhir-Patil density, coulomb modified Glauber model, halo nucleus, optical limit approximation.

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Authors: M. Reni Sagayaraj, S. Anand Gnana Selvam, R. Reynald Susainathan

Abstract:

We analyze stochastic integrals associated with a mutation process. To be specific, we describe the cell population process and derive the differential equations for the joint generating functions for the number of mutants and their integrals in generating functions and their applications. We obtain first-order moments of the processes of the two-way mutation process in first-order moment structure of X (t) and Y (t) and the second-order moments of a one-way mutation process. In this paper, we obtain the limiting behaviour of the integrals in limiting distributions of X (t) and Y (t).

Keywords: Stochastic integrals, single–server queue model, catastrophes, busy period.

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Authors: E. Keramaris

Abstract:

In this study, laboratory experiments in open channel flows over a sand bed were conducted. A porous bed (sand bed) with porosity of ε=0.70 and porous thickness of s΄=3 cm was tested. Vertical distributions of velocity were evaluated by using a two-dimensional (2D) Particle Image Velocimetry (PIV). Velocity profiles are measured above the impermeable bed and above the sand bed for the same different total water heights (h= 6, 8, 10 and 12 cm) and for the same slope S=1.5. Measurements of mean velocity indicate the effects of the bed material used (sand bed) on the flow characteristics (Velocity distribution and Reynolds number) in comparison with those above the impermeable bed.

Keywords: Particle image velocimetry, sand bed, velocity distribution, Reynolds number.

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Authors: R. Hacıoğlu, A. Genç, B. Bakırcı

Abstract:

Metal working fluids were used in the preparation of oil in water emulsions. The size of oil droplets were evaluated by using the analysis of video images taken from the zeta potential measurements. The evaluated size distributions for emulsions were also tested by microscopic analysis. In addition, emulsion stabilities were discussed depending on electrolyte concentration and pH. The results showed that the stability of oil emulsions was strongly related to pH and the concentration of CaCl₂. However, the same dependency was not observed for NaCl.

Keywords: Droplet size distribution, emulsion stability, o/w emulsions, video images.

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Authors: Wided Guezguez, Nahla Ben Amor

Abstract:

This paper proposes a new decision making approch based on quantitative possibilistic influence diagrams which are extension of standard influence diagrams in the possibilistic framework. We will in particular treat the case where several expert opinions relative to value nodes are available. An initial expert assigns confidence degrees to other experts and fixes a similarity threshold that provided possibility distributions should respect. To illustrate our approach an evaluation algorithm for these multi-source possibilistic influence diagrams will also be proposed.

Keywords: influnece diagram, decision making, graphical decision models, influence diagrams, possibility theory.

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Authors: Edward Paul Guillen, Diego Alejandro Chacon

Abstract:

The VoIP networks as alternative method to traditional PSTN system has been implemented in a wide variety of structures with multiple protocols, codecs, software and hardware–based distributions. The use of cryptographic techniques let the users to have a secure communication, but the calculate throughput as well as the QoS parameters are affected according to the used algorithm. This paper analyzes the VoIP throughput and the QoS parameters with different commercial encryption methods. The measurement–based approach uses lab scenarios to simulate LAN and WAN environments. Security mechanisms such as TLS, SIAX2, SRTP, IPSEC and ZRTP are analyzed with μ-LAW and GSM codecs.

Keywords: VoIP, Secure VoIP, Throughput Analysis, VoIP QoS evaluation

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Authors: Boukhzer Abdenbi, El Bikri Khalid, Benamar Rhali

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In the present study, the problem of geometrically non-linear free vibrations of functionally graded rectangular plates (FGRP) is studied. The theoretical model, previously developed and based on Hamilton’s principle, is adapted here to determine the fundamental non-linear mode shape of these plates. Frequency parameters, displacements and stress are given for various power-law distributions of the volume fractions of the constituents and various aspect ratios. Good agreement with previous published results is obtained in the case of linear and non-linear analyses.

Keywords: Non-linear vibration, functionally graded materials, rectangular plates.

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Authors: L. Hammadi, D. Boukhaloua

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In this study, a numerical model was developed to predict cavitation phenomena around a NACA0009 profile. The equations of the Rayleigh-Plesset and modified Rayleigh-Plesset are used to modeling the cavitation by bubble around a NACA0009 profile. The study shows that the distributions of pressures around extrados and intrados of profile for angle of incidence equal zero are the same. The study also shows that the increase in the angle of incidence makes it possible to differentiate the pressures on the intrados and the extrados.

Keywords: Cavitation, NACA0009 profile, flow, pressure coefficient.

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Authors: Mohammad Ali Baradaran Ghahfarokhi, Parvin Baradaran Ghahfarokhi

Abstract:

In this paper, first we introduce the stable distribution, stable process and theirs characteristics. The a -stable distribution family has received great interest in the last decade due to its success in modeling data, which are too impulsive to be accommodated by the Gaussian distribution. In the second part, we propose major applications of alpha stable distribution in telecommunication, computer science such as network delays and signal processing and financial markets. At the end, we focus on using stable distribution to estimate measure of risk in stock markets and show simulated data with statistical softwares.

Keywords: stable distribution, SaS, infinite variance, heavy tail networks, VaR.

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Authors: S.S. Razavipour, M. Jahangiri, H. Sadeghipoor

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In this paper, the computation of the electrical field distribution around AC high-voltage lines is demonstrated. The advantages and disadvantages of two different methods are described to evaluate the electrical field quantity. The first method is a seminumerical method using the laws of electrostatic techniques to simulate the two-dimensional electric field under the high-voltage overhead line. The second method which will be discussed is the finite element method (FEM) using specific boundary conditions to compute the two- dimensional electric field distributions in an efficient way.

Keywords: Electrical field, unloaded transmission lines, finite element method, electrostatic images technique.

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Authors: Diego Garijo

Abstract:

A numerical approach for solving constant-coefficient differential equations whose solutions exhibit boundary layer structure is built by inserting Bernstein Partition of Unity into Galerkin variational weak form. Due to the reproduction capability of Bernstein basis, such implementation shows excellent accuracy at boundaries and is able to capture sharp gradients of the field variable by p-refinement using regular distributions of equi-spaced evaluation points. The approximation is subjected to convergence experimentation and a procedure to assemble the discrete equations without a background integration mesh is proposed.

Keywords: Bernstein polynomials, Galerkin, differential equation, boundary layer.

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Authors: J. A. Lopez, J. E. Olguín, C. Camargo, G. A. Quijano, R. Martínez

Abstract:

An anthropometric study applied to 1,115 students of the Faculty of Chemical Sciences and Engineering of the Autonomous University of California. Thirteen individual measurements were taken in a sitting position. The results obtained allow forming a reliable anthropometric database for statistical studies and analysis and inferences of specific distributions, so the opinion of experts in occupational medicine recommendations may emit to reduce risks resulting in an alteration of the vital signs during the execution of their school activities. Another use of these analyses is to use them as a reliable reference for future deeper research, to the design of spaces, tools, utensils, workstations, with anthropometric dimensions and ergonomic characteristics suitable to use.

Keywords: Anthropometry, vital signs, students.

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Authors: M. Raciti Castelli, P. Cioppa, E. Benini

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This paper presents a CFD analysis of the flow around a 30° inclined flat plate of infinite span. Numerical predictions have been compared to experimental measurements, in order to assess the potential of the finite volume code of determining the aerodynamic forces acting on a flat plate invested by a fluid stream of infinite extent. Several turbulence models and spatial node distributions have been tested and flow field characteristics in the neighborhood of the flat plate have been numerically investigated, allowing the development of a preliminary procedure to be used as guidance in selecting the appropriate grid configuration and the corresponding turbulence model for the prediction of the flow field over a twodimensional inclined plate.

Keywords: CFD, lift, drag, flat plate

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Authors: A. Amar, N. Burtebayev, Kerimkulov Zhambul, Sh. Hamada, N. Amangeldi

Abstract:

the elastic scattering of protons, deuterons and 3He on 6Li at different incident energies have been analyzed in the framework of the optical model using ECIS88 as well as SPI GENOA codes. The potential parameters were extracted in the phenomenological treatment of measured by us angular distributions and literature data. A good agreement between theoretical and experimental differential cross sections was obtained in whole angular range. Parameters for real part of potential have been also calculated microscopically with singleand double-folding model for the p and d, 3He scattering, respectively, using DFPOT code. For best agreement with experiment the normalization factor N for the potential depth is obtained in the range of 0.7-0.9.

Keywords: Elastic scattering, Esis88 Code single and doublefolding model, phenomenological, DWBA.

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Authors: Ahmed Mahmoudi, Imen Mejri, Mohamed A. Abbassi, Ahmed Omri

Abstract:

A numerical study based on the Lattice Boltzmann Method (LBM) is proposed to solve one, two and three dimensional heat and mass transfer for isothermal carbonization of thick wood particles. To check the validity of the proposed model, computational results have been compared with the published data and a good agreement is obtained. Then, the model is used to study the effect of reactor temperature and thermal boundary conditions, on the evolution of the local temperature and the mass distributions of the wood particle during carbonization

Keywords: Lattice Boltzmann Method, pyrolysis conduction, carbonization, Heat and mass transfer.

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Authors: Nikolay Nikolaev, Evgueni Smirnov

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This paper develops an unscented grid-based filter and a smoother for accurate nonlinear modeling and analysis of time series. The filter uses unscented deterministic sampling during both the time and measurement updating phases, to approximate directly the distributions of the latent state variable. A complementary grid smoother is also made to enable computing of the likelihood. This helps us to formulate an expectation maximisation algorithm for maximum likelihood estimation of the state noise and the observation noise. Empirical investigations show that the proposed unscented grid filter/smoother compares favourably to other similar filters on nonlinear estimation tasks.

Keywords:

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Authors: Ibrahim Garba

Abstract:

This research involved the use of word distributions and morphological knowledge by speakers of Arabic learning English connected different allomorphs in order to realize how the morphology and syntax of English gives meaning through using interactive crossword puzzles (ICP). Fifteen chapters covered with a class of nine learners over an academic year of an intensive English program were reviewed using the ICP. Learners were questioned about how the use of this gaming element enhanced and motivated their learning of English. The findings were positive indicating a successful implementation of ICP both at creational and user levels. This indicated a positive role technology had when learning and teaching English through adopting an interactive gaming element for learning English.

Keywords: Distribution, gaming, interactive-crossword-puzzle, morphology.

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Authors: Yilun Shang

Abstract:

In this paper we consider a one-dimensional random geometric graph process with the inter-nodal gaps evolving according to an exponential AR(1) process. The transition probability matrix and stationary distribution are derived for the Markov chains concerning connectivity and the number of components. We analyze the algorithm for hitting time regarding disconnectivity. In addition to dynamical properties, we also study topological properties for static snapshots. We obtain the degree distributions as well as asymptotic precise bounds and strong law of large numbers for connectivity threshold distance and the largest nearest neighbor distance amongst others. Both exact results and limit theorems are provided in this paper.

Keywords: random geometric graph, autoregressive process, degree, connectivity, Markovian, wireless network.

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Authors: L. Estrada, D. Torres, H. Toral

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In this work, a characterization and modeling of packet loss of a Voice over Internet Protocol (VoIP) communication is developed. The distributions of the number of consecutive received and lost packets (namely gap and burst) are modeled from the transition probabilities of two-state and four-state model. Measurements show that both models describe adequately the burst distribution, but the decay of gap distribution for non-homogeneous losses is better fit by the four-state model. The respective probabilities of transition between states for each model were estimated with a proposed algorithm from a set of monitored VoIP calls in order to obtain representative minimum, maximum and average values for both models.

Keywords: Packet loss, gap and burst distribution, Markovchain, VoIP measurements.

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Authors: Thomas Fiedler, Irina V. Belova, Graeme E. Murch

Abstract:

Lattice Monte Carlo methods are an excellent choice for the simulation of non-linear thermal diffusion problems. In this paper, and for the first time, Lattice Monte Carlo analysis is performed on thermal diffusion combined with convective heat transfer. Laminar flow of water modeled as an incompressible fluid inside a copper pipe with a constant surface temperature is considered. For the simulation of thermal conduction, the temperature dependence of the thermal conductivity of the water is accounted for. Using the novel Lattice Monte Carlo approach, temperature distributions and energy fluxes are obtained.

Keywords: Coupled Analysis, Laminar Flow, Lattice MonteCarlo, Thermal Diffusion

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Authors: J. Levendovszky, I. Koncz, P. Boros

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The paper is concerned with developing stochastic delay mechanisms for efficient multicast protocols and for smooth mobile handover processes which are capable of preserving a given Quality of Service (QoS). In both applications the participating entities (receiver nodes or subscribers) sample a stochastic timer and generate load after a random delay. In this way, the load on the networking resources is evenly distributed which helps to maintain QoS communication. The optimal timer distributions have been sought in different p.d.f. families (e.g. exponential, power law and radial basis function) and the optimal parameter have been found in a recursive manner. Detailed simulations have demonstrated the improvement in performance both in the case of multicast and mobile handover applications.

Keywords: Multicast communication, stochactic delay mechanisms.

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Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

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Authors: Chie Obayashi, Hidekazu Tanaka, Yoshiji Takagi

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In multi-parameter family of distributions, conditions for a modified maximum likelihood estimator to be second order admissible are given. Applying these results to the multi-parameter logistic regression model, it is shown that the maximum likelihood estimator is always second order inadmissible. Also, conditions for the Berkson estimator to be second order admissible are given.

Keywords: Berkson estimator, modified maximum likelihood estimator, Multi-parameter logistic regression model, second order admissibility.

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Authors: Arun Kumar, Yousef L. A. Latif, Fugen Daver

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Despite the availability of natural disaster related time series data for last 110 years, there is no forecasting tool available to humanitarian relief organizations to determine forecasts for emergency logistics planning. This study develops a forecasting tool based on identifying probability distributions. The estimates of the parameters are used to calculate natural disaster forecasts. Further, the determination of aggregate forecasts leads to efficient pre-disaster planning. Based on the research findings, the relief agencies can optimize the various resources allocation in emergency logistics planning.

Keywords: Humanitarian logistics, relief agencies, probability distribution.

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Authors: A. Abdedou, K. Bouhadef

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The present study is an analysis of the forced convection heat transfer in porous channel with an oriented jet at the inlet with uniform velocity and temperature distributions. The upper wall is insulated when the bottom one is kept at constant temperature higher than that of the fluid at the entrance. The dynamic field is analysed by the Brinkman-Forchheimer extended Darcy model and the thermal field is traduced by the energy one equation model. The numerical solution of the governing equations is obtained by using the finite volume method. The results mainly concern the effect of Reynolds number, jet angle and thermal conductivity ratio on the flow structure and local and average Nusselt numbers evolutions.

Keywords: Forced convection, oriented confined jet, porous media.

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Authors: Abd Elrahman Elgamala, N. Darwish, I. Bondouk, Sh. Hamada

Abstract:

Available experimental angular distributions for ⁶Li elastically scattered from ¹⁶O nucleus in the energy range 13.0–50.0 MeV are investigated and reanalyzed using optical model of the conventional phenomenological potential and also using double folding optical model of different interaction models: DDM3Y1, CDM3Y1, CDM3Y2, and CDM3Y3. All the involved models of interaction are of M3Y Paris except DDM3Y1 which is of M3Y Reid and the main difference between them lies in the different values for the parameters of the incorporated density distribution function F(ρ). We have extracted the renormalization factor N_R for ⁶Li+¹⁶O nuclear system in the energy range 13.0–50.0 MeV using the aforementioned interaction models.

Keywords: Elastic scattering, optical model, folding potential, density distribution.

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Authors: Aicha Rima Cheniti, Hatem Besbes, Joseph Haggege, Christophe Sintes

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In this paper, we consider a drift flux mixture model of the blood flow. The mixture consists of gas phase which is carbon dioxide and liquid phase which is an aqueous carbon dioxide solution. This model was used to determine the distributions of the mixture velocity, the mixture pressure, and the carbon dioxide pressure. These theoretical data are used to determine a measurement method of mean gas pressure through the determination of radial velocity distribution. This method can be applicable in experimental domain.

Keywords: Mean carbon dioxide pressure, mean mixture pressure, mixture velocity, radial velocity.

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Authors: Naveed Ur Rehman, Rehan Jamil, Irfan Jamil

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In this paper, we regard as a coded transmission over a frequency-selective channel. We plan to study analytically the convergence of the turbo-detector using a maximum a posteriori (MAP) equalizer and a MAP decoder. We demonstrate that the densities of the maximum likelihood (ML) exchanged during the iterations are e-symmetric and output-symmetric. Under the Gaussian approximation, this property allows to execute a one-dimensional scrutiny of the turbo-detector. By deriving the analytical terminology of the ML distributions under the Gaussian approximation, we confirm that the bit error rate (BER) performance of the turbo-detector converges to the BER performance of the coded additive white Gaussian noise (AWGN) channel at high signal to noise ratio (SNR), for any frequency selective channel.

Keywords: MAP, ML, SNR, Decoder, BER, Coded transmission.

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Authors: Shan Gao

Abstract:

This paper treats a discrete-time finite buffer batch arrival queue with a single working vacation and partial batch rejection in which the inter-arrival and service times are, respectively, arbitrary and geometrically distributed. The queue is analyzed by using the supplementary variable and the imbedded Markov-chain techniques. We obtain steady-state system length distributions at prearrival, arbitrary and outside observer-s observation epochs. We also present probability generation function (p.g.f.) of actual waiting-time distribution in the system and some performance measures.

Keywords: Discrete-time, finite buffer, single working vacation, batch arrival, partial rejection.

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