Search results for: numerical modelling

Authors: Li-Li Li, Jinghai Feng, Lixin Song

Abstract:

This paper evaluates the dividend payments for general claim size distributions in the presence of a dividend barrier. The surplus of a company is modeled using the classical risk process perturbed by diffusion, and in addition, it is assumed to accrue interest at a constant rate. After presenting the integro-differential equation with initial conditions that dividend payments satisfies, the paper derives a useful expression of the dividend payments by employing the theory of Volterra equation. Furthermore, the optimal value of dividend barrier is found. Finally, numerical examples illustrate the optimality of optimal dividend barrier and the effects of parameters on dividend payments.

Keywords: Dividend payout, Integro-differential equation, Jumpdiffusion model, Volterra equation

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Authors: K. -H. Yang

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In the past, the quay crane operations have been well studied. There were a certain number of scheduling algorithms for quay crane operations, but without considering some nuisance factors that might disrupt the quay crane operations. For example, bad grapples make a crane unable to load or unload containers or a sudden strong breeze stops operations temporarily. Although these disruptive conditions randomly occur, they influence the efficiency of quay crane operations. The disruption is not considered in the operational procedures nor is evaluated in advance for its impacts. This study applies simulation and optimization approaches to develop structures of pre-analysis and post-analysis for the Quay Crane Scheduling Problem to deal with disruptive scenarios for quay crane operation. Numerical experiments are used for demonstrations for the validity of the developed approaches.

Keywords: Disruptive Quay Crane Scheduling, pre-analysis, post-analysis, disruption.

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Authors: A. Farshidianfar, P. Oliazadeh, M. H. Farshidianfar

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In order to study the free vibration of simply supported circular cylindrical shells; an analytical procedure is developed and discussed in detail. To identify its’ validity, the exact technique was applied to four different shell theories 1) Soedel, 2) Flugge, 3) Morley-Koiter, and 4) Donnell. The exact procedure was compared favorably with experimental results and those obtained using the numerical finite element method. A literature review reveals that beam functions are used extensively as an approximation for simply supported boundary conditions. The effects of this approximate method were also investigated on the natural frequencies by comparing results with those of the exact analysis.

Keywords: Circular Cylindrical Shell, Free Vibration, Natural Frequency.

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Authors: D.K. Rao, M.G.M. Khan, K.G. Reddy

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The focus of this paper is to develop a technique of solving a combined problem of determining Optimum Strata Boundaries(OSB) and Optimum Sample Size (OSS) of each stratum, when the population understudy isskewed and the study variable has a Pareto frequency distribution. The problem of determining the OSB isformulated as a Mathematical Programming Problem (MPP) which is then solved by dynamic programming technique. A numerical example is presented to illustrate the computational details of the proposed method. The proposed technique is useful to obtain OSB and OSS for a Pareto type skewed population, which minimizes the variance of the estimate of population mean.

Keywords: Stratified sampling, Optimum strata boundaries, Optimum sample size, Pareto distribution, Mathematical programming problem, Dynamic programming technique.

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Authors: Gaddafi S. Shehu, T. Yalcinoz, Abdullahi B. Kunya

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Multilevel inverters such as flying capacitor, diodeclamped, and cascaded H-bridge inverters are very popular particularly in medium and high power applications. This paper focuses on a cascaded H-bridge module using a single direct current (DC) source in order to generate an 11-level output voltage. The noble approach reduces the number of switches and gate drivers, in comparison with a conventional method. The anticipated topology produces more accurate result with an isolation transformer at high switching frequency. Different modulation techniques can be used for the multilevel inverter, but this work features modulation techniques known as selective harmonic elimination (SHE).This modulation approach reduces the number of carriers with reduction in Switching Losses, Total Harmonic Distortion (THD), and thereby increasing Power Quality (PQ). Based on the simulation result obtained, it appears SHE has the ability to eliminate selected harmonics by chopping off the fundamental output component. The performance evaluation of the proposed cascaded multilevel inverter is performed using PSIM simulation package and THD of 0.94% is obtained.

Keywords: Cascaded H-bridge Multilevel Inverter, Power Quality, Selective Harmonic Elimination.

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Authors: Omid Heydarnia, Akbar Allahverdizadeh, Behnam Dadashzadeh, M. R. Sayyed Noorani

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Underactuated biped robots control is one of the interesting topics in robotics. The main difficulties are its highly nonlinear dynamics, open-loop instability, and discrete event at the end of the gait. One of the methods to control underactuated systems is the partial feedback linearization, but it is not robust against uncertainties and disturbances that restrict its performance to control biped walking and running. In this paper, fuzzy partial feedback linearization is presented to overcome its drawback. Numerical simulations verify the effectiveness of the proposed method to generate stable and robust biped walking and running gaits.

Keywords: Underactuated system, biped robot, fuzzy control, partial feedback linearization.

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Authors: Mahmoud R. Shaghaghian

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Genetic Algorithms (GAs) are direct searching methods which require little information from design space. This characteristic beside robustness of these algorithms makes them to be very popular in recent decades. On the other hand, while this method is employed, there is no guarantee to achieve optimum results. This obliged designer to run such algorithms more than one time to achieve more reliable results. There are many attempts to modify the algorithms to make them more efficient. In this paper, by application of fractal dimension (particularly, Box Counting Method), the complexity of design space are established for determination of mutation and crossover probabilities (Pm and Pc). This methodology is followed by a numerical example for more clarification. It is concluded that this modification will improve efficiency of GAs and make them to bring about more reliable results especially for design space with higher fractal dimensions.

Keywords: Genetic Algorithm, Fractal Dimension, BoxCounting Method, Weierstrass-Mandelbrot function.

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Authors: M. R. Haboğlu, A. Kurşun, Ş. Aksoy, H. Aykul, N. B. Bektaş

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Athermal elastic stress analysis of steel fiber reinforced aluminum laminated composite plate is investigated. Four sides of the composite plate are clamped and subjected to a uniform temperature load. The analysis is performed both analytically and numerically. Laminated composite is manufactured via hot pressing method. The investigation of the effects of the orientation angle is provided. Different orientation angles are used such as [0°/90°]s, [30°/-30°]s, [45°/-45°]s, and [60/-60]s. The analytical solution is obtained via classical laminated composite theory and the numerical solution is obtained by applying finite element method via ANSYS.

Keywords: Laminated Composites, Thermo Elastic Stress, Finite Element Method.

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Authors: S. Karabulut, A. Güllü, A. Güldas, R. Gürbüz

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This study investigates the effects of the lead angle and chip thickness variation on surface roughness during the machining of compacted graphite iron using ceramic cutting tools under dry cutting conditions. Analytical models were developed for predicting the surface roughness values of the specimens after the face milling process. Experimental data was collected and imported to the artificial neural network model. A multilayer perceptron model was used with the back propagation algorithm employing the input parameters of lead angle, cutting speed and feed rate in connection with chip thickness. Furthermore, analysis of variance was employed to determine the effects of the cutting parameters on surface roughness. Artificial neural network and regression analysis were used to predict surface roughness. The values thus predicted were compared with the collected experimental data, and the corresponding percentage error was computed. Analysis results revealed that the lead angle is the dominant factor affecting surface roughness. Experimental results indicated an improvement in the surface roughness value with decreasing lead angle value from 88° to 45°.

Keywords: CGI, milling, surface roughness, ANN, regression, modeling, analysis.

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Authors: P. Abhishesh, B. S. Ryuh, Y. S. Oh, H. J. Moon, R. Akanksha

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This paper discusses about the conceptual design and development of the control system software using Programmable logic controller (PLC) for autonomous driving and agricultural operations of Multipurpose Agricultural Robot Platform (MARP). Based on given initial conditions by field analysis and desired agricultural operations, the structural design development of MARP is done using modelling and analysis tool. PLC, being robust and easy to use, has been used to design the autonomous control system of robot platform for desired parameters. The robot is capable of performing autonomous driving and three automatic agricultural operations, viz. hilling, mulching, and sowing of seeds in the respective order. The input received from various sensors on the field is later transmitted to the controller via ZigBee network to make the changes in the control program to get desired field output. The research is conducted to provide assistance to farmers by reducing labor hours for agricultural activities by implementing automation. This study will provide an alternative to the existing systems with machineries attached behind tractors and rigorous manual operations on agricultural field at effective cost.

Keywords: Agricultural operations, autonomous driving, MARP, PLC.

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Authors: E. Assareh, M.A. Behrang, M. Ghalambaz, A.R. Noghrehabadi, A. Ghanbarzadeh

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In this paper, a new approach is introduced to solve Blasius equation using parameter identification of a nonlinear function which is used as approximation function. Bees Algorithm (BA) is applied in order to find the adjustable parameters of approximation function regarding minimizing a fitness function including these parameters (i.e. adjustable parameters). These parameters are determined how the approximation function has to satisfy the boundary conditions. In order to demonstrate the presented method, the obtained results are compared with another numerical method. Present method can be easily extended to solve a wide range of problems.

Keywords: Bees Algorithm (BA); Approximate Solutions; Blasius Differential Equation.

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Authors: Olusheye Akinfenwa, Samuel Jator, Nianmin Yoa

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A block backward differentiation formula of uniform order eight is proposed for solving first order stiff initial value problems (IVPs). The conventional 8-step Backward Differentiation Formula (BDF) and additional methods are obtained from the same continuous scheme and assembled into a block matrix equation which is applied to provide the solutions of IVPs on non-overlapping intervals. The stability analysis of the method indicates that the method is L0-stable. Numerical results obtained using the proposed new block form show that it is attractive for solutions of stiff problems and compares favourably with existing ones.

Keywords: Stiff IVPs, System of ODEs, Backward differentiationformulas, Block methods, Stability.

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Authors: N. Targui, H. Kahalerras

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The present work is a numerical simulation of nanofluids flow in a double pipe heat exchanger provided with porous baffles. The hot nanofluid flows in the inner cylinder, whereas the cold nanofluid circulates in the annular gap. The Darcy- Brinkman-Forchheimer model is adopted to describe the flow in the porous regions, and the governing equations with the appropriate boundary conditions are solved by the finite volume method. The results reveal that the addition of metallic nanoparticles enhances the rate of heat transfer in comparison to conventional fluids but this augmentation is accompanied by an increase in pressure drop. The highest heat exchanger performances are obtained when nanoparticles are added only to the cold fluid.

Keywords: Double pipe heat exchanger, Nanofluids, Nanoparticles, Porous baffles.

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Authors: Vincent F. Yu, Ha Thi Xuan Chi

Abstract:

Nejad and Mashinchi (2011) proposed a revision for ranking fuzzy numbers based on the areas of the left and the right sides of a fuzzy number. However, this method still has some shortcomings such as lack of discriminative power to rank similar fuzzy numbers and no guarantee the consistency between the ranking of fuzzy numbers and the ranking of their images. To overcome these drawbacks, we propose an epsilon-deviation degree method based on the left area and the right area of a fuzzy number, and the concept of the centroid point. The main advantage of the new approach is the development of an innovative index value which can be used to consistently evaluate and rank fuzzy numbers. Numerical examples are presented to illustrate the efficiency and superiority of the proposed method.

Keywords: Ranking fuzzy numbers, Centroid, Deviation degree.

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Authors: C. Ardil

Abstract:

This paper discusses the use of the composite programming method to identify the optimum electric passenger automobile in multiple criteria decision making. With the composite programming approach, a set of alternatives are compared using an optimality measure that gauges how far apart they are from the optimum solution. In this paper, some key factors (range, battery, engine, maximum speed, acceleration) that customers should consider while purchasing an electric passenger car for daily use are discussed. A numerical illustration is provided to demonstrate the validity and applicability of the proximity measure approach

Keywords: electric passenger car selection, multiple criteria decision making, proximity measure method, composite programming, entropic weight method

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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: Saeed Sarabadan, Kamal Rashedi

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This article presents a numerical method to find the heat flux in an inhomogeneous inverse heat conduction problem with linear boundary conditions and an extra specification at the terminal. The method is based upon applying the satisfier function along with the Ritz-Galerkin technique to reduce the approximate solution of the inverse problem to the solution of a system of algebraic equations. The instability of the problem is resolved by taking advantage of the Landweber’s iterations as an admissible regularization strategy. In computations, we find the stable and low-cost results which demonstrate the efficiency of the technique.

Keywords: Inverse problem, parabolic equations, heat equation, Ritz-Galerkin method, Landweber iterations.

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Authors: Jolly Puri, Shiv Prasad Yadav

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Multi-component data envelopment analysis (MC-DEA) is a popular technique for measuring aggregate performance of the decision making units (DMUs) along with their components. However, the conventional MC-DEA is limited to crisp input and output data which may not always be available in exact form. In real life problems, data may be imprecise or fuzzy. Therefore, in this paper, we propose (i) a fuzzy MC-DEA (FMC-DEA) model in which shared and undesirable fuzzy resources are incorporated, (ii) the proposed FMC-DEA model is transformed into a pair of crisp models using α cut approach, (iii) fuzzy aggregate performance of a DMU and fuzzy efficiencies of components are defined to be fuzzy numbers, and (iv) a numerical example is illustrated to validate the proposed approach.

Keywords: Multi-component DEA, fuzzy multi-component DEA, fuzzy resources.

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Authors: Shu Lü, Shouming Zhong, Zixin Liu

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In this paper, the robust exponential stability problem of discrete-time uncertain stochastic neural networks with timevarying delays is investigated. By introducing a new augmented Lyapunov function, some delay-dependent stable results are obtained in terms of linear matrix inequality (LMI) technique. Compared with some existing results in the literature, the conservatism of the new criteria is reduced notably. Three numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed method.

Keywords: Robust exponential stability, delay-dependent stability, discrete-time neural networks, stochastic, time-varying delays.

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Authors: Changjin Xu

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In this paper, applying frequency domain approach, a delayed predator-prey fishery model with prey reserve is investigated. By choosing the delay τ as a bifurcation parameter, It is found that Hopf bifurcation occurs as the bifurcation parameter τ passes a sequence of critical values. That is, a family of periodic solutions bifurcate from the equilibrium when the bifurcation parameter exceeds a critical value. The length of delay which preserves the stability of the positive equilibrium is calculated. Some numerical simulations are included to justify the theoretical analysis results. Finally, main conclusions are given.

Keywords: Predator-prey model, stability, Hopf bifurcation, frequency domain, Nyquist criterion.

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Authors: V. V. Zozulya

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New theory for functionally graded (FG) shell based on expansion of the equations of elasticity for functionally graded materials (GFMs) into Legendre polynomials series has been developed. Stress and strain tensors, vectors of displacements, traction and body forces have been expanded into Legendre polynomials series in a thickness coordinate. In the same way functions that describe functionally graded relations has been also expanded. Thereby all equations of elasticity including Hook-s law have been transformed to corresponding equations for Fourier coefficients. Then system of differential equations in term of displacements and boundary conditions for Fourier coefficients has been obtained. Cases of the first and second approximations have been considered in more details. For obtained boundary-value problems solution finite element (FE) has been used of Numerical calculations have been done with Comsol Multiphysics and Matlab.

Keywords: Shell, FEM, FGM, legendre polynomial.

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Authors: Gilbert Makanda, Roelf Sypkens

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A mathematical model for knowledge acquisition in teaching and learning is proposed. In this study we adopt the mathematical model that is normally used for disease modelling into teaching and learning. We derive mathematical conditions which facilitate knowledge acquisition. This study compares the effects of dropping out of the course at early stages with later stages of learning. The study also investigates effect of individual interaction and learning from other sources to facilitate learning. The study fits actual data to a general mathematical model using Matlab ODE45 and lsqnonlin to obtain a unique mathematical model that can be used to predict knowledge acquisition. The data used in this study was obtained from the tutorial test results for mathematics 2 students from the Central University of Technology, Free State, South Africa in the department of Mathematical and Physical Sciences. The study confirms already known results that increasing dropout rates and forgetting taught concepts reduce the population of knowledgeable students. Increasing teaching contacts and access to other learning materials facilitate knowledge acquisition. The effect of increasing dropout rates is more enhanced in the later stages of learning than earlier stages. The study opens up a new direction in further investigations in teaching and learning using differential equations.

Keywords: Differential equations, knowledge acquisition, least squares nonlinear, dynamical systems.

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Authors: Paula B. Harboe, Edilson da Silva, José R. Souza

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This paper presents an investigation of the power penalties imposed by four-wave mixing (FWM) on G.652 (Single- Mode Fiber - SMF), G.653 (Dispersion-Shifted Fiber - DSF), and G.655 (Non-Zero Dispersion-Shifted Fiber - NZDSF) compliant fibers, considering the DWDM grids suggested by the ITU-T Recommendations G.692, and G.694.1, with uniform channel spacing of 100, 50, 25, and 12.5 GHz. The mathematical/numerical model assumes undepleted pumping, and shows very clearly the deleterious effect of FWM on the performance of DWDM systems, measured by the signal-to-noise ratio (SNR). The results make it evident that non-uniform channel spacing is practically mandatory for WDM systems based on DSF fibers.

Keywords: DWDM systems, Four-Wave Mixing (FWM), G.652, G.653, G.655 compliant fibers, Signal-to-noise ratio.

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Authors: Rumena D. Stancheva, Ilona I. Iatcheva

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In working mode some unexpected changes could be arise in inner structure of electromagnetic device. They influence modification in electromagnetic field propagation map. The field values at an observed boundary are also changed. The development of the process has to be watched because the arising structural changes would provoke the device to be gone out later. The probabilistic assessment of the state is possible to be made. The numerical assessment points if the resulting changes have only accidental character or they are due to the essential inner structural disturbances. The presented application example is referring to the 200MW turbine-generator. A part of the stator core end teeth zone is simulated broken. Quasi three-dimensional electromagnetic and temperature field are solved applying FEM. The stator core state diagnosis is proposed to be solved as an identification problem on the basis of a statistical criterion.

Keywords: Identification, structural disturbance, statistical criterion.

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Authors: C. Porkodi, R. Arumuganathan

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In this paper a Public Key Cryptosystem is proposed using the number theoretic transforms (NTT) over a ring of integer modulo a composite number. The key agreement is similar to ElGamal public key algorithm. The security of the system is based on solution of multivariate linear congruence equations and discrete logarithm problem. In the proposed cryptosystem only fixed numbers of multiplications are carried out (constant complexity) and hence the encryption and decryption can be done easily. At the same time, it is very difficult to attack the cryptosystem, since the cipher text is a sequence of integers which are interrelated. The system provides authentication also. Using Mathematica version 5.0 the proposed algorithm is justified with a numerical example.

Keywords: Cryptography, decryption, discrete logarithm problem encryption, Integer Factorization problem, Key agreement, Number Theoretic Transform.

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Authors: F. Alborzi, H. Vafaei, M.H. Gholami, M.M. S. Esfahani

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In this article, the design of a Supply Chain Network (SCN) consisting of several suppliers, production plants, distribution centers and retailers, is considered. Demands of retailers are considered stochastic parameters, so we generate amounts of data via simulation to extract a few demand scenarios. Then a mixed integer two-stage programming model is developed to optimize simultaneously two objectives: (1) minimization the fixed and variable cost, (2) maximization the service level. A weighting method is utilized to solve this two objective problem and a numerical example is made to show the performance of the model.

Keywords: Mixed Integer Programming, Multi-objective Optimization, Stochastic Demand, Supply Chain Design, Two Stage Programming

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Authors: Lijiang Xiang, Shouming Zhong, Yucai Ding

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The problems of globally exponential stability and dissipativity analysis for static neural networks (NNs) with time delay is investigated in this paper. Some delay-dependent stability criteria are established for static NNs with time delay using the delay partitioning technique. In terms of this criteria, the delay-dependent sufficient condition is given to guarantee the dissipativity of static NNs with time delay. All the given results in this paper are not only dependent upon the time delay but also upon the number of delay partitions. Two numerical examples are used to show the effectiveness of the proposed methods.

Keywords: Globally exponential stability, Dissipativity, Static neural networks, Time delay.

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Authors: I. M. Mungadi, M. S. Argungu, N. I. Mahmud

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This research aimed at developing a web-based mobile system and figuring out a better understanding of how could “web-based mobile system supports farmers in Kebbi State”. Thus, by finding out the answers to the research questions, a conceptual framework of the entire system was implemented using Unified Modelling Language (UML). The work involved a review of existing research on web-based mobile technology for farmers in some countries and other geographical areas within Nigeria. This research explored how farmers in Northern Nigeria, especially in Kebbi state, make use of the web-based mobile system for agribusiness. Also, the benefits of using web-based mobile systems and the challenges farmers face using such systems were examined. Considering the dynamic nature of theory of information and communication technology; this research employed survey and focus group discussion (FGD) methods. Stratified, random, purposive, and convenience sampling techniques were adopted to select the sample. A questionnaire and FGD guide were used to collect data. The survey finds that most of the Kebbi state farms use their alternative medium to get relevant information for their agribusiness. Also, the research reveals that using a web-based mobile system can benefit farmers significantly. Finally, the study has successfully developed and implemented the proposed system using mobile technology in addition to the framework design.

Keywords: Agribusiness, farmers, Kebbi State, mobile technology, Northern Nigeria, web-based.

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Authors: Y. K. Chen, K. C. Chiou, C. Y. Chen

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The cumulative conformance count (CCC) charts are widespread in process monitoring of high-yield manufacturing. Recently, it is found the use of variable sampling interval (VSI) scheme could further enhance the efficiency of the standard CCC charts. The average time to signal (ATS) a shift in defect rate has become traditional measure of efficiency of a chart with the VSI scheme. Determining the ATS is frequently a difficult and tedious task. A simple method based on a finite Markov Chain approach for modeling the ATS is developed. In addition, numerical results are given.

Keywords: Cumulative conformance count, variable sampling interval, Markov Chain, average time to signal, control chart.

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Authors: Ehan Sabah Shukri, Wirachman Wisnoe

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Temperature distribution investigation in a conical diffuser fitted with helical screw-tape with and without center-rod is studied numerically. A helical screw-tape is inserted in the diffuser to create swirl flow that helps to enhance the temperature distribution rate with inlet Reynolds number 4.3 x 10⁴. Three pitch lengths ratios (Y/L = 0.153, 0.23 and 0.307) for the helical screw-tape with and without center-rod are simulated and compared. The geometry of the conical diffuser and the inlet condition for both arrangements are kept constant. Numerical findings show that the helical screw-tape inserts without center-rod perform significantly better than the helical tape inserts with center-rod in the conical diffuser.

Keywords: Diffuser, temperature distribution, CFD, pitch length ratio.

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