Search results for: mathematical mnemonic.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 990

Search results for: mathematical mnemonic.

840 Mathematical Modeling of a Sub-Wet Bulb Temperature Evaporative Cooling Using Porous Ceramic Materials

Authors: Meryem Kanzari, Rabah Boukhanouf, Hatem G. Ibrahim

Abstract:

Indirect Evaporative Cooling process has the advantage of supplying cool air at constant moisture content. However, such system can only supply air at temperatures above wet bulb temperature. This paper presents a mathematical model for a Sub-wet bulb temperature indirect evaporative cooling arrangement that can overcome this limitation and supply cool air at temperatures approaching dew point and without increasing its moisture content. In addition, the use of porous ceramics as wet media materials offers the advantage of integration into building elements. Results of the computer show the proposed design is capable of cooling air to temperatures lower than the ambient wet bulb temperature and achieving wet bulb effectiveness of about 1.17.

Keywords: Indirect evaporative cooling, porous ceramic, sub-wet bulb temperature.

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839 Modelling and Control of Milk Fermentation Process in Biochemical Reactor

Authors: Jožef Ritonja

Abstract:

The biochemical industry is one of the most important modern industries. Biochemical reactors are crucial devices of the biochemical industry. The essential bioprocess carried out in bioreactors is the fermentation process. A thorough insight into the fermentation process and the knowledge how to control it are essential for effective use of bioreactors to produce high quality and quantitatively enough products. The development of the control system starts with the determination of a mathematical model that describes the steady state and dynamic properties of the controlled plant satisfactorily, and is suitable for the development of the control system. The paper analyses the fermentation process in bioreactors thoroughly, using existing mathematical models. Most existing mathematical models do not allow the design of a control system for controlling the fermentation process in batch bioreactors. Due to this, a mathematical model was developed and presented that allows the development of a control system for batch bioreactors. Based on the developed mathematical model, a control system was designed to ensure optimal response of the biochemical quantities in the fermentation process. Due to the time-varying and non-linear nature of the controlled plant, the conventional control system with a proportional-integral-differential controller with constant parameters does not provide the desired transient response. The improved adaptive control system was proposed to improve the dynamics of the fermentation. The use of the adaptive control is suggested because the parameters’ variations of the fermentation process are very slow. The developed control system was tested to produce dairy products in the laboratory bioreactor. A carbon dioxide concentration was chosen as the controlled variable. The carbon dioxide concentration correlates well with the other, for the quality of the fermentation process in significant quantities. The level of the carbon dioxide concentration gives important information about the fermentation process. The obtained results showed that the designed control system provides minimum error between reference and actual values of carbon dioxide concentration during a transient response and in a steady state. The recommended control system makes reference signal tracking much more efficient than the currently used conventional control systems which are based on linear control theory. The proposed control system represents a very effective solution for the improvement of the milk fermentation process.

Keywords: Bioprocess engineering, biochemical reactor, fermentation process, modeling, adaptive control.

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838 Mathematical Modelling of Partially Filled Fluid Coupling Behaviour

Authors: A. M. Maqableh

Abstract:

Modelling techniques for a fluid coupling taken from published literature have been extended to include the effects of the filling and emptying of the coupling with oil and the variation in losses when the coupling is partially full. In the model, the fluid flow inside the coupling is considered to have two principal velocity components; one circumferentially about the coupling axis (centrifugal head) and the other representing the secondary vortex within the coupling itself (vortex head). The calculation of liquid mass flow rate circulating between the two halves of the coupling is based on: the assumption of a linear velocity variation in the circulating vortex flow; the head differential in the fluid due to the speed difference between the two shafts; and the losses in the circulating vortex flow as a result of the impingement of the flow with the blades in the coupling and friction within the passages between the blades.

Keywords: Fluid Coupling, Mathematical Modelling, partially filled.

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837 A Qualitative Description of the Dynamics in the Interactions between Three Populations: Pollinators, Plants, and Herbivores

Authors: Miriam Sosa-Díaz, Faustino Sánchez-Garduño

Abstract:

In population dynamics the study of both, the abundance and the spatial distribution of the populations in a given habitat, is a fundamental issue a From ecological point of view, the determination of the factors influencing such changes involves important problems. In this paper a mathematical model to describe the temporal dynamic and the spatiotemporal dynamic of the interaction of three populations (pollinators, plants and herbivores) is presented. The study we present is carried out by stages: 1. The temporal dynamics and 2. The spatio-temporal dynamics. In turn, each of these stages is developed by considering three cases which correspond to the dynamics of each type of interaction. For instance, for stage 1, we consider three ODE nonlinear systems describing the pollinator-plant, plant-herbivore and plant-pollinator-herbivore, interactions, respectively. In each of these systems different types of dynamical behaviors are reported. Namely, transcritical and pitchfork bifurcations, existence of a limit cycle, existence of a heteroclinic orbit, etc. For the spatiotemporal dynamics of the two mathematical models a novel factor are introduced. This consists in considering that both, the pollinators and the herbivores, move towards those places of the habitat where the plant population density is high. In mathematical terms, this means that the diffusive part of the pollinators and herbivores equations depend on the plant population density. The analysis of this part is presented by considering pairs of populations, i. e., the pollinator-plant and plant-herbivore interactions and at the end the two mathematical model is presented, these models consist of two coupled nonlinear partial differential equations of reaction-diffusion type. These are defined on a rectangular domain with the homogeneous Neumann boundary conditions. We focused in the role played by the density dependent diffusion term into the coexistence of the populations. For both, the temporal and spatio-temporal dynamics, a several of numerical simulations are included.

Keywords: Bifurcation, heteroclinic orbits, steady state, traveling wave.

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836 Optimized Facial Features-based Age Classification

Authors: Md. Zahangir Alom, Mei-Lan Piao, Md. Shariful Islam, Nam Kim, Jae-Hyeung Park

Abstract:

The evaluation and measurement of human body dimensions are achieved by physical anthropometry. This research was conducted in view of the importance of anthropometric indices of the face in forensic medicine, surgery, and medical imaging. The main goal of this research is to optimization of facial feature point by establishing a mathematical relationship among facial features and used optimize feature points for age classification. Since selected facial feature points are located to the area of mouth, nose, eyes and eyebrow on facial images, all desire facial feature points are extracted accurately. According this proposes method; sixteen Euclidean distances are calculated from the eighteen selected facial feature points vertically as well as horizontally. The mathematical relationships among horizontal and vertical distances are established. Moreover, it is also discovered that distances of the facial feature follows a constant ratio due to age progression. The distances between the specified features points increase with respect the age progression of a human from his or her childhood but the ratio of the distances does not change (d = 1 .618 ) . Finally, according to the proposed mathematical relationship four independent feature distances related to eight feature points are selected from sixteen distances and eighteen feature point-s respectively. These four feature distances are used for classification of age using Support Vector Machine (SVM)-Sequential Minimal Optimization (SMO) algorithm and shown around 96 % accuracy. Experiment result shows the proposed system is effective and accurate for age classification.

Keywords: 3D Face Model, Face Anthropometrics, Facial Features Extraction, Feature distances, SVM-SMO

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835 Mathematical Simulation of Acid Concentration Effects during Acid Nitric Leaching of Cobalt from a Mixed Cobalt-Copper Oxide

Authors: Ek Ngoy, A F Mulaba-Bafubiandi

Abstract:

Cobalt was acid nitric leached from a mixed cobaltcopper oxide with variable acid concentration. Resulting experimental data were used to analyze effects of increase in acid concentration, based on a shrinking core model of the process. The mathematical simulation demonstrated that the time rate of the dissolution mechanism is an increasing function of acid concentration. It was also shown that the magnitude of the acid concentration effect is time dependent and the increase in acid concentration is more effective at earlier stage of the dissolution than at later stage. The remaining process parameters are comprehensively affected by acid concentration and their interaction is synergetic.

Keywords: Acid effect, Cobalt, Cobalt-copper oxide, Leaching, Simulation

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834 Applicability of Linearized Model of Synchronous Generator for Power System Stability Analysis

Authors: J. Ritonja, B. Grcar

Abstract:

For the synchronous generator simulation and analysis and for the power system stabilizer design and synthesis a mathematical model of synchronous generator is needed. The model has to accurately describe dynamics of oscillations, while at the same time has to be transparent enough for an analysis and sufficiently simplified for design of control system. To study the oscillations of the synchronous generator against to the rest of the power system, the model of the synchronous machine connected to an infinite bus through a transmission line having resistance and inductance is needed. In this paper, the linearized reduced order dynamic model of the synchronous generator connected to the infinite bus is presented and analysed in details. This model accurately describes dynamics of the synchronous generator only in a small vicinity of an equilibrium state. With the digression from the selected equilibrium point the accuracy of this model is decreasing considerably. In this paper, the equations’ descriptions and the parameters’ determinations for the linearized reduced order mathematical model of the synchronous generator are explained and summarized and represent the useful origin for works in the areas of synchronous generators’ dynamic behaviour analysis and synchronous generator’s control systems design and synthesis. The main contribution of this paper represents the detailed analysis of the accuracy of the linearized reduced order dynamic model in the entire synchronous generator’s operating range. Borders of the areas where the linearized reduced order mathematical model represents accurate description of the synchronous generator’s dynamics are determined with the systemic numerical analysis. The thorough eigenvalue analysis of the linearized models in the entire operating range is performed. In the paper, the parameters of the linearized reduced order dynamic model of the laboratory salient poles synchronous generator were determined and used for the analysis. The theoretical conclusions were confirmed with the agreement of experimental and simulation results.

Keywords: Eigenvalue analysis, mathematical model, power system stability, synchronous generator.

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833 Analytical Model for Brine Discharges from a Sea Outfall with Multiport Diffusers

Authors: Anton Purnama

Abstract:

Multiport diffusers are the effective engineering devices installed at the modern marine outfalls for the steady discharge of effluent streams from the coastal plants, such as municipal sewage treatment, thermal power generation and seawater desalination. A mathematical model using a two-dimensional advection-diffusion equation based on a flat seabed and incorporating the effect of a coastal tidal current is developed to calculate the compounded concentration following discharges of desalination brine from a sea outfall with multiport diffusers. The analytical solutions are computed graphically to illustrate the merging of multiple brine plumes in shallow coastal waters, and further approximation will be made to the maximum shoreline's concentration to formulate dilution of a multiport diffuser discharge.

Keywords: Desalination brine discharge, mathematical model, multiport diffuser, two sea outfalls.

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832 Seamless MATLAB® to Register-Transfer Level Design Methodology Using High-Level Synthesis

Authors: Petri Solanti, Russell Klein

Abstract:

Many designers are asking for an automated path from an abstract mathematical MATLAB model to a high-quality Register-Transfer Level (RTL) hardware description. Manual transformations of MATLAB or intermediate code are needed, when the design abstraction is changed. Design conversion is problematic as it is multidimensional and it requires many different design steps to translate the mathematical representation of the desired functionality to an efficient hardware description with the same behavior and configurability. Yet, a manual model conversion is not an insurmountable task. Using currently available design tools and an appropriate design methodology, converting a MATLAB model to efficient hardware is a reasonable effort. This paper describes a simple and flexible design methodology that was developed together with several design teams.

Keywords: Design methodology, high-level synthesis, MATLAB, verification.

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831 On Two Control Approaches for The Output Voltage Regulation of a Boost Converter

Authors: Abdelaziz Sahbani, Kamel Ben Saad, Mohamed Benrejeb

Abstract:

This paper deals with the comparison between two proposed control strategies for a DC-DC boost converter. The first control is a classical Sliding Mode Control (SMC) and the second one is a distance based Fuzzy Sliding Mode Control (FSMC). The SMC is an analytical control approach based on the boost mathematical model. However, the FSMC is a non-conventional control approach which does not need the controlled system mathematical model. It needs only the measures of the output voltage to perform the control signal. The obtained simulation results show that the two proposed control methods are robust for the case of load resistance and the input voltage variations. However, the proposed FSMC gives a better step voltage response than the one obtained by the SMC.

Keywords: Boost DC-DC converter, Sliding Mode Control (SMC), Fuzzy Sliding Mode Control (FSMC), Robustness.

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830 Application the Queuing Theory in the Warehouse Optimization

Authors: Jaroslav Masek, Juraj Camaj, Eva Nedeliakova

Abstract:

The aim of optimization of store management is not only designing the situation of store management itself including its equipment, technology and operation. In optimization of store management we need to consider also synchronizing of technological, transport, store and service operations throughout the whole process of logistic chain in such a way that a natural flow of material from provider to consumer will be achieved the shortest possible way, in the shortest possible time in requested quality and quantity and with minimum costs. The paper deals with the application of the queuing theory for optimization of warehouse processes. The first part refers to common information about the problematic of warehousing and using mathematical methods for logistics chains optimization. The second part refers to preparing a model of a warehouse within queuing theory. The conclusion of the paper includes two examples of using queuing theory in praxis.

Keywords: Queuing theory, logistics system, mathematical methods, warehouse optimization.

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829 Mathematical Modeling of Asphaltene Precipitation: A Review

Authors: Josefina Barnachea Janier, Radzuan B. Razali, Afza Shafie, Brahim Belhaouari Samir

Abstract:

In the Enhanced Oil Recovery (EOR) method, use of Carbon dioxide flooding whereby CO2 is injected into an oil reservoir to increase output when extracting oil resulted significant recovery worldwide. The carbon dioxide function as a pressurizing agent when mixed into the underground crude oil will reduce its viscosity and will enable a rapid oil flow. Despite the CO2’s advantage in the oil recovery, it may result to asphaltene precipitation a problem that will cause the reduction of oil produced from oil wells. In severe cases, asphaltene precipitation can cause costly blockages in oil pipes and machinery. This paper presents reviews of several studies done on mathematical modeling of asphaltene precipitation. The synthesized result from several researches done on this topic can be used as guide in order to better understand asphaltene precipitation. Likewise, this can be used as initial reference for students, and new researchers doing study on asphaltene precipitation.

Keywords: Asphaltene precipitation, crude oil, carbon dioxide flooding, enhanced oil recovery.

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828 Homomorphic Conceptual Framework for Effective Supply Chain Strategy (HCEFSC) within Operational Research (OR) with Sustainability and Phenomenology

Authors: Al-Salamin Hussain, Elias O. Tembe

Abstract:

Supply chain (SC) is an operational research (OR) approach and technique which acts as catalyst within central nervous system of business today. Without SC, any type of business is at doldrums, hence entropy. SC is the lifeblood of business today because it is the pivotal hub which provides imperative competitive advantage. The paper present a conceptual framework dubbed as Homomorphic Conceptual Framework for Effective Supply Chain Strategy (HCEFSC).The term Homomorphic is derived from abstract algebraic mathematical term homomorphism (same shape) which also embeds the following mathematical application sets: monomorphisms, isomorphism, automorphisms, and endomorphism. The HCFESC is intertwined and integrated with wide and broad sets of elements.

Keywords: Automorphisms, Homomorphism, Monomorphisms, Supply Chain.

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827 The Effect of Correlated Service and Inter-arrival Times on System Performance

Authors: Gang Uk Hwang

Abstract:

In communication networks where communication nodes are connected with finite capacity transmission links, the packet inter-arrival times are strongly correlated with the packet length and the link capacity (or the packet service time). Such correlation affects the system performance significantly, but little attention has been paid to this issue. In this paper, we propose a mathematical framework to study the impact of the correlation between the packet service times and the packet inter-arrival times on system performance. With our mathematical model, we analyze the system performance, e.g., the unfinished work of the system, and show that the correlation affects the system performance significantly. Some numerical examples are also provided.

Keywords: Performance analysis, Correlated queueing system, Unfinished work, PH-type distribution, Communicationsystem.

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826 Brain MRI Segmentation and Lesions Detection by EM Algorithm

Authors: Mounira Rouaïnia, Mohamed Salah Medjram, Noureddine Doghmane

Abstract:

In Multiple Sclerosis, pathological changes in the brain results in deviations in signal intensity on Magnetic Resonance Images (MRI). Quantitative analysis of these changes and their correlation with clinical finding provides important information for diagnosis. This constitutes the objective of our work. A new approach is developed. After the enhancement of images contrast and the brain extraction by mathematical morphology algorithm, we proceed to the brain segmentation. Our approach is based on building statistical model from data itself, for normal brain MRI and including clustering tissue type. Then we detect signal abnormalities (MS lesions) as a rejection class containing voxels that are not explained by the built model. We validate the method on MR images of Multiple Sclerosis patients by comparing its results with those of human expert segmentation.

Keywords: EM algorithm, Magnetic Resonance Imaging, Mathematical morphology, Markov random model.

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825 Automatic Text Summarization

Authors: Mohamed Abdel Fattah, Fuji Ren

Abstract:

This work proposes an approach to address automatic text summarization. This approach is a trainable summarizer, which takes into account several features, including sentence position, positive keyword, negative keyword, sentence centrality, sentence resemblance to the title, sentence inclusion of name entity, sentence inclusion of numerical data, sentence relative length, Bushy path of the sentence and aggregated similarity for each sentence to generate summaries. First we investigate the effect of each sentence feature on the summarization task. Then we use all features score function to train genetic algorithm (GA) and mathematical regression (MR) models to obtain a suitable combination of feature weights. The proposed approach performance is measured at several compression rates on a data corpus composed of 100 English religious articles. The results of the proposed approach are promising.

Keywords: Automatic Summarization, Genetic Algorithm, Mathematical Regression, Text Features.

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824 Exp-Function Method for Finding Some Exact Solutions of Rosenau Kawahara and Rosenau Korteweg-de Vries Equations

Authors: Ehsan Mahdavi

Abstract:

In this paper, we apply the Exp-function method to Rosenau-Kawahara and Rosenau-KdV equations. Rosenau-Kawahara equation is the combination of the Rosenau and standard Kawahara equations and Rosenau-KdV equation is the combination of the Rosenau and standard KdV equations. These equations are nonlinear partial differential equations (NPDE) which play an important role in mathematical physics. Exp-function method is easy, succinct and powerful to implement to nonlinear partial differential equations arising in mathematical physics. We mainly try to present an application of Exp-function method and offer solutions for common errors wich occur during some of the recent works.

Keywords: Exp-function method, Rosenau Kawahara equation, Rosenau Korteweg-de Vries equation, nonlinear partial differential equation.

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823 Calculation of the Forces Acting on the Knee Joint When Rising from Kneeling Positions (Effects of the Leg Alignment and the Arm Assistance on the Knee Joint Forces)

Authors: S. Hirokawa, M. Fukunaga, M. Mawatari

Abstract:

Knee joint forces are available by in vivo measurement using an instrumented knee prosthesis for small to moderate knee flexion but not for high flexion yet. We created a 2D mathematical model of the lower limb incorporating several new features such as a patello-femoral mechanism, a thigh-calf contact at high knee flexion and co-contracting muscles' force ratio, then used it to determine knee joint forces arising from high knee flexions in four kneeling conditions: rising with legs in parallel, with one foot forward, with or without arm use. With arms used, the maximum values of knee joint force decreased to about 60% of those with arms not used. When rising with one foot forward, if arms are not used, the forward leg sustains a force as large as that sustained when rising with legs parallel.

Keywords: Knee joint force, kneeling, mathematical model, biomechanics.

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822 A Survey on the Requirements of University Course Timetabling

Authors: Nurul Liyana Abdul Aziz, Nur Aidya Hanum Aizam

Abstract:

Course timetabling problems occur every semester in a university which includes the allocation of resources (subjects, lecturers and students) to a number of fixed rooms and timeslots. The assignment is carried out in a way such that there are no conflicts within rooms, students and lecturers, as well as fulfilling a range of constraints. The constraints consist of rules and policies set up by the universities as well as lecturers’ and students’ preferences of courses to be allocated in specific timeslots. This paper specifically focuses on the preferences of the course timetabling problem in one of the public universities in Malaysia. The demands will be considered into our existing mathematical model to make it more generalized and can be used widely. We have distributed questionnaires to a number of lecturers and students of the university to investigate their demands and preferences for their desired course timetable. We classify the preferences thus converting them to construct one mathematical model that can produce such timetable.

Keywords: University course timetabling problem, integer programming, preferences, constraints.

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821 Extrapolation of Clinical Data from an Oral Glucose Tolerance Test Using a Support Vector Machine

Authors: Jianyin Lu, Masayoshi Seike, Wei Liu, Peihong Wu, Lihua Wang, Yihua Wu, Yasuhiro Naito, Hiromu Nakajima, Yasuhiro Kouchi

Abstract:

To extract the important physiological factors related to diabetes from an oral glucose tolerance test (OGTT) by mathematical modeling, highly informative but convenient protocols are required. Current models require a large number of samples and extended period of testing, which is not practical for daily use. The purpose of this study is to make model assessments possible even from a reduced number of samples taken over a relatively short period. For this purpose, test values were extrapolated using a support vector machine. A good correlation was found between reference and extrapolated values in evaluated 741 OGTTs. This result indicates that a reduction in the number of clinical test is possible through a computational approach.

Keywords: SVM regression, OGTT, diabetes, mathematical model

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820 Increase of Energy Efficiency by Means of Application of Active Bearings

Authors: Alexander Babin, Leonid Savin

Abstract:

In the present paper, increasing of energy efficiency of a thrust hybrid bearing with a central feeding chamber is considered. The mathematical model was developed to determine the pressure distribution and the reaction forces, based on the Reynolds equation and static characteristics’ equations. The boundary problem of pressure distribution calculation was solved using the method of finite differences. For various types of lubricants, geometry and operational characteristics, axial gaps can be determined, where the minimal friction coefficient is provided. The next part of the study considers the application of servovalves in order to maintain the desired position of the rotor. The report features the calculation results and the analysis of the influence of the operational and geometric parameters on the energy efficiency of mechatronic fluid-film bearings.

Keywords: Active bearings, energy efficiency, mathematical model, mechatronics, thrust multipad bearing.

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819 Optimum Operating Conditions for Direct Oxidation of H2S in a Fluidized Bed Reactor

Authors: Fahimeh Golestani, Mohammad Kazemeini, Moslem Fattahi, Ali Amjadian

Abstract:

In this research a mathematical model for direct oxidization of hydrogen sulfide into elemental sulfur in a fluidized bed reactor with external circulation was developed. As the catalyst is deactivated in the fluidized bed, it might be placed in a reduction tank in order to remove sulfur through heating above its dew point. The reactor model demonstrated via MATLAB software. It was shown that variations of H2S conversion as well as; products formed were reasonable in comparison with corresponding results of a fixed bed reactor. Through analyzing results of this model, it became possible to propose the main optimized operating conditions for the process considered. These conditions included; the temperature range of 100-130ºC and utilizing the catalyst as much as possible providing the highest bed density respect to dimensions of bed, economical aspects that the bed ever remained in fluidized mode. A high active and stable catalyst under the optimum conditions exhibited 100% conversion in a fluidized bed reactor.

Keywords: Direct oxidization, Fluidized bed, H2S, Mathematical modeling, Optimum conditions.

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818 A Method to Predict Hemorrhage Disease of Grass Carp Tends

Authors: Zhongxu Chen, Jun Yang, Heyue Mao, Xiaoyu Zheng

Abstract:

Hemorrhage Disease of Grass Carp (HDGC) is a kind of commonly occurring illnesses in summer, and the extremely high death rate result in colossal losses to aquaculture. As the complex connections among each factor which influences aquiculture diseases, there-s no quit reasonable mathematical model to solve the problem at present.A BP neural network which with excellent nonlinear mapping coherence was adopted to establish mathematical model; Environmental factor, which can easily detected, such as breeding density, water temperature, pH and light intensity was set as the main analyzing object. 25 groups of experimental data were used for training and test, and the accuracy of using the model to predict the trend of HDGC was above 80%. It is demonstrated that BP neural network for predicating diseases in HDGC has a particularly objectivity and practicality, thus it can be spread to other aquiculture disease.

Keywords: Aquaculture, Hemorrhage Disease of Grass Carp, BP Neural Network

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817 Quality Factor Variation with Transform Order in Fractional Fourier Domain

Authors: Sukrit Shankar, Chetana Shanta Patsa, K. Pardha Saradhi, Jaydev Sharma

Abstract:

Fractional Fourier Transform is a powerful tool, which is a generalization of the classical Fourier Transform. This paper provides a mathematical relation relating the span in Fractional Fourier domain with the amplitude and phase functions of the signal, which is further used to study the variation of quality factor with different values of the transform order. It is seen that with the increase in the number of transients in the signal, the deviation of average Fractional Fourier span from the frequency bandwidth increases. Also, with the increase in the transient nature of the signal, the optimum value of transform order can be estimated based on the quality factor variation, and this value is found to be very close to that for which one can obtain the most compact representation. With the entire mathematical analysis and experimentation, we consolidate the fact that Fractional Fourier Transform gives more optimal representations for a number of transform orders than Fourier transform.

Keywords: Fractional Fourier Transform, Quality Factor, Fractional Fourier span, transient signals.

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816 Price Prediction Line, Investment Signals and Limit Conditions Applied for the German Financial Market

Authors: Cristian Păuna

Abstract:

In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.

Keywords: Algorithmic trading, automated investment system, DAX Deutscher Aktienindex.

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815 A Mixed Integer Linear Programming Model for Flexible Job Shop Scheduling Problem

Authors: Mohsen Ziaee

Abstract:

In this paper, a mixed integer linear programming (MILP) model is presented to solve the flexible job shop scheduling problem (FJSP). This problem is one of the hardest combinatorial problems. The objective considered is the minimization of the makespan. The computational results of the proposed MILP model were compared with those of the best known mathematical model in the literature in terms of the computational time. The results show that our model has better performance with respect to all the considered performance measures including relative percentage deviation (RPD) value, number of constraints, and total number of variables. By this improved mathematical model, larger FJS problems can be optimally solved in reasonable time, and therefore, the model would be a better tool for the performance evaluation of the approximation algorithms developed for the problem.

Keywords: Scheduling, flexible job shop, makespan, mixed integer linear programming.

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814 On the Mathematical Structure and Algorithmic Implementation of Biochemical Network Models

Authors: Paola Lecca

Abstract:

Modeling and simulation of biochemical reactions is of great interest in the context of system biology. The central dogma of this re-emerging area states that it is system dynamics and organizing principles of complex biological phenomena that give rise to functioning and function of cells. Cell functions, such as growth, division, differentiation and apoptosis are temporal processes, that can be understood if they are treated as dynamic systems. System biology focuses on an understanding of functional activity from a system-wide perspective and, consequently, it is defined by two hey questions: (i) how do the components within a cell interact, so as to bring about its structure and functioning? (ii) How do cells interact, so as to develop and maintain higher levels of organization and functions? In recent years, wet-lab biologists embraced mathematical modeling and simulation as two essential means toward answering the above questions. The credo of dynamics system theory is that the behavior of a biological system is given by the temporal evolution of its state. Our understanding of the time behavior of a biological system can be measured by the extent to which a simulation mimics the real behavior of that system. Deviations of a simulation indicate either limitations or errors in our knowledge. The aim of this paper is to summarize and review the main conceptual frameworks in which models of biochemical networks can be developed. In particular, we review the stochastic molecular modelling approaches, by reporting the principal conceptualizations suggested by A. A. Markov, P. Langevin, A. Fokker, M. Planck, D. T. Gillespie, N. G. van Kampfen, and recently by D. Wilkinson, O. Wolkenhauer, P. S. Jöberg and by the author.

Keywords: Mathematical structure, algorithmic implementation, biochemical network models.

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813 The Fatigue Damage Accumulation on Systems of Concentrators

Authors: Alexander Urbach, Mukharbij Banov, Vladislav Turko

Abstract:

Fatigue tests of specimen-s with numerous holes are presented. The tests were made up till fatigue cracks have been created on both sides of the hole. Their extension was stopping with pressed plastic deformation at the mouth of the detected crack. It is shown that the moments of occurrence of cracks on holes are stochastically dependent. This dependence has positive and negative correlation relations. Shown that the positive correlation is formed across of the applied force, while negative one – along it. The negative relationship extends over a greater distance. The mathematical model of dependence area formation is represented as well as the estimating of model parameters. The positive correlation of fatigue cracks origination can be considered as an extension of one main crack. With negative correlation the first crack locates the place of its origin, leading to the appearance of multiple cracks; do not merge with each other.

Keywords: Correlation analysis, fatigue damage accumulation, local area, mathematical model.

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812 A Flexible Flowshop Scheduling Problem with Machine Eligibility Constraint and Two Criteria Objective Function

Authors: Bita Tadayon, Nasser Salmasi

Abstract:

This research deals with a flexible flowshop scheduling problem with arrival and delivery of jobs in groups and processing them individually. Due to the special characteristics of each job, only a subset of machines in each stage is eligible to process that job. The objective function deals with minimization of sum of the completion time of groups on one hand and minimization of sum of the differences between completion time of jobs and delivery time of the group containing that job (waiting period) on the other hand. The problem can be stated as FFc / rj , Mj / irreg which has many applications in production and service industries. A mathematical model is proposed, the problem is proved to be NPcomplete, and an effective heuristic method is presented to schedule the jobs efficiently. This algorithm can then be used within the body of any metaheuristic algorithm for solving the problem.

Keywords: flexible flowshop scheduling, group processing, machine eligibility constraint, mathematical modeling.

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811 Verification of Space System Dynamics Using the MATLAB Identification Toolbox in Space Qualification Test

Authors: Y. V. Kim

Abstract:

This article presents an approach with regards to the Functional Testing of Space System (SS) that could be a space vehicle (spacecraft-S/C) and/or its equipment and components – S/C subsystems. This test should finalize the Space Qualification Tests (SQT) campaign. It could be considered as a generic test and used for a wide class of SS that, from the point of view of System Dynamics and Control Theory, may be described by the ordinary differential equations. The suggested methodology is based on using semi-natural experiment laboratory stand that does not require complicated, precise and expensive technological control-verification equipment. However, it allows for testing totally assembled system during Assembling, Integration and Testing (AIT) activities at the final phase of SQT, involving system hardware (HW) and software (SW). The test physically activates system input (sensors) and output (actuators) and requires recording their outputs in real time. The data are then inserted in a laboratory computer, where it is post-experiment processed by the MATLAB/Simulink Identification Toolbox. It allows for estimating the system dynamics in the form of estimation of its differential equation coefficients through the verification experimental test and comparing them with expected mathematical model, prematurely verified by mathematical simulation during the design process. Mathematical simulation results presented in the article show that this approach could be applicable and helpful in SQT practice. Further semi-natural experiments should specify detail requirements for the test laboratory equipment and test-procedures.

Keywords: system dynamics, space system ground tests, space qualification, system dynamics identification, satellite attitude control, assembling integration and testing

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