Search results for: Poisson approximation

Authors: Yongxin Yuan

Abstract:

The problem of updating damped gyroscopic systems using measured modal data can be mathematically formulated as following two problems. Problem I: Given Ma ∈ Rn×n, Λ = diag{λ1, ··· , λp} ∈ Cp×p, X = [x1, ··· , xp] ∈ Cn×p, where p<n and both Λ and X are closed under complex conjugation in the sense that λ2j = λ¯2j−1 ∈ C, x2j = ¯x2j−1 ∈ Cn for j = 1, ··· , l, and λk ∈ R, xk ∈ Rn for k = 2l + 1, ··· , p, find real-valued symmetric matrices D,K and a real-valued skew-symmetric matrix G (that is, GT = −G) such that MaXΛ2 + (D + G)XΛ + KX = 0. Problem II: Given real-valued symmetric matrices Da, Ka ∈ Rn×n and a real-valued skew-symmetric matrix Ga, find (D, ˆ G, ˆ Kˆ ) ∈ SE such that Dˆ −Da2+Gˆ−Ga2+Kˆ −Ka2 = min(D,G,K)∈SE (D− Da2 + G − Ga2 + K − Ka2), where SE is the solution set of Problem I and · is the Frobenius norm. This paper presents an iterative algorithm to solve Problem I and Problem II. By using the proposed iterative method, a solution of Problem I can be obtained within finite iteration steps in the absence of roundoff errors, and the minimum Frobenius norm solution of Problem I can be obtained by choosing a special kind of initial matrices. Moreover, the optimal approximation solution (D, ˆ G, ˆ Kˆ ) of Problem II can be obtained by finding the minimum Frobenius norm solution of a changed Problem I. A numerical example shows that the introduced iterative algorithm is quite efficient.

Keywords: Model updating, iterative algorithm, gyroscopic system, partially prescribed spectral data, optimal approximation.

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Authors: Vitalice K. Oduol, C. Ardil

Abstract:

The transient analysis of a queuing system with fixed-size batch Poisson arrivals and a single server with exponential service times is presented. The focus of the paper is on the use of the functions that arise in the analysis of the transient behaviour of the queuing system. These functions are shown to be a generalization of the modified Bessel functions of the first kind, with the batch size B as the generalizing parameter. Results for the case of single-packet arrivals are obtained first. The similarities between the two families of functions are then used to obtain results for the general case of batch arrival queue with a batch size larger than one.

Keywords: batch arrivals, generalized Bessel functions, queuetransient analysis, time-varying probabilities.

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Authors: H. Rong, X. C. Yin, J. Yang, Y. N. Shen

Abstract:

Based on Rayleigh beam theory, the sub-impacts of a free-free beam struck horizontally by a round-nosed rigid mass is simulated by the finite difference method and the impact-separation conditions. In order to obtain the sub-impact force, a uniaxial compression elastic-plastic contact model is employed to analyze the local deformation field on contact zone. It is found that the horizontal impact is a complicated process including the elastic plastic sub-impacts in sequence. There are two sub-zones of sub-impact. In addition, it found that the elastic energy of the free-free beam is more suitable for the Poisson collision hypothesis to explain compression and recovery processes.

Keywords: beam, sub-impact, elastic-plastic deformation, finite difference method.

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Authors: Nur Zakiah Mohd Saat, Abdul Aziz Jemain

Abstract:

Saddlepoint approximations is one of the tools to obtain an expressions for densities and distribution functions. We approximate the densities of the observed gaps between the hypopnea events using the Huzurbazar saddlepoint approximation. We demonstrate the density of a maximum likelihood estimator in exponential families.

Keywords: Exponential, maximum likehood estimators, observed gap, Saddlepoint approximations.

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Authors: Mohamed K. El Daou

Abstract:

We construct an exponentially weighted Legendre- Gauss Tau method for solving differential equations with oscillatory solutions. The proposed method is applied to Sturm-Liouville problems. Numerical examples illustrating the efficiency and the high accuracy of our results are presented.

Keywords: Oscillatory functions, Sturm-Liouville problems, legendre polynomial, gauss points.

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Authors: Minghui Wang, Luping Xu, Juntao Zhang

Abstract:

Based on the conjugate gradient (CG) algorithm, the constrained matrix equation AXB=C and the associate optimal approximation problem are considered for the symmetric arrowhead matrix solutions in the premise of consistency. The convergence results of the method are presented. At last, a numerical example is given to illustrate the efficiency of this method.

Keywords: Iterative method, symmetric arrowhead matrix, conjugate gradient algorithm.

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Authors: Maharavo Randrianarivony

Abstract:

The length  of a given rational B'ezier curve is efficiently estimated. Since a rational B'ezier function is nonlinear, it is usually impossible to evaluate its length exactly. The length is approximated by using subdivision and the accuracy of the approximation n is investigated. In order to improve the efficiency, adaptivity is used with some length estimator. A rigorous theoretical analysis of the rate of convergence of n to  is given. The required number of subdivisions to attain a prescribed accuracy is also analyzed. An application to CAD parametrization is briefly described. Numerical results are reported to supplement the theory.

Keywords: Adaptivity, Length, Parametrization, Rational Bezier

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Authors: Bence Kővári, ZSolt Kertész

Abstract:

This paper proposes a stroke extraction method for use in off-line signature verification. After giving a brief overview of the current ongoing researches an algorithm is introduced for detecting and following strokes in static images of signatures. Problems like the handling of junctions and variations in line width and line intensity are discussed in detail. Results are validated by both using an existing on-line signature database and by employing image registration methods.

Keywords: Stroke extraction, spline fitting, off-line signatureverification, image registration.

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Authors: S. A. Nta, M. J. Ayotamuno, A. H. Igoni, R. N. Okparanma

Abstract:

The work sought to understand the pattern of movement of contaminant from a continuous point source through soil. The soil used was sandy-loam in texture. The contaminant used was municipal solid waste landfill leachate, introduced as a point source through an entry point located at the center of top layer of the soil tank. Analyses were conducted after maturity periods of 50 and 80 days. The maximum change in chemical concentration was observed on soil samples at a radial distance of 0.25 m. Finite element approximation based model was used to assess the future prediction, management and remediation in the polluted area. The actual field data collected for the case study were used to calibrate the modeling and thus simulated the flow pattern of the pollutants through soil. MATLAB R2015a was used to visualize the flow of pollutant through the soil. Dispersion coefficient at 0.25 and 0.50 m radial distance from the point of application of leachate shows a measure of the spreading of a flowing leachate due to the nature of the soil medium, with its interconnected channels distributed at random in all directions. Surface plots of metals on soil after maturity period of 80 days shows a functional relationship between a designated dependent variable (Y), and two independent variables (X and Z). Comparison of measured and predicted profile transport along the depth after 50 and 80 days of leachate application and end of the experiment shows that there were no much difference between the predicted and measured concentrations as they were all lying close to each other. For the analysis of contaminant transport, finite difference approximation based model was very effective in assessing the future prediction, management and remediation in the polluted area. The experiment gave insight into the most likely pattern of movement of contaminant as a result of continuous percolations of the leachate on soil. This is important for contaminant movement prediction and subsequent remediation of such soils.

Keywords: Contaminant, dispersion, point or leaky source, surface plot, soil.

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Authors: M. Zarebnia, N. Aliniya

Abstract:

In this paper, a numerical solution based on sinc functions is used for finding the solution of boundary value problems which arise from the problems of calculus of variations. This approximation reduce the problems to an explicit system of algebraic equations. Some numerical examples are also given to illustrate the accuracy and applicability of the presented method.

Keywords: Calculus of variation; Sinc functions; Galerkin; Numerical method

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Authors: B. Rezaei, G. R. Boroun, M. Abdolmaleki

Abstract:

The bound state energy of three quark systems is studied in the framework of a non- relativistic spin independent phenomenological model. The hyper- spherical coordinates are considered for the solution this system. According to Jacobi coordinate, we determined the bound state energy for (uud) and (ddu) quark systems, as quarks are flavorless mass, and it is restrict that choice potential at low and high range in nucleon bag for a bound state.

Keywords: Adiabatic expansion, grand angular momentum, binding energy, perturbation, baryons.

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Authors: M. Zarebnia, M. Hoshyar, M. Sedaghati

Abstract:

In this paper, a numerical solution based on nonpolynomial cubic spline functions is used for finding the solution of boundary value problems which arise from the problems of calculus of variations. This approximation reduce the problems to an explicit system of algebraic equations. Some numerical examples are also given to illustrate the accuracy and applicability of the presented method.

Keywords: Calculus of variation; Non-polynomial spline functions; Numerical method

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Authors: Leila Jafari, Viliam Makis

Abstract:

In this paper, the joint optimization of the economic manufacturing quantity (EMQ), safety stock level, and condition-based maintenance (CBM) is presented for a partially observable, deteriorating system subject to random failure. The demand is stochastic and it is described by a Poisson process. The stochastic model is developed and the optimization problem is formulated in the semi-Markov decision process framework. A modification of the policy iteration algorithm is developed to find the optimal policy. A numerical example is presented to compare the optimal policy with the policy considering zero safety stock.

Keywords: Condition-based maintenance, economic manufacturing quantity, safety stock, stochastic demand.

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Authors: K. Petcharat, Y. Areepong, S. Sukparungsri, G. Mititelu

Abstract:

These paper, we approximate the average run length (ARL) for CUSUM chart when observation are an exponential first order moving average sequence (EMA1). We used Gauss-Legendre numerical scheme for integral equations (IE) method for approximate ARL0 and ARL1, where ARL in control and out of control, respectively. We compared the results from IE method and exact solution such that the two methods perform good agreement.

Keywords: Cumulative Sum Chart, Moving Average Observation, Average Run Length, Numerical Approximations.

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Authors: Vitalice K. Oduol

Abstract:

The paper considers a single-server queue with fixedsize batch Poisson arrivals and exponential service times, a model that is useful for a buffer that accepts messages arriving as fixed size batches of packets and releases them one packet at time. Transient performance measures for queues have long been recognized as being complementary to the steady-state analysis. The focus of the paper is on the use of the functions that arise in the analysis of the transient behaviour of the queuing system. The paper exploits practical modelling to obtain a solution to the integral equation encountered in the analysis. Results obtained indicate that under heavy load conditions, there is significant disparity in the statistics between the transient and steady state values.

Keywords: batch arrivals, modelling, single-server queue, time-varying probabilities, transient analysis.

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Authors: Kotaro Miura, Makoto Sakamoto, Yuji Tanabe

Abstract:

We focus on internal stress and displacement of an elastic axisymmetric contact problem for indentation of a layer-substrate body. An elastic layer is assumed to be perfectly bonded to an elastic semi-infinite substrate. The elastic layer is smoothly indented with a flat-ended cylindrical indenter. The analytical and exact solutions were obtained by solving an infinite system of simultaneous equations using the method to express a normal contact stress at the upper surface of the elastic layer as an appropriate series. This paper presented the numerical results of internal stress and displacement distributions for hard-coating system with constant values of Poisson’s ratio and the thickness of elastic layer.

Keywords: Indentation, contact problem, stress distribution, coating materials, layer-substrate body.

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Authors: Jan Zeman

Abstract:

The paper describes the futures trading and aims to design the speculators trading strategy. The problem is formulated as the decision making task and such as is solved. The solution of the task leads to complex mathematical problems and the approximations of the decision making is demanded. Two kind of approximation are used in the paper: Monte Carlo for the multi-step prediction and iteration spread in time for the optimization. The solution is applied to the real-market data and the results of the off-line experiments are presented.

Keywords: futures trading, decision making

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Authors: Y. Areepong

Abstract:

The objective of this paper is to present explicit analytical formulas for evaluating important characteristics of Double Moving Average control chart (DMA) for Poisson distribution. The most popular characteristics of a control chart are Average Run Length ( 0 ARL ) - the mean of observations that are taken before a system is signaled to be out-of control when it is actually still incontrol, and Average Delay time ( 1 ARL ) - mean delay of true alarm times. An important property required of 0 ARL is that it should be sufficiently large when the process is in-control to reduce a number of false alarms. On the other side, if the process is actually out-ofcontrol then 1 ARL should be as small as possible. In particular, the explicit analytical formulas for evaluating 0 ARL and 1 ARL be able to get a set of optimal parameters which depend on a width of the moving average ( w ) and width of control limit ( H ) for designing DMA chart with minimum of 1 ARL

Keywords: Optimal parameters, Average Run Length, Average Delay time, Double Moving Average chart.

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Authors: A. Kurşun, E. Kara, E. Çetin, Ş. Aksoy, A. Kesimli

Abstract:

In this study, thermal elastic stress distribution occurred on long hollow cylinders made of functionally graded material (FGM) was analytically defined under thermal, mechanical and thermo mechanical loads. In closed form solutions for elastic stresses and displacements are obtained analytically by using the infinitesimal deformation theory of elasticity. It was assumed that elasticity modulus, thermal expansion coefficient and density of cylinder materials could change in terms of an exponential function as for that Poisson’s ratio was constant. A gradient parameter n is chosen between - 1 and 1. When n equals to zero, the disc becomes isotropic. Circumferential, radial and longitudinal stresses in the FGMs cylinders are depicted in the figures. As a result, the gradient parameters have great effects on the stress systems of FGMs cylinders.

Keywords: Functionally graded materials, hollow cylinder, thermoelasticity, thermomechanical load.

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Authors: Khoa Tan Nguyen, Tuan Anh Le, Kihak Lee

Abstract:

This paper presents the flexural response of Reinforced Geopolymer Concrete (RGPC) beams. A commercial finite element (FE) software ABAQUS has been used to perform a structural behavior of RGPC beams. Using parameters such: stress, strain, Young’s modulus, and Poisson’s ratio obtained from experimental results, a beam model has been simulated in ABAQUS. The results from experimental tests and ABAQUS simulation were compared. Due to friction forces at the supports and loading rollers; slip occurring, the actual deflection of RGPC beam from experimental test results were slightly different from the results of ABAQUS. And there is good agreement between the crack patterns of fly ash-based geopolymer concrete generated by FE analysis using ABAQUS, and those in experimental data.

Keywords: Geopolymer concrete beam, finite element method, stress strain relation, modulus elasticity.

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Authors: Sheng-Hsiu Kuo, Pao-Hsiung Chiu, Reui-Kuo Lin, Yan-Ting Lin

Abstract:

A one-step conservative level set method, combined with a global mass correction method, is developed in this study to simulate the incompressible two-phase flows. The present framework do not need to solve the conservative level set scheme at two separated steps, and the global mass can be exactly conserved. The present method is then more efficient than two-step conservative level set scheme. The dispersion-relation-preserving schemes are utilized for the advection terms. The pressure Poisson equation solver is applied to GPU computation using the pCDR library developed by National Center for High-Performance Computing, Taiwan. The SMP parallelization is used to accelerate the rest of calculations. Three benchmark problems were done for the performance evaluation. Good agreements with the referenced solutions are demonstrated for all the investigated problems.

Keywords: Conservative level set method, two-phase flow, dispersion-relation-preserving, graphics processing unit (GPU), multi-threading.

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Authors: Peristera A. Baziana

Abstract:

The idea of the asynchronous transmission in wavelength division multiplexing (WDM) ring MANs is studied in this paper. Especially, we present an efficient access technique to coordinate the collisions-free transmission of the variable sizes of IP traffic in WDM ring core networks. Each node is equipped with a tunable transmitter and a tunable receiver. In this way, all the wavelengths are exploited for both transmission and reception. In order to evaluate the performance measures of average throughput, queuing delay and packet dropping probability at the buffers, a simulation model that assumes symmetric access rights among the nodes is developed based on Poisson statistics. Extensive numerical results show that the proposed protocol achieves apart from high bandwidth exploitation for a wide range of offered load, fairness of queuing delay and dropping events among the different packets size categories.

Keywords: Asynchronous transmission, collision avoidance, wavelength division multiplexing.

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Authors: Henry J. Wattimanela, Udjianna S. Pasaribu, Nanang T. Puspito, Sapto W. Indratno

Abstract:

Banda Sea Collision Zone (BSCZ) is the result of the interaction and convergence of Indo-Australian plate, Eurasian plate and Pacific plate. This location is located in eastern Indonesia. This zone has a very high seismic activity. In this research, we will calculate the rate (λ) and Mean Square Error (MSE). By this result, we will classification earthquakes distribution in the BSCZ with the point process approach. Chi-square is used to determine the type of earthquakes distribution in the sub region of BSCZ. The data used in this research is data of earthquakes with a magnitude ≥ 6 SR for the period 1964-2013 and sourced from BMKG Jakarta. This research is expected to contribute to the Moluccas Province and surrounding local governments in performing spatial plan document related to disaster management.

Keywords: Banda sea collision zone, earthquakes, mean square error, Poisson distribution, chi-square test.

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Authors: N. M. A. Nik Long, Z. K. Eshkuvatov, M. Yaghobifar, M. Hasan

Abstract:

In this paper the exact solution of infinite boundary integral equation (IBIE) of the second kind with degenerate kernel is presented. Moreover Galerkin method with Laguerre polynomial is applied to get the approximate solution of IBIE. Numerical examples are given to show the validity of the method presented.

Keywords: Approximation, Galerkin method, Integral equations, Laguerre polynomial.

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Authors: Kuan-Liang Liu, Eric Lee, Jung-Jyh Lee, Jyh-Ping Hsu

Abstract:

The electrical interaction between two axisymmetric spheroidal particles in an electrolyte solution is examined numerically. A Galerkin finite element method combined with a Newton-Raphson iteration scheme is proposed to evaluate the spatial variation in the electrical potential, and the result obtained used to estimate the interaction energy between two particles. We show that if the surface charge density is fixed, the potential gradient is larger at a point, which has a larger curvature, and if surface potential is fixed, surface charge density is proportional to the curvature. Also, if the total interaction energy against closest surface-to-surface curve exhibits a primary maximum, the maximum follows the order (oblate-oblate) > (sphere-sphere)>(oblate-prolate)>(prolate-prolate), and if the curve has a secondary minimum, the absolute value of the minimum follows the same order.

Keywords: interaction energy, interaction force, Poisson-Boltzmann equation, spheroid.

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Authors: Collins C. Chiemeke

Abstract:

Multichannel Analysis of Surface Wave (MASW) seismic method is widely used in geotechnical engineering for the measurement of shear wave velocity and evaluation of material property. This method was recently conducted at a Dam site located in Zaria, within the basement complex of northern Nigeria. The aim of this experiment was to make use of the MASW method in evaluating the strength of material properties of a section of the Dam embankment, which is vital to ascertain the safety of the Dam. The result revealed that, the material embankment showed general increase of shear wave velocity with depth. The range of shear wave velocities and the determined Poisson’s ratio falls within the normal range of consolidated rock material, indicating the Dam embankment is still consolidated. The range of shear modulus determined, also shows that the Dam embankment is rigid enough to withstand the shear stress imposed by the impounded water.

Keywords: Dam, MASW, Multichannel Analysis of Surface Wave, Seismic.

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Authors: M. A. Tayfun, M. A. Alkhalidi

Abstract:

The exact theoretical expression describing the probability distribution of nonlinear sea-surface elevations derived from the second-order narrowband model has a cumbersome form that requires numerical computations, not well-disposed to theoretical or practical applications. Here, the same narrowband model is reexamined to develop a simpler closed-form approximation suitable for theoretical and practical applications. The salient features of the approximate form are explored, and its relative validity is verified with comparisons to other readily available approximations, and oceanic data.

Keywords: Ocean waves, probability distributions, second-order nonlinearities, skewness coefficient, wave steepness.

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Authors: József Valyon, Gábor Horváth

Abstract:

In comparison to the original SVM, which involves a quadratic programming task; LS–SVM simplifies the required computation, but unfortunately the sparseness of standard SVM is lost. Another problem is that LS-SVM is only optimal if the training samples are corrupted by Gaussian noise. In Least Squares SVM (LS–SVM), the nonlinear solution is obtained, by first mapping the input vector to a high dimensional kernel space in a nonlinear fashion, where the solution is calculated from a linear equation set. In this paper a geometric view of the kernel space is introduced, which enables us to develop a new formulation to achieve a sparse and robust estimate.

Keywords: Support Vector Machines, Least Squares SupportVector Machines, Regression, Sparse approximation.

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Authors: Felipe Azocar Simonet, Luis Acosta Espejo

Abstract:

In this article, we will try to find an efficient boundary approximation for the bi-objective location problem with coherent coverage for two levels of hierarchy (CCLP). We present the mathematical formulation of the model used. Supported efficient solutions and unsupported efficient solutions are obtained by solving the bi-objective combinatorial problem through the weights method using a Lagrangean heuristic. Subsequently, the results are validated through the DEA analysis with the GEM index (Global efficiency measurement).

Keywords: Coherent covering location problem, efficient frontier, Lagrangian relaxation, data envelopment analysis.

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Authors: A. Benmakhlouf, A. Bentabet

Abstract:

In this paper, we investigated the athermal pressure behavior of the structural and elastic properties of scheelite BaWO4 phase up to 7 GPa using the ab initio pseudo-potential method. The calculated lattice parameters pressure relation have been compared with the experimental values and found to be in good agreement with these results. Moreover, we present for the first time the investigation of the elastic properties of this compound using the density functional perturbation theory (DFPT). It is shown that this phase is mechanically stable up to 7 GPa after analyzing the calculated elastic constants. Other relevant quantities such as bulk modulus, pressure derivative of bulk modulus, shear modulus; Young’s modulus, Poisson’s ratio, anisotropy factors, Debye temperature and sound velocity have been calculated. The obtained results, which are reported for the first time to the best of the author’s knowledge, can facilitate assessment of possible applications of the title material.

Keywords: Pseudo-potential method, pressure, structural and elastic properties, scheelite BaWO4 phase.

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