Search results for: Monte Carlo Method

Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 953

Authors: Zhengkun Guo, Yanbin Li, Wenqing Wang, Bo Zou

Abstract:

Active radar and sonar systems often report Doppler measurements in addition to the position measurements such as range and bearing. The tracker can perform better by making full use of the Doppler measurements. However, due to the high nonlinearity of the Doppler measurements with respect to the target state in the Cartesian coordinate systems, those measurements are not always fully exploited. This paper mainly focuses on dealing with the Doppler measurements as well as the position measurements in Polar coordinates. The Statically Fused Converted Position and Doppler Measurements Kalman Filter (SF-CMKF) with additive debiased measurement conversion has been presented. However, the exact compensation for the bias of the measurement conversion are multiplicative and depend on the statistics of the cosine of the angle measurement errors. As a result, the consistency and performance of the SF-CMKF may be suboptimal in the large angle error situations. In this paper, the multiplicative unbiased position and Doppler measurement conversion for two-dimensional (Polar-to-Cartesian) tracking are derived, and the SF-CMKF is improved by using those conversion. Monte Carlo simulations are presented to demonstrate the statistic consistency of the multiplicative unbiased conversion and the superior performance of the modified SF-CMKF (SF-UCMKF).

Keywords: Measurement conversion, Doppler, Kalman filter, estimation, tracking.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 310

Authors: A. GuhaRay, C. V. S. P. Kiranmayi, S. Rudraraju

Abstract:

The present study considers the effect of variation of different geotechnical random variables in the design of stone column-foundation systems for assessing the bearing capacity and consolidation settlement of highly compressible soil. The soil and stone column properties, spacing, diameter and arrangement of stone columns are considered as the random variables. Probability of failure (P_f) is computed for a target degree of consolidation and a target safe load by Monte Carlo Simulation (MCS). The study shows that the variation in coefficient of radial consolidation (c_r) and cohesion of soil (c_s) are two most important factors influencing Pf. If the coefficient of variation (COV) of c_r exceeds 20%, P_f exceeds 0.001, which is unsafe following the guidelines of US Army Corps of Engineers. The bearing capacity also exceeds its safe value for COV of c_s > 30%. It is also observed that as the spacing between the stone column increases, the probability of reaching a target degree of consolidation decreases. Accordingly, design guidelines, considering both consolidation and bearing capacity of improved ground, are proposed for different spacing and diameter of stone columns and geotechnical random variables.

Keywords: Bearing capacity, consolidation, geotechnical random variables, probability of failure, stone columns.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1112

Authors: Alexander B. Bichkov, Alla A. Mityureva, Valery V. Smirnov

Abstract:

In present work are considered the scheme of evaluation the transition probability in quantum system. It is based on path integral representation of transition probability amplitude and its evaluation by means of a saddle point method, applied to the part of integration variables. The whole integration process is reduced to initial value problem solutions of Hamilton equations with a random initial phase point. The scheme is related to the semiclassical initial value representation approaches using great number of trajectories. In contrast to them from total set of generated phase paths only one path for each initial coordinate value is selected in Monte Karlo process.

Keywords: Path integral, saddle point method, semiclassical approximation, transition probability

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1560

Authors: Isaac O. Asante, Yushi Jiang, Hailin Tao

Abstract:

Livestreaming marketing, the new electronic commerce element, has become an optional marketing channel following the COVID-19 pandemic, and many sellers are leveraging the features presented by livestreaming to increase sales. This study was conducted to measure real-time observable interactions between consumers and sellers. Based on the affordance theory, this study conceptualized constructs representing the interactive features and examined how they drive consumers’ purchase willingness during livestreaming sessions using 1238 datasets from Amazon Live, following the manual observation of transaction records. Using structural equation modeling, the ordinary least square regression suggests that live viewers, new followers, live chats, and likes positively affect purchase willingness. The Sobel and Monte Carlo tests show that new followers, live chats, and likes significantly mediate the relationship between live viewers and purchase willingness. The study presents a way of measuring interactions in livestreaming commerce and proposes a way to manually gather data on consumer behaviors in livestreaming platforms when the application programming interface (API) of such platforms does not support data mining algorithms.

Keywords: Livestreaming marketing, live chats, live viewers, likes, new followers, purchase willingness.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 38

Authors: Farzaneh Ahmadzadeh

Abstract:

Quality control charts are very effective in detecting out of control signals but when a control chart signals an out of control condition of the process mean, searching for a special cause in the vicinity of the signal time would not always lead to prompt identification of the source(s) of the out of control condition as the change point in the process parameter(s) is usually different from the signal time. It is very important to manufacturer to determine at what point and which parameters in the past caused the signal. Early warning of process change would expedite the search for the special causes and enhance quality at lower cost. In this paper the quality variables under investigation are assumed to follow a multivariate normal distribution with known means and variance-covariance matrix and the process means after one step change remain at the new level until the special cause is being identified and removed, also it is supposed that only one variable could be changed at the same time. This research applies artificial neural network (ANN) to identify the time the change occurred and the parameter which caused the change or shift. The performance of the approach was assessed through a computer simulation experiment. The results show that neural network performs effectively and equally well for the whole shift magnitude which has been considered.

Keywords: Artificial neural network, change point estimation, monte carlo simulation, multivariate exponentially weighted movingaverage

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1334

Authors: Bikramaditya Das, Susmita Das

Abstract:

Study on suppression of interference in time domain equalizers is attempted for high data rate impulse radio (IR) ultra wideband communication system. The narrow band systems may cause interference with UWB devices as it is having very low transmission power and the large bandwidth. SRAKE receiver improves system performance by equalizing signals from different paths. This enables the use of SRAKE receiver techniques in IRUWB systems. But Rake receiver alone fails to suppress narrowband interference (NBI). A hybrid SRake-MMSE time domain equalizer is proposed to overcome this by taking into account both the effect of the number of rake fingers and equalizer taps. It also combats intersymbol interference. A semi analytical approach and Monte-Carlo simulation are used to investigate the BER performance of SRAKEMMSE receiver on IEEE 802.15.3a UWB channel models. Study on non-line of sight indoor channel models (both CM3 and CM4) illustrates that bit error rate performance of SRake-MMSE receiver with NBI performs better than that of Rake receiver without NBI. We show that for a MMSE equalizer operating at high SNR-s the number of equalizer taps plays a more significant role in suppressing interference.

Keywords: IR-UWB, UWB, IEEE 802.15.3a, NBI, data rate, bit error rate.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1644

Authors: George Yungchih Wang

Abstract:

Real options theory suggests that managerial flexibility embedded within irreversible investments can account for a significant value in project valuation. Although the argument has become the dominant focus of capital investment theory over decades, yet recent survey literature in capital budgeting indicates that corporate practitioners still do not explicitly apply real options in investment decisions. In this paper, we explore how real options decision criteria can be transformed into equivalent capital budgeting criteria under the consideration of uncertainty, assuming that underlying stochastic process follows a geometric Brownian motion (GBM), a mixed diffusion-jump (MX), or a mean-reverting process (MR). These equivalent valuation techniques can be readily decomposed into conventional investment rules and “option impacts", the latter of which describe the impacts on optimal investment rules with the option value considered. Based on numerical analysis and Monte Carlo simulation, three major findings are derived. First, it is shown that real options could be successfully integrated into the mindset of conventional capital budgeting. Second, the inclusion of option impacts tends to delay investment. It is indicated that the delay effect is the most significant under a GBM process and the least significant under a MR process. Third, it is optimal to adopt the new capital budgeting criteria in investment decision-making and adopting a suboptimal investment rule without considering real options could lead to a substantial loss in value.

Keywords: real options, capital budgeting, geometric Brownianmotion, mixed diffusion-jump, mean-reverting process

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2717

Authors: Antonino Greco, Nadia Mammone, Francesco Carlo Morabito, Mario Versaci

Abstract:

The goal of this work is to improve the efficiency and the reliability of the automatic artifact rejection, in particular from the Electroencephalographic (EEG) recordings. Artifact rejection is a key topic in signal processing. The artifacts are unwelcome signals that may occur during the signal acquisition and that may alter the analysis of the signals themselves. A technique for the automatic artifact rejection, based on the Independent Component Analysis (ICA) for the artifact extraction and on some high order statistics such as kurtosis and Shannon-s entropy, was proposed some years ago in literature. In this paper we enhance this technique introducing the Renyi-s entropy. The performance of our method was tested exploiting the Independent Component scalp maps and it was compared to the performance of the method in literature and it showed to outperform it.

Keywords: Artifact, EEG, Renyi's entropy, independent component analysis, kurtosis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2375

Authors: Huihai Wu, Xiaohui Liu

Abstract:

Using Dynamic Bayesian Networks (DBN) to model genetic regulatory networks from gene expression data is one of the major paradigms for inferring the interactions among genes. Averaging a collection of models for predicting network is desired, rather than relying on a single high scoring model. In this paper, two kinds of model searching approaches are compared, which are Greedy hill-climbing Search with Restarts (GSR) and Markov Chain Monte Carlo (MCMC) methods. The GSR is preferred in many papers, but there is no such comparison study about which one is better for DBN models. Different types of experiments have been carried out to try to give a benchmark test to these approaches. Our experimental results demonstrated that on average the MCMC methods outperform the GSR in accuracy of predicted network, and having the comparable performance in time efficiency. By proposing the different variations of MCMC and employing simulated annealing strategy, the MCMC methods become more efficient and stable. Apart from comparisons between these approaches, another objective of this study is to investigate the feasibility of using DBN modeling approaches for inferring gene networks from few snapshots of high dimensional gene profiles. Through synthetic data experiments as well as systematic data experiments, the experimental results revealed how the performances of these approaches can be influenced as the target gene network varies in the network size, data size, as well as system complexity.

Keywords: Genetic regulatory network, Dynamic Bayesian network, GSR, MCMC.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1842

Authors: J-B. Clavel, N. Thiollière, B. Mouginot

Abstract:

The presented work is motivated by a French law regarding nuclear waste management. A new conceptual Accelerator Driven System (ADS) designed for the Minor Actinides (MA) transmutation has been assessed by numerical simulation. The MUltiple Spallation Target (MUST) ADS combines high thermal power (up to 1.4 GWth) and high specific power. A 30 mA and 1 GeV proton beam is divided into three secondary beams transmitted on three liquid lead-bismuth spallation targets. Neutron and thermalhydraulic simulations have been performed with the code MURE, based on the Monte-Carlo transport code MCNPX. A methodology has been developed to define characteristic of the MUST ADS concept according to a specific transmutation scenario. The reference scenario is based on a MA flux (neptunium, americium and curium) providing from European Fast Reactor (EPR) and a plutonium multireprocessing strategy is accounted for. The MUST ADS reference concept is a sodium cooled fast reactor. The MA fuel at equilibrium is mixed with MgO inert matrix to limit the core reactivity and improve the fuel thermal conductivity. The fuel is irradiated over five years. Five years of cooling and two years for the fuel fabrication are taken into account. The MUST ADS reference concept burns about 50% of the initial MA inventory during a complete cycle. In term of mass, up to 570 kg/year are transmuted in one concept. The methodology to design the MUST ADS and to calculate fuel composition at equilibrium is precisely described in the paper. A detailed fuel evolution analysis is performed and the reference scenario is compared to a scenario where only americium transmutation is performed.

Keywords: Accelerator Driven System, double strata scenario, minor actinides, MUST, transmutation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1647

Authors: P. V. S. Mascarenhas, B. C. P. Albuquerque, D. J. F. Campos, L. L. Almeida, V. R. Domingues, L. C. S. M. Ozelim

Abstract:

Retaining slope structures are increasingly considered in geotechnical engineering projects due to extensive urban cities growth. These kinds of engineering constructions may present instabilities over the time and may require reinforcement or even rebuilding of the structure. In this context, statistical analysis is an important tool for decision making regarding retaining structures. This study approaches the failure probability of the construction of a retaining wall over the debris of an old and collapsed one. The new solution’s extension length will be of approximately 350 m and will be located over the margins of the Lake Paranoá, Brasilia, in the capital of Brazil. The building process must also account for the utilization of the ruins as a caisson. A series of in situ and laboratory experiments defined local soil strength parameters. A Standard Penetration Test (SPT) defined the in situ soil stratigraphy. Also, the parameters obtained were verified using soil data from a collection of masters and doctoral works from the University of Brasília, which is similar to the local soil. Initial studies show that the concrete wall is the proper solution for this case, taking into account the technical, economic and deterministic analysis. On the other hand, in order to better analyze the statistical significance of the factor-of-safety factors obtained, a Monte Carlo analysis was performed for the concrete wall and two more initial solutions. A comparison between the statistical and risk results generated for the different solutions indicated that a Gabion solution would better fit the financial and technical feasibility of the project.

Keywords: Economical analysis, probability of failure, retaining walls, statistical analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 976

Authors: Oktavian Muhammad Rizki, Appiah Rita, Lastres Oscar, Miller True, Chapman Alec, Tsoukalas Lefteri H.

Abstract:

The Purdue University Research Reactor-1 (PUR-1) is a 10 kWth pool-type research reactor located at Purdue University’s West Lafayette campus. The reactor was recently upgraded to use entirely digital instrumentation and control systems. However, currently, there is no automated control system to regulate the power in the reactor. We propose a fuzzy logic controller as a form of digital twin to complement the existing digital instrumentation system to monitor and stabilize power control using existing experimental data. This work assesses the feasibility of a power controller based on a Fuzzy Rule-Based System (FRBS) by modelling and simulation with a MATLAB algorithm. The controller uses power error and reactor period as inputs and generates reactivity insertion as output. The reactivity insertion is then converted to control rod height using a logistic function based on information from the recorded experimental reactor control rod data. To test the capability of the proposed fuzzy controller, a point-kinetic reactor model is utilized based on the actual PUR-1 operation conditions and a Monte Carlo N-Particle simulation result of the core to numerically compute the neutronics parameters of reactor behavior. The Point Kinetic Equation (PKE) was employed to model dynamic characteristics of the research reactor since it explains the interactions between the spatial and time varying input and output variables efficiently. The controller is demonstrated computationally using various cases: startup, power maneuver, and shutdown. From the test results, it can be proved that the implemented fuzzy controller can satisfactorily regulate the reactor power to follow demand power without compromising nuclear safety measures.

Keywords: Fuzzy logic controller, power controller, reactivity, research reactor.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 341

Authors: Zhengsheng Wang, Jing Qi, Chuntao Liu, Yuanjun Li

Abstract:

The harmonic Arnoldi method can be used to find interior eigenpairs of large matrices. However, it has been shown that this method may converge erratically and even may fail to do so. In this paper, we present a new method for computing interior eigenpairs of large nonsymmetric matrices, which is called weighted harmonic Arnoldi method. The implementation of the method has been tested by numerical examples, the results show that the method converges fast and works with high accuracy.

Keywords: Harmonic Arnoldi method, weighted harmonic Arnoldi method, eigenpair, interior eigenproblem, non symmetric matrix.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1503

Authors: Jin Sup Kim, Woo Young Jung, Minho Kwon

Abstract:

In general dynamic analyses, lower mode response is of interest, however the higher modes of spatially discretized equations generally do not represent the real behavior and not affects to global response much. Some implicit algorithms, therefore, are introduced to filter out the high-frequency modes using intended numerical error. The objective of this study is to introduce the P-method and PC α-method to compare that with dissipation method and Newmark method through the stability analysis and numerical example. PC α-method gives more accuracy than other methods because it based on the α-method inherits the superior properties of the implicit α-method. In finite element analysis, the PC α-method is more useful than other methods because it is the explicit scheme and it achieves the second order accuracy and numerical damping simultaneously.

Keywords: Dynamic, α-Method, P-Method, PC α-Method, Newmark method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3024

Authors: I. Cano-Aguilera, B. E. Rubio-Campos, G. De la Rosa, A. F. Aguilera-Alvarado

Abstract:

Mining tailings represent a generating source of rich heavy metal material with a potential danger the public health and the environment, since these metals, under certain conditions, can leach and contaminate aqueous systems that serve like supplying potable water sources. The strategy for this work is based on the observation, experimentation and the simulation that can be obtained by binding real answers of the hydrodynamic behavior of metals leached from mining tailings, and the applied mathematics that provides the logical structure to decipher the individual effects of the general physicochemical phenomenon. The case of study presented herein focuses on mining tailings deposits located in Monte San Nicolas, Guanajuato, Mexico, an abandoned mine. This was considered the contamination source that under certain physicochemical conditions can favor the metal leaching, and its transport towards aqueous systems. In addition, the cartography, meteorology, geology and the hydrodynamics and hydrological characteristics of the place, will be helpful in determining the way and the time in which these systems can interact. Preliminary results demonstrated that arsenic presents a great mobility, since this one was identified in several superficial aqueous systems of the micro watershed, as well as in sediments in concentrations that exceed the established maximum limits in the official norms. Also variations in pH and potential oxide-reduction were registered, conditions that favor the presence of different species from this element its solubility and therefore its mobility.

Keywords: Arsenic, mining tailings, transport.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1647

Authors: Juan Li, Jiawen Qiu, Yuchuan Chu, Tianping Zhang, Wei Meng, Yanhui Jia, Xiaohui Liu

Abstract:

This article developed an ion thruster optic system sputter erosion depth numerical 3D model by IFE-PIC (Immersed Finite Element-Particle-in-Cell) and Mont Carlo method, and calculated the downstream surface sputter erosion rate of accelerator grid; compared with LIPS-200 life test data. The results of the numerical model are in reasonable agreement with the measured data. Finally, we predicted the lifetime of the 20cm diameter ion thruster via the erosion data obtained with the model. The ultimate result demonstrated that under normal operating condition, the erosion rate of the grooves wears on the downstream surface of the accelerator grid is 34.6μm⁄1000h, which means the conservative lifetime until structural failure occurring on the accelerator grid is 11500 hours.

Keywords: Ion thruster, accelerator gird, sputter erosion, lifetime assessment.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1951

Authors: J.S.C. Prentice

Abstract:

The RK1GL2X3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on the RK1GL2 method which, in turn, is a particular case of the general RKrGLm method. The RK1GL2X3 method is a fourth-order method, even though its underlying Runge-Kutta method RK1 is the first-order Euler method, and hence, RK1GL2X3 is considerably more efficient than RK1. This enhancement is achieved through an implementation involving triple-nested two-point Gauss- Legendre quadrature.

Keywords: RK1GL2X3, RK1GL2, RKrGLm, Runge-Kutta, Gauss-Legendre, initial value problem, local error, global error.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1266

Authors: Mohammed Salem Alzahrani

Abstract:

In this paper the optimality of the solution of an existing real word assignment problem known as the seat assignment problem using Seat Assignment Method (SAM) is discussed. SAM is the newly driven method from three existing methods, Hungarian Method, Northwest Corner Method and Least Cost Method in a special way that produces the easiness & fairness among all methods that solve the seat assignment problem.

Keywords: Assignment Problem, Hungarian Method, Least Cost Method, Northwest Corner Method, Seat Assignment Method (SAM), A Real Word Assignment Problem.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3387

Authors: Seifedine Kadry

Abstract:

In this article, our objective is the analysis of the resolution of non-linear differential systems by combining Newton and Continuation (N-C) method. The iterative numerical methods converge where the initial condition is chosen close to the exact solution. The question of choosing the initial condition is answered by N-C method.

Keywords: Continuation Method, Newton Method, Finite Difference Method, Numerical Analysis and Non-Linear partial Differential Equation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1341

Authors: Ampon Dhamacharoen, Kanittha Chompuvised

Abstract:

In this work, we solve multipoint boundary value problems where the boundary value conditions are equations using the Newton-Broyden Shooting method (NBSM).The proposed method is tested upon several problems from the literature and the results are compared with the available exact solution. The experiments are given to illustrate the efficiency and implementation of the method.

Keywords: Boundary value problem; Multipoint equation boundary value problems, Shooting Method, Newton-Broyden method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1736

Authors: M. F. Patricio, P. M. Rosa

Abstract:

In this paper a class of numerical methods to solve linear and nonlinear PDEs and also systems of PDEs is developed. The Differential Transform method associated with the Method of Lines (MoL) is used. The theory for linear problems is extended to the nonlinear case, and a recurrence relation is established. This method can achieve an arbitrary high-order accuracy in time. A variable stepsize algorithm and some numerical results are also presented.

Keywords: Method of Lines, Differential Transform Method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1702

Authors: Z. Veselý, M. Honner

Abstract:

High power laser – total emissivity method (HPL-TE method) for determination of coatings relative total emissivity dependent on the temperature is introduced. Method principle, experimental and evaluation parts of the method are described. Computer model of HPL-TE method is employed to perform the sensitivity analysis of the effect of method parameters on the sample surface temperature in the positions where the surface temperature and radiation heat flux are measured.

Keywords: High temperature laser testing, measurement ofthermal properties, emissivity, coatings.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1290

Authors: Ibrahim Abu-Alshaikh

Abstract:

In this study, a new root-finding method for solving nonlinear equations is proposed. This method requires two starting values that do not necessarily bracketing a root. However, when the starting values are selected to be close to a root, the proposed method converges to the root quicker than the secant method. Another advantage over all iterative methods is that; the proposed method usually converges to two distinct roots when the given function has more than one root, that is, the odd iterations of this new technique converge to a root and the even iterations converge to another root. Some numerical examples, including a sine-polynomial equation, are solved by using the proposed method and compared with results obtained by the secant method; perfect agreements are found.

Keywords: Iterative method, root-finding method, sine-polynomial equations, nonlinear equations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1639

Authors: N. M. Kamoh, M. C. Soomiyol

Abstract:

In this work, a five step continuous method for the solution of third order ordinary differential equations was developed in block form using collocation and interpolation techniques of the shifted Legendre polynomial basis function. The method was found to be zero-stable, consistent and convergent. The application of the method in solving third order initial value problem of ordinary differential equations revealed that the method compared favorably with existing methods.

Keywords: Shifted Legendre polynomials, third order block method, discrete method, convergent.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 602

Authors: Wenlong Liu, Yucheng Liu

Abstract:

This paper introduces the application of seismic wave method in earthquake prediction and early estimation. The advantages of the seismic wave method over the traditional earthquake prediction method are demonstrated. An example is presented in this study to show the accuracy and efficiency of using the seismic wave method in predicting a medium-sized earthquake swarm occurred in Wencheng, Zhejiang, China. By applying this method, correct predictions were made on the day after this earthquake swarm started and the day the maximum earthquake occurred, which provided scientific bases for governmental decision-making.

Keywords: earthquake prediction, earthquake swarm, seismicactivity method, seismic wave method, Wencheng earthquake

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1605

Authors: Foad Saadi, M. Jalali Azizpour, S.A. Zahedi

Abstract:

The objective of this paper is to present a comparative study of Homotopy Perturbation Method (HPM), Variational Iteration Method (VIM) and Homotopy Analysis Method (HAM) for the semi analytical solution of Kortweg-de Vries (KdV) type equation called KdV. The study have been highlighted the efficiency and capability of aforementioned methods in solving these nonlinear problems which has been arisen from a number of important physical phenomenon.

Keywords: Variational Iteration Method (VIM), HomotopyPerturbation Method (HPM), Homotopy Analysis Method (HAM), KdV Equation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2319

Authors: Guangbin Wang, Deyu Sun, Fuping Tan

Abstract:

In this paper, we present new preconditioned modified accelerated overrelaxation (MAOR) method for solving linear systems. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the preconditioned MAOR method converges faster than the MAOR method whenever the MAOR method is convergent. Finally, we give one numerical example to confirm our theoretical results.

Keywords: preconditioned, MAOR method, linear system, convergence, comparison.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1544

Authors: Marrick Neri, Esmeraldo Ronnie Rey Zara

Abstract:

In this paper, we apply a semismooth active set method to image inpainting. The method exploits primal and dual features of a proposed regularized total variation model, following after the technique presented in [4]. Numerical results show that the method is fast and efficient in inpainting sufficiently thin domains.

Keywords: Active set method, image inpainting, total variation model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1743

Authors: Fatemeh Panjeh Ali Beik

Abstract:

In the present work, we propose a new method for solving the matrix equation AXB=F . The new method can be considered as a generalized form of the well-known global full orthogonalization method (Gl-FOM) for solving multiple linear systems. Hence, the method will be called extended Gl-FOM (EGl- FOM). For implementing EGl-FOM, generalized forms of block Krylov subspace and global Arnoldi process are presented. Finally, some numerical experiments are given to illustrate the efficiency of our new method.

Keywords: Matrix equations, Iterative methods, Block Krylovsubspace methods.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1931