Search results for: gradient descent.

Authors: M. Beisenbi, A. Sagymbay, S. Beisembina, A. Satpayeva

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In this paper, the problem of unstable and deterministic chaotic processes in control systems is considered. The synthesis of a control system in the class of two-parameter structurally stable mappings is demonstrated. This is realized via the gradient-velocity method of Lyapunov vector functions. It is shown that the gradient-velocity method of Lyapunov vector functions allows generating an aperiodic robust stable system with the desired characteristics. A simple solution to the problem of synthesis of control systems for unstable and deterministic chaotic processes is obtained. Moreover, it is applicable for complex systems.

Keywords: Control system synthesis, deterministic chaotic processes, Lyapunov vector function, robust stability, structurally stable mappings.

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Authors: Maatoug Hassine, Mourad Hrizi

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In this paper, we consider a geometric inverse source problem for the heat equation with Dirichlet and Neumann boundary data. We will reconstruct the exact form of the unknown source term from additional boundary conditions. Our motivation is to detect the location, the size and the shape of source support. We present a one-shot algorithm based on the Kohn-Vogelius formulation and the topological gradient method. The geometric inverse source problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a source function. Then, we present a non-iterative numerical method for the geometric reconstruction of the source term with unknown support using a level curve of the topological gradient. Finally, we give several examples to show the viability of our presented method.

Keywords: Geometric inverse source problem, heat equation, topological sensitivity, topological optimization, Kohn-Vogelius formulation.

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Authors: Chiung-Yun Chang, Po-Chou Chen, Jiun-Shiang Tzeng, Ka-Wai Mac, Chia-Chi Hsiao, Jo-Chi Jao

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This study was aimed to measure effective transverse relaxation rates (R2*) in the liver and muscle of normal New Zealand White (NZW) rabbits. R2* relaxation rate has been widely used in various hepatic diseases for iron overload by quantifying iron contents in liver. R2* relaxation rate is defined as the reciprocal of T2* relaxation time and mainly depends on the constituents of tissue. Different tissues would have different R2* relaxation rates. The signal intensity decay in Magnetic resonance imaging (MRI) may be characterized by R2* relaxation rates. In this study, a 1.5T GE Signa HDxt whole body MR scanner equipped with an 8-channel high resolution knee coil was used to observe R2* values in NZW rabbit’s liver and muscle. Eight healthy NZW rabbits weighted 2 ~ 2.5 kg were recruited. After anesthesia using Zoletil 50 and Rompun 2% mixture, the abdomen of rabbit was landmarked at the center of knee coil to perform 3-plane localizer scan using fast spoiled gradient echo (FSPGR) pulse sequence. Afterwards, multi-planar fast gradient echo (MFGR) scans were performed with 8 various echo times (TEs) to acquire images for R2* measurements. Regions of interest (ROIs) at liver and muscle were measured using Advantage workstation. Finally, the R2* was obtained by a linear regression of ln(sı) on TE. The results showed that the longer the echo time, the smaller the signal intensity. The R2* values of liver and muscle were 44.8 ± 10.9 s-1 and 37.4 ± 9.5 s-1, respectively. It implies that the iron concentration of liver is higher than that of muscle. In conclusion, the more the iron contents in tissue, the higher the R2*. The correlations between R2* and iron content in NZW rabbits might be valuable for further exploration.

Keywords: Liver, MRI, multi-planar fast gradient echo, muscle, R2* relaxation rate.

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Authors: Nosheen Zareen Khan, Abdul Majeed Siddiqui, Muhammad Afzal Rana

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The steady flow of a second order fluid through constricted tube with slip velocity at wall is modeled and analyzed theoretically. The governing equations are simplified by implying no slip in radial direction. Based on Karman Pohlhausen procedure polynomial solution for axial velocity profile is presented. Expressions for pressure gradient, shear stress, separation and reattachment points, and radial velocity are also calculated. The effect of slip and no slip velocity on magnitude velocity, shear stress, and pressure gradient are discussed and depicted graphically. It is noted that when Reynolds number increases magnitude velocity of the fluid decreases in both slip and no slip conditions. It is also found that the wall shear stress, separation, and reattachment points are strongly affected by Reynolds number.

Keywords: Approximate solution, constricted tube, non-Newtonian fluids, Reynolds number.

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Authors: M. Baryshev, D.Vainauska, S. Kozireva, A.Karpovs

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Liposomal magnetofection is the most powerful nonviral method for the nucleic acid delivery into the cultured cancer cells and widely used for in vitro applications. Use of the static magnetic field condition may result in non-uniform distribution of aggregate complexes on the surface of cultured cells. To prevent this, we developed the new device which allows to concentrate aggregate complexes under dynamic magnetic field, assisting more contact of these complexes with cellular membrane and, possibly, stimulating endocytosis. Newly developed device for magnetofection under dynamic gradient magnetic field, “DynaFECTOR", was used to compare transfection efficiency of human liver hepatocellular carcinoma cell line HepG2 with that obtained by lipofection and magnetofection. The effect of two parameters on transfection efficiency, incubation time under dynamic magnetic field and rotation frequency of magnet, was estimated. Liposomal magnetofection under dynamic gradient magnetic field showed the highest transfection efficiency for HepG2 cells.

Keywords: Dynamic magnetic field, Lipofection, Magnetofection

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Authors: Y. T. Tsai, Jin H. Huang

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The sound pressure level (SPL) of the moving-coil loudspeaker (MCL) is often simulated and analyzed using the lumped parameter model. However, the SPL of a MCL cannot be simulated precisely in the high frequency region, because the value of cone effective area is changed due to the geometry variation in different mode shapes, it is also related to affect the acoustic radiation mass and resistance. Herein, the paper presents the inverse method which has a high ability to measure the value of cone effective area in various frequency points, also can estimate the MCL electroacoustic parameters simultaneously. The proposed inverse method comprises the direct problem, adjoint problem, and sensitivity problem in collaboration with nonlinear conjugate gradient method. Estimated values from the inverse method are validated experimentally which compared with the measured SPL curve result. Results presented in this paper not only improve the accuracy of lumped parameter model but also provide the valuable information on loudspeaker cone design.

Keywords: Inverse problem, cone effective area, loudspeaker, nonlinear conjugate gradient method.

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Authors: Lae-Jeong Park, Jung-Ho Moon

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People detection from images has a variety of applications such as video surveillance and driver assistance system, but is still a challenging task and more difficult in crowded environments such as shopping malls in which occlusion of lower parts of human body often occurs. Lack of the full-body information requires more effective features than common features such as HOG. In this paper, new features are introduced that exploits global self-symmetry (GSS) characteristic in head-shoulder patterns. The features encode the similarity or difference of color histograms and oriented gradient histograms between two vertically symmetric blocks. The domain-specific features are rapid to compute from the integral images in Viola-Jones cascade-of-rejecters framework. The proposed features are evaluated with our own head-shoulder dataset that, in part, consists of a well-known INRIA pedestrian dataset. Experimental results show that the GSS features are effective in reduction of false alarmsmarginally and the gradient GSS features are preferred more often than the color GSS ones in the feature selection.

Keywords: Pedestrian detection, cascade of rejecters, feature extraction, self-symmetry, HOG.

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Authors: Ali Ghiaseddin , Akram Nemati

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In a pilot plant scale of a fluidized bed reactor, a reduction reaction of sodium sulfate by natural gas has been investigated. Natural gas is applied in this study as a reductant. Feed density, feed mass flow rate, natural gas and air flow rate (independent parameters)and temperature of bed and CO concentration in inlet and outlet of reactor (dependent parameters) were monitored and recorded at steady state. The residence time was adjusted close to value of traditional reaction [1]. An artificial neural network (ANN) was established to study dependency of yield and carbon gradient on operating parameters. Resultant 97% accuracy of applied ANN is a good prove that natural gas can be used as a reducing agent. Predicted ANN model for relation between other sources carbon gradient (accuracy 74%) indicates there is not a meaningful relation between other sources carbon variation and reduction process which means carbon in granule does not have significant effect on the reaction yield.

Keywords: reduction by natural gas, fluidized bed, sulfate, sulfide, artificial neural network

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Authors: Sin J. Chen, Jyh J. Chen

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This study describes a micro device integrated with multi-chamber for polymerase chain reaction (PCR) with different annealing temperatures. The device consists of the reaction polydimethylsiloxane (PDMS) chip, a cover glass chip, and is equipped with cartridge heaters, fans, and thermocouples for temperature control. In this prototype, commercial software is utilized to determine the geometric and operational parameters those are responsible for creating the denaturation, annealing, and extension temperatures within the chip. Two cartridge heaters are placed at two sides of the chip and maintained at two different temperatures to achieve a thermal gradient on the chip during the annealing step. The temperatures on the chip surface are measured via an infrared imager. Some thermocouples inserted into the reaction chambers are used to obtain the transient temperature profiles of the reaction chambers during several thermal cycles. The experimental temperatures compared to the simulated results show a similar trend. This work should be interesting to persons involved in the high-temperature based reactions and genomics or cell analysis.

Keywords: Polymerase chain reaction, thermal cycles, temperature gradient, micro-fabrication.

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Authors: Xi Pei, Ruifen Cao, Hui Liu, Chufeng Jin, Mengyun Cheng, Huaqing Zheng, Yican Wu, FDS Team

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In intensity modulated radiation therapy (IMRT) treatment planning, beam angles are usually preselected on the basis of experience and intuition. Therefore, getting an appropriate beam configuration needs a very long time. Based on the present situation, the paper puts forward beam orientation optimization using ant colony optimization (ACO). We use ant colony optimization to select the beam configurations, after getting the beam configuration using Conjugate Gradient (CG) algorithm to optimize the intensity profiles. Combining with the information of the effect of pencil beam, we can get the global optimal solution accelerating. In order to verify the feasibility of the presented method, a simulated and clinical case was tested, compared with dose-volume histogram and isodose line between target area and organ at risk. The results showed that the effect was improved after optimizing beam configurations. The optimization approach could make treatment planning meet clinical requirements more efficiently, so it had extensive application perspective.

Keywords: intensity modulated radiation therapy, ant colonyoptimization, Conjugate Gradient algorithm

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Authors: Z. Mortezaie, H. Hassanpour, S. Asadi Amiri

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Captured images may suffer from Gaussian blur due to poor lens focus or camera motion. Unsharp masking is a simple and effective technique to boost the image contrast and to improve digital images suffering from Gaussian blur. The technique is based on sharpening object edges by appending the scaled high-frequency components of the image to the original. The quality of the enhanced image is highly dependent on the characteristics of both the high-frequency components and the scaling/gain factor. Since the quality of an image may not be the same throughout, we propose an adaptive unsharp masking method in this paper. In this method, the gain factor is computed, considering the gradient variations, for individual pixels of the image. Subjective and objective image quality assessments are used to compare the performance of the proposed method both with the classic and the recently developed unsharp masking methods. The experimental results show that the proposed method has a better performance in comparison to the other existing methods.

Keywords: Unsharp masking, blur image, sub-region gradient, image enhancement.

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Authors: Yuan Zheng

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3D model-based vehicle matching provides a new way for vehicle recognition, localization and tracking. Its key is to construct an evaluation function, also called fitness function, to measure the degree of vehicle matching. The existing fitness functions often poorly perform when the clutter and occlusion exist in traffic scenarios. In this paper, we present a practical and efficient fitness function. Unlike the existing evaluation functions, the proposed fitness function is to study the vehicle matching problem from both local and global perspectives, which exploits the pixel gradient information as well as the silhouette information. In view of the discrepancy between 3D vehicle model and real vehicle, a weighting strategy is introduced to differently treat the fitting of the model’s wireframes. Additionally, a normalization operation for the model’s projection is performed to improve the accuracy of the matching. Experimental results on real traffic videos reveal that the proposed fitness function is efficient and robust to the cluttered background and partial occlusion.

Keywords: 3D-2D matching, fitness function, 3D vehicle model, local image gradient, silhouette information.

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Authors: Abdulrahman S. Abduljalil, Zhibin Yu, Artur J. Jaworski, Lei Shi

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In a travelling wave thermoacoustic device, the regenerator sandwiched between a pair of (hot and cold) heat exchangers constitutes the so-called thermoacoustic core, where the thermoacoustic energy conversion from heat to acoustic power takes place. The temperature gradient along the regenerator caused by the two heat exchangers excites and maintains the acoustic wave in the resonator. The devices are called travelling wave thermoacoustic systems because the phase angle difference between the pressure and velocity oscillation is close to zero in the regenerator. This paper presents the construction and testing of a thermoacoustic engine equipped with a ceramic regenerator, made from a ceramic material that is usually used as catalyst substrate in vehicles- exhaust systems, with fine square channels (900 cells per square inch). The testing includes the onset temperature difference (minimum temperature difference required to start the acoustic oscillation in an engine), the acoustic power output, thermal efficiency and the temperature profile along the regenerator.

Keywords: Regenerator, Temperature gradient, Thermoacoustic, Travelling-wave.

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Authors: Sagir M. Yusuf, Chris Baber

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In this paper, we describe how to achieve knowledge understanding and prediction (Situation Awareness (SA)) for multiple-agents conducting searching activity using Bayesian inferential reasoning and learning. Bayesian Belief Network was used to monitor agents' knowledge about their environment, and cases are recorded for the network training using expectation-maximisation or gradient descent algorithm. The well trained network will be used for decision making and environmental situation prediction. Forest fire searching by multiple UAVs was the use case. UAVs are tasked to explore a forest and find a fire for urgent actions by the fire wardens. The paper focused on two problems: (i) effective agents’ path planning strategy and (ii) knowledge understanding and prediction (SA). The path planning problem by inspiring animal mode of foraging using Lévy distribution augmented with Bayesian reasoning was fully described in this paper. Results proof that the Lévy flight strategy performs better than the previous fixed-pattern (e.g., parallel sweeps) approaches in terms of energy and time utilisation. We also introduced a waypoint assessment strategy called k-previous waypoints assessment. It improves the performance of the ordinary levy flight by saving agent’s resources and mission time through redundant search avoidance. The agents (UAVs) are to report their mission knowledge at the central server for interpretation and prediction purposes. Bayesian reasoning and learning were used for the SA and results proof effectiveness in different environments scenario in terms of prediction and effective knowledge representation. The prediction accuracy was measured using learning error rate, logarithm loss, and Brier score and the result proves that little agents mission that can be used for prediction within the same or different environment. Finally, we described a situation-based knowledge visualization and prediction technique for heterogeneous multi-UAV mission. While this paper proves linkage of Bayesian reasoning and learning with SA and effective searching strategy, future works is focusing on simplifying the architecture.

Keywords: Lèvy flight, situation awareness, multi-agent system, multi-robot coordination, autonomous system, swarm intelligence.

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Authors: Varun Joshi, Manish K. Rathod

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The latent heat thermal energy storage system is a thrust area of research due to exuberant thermal energy storage potential. The thermal performance of PCM is significantly augmented by installation of the high thermal conductivity fins. The objective of the present study is to obtain optimum size and location of the fins to enhance diffusion heat transfer without altering overall melting time. Hence, the constructal theory is employed to eliminate, resize, and re-position the fins. A numerical code based on conjugate heat transfer coupled enthalpy porosity approached is developed to solve Navier-Stoke and energy equation.The numerical results show that the constructal fin design has enhanced the thermal performance along with the increase in the overall volume of PCM when compared to conventional. The overall volume of PCM is found to be increased by half of total of volume of fins. The elimination and repositioning the fins at high temperature gradient from low temperature gradient is found to be vital.

Keywords: Constructal theory, enthalpy porosity approach, phase change materials, fins.

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Authors: U. Amin, A. Talib, S. A. Qureshi, M. J. Hossain, G. Ahmad

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The choice evaluation between oil-immersed and dry-type transformers is often controlled by cost, location, and application. This paper compares the electrical performance of liquid- filled and dry-type transformers, which will assist the customer to choose the right and efficient ones for particular applications. An accurate assessment of the time-average flux density, electric field intensity and voltage distribution in an oil-insulated and a dry-type transformer have been computed and investigated. The detailed transformer modeling and analysis has been carried out to determine electrical parameter distributions. The models of oil-immersed and dry-type transformers are developed and solved by using the finite element method (FEM) to compare the electrical parameters. The effects of non-uniform and non-coherent voltage gradient, flux density and electric field distribution on the power losses and insulation properties of transformers are studied in detail. The results show that, for the same voltage and kilo-volt-ampere (kVA) rating, oil-immersed transformers have better insulation properties and less hysteresis losses than the dry-type.

Keywords: Finite element method, flux density, transformer, voltage gradient.

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Authors: A. Majid Bahari, Kourosh Hejazi

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Different variants for buoyancy-affected terms in k-ε turbulence model have been utilized to predict the flow parameters more accurately, and investigate applicability of alternative k-ε turbulence buoyant closures in numerical simulation of a horizontal gravity current. The additional non-isotropic turbulent stress due to buoyancy has been considered in production term, based on Algebraic Stress Model (ASM). In order to account for turbulent scalar fluxes, general gradient diffusion hypothesis has been used along with Boussinesq gradient diffusion hypothesis with a variable turbulent Schmidt number and additional empirical constant c3ε.To simulate buoyant flow domain a 2D vertical numerical model (WISE, Width Integrated Stratified Environments), based on Reynolds- Averaged Navier-Stokes (RANS) equations, has been deployed and the model has been further developed for different k-ε turbulence closures. Results are compared against measured laboratory values of a saline gravity current to explore the efficient turbulence model.

Keywords: Buoyant flows, Buoyant k-ε turbulence model, saline gravity current.

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Authors: Farshad Zeinali, Sajedeh Norouzi, Nader Mokari, Eduard A. Jorswieck

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The capacity of fifth-generation (5G)vehicle-to-everything (V2X) networks poses significant challenges.To address this challenge, this paper utilizes New Radio (NR) and New Radio Unlicensed (NR-U) networks to develop a vehicular heterogeneous network (HetNet). We propose a framework, named joint BS assignment and resource allocation (JBSRA) for mobile V2X users and also consider coexistence schemes based on flexible duty cycle (DC) mechanism for unlicensed bands. Our objective is to maximize the average throughput of vehicles, while guarantying the WiFi users throughput. In simulations based on deep reinforcement learning (DRL) algorithms such as deep deterministic policy gradient (DDPG) and deep Q network (DQN), our proposed framework outperforms existing solutions that rely on fixed DC or schemes without consideration of unlicensed bands.

Keywords: Vehicle-to-everything, resource allocation, BS assignment, new radio, new radio unlicensed, coexistence NR-U and WiFi, deep deterministic policy gradient, Deep Q-network, Duty cycle mechanism.

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Authors: S. Piramu Kailasam

Abstract:

This study is expected to compress true color image with compression algorithms in color spaces to provide high compression rates. The need of high compression ratio is to improve storage space. Alternative aim is to rank compression algorithms in a suitable color space. The dataset is sequence of true color images with size 128 x 128. HAAR Wavelet is one of the famous wavelet transforms, has great potential and maintains image quality of color images. HAAR wavelet Transform using Set Partitioning in Hierarchical Trees (SPIHT) algorithm with different color spaces framework is applied to compress sequence of images with angles. Embedded Zerotrees of Wavelet (EZW) is a powerful standard method to sequence data. Hence the proposed compression frame work of HAAR wavelet, xyz color space, morphological gradient and applied image with EZW compression, obtained improvement to other methods, in terms of Compression Ratio, Mean Square Error, Peak Signal Noise Ratio and Bits Per Pixel quality measures.

Keywords: Color Spaces, HAAR Wavelet, Morphological Gradient, Embedded Zerotrees Wavelet Compression.

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Authors: Lenka Techniková, Maroš Tunák, Jiří Janáček

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This work deals with the determination and comparison of pill patterns in 2 sets of fabric samples which differ in way of pill creation. The first set contains fabric samples with the pills created by simulation on a Martindale abrasion machine, while pills in the second set originated during normal wearing and maintenance. The goal of the study is to determine whether the pattern of the fabric pills created by simulation is the same as the pattern of naturally occurring pills. The system of determination and comparison of the pills is based on image processing and spatial data analysis tools. Firstly, 3D reconstruction of the fabric surfaces with the pills is realized with using a gradient fields method. The gradient fields method creates a 3D fabric surface from a set of 4 images. Thereafter, the pills are detected in 3D fabric surfaces using image-processing tools in the MATLAB software. Determination and comparison of the pills patterns of two sets of fabric samples is based on spatial data analysis using tools in R software.

Keywords: 3D reconstruction of the surface, image analysis tools, distribution of the pills, spatial data analysis tools.

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Authors: A. R. Shahani, E. Mahdavi, M. Amidpour

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Hydrogen diffusion is the main problem for corrosion fatigue in corrosive environment. In order to analyze the phenomenon, it is needed to understand their behaviors specially the hydrogen behavior during the diffusion. So, Hydrogen embrittlement and prediction its behavior as a main corrosive part of the fractions, needed to solve combinations of different equations mathematically. The main point to obtain the equation, having knowledge about the source of causing diffusion and running the atoms into materials, called driving force. This is produced by either gradient of electrical or chemical potential. In this work, we consider the gradient of chemical potential to obtain the property equation. In diffusion of atoms, some of them may be trapped but, it could be ignorable in some conditions. According to the phenomenon of hydrogen embrittlement, the thermodynamic and chemical properties of hydrogen are considered to justify and relate them to fracture mechanics. It is very important to get a stress intensity factor by using fugacity as a property of hydrogen or other gases. Although, the diffusive behavior and embrittlement event are common and the same for other gases but, for making it more clear, we describe it for hydrogen. This considering on the definite gas and describing it helps us to understand better the importance of this relation.

Keywords: Hydrogen embrittlement, Fracture mechanics, Thermodynamic, Stress intensity factor.

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Authors: A. Basu, A. A. Purohit, M. M. Vaidya, M. D. Kudale

Abstract:

Mumbai, being traditionally the epicenter of India's trade and commerce, the existing major ports such as Mumbai and Jawaharlal Nehru Ports (JN) situated in Thane estuary are also developing its waterfront facilities. Various developments over the passage of decades in this region have changed the tidal flux entering/leaving the estuary. The intake at Pir-Pau is facing the problem of shortage of water in view of advancement of shoreline, while jetty near Ulwe faces the problem of ship scheduling due to existence of shallower depths between JN Port and Ulwe Bunder. In order to solve these problems, it is inevitable to have information about tide levels over a long duration by field measurements. However, field measurement is a tedious and costly affair; application of artificial intelligence was used to predict water levels by training the network for the measured tide data for one lunar tidal cycle. The application of two layered feed forward Artificial Neural Network (ANN) with back-propagation training algorithms such as Gradient Descent (GD) and Levenberg-Marquardt (LM) was used to predict the yearly tide levels at waterfront structures namely at Ulwe Bunder and Pir-Pau. The tide data collected at Apollo Bunder, Ulwe, and Vashi for a period of lunar tidal cycle (2013) was used to train, validate and test the neural networks. These trained networks having high co-relation coefficients (R= 0.998) were used to predict the tide at Ulwe, and Vashi for its verification with the measured tide for the year 2000 & 2013. The results indicate that the predicted tide levels by ANN give reasonably accurate estimation of tide. Hence, the trained network is used to predict the yearly tide data (2015) for Ulwe. Subsequently, the yearly tide data (2015) at Pir-Pau was predicted by using the neural network which was trained with the help of measured tide data (2000) of Apollo and Pir-Pau. The analysis of measured data and study reveals that: The measured tidal data at Pir-Pau, Vashi and Ulwe indicate that there is maximum amplification of tide by about 10-20 cm with a phase lag of 10-20 minutes with reference to the tide at Apollo Bunder (Mumbai). LM training algorithm is faster than GD and with increase in number of neurons in hidden layer and the performance of the network increases. The predicted tide levels by ANN at Pir-Pau and Ulwe provides valuable information about the occurrence of high and low water levels to plan the operation of pumping at Pir-Pau and improve ship schedule at Ulwe.

Keywords: Artificial neural network, back-propagation, tide data, training algorithm.

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Authors: Masamitsu Chikaraishi, Mutsuto Kawahara

Abstract:

This paper focuses on a technique for identifying the geological boundary of the ground strata in front of a tunnel excavation site using the first order adjoint method based on the optimal control theory. The geological boundary is defined as the boundary which is different layers of elastic modulus. At tunnel excavations, it is important to presume the ground situation ahead of the cutting face beforehand. Excavating into weak strata or fault fracture zones may cause extension of the construction work and human suffering. A theory for determining the geological boundary of the ground in a numerical manner is investigated, employing excavating blasts and its vibration waves as the observation references. According to the optimal control theory, the performance function described by the square sum of the residuals between computed and observed velocities is minimized. The boundary layer is determined by minimizing the performance function. The elastic analysis governed by the Navier equation is carried out, assuming the ground as an elastic body with linear viscous damping. To identify the boundary, the gradient of the performance function with respect to the geological boundary can be calculated using the adjoint equation. The weighed gradient method is effectively applied to the minimization algorithm. To solve the governing and adjoint equations, the Galerkin finite element method and the average acceleration method are employed for the spatial and temporal discretizations, respectively. Based on the method presented in this paper, the different boundary of three strata can be identified. For the numerical studies, the Suemune tunnel excavation site is employed. At first, the blasting force is identified in order to perform the accuracy improvement of analysis. We identify the geological boundary after the estimation of blasting force. With this identification procedure, the numerical analysis results which almost correspond with the observation data were provided.

Keywords: Parameter identification, finite element method, average acceleration method, first order adjoint equation method, weighted gradient method, geological boundary, navier equation, optimal control theory.

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Authors: Min Sun, Jing Liu

Abstract:

In this article, a new inexact alternating direction method(ADM) is proposed for solving a class of variational inequality problems. At each iteration, the new method firstly solves the resulting subproblems of ADM approximately to generate an temporal point ˜xk, and then the multiplier yk is updated to get the new iterate yk+1. In order to get xk+1, we adopt a new descent direction which is simple compared with the existing prediction-correction type ADMs. For the inexact ADM, the resulting proximal subproblem has closedform solution when the proximal parameter and inexact term are chosen appropriately. We show the efficiency of the inexact ADM numerically by some preliminary numerical experiments.

Keywords: variational inequality problems, alternating direction method, global convergence

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Authors: Taylan Kabbani, Ekrem Duman

Abstract:

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining  the financial assets price ”prediction” step and the ”allocation” step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with its environment to make optimal decisions through trial and error. This work represents a DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem as a Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. We then solved the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm and achieved a 2.68 Sharpe ratio on the test dataset. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of DRL in financial markets over other types of machine learning and proves its credibility and advantages of strategic decision-making.

Keywords: Autonomous agent, deep reinforcement learning, MDP, sentiment analysis, stock market, technical indicators, twin delayed deep deterministic policy gradient.

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Authors: Anis S. Shuib, Peter R. Hoskins, William J. Easson

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Cardiovascular diseases, principally atherosclerosis, are responsible for 30% of world deaths. Atherosclerosis is due to the formation of plaque. The fatty plaque may be at risk of rupture, leading typically to stroke and heart attack. The plaque is usually associated with a high degree of lumen reduction, called a stenosis.It is increasingly recognized that the initiation and progression of disease and the occurrence of clinical events is a complex interplay between the local biomechanical environment and the local vascular biology. The aim of this study is to investigate the flow behavior through a stenosed artery. A physical experiment was performed using an artery model and blood analogue fluid. An axisymmetric model constructed consists of contraction and expansion region that follow a mathematical form of cosine function. A 30% diameter reduction was used in this study. The flow field was measured using particle image velocimetry (PIV). Spherical particles with 20μm diameter were seeded in a water-glycerol-NaCl mixture. Steady flow Reynolds numbers are 250. The area of interest is the region after the stenosis where the flow separation occurs. The velocity field was measured and the velocity gradient was investigated. There was high particle concentration in the recirculation zone. High velocity gradient formed immediately after the stenosis throat created a lift force that enhanced particle migration to the flow separation area.

Keywords: Stenosis artery, Biofluid mechanics, PIV

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Authors: Shyam S.N. Perera

Abstract:

The optimal control problem for the viscoelastic melt spinning process has not been reported yet in the literature. In this study, an optimal control problem for a mathematical model of a viscoelastic melt spinning process is considered. Maxwell-Oldroyd model is used to describe the rheology of the polymeric material, the fiber is made of. The extrusion velocity of the polymer at the spinneret as well as the velocity and the temperature of the quench air and the fiber length serve as control variables. A constrained optimization problem is derived and the first–order optimality system is set up to obtain the adjoint equations. Numerical solutions are carried out using a steepest descent algorithm. A computer program in MATLAB is developed for simulations.

Keywords: Fiber spinning, Maxwell-Oldroyd, Optimal control, First-order optimality system, Adjoint system

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Authors: Yoichi Hikino, Mutsuto Kawahara

Abstract:

The purpose of this study is to derive optimal shapes of a body located in viscous flows by the finite element method using the acoustic velocity and the four-step explicit scheme. The formulation is based on an optimal control theory in which a performance function of the fluid force is introduced. The performance function should be minimized satisfying the state equation. This problem can be transformed into the minimization problem without constraint conditions by using the adjoint equation with adjoint variables corresponding to the state equation. The performance function is defined by the drag and lift forces acting on the body. The weighted gradient method is applied as a minimization technique, the Galerkin finite element method is used as a spatial discretization and the four-step explicit scheme is used as a temporal discretization to solve the state equation and the adjoint equation. As the interpolation, the orthogonal basis bubble function for velocity and the linear function for pressure are employed. In case that the orthogonal basis bubble function is used, the mass matrix can be diagonalized without any artificial centralization. The shape optimization is performed by the presented method.

Keywords: Shape Optimization, Optimal Control Theory, Finite Element Method, Weighted Gradient Method, Fluid Force, Orthogonal Basis Bubble Function, Four-step Explicit Scheme, Acoustic Velocity.

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Authors: Dali Zhang, Baoqun Yin, Hongsheng Xi

Abstract:

In this paper, we propose a single sample path based algorithm with state aggregation to optimize the average rewards of singularly perturbed Markov reward processes (SPMRPs) with a large scale state spaces. It is assumed that such a reward process depend on a set of parameters. Differing from the other kinds of Markov chain, SPMRPs have their own hierarchical structure. Based on this special structure, our algorithm can alleviate the load in the optimization for performance. Moreover, our method can be applied on line because of its evolution with the sample path simulated. Compared with the original algorithm applied on these problems of general MRPs, a new gradient formula for average reward performance metric in SPMRPs is brought in, which will be proved in Appendix, and then based on these gradients, the schedule of the iteration algorithm is presented, which is based on a single sample path, and eventually a special case in which parameters only dominate the disturbance matrices will be analyzed, and a precise comparison with be displayed between our algorithm with the old ones which is aim to solve these problems in general Markov reward processes. When applied in SPMRPs, our method will approach a fast pace in these cases. Furthermore, to illustrate the practical value of SPMRPs, a simple example in multiple programming in computer systems will be listed and simulated. Corresponding to some practical model, physical meanings of SPMRPs in networks of queues will be clarified.

Keywords: Singularly perturbed Markov processes, Gradient of average reward, Differential reward, State aggregation, Perturbed close network.

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Authors: K. Uma Maheswari, S. Sathiyamoorthy, G. Lakshmi

Abstract:

Diffuse Optical Tomography (DOT) is a non-invasive imaging modality used in clinical diagnosis for earlier detection of carcinoma cells in brain tissue. It is a form of optical tomography which produces gives the reconstructed image of a human soft tissue with by using near-infra-red light. It comprises of two steps called forward model and inverse model. The forward model provides the light propagation in a biological medium. The inverse model uses the scattered light to collect the optical parameters of human tissue. DOT suffers from severe ill-posedness due to its incomplete measurement data. So the accurate analysis of this modality is very complicated. To overcome this problem, optical properties of the soft tissue such as absorption coefficient, scattering coefficient, optical flux are processed by the standard regularization technique called Levenberg - Marquardt regularization. The reconstruction algorithms such as Split Bregman and Gradient projection for sparse reconstruction (GPSR) methods are used to reconstruct the image of a human soft tissue for tumour detection. Among these algorithms, Split Bregman method provides better performance than GPSR algorithm. The parameters such as signal to noise ratio (SNR), contrast to noise ratio (CNR), relative error (RE) and CPU time for reconstructing images are analyzed to get a better performance.

Keywords: Diffuse optical tomography, ill-posedness, Levenberg Marquardt method, Split Bregman, the Gradient projection for sparse reconstruction.

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