Abstract: One of the major challenges faced in solving initial and boundary problems is how to find approximate solutions with minimal deviation from the exact solution without so much rigor and complications. The Taylor series method provides a simple way of obtaining an infinite series which converges to the exact solution for initial value problems and this method of solution is somewhat limited for a two point boundary problem since the infinite series has to be truncated to include the boundary conditions. In this paper, the Ying Buzu Shu algorithm is used to solve a two point boundary nonlinear diffusion problem for the fourth and sixth order solution and compare their relative error and rate of convergence to the exact solution.
Abstract: Digital innovation has played a crucial role in managing smart transportation. For this, big trajectory data collected from trav-eling vehicles, such as taxis through installed global positioning sys-tem (GPS)-enabled devices can be utilized. It offers an unprecedented opportunity to trace the movements of vehicles in fine spatiotemporal granularity. This paper aims to explore big trajectory data to measure the travel efficiency of road networks using the proposed statistical travel efficiency measure (STEM) across an entire city. Further, it identifies the cause of low travel efficiency by proposed least square approximation network-based causality exploration (LANCE). Finally, the resulting data analysis reveals the causes of low travel efficiency, along with the road segments that need to be optimized to improve the traffic conditions and thus minimize the average travel time from given point A to point B in the road network. Obtained results show that our proposed approach outperforms the baseline algorithms for measuring the travel efficiency of the road network.
Abstract: Bayesian approach can be used for parameter identification and extraction in state space models and its ability for analyzing sequence of data in dynamical system is proved in different literatures. In this paper, adaptive Kalman filter with Bayesian approach for identification of variances in measurement parameter noise is developed. Next, it is applied for estimation of the dynamical state and measurement data in discrete linear dynamical system. This algorithm at each step time estimates noise variance in measurement noise and state of system with Kalman filter. Next, approximation is designed at each step separately and consequently sufficient statistics of the state and noise variances are computed with a fixed-point iteration of an adaptive Kalman filter. Different simulations are applied for showing the influence of noise variance in measurement data on algorithm. Firstly, the effect of noise variance and its distribution on detection and identification performance is simulated in Kalman filter without Bayesian formulation. Then, simulation is applied to adaptive Kalman filter with the ability of noise variance tracking in measurement data. In these simulations, the influence of noise distribution of measurement data in each step is estimated, and true variance of data is obtained by algorithm and is compared in different scenarios. Afterwards, one typical modeling of nonlinear state space model with inducing noise measurement is simulated by this approach. Finally, the performance and the important limitations of this algorithm in these simulations are explained.
Abstract: Edgeworth Approximation, Bootstrap and Monte Carlo Simulations have a considerable impact on the achieving certain results related to different problems taken into study. In our paper, we have treated a financial case related to the effect that have the components of a Cash-Flow of one of the most successful businesses in the world, as the financial activity, operational activity and investing activity to the cash and cash equivalents at the end of the three-months period. To have a better view of this case we have created a Vector Autoregression model, and after that we have generated the impulse responses in the terms of Asymptotic Analysis (Edgeworth Approximation), Monte Carlo Simulations and Residual Bootstrap based on the standard errors of every series created. The generated results consisted of the common tendencies for the three methods applied, that consequently verified the advantage of the three methods in the optimization of the model that contains many variants.
Abstract: Edgeworth approximation is one of the most important statistical methods that has a considered contribution in the reduction of the sum of standard deviation of the independent variables’ coefficients in a Quantile Regression Model. This model estimates the conditional median or other quantiles. In this paper, we have applied approximating statistical methods in an economical problem. We have created and generated a quantile regression model to see how the profit gained is connected with the realized sales of the cosmetic products in a real data, taken from a local business. The Linear Regression of the generated profit and the realized sales was not free of autocorrelation and heteroscedasticity, so this is the reason that we have used this model instead of Linear Regression. Our aim is to analyze in more details the relation between the variables taken into study: the profit and the finalized sales and how to minimize the standard errors of the independent variable involved in this study, the level of realized sales. The statistical methods that we have applied in our work are Edgeworth Approximation for Independent and Identical distributed (IID) cases, Bootstrap version of the Model and the Edgeworth approximation for Bootstrap Quantile Regression Model. The graphics and the results that we have presented here identify the best approximating model of our study.
Abstract: The universe of aesthetic perception entails impasses about sensitive divergences that each text or visual object may be subjected to. If approached through intertextuality that is not based on the misleading notion of kinships or similarities a priori admissible, the possibility of anachronistic, heterogeneous - and non-diachronic - assemblies can enhance the emergence of interval movements, intermediate, and conflicting, conducive to a method of reading, interpreting, and assigning meaning that escapes the rigid antinomies of the mere being and non-being of things. In negative, they operate in a relationship built by the lack of an adjusted meaning set by their positive existences, with no remainders; the generated interval becomes the remnant of each of them; it is the opening that obscures the stable positions of each one. Without the negative of absence, of that which is always missing or must be missing in a text, concept, or image made positive by history, nothing is perceived beyond what has been already given. Pairings or binary oppositions cannot lead only to functional syntheses; on the contrary, methodological disturbances accumulated by the approximation of signs and entities can initiate a process of becoming as an opening to an unforeseen other, transformation until a moment when the difficulties of [re]conciliation become the mainstay of a future of that sign/entity, not envisioned a priori. A counter-history can emerge from these unprecedented, misadjusted approaches, beginnings of unassigned injunctions and disjunctions, in short, difficult alliances that open cracks in a supposedly cohesive history, chained in its apparent linearity with no remains, understood as a categorical historical imperative. Interstices are minority fields that, because of their opening, are capable of causing opacity in that which, apparently, presents itself with irreducible clarity. Resulting from an incomplete and maladjusted [at the least dual] marriage between the signs/entities that originate them, this interval may destabilize and cause disorder in these entities and their own meanings. The interstitials offer a hyphenated relationship: a simultaneous union and separation, a spacing between the entity’s identity and its otherness or, alterity. One and the other may no longer be seen without the crack or fissure that now separates them, uniting, by a space-time lapse. Ontological, semantic shifts are caused by this fissure, an absence between one and the other, one with and against the other. Based on an improbable approximation between some conceptual and semantic shifts within the design production of architect Rem Koolhaas and the textual production of the philosopher Jacques Derrida, this article questions the notion of unity, coherence, affinity, and complementarity in the process of construction of thought from these ontological, epistemological, and semiological fissures that rattle the signs/entities and their stable meanings. Fissures in a thought that is considered coherent, cohesive, formatted are the negativity that constitutes the interstices that allow us to move towards what still remains as non-identity, which allows us to begin another story.
Abstract: The goal of option pricing theory is to help the investors
to manage their money, enhance returns and control their financial
future by theoretically valuing their options. However, most of the
option pricing models have no analytical solution. Furthermore,
not all the numerical methods are efficient to solve these models
because they have nonsmoothing payoffs or discontinuous derivatives
at the exercise price. In this paper, we solve the American option
under jump diffusion models by using efficient time-dependent
numerical methods. several techniques are integrated to reduced
the overcome the computational complexity. Fast Fourier Transform
(FFT) algorithm is used as a matrix-vector multiplication solver,
which reduces the complexity from O(M2) into O(M logM).
Partial fraction decomposition technique is applied to rational
approximation schemes to overcome the complexity of inverting
polynomial of matrices. The proposed method is easy to implement
on serial or parallel versions. Numerical results are presented to prove
the accuracy and efficiency of the proposed method.
Abstract: Cold-start is a notoriously difficult problem which
can occur in recommendation systems, and arises when there is
insufficient information to draw inferences for users or items. To
address this challenge, a contextual bandit algorithm – the Fast
Approximate Bayesian Contextual Cold Start Learning algorithm
(FAB-COST) – is proposed, which is designed to provide improved
accuracy compared to the traditionally used Laplace approximation
in the logistic contextual bandit, while controlling both algorithmic
complexity and computational cost. To this end, FAB-COST uses
a combination of two moment projection variational methods:
Expectation Propagation (EP), which performs well at the cold
start, but becomes slow as the amount of data increases; and
Assumed Density Filtering (ADF), which has slower growth of
computational cost with data size but requires more data to obtain an
acceptable level of accuracy. By switching from EP to ADF when
the dataset becomes large, it is able to exploit their complementary
strengths. The empirical justification for FAB-COST is presented, and
systematically compared to other approaches on simulated data. In a
benchmark against the Laplace approximation on real data consisting
of over 670, 000 impressions from autotrader.co.uk, FAB-COST
demonstrates at one point increase of over 16% in user clicks. On
the basis of these results, it is argued that FAB-COST is likely to
be an attractive approach to cold-start recommendation systems in a
variety of contexts.
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.
Abstract: This research presents the first constant approximation
algorithm to the p-median network design problem with multiple
cable types. This problem was addressed with a single cable type and
there is a bifactor approximation algorithm for the problem. To the
best of our knowledge, the algorithm proposed in this paper is the first
constant approximation algorithm for the p-median network design
with multiple cable types. The addressed problem is a combination of
two well studied problems which are p-median problem and network
design problem. The introduced algorithm is a random sampling
approximation algorithm of constant factor which is conceived by
using some random sampling techniques form the literature. It is
based on a redistribution Lemma from the literature and a steiner tree
problem as a subproblem. This algorithm is simple, and it relies on the
notions of random sampling and probability. The proposed approach
gives an approximation solution with one constant ratio without
violating any of the constraints, in contrast to the one proposed in the
literature. This paper provides a (21 + 2)-approximation algorithm
for the p-median network design problem with multiple cable types
using random sampling techniques.
Abstract: In sports, individuals and teams are typically interested
in final rankings. Final results, such as times or distances, dictate
these rankings, also known as places. Places can be further associated
with ordered random variables, commonly referred to as order
statistics. In this work, we introduce a simple, yet accurate order
statistical ordinal regression function that predicts relay race places
with changeover-times. We call this function the Fenton-Wilkinson
Order Statistics model. This model is built on the following educated
assumption: individual leg-times follow log-normal distributions.
Moreover, our key idea is to utilize Fenton-Wilkinson approximations
of changeover-times alongside an estimator for the total number
of teams as in the notorious German tank problem. This original
place regression function is sigmoidal and thus correctly predicts
the existence of a small number of elite teams that significantly
outperform the rest of the teams. Our model also describes how place
increases linearly with changeover-time at the inflection point of the
log-normal distribution function. With real-world data from Jukola
2019, a massive orienteering relay race, the model is shown to be
highly accurate even when the size of the training set is only 5%
of the whole data set. Numerical results also show that our model
exhibits smaller place prediction root-mean-square-errors than linear
regression, mord regression and Gaussian process regression.
Abstract: Unsteady effects of MHD free convection flow past in an infinite vertical plate with heat source in presence of radiation with reference to all critical parameters that appear in field equations are studied in this paper. The governing equations are developed by usual Boussinesq’s approximation. The problem is solved by using perturbation technique. The results are obtained for velocity, temperature, Nusselt number and skin-friction. The effects of magnetic parameter, prandtl number, Grashof number, permeability parameter, heat source/sink parameter and radiation parameter are discussed on flow characteristics and shown by means of graphs and tables.
Abstract: The radial form of nuclear matter distribution, charge and the shape of nuclei are essential properties of nuclei, and hence, are of great attention for several areas of research in nuclear physics. More than last three decades have witnessed a range of experimental means employing leptonic probes (such as muons, electrons etc.) for exploring nuclear charge distributions, whereas the hadronic probes (for example alpha particles, protons, etc.) have been used to investigate the nuclear matter distributions. In this paper, p-9,11Li elastic scattering differential cross sections in the energy range to MeV have been studied by means of Coulomb modified Glauber scattering formalism. By applying the semi-phenomenological Bhagwat-Gambhir-Patil [BGP] nuclear density for loosely bound neutron rich 11Li nucleus, the estimated matter radius is found to be 3.446 fm which is quite large as compared to so known experimental value 3.12 fm. The results of microscopic optical model based calculation by applying Bethe-Brueckner–Hartree–Fock formalism (BHF) have also been compared. It should be noted that in most of phenomenological density model used to reproduce the p-11Li differential elastic scattering cross sections data, the calculated matter radius lies between 2.964 and 3.55 fm. The calculated results with phenomenological BGP model density and with nucleon density calculated in the relativistic mean-field (RMF) reproduces p-9Li and p-11Li experimental data quite nicely as compared to Gaussian- Gaussian or Gaussian-Oscillator densities at all energies under consideration. In the approach described here, no free/adjustable parameter has been employed to reproduce the elastic scattering data as against the well-known optical model based studies that involve at least four to six adjustable parameters to match the experimental data. Calculated reaction cross sections σR for p-11Li at these energies are quite large as compared to estimated values reported by earlier works though so far no experimental studies have been performed to measure it.
Abstract: This study deals with the structural and electronic properties of ternary PdMnGe Half-Heusler alloy using the full potential linearized augmented plane wave (FP-LAPW) method based on the density functional theory (DFT) as implemented in the WIEN2k package, within the framework of generalized gradient approximation (GGA). Structural parameters, total and partial densities of states were also analyzed. The obtained result shows that the studied material is metallic in GGA treatment. The elastic constants (Cij) show that our compound is ductile, stiff and anisotropic.
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.
Abstract: This paper compared the efficiency of Simpson’s 1/3 and 3/8 rules for the numerical solution of first order Volterra integro-differential equations. In developing the solution, collocation approximation method was adopted using the shifted Legendre polynomial as basis function. A block method approach is preferred to the predictor corrector method for being self-starting. Experimental results confirmed that the Simpson’s 3/8 rule is more efficient than the Simpson’s 1/3 rule.
Abstract: The efforts to understand the heat transfer behavior of supercritical water in supercritical water cooled reactor (SCWR) are ongoing worldwide to fulfill the future energy demand. The higher thermal efficiency of these reactors compared to a conventional nuclear reactor is one of the driving forces for attracting the attention of nuclear scientists. In this work, a solution procedure has been described for solving supercritical fluid flow problems in complex geometries. The solution procedure is based on non-staggered grid. All governing equations are discretized by finite volume method (FVM) in curvilinear coordinate system. Convective terms are discretized by first-order upwind scheme and central difference approximation has been used to discretize the diffusive parts. k-ε turbulence model with standard wall function has been employed. SIMPLE solution procedure has been implemented for the curvilinear coordinate system. Based on this solution method, 3-D Computational Fluid Dynamics (CFD) code has been developed. In order to demonstrate the capability of this CFD code in supercritical fluid flows, heat transfer to supercritical water in circular tubes has been considered as a test problem. Results obtained by code have been compared with experimental results reported in literature.
Abstract: As the continuation to the previous studies of gravitational frequency shift, gravitational time dilation, gravitational light bending, gravitational waves, dark matter, and dark energy are explained in the context of Newtonian mechanics. The photon is treated as the particle with mass of hν/C2 under the gravitational field of much larger mass of M. Hence the quantum mechanics theory could be applied to gravitational field on cosmology scale. The obtained results are the same as those obtained by general relativity considering weak gravitational field approximation; however, the results are different when the gravitational field is substantially strong.
Abstract: Passenger comfort has been paramount in the design of suspension systems of high speed cars. To analyze the effect of vibration on vehicle ride quality, a vertical model of a six degree of freedom railway passenger vehicle, with front and rear suspension, is built. It includes car body flexible effects and vertical rigid modes. A second order linear shaping filter is constructed to model Gaussian white noise into random rail excitation. The temporal correlation between the front and rear wheels is given by a second order Pade approximation. The complete track and the vehicle model are then designed. An active secondary suspension system based on a Linear Quadratic Gaussian (LQG) optimal control method is designed. The results show that the LQG control method reduces the vertical acceleration, pitching acceleration and vertical bending vibration of the car body as compared to the passive system.
Abstract: In this paper, the average input current mode control is proposed for two-phase interleaved boost converter with two separate input inductors operating in continuous conduction mode (CCM). The required mathematical model is obtained from the equivalent circuits of its different four modes of operation. The small ripple approximation is derived to find the transfer functions from dynamic model using switching function. In average input current mode control, the inner current loop and outer voltage loop are designed with PI controller using bode analysis. Anti-windup structure is applied for PI controllers in control system. Moreover, the simulation work is carried out by MATLAB/Simulink. And, the hardware prototype is implemented by using low-cost microcontroller Arduino Nano. Finally, the laboratory prototype, available from the local market, is constructed to validate the mathematical model. The results show that the output voltage response is the faster rise time and settling time with acceptable overshoot.