Browsing by Subject "Mathematical models"

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A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty
(1992) Eichenbaum, Martin S.
Open Access
Adaptive filtering approaches for non-Gaussian stable processes
(IEEE, 1995-05) Arıkan, Orhan; Belge, Murat; Çetin, A. Enis; Erzin, Engin
A large class of physical phenomenon observed in practice exhibit non-Gaussian behavior. In this paper, α-stable distributions, which have heavier tails than Gaussian distribution, are considered to model non-Gaussian signals. Adaptive signal processing in the presence of such kind of noise is a requirement of many practical problems. Since, direct application of commonly used adaptation techniques fail in these applications, new approaches for adaptive filtering for α-stable random processes are introduced.
Open Access
Adaptive schemes for location update generation in execution location-dependent continuous queries
(Elsevier Inc., 2006-04) Lam, Kam-Yiu; Ulusoy, Özgür
An important feature that is expected to be owned by today's mobile computing systems is the ability of processing location-dependent continuous queries on moving objects. The result of a location-dependent query depends on the current location of the mobile client which has generated the query as well as the locations of the moving objects on which the query has been issued. When a location-dependent query is specified to be continuous, the result of the query can continuously change. In order to provide accurate and timely query results to a client, the location of the client as well as the locations of moving objects in the system has to be closely monitored. Most of the location generation methods proposed in the literature aim to optimize utilization of the limited wireless bandwidth. The issues of correctness and timeliness of query results reported to clients have been largely ignored. In this paper, we propose an adaptive monitoring method (AMM) and a deadline-driven method (DDM) for managing the locations of moving objects. The aim of our methods is to generate location updates with the consideration of maintaining the correctness of query evaluation results without increasing location update workload. Extensive simulation experiments have been conducted to investigate the performance of the proposed methods as compared to a well-known location update generation method, the plain dead-reckoning (pdr). © 2005 Elsevier Inc. All rights reserved.
Open Access
Advances in femtosecond single-crystal sum-frequency generating optical parametric oscillators
(IEEE, 1998) Köprülü, Kahraman G.; Kartaloğlu, Tolga; Dikmelik, Yamaç; Aytür, Orhan
The effect of compensating the group velocity mismatch between the orthogonal pump components on the conversion efficiency of the optical parametric oscillators (OPOs) was investigated. A femtosecond single-crystal sum-frequency generating optical parametric oscillators (OPO) based on a Ti:sapphire laser pumped KTiOPO4 crystal was used. presented. The crystal was phase matched for a specific signal wavelength corresponding to the operational wavelength of the laser. The crystal was also phase-matched for the sum-frequency generations (SFG) of the pump and the signal beams yielded a blue output beam. The conversion efficiency of the OPOs increased by compensating the group velocity mismatch.
Open Access
Analysis of concurrency control protocols for real-time database systems
(Elsevier, 1998) Ulusoy, Özgür
This paper provides an approximate analytic solution method for evaluating the performance of concurrency control protocols developed for real-time database systems (RTDBSs). Transactions processed in a RTDBS are associated with timing constraints typically in the form of deadlines. The primary consideration in developing a RTDBS concurrency control protocol is the fact that satisfaction of the timing constraints of transactions is as important as maintaining the consistency of the underlying database. The proposed solution method provides the evaluation of the performance of concurrency control protocols in terms of the satisfaction rate of timing constraints. As a case study, a RTDBS concurrency control protocol, called High Priority, is analyzed using the proposed method. The accuracy of the performance results obtained is ascertained via simulation. The solution method is also used to investigate the real-time performance benefits of the High Priority over the ordinary Two-Phase Locking.
Open Access
Analysis of Lagrangian lower bounds for a graph partitioning problem
(Institute for Operations Research and the Management Sciences (INFORMS), 1999) Adil, G. K.; Ghosh, J. B.
Recently, Ahmadi and Tang (1991) demonstrated how various manufacturing problems can be modeled and solved as graph partitioning problems. They use Lagrangian relaxation of two different mixed integer programming formulations to obtain both heuristic solutions and lower bounds on optimal solution values. In this note, we point to certain inconsistencies in the reported results. Among other things, we show analytically that the first bound proposed is trivial (i.e., it can never have a value greater than zero) while the second is also trivial for certain sparse graphs. We also present limited empirical results on the behavior of this second bound as a function of graph density.
Open Access
Analysis of radome covered circular reflectors by complex source-dual series approach
(IEEE, 1994) Oğuzer, T.; Altıntaş, A.; Nosich, A. I.
Radiation from a two dimensional reflector antenna covered by a cylindrical radome is analyzed by the complex dual series approach. It is only performed for the electrically polarized incident field. The approach is based on the analytical numerical type regularization technique and not on the moment method. This method gives the exact solution with any desired accuracy and the directivity of the feed antenna can be modelled by using this method. The results can be thought as a reliable data for the validity of approximate solutions. The lossy case and the multilayer radome problems can be solved by the same method.
Open Access
Analytic modeling of loss and cross-coupling in capacitive micromachined ultrasonic transducers
(IEEE, Piscataway, NJ, United States, 1998) Bozkurt, A.; Degertekin, F. L.; Atalar, Abdullah; Khuri-Yakub, B. T.
The structural loss mechanism of capacitive micromachined ultrasonic transducer (cMUT) is investigated using finite element analysis and the normal mode theory. A single micromachined transducer membrane on an infinite silicon substrate is simulated by incorporating absorbing boundary conditions in the finite element method. This enables direct evaluation of the mechanical impedance of the membrane. Furthermore, the field distribution along the thickness of the silicon substrate due to outward radiating wave modes is obtained. The normal mode theory is applied to extract the contributions of different wave modes to the complicated field distributions. It is found that, the lowest order Lamb wave modes are responsible for the loss. Evaluation of absolute and relative power losses due to individual modes indicate that the lowest order anti-symmetric (A0) mode is the dominant radial mode in agreement with experimental measurements. The results of the analysis are used to derive a detailed equivalent circuit model of a cMUT with structural loss.
Open Access
Analytic modeling of patterned high-Tc superconductive bolometers: film and substrate interface effects
(SPIE, 1998) Fardmanesh, Mehdi; Rothwarf, A.
Superconducting film and substrate interface effects on the response of superconductive edge-transition bolometers are modeled with a one dimensional thermal model in closed form, for samples with large area patterns compared to the substrate thickness. The results from the model agree with experimental results on samples made of meander line patterned granular YBCO films on crystalline substrates, in both the magnitude and phase of the response versus modulation frequency up to about 100 KHz, the limit of the characterization setup. Using the fit of the calculated frequency response curves obtained from the model to the measured ones, values of the film-substrate and substrate-holder thermal boundary resistance, heat capacity of the superconducting film, and the thermal parameters of the substrate materials could be investigated. While the calculated magnitude and phase of the response of the SrTiO3 substrate samples obtained from the model is in a very good agreement with the measured values, the calculated response of the LaAlO3 and MgO substrate samples deviate slightly from the measured values at very low frequencies, increasing with an increase in the thermal conductivity of the substrate material. Using the fit of the calculated response to the measured values, film-substrate thermal boundary resistances in the range of 4.4* 10-3 to 4.4* 10-2 K-cm2-w-1 are obtained for different substrate materials. The effect of substrate optical absorption in the response of the samples is also investigated.
Open Access
Analytical expressions for the local-field corrections in double-layer electron systems
(Academic Press, 1999) Tanatar, Bilal
We develop an extension of the sum-rule version of the Singwi, Tosi, Land, and Sjolander (STLS) scheme applied to a double-layer electron system. We present analytical expressions for the intralayer and interlayer static structure factors and corresponding local-field corrections which agree quite well with the full STLS calculations. Some applications of our basic results and further generalizations of our method are discussed.
Open Access
Analytical loading models in flexible manufacturing systems
(Elsevier, 1993) Kırkavak, N.; Dinçer, C.
It would be difficult to efficiently implement a manufacturing system without solving its design and operational problems. Based on this framework, a system configuration and tooling problem is modeled. The model turns out to be a large mixed integer linear program, so that some alternative optimal seeking and heuristic techniques are used to solve the model for constructing a flow line structured Flexible Manufacturing System. As a result, it may be possible to construct flexible, efficient, simple and easily controllable manufacturing systems. © 1993.
Open Access
Analytical model of asynchronous shared-per-wavelength multi-fiber optical switch
(IEEE, 2011) Akar, Nail; Raffaelli, C.; Savi, M.
In this paper, a buffer-less shared-per-wavelength optical switch is equipped with multi-fiber interfaces and operated in asynchronous context. An analytical model to evaluate loss performance is proposed using an approximate Markov-chain based approach and the model is validated by simulations. The model is demonstrated to be quite accurate in spite of the difficulty in capturing correlation effects especially for small switch sizes. The model is also applied to calculate the number of optical components needed to design the optical switch according to packet loss requirements. The impact of the adoption of multiple fiber interfaces is outlined in terms of the remarkable saving in the number of wavelength converters employed, while increasing at the same time the number of optical gates needed by the space switching subsystem. The numerical results produced are a valuable basis to optimize overall switch cost. © 2011 IEEE.
Open Access
Applications of hybrid discrete Fourier transform moment method to the fast analysis of large rectangular dipole arrays printed on a thin grounded dielectric substrate
(Wiley, 2002) Chou, H.-T.; Ho, H.-K.; Civi, O. A.; Erturk, V. B.
Recently a discrete Fourier transform-method of moments (DFT-MoM) scheme was developed for fast analysis of electrically large rectangular planar dipole arrays, which has been shown to be very efficient in terms of number reduction of unknown variables and computational complexity. The applications of this DFT-MoM to treat dipole arrays printed on a grounded dielectric substrate are examined in this Letter. Numerical results are presented to validate its efficiency and accuracy.
Open Access
An approach to manage connectionless services in connection-oriented networks
(IEEE, 1996) Abdelatı, Muhammed; Arıkan, Erdal
In this work we propose a pricing scheme which serves as an instrument for managing connectionless services in connection-oriented communication networks. The scheme is able to allocate network bandwidth in a Pareto-optimal way that maximizes the total surplus. The key idea is to decompose the service provision procedure among three separate parties whose interactions are governed by a set of competitive pricing mechanisms.
Open Access
An archiving model for a hierarchical information storage environment
(Elsevier, 2000) Moinzadeh, K.; Berk, E.
We consider an archiving model for a database consisting of secondary and tertiary storage devices in which the query rate for a record declines as it ages. We propose a `dynamic' archiving policy based on the number of records and the age of the records in the secondary device. We analyze the cases when the number of new records inserted in the system over time are either constant or follow a Poisson process. For both scenarios, we characterize the properties of the policy parameters and provide optimization results when the objective is to minimize the average record retrieval times. Furthermore, we propose a simple heuristic method for obtaining near-optimal policies in large databases when the record query rate declines exponentially with time. The e ectiveness of the heuristic is tested via a numerical experiment. Finally, we examine the behavior of performance measures such as the average record retrieval time and the hit rate as system parameters are varied.
Open Access
Are stock prices too volatile to be justified by the dividend discount model?
(Elsevier, 2007) Akdeniz, L.; Salih, A. A.; Ok, S. T.
This study investigates excess stock price volatility using the variance bound framework of LeRoy and Porter [The present-value relation: tests based on implied variance bounds, Econometrica 49 (1981) 555-574] and of Shiller [Do stock prices move too much to be justified by subsequent changes in dividends? Am. Econ. Rev. 71 (1981) 421-436.]. The conditional variance bound relationship is examined using cross-sectional data simulated from the general equilibrium asset pricing model of Brock [Asset prices in a production economy, in: J.J. McCall (Ed.), The Economics of Information and Uncertainty, University of Chicago Press, Chicago (for N.B.E.R.), 1982]. Results show that the conditional variance bounds hold, hence, our hypothesis of the validity of the dividend discount model cannot be rejected. Moreover, in our setting, markets are efficient and stock prices are neither affected by herd psychology nor by the outcome of noise trading by naive investors; thus, we are able to control for market efficiency. Consequently, we show that one cannot infer any conclusions about market efficiency from the unconditional variance bounds tests.
Open Access
Artificial neural network modeling and simulation of in-vitro nanoparticle-cell interactions
(American Scientific Publishers, 2014) Cenk, N.; Budak, G.; Dayanik, S.; Sabuncuoglu, I.
In this research a prediction model for the cellular uptake efficiency of nanoparticles (NPs), which is the rate that NPs adhere to a cell surface or enter a cell, is investigated via an artificial neural network (ANN) method. An appropriate mathematical model for the prediction of the cellular uptake rate of NPs will significantly reduce the number of time-consuming experiments to determine which of the thousands of possible variables have an impact on NP uptake rate. Moreover, this study constitutes a basis for targeted drug delivery and cell-level detection, treatment and diagnosis of existing pathologies through simulating NP-cell interactions. Accordingly, this study will accelerate nanomedicine research. Our research focuses on building a proper ANN model based on a multilayered feed-forward back-propagation algorithm that depends on NP type, size, surface charge, concentration and time for prediction of cellular uptake efficiency. The NP types for in-vitro NP-healthy cell interaction analysis are polymethyl methacrylate (PMMA), silica and polylactic acid (PLA), all of whose shapes are spheres. The proposed ANN model has been developed on MATLAB Programming Language by optimizing a number of hidden layers (HLs), node numbers and training functions. The datasets are obtained from in-vitro NP-cell interaction experiments conducted by Nanomedicine and Advanced Technology Research Center. The dispersion characteristics and cell interactions with different NPs in organisms are explored using an optimal ANN prediction model. Simulating the possible interactions of targeted NPs with cells via an ANN model will be faster and cheaper compared to the excessive experimentation currently necessary.
Open Access
Automatic detection of geospatial objects using multiple hierarchical segmentations
(Institute of Electrical and Electronics Engineers, 2008-07) Akçay, H. G.; Aksoy, S.
The object-based analysis of remotely sensed imagery provides valuable spatial and structural information that is complementary to pixel-based spectral information in classification. In this paper, we present novel methods for automatic object detection in high-resolution images by combining spectral information with structural information exploited by using image segmentation. The proposed segmentation algorithm uses morphological operations applied to individual spectral bands using structuring elements in increasing sizes. These operations produce a set of connected components forming a hierarchy of segments for each band. A generic algorithm is designed to select meaningful segments that maximize a measure consisting of spectral homogeneity and neighborhood connectivity. Given the observation that different structures appear more clearly at different scales in different spectral bands, we describe a new algorithm for unsupervised grouping of candidate segments belonging to multiple hierarchical segmentations to find coherent sets of segments that correspond to actual objects. The segments are modeled by using their spectral and textural content, and the grouping problem is solved by using the probabilistic latent semantic analysis algorithm that builds object models by learning the object-conditional probability distributions. The automatic labeling of a segment is done by computing the similarity of its feature distribution to the distribution of the learned object models using the Kullback-Leibler divergence. The performances of the unsupervised segmentation and object detection algorithms are evaluated qualitatively and quantitatively using three different data sets with comparative experiments, and the results show that the proposed methods are able to automatically detect, group, and label segments belonging to the same object classes. © 2008 IEEE.
Open Access
Automatic multimedia cross-modal correlation discovery
(ACM, 2004-08) Pan, J.-Y.; Yang, H.-J.; Faloutsos, C.; Duygulu, Pınar
Given an image (or video clip, or audio song), how do we automatically assign keywords to it? The general problem is to find correlations across the media in a collection of multimedia objects like video clips, with colors, and/or motion, and/or audio, and/or text scripts. We propose a novel, graph-based approach, "MMG", to discover such cross-modal correlations. Our "MMG" method requires no tuning, no clustering, no user-determined constants; it can be applied to any multi-media collection, as long as we have a similarity function for each medium; and it scales linearly with the database size. We report auto-captioning experiments on the "standard" Corel image database of 680 MB, where it outperforms domain specific, fine-tuned methods by up to 10 percentage points in captioning accuracy (50% relative improvement).
Open Access
Balancing of U-type assembly systems using simulated annealing
(Taylor & Francis, 2001) Erel, E.; Sabuncuoğlu İ.; Aksu, B. A.
The paper presents a new simulated annealing (SA)-based algorithm for the assembly line-balancing problem with a U-type con®guration. The proposed algorithm employs an intelligent mechanism to search a large solution space. U-type assembly systems are becoming increasingly popular in today’s modern production environments since they are more general than the traditional assem- bly systems. In these systems, tasks are to be allocated into stations by moving forward and backward through the precedence diagram in contrast to a typical forward move in the traditional assembly systems. The performance of the algorithm is measured by solving a large number of benchmark problems available in the literature. The results of the computational experiments indicate that the proposed SA-based algorithm performs quite eŒectively. It also yields the optimal solution for most problem instances. Future research directions and a compre- hensive bibliography are also provided here.