Pub Date : 2024-04-02DOI: 10.3390/appliedmath4020023
John Constantine Venetis
In this paper, an analytical exact form of the ramp function is presented. This seminal function constitutes a fundamental concept of the digital signal processing theory and is also involved in many other areas of applied sciences and engineering. In particular, the ramp function is performed in a simple manner as the pointwise limit of a sequence of real and continuous functions with pointwise convergence. This limit is zero for strictly negative values of the real variable x, whereas it coincides with the independent variable x for strictly positive values of the variable x. Here, one may elucidate beforehand that the pointwise limit of a sequence of continuous functions can constitute a discontinuous function, on the condition that the convergence is not uniform. The novelty of this work, when compared to other research studies concerning analytical expressions of the ramp function, is that the proposed formula is not exhibited in terms of miscellaneous special functions, e.g., gamma function, biexponential function, or any other special functions, such as error function, hyperbolic function, orthogonal polynomials, etc. Hence, this formula may be much more practical, flexible, and useful in the computational procedures, which are inserted into digital signal processing techniques and other engineering practices.
本文介绍了斜坡函数的解析精确形式。这一开创性函数是数字信号处理理论的基本概念，也涉及应用科学和工程学的许多其他领域。特别是，斜坡函数以一种简单的方式表现为具有点收敛性的实函数和连续函数序列的点极限。对于实变量 x 的严格负值，该极限为零，而对于变量 x 的严格正值，该极限与自变量 x 重合。在此，我们可以事先阐明，连续函数序列的点向极限可以构成不连续函数，条件是收敛不均匀。与其他有关斜坡函数解析表达式的研究相比，这项工作的新颖之处在于，所提出的公式没有用其他特殊函数（如伽马函数、双指数函数或其他特殊函数，如误差函数、双曲函数、正交多项式等）来表示。因此，这个公式在计算程序中可能更加实用、灵活和有用，可用于数字信号处理技术和其他工程实践。
{"title":"An Explicit Form of Ramp Function","authors":"John Constantine Venetis","doi":"10.3390/appliedmath4020023","DOIUrl":"https://doi.org/10.3390/appliedmath4020023","url":null,"abstract":"In this paper, an analytical exact form of the ramp function is presented. This seminal function constitutes a fundamental concept of the digital signal processing theory and is also involved in many other areas of applied sciences and engineering. In particular, the ramp function is performed in a simple manner as the pointwise limit of a sequence of real and continuous functions with pointwise convergence. This limit is zero for strictly negative values of the real variable x, whereas it coincides with the independent variable x for strictly positive values of the variable x. Here, one may elucidate beforehand that the pointwise limit of a sequence of continuous functions can constitute a discontinuous function, on the condition that the convergence is not uniform. The novelty of this work, when compared to other research studies concerning analytical expressions of the ramp function, is that the proposed formula is not exhibited in terms of miscellaneous special functions, e.g., gamma function, biexponential function, or any other special functions, such as error function, hyperbolic function, orthogonal polynomials, etc. Hence, this formula may be much more practical, flexible, and useful in the computational procedures, which are inserted into digital signal processing techniques and other engineering practices.","PeriodicalId":503400,"journal":{"name":"AppliedMath","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140752008","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-04-01DOI: 10.3390/appliedmath4020022
Liang Kong, Yanhui Guo, Chung-wei Lee
Accurate forecasting of the coronavirus disease 2019 (COVID-19) spread is indispensable for effective public health planning and the allocation of healthcare resources at all levels of governance, both nationally and globally. Conventional prediction models for the COVID-19 pandemic often fall short in precision, due to their reliance on homogeneous time-dependent transmission rates and the oversight of geographical features when isolating study regions. To address these limitations and advance the predictive capabilities of COVID-19 spread models, it is imperative to refine model parameters in accordance with evolving insights into the disease trajectory, transmission rates, and the myriad economic and social factors influencing infection. This research introduces a novel hybrid model that combines classic epidemic equations with a recurrent neural network (RNN) to predict the spread of the COVID-19 pandemic. The proposed model integrates time-dependent features, namely the numbers of individuals classified as susceptible, infectious, recovered, and deceased (SIRD), and incorporates human mobility from neighboring regions as a crucial spatial feature. The study formulates a discrete-time function within the infection component of the SIRD model, ensuring real-time applicability while mitigating overfitting and enhancing overall efficiency compared to various existing models. Validation of the proposed model was conducted using a publicly available COVID-19 dataset sourced from Italy. Experimental results demonstrate the model’s exceptional performance, surpassing existing spatiotemporal models in three-day ahead forecasting. This research not only contributes to the field of epidemic modeling but also provides a robust tool for policymakers and healthcare professionals to make informed decisions in managing and mitigating the impact of the COVID-19 pandemic.
{"title":"Enhancing COVID-19 Prevalence Forecasting: A Hybrid Approach Integrating Epidemic Differential Equations and Recurrent Neural Networks","authors":"Liang Kong, Yanhui Guo, Chung-wei Lee","doi":"10.3390/appliedmath4020022","DOIUrl":"https://doi.org/10.3390/appliedmath4020022","url":null,"abstract":"Accurate forecasting of the coronavirus disease 2019 (COVID-19) spread is indispensable for effective public health planning and the allocation of healthcare resources at all levels of governance, both nationally and globally. Conventional prediction models for the COVID-19 pandemic often fall short in precision, due to their reliance on homogeneous time-dependent transmission rates and the oversight of geographical features when isolating study regions. To address these limitations and advance the predictive capabilities of COVID-19 spread models, it is imperative to refine model parameters in accordance with evolving insights into the disease trajectory, transmission rates, and the myriad economic and social factors influencing infection. This research introduces a novel hybrid model that combines classic epidemic equations with a recurrent neural network (RNN) to predict the spread of the COVID-19 pandemic. The proposed model integrates time-dependent features, namely the numbers of individuals classified as susceptible, infectious, recovered, and deceased (SIRD), and incorporates human mobility from neighboring regions as a crucial spatial feature. The study formulates a discrete-time function within the infection component of the SIRD model, ensuring real-time applicability while mitigating overfitting and enhancing overall efficiency compared to various existing models. Validation of the proposed model was conducted using a publicly available COVID-19 dataset sourced from Italy. Experimental results demonstrate the model’s exceptional performance, surpassing existing spatiotemporal models in three-day ahead forecasting. This research not only contributes to the field of epidemic modeling but also provides a robust tool for policymakers and healthcare professionals to make informed decisions in managing and mitigating the impact of the COVID-19 pandemic.","PeriodicalId":503400,"journal":{"name":"AppliedMath","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140766991","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-17DOI: 10.3390/appliedmath4010021
Y. Lio, Ding-Geng Chen, Tzong-Ru Tsai, Liang Wang
The reliability of the multicomponent stress–strength system was investigated under the two-parameter Burr X distribution model. Based on the structure of the system, the type II censored sample of strength and random sample of stress were obtained for the study. The maximum likelihood estimators were established by utilizing the type II censored Burr X distributed strength and complete random stress data sets collected from the multicomponent system. Two related approximate confidence intervals were achieved by utilizing the delta method under the asymptotic normal distribution theory and parametric bootstrap procedure. Meanwhile, point and confidence interval estimators based on alternative generalized pivotal quantities were derived. Furthermore, a likelihood ratio test to infer the equality of both scalar parameters is provided. Finally, a practical example is provided for illustration.
在双参数 Burr X 分布模型下，研究了多组分应力-强度系统的可靠性。根据该系统的结构，研究得到了强度的 II 型删失样本和应力的随机样本。利用从多组分系统中收集到的 II 型布尔 X 分布强度和完整随机应力数据集，建立了最大似然估计值。利用渐近正态分布理论下的德尔塔法和参数自举程序实现了两个相关的近似置信区间。同时，还推导出了基于替代广义枢轴量的点估计值和置信区间估计值。此外，还提供了推断两个标量参数相等的似然比检验。最后，还提供了一个实际例子进行说明。
{"title":"The Reliability Inference for Multicomponent Stress–Strength Model under the Burr X Distribution","authors":"Y. Lio, Ding-Geng Chen, Tzong-Ru Tsai, Liang Wang","doi":"10.3390/appliedmath4010021","DOIUrl":"https://doi.org/10.3390/appliedmath4010021","url":null,"abstract":"The reliability of the multicomponent stress–strength system was investigated under the two-parameter Burr X distribution model. Based on the structure of the system, the type II censored sample of strength and random sample of stress were obtained for the study. The maximum likelihood estimators were established by utilizing the type II censored Burr X distributed strength and complete random stress data sets collected from the multicomponent system. Two related approximate confidence intervals were achieved by utilizing the delta method under the asymptotic normal distribution theory and parametric bootstrap procedure. Meanwhile, point and confidence interval estimators based on alternative generalized pivotal quantities were derived. Furthermore, a likelihood ratio test to infer the equality of both scalar parameters is provided. Finally, a practical example is provided for illustration.","PeriodicalId":503400,"journal":{"name":"AppliedMath","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140235387","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-16DOI: 10.3390/appliedmath4010020
L. Trifina, D. Tarniceriu, Ana-Mirela Rotopanescu
In this paper, we address the inverse of a true fourth-degree permutation polynomial (4-PP), modulo a positive integer of the form 32kLΨ, where kL∈{1,3} and Ψ is a product of different prime numbers greater than three. Some constraints are considered for the 4-PPs to avoid some complicated coefficients’ conditions. With the fourth- and third-degree coefficients of the form k4,fΨ and k3,fΨ, respectively, we prove that the inverse PP is (I) a 4-PP when k4,f∈{1,3} and k3,f∈{1,3,5,7} or when k4,f=2 and (II) a 5-PP when k4,f∈{1,3} and k3,f∈{0,2,4,6}.
{"title":"Inverses for Fourth-Degree Permutation Polynomials Modulo 32Ψ or 96Ψ, with Ψ as a Product of Different Prime Numbers Greater than Three","authors":"L. Trifina, D. Tarniceriu, Ana-Mirela Rotopanescu","doi":"10.3390/appliedmath4010020","DOIUrl":"https://doi.org/10.3390/appliedmath4010020","url":null,"abstract":"In this paper, we address the inverse of a true fourth-degree permutation polynomial (4-PP), modulo a positive integer of the form 32kLΨ, where kL∈{1,3} and Ψ is a product of different prime numbers greater than three. Some constraints are considered for the 4-PPs to avoid some complicated coefficients’ conditions. With the fourth- and third-degree coefficients of the form k4,fΨ and k3,fΨ, respectively, we prove that the inverse PP is (I) a 4-PP when k4,f∈{1,3} and k3,f∈{1,3,5,7} or when k4,f=2 and (II) a 5-PP when k4,f∈{1,3} and k3,f∈{0,2,4,6}.","PeriodicalId":503400,"journal":{"name":"AppliedMath","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-03-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140236441","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-02DOI: 10.3390/appliedmath4010018
Alexander Melnikov, Pouneh Mohammadi Nejad
This paper investigates a financial market where asset prices follow a multi-dimensional Brownian motion process and a multi-dimensional Poisson process characterized by diverse credit and deposit rates where the credit rate is higher than the deposit rate. The focus extends to evaluating European options by establishing upper and lower hedging prices through a transition to a suitable auxiliary market. Introducing a lemma elucidates the same solution to the pricing problem in both markets under specific conditions. Additionally, we address the minimization of shortfall risk and determine no-arbitrage price bounds within the framework of incomplete markets. This study provides a comprehensive understanding of the challenges posed by the multi-dimensional jump-diffusion model and varying interest rates in financial markets.
{"title":"Pricing Contingent Claims in a Two-Interest-Rate Multi-Dimensional Jump-Diffusion Model via Market Completion","authors":"Alexander Melnikov, Pouneh Mohammadi Nejad","doi":"10.3390/appliedmath4010018","DOIUrl":"https://doi.org/10.3390/appliedmath4010018","url":null,"abstract":"This paper investigates a financial market where asset prices follow a multi-dimensional Brownian motion process and a multi-dimensional Poisson process characterized by diverse credit and deposit rates where the credit rate is higher than the deposit rate. The focus extends to evaluating European options by establishing upper and lower hedging prices through a transition to a suitable auxiliary market. Introducing a lemma elucidates the same solution to the pricing problem in both markets under specific conditions. Additionally, we address the minimization of shortfall risk and determine no-arbitrage price bounds within the framework of incomplete markets. This study provides a comprehensive understanding of the challenges posed by the multi-dimensional jump-diffusion model and varying interest rates in financial markets.","PeriodicalId":503400,"journal":{"name":"AppliedMath","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-03-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140267515","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-02DOI: 10.3390/appliedmath4010019
Michel Adès, Serge B. Provost, Yishan Zang
Four measures of association, namely, Spearman’s ρ, Kendall’s τ, Blomqvist’s β and Hoeffding’s Φ2, are expressed in terms of copulas. Conveniently, this article also includes explicit expressions for their empirical counterparts. Moreover, copula representations of the four coefficients are provided for the multivariate case, and several specific applications are pointed out. Additionally, a numerical study is presented with a view to illustrating the types of relationships that each of the measures of association can detect.
{"title":"Four Measures of Association and Their Representations in Terms of Copulas","authors":"Michel Adès, Serge B. Provost, Yishan Zang","doi":"10.3390/appliedmath4010019","DOIUrl":"https://doi.org/10.3390/appliedmath4010019","url":null,"abstract":"Four measures of association, namely, Spearman’s ρ, Kendall’s τ, Blomqvist’s β and Hoeffding’s Φ2, are expressed in terms of copulas. Conveniently, this article also includes explicit expressions for their empirical counterparts. Moreover, copula representations of the four coefficients are provided for the multivariate case, and several specific applications are pointed out. Additionally, a numerical study is presented with a view to illustrating the types of relationships that each of the measures of association can detect.","PeriodicalId":503400,"journal":{"name":"AppliedMath","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-03-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140081356","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-01DOI: 10.3390/appliedmath4010015
C. Fetecau, Costică Moroşanu, S. Akhtar
In this work, we investigate isothermal MHD motions of a large class of rate type fluids through a porous medium between two infinite horizontal parallel plates when a differential expression of the non-trivial shear stress is prescribed on the boundary. Exact expressions are provided for the dimensionless steady state velocities, shear stresses and Darcy’s resistances. Obtained solutions can be used to find the necessary time to touch the steady state or to bring to light certain characteristics of the fluid motion. Graphical representations showed the fluid moves slower in presence of a magnetic field or porous medium. In addition, contrary to our expectations, the volume flux across a plane orthogonal to the velocity vector per unit width of this plane is zero. Finally, based on a simple remark regarding the governing equations of velocity and shear stress for MHD motions of incompressible generalized Burgers’ fluids between infinite parallel plates, provided were the first exact solutions for MHD motions of these fluids when the two plates apply oscillatory or constant shear stresses to the fluid. This important remark offers the possibility to solve any isothermal MHD motion of these fluids between infinite parallel plates or over an infinite plate when the non-trivial shear stress is prescribed on the boundary. As an application, steady state solutions for MHD motions of same fluids have been developed when a differential expression of the fluid velocity is prescribed on the boundary.
{"title":"A Strange Result Regarding Some MHD Motions of Generalized Burgers’ Fluids with a Differential Expression of Shear Stress on the Boundary","authors":"C. Fetecau, Costică Moroşanu, S. Akhtar","doi":"10.3390/appliedmath4010015","DOIUrl":"https://doi.org/10.3390/appliedmath4010015","url":null,"abstract":"In this work, we investigate isothermal MHD motions of a large class of rate type fluids through a porous medium between two infinite horizontal parallel plates when a differential expression of the non-trivial shear stress is prescribed on the boundary. Exact expressions are provided for the dimensionless steady state velocities, shear stresses and Darcy’s resistances. Obtained solutions can be used to find the necessary time to touch the steady state or to bring to light certain characteristics of the fluid motion. Graphical representations showed the fluid moves slower in presence of a magnetic field or porous medium. In addition, contrary to our expectations, the volume flux across a plane orthogonal to the velocity vector per unit width of this plane is zero. Finally, based on a simple remark regarding the governing equations of velocity and shear stress for MHD motions of incompressible generalized Burgers’ fluids between infinite parallel plates, provided were the first exact solutions for MHD motions of these fluids when the two plates apply oscillatory or constant shear stresses to the fluid. This important remark offers the possibility to solve any isothermal MHD motion of these fluids between infinite parallel plates or over an infinite plate when the non-trivial shear stress is prescribed on the boundary. As an application, steady state solutions for MHD motions of same fluids have been developed when a differential expression of the fluid velocity is prescribed on the boundary.","PeriodicalId":503400,"journal":{"name":"AppliedMath","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140085499","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-01DOI: 10.3390/appliedmath4010017
Salma A. A. Ahmedai Abd Allah, P. Sibanda, S. Goqo, Uthman O. Rufai, H. Sithole Mthethwa, O. Noreldin
In this paper, we extend the block hybrid method with equally spaced intra-step points to solve linear and nonlinear third-order initial value problems. The proposed block hybrid method uses a simple iteration scheme to linearize the equations. Numerical experimentation demonstrates that equally spaced grid points for the block hybrid method enhance its speed of convergence and accuracy compared to other conventional block hybrid methods in the literature. This improvement is attributed to the linearization process, which avoids the use of derivatives. Further, the block hybrid method is consistent, stable, and gives rapid convergence to the solutions. We show that the simple iteration method, when combined with the block hybrid method, exhibits impressive convergence characteristics while preserving computational efficiency. In this study, we also implement the proposed method to solve the nonlinear Jerk equation, producing comparable results with other methods used in the literature.
{"title":"A Block Hybrid Method with Equally Spaced Grid Points for Third-Order Initial Value Problems","authors":"Salma A. A. Ahmedai Abd Allah, P. Sibanda, S. Goqo, Uthman O. Rufai, H. Sithole Mthethwa, O. Noreldin","doi":"10.3390/appliedmath4010017","DOIUrl":"https://doi.org/10.3390/appliedmath4010017","url":null,"abstract":"In this paper, we extend the block hybrid method with equally spaced intra-step points to solve linear and nonlinear third-order initial value problems. The proposed block hybrid method uses a simple iteration scheme to linearize the equations. Numerical experimentation demonstrates that equally spaced grid points for the block hybrid method enhance its speed of convergence and accuracy compared to other conventional block hybrid methods in the literature. This improvement is attributed to the linearization process, which avoids the use of derivatives. Further, the block hybrid method is consistent, stable, and gives rapid convergence to the solutions. We show that the simple iteration method, when combined with the block hybrid method, exhibits impressive convergence characteristics while preserving computational efficiency. In this study, we also implement the proposed method to solve the nonlinear Jerk equation, producing comparable results with other methods used in the literature.","PeriodicalId":503400,"journal":{"name":"AppliedMath","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140085404","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-01DOI: 10.3390/appliedmath4010016
Marco Antonio Montúfar Benítez, Jaime Mora Vargas, José Raúl Castro Esparza, Héctor Rivera Gómez, Oscar Montaño Arango
The main purpose of this paper is to implement a simulation model in @RISKTM and study the impact of incorporating random variables, such as the degree days in a traditional deterministic model, for calculating the optimum thickness of thermal insulation in walls. Currently, green buildings have become important because of the increasing worldwide interest in the reduction of environmental pollution. One method of saving energy is to use thermal insulation. The optimum thickness of these insulators has traditionally been calculated using deterministic models. With the information generated from real data using the degree days required in a certain zone in Palestine during winter, random samples of the degree days required annually in this town were generated for periods of 10, 20, 50, and 70 years. The results showed that the probability of exceeding the net present value of the cost calculated using deterministic analysis ranges from 0% to 100%, without regard to the inflation rate. The results also show that, for design lifetimes greater than 40 years, the risk of overspending is lower if the building lasts longer than the period for which it was designed. Moreover, this risk is transferred to whomever will pay the operating costs of heating the building. The contribution of this research is twofold: (a) a stochastic approach is incorporated into the traditional models that determine the optimum thickness of thermal insulation used in buildings, by introducing the variability of the degree days required in a given region; (b) a measure of the economic risk incurred by building heating is established as a function of the years of use for which the building is designed and the number of years it is actually used.
{"title":"Comparative Study of Monte Carlo Simulation and the Deterministic Model to Analyze Thermal Insulation Costs","authors":"Marco Antonio Montúfar Benítez, Jaime Mora Vargas, José Raúl Castro Esparza, Héctor Rivera Gómez, Oscar Montaño Arango","doi":"10.3390/appliedmath4010016","DOIUrl":"https://doi.org/10.3390/appliedmath4010016","url":null,"abstract":"The main purpose of this paper is to implement a simulation model in @RISKTM and study the impact of incorporating random variables, such as the degree days in a traditional deterministic model, for calculating the optimum thickness of thermal insulation in walls. Currently, green buildings have become important because of the increasing worldwide interest in the reduction of environmental pollution. One method of saving energy is to use thermal insulation. The optimum thickness of these insulators has traditionally been calculated using deterministic models. With the information generated from real data using the degree days required in a certain zone in Palestine during winter, random samples of the degree days required annually in this town were generated for periods of 10, 20, 50, and 70 years. The results showed that the probability of exceeding the net present value of the cost calculated using deterministic analysis ranges from 0% to 100%, without regard to the inflation rate. The results also show that, for design lifetimes greater than 40 years, the risk of overspending is lower if the building lasts longer than the period for which it was designed. Moreover, this risk is transferred to whomever will pay the operating costs of heating the building. The contribution of this research is twofold: (a) a stochastic approach is incorporated into the traditional models that determine the optimum thickness of thermal insulation used in buildings, by introducing the variability of the degree days required in a given region; (b) a measure of the economic risk incurred by building heating is established as a function of the years of use for which the building is designed and the number of years it is actually used.","PeriodicalId":503400,"journal":{"name":"AppliedMath","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140090670","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-05DOI: 10.3390/appliedmath4010012
E. Barletta, S. Dragomir, Francesco Esposito
We study the random flow, through a thin cylindrical tube, of a physical quantity of random density, in the presence of random sinks and sources. We model convection in terms of the expectations of the flux and density and solve the initial value problem for the resulting convection equation. We propose a difference scheme for the convection equation, that is both stable and satisfies the Courant–Friedrichs–Lewy test, and estimate the difference between the exact and approximate solutions.
{"title":"Convection of Physical Quantities of Random Density","authors":"E. Barletta, S. Dragomir, Francesco Esposito","doi":"10.3390/appliedmath4010012","DOIUrl":"https://doi.org/10.3390/appliedmath4010012","url":null,"abstract":"We study the random flow, through a thin cylindrical tube, of a physical quantity of random density, in the presence of random sinks and sources. We model convection in terms of the expectations of the flux and density and solve the initial value problem for the resulting convection equation. We propose a difference scheme for the convection equation, that is both stable and satisfies the Courant–Friedrichs–Lewy test, and estimate the difference between the exact and approximate solutions.","PeriodicalId":503400,"journal":{"name":"AppliedMath","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139802807","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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