• Title/Summary/Keyword: Mathematical model fitting

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Arterial Spin Labeling Magnetic Resonance Imaging in Healthy Adults: Mathematical Model Fitting to Assess Age-Related Perfusion Pattern

  • Ying Hu;Rongbo Liu;Fabao Gao
    • Korean Journal of Radiology
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    • v.22 no.7
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    • pp.1194-1202
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    • 2021
  • Objective: To investigate the age-dependent changes in regional cerebral blood flow (CBF) in healthy adults by fitting mathematical models to imaging data. Materials and Methods: In this prospective study, 90 healthy adults underwent pseudo-continuous arterial spin labeling imaging of the brain. Regional CBF values were extracted from the arterial spin labeling images of each subject. Multivariable regression with the Akaike information criterion, link test, and F test (Ramsey's regression equation specification error test) was performed for 7 models in every brain region to determine the best mathematical model for fitting the relationship between CBF and age. Results: Of all 87 brain regions, 68 brain regions were best fitted by cubic models, 9 brain regions were best fitted by quadratic models, and 10 brain regions were best fitted by linear models. In most brain regions (global gray matter and the other 65 brain regions), CBF decreased nonlinearly with aging, and the rate of CBF reduction decreased with aging, gradually approaching 0 after approximately 60. CBF in some regions of the frontal, parietal, and occipital lobes increased nonlinearly with aging before age 30, approximately, and decreased nonlinearly with aging for the rest of life. Conclusion: In adults, the age-related perfusion patterns in most brain regions were best fitted by the cubic models, and age-dependent CBF changes were nonlinear.

TESTS FOR VARYING-COEFFICIENT PARTS ON VARYING-COEFFICIENT SINGLE-INDEX MODEL

  • Huang, Zhensheng;Zhang, Riquan
    • Journal of the Korean Mathematical Society
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    • v.47 no.2
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    • pp.385-407
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    • 2010
  • To study the relationship between the levels of chemical pollutants and the number of daily total hospital admissions for respiratory diseases and to find the effect of temperature/relative humidity on the admission number, Wong et al. [17] introduced the varying-coefficient single-index model (VCSIM). As pointed out, it is a popular multivariate nonparametric fitting technique. However, the tests of the model have not been very well developed. In this paper, based on the estimators obtained by the local linear technique, the average method and the one-step back-fitting technique in the VCSIM, the generalized likelihood ratio (GLR) tests for varying-coefficient parts on the VCSIM are established. Under the null hypotheses the new proposed GLR tests follow the $\chi^2$-distribution asymptotically with scale constant and degree of freedom independent of the nuisance parameters, known as Wilks phenomenon. Simulations are conducted to evaluate the test procedure empirically. A real example is used to illustrate the performance of the testing approach.

A Study on a Modelling Process for Fitting Mathematical Modeling (수학적 모델링의 정교화 과정 연구)

  • Kang, Ok-Ki
    • Journal of Educational Research in Mathematics
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    • v.20 no.1
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    • pp.73-84
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    • 2010
  • Mathematical modeling is an important part of mathematics education since it can be used or created to find mathematical models to understand real life various situations. Most of mathematical modeling tasks taught and learned currently in secondary school mathematics classes need simple mathematical modelling with one or two variables and produce fixed solutions to the real life problems. But many real life problems involve various and complex variables which can be used to get more proper solutions. Constructing mathematical models to get more appropriate solutions from the real problems having various and complex variables is not easy. In this paper the researcher suggested a model to fit mathematical models to get more appropriate solutions and showed three examples to apply the model in solving real life problems which can be treated in the secondary school mathematics classrooms.

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Storage Type Nonlinear Hydrological Forecasting Model (저류함수형(貯溜凾數型) 비선형(非線型) 수문예측모형(水文豫測模型))

  • Baek, Un Il;Yoon, Tae Hoon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.2 no.2
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    • pp.29-38
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    • 1982
  • Nonlinear hydrological model containing the nonlinearity of effective rainfall, lag time and runoff is presented. In the evaluation of rainfall excess, the polynomial fitting method for total rainfall, 5 day antecedant rainfall and direct runoff is developed. In the application to actual watershed, the estimated model parameters of nonlinear lag model reflecting the nonlinearity of lag time are compared with the parameters, by both the fitting method and the correlation, model which are the modified version of the storage function model. The Successive Approximation Method in mathematical solution and Newton-Rhapson method in numerical solution are found to be superior to the conventional numerical graphic method in the analysis of nonlinear processes.

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Effect of Cyclic Soil Model on Seismic Site Response Analysis (지반 동적거동모델에 따른 부지응답해석 영향연구)

  • Lee, Jinsun;Noh, Gyeongdo
    • Journal of the Korean GEO-environmental Society
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    • v.16 no.12
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    • pp.23-35
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    • 2015
  • Nonlinear soil behavior before failure under dynamic loading is often implemented in a numerical analysis code by a mathematical fitting function model with Masing's rule. However, the model may show different behavior with an experimental results obtained from laboratory test in damping ratio corresponding secant shear modulus for a certain shear strain rage. The difference may come from an unique soil characteristics which is unable to implement by using the existing mathematical fitting model. As of now, several fitting models have been suggested to overcome the difference between model and real soil behavior but consequence of the difference in dynamic analysis is not reviewed yet. In this paper, the effect of the difference on site response was examined through nonlinear response history analysis. The analysis was verified and calibrated with well defined dynamic geotechnical centrifuge test. Site response analyses were performed with three mathematical fitting function models and compared with the centrifuge test results in prototype scale. The errors on peak ground acceleration between analysis and experiment getting increased as increasing the intensity of the input motion. In practical point of view, the analysis results of accuracy with the fitting model is not significant in low to mid input motion intensity.

APPROXIMATION FORMULAS FOR SHORT-MATURITY NEAR-THE-MONEY IMPLIED VOLATILITIES IN THE HESTON AND SABR MODELS

  • HYUNMOOK CHOI;HYUNGBIN PARK;HOSUNG RYU
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.27 no.3
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    • pp.180-193
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    • 2023
  • Approximating the implied volatilities and estimating the model parameters are important topics in quantitative finance. This study proposes an approximation formula for short-maturity near-the-money implied volatilities in stochastic volatility models. A general second-order nonlinear PDE for implied volatility is derived in terms of time-to-maturity and log-moneyness from the Feyman-Kac formula. Using regularity conditions and the Taylor expansion, an approximation formula for implied volatility is obtained for short-maturity nearthe-money call options in two stochastic volatility models: Heston model and SABR model. In addition, we proposed a novel numerical method to estimate model parameters. This method reduces the number of model parameters that should be estimated. Generating sample data on log-moneyness, time-to-maturity, and implied volatility, we estimate the model parameters fitting the sample data in the above two models. Our method provides parameter estimates that are close to true values.

TOTAL LEAST SQUARES FITTING WITH QUADRICS

  • Spath, Helmuth
    • The Pure and Applied Mathematics
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    • v.11 no.2
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    • pp.103-115
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    • 2004
  • A computational algorithm is developed for fitting given data in the plane or in 3-space by implicitly defined quadrics. Implicity implies that the type of the quadric is part of the model and need not be known in advance. Starting with some estimate for the coefficients of the quadric the method will alternatively determine the shortest distances from the given points onto the quadric and adapt the coefficients such as to reduce the sum of those squared distances. Numerical examples are given.

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Mathematical model and sensitivity analysis for describing emulsification in ASP flooding

  • Zhang, Chengli;Wang, Peng;Song, Guoliang
    • Geosystem Engineering
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    • v.21 no.6
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    • pp.335-343
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    • 2018
  • Alkali-surfactant polymer flooding has become an important technique to improve oil recovery following the development of oil fields while the function of emulsification in enhanced oil recovery is rarely considered in the existing mathematical model for numerical simulation. In this paper, the mechanism of improving the recovery of the emulsification was analyzed in ASP flooding, and a relatively perfect mathematical model with deep filtration-theory was established, in which oil-water volume equation, saturation equation, viscosity equation, and permeability reduction equation are included. The new model is used to simulate the actual block of an oil field; the simulated results of the new model and an old model without considering the emulsification are compared with the actual well history. It is found that new model which is easy to be realized in numerical simulation has a high precision fitting, and the effect of adding oil and decreasing water is obvious. The sensitivity of emulsification was analyzed, and the results show that the water reducing funnel becomes wider and the rate of water cut decreases rapidly with the increase of emulsifying capacity, and then the rate of recovery slows down. The effect of increasing oil and decreasing water is better, and the degree of recovery increases. The emulsification of the ASP flooding is maintained at a moderate level, which corresponds to ${\Phi}=0.2$ in the new model, and the emulsification is applied to realize the general mathematical quantitative description, so as to better guide the oilfield development.

Development of Hyperelastic Model for Butadiene Rubber Using a Neural Network

  • Pham, Truong Thang;Woo, Changsu;Choi, Sanghyun;Min, Juwon;Kim, Beomkeun
    • Elastomers and Composites
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    • v.56 no.2
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    • pp.79-84
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    • 2021
  • A strain energy density function is used to characterize the hyperelasticity of rubber-like materials. Conventional models, such as the Neo-Hookean, Mooney-Rivlin, and Ogden models, are widely used in automotive industries, in which the strain potential is derived from strain invariants or principal stretch ratios. A fitting procedure for experimental data is required to determine material constants for each model. However, due to the complexities of the mathematical expression, these models can only produce an accurate curve fitting in a specified strain range of the material. In this study, a hyperelastic model for Neodymium Butadiene rubber is developed by using the Artificial Neural Network. Comparing the analytical results to those obtained by conventional models revealed that the proposed model shows better agreement for both uniaxial and equibiaxial test data of the rubber.

An Error-Bounded B-spline Fitting Technique to Approximate Unorganized Data (무작위 데이터 근사화를 위한 유계오차 B-스플라인 근사법)

  • Park, Sang-Kun
    • Korean Journal of Computational Design and Engineering
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    • v.17 no.4
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    • pp.282-293
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    • 2012
  • This paper presents an error-bounded B-spline fitting technique to approximate unorganized data within a prescribed error tolerance. The proposed approach includes two main steps: leastsquares minimization and error-bounded approximation. A B-spline hypervolume is first described as a data representation model, which includes its mathematical definition and the data structure for implementation. Then we present the least-squares minimization technique for the generation of an approximate B-spline model from the given data set, which provides a unique solution to the problem: overdetermined, underdetermined, or ill-conditioned problem. We also explain an algorithm for the error-bounded approximation which recursively refines the initial base model obtained from the least-squares minimization until the Euclidean distance between the model and the given data is within the given error tolerance. The proposed approach is demonstrated with some examples to show its usefulness and a good possibility for various applications.