Iscse 2011 Proceedings Final-Kusadası

June, 1 4, 2011
KUSADASI, AYDIN, TURKEY
PROCEEDINGS
Gediz University Publications
www.gediz.edu.tr
2 nd International Symposium on Computing in Science & Engineering
EDITOR
Prof. Dr. Mustafa GNE
EDITORIAL BOARD
Asst. Prof. Dr. Ali Kemal INAR
Asst. Prof. Dr. brahim GRLER
PUBLICATION COMMITTEE
Asst. Prof. Dr. Ozan AKIR
Asst. Prof. Dr. Selim SOLMAZ
Asst. Prof. Dr. Uur TRKAN
Asst. Prof. Dr. Yavuz BAYAM
Instr. Dr. Gkhan AYLI
Instr.Yavuz NCE
Ress. Asst. erife TOZAN
Ress. Asst. Gkhan AKYOL
Ress. Asst. Mehmet APUTU
Gediz University Publication No. GU 004

Publising Date: September 2011
http://iscse2011.gediz.edu.tr
ISBN: 978-605-61394-3-7
ISCSE 2011 (International Symposium on Computing in Science & Engineering).
All Rights Reserved. Copyright Gediz University.
No part of this publication may be reproduced, stored in retrieval system or transmitted in any form or
by any means, electronically, mechanical, photocopying, recording or otherwise, without the prior
written permission of the publisher, Gediz University.
No responsibility is assumed by the publisher for any injury and/or damage to persons or property as a
matter of products liability, negliance or otherwise or from any use or operation of any methods,
products, instructions or ideas contained in the material here in.
Printed in Izmir Turkey.
June 1 -4,Kusadasi, Aydin, Turkey http://iscse2011.gediz.edu.tr
ii
MAIN SPONSORS
iii
PREFACE
It was only a year ago, in June 2010, when the Faculty of Engineering and Architecture of Gediz University inaugurated an
international symposium where 291 research outputs were presented with the participation of more than 400 academicians
and researchers from 106 universities around the globe. The high rate of interest and the success of this 1st Symposium
provided us enough motivation and encouragement to reorganize the event in the consecutive year and decide maintaining on
a yearly basis. Therefore, this year, The 2nd International Symposium on Computing in Science & Engineering (ISCSE
2011) was held at Kuadas (located on the western coast of Turkey) during 01 and 04 June 2011.
The 629 participants from a total of 27 countries, 60 of whom were postgraduate students, had opportunities for scientific
discussions and exchanges that greatly contributed to the success of the symposium. The participating countries included
Algeria, Albenia, Australia, Bahamas, Belgium, Bosnia Herzegovina, Burkina Faso, Cyprus, France, Gambia, Germany,
Ghana, Indonesia, Iran, Iraq, Ireland, Italy, Jordan, Northern Cyprus, Malaysia, Mali, Qatar, Saudi Arabia, Syria, Sweden,
Tunisia, Turkey and USA.
The main objective of ISCSE 2011 is to bring together national and international researchers and practitioners to discuss and
exchange scientific theories and engineering applications over a rather wide spectrum of topics. The symposium coverage
was intentionally kept as comprehensive as possible in order to help create platforms of cooperation for science people and
promote and facilitate future interdisciplinary researches. With these aims in mind, the Symposium Organizing Committee
determined xx topics including, for instance, Quantum Computation, Robotics and Automation, Artificial Intelligence, DNA
Computing, Fuzzy Logic and Discrete Optimization etc.
ISCSE 2011 received the total of 300 full-paper and 42 posters submissions. The full-paper submissions were sent to the
members of the Scientific Committee and additional reviewers for evaluation. Though the full list would exceed the space
allotted here, we would like to thank the 70 reviewers for their hard work and dedication in helping us to design such a highquality program of talks.
Besides the symposium talks and poster presentations, the program included 5 plenary lectures covering various fields of the
symposium, given by the invited speakers: Prof. Dr. Vesa A. NISKANEN from the University of Helsinki on Aspects of
Approximate Probability, Prof. Dr. Burhan TURKSEN from ETU University of Economics and Technology on Review of
Fuzzy System Model: Philosophical Grounding, Rule Bases and Fuzzy Function, Prof. Ibrahim A. Ahmad and Associate
Prof. Dr. Dursun DELEN from the Oklahoma State University on Reversed Hazard rate and Mean Idle Time: Two New
Notions in Quantifications Aging Derived from Stochastic Orderings and Applications, and Business Intelligence and
Advanced Analytics for Real World Problems and Prof. Dr. Mike NACHTEGAEL from Ghent University on The
Application of Fuzzy Logic for Noise Reduction in Image Processing. Their invaluable contribution and illuminating public
talks are acknowledged and greatly appreciated. Without their participation, the symposium would have been incomplete.
Knowing that the organization of such an international event needs great effort and time spent, we would like to extent our
appreciation to the Rector of the Gediz University, Prof. Dr. Seyfullah evik and the members of the organizing committee,
including Mustafa Akdag, Haluk Gumuskaya, Serdar Korukolu, Vedat Pazarlioglu, Mehmet Pakdemirli, Fuat Okumus,
Ozlem Erkarslan, Ibrahim Gurler, Aziz Kolkiran, Ozan Cakir, Fatih Mmtaz Duran, Hadi Zareie, Haidar Sharif, Seza Filiz,
Ali Kemal Cinar, Yavuz Bayam, Selim Solmaz, Ugur Turkan, Mehmet Aksarayli, Emin Ozyilmaz, Gokhan Cayli, Mumin
Ozcan, Salahattin Yildiz, M. Rdvan zel, Ozlem Kiren Gurler, Aysegul Gungor, Mehtap Ozdemir Koklu, Gulsen Senol,
Ibrahim Cakirlar, Mehmet aputu, Zerife Yildirim and Serife Tozan Ruzgar.
Lastly, but not least, The Symposium would not have been possible without the generous financial and in-kind support
provided by our sponsors. The contributions received from Tubitak, Turksat, BTK (Information and Communication
Technologies Authority of Turkey), Petkim, Kavuklar Group, Orkide Group, MEGA International Communication, Emarket
Turkey, Derici Group, Cisco and Hamle Digital are greatly appreciated.
Given the enourmous speed with which science and engineering applications has been advancing in the areas covered by
ISCSE, we expect that the next symposium will be as exciting and stimulating as this years one was, as seen through the
pages of this proceedings volume.
Please stay tuned to the web site of the Gediz University for updates and details.
Looking forward to seeing you all and new researchers in ISCSE 2012.
Prof. Dr. Mustafa GNE
Symposium Coordinator
iv
HONARY CHAIR
Prof. Dr. Seyfullah CEVIK, Gediz University, Rector
SYMPOSIUM CHAIR
Prof. Dr. Mustafa GUNES, Gediz University, Dean of Faculty of Engineering and Architecture
SYMPOSIUM ORGANIZING COMMITTEE
Prof. Dr. Mustafa GUNES
Prof. Dr. Mustafa AKDAG
Prof. Dr. Haluk GUMUSKAYA
Prof. Dr. Lotfi Askar ZADEH
Prof. Dr. Mehmet SEZER
Prof. Dr. Serdar KORUKOLU
Prof. Dr. M. Vedat PAZARLIOGLU
Prof. Dr. Mehmet PAKDEMIRLI
Prof. Dr. Serkan ERYILMAZ
Assc. Prof. Dr. Fuat OKUMUS
Assc. Prof. Dr. Ozlem ERKARSLAN
Asst. Prof. Dr. Ibrahim GURLER
Asst. Prof. Dr. Aziz KOLKIRAN
Asst. Prof. Dr. Ozan CAKIR
Asst. Prof. Dr. Fatih Mmtaz DURAN
Asst. Prof. Dr. Hadi ZAREIE
Asst. Prof. Dr. Md. Haidar SHARIF
Asst. Prof. Dr. Seza FILIZ
Asst. Prof. Dr. Ali Kemal CINAR
Asst. Prof. Dr. Ugur TURKAN
Asst. Prof. Dr. Mehmet AKSARAYLI
Asst. Prof. Dr. Emin OZYILMAZ
Instr. Dr. Gokhan CAYLI
Instr. Mumin OZCAN
Instr. Salahattin YILDIZ
Ress. Asst. Dr. Ozlem KIREN GURLER
Ress. Asst. Aysegul GUNGOR
Ress. Asst. Mehtap OZDEMIR KOKLU
Ress. Asst. Gulsen SENOL
Ress. Asst. Ibrahim CAKIRLAR
Ress. Asst. Zerife YILDIRIM
Lab. Tech. Serife TOZAN RUZGAR
Gediz University (TR)

UC Berkeley (USA)
Mugla University (TR)
Ege University (TR)
DokuzEylul University (TR)
Celal Bayar University (TR)
Atilim University of (TR)
Ege University (TR)
SPONSORS AND SUPPORTERS

Turksat Satellite Communication, Cable TV and Operation Inc. Co (TRKSAT)
Information and Communication Technologies Authorithy of Trkiye (BTK)
Scientific and Technological Research Council of Trkiye (TBTAK)
Petrochemical Holding A.S(PETKIM)
Kavuklar Group
Orkide Group
Mega International Communication
Emarket Turkey
Derici Group
CISCO
HamleTasarm
SCIENTIFIC COMMITTEE
Prof. Dr. Ronald R. YAGER
Prof. Dr. Reza LANGARI
Prof. Dr. Yalcn CEBI
Prof. Dr. Mustafa GUDEN
Prof. Dr. Ali CALISKAN
Prof. Dr. Mustafa GUNES
Prof. Dr. Serdar KURT
Prof. Dr. Orhan GUVENEN
Prof. Dr. Mehmet SEZER
Prof. Dr. Daniel LANE
Prof. Dr. Ali SURMEN
Prof. Dr. Tuncer OREN
Prof. Dr. Salih OKUR
Prof. Dr. Robert SHORTEN
Prof. Dr. Mustafa AYTAC
Prof. Dr. Nihat BOZDA
Prof. Dr. Ahmet GOKEN
Prof. Dr. Etienne E. KERRE
Prof. Dr. Saban EREN
Prof. Dr. Osman BALCI
Prof. Dr. rfan ALAN
Prof. Dr. Martin CORLESS
Prof. Dr. Mehmet Cudi OKUR
Prof. Dr. Gultekim CETINER
Prof. Dr. J.N.K.RAO
Prof. Dr. Serkan ERYILMAZ
Prof. Dr. Said Ali HASAN
Prof. Dr. Senay UDOGRUK
Prof. Dr. Orhan TORKUL
Prof. Dr. Levent SENYAY
Prof. Dr. Gulhan ASLIM
Prof. Dr. Masoud NIKRAVESH
Prof. Dr. Cemali DINCER
Prof. Dr. Erdal CELIK
Prof. Dr. Ismihan BAYRAMOGLU
Prof. Dr. Jorg FLIEGE
Prof. Dr. Mike NACHTEGAEL
Prof. Dr. Talip ALP
Prof. Dr. Ibrahim A. AHMAD
Prof. Dr. Selim ZAIM
Prof. Dr. Yavuz AKBAS
Prof. Dr. Turan BATAR
Prof. Dr. Harun TASKIN
Prof. Dr. Efendi NASIBOGLU
Prof. Dr. Gulen CAGDAS
Prof. Dr. Ugur CAM
Prof. Dr. Gokmen TAYFUR
Prof. Dr. Murat SOYGENIS
Prof. Dr. Yunus CENGEL
Prof. Dr. rfan ALAN
Prof. Dr. Haluk GUMUKAYA
Assc. Prof. Dr. Nurullah UMARUSMAN
Assc.Prof. Osman I. TAYLAN
Assc.Prof. brahim DARRAB
Assc. Prof. Dr. Dursun DELEN
Assc. Prof. Dr. Mustafa TOPARLI
Iona College (USA)

Texas A&M University (USA)
DokuzEyll University (TR)
Izmir Institute of Technology (TR)
Ege University (TR)
Bilkent University (TR)
Mugla University (TR)
University of Ottowa (CA)
Bursa Technical University (TR)
University of Ottowa (CA)
National University of Ireland-Maynooth (IRL)
Uludag University (TR)
Gazi University (TR)
Istanbul University (TR)
Ghent University (BE)
Yasar University (TR)
University of Virginia (USA)
Ege University (TR)
Purdue University (USA)
Yaar University (TR)
Yalova University (TR)
Carleton University (CA)
Izmir University of Economics (TR)
King Abd. University (KSA)
Sakarya University (TR)
Ege University (TR)
UC Berkeley (USA)
The University of Southampton
Ghent University (BE)
Yalova University (TR)
Oklahoma State University
Fatih University (TR)
Ege University (TR)
Istanbul Technical University (TR)
Yldz Technical University (TR)
Ege University (TR)
Aksaray University (TR)
Oklahoma State University (US)
vi
SCIENTIFIC COMMITTEE
Assc. Prof. Dr. Musa ALI
Assc. Prof. Dr. Sinan SENER
Assc. Prof. Dr. Yusuf OYSAL
Assc. Prof. Dr. Arzu GONENC SORGUC
Assc. Prof. Dr. Can BAYKAN
Assc. Prof. Dr. Ali Ihsan NESLITURK
Assc. Prof. Dr. Gamze TANOGLU
Asst. Prof. Dr. Muhammed CINSDIKICI
Asst. Prof. Dr. Hadi ZAREIE
Asst. Prof. Dr. Aziz KOLKIRAN
Asst. Prof. Dr. Murat CAKIRLAR
Asst. Prof. Dr. Ozdemir CETIN
Asst. Prof. Dr. A.Turan OZCERIT
Asst. Prof. Dr. Uur TURKAN
Asst. Prof. Dr. Koray KORKMAZ
Asst. Prof. Dr. Nurcan BAYKUS
Asst. Prof. Dr. Haldun SARNEL
Asst. Prof. Dr. Cuneyt AKINLAR
Asst. Prof. Dr. Ahmed FREEWAN
Asst. Prof. Dr. Mustafa Emre LAL
Asst. Prof. Dr. Ahmet ZENGN
Asst. Prof. Dr. Kadir ERKAN
Asst. Prof. Dr. H. Secil ARTEM
Asst. Prof. Dr. Osman CaglarAKIN
Asst. Prof. Dr. Alpaslan DUYSAK
Asst. Prof. Dr. Jens ALLMER
Asst. Prof. Dr. Yenal AKGUN
Asst. Prof. Dr. Ayce DOSEMECILER
Asst. Prof. Dr. Sabri ALPER
Asst. Prof. Dr. MD Haidar SHARIF
Asst. Prof. Dr. Hurevren KILI
Asst. Prof. Dr. Aysegul ALAYBEYOLU
Asst. Prof. Dr. AhmetTuran OZCERIT
Asst. Prof. Dr. Ibrahim GURLER
Asst. Prof. Dr. Sahin UYAVER
Asst. Prof. Dr. Fahrettin ELDEMIR
Asst. Prof. Dr. Ozan CAKIR
Assc. Prof. Dr. Mustafa TOPARLI
Assc. Prof. Dr. Fuat OKUMUS
Asst. Prof. Dr. Sinan KOKSAL
Asst. Prof. Dr. Ahmet Afsin KULAKSIZ
Assc. Prof. Dr. Bulent EKICI
Assc. Prof. Dr. Allaberen ASHYRALYEV
Assc. Prof. Dr. Ipek DEVECI
Asst. Prof. Dr. Emel KURUOLU
Asst. Prof. Dr. Mehmet AKSARAYLI
Asst. Prof. Dr. Istem KESER
Asst. Prof. Dr. Nahit EMANET
Dr. Mehmet Emre GULER
Dr. Emre ERCAN
Dr. Gokhan CAYLI
Dr. Murat TANIK
Dr. Ozlem KIREN GURLER
Dr. Efe SARIBAY
Ege University (TR)

Istanbul Technical University (TR)
AnadoluUniversity(TR)
Middle East Technical University (TR)
Middle East Technical University (TR)
Ege University (TR)
Anadolu University (TR)
University of Jordan (JO)
Izmir Institute of Technology(TR)
Dumlupnar University (TR)
Atlm University (TR)
Istanbul Commerce University (TR)
Selcuk University (TR)
Marmara University (TR)
YuzuncuYil University (TR)
Ege University (TR)
vii
CONTENTS
Chapter 1 - COMPUTER ENGINEERING
Proceeding Number: 100/01

ISeeMP: A Benchmark Software for Multithreading Performance of Image Segmentation Using
Clustering and Thresholding Techniques
Estimation of Dominant Motion Direction on Video Sequences
Optimization of cos(x) and sin(x) for High-performance Computing
An Overview of Two-Level Finite State Kyrgyz Morphology
16
26

Examining the Impacts of Stemming Techniques on Turkish Search Results by Using Search Engine
for Turkish
Development of New VO2 max Prediction Models by Using Artificial Neural Networks
Improving of IMS SIP Server Security with Vulnerability Assessment
33
40
46

Predicting the Performance Measures of a Message Passing Multiprocessor Architecture by Using
Artificial Neural Networks
Symbolic Computation of Perturbation-Iteration Solutions For Differential Equations
A Lightweight Parser for Extracting Useful Contents from Web Pages
54
60
67

Applying Incremental Landmark Isomap Algorithm to Improving Detection Rate in Intrusion
Detection System
Prime Numbers for Secure Cryptosystems and Primality Testing on Multi Core Architectures
74
79
86
Rule Base Representation in XML

Effectiveness of Standard Deviation of Fundamental Frequency for the Diagnosis of
Parkinson's Disease
viii
91
99
Improving PMG Mechanism for SPIT Detection

Prediction Of Warp-Weft Densities In Textile Fabrics By Image Processing
Software Automated Testing: Best Technique for Preventing Defects
106
111

Comparing Classification Accuracy of Supervised Classification Methods Applied on
High-Resolution Satellite Images
118

The Relationship Between the Angle of Repose and Shape Properties of Granular Materials
Using Image Analysis
125
131
An Approach to Part of Speech Tagging for Turkish

Performance Analysis of Eigenfaces Method in Face Recognition System
Support Vector Machines with the COIL-20 Image Library Classification Practice
Learning Management System Design And Network Access Security With RFID
136
143
149

PSO based Trajectory Tracking PID Controller for unchattering control of Triga Mark-II Nuclear
Reactor Power Level
Person Dependent Model Based Facial Expression Recognition
Privacy Aspects of Newly Emerging Networking Environments: An Evaluation
156
161
167

Realization of Campus Automation Web Information System in Context of
Service Unity Architecture
Application Specific Cluster-Based Architecture for Wireless Sensor Networks
Scalability Evaluation of the Wireless AD-HOC Routing Protocols in ns-2 Network Simulator
A Design for Practical Fault Tolerance in Java Accessing Native Code
ix
173
180
188
193

On the Cache Performance of Time-Efficient Sorting Algorithms
200

Performance Comparison of a Homogeneous Dedicated Linux Cluster and a Heterogeneous
Windows Cluster
Feature Selection for Author Identification Using Genetic Algorithms
A Real-Time TTL based Downlink Scheduler for IEEE 802.16 WiMAX
Morphological Disambiguation via Conditional Random Fields
206
212
218
224

Classification of Alcoholic Subjects using Multi Channel ERPs based on
Channel Optimization Algorithm
E-Learning Content Authoring Tools and Introducing a Standard Content Constructor Engine
229
237

Investigating Optimum Resource Allocation in University Course Timetabling using Tabu Search:
An Incremental Strategy
PSOMDM: Faster Parallel Self Organizing Map by Using Division Method
A Real-Time Generation and Modification of GIS-based Height Maps
GIS Application Design for Public Health Care System Using Dijkstra Algorithms
A Case Study about Being a CMMI-Level 3 Awarded Organization in One-Year Time
244
250
256
263
268

A Comparative Analysis of Evolution of Neural Network Topologies for the Double Pole
Balancing Problem
274
280
Complexity of Extremal Set Problem

Simulated Annealing Based Parameter Selection in Watermarking Algorithms
286
293
M-SVD Based Image and Video Quality Measures

Farsi / Arabic Printed Page Segmentation Using Connected Component and Clustering
Investigation of Several Parameters on Goldbach Partitions
Model Based Analysis of Lung Mechanics via Respiratory Maneuvers
Genetic Algorithm Based Energy Efficient Clustering for Wireless Sensor Networks
Using Binary Classifiers for Information Security Risk Analysis: A Case Study
Test Based Software Development and a Sample Application-Full Text
A Lightweight Wireless Protocol Based on IEEE 802.11 for a Robot Car
Effort Estimation Using Use-Case Points Method for Object-Oriented Software Projects
Chapter 2 - ELECTRIC AND ELECTRONICS ENGINEERING

Broadband Impedance Matching via Genetic Algorithm
An Explicit Model Predictive Controller Design for a Chaotic Chua Circuit
300
306
315
321
327
334
339
347
357
358
362

Adaptive Model Predictive Temperature Control of an Exothermic Hybrid Batch Reactor with
Discrete Inputs Based on Genetic Algorithm
A New Key Management Scheme for SCADA Networks
FPGA Based Wireless Multi-Node Transceiver and Monitoring System
2-D High Resolution Image Tiling: A Parallel Processing Phase-only-correlation Approach
Modeling Multivariate Time Series by Charge System Search
366
373
379
385
391

Enhanced Power Amplifier Design with Active biasing for 2.4 GHz ISM band RF Front-End
Modules in Wireless Communication Systems
xi
398

Hardware Implementation of Spectral Modular Multiplication on Fpgas
Efficient SoC design for accelerator of Message Authentication and Data Integrity on FPGAs
Application Oriented Cross Layer Framework for WSNs
Inertia Weight for Evolutionary Programming with Levy Distribution Function
403
409
419
426
434
The Memcapacitor-Capacitor Problem

Adaptive Feedback Linearizing Tracking Control of a Quadrotor Helicopter
Prepared for ISCSE 2011
442

The Adaptive Front Lighting System Based on Road Image Processing and Lane Detection Prepared
for ISCSE 2011
450

A Comparative Study on Optimum PID Tuning with Differential Evolution and
Particle Swarm Optimization
Design of a Low-Power CMOS Analog Neural Network
Added AGC PA Design For 2.45 Ghz ISM Band Low Power Transceiver Systems
458
465
472
Proceeding Number:200/39
Design of CMOS Analog Operational Amplifiers using EKV Transistor Model and
Multi-Objective Optimization
478
483
Bullet Matching Using Profile Clustering

Developing Tracking System and Monitoring for a Model Glider
Adaptive Trajectory Tracking Control of Wheeled Mobile Robot with an Inverted Pendulum
489
496
Proceeding Number:200/46
I-PD Controller Design for A 4-Pole Hybrid Electromagnet on the Basis of
Coefficient Diagram Method (CDM)
xii
504
Chapter 3 - INDUSTRIAL ENGINEERING
511

A Fuzzy Inference System for Outsourcing Arrangements Based on the Degree of Outsourcing and
Ownership
512

Provider Selection and Task Allocation Problems under Fuzzy Quality of Service Constraints and
Volume Discount Pricing Policy for Telecommunication Network
518
525
A Fuzzy Multicriteria SWOT Analysis

Forecasting Daily Returns Of Istanbul Stock Exchange National 100 Index Using Expert Systems
Forecasting Intermittent Demand with Neural Networks
532
539
546
A Review Of Simulation Tools For Hospital Systems

Production Scheduling Using Smulation MethodFaborg-Sim With Priority Rules
A Novel Approach of Graph Coloring for Solving University Course Timetabling Problem
552
560

A DEMATEL Method to Evaluate the Dimensions of Electronic Service Quality: An Application of
Internet Banking
567

Parameter Design of Iterative Feedback Tuning Method Using Analysis of Variance for First Order
Plus Dead Time Models
Effect of Nozzle Injector Angle on Airflow Character and Fluid Variables
574
581

Performance Analysis of a Successive Approximation Classifier for Road Extraction in
Satellite Images
588

An Overview of Data Mining Tools for Quality Improvement in Manufacturing
Exploring E-commerce Use in Meerschaum Products Marketing: A Case Study
xiii
595
601

Scenario Analysis of Scheduling Load-Haul-Dump Vehicles in Underground Mines
Using Simulation
A Proposed Model for Web Service-Oriented Content Management System
607
611

Embedded Hybrid Approaches for the Capacitated Lot Sizing Problem with Set-up Carryover and
Backordering
Solving Vehicle Deployment Planning Problem by using Agent Based Simulation Modeling
A Simulation Model to Improve Customer Satisfaction for Sales Points in Mobile Company
Chapter 4 - MECHANICAL ENGINEERING
618
625
631
641

Estimation of Wind Energy Potential Based on Frequency Distributions in the Mediterranean Sea
Region of Turkey
642

Performance Evaluation of a Reinforced Concrete Structure According to Turkish Earthquake
Code-2007 and Fema-356
Analysis of Reinforced Concrete Structures Under the Effect of Various Surface Accelerations
On New Symplectic Approach for Primary Resonance of Beams Carrying a Concentrated Mass
648
655
662

Artificial Neural Networks Analysis of Reinforced Concrete Sections According to
Curvature Ductility
672
680
Web-based Simulation of a Lathe using Java 3D API

Effect Of Slice Thickness Variation On Free Vibration Properties of Micro-ct Based Trabecular
Bone Models
687

Integrated Decentralized Automotive Dynamics Tracking Controllers that Account for
Structural Uncertainty
Development of a Vehicle Dynamics Prototyping Platform based on a Remote Control Model Car
xiv
693
704

Comparison of Metaheuristic Search Techniques in Finding Solution of Optimization Problems
Ballistic Behavior of Perforated Armor Plates Against 7,62 mm Armor Piercing Projectile
Noise Level Optimisation of a Midibus Air Intake Pipe by Using Numerical & Analytical Methods
Dynamic Analysis of a Singular Steel Pile due to Wave Loads
The Role of Finite Element Method in the Stent Design Methodology
712
720
728
735
742

A New Finite Element Formulation for Dynamic Response of a Rectangular Thin Plate Under an
Accelerating Moving Mass
Direct Perturbation Analyses of Nonlinear Free Vibrations of Kelvin-Voigt Viscoelastic Beams
756
763
772
Methodology of Crashworthiness Simulations

Effect of the Masonry Wall Stuccos to the Seismic Behavior of the Steel Structures
779

Soil-Structure Interaction of RC Structures in Different Soils by Nonlinear Static and
Dynamic Analyses
786

Simulation of Lid-driven Cavity Flow by Parallel Implementation of Lattice Boltzmann
Method on GPUs
793

Weight Optimization of the Laminated Composites as an Aircraft Structure Material Using Different
Failure Criteria Prepared for ISCSE 2011
Consideration of Heat Treatment Stages in the Simulation of the Formability of AA2024 T3 Alloys
Numerical Modeling of Dynamic Behavior of Subsea Pipes Acting on Internal and External Flow
Determination of Impact Behavior Depending On Span of Fin in Aluminum Composites
Numerical Investigation on Diesel Spray Formation and Combustion
xv
801
809
816
825
832

Investigation of Calcination Conditions on KirkaTincal Ore As Opposed to
Wet Concentration Methods
840
849
Nonlinear Vibration of Fractional Visco-elastic String

Stress Evaluations During Endodontic Treatment by Using Three Dimensional
Finite Element Method
856

Application of Surface Response Method for The Bioactivity of Alkali Treated Ti6Al4V
Open Cell Foam
Boundary Layer Equations and Lie Group Analysis of a Sisko Fluid Paper Prepared for ISCSE 2011
864
872

Numerical Solution of the Single Degree of Freedom System by a Practical Collocation Method
Based on the Chebyshev Polynomials
An Investigation on Implant Supported Fully Edentulous Mandible with the Use of 3D FEA
Artificial Intelligent Applications for the Forecasting of Annual Wind Energy Output
879
856
893

Computational Solution of the Velocity and Wall Shear Stress Distribution Inside a
Coronary By-Pass Graft to Artery Connection Under Steady Flow Conditions
898

Comparison of Perturbation Iteration Method with Homotopy Perturbation Method and Explicit
Analysis for Poisson Boltzmann Equation of the Paper Prepared for ISCSE 2011
A Generalized Solution Algorithm for Cubic Nonlinear Vibration Model with Parametric Excitation
904
909

Estimation of Incoming Ocean Waves using Kalman Filter for use in Adaptive Ocean Power
Converters: A Preliminary Analysis
917

Parametric Mass Optimization of Vehicle Suspension System Component under Different Load
Cases for ISCSE 2011
Comparison of Turbulence Models for a Heavy Duty CI Engine
xvi
925
932

Elastic Plastic and Residual Stress Analysis of Simply Supported Thermoplastic Composite Beams
Under a Transverse Uniformly Distributed Load
939
Chapter 5 - FUZZY LOGIC
949

Design of Stable Takagi-Sugeno Fuzzy Control System via LMIs with Constraint on the
Input/Output& Initial State Independence
950

Fuzzy Logic Control Design for a 2-Link Robot Manipulator in MATLAB/Simulink
via Robotics Toolbox
Neural Network Based Fuzzy Time Series Approach by Using C Programming
Parameter Selection of Fuzzy Nonparametric Local Polynomial Regression
Optimization of Fuzzy Membership Functions of TTFLC using PSO
Performance Analysis of Industrial Enterprises via Data Mining Approach
Trajectory Tracking Speed Control of Hydraulic Motor with Fuzzy Logic and PID Algorithms
957
964
971
978
985
992
999
The Notion of Fuzzy Soft Function and a Result

A Fuzzy Weighted PSSM for Splice Sites' Identification
Fuzzy Logic User Interface Software for Evaluation of Wooden Material Combustion Performance
1003
1010

Reconstructing Non-Tidal Component of Historical Water Level Data with
Artificial Neural Network
Comprehensive Usage of Vague Sets for Linear Programming Problems and a Quantitative Example
Chapter 6 - ARCHITECTURE
1017
1024
1035
1036
New Level of Precision in Architecture

A Novel Mechanism to Increase the Form Flexibility of Deployable Scissor Structures
xvii
1042

A CAD-based Modeling for Dynamic Visualization of Urban Environments in Piecemeal
(Incremental) Growth
Analysis of Work Space Functional Relationship Diagrams: A Case Study at Gediz University
Chapter 7 - FUNDAMENTAL SCIENCES

Cubic B-Spline Differential Quadrature Methods and Stability for Burgers' Equation
1048
1056
1067
1068

HYDROTAM: A Three-Dimensional Numerical Model to Simulate Coastal Flow and
Transportation Mechanism
Layer Thickness of the Breakwaters in Marine Transportation
1075
1081

Positive Solutions for Third-Order M-Point Boundary Value Problems for an Increasing
Homeomorphism and Homomorphism with Sign Changing Nonlinearity on Time Scales
1089

A Collocation Method for Solving System of Linear Fredholm-Volterra Integral Equations with
Variable Coefficients
Monte Carlo Simulation of Thin Film Growth With Crystallization Prepared for ISCSE 2011
Iterative Operator Splitting Method to Solute Transport Model: Analysis and Application
1097
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Transition from Line Congruence to Screw System

Theoretical Investigation of the Solution of the Thin Boundary Layer Problem on the Half Plane
1125
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The Dual Drawing Method of the Helicoid

Taylor Polynomial Solution of Hyperbolic Type Partial Differential Equation with
Variable Coefficients
1137
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A Novel Optimized Generating the Subsets of a Set

Cubic B-spline Collocation Method for Space-splitted one- dimensional Burgers Equations
xviii
1151

A New Hermite Collocation Method for Solving Differential Equations of Lane-Emden Type
1160

The Analytical and a Higher-Accuracy Numerical Solution of a Free Boundary Problem in a Class
of Discontinuous Functions
1167

Testing the Validity of Babinet's Principle in the Realm of Quantum Mechanics with a Numerical
Case Study of an Obstacle
1173

A Computational Study of the Linear and Nonlinear Opotical Properties of Aminopyridines,
Aminopyrimidines and Aminopyrazines
Reflection Investigation In Metamaterial Slab Waveguides
Theoretical Implementation of Three QubitHadamard Gate for SI(S=3/2 , I=1/2) Spin System
Data Partitioning Through Piecewise Based Generalized HDMR: Univariate Case
The Solution of Heat Problem With Collocation Method Using Cubic B-Splines Finite Element
A Node Optimization in Piecewise High Dimensional Model Representation
Evaluation and Comparison of Diagnostic Test Performance Based on Information Theory
Iterative Splitting Methods for Schrdinger Equation with Time-dependent Potential
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1200
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Taylor Polynomial Solution of Difference Equation with Constant Coefficients via Using Time
Scale Extension
1225
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Sudoku Puzzle Solving with Bees Algorithm

Construction Simulation for Cost and Duration Estimation
On Morgan-Voyce Polynomials Approximation For Linear Fredholm Integro-Differential Equations
xix
1237
1244

A Matrix Method for Approximate Solution of Pantograph Equations in Terms of
Boubaker Polynomials
1253
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Fiber Bundles in Digital Images

1266
On de Casteljau Type Algorithms

Finite Difference and Iteration Methods for Fractional Hyperbolic Partial Differential Equations
with the Neumann Condition
1272
Chapter 8 - STATISTICS AND DATA ANALYSIS
1285
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Investigating Zipfs Laws on Turkish

A Novel Objective Function Embedded Genetic Algorithm for Adaptive IIR Filtering and
System Identification
Comparison of Various Distribution-Free Control Charts with Respect to FAR Values
Multivariate Regression Splines and their Bayesian Approaches in Nonparametric Regression
Forecasting via MinMaxEnt Modeling: An Application on the Unemployment Rate
1293
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Comparison of Simplified Bishop and Simplified Janbu Methods in the Determination of the Factor
of Safety of Three Different Slopes Subjected to Earthquake Forces
Comparison of MaxMaxEnt and MinMaxEnt Distributions for Time Series in the Sense of Entropy
1316
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Examining EEG Signals with Parametric and Non- Parametric Analyses Methods in Migraine
Patients and Migraine Patients during Pregnancy
The Statistical Analysis of Highly Correlated Gaussian Noise in a Double Well Potential
1326
1334

Use of A Combination of Statistical Computing Methods in Determining Traffic Safety Risk Factors
on Low-Volume Rural Roads in Iowa, USA
Detecting Similarities of EEG Responses in Dichotic Listening
xx
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Applying Decision Tree on Incident Management Data Base for Service Level Agreement
Analysis of Highway Crash Data by Negative Binomial and Poisson Regression Models
Chapter 9 - CITY PLANNING AND CIVIL ENGINEERING

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Finite Element Analyses of Composite Steel Beams

Knowledge Representation by Geo-Information Retrieval in City Planning
Chapter 10 - INVITED SPEAKERS
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The Application of Fuzzy Logic for Image and Video Noise Reduction
Mike Nachtegael
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Chapter 1
COMPUTER
ENGINEERING
June 1 -4, Kusadasi, Aydin, Turkey http://iscse2011.gediz.edu.tr
2 ndInternational Symposium on Computing in Science & Engineering
ISeeMP: A Benchmark Software for Multithreading

Performance of Image Segmentation using
Clustering and Thresholding Techniques
Bahadir KARASULU
Canakkale Onsekiz Mart University, Computer Engineering Dept., Engineering and
Architecture Faculty, Terzioglu Kampusu, 17020, Canakkale, Turkey.
karasulu.bahadir@gmail.com,bahadirkarasulu@comu.edu.tr
Abstract. Multiprocessing is the use of two or more central processing units (CPUs) within a single computer
system. There are certain important considerations when using multi-core processors for improvement of
single program performance of color or gray-scale image filtering or segmentation (FoS) process: the optimal
application performance and the decreasing of execution time. Image segmentation techniques such as
clustering and thresholding techniques are computationally-intensive to result a segmentation process of an
image, and they are time and processors resource consuming processes. The software developers should be
aware of optimal use of resources when using these techniques to coding thread-level parallelism (TLP) based
applications to segment images which have high-definition (HD) resolution. ISeeMP is an acronym for Image
Segmentation Extended via Multi-Processing. In my study, a benchmark software (i.e., ISeeMP) is developed
to evaluate TLP performance of four well-known image segmentation techniques. In the paper, the obtained
results are discussed.
Keywords: image processing, image segmentation, distributed and parallel processing, high performance
computing.
1 Introduction
Nowadays, concurrency in software is an important way to manage the sharing of hardware resources used at
the same time. The multiprocessor systems allow true parallel execution; multiple threads or processes run
simultaneously on multiple processors. The trade-off made in the multiprocessor case is increasing the overall
system cost [1]. The multi-core processors are composed of two or more independent cores in a single physical
package [2]. There are certain important considerations when using multi-core processors for improvement of
single programs performance of color or gray-scale image filtering or segmentation (FoS) process: the optimal
application performance (OAP) and the decreasing of execution time. The OAP will be achieved by effectively
using threads to partition software workloads [1]. The Open Multi-Processing (OpenMP) is an application
programming interface (API) used to explicitly direct multi-threaded and shared memory parallelism [2]. It
supports much functionality required for parallel computation based on thread-level parallelism (TLP) [2], [3]. In
most modern Fortran and C/C++ compilers as well as modern operating systems (OS), OpenMP is available [2],
[4]. The computationally intensive processes such as image FoS can be executed more efficiently on the systems
based on multi-core processors than the systems based on single-core processors. There are some works on
multi-core image processing with Open Multi-Processing (OpenMP) standard in the literature [2]. The OpenCV
library is an Open source Computer Vision library which involves over 500 functions that span many research
areas in vision [5], [6], [7]. Image segmentation is a low-level computer vision task. It is a decomposition
process of a gray-scale or color image into homogeneous partitions. There are some clustering techniques for
image segmentation such as k-means [8] and mean-shift (MS) [9], [10] clustering. Thresholding is a simplest
segmentation process. Otsus method and Entropy method are optimal thresholding techniques [11], [12].
Similar benchmark systems and/or softwares are published in the literature. Venkata et al. [13] presented the San
Diego Vision Benchmark Suite (SD-VBS). In SD-VBS, they implemented an algorithm for image segmentation.
There are other systems/softwares such as MediaBench [14] and Spec2000 [15] benchmark suites which include
different algorithms from different research areas. In my study, the benchmark software is developed to evaluate
TLP performance of four well-known image segmentation techniques (i.e., clustering and thresholding) which
are implemented and tested at same platform via same way on high-definition (HD) images. The software
benchmarks single- and multi-thread performance of related FoS techniques using OpenMP and OpenCV
infrastructure, and it plots performance results via its built-in graphic/plot viewer. My software is called ISeeMP,
which is an acronym for Image Segmentation Extended via Multi-Processing. The software has an original
approach for mutual performance comparison of well-known image FoS techniques.
The remainder of this paper is organized as follows. Section 2 describes FoS methods used in my benchmark
study. Section 3 explains the parallelization approach of ISeeMP. In section 4, I introduce my benchmark
software with details of their modules and/or structural parts. In section 5, I give the experimental performance
results obtained via my software on hardwares/machines of my testbed. Section 6 concludes the paper, and the
obtained results are discussed.
2 Image Segmentation Methods

In the literature, image segmentation can be classified into more than two categories. Furthermore, my study
deals only with two of well-known clustering (i.e., k-means- and MS clustering) and two of well-known
thresholding techniques (i.e., Otsus- and Entropy method). Their details are given below.
2.1 K-means Clustering

The k-means and MS clustering model the feature vectors associated with each pixel of an image (e.g., color
and coordinates) as samples from an unknown probability density function. Also, they try to find clusters
(modes) in this distribution. The k-means clustering technique uses a parametric model of the density function.
It implicitly models the probability density as a superposition of spherically symmetric distribution [16], and it
does not require any probabilistic reasoning or modeling [17]. Standard k-means employs an iterative relocation
scheme to produce a k-way hard clustering [8]. In batch k-means algorithm, the iterative refinement process is
repeated until a given termination criterion is satisfied. More details and batch k-means algorithms pseudo code
can be found in chapter 3 of [18] at pp.52-53. There are some parallel approaches for k-means clustering in the
literature. The details can be found in [19].
2.2 Mean-shift Clustering

The MS clustering smoothes the distribution and finds its peaks as well as the regions of feature space that
correspond to each peak, and it implicitly models the distribution using a smooth continuous non-parametric
model [16]. The mean-shift filtering (MSF) is based on this smoothing model. In the literature, a well-known
non-iterative discontinuity preserving smoothing technique is the bilateral filtering (BF). The salient difference
between the BF and the MSF based smoothing is in the use of local information [10]. In MSF, the spatial
coordinates of each pixel are adjusted along with its color values, so that the pixel migrates more quickly
towards other pixels with similar colors. Therefore it can later be used for clustering and segmentation [16], [20].
The MS segmentation based on MS clustering is proposed in [10] that the details can be found in Comaniciu and
Meer [10] study.
2.3 Otsus Method

In the study of Otsu [11], a non-parametric and unsupervised method of automatic threshold selection for
image segmentation was presented. The optimal threshold in the study is selected by the discriminant criterion. It
maximize the separability (or goodness) of the resultant classes in gray levels. Otsu methods algorithm assumes
that the image to be thresholded contains two classes of pixels (i.e., foreground and background). It calculate that
these two classes combined spread (i.e., intra-class variance) is minimal. In Otsus study [11], basic relations are
given:
0 0 11 T , 0 1 1
(1)
w2 B2 T2
(2)
For Eq. (1), (k ) and (k ) are zeroth- and first-order cumulative moments of the histogram up to the k th
level. Also, T is the total mean level of the original image [11]. For Eq. (2), it is noticed that W2 and B2 are
functions of threshold level k , but T2 is independent of k . Furthermore, W2 is based on the second-order
statistics (i.e., class variance), while B2 is based on the first-order statistics (i.e., class means) [11], [21]. The
optimal threshold k * is:
B2 (k*) max B2 (k )
(3)
1 k L
The details of optimal thresholding via Otsus method can be found in [11] and [21].
2.4 Entropy Method

The Shannon entropy of a variable X is defined as [22]:
H ( X ) P( x) log 2[ P( x)]
(4)
where P(x) is the probability that X is in the state x , and P log 2 P is defined as 0 if P 0 . Many entropybased thresholding methods use their histogram entropy (HE) as a criterion function. The threshold related to the
maximum entropy value is chosen as the correct among all thresholds [12], [23]. The HE is given below by Eq.
(5).
n1
H p g log p g 0
(5)
g 0
where, g 0, ..., n 1 shows the n number of discrete gray levels that a pixel can take. The details of Entropy
method can be found in [12], [23].
3 Parallelization Approach
In parallel execution of the programs, the multi-core processors offers support to execute threads in parallel.
Therefore, the cost of communication is very less [3]. The TLP is the parallelism way inherent in an application.
This application runs multiple threads at once. TLP is coarser-grained then instruction-level parallelism (ILP). In
my study, Microsoft Visual C/C++ compiler, OpenCV library, and OpenMP 2.0 standard API are used to
develop my software (i.e., ISeeMP [24]). OpenMP supports the thread-based programming model. Also, the
sequential codes of related four FoS algorithms in my study are converted to multithreaded codes. OpenMP
allows the coder/programmer to indicate the regions of entire programs code that should be executed in parallel.
In this way, it enables to state how the workload in those regions should be shared among the available resources
[25]. Also, OpenMP allows nested parallelism that I used frequently this property in parallelization of my
applications sequential code. The strategy, which could form the basis for an implementation of parallelization
of related image FoS algorithm, involves specific parallel regions and private variables for related nests of
parallelizated loops. The threads in thread pool of OS are distributed to work dynamically by OpenMP API, but
in programs design if necessary I reorganized my programs code for assignment of the number of thread to
relevant section of code.
4 Software
In design of my software (i.e., ISeeMP [24]), I considered the benchmark tools in the literature. In my study, I
aimed to develop an evaluation platform. An evaluation tool help you make the best decisions for your specific
situations. My software contains five independent structural parts (i.e., modules). The segmentation based four
modules are issued for related image FoS method. These modules contain subparts that they work as single- or
multi-thread manner for related methods algorithm. The performance plots (PP) module also assigned to
evaluate and plot the TLP performance results which are speedup and efficiency. For the benchmark, the
software repeatedly runs with user-desired times (i.e., count of runs) that the relevant algorithms sequential or
parallel performance is to be measured and evaluated with respect to user choices. The performance
measurement (PM) is made by related part of relevant segmentation module, and PM is sent to PP module.
Therefore, PM of all methods are obtained, evaluated and displayed by PP module. In Fig. 1, (a) shows the
softwares main graphical user interface (GUI) window which has Settings&Outputs panel for available
parameter settings of related image FoS method; and (b) shows the performance plot of speedup. The plotting
interface is based on NPlot [26] charting library.
Fig. 1.(a) ISeeMPs GUI main window, and (b) its performance plots window.
5 Experimental Results
My testbed hardware suite involves two different computer equipped different kind of CPUs (i.e., one
computer with single-core and one computer with dual-core) and OSs. They are a single-core Intel Pentium IV
processor (#531 with Hyper-Threading support) at 3.0 GHz, 3 Gbytes of RAM, with Microsoft Windows XP 64
bit OS, and a dual-core Intel Core 2 Duo Centrino processor (#P8600) at 2.40 GHz, 3 Gbytes of RAM, with
Microsoft Vista 32 bit OS, respectively. In this paper, these hardwares/machines are called in given order as
Machine #1 and Machine #2, respectively. The ISeeMP software benchmarks four different segmentation
techniques which are implemented and tested at same platform via same way. I used home-made image dataset
to test my software. This dataset involves 10 images which are 24 bit 2048 x 1536 pixels color images [24].
From five test executions, I computed sequential and parallel execution times for each image segmentation
method via my benchmark software, and then I compared these results in related plots. These plots cover simple
models for speedup and efficiency of related segmentation methods performance for the TLP. The speedup ( S pt
) is the ratio between sequential execution time and parallel execution time of related segmentation algorithm,
and it is given in Eq. (6).
S pt Speedup
(6)
T (1)
T (n pt )
In my study, the efficiency of a parallel implementation of an image segmentation method is a measure of

processor utilization. I defined this efficiency ( ) to be speedup divided by the number of processors (or number
of threads) ( n pt ) used, and it is given in Eq. (7).
Efficiency
(7)
T (1)
(n pt ) T (n pt )
The TLP performance benchmark results over five executions are given via related tables. The speedup and
efficiency results of TLP performance for each one of methods are shown in Table 1 for Machine #1 and in
Table 2 for Machine #2. In these tables, the first row shows the average speedup values, and second row shows
the average efficiency values. In addition, the better values are shown as bold and italic, and same values in both
tables are shown just as italic.
Table 1. Speedup and efficiency of TLP performance for each one of image FoS methods executed with two
threads on Machine #1.
S pt & values for Machine #1
Image no.
#1
#2
#3
#4
#5
#6
#7
#8
#9
#10
K-means
0.82 0.98 0.82 0.83 0.82 0.84 0.82 0.81 0.76 0.83
0.41 0.49 0.41 0.41 0.41 0.42 0.41 0.40 0.38 0.41
Mean-shift
1.53 1.60 1.62 2.25 1.22 1.48 2.53 3.04 3.57 2.06
0.76 0.80 0.81 1.12 0.61 0.74 1.26 1.52 1.78 1.03
Otsu
0.90 0.83 0.89 0.92 0.87 0.87 0.88 0.92 0.87 0.91
0.45 0.41 0.44 0.46 0.43 0.43 0.44 0.46 0.43 0.45
Entropy
1.05 1.00 0.99 1.04 1.03 0.99 1.00 1.00 1.00 1.00
0.52 0.50 0.49 0.52 0.51 0.49 0.50 0.50 0.50 0.50
Table 2. Speedup and efficiency of TLP performance for each one of image FoS methods executed with two
threads on Machine #2.
S pt & values for Machine #2
Image no.
#1
#2
#3
#4
#5
#6
#7
#8
#9
#10
K-means
1.01 0.74 0.95 0.98 0.80 0.81 0.97 0.78 0.97 1.08
0.50 0.37 0.47 0.49 0.40 0.40 0.48 0.39 0.48 0.54
Mean-shift
1.71 1.46 1.55 2.04 1.24 1.40 2.70 2.91 2.67 1.49
0.85 0.73 0.77 1.02 0.62 0.70 1.35 1.45 1.33 0.74
Otsu
1.04 0.79 0.78 0.91 0.91 0.85 0.88 0.78 0.89 0.87
0.52 0.39 0.39 0.45 0.45 0.42 0.44 0.39 0.44 0.43
Entropy
1.31 1.33 1.01 0.89 1.06 1.23 1.13 1.72 0.96 1.28
0.65 0.66 0.50 0.44 0.53 0.61 0.56 0.86 0.48 0.64
I see from these results in both tables that the MS method has better parallelization results than other methods.
The overall results can be seen on ISeeMPs website [24].
6 Conclusions
In this study, the main contribution is to develop a platform for benchmark and performance evaluation for
TLP performance for some well-known image FoS methods. For some images and/or methods, the test results
obtained via dual-core equipped hardware are better than the results of single-core hardware. I have come to the
conclusion that overall results are depended on intra-region homogeneity of pixel colors and parallelization level
of nested loops in programs code.
References
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Pattern Analy. and Mach. Intel. 24(5): 603619.
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9(1): 62-66.

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The San Diego Vision Benchmark Suite. In Proceddings of the IEEE Intl Symp. on Workload Characterization,
IISWC 2009. pp.55-64.
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16. Szeliski, R. (2011). Computer Vision: Algorithms and Applications. Texts in Computer Science. 1st ed. SpringerVerlag London Limited. London. UK.
17. Bishop, C. M. (2006). Pattern Recognition and Machine Learning. Springer.New York.USA.
18. Cord, M. and Cunningham, P. (Eds.) (2008). Machine learning techniques for multimedia. Case studies on
Organization and Retrieval. Springer-Verlag. Berlin. Heidelberg.
19. Othman, F., Abdullah R., Rashid, N.A. and Salam, R.A. (2004). Parallel K-means Clustering Algorithm on DNA
Dataset. K.-M. Liew et al. (Eds.): PDCAT 2004, LNCS 3320, pp. 248-251. Springer-Verlag. Berlin. Heidelberg.
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Space, Acta Automatica Sinica 36(6):798-806.
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Biographies
Bahadir KARASULU He graduated from the Science and Arts Faculty-Physics Dept. at KocaeliUniversity, Kocaeli,
Turkey in 2003. Afterwards, in 2006, he completed a M.Sc. thesis study at MaltepeUniversity, Istanbul, Turkey. In 2010, he
obtained his Ph.D. degree in Computer Engineering from EgeUniversity, Izmir, Turkey. His research interests are artificial
intelligence, computer vision, distributed and parallel computing, simulation and optimization.
Estimation of Dominant Motion Direction on

Video Sequences
Salih GRGNOLU1, afak ALTAY2, Baha EN 3
1,3
Department of Computer Engineering, Engineering Faculty, Karabk University,Karabk, Turkey
Department of Electronics and Computer Education, Technical Education Faculty, Karabk University, Karabk, Turkey
1
sgorgunoglu@karabuk.edu.tr,2safakaltay@karabuk.edu.tr, 3baha.sen@karabuk.edu.tr
Abstract. Motion estimation is widely used especially for observinghuman movements. Tracking human
movements is one of the important issues in security. Checking regularly singular movements of a person and
group movements is necessary in environments where providing security is important. In this study, a system
which is the estimation of dominant motion direction on video sequences based on k-means clustering
method was developed. Video sequences which are included within the scope of this study consist of human
movements.The aims of the system are determination of motion vectors accurately on video sequences and
utilisation of clustering process properly.Therefore, software for determining dominant motion direction
accurately was developed using C# visual programming language. User can select any video, start and stop
motion analysis and also see motion vectors and times of processes on interface of the software.
Keywords: motion estimation, k-means clustering, video processing
1 Introduction
Studies which are on image and video processing have been increasing nowadays. These studies usually
include observing moving objects. Motion estimation and motion analysis are used generally for this process.
A lot of academic studies were made on motion analysis and motion estimation. Some of them searched only
motion of people. One of them is nonparametric density estimation with adaptive, anisotropic kernels for human
motion observations [1]. In this paper, it is suggested to model priors on human motion by means of
nonparametric kernel densities.Some studies searched groups of people and evaluated motion of people in
groups. One of them istracking groups of people [2].
Moreover, there are studies which deal with estimation of traffic density by watching motion of vehicle in
traffic. They find regions where traffic density is much. One of them is estimation of vehicle velocity and traffic
intensity using rectified images [3]. Other one is vehicle detection and counting by using real time traffic flux
through differential technique and performance evaluation [4]. Automatic density estimation and vehicle
classification for traffic surveillance systems using neural networks is a study which used artificial intelligence
[5].
Motion estimation is widely used in medicine. There are a lot of studies on medicine. One of them is
correlation analysis of ultrasonic speckle signals for correlation based motion estimation [6].The other one is
motion estimation for abdominal MR[7].Studies were made on different block matching algorithms such as
spiral search algorithm, diamond search algorithm, adaptive search algorithm and orthogonal search algorithm
[8-12].
In this study, full search algorithm which is a block matching algorithm is used for finding motion vectors and
k-means clustering method is used for clustering motion vectors.
2 Motion Analysis
At first, video images are subjected to specific pre-processing operations in motion analysis process. Motion
vectors occurred in moving regions in video images are determined after these processes. Finally, motion vectors
are grouped.
2.1 Pre-processing Operations

Video sequences consist of frames and consecutive frames are compared for motion estimation. Two frames
are selected for comparison by leaving five frames apart from each other since there must be definite interval
between the frames for formation of movement. Various pre-processing operations were applied to the frames
that will be compared after determination. First pre-processing operation is finding RGB values of frames
pixels. R denotes level of red brightness, G denotes level of green brightness and B denotes level of blue
brightness. Frames are converted into gray scale by using RGB values. Process of converting gray scale is made
by summation after multiplication of RGB values singly with certain coefficients. Later, edges were found by
Sobel filter. Frames are converted into black and white form by utilizing thresholding process. After these
processes, two frames are compared with each other in order to find active region. A new image is formed; in
this form, the regions are white with a white colored first frame and black colored second frame. And the rest of
them are black. Regions of white pixel in new image show active region. Noises are cleaned on image by filter.
2.2 Full Search Algorithm

Full Search algorithm is one of the block matching algorithms. Block matching algorithms are generally
used in motion estimation and motion analysis. Frames are divided into macro blocks in the block matching
algorithms. Motion vectors are formed via comparing macro blocks situated in the first frame with macro blocks
at the search region located in the second frame. Macro blocks are compared for each probability at the search
region in Full Search algorithm.
Motion vectors are found by using Full Search algorithm after the end of pre-processing operations. Firstly,
frames are separated into 16x16 pixels macro blocks for Full Search algorithm. Macro blocks of first frames
active region determined after pre-processing operations are matched on 3x3 macro block region of second
frame by scanning. Region of 16x16 pixels which has lowest Sum of Absolute Differences (SAD) and macro
block are matched. Between two macro blocks having NxN dimensions, SAD is computed as follows:
(1)
MB1 denotes macro block which will be compared in the first frame and MB 2 denotes macro block at search
region in the second frame at the equation. (x,y) represent the coordinates of macro block pixels. Full Search
algorithm applied in this study is showed in Figure 1.
10
Fig. 1. Full search algorithm

Full Search algorithm is as follows in general.
Start
Divide frames which will be compared into macro blocks having NxN dimension
Define search region as 3x3 macro block
For each MB1(x,y) in the first frame
{ For each i
{ x-N, x-(N-1),..., x+N}
{ For each j
{ y-N, y-(N-1),..., y+N}
{ Calculate SAD value between MB2(i,j) in the second frame and MB1(x,y)
If i=x-N and j=y-N The lowest value =SAD
'
'
If SAD< The lowest value { The lowest value =SAD, x =i, y =j }

}
}
'
'
Form motion vector between (x,y) and (x , y ) points

}
End
2.3 K-means Clustering Algorithm

K-means algorithm is a clustering algorithm which classifies data. It separates data into k number classes in
terms of their characteristics. In this study, clustering is done which is based on Euclidian space. Its formula is
given in Equation 2. MB denotes macro block, C denotes center of cluster and djk denotes the space of Macro
block j to center of cluster k.K-means algorithm which was applied is given in Figure 2.
(2)
j {1,2,,N} where N=Number of Macro Block

k {1,2,3}
x,y: Represent the Coordinates Center of Clusters
11
Fig. 2. K-means algorithm
K-means algorithm which was utilized in this study is given below.
Start
Define k value of cluster number which will be formed
Define random cluster centers as much as k value (C1,C2, , Ck)
do
{ Store existing centers
(tempC1= C1, tempC2= C2, ... tempCk= Ck )
Calculate Euclidian space between each active block and cluster centers
Include active block to inlying center
Find the middle center of blocks included in each cluster (C1,C2, , Ck)
}
While (tempC1
C1, tempC2 C2, ... tempCk Ck )
End
3 Software
Estimation of dominant motion direction software was developed by C# which is a visual programming
language. The screenshot of the software developed is given in Figure 3. Video scene which was analysed,
motion vectors formed and processing times of algorithms can be seen in screen.
12
Fig. 3.Software interface
There are various menus provided to users in this software. Video which will be used in motion analysis can
be selected, played and stopped via Video menu. Additionally, characteristics of video can be displayed. Motion
analysis procedure can be initiated and stopped via Motion Analysis menu. Number of groups and whether the
motion vectors will be displayed in the screen can be selected via submenu Settings menu situated under Motion
Analysis, and frames which will be compared are selected via Pre-processing Operations submenu. Preprocessing procedures carried out are displayed via Pre-processing Operations submenu.
4 Conclusions
In this study, a system which is the estimation of dominant motion direction on video sequences based on kmeans clustering method was successfully developed. In this manner, motion which is out of accustomed and the
dominant direction of this motion can be determined. Therefore, some pre-processing procedures were applied to
video sequences at first. Afterwards, motion vectors were formed using Full Search algorithm. These motion
vectors were clustered with K-means algorithm. Screenshots, and detection and classification of the direction of
motion in these screenshots obtained in experimental studies are displayed in Figure 4a and Figure 4b
respectively. Video sequences utilised are in 320x240 pixels dimensions. The red circles in video sequences
display motion centres.
Durations of algorithms used in the study are given in Table 1. Durations of algorithms were obtained from a
notebook consists of hardware as follows: Intel(R) Pentium(R) Dual T3400 2.16 GHz microprocessor, 3GB Ram
with Windows 7 operating system.
13
a)
b)
Fig. 4.Screenshots displaying the centre of motion direction obtained and its classification.
a) Motion in video sequence was classified as bidirectional. b) Motion in video sequence was classified as three directional.
Table 1. Duration of Algorithms

Process
Time (ms)
Pre-processing
Time for Two Frames
240
Operations
Obtaining RGB Values
0-5
Converting Grayscale
0-12
Finding Edges and Thresholding
40-140
Finding Active Region
15-60
Cleaning Noises by Filter
15-60
Full Search Algorithm
0-300
K-Means Algorithm
0-1
Drawing Motion Vectors
0-30
Total Time
300-700
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
Brox, T.; Rosenhahn, B.; Cremers, D.; and Seidel, H. P. (2007). Nonparametric density estimation with adaptive,
anisotropic kernels for human motion tracking. Workshop on Human Motion. Rio de Janeir. Brazil. 152-165.
McKenna, S. J.; Jabri, S.; Duric, Z.; Wechsler, H.; and Rosenfeld, A. (2000). Tracking groups of people. Computer
Vision and Image Understanding 80(1): 42-56.
Maduro, C.; Batista, K.; Peixoto, P.; and Batista, J. (2009). Estimation of vehicle velocity and traffic intensity using
rectifield images. IbPRIA 4th Iberian Conference on Pattern Recognition and Image Analysis. Povoa de Varzim.
Portugal. 64-71.
Mohana, H. S.; Ashwathakumar, M.; and Shivakumar, G. (2009). Vehicle detection and counting by using real time
traffic flux through differential technique and performance evaluation. ICACC International Conference on
Advanced Computer Control. Singapore. 791-795.
Ozkurt, C. and Camci, F. (2009). Automatic density estimation and vehicle classification for traffic surveillance
systems using neural networks. Mathematical and Computational Applications An International Journal 14(3):
187-196.
Bilge, H. . (1997). Yapay akla dayal ultrasonik grntleme iin hareket tahmini. Yksek Lisans Tezi.
Krkkale niversitesi Fen Bilimleri Enstits. Krkkale. 1-25.
imek, Yldrm, M. (2007). Abdominal MR grntlerinde hareket tahmini. Yksek Lisans Tezi. Gebze Yksek
Teknoloji Enstits Mhendislik ve Fen Bilimleri Enstits. Gebze. 15-31.
Kroupis, N.; Dasygenis, M.; Soudris, D.; and Thanailakis, A. (2005). A modified spiral search algorithm and its
embedded hardware implementation. IEC. Prague. 375-378.
Zhu, S. and Ma, K. K. (2000). A new diamond search algorithm for fast block matching motion estimation. IEEE
Transactions on Image Processing 9(2): 287-290.
14

10. Koh, Y. J. and Yang, S. B. (1999). An adaptive search algorithm for finding motion vectors. IEEE TENCON. Cheju
Island. South Korea. 186-189.
11. Metkar, S. P. and Talbar, S. N. (2010). Fast motion estimation using modified orthogonal search algorithm for
video compression. Signal, Image and Video Processing 4(1): 123-128.
12. Ezhilarasan, M. and Thambidurai, P. (2008). Simplified block matching algorithm for fast motion estimation in
video compression. Journal of Computer Science 4(4): 282-289.
Biographies
Salih GRGNOLU- was born in orum, 1970. He graduated from Gazi University in 1995. He received his M.Sc. and
Ph.D. degrees from the same university in 2000 and 2007 respectively. He worked as instructor at Gazi University between
the years of 1999-2007. His areas of interest include biometric systems, image processing, microprocessors and neural
network applications. Asst. Prof. Dr. Grgnolu has been still working for Karabk University, Department of Computer
Engineering.
afak ALTAY- was born in Erzurum, 1986. She graduated from Sleyman Demirel University in 2008. She is interested in
image and video processing. Research Assistant Altay has been still working for Karabk University, Department of
Electronics and Computer Education.
Baha EN- was born in Mersin, 1974. He received his B.Sc. in Computer Science Department from the Gazi University,
Ankara/Turkey in 1996. He received his M.Sc. degree from Institute of Science and Technology, Gazi University in 1999,
and his Ph.D. degree from same department. His research interests include graphics, vision, genetic algorithms, expert
systems, geographical information systems, 3d modeling and simulation systems. Asst. Prof. Dr. en has been still working
for Karabk University, Department of Computer Engineering.
15
Optimization of cos(x) and sin(x) for

High-performance Computing
Md. Harris Uddin Sharif1, Sahin Uyaver2, Md. Haidar Sharif3
1
University of Asia Pacific, Dhaka, Bangladesh
2
TC Istanbul Commerce University, Istanbul, Turkey
3
TC Gediz University, Izmir, Turkey
1
haris245@yahoo.com, 2suyaver@iticu.edu.tr, 3md-haidar.sharif@gediz.edu.tr
Abstract.At the present day, high performance computing (HPC) architectures are designed to resolve
heterogeneous sophisticated scientific as well as engineering problems across an ever expanding number of
HPC and professional workloads. The computation of the fundamental functions
sin(x)
and
cos (x)
isfrequent in both scientific and engineering applications but somewhat time consuming task in highperformance numerical simulations. In this paper, we have addressed the problem of high-performance
numerical computing of sin(x) and cos(x) pair for specific processor IA-64 and optimized it for a vector of
input arguments
xi
where the vector length
must be an integer multiple of 4. We have showed that the
processor microarchitecture and the manual optimization techniques improve the computing performance
significantly as compared to the standard math library functions with compiler optimizing options.
Keywords: High-performance computing, optimization, compiler options, IA-64
1 Introduction
The computation of the fundamental trigonometric functions sin(x) and cos (x) are frequent in scientific
and engineering applications but some what very time consuming task in numerical simulations. For examples,
to simulate scattering at the Coulomb potential at Rutherford model needs to calculate tens of millions of
fundamental functions e.g., sin(x), cos(x), etc. (see Fig. 1). This function can be computed accurately and
efficiently by calling math library routine which will also deal with exceptional case e.g., input argument x = 0 .
But standard routine is often incapable of achieving the demanding performance of high-performance computing
in simulation. Our current trend in constructing high-performance numerical computing for specific processor
IA-64 (Intel Architecture-64) has been optimized for
or less simultaneously.
1/x with a vector of input arguments x which works more
In 2000, Strebel [1] optimized sin(x) and cos (x) functions along with others for the static scheduling
architecture e.g., Alpha 21164. The Alpha 21164 microprocessor was designed for in-order (static) scheduling
[1, 2]. Nevertheless, the optimization is not workable for the processors like Itanium or even Alpha 21264. Thus,
we have lined up our efforts towards Itanium and hence our work would be considered as an incremental
improvement of the optimization result presented by him.
We have optimized sin(x) and cos (x) functions for Itanium processor (IA-64) with an 1000MHz clock.
There are mainly 2 types of scheduling may observe in Itanium: (i) code scheduled to minimize the number of
16
bundles; and (ii) code scheduled to minimize the number of clock cycles. We have emphasized the first
scheduling and the most common bundles MMF (Template value 14 and 15 [3]) throughout our optimizations.
The Itanium processor core is capable of up to 6 issues per clock, with up to three branches and two memory
references. The memory hierarchy consists of a three-level cache. The first level uses split instruction and data
caches; floating-point data are not placed in the first-level cache. The second and third levels are unified caches,
with the third level being an off-chip cache placed in the same container as the Itanium die. However, the IA-64
is a unique combination of innovative features such as explicit parallelism, predication, speculation and more.
The architecture is designed to be highly scalable to fill the increasing performance requirements of various
server and workstation market segments. In the optimized implementations it has been used an eminent aspect
that one add and one multiply are issued each cycle and the result will be available after result latencies for both
add and multiply. It has been extensively used the standard manual optimization techniques e.g., loop unrolling
and software pipelining to compute sin(x) and cos (x) efficiently. The Loop unrolling technique combines
several iterations of a loop into one basic block. The technique of software pipelining is a way to overlap the
execution of different instances of loop body in a systematic way. Loop unrolling and software pipelining are
combined by first unrolling the loop and therefore increasing the size of the loop body to some extent and then
software pipelining the resulting codes which increases the potential for instruction level parallelism a bit more.
Fig. 1.Laboratory system: scattering at the Coulomb potential. If the case of numerical simulation of this
model, it is important to calculate sin(x) and cos(x) functions as quickly as possible because tens of millions of
particles are involved in such type of simulation.
2 Implementation Steps
2.1 Algorithm for sin(x) and cos (x)

In this subsection, we will discuss the algorithm for sin(x) and cos (x) computation which can be found in
[1].
For small | x | the trigonometric functions sin(x) and cos (x) can be efficiently computed using a couple of
terms of the Taylor series:
sin( x) = k =0
k
(1) k 2 k 1
( 1)
x
cos
(
x
)
=
x 2k .
and
k =0
(2k 1)!
(2k )!
17
Instead of using these formulas for larger values x as well, we may use the addition theorems of
trigonometric functions and use table lookup for some
xt x . For x = xt xs with small xs and mantissa of
xt being only b bits wide, sin(x) and cos (x) are given by:
sin( x) = sin( xt xs ) = sin( xt )cos ( xs ) cos ( xt )sin( xs )
cos ( x) = cos ( xt xs ) = cos ( xt )cos ( xs ) sin( xt )sin( xs ) .
Since
xs is small we have cos ( xs ) 1, so it is a good idea not to compute cos ( xs ) directly, but work with
us = cos ( xs ) 1 instead. A schematic representation of the code which calculates pair of sin(x) and
cos (x) is given below. For simplicity, we assume that the number of bits for the table lookup is b = 7 .
y = x 1/2
y = y 3 244
conversion to fixed point
yh = y 3 244
xs = ( x yh h ) yh s xs = x 2yh
t =< y > 6..0
index t for table lookup
ct (1 t ) = cos 2 < 0.t >

st (1 t ) = sin2 < 0.t >
table lookup
us = xs2 /2 xs4 /24 1 us = cos ( xs )

ss = xs xs3 /6 xs5 /120 ss = sin( xs )
c = ct (ct ( t us ) st ss ) c = cos ( x)
s = st (st ( t us ) ct ss ) s = sin( x)
return(c, s)
In this algorithm, the way of computing
y h is only possible if floating point numbers are always rounded to

b
53 bits in the mantissa. Note that the lookup table does not have to consist of 2 2 entries, but we may exploit
identities like cos (2 x) = cos ( x) and sin(/2 x) = cos ( x) . Our implementation uses a lookup table
for
cos ( xt ) for the range 0 xt containing 2b1 1 entries.
2.2 IA-64 Architecture

The Itanium processor is the first implementation of the IA-64 architecture. The Itanium processor uses a 10stage pipeline divided into four major parts[3, 4]. Now, we will discuss some key features of the IA-64 (Intel
Architecture-64) CPU followed by optimization techniques to compute sin(x) and cos(x) pair for EPIC
(explicitly parallel instruction computing) based 1.0 GHz Itanium CPU. The EPIC has the same principal feature
as VLIW (very long instruction word) - compiler, not processor, performs the parallelizing of instruction stream.
EPIC can roughly be denoted as the second generation of VLIW.
The Intel IA-64 chip represents a processor family that has significantly different characteristics from the
RISC chips. Its first implementation, the Itanium processor, finally became available in products from a number
18
of vendors in July 2001. Many vendors now market systems with this processor e.g., NEC and Fujitsu Siemens,
while HP and IBM offer them as alternative processors in their high-end systems such as the HP SuperDome and
the IBM x-series. In computing, IA-64 is a 64-bit processor architecture developed in cooperation by Intel and
Hewlett-Packard, implemented by processors such as Itanium and Itanium 2. The goal of Itanium was to produce
a post-RISC era architecture, using a VLIW design. Unlike Intel x86 processors, the Itanium is not geared
toward high performance execution of the IA-32 (x86) instruction set. Three instructions are grouped together
into 128-bit sized and aligned containers called
bundles [3, 4, 5, 6]. Each bundle contains three 41-bit
instructio n slots and a 5-bit template field. The format of a bundle is depicted in Table 1.
Table 1. Bundle Format
slot 2
slot 1
slot 0
template
(41-bit)
(41-bit)
(41-bit)
(5-bit)
First 4 bits of the template explicitly indicate types of instructions, and the last bit (stop bit) indicates whether
the bundle can be executed in parallel with the next bundle[7]. Bundled instructions don't have to be in their
original program order, and they can even represent entirely different paths of a branch. Also, the compiler can
mix dependent and independent instructions together in a bundle, because the template keeps track of which is
which. During execution, architectural stops in the program indicate to the hardware that one or more
instructions before the stop may have certain kinds of resource dependencies with one or more instructions after
the stop [7]. IA-64 instructions are packed by compiler into 128 bit length bundle. The bundle contains three IA64 instructions along with template. The template indicates dependencies between instructions whether the
instructions in the bundle can be executed in parallel or if one or more must be executed serially due to operand
dependencies. The template also indicates whether the bundle can be executed in parallel with the neighbor
bundles.A single bundle containing three instructions corresponds to set of three functional units. IA-64
processors would contain different numbers of such sets. And these processors will be able to run the same code.
Indeed, assume an IA-64 processor has N sets of three functional units each; then using the template information
on dependencies between bundles it is possible to chain the bundles to create instruction word of 3 N
instructions (N bundles) in length. This is the way chosen by HP and Intel to provide scalability of IA-64.
Certainly the concept is beautiful. Unfortunately IA-64 is not absolutely perfect. IA-64 CPUs are extremely
efficient chips, which can process more instructions per clock cycle than any other CPU. That does not mean
there are no concerns. The quality of compilers will make or break the success of IA 64. Complexity of the
compiler increases drastically. Therefore the number of errors in compiler and compilation time increases badly
too.
2.3 Optimization for IA-64 architecture

In this subsection, we will present the optimization techniques of sin(x) and cos(x) to compute many pairs
simultaneously.
The 2 I-units, 2 M-units, 3 B-units, and 2 F-units in the Itanium processor which are pipelined [3]. Itanium has
an instruction issue window that contains up to two bundles at any given time. With this window size, Itanium
can issue up to 6 instructions in a clock. In the worst case, if a bundle is split when it is issued, the hardware
could see as few as 4 instructions: 1 from the first bundle to be executed and 3 from the second bundle.
Instructions are allocated to functional units based on the bundle bits, ignoring the presence of no-ops or
predicated instructions with untrue predicates. Stalling the entire bundle leads to poor performance unless the
instructions are carefully scheduled.
19
We have used the symbols

which correspond to multiplication,
addition, branch, integer operation, shift, load, store, nop (no operation), and fnop, respectively. The fnop copies
the stack top onto itself, thus padding the executable file and taking up processing time without having any effect
on register or memory. Before being performed loop unrolling and software pipelining, we performed
vectorization. This technique, also named as loop distribution, splits the loop into two or more parts, and
executes the parts in separate loops. This is helpful for large loop bodies which would require too many registers.
After vectorization, there are 2 phases and hence our optimization will be 2 phases.
Fig. 2.Four times unroll and instructions scheduling for the first phase. Each time a clock cycle will issue 2
bundles simultaneously - one from 1st bundle sequences and another from the corresponding 2nd bundle
sequences.
Fig. 3.Non-optimized first phase pre-loop. Each time a clock cycle will issue 2 bundles simultaneously - one
from 1st bundle sequences and another from the corresponding 2nd bundle sequences.
Fig. 4.Optimized first phase loop. Each time a clock cycle will issue 2 bundles simultaneously - one from 1st
bundle sequences and another from the corresponding 2nd bundle sequences.
Fig. 5.Non-optimized first phase post-loop. Each time a clock cycle will issue 2 bundles simultaneously - one
from 1st bundle sequences and another from the corresponding 2nd bundle sequences.
20
Fig. 6.Four times unroll and instructions scheduling for the second phase. Each time a clock cycle will issue 2
bundles simultaneously - one from 1st bundle sequences and another from the corresponding 2nd bundle
sequences.
Fig. 7.Non-optimized second phase pre-loop. Each time a clock cycle will issue 2 bundles simultaneously one from 1st bundle sequences and another from the corresponding 2nd bundle sequences.
Fig. 8.This structure depicts (n/4 - 2) times looping of 4 times unrolling and 3 times pipelining of instruction
scheduling to the resulting optimized code. The second phase loop is highly optimized. Each time a clock cycle
will issue 2 bundles simultaneously - one from 1st bundle sequences and another from the corresponding 2nd
bundle sequences.
Fig. 9. This structure indicates second phase non-optimized post-loop of 4 times unrolling and 3 times
pipelining of instruction scheduling to the resulting optimized code. Each time a clock cycle will issue 2 bundles
simultaneously - one from 1st bundle sequences and another from the corresponding 2nd bundle sequences.
2.3.1 First Phase Optimization

The first phase consists of 3 multiplications, 4 additions, etc. Ignoring other restrictions, the computation of a
single 1st phase will take at least 4 cycles. To achieve this optimum the instructions must be scheduled in such a
way that one floating-point add and a possible floating-point multiply are executed in each cycle, i.e, again
template 14 and 15 are appropriate for this purpose. The processor core is capable of up to six issues per clock,
with up to three branches and two memory references. Consequently, the processor will issue 2 bundles at a
clock cycle.
Assuming again that n is a multiple of 4 the loop can be unrolled 4 times as above. The result latency gives the
number of cycles required until the result is available. The result latency of 4 cycles for multiplication and
addition naturally suggests a 4 times loop unrolling, and the structure of the dependences required a 3 times
overlap in software pipelining. Fig. 2 elucidates n/4 times looping together with 4 times unrolling of sin(x) and
cos(x) pair with proper reordering of the instructions to obtain optimum performance for first phase. The loop
unrolling implies increased the size of the loop body, that may hurt performance but increase the potential for
instruction-level parallelism. From Fig. 2 it is easy to notify that after loop unrolling and scheduling each
iteration consists of a phase enclosing mainly integer operations, load, store, shift instructions, and a posterior
21
phase with floating point operations. Such an issue structure is pertinent for software pipelining. We have
overlapped 3 such issue structures so that the resulting structure will be able to minimize loop overhead and to
increase the potential for instruction-level parallelism to more extent. The resulting optimized code delineates in
the Fig. 3, 4, and 5 concerning pre-loop, loop, and post-loop successively of the first phase. After 4 times
unrolling and scheduling the cycles become 42n/4 11n . It is easy to observe, from Fig. 2, only 20.23% of
the total instruction slots are filled with instructions. There are several Itanium-dependent restrictions that cause
a bundle to be split and issue a stop [2]. So, it is often good idea to make overlap 3 such issue structures resulting a structure with 4 times unrolling and 3 times pipelining. After fabricating software pipelining, there
are
16n/4 = 4n cycles with some overhead.
2.3.2 Second Phase Optimization

The second phase consists of 12 multiplications, 11 additions, etc. Fig. 6 indicates n/4 times looping together
with 4 times unrolling of sin(x) and cos(x) pair with proper reordering of the instructions to obtain optimum
performance for second phase. We have overlapped 3 such issue structures so that the resulting structure will be
able to minimize loop overhead and to increase the potential for instruction-level parallelism a bit more. The
resulting optimized code has been figured successively in the Fig. 7, 8, and 9 concerning pre-loop, loop, and
post-loop of the second phase. After 4 times unrolling and scheduling the cycles yield 54n/4 = 13.5n which
uses 54.32% of the total instruction slots. On making 3 times pipelining software pipelining, there are
48n/4 = 12n cycles with some overhead.

While counting cycles based on the instruction counting would be misleading because we have ignored
memory latencies, it still estimates an upper limit for the possible improvement thanks to the code
transformations. At the starting, for the first phase after loop unrolling and software pipelining we have 4n cycles
plus some overhead. Analogously, after loop unrolling and software pipelining we have 12n cycles plus some
overhead for the second phase. Speaking with a shadow of doubt, loop unrolling and software pipelining the two
phases take 16 cycles.
3 Results of the optimized algorithm theoretically and practically
3.1 Theoretical results

The above issue figures demonstrate that the vectorized version can be implemented without further loss, at
least if we make some idealizations. With a clock rate of 1000MHz, these 16 cycles correspond to 16ns as a
lower limit for computing a pair of sin(x) and cos(x). Of course, the true execution time will be higher than 16ns
per pair of sin(x) and cos(x) computation.
3.2 Practical results without compiler options

To analyze the efficiency of the optimized pair of sin(x) and cos(x) for varying vector length n , the same
realistic approach as in [1] has been used for the execution time t per element,
t = t0 c1
where
parameter
c2
n
(1)
t 0 is the only barely adequate time required for compute a certain task with t0 = 16ns . The
c1 will be determined by the overhead which occurs for every iteration of the innermost loop such as
22
a taken branch penalty, as opposed to the parameter
c2 measures the overhead which occurs once per function
call or once per vector. A tiny portion of the overhead
c2 are for example function call and return, register save
and return to its original or usable and functioning condition, and the penalty due to non-optimal pre-loop and
post-loop codes. For large vectors n , the overhead
c2 will be negligible and the execution time will be
t t0 c1 . Every piece of overhead can not be classified to either class c1 or c2 in all likelihoods e.g., load
misses due to table lookup can occur in every iteration for small n , but for larger n table entries will be reused
and the number of load failures to succeed will decrease.
To find the overheads
c1 and c2 for pair of sin(x) and cos(x), we have measured the execution time t per pair
of sin(x) and cos(x) for varying vector length n . The parameters
c1 and c2 can be easily determined by making
ready those data to the simple model in the least squares sense, minimizing the relative errors between predicted
and measured execution times. The execution times t for the manually optimized codes are shown Table 2 for a
couple of vector lengths n without using any compiler optimized options. After fitting the data of Table 2 to the
simple model at Eq. 1 in the least squares sense, we have estimated
c1 = 3.9ns overhead per pair of sin(x) and
c2 = 247ns overhead per vector. In relation to the idealized execution time of 16ns the overall
3.9100
overhead drops to about
% 24% for n . Taking into account that the integer pipelines are
16
cos(x), and
highly utilized and that casual first level cache misses will lead to partial stalls, the resulting efficiency seems
satisfactory.
Table 2. With IA-64 (1.00 GHz), the execution time t in nanoseconds, per pair of sin(x) and cos(x)
computation for varying vector lengths n without using any compiler optimized option.
Vector length n
Nanoseconds
38.56
30.79
16
26.73
32
24.28
64
22.12
128
20.92
256
20.11
512
19.23
3.3 Practical results with compiler options

The difference between gcc and ecc is the performance. The gcc is a free cross compiler that supports a lot of
platforms and a handful of languages. The ecc is available as a cross compiler that runs on an IA-32 system and
a native compiler that runs on an Itanium processor system. Intel compiler with frequently used optimization
option is O2. Normally, nobody cares about code size for Itanium but performance is real issue for Itanium gcc.
The optimization of loop unrolling is performed by -funroll-loops, can be only done for loops whose number of
iterations can be determined at compile time or run time. The optimized option -funroll-loops minimizes loop
overhead and creates many opportunities for further optimizations [8]. On the other hand, -funroll-loops is a
risky optimization option; it can improve performance, but it can also penalize performance significantly: the
23
object file becomes larger, which can significantly hurt cache performance. To whatever extent, we can say that
the speed-up of our manually optimized pair of sin(x) and cos(x) depends on the quality of the compiler used.
Table 3. With IA-64 (1.00 GHz), the execution time t in nanoseconds, per pair of sin(x) and cos(x)
computation for varying vector length n using gcc and ecc following their optimized options -03 -funroll-loops
and -O2, respectively.
Vector length n
Compilers
gcc
ecc
t in nanoseconds
4
37.21
48.29
29.58
31.33
16
25.11
27.46
32
23.29
24.65
64
21.15
22.37
128
20.51
21.94
256
19.86
21.04
512
19.13
20.31
Built-in function
106.48
102.95
Table 4. Speed-up with respect to built-in function for vector length n deeming similar results and optimized
options from the Table 3.
Vector length n
Speed up
gcc
ecc
2.86
2.13
3.60
3.29
16
4.24
3.75
32
4.57
4.18
64
5.03
4.60
128
5.19
4.69
256
5.36
4.89
512
5.57
5.07
Table 3 depicts the time t in nanoseconds, for executables generated by gcc and ecc compilers. The best
results obtained by using the various optimizing options available for the different compilers have been shown.
The execution time of the optimized pair of sin(x) and cos(x) may vary to a little extent. As a result, the
execution time on the Table 3 has been computed as the geometric mean of 100 measurements with the same
optimized option for every vector length. However, in computing the optimized pair of of sin(x) and cos(x) for a
enough large vector length n with or without using compiler options in gcc and ecc give a satisfactory factor of
reduction as compared to the standard built-in approach.
24
We have defined the speed-up as the ratio of the execution time of the built-in function and the execution time
of the optimized code in varying vector lengths. The Table 4 depicts different speed-up with varying vector
lengths. It is remarkable that higher vector lengths are desirable. But for simulation, higher vector lengths require
higher number of dummy inputs. For examples, maximum 7 dummies would be important for a choice of vector
length 8 and similarly 15 for 16, 31 for 32, 63 for 64, 127 for 128, etc. Although the lower vector lengths expect
to calculate a smaller number of dummies in simulation, the degree of performance of them is significantly low
and consequently they are hardly use in high performance computing. Depends on simulation work, one would
be benefited from vector lengths like 32 or 64 or so.
4 Conclusions
We addressed a specific problem to compute and presented a detailed analysis of possible software
optimizations to improve its performance. The processor micro-architecture and the manual optimization
techniques improve the computing performance significantly. The optimized routine for computing pair of sin(x)
and cos(x) expects some smarter compilers like gcc and ecc. for high performance. The routine is highly
optimized manually. Consequently, compiler optimization options will not have a big effect on performance. The
routine is significantly faster than using standard library routine, provided that the vector length n is large
enough. Although the routine is much more efficient on IA-64 (Itanium), with or without some maintainance it
can be compiled and will execute correctly on any processor which conforms the IEEE 754 floating point
standard.
References
[1] R. Strebel. Pieces of software for the Coulombic m body problem. Diss. ETH No. 13504, 2000.
[2] C. C. Corporation. Alpha Architecture Handbook. Compaq Computer Corporation, 4 edition, 1998.
[3] D. Patterson and J. Hennessy. Computer Architecture : A Quantitative Approach. Morgan Kaufmann Publishers, Inc.,
3rd edition, 2003.
[4] M. H. Sharif, A. Basermann, C. Seidel, and A. Hunger. High-performance computing of 1/sqrt(xi) and exp(xi) for a
vector of inputs xi on Alpha and IA-64, Journal of Systems Architecture, 54, 2008, 638-650.
[5] I. Corporation. IA-64 System Architecture : IntelR IA- 64 Architecture Software Developers Manual, 2, Intel
Corporation, 1.1 edition, 2000.
[6] I. Corporation. IA-64 Application Architecture : IntelR IA-64 Architecture Software Developers Manual, 1, Intel
Corporation, 1.1 edition, 2000.
[7] I. Corporation. Intels IA-64 Application Developers Architecture Guide. Intel Corporation, 1999.
[8] A. Oram and M. Loukides. Programming with GNU Software. OReilly & Associates, Inc., 1 edition, 1997.
25
An Overview of Two-Level Finite State

Kyrgyz Morphology
Zeliha Grmez1, Semra nl Baki2, Atakan Kurt 3*, Kalmamat Kulamshaev 4 , Mehmet Kara 5
1
Department of Computer Engineering, Istanbul University

3
Department of Computer Engineering, Fatih University
4
Department of Modern Turkic Languages and Literature, Fatih University
5
Department of Contemporary Turkic Languages, Istanbul University
1
zgormez@istanbul.edu.tr, 2usemra@gmail.com, 3akurt@fatih.edu.tr,
4
kkulamshaev @fatih.edu.tr, 5mehkara@yahoo.com
Abstract. Morphologic analysis is the study of word formation in a language. It describes how the minimal
meaningful units called morphemes come together to form a word. Morphological parsing and generation is
the basis for many natural language processing applications such as machine translation. Kyrgyz is one of the
major languages in Turkic Languages Family. In this paper we introduce Kyrgyz Morphology using
Koskemnienis two-level finite state method with an implementation on Dilma Machine Translation
Framework. The moprhology is given using two tools: (1) A set of orthographic rules describing the
phonological rules when affixing morphemes to roots or stems (ii) A finite state automaton describing
morphemes and the order in which the morphemes affixed to words.
Keywords: Kyrgyz, morphology, phonology, orthographic rules, two level morphology, finite state machine,
machine translation
1 Introduction
Kyrgyz is one of the major Turkic languages. It is the official language of the independent state of Kyrgyzstan.
It is spoken by more than 4 million people Kyrgyzstan, China, Afghanistan, Kazakhstan, Tajikistan, Turkey,
Uzbekistan, Pakistan and Russia.
In this paper we present an overview of finite state Kyrgyz morphology using Koskenniemis two level
morphology (Koskenniemi, 1983, Karttunen 1983) with a set of orthographic rules modeling the phonological
dynamics during word formation. Morphology is one of the fundamental building blocks of any natural language
application. This is more so, especially for agglutinative languages in which most words are formed by joining
morphemes. Accurate morphological parsing is required for a proper syntactic and semantic analysis of
sentences upon which many applied linguistics applications are built. Developing a comprehensive Kyrgyz
morphology is part of our ongoing Kyrgyz-Turkish Machine Translation Project.
The RUSLAN project is developed to translate documents from Czech to Russian (Hadic 1987) which are
both Slavonic languages. Later another translation project Cesilko was undertaken to translate from Czeck to
Slovac (Hajic et al. 2000).Ceilko was extended to other Slavonic languages, Polish and Lower Serbian (Dworak
et al. 2006), and the Baltic language Lithuanian (Hajic et al. 2003)
Corresponding Author
26
InterNOSTRUM project was another project for closely related languages. It was developed to translate
between Catalan and Spanish (Canals-Marote et al. 2000). More work for Romance Language pairs was
alsoimplemented. Portuguese-Spanish machine translation system was implemented in a similar manner.
(Garrido-Alenda et al. 2003)
The two-level Turkish morphology was described by Oflazer (Oflazer, 1994) using PC KIMMO (Antwort
1990) which is milestone project. In a way it paved the way for similar studies on Turkic languages, since
Turkish and other Turkic languages have lexical, morphological and syntactic similarities.
The machine translation between Turkic languages is limited to only a few projects. Lexicon-based
translation system was implemented between Azerbaijani and Turkish (Hamzaoglu 1993). Another early system
was implemented between Crimean Tatar and Turkish (Altintas, icekli 2001).
A Turkmen Turkish machine translation system was implemented at Fatih University (Shylov 2008) which
turned into morphological machine translation system for Turkic languages, called DLMA. Another Turkmen
Turkish system was implemented at ITU (Tantug 2006,2007). We use DLMA to implement Kyrgyz Turkish
translation system. Two-level morphology of Kazakh Language was described and implemented in DILMAC
(Zafer, 2011). In a similar study two-level morphology of Kazan Tatar language was developed using DILMA
(Gkgz, 2011)
This paper is organized as follows: We describe the Kyrgyz orthography using two level rules in Section 2.
Orthographic rules are formulated for the correct spelling during word formation. We then represent the Kyrgyz
morphotactics using finite state machines (FSM) in Section 3. The FSMs for nominal and verbal morphotactics
describe how the words of the language can be formed in detail. We present a number of nominal, verbal and
adverbial word formation examples to demonstrate the system. The paper concludes in Section 4.
2 Kyrgyz Orthography
Kyrgyz is written in a modified version of Cyrillic script.The Kyrgyz Cyrillic alphabet is used in Kyrgyzstan.
We used Kyrgyz Cyrillic to Latin converter [Hata! Bavuru kayna bulunamad.]. Comparison of Kyrgyz
Cyrillic - Latin alphabet is given in Table 3.
Table 3. Comparison of Kyrgyz Cyrillic - Latin Alphabet
Cyrillic
Latin
A
Bb
Vv
Gg
Dd
E e;Ye ye
Yo yo
C c; J j
Zz
i
Yy
Kk
Cyrillic
Latin
Ll
Mm
Nn
Oo
Pp
Rr
Ss
Tt
Uu
Cyrillic
Latin
Ff
Xx
TS ts

I
inceltme
kesme
Ee
Yu yu
Ya ya
Like other Turkic languages Kyrgyz is also agglutinative. It has a rich set of inflectional and derivational
suffixes (Kasapolu 2007). A word is formed by affixing inflectional and derivational morphemes to roots
successively. During the formation of words some phonological rules is to be followed. These orthographic rules
are expressed in certain formalism as shown below. Some subsets of letters of Kyrgyz language that used in rules
are defined in Table 4
27
Table 4. Some Subsets of Letters of Kyrgyz Language

Set Letter
Cs
Ct
L
V
R
Letters in Set
{ f,s,t,k,,,h,p }
{ b,d,c,g,v,z,m,n, ,l }
{ l,d,t }
{ a,e,o,, ,I,u, }
{ r,y }
In this section orthographic rules are described using two-level morphology. In this model word morphology
is represented in two levels: lexical and surface. Orthographic rules describe transformation form lexical level to
surface level. In the rule (a:b), the colon ( : ) character is represent transformation between two levels. Letter a is
in the left side of the colon, indicates that it refers to symbol of lexical level and letterb is in the right side of the
colon, indicates symbol of surface level. These rules are represented four different types:
a : b = > LC__RC ; meaning a lexical a, corresponds to a surface b only if it follows the left context
(LC) and precedes the right context (RC).
a : b < = LC__RC ; meaning a lexical a always corresponds to a surface b if it follows LC and
precedes RC.
a : b < = > LC__RC ; meaning a lexical a corresponds to a surface b always and only if it follows LC
and precedes RC.
a : b / < = LC__RC; meaning a lexical a, never corresponds to a surface b betweeb LC and RC.
Here we give only a few rules because of space limitations
i.
ii.
iii.
L : l => [V|R] +:0_

L : t => Cs +:0_
L : d => Ct +:0_
These rules,are example of consonant harmony similar to Turkish, represent changing from L to set letters
{l,t,d}. First rule states that the letters in lexical L turn into letter l if the last letter of the word is one of the
letters in V or R. An application of the rule is given in the following example
Lexical : cete+LA
Surface: cete0le cetele (Kyrgyz); yedekle (Turkish); back up (English)
Second rule states that the letters in lexical L turn into letter t if the last letter of the word is one of the letters in
Cs. An application of the rule is given in the following example.
Lexical: ti+LA
Surface: ti0te
tite (Kyrgyz); dile (Turkish); bite (English)
Third rule states that the letters in lexical L turn into letter d if the last letter of the word is one of the letters in
Ct. An application of the rule is given in the following example. This rule is a consonant harmony like Turkish.
Lexical: kol+LA
Surface: kol0da kolda (Kyrgyz); kolla (Turkish); protect (English)
28
In these examples the surface words are respectivelycetele, tite,kolda are formed by affixing +LA morpheme
to the rootsti, cete, kol. L in the lexical level becomes respectively l,t,d in the surface obeying the rules above.
I:0 =>V+:0__@*
This rule, is a example of vowel elision, represents dropping vowels in subset of I. If last letter of the word is
one of the letters in V and affix begins with Ip, the letter I drops. In the following example the surface word is
apam is formed by affixing +Im (Possesive 1st Person Single for noun) to root apa. I in the lexical level drop in
the surface level obeying the rule above.
Lexical : apa+Im
Surface: apa00m apam(Kyrgyz); annem (Turkish);my mother (English)
The orthographic rules are specified to the system using an XML file. Part of XML file representing the rules
about changing from L to I, t, or d is shown in Figure 1.
Figure 1.Part of XML File for Orthographic Rules Implementation
29
3 Kyrgyz Morphotactics
Morphotactics describe the morphemes and the order in which these morphemes are affixed to roots or stems.
Morphotactics allows one to generate valid or meaningful words out of morphemes and a lexicon. It also allows
one to check the validity of a given word. We describe Kyrgyz morphotactics using finite state machines (FSM)
as this is the usual method. A finite state machine as shown below is in principal a directed graph. It consists of a
set of states and a set of transitions among these states. Possessive suffixes for nouns are shown in Table 5.
Definitions of possessive suffixes for nouns morphotactics of Kyrgyz language using the finite state model is
given Figure 2.
Table 5. Possessive Suffixes for Nouns
Possesive for Nouns
Possesive 1st Person Single
Possesive 2nd Person Single
Possesive 3rd Person Single
Possesive 1st Person Plural
Possesive 2nd Person Plural
Possesive 3rd Person Plural
Abbreviation
Poss1PS
Poss2PS
Poss3PS
Poss1PP
Poss2PP
Poss3PP
Suffix
+(I)m
+(I)
+(s)I
+(I)bIz
+(I)Ar,+(I)Iz
+LarI, +(s)I
Example
bala+m
bala+
bala+s
bala+bz
bala+z
bala+lar, bala+s
Figure 2. FSM part of Noun in Kyrgyz Language

Transitions are the edges of graph labeled with inflectional or derivational morphemes defining in what order
those morphemes can be affixed to a word. The initial states [Noun] represent the roots words from a lexicon
and their part of speech such as noun, verb, adverb, adjective, etc. The immediate states [Plural], in a way,
represent words created by starting with a root word in an initial state and affixing morphemes on the transitions
to the partial words in each intermediate state such as Noun+LAr orNoun+LAr+(I)m. The final statesrepresent
words that cant take any more morphemes.
We define the nominal, verbal and adverbial morphotactics of Kyrgyz language using this finite state model.
Here we will give only a small portion of nominal morphotactics because of space limitation in
Table 6. Kyrgyz Morphotactics are implemented in a XML file. Part of xml file, for transition of states from
s-1(noun) to s-2 (plural), s-3(verb) and s-4;9 (possessive persons), is shown in Figure 3.
30
Table 6 Example for Transition of States for Noun

Example
balam
bala
balas
balabz
balaz
balalar, balas
balalarm
Kansra
Azay
Root+Suffix
bala+(I)m
bala+(I)
bala+(s)I
bala+(I)bIz
bala+Iz
bala+LArI, bala+(s)I
bala+LAr+(I)m
Kan+sIrA
Az+Ay
Transition of States
S-1(Noun)s-4 (Poss1PS)
S-1(Noun) s-5 (Poss2PS)
S-1(Noun) s-6 (Poss3PS)
S-1(Noun) s-7 (Poss1PP)
S-1(Noun) s-2(Plural) s-4 (Poss1PS)
S-1 (Noun) s-3 (Verb)
S-1 (Noun) s-3 (Verb)
Figure 3. Part of XML File for Kyrgyz Morphotactics

4 Conclusions
In this study we presented an overview of Kyrgyz morphology. Morphology consists of technical components:
phonological rules and morphotactics. We used Koskemnienistwo-level orthographic rules for phonological
rules and FSA for morphotactics. The system is implemented Dilmac Machine Translation Framework. This
frameword which is developed for MT agglutinative Turkic languages is based on morphology. Morphology is
implemented on this system in a language independent way. It requires no programming. Specifications are as
31
XML files. System is available as a web application. Lexicons and XML specifications are uploaded through the
web interface. Testing is also performed on the web interface.
This is to our knowledge the first study on Kyrgyz language which is the first precondition for a successful
machine translation between Kyrgyz and Turkish. As a result of this study we now have a morphological parser
and a morphological generator for Kyrgyz. Our ultimately goal in this project is to develop a Kyrgyz-Turkish
machine translation system using DILMAC.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
Koskenniemi K. (1983). Two level morphology: A general computational model of word-form recognition and
production. Tech. rep. Publication, No. 11, Department of General Linguistics, University of Helsinki.
Karttunen L (1983). PC-KIMMO: A General Morphological Processor. In Texas Linguistics Forum 22, pp.165186.
Oflazer, K. (1994). Two-level description of Turkish morphology, Literary and Linguistic Computing, Literary and
Linguistic Computing Volume9, Issue2 pp. 137-148.
Shylov M.(2008).DLMA: Turkish and Turkmen Morphological Analyzer and Machine Translation Program.
Masters thesis, FatihUniversity, stanbul Turkey.
Gkgz E., et al (2011). Two-Level Qazan Tatar Morphology. 1st International Conference on Foreign Language
Teaching and Applied Linguistics.
Zafer H.R, et al (2011). Two-Level Description of Kazakh Morphology. 1st International Conference on Foreign
Language Teaching and Applied Linguistics.
Kasapolu engel H. (2007). Krgz Trkesi, in Trk Leheleri Grameri [Prof. Dr. Ahmet Ercilasun], 481-542,
Ankara, Aka.
Altinta K & icekli . (2001) A Morphological Analyser for Crimean Tarar. In: Procedings of the 10 th Turkish
Sym on AI and NN TAINN pp 180-189, North Cyprus.
Canals-Marote R., et al. (2000) interNOSTRUM: a Spanish-Catalan Machine Translation System. Machine
Translation Review, 11, 21-25
Tantu A.C., Adal E. & Oflazer K. (2006) Computer Analysis of the Turkmen Language Morphology. In:
FinTAL, Lecture Notes in Computer Science, pp. 186-193. Springer
Dvok B., Homola P. & Kubo V. (2006) Exploiting similarity in the MT into a minority language. In: LREC2006: Fifth International Conference on Language Resources and Evaluation. 5th SALTMIL Workshop on
Minority Languages,Italy
Garrido-Alenda A., et al. (2003) Shallow Parsing for Portuguese-Spanish Machine Translation In: TASHA 2003:
Workshop on Tagging and Shallow Processing of Portuguese, Lisbon, Portugal
Haji J. (1987) RUSLAN - An MT System Between Closely Related Languages. In: Third Conference of the
European Chapter of the Association for Computational Linguistics (EACL'87), Copenhagen, Denmark
Haji J., Homola P. & Kubo V. (2003) A simple multilingual machine translation system. In: MT Summit IX,
New Orleans, USA
Haji J., Hric J. & Kubo V. (2000) Machine translation of very close languages. In: Proceedings of the sixth
conference on Applied natural language processing pp. 7-12. Morgan Kaufmann Publishers Inc., Proceedings of the
sixth conference on Applied natural language processing
M.Corbi-Bellot A., et al. (2005) An open-source shallow-transfer machine translation engine for the Romance
languages of Spain. In: 10th EAMT conference "Practical applications of machine translation", Budapest, Hungary
32
Examining the Impacts of Stemming Techniques on

Turkish Search Results by Using
Search Engine for Turkish
Erdin UZUN
Corlu Enginering Faculty / Computer Engineering Department / Namk Kemal University
erdincuzun@nku.edu.tr
Abstract.The aim of this paper is to introduce Search Engine for Turkish (SET) Project and examine the
effects of the stemming techniques on search performance of Turkish texts by using SET. SET has modules
of a crawler, an indexer, a ranking, a searching and an evaluator. The crawler module downloads Milliyet
news and automatically creates XML files. The indexer module prepares index to enable a rapid search. The
searching module displays the search results that are sorted by the ranking module that has no-stemming,
Turkish stemming and word truncation options. Moreover, it uses tf-idf to assist. The evaluator module helps
to check and assess the search results. 110 queries are prepared by using this evaluator. As expected, analysis
indicates that stemming techniques can be used for improving the search results. However, detailed analysis
shows that users suffixes are crucial in some queries so stemming techniques may have negative effects in
these queries.
Keywords: Turkish Web IR, Stemming Methods, Agglutinative Languages
1 Introduction
The major aim of search engines is actually a question of deciding which documents in a text collection should
be obtained from search algorithm to satisfy users need for information. They use any stemming techniques and
various different techniques to provide the best result first. For example, Google heavily relies on links when it
comes to determine the ranking of a web site. Moreover, the ranking process varies widely from one engine to
another. In addition to these, the stemming technique is used by search engines is not clear. Furthermore,
different stemming techniques dont support by commercial search engines. Hence, all possible cases cant be
examined in terms of the information retrieval for Turkish. Therefore, a search engine for Turkish (SET 1) is
developed . To the best of our knowledge, this is the first online project for researches on Turkish IR
(Information Retrieval). With developing a custom search engine, the effects of stemming techniques can be
examined for Turkish IR. In this search engine, no-stemming (NS) is selected to be the baseline; Turkish
stemmer (TS) and word truncation (WT) method are used as comparator.
Another matter is the test collection used by search engine. In Turkish, only a very limited number of test
collections are available for IR studies. We suffered from similar limitations in creating dataset at our previous
studies [1], [2]. Therefore, a Turkish sentence collector, which obtains data over internet, was developed. For
1Classes
of SET developed in C# programming language are open source and available via the web page
http://bilgmuh.nku.edu.tr/SET/. Moreover, you can try all modules by using this web page.
33
this study, the Turkish sentence collector has been upgraded and developed a crawler that collects news
specifically from Milliyet which is an online newspaper. Using this crawler, news of Milliyet stretching from
2004 to 2007 was able to be accessed and created.
The paper is organized as follows: Section 2 introduces properties of the SET projects and gives general
information such as information models, stemming techniques, crawling techniques and evaluating techniques
that is used in SET. Section 3 examines the results of obtained from an evaluator module. The paper ends with
some concluding remarks.
2 Architecture of the SET

SET is a search engine project that is written in C# programming language. This search engine consists of the
following fivemodules.
A Crawler module: collects news of Milliyet between 2004 - 2007 and generates XML documents for
every news.
An index constructor module: parses XML files generated with crawler, tokenize the documents obtained
from parsing, do linguistic pre-processing of these tokens and index the files that each terms occurs in.
A ranking module: sorts the files according to a term weight is namely tf-idf (term frequencyinverse/document frequency) that is often used in information retrieval.
A searching module: supports to use keywords and phrases in search query. Moreover, it provides the use
of Boolean operators (AND, OR and NOT) and parentheses to specify the search query.
An evaluator module: is a web-based assessment system of either relevant or irrelevant for each querydocument pair.
2.1 The Crawler Module

This crawler is designed to download web pages of Milliyet between 2004 and 2007. It firstly prepares the
seeds that are a list of URLs (Uniform Resource Locator) to start. For generating these seeds, it produces an
appropriate
date
form.
(For
example:
http://www.milliyet.com.tr/2004/01/08/,
http://www.milliyet.com.tr/2005/01/01/, http://www.milliyet.com.tr/2006/03/01/.)
Then, it downloads initial URL, extracts all the hyperlinks in the downloaded page and adds them to the URL
Listing. In this extraction, regular expression, which is special text string for describing a search pattern, is used.
The following table indicates patterns that are used for extracting URLs.
Table 1. Link Patterns used in this Crawler
Patterns
Description
(?<=href=\").*?(?=\")
Standart HTML <a href> tag
openWindow$'(.*?)'$
Links in Javascripts
popup\('(.*?)'
Before adding an URL into the URL Listing, URL normalization process and unique web page control process
are applied to URL for ensuring a duplicate record is not created. After obtaining the URLs, this crawler
generates a XML file for every web page. For generating this file, it takes string between comment tags of <!-PRINT BASLADI --> and  by using regular expression because the rest is made up of
banners, menus, advertisements and other unnecessary information. These comment tags didnt use in another
years so news between 2004 and 2007 are chosen to use. The generated XML file begin with an information
about news article (<DOCNO>, <DATE> and <CATEGORY> tags) and end with a text of a news article
(<TEXT> and<P> tags), as shown in Fig. 1. The first paragraph of texts is usually the title of the news articles.
34
<DOC>
<DOCNO> 1103 </DOCNO>
<DATE>2007/08/20</DATE>
<CATEGORY>SPOR</CATEGORY>
<TEXT>
<p>
12 Dev Adam'da rota Efes Cup
</p>
<p>
A Milli Basketbol Takmmz, 3 - 16 Eyll tarihlerinde spanya'da dzenlenecek
olan 2007 Avrupa Basketbol ampiyonas ncesi son ciddi provasn zmir'de
yapacak. Ay - yldzllar, 22 - 26 Austos'ta zmir Halkapnar Salonu'nda
gerekletirilecek 6. Efes Pilsen World Cup Mini Dnya Kupas'nda boy
gsterecek. Yarn sabah bu turnuvaya katlmak zere zmir'e gidecek olan
millilerimiz, bugn sabah kondisyon ve akam da taktik olmak zere iki
antrenmanla hazrlklarn srdrecek. Milli Takmmz, turnuvada Letonya ve
Hrvatistan ile A Grubu'nda yer alrken, B Grubu'nda ise in, Srbistan ve Polonya
mcadele verecek.
</p>
</TEXT>
</DOC>
Fig. 1. Example of a news article

Test collection that is collected in this study contains 240,364 documents and the size of this collection is
around 511 MB in UTF-8. In all documents, this collection contains 94% alphabetic, 4% numeric and 2%
alphanumeric characters. Each article contains 309 words (tokens) on the average without stopword elimination.
The average length of a word is 6.60 characters.
2.2 The Index Constructor Module

The index constructor produces an inverted file that stores information about words and files to enable a rapid
search to be made. Before storing words to the inverted file, the most widely used technique is the stemming that
is the process for reducing inflected or derived words to their stem. SET uses no-stemming, stemming of
Zemberek2and word truncation technique. No-stemming uses original words for indexing. Zemberek is
morphological analyzer that can be removed both inflectional and derivational suffixes of words. In word
truncation technique, first n character of each word is its stem and words with n characters are with no
truncation. In Turkish IR researches, Sever and Tonta [3] also proposed the use of values 5, 6 and 7 for n.
However, their proposition is intuitive and based on their observation that truncated and actual Turkish words
display similar frequency distributions. Can et al. [4] indicate that n=5 is appropriate for Turkish IR. Hence,
2Zemberek
is an open source library that provides basic lexical operation for

(http://code.google.com/p/zemberek/). Furthermore, you can try this stemmer over
http://bilgmuh.nku.edu.tr/set/semcoz.aspx.
35
Turkic languages
the web using
n=5is selected in this study. While indexing the test collection with these stemming techniques, they change the
size of storage. (See below Table 2.)
Table 2. The indexing information of NS and stemming techniques
Information
NS
TS
WT5
864035
364786
156328
Avg. no. of terms/doc.
214
163
148
Avg. term length
9.91
6.25
4.73
Median term length
Min. term length
Max. term length
55
55
Total Storage Size (MB)
1068
906
998
Size of Keywords (MB)
29
11
Size of Documents (MB)
49
49
49
Size of Relations (MB)
990
846
804
Total no. of terms
Stemming techniques reduce the size of storage in memory. TS and WT5 cause 15% and 20% of decrease in
the storage efficiency when comparing with NS.
2.3 The Ranking Module

The tfidf weight is a statistical measure used to evaluate how important a word is to a document in a text
collection. This weight has two main components. First one, the term frequency (tf) component, should depend
upon the frequency with which a query terms occurs in a given document. The other, the document frequency
component, should depend upon how frequency the term occurs in all documents. In fact, inverse document
frequency (idf), which measures the relative rarity of a term, is utilized in this study. The term weighting formula
is usually given as
wt ,d tf t ,d idf t ,d
where t is the weight of a term and d is the document vector. After obtaining term weight, the similarity vector
is computed by using the formula
sim(q, d )
t ,d
2
t ,d
wt ,q
2
t ,q
where q is the query vector.
2.4 The Searching Module

The search module is a web interface for specifying queries. Then most widely Boolean used retrieval model
was used in SET. This means you can use Boolean logic operator (AND, OR, NOT) and parenthesis in searching
query. However, users prefer to search basketball matches of Beikta and Fenerbahe, keywords can be used
Beikta OR Fenerbahe AND Basketbol. Moreover, synonym words can be added to query. For example,
Beikta is nicknamed the Kara Kartal (Black Eagles") and Fenerbahe is nicknamed Kanarya (Canary). For
36
adding these words to the search term, users need parentheses to show the order in which relationships should be
considered. In this case, keywords can be used ((Beikta OR (Kara AND Kartal)) and (Fenerbahe OR
Kanarya)) and (Basketball OR Pota).
2.5 The Evaluator Module

The evaluator module is a web interface for examining search results. In this evaluator, on the precision at 10
documents retrieved (P@10), precision at 20 documents retrieved (P@20), and mean uninterpolated average
precision (MAP) are concentrated. P@10 and P@20 are simple and intuitive. Furthermore, these measures
closely correlate with user satisfaction in tasks such as web searching and are extremely easy to interpret.
However,MAP is based on a much wider set of information than P@10 and P@20. MAP is the mean of the
precision scores obtained after each relevant document is retrieved. Geometrically, it is equivalent to the area
underneath an uninterpolated recall-precision graph. As MAP is a more reliable measure for IR effectiveness [5],
MAP value is used for comparison in this study.
3 Experiments
110 ad hoc queries are prepared to evaluate the effectiveness of stemming techniques. These query terms are
divided into three sub groups by using the MAP values of NS and TS.
42 negative cases that stemming techniques are ineffective

46 positive cases that stemming techniques are effective
16 equal cases that the MAP values are equal
The following table gives the results of four example queries for negative cases.
Table 3. Example Query Results for Negative Cases
Query Terms
NS
TS
WT5
niversiteye giri snav
0.91
0.67
0.64
ampiyonlar ligi
1.00
0.59
0.77
isizlik sorunu
1.00
0.21
1.00
tarihi eser kaakl
1.00
0.61
0.57
As these examples indicate, stemming techniques are statistically significantly inefficient in analyzing query
terms derived with inflectional and derivational suffixes. In fourth example, the results gathered by TS and WT5
are different because the stem, i (job), is used in TS however WT5 uses the word, isiz (jobless). According
to this selection, WT5 is more effective because the word that WT5 uses is closer to the users original word,
isizlik (joblessness), in meaning than the word that TS uses. In terms of count of retrieved search results,
these words ( i, isiz, isizlik) appear in 59832, 3533 and 1809 documents, respectively. Number of
relevant documents gathered by using the stem, i, is more than the number of relevant documents gathered by
using the words, isiz and isizlik. But the relevancy percent of the results is lesser due to the fact that there
is 2058 words derived from the stem, i, in test collection and these 59832 documents include all possible
forms of i. In other words, using the stem in search is most effective, if all the words derived from it have
similar meanings. Now, the positive cases are examined by analyzing four example queries. (See below Table 4.)
37
Table 4. Example Query Results for Positive Cases

Query Term
NS
TS
WT5
film festivalleri
0.55
1.00
1.0
Nuri Bilge Ceylan
0.52
0.87
0.82
Trkiye'de futbol ikesi
0.33
0.62
0.76
Kaltsal hastalklar
0.15
1.0
1.00
In negative examples taking plural suffix -lar out has a negative effect on results, despite the fact that in
positive examples taking plural suffix -ler has a positive effect on results. In last two examples, NS have no
any effect because of query term that has no suffix. NS is efficient when user use suffixes in his query term. In
four positive cases, stemming techniques are observed to be adequate to improve search engine results.
Table 5. Comparison of three different cases
NS
TS
Wt5
Case
Query
MAP
Cnt
MAP
Cnt
MAP
Cnt
Cnt
Positive Cases
0.25
46
0.52
394
0.50
270
48
Equal Cases
0.76
561
0.76
1522
0.77
1193
16
Negative Cases
0.56
233
0.46
1519
0.53
656
46
Overall Results
0.49
166
0.53
1048
0.56
493
110
While evaluating the average performance on 110 query terms, stemming techniques seems to be slightly
better than the other techniques. Improvements of TS, WT5 are 6.68%, 13.16% better than NS, respectively. The
average count of retrieved search results show that no-stemming can be used to narrow the search results when
comparing other methods. In the other hand, TS is an appropriate technique for obtaining more search results
than the others.
In Turkish, Ekmekcioglu and Willett [6] compare the effectiveness of information retrieval by employing
stemmed and non-stemmed query word terms using Turkish news articles of size 6,289 and 50 queries. Sever
and Bitirim [7] evaluate the effectiveness of a new stemming algorithm, namely FINDSTEM, which employs
inflectional and derivational stemmers. Their algorithm provides 25% retrieval precision improvement with
respect to no-stemming. Pembe and Say [8] investigate the question of whether NLP techniques can improve the
effectiveness of information retrieval. Can et al. [4] compare the effects of four different stemming options by
using a large-scale collection. They used 72 ad hoc queries. All these studies are local. To the best our
knowledge, this study is the first online project in Turkish IR.
4 Conclusion
In this study, an online Turkish search engine is described and evaluated the effects of the stemming
techniques on Turkish search results obtained from this search engine. Stemming techniques usually gives
satisfactory results in IR[9], [10]. Still, this study indicates that there are some cases that stemming is proved to
be inadequate. Suffixes that are used in users query term can be critical in some cases. However, stemming
techniques eliminates importance of these suffixes. Regular agglutinative languages such as Turkish encode
38
more information with suffixes than the other languages. Because of that, not only stems but also suffixes are
important in agglutinative language based IR.
Some future research possibilities are modifying this Crawler to obtain different Turkish texts. Another future
work would be to try different information retrieval models such as OKAPI, language modeling and mutual
information model. Moreover, synonyms of query terms are to be used in searching.
References
Uzun, E., Klaslan, Y., H.Agun, V. and Ucar, E., (2008). "Web-based Acquisition of Subcategorization Frames
for Turkish", ICAISC 2008, Editors: Rutkowski L. et.al., ISBN 978-83-60434-50-5, pp. 599-607.
2. Uzun, E., (2007). An internet-based automatic learning system supported by information retrieval [nternet tabanl
bilgi eriimi destekli bir otomatik renme sistemi], Ph.D., Department of Computer Engineering, Trakya
University, Edirne, Turkey
3. Sever,H. and Tonta,Y. (2006). Truncation of Content Terms for Turkish, CICLing 2006, Mexico City, Mexico.
4. Can, F., Kocberber, S., Balcik, E., Kaynak, C., Ocalan, H. C., Vursavas, O. M., (2008). "Information retrieval on
Turkish texts." Journal of the American Society for Information Science and Technology. Vol. 59, No. 3, pp. 407421.
5. Sanderson, M. andZobel J. Information retrieval system evaluation: Effort, sensitivity, and reliability, ACM SIGIR
05, 2005, pp. 162-169.
6. Ekmekcioglu, F.C. and Willett, P. (2000). Effectiveness of stemming for Turkish text retrieval. Program, 34(2), pp.
195-200.
7. Sever, H. and Bitirimi Y. (2003). FindStem: Analysis and evaluation of a Turkish stemming algorithm. Lecture
Notes in Computer Science, 2857, pp. 238-251.
8. Pembe F. C., and Say ACC, (2004). A linguistically motivated information retrieval system for Turkish. Lecture
Notes in Computer Science, 3280, pp. 741-750.
9. Krovetz,R. (1993). Viewing morphology as an inference process, ACM SIGIR93, Pittsburgh: ACM, 1993, pp. 191202.
10. Savoy, J. (2006). Light stemming approaches for the French, Portuguese, German and Hungarian languages, ACM
SAC 06, pp. 1031-1035.
1.
Biography
Erdin Uzun received his BSc (2001), MSc (2003) and PhD (2007) degrees from Computer Engineering Department of
Trakya University respectively. He was a research assistant in this university during this time. Then, he has begun to work in
Computer Engineering Department of Namik Kemal University as assistant professor. He was the vice dean between 2007
and 2010 Faculty of Corlu Engineering. Since 2010, he is the vice chairman of Computer Engineering Department of this
faculty. His research interests include information retrieval, machine learning, data mining, web mining and natural language
processing. He is the developer of SET (Search Engine for Turkish - bilgmuh.nku.edu.tr/SET/) and Teaching (Lesson
Content Management System - bilgmuh.nku.edu.tr/Teaching/)
39
Development of New VO2max Prediction Models by

Using Artificial Neural Networks
M. Fatih AKAY1, Noushin Shokrollahi2,Erman Aktrk3,James D. George4
1,2,3
Dept. of Computer Engineering / Cukurova University / Adana, TURKEY,

Dept. of Exercise Sciences / Brigham Young University / Provo, UT, USA
1
mfakay@cu.edu.tr, 2nshokrollahi951@gmail.com, 3erxman2004@hotmail.com, 4jim@byu.edu
4
Abstract. Artificial Neural Network (ANN) and Multiple Linear Regression (MLR) models based on
maximal and non-exercise variables are developed to predict maximal oxygen consumption (VO 2max) in
healthy volunteers ranging in age from 18 to 65 years. The dataset includes data of 100 subjects andthe input
variablesof the dataset aregender, age, body mass index (BMI), grade, self-reported rating of perceived
exertion from treadmill test (RPE), heart rate (HR), perceived functional ability (PFA) and physical activity
rating (PA-R). The performance of the models are evaluated by calculating their standard error of estimate
(SEE) and multiple correlation coefficient (R).The results suggest that the performance of VO2maxprediction
models based on maximal variables can be improved by including questionnaire variables (PFA and PA-R) in
the models.
Keywords: maximal oxygen consumption, artificial neural networks
1. Introduction
Cardiorespiratory fitness (CRF) is the ability to perform dynamic, moderate-to-high intensity exercise using
the large muscle groups for long periods of time [1]. CRF depends on the respiratory, cardiovascular, and
skeletal muscle systems and, therefore, is an important component of health and physical fitness [2].The standard
test for determining CRF is the direct measurement of maximal oxygen uptake (VO2max) during a maximal
graded exercise test [3]. Additionally, this method is useful when educating individuals about their overall fitness
status, stratifying cardiovascular risk and prescription and control of fitness programs in healthy individuals and
patient who could be treated using physical exercise [4].VO 2max is the most accurate way to assess CRF,
however maximal exercise tests that directly measure VO2max is impractical in most physical therapy clinics [5]
because maximal tests require expensive gas analysis and ventilation equipment. As a result, researchers have
sought to develop alternative methods that would allow clinicians to predict VO 2max without having to perform
direct measurement of oxygen uptake [6].VO2max could be predicted by using maximal exercise variables,
submaximal exercise variables, non-exercise variables or any combination of these variables. Maximal tests
require expensive equipment, trained staff and a highly motivated client [7]. Submaximal tests are most often
performed on a cycle ergometer, a treadmill or a track to indirectly estimate VO 2max. Although submaximal
tests are faster, safer, and cheaper to administer, they are less accurate than maximal tests [8]. Non-exercise
variables include various demographic (age, gender) , biometric (body mass, height, weight) and questionnaire
(PFA to walk, jog or run given distances and PA-R) information [9].
Froelicher et. al. [10] investigated the hypothesis that an individuals VO2max can be realistically predicted by
the maximal time achieved in the Balke treadmill protocol. The oxygen consumption in the final minute
40
ofexercise of 1025 healthy men who performed a maximal effort in the Balke protocol were linearly regressed on
their maximal treadmill time using a least-squares fit technique. Their results for standard error of estimate (SEE)
and multiple correlation coefficient (R) were 4.26 and 0.72, respectively.
Foster et. al. [11] had an investigation on 230 male patients. Individuals were categorized according to health
status on the basis of having or not having cardiovascular disease (documented myocardial infarction, typical
angina pectoris, or myocardial revascularization surgery). They used the time variable and tried to show
nonlinear regression could produce more accurate results than linear regression for VO 2max prediction. SEE and
R of their models were reported to be 3.35 and 0.97, respectively.
Patton et. al. [12] used a maximal predictive cycle ergometer test for estimating VO 2max. The dataset
contained 15 males and 12 females. The test consisted of pedaling a cycle ergometer (Monark) at 75 rev/min,
beginning at an intensity of 37.5 watts and increasing this amount each minute until the subject could no longer
maintain pedal rate. The highest work rate achieved was recorded as the end point of the test and used to
construct regression equations to predict VO2max. This was compared with two direct measures of VO 2max (an
interrupted treadmill run and an interrupted cycle ergometer procedure at 60 rev/min) and with the submaximal
predictive test. The R of their models was 0.85, however they did not report any results for SEE.
Storer et. al. [13] used 116 females and 115 males, aged 20-70 years, sedentary, nonsmoking and apparently
healthy subjects. They hypothesizedthat cycle ergometer VO 2max could be accurately predicted due to its more
direct relationship with watts. Therefore, they developed an equation including the variables watts, weight and
age. They reported that the R of their model was 0.94.
Jette et. al. [14] investigated if VO2max could be predicted from independent variables measured during the
administration of the Canadian Home Fitness Test. They used 59 subjects between the ages of 15 and 74years
underwent the fitness test and a progressive exercise treadmill test for the direct determination of volitional
VO2max. Average oxygen cost of the last completed exercise stage, body weight, post exercise heart rate and
age were the variables for their models. Their results indicated that VO2max could be adequately predicted. SEE
and R were reported to be 4.08 and 0.90, respectively.
Stickland et. al. [15] investigated the accuracy of the 20-m multi-stage shuttle run test to predict VO2max in 60
men and 62 women young adults. Their models included only one variable called the last half-stage of the shuttle
run completed. For men, the reported values of SEE and R were 4.07 and 0.88, respectively. For women, the
reported values of SEE and R were 3.64 and 0.81, respectively.
Flouris et. al. [16] used the maximal attained speed from the 20-m shuttle run test to predict VO2max of 110
healthy young males. SEE and R of their best model were reported to be 1.70 and 0.96, respectively.
Ruiz et. al. [17] developed an artificial neural network (ANN) equation to estimate VO2max from 20 m shuttle
run test performance (stage), sex, age, weight, and height in 122 boys and 71 girls adolescents aged 13-19 years.
The SEE and R of their model was reported to be 2.78 and 0.96, respectively.
Leger et. al. [18] validated a maximal multistage 20-m shuttle run test for the prediction of VO2max in 91
adults. Maximal speed was the only variable in their model. They hypothesized that the 20-m shuttle run
testcould be a valid and reliable test for the estimation of VO2max. The presented SEE and R values were 5.4 and
0.84, respectively.
There are several limitations of the studies in literature that focus on predicting VO 2max by using maximal
variables. First of all, almost all of these studies used multiple linear regression for developing VO2max
prediction equations. Intelligent data processing techniques such as ANNs have been used in one study
only[17]. Secondly, cross validation was not used in most of these studies, which raises a question about the
reliability of the presented results. Thirdly, all the studies used maximal variables and standard non-exercise
variables such as sex, age, weight and height. In order words, they did not consider including questionnaire type
non-exercise variables in their VO2max prediction models.
In this study, new VO2max models for fit adults based on both maximal exercise and non-exercise variables
are developed by using ANNs. The dataset involves measured VO 2max values of 100 individuals as well as the
maximal test variables; heart rate, grade and self-reported rating of perceived exertion from treadmill test and
also non-exercise variables; gender, age, body mass index (BMI), PFA and PA-R questionnaires. Six different
41
VO2max prediction models are developed using 10-fold cross validation on the dataset. SEE and R values of the
models are computed and it is shown that the performance of the prediction VO 2max model based on maximal
and standard non-exercise variables can be improved by adding questionnaire variables in the prediction model.
The reported values of SEE and R for the best model are 2.28 and 0.94, respectively.Section 2 gives dataset
generation. Section 3 presents VO2max prediction models. Section 4 gives results and discussion. Finally,
Section 5 concludes the paper.
2. Dataset Generation
The dataset contains 100 subjects (50 females and 50 males), that are healthy volunteers ranging in age from
18 to 65 years. All subjects were recruited from the Y-Be-Fit Wellness Program at Brigham Young University
(BYU) and employees from the LDSHospital in Salt Lake City, Utah. During the exercise testing, a physical
activity readiness questionnaire (PAR-Q) and an informed consent document that was approved by the BYU
Institutional Review Board for Human Subjects, were given all subjects to complete. Using a stadiometer and
balance beam scale, volunteers height and body mass were measured and recorded, respectively. Prior to
testing, instructions about the maximal graded exercise test were given to all subjects. Subjects performed a
maximal graded exercise test using a modified version of the Arizona State University (ASU) maximal protocol
[19], with only a slight change in the warm-up. The warm-up consisted of having subjects complete up to three
4-min stages and reach 75% of maximum heartrate (HRmax). During the first stage, subjects walked at a selfselected brisk pace, 4.86.4 km/h. If subjects progressed to the second stage, the speed was increased to a selfselected jogging pace between 4.8 and 6.4 km/h. If 75% of HR max was not achieved by the end of the second
stage, subjects continued to the third stage where the speed was increased to 9.6 km/h or greater. After the warmup, while the test administrator explained the test procedures for the maximal graded exercise test and fit
subjects with a mouthpiece and nose clip, subjects rested for approximately 5 min. As the necessary pace for the
maximal graded exercise test the ending speed of the warm-up served. Thereafter, the grade was increased 1.5%
each minute, while pace remained the same, and continued until subjects reached volitional fatigue and were no
longer able to continue.
Metabolic gases were collected using the TrueMax 2400 metabolic measurement system during the maximal
graded exercise test. Every 15s, the VO2max and respiratory exchange ratio (RER) were computed, averaged,
and printed by an online computer system. At the end of each stage, the subjects exercise heart rate (HR) and
RPE scores were recorded. If at least two of the following three criteria were met, VO2max was considered
valid:
1. HRmax within 15 beats of age predicted maximal heart rate.
2. RER equal to or greater than 1.10.
3. Plateau in VO2max despite an increase in work load.
Subjects who failed to meet at least two of these criteria were dropped from the study. Prior to exercise testing
subjects completed the PFA and a modified PA-R non-exercise questionnaire.
3. VO2max Prediction Models

A feed forward ANN is used to develop six different VO 2max prediction models. Table 1 shows the variables
utilized in each model. Models 1 through 3 contain maximal variables along with standard non-exercise
variables (i.e. gender, age, BMI). Models 4 through 6 are created by adding questionnaire variables (i.e. PFA and
PA-R) to models 1 through 3.In the hidden layer of the ANN models, Tansigmoid activation function is used,
and pure-linear activation function is used in the output layer. The network is trained using LevenbergMarquardt (LM) algorithm. The other important parameters of the ANN model are the number of epochs
(selected as 500), the learning rate (selected as 0.05). The optimum number of neurons in the hidden layer for
42
each model was determined by trial and error. Table 1 also shows the number of neurons in the hidden layer for
each model.
Table 1: VO2max prediction models and their variables
Model
No
1
Variables
Gender, Age, BMI, RPE
Number of Neurons
In the Hidden Layer
8
Gender, Age, BMI, HR
11
Gender, Age, BMI, GRD
Gender, Age, BMI, RPE, PFA, PA-R
10
Gender, Age, BMI, HR, PFA, PA-R
Gender, Age, BMI, GRD, PFA, PA-R
RPE, self-reported rating of perceived exertion from treadmill test; HR, heart rate; GRD, grade
In order to assess the performance of the ANN-based models, MLR-based models have also been developed.
4. Results and Discussion

The performance of both ANN and MLR models are evaluated by using 10-fold cross validation and
calculating the SEEand R, whose formulas are given in (1) and (2), respectively,
(1)
(2)
In (3) and (4), Y is the measured VO2max value, Y is the predicted VO2max value, Y is the mean of the
measured values of VO2max and N is the number of samples in a test subset.For both ANN-based and MLRbased VO2max prediction models, the individual SEE and R values for each fold have been calculated and
average values for each model are shown in Table 2.As Table 2 shows, among models 1 through 3, which
contain maximal and standard non-exercise variables, model 3 has the lowest SEE and highest R. As is clearly
seen from Table 2,adding questionnaire variables (PFA and PA-R) to models 1 through 3 yields lower SEEs and
higher Rs both for ANN-based and MLR-based models. Table 3 shows the performance improvement of models
in percentage after including the questionnaire variables in the models.
43
Table 2: Results for ANN-based and MLR-based models

Regression Method
ANN
MLR
Models
Model No
1
2
3
4
5
6
Variables
SEE
Gender, Age, BMI, RPE

Gender, Age, BMI, HR
Gender, Age, BMI, GRD
Gender, Age, BMI, RPE, PFA, PA-R
Gender, Age, BMI, HR, PFA, PA-R
Gender, Age, BMI, GRD, PFA, PA-R
3.72
3.59
3.15
2.34
2.23
2.28
R
0.86
0.86
0.89
0.93
0.94
0.94
SEE
5.44
5.43
5.09
3.82
3.77
3.73
R
0.65
0.65
0.72
0.86
0.86
0.87
Table 3: Performance improvement of models after including the questionnaire variables

Model No
Regression Method
ANN
1
2
3
MLR
SEE
SEE
-37.19%
-37.78%
-27.55%
+8.4%
+15.12%
+6.09%
-29.86%
-30.44%
-26.75%
+32.18%
+31.96%
+20.37%
Model 2 has the highest decrement in SEE both for ANN-based and MLR-based models. Model 2 also has the
highest increment in R for the ANN-based model whereas model 1 has the highest increment in R for the MLRbased model. It is clear from the presented results that ANNs perform better than MLR for prediction of
VO2max. For instance the SEE of the best ANN model is 2.23 and the SEE of the best MLR model is 3.73. Also,
the R of the best ANN model is 0.94 and the R of the best MLR model is 0.87.
5. Conclusions
In this study, we use ANNs to develop VO2max prediction models by using maximal variables such as heart
rate, grade and self-reported rating of perceived exertion from treadmill test and non-exercise variables gender,
age and BMI. We show that the accuracy of the VO2max prediction models based on maximal and standard nonexercise variables can be improved by including questionnaire variables PFA and PA-R in the models. Models 1
through 3 yielded 37.1%, 37.88% and 27.62% decrements in their SEE values, after including the questionnaire
variables. The most accurate VO2max prediction model is the one that includes the variables gender, age, BMI,
heart rate, PFA and PA-R. According to the presented results, it is understandable that ANN performs better than
MLR for prediction of VO2max. The reported values of R for all ANN-based models are higher than those
reported for MLR-based models. Also, the reported values of SEE for all ANN-based models are lower than
those reported for MLR-based models.
44
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45
Improving of IMS SIP Server Security with

Vulnerability Assessment
Afsaneh Madani1, Hasan Asgharian2, Ahmad Akbari 3
Computer Engineering Department, Iran University of Science and Technology, Tehran 16846-13114, Iran.
1
madani@itrc.ac.ir, 2asgarian@iust.ac.ir, 3akbari@iust.ac.ir
Abstract. IMS (IP Multimedia Subsystem) network is considered as an NGN (Next Generation Network)
core networks by ETSI. Decomposition of IMS core network has resulted in a rapid increase of control and
signaling message that makes security a required capability for IMS commercialization. The control messages
are transmitted using SIP (Session Initiation Protocol) which is an application layer protocol. IMS networks
are more secure than typical networks like VoIP according to mandatory of user authentication in registration
time and added SIP signaling headers. Also different vulnerabilities have been occurred that lead to SIP
servers attacks. This paper studies the main SIP servers of IMS (x-CSCF) based on ETSI Threat,
Vulnerability and Risk Analysis (TVRA) method. This method is used as a tool to identify potential risks to a
system based upon the likelihood of an attack and the impact that such an attack would have on the system.
After identifying the assets and weaknesses of IMS SIP servers and finding out the vulnerabilities of these
hardware and software components, some security hints that can be used for secure deployment of IMS SIP
servers are proposed. Modeling shows the effects of server weaknesses and threats that reduces availability.
Any designed system has some assets with weaknesses. When threats have accrued based on weaknesses, the
system will vulnerable. Vulnerability analysis optimizes costs and improves security.
Keywords: IMS SIP, threat, asset, vulnerability
1 Introduction
Importance of system security and assets has led different methods to risk assessment and threats analysis.
There are some differences between these methodologies in simulation and implementation standpoint, but goal
of all them appropriates response system requirements, vulnerabilities, threats and activities could prevent
destroying of system assets. Providing suggestions for protection of system privacy, integrity and availability are
the main outputs of vulnerability assessment. TVRA is standard by ETSI organization as a method of systematic
modeling to identify threats, specify protection requisites to reduce risks and enhance system security, also
weaknesses, threats, security objectives and the overall security arrangements will be obtained [1]. System assets
have Weaknesses that may be attacked by threats and may lead to an unwanted incident with breaking certain
pre-defined security objectives. Vulnerability, consistent with the definition given in ISO/IEC 13335, is modeled
as the combination of a weakness that can be exploited by threats. The goal of security design is to ensure
reduction of unwanted incidents and attacks. Unwanted incident is dependent upon the weakness in an asset.
Modeling is completed with the following steps [2]:
46
1)
2)
3)
4)
5)
Security objective & requirement setting

Assets and values determination
weaknesses identification
Attack and threat classification
Security countermeasure definition
Vulnerability assessment determines necessary countermeasure items in implementation. This paper has been
trying to use the behaviour methodology and identify system vulnerability. Fist, an IMS network modelled by
TVRA is explained, as a related similar work then, IMS SIP server modelled is given. The final provided table is
used to balance between designing of SIP servers with suitable countermeasures to reduce attack potential.
2 Related similar works

IMS TVRA modelling is one of the successfully examples in this field. The vulnerabilities have been prepared
and introduced in the components of TVRA modelling [3]. It introduces IMS as a system with comprehensive
analysis of the vulnerabilities associated with the weaknesses and every asset has classified in the IMS with
associated weakness, threatening to attack and exploited security objectives when an attack is occurred. End
results of this model show the most IMS Network investments that is meeting in SIP sessions information and
signalling messages. Weak authentication methods, choosing and transmitting message with no confidentiality
mechanism are the most IMS vulnerabilities. HTTP digest authentication is more common method and less
accurate authentication than IMS AKA. IMS AKA is a more secure but heavy method in authentication [3].
These results are useful in implementation time of IMS network. The optional cases in standards may be
necessary when vulnerability analysis is completed in ETSI TVRA modelling. Other samples of components
modelling like IPTV or NGN services with TVRA are explained in [4], [5] ETSI standards.
3 IMS SIP server modeling with TVRA method

System security modelling in TVRA design is based on system requirements and application types. This
method suggests seven design steps that could be combined with each other. There are three different CSCF
entities in IMS network core: P-CSCF3 is the entrance gateway to IMS system that connects user, S-CSCF4 is
actually SIP server and I-CSCF5 allocated S-CSCF to each user. Vulnerability analysis of IMS SIP servers is
done by modelling with TVRA in major steps that would be described in detail.
3.1 Step 1) Security objectives and requirement setting

Security objectives are system characteristics that must be protected in transferring or storing of data [6] [7].
Security objectives, defined in TVRA modeling, include important security dimensions [8] as confidentiality,
integrity, accounting, authentication and availability. SIP server signaling Confidentiality is accomplished by
message encryption between user equipment and IMS P-CSCF server, the encrypted section is header of
message that contains controlling information. Message can be encrypted via the chosen protocol in registration
time. As an example, if the chosen protocol is IMS AKA, SIP connection is encrypted with Cryptography key
(Ck) that is ready in P-CSCF,S-CSCF and user equipment. So message content eavesdropping is not possible. In
addition, using IPSec tunneling is more effective. User communication confidentiality is strongly depends on the
authentication protocol and key agreement. SIP proxy weaknesses cause some threats on system assets like user
profile information or message methods/headers.
3
Proxy-Call Session Control Function

Serving-Call Session Control Function
5 Interrogating-Call Session Control Function
4
47
There are deferent methods to ensure the IMS SIP proxy message integrity [11]:
1.
2.
3.
IMS AKA
HTTP digests with integrity supporting
Any both Methods with IPSec or TLS.
User and network communication requires integrity security mechanism. We can implement HTTP digest
authentication with TLS. This mechanism seems also establish some network layer security like transport layer.
The integrity protection mechanism may have no encryption methods, but it must provide message integrity.
Security protection mechanism and algorithm types are agreed in TLS security layer. At user registration time by
AKA, the connection will be protected by TLS and the security level will be higher than the time just IMS AKA
authentication protocol is used.
Attacker cannot guess the produced session key in the TLS, even if she/he could influence AKA protocol [9].
The next important issue raised SIP server security is users accounting. Any user is associated with the SIP
proxy by definition of charging conditions. The network has to provide the desired service to all authorized
users. However, in case of single SIP proxy modeling, this article discussion may not have relevance, but it is
one of the considered implementation cases in modeling. I-CSCF server is billing responsible. User charging
information is added to the SIP message header by P-CSCF (p-charging-vector).
Another major issue that should be considered in modeling is SIP server availability. The most important
weaknesses of SIP proxy is the Vulnerability comes from flooding attacks that is the serious threat for SIP
infrastructure in IMS network [9]. Floods of invite, response and register messages with random source
addresses/ports, are sent to P-CSCF by attacker. It attempts to keep track of the large number of calls. When
legitimate users attempt to make a call, the SIP element is not able to process the messages due to lack of
resources (memory, CPU, processing time, etc). Reduction of the flooding attacks will increase availability of
SIP Proxy servers. To promote of availability, definition of comparison and controlling methods on transferred
message sequences are more practical. For example, a substantial imbalance between an accounting of SIP invite
and SIP 180 ringing messages indicates a flooding attack. Increasing of invite message number comparing with
Ok messages is shown the invite flooding attack [10].
The last part of security objectives is authentication. It is the initial necessary steps to IMS network
communication [6]. The authentication mechanisms are done by the user and the network agreed in
''authorization'' header. Available authentication methods are the following:
Early IMS authentication
Network Attachment Sub-System(NASS)
Http digest (challenging)
http digest over TLS/IPSec
IMS AKA : AV(Rand(IK,CK), Autn, Xres)
These methods are sequenced according to increasing of safety. Digest authentication is password-based
method that allows secure user identification without sending password in plaintext over the network. TLS is
based on Secure Sockets Layer (SSL) and provides data integrity and confidentiality for reliable connection
(TCP). AKA is not only mutual authentication. It has a confidentiality and integrity key negotiation for
connection security. After user authentication ''P-ASSERTED-IDENTITY'' header is added to SIP message by
P-CSCF for showing of IMS trust to a user [3]. This header identifies user has authenticated by network and
causes recently requests are not authenticated due to save the resources [11]. This header field identifies the
source of message even when amount of ''from'' field not provided properly [11]. Table 1 categorized the
discussed IMS SIP server security objectives using ideas contained in TVRA.
48
Table 7. IMS SIP server Security objectives in TVRA

Dimension
Server
Statement and methods
Authentication P/S/I-CSCF Authorization header in register message

Confidentiality P/S-CSCF
Integrity
P/S-CSCF
''Ck'' key of IMS AKA,TLS/IPSec protocols

''Ik'' key of IMS AKA, TLS, IPSec/HTTP digest
Accounting
P/I/S-CSCF P-charging vector in P-CSCF,
Availability
P/S-CSCF
Auth. Methods, IDS/IPS, comparison algorithm
3.2 Step 2) Asset and Values Determination

According to specified asset types in any system modeling, they are divided to physical and logical assets [1].
Importance of any asset depends on founded attacks on it. Logical asset is the content of physical asset. IMS SIP
servers have one physical asset is named x-CSCF servers hardware. The servers have few logical assets that
include authentication parameters: confidentiality & integrity keys, session related data like session key, IPSec
tunneling information, TLS protocols. There are some SIP message methods as logical assets. The ''Register'',
''Invite'', ''Cancel'', ''Bye'' and ''Update'' methods are the most important, because of attacks definition on them.
These attacks will be explained in Step 3&4.
Another logical asset in SIP server is message header field. The least message header fields that complete the
session are Call-Id, CSeq, Contact, Via, To, From, Route and Record Route (Table2).
Table 2. SIP server Security objectives in TVRA
Physical Asset
Logical Asset
Authentication parameters (ISIM, user credentials)
Integrity, cryptography & session keys(P/S-CSCF)
x-CSCF
IPSec, TLS parameters
SIP Methods (invite, Bye, Cancel, Register)
3.3 Step 3) weakness identification

The next step in TVRA modeling is system weakness determination. The Attackers can misuse system
weaknesses to make threat on a system. Attack definition using weaknesses leads to system vulnerabilities. User
Registration and message authentication are mandatory in start of the IMS network communication. With
authentication of all submitted requests to the S-CSCF, the traffic of cx reference point known as the interface
between S-CSCF and HSS will be increased. So P-CSCF and S-CSCF availability will be abused and we know
that the availability was one of the security objectives. Authentication of all requests in SIP server forces extra
processing time to server and the posted messages will be discarded due to high waiting time. This is another
vulnerability of SIP server. So we must authenticate only critical messages like ''Register/Invite'' methods.
Countermeasures are discussed in Step 4. The next vulnerability point is flooding attacks, the most important
weakness of IMS SIP servers[10]. The ''Invite'' and ''Register'' messages have highest processing time. Attacker
floods ''Register'' and ''invite'' request to P-CSCF server and makes the servers out of service. Another weakness
of SIP server is possibility of choosing weak authentication methods by user [12][14]. An attacker can force P-
49
CSCF server to connect even with no encryption. With elimination of ''authorization'' field in ''Register'' message
header, server shall select ''Early IMS authentication'' method. Thus eavesdropping could be possible, so the
confidentiality is not supported. Session characteristics would be eavesdropped by attacker and an illegal ''bye''
or ''cancel'' message will be sent, so a legitimate dialog could be dropped. We suggest authenticating ''Bye'' and
''Cancel'' messages, when we have no encryption mechanismin communication.
3.4 Step 4) Attack and Threat Classification

Regarding to identified threats in TVRA modeling [1][4], attacks are considered to: denial of service (DOS),
Interception, Manipulation and Repudiation.
Message interception exploits confidentiality. There are some message encryption and authentication methods
may due to interception, because of encryption lacklike ''Early IMS authentication'' method.
Message eavesdropping could due to manipulation. Manipulation attack is sending of modified message to
network again. Manipulation attack is possible only in integrity mechanism absence [1] [5]. Masquerade attack is
one type of manipulation. This type of attacks in IMS SIP server is less than the other networks because of the
SIP user authorization necessity before service achieving in IMS network.
SQL injection is the other attack that is done at the beginning of user authentication and changes the legal
message text. When malicious user tries to launch SQL injection in SIP server, she/he spoofs the SIP message
and inserts the malicious SQL code in authorization header fields. It could be launched simply by inserting
malformed syntax when UE and P-CSCF starts authentication procedure. All ofSIPcommunications have been
authorized at first and user profile information are added to SIP transferred message header fields between IMS
SIP servers[4][5].
DOS attacks aim at depleting SIP server resources and become unavailable for processing legitimate SIP
requests. Flooding attack has various methods like ''Invite'', ''Register'', Invite Response, and Register Response
flooding. All of these attacks are categorized as time dependent attacks. These attacks make resources
unavailable for duration of time. Sending amount of messages is the main scenario of flooding DOS attack that
due to a lack of resources (memory, CPU, etc.) and render them partially or completely unusable to other users
on the network. Message flooding makes DOS attacks with availability exploiting.
Password guessing attack is one of the flooding attack types that goes on till to catching 'OK' response from
P-CSCF server. In password guessing, the attacker gets a lot of 401-response messages in reply to fake
''REGISTER'' requests to P-CSCF in order to crack the password. This attack could also be launched by
legitimate user without breaking of the message authentication.
Message length reduction named signal compressing (SigComp) is one of the IMS SIP services in P-CSCF to
reduce the size of SIP message. This mechanism helps server in front of DOS attack by saving of used
bandwidth. There are deferent algorithms to reduce the message length. These algorithms must be agreed by
user equipment and P-CSCF server. Maximum message length reduction by compressing mechanism is 80% in
P-CSCF server [11]. Attacker could force P-CSCF server to choose a heavy SIP message compressing algorithm
and made a DOS attack. Sending of unauthorized ''Bye'' or ''Cancel'' message and terminating of a legitimate
dialog is a type of DOS attack too.
Step 5) Security Countermeasure definition and contribution

The final step of modeling is countermeasures identification to protect the system vulnerability. Added
countermeasures must impose low processing time to the system. Primary DOS attacks protection is based on
packets inspection and detection. Additional protection measures must be applied, if this kind of protection is not
sufficient.
Packet inspection and overload protection on P-CSCF server are the most DOS protection methods. Overload
protection countermeasure is implemented in all IMS nodes. The main issue about overload protection is
50
selection of packets have to be discarded. If server CPU load remains on or crosses the threshold limit (80%), for
a period of time, server is under flooding attack [9].
The P-CSCF is the most important IMS SIP servers in security protection. It is suggested to implement PreParsing system on P-CSCF as a packet inspection mechanism. Pre-parsing system can implement out of x-CSCF
Server. Protection system makes delay in packet processing, when it implements out of the P-CSCF as a firewall.
The implementation of pre-parsing mechanism inside of P-CSCF is more practical. One of the prevention
mechanisms against the flooding attack is message processing with severity consideration. For example less
important SIP headers will be discarded. The following notes are suggestedin boundary conditions:
New invite messages is discarded.
All established sessions are continued.
New session establishment would be in lower severity.
Unknown user ''REGISTER'' message should be blocked. These messages may be the cause of server
overloading.
The ''REGISTER/INVITE'' messages from known legitimate User Equipments (users authenticated
successfully) should be carried out.
Using of heavy algorithms in SigComp service can be limited.
TLS and IPSec mechanisms are useful in integrity and confidentiality protection.
Countermeasure must have severity in detail design stage to reduce the cost.
Although authentication of all user requests is a strong control mechanism to remove the user ID fraud,
forgery attacks and message manipulation, it will increase P-CSCF, S-CSCF processing time [13].
The registration process is tightly coupled with authentication process in IMS SIP [11].''REGISTER'' message
authentication is a force function. Choosing authentication mechanism without confidentiality is one of the IMS
SIP server vulnerabilities. It is recommended to restrict this condition. When no encryption mechanism is ready,
an attacker can due to terminate dialogue by sending illegal ''Bye'' and ''Cancel''. We can also control attack by
authentication of these methods.
To detect SQL Injection, pre-parsing system parses message and checks ''username'' field with (;) in
''REGISTER'' method. Protection system alerts: ''SQL-injection has been identified'' and further processing of
message will be stopped. User name is inserted in the Blacklist. Some other''REGISTER'' method fields like:
''Realm'' and ''URI" can be in parsing subjects, too.
Table 3. IMS SIP server security in TVRA

Logical Asset
Weaknesses
Position
(x-CSCF)
Threat& Attacks
Security
Objectives
Countermeasures
Cancel/bye message
mandatory authentication
when we have no
encryption.
Cancel/Bye
method
p-cscf
communication
without
cryptography
P/S/I
DOS
Authentication
Invite/ Register
method
No pre-parsing
P/S
DOS/Flooding
Confidentiality
Load processing in SIP

packet process.
Invite/ Register
method
Long
processing time
P/S
DOS/Flooding
Confidentiality
Availability
Packet No. relation in

SIP transaction
51
Limitation in using of
Early IMS
Auth.,NBA,Http basic
Auth.

State diagram process
Data mining ( Bayesian
network, genetic
algorithm)
Register method
SIP header
(Cseq, Call-Id,
Via)
SigCmp, TLS,
IPSec data
Weak
authentication/
no integrity
mechanism
SIP message
Heavy algrthm/
increasing of
processing
capacity
Availability
Integrity supporting in
HTTP digest
Transmission
with no.
encryption
Authenticati
on with no
encryption
SQL injection
Message content
processing {syntax (;) with
cut/copy/del world}
Sniffing
SIP message
manipulation
DOS
Confidentiality
Integrity
Availability
Availability
TLS Mandatory
encryption in registration
time
Using of TLS/IPSec
ESP in communication
security protection
Limitation in compression
algorithm choosing in high
level QOS
Conclusion
In this paper a vulnerability analysis was done on the IMS SIP servers based on the TVRA methodology. The
results of this analysis has shown that flooding attacks on the P-CSCF and S-CSCF servers are the most
important treats that target the availability of these servers. Using encrypted authentication mechanism is one of
the best proposed approaches that not only prevent against eavesdropping and message integration attacks, but
also make a preventive mechanism in encountering with denial of service attacks. Some consequences has been
shown in table 3.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
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ETSI TS 102 165-1, (2006), (TISPAN); Methods and protocols; Part 1: Method and proforma for Threat, Risk,
Vulnerability Analysis.
ETSI TR 187 002,(2010), (TISPAN); TISPAN NGN Security (NGN_SEC); Threat, Vulnerability and Risk Analysis
V3.0.2.
Wang, D., Liu, C.(2009), Model-based Vulnerability Analysis of IMS Network, Journal of Networks, VOL. 4, NO. 4.
ETSI TR 187 014,(2009),(TISPAN); eSecurity; User Guide to eTVRA web-database.
ETSI TR 187 011,(2008),(TISPAN); NGN Security; Application of ISO-15408-2 requirements to ETSI standards -guide,
method and application with examples.
3GPP TS 23.228, 3GPP Technical Specification Group Services and System Aspects; (IMS);age 2 (Release 10).
ITU-T, (2003), Security architecture for systems providing end-to-end communications, ITU_T X.805.
3GPP TS 33.203 V10.0.0 ,(2010), 3GPP Technical Specification Group Services and System Aspects; 3G Security;
Access security for IP-based services (releases 10).
Sisalem, D., Floroiu, J, Kuthan, J., Abend, U., Schulzrinne, H.,(2009), SIP Security, published by Jhon Wiley.
Rebahi, Y., Sher, M., Magedanz, T.,(2008),"Detecting flooding attacks against (IMS) networks," Computer Systems and
Applications, 2008. AICCSA 2008. IEEE/ACS International Conference on , vol., no., pp.848-851.
Russell, T., (2008), The IP Multimedia Subsystem (IMS); Session Control & Other Network Operations, published by Mc
Graw Hill.
3GPP TS 33.978, (2008), 3GPP Technical Specification Group Services and System Aspects; Security aspects of early
IMS; Release8.
Bremler-Bar, A., Halachmi-Bekel, R., Kangasharju, J., (2006), '' Unregister Attacks in SIP '', 2nd IEEE workshop on
Secure Network Protocols (NPSec), CA.
3GPP TS 24.229 V9.3.1, (2010), 3GPP Technical Specification Group Core Network and Terminals; IP multimedia call
control protocol based on (SIP) and (SDP)
52
Biographies
Afsane Madani Afsaneh Madani received her M.Sc in ICT (secure telecommunication) from Computer Engineering
Department of Iran University of Science and Technology (IUST) in 2011. She has received her B.S degree in electronic
engineering from Amirkabir university of Technology (AUT). She is working in network security department in Iran ITRC
institute. Her main research interests include network security, network signaling and protocols, 3G and NGN.
Hassan Asgharian Hassan Asgharian received his M.Sc. in Computer Engineering from Amirkabir University of
Technology (AUT) in 2009 and He also has got his B.Sc. from Computer Engineering Department of Iran University of
Science and Technology (IUST) in 2006. Currently he is a PhD candidate in computer engineering in IUST and working as a
research assistant in the Network Research Group (NRG) of the Research Center of Information Technology (RCIT) of
Computer Engineering Department in Iran University of Science and Technology.
Dr. Ahmad Akbari Ahmad Akbari received his Ph.D. in Electrical Engineering from the University of Rennes 1, Rennes,
France, in 1995. Dr. Akbari is currently an associate professor at Iran University of Science and Technology, Iran. Dr. Akbari
works on Speech Processing related research topics (especially speech enhancement) for more than 20 years. His current
research interests include Intrusion Detection and Response Systems, VoIP Communications, Next Generation Networks,
VoIP and SIP Security and also Data Communications Networks. Dr. Akbaris work has appeared in several peer-reviewed
journals and conference proceedings.
53
Predicting the Performance Measures of a Message

Passing Multiprocessor Architecture by Using
Artificial Neural Networks
M. Fatih AKAY1, Elrasheed Ismail Mohommoud ZAYID2
1
Dept. of Computer Engineering / Cukurova University / Adana 01330,Turkey

Dept. of Electrical and Electronics Engineering / Cukurova University / Adana 01330,Turkey
1
mfakay@cu.edu.tr, 2 rasheed@student.cu.edu.tr
Abstract. In this paper, we develop artificial neural network (ANN) models for predicting the performance
measures of a message passing multiprocessor architecture interconnected by the Simultaneous Optical
Multiprocessor Exchange Bus (SOME-Bus), which is a fiber-optic interconnection network. OPNET Modeler
is used to simulate the SOME-Bus multiprocessor architecture and to create the training and testing datasets.
The performance of the ANN models is evaluated by calculating metrics such as mean absolute error (MAE),
root mean squared error (RMSE), relative absolute error (RAE), root relative squared error (RRSE) and
correlation coefficient (r). It is concluded that ANN models shortens the time quite a bit for obtaining the
performance measures of a message passing multiprocessor and can be used as an effective tool for this
purpose.
Keywords:multiprocessors, message passing, artificial neural networks
1. Introduction
The demand for even more computing power has never stopped. A number of important problems have been
identified in the areas of defense, aerospace, automotive applications and science, whose solutions require a
tremendous amount of computational power [1]. Parallel computers with multiple processors are opening the
door to teraflops computing performance to meet the increasing demand of computational power [2]. The
programmingmodel for multiprocessor systems is important because it affects the amount of operating system
overhead involved incommunication operations as well as the level of involvement required by the programmer
tospecify the processor interaction required by the application.Shared address programming and message passing
are examplesof the programming models that can be supported by multiprocessor systems.The message passing
paradigmrequires a higher level of programmer involvement and knowledge of the details of theunderlying
communication subsystem in order to explicitly direct the interprocessorcommunication. Shared memory
programming offers the application programmer amodel for using shared data that is identical with that used
when writing sequential programs [3].
The performance analysis of a multiprocessor architecture is an important factor in designing such
architectures. Statistical simulation is a powerful tool in evaluating the performance measures of a
multiprocessor architecture. In such simulation, the architecture is modeled by using specific probability
distributions [4, 5]. The simulation can be time consuming especially when the architecture to be modeled has
many parameters and these parameters have to be tested with different values or probability distributions.
54
There is only a single study in literature that shows artificial intelligence techniques could be used to predict
the performance measures of a multiprocessor architecture [4]. In that study, a broadcast-based multiprocessor
architecture called the SOME-Bus employing the distributed shared memory programming model was
considered. The statistical simulation of the architecture was carried out to generate the dataset. The dataset
contained the following variables: ratio of the mean message channel transfer time to the mean thread run time,
probability that a block can be found in modified state, probability that a data message is due to a write miss,
probability that a cache is full and probability of having an upgrade ownership request. Support vector regression
was used to build prediction models for estimating average network response time (i.e. the time interval between
the instant when a cache miss causes a message to be enqueued in the output channel until the instant when the
corresponding data or acknowledge message arrives at the input queue), average channel waiting time (i.e. the
time interval between the instant when a packet is enqueued in the output channel until the instant when the
packet goes under service) and average processor utilization (i.e. average fraction of time that threads are
executing). It was concluded that support vector regression model is a promising tool for predicting the
performance measures of a distributed shared memory multiprocessor.
In this paper,we develop artificial neural network (ANN) models to predict the performance measures of a
multiprocessor architecture employing the message passing protocol. The simulated architecture is the SOMEBus, which is a high performance optical multiprocessor architecture. ANN models are developed to predict
average channel waiting time, average channel utilization, average network response time, average processor
utilization and average input waiting time. The following five error metrics are used for evaluating the accuracy
of the prediction models: mean absolute error (MAE), root mean squared error (RMSE), relative absolute error
(RAE) and root relative squared error (RRSE) and correlation coefficient (r). Considering the results, it is clear
that except for the average network response time, ANN performs a good job in predicting the performance
measures of a multiprocessor architecture employing the message passing protocol.
This paper is organized as follows. Section 2 summarizes the SOME-Bus architecture. Section 3 presents
overview of ANNs. Section 4 gives the statistical simulation and dataset generation. Section 5 presents
results.Finally, Section 6 concludes the paper.
2. Overview of the SOME-Bus Architecture

One implementation of an architecture which can support simultaneous multicasts from all nodes has been
presented in [6]. This architecture, called the SOME-Bus incorporates optoelectronic devices into a highperformance network architecture.
SOME-Bus has a unique feature that every processor is directly connected to the other processor through a
dedicated output channel. This eliminates blocking of a node due to contention for shared switching logic with
other transmitters [6]. SOME-Bus also has an input channel interface based on an array of N receivers, which
simultaneously monitors all N channels, resulting in an effectively fully connected network (Figure 1). The
receiver array does not need to perform any routing, and consequently its hardware complexity is small. It
contains an optical interface that performs address filtering, length monitoring and type decoding. If a valid
address is detected in the message header, the message is placed in a queue, otherwise the message is ignored.
The address filter can recognize broadcast addresses in addition to recognizing the address of the home node.
The receiver array also contains a set of queues such that one queue is associated with each input channel,
allowing messages from any number of nodes to arrive and be buffered simultaneously [7]. This organization
supports multiple simultaneous broadcasts.
55
Figure 1. Parallel Receiver Array
3. Overview of Artificial Neural Networks

ANNs are parallel computing systems whose original development was based on the structure and function of
the brain. Feed-forward ANNs comprise a system of units, analogous to neurons, which are arranged in layers
[8, 9]. Between the input layer and output layer there may be one or more hidden layers. The units in each layer
are connected to the units in a subsequent layer by a weight w, which may be adjusted during training [10]. A
data pattern comprising the values xi presented at the input layer i is propagated forward through the network
towards the first hidden layer j. Each hidden unit receives the weighted outputs wjixi from the units in the
previous layer. These are summed to produce a net value, which is then transformed to an output value upon the
application of an activation function. Prior to its application as a model, the ANN must be trained. In general,
training data patterns are fed sequentially into the input layer, and this information is propagated through the
network. The resulting output predictions yj(t) are compared with a corresponding desired or actual output, dj(t).
The mean squared error at any time t, E(t), may be calculated over the entire data set using (1). The intermediate
weights are adjusted using an appropriate learning rule until E(t) has decayed to a suitable level .
(1)
A wide range of algorithms have been developed for training the network to achieve the optimum model
performance, while ensuring generalization and computational efficiency. For feed-forward ANNs, the back
propagation algorithm is the most frequently used [11].
4. Simulation and Dataset Generation

In this paper, Opnet Modeler [12] is used to simulate the SOME-Bus architecture employing the message
passing protocol. Figure 2 shows the node model of the simulated architecture. Each node contains a processor
station in which the incoming messages are stored and processed, and also a channel station in which the
outgoing messages are stored before transferring them onto the network. The important parameters of the
simulation are the number of nodes (selected as 16, 32, and 64), the number of the threads executed by each
56
processor (ranging from 1 to 6), ratio of the mean thread run time to channel transfer time (ranging from 0.05 to
1), thread run time (exponentially distributed with a mean value of 100), and pattern of the destination node
selection (uniform and hot region). In the uniform traffic, the destination node is selected using uniform
distribution among the nodes. .In the hot region pattern, the destinations of the 25% of the packets are chosen
randomly within a small hot-region consisting of 12.5% of the nodes [13].The dataset obtained as a result of the
simulation contains four input and five output variables. The input variables are: T/R, node number, thread
number, traffic pattern. The output variables are: average processor utilization, average network response time,
average channel waiting time, average input waiting time, and average channel utilization. Table 1 shows
descriptive statistics of the output variables.
Figure 2. A typical N-node SOME-Bus using message passing protocol

Table 1. Descriptive statistics of the output variables
CWT
CU
NRT
PU
IWT
21.84
0.30
521.45
0.60
189.37
Minimum
0.02
0.02
47.72
0.24
15.87
Maximum
186.40
0.85
1027.36
0.95
356.91
31.66
0.20
209.31
0.19
94.23
Mean
Standard
deviation
CWT:Channel Waiting Time; CU:Channel Utilization; NRT:Network Response Time; PU:Processor Utilization; IWT:Input Waiting Time
A multistage feed forward ANN [8] is used for developing the prediction models. Levenberg-Marquardt back
propagation algorithm is used for training the networks. A tansigmoid transfer function is used in the hidden
layer and a pure linear transfer function is used in the in the output layer.
57
5. Results
The following five metrics are used for evaluating the accuracy of the prediction models:MAE, RMSE, RAE
and RRSE and r [14]:
MAE
RMSE
1
n
| Y
1
n
i 1
(2)
(Y Y ) 2
RAE
Y |
i 1
| Y
(3)
Y |
i 1
n
(4)
| Y Y |
i 1
RRSE
(Y
Y ) 2
i 1
n
(5)
(Y Y ) 2
i 1
Y Y Y ' Y '
1
n 1
Y
Y '
(6)
where n is the number of data points used for testing, Y is the measured value, Y is the predicted value,
the average of the measured values,
measured values and
Y is
Y is the average of the predicted values, Y is the standard deviation of
Y is the standard deviation of predicted values.
Table 2 shows the performance of the prediction models. As is clearly seen from Table 2, except for the
average network response time, ANN performs a good job in predicting the performance measures of a
multiprocessor architecture employing the message passing protocol.
Table2. Summary of regression models to estimate message passing architecture performance
Performance Measures
RMSE
MAE
RAE
RRSE
Average channel waiting time
0.99
1.63
1.04
0.20
0.05
Average channel utilization
0.99
0.01
0.00
0.16
0.03
Average network response time
0.99
14.63
10.98
0.26
0.08
Average processor utilization
0.99
0.09
0.05
0.24
0.06
Average input waiting time
0.99
8.26
5.80
0.27
0.09
58
6. Conclusion
This paper proposes to use ANN-based models to predict the performance measures of a message passing
multiprocessor architecture. The basic idea is to collect a small number of performance measures by using a
statistical simulation and predict the performance of the system for a large set of input parameters based on
these. Future research can be performed in a number of areas. The first area would be expanding the number of
input parameters in the dataset. The second area would be feature extraction on input variables. In this case, the
critical attributes that best predict performance measures can be selected from a candidate set of attributes
through feature selection algorithms combined with ANNs.
Acknowledgments
We would like to thank Dr. Constantine Katsinis for letting us include the material about the SOME-Bus
architecture in this paper. We also would like to thank OPNET Technologies, Inc. for letting us use the OPNET
Modeler under the University Program.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
Duato, J., Yalamanchili,S., andNi. L. (2003). Interconnection Networks: An Engineering Approach. USA: Morgan
KaufmannPublishers.
Guller,D.E., SinghJ.P., and Gupta, A. (1999).Parallel Computer Architecture: A Hardware/Software
Approach.USA: Morgan Kaufmann Publishers.
Chan,F., CaoJ., and Sun, Y. (2003). High-level abstractions for message-passing parallel programming. Parallel
Computing29(11):1589-1621.
Akay, M.F. and Abaskele, . (2010). Predicting the performance measures of an optical distributed shared
memory multiprocessor by using support vector regression.Expert Systems with Applications37(9): 6293-6301.
Wenisch, T.F., et al. (2006). Statistical sampling of microarchitecture simulation. In Proceedings of the 20th
Parallel and distributed Processing Symposium. RhodesIsland, Greece.25 - 29 April 2006.
Katsinis, C. (2001). Performance analysis of the simultaneous optical multi-processor exchange bus.Parallel
Computing 27(8):1079-1115.
Katsinis, C. and Hecht, D. (2004). Fault-tolerant DSM on the SOME-Bus multiprocessor architecture with message
combining.In Proceedings of the 18th International Parallel and Distributed Processing Symposium (IPDPS04).
Santa Fe, New Mexico. 26-30 April.USA.
Alpaydn,E. (2010).Introduction to Machine Learning.London. England: MIT press.
Lavinea B.K. and Blank T.R. (2009). Comprehensive Chemometrics Chemical and Biochemical Data Analysis
3(18):571-586.
Chen M.-S. and Yen H.-W.(2011). Applications of machine learning approach on multi-queue message scheduling.
Expert Systems with Applications38(3):33233335.
Andries P. Engelbrecht (2002). Computational Intelligence: An Introduction, Wiley.
OPNET Modeler, OPNETUniversity program, http://www.opnet.com/university_program.
Aci, C.I. and Akay, M. F. (2010). A new congestion control algorithm for improving the performance of a
broadcast-based multiprocessor architecture.Journal of Parallel and Distributed Computing70(9):930-940.
Witten, I.H. and Frank, E. (2005).Data Mining: Practical Machine Learning Tools and Techniques. Canada:
Morgan KaufmannPublishers.
59
Symbolic Computation of Perturbation-Iteration

Solutions for Differential Equations
nal Gkta1, Mehmet Pakdemirli2, Yiit Aksoy 3
1
Department of Computer Engineering, Turgut zal University

Keiren, Ankara 06010, Turkey
2,3
Department of Mechanical Engineering, Celal Bayar University
Muradiye, Manisa 45140, Turkey
1
ugoktas@turgutozal.edu.tr, 2mpak@bayar.edu.tr, 3yigit.aksoy@bayar.edu.tr
Abstract. An algorithm for the symbolic computation of perturbation-iteration solutions of nonlinear

differential equations is presented. In the algorithm the number of correction terms in the perturbation
expansion (n ) and the number of Taylor expansion terms (m) with n m can be arbitrary. The steps of the
algorithm have been illustrated on a Bratu type initial value problem. The algorithm has been implemented in
Mathematica, a leading computer algebra system. The package PerturbationIteration.m is briefly discussed.
Keywords: perturbation method, perturbation-iteration method
1 Introduction
Many real life problems can be modeled by differential equations, displaying the interrelations between
mathematics, physical and biological sciences or engineering [1, 2]. Therefore, studying the solution methods for
differential equations has always been an important research subject [3-5].
Perturbation methods [6] are widely used for computing approximate analytical solutions of differential
equations. Due to the small parameter limitation of perturbation methods which makes the solution valid for
weakly nonlinear systems, alternative methods such as the modified and multiple-scale Lindstedt-Poincar
method [7, 8], the linearized perturbation method [9], the homotopy perturbation method [10] and iterationperturbation methods [11-13] etc. are used for strongly nonlinear systems.
However, a general solution method valid for all types of equations which do not require special assumptions
and transformations is lacking in the literature.
As an extension of the perturbation-iteration algorithms (PIAs) for algebraic equations [14-16], the PIAs in [1,
17] which do not require special transformations or initial assumptions are applicable to a wide range of
differential equations.
Although the number of correction terms in the perturbation expansion is just one ( n 1) and the algorithms
are limited to at most third order in the Taylor series expansion ( m 3) , the three PIAs described in [1, 17]
involve lengthy algebraic computations which are hard to do by hand. Computer algebra systems can be very
useful for carrying out these computations.
60
With a generalization towards working for general n and m such that 1 n m , the PIAs in [1, 17] are
implemented in Mathematica, a leading computer algebra system. The Mathematica package
PerturbationIteration.m[18] automatically carries out all the steps of the algorithms.
The paper is organized as follows. Section 2 outlines the key steps of the PIA(2, 3) algorithm up to 2
iterations, i.e., n 2 and m 3 , on a Bratu type initial value problem. In Section 3, the steps of the PIA(1, 6)
algorithm up to 2 iterations are illustrated on the same initial value problem. Section 4 has comparison of our
results with earlier perturbation-iteration results [1]. In Section 5,Mathematica package
PerturbationIteration.mis briefly described.
2 PIA(2, 3)
The Bratus initial value problem [1]:
u
u 2 e 0,
(8)
0 x 1
u (0) u (0) 0
where u u (x) will be used as our leading example to illustrate the steps of the algorithm. The exact solution
for (1) is given as [1]: u 2 ln(cos x) .
First introduce an auxiliary perturbation parameter to the nonlinear term in (1):
u 2 e
(2)
0.
Two correction terms are taken in the perturbation expansion:

(3)
u n1 u n (u c,1 ) n (u c,2 ) n .
Upon substitution of (3) into (2), expanding in a Taylor series with up to third order, and re-arranging the
terms with respect to similar powers of yields:
2
(u n 2) (( u c,1 ) n 2 u n ) (( u c, 2 ) n 2 (u c,1 ) n u n )
(4)
1 3
3
( u n 2 u n (u c,1 ) n (u c, 2 ) n ) 0.
3
Equation (4) contains two unknowns (u c,1 ) n and (u c,2 ) n which require two equations to be solved. Hence
equation (4) is separated into two blocks as follows:
(5)
(u c,1 ) n 2 u n u n 2 0,
2
(u c, 2 ) n 2 (( u c,1 ) n (u c, 2 ) n ) 2 u n (u c,1 ) n u n
1 3
u n 0,
3
(u c,i ) n (0) 0, (u c,i ) n (0) 0, i 1, 2.

For the initially assumed function, we may take a trivial solution which satisfies the initial conditions
(6)
u0 0
and solving (5) with (6) yields
61
(7)
2
(u c,1 ) 0 x ,
(u c , 2 ) 0
1 2 x
2 x
2 2 x
2 x 2
e
(1 2 e
e
2e
x ).
2
Hence by setting 1 and using (3) and (7), we get
u1
(8)
1 2 x
2 x
2
e
(e
1) .
2
Now substituting (8) in (5) leads to a system with variable coefficients. To overcome this, in (5), we replace
u n in the coefficient of (u c,1 ) n by u 0 instead of u1 and we get:

(9)
(u c,1 )1 0,
(u c,2 )1 2 (( u c,1 )1 (u c,2 )1 )
1
( 16 e
3 2 x
9e
2x
9e
2x
3 2x
) 0,
24
(u c,i )1 (0) 0, (u c,i )1 (0) 0, i 1, 2.
Solving (9) gives:
(10)
(u c,1 )1 0,
(u c , 2 )1
e
3 2 x
(e
2 x
1)( 1 e
2 x
64(e
2 2 x
3 2 x
384
4 2 x
5 2 x
36 2 x (e
2 2 x
3 2 x
) ).
Hence from (3), (8) and (10), the result of the second iteration is:
u2
3 2 x
(1 512 e
3 2 x
6 2 x
4 2 x
( 255 36 2 x ))
(11)
384
3e
2 2 x
(85 12 2 x ) ).
3 PIA(1, 6)
Still working on the Bratus initial value problem (1), we will now describe the algorithm with one correction
term and with terms up to sixth order in Taylor series expansion.
Only one correction term is taken in the perturbation expansion:
u n1 u n (u c ) n .
(12)
Substituting (12) into (2), then expanding in a Taylor series with up to sixth order, and re-arranging the terms
with respect to similar powers of yields:
62
(13)
(u n 2) (( u c ) n 2 u n ) ( 2 (u c ) n u n )
1 3 3
1 4
4
2
2
(u n 6 u n (u c ) n )
( u n 12 u n (u c ) n 12 (u c ) n )
3
12
1
60
1
(u n 20 u n (u c ) n 60 u n (u c ) n )
6
( u n 30 u n (u c ) n 180 u n (u c ) n 120 (u c ) n ) 0.
360
Setting 1 in (13) we get the following differential equation to be solved for (u c ) n :
60
1
3
un
360
6
2
u n u n (u c ) n 2 (u c ) n (u c ) n
u n (1 (u c ) n )
(u n
1
2
12
1
3
(14)
(u c ) n
u n (1 (u c ) n )
u n ) ( 2 2 (u c ) n (u c ) n ) 0,
(u c ) n (0) 0, (u c ) n (0) 0.
Taking u 0 0 for the initially assumed function in (14) and omitting the nonlinear terms in (u c ) n leads to:
(15)
(u c ) 0 2 (u c ) 0 2 0,
(u c ) 0 (0) 0, (u c ) 0 (0) 0.
We leave better treatment of the nonlinear terms in (14) for future work and continue with solving (15), which
yields
(u c ) 0
(16)
1 2 x
2 x
2
e
(e
1) .
2
Hence by setting 1 and using (12) and (16), we get
u1
(17)
1 2 x
2 x
2
e
(e
1) .
2
Now substituting (17) in (14) leads to a nonlinear system with variable coefficients. To overcome this
difficulty, in (14), we replace u n in the coefficient of (u c ) n by u 0 instead of u1 and omit the nonlinear terms
in (u c ) n . Doing so yields
(u c )1 2 (u c )1
604e
e
3 2x
8 2x
6 2 x
(e
2x
2x
2 2x
4
1) (1 4e
76 e
23040
4390e
4 2x
604e
5 2x
76 e
6 2x
4e
7 2x
) 0,
(u c )1 (0) 0, (u c )1 (0) 0.
Solving (18) gives:
63
(18)
(u c )1
6 2 x
2 x
(e
1)( 1 e
2 x
155 e
(19)
2 2 x
1612800
1555e
3 2 x
29730 e
29730e
7 2 x
4 2 x
379050 e
8 2 x
155 e
1555e
238560 2 x (e
5 2 x
6 2 x
5 2 x
9 2 x
379050 e
6 2 x
10 2 x
11 2 x
e
e
)).
Hence from (12), (17) and (19), the result of the second iteration is:
u2
6 2 x
(1 154 e
2 2 x
1400e
(20)
3 2 x
1612800
28175e
4 2 x
2370900 e
6 2 x
28175 e
8 2 x
1400 e
9 2 x
10 2 x 12 2 x
7 2 x
154e
e
120 e
(1988 2 x 9631)
120 e
5 2 x
(1988 2 x 9631)).
4 Numerical Comparisons
Comparisons of the different perturbation-iteration algorithms with numerical solutions of equation (1) are
given [1] in Table 1. Although all iteration algorithms rapidly converge to the numerical solutions, PIA(1, 6)
seems to perform slightly better than the others.
Table 8. Comparisons of perturbation-iteration algorithms and numerical results for Bratuss initial value
problem [1]
x
PIA(1, 3)
Numerical
PIA(2, 3)
PIA(1, 6)
Solution
u1
u2
u1
u2
u1
u2
0.1
0.01001
0.01001
0.01001
0.01001
0.01001
0.01001
0.01001
0.2
0.04026
0.04026
0.04026
0.04026
0.04026
0.04026
0.04026
0.3
0.09138
0.09135
0.09138
0.09135
0.09138
0.09135
0.09138
0.4
0.16445
0.16431
0.16445
0.16431
0.16445
0.16431
0.16445
0.5
0.26116
0.26059
0.26116
0.26059
0.26116
0.26059
0.26116
0.6
0.38393
0.38212
0.38391
0.38212
0.38391
0.38212
0.38392
0.7
0.53617
0.53134
0.53610
0.53134
0.53610
0.53134
0.53614
0.8
0.72278
0.71124
0.72249
0.71124
0.72249
0.71124
0.72264
0.9
0.95088
0.92542
0.94983
0.92542
0.94983
0.92542
0.95037
1.23125
1.17818
1.22772
1.17818
1.22772
1.17818
1.22947
64
5 The Mathematica Package

To use the code, first load the Mathematica package PerturbationIteration.m [18] using the command
In[2]:=Get[PerturbationIteration.m];
Proceeding with the Bratus initial value problem
PerturbationIterationAlgorithm (which is part of the package):
(1)
as
an
example,
call
the
function
In[3]:=PerturbationIterationAlgorithm[
{''[]2*Exp[[]]==0},
{[0]==0,[0]==0},,,2,3,2
]
which will produce the results (8) and (11). Similarly, all results in this paper can be reproduced by using our
package.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
Aksoy Y.; and PakdemirliM. (2010). New perturbation-iteration solutions for Bratu-type equations.Computers and
Mathematics with Applications 59: 2802-2808.
Hoppensteadt, F. C. and Peskin, C. S. 1992. Mathematics in Medicine and the Life Sciences, Springer-Verlag,
New-York.
Ince, E. L. 1944. Ordinary Differential Equations, Dover, New York.
Kamke, E. 1959. Differentialgleichungen: Lsungsmethoden und Lsungen, Akademische Verlagsgesellschaft,
Leipzig.
Murphy,G. M. 1960. Ordinary Differential Equations and Their Solutions, D.van Nostrand Company, Inc.,
Princeton.
Nayfeh,A. H. 1981. Introduction to Perturbation Techniques. John Wiley and Sons, New York.
Hu,H. (2004). A classical perturbation technique which is valid for large parameters.Journal of Sound and
Vibration 269: 409-412.
Pakdemirli, M.; Karahan M. M. F.; and BoyacH. (2009). A new perturbation algorithm with better convergence
properties: Multiple Scales Lindstedt Poincar method.Mathematical and Computational Applications 14: 31-44.
He, J. H. (2003). Linearized perturbation technique and its applications to strongly nonlinear oscillators.Computers
and Mathematics with Applications 45: 1-8.
He, J. H. (2003). Homotopy perturbation method: A new nonlinear analytical technique.Applied Mathematics and
Computation 135: 73-79.
He, J. H. (2006). Some asymptotic mehods for strongly nonlinear equations.International Journal of Modern
Physics B 20: 1141-1199.
He, J. H. (2001). Iteration perturbation method for strongly nonlinear oscillations.Journal of Vibration and Control
7: 631-642.
zi T.; and Yldrm, A. (2009). Generating the periodic solutions for forcing van der Pol oscillators by the
iteration perturbation method.Nonlinear Analysis: Real World Applications 10: 1984-1989.
Pakdemirli M.; and Boyac, H. (2007). Generation of root finding algorithms via perturbation theory and some
formulas.Applied Mathematics and Computation 184: 783-788.
Pakdemirli, M.; Boyac H.; and Yurtsever, H. A. (2007). Perturbative derivation and comparisons of root-finding
algorithms with fourth order derivatives.Mathematical and Computational Applications 12: 117-124.
Pakdemirli, M.; Boyac H.; and Yurtsever, H. A. (2008). A root finding algorithm with fifth order
derivatives.Mathematical and Computational Applications 13: 123-128.
Pakdemirli, M.; Aksoy, Y.; and Boyac, H. (2011). A new perturbation-iteration approach for first order differential
equations.Mathematical and Computational Applications 16: 890-899.
Gkta, . (2011). Software is available on http://www.turgutozal.edu.tr/ugoktas
65
Biographies
nal Gkta holds a BSc. degree (1993) in mathematics from Boazii University (Turkey), MSc. (1996) and Ph.D. (1998)
degrees in mathematical and computer sciences from the Colorado School of Mines (U.S.A.).
His research focuses on integrability tests of nonlinear partial differential equations and nonlinear semi-discrete lattices.
He also works on symbolic solution methods of differential and difference equations, symbolic summation methods and
various other aspects of symbolic computation.
Dr. Gkta was employed by Wolfram Research, Inc. (makers of Mathematica) as a senior kernel developer prior to
joining the Department of Computer Engineering at Turgut zal University (Turkey) in 2010.
Mehmet Pakdemirli was born in Ankara, Turkey in 1963. He received his BS. degree (1985) and MS. degree (1987) in
mechanical engineering from Boazii University (Turkey). He completed his Ph.D. studies in 1991 from stanbul Technical
University (Turkey). He worked as a postdoctoral research associate in Virginia Tech (U.S.A.) for two years. He became
assistant professor in 1993, promoted to associate professor in 1994 and finally to full professor in Celal Bayar University,
Manisa, Turkey. He visited the University of Michigan (U.S.A.) for six months in 1996 and King Fahd University of
Petroleum and Minerals (Saudi Arabia) in 2003-2004. He is currently professor and president of Celal Bayar University.
His major areas are applied mathematics, mechanical vibrations of continuous systems and non-Newtonian fluid
mechanics. He has authored, co-authored some hundred papers in internationally refereed journals.
Yiit Aksoy was born in zmir, Turkey in 1982. He received his BS. degree (2005) and MS. degree (2007) in mechanical
engineering from Celal Bayar University (Turkey). Currently, he is a Ph.D. candidate in mechanical engineering at Celal
Bayar University.
His major areas are fluid mechanics and approximate analytical methods of mathematical physics.
66
A Lightweight Parser for Extracting Useful Contents

from Web Pages
Erdin Uzun1, Tark Yerlikaya2, Meltem Kurt3
Computer Engineering Department / Namik Kemal University

2, 3
Computer Engineering Department / Trakya University
erdincuzun@nku.edu.tr, 2tarikyer@trakya.edu.tr, 3meltemkurt@trakya.edu.tr
Abstract. In many web content extraction applications, parsing is crucial issue for obtaining the necessary
information from web pages. A DOM parser is preferably used in this task. However, major problems with
using a DOM parser are time and memory consumption. This parser is an inefficient solution for applications
which need web content extraction between tags. Therefore, we develop a lightweight parser, namely SET
Parser, which is utilized regular expressions and string functions for extracting these tags. In experiments,
2000 web pages are crawled from Sabah and Milliyet for experimental setup. The average size of a DOM tree
created from these web pages is as large as 9.58 times of the average size of the web pages. On the other
hand, SET Parser in parsing contents is less time consuming than DOM. These experiments indicate that SET
Parser is more useful for extracting contents from web pages.
Keywords: Parsers, DOM, Content Extraction, Time and Memory Consumption
1 Introduction
Document Object Model (DOM, www.w3.org/DOM) parsing is widely used a key operation for processing
web pages. Especially, a DOM parser is the preferred way of extracting web contents [1], [2], [3], [4]. Web
documents have a hierarchy of informational units called nodes; DOM is a way of describing those nodes and
the relationships between them. In DOM, everything is an object that consists of element names and contents of
them. A DOM parser presents a document as a tree-structure in memory. However, the size of DOM tree created
from a web document is larger than the size of the original web document. This means that memory and time
consumption will increase constantly. For exceptionally large documents, parsing and loading the entire
document can be slow and resource intensive.
Web pages often contain irrelevant contents such as pop up ads, advertisements, banners, unnecessary images,
extraneous links etc. around the body of an article that distracts users from actual content. There are lots of
applications about extraction of useful and relevant content from web pages including text summarization, cell
phone and pda browsing, speech rendering for the visually impaired [5], [6]. For extraction of relevant
content,unnecessary tags and contents in Web pages should be removed. In general, extracting content of text in
conventional techniques required knowledge on structure of the text [7]. Web pages are semi-structured
documents mostly written in HTML that defines tags. These tags can be structured with DOM parser. However,
Cai et al. [8] proposed that only some tags (<table>, <tbody>, <tr>, <td>, <p>, <ul> and <li>) are very important
and commonly used in web pages. Yerlikaya and Uzun [9] use the layout html tags, <div>, <table> and <ul>, for
67
obtaining relevant contents. In content extraction, because of A DOM parser takes all tags into account, it is not
efficient.
In search engine for Turkish (SET6) Project, we developed an intelligent crawler that automatically detects
irrelevant contents and extracts relevant contents. We realized that memory and time consumptions are important
issue in this task. Therefore, we developed a lightweight parser (namely SET Parser) for reducing these
consumptions. In this study, we describe this parser and examine the improvements in memory and time.
The paper is organized as follows: Section 2 gives general information about DOM, Regular Expressions and
the use of them C# programming language. Section 3 introduces the SET parser which is utilized regular
expressions and string functions for extracting contents. Section 4 examines memory and time consumptions in
DOM and SET Parser. The paper ends with some concluding remarks.
2 DOM and Regular Expressions

The DOM is a W3C (World Wide Web Consortium) standard. The DOM defines a standard for accessing
documents by using Javascript and Jscript that are client-side programming languages. Each document is treated
as the Document Object; this object is queried, searched and updated. The following figure is an example
Document Object for a web page of Milliyet.
Fig 1. En example DOM Object from Milliyet Web Pages

Fig 1. presents a DOM example (as a tree-structure) for a web page. DOM is a standard model and
programming interface for HTML. Manyprogramming languages support DOM. For example, when extracting
links or images from a web page, the following codes can be used in C#.
IHTMLDocument2 htmlDocument = new mshtml.HTMLDocumentClass();
htmlDocument.write(a web page);
IHTMLElementCollection Elements_links = htmlDocument.links;
IHTMLElementCollection Elements_images = htmlDocument.images;
To access the DOM programmatically, mshtml library is used. write function creates a DOM object for a web
document. Nonetheless, while structuring a web document, a DOM object takes all tags into consideration. It is
clear at this point that memory consumption and time consumption will increase. Moreover, regular expressions
can be used for extracting links and images.
The origin of regular expressions lies in automata and formal language theory. Mathematician Stephen Cole
Kleene described these models of using his mathematical notation called regular sets in the 1950s. Regular
expression is a language that can be used to edit texts or obtain sub-texts that based on a set of defined rules.
6Classes
of SET developed in C# programming language are open source and available via the web page
http://bilgmuh.nku.edu.tr/SET/. Moreover, you can try all modules by using this web page.
68
Regular expressions can be used for obtaining relevant contents from web pages. For example, the following
table indicates patterns that are used for extracting links and images from web pages.
Table 1. Regular expression patterns for extracting links and images
Links
(?<=href=\").*?(?=\")
Images
<\\s*img [^\\>]*src\\s*=\\s*([\"\\'])(.*?)>
Regular expressions are supported by many programming languages such as C, C++, .NET, Java, Perl, Ruby,
Python to search and manipulate text based on patterns. For accessing .Net regular expression engine from C#,
we import the namespace
System.Text.RegularExpressions.
Regular expressions can save you time when considering DOM. Therefore, we write two functions which are
used regular expression for this task. However, regular expressions have been a bottleneck for the unknown
nested structure that is a layout stored within the structure of another layout. Now, we describe the main function
of SET Parser.
3 SET Parser
SET Parser has three functions. Two functions of SET Parser are used only regular expressions for extracting
links and images.Nevertheless, unfortunately regular expressions dont give accurate results in the nested
structure of tags. Therefore, we write codes for obtaining inner contents from layout tags.
Function Find Contents of a given tag

input a given tag and a web page
prepare pattern of regular expression of a given tag
determine cnt_giventag = count of a given tag by using pattern in a web page
determine start_tag of a given tag
determine end_tag of given tag
output array results
for i=0 to cnt_giventag do
start_position of i. given tag in a web page
NEXT: end_position of temp_tag in a web page
content = extract string between start_position and end_position
cnt_opentags= determine the count of start tags by using start_tag
cnt_endtags = determine the count of end tags by using end_tag
if(count of open tags != count of close tags)
find next end_position;
goto NEXT;
end if
else if
results[i] = contents
end else if
end for
return results
69

end function
For example, when using SET Parser in a web page for <div class="content"> tag, firstly regular expression
pattern <div.class="content"> (by replacing blanks with a point) is prepared for calculating the count of this
pattern in a web page. Then, start tag as <div and end tag </div are created as appropriate to the tag. Start
position and end positions are found by using these tags. indexof string function can be used for this task.
substring can be utilized for extracting a proposed content by using these positions. Afterwards, the count of
start tag and end tag are calculated whether the proposed content is correct or not. If the count of start and end
tags are equal, this content is added to the result array. While implementing this algorithm, it is clear that the last
control operation increases the response time in contents which have a lot of inner tags. Therefore, we examine
the effects of the count of inner tags in the experiments.
4 Experiments
In experiments, test collection obtained from Milliyet (www.milliyet.com.tr) and Sabah (www.sabah.com.tr)
contains 2000 web pages. 1000 pages are crawled for each newspaper. The total sizes of these collections are
around 160.47 MB in UTF-8 format. Table 2 gives more information about this collection.
Table 2. Information about Test Collection
Document Size
Information
Tag Count
Milliyet
Sabah
Milliyet
Sabah
Storage Size of all Documents
56.32 MB
104.15 MB
Median a Document
57.67 KB
106.65 KB
1103.41
1320.07
Minimum a Document
30.04 KB
36.7 KB
587
496
Maximum a Document
112.66 KB
140.39 KB
3730
1998
This collection contains tags that are used to design web pages and contents that present between tags. A web
document in this collection may take approximately 82.16 KB. A crude observation on the text collections
reveals that text collection of Sabah contains more unnecessary tags and contents than Milliyet when considering
that the sizes of actual contents are approximately similar. While doing experiments, we also take into account
the effect of file size and the number of used tags. In the first analysis, we compare the parsing time of links and
images for parsers of DOM and SET. The following table gives more information about this comparison.
Table 3. Information about the average time and the average count of extracted links and images
DOM
SET Parser
Average Time (ms)
Average Count
Links
Images
Links
Images
Milliyet
214.49
355.54
248.84
55.42
Sabah
741.48
1098.93
272.75
171.99
Milliyet
21.05
4.68
248.84
55.42
Sabah
29.91
7.83
272.75
171.99
This analysis indicates that DOM Parser needs longer time to parse when compared with SET Parser which is
used regular expressions. Moreover, the parsing time of a DOM object for Sabah is very slow when compared
with Milliyet because of the file sizes and the count of tags used in web pages. The use of Regular expressions is
70
more suitable solution for extracting links and images than the use of DOM. The analysis show that the pattern
used for extracting links is slow than the pattern of extracting images in terms of time efficiency since patterns
used for extraction have an effect on the results. The second analysis is on examining the parsing time of layout
tags which have nested structure. We select three layout tags for each newspaper. These tags for respectively
Milliyet and Sabah:
1. Main layouts: <div class="content"> and <div id="container_body">
2. Menu layouts: <div class="menu"> and <div id="altmenu" class="altmenu_style altmenu_font_style">
3. Related news Layouts: <div class="haber"> and <div class="pad10lrb print_hidden" style="">
In this analysis, the parsing time of DOM and SET parsers is examined for better understanding the
improvements. (See below Table 4)
Table 4. Analysis of the Parsing Time in the Nested Structure
DOM Parser
SET Parser
Milliyet
Sabah
Milliyet
Count of the
Sabah
Count of the
(ms)
(ms)
(ms)
Inner Tags
(ms)
Inner Tags
639.68
1729.51
3.15
17.88
228.02
424.24
636.15
1690.21
2.50
3.00
37.47
176.68
617.21
1637.98
1.79
1.00
5.54
3.00
Avg.
631.01
1685.90
2.48
7.29
90.34
201.31
Tags
Table 4 indicates similar results when compared with Table 2. However, the count of inner tags increases the
parsing time of SET Parser. For example; the count of the inner tags in Tag 3 of Sabah is approximately 3.00
and the parsing time is 5.54 milliseconds. Nevertheless, the count of the inner tags in Tag 1 of Sabah goes up to
424.24 and also the parsing time increases to 228.02 milliseconds. But still, the SET Parser is more suitable
solution for obtaining contents between tags. The average parsing time of DOM Parser is 254.4 and 18.7 times
shorter than the average parsing time of DOM parser, respectively in Milliyet and Sabah. Third analysis is
examined the impact of the size of web pages on parsing time. For this analysis, the main layouts of Milliyet and
Sabah are selected. The following figure indicates the parsing time of DOM parser for tag <div class="content">
of Milliyet and tag <div id="container_body"> of Sabah. (See Fig 1. (1))
500
450
400
350
300
250
200
150
100
50
0
ms
ms
2200
2000
1800
1600
1400
1200
1000
800
600
400
200
0
405060708090100110120130140
Milliyet KB
405060708090100110120130140
KB
Milliyet
Fig 1. The parsing time for DOM Parser (1) and SET Parser (2) in different file sizes
The parsing time of Sabah is longer than the parsing time of Milliyet in similar file sizes because of the count
of tags used in Sabah is more than the count of tags used in Milliyet. That is, the parsing time of DOM parser
depends on the count of tags used in web pages. Moreover, Fig 1. (1) shows that the increasing size of web pages
has a negative effect on parsing time.The Fig 1. (2) indicates the parsing time of SET Parser for same tags. The
71
parsing time of Milliyet is lesser than the parsing time of Sabah. The parsing time of SET parser depends on the
count of inner tags. In the other words, the Fig 1. (2) shows that Sabah contains more inner tags than Milliyet.
The last analysis is for investigating the memory consumption of DOM Parser and SET Parser. (See below Table
5.)
Table 5. Analysis of Memory Consumption
Average of File Sizes
DOM Memory SET Memory Improvements
(KB)
Usage (KB)
Usage (KB)
(%)
Milliyet
57.67
539.08
61.90
88.52
Sabah
106.66
1035.42
142.77
86.21
Avg.
82.16
787.25
102.34
87.00
DOM parser stores all contents and relations in memory. However, SET Parser only contains required part of
contents and file size in memory. Therefore, SET Parser improves the memory usage with %87.00. The size of a
DOM tree created from a document is as large as 9.58 times of the size of the original document. Wang et al.
[10] claim that the size of a DOM tree crated from a document may be 10 times larger than the original size.
However, this finding is not experimental but our study argues this claim for HTML DOM.
Conclusion
DOM tree constructed from a web page is widely used step for many content extraction algorithms. However,
the use of DOM is not efficient on algorithms that are focused on specific tags. Because of DOM takes all tags
into account in this task. In this study, the experiments show thatthe use of SET Parser is more suitable solution
for extracting contents than the use of DOM. That is, a lightweight parser like the one in this study can be
utilized for this task.
These analyze show that SET Parser was used for obtaining relevant contents of Turkish newspapers, namely
Milliyet and Sabah. This method provides less parsing time and memory than the use of DOM. Some future
research possibilities are adapting this parser to extract different web contents. Furthermore, the results of our
search engine (SET) may be improved by using texts obtained from this parser.
References
1.
2.
3.
4.
5.
6.
7.
8.
lvarez-Sabucedo L. M., Anido-Rifn L. E., Santos J. M. (2009). Reusing web contents: a DOM approach.
Software: Practice and Experience 2009, 39(3): 299314.
Kaasinen E., Aaltonen M., Kolari J., Melakoski S., Laakko T. (2000). Two Approaches to Bringing Internet
Services to WAP Devices. WWW9; 231-246.
Wong W. and Fu A. W. (2000). Finding Structure and Characteristics of Web Documents for Classification. In
ACM SIGMOD 2000; Dallas, TX., USA
Zheng Y., Cheng X., Chen K. (2008). Filtering noise in Web pages based on parsing tree. The Journal of China
Universities of Posts and Telecommunications; 15, 46-50.
BuyukkoktenO., Garcia-MolinaH., Paepcke.A. (2001). Accordion Summarization for End-Game Browsing on
PDAs and Cellular Phones. In Proc. of Conf. on Human Factors in Computing Systems (CHI'01)
Buyukkokten,O., Garcia-Molina, H., Paepcke.A. (2001). Seeing the Whole in Parts: Text Summarization for Web
Browsing on Handheld Devices, In Proc. of 10th Int. World-Wide Web Conf..
Gupta S., Kaiser G. E., Peter G. (2005). Chiang M F, Starren J. Automating Content Extraction of HTML
Documents. World Wide Web: Internet and Web Information Systems; 8, 179-224.
Cai D., Yu S., Wen J. R., Ma W. Y. (2003). Extracting content structure for web pages based on visual
representation. APWeb'03 Proceedings of the 5th Asia-Pacific web conference on Web technologies and
applications.
72

Yerlikaya T. and UZUN E. (2010) nternet Sayfalarnda Asl erii Gsterebilen Akll Bir Tarayc. ASYU-2010;
21-24 Haziran, Kayseri & Kapadokya, ISBN: 978-975-6478-60-8, 53-57
10. Wang, F., Li, J., Homayounfar, H. (2007). A space efficient XML DOM parser. Data Knowl. Eng.185-207
9.
Biographies
Erdin Uzun received his BSc (2001), MSc (2003) and PhD (2007) degrees from Computer Engineering Department of
Trakya University respectively. He was a research assistant in this university during this time. Then, he has begun to work in
Computer Engineering Department of Namik Kemal University as assistant professor. He was the vice dean between 2007
and 2010 Faculty of Corlu Engineering. Since 2010, he is the vice chairman of Computer Engineering Department of this
faculty. His research interests include information retrieval, machine learning, data mining, web mining and natural language
processing. He is the developer of SET (Search Engine for Turkish - bilgmuh.nku.edu.tr/SET/) and Teaching (Lesson
Content Management System - bilgmuh.nku.edu.tr/Teaching/)
Tark Yerlikaya received his BSc degree in Electronics & Communications Engineering Department of Yldz Technical
University (1999), MSc (2002) and PhD (2006) degrees in Computer Engineering Department of Trakya University. He was
a research assistant between 1999 and 2006 in this university. Since 2006, he is the assistant professor in same university.
Between 2006 and 2008, he was the head of the Division of Computer Hardware in this department. Since 2009, he is the
chairman of Computer Technologies and Information Systems Department in Kean Yusuf apraz School of Applied
Sciences of Trakya University. His research interests are cryptology, security, web mining and intelligent systems.
Meltem Kurt received her BSc degree in Computer Engineering Department of Trakya University in 2010. Now, she is the
MSc student in same department. Her research interests are cryptology, web mining and information retrieval.
73
Applying Incremental Landmark Isomap Algorithm

to Improve Detection Rate in
Intrusion Detection System
Seyed Mehdi Iranmanesh 1, Ahmad Akbari 1
1
Iran University of science and technology, Computer Engineering Department, University Road, Hengam Street,
Resalat Square, Tehran, Iran
1
m_iranmanesh@comp.iust.ac.ir, 2akbari@iust.ac.ir
Abstract. In recent years, intrusion detection has emerged as an important technique for network security.
Most of intrusion detection systems use primary and raw features which are extracted from network
connection without any preprocessing on the features. Dimensionality reduction is crucial when data-mining
techniques are applied for intrusion detection to transform features. Many data mining algorithms have been
used for this purpose. Manifold learning is an emerging and promising approach in nonlinear dimension
reduction. Isometric feature mapping (Isomap) is one of the most prominent manifold learning methods that
have been investigated in this domain. Researchers successfully applied Isomap on intrusion detection
systems as a nonlinear dimension reduction method. But, manifold learning algorithms have some problems
such as operation on batch mode. Therefore they cannot be applied efficiently for a data stream. Incremental
Landmark Isomap which is an increment version of classical landmark Isomap can handle the problem of
new data points. This method is applied on NSLKDD dataset. The results demonstrate higher detection rate
for this method, comparing to linear methods such as PCA.
Keywords: intrusion detection system, dimensionality redution, manifold learning, isomap, incremental
landmark isomap, PCA.
1 Introduction
With rapidly development of communication, there is no restriction of real distance for people to contact each
other. It helps people in many areas, such as business, entertainment, education, etc. In particular, the Internet
has been used as an important component of business models[1] . Besides the improvement and efficiency of the
network, it is distinguished that unauthorized activities by external attacker or internal sources are increased
dramatically. So the intrusion detection system which was introduced by Anderson [2] is an important problem
nowadays.
The aim of the intrusion detection system is to classify benign users from intruders and attackers with high
accuracy. One of the important factors to achieve this aim is input data and features, which are extracted from
the raw input data. Whenever input features have more information about the benign and intruder users, the
intrusion detection system can better separate different type of users, and the security of the protected
system/network is improved. From this point of view, preprocessing on the raw input features has an important
role in intrusion detection systems. Feature preprocessing methods are divided into two main groups: feature
selection and feature transformation. We investigate feature transformation in this study.
74
Typical datasets for intrusion detection are generally very large and multidimensional. With the growth of
high speed networks and distributed network based data intensive applications storing, processing, transmitting,
visualizing and understanding the data is becoming more complex and expensive. To tackle the problem of highdimensional datasets, researchers have developed some methods such as PCA [3] and MDS [4]. These methods
fail to act properly on real-world datasets, because these datasets are non-linear. Therefore using non-linear
dimension reduction instead of linear dimension reduction for mapping manifolds to their intuitive dimensions is
more rational.
Non- linear manifold learning algorithms such as LLE[5] and Isomap[6] have been used for nonlinear
dimension reduction. These methods are divided in two main categories. First category includes methods that try
to maintain globally structure of dataset while second category maintains locally structures. For instance, Isomap
is based on maintaining globally geometry of dataset.
Landmark Isomap [7] is a variation of Isomap, which preserve all of attractive attributes, but is more efficient.
It selects some data points as landmarks to construct the map. Landmark points are chosen, randomly.
An important fact that exists in data mining domain is that sometimes the information should be collected
sequentially through dataflow. Manifold learning algorithms operate in batch mode. It means that all data
should be available during training and they cannot be applied on dataflow. Incremental manifold learning has
been invented for this purpose. Martin law et all in [8] proposed incremental Isomap and incremental L-Isomap
that can solve this problem. Their method can handle unseen data, and it can be applied on data stream too.
In this paper, we use the incremental version of L-Isomap. This method could handle the problem of data
streams. Furthermore, because of landmark part of this algorithm, it can solve bottlenecks of classical Isomap.
The rest of the paper is organized as follows. Section 2 provides a brief overview on Isomap, L-Isomap and
Incremental Isomap and then it describes our contributrion. The experimental results are described in section 3.
The conclusions are presented in section 4.
2 Methods
2.1 Isomap
Isomap is a generalization of MDS (Multi-Dimensional Scaling) in which the pairwise distance matrix is
replaced by the matrix of pair wise geodesic distances. The algorithm contains three steps:
1.
Construct graph that shows manifold of data points in high dimensional space. This graph is built on
input data according to certain rules which should reflect the structure in the neighborhood of data
points. It uses one of two prominent methods to build the graph. These two prominent methods are
KNN-neighborhood and -neighborhood. In KNN method would be the neighbor of if it was in the
k nearest neighborhood of , and in -method is the neighbor of if the distance between them is
less than .
2. Compute pair wise distance matrix D with the Floyd or Dijkstra algorithm.
3. Apply MDS on D.
MDS is a linear dimension reduction technique that embeds data points in low dimensional space. When input
data points has a low-dimensional Euclidean structure, classical MDS is guaranteed to find embedding which
exactly preserve Euclidean distance between data points. Given Euclidean distance matrix D, this algorithm
embeds input data points such as and to a low dimensional space and so that:
|
(9)
Here, the complexity is O(kN2), Where N is the number of data points, and k is the dimension of the
embedding [4].
75
2.2 Landmark Isomap

Landmark Isomap [7] is a variation of Isomap, which preserve all of the attractive attributes, but is more
efficient.Landmark Isomap saves three bottlenecks that exist in classical Isomap algorithm: storage, calculation
of distance matrix, and the eigenvalue problem. In the following, these three bottlenecks are described in more
details:
1.
2.
3.
Storing the distance matrix: classical Isomap needs O(N 2)storage while L-Isomap needs O(Nn). Here, N
is the number of data points and n is the number of Landmarks. When N is too large, landmark version
will need much less memory storage in comparison with classical Isomap.
Calculating distance matrix: Using Dijkstras algorithm this is O(knNlogN) where k is the size of
neighbourhood.
Finding the embedding: in classical Isomap it takes O(N3), but in L-Isomap it reduces to O(n2N).
2.3Incremental Isomap
Suppose that data points for
exist. Batch Isomap algorithm can calculate for
, so that
is embedded form of original data points in low dimensional space. Then, the new data point
arrives.
The goal of incremental Isomap [8] is to update the transformed data points
so that to best preserve the
updated geodesic distances. This is done in three stages:
Updating the geodesic distance for the original n vertices.

Updating the embedded data points regarding to the new geodesic distance matrix.
Calculating the transformed instances of new data point
.
2.4 Our contribution

Manifold learning algorithms are non-linear dimension reduction methods which are used to map data from
high to low dimensional space. Unfortunately, most of these algorithms operate in a batch mode, meaning that
all data points need to be available during training. When data points arrive sequentially, batch methods are
computationally demanding: repeatedly running the batch version whenever new data points are obtained takes
a long time. So they cannot be used as a dimension reduction method for real-time intrusion detection systems.
Accordingly, incremental version of these algorithms are proposed to handle the problem of new data.
Linear dimension reduction algorithms such as PCA can handle the problem of new data, and as a result, they
can be used as a dimension reduction method in real-time systems.
We employed the following two steps to build the intrusion detection system in order to detect anomalies:
Step 1: Reduce the dimensionality of the data using Incremental L-Isomap.
Step 2: Using decision tree to detect abnormal data.
After this, the above steps are repeated to build intrusion detection system. This time PCA algorithm is used
for dimension reduction part in step 1.
Finally, the detection rates of these two intrusion detection systems are compared.
3 Results
In this section, we evaluate methods using the NSL-KDD dataset[9]. NSL-KDD is a dataset suggested to solve
the inherent problems of the KDD99 dataset mentioned in[9]. However, this new version of the KDD data set
still suffers from the problems discussed by McHugh[10] and may not be a perfect representative of existing real
networks. Because of the lack of public datasets for network-based IDS, we believe it still can be considered as a
suitable benchmark allowing researchers to compare different intrusion detection methods. Furthermore, the
76
number of records in the NSL-KDD training and test sets is reasonable. This advantage makes it affordable to
run the experiments on the complete set without the need to select a small portion randomly. As such, evaluation
results of the different works will be consistent and comparable[11]. Table (1) shows the summary of the NSLKDD dataset.
Table(1): Summary of the NSL-KDD Dataset

Dataset Name
Application
Number of Features
Number of Samples
Train +
Train
41
125973
Train 20% +
Train
41
25192
Test +
Test
41
22544
Test -
Test
41
11850
NSL-KDD has two different training datasets: Train+ and Train 20%+. The dataset Train 20%+ contains 20%
samples of the Train+, with almost all varieties of samples in Train+. We use Train20%+ as the training dataset.
For the test phase, we use two test datasets of NSL-KDD, Test+ and Test-. We ran the experiments on a Pentium
IV 2 GHz machine with 1 GB memory.
As mentioned before, using incremental manifold learning method instead of classical manifold learning can
handle problem of data streams. The number of neighbors to construct manifold, is a parameter that has to be set.
After feature reduction with incremental L-Isomap, we classified data points with decision tree classifier.
Another time, after feature reduction with PCA, data points were classified with decision tree. Table (2-3) shows
number of features and the accuracy of classification for each method. Each value in this table is the average of
10 independent runs of various methods.
Table(2):Accuracy of classification for NSl-KDD(+)
Number of neighbor s
for L-Isomap
40
NSL-KDD(+)
PCA
Classical L-Isomap
Original dataset
58.39
69.48
78.01
10
67.78
71.37
20
76.57
79.78
30
76.97
80.21
Table(3) :Accuracy of classification for NSl-KDD(-)

Number of neighbor s
Number of embedding
PCA
Classical L-Isomap
Original dataset
for L-Isomap
dimension
40
46.67
57.34
58.19
10
51.67
59.65
20
55.34
62.7713
30
57.95
61.90
Results show higher accuracy for incremental L-Isomap, in comparison with PCA. As we can see in tables,
when the embedding dimension gets lower, the difference between accuracy of two methods becomes more. For
example, when the embedding dimension is 5, the difference between accuracy of two methods is more than
10%. This difference is less than 4%, when the embedding dimension is 30. This fact shows us that the accuracy
of incremental L-Isomap is better in comparison with PCA, when the number of features is very low.
77
Besides, original datasets without applying feature reduction algorithms are classified. It can be seen that
incremental L-Isomap improves accuracy of classifying, when it reduces the number of features for each data
point to its half. This shows that some features are irrelevant or noise and incremental L-Isomap can omit them.
4 Conclusion
In this paper we applied incremental L-Isomap for dimension reduction in IDS and compared it with PCA.
Experiment results demonstrate higher accuracy for incremental L-Isomap in comparison with PCA.
Furthermore, the difference between accuracy of two methods is more, when the number of reduced features is
low.
Additionally, we compared accuracy of original dataset without applying feature reduction method. The use of
Incremental L-Isomap improves the overall performance of IDS mainly due to three reasons. Firstly, it can
handle the problem of new data points. Secondly, it reduces the dimension, thereby making the computational
efforts less. Third reason is the reduction of noise in the data. By reducing the noise, we gained a better
classification of normal and abnormal data.
References
1.
Shon T, Moon J. "A hybrid machine learning approach to network anomaly detection", Information Sciences, 2007,
p. 3799-3821.
2. J.P. Anderson, Computer Security Threat Monitoring and Surveillance, James P. Anderson Co., Fort
Washington, PA, Tech. Rep. 79F296400, Apr. 1980, p. 1-56.
3. I.T. Jolliffe, "Principal Component Analysis", Springer-Verlag, New York, 1986.
4. T.F. Cox, and M.A.A. Cox., "Multidimensional Scaling", Chapman &Hall, London, 1994.
5. S.T. Roweis, L.K. Saul, Nonlinear Dimensionality Reduction by Locally Linear Embedding, Science, vol. 290,
December 2000, p. 2323-2326.
6. J.B. Tenenbaum, V. de Silva, and J.C. Langford, A Global Geometric Framework for Nonlinear Dimensionality
Reduction, Science, vol. 290, 2000, p. 2319-2323.
7. Vin De Silva and Joshua B. Tenenbaum. "Global Versus Local Methods in Nonlinear Dimensionality Reduction" ,
In Advances in Neural Information Processing Systems 15, MIT Press, 2003, p. 705712.
8. Law, M., Zhang, N., Jain, A.: "Nonlinear manifold learning for data stream", In Berry, M., Dayal, U., Kamath, C.,
Skillicorn, D., eds.: Proc. of the 4th SIAM International Conference on Data Mining, Lake Buena Vista, Florida,
USA. 2004, p. 3344.
9. Mahbod T, Ebrahim B, Wei L, Ali A.G, "A Detailed Analysis of the KDD CUP 99 Data Set", In proceeding of
Computational Intelligence in Security and Defense Application (CISDA 2009).
10. McHugh J. "Testing intrusion detection systems: a critique of the 1998 and 1999 darpa intrusion detection system
evaluations as performed by lincoln laboratory", ACM Transactions on Information and System Security, 2000, vol
3, p. 262294.
11. http://iscx.ca/NSL-KDD/
78
Prime Numbers for Secure Cryptosystems and

Primality Testing on MultiCore Architectures
Mustafa ALOLU1, Uur GEBAKAN2, Serap AHN3
1
mustafaalioglu@std.iyte.edu.tr, 2ugurgogebakan@std.iyte.edu.tr, 3serapsahin@iyte.edu.tr
Abstract. This paper presents the results of our experimental study about primality testing algorithms and
their parallelization. Both of these topics are require for the implementation of security protocols. MillerRabin, Chinese Hypothesis and Lucas-Lehmer-Riesel primality test algorithms are used; it is aimed to assure
the more secure systems to prevent the data theft. After each algorithm is rendered to run on multicore system
parallel, they are run on distributed memory, so the instant key change will be provided faster for security.
Keywords: Computer Security, Distributed and Parallel Processing, Primality testing algorithms.
1 Introduction
In recent years need for security increased as data theft rose. New security systems become vital in our lives.
Big percentage of PC users started using antivirus softwares. Lots of people securely shops via internet with the
products of security protocols. These protocols use math to obtain security [1]. Generation and testing of prime
numbers are important for cryptosystems like RSA and Diffie-Hellman gain their security [2]. While prime
number gets bigger security becomes higher in these methods. However finding a big prime is not easy, specially
numbers bigger than 64bit due to todays computer architecture. Also producing only one prime and building up
the system with it may create security issues. So, also new primes should be generated. When finding a big
prime takes a long time, this methodology also becomes inefficient. If the time needed to get a big prime as
output can be shortens, this methodology can be used to create more secure and efficient security systems.
Using parallel systems may be the answer. With a library called OpenMP[3] or by the multithreading;
instructions that can run parallel can be executed simultaneously. We have been expected that this shortens
execution time dramatically[4]. Even with one more step, instructions may be executed in discrete memory with
an API called MPI. By the help of these two approaches, creating an efficient cryptosystem that works within
desired time interval may be possible.
2 General Info
In this project execution time is the issue. The methodology used is determined by terms of reducing running
time as much as we can. While deterministic primality testing algorithms returns absolute results they are
slow[5]. Hence, probabilistic approaches are chosen named Miller-Rabin Primality Testing Algorithm for
accuracy and Chinese Primality Test for faster execution. One deterministic approach named Lucas-LehmerRiesel also studied for execution time comparison.
OpenMP library is used to divide code on shared memory and MPI API is used to execute the code on discrete
memory.
79
2.2 Miller-Rabin Primality Test

The Miller-Rabin primality test is a simple probabilistic algorithm for determining whether a number is prime
or composite that is easy to implement[6].
Suppose 1 < k < n is co-prime to n. Write the number n1 as 2 a.m , where m is odd. The algorithm can be
written as follows[7]:
Inputs:
n > 1: an odd integer to test for primality;
1< k < n: a parameter that determines the accuracy of the test;
Output: composite if n is composite (false), otherwise probably prime (true), the error probability is (1/4) k
Function millerRabin ( n, k )
n = 1 + 2**a * m;
foreach i <= k do
b Random( )
( 1, n);
z (b**m) mod n;
while not (( j = 0 and z = 1 ) or ( z = n 1 ))do
if j > 0 and z = 1 or ++j = a then
return false;
z (z**2) mod n;
return true;
2.3 Chinese Primality Test

The ancient Chinese discovered that; if p is prime, then 2 p - 2 is divisible by p. We state this fact in its contrapositive form in the following proposition [8][9].
Let n be a positive integer greater than 1. If 2 n is not congruent to 2 (mod n), then n is a composite.
Above proposition says nothing directly about primes, because although for any prime p, the difference 2 p -2
is divisible by p, nevertheless there are also some composite numbers that pass the test as well. In fact, there are
infinitely many of such composite numbers. If n is a composite number and divides 2p -2, then n is called base-2
pseudoprime. Hence, it would be truer to said that If 2 n is congruent to 2 (mod n), then n is either a prime or a
base-2 pseudoprime.
Function chineseTest ( N )
sccSqr = remainder of 2^N division to N

if sccSqr and N are not 2
N is composite
else
N is probable prime
2.4 Lucas-Lehmer-Riesel Primality Test

The LucasLehmerRiesel test is a primality test for numbers of the form
N = k.2n 1, with 2n> k. It is the fastest deterministic algorithm known for numbers of that form.[10]
80
The algorithm is very similar to the LucasLehmer test, but with a variable starting point depending on the
value of k.
If we define a sequence {ui} for all i > 0 by:
ui = u2i-2 2
Then N is prime if and only if it divides un2.
There are some ways to find the starting value of sequence ui -> (u0);
If k is equal to 1 and n is prime, then we are dealing with Mersenne numbers and can take u 0 = 4.
If n 3(mod 4), then we can take u0 = 3.
If k = 1 or 5 mod 6 and 3 does not divide N, then we take
Otherwise, we are in the case where k is a multiple of 3, and it is more difficult to select the right value of u 0.
Function lucasLehmerRiesel ( N )
Determine k and n with N + 1 = k.2n

If 2n> k
If k = 1 and n is prime then u0 = 4
If n 3(mod 4)then u0 = 3
If k = 1 or 5 (mod 6) and N (mod 3) 0 then u 0 = (2 + 31/2 )k +
( 2 - 31/2 )k
If un-2 (mod N) = 0
N is prime
Else
N is composite
else
N is not suitable to test
3 Experimental Discussion
After algorithms are selected, they have been coded in Visual Studio in C language. To be able to observe
execution times and compare them, first they implemented without using any additional library. Due to todays
computer architecture, biggest number we could test was a 32 bit number. In each algorithm results are
compared. All tests are run in Intel Core i7 CPU Q740 @1.73GHz, on single core.
81
TABLE 1.Chinese Primality Test

32 bit Composite
Run Time(sec)
32-bit Prime
Run Time(sec)
4534761
0.063
4534771
0.063
7568367
0.094
7568369
0.093
47483657
0.578
47483659
0.563
67543931
0.844
67543937
0.813
345234567
4.328
345234581
4.453
563459887
7.688
563459891
7.532
1432562571
19.392
1432562581
19.549
2147483641
30.283
2147483647
30.428
It is seen at Table 1 and Table 2 that Chinese Primality Test is faster than Miller-Rabin Primality test.
However Miller-Rabin is more accurate. We knew that if Chinese Test determines that number is composite, it is
a deterministic result. Then there is no point to test the number with Miller-Rabin which takes longer to check.
So two algorithms are combined and one hybrid code is implemented. With this code it takes slightly longer to
check a number, however it is more accurate. To comparison in terms of time a deterministic algorithm LucasLehmer-Riesel also tested.
TABLE 2.Miller-Rabin Primality Test (1 Loop)

32 bit Composite
Run Time(sec)
32-bit Prime
Run Time(sec)
4534761
0.000
4534771
0.032
7568367
0.000
7568369
0.094
47483657
0.64
47483659
0.328
67543931
0.484
67543937
0.984
345234567
2.625
345234581
3.672
563459887
3.516
563459891
4.048
1432562571
10.137
1432562581
13.407
2147483641
27.362
2147483647
15.126
After those implementations GMP library is used.[11][12] With help of this library, numbers bigger than 64bit
can be tested. Only two implementations Hybrid code and Lucas-Lehmer-Riesel- are converted to work with
big numbers and the experimental results are presented in Table 3 and Table 4.
82
TABLE 3.Hybrid Code of Miller-Rabin

and Chinese Primality Test with GMP library (1 Loop)
64-bit Composite
1432562571(32bit)
2147483641(32bit)
4323413481
5341265351
7516192767
15245325701
60245325707
Run Time(sec)
0.000
224.816
0.00002
712.523
0.00013
1928.12
0.00006
64-bit Prime
1432562581(32bit)
2147483647(32bit)
4323413483
5341265353
7516192771
15245325703
60245325709
Run Time(sec)
186.001
332.325
497.036
600.948
1140.503
2342.043
8767.142
TABLE 4.Lucas-Lehmer-Riesel Primality Test with GMP library

64-bit Composite
Run Time(sec)
64-bit Prime
Run Time(sec)
1432562571(32bit) not suitable
2147483647(32bit) 0.004
4323413481
not suitable
4323413483
not suitable
5341265351
not suitable
5341265353
not suitable
7516192767
0.015
7516192771
not suitable
15245325701
not suitable
15245325703
not suitable
60245325707
not suitable
60245325709
not suitable
When four tables compared for composite numbers 1432562571 and 2147483641, and for prime numbers
1432562581 and 2147483647, it can be observed that execution times increased dramatically in GMP
implementation. The reason for that; GMP works with very large numbers and has its own addition, subtraction,
multiplication and division methods. These methods use complex operations and consume time a lot.
After GMP conversation, parallelization analysis part is started with the help of Intel analysis tools.[13] We
have seen that, both algorithms are not suitable to work parallel because of they both have sequential parts as
seen on dependency graphs below;.
Fig. 1. Dependency graph of hybrid primality test approach
As seen from the Figure 1, in hybrid primality testing approach, the part that makes the code not possible to
parallelize is SuccessiveSquare function. Due to it recursively calls itself, that part should be in critical region.
Due to the most time wasting part is that function, there is no meaning to parallelize the algorithm.
83
Fig. 2. Dependency graph of Lucas-Lehmer-Riesel primality test approach
Figure 2 shows us, each output is an input for next loop. Due to second iteration must wait for the first one;
parallelization is also not suitable for this approach.
4 Conclusion
The main purpose of this project was to decrease the time needed to find a big prime in acceptable time
interval. By doing that, creating instant keys for example to use in RSA systems, would became much easier,
therefore crypto systems were expected to be more secure. If the time spent to create a key; that is the cost to
create a key, becomes lower, life-time of a key gets smaller. When and if a key is cracked, thanks to this system,
it would have been already changed. However due to selected algorithms were not suitable to parallelization, we
could not test and compare results. In spite of everything, this project still can continue by selecting different
primality testing algorithms.
5 Future Works
Our study is continuing by checking other primality testing approaches to find one which can be coded to run
parallel. After we seen that, algorithms we have chosen cannot be executed in terms of parallelism, next we will
try to execute Elliptic Curve Primality Testing algorithm on multicore architecture. The reason why this
algorithm selected is because it is more likely to be adaptable on parallel systems. With this primality approach,
it can be possible to test primality on multicore systems and achieve our purpose.
84
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
Cryptology (definition)". Merriam-Webster's Collegiate Dictionary (11th edition ed.). Merriam-Webster.

Why do cryptography experts get excited about prime numbers, Peter Pearson, Cryp-tologist, Uptronics
Incorporated. (1998) from website: http://www.madsci.org/posts/archives/1998-05/893442660.Cs.r.html
From website https://www.cosic.esat.kuleuven.be/nessie/call/mplibs.html
Research of Distributed Parallel Computing Based on Mobile Agent, Hua Pang, Long Wang ZhiYong Li, JianHui
Wang.
Riesel , Hans (1994), Prime numbers and computer methods for factorization, Basel, Switzerland: Birkhuser,
Baker, P.R. (1978). Biogas for Cooking Stoves. London: Chapman and Hall.
Joseph H. Silverman(2001), A Friendly Introduction to Number Theory (Second Edition). Brown University.
Conway, John Horton; Guy, Richard K. (1996), The Book of Numbers, New York: Copernicus
Dickson, L. E. (2005), History of the Theory of Numbers, Vol. 1: Divisibility and Primality, New York: Dover.
Honsberger, R. (1973), An Old Chinese Theorem and Pierre de Fermat, Mathemat-ical Gems, I, Washington,
DC: Math. Assoc. Amer., pp. 19.
Riesel, Hans (1969). Lucasian Criteria for the Primality of N = h2n 1. Mathe-matics of Computation
(American Mathematical Society).
Ribenboim, Paulo (2004), The little book of bigger primes, Berlin, New York: Sprin-ger-Verlag.
From website http://www.di-mgt.com.au/bigdigits.html
David Worthington , Intel addresses development life cycle with Parallel Studio, SDTimes, 26 May 2009.
85
Rule Base Representation in XML

Didem KTEM1, en AKIR2
1
didem.oktem@ege.edu.tr, 2sen@cse.deu.edu.tr
Abstract. Expert Systems (ES) are intelligent computer programs, which use knowledge and inference
procedures to solve problems in the way that a human-expert should do. Rule base component of the ES is
used to make decisions in an ES. But rule base component can also be used in other artificial intelligence
techniques like Genetic Algorithms (GA). In this study, a GA is designed to optimize the contents of an inservice training program of a corporation and the rule base mechanism of the ES is adopted in a GA in XML
format to be used when needed.
Keywords: XML, Rule Base, Expert Systems, Genetic Algorithms
1 Introduction
Nowadays people us many different computer programs to achieve many different tasks in different sectors. In
some cases, the computers and the computer programs replace with human beings completely. In such cases,
Expert Systems (ES) are used to handle tasks without any employee. ES are intelligent computer programs,
which use knowledge and inference procedures to solve problems in the way that a human-expert should do [1].
These systems are composed of mainly three components mutually attached to each other. These components are
user interface (UI), inference engine and the rule base, which usually occur in the form of a set of IFTHEN rules [2]. The inference engine uses the IF-THEN statements of the rule base to make decisions. For some
ES shells, there exists some certain rule base syntax but in some cases, if the ES is prepared from scratch, the
software developer may feel himself free about representing rule base statements.
Correspondingly, an independent rule base representation can be used not only in an ES, but also in some
other problem solving methods like Genetic Algorithms (GA). GAs are introduced in 1970s by John Holland
[3]. They are considered as stochastic search algorithms and in GAs, the probable solutions to a problem are
represented as chromosome like strings. For example, a rule base component can easily be added to a GA if it
is used for solving a Constraint Satisfaction Problem (CSP) or an optimization problem with some hard and soft
constraints.
XML is a simple text-based format for representing structured information: documents, data, configuration,
books or transactions [14].In this study, Extensible Markup Language (XML) is used as a rule base
representation technique in a software, which finds optimum solutions to the curriculum planning problem of inservice education of corporations by using the genetic algorithm and expert system mechanisms together.
The training, which is applied to the employees of a company, is composed of different modules and each
module may have prerequisite modules. The rules of the system clarify the relations of the modules with each
other from the prerequisite notion point of view. That is, some modules have other modules as their
prerequisites. The trainee has to take a module after its prerequisites have been taken. This approach leads us to
prepare a list of rules among the modules. The list prepared is later used for optimization of the modules in
different phases of the study. For this reason, the rule list is stored in XML format.
86
2 Literature Review
Timetabling problems are one of the most popular optimization problems which the researchers have been
seeking for various methods to solve them in an efficient manner. Evolutionary algorithms are the most efficient
and convenient way to solve these kind of problems in short run time periods. Optimization can be done in many
application areas like education, flight traffic control in airports, nurse rostering or operating room timetable in
hospitals [4]. There are several studies on timetabling problem which seek for optimum solutions especially for
educational corporations. The researchers have studied on high school timetables and obtained quite effective
results when compared to the timetables prepared manually. Petrovic and Burke [15] and Qu et al. [16] are some
of the most popular studies on this application area. Pillay and Banzhaf [17] have studied on examination
timetabling problem and have implemented a heuristic system to handle the problem.
While handling optimization problems, there exist many studies in which the ES methods and GAs are used
together as in the studies of Tseng [5] for land-cover classification, Choi [6] for managing the auction
mechanisms and Nguyen [7] for compressor scheduling. The problem solving techniques of evolutionary
algorithms meet with the requirements of the expert system software in many different application areas like
product design [8], cost management [9], unmanned air vehicles [10], decision making tools in fashion [11],
composite laminate design [12] and problems like determining substation locations [13] can be mentioned as the
application areas that GAs and ESs are used together.
3 Methods
In the study, the IF-THEN statements of a rule base are converted to the chromosomes of the initial population
of the GA. In order to represent the IF THEN statements as permutation encoded chromosomes, the rule base
data is first converted to a sparse matrix, in which each row of the matrix corresponds to one of the rules. The 1s
in the ith row of the sparse matrix represent the prerequisite modules of the ith module. The rules of the modules
are inserted into the system via the UI of the software. The number of prerequisite modules depends on the
importance of the module in the in-service education package.
The software is prepared with C#.NET platform. In the program, there exists a user interface to insert the
relevant data to the system before the GA is run. The most important input for the GA to be run is the
prerequisite rules among the modules of a training program. These rules are inserted via the user screen by
picking the prerequisite modules of a particular module and defining them as prerequisite for each other. When
the rules about the modules are inserted into the system, an XML file, including the rules among the modules is
prepared as given in the program code given below:
XmlTextWriter textWriter=newXmlTextWriter("RulesXML.xml", null);
textWriter.WriteStartDocument();
textWriter.WriteStartElement("modules");
for (int i = 0; i < 39; i++)
{ textWriter.WriteStartElement("module");
textWriter.WriteAttributeString("mno", i.ToString());
textWriter.WriteAttributeString("hour", hours[i].ToString());
for (int j = 0; j < 39; j++)
{ if (prereqs[i, j] == 1)
{
textWriter.WriteStartElement("prereq");
textWriter.WriteString(j.ToString());
textWriter.WriteEndElement();
}
}
textWriter.WriteEndElement();
}
textWriter.WriteEndDocument();
textWriter.Close();
87
The XML file has some tags related to the rule information of each module. The prerequisite module numbers
for each module are represented between the tags <prereq> and </prereq>. In the optimization phase of the
software, the initial population of the GA is constructed from the XML file. XML file format provides a generic
and platform independent data storage environment for the rule base data. The sample XML file is given in Fig.
1.
Fig 1. The XML file with the prerequisite rules of the modules.
C# has the components to form (XmlTextWriter) and parse (XmlTextWriter, TreeNode) the XML documents.
The XML file for the rules is obtained with the program code for the chosen lesson. The prerequisite rules for the
different training programs are stored in separate XML files.
While converting the XML rules to the sparse matrix used in the GA, the following program code is used:
XmlTextReader reader = newXmlTextReader("RulesXML.xml");
TreeNode tnmodules = newTreeNode();
tnmodules.Text = "modules";
treeView1.Nodes.Add(tnmodules);
TreeNode tnmodule = null;
TreeNode tnprereq = null;
while (reader.Read())
{if (reader.NodeType == XmlNodeType.Element && reader.Name == "module")
{ tnmodule = newTreeNode();
tnmodule.Text = reader.GetAttribute("mno");
row = Convert.ToInt32(tnmodule.Text);
tnmodules.Nodes.Add(tnmodule);
}
elseif (reader.NodeType == XmlNodeType.Element && reader.Name == "prereq")
{ reader.Read();
tnprereq = newTreeNode();
tnprereq.Text = reader.Value;
col = Convert.ToInt32(tnprereq.Text);
tnmodule.Nodes.Add(tnprereq);
prereqs[row, col] = 1;
}
}
reader.Close();
88
4 Findings and Conclusion

The GA developed in this study uses the rule base statements of the education modules saved in XML file
format.This means, the rules of different training programs are kept in separate XML files. This is the first case
that XML technology is used in the study. After the GA finds the optimum arrangement of the modules for the
training program, the best individual (chromosome) of the GA is processed to obtain the training schedule. The
final schedule is also prepared in XML format; this is the second case of the project that XML technology is
used. In this schedule, 8 hours of lecture is defined for each day. According to the durations of the modules,
there can be some gaps in the schedule during a day (3 rd and 4th hours in second day in Fig. 2). The aim of the
software is also to minimize the gaps throughout the training schedule.
Fig 2. The XML file with the output training schedule

Since XML is a text-based format for representing structured information and it is not for only Web use, it can
also be used for transferring data among various platforms of both Web and Windows applications. In the
software, the rule base statements are first saved in the database and then transformed into the XML format. The
GA uses the rules as the input of the optimization phase. The chromosomes of the initial population of the GA
are produced by reading the XML file.
XML is easier to convert to a mathematical representation than the IF-THEN sentences. Since the GA in the
study uses permutation encoding for preparing the initial population, parsing the XML tags is much effective
than using logical statements directly to obtain the GA chromosomes.
89
References
1.
2.
3.
4.
5.
6.
7.
8.
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10.
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14.
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Giarratano J., Expert Systems: Principles and Programming, Riley, Fourth Edition, (2004).
Sutrisna M., Potts K. and Buckley K., 2003, An Expert System As a Potential Decision Making Tool In the
Valuation of Variations, Proceedings of the RICS Foundation Constructionand BuildingResearch Conference,
COBRA Press, ISBN: 1-84219-148-9, pp: 314-326.
Holland H.J., Adaptation in Natural and Artificial Systems, Cambridge, MIT Press, (1975).
Cardoen B. et al., Operating Room Planning and Scheduling: A Literature Review, European Journal of
Operational Research 201, Elsevier, pp: 921-932 (2010).
Tseng M-H. et al., A Genetic Algorithm Rule-Based Approach for Land-Cover Classification, ISPRS
Journal of Photogrammetry & Remote Sensing 63, Elsevier, pp: 202-212 (2008).
Choi J.H. et al., Utility Based Double Auction Mechanism Using Genetic Algorithms, Expert Systems with
Applications 34, Elsevier, pp: 150-158 (2008).
Nguyen H.H. et al., A Comparison of Automation Techniques for Optimization of Compressor Scheduling,
Advances in Engineering Software 39, Elsevier, pp: 178-188 (2008).
Chaoan L., The Expert System of Product Design Based on CBR and GA, International Conference on
Computational Intelligence and Security Workshops, IEEE, pp: 144-147 (2007).
Chou J-S., Generalised Linear Model-Based Expert System for Estimating the Cost of Transportation
Projects, Expert Systems with Applications 36, Elsevier, pp: 4253-4267 (2009).
Kuroki Y. et al., UAV Navigation by an Expert System for Contaminant Mapping with a Genetic Algoritm,
Expert System with Applications, Elsevier, (In press) (2010).
Wong W.K. et al., A Decision Support Tool for Apparel Coordination Through Integrating the KnowledgeBased Attribute Evaluation Expert System and the T-S Fuzzy Neural Network, Expert Systems with
Applications 36, Elsevier, pp: 2377-2390 (2009).
Kim J-S., Development of a User-Friendly Expert System for Composite Laminate Design, Composite
Structures 79, Elsevier, pp: 76-83 (2007).
Chakravorty S. ve Thukral M., Choosing Distribution Sub Station Location Using Soft Computing
Technique, International Conference on Advances in Computing, Communication and Control (ICAC309),
ACM, pp: 53-55 (2009).
Online: http://www.w3.org/standards/xml/core
Petrovic S. and Burke E.K., University Timetabling, Handbook of Scheduling: Algorithms, Models and
Performance Analysis, CRC Press, Boca Raton, Chapter 45 (2004).
Qu R. et al., A Survey of Search Methodologies and Automated Approaches for Examination Timetabling,
Journal of Scheduling 12 (1), pp: 55-89 (2009).
Pillay N. and Banzhaf W., An Informed Genetic Algorithm for the Examination Timetabling Problem,
Applied Soft Computing 10, Elsevier, pp: 457-467 (2010).
90
Effectiveness of Standard Deviation of Fundamental

Frequency for the Diagnosis of Parkinsons Disease
Yasemin Sahin1, Nahit Emanet2
1,2
Fatih University, Computer Engineering Department, Istanbul, Turkey

1
ysahin@fatih.edu.tr, 2emanetn@fatih.edu.tr
Abstract.In this study, three different pattern recognition methods, random forest (RF), artificial neural
networks (ANNs) and support vector machines (SVMs), are used to develop decision support system for the
diagnosis of Parkinsons disease (PD) by using voice records. Acoustic analysis of voice records are done by
Praat speech analysis and synthesis tool. The aim of our study is threefold. First, it investigates the
effectiveness ofnewly introduced attribute, standard deviation of fundamental frequency, for the diagnosis of
PD. Secondly, it measures the importance of each attribute in the classification. Finally, it evaluates the
performance of each classifier. All classifiers have been tested and their performance comparisons have been
done. The results show a high accuracy for all classifiers.
Keywords: Parkinson diagnosis, voice classifier, artificial neural networks, support vector machine, random
forest.
1 Introduction
Neurological diseases are very common all over the world. Parkinsons disease (PD) is one of the most
common neurological disease [1] which impairs motor skills, speech, and other functions such as mood,
behaviour, and talking [2], [3], [4]. Moreover, statistics show that each year, approximately 50,000 Americans
are diagnosed with Parkinsons disease. In fact, all studies show that age is the mainspring effect of PD, which
increases steeply after age 50 [5], [6]. Although there is currently no cure found for PD, medication is used to
increase the quality of life of the patients if it is diagnosed at the early stages of the disease [1], [7].
Most of the people with Parkinsons disease have vocal impairment such as dysphonia [8, 9]. Vocal
impairment may also be one of the earliest indicators for the onset of the illness. Since the measurement of voice
is noninvasive and simple to measure, it is often used to detect Parkinsons disease. The purpose of this study is
to develop a decision support system to diagnose PD by using patients voice records. We used pattern
recognition methods for classification based on Random Forest (RF), Artificial Neural Networks (ANN) and
Support Vector Machines (SVM) [19], [22], [26] which are widely used for pattern recognition systems. These
three classifiers have been tested and their performance comparisons have been done.
There are extensive studies about general voice disorders [10], [11], [12],[13],[15], [16] by using traditional
speech measurement methods which include measurement of fundamental frequency F0, absolute sound pressure
level, time variation of periodic signals known as jitter, and shimmer. All these measurements have been used
for discriminating healthy people from person with Parkinsons disease.
More recently, the studies have been concentrated on machine learning tools for acoustic measurement to
detect voice disorders [2], [10]. Many interdependent vocal features can be extracted by using both traditional
and novel methods such as linear discriminating analysis (LDA), Wavelet Decomposition, Fast Fourier
91
Transformations. All these features have been used to diagnose PD at the early stages by Artificial Neural
Networks (ANN) and Support Vector machines (SVM) [2], [17], [18]. In this study, in addition to above
mentioned features, we also used jitter and shimmer perturbation measures, harmonics to noise ratio, recurrence
period density entropy and detrended fluctuation analysis features. One of our aims in this study was to find the
effectiveness of each of the features in the classification stage. We also tested the importance of newly
introduced feature, standard deviation of fundamental frequency, for the diagnosis of PD. Standard deviation of
fundamental frequency has been shown in other studies as efficient indicator for the diagnosis of voice disorders
[21], [24]. Finally, we made comparison between three classifiers: RF, ANN and SVM.
2 Materials and Methods
Voice Records
In our study, we used voice records acquired by Little et al. [2].They were obtained from 31 males and
females, 23 with Parkinsons disease. The ages of the subjects ranged from 46 to 85 years. The records sampled
at 44.1 kHz, with 16 bit resolution. Although dataset is available at UCI Machine Learning Repository, we have
used the actual raw voice recordings of this dataset in our lab. We have added a new feature that is the standard
deviation of fundamental frequency (stevF0) to increase the accuracy of whole classification system.
In feature extraction stage, we used Matlab and Praat to analyze voice records. Praat is a software program for
speech analysis and synthesis. The traditional measures are done by using Praat [20]. These measures are
fundamental frequency (F0 or pitch period), jitter and perturbation measures, shimmer and amplitude
perturbation measures and noise-to-harmonics ratio (and harmonics-to-ratio). Seventeen features are derived by
using Praat for all 195 signals (Table 1). On the other hand, nonlinear measurements are calculated by using
RPDE , FastDFA, performing recurrence period density and detrended fluctuation analysis tools [12], [22].
Feature
Description
Fo(Hz)
Average vocal fundamental frequency
Fhi(Hz
Maximum vocal fundamental frequency
Flo(Hz)
Minimum vocal fundamental frequency
stevFo (Hz)
Standard deviation of fundamental frequency
Jitter(%)
Measurement of jitter as a percentage
Jitter(Abs)
Measurement of jitter in microseconds
RAP
Relative amplitude perturbation
PPQ
Period perturbation quotient
DDP
Average absolute difference of differences between cycles,

divided by the average period
Shimmer
Local shimmer
Shimmer(dB)
Local shimmer in decibels
Shimmer:APQ3
Three amplitude perturbation quotient
Shimmer:APQ5
Five amplitude perturbation quotient
APQ
11 point amplitude perturbation quotient
Shimmer:DDA
Average absolute difference between consecutive differences

between the amplitudes of consecutive periods
NHR
Noise to harmonics ratio
HNR
Harmonics to noise ratio
Table 1: List of traditional measurement by using Praat
92
RF
Random Forest [26] is one of the powerful machine learning algorithms used for classification problems. A
random forest is in fact an ensemble of unpruned classification trees, which builds a number of decision trees
and gives a prediction based on majority voting. It is useful for practical problems, because it is not sensitive to
noise in the data set. Furthermore, decision trees avoid overfitting through pruning and it reduces variance.
It works fast, and generally exhibits a substantial performance improvement over many tree-based algorithms
without need to fine-tune parameters.
Classification occurs when each tree in the forest casts a unit vote for the most popular class. The Random
Forest then chooses the classification having the most votes over all the trees in the forest. Pruning is not needed
as each classification is produced by a final forest that consists of independently generated trees created through
a random subset of the data, avoiding over fitting. The generalization error rates depend on the strength of the
individual trees in the forest and the correlation between them. This error rate converges to a limit as the number
of trees in the forest becomes large.
Random forestalso gives us an opportunity to evaluate the effectiveness of each variable. It returns measures
of what variables are important in the classification.
ANN
Articial Neural Networks (ANNs) are very powerful tools which can be utilized for pattern
recognition.Artificial neural networks represent a type of computing environment similar to the way that the
human brain performs computations. They are good at fitting non-linear functions and recognizing patterns. The
most common neural network model is the multilayer perceptron (MLP).
In this study, we used MLP. This type of neural network is known as a supervised network because it requires
a desired output in order to learn pattern in input dataset. The goal of this type of network is to create a model
that correctly maps the input space to the output space by using input data. The model can then be used to obtain
the output when the desired output is unknown. A graphical representation of our MLP structure is shown below
(Figure 1).
Figure 1: Multi Layer Perceptron

MLP network is fully connected feed forward neural network consisting an input layer that represents input
data, hidden layer and output layer that represents the classification result (PD or Healthy).
The MLP network uses the backpropagation algorithm which is gradient descent method for the adaption of
the weights. The network was trained using a backpropagation supervised training algorithm. Supervised training
is a technique in which a set of representative input/output pairs is presented to the network. Through an iterative
algorithm, the internal network weights are adjusted to decrease the difference between the network prediction
and the true result for the training cases. As different examples (from the set of training input/output pairs) are
presented, the network weights are adjusted to minimize the mean squared error. Because this error is
accumulated over the entire training set, the network weights will adjust to find an average response. It is
93
important that the training set include examples that represent the full range of possible inputs so that the
network will correctly classify any input set. Note that the new input sets do not have to be identical to any of the
training patterns for the network to correctly classify the new input pattern.
SVM
Support Vector Machines (SVMs) are also a set of related supervised learning methods that can perform
pattern recognition. SVM proposed by Vapnik [22], [26] was originally designed for classification. SVMs
translate the input data into a higher dimensional feature space by using a kernel function. In this high
dimensional feature space a linear classifier is constructed.Typical kernel functions that are used by most of the
researchers are linear, polynomial, radial basis function (RBF) and sigmoid. Basically, the idea behind the SVM
lies on the construction of optimal hyperplane, which can maximize the margin between hyperplane and the
nearest point in the input data. Actually, SVMs are looking for solution in high dimensional space (Figure 2).
Figure 2: Transformation of input space into feature space.
Optimal hyperplane shouldsatisfy
y k F ( xk )
|| w ||
k=1, 2, , n
(1)
where is a margin and y is the unknown pattern, and F(x) is dened as:
F ( x) wT x b
(2)
Where w is the vector of hyperplane coefficients and b is the bias term.
In order to use SVM on a particular dataset, we have to specify kernel function. Our choice of kernel type for
the SVM is radial basis function (RBF) which is recommended first for modeling a nonlinear transformation.
The comparative results are grouped into two sections. The first deals with effectiveness of features and
the second is comparison between classification methods. In order to evaluate effectiveness of the features and
methods, 195 voice records were used.
94
Evaluation of the features

The 17 features are derived from Praat analysis of fundamental vowel /a/ and other two non-linear features are
derived by using RPDE and FastDfa tools [12], [22]. Total of 19 features (Table 2) were evaluated according to
their importance in the RF classification.
Feature
RAP
F0
Jitter (Abs)
Jitter DDP
Shimmer
DFA
PPQ
HNR
RPDE
Stdev F0
APQ
Fhi
Raw Score
Z-score
6,432
4,221
4,942
5,363
2,878
1,806
2,898
2,266
1,654
1,528
1,088
1,028
26,936
26,695
22,611
22,184
19,439
19,36
18,154
17,966
16,647
14,918
12,12
11,41
Table 2: Random Forest results of features scores
Table 2 shows us the best 12 features obtained by RF with their raw scores. The evaluation results shows that
seven features, which are fundamental frequency and its low value, jitter percentage, shimmer (db), shimmer
APQ3 and APQ5, shimmer DDA and noise to harmonics ratio, actually do not affect classification accuracy. We
used the most important 12 features in our study.
Comparison of the proposed methods

In this section RF, SVM, and ANN classification methods were evaluated for two different feature sets. One
set contains all features, the other contains the best 12 features.
Results for ANN

We have built 3-layer ANN with 195 inputs, 20-node hidden layer and 2 outputs. The network was trained by
using both feature sets, seperately. Results are shown in Figure 3.
Feature Set All

(19)
Feature Set Best
(12)
Figure 3: ANN overall accuracy results for both feature sets.
95
Results for SVM

We have used SVM with RBF kernel function with a default scaling factor of 1. Figure 4 shows that the best
12 features give better accuracy than the one with all features.
Feature Set All

(19)
Feature Set Best
(12)
Figure 4: SVM overall accuracy results for both feature sets.
Results for RF
Our last classification method was Random forest that also gave better accuracy for 12 features.
Feature Set All

(19)
Feature Set Best
(12)
Figure 5: RF overall accuracy results for both feature sets.
Table 3 depicts a comparison between best and average results achieved by each method. It appears that on the
average much better results in classification were obtained with RF than SVM and ANN.
Correct Overall
ANN
SVM
RF
Average
Best
Average
Best
Average
Best
All (19)
87,57
94,6
88,17
91,75
89,7
90,76
Best (12)
87,27
91,3
91,34
94,85
91,31
92,3
Feature Set
Table 4: Comparison of 3 classification methods
96
4 Conclusions and Future Work

In this study, we have evaluated the performance of ANNs, SVMs and RFs algorithms for the classification of
PD. They are very efficient tools for pattern recognition. The classification accuracy of the three methodsis very
good and they showed a high degree of certainty. Therefore, ANN, SVM and RF with the addition of new
feature, standard deviation of the fundamental frequency, increase the discernibility of Parkinsons disease.
Although standard deviation of the fundamental frequencyis used as a feature in the literature, it is not as
effective as other features, especially the best three features: RAP, Jitter, F0.
Finally, our classification system can be implemented as an application which can be utilized at the medical
industry for early diagnosis of Parkinsons disease. In the future, we will try to find new features to increase the
classification rate of Parkinsons disease. We believe that our system will be beneficial for physicians who do
not have enough experience about Parkinsons disease.
Acknowledgement
We would like to thank to Max Little of the University of Oxford in collaboration with the National Centre for
Voice and Speech, Denver, Colorado for providing the dataset to us.
References
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de Rijk, M.C. et al. (2000). Prevalence of Parkinsons disease in Europe: a collaborative study of population-based
cohorts. Neurology. 54, 2123.
Little, M. A., McSharry, P. E., Hunter, E. J., Ramig, L. O., (2009).Suitability of dysphonia measurements for
telemonitoring of Parkinsons disease. IEEE Trans. Biomed. Eng. doi:10.1109/TBME.2008.2005954.
Ishihara, L., and Brayne, C., (2006) A systematic review of depression and mental illness preceding Parkinsons
disease. Acta Neurol. Scand. 113 (4)211220. doi:10.1111/j.1600-0404.2006.00579.x.
Jankovic, J., (2008) Parkinsons disease: clinical features and diagnosis. J. Neurol. Neurosurg. Psychiatry. 79:368
376. doi:10.1136/jnnp.2007.131045.
Huse, D. M., Schulman, K., Orsini, L., Castelli-Haley, J., Kennedy, S., and Lenhart, G., (2005). Burden of illness in
Parkinsons disease. Mov. Disord. 20:14491454, doi:10.1002/mds.20609.
Elbaz, A. et al. (2002). Risk tables for parkinsonism and Parkinsons disease. Journal of Clinical Epidemiology.
55, 25-31,
N. Singh, V. Pillay, and Y. E. Choonara, (2007) Advances in the treatment of Parkinson's disease, Progr
Neurobiol, vol. 81, pp. 29-44.
Hanson, D., Gerratt, B. and Ward, P. (1984) Cinegraphic observations of laryngeal function in Parkinsons disease.
Laryngoscope 94, 348-353
Ho, A., Iansek, R., Marigliani, C., Bradshaw, J., Gates, S. (1998) Speech impairment in a large sample of patients
with Parkinsons disease. Behavioral Neurology 11, 131-37.
Little M. A., McSharry P.E., Roberts S.J., Costello D.A.E., Moroz I.M. (2007), Exploiting Nonlinear Recurrence
and Fractal Scaling Properties for Voice Disorder Detection, BioMedical Engineering OnLine, 6:23 (26 June
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J. Alonso, J. de Leon, I. Alonso, and M. Ferrer, (2001) Automatic detection of pathologies in the voice by HOS
based parameters, EURASIP J Appl Sig Proc, vol. 4, pp. 275-284.
M. Little, P. McSharry, I. Moroz, and S. Roberts, , (2006) Nonlinear, biophysically-informed speech pathology
detection, in Proc ICASSP 2006. New York: IEEE Publishers.
J. I. Godino-Llorente and P. Gomez-Vilda, , (2004). Automatic detection of voice impairments by means of shortterm cepstral parameters and neural network based detectors, IEEE Trans Biomed Eng, vol. 51, pp. 380-384.
S. Hadjitodorov, B. Boyanov, and B. Teston. (2000). Laryngeal pathology detection by means of class-specific
neural maps, IEEE Trans Inf Technol Biomed, vol. 4, pp. 68-73.
B. Boyanov and S. Hadjitodorov, (1997). Acoustic analysis of pathological voices, IEEE Eng Med Biol Mag, vol.
16, pp. 74-82.
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method with application to vocal fold pathology assessment, IEEE Trans Biomed Eng, vol. 45, pp. 300-313.
C. O. Sakar, O. Kursun, (2009) Telediagnosis of Parkinsons Disease Using Measurements of Dysphonia, Journal
of Med Syst, vol. 34, pp. 591-599.
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Machines, Global Journal of Computer Science and Technology, vol. 9, no 4.
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979. doi:10.2355/isijinternational.39.966
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21. Raymond H. Colton, Janina K. Casper,Rebecca Leonard (2006). Understanding voice problems: a physiological
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Biographies
Yasemin ahin received the B.S. in computer engineering from Fatih University, Istanbul, Turkey in 2009, the M.S. degree
in computer engineering from Fatih University, Istanbul, Turkey in 2011-continue, working at the department of Computer
Engineering of the Fatih University as a research assistant with MS degree, the major interests are computer vision, artificial
intelligence and speech analysis.
Nahit Emanet Nahit Emanet received his B.Sc degree in 1994 at Computer EngineeringDepartment, Boazii University,
Istanbul, Turkey. He completed his M.Sc.study in 1997 at Computer Engineering Department, Boazii University,Istanbul,
Turkey. In 2004, he received his Ph.D. from the same university.His main interests are microprocessor architectures,
embedded systems, VLSIdesign, pattern recognition, computer graphics and vision. He is currently anAssistant Professor at
Computer Engineering Department, Fatih University,Istanbul, Turkey.
98
Improving PMG Mechanism for SPIT Detection

Fateme Safaei Kochaksaraei1, Hassan Asgharian2, Ahmad Akbari 3, Razmara Zakerifar4
1
Department of Computer Engineering, Sience and Research Branch, Islamic Azad university, Tehran, Iran.
2,3
Computer Engineering Department, Iran University of Science and Technology, Tehran 16846-13114, Iran.
4
Mazandaran Regional Electric Company, Sari, Iran
fatemesafaei@srbiau.ac.ir, 2asgharian@iust.ac.ir, 3Akbari@iust.ac.ir, 4rzakerifar@gmail.com
Abstract. Spam is unsolicited message with advertisement, phishing, fraud or annoyance purposes. It is sent
to many users in network. Spam is in form of email or voice. By appearing VOIP and Internet Telephony,
spam problem is continued.Spam in Internet Telephony (SPIT) is unwanted call that is sent to VOIP users.
SPIT threat is more than spam because it is a real time and has voice nature. Therefore anti-SPIT mechanism
must be attended greatly.In this paper we propose a mechanism called MSG based on PMG mechanism and
IP-Domain correlation that improve and hit PMG in identity change situations. When malicious user alters his
identity, PMG cannot detect it but MSG mechanism can detect occurrence of SPIT. MSG computes gray
levelsbased on call rate and based on identity and decides based on these parameters. Simulated scenarios
present performance of MSG.
Keywords:SPIT, Spam, VOIP, Anti-SPIT mechanism, PMG, MSG
Introduction
Spam in Internet network is unsolicited electronic mail that is sent to users inbox. Spam reading and deleting
wastes time and mood of users. For these reasons, spam is unsightly for Internet users. Spam problem grows
rapidly in Internet network. According JISC technology report [1], only 7% of all received email in 2001 was
spam but in March 2004 this increased dramatically to 63% and is rising ever further and also according
Symantec report [2] in 2008, spam average in email was 80% of emails. Although anti-Spam techniques were
better but Spam number is increased.Heavy load, throughput decreasing in servers and annoyance level
increasing are disadvantages of large amount. Spam in Internet Telephony or SPIT is unwanted call for VoIP
users. SPIT is much bigger threat for users than email spam since it will interrupt the users immediately [3]. In
the near future, SPIT problem is expected to become strong threat in VoIP networks. Users may be exposed to
unsolicited religious, political, or pornographic messages and this can be a serious problem for younger users of
these services [4].
1.2
Spam and SPIT
SPIT problem is a more important threat than spam, three reasons for this assertion is discussed below. SPIT
can be even more annoying than email spam, when your phone rings you should attend and answer it but you do
not attend immediately about emails and can ignore them. Current spam filters are improved and detect spam
with heuristic mechanism but in SPIT, voice is data carrier and detection with heuristic mechanism is difficult if
99
it is not impossible.Addition to these factors, Internet calls in comparison with emails need high bandwidth.
SPIT and spam are compared in Table 1.
Table 1. Spam and SPIT comparison [5]
SPIT
Real time
Frivol time and mood for answering
Immediately answering
Voice nature
High cost for initiation sessions and
transfer media
No ability for analyzing before rings
Sending data after session initiation
Using Internet backbone
Using signaling protocol
1.3
Spam
Unreal time
Frivol time and mood for reading and
deleting
No need immediately answering
Text or picture nature
Low cost with per message
Ability for analyzing before delivery
message
Sending data with message
Using Internet backbone
No Using signaling protocol
Anti-SPIT Mechanisms
In this section we express a number of anti-SPIT techniques. Anti-SPIT techniques are divided into three
groups. Some techniques are preventive, some of them detect attacksand another may be able to handle a
detected SPIT call. An anti-SPIT mechanism uses one or more of the following techniques and frameworks in
their architecture.
white and black lists

In white lists, receiver explicitly states which persons can call. URI identifier of allowed persons is added to
users contact list. One of the known usages of this model is Skype.Black lists maintain URI of SPITter and their
call is blocked in black lists. White and black lists can be generated manually or automatically.
content filtering
These filters check content of messages. Content filtering isnt suitable for SPIT because real time filtering
phenomenon is very hard and needs long time. Period filtering needs context analysis and voice detecting.
challenge and response model

In this model there are three lists. These are white, black and gray. Persons in gray list will need to verify. For
user verification, system asks question from user, if the user answers correctly to the question, he can call to his
favorite person.
reputation system
In this kind of systems, reputation of user is evaluated before calling. If the reputation score is greater than a
predefined threshold then sender is connected to receiver. Reputation systems are complex and sender can
connect to a few users.
payment
In this solution, every user pays a little money per message, this amount will be very little for legal user and
high value for SPITter. SPIT sender usually send a lot of call hence his cost will be high. Then malicious user is
forced to send small counts.
feedback from receiver

In this solution, when spam is received, receiver presses SPIT key on the phone and sends report SPIT to
proxy. When number of SPIT from one user gets greater than threshold, sender is blocked for a time. This
manner may mistake and block legal users.
consent based system

In this solution if receiver declares his consent from receiving message, call is established else caller is
blocked.
100
Our Proposed Algorithm

Usually professional SPITters changetheir identity until anti-SPIT mechanism would not detect these
users.PMG is suitable for environments that have strong authentication for users, for example IMS networks.But
in VOIP networks, malicious users change their identity easily and PMG mechanism cant be successful in VOIP
environments.We proposed an improvedto PMG mechanism in situations that SPITters change their identities.
2.2 PMG mechanism

PMG (Progressive Multi Gray level) is one of the well-known anti-SPIT mechanisms that determines and
allocates a gray level for each caller. Decision for blocking or passingincoming calls is based on gray level. If the
gray level is more than a predefined threshold, call is blocked and otherwise the call is passed.PMG is not based
on feedback from users and works automatically. This mechanism computes two levels for user activities, short
term and long term. Summation of two levels composes gray level. Short term represent a short period of time
(e.g. 1 min) and increases very quickly and protects server form intensive calls in a short period of time. The
long term increases slowly and protects from malicious call in large range of time (e.g. one hours or one day).[6]
2.3MSG
Our approach proposes a way for improving PMG mechanism in situations that SPITters change their
identities. Our algorithm is composed of two modules, gray level based on call rate and gray level based on
identity. Block diagram of proposed mechanism is shown in Fig 1.The modules adapt together for detecting
SPITters. Computation in first module is the same as PMG mechanism. In the second module, we used IP
addresses with identifiers and also domain names for detecting bad calls. We assigneda weight to SPIT source
based on suspicious situations.Authors in [7] suppose three suspicious situations:
Different usernames are associated with the same domain and IP address: This event is suspicious, but it
is also typical of enterprise traffic where proxies are used. The score assigned to this event (A) should be
low.
Different IP addresses are associated to the same SIP identity: This event is suspicious, but it is also
typical for mobile users that change IP address while moving. The medium score (B) should be assigned
to this event.
Different domains are associated to the same IP address: This is the most unlikely event for the good
traffic, so the assigned base score (C) should be high.
Base score relation is computed based on the following formula. ni is number of event repetitions in past calls.
(10)
101
Gray level based

on call identity
OR
Data base
Gray level based

on call rate
Decision
Norm
SPIT
MSG mechanism
Fig. 1. Block diagram of proposed mechanism (MSG)
Scenario and Results

For evaluation of our proposed algorithm, we simulatedit as follows. Our simulation is composed of two parts.
One part is traffic generation and another is score computation and decision about passing or blocking call. This
program is written by c# and use SQL Server database.
Traffic Generation Parameters

We selected parameters like [7]. Table 2 and Table 3are summarized the main parameters.
Table 3. Time distributions types
Traffic
Time distribution type
Normal
Poisson
Malicious
Regular, Random, Gaussian

Table 2. Traffic parameters
field
Type
Range
Time of arrival
Double
0-1000000
User identifier
Int
1-9600(good),9601-19200(bad)
User domain
Int
1-204(good),205-408(bad)
IP address
Int
1-9669(good),9670-19338(bad)
Flag
String
good(normal), bad(bad)
In this simulation, we used 200,600 and 3000 calls from malicious users and compare PMG and MSG.
3.1 Scenarios
In generated traffic, we assumed that the SPITter has some valid accounts for spoofing. In these scenarios, the
number of IDs which SPITter uses called spoofed account and detection rate and false detection rate curves for
each scenario areshown.
3.2.2
First Scenario
In scenario 1, spoofed count is variable and call rate is constant and time duration of simulation is 200
seconds. Call rate setsto 1 cps. We analyzed the behavior of our algorithm in three suspicious
102
situations(position1,2and 3). In position 1 we assumed that SPITter from one system sends SPIT to network. He
uses multiple usernames for identity hiding and also normal users can lie in this situation. In position 2, we
assumed that SPITter with one account from multiple systems sends SPIT. Normal users can lie in this situation.
In position 3, user sends SPIT with one identifier from different domains. Calls from these kinds of users have
high SPIT Probabilities. In position 1 and 2, MSG acts as PMG but our proposed algorithm is successful in
position 3 while PMG does not detect SPIT effectively. Detection rate and false alarm rate of MSG is shown in
Fig 2. This curve is composed from detection rate of PMG module and detection rate of identity module.
1,000
DR,FAR
,800
,600
,400
DR
,200
FAR
,000
2,0 32,0 62,0 92,0 122,0 152,0 182,0
Spoofed Count
Fig. 2. Detectionand false detection rate vs. the number of IDs which SPITter uses (spoofed count)in Rate=1 and position=3
3.2.3
Second Scenario
In scenario 2, time duration of simulation is 200 second and rate increases to10 cps. With call rate increasing,
SPIT detection in PMG mechanism is attenuated at higher spoofed count but SPIT detection in MSG rises after
falling. DR and FAR curves is shown in Fig 3.
1,000
DR,FAR
,800
,600
DR
,400
FAR
,200
,000
2,0
32,0 62,0 92,0 122,0 152,0 182,0

Spoofed Count
Fig. 3. Detection and false detection rate vs. the number of IDs which SPITter use (spoofed count)in Rate=10 and position=3
3.2.4
Third Scenario
In scenario 3 we increases call rate from user and study algorithm in larger range of time. In this scenario, time
of simulation and number of bad calls are 600 seconds. In this duration, traffic generation program also generates
normal calls. DR and FAR curves is shown in Fig 4.
1,200
DR,FAR
1,000
,800
,600
DR
,400
FAR
,200
,000
2,0 32,0 62,0 92,0 122,0 152,0 182,0
Spoofed Count
3.2.5
Fourth Scenario
In scenario 4, we increase call rate to 10 calls per second with latter range of simulation (600 seconds). As it
can be seen in the Fig. 5, our proposed algorithm works well. Detection rate is improved and its gap is smaller.
103
DR,FAR
1,200
1,000
,800
,600
,400
,200
,000
DR
FAR
2,0 32,0 62,0 92,0 122,0152,0182,0
spoofed count
DR,FAR
3.2.6
Fifth Scenario
In scenario 5 we increases calls from user and study algorithm in larger range of time. In this scenario, time of
simulation is 3000 second and call rate is 1 cps. DR and FAR curves is shown in Fig 6.In comparison fourth
scenario, Detection rate is improved in higher rate.
1,200
1,000
,800
,600
,400
,200
,000
DR
FAR
2,0 32,0 62,0 92,0 122,0152,0182,0
spoofed count
3.2.7
Sixth Scenario
In this scenario, time of simulation increased to 3000 seconds. In scenario 6 we increased call rate to 10 cps.
According fig.7, MSG can detect SPIT effectively.
3500,0
TP
2800,0
2100,0
MSG
1400,0
PMG
700,0
BS
,0
2,0 32,0 62,0 92,0 122,0152,0182,0
spoofed count
Fig. 7.Comparison between PMG, Base Score (identity module) and our Proposed Algorithm (MSG)
Conclusion
MSG in different range of simulation has same behavior and detects and blocks SPIT nicety but with rate
increasing, MSG works better. Good behavior of MSG at higher spoofed counts is owing to identity gray level
module and SPIT detection at lower spoofed counts is owing to PMG mechanism.SPIT Blocking is collection of
blocking in call rate module and blocking in identity module. False detection in scenarios is very low and can be
ignored.
104
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Biographies
Fateme Safaei Kochaksaraei Fateme Safaei Kochaksaraei received the B.Sc. degree from Iran University of Science and
Technology (IUST), Tehran, Iran, in 2004, and the M.Sc. degree from Science and Research Branch of Islamic Azad
University, Tehran, Iran in 2011, all in computer engineering.Currently, she is responsible of network security of
Mazandaran Telecommunication Company, Babol, Iran. Her research interests are network security and data communication.
Hassan Asgharian Hassan Asgharian received his M.Sc. in Computer Engineering from Amirkabir University of
Technology (AUT) in 2009 and He also has got his B.Sc. from Computer Engineering Department of Iran University of
Science and Technology (IUST) in 2006. Currently he is a PhD candidate in computer engineering in IUST and working as a
research assistant in the Network Research Group (NRG) of the Research Center of Information Technology (RCIT) of
Computer Engineering Department in Iran University of Science and Technology.
Dr. Ahmad Akbari Ahmad Akbari received his Ph.D. in Electrical Engineering from theUniversity of Rennes 1, Rennes,
France, in 1995. Dr. Akbari is currently an associate professor at Iran University of Science and Technology, Iran. Dr. Akbari
works on Speech Processing related research topics (especially speech enhancement) for more than 20 years. His current
research interests include Intrusion Detection and Response Systems, VoIP Communications, Next Generation Networks,
VoIP and SIP Security and also Data Communications Networks. Dr. Akbaris work has appeared in several peer-reviewed
journals and conference proceedings.
Razmara Zakerifar Razmara Zakerifar received the B.Sc. and M.Sc. degrees from Iran University of Science and
Technology (IUST), Tehran, Iran, in 2003, and 2008, respectively, allin electrical engineering.Currently, he is working in
Mazandaran regional electric company.His research interests include power system planning, control and optimization.
105
Prediction of Warp-Weft Densities in Textile Fabrics

by Image Processing
Kazm YILDIZ1, Volkan Yusuf ENYREK2, Zehra YILDIZ3
1,2
Department of Electronic-Computer Education, Marmara University, 34722 Kadky, stanbul, Turkey

3
Department of Textile Education, Marmara University, 34722 Kadky, stanbul, Turkey
1
kazim.yildiz@marmara.edu.tr, 2vysenyurek@marmara.edu.tr, 3zehra.yildiz@marmara.edu.tr
Abstract.A warp-weft density prediction system was designed by using image processing from a given
textile fabric image. In the experimental process, 10 different woven fabric image were scanned at a high
resolution then these images were transferred to the MATLAB program. By using the vertical and horizontal
frequencies of the textile image, the FFR analyze were carried out. Consequently with 94% accuracy, the
densities were predicted only by using the images instead of counting them by hand.
Keywords: textile fabrics, warp weft densities, image processing
1 Introduction
Warp and weft densities in woven fabrics are very important parameters on behalf of making textile
production measurements. Determination of weft and warp densities in textile woven fabric depends on the
principle of analyzing the vertical and horizontal frequencies from a textile image. Counting these parameters is
generally made by hand with the help of a loupe. So the exact density can change person to person. This paper
presents a warp-weft density prediction system from a given textile image. In order to prevent the individual
errors we used image processing technique to determine the exact weft-warp densities. For the system design 10
different textile fabrics were scanned in 1200 dpi resolution and then transformed to the MATLAB programme.
The FFR analyze was performed from the vertical and horizontal frequencies of textile image. The results show
that weft-warp densities can be determined just by using its image with the 94% accuracy.
2 Literature Review
Image processing techniques are widely used in textile sector specificly to detect structural defects. For
instance a detection algorithm which employs simple statistical features (mean, variance, median) was developed
in order to detect textile fabric defects [1]. A system that detects a linear pattern in preprocessed images via
model-based clustering was composed [2]. The digital image correlation technique was used to assess macroscale textile deformations during biaxial tensile and shear tests in order to verify the loading homogeneity and
the correspondence between the textile and rig deformation [3]. Tow geometry parameters are measured with
the help of microscopy and image processing techniques in order to determine tow deformations in a textile
preform subjected to forming forces and the influence of these tow deformations on composite laminate
properties [4]. In another research an automated searching system based on color image processing system was
improved for the forensic fiber investigations, in order to determine the connection between the crime scene and
the textile material [5]. An automated visual inspection (AVI) system was design for real time foreign fibers
detection in lint by using image processing techniques [6].
106
3 Image Processing
Images can be treated as two-dimensional data, and many of signal processing approaches can be directly
applied to image data. An image is always represents in one, or more, two dimensional arrays I(m,n). Each
element of the variableI represents a single picture element, or pixel. The most convenient indexing protocol
follows the traditional matrix notation, with the horizontal pixel locations indexed left to right by second integer
nand the vertical locations indexed top to bottom by the first integerm (Fig. 1a). Another indexing protocol
accepts non-integer indexes. In this protocol, termed spatial coordinates, the pixel is considered to be a square
patch, the center of which has an integer value. In the default coordinate system, the center of the upper lefthand pixel still has a reference of (1,1), but the upper left-hand corner of this pixel has coordinates of (0.5,0.5)
(Fig. 1b) [7].
Fig. 1.a)Pixel coordinate system b) Spatial coordinate system

Frequency content of the waveform provides more useful information than the time domain representation.
Determining of the frequency content of a waveform is termed spectral analysis. Fourier transform (FT) method
is the most straightforward spectral analysis techniques. The Fourier transform approach takes advantage of the
fact that sinusoids contain energy at only one frequency. The two-dimensional version of the Fourier transform
can be applied to images providing a spectral analysis of the image content. It can be a very useful analysis tool
for describing the content of an image. When applied to image, the spatial directions are equivalent to the time
variable in the one dimensional Fourier transform, and this analogous spatial frequency is given in term of
cycles/unit length (i.e., cycles/cm or cycles/inc)[8].
The two-dimensional Fourier transform in continuous form is given by:
(1)
The variables
and
frequency variables, they define spatial frequency and their units are in radians per
sample. F(w1,w2) is a complex-valued function that is periodic in both
and
The discrete form of Esq. (1) is similar to their time domain analogs. For an image size of M by N, the discrete
Fourier transform (DFT) becomes:
(2)
107
A simple square object (30 pixels by 30 pixels) is constructed. The resultant spatial frequency function is
plotted both as a three-dimensional function and as intensity images (Figure 2-4).
Fig. 2 The square image object
100
Magnetute
80
60
40
20
0
100
50
Vertical frequency
20
60
40
80
100
120
Horizontal frequency
Vertical frequency
Fig. 3 Fourier transform of the square object in figure 2 plotted as a function.
Horizontal Frequency
Fig. 4 Fourier transform of the square object in figure 2 plotted as an image.
4 Methods
This paper presents a new approach for processing images of woven fabrics to determine the warp-weft
densities. This approach includes three main steps, namely, image transformation, image enhancement, and
108
analyzing signals of the image. In the first step, 10 different woven fabrics were scanned in 1200 dpi resolution
and then transformed into gray-scale images in MATLAB programme In the second step, the contrast was
enhanced and then applied to the highpass filter. Thus the undesirable lower frequencies components were
eliminated. As filter the FIR filter from twentieth degree was used. Thirdly, the FFT analyze was carried out by
getting horizontal signals from 400 different rows of the images. The average value of these signals give us the
horizontal frequency components of the image. The same process was applied on the vertical direction of the
image to determine the vertical frequency components. The images of the cotton print fabric without any process
and after preprocessing can be seen in figure 5.
Fig. 5 (a) The raw fabric (b) The fabric after preprocessing
5 Findings & Conclusion

In conclusion, as can be seen from figure 2, the highest frequency values for both vertical and horizontal
directions are giving us the exact value of warp and weft densities.
4
x 10
3.5
3
2.5
2
1.5
1
0.5
0
0
10
20
30
40
50
60
Frequency (Hz)
70
80
90
100
Fig. 6 The average horizontal and vertical frequency spectrum of the image cotton print fabric
109
Table 9. Real and Predicted Values of Warp-Weft Densities in Different Fabric Types
Actual Value
Warp
Fabric Types
Printed Cotton
Batiste
Denim
Canvas
Cashmere
Madras
Damask
Georgette
Cloth
Velvet
38
44
38
32
47
50
34
28
26
26
Predicted Value
Weft
30
29
30
21
35
36
26
26
22
23
Warp
39.5
45.11
37.3
30.8
0
47.61
31.8
30
25.5
0
Weft
30.9
26.74
27.9
21.1
0
32.59
24.57
23.7
20
0
Some real and predicted values of weft-warp densities belong to 10 different fabric type can be seen from
table 1. It can be concluded that the designed image processing system can predict the densities with 94%
accuracy. As can be seen from table 1 the cashmere and velvet fabrics predicted values is very different from
the real densities. This result indicates that the fabrics having feathery surfaces cannot be applied in this image
processing system, because the feathers prevent the accurate measurement of the frequencies.
References
1. Abouelela, A.; Abbas H.M.; Eldeeb, H.; Wahdan, A.A.; and Nassar, S.M. (2005). Automated vision system for
localizing structural defects in textile fabrics. Pattern Recognition Letters 26(10):1435-1443
2. Jampbell, J.G.; Fraley, C.; Murtagh, F.; and Raftery, A.E. (1997). Linear flow detection in woven fabrics using
model based-clustering. Pattern Recognition Letters 18: 1539-1548
3. Willems, A.; Lomov, S.V.; Verpoest, I.; and Vandepitte, D. (2009). Drape-ability characterization of textile
composite reinforcements using digital image correlation. Optics and Laser in Engineering 47(3-4): 343-351
4. Potluri, P.; Parlak, I.; Ramgulam, R.; and Sagar, T.V. (2006) Analysis of tow deformations in textile performs
subjected to forming forces. Composites Science and Technology 66(2): 297-305.
5. Paulsson, P. and Stocklassa, B. (1999). A real-time color image processing system for forensic fiber investigations.
Forensic Science International 103(1): 37-59
6. Yang, W.; Li, L.; Zhu, L.; Kang, Y.; and Li, F. (2009). A new approach for image processing in foreign fiber
detection. Computers and Electronics in Agriculture 68(1): 68-77
7. Semmlow, J.L. (2004). Biosignal and Biomedical Image Processing. New York: Marcel Decker Inc.
8. Gonzales, R. and Woods, R. (1992). Digital Imae Processing. Reading, Mass,USA: Addison-Wesley.
Biographies
Kazm YILDIZ Kazm YILDIZ was born in stanbul, in 1985. He was graduated from Marmara University, Technical
Education Faculty, Computer and Control Teaching in stanbul, Turkey, in 2007. He has been working at the Electronic
Computer department as a research assistant since March 2009. He received M.Sc. degrees from Marmara University
Institutefor Graduate Studies in Pure and Applied Sciences, in 2011. He is now in PhD. His field of interests are high
dimensional data mining, dimension reduction, neural network.
Volkan Yusuf ENYREK Volkan Yusuf enyrek was born in 1979 in stanbul, Turkey. He received the B.Sc. degree
from Marmara University, Technical EducationFaculty Electronics and Computer Education Department. He received M.Sc.
degrees from Marmara University Institutefor Graduate Studies in Pure and Applied Sciences, in 2007. He has been an
research assistant with the Electronics and Computer Education Department since2004. His research interests focus on fiber
sensors and signal processing.
Zehra YILDIZ Zehra YILDIZ was born in Ankara, in 1986. She was graduated from Marmara University, Technical
Education Faculty, Textile Department in Istanbul, Turkey, in 2008. She has been working at the same faculty and
department as a research assistant since March 2009. She is now in MSc thesis work. Her master thesis is about
electromagnetic shielding effectiveness of textile composites. Her major field of studies are conductive polymers, nano
textile particles, nano composites.
110
Software Automated Testing: Best Technique for

Preventing Defects
Maryam Haghshenas 1, Khadijeh Yousefpour Jeddi 2
1,2
Islamic Azad University /Science & Research Branch /Tehran /Iran

1
m.haghshenas@srbiau.ac.ir, 2 kh.yousefpour@gmail.com
Abstract.Complexity and extent of computer software is constantly growing. Each software product has
specific audiences.Thus, when an enterprise is written or bought a software product, logically they should
ensure that software product is acceptable or not for users, audience, customers and other stakeholders.
Software testing process efforts for such evaluation and process an application test for detection of errors and
ensure to meet customer's demand and hardware compatible with software or No. Automated software testing
can increase developers time to focus on anther aspects and improve software errors effectively. In addition,
automated software testing can be run and repeat any times and the previous tests can be re-used again. Thus,
this increase software reliability and decrease the testing time. In this paper attempts to define some
parameters of the software test and propose a method which combines accelerated automated tests for the
study of software regression and memory overflow.
Keywords: Software automated testing, Memory overflow, regression test, Mean time to overflow
1 Introduction
Software testing process that identifies the quality of computer software. Software testing process, including
implementing a program to evaluate the software bugs, but not limited to it. With this thought, testing can never
completely correct computer software to prove. One important point is that software testing, should be different
opinions to be quality assurance software, with all areas of business process is ac-companied not only the test
areas.
A software failure occurs through the following processes. When the programmer to do an error that led to
failure in the software source code and compile and run the error, in certain situations the system will produce
incorrect results that can lead to failure. Not all errors will not lead to failure. For example, an error code will not
run ever. Will never lead to failure. But if the error code to change the software environ-ment or changes in
source data or interacting with different software. Will lead to failure.
1.2 Test Principles

Software engineer before applying methods on effective test cases, the basic principles that should test drive the
software, they will understand, "Davis" suggest a set of principles that they will use here:
Testing should begin long before the test is planned. Test plan can be completed as soon as the models started
to be asked. Detailed definition of test cases can be integrated once the model begins. Therefore, all tests can be
produced before any code, planning and design on
111
The principle of "Pareto" in software testing is true simply. The principle of "Pareto" states that 80 percent of
all errors discovered during testing, probably "20 percent of all program components are detectable. Issue,
isolated components testing of suspects and complete them.
Testing should be started on a small scale and expand to larger dimensions. The first tests on each of the
components are doing. Achievement test, a series of errors and then integrated component of the whole system
can be found.
Complete testing is not possible. Number of possible paths for the average program is more. Therefore, the
implementation of any combination of routes is not possible. But it is possible that the level of adequacy of
programs cover.
In order to test the efficiency is highest, must be by an impartial third party to be done. To the highest
efficiency is more likely that the errors found. Because software engineer who has developed the system, not the
best person should do all the tests.
Reliability testing software, helps software developers using the operational reliability with the aim profile
(profile of the system), to implement the tests [3].
The most important innovation in providing this technique is increasing rapidly. in order to reduce development
time and costs, various failures in the systems, In this article, regression test, and memory overflow method
is presented with implementation and evaluation aimed to simultaneously reduce costs and increase reliability
of testing software[5].
2 Literature Review
Software testing is an activity will diagnose the potential non-compliance and failure in different phases of the
construction of the software product, especially in this implementation is correct and reliable software (v & v)7,
and plays a major role.
To access the software validity, some of the codes and standards of software as a key component are used to
justify the behavior and performance of distributed systems. For example, International Standard ISO 9126, is a
model to increase the quality of software products, so that in order to optimize the product defines customer
satisfaction as well as IEEE1012 standard for software verification and validation, are created the
common framework for all activities And tasks during the software life cycle processes [7], [8].
Activity verification and validation software allows reducing the production costs and simultaneously to
increase the reliability of the software. Testing software design and other engineering products, as the
initial product design is Difficult. Any engineering product can be tested in two ways:
1) Knowing the specific function that the software is designed to do, we can design tests
that show every performance is completely true or not.
2) Knowing how to work to with internal product and process programming, we can design tests that show that
the process of implementing software to perform or not.
The first method to test the black box and the latter is called white box testing. In recent
years, an intermediate approach has also been
noted that when
the greater
access to
some internal components of the software is
used there. This method is
called gray
box testing. In this
paper, based black box testing method is presented. We describe details of these testing methods in this section:
1. Black box testing: This type of software testing as a black box approach is that no understanding of the
internal behavior does not exist. Its purpose software performance testing in accordance with requirements to see
to what extent the above mentioned requirements are met. Test designers select valid and invalid test inputs and
choose right outputs and no knowledge of the internal structure of the object is not available. This method of test
7 Verification and Validation
112
design in all phases of software testing can be used. Black Box Testing cannot use instead of White box testing
.It rather a complementary approach that a different class of errors than the white box methods covers [1],[2].
2. White box testing: The user may test the internal data structures and algorithms, and code is available. For
example, designers can test the design of tests that causes the program to all statements are executed at least
once.[1]
White box testing techniques allows software team to evaluate system parts that use less and ensure that very
important performance parts are tested. Another advantage is that white box testing to optimize the code, and
also helps to erase the extra lines of code. This may lead to additional lines of hidden errors. White box testing
have disadvantages, including items: this method need the knowledge and skills because of the internal structure
of code requires a skilled tester is needed to do this type of test that will increase costs and evaluate every piece
of code search and hidden errors Getting around is almost impossible and may lead to problems that are causing
application failure.
3. Gray box testing: In recent years the gray box testing was added to routine use. Which means having access to
internal data structures and algorithms for designing the test cases that we can and we are on the side or at the
level of user to use black box testing.
3 Methods
After changing Software whether improving operation or debugging an error, a regression test can be
performed all of tests that software passed successfully before again. The regression test will be sure that last
improving software not to create any new fault. At the same time, during the proposed method test, a regression
test can be performed.
Several well-known methodologies for testing general purpose software exist in literature [12].
Such techniques follow a structural or a functional approach, also identified as the white-box and the blackbox approach respectively. The proposed methodology can be classified as a black-box approach, where the
software under test has to be verified with a suitable studied set of inputs whose expected outputs are known
only on the basis of the functional specifications. In addition to the black-box approach, we propose a test
method with test sets well representative of the field behavior of the system, according to the block diagram
shown in Fig. 1. One can observe that test parameters and field data statistical distribution are inputs;
Test results, expected results, MTOF8 and final results are outputs. The software under test is the
object of the analysis and test cases generation, test cases execution, input data elaboration"," memory
occupied monitoring and comparison are activities.
The software testing approach is based on a dynamic pseudorandom generation which mixed the preliminary
test parameters, which ones came from test results, and the statistical distribution of field data [10].
8Mean
Time to Overflow
113
FIELD DATA
STATISTICAL
DISTRIBUTION
TEST
PARAMETERS
COMPARISON
TEST CASES
GENERATION
INPUT DATA
ELABORATION
FINAL
RESULTS
TEST CASES
EXECUTION
EXPECTED
RESULTS
TEST
RESULTS
MEMORY
OCCUPIED
MONITORING
SOFTWARE
UNDER TEST
SEQUENCES ITERATION
MTOF
Fig.1. Block diagram of test method.
Test case generator creates quite unlimited sequences that can be iterated on the software under test. Both the
inputs and the outputs can be txt file with dimension of about 100 KB. The test results, represented by the output
of the software under test, are compared with the expected results obtained from the test cases, at the end of the
testing phase; final results allow information to be deduced about the quality in use of the software under test and
new data for dynamic test case generation. Detailed steps concerning the comparison between obtained and
expected results are shown in Fig. 2. If no differences between obtained and expected values are present, the test
is stopped; vice versa, a fault has to be tracked and the software has to come back to the development team in
order to be analyzed and correct the bug; successively the test has to be carried out again. There is also the
possibility of locating unclear values, such as ambiguities that have to be solved manually by repeating
ambiguous sequences.
114
Input Data
Elaboration
Automated Tests
Suite
Expected Results
Test Results
Results Comparison
End Test
Faults
Tracking
Manually report of
ambiguous
sequences
CORRECT
SW Development
NOT
CORRECR
Fig.2. Automated Software testing process realized.
The key-step introduced in the proposed method (Fig.1), that allows important information to be obtained, is
the simultaneous evaluation of the occupied memory of the system during the execution of the automated tests.In
Fig. 1 this step is denoted as memory occupied monitor.
Through the memory occupied monitor step lists of processes, the potential memory overflow can be
diagnosed through the following parameters: [6]
Private bytes: this parameter displays the number of bytes reserved exclusively for a specific process.
Working set: represents the current size of the memory area used by the process for tails, threads, and date.
The dimension of the working set grows and decreases as the VMM9 can permit. Since it shows the memory that
the process has allocated and reallocated during its life, when the working set is too large and doesn't decrease
correctly it usually indicate a memory leak [4].
It is useful, therefore, to introduce the parameter MTOF defined as:
(11)
Where Memsize denotes the available memory size and m represents the mean increase of memory occupation
in an established time interval. According to the value of m, evaluated in KB per day, hour or sequence, we can
explain the MTOF in number of days, hours or sequence to the breakdown of the memory resources and,
9Virtual
Memory Manager
115
therefore, to the collapse of the system (system fail stop). For a complex system where independent memories
are involved for the operating functions, Eq. (1)can be modified and the System Mean Time to Overflow is
defined as:
(2)
MTOF being an index able to evaluate the software crash, it can be considered a parameter to estimate the
software reliability and, as consequence, to plan the correct system update and the quality in use according to
ISO/IEC standard 9126[11].
As an additional advantage, the proposed approach allows the change of the stress level so testing the software
to a high stress level in the smallest test time. This can lead to faults not detected with low stress levels
increasing the test plan coverage. For example, in 15 working days we can realize 12.600 test cycles (35 test
sequences/h) if we implement accelerated automated tests, instead of 5.040 cycles (14 tests sequences/h as
suggested from field data) with no accelerated tests and 600 cycles (~5 test sequences/h) with manual tests. Such
considerations are summarized in Table 1, where automated tests are compared to the traditional one (manual
testing) [9].
Table .1.Test Sequences Implemented vs. Test Methods
40
Automated
tests
336
Accelerated
automated tests
840
168
280
2.352
5.880
360
600
5.040
12.600
Days
Man-hours
Machine- hours
Manual test
24
56
15
120
4 Conclusion
The proposed approach of dynamic software automated testing showed the importance of accelerated
automated tests for the software debug and validation in a short time interval, before product distribution, with
the aim of increasing quality in use and reliability.
The application presented in this paper is able to stimulate the software under test with an established stress
level, comparable in the sequence operations to the real use but accelerated four times compared to the manual
tests. Information concerning the memory leaks and fault regression of the new software versions with respect to
the old one can be deduced, as the experimental results proved.
The proposed method represents a fundamental parameter that allows the system crash to be estimated due to
an overflow. At the same time, it will allow the estimation of the software availability in order to plan an
effective maintenance operation plan, voted to induce not only an increase of software quality in use and
customer satisfaction but also a decrease of maintenance costs.
Furthermore, the benefits of such approach based on accelerated automatic testing compared with the
traditional one (manual testing) can be reached both at a lower cost and a decrease of the testing time of the
software verification and validation. In addition, the possibility of replicating old test sequences on new future
versions (with no testing cost) can also be considered an important benefit from the industrial point of view.
116
References
1.
2.
3.
4.
5.
[Ham04] Paul Hamill, Unit Test Frameworks, O'Reilly, 2004.Baker, P.R. (1978). Biogas for Cooking Stoves.
London: Chapman and Hall.
[Chu05] HueyDer Chu, John E Dobson and IChiang Liu, FAST: A Framework for
Automating Statistics
based Testing, 2005.
ReliabilityAnalysisCenter, Introduction to Software Reliability: A State of the Art
Review, Reliability Analysis Center (RAC), 1996.
J.D.Musa.(1997).Introduction to software reliability engineering and testing. In Proceedings ofThe 8th
International Symposium on Software Reliability Engineering, 1997.
A. Birolini, Reliability Engineering-Theory and Practice, Springer-Verlag3-54040287-X 2004.
6.
Y. Wiseman, J. Isaacson, E. Lubovsky.(2008).Eliminating the threat of kernel stack

Overflows, IEEE IRI 2008, July 1315, 2008, Las Vegas, Nevada, USA.
7.
ISO/IEC 9126: Information technology-software product evaluation-quality

Characteristics and guidelines for their use, 2001.
8.
ANSI / IEEE Std. 1012, IEEE Standard for Software Verification and Validation
Plans, 1986.
9.
E. Diaz, J. Tuya, R. Blanco.(2003).Automated software testing using a met heuristic

Technique based on tabu search.In Proceedings of 18th IEEE International
Conference on Automated Software Engineering, 2003, pp. 310313.
10. M. Rinard, C. Cadar, D. Dumitran, D.M. Roy, T. Leu.(2004).A dynamic technique forEliminating buffer overflow
vulnerabilities (and other memory errors), In ProceedingsOf the 20th Annual Computer Security Applications
Conference, Tucson,
Arizona, USA, December 6-10 2004.
11. H. Gne Kayack, A. Nur Zincir-Heywood, M. Heywood.(2005).Evolving successful stack Overflow attacks for
vulnerability testing. In Proceedings of the 21st Annual Computer Security Applications Conference
12. H. Freeman. (2002) Software testing, IEEE Instrumentation & Measurement Magazine 5 (3): 4850.
Biographies
Maryam Haghshenas is born in Bijar on 1985 and has earnedB.Sc.degree in Computer Hardware engineering from Islamic
AzadUniversity,Tehran south branch in Tehran, Iran on 2007 and is M.Sc. degree student in IT management at Islamic Azad
University, Science &Research branch in Tehran, Iran.
She has published Information technology security & service management system in Information Society of Iran journal
on July 2010.and Comparison of protocols in Underwater Wireless Sensor Networks 4 th, Iran Society of commands control
communication computers intelligence, at Sharif University, Nov 2010.She is interested in computer Science & E-learning&
Indexing on components and Software Testing and IT System management.
Ms. Haghshenas is a member of Young Researchers Club at Islamic Azad University, Tehran south branch and also a
member of the Information Technology Management Association at Islamic Azad University, Science &Research Branch.
Khadijeh Yousefpour Jeddiis born in Tabriz on 1985 and has earned B.Sc. degree in Computer Software engineering from
Islamic Azad University, Shabestar branch on 2007 and is M.Sc. degree student in IT management at Islamic Azad
University, Science & Research branchin Tehran, Iran.
She is interested in Software Testing and Software Engineering
Ms. Yousefpour Jeddi is a member of the Information Technology Management Association at Islamic Azad University,
Science &Research Branch.
117
Comparing Classification Accuracy of Supervised

Classification Methods Applied on
High-Resolution Satellite Images
Ayse Ozturk1, Mufit Cetin2
1,2
Yalova University, Kazm Karabekir Mah. Rahmi Ustel Cad. No:1

( Ataturk Stadyumu Kars),Yalova, Turkey
1
aozturk@yalova.edu.tr, 2 mcetin@yalova.edu.tr
Abstract:Classification of satellite imagery is very useful to obtain results about land-use spatial data
collection. While unsupervised classification is easy to apply on satellite images, supervised classification
methods give better results for accuracy. In this study, a traditional supervised classification method called
Maximum Likelihood Classifier(MLC) and a newer one called Support Vector Machines(SVM) approach are
compared It is clear that SVM is superior with better accuracy compared to MLC which is a common method
based on probabilities. Results showthat SVM is a good candidate for high resolution satellite image
classification works although its application on remote sensing is a pretty new topic.
Keywords: high resolution satellite image, supervised classification, accuracy
1 Introduction
In recent years, by the help of high resolution satellite images, more details about the spatial features of land
covers could be reached[1]. In literature, many techniques for the classification of high resolution remotely
sensed images are reported[2][3][4][5]. However, classification results of existing methods in the literature
indicate that there is no best classifier yet. While unsupervised classification means grouping the pixels with
similar spectral features into clusters according to some criteria without a training data, supervised classification
means classifying pixels into classes by help of training and test data. It is already known that supervised
classification gives much better results on satellite imagery; thus, in this study, supervised methods are preferred
for classification.The accuracy of remotely-sensed image classification is strongly connected to distinguisability
of spectral features and capability of the classifier to differentiate the features. While some features are easy to
separate, some are hard to discriminate because of similarity. Therefore, the success of a method which is
accuracy in this work will depend on each individual class separability as well as type of the applied
classification [6].
1.1 Supervised Classification:

Supervised classification means classifying objects into classes by help of training data. The term
supervised comes from educating the classifier to classify which part goes to which class by giving instances of
each class prior to classification. In supervised training, pixels are selected based on spectral features and
patterns. Additionally, auxilliary sources such as aerial photos and maps may be used in decision process[7]. In
118
this study, Maximum Likelihood and Support Vector Machines algorithms are used to classify the high
resolution satellite images.
1.1.1 Maximum Likelihood: Maximum Likelihood classifier is a common method used in the applications of
remote sensing as a parametric statistical method where supervision occurs by selecting sample areas. These
areas are then stored numerically for the algorithm to divide the image into the respective most probable spectral
classes. It is assumed that the distribution training data is Gaussian (normally distributed). The probability
density functions of each class are used to assign an undefined pixel into the class of highest probability [8].
1.1.2 Support Vector Machines (SVMs): Support Vector Machines classification method is another new
common supervised algorithm to classify satellite images. SVM is very good at generalization and so overcome
the problem of overfitting.SVM could provide better results than other widely used pattern recognition methods,
such as the maximum likelihood and neural network classifiers for accuracy considerations. Thus, SVM is very
attractive for the classification of remotely sensed data. The aim of the SVM algorithm is to find the optimal
separating hyperplane between classes by the help of the training samples. These training samples are called
support vectors and others are discarded. In this way, an optimal hyperplane can be fitted even with fewer
training samples with high classification accuracy [9].
2 Literature Review:
Maximum Likelihood classification is a very popular method and it is often applied on satellite imagery.
Maximum Likelihood method is based on statistical calculations and probabilities, and fuzzy logic is sometimes
applied together with the method. In a paper, MLC is used for discrimination among four spectrally similar
classes. Then, each class is hierarchically subdivided into subclasses with a fuzzy classifier[10].
Application of SVM on satellite image classification is a new trend, and its results are promising. SVM is
reported to be a good candidate for hyperspectral remote sensing classification because SVM method does not
suffer from high dimensionality problem[11]. Comparison of classifiers is very common in literature. Methods
are basically compared for accuracy and performance. Artificial Neural Network (ANN) method is yet another
powerful method for classification purposes and has comparable and sometimes better results than SVM method
for accuracy consideration [12]. ANN trained by back-propagation algorithm is reported to have good results as
well [13]. Decision Tree algorithm which is not used in this study, is a simple and easy to implement method for
classification. In a study, MLC is reported as the most stable method as compared to other methods like SVM
and Decision Tree approach; MLC is least affected by training phase and training set size. SVM has good
results, but supervision part of the classification dramatically affects overall accuracy [14]. If the size of dataset
is huge, it is not a big problem for SVM. Training and testing time might be long, but it is tolerable. However,
as dataset size is too small, unexpected results might be observed.
3 Methods:
The data is a subset of an image which is acquired on 2009-08-30 by Quickbird satellite.
Mainly satellite images are classified by two supervised methods respectively Maximum Likelihood and
Support Vector Machines.
Classification accuracy analysis is achieved with 100 sample points at least for each class by a stratified
random sampling method [15]. Same training and test areas are used for comparison purposes.
Separability measure is important in decision process for formation of classes. If the classes are too similar
spectrally, then the classes could be combined.
Confusion matrix provides valuable information about accuracy of each classification method. The success of
classifier on each individual class could be observed by using confusion matrix.
119
Kappa statistics is another valuable information to decide about success of each method. The Kappa
coefficient is basically defined as the proportionate reduction in error generated by a classification process
compared with the error of a completely random classification [16]. It is reported that kappa values greater than
0.75 are considered to have a high degree of agreement beyond chance. Values below 0.40 have a low degree of
agreement and values between 0.40 and 0.75 represent a fair to good level of agreement beyond chance alone.
Figure 1 Study Area-QuickBird Combination of (3(Red),4(NIR),1(Blue)) bands
4 Results:
The image is divided into five classes respectively shadow, vegetation, road, building and bare land. Same
training and test areas are used for both of the supervised classification methods for comparing success of each
method on individual classes.
Color coding:
Five classes total.
red:building;
green: vegetation;
cyan:bare land;
white: shadow.
120
4.1 Maximum Likelihood Classisification Results:
Figure 2: Results for Maximum Likelihood Classification
Maximum Likelihood Classification results are shown on the table above. As results indicate, some areas
which are mixed in each other are overwhelmed with the other one. MLC is good at finding vegetation and bare
land classes. MLC is better at finding vegetation than SVM method. However, results belonging to classes like
shadow, road and building are not very promising. Additionally, 71 Kappa statistics value (%) indicates that
there is a fair to good level of agreement beyond chance alone. Overall 77 % may be an acceptable result for a
supervised classification algorithm. However, some improvements are needed to provide better classification
accuracy.
Table 1: Confusion Matrix for Maximum Likelihood Classification
Bare
Producer
User
MLC (%)
Shadow
Vegetation
Road
Building
Land
Acc.
Acc.
Shadow
42.86
0.00
0.00
0.00
0.00
42.86
100.00
Vegetation
40.18
97.79
0.49
14.46
3.00
97.79
61.01
Road
6.25
0.00
81.28
9.64
6.00
81.28
81.68
Building
10.71
2.21
4.93
72.29
1.00
72.29
87.38
Bare Land
0.00
0.00
13.30
3.61
90.00
90.00
71.43
Overall classification accuracy(%) = 77; Overall Kappa statistics(%) = 71.
121
4.2 Support Vector Machines Classification Results:
Figure 3: Results for Support Vector Machines Classification
Overall classification accuracy(%) = 84; Overall Kappa statistics(%) = 80.
SVMs are already known for their good generalization capacity. The biggest problem of generalization which
is called over-fitting is not observed in SVM results as the table above suggests. SVM classifier is better at
finding shadow, road and building classes than MLC. As the table suggests accuracy is improved for shadow
class, from 42,86% to 76,79%; for road class, from 81,29% to 84,73%; for building class, from 72,29% to 75,5%
and for bare land, from 90% to 98%. 84.25 % overall classification accuracy is a good result. Kappa value(%)
of 80 means that there is a high degree of agreement beyond chance. As compared to maximum likelihood
method, SVM is more preferable. As classification results indicate, SVM performed better overall classification
accuracy than maximum likelihood.
Table 2: Confusion Matrix for Support Vector Machines Classification

Bare
Producer
User
SVM (%)
Shadow
Vegetation
Road
Building
Land
Acc.
Acc.
Shadow
76.79
0.00
0.00
0.00
0.00
76.79
100.00
Vegetation
8.93
95.59
0.49
9.64
0.00
95.59
78.79
Road
10.71
2.21
84.73
14.46
2.00
84.73
76.44
Building
3.57
2.21
6.40
75.50
0.00
75.50
90.38
Bare Land
0.00
0.00
8.37
0.40
98.00
98.00
84.48
122
5. Conclusion
High resolution images provide detailed knowledge of spatial features. High classification accuracy could be
achieved with supervised classification methods. Accuracy values of Maximum Likelihood algorithm were
compared with those obtained using the statistical Support Vector Machines Algorithm. SVM is a powerful
technique for satellite image classification as results clearly indicate. Although SVM method required too much
time for training, it is worth trying because classification accuracy is high and statistics results are good. The
situation proves that SVM is preferable over maximum likelihood method.
References:
[1] J-T Hwang, H-C Chiang. (2009), The study of high resolution satellite image classification based on Support Vector
Machine In Proceedings of the 17th International Geoinformatics Conference. Fairfax, Virginia, United States, 12-14
August. Institute of Electrical and Electronics Engineers (IEEE )
[2] D. Tuia , F. Pacifici , M. Kanevski and W. J. Emery
Classification of very high spatial resolution imagery using
mathematical morphology and support vector machines, IEEE Trans. Geosci. Remote Sens., vol. 47, p.3866 , 2009.
[3] N. Thomas , C. Hendrix and R. G. Congalton A comparison of urban mapping methods using high-resolution digital
imagery, Photogramm. Eng. Remote Sens., vol. 69, p.963 , 2003.
[4] Mayunga, S. D. , Coleman, D. J. and Zhang, Y. (2007) A semi-automated approach for extraction buildings from
QuickBird imagery applied to informal settlement mapping. International Journal of Remote Sensing 28 , pp. 2343-2357
[5] Van Coillie, F. M. B. , Verbeke, L. P. C. and De Wulf, R. R. (2007) Feature selection by genetic algorithms in objectbased classification of IKONOS imagery for forest mapping in Flanders, Belgium. Remote Sensing of Environment 110 , pp.
476-487.
[6] J-F Mas. (2003), An Artificial Neural Networks Approach to Map Land Use/Cover using Landsat Imagery and Ancillary
Data, In Proceedings of the 23rd IGARSS Proceedings, Toulouse, France, 21-25 July. Institute of Electrical and Electronics
Engineers (IEEE )
[7] ERDAS Field Guide, Fifth Edition.
[8] M.R. Mustapha, H.S. Lim and M.Z. Mat Jafri Comparison of Neural Network and Maximum Likelihood Approaches in
Image Classification, Journal of Applied Sci., 10: 2847-2854.
[9] D. H. Nghi, L. C. Mai.(2008), An Object-Oriented Classification Techniques For High Resolution Satellite Imagery, In
Proceedings of the 4th GeoInformatics for Spatial-Infrastructure Development in Earth and Allied Sciences (GIS-IDEAS)
Conference. Hanoi, Vietnam, 4-6 December.
[10] A. K. Shackelford and C. H. Davis, A hierarchical fuzzy classification
approach for high-resolution multispectral data over urban areas, IEEE
Trans. Geosci. Remote Sens., vol. 4, no. 9, pp. 19201932, September. 2003.
[11] J.A. Gualtieri, R.F. Cromp. (1999) Support Vector Machines for Hyperspectral Remote Sensing Classification, , In
Proceedings of the 27th AIPR Workshop: Advances in Computer-Assisted Recognition. Washington, DC, USA,14 October.
SPIE.
[12] Y. Xiong, Z. Zhang, F. Chen. (2010), Comparison of Artificial Neural Network and Support Vector Machine Methods
for Urban Land Use/Cover Classifications from Remote Sensing Images, In Proceedings of the First International Conference
on Computer Application and System Modeling (ICCASM). Taiyuan, China, 22-24 October. Institute of Electrical and
Electronics Engineers (IEEE ).
123

[13] K.M. Buddhiraju and I.A. Rizvi. Comparison Of Cbf, Ann And Svm Classifiers For Object Based Classification Of
High Resolution Satellite Images, Centre of Studies in Resources Engineering, Indian Institute of Technology Bombay,
Mumbai 400076, INDIA.
[14] J.Guo, J.Zhang.(2008), Study on the Comparison of the Land Cover Classification for Multitemporal MODIS Images, In
Proceedings of the International Workshop on Earth Observation and Remote Sensing Applications. Beijing, China,30 June2 July. Institute of Electrical and Electronics Engineers (IEEE ).
[15] M. Cetin, N. Musaoglu, A. Tanik. Multitemporal Assessment of Land-Use Change in a Rapidly Urbanizing Coastal
Region in Turkey Using Remote Sensing, Environmental Engineering Science, vol. 25, pp.917-028, 2008.
[16] R. G. Congalton, A review of assessing the accuracy of classifications of remotely sensed data, Remote Sens. Environ.,
vol. 37, pp. 3546, 1991.
Acknowledgement:
We would like to acknowledge Tubitak for providing the data belonging to the project named as A Novel
Approach of Multi-Sensor Image Fusion Based on IHS Transformation. (project code: 110Y198)
Biographies:
Ayse Ozturk: Ayse Ozturk began her undergraduate study in Fatih University Computer Engineering Department in 2001
with a full scholarship. She graduated as a computer engineer in 2005. Her research areas are Machine Learning Algorithms
and Data Mining Applications.Ms.Ozturk is a member of local GAT (Young Researchers Group).
Mufit Cetin: In 1996, Mufit Cetin graduated from Yildiz Technical University, Faculty of Civil Engineering, Geodesy and
Photogrammetry Engineering Department. In 2001, he received his MS degree from Gebze Institute of Technology and in
2007, he got his PhD degree from Istanbul Technical University. His research areas are remote sensing and image
processing.Dr. Cetin has national and international publications.
124
The Relationship between the Angle of Repose and

Shape Properties of Granular Materials
Using Image Analysis
Seracettin Arasan1, Engin Yener2
1
Civil Engineering Department, Ataturk University

Civil Engineering Department, Bayburt University
1
arasan@atauni.edu.tr, 2eyener@bayburt.edu.tr
Abstract. The importance of the shape of granular materials is well recognized due to their mechanical
behavior. Durability, workability, shear resistance, tensile strength, stiffness, and fatigue response of concrete
and asphalt concrete is heavily depend on the shape of aggregate particles. In recent years, image analysis is
widely used to analyze the particle shape characteristics of aggregate. In this research, angle of repose and
shape properties of granular materials were compared using image analysis by determining the shape characteristics such as roundness, sphericity, angularity, convexity and fractal dimension. Angle of repose values
were determined using tilting box method (TBM). The test results indicated that there is a good correlation
between some shape properties of granular materials and angle of repose.
Keywords: angle of repose, image analysis, granular materials, roundness, fractal dimension
1 Introduction
The angle of repose is defined as the slope angle for a material pile in which the material can rest without collapse. The angle of repose is one of the most important macroscopic parameters in characterizing the behavior of
granular materials. It has been found that the angle of repose strongly depends on material properties such as
sliding and rolling frictions [1-2] and density of particles [3], and particle characteristics such as size [4] and
shape [5]. It is generally reported that the angle of repose increases with increasing sliding and rolling friction
coefficients and deviation from spheres, and decreases with increasing particle size and container thickness.
However, quantitative description of the dependence that can be used generally in engineering practice is not
available [6].
In recent years, image analysis has been used in widespread applications in many disciplines, such as medicine,
biology, geography, meteorology, manufacturing, and material science. But, there have been relatively fewer
applications of image analysis used in civil engineering. Imaging technology has been used recently to quantify
aggregate shape characteristics and several researchers had investigated the role of aggregate shape in concrete
and asphalt mixture [7-12]. However, there is no comprehensive study that investigated the effect of shape properties to the angle of repose of granular materials. Consequently, the present study was undertaken to investigate
the relationship between the angle of repose and shape properties.
125

2.1 Granular Materials
Calcareous soils and commercially available bearing ball are used in this study. The specific gravity of
materials is determined to 2.62 and 6.5 according to ASTM D 854, respectively. 6 samples of calcareous soils
(C), 6 samples of well-rounded calcareous soils (WRC) and one sample of bearing ball (BB) were prepared with
different graded and roundness for researching all roundness class of soils. The grain size distribution of
materials is also determined according to ASTM D 1140 (Fig. 1). The well rounded calcareous samples were
prepared using Los Angeles Rattler Machine without steel balls as detailed in Arasan [13]. The numbers of
machine revolution were selected 100.000 for well rounded calcareous samples. Roundness values and roundness
classes of used materials are given in Table 1. The roundness values and classes of samples were also determined
by using Cox [14] equation and Powers [15] chart, respectively.
Figure 1. Grain-size distrubition of the samples

Table 1. Roundness and fractal properties of materials used in study
Sample
Calcareous (C)
Well Rounded Calcareous (WRC)
Bearing Ball (BB)
Roundness
Value
0.715-0.740
0.830-0.845
0.910
Roundness Class
Angular-Sub Angular
Well Rounded
Well Rounded
2.2 Shape Properties

In this study, roundness, sphericity, angularity, convexity and fractal dimension are measured for each particle.
The fractal dimension of the particles is evaluated using the area-perimeter method introduced by Mandelbrot
[16] and later Hyslip and Vallejo [17].
Sphericity (S): Sphericity is among a number of indexes that have been proposed for measuring the form of
particles.
[13, 18]...........(1)
Roundness (R): This is a shape factor that has a maximum value of 1 for a circle and smaller values for
shapes having a lower ratio of area to perimeter, longer or thinner shapes, or objects having rough edges.
4. A
P2
[14]........(2)
126
Angularity (K): This is a shape factor that has a minimum value of 1 for circle and higher values for shapes
having angular edges.
[13, 18]............(3)
Convexity (C): Convexity is a measure of the surface roughness of a particle. Convexity is sensitive to changes
insurface roughness but not overall form.
[13, 18]............(4)
where: A = projected area of particle (mm2);
L = projected longest dimension of particle (mm);
P= projected perimeter of particle (mm);
Pellipse= perimeter of equivalent ellipse (mm),
I= projected intermediate dimension of particle
Arectangle= area of bounding rectangle (mm2).
2.3 Image Analysis System and Image Processing
The image analysis system used by the authors consists of a Nikon D80 Camera and Micro 60 mm objective
manufactured by Nikon. In this study, the equipment for taking pictures of particles is set up by mounting a camera on a photographic stand as shown in Figure 2, adjusting the height of the camera (30 cm) to obtain a sufficiently large measurement area on the sample tray, and adjusting the light sources so that there is no shading of
any object placed on the sample tray. Whenever taking a picture, a black cotton cloth was placed on the background to obtain better contrast between the particle and the background pixels. The tests were performed in a
dark room. Four fluorescent light sources were positioned on the base plane to make the borders of the particles
more visible for digital measurements. The flashlight of the camera was not utilized during image acquisition [19,
20].
Figure 2. Schematic of the image analysis systems [19, 20]

The output of camera was a 3872-2592 pixel, 32-bit digital image of RGB color. The aggregate particles were
identified prior to analysis. ImageJ was used as the image analysis program. Threshold gray intensity was therefore chosen. The gray intensity measured on a given point was compared to the threshold value. Then, the initial
gray image was converted into a binary image in which the aggregate particles that have lower gray intensity than
the threshold value were set to black while the background was set to white. Applying a global threshold value for
all the image worked well only if the objects of interest (particles) had uniform interior gray level and rested upon
a background of different, but uniform, gray level. This was made possible in this study by placing particles on
black background. The original image (32-bit digital image of RGB) (a), 8-bit 256 gray scale image (b), 8-bit 256
gray scale image-applied to contrast (c), 8-bit 256 gray scale image-applied to median filter (d), 1-bit binary image-applied to threshold (e) and output of ImageJ image analysis program (f) are shown in Figure 3.
127
Figure 3. Image processing steps

2.4 The Tilting Box Method (Angle of Repose Test)
In this method, granular material is filled in the prismatic test box at the horizontal starting position. Then,
slope angle is slowly increased tilting the box by hand. This process is simultaneously recorded in a camera. At a
tilting angle, the material collapse out of the box. The angle of repose is determined as the maximum angle in
which the material can rest without collapse measuring the angle in the camera records. Tilting box test apparatus
and the determination method of the angle of repose can be seen in Figure 4.
Figure 4. Determining the angle of repose by tilting box method.

3 Result and Discussion
The correlation between angle of repose and particle shape properties (i.e., sphericity, roundness, and convexity) of granular materials are presented in Fig. 5. It is seen that the sphericity, roundness, and convexity decreased
with the angle of repose increased. However, the angularity and fractal dimension increased as the angle of repose
increased (Fig. 6). It is an expected result since higher angularity and lower roundness values represent higher
particle surface irregularities [21-25], and it is well known that increasing particle irregularities increases angle of
repose [3,5].
128
Figure 5. Relationship between shape properties (roundness, sphericity, convexity) and angle of repose
Figure 6. Relationship between shape properties (angularity, fractal dimension) and angle of repose
In addition, some linear relationships are found between the shape properties and angle of repose (Table 2).
The correlation coefficient shape properties and angle of repose were found to be equal to 0.68- 0.78, which
indicated a relatively high correlation between the variables.
Table 2. Relationship between fractal dimensions and shape properties
y
x
S
R
C
A
DR
Relationship
y = -46,576x + 75,4
y = -65,382x + 95,561
y = -146,7x + 148,74
y = 132,76x - 105,34
y = 46,061x - 10,298
R2
0.77
0.70
0.68
0.74
0,78
129
REFERENCES
1 Lee, J., Herrmann, H.J., 1993. Angle of repose and angle of marginal stability: molecular dynamics of
granular particles, Journal of Physics A, 26, 373.
2 Hill, K.M. Kakalios, J., 1995. Reversible axial segregation of rotating granular media, Physical Review
A: Atomic, Molecular, and Optical Physics 52, 4393.
3 Burkalow, A., 1945. Angle of repose and angle of sliding friction: an experimental study, Bulletin of
The Geological Society of America 56, 669.
4 Carstensen, J. Chan, P., 1976. Relation between particle size and repose angles of powder, Powder
Technology 15, 129.
5 Carrigy, M., 1970. Experiments on the angles of repose of granular materials, Sedimentology 14, 147.
6 Zhou YC, Xu BH, Yu AB, Zulli P. An experimental and Numerical study of the angle of repose of
coarse spheres. Powder Technol 2002;125:4554.
7 Erdogan, S.T., 2005. Determination of aggregate shape properties using X-ray tomographic methods and
the effect of shape on concrete rheology, Ph.D. Dissertation, University of Texas at Austin.
8 Masad E, Olcott D, White T, Tashman L. 2001. Correlation of fine aggregate imaging shape indices with
asphalt mixture performance. Transportation Research Record, 1757:148156.
9 Al-Rousan T, Masad E, Tutumluer E, Pan T. 2007. Evaluation of image analysis techniques for quantifying aggregate shape characteristics. Const. Build Mater, 21:978990.
10 Masad E, Button J., 2000. Unified imaging approach for measuring aggregate angularity and texture.
Journal of Computer-Aided Civil and Infrastructure Engineering, 15(4):273-280.
11 Masad E, Button J, Papagiannakis T., 2000. Fine aggregate angularity: automated image analysis approach. Transportation Research Record 1721: 6672.
12 Masad E, Saadeh S, Rousan TA, Garboczi E, Little D. 2005. Computations of particle surface characteristics using optical and X-ray CT images. Computational Materials Science, 34:406-424.
13 Arasan S., (2011). Determination of some geotechnical properties of granular soils by image analysis.
PhD Thesis, Ataturk University, Erzurum, Turkey.
14 Cox, E.A. (1927) A method for assigning numerical and percentage values to the degree of roundness of
sand grains. J. Paleontol., 1: 179183.
15 Powers, M.C. (1953). A new roundness scale for sedimentary particles. J. Sed. Petrol., 23, 117119.
16 Mandelbrot, B.B., (1983). The fractal geometry of nature, W.H. Freeman, San Francisco, CA.
17 Hyslip, J.P., Vallejo, L.E., (1997). Fractal analysis of roughness and size distribution of granular materials. Engineering Geology, 48: 231-244.
18 Arasan, S., Akbulut, S., Hasiloglu, A.S., 2010. The Relationship between the Fractal Dimension and
Shape Properties of Particles. KSCE Journal of Engineering, (accepted).
19 Arasan S., Yener E., Hattatoglu F., Hnsloglu S. Akbulut S. The Correlation between Shape of Aggregate and Mechanical Properties of Asphalt Concrete: Digital Image Processing Approach, Road Materials and Pavement Design (accepted).
20 Arasan, S., Akbulut, S., Hasiloglu, A.S., 2010. Effect of particle size and shape on the grain-size distribution using image analysis. International Journal of Civil and Structural Engineering (accepted).
21 Russell, R.D. and Taylor, R.E. (1937) Roundness and shape of Mississippi River sands. J. Geol., 45,
225267.
22 Krumbein, W.C. (1941) Measurement and geological significance of shape and roundness of sedimentary particles. J. Sed. Petrol., 11: 6472.
23 Rittenhouse, G. (1943) A visual method of estimating twodimensional sphericity. J. Sed. Petrol., 13, 79
81.
24 Pettijohn, F.J. (1949) Sedimentary Rocks. Harper and Brothers, New York, 526 pp.
25 Alshibli, K.A., Alsaleh, M.I., (2004). Characterizing surface roughness and shape of sands using digital
microscopy. Journal of Computing in Civil Engineering, 18 (1): 36-45.
130
An Approach to Part of Speech Tagging

for Turkish
Emir TURNA, ada Can BRANT, Yaln EB
emir.turna@gediz.edu.tr, cagdas@cs.deu.edu.tr, yalcin@cs.deu.edu.tr
Abstract. Nowadays, Natural Language Processing (NLP) is one of most valued topics in the field of information technologies. Many researchers have been working on NLP methods including a wide range of
studies from spell checking to natural language generation. Part of Speech (POS) Tagging is one of the
main topics in NLP researches. The main purpose of POS tagging process is to solve disambiguates occurred during text analysis. In this study, an approach to POS tagging for Turkish was presented. In this
approach, there are two phases: First phase includes the rule definitions about the relationship between
word types and the second phase includes development of the software which is used to analyze the given
sentence by applying the given rules. This software also uses pre-developed tools, Sentence Boundary
Detection and Morphological Analyzer for the text analysis. The studies were carried out both with and
without n-grams. After the analysis carried out, it was seen that more reliable results were obtained when
n-grams applied onto the text to be analyzed.
Keywords: Natural Language Processing, Part Of Speech
What Is Word Clause?

Words generate clauses for develop word or words meaning. Thanks to the clauses, they create relationship
by degrees between concepts. In this way they choose induction from the simple part.
Clauses can be together in sentence for kinds of goals. Some of them for the specifying words and some of
them for indicating words judgment. Words with same or different functioning can be generating clauses.
Side by side words either generate a sentence with declaring judicial or create word clauses with defining motions and assets. That word togetherness based on some rules of Turkish syntax. And the clearest feature of this is,
main element of sentence is at the end.
Word clauses are side by side words that be together for specifying an attribute, a situation, a motion, a
concept within certain rules.
Attributes, situations, motions and concepts can be specifying with a word. But if that word cannot be
enough for defining one of them and only way is word clause, we use word groups.
At this point, there are some important cases. These are;
a) Word clauses behave like a word in a sentence and in other word clauses.
b) Arrangement of words is regular within a group.
c) The suffix at the end of the word clause belongs to all words not the last one.
131
Word Line-Up Rules

Like at the first time we said, order of the words in sentences is under some rules. We called Regular Sentence this kind of sentence. We can find word clauses easily with these rules.
General line-up rules are;
T = A + E
A = A
A = A + A
A = S + A
S = S
S = B + S
B = B
B= B + B
= A +
E= E
E= A + E
E= A + A + E
Ali
Alinin arabas
gzel kz
gzel
ok gzel
ok, yava, ileri, az
ok yava, daha hzl
araba ile (arabayla), okula doru,
(Ali) dt.
(Ali) okula geldi.
(Aye) Aliye kazak rd.
E= A + B + E
(Ali) okula koarak geldi.
E= A + + E
(Ali) okula arabayla geldi.
As you see in the table, a sentence is either a noun clause or a verb clause. The reason of this is, word of
determines type of sentence is at the end of the sentence. (It is a rule of regular sentence). This word can have
noun or verb root. After finding this item, we must analyze every word itself and according to word after it.
Every word can be a clause by itself. Because of this is when multiple words can be together they behave
like one word. So we can think whole word clause like one type. In this condition one word is one clause.
In word clauses there is an iterative structure. So if two words with the same type come together, they can
create first words clause type again.
Exp: A + A A + A A
When we investigate these line-up rules, the word at the end determine type of clause. So reverse order
view brings us most accurate result, when we analyze sentences or word groups.
What Is N-Gram?
One of the required data in many NLP Works like speech determination and machine translation is basic
statistical information about the language. Simply, these systems need what is the probability of coincidence information of a word or words in that language. This information is obtained from a mechanism called
Language Model. In this topic, because of its simplicity, a popular approach is called N-Gram Language Model.
Basically, this model brings you which often one, two or more word is found side by side in a text.
Exp :
"kedi"
"tekir kedi"
"sevimli tekir kedi"
N means number of word in N-Gram word. In the examples, "tekir kedi" is 2-grams or bigram, "sevimli tekir kedi" is 3-grams or "trigram".
132
That kind of statistics or information is generally obtained with counting number of side by side words in
large-scale texts. Naturally, probability of tekir kedi is greater than tekir kpek probability. Because tekir
adjective is usually used for kedi.
N-Gram method is also used for determining a text is in which language by computer. Computer can do
this with checking a words side by side letters pattern.
Exp:
Bilgisayar 2 Gram b bi il lg gi is sa ay ya ar r
3 Gram b bil ilg lgi gis isa say aya yar r
Every languages words N-Gram patterns like 2-Gram, 3-Gram are different. So with this approach a
texts language can discover.
Importance Of N-Gram About Clauses
If we use N-Gram method with clauses instead of whole text, we can discover more meaningful and
more logical results according to general outcomes.
After reaching significant word clauses according to side-by-side rules, to analyze these clauses about NGram method will be very important to examine sentence or text, summarize, or understand the topic.
Exp:
Dmenin terbiye edemediini dalgalar terbiye eder.
If we do N-Gram analyze to the whole sentence with whole words, we will get some meaningless results
like dmenin terbiye or dalgalar terbiye. But when we do same operation after finding word clauses, these
insignificant conclusions cant be in your hands. This type of analyze leads us to the more correct conclusions.
Application Areas Of Clauses
Sentences Meaning Analysis
If we find clauses of a sentence, meaning analyze will be easier. Because of words have different means,
finding the sentences mean is difficult. We will have many options so to realize which one is the most correct
mean in the sentence is going to spend our too much time. However if we know clauses of sentence, reaching the
main point of sentence will be simple. Therefore it leads us to comment about sentence semantically.
Word Accents
Every sentence can have a main point. This point is told or talked about it semantically. It is called accents and it can anywhere in sentence. Knowing how to consist word clauses in the sentence will help us to find
which word or word clause has accent. In addition to sentences general accent, words can have own accent, too.
In this situation having clauses helps us again. Because if there is a subordinate in a clause or if a word specifies,
clauses show us which word or what is in the foreground.
Text Summarization Based On Semantic Analysis

When we analyze words or word groups in a sentence using clauses, we can reach what is text about.
Using word clauses and these clauses mean in the sentence help us to take meaningful and completely covering
summarization. Consequently, summarization is a job to reveal compressed text which has whole meaning from
whole text. When we choose right sentence, which mean they have true clauses, they will show us the summary.
Finding Sentence Elements
When we find clauses, we must know types of words. Because of this is types cause diversification of
clauses. If we know word types, it will give us what this word using for. If there is an adverb or a conjunction in a
sentence, this show us, these words are in complements group. In the same way, noble verb or noble noun word,
that show us what action is, is bring us predicate. With this method, separation of words elements will be easier.
Grouping of Text
Different grouping methods can be chosen according to criterion in a text. These methods can change
133
according to words meaning in the text, mission in the text or even kind of words. We can use these grouping to
get statistics or reach meaning of sentence. In this point, knowing clauses helps us to understand words meaning
and kind of the word. Instead of analyzing words alone, examining clauses can help us to put the words to the
right group according to our determined grouping method.
Access Right Meaning and Right Document (Information Retrieval)
Like we previously explained at the N-Gram analyze, to use clauses is very helpful to access words of
sentence. Instead of whole words analyze, investigation of clauses gains us time for reaching to the right place in
the sentence or text. Because of clauses help us for finding meaning of word in the sentence, it will be very important to do search right thing and not to take wrong answers.
Finding Clauses
Main common point of word clauses is entitled according to its words types and that word clause is determined by its words. In this case, first of all we must define words types of sentence to find clauses in a sentence and classify these
After identifying word kinds, we will decide clauses with side-by-side rules according to these kinds.
Rule Creation
Side-by-side rules are not enough for judging, when we separate clauses according their types. The
reason of this is, if words are side-by-side just because of their types, meaningless word clauses can consist. So
we must generate usual rules for more special and detail results. May be side-by-side words suffixes can create a
general rule. Many rules should be developed like this. Rate of true return results can be increased with more
rule-based system in new versions of project.
Effect Of Punctuation Marks
In a sentence, comma between words acts for separating them. But it is not useful always for maximum
solution.
Exp: Kk Okulu sevdi.
Kk, okulu sevdi.
In above sentences, comma causes to create two different clause structures. In the first sentence if there
is no comma, kk okul is a noun clause(A). But the second one both of kk and okul are noun
clauses (A). On the other hand, in Aye gzel, alml ve bakml bir kzdr sentence, comma dont change the
structure, only separating adjectives. Because of these situations, when we examine a sentence, we should also
evaluate punctuation marks.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
Kristina Toutanova and Christopher D. Manning. 2000. Enriching the Knowledge Sources Used in a Maximum
Entropy Part-of-Speech Tagger. In Proceedings of the Joint SIGDAT Conference on Empirical Methods in Natural
Language Processing and Very Large Corpora (EMNLP/VLC-2000), pp. 63-70.
R. Garside, G. Leech and G. Sampson (eds), 1987, The CLAWS Word-tagging System. The Computational
Analysis of English: A Corpus-based Approach. London: Longman.
Levent Altunyurt & Zihni Orhan,June 2006, Submitted to the Department of Computer Engineering in partial
fulfilment of the requirements for the degree of Bachelor of Science in Computer Engineering, Boazii University
http://cogcomp.cs.illinois.edu/page/software_view/3, Illinois University
Helmut Schmid at the Institute for Computational Linguistics of the University of Stuttgart,
http://www.ims.uni-stuttgart.de/projekte/corplex/TreeTagger/
Antworth, E. L. 1990. PC-KIMMO: A Two-level Processor for Morphological Analysis. Summer Institute of
Linguistics, Dallas, TX.
Brill, E. 1992. A simple rule-based part-of-speech tagger. In Proceedings of the Third Conference on Applied
Computational Linguistics, Trento, Italy.
Brill, E. 1995. Transformation-based error-driven learning and natural language processing: A case study in partof-speech tagging. Computational Linguistics, 21(4), 543-566.
Church, K. W. 1988. A stochastic parts program and noun phrase parser for unrestricted text. In Second Conference
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on Applied Natural Language Processing, pp. 136-143. ACL.

Cutting, D., Kupiec, J., Pedersen, J. O., and Sibun, P. 1992. A practical part-of-speech tagger. In Third Conference
on Applied Natural Language Processing, pp. 133-140. ACL.
Dandapat, S., Sarkar, S., Basu, A. 2004. A Hybrid Model for Part-of-Speech Tagging and its Application to
Bengali. In International Conference on Computational Intelligence, pp. 169-172.
DeRose, S. J. 1988. Grammatical category disambiguation by statistical optimization. Computational Linguistics,
14, 31-39.
Jurafsky, D., Martin, J. H. 2000. Speech and Language Processing: An Introduction to Natural Language
Processing, Computational Linguistics, and Speech Recognition. Prentice-Hall, New Jersey.
Karlsson, F., Voutilainen, A., Heikkil, J., and Anttila, A. 1995. Constraint Grammar: A Language-Independent
System for Parsing Unrestricted Text. Mouton de Gruyter, Berlin.
Oflazer, K., Kuruoz, I. 1994. Tagging and morphological disambiguation of Turkish text. In Fourth Conference on
Applied Natural Language Processing, pp. 144-149.
Voutilainen, A. 1995. Morphological disambiguation. In Karlsson, F., Voutilainen, A., Heikkil, J., and Anttila, A.
(Eds.), Constraint Grammar: A Language-Independent System for Parsing Unrestricted Text, pp. 165-284. Mouton
de Gruyter, Berlin.
Dhanalakshmi V, Anand kumar M, Rajendran S, Soman K P,POS Tagger and Chunker for Tamil LanguageTamil
University, Thanjavur, Tamilnadu, India
Biographies
S. Emir TURNA He was born in Sakarya in 18th February, 1987. He graduated from university in 2009 and he is in
master degree in Dokuz Eyll University, Computer Engineering Department.
His main research area is natural language processing and word clauses. This is the first publication of Mr. TURNA. Before this, there are some researches about research algorithms in Turkish sentences and some big corpus.
Mr. TURNA is a member of NLP group of Dokuz Eyll University and association of electrical engineers.
ada Can BRANT He was born in zmir in 4th August, 1982. He graduated from university in 2005.He had received B.S. degree in Dep. of Comp. Eng. from Izmir Institute of Technology and then M.S. degree in Dep.of Comp.Eng
from Dokuz Eyll University(DEU).He also has been Ph.D. students in same department .
His main research area is natural language processing and software engineering. He works in projects, some of them are
accepted by TDK. Before this, there are some researches about rule based morphological analysis.
Mr. BRANT is a member of NLP group of Dokuz Eyll University.
Yaln EB He was born in Ordu in 1st January, 1964. He received B.Sc., M.Sc. and Ph.D. degrees in Mining Engineering from Dokuz Eylul University. He received Associate Professor and Professor degrees in 2000 and 2009, respectively. He is still working at Computer Enginering Department of Dokuz Eylul University.
His main research areas are Natural Language Processing, Wireless Sensor Networks and Production Scheduling in Open
Pit Mines.
Mr.EB is a member of Chamber of Mining Engineers, Turkish Linguistics Association (TDK) Turkish World Computer Aided Linguistics Working Group, Dokuz Eylul University Natural Language Processing group.
135
Performance Analysis of Eigenfaces Method in

Face Recognition System
Salih GRGNOLU1, Kadriye Z2, afak BAYIR3
1
Department of Computer Engineering, Engineering Faculty, Karabk University, Karabk, Turkey

Department of Electronics and Computer Education, Technical Education Faculty, Karabk University, Karabk, Turkey
3
Department of Educational Sciences, Literature Faculty, Karabk University, Karabk, Turkey
1
sgorgunoglu@karabuk.edu.tr,2kadriyeoz@karabuk.edu.tr, 3safakbayir@karabuk.edu.tr
Abstract. Human face is one of the major biometric characteristic utilised in order to differentiate individuals from each other. Automatic recognition systems have been developed in order to identify and differentiate individuals for various purposes. Fingerprint is the most utilised biometric characteristic in these systems.
Face characteristic is the secondary biometric characteristic. These biometrics are generally used to meet the
security needs in many systems. Fingerprint is more common than face characteristic in terms of obtainability,
widespread use and reliability. However, it is not possible to track an individual who is involved in an event
at the street automatically with cameras via fingerprint method. On the other hand, it is possible to recognise
the face of an individual from a distance via cameras. Moreover, face recognition can also be used with the
other biometrics in order to meet the tracking or security need. Therefore, face analysis is still an important
subject. Automatic face recognition software was developed in this study. Face analyses included in system
were realised utilising eigenfaces method, error curves were provided according to this method and time
analyses of the algorithms used were made in order to find out the algorithms that affect the system much
more in terms of time.
Keywords: face recognition, eigenfaces, performance analysis, principal component analysis
1 Introduction
The security needs of individuals and institutions should be meet in parallel with the developments in technology.
Alternative methods are also needed beside basic precautions in order to increase security. Using biometric characteristics is one of these methods. Biometric characteristics display diversity among individuals. Characteristics
such as eye retina, fingerprint, signature, face, voice, DNA are accepted as biometric data. Biometric characteristics are regarded as safer and preferred since it is impossible to be lost, forgotten and stolen. Fingerprint is a biometric characteristic which has been used for a long time and more widespread.
The comparison of biometric systems is given in Table 1 [1]. Face image is in second order with 15.4% usage
ratio in terms of widespread use. When the face recognition is compared to the other biometrics, it is seen that its
usage is low in terms of distinctiveness and performance, but on the other hand, high in terms of universality,
collectability, acceptability and circumvention [2].
136
Face
Fingerprint
Hand Geometry
Iris
Keystroke
Signature
Voice
H
M
M
H
L
L
M
L
H
M
H
L
L
L
M
H
M
H
L
L
L
H
M
H
M
M
H
M
L
H
M
H
L
L
L
Circumvention
Acceptability
Performance
Collectability
Permanence
Biometric identifier
Distinctiveness
Universality
Table 1. Comparison of Various Biometric Technologies [1]
H
M
M
L
M
H
H
H
M
M
L
M
H
H
High=H, Medium=M and Low=L

There are various areas where face recognition can be utilised. These can be grouped as face identification,
face classification or sex determination. Some of the applications which utilise beneficially face recognition are as
follows: crowd surveillance, video content indexing, personal identification (e.g. drivers license), mug shots
matching, entrance security [3].
Principal Component Analysis (PCA) is an effective statistical method used in face recognition. At first, Turk
and Pentland developed a face recognition system using PCA [4]. There are many face recognition studies using
this method [3] [5-10].
In this study, general purpose face recognition system that can be used for security was developed utilising a
generally known method, that is to say Eigenfaces Method or in other words, Principal Component Analysis
(PCA) and time performance analyses of the system were made.
2 PCA Algorithm
Principal Component Analysis (PCA) is used in the reduction of high dimensional data into smaller dimensions
by taking distinctive characteristics into consideration [3].
This procedure consists of two stages: 1) training stage and 2) recognition stage [4]. In training stage, eigenmatrix which is required for recognition is formed from sample data for recognition.
1 dimensional one column matrix is formed from gray coloured 2 dimensional images. If we denote the images
included in training set as 1, 2, , M the mean related to these images is computed as follows:
1
M
n 1
(1)
The difference of each image from mean is obtained as below:
i i
(2)
The dimension of this high dimensional matrix requires to be reduced by finding orthonormal uk vector in M
number which denotes this high dimensional matrix optimally. Vectors are selected to maximise k.
1
M
(u
n 1
T
k
n )
(3)
These k values and uk vectors are the eigenvalues and eigenvectors of covariance matrix.
1
M
(
n 1
Tn )
(4)
C AA T
137
C matrix is in N2 x N2 dimension for the samples which are in N x N dimensions. Since it will be difficult to
calculate the eigenvalues and eigenvectors of this matrix which is in these dimensions, the eigenvalues and eigenvectors of the matrix given below are calculated.
L AT A
(5)
It is assumed that the number of the pictures will be smaller than the image dimension. Besides, eigenvalues of
matrix which is in M x M dimension are adequate for the problem of face recognition. A new matrix consists of
V v , v , v ,...., v
A , , ,....,
1
2
3
n C covariance matrix and
1
2
3
n which symboliseigenvectors of
es matrix consists of vectors displaying the differences of each face images from mean related to face and also
U u1 , u 2 , u3 ,...., u N and eigenface matrix including N number eigenfaces is

T
which is denoted with

formed.
U V . AT
(6)
Feature vector related to any face using eigenfaces is represented as follows:
wk u k
(7)
The image which will be used in the recognition stage should be in grayscale. Initially, the difference of T vector from mean related to face data is calculated as in Equation 8.
(8)
T T
In this stage, wT feature vector of the face which will be recognised is calculated by multiplying T difference
U u1 , u 2 , u3 ,...., u N eigenface vector.

wt U . T
T
vector with
(9)
W w , w , w ,...., w
1
2
3
N matrix disDistance of calculated wT feature vector to wi feature vectors forming
play the similarity of the image which will be processed to the face image recorded and which was being com-
pared to feature vector. The response which will be generated by the system as recognised face is the imagei
which generates the lowest value out of di values calculated in Equation 10.
M
d i wT ( j ) wi ( j ) , i 1,2,...N
(10)
j 1
Software
C# programming language in Visual Studio .NET environment was used for face recognition system developed within this study. The screenshot of face recognition software developed is given in Figure 1. There are 3
menus in the programme: Database, Analysis and Recognition. Database menu is used in programme to select
database which will be used in training stage. User can either use ORL Database[11] or PICS Database[12]. Furthermore, he/she can utilize user-defined databases including face images. Time analyses can be displayed with
FMR and FNMR graphics utilising Analysis menu. Recognition menu is used for new face recognition procedure.
A new image can be selected with New menu and recognition procedures can be initiated with Recognition menu.
At the end of the recognition procedure, the image of the person recognised is displayed in the screen. If the procedure fails, the warning of Could Not Be Recognised is displayed.
138
Fig. 1. Software Interface

Face recognition software developed utilises eigenfaces method. Training set used in obtaining eigenfaces is
left to user choice. User can use the images by selecting the folder including face images. Images are initially
converted into grayscale considering that they can either be grayscale or coloured. Furthermore, RGB (RedGreen-Blue) brightness values of images are multiplied by equal coefficients in order not to distort the grayscale
images. Normalisation was used in order for the system to tolerate the different lightings. Grayscale maximum
and minimum values were obtained for each image. Image values were recalculated using min-max method.
x min
max min
(11)
Images pre-processed are reduced into smaller sizes with Principal Component Analysis method. Best eigenfaces in M numbers which will represent the faces in the database are searched using PCA algorithm stages.
Eigenvalue and eigenvectors related to the matrix where the values of images are stored should be obtained in the
calculation of eigenfaces. In this study, QL Method was used in the calculations of eigenfaces and eigenvectors[13]. Eigenvectors are arranged from the highest to the lowest according to corresponding eigenvalues.
Weights related to these eigenfaces are used in the recognition of the new face.
Recognition of the new face which is the second stage in face recognition is related to the issue of deciding
whether an individual is the person who is already known. The face image which will be recognised is converted
into grayscale for recognition procedure. Min-max normalisation is carried out to reduce lighting effects. Weights
are obtained by utilising PCA algorithm stages. Distance between faces is calculated with Euclidian distance
method where represent weights (=[w1,w2,...wM]).
d k k
(12)
Threshold value gains importance in the comparison procedure of the weights. Distance is divided into the
number of feature vector since feature vector used affects distance, namely, difference. Therewith, distance obtained does not display diversity according to the number of feature vector. Therefore, common threshold value
can be determined for different databases. Distance occurred exists approximately between [0-2] interval. These
values became determinative in the selection of threshold value. False Match Rate (FMR) and False Non-Match
Rate (FNMR) ratios are used in the selection of threshold value. Equal Error Rate (EER) denotes error rate ob-
139
tained on the condition of FNMR(T)=FMR(T). In other words, EER is the level where the numbers of false rejection rate and false match rate are equal.
4 Conclusions
As a result, a face recognition system based on eigenfaces method was developed in this study. Eigenfaces
method is preferred as a rapid solution approach due to the fact that it can easily be applied. It was observed that
satisfactory results were obtained under different lightings utilising the face recognition system suggested. Besides, changes in the poses which do not affect the visibility of face are also tolerated by the system. Preprocesses carried out for images, procedures carried out for calculation of eigenfaces and face image which will
be recognised were analysed and evaluated in terms of time. Results of time analyses are considered as satisfactory where there are face images in small quantities, on the other hand, the calculations of eigenvectors and eigenfaces of the system where there are face images in large quantities, for instance, 10000 images, become slowly. It
is thought that the face recognition system suggested in this study can be developed in terms of speed considering
the necessity of recalculating eigenvectors and eigenfaces for each new person who will be added to the system.
Error curves of eigenfaces method according to ORL database including face images are displayed in Figure 2(a).
Moreover, error curves according to PICS database including face images are displayed in Figure 2(b).
(a)
Fig. 2. Error curves a) ORL database
(b)
b) PICS database (66/7)
140
Table 2. Time analysis of databases.

Database
ORL
PICS
Number of Image / Person
10/40
7/66
Resolution (pixel)
92x112
288x384
Duration of Algorithims (seconds)
Reading gray images
5.36
185.982
Normalization
0.0002
0.001
Mean calculation
0.002
0.001
Display mean
0.000
0.104
(A) calculation
0.47
6.784
A Transpose calculation
0.20
3.287
L calculation
54.80
2608.400
Eigenvector calculation
3.26
4.786
U calculation
2.53
78.976
W calculation
2.85
130.985
U Transpose calculation
0.004
0.053
Eigenface Display Time
0.01
0.118
Total Training Phase
58,257
3029.168
Reading Gray Scale Image
0.04
0.375
Normalization
0.009
0.080
Phi Calculation
0.0001
0.001
Distance Calculation
0.0001
0.000
Display recognized face
0.02
0.166
Total Recognizing Phase
0.08
0.658
Moreover, time analyses related to this method are displayed in Table 2. Processing times were obtained via
desktop PC containing Intel(R) Core(TM) 2 Quad Q8300 2.50 GHz microprocessor and 4 GB RAM with Windows 7 Ultimate operation system. It is seen that the calculation of covariance matrix requires rather long processing time in Table 2. It is aimed to increase the system performance with parallel programming in our subsequent study.
References
1.
Uluda, U.; Pankanti, S.; Prabhakar, S. and Jain, A. K. (2004). Biometric Cryptosystems: Issues and Challenges. In
Proceedings of the IEEE , Special Issue on Enabling Security Technology for Digital Rights Management, Vol. 92,
No. 6, pp. 948-960.
2. Sarma, G. and Singh, P. K. (2010). Internet Banking: Risk Analysis and Applicability of Biometric Technology for
Authentication. Int. J. Pure Appl. Sci. Technol. 1(2): 67-78.
3. Kim, K. (unpublished paper) Face Recognition Using Principle Component Analysis. Department of Computer Science, University of Maryland, College Park, USA
4. Turk, M. and Pentland, A. (1991). Eigenfaces for Recognition. J. Cognitive Neuroscience 3(1): 71-86.
5. Neerja, and Walia, E. (2008) Face Recognition Using Improved Fast PCA Algorithm. Congress on Image and Signal Processing 1: 554 558.
6. Wang, L.; Wang,, X.; Zhang, X. and Feng, J. (2005). The equivalence of two-dimensional PCA to line-based PCA.
Pattern Recognition Letter 26(1):.57 60.
7. Yang, J.; Zhang, D.; Frangi, A.F. and Yang, J. (2004).Two-Dimensional PCA: A New Approach to AppearanceBased Face Representation and Recognition. IEEE Trans. Pattern Analysis and Machine Intelligence 26(1):131137.
8. Yu, H. and Yang, J.(2001). A Direct LDA Algorithm for High Dimensional Data-with Application to Face Recognition. Pattern Recognition 34:2067-2070.
9. Yambor, W.; Draper, B. and Beveridge, R. 2002. Analyzing PCA-based Face Recognition Algorithms: Eigenvector
Selection and Distance Measures. Empirical Evaluation Methods in Computer Vision. Singapore: World Scientific
Press.
10. Sahoolizadeh, A.H.; Heidari, B.Z. and Dehghani, C.H. (2008). A new face recognition method using PCA, LDA,
and neural network. International Journal of Computer Science and Engineering 2(4): 218-223.
141

11. Lawrence, S.; Giles, C.L.; Tsoi, A.C. and Back, A.D. (1997). Face Recognition: A Convolutional Neural Network
Approach. IEEE Transactions on Neural Networks 8: 98-113.
12. Psychological Image Collection at Stirling (PICS), University of Stirling Psychology Department,
http://pics.psych.stir.ac.uk/.
13. Preuss, W. H.; Teukolsky, S. A.; Vetterling, W.T. and Flannery, B. P. 2007 Numerical Recipes in C, 3nd ed; Cambridge: Cambridge University Press.
Biographies
Salih GRGNOLU- Salih GRGNOLU was born in orum in 1970. He graduated from Gazi University in 1995.
He received his M.Sc. and Ph.D. degrees from the same university in 2000 and 2007 respectively. He worked as instructor at
Gazi University between the years 1999-2007. His areas of interest include biometric systems, image processing, microprocessors and neural network applications. Asst. Prof. Dr. Grgnolu still works for Karabk University, Department of Computer Engineering.
Kadriye Z Kadriye Z was born in Karabk in 1982. She graduated from Ege University in 2005. She is interested in
image processing and parallel programming. Research Assistant z still works for Karabuk University, Department of Electronics and Computer Education.
afak BAYIR afak BAYIR was born in Berlin in 1973. He graduated from Uluda University in 1998. He received M.A.
degree from Department of English Language Teaching, Social Sciences Institute, Uluda University, Bursa, Turkey in 2000.
He received Ph.D. degree from Department of Computer and Instructional Technologies Education, Educational Sciences
Institute, Ankara University, Ankara, Turkey in 2009. His major field of study is educational technology.
142
Support Vector Machines with the COIL-20 Image

Library Classification Practice
1
Baha en1, Ahmet elik2

baha.sen@gmail.com, 2 mail.ahmetcelik@gmail.com
Abstract. In this study on a picture library, learning was performed using COIL-20 based on an attribute SVM (Support Vector Machine) classification method was used on the data set which will be used in
the study. In this study the attributions of the images (toys and not toys) were taught to the system with
help of SVM. And example code of this method was conducted in Matlab package program. On SVM
decision mechanism, the classification was performed using the values obtained by subtracting the average from each data set as an attribute.
Keywords: Support Vector Machine, COIL-20, Computer learning, Data mining, Optimization, Image
classification
1. Introduction
SVM is an method of classification based on optimization and with this method, we can make a classification
including linear and non linear. Support vector is a classification group including machine learning methods
[1],[2]. According to the problem first encountered, linear classification is tried first if linear classification cant
be carried, non linear classification is preferred then in this study, two class separation was performed using a
linear classification. While doing this classification, choosing the most appropriate most plane was considered
too. The most classification points from each class on the weight vector elements were selected, choosing the
most appropriate plane [3]. Taking into account these points classifying toys and non toys from the data set in the
COIL -20 Image Library [4] which includes 20 grey scale image (Fig. 1 shows an example), and was preferred
mostly, was prevailed 100 % rate linearly.
Fig. 1. COIL-20 Image Library is shown.
143
2. Classification
Classification in data mining is commonly used to reveal hidden patterns on database [5]. Classification is to
use the differences of an object by using these differences to be able separate different object to different classification (Fig. 2 shows an example). Basic purpose, is to separate our example space plane into two separate optimum classes {-1,1} using separator function. While creating two classes the maximum length of the two points
from the distinguishing plane was ascertained [6],[7],[8].
: Class 1
: Class 2
Fig. 2. Different classes are shown.

Classification can be done by using several methods. But in this study SVM was used. A process is followed to
classify the data. First of all part of the data set should be used to make up classification level for the aim of education. Later if a new situation arose classification can be mode using these limitations. SVM is very useful, data
learning classification method, trying to find in two which has positive and negative samples.
2.1. Support Vector Machine (SVM)
SVM method performs the classification with the help of linear and non linear function. This method depends
on guessing the most appropriate function to separate the data. The method mostly taking place in machine learning methods are also preferred in data mining nowadays. In this method, two classes not overlapping each other is
created with the help of a boundary plane. The data remaining on the top (y=1) and on the bottom (y=-1) include
different class data [5],[8]. Boundary plane is expressed as follows,
.x b 0
(1)
In this expression; w: the weight vector, b: constant, x represent the attribute values. This expression also can be
as follows [11],[12].
(2)
wi .xi b 0
Points remaining at the top of bounder plane meet the following inequality.
w.x b 0 y 1 (class 1)
[8]
(3)
Points remaining at the bottom of bounder plane meet the following inequality.
144
w.x b 0 y 1 (class 2)
f(x) yi i xxi b
[8]
[5]
(4)
(5)
The sign of the outcome f(x), indicates class membership of x. xi vectors show support vectors of the plane.
Signal functions are expressed as follows;
f(x) sign(w.x b)
[8]
(6)
3. Test Application Method

In this study, COIL-20 image librarys images were classified (toys and not toys) using SVM (Fig. 3 shows an
example). SVM is the most suitable method for image classification through learning stage [9],[10].
The images attributions (toys and not toys) were taught to the system with help of SVM. Then, attributes of
the test, photos were classified using SVM. First for the x entries N training data samples were decided. After
that, giving qualities of space
{-1,1} and the yi attributes, f(x) function classifying two groups differently was
gained.
Fig. 3. Different classes in COIL-20 image library.

First each of the M at M*N matrix size were transformed into [M*N]*1 vectors. x is a matrix and its size
M*N. Its average was removed from itself and calculated to be as follows.
x ( x - repmat(mean(x,1 ),[ 20 1]) ) / 1000
(7)
y matrix is shown in Table 1 but in fact, y [M, 1] (20 lines and 1 column) and at first as the size of the values
assigned to -1, then images of toy is divided into classes by giving a value of 1.
145
Table 1. Example levels of classification are determined as follows.

y matrix
y(1)
y(3)
y(4)
y(6)
y(13)
y(19)
values
1
1
1
1
1
1
a inv(H)*ones(M,1 ) a : Lagrange multiplier

T
H i j yi y j .(xi .x j )
(8)
[11],[13]
(9)
[14]
w sum( repmat( alfa.*y, [1 N] ).*x )
(10)
b sum( 1./y - x*w' ) / M
(11)
f sign(x*w' b)
(12)
The values in the command window show result values and these values consist of 3 columns. According to yi
classification level and this level gathered depending on f(x) function are shown and in the part of learning result,
a performance measurement was done comparing the values found with the help of f(x) function and the classification values found first hand. For the sample data set there is 100% success. The practice, of this sample data
set is given in Table 2.
Table 2. This table is showing practices results : 100% performance. yi :level of classification. f(x) : is function of classification.
yi
f(x)
1
-1
1
1
-1
1
-1
-1
-1
-1
-1
-1
1
-1
-1
-1
-1
-1
1
-1
1
-1
1
1
-1
1
-1
-1
-1
-1
-1
-1
1
-1
-1
-1
-1
-1
1
-1
Learning
results
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
146
3.1. The Pseudo Code of Program

//This programs code is written and performed on Matlab.
Set image size
for i = 0 to size of images row
for j = 0 to size of images column
put pixels value in matrix
end
end
calculate x matrixs values
Set attribute of images (non toys in yi)
//Then calculate parameters as follow
Hessien matrix
//it is for
(alfa) values
//it must be >= 0
w the weight vector
//it is for f(x)
b constant and
//and it is for f(x)
f(x) function
//After these steps, get results
If f(x) equal to yi
Print result=1 //this means that program is true.
else
Print result=0
4. Findings - Conclusion
According to the results obtained in this study, the data set of COIL-20 Image Library classification was carried out with toys image data and non-toys image data. Support vector machine (SVM) is a classification method
based on optimization. SVM method in the study, a classification of images in the library of COIL-20 has been
successfully performed. Using class function was performed in different categories of data in this data set. On
this functions distinctive basic points are weight vector (w), constant value (b) and attribute value (x). The other
is Hessien matrix, with the help of Lagrange multiplier (). This multiplier is one important step in obtaining
values of the function. According to the results of the experiment, SVM classification method can be used to
obtain reliable results.
147
References
1.
2.
http://www.support-vector-machines.org/
O. G. Sezer, A. Ercil and M. Keskinoz (2005) Subspace Based Object Recognition Using Support Vector Machine,
EUSIPCO.
3. Ch.Srinivasa Rao , S.Srinivas Kumar, B.Chandra Mohan (2010) Content Based mage Retrieval Using Exact Legendre Moments And Support Vektr Machine, JIMA, Vol 2, No 2.
4. S. A. Nene, S. K. Nayar and H. Murase, (996) "Columbia Object Image Library (COIL-20),"Technical Report
CUCS-005-96.
5. Dr. Yaln zkan, (2008) Veri Madencilii Yntemleri Papatya Yay.
6. Chih-Wei Hsu, Chih-Chung Chang, and Chih-Jen Lin (2010), A Practical Guide to Support Vector Classification,
, Department of Computer Science, National Taiwan University, Taipei 106, Taiwan.
7. Florian Markowetz, Max-Planck (2003), Classication by Support Vector Machines -Institute for Molecular Genetics Computational Molecular Biology, Berlin, Practical DNA Microarray Analysis.
8. Kristin P. Bennett and Colin Campbell, /2000) "Support Vector Machines: Hype or Hallelujah?", SIGKDD Explorations, 2,2, 113.
9. http://www.cs.columbia.edu/CAVE/software/softlib/coil-20.php
10. V.N. Pawar, Sanjay N. Talbar,(2009), An Investigation of Significant Object Recognition Techniques, IJCSNS International Journal of Computer Science and Network Security, VOL.9 No.5.
11. http://en.wikipedia.org/wiki/
12. http://nlp.stanford.edu/IR-book/
13. Christopher J. C. Burges, (1998), A Tutorial on Support Vector Machines for Pattern Recognition by. Data Mining
and Knowledge Discovery 2:121167.
14. March (2009) Support Vector Machines Explained, Tristan Fletcher.
Biographies
First authors name is Baha en. He received his B.Sc. Computer Science Department
from the Gazi University, Ankara/Turkey in 1996. He received his M. Sc. Degree from
Institute of Science And Technology, Gazi University in 1999, and his Ph.D. degree from
same department.
His research interests include graphics, vision, genetic algorithms, expert system, computer parallel systems, geographical information systems, 3d modeling and simulation
systems.
Second authors name is Ahmet elik. He received his B.Sc. Computer Science Department from the Seluk University, Konya/Turkey in 2003. He received his M. Sc. Degree from Institute of Science And Technology, Dumlupnar University in 2010, and he is
a Ph.D. student in Institute of Science And Technology, Karabuk University now.
His research interests include graphics, vision, computer systems, network systems,
expert system, data mining systems, simulation systems, and computer parallel systems.
148
Learning Management System Design and Network

Access Security with RFID
Dr. Ali BULDU1, Nagihan BEKDA2, Serdar SERT 3
1
alibuldu@marmara.edu.tr, 2nbekdas@gmail.com, 3serdar@serdarsert.com
Abstract. Nowadays, the number of students that studying at undergraduate level increases gradually.
This situation makes internet-base education a better alternative for students. Internet-base education itself
can be used as a education method as well as a method for supporting formal education. This project, with a
variety of modules developed, offers a solution to all steps in the life of a students education such as enrollment to institution, learning-teaching and assessment. In addition to this, user identification module with
RFID is developed as an alternative to username-password system login application. Thus, system login becomes much more practical with the RFID cards that are provided to students.
Keywords: learning management system education e-learning radio frequency identification RFID internet security
1 Introduction
Today, students who studying at undergraduate level, need education that independent of time and space because of their life together with training and business. This situation brought about the need for students to use
technology. So, supporting formal education or as another option to formal education, the importance of webbased education has increased steadily.
In this study is intended to bring the solution with a software development requirement, the software provides
training on the internet. This software is a solution of all educational stages as Students' system registration, education process and assessment of student achievement with a variety of test modules. So that allows students to
receive education as synchronous or asynchronous and aims to develop a solution to the negativity which brought
formal training environment.
At the same time, educational institutions, students will be served the identification cards, which has RFID specialty. Students can access the software with that cards, in-house or outside the institution by a computer that has
RFID reader, without the need for security measures provided by the computer user name and password.
149
Fig. 1. e-Learning Management System Block Diagram
New Methods in Education: E- Learning Management System
The elearning management system(e-LMS) which uses to achieve e- learning, provides management of learning activities. The system provide functions such as providing learning materials, editing, sharing the learning
material and discussions, making assignment, take exams, providing feedback on these assignments and examinations, students, teachers, and keeping system records, receiving reports.[1]
A learning content management system (LCMS) is a related technology to the learning management system in
that it is focused on the development, management and publishing of the content that will typically be delivered
via an LMS. An LCMS is a multi-user environment where developers may create, store, reuse, manage, and deliver digital learning content from a central object repository. The LMS cannot create and manipulate courses; it
cannot reuse the content of one course to build another. The LCMS, however, can create, manage and deliver not
only training modules but also manage and edit all the individual pieces that make up a catalog of training. LCMS
applications allow users to create, import, manage, search for and reuse small units or "chunks" of digital learning
content and assets, commonly referred to as learning objects. These assets may include media files developed in
other authoring tools, assessment items, simulations, text, graphics or any other object that makes up the content
within the course being created. An LCMS manages the process of creating, editing, storing and delivering elearning content, ILT materials and other training support deliverables such as job aids.[2]
150
2.1 All Modules in the e-Learning Management System
Table 1. All Modules in the e-Learning Management System
Module
Membership
Module
Messaging
Module
Categories
Module
Document
Module
Video
Module
Homework
Module
Quiz
Module
Examination
Module
Assessment
Module
Bookplate
Module
Voting
Module
Comment
Module
Explanation
The instructor and students to become a member of the system and to limit the authority provides access to the system.
The instructors for students in public or private, to send messages and make announcements, send a message to the students to each other.
Lesson plans and the contents of nested grouped into categories, the content of this training the students will be served.
Course content categories on the basis of the installation of
the system, allows students to download and use and reporting of students use of the document.
Installation of the system study the contents in video format,
downloaded and used by students and provides students reported the use of the document.
The system allows uploading papers of the students by students and the trainers can download and examine the papers.
During the e-learning, the system provides quizzes which as a
test form.
Students are examined on the web site. The system allows
entry of exam questions according to their degree of difficulty
by trainer with an administration panel
Provides entries of Homework, Quiz and Exam module the
evaluation by trainers by a management panel.
The module provides training contents outside of the categories and one or more categories associated with the subject
and filtered.
The contents can be voted by students, this contents how
much useful for students can be detect and reporting by the
results.
The module provides to making comments and share information to students and educators about the training content.
2.2 E-Learning Application

With the help of the modules developed, it is aimed to realise the learning process over the internet in accordance with the aims and objectives of distance education. The modules placed in the Table 2 are application which
is aimed to realise the learning process over the internet between student and the teacher simultaneously via the
web site of the institution.
151
Table 2. e-Learning Application in the e-Learning Management System
Application
Explanation
Video
Conference
By performing real-time speech and video over the

web site, allowing trainers to make their students
practice orally.
Supporting training with video conference at real time
over web site.
Synchronicity
Education
The New Face of Security: RFID
As a result of improvements in information and communication technologies, more accurate, more detailed,
faster and more secure flow of the data have become a necessity nowadays. Because of that reason, RFID system
is one of the most promising technologies in control and monitoring of business systems in different fields. The
design of the RFID system aims to compose, to collect and to manage dynamic information, without human interaction. Its usage increases exponentially every year.
RFID is a technology that allows to tracking an object, which is microprocessor equipped and carrying a label, by the information carried by this label and works with radio frequency. With RFID, objects can be identified
and tracked throughout their entire life cycle, the chain of operations from production to distribution. With this
new technological substructure, data collection, service delivery and system management is carried out without
human intervention and the quality and speed of service is increased by reducing error rate.[3]
RFID, Radio Frequency Identification (RFID) is a method of remotely storing and retrieving data using devices called RFID tags or transponders. An RFID tag is a small object, such as an adhesive sticker, that can be attached to or incorporated into a product. RFID tags are composed of an antenna connected to an electronic chip
and are thus basically contact-less smartcards. These chips transform the energy of radio-frequency queries from
an RFID reader or transceiver to respond by sending back information they enclose.4 Finally, a computer hosting
a specific RFID application pilots the reader and processes the data it sends.[5]
Basically, all smart-cards and RFID-readers are hardware products. To acquire digital data from these cardreaders, by accessing hardware, processing the acquired results, which are turned into appropriate format, might
be needed. In that case, it is needed to develop software products which are suitable for all of these card-readers.
Hardware access is provided by unmanaged codes. The unmanaged codes which is provided for access hardware is picked as a group in a library. By creating these libraries, provides access to hardware which has software
is developed at high level languages.
Fig. 2. RFID Application Block Diagram
152
In the Windows Operating Systems, the access to the RFID readers is provided by unmanaged dll (dynamic
link library) which is named winscard.dll. If software will be developed for Windows Operating Systems, by
using this Dll can be access to binary data which is created RFID hardware. These results are converted into digital data formats and can be shown to users who are the application's target.
If the software being developed for other platforms, libpcsclite.so.1 library can be used for LINUX, UNIX systems. Libdl.so.2 need to use the library for the Solaris operating system.
It is not necessary to make a major change at the use of unmanaged library for the platforms. The developers
of the operating systems develop this libraries for this kind of universal hardwares. Therefore, by developing a
single application, the workload will be reduced, if the platforms are taken as parameters in the application. By
installing developers libraries for the platforms, system calls, that are suitable for the operating system, in which
the application runs, can be implemented.
3.1 Flow Chart of Identification of the Reader And The Process of Getting Card Information
Fig. 3. Flow Chart Of The RFID Module
Project Architecture
The project developed with Microsoft .Net Framework 4.0, Entity Framework, Flash Action Script 3.0 and Microsoft SQL Server 2008 technologies. If necessary, data transfer can be made to other platforms envisaged with
the "XML" and "XML Web Services technology.
153
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
21.
22.
23.
24.
25.
DURAN N., ONAL A., (2008) renme Ynetim Sistemleri iin SCORM Uyumlu Bavuru Modeli Gelitirilmesi,
Ege Universty, Izmir
Learning and Content Management System, from http://en.wikipedia.org
YUKSEL, M.E., ZAIM, A. H., (2008). Structures Used In RFID systems And A Sample RFID System Design, Istanbul Universty
G. Avoine. Cryptography in Radio Frequency Identification and Fair Exchange Protocols. PhD thesis, Ecole Polytechnique Federale de Lausanne (EPFL), Lausanne, Switzerland, December 2005. [Retrieved December 23, 2005,
from http://lasecwww.epfl.ch/gavoine/download/papers/Avoine-2005-thesis.pdf]
FUHRER p, GUINARD d, LIECHTI O, (2006)RFID:From Concepts to Concrete Implemetation, University of Fribourg
What is the RFID? (2010), from http://www.kirbas.com/
Association for Automatic Identification and Mobility (2001), from http://www.aimglobal.org
Makal B., Bayrak S., atalkaya ., (2007) Otomatik Tanmlama Sistemlerinin Teorik Olarak ncelenmesi ve
RFIDli Sistem Tasarm, Istanbul
RFID (2010) from http://tr.wikipedia.org/wiki/RFID
RFID Etiketler (2008) from http://rfid.mantis.com.tr/2008/05/etiketler/
SOLAK, ., (2008) UHF RFID Etiketleri in SRAM Tabanl Donanmsal Rastgele Say reteci Tasarm,, Karadeniz Teknik niversitesi, Trabzon
RFID Readers, (2008) http://www.ruzname.net/rfid-reader-devre-blok-diyagram
Balkovich, E., Bikson, T. K., Bitko, G., (2005) 9 to 5: Do You Know If Your Boss Knows Where You Are? : Case
Studies of Radio Frequency Identification Usage in the Workplace, Santa Monica, CA, USA: Rand Corporation
Karygiannis T., Eydt B., Barber G., Bunn L., Phillips T., Guidelines for Securing Radio Frequency Identification
(RFID) Systems. Recommendations of the National. Institute of Standards and Technology, NIST Special Publication 800-98, National Institute of Standars and Tecnology, Gaithersburg.
Roberts, C.M., (2006) , Radio frequency identification (RFID), computers&security2
Thornton, F., Haines, B., Das A. M., Bhargava, H., Campbell, A., Kleinschmid, J., RFID Security, Syngress Publishing, Rockland, 2006
BHUPTANI M., MORADPOUR S, (2005) RFID Field Guide:Deploying Radio Frequency Identification Systems
Finkenzeller K, (2008) RFID Handbook:Fundamentals and Applications in Contactles Smart Card and Identification 3. Edition
Brown D, (2006), RFID Implementation
Shepard, S. (2004), RFID:Radio Frequency Identification
White Paper, RFID Teknolojisi, 2009
http://www.rfidturkey.com/web/index.php
http://pinvoke.net/ , access date, 11.03.2011
http://msdn.microsoft.com/en-us/default
http://www.hidglobal.com
Biographies
Ali Buldu Ali Buldu was born in 1971 in Kayseri, Turkey. He received the B.Sc. degree from Marmara University, Technical Education Faculty Electronics and Computer Education Department. He received M.Sc. and Ph.D. degrees from Marmara University Institute for Graduate Studies in Pure and Applied Sciences, in 1996 and 2003, respectively. He has been an
assistant professor with the Electronics and Computer Education Department since June 2006.
His research interests focus on Computer Hardware, Computer Aided Education, Information Technologies, and Programming Languages.
Nagihan BEKDA She was born in stanbul, Turkey in 1989. She currently is continuing education at the department of
Computer and Control Technology.
She is working on software development and analysis, control systems, Computer Aided Education and Information
Technologies. She studies to research about web based learning in education. She has a paper about learning management
systems at International Educational Technology Conference 2011.
Serdar SERT He was born in Bursa, Turkey in 1988. He currently is continuing education at the department of Computer
and Control Technology.
He is working on software development and analysis, control systems, mobile applications and Information Technologies.
He studies to research about web based learning in education. He has a paper about learning management systems at International Educational Technology Conference 2011.
154
PSO based Trajectory Tracking PID Controller for

Unchattering Control of Triga Mark-II
Nuclear Reactor Power Level
Grcan Lokman1, Vedat Topuz2, A. Fevzi Baba3
1
Department of Electric-Electronics Engineering, Hali University, Istanbul, Turkey

2
Vocational School of Technical Science, Marmara University, Istanbul, Turkey
3
Department of Electronics and Computer Education, Marmara University, Istanbul, Turkey
1
gurcanlokman@halic.edu.tr 2vtopuz@marmara.edu.tr 3fbaba@marmara.edu.tr
Abstract. This paper introduces the particle swarm optimization (PSO) based trajectory tracking PID
(TTPID) controller to control the Triga Mark-II research reactor established at Istanbul Technical University.
The parameters of PID controller are determined using PSO algorithm. Object of PSO algorithm is to find optimum parameters of PID which provide maximum performance criterion value. In applications, the criterion
value is optimized successfully by PSO. To demonstrate the effectiveness of this controller, series types of
simulations are carried out. The results of the simulations demonstrate that TTPIDC efficiently provides a
simple and easy way to control the reactor. As a result, PSO could optimize the parameters of PID for this
controller and the PSO-TTPIDC could control the system successfully trajectory under various working conditions within the acceptable error tolerance.
Keywords: PSO, PID control, Trajectory Tracking, Nuclear Reactor Control.
Introduction
Proportional Integral Derivative (PID) controller has been widely used in industry due to its advantages such
as simple in structure and easy to implement. Although conventional PID is popular, it is difficult to obtain satisfying controller parameters especially when the process has nonlinear dynamics [1, 2]. Actually, much of the
effort of researchers has been concentrated on the development of new tuning rules for PID controller. Although
this is obviously a crucial issue, it is well-known that a key role in the achievement of high performance in practical conditions is also played by those functionalities that have to (or can) be added to the basic PID control law.
There are different techniques that can be used in tuning PID controller parameters, which can be classified into
the following;
Analytical methods; where PID parameters are calculated from analytical or algebraic relations between a
plant model and an objective [3, 4],Frequency response methods; where frequency characteristics of the controlled process are used to tune the PID controller [5], Adaptive tuning methods; which are for automated online
tuning [5], Optimization methods; where these can be regarded as special types of optimal control, in which PID
parameters are obtained ad hoc using offline numerical optimization methods [6] and Heuristic methods; which
are evolved from practical experience in manual tuning and from artificial intelligence [7, 8, 9, 10].
There are several reasons to develop better methods to design PID controllers. One is the significant impact
it may give because of the widespread use of controllers. The other is the enhancing performance of controllers
which can be derived from improved design methods. It is possible to obtain controller parameters with analytical
methods such as root-locus, bode analysis and pole replacement when system has linear behavior or its possible
155
for linearization of the system [3]. Artificial neural network (ANN), Fuzzy Logic controller (FLC), Genetic algorithm (GA), and PSO techniques could be used to model or control the system If the process models have nonlinear dynamics [7, 11] . PSO and GA are general-purpose optimization techniques that have been developed and
recognized as effective for combinatorial optimization problems such as the traveling salesman problem, quadratic assignment problem, and controller tuning problems with successful results [8, 9, 12-20].
Particle Swarm Optimization (PSO) is a recently invented high performance optimizer that possesses several
highly desirable attributes, especially the ease with which the basic algorithm can be understood and implemented. PSO is a technique modeling swarm intelligence that was developed by Kennedy and Eberhart in 1995 [21],
who were inspired by the natural flocking and swarming behavior of birds and insects. This technique has been
used in addressing several optimizations and engineering problems [22].
Numerous researches have been proposed a controller such as PID, FLC, adaptive control and optimal control for the power control of ITU Triga Mark-II [23-30]. The work presented here is a continuation of earlier
research on control of this nuclear reactor. In this study, TTPIDC is designed to control the nuclear research reactor Triga Mark-II at Istanbul Technical University (ITU) and constrained Partial Swarm Optimization (PSO) is
used to optimize its parameters. . Additionally, constrained cost function is used to obtain non-chattering control
surface. To demonstrate the effectiveness of proposed approach, a series of simulations are carried out on ITU
Triga Mark-II reactor. The results demonstrated that reactor power perfectly tracks the predefined trajectory under various working conditions.
This paper is organized as follows. In Section 2 reactor model and defined trajectory are given. Designed
TTPIDC is explained in Section 3. PSO algorithm is briefly explained in Section 4. Finally, experimental results
and conclusion are given in Section 5.
Reactor Physical Model
ITU TRIGA MARK-II research reactor is use solid fuel which obtained by homogeneously mixed enriched
uranium fuel and zirconium hydrate moderator. The reactor has steady state and pulse working mode. It is produces 250 kW powers at the steady state working mode and 1200 MW power at the pulse working mode for a
instantaneous time. The reactor is an open tank type and cooled by light water. Because of reactor has negative
heat coefficient, unexpected power increase is caused to decrease the fuel moderator heat and the reactivity. As a
result, reactor power is automatically decreased. Only TRIGA type reactor has this special characteristic. Reactor
has shock rod, safety rods and control rods which safety and control rods are controlled by electro mechanic
mechanism. In this work, to simulate the neutronic-thermal-hydraulic behaviors of reactor, YavCan code is used
[23] where reactor model could be given as follows;
dX (t )
AX(t) B
dt
(1)
Where, X is (10x1) dimension vector and represents the neutron density, precursor concentration, fuel temperature, coolant temperature, and coolant velocity. A is a coefficient matrices and has (10x10) dimension. B is
(10x1) dimension input vector. Detailed reactor model can be found in Can et al [23, 30].
In order to define control signal, it is necessary to determine the trajectory function that has to be tracked by
the reactor power. The trajectory has three regions which given as follows;
PT 0 1 (t1 t0 )3 2 (t2 t1 )2 3 (t3 t2 )
(2)
Where, PT is power trajectory, t is time, 3 , 2 , 1 , 0 are trajectory coefficients and can be calculated
from the initial, required power and trajectory slope () [14]. There are 14 unknown coefficients in the above
equations.
PSO Based Trajectory Tracking PID Controller Design
The tuning of digital PID controllers for industrial plants could frequently be difficult and time-consuming,
even if expert systems are used to automate the tuning process. Indeed, the use of such expert systems for the
156
tuning of digital PID controllers often creates more problems than it solves because of the difficulties inherent in
the process of knowledge elicitation [8]. Therefore, constrained PSO based TTPIDC was proposed as an alternative means of tuning digital PID controllers. In fact, these algorithms provide a much simpler approach to the
tuning of such controllers than the classical approach. Since its invention, the PID control scheme has found wide
applications in industry. Owing to its simplicity and unexpectedly good performance provided by these three
actions defined as a positional form as follows;
s
u (k ) K p e(k ) Ki e(r ) K d (e(k ) e(k 1))
(3)
r 0
Where e(k) is error signal, Kp is proportional gain, Ki is integral gain, Kd is derivative gain of controller.
Object of constrained PSO algorithm is to find optimum parameters of PID controller which provide maximum performance criterion value while smooth control signal achieved. Realized TTPIDC block diagram is
shown in Fig.1.
Trajectory
Power
+ PT
e
_ PR
Reactor Model
PID Controller
Kp
e(t)
s
e(t)
Ki
t=0
de
dt
Kd
1-
Point Kinetics
Model
PR
Thermo -Hydroulic
Model
Z-1
PSO Algorithm
The Best
PID
Parameters
Optimization
Of
Parameters
Cost
Function
(J)
Figure 1. Designed TTPIDC Block Diagram.

Because of defined trajectory has three different regions, cost function has also different weight factor for
each region. In addition, to avoid excessive varying control signal to the rod which cause the oscillation of the
system is described as a non-chattering control, constrained cost function is designed. This constrained cost function is able to minimize ITA error through all trajectory regions;
ITAE
ts
t | PT (t ) PR(t ) |
(4)
t t0
Where, t is the time vector, PR(t) is reactor power and PT(t) is trajectory power.
t1
t2
ts
t t 0
t t1
t t 2
J min t | PT (t ) PR(t ) | t | PT (t ) PR(t ) | t | PT (t ) PR(t ) |
(5)
subject to (u( t n ) u(t n 1) ) u

Where, u allowance limit on control signal deviation. Defined cost function is solved by penalty function
approach as follows:
Where,
J J ;
(u( t n ) u( t n 1) ) u
J J
(u( t n ) u( t n 1) ) u
is penalty value.
(6)
Partial Swarm Optimization
PSO is one of the evolutionary computation which used group intelligence generated by cooperation and
competition between group particles to guide the optimization search. Its unique memory function enables it to
157
adjust its searching strategy according to most current search situation. Thus, PSO can be more easily realized
and is a more effective searching algorithm. At present, PSO have already made breakthrough progress in some
practical application fields [31].
Like other evolutionary computation techniques, a population of potential solutions to the optimal problem
called particles is used to probe the search-space. In PSO, every particle has a fitness value determined by object
function, and is assigned a randomized velocity which determines their movement. The concrete steps of PSO are
as below:
1. Random initiate particle population. Randomly generated particle population, each particle represents a candidate solution of a satisfaction utility preference value set.
2. Evaluate all particles according to fitness degree value and update individual extreme value according fitness
degree value function.
3. Update global extreme value according to fitness degree function.
4. Iterate speed and position according to update set of speed-displacement.
5. Repeat step 2 to 5, until iterative condition is satisfied.
Update set of speed-displacement is:
Vi (k 1) WVi (k ) c1r1 ( Pi (k ) X i (k )) c2 r2 ( Pg (k ) X i (k ))
X i (k 1) X i (k ) Vi (k 1)
W Wmax
W Wmax T max
Tmax
(7)
(8)
(9)
In these sets, position X stands for satisfaction utility preference value set, initial position X i is the initially
generated satisfaction utility preference value set; V stands for speed, P stands for individual extreme value of
each particle, g stands for global extreme value, c1 and c2 are study factors, W is inertia weight, r1 and r2 are random numbers in (0,1). In our study, this parameters are selected as; c1=c2=2, W linear decreasing 0.9 to 0.4,
swarm size=35, number of iterations=35.
5
Experimental Results and Conclusion
This paper introduced the PSO based TTPID controller to control the Triga Mark-II research reactor established at Istanbul Technical University. The parameters of PID controller were determined using constrained PSO
algorithm. The best fitness value developed by PSO is 6045. For this system, this value is very successful. Then
to test the designed controller, various initial and desired power levels are applied to MARK II reactor. In the first
experiments, reactor has started up for PTd=50 kW, 150kW and 250kW when initial power PTi=500 W and
trajectory slopes 1=50, 2=20, 3=50. At these experiments reactor is reached the set point without overshoot
and 40W steady-state error is obtained.
Figure 2-a. Power Output and Error when (1=50, 2=20, 3=50, PTi=500W,
PTd=50 kW,150 kW, 250kW) Selected.
158
Figure 2-b. Control Signal and Rod Position when ((1=50, 2=20, 3=50,
PTi=500W , PTd=50 kW,150 kW, 250kW) Selected.
Reactor outputs and errors between trajectories and outputs are given in fig. 2-a. It is clearly observed from
these figures that reactor outputs are perfectly tracked the defined trajectories. Control signals and rod positions
are also given in fig. 2-b.Control signal and rod position gradually changed so there is no destructive signal to
send to the electro mechanic apparatus of the rod.
In the second experiments, reactor outputs at the three initial power level PTi=100 W, 1kW and 5kW are
observed. Reactor outputs, errors, control signals and rod positions are given in fig. 7-a. and fig. 7-b. respectively.
Reactor is reached the set point without overshoot and a smooth control signal is also achieved. The maximum
tracking error is 175W when PTi=100W selected. Deviation of initial power has no major effect on control signal
or reactor output but, on the other hand setting time is gradually changes.
Figure 3-a. Power Output and Error when (1=50, 2=20, 3=50, PTd=250 kW,
PTi=100 W,1000 W, 5000W) Selected.
Figure 3-b. Control Signal and Rod Position when (1=50, 2=20, 3=50,
PTd=250 kW, PTi=100 W,1000 W, 5000W) Selected.
As a result, the all simulation results show that the reactor power successfully tracks the given trajectory and
TTPIDC could control the system successfully under all conditions within the acceptable error tolerance.
159
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160
Person Dependent Model Based Facial Expression

Recognition
Kamil YURTKAN1,2 and Hasan DEMREL1
1
Eastern Mediterranean University, Electrical and Electronic Engineering Department,Gazimausa,TRNC

2
Cyprus International University,Computer Engineering Department, Lefkoa,TRNC,
2
kyurtkan@ciu.edu.tr , 1hasan.demirel@emu.edu.tr
Abstract. Face and facial expressions express the feelings of a human. Human-computer interaction systems highly depend on face and facial expression recognition. We are proposing a new algorithm for person
dependent facial expression recognition from single frontal face image. Our proposed algorithm uses 3D wire
frame face models to model six basic facial expressions of the face: Anger, disgust, fear, happiness, sadness,
surprise. We have tested our algorithm on BU-3DFE database. Proposed algorithm provides acceptable recognition performance with only one known face image.
Keywords: face modeling, facial expression analysis, facial expression recognition, facial features.
1 Introduction
Face and facial expressions play a crucial role in human computer communication. Recognition of face
and facial expressions is essential in order to provide natural dialogue with a computer. During last ten years, the
developments in the field of multimedia signal processing and 3-Dimensional (3D) imaging methods have attracted the utmost attraction of the researchers to focus on a robust solution of facial expression recognition problem.
Recognition of facial expressions is identified by the classification problem between the expression faces and
researchers develop feature based approaches to the classification of facial expressions. By the development of
facial expression recognition systems, a number of applications in the field of human computer interaction can be
developed.
Recognition of facial expressions can be studied in two different categories: depending on a person or it
can be person independent. Person dependent algorithms focus on the problem of facial expression classification
of a known face whereas person independent algorithms work without knowing the person.
The problem of facial expression recognition is studied as a classification problem. Therefore, extraction
of the discriminative features affects the overall classification process and improves the recognition performance.
Several facial features can be extracted from face images depending on the classification problem. In our study,
we consider 2-Dimensional (2D) geometrical facial feature points.
Recent research studies in the field improved automatic facial expression systems at reasonable recognition performances. Unfortunately, most of the systems developed have several limitations that make them unsuitable for real-time applications. Therefore, automatic recognition of facial expressions is still a challenge for the
digital computers and many researchers are working on this concept. The limitations of facial expression recognition performance are the result of high variability in face images including facial expressions. These limitations
can be listed as pose, lighting, resolution and orientation of the face images. Thus, a robust facial expression
recognition system should take into account these limitations, resulting in an extremely large variation in the face
images.
Early researches in facial expressions field lead to the classification of human basic facial expressions in
seven categories: Anger, Fear, Disgust, Happiness, Neutral, Sadness and Surprise [1]. Later on, facial movements
are defined on the face in order to code facial expressions [2].
161
In our study, we focus on the problem of facial expression recognition for a known person. The aim of
the study is to recognize the facial expressions of a known person at acceptable recognition rates with only single
frontal face image in the known set. Our approach is based on 3D face model. We develop 3D facial expression
models for each person to recognize unknown facial expressions. The 2D geometrical facial feature points are
used in the modelling process, that they are less sensitive to lighting and pose variations.
The paper introduces a novel algorithm for recognition of facial expressions. First, a literature review is
given in section 2, then, face and facial expression modelling is summarized based on our previous studies in
section 3 [6, 7, 9], and model based expression recognition algorithm is explained in section 4. Finally, we conclude with our experimental results and conclusion.
2 Literature Review
The early studies of Ekman in 1970s have been accepted as the reference for the classification of basic
facial expressions [1]. The basic facial expressions according to Ekmans studies are anger, fear, disgust, happiness, neutral, sadness, and surprise. Later on, Facial Action Coding System (FACS) was developed by Ekman and
Friesen to code facial expressions in which the movements on the face are described by action units [2]. Many
researchers have worked on these concepts then. Most of the researchers analyze facial expressions in 2D, and
were tracking the facial movements with the help of facial feature point locations in images and video. In 1999,
MPEG-4 standard defined a model for neutral face with 84 feature points. MPEG-4 standard also defined 68
Facial Animation Parameters (FAPs) for the animation of the face by the movements of the feature points.
MPEG-4 FAPs are popular in most of the research labs to synthesize or recognize facial movements and expressions [3].
In the field of face modeling, one of the most important works done is the face model created by Stromberg, named as Candide, which is popular in many research studies [4]. Some of the methods are using two orthogonal face images to generate the facial texture or on single frontal face image. In our previous studies, we
have developed a new face model for three different resolutions, high, low and medium, and applied two orthogonal face images to obtain the face texture, with our rotation adaptive texture mapping method [5]. Later on,
we developed a face mask in order to synthesize a face from a single frontal face image [6, 7]. Face modelling is
also used in face recognition systems [10]. In this study, we are using the artificial face and facial expression
models generated using our previously proposed model based facial expression synthesis system [9] in order to
recognize the basic six expressions of a face, for a known individual.
3 3D Face and Facial Expression Modeling
3.1 Face Modeling

Our proposed method uses the facial expression synthesis system that we propose in [9]. The method
considers the 3D wire frame model and 20 facial feature points on the face as shown in figure 1 to synthesize the
neutral face and facial expressions [6, 7, 9].
The generated wire frame models are then deformed by the use of MPEG-4 FAPs in order to develop
basic facial expression models of the known face. The face and the facial expression models are then textured
with the known persons neutral face image in order to synthesize the neutral, and six basic facial expressions of
the face.
The 3D wire-frame model ( ) can be described by union of the triangles shown in Eq.
(1), Tm Vm,1 , Vm,2 , Vm,3 , m 1, , n where Vm,1 , Vm,2 , and Vm,3 are the vectors representing three vertices of
the triangle, m refers to the triangle index, and n corresponds to the total number of triangles in wire-frame
model, where
Vm, i
x,
Vm, i
V
y , and m, i z are x, y, and z coordinate values in 3D space [6, 7, 9].
162

n
,V
T V , V
m m,1 m,2 m,.3
m 1
V
V
Vm,i
Vm,i
m, i m,i x
y
z
(a)
(b)
(1)
(d)
(c)
Figure 1. Wire frame model used: side views (b),(c), front view (a). 20 facial feature points used for modeling (d).
Neutral generic face model is then adapted to the facial characteristics of the individual. To achieve
adapted face models, 3D face model undergoes a model matching procedure. Model adaptation algorithm considers the subdivision of the local regions of the face: silhouette, nose, mouth, right eye and left eye. The detailed
explanation about the synthesis of 3D face models can be found in [6, 7, 9].
3.2 Facial Expression Modeling
Facial expression synthesis is achieved by the deformation of 3D wire frame model with the use of
MPEG-4 Facial Animation Parameters (FAPs). MPEG-4 feature points and FAPs are used for facial animation.
FAPs represent a set of basic facial movements including head motion, tongue, eyes and mouth control. FAPs
obtain displacement functions for each vertex. After computing these displacement functions, the new vertex
coordinates are calculated and applied to deform and model the facial movements as shown in Eq. (2) [3].
The weight Wi is representing the distance of the vertex from the feature point affected from the FAP. Wi
decreases from the centre of the influence area to the less affected area. Wi = 0 for the vertices which are not
affected by the FAPs. Facial expression models generated for an individual is shown in Figure 2 for the six basic
facial expressions: Anger, disgust, fear, happiness, sadness and surprise. The detailed explanations and outputs
can be found in [9].
i x Wi x

'
i y Wi y * W j * FAPx , y , z
i Wi
z z
(a)
(c)
(b)
(
2)
(d)
163
(e)
(g)
(f)
(h)
Figure 2. (a) Original frontal face image, (b) 3D wire frame model of the individual, artificial facial expression models generated: (c) anger (d) disgust (e) fear (f) happiness (g) sadness
(h) surprise.
4 Model Based Facial Expression Recognition

We propose a novel algorithm for person dependent facial expression recognition based on our previously developed face and facial expression synthesis system. The recognition part of the algorithm uses facial
expression models synthesized. The overall algorithm is illustrated in Figure 3.
Algorithm starts with the 2D geometrical facial feature point locations and the neutral face image as inputs to the system. Facial modeling and synthesis part adapts the generic face model and synthesizes the face of
the individual. Then, the facial expression models of the known face are generated. System uses the artificial
facial expression models generated to recognize the input test sets for known person with unknown facial expressions. Test sets include 20 2D facial feature point locations of each known face with unknown facial expressions.
Similarly, the face model is adapted according to the input facial feature points and generates a face model representing the characteristics of the input feature set. This face model for unknown expression is classified as the
nearest known expression model. The similarity of the test models and the artificial face models is measured with
the Euclidean distance between the wire frame vertices. Thus, the test face model generated from the input feature
set is subtracted from each artificial expression model in the set, and then it is classified as the nearest facial
expression model.
20
Feature
Points
Face
Model Synthesis
20 Facial Features
for Unknown Expression
Expression Recognition
Expression
Model Synthesis
Figure 3. Model based facial expression recognition process.
Unlike the most of the algorithms, our proposed algorithm is based on only single frontal face image
with 20 facial feature points located, making it suitable for real-time applications. Currently, the algorithm is
tested without any training stage, only one frontal face image is known for each person. This gives some limitations in our classification performance, but the algorithm shows promising results with only single face image.
In this study, classification of facial expressions is done in 4 main classes: Anger or Disgust for the first
class, Fear or Surprise in the second class, Sadness in the third class and Happiness in the fourth class. Due to
overlaps in 3D wire frame models for Anger and Disgust, and for Fear and Surprise, we classify them in one class
currently. The next step of the study will be the within class separation of the first two classes reported in this
paper. Also, addition of a training phase will further improve the classification performance as well as within
class separation of class 1 and class 2.
164
Our facial expression recognition algorithm is tested on BU-3DFE database. Database includes face
images and 83 facial feature point locations in 3D space for 56 female and 44 male samples. We have used 10
female and 10 male samples in order to model and generate artificial expressions. Then, we have tested our algorithm for six basic expressions of each face: Anger, Disgust, Fear, Happiness, Sadness and Surprise. The inputs to
the system are the 20 facial feature point locations in 2D space provided in the database. Totally, we have generated 20 neutral face models, and 120 expression models for 20 input facial feature point sets. Then the recognition
performance of the system for the 120 input feature point sets are measured and classified in 4 different classes:
Class 1 as Anger or Disgust, class 2 as Fear and Surprise, class 3 as Sadness, and class 4 as Happiness. Table 1
summarizes the preliminary test results.
As it is observed from the Table 1, surprise and anger expressions are classified with high recognition rates, whereas , the other expressions have relatively average classification accuracy. In fact, the performance results indicate that there are too much similarity between artificial happiness, anger, disgust and sadness models.
This is the disadvantage of using Euclidean distance metric as the classifier, furthermore, measuring the distances
between the whole wire frame models. Thus, one of our future research directions will be the subdivision of the
face models to the region of interests in the recognition phase. This will reduce the similarities between the face
models of different expressions and improve the recognition performance of the system.
Table 2. Recognition performance of our algorithm.
Expression
Correct
Classification
Incorrect Classification
Classification
Rate (%)
Anger
16
80
Disgust
15
75
Fear
16
80
Happiness
13
65
Sadness
15
75
Surprise
20
100
Overall
95
25
79.16
6 Conclusion
In this study, a model based person dependent facial expression recognition system has been proposed.
To test our system performance, we used BU-3DFE facial expression database [8]. Our algorithm produces acceptable recognition rates in BU-3DFE database. The overall recognition rate is around %79. The proposed
model based algorithm produces promising results by using only single face image for an individual whereas,
most of the other recognition systems are using number of face images in the training phase. By the improvements
in the training phase, higher recognition rates can be achieved with the proposed model based system.
Future directions of the study will be the within class seperation of highly correlated face models for the
expressions anger and disgust in class 1, and fear and surprise in class 2. Also, improvements in the classifier will
improve the system performance. Currently we are using Euclidean distance metric between the wire frame models to measure the similarity. Further improvements of the classifier with a training phase and optimization of
wire frame vertices for best seperability among expression classes will highly improve our recognition rates.7
165
References
1.
Ekman, P. & Friesen, W. (1976). Pictures of Facial Affect. Palo Alto, CA: Consulting, Psychologist.
2. Ekman, P. & Friesen, W. (1978). The Facial Action Coding System: A Technique for the Measurement of Facial Movement, Consulting Psychologists Press, San Francisco.
3. G.Abrantes, F.Pereira, MPEG-4 facial animation technology: survey, implementation and results, IEEE Transactions
on Circuits and Systems for Video Technology, vol.9, no. 2, pp. 290 305, March 1999.
4. Ahlberg, J.: Candide-3: an updated parameterised face. Report No. LiTH-ISY-R-2326, 2001 (Linkoping University,
Sweden).
5. Kamil Yurtkan, Hamit Soyel, Hasan Demirel, Hseyin zkaramanl, Mustafa Uygurolu, and Ekrem Varolu, Face
Modeling and Adaptive Texture Mapping for Model Based Video Coding, A. Gagalowicz and W. Philips (Eds.): CAIP
2005, LNCS 3691, pp. 498 505, 2005.
6. Kamil Yurtkan, Turgay elik and Hasan Demirel, Automatic Facial Synthesis from Single Frontal Face Image, The
13th IASTED International Conference on Computer Graphics and Imaging, CGIM 2010, February 15-17 2010, Innsbruck, Austria.
7. Kamil Yurtkan ve Hasan Demirel , Dsk Bit Hizli Video Kodlama Uygulamalari iin MPEG-4 Uyumlu 3B Yz Modellemesi ve Sentezi ,3.Haberlesme Teknolojileri ve Uygulamalari Sempozyumu,Habtekus 2009,9-11 Aralik, Yildiz
Teknik niversitesi.
8. Yin, L. Wei, X. Sun, Y. Wang, J. & Rosato, M.(2006). A 3d facial expression database for facial behavior research. In
Proceedings of International Conferance on FGR, pp. 211-216, UK.
9. Kamil Yurtkan and Hasan Demirel, "Facial Expression Synthesis from Single Frontal Face Image", 6th International
Symposium on Electrical and Computer Systems, 25-26 November 2010, Eueropean University of Lefke,
Gemikona,TRNC.
10. Kamil Yurtkan and Hasan Demirel , Model Based Face Recognition Under Varying Facial Expressions, International
Science and Technology Conference, ISTEC-2010, 27-29 October 2010, Gazimausa, TRNC.
166
Privacy Aspects of Newly Emerging Networking

Environments: An Evaluation
Mehmet Cudi Okur
Yaar University,Faculty of Engineering,Department of Computer Engineering
mehmet.okur@yasar.edu.tr
Abstract.Latest developments in internetworking technologies and applications have created serious

security and privacy risks for individuals and organizations. The risks are especially considerable in social networking,search engines,mobile and cloud computing. A recently popular technology is deep packet inspection which allows the hardware and software components to be used to regulate network traffic
and to peek into message packet payloads for various purposes;including censorship, spying or collecting
information about individuals or groups. Commercial applications,legal and illegal uses of private information, which are based on online profiles can be disturbing and even harmful for the participants of internetworking platforms.The pace at which the technology is advancing makes privacy related risks even
more critical. An overall evaluation of related technologies and practices indicate that privacy risks in
virtual worlds keep increasing. The legal and ethical safegurds are also far from being sufficient to protect privacy rights of individuals.
Keywords:Privacy protection,social network,internetworking,cloud computing,deep packet inspection.
1 Introduction
During the last two decades the Internet and mobile communications have evolved to become the main networking platforms that people and organizations use in their online activities.Hundreds of millions of people all
over the world connect to the Internet to perform such diverse tasks as Web surfing, talking to others, video sharing,game playing, gambling,e-commerce , online banking, conducting business etc. All these and similar activites
are essentially made possible by the developments in hardware, software and internetworking technologies. In
recent years, online social networking have become very popular which constitutes a new type of social life for
most people. The services offered by the sites like Facebook, Orkut, MySpace,LinkedIn etc. allow people to host
and expand their online social networks.The users create their profiles in these platforms and exchange information with their friends and strangers.Within the last few years,the number of users of online social networks
has grown at an unprecedented rate. For example, Facebook now attracts more than five hundred million users
daily, an average user has 130 friends and over 30 billion pieces of content are shared monthly[1].
Internetworking exploison have also created serious security and privacy risks.The risks are especially considerable for search engines and mobile and cloud computing platforms.It is a well known fact that, active and
passive profiles of most network users contain private information which is aggregated over time. The utilization
purposes and actual uses of accumulated information can be harmful for the individuals or organizations concerned. New technologies including Deep Packet Inspection have further expanded potential sources for obtaining sensitive data and almost automated the entire process[2].
This paper,investigates the privacy risks involved in currently popular internetworking environments and offers
an evaluation of various types of related practices.First,the concept of privacy is explored within the context of
internetworking applications and then the negative impact of social networking exploison on privacy is discussed.Privacy related problems caused by cloud computing , mobile computing and deep packet inspection are
167
also considered and an up to date evaluation of the inherent privacy risks brought by these technologies are presented.Finally,current privacy protection measures and practices involving internetworking platforms are discussed.
2 Privacy Concerns in a World of Networks
Classical definitions of privacy involve the ability of an individual controlling the exposure of sensitive information about himself or herself.Sensitive personal information that is obtained in networking environments is
covered to some extent in this definition. Therefore,lesser privacy means a reduction in a persons freedom to
control private information.In a more IT-related definition, privacy is considered as The right to be free of
unreasonable personal intrusions and the right to be left alone[3].Accordingly, privacy is a condition in which
people have limited access to the personal affairs and sensitive information of others.However this classical privacy framework is beginning to receive opposition stimulated by the latest developments in technology and expansion of social networking[4]. In fact, increased numbers of channels and incentives to share personal information with others make it more difficult to maintain the division between public and private lives of people.
Furthermore,what is sensitive for someone may not be so for others and what could be considered sensitive in
one context may not be in another.The prevalence of mobile technology and social networking have changed
traditional notions of public and private in such a way that now private lives becoming more and more public[5]. Mobile devices and increasing availability of location-based applications further bring public eye into
the private realm. So,the expectations of privacy in a networked world should be different than those of preInternet era.Social networking supporters point to this difference to justify further openness and sharing of personal data for various motives .
The Internet was originally designed to be a borderless dumb network of networks that operates without
any central governing authority.However, applications and developments expanded the structure and role of the
Internet to involve various aspects of daily life.Cultural and legislative differences of countries make various
Internet related activities illegal in one country and legal in another.Current extent of the internetworking causes
ethical and legal privacy problems in this new and borderless cyber world.Not only information privacy, but
security also is a growing concern for individuals,organizations and other public authorities.The need for protecting public safety is considered to have far higher priority than respecting the privacy rights of network users
in most situations.Indeed,governments and public security authorities use terrorism and crime fighting as excuses for limiting or even violating the privacy rights of citizens in many countries[6].
Governments ,corporations and other responsible bodies compile and accumulate huge volumes of personal data about individuals from online sources.Some data is gathered during e-government dealings,such as
filling out an application form for a payement or for demanding a service.Some data is collected when using a
credit card at a supermarket , at a travel agency or for payements during Internet dealings etc.Online data is also
picked up by omnipresent surveillance cameras, radio-frequency identification chips in products and ID cards and
cell phone tracking devices.However, according to the law and the rules of ethics, sensitive personal information
should only be collected,used and disclosed with the knowledge, and consent of the individual and only for
legitimate purposes.Normally, security and confidenciality of the personal information should be guarantied by
the data collecting entity.A discouraging fact in this respect is the speed and ease of copying data from one server
and moving it to another,irrespective of location ,border or political system.Outsorcing practices also have potential to increase cross-border privacy related problems.
There are a number of technology related factors that increase the scope and complexity of privacy and security problems.Some important factors :Ever expanding volumes of electronic data that are being stored , processed and communicated over internetworks,ever increasing complexity of computer hardware and software
components,fast spread of portable devices with high processing capabilities,diminished longtime storage,processing and communication costs and applications of data mining and other business intelligence technologies.The combination of all these factors render protecting privacy and maintaining security in internetworks
difficult tasks.Concerning these environments,the definition and enforcement of common privacy rules and
detection of their violations are becoming even more difficult.So,a paradigm shift about the definition and protection of privacy in modern internetworks is needed.This could be the first step towards resolving the dilemma
of choosing between personal privacy and public safety.
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3 Social Networking Sites And Privacy

Social networking sites are platforms that allow members to create their virtual social networks,publish information about themselves and to communicate with other members through links. Facebook, Orkut,
MySpace,LinkedIn,Xing are popular social networking platforms which now constitute the backbone of a new
type of social life for many Internet users. Members are adding more and more data of many forms to define a
virtual identity,express themselves and to contribute to their social circles in these networks.Communication in
social networks may involve sensitive personal information including;relationship status,sexual orientation, political and religious views,work place gossip and personal interests.Most participants,especially yougsters, are not
too stringent about displaying their sensitive information including address,birth date,school,photos,video etc. In
fact,social networks try and encourage the participants to mirror real life communities.Unfortunately,exposing
ones sensitive personal data in a networking environment inevitably creates serious privacy risks,not only for the
individuals concerned,but also for their family,friends and even employer[7].Disclosing sensitive data online
even causes repercussions and other forms of harm for some users.There are several reported such cases which
ended with lawsuits or dramatical consequences.When sensitive information is added to a member profile,it is
impossible to know or control who will access it next,for how long and with what purposes.Even worse, the footprints of revealed information stays online for an indefinite time.As far as the individuals are concerned, it is
almost impossible to remove all carry over effects on the real life.Therefore a new form of regulation mechanism
and protection system in social networks are needed to prevent and alleviate these kinds of adverse effects.
Another recently growing tendency is installing and running by social network members ,the applications
developed by third parties. Such an application usully have access to the entire social graph and urges the user to
submit his or her personal data for subscription.Popular applications involve gaming,dating,sharing video,music or picture albums,financial and health recommendations etc. Some applications like horoscopes, ask and
utilize detailed personal profile data to perform their tasks. Orkut,permits the use of other Google services as
applications.There have been several vulnerability reports involving the other social network applications[8].Although applications add value both to social network platforms and their users by providing new
features,it is a very complicated task to control and limit their functionality which mostly aim to capturing and
exploiting private data.
Ever expanding sizes of social networks attract to these platforms businesses,public authorities and even malicious people.It is a well known fact that,advertising is the major source of income for most web-based companies.In that respect, online profile details of users have considerable commercial value as advertisers utilize
profile information for person specific advertisements.An individuals preferences,interests, likes and even
financial potential are all exploited for influencing marketing decisions. Behavioural advertising is a sophisticated practice which involves tracking consumers online activities over time in order to form Individual Market
Profiles and target advertisements accordingly.Increased popularity and spred of intelligent mobile devices also
attract advertisers to use location and time as bases for finding and targeting new customers.Location and time
related information can be derived from cellular networks, mobile devices, Wi-Fi access points, satellite links ,
global positioning systems and so on.These platforms are generally interconnected to social networks and are
rich data collection sources for them.
Non commercial uses of social profile data are also quite common.Major areas include;using social network
data for credit and health related assessments,job candidate assessments,human resources decisions, legal and
crime prevention applications etc. An alarming type of recent practice involves the authorities creating false
profiles and thus forming fake online identities to collect information for supporting investigations.Powerfull
data mining techniques are also frequently used to extract relevant information from social network profile data
for market analysis, commercial use and decision support .
Social networking based analyses and investigations may produce imprecise results because of very heterogenous nature of data sources.For example,the accumulated data may include false and misleading pieces of
information that produce an imprecise virtual profile for an individual.In most cases,the user may not even be
aware of this profile and have almost no control over it to remove or correct its contents.Revelation and utilization of private and possibly sensitive data by third parties have,in general an important potential for harming the
individuals concerned.Identity theft is one of the possibilities where accumulated private data about an individual can be used to fake his or her personality for deceitful purposes.Person related information like name, address, date of birth, bank account number or employment details are usually enough to apply for a credit card or
loan in the name of a user. Also, the details could be sold to someone else to be used for commercial or unlawful
purposes.
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4 Privacy in Cloud Computing

Cloud Computing (CC) is a general term referring to a new type of computing infrastructure. It is based on
a model for the provision of IT services located on remote systems.The architecture of CC allows individuals
and businesses to perform data storage and processing activities using nework connected devices and resources
supplied and managed by the cloud provider. Current cloud services include; online business applications , file
storage,social networking sites and webmail.In a cloud environment,a user machine has a very limited role as the
data storage,management and processing tasks are carried out by poweful cloud servers.The customers of a cloud
usually pay for the amount of services that they receive.
Although CC has obvious attractions to IT service users, it also brings serious problems concerning security,privacy and information management[9].When users place their critical information and applications on cloud
servers, controlling that information becomes difficult as the data residing on cloud servers can be examined,modified ,used and mined by the cloud provider.Cloud customer information may include emails, banking
information,business transactions and backups of hard disks. One of the biggest risks is the possibility that critical or sensitive data may also be intercepted or accessed by unwanted third parties.Although some cloud services use encryption, others store data in clear text form, which leaves it open to security or privacy breaches.
Data stored in the cloud might also be made available to marketers by the operator. For example,email service
providers allow secondary advertising based on e-mail communications and addresses of subscribers.
The cloud model has a potential to create huge collections of fresh data and to expose it to the cloud provider and third parties.Although the contents of a data stream may not always be relevant to cloud operation,there is
a risk that it will be used for commercial or other purposes. However, since CC offers more flexible and central
IT services, adjustments to standards and implementations of protective procedures may be easier and more
effective[10].For example,well designed privacy policies, advanced security features and control mechanisms
can be implemented centrally.
Infrastructure related problems has a potential of diminishing the overall performance of CC.Since most IT
activities depend on physical net access, the level of network quality of service is an important factor for normal
operations of cloud services.Cloud access is slower, more expensive and less reliable than on site hard drives or
central processing units of user computers.Therefore,clouds are easier to be surveilled or tampered with by external forces, such as malicious people, governments, employers or law enforcement entities.The end user does
not have much more options than relying on the service provider to ensure that data is kept private,secure and
reliably accessible, which may be difficul to achieve in most cases.
Industry standards are strongly needed and can help to overcome some of the above mentioned problems in
CC.As far as the privacy is concerned, protective measures should be integrated right from the start into the
cloud architecture and operational procedures.In that respect,defining the boundaries of responsibility between
the customer and cloud provider may be difficult.In most cases, individuals do not pay too much attention to
controlling privacy when they use the cloud infrastructure.In such an environment, not only the individuals data
is at risk, but the individual may not be aware of the intrusions at all.Therefore, implementing some form of
encryption by the user or cloud provider would be effective for the data and applications that have potential
security and privacy risks .
5 Deep Packet Inspection And Privacy
Deep Packet Inspection (DPI) is another currently popular nerwork control and monitoring technique that
has potential for violating privacy of the network users. DPI is essentially based on controlling the flow of network packets and applying packet filtering for efficient traffic management, security, and network analysis purposes. In the early days of the Internet, DPI was effectively impossible to perform on a large scale because of the
limited computing speeds and inadequacy of other components.In reality, DPI technologies have expanded earlier proxy and firewall systems which had limited capabilites and could only perform Shallowinspection.DPI
allows inspection of not only the packet headers but also the actual payload of any transmitted packet over the
network.The term Deep refers to content checking of packets beyond the IP and TCP header information. Current technology offers programmable, single box solutions which can act on all seven layers of the OSI Model.The DPI is a very powerful and versatile technology which allows the passing by information packets to be
examined,bit by bit,for detecting and preventing attacs,regulating traffic and for extracting content according to
operator preferences.It is even possible to alter and reconstruct packet contents.All these and various other operations are performed in real time, for thousands of simultaneous users and at gigabit network connection speeds.
Popular application areas of DPI include; building profiles of consumers for marketing purposes; intercepting
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communications at the request of law enforcement ,enforcing copyright laws, giving transmission priority to
some packets over others and identifying computer viruses and spam traffic.
Obviously,the privacy of information is always at stake in a network environment where DPI is being performed[11].Since most Internet traffic is unencrypted, DPI enables network providers to interfere with their customers' Internet activities,including email, social network communications,web surfing and downloads. Entering
this way into packets reduces the effectiveness of privacy preserving measures as extracting sensitive information
is easy.DPI is popular for governments that wish to control the network traffic of the country.If an oppressive
regime wants to control the flow of information across its borders, blocking Web sites hosted elsewhere is no
longer sufficient.Because, online information sharing through social networking sites are now easy and widespread.Since DPI techniques are very effective for scanning message contents, they can be used for network
surveillance and blocking communications. The DPI process can extract a real time copy of any type of information; including email messages,forum postings,Internet phone calls,URL and IP addresses[12].Because of its
great power,the technique is also used for network wiretapping by public authorities in most countries for law
enforcement purposes.
DPI technologies permit the collection and use of personal information about internet subscribers,based on
their online traffic.The information accumulated this way is utilized to form detailed profiles of people to infer
their desires and interests about various commercial service and product categories. The profile is then used for
creating targeted advertisements. For example, Googles Gmail displays advertisements related to the text of email traffic of users.It is usually very difficult for a subscriber to opt-out or even to have knowledge about this
kind of information collection and targeted advertising.Obviously,most users whose Internet traffic is being
exploited,do not consent for the inspection and use of their mostly private data in such a pocess.
Although DPI is controversial and has been facing criticisizm from privacy and network neutrality circles,content inspection and filtering is common among corporations, schools and other institutions.The technology is mainly used to block viruses ,spam ,pornography,gambling and to enforce IT usage policies to students
and employees.However,the real threat to privacy is posed by Internet service providers with their dominating
technological and financial powers.They do not usually reveal their motives for DPI and do not ask the subscribers prior consent for content inspection.In fact, average users cannot be expected to have enough power
to protect their privacy or to easily switch provider.The DPI software is generally proprietary and privacy protecting setups are too complex for most users to properly understand and configure the services or to opt-out
parts of it.The result is the capability of singling out a subject,tracking every move on the cyberspace,recording
the details of every e-mail, following every Web search and even physical trajectory of someone.All these facts
are alarming and have increased privacy related objections from the public and calls for legal protection in countries like the US,Canada and GB.Certainly new forms of protective legistlation and self-regulation from network
operators are needed to protect individuals from privacy risks of DPI
6 Conclusions
The sizes and scopes of internetworking platforms have expanded to cover considerable percentages of populations and organizations in most countries.Especially,social networks,CC and newer DPI technologies create
increasingly higher privacy and security concerns which are difficult to overcome using older preventive
measures.Social networks have great potential for the leakage of sensitive private information as they aim to
creating and expanding social relationships similar to real life among their members.Active and passive user profiles that are formed in these networks are not only utilized for targeted advertising but also open to abuses and
misuses for malicious purposes.The privacy settings offered by social networks are usually very complex to be
fully grasped or mastered by average users.Therefore,simple sets of rules and sandards are needed for preventing
abuses and protecting privacy rights in social networks.
CC on the other hand creates different types of privacy problems as huge volumes of Internet traffic and personal data are managed by the cloud operator on behalf of customers.Cloud operators,public authorities or hackers can interfere with the data to utilize it for various intentions.The owner has very little control over the data
once it is trusted to the cloud operator.Stringent rules procedures and eventually standards are needed for protecting cloud customers from misuses of private data.
DPI capabilities of latest network control and monitoring technologies are useful for improving performance,but also bring direct privacy risks for network users.Because,proprietary packet inspection devices and
software can examine,change and copy the contents of tansmitted packets.This is a great power which can be used
for law enforcement,crime fighting ,network surveillance and profit making.A network user does not have too
many options to prevent deep DPI process as the operational procedures and hardware/sofware components are
beyond the control of network users. In reality, DPI introduces additional complexities to already complicated
problems of protecting privacy and security in large internetworking platforms.Standards and rules are needed
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that would force network operators to get permission from customers before inspecting and tracking their online
activities.
A major difficulty arises from the fact that the internetworking technologies are borderless and their application areas are expanding very rapidly.These conditions make it difficult to develop appropriate policies,standards and legislation which will prevent inherent privacy and security risks. Because the lifetimes of
related technologies and applications are so short,the usage types and procedures never reach to stability.Intelligent software aided privacy protection may offer solution to most problems, but research in that direction has not been productive enough so far.
References
1. Facebook Statistics(2011). http://www.facebook.com/press/info.php?statistics
2. Facebook Privacy Policy(2011). http://www.facebook.com/policy.php
3. Brey, P. (ed.) (2006). Privacy and Surveillance. Special issue of the journal Ethics
and Information Technology, 7(3) .
4. Jones, H. and Soltren, J.H..(2005). Facebook :Threats to privacy.Technical report,
Massachusetts Institute of Technology.
5. Felt,A. and Evans, D.(2009). Privacy Protection for Social Networking Platforms, in
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6. Grimmelmann, J. T. (2009). Facebook and the Social Dynamics of Privacy. Iowa
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http://www.brookings.edu/techinnovation
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thePrivacy Commissioner of Canada Deep Packet Inspection Essays Website.
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packet inspection and Internet governance. Working paper series, SSRN.
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Technical
Report
Realization of Campus Web Information

Automation in Context of
Service Unity Architecture
zkan CANAY1, Selim MER2, Hayrettin EVRGEN3, Metin VARAN4
1-3
Sakarya University Computer Science Engineering Department - Sakarya, 54040 Trkiye

2
Sakarya University Institute of Applied Sciences Sakarya, 54040 Trkiye
4
Sakarya University Electrical and Electronics Engineering Department - Sakarya, 54040 Trkiye
1
canay@sakarya.edu.tr, 2smeric@sakarya.edu.tr, 3evirgen@sakarya.edu.tr, 4mvaran@sakarya.edu.tr
Abstract. Information system applications are basically designed to administer business processes
faster and more comprehensively. Today, institutions are tendency in the information systems projects to
use predominantly web-based architectures. These projects must comprise certain qualified features including authentication, authorization, logging, error handling/reporting, presenting a user-friendly interface and
a healthy account management administration. In practice, using all of these features separately in each developed application makes the application development process longer, disrupts the integrity of business
systems and forces to user to login separate addresses to access applications. This study presents a proposal
on managing different servers and server services under a single framework. This proposal promotes security level by allowing login control operations under one-single point and thus prevents recurrence of same
operations. In this study; besides regarding web-based projects into a service unity, it is also aimed for carrying out instant used services needs such as authentication, authorization, logging, error handling/reporting and a healthy account management administration through a user-friendly interface.
Keywords: Campus Automation, Service Unity, Web Based Projects, One-Single Point
Control
This work was supported by Sakarya University Scientific Research Foundation (Project number:
2007.01.10.001)
1 Introduction
Information system applications are basically designed to administer business processes faster and more comprehensively. Today, institutions are tendency in the information systems projects to use predominantly webbased architectures. These projects must comprise certain qualified features including authentication, authorization, logging, error handling/reporting, presenting a user-friendly interface and a healthy account management
administration. In practice, using all of these features separately in each developed application makes the application development process longer, disrupts the integrity of business systems and forces to user to login separate
addresses to access applications. In the light of these findings, we should highlight the importance of web portals.
The World Wide Web continues to be the superior application on the internet because it has regularly reinvented
itself. In fact, for most people, the World Wide Web has become synonymous with the Internet. With the introduction of web portals, the web is in the process of reinventing itself once again. This change may prove to be
more far-reaching than any other change to hit the Web, and it will change the way that university and corporate
Web pages are built, the organizational structures used to build them, and the essential way that people use the
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web. There have been many different definition sentences about web portal. Like so many of the terms that we
encounter in our industry, the word portal has come to mean nearly anything; in fact, it is probably the most overused term on the web today. But what does it mean? What do you do when your boss comes to you and says he
wants you to build a portal? Most people will tell you that a portal is some kind of entry page that represents a
larger section of content [1]. Wikipedia, for example, defines it as follows:
A web portal is a website that provides a starting point or gateway to other resources on the internet or intranet
[2]. So, given a definition as loose as that, what isnt a portal? Each of the following examples would fit the definition of a portal quite nicely:
http://Google.comas a search engine, it could easily be considered as the starting point for the entire Internet.
The front page of your companys intranetit has links that lead to all of your companys content.
Any page on the Internet that contains hyperlinksthese would pretty much satisfy those definitions.
Given such a simple definition, each of the three listed items must be a portal because each provides a place from
which to start an excursion on the Internet. However, when the term portal is used to describe websites, it implicitly refers to other, more specific characteristics beyond simply being a page with hyperlinks on it. So well need
to come up with a definition of our own which better describes the type of websites that we think of when we
refer to portals.
Specific application portals are typically built on common sets of core services, so reusability of these services
is a key problem in portal development [3]. In this study we address the reusability problem by presenting a comprehensive view of an interoperable portal architecture, beginning with a set of core services built using the web
services model and application metadata services that can be used to build campus automation front ends out of
these core services, which in turn may be aggregated. This study also presents a proposal on managing different
servers and server services under a single framework. Proposed single framework might be regarded as a portal
architecture. This proposal promotes security level by allowing login control operations under one-single point
and thus prevents recurrence of same operations. In this study; besides regarding web-based projects into a service unity, it is also aimed for carrying out instant used services needs such as authentication, authorization, logging, error handling/reporting and an healthy account management administration through a user-friendly interface.
2 Literature Review
With the introduction of Web portals, the Web is in the process of reinventing itself once again. This change
may prove to be more far-reaching than any other change to hit the Web, and it will change the way that university and corporate web pages are built, the organizational structures used to build them, and the fundamental way
that people use the web. Portals are not a fad or a new name for something that weve been doing all along. They
will turn the Web from an institution-centric repository of information and applications to a dynamic user-centric
collection of everything useful to a particular person in a particular role. Instead of a single home page that proclaims identically to all who visit how grand the institution is, portals will give nearly every user a customized,
personal-specific, unique web page.
With the appearance of the internet and the development of advanced internet portal technology [4], the design
of internet-based information systems which could serve common sector/chain information interests seems to be
within reach. There are many confusing and often contradictory definitions about portals. It is useful to divide
portals into two groups: horizontal portals, or HEPs (Horizontal Enterprise Portals, also called mega-portals), and
vertical portals, or VEPs (Vertical Enterprise Portals). A horizontal portal is a public Web site that attempts to
provide its users with all the services they might need [3].
The HEPs combine a wide range of services, information, etc. and their building is generally simple, because
the main principle valid in this process is to make the site present anything for many types of users [5],[6]. A VEP
is a portal that delivers organization-specific information in a user-centric way. A university VEP should also
deliver all the information a HEP delivers. Whereas a HEP looks the same to all who first enter it, a VEP looks
quite different. Unlike a HEP, a VEP requires authentication for access. When a user logs on to a VEP, it produces a customized portal page, tailored to the user who logged on. It knows a great deal about the user who logged
on because the user is a member of the organization that produced the VEP[7],[8]. It knows, for example, what
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cohort a user belongs to (for example, student, faculty, staff), what role a user plays (for example, help desk manager, department chair, lacrosse team member), what projects a user is involved with, how many vacation days a
user has taken this year, and much more.
The present situation in European countries as well as in the US is characterized by the emergence of horizontal portals, some of them highly publicized and with strong backing by interested groups [9] However, the majority of them has a narrow focus on one or a few sectors (products). Vertical portals are still rare and on an experimental stage. The experimental vertical portals are usually managed by a single member (enterprise) of a chain
and might only be accessible by members of the chain.
Examples of horizontal portals at farm level in different countries include machinery trade, plant production,
commodity trade, meat production, etc. [10]. Examples of vertical portals include a portal in meat production
where farms are linked with meat processors, restaurants and
consumers and a chain-internal portal in
grain/flour production where farms are linked with mills and bakeries [11]. In this study, proposed automation
architecture falls into vertical portal category due to vertical portal that delivers organization-specific information
in a user-centric way.
Many universities are considering what they call student portals or course portals or financial information portals. Although starting with a portal that has a limited constituency may make sense, the goal of a university
should be to move as quickly as possible to a single portal that serves everyone: students, faculty members, staff
members, alumni, and parents of students, prospective students, trustees, donors, and anyone else who would
access a university home page. This work comprises beyond these necessities. Beyond expected necessities find
its meaning in proposed comprehensive framework that also combine all other campus automations under a single
framework named as CAWIS.
3 Methods
3.1 Design Preferences
During all development processes of this automation system, ultimate web technologies have been traced and
investigated closely. At early times in process of development, necessities of university have been revealed openly. There have been occurred comparative performance tests among alternative technologies and results have
been reported. Among different programming languages, database systems and operating systems, following
preferences have been selected.
3.1.1 Operating System
Due to satisfied results from our tests especially in performance and security category, Linux was selected as
main operating system.
3.1.2 Web Server
Apache web server was chosen as web server because of unique harmony with Linux operating system[12].
3.1.3 Programming Language
Today, PHP [13], ASP [14], CFM [15], JSP [16] etc. are used for server-side scripting languages. By the light
of our test, it has been shown that PHP is speedier, more flexible and has more performance than other languages.
PHP was chosen as programming language.
3.1.4 Database Management System

MySQL RDBMS was chosen as database system because of unique harmony with Linux operating system and
Apache-PHP [17]. MySQL RDBMS is most preferred database system with Apache web server and PHP programming languages due to security and performance mentions.
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3.1.5 Standardization
For the aim of getting rid of programming complexities and defining some orders about quality manners, it
was chosen a Web Software Standards cover at early times in the process of development.
3.1.6 Database Design
Currently used databases in other departments are in major purposes of this portal. That means created service
unity architecture comprises a flexible database structure over all projects used in university automation. This
database model satisfies one-point control on all projects. Especially, this model increases the efficiency of transaction durations and makes one-point security phenomenon easy to implement.
3.1.7 Security
128 bit SSL crypto was designed to use for protecting each created web page [18]. User specific information
was also protected with MD5 crypto-algorithm [19]. Every input was saved with an IP number and detailed transaction types. Authorization mechanism comprises due assignment for each users with different access level on
each services.
3.1.8 Data Integrity with Other Automation Systems in University
Data for providing available services is obtained from the other automation systems in university. Other automations include Medico Automation, Goods-Stock Automation, Circulating Capital Automation, Salary Automation, Student Affairs Automation, Santral Automation, Staff Automation, and General Documents Automation.
Figure-1 sketches relational flow-chart between CAWIS and all other automation systems in university. Web
Page box in Figure-1 resembles CAWIS interface.
Fig. 1. Relational Flow-Chart between CAWIS and All Other Automation Systems in University
CAWIS holds 9 different services namely WebGate, WebMail, WebObis, WebAbis, WebPbis, WebMenu,
WebRehber, WebForm and WebAnket. All these services are integrated with other automation systems.
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3.2. Service Unity Architecture and CAWIS Services

Delivering organization-specific information in a user-centric way brings CAWIS architecture into vertical
portal category. When a user logs on to CAWIS, it produces a customized portal page, tailored to the user who
logged on. It knows a great deal about the user who logged on because the user is a member of the organization
that produced the VEP. This functionality is another essential property that brings CAWIS architecture into vertical portal category. Customized portal pages produced for each user includes different access rights for each
services running under CAWIS. Some of services are only delivered custom roles with user centric access rights.
By these lights, service architecture of CAWIS was introduced in details.
Services running under CAWIS are in structure type of one-point service framework, in other words service
unity architecture. As shown in Figure-2, CAWIS comprised 9 different services.
Fig. 2. Services running under CAWIS
WebGate (User Information Service) carries out access control, security logs, password change and personal
preferences settings.
WebMail (E-mail Service) carries out rich text support mail receive/send service, file and addresses manipulations.
WebObis (Student Information Service) carries out demonstrating course schedules, selected courses, grade results, transcript view, and executing course enrollments and some edit manipulations.
WebAbis (Academic Information Service) carries out demonstrating course information, activitiy workload definitions, scores and attendance lists, and executing relative evaluations and score entries of courses for academic
staff.
WebPbis (Staff Information Service) carries out demonstrating salary details, additional payments, charge lists,
telephone bills, personal specific preferences and pdf print choices for all staff.
WebMenu (Monthly Meal Information Service) carries out demonstrating normal and diet meal lists, meal calorie
values and ingredients of meals.
WebRehber (Telephone and E-mail Search Service) carries out searching with name, surname, telephone,
username, and department in electronic staff guidebook.
WebForm (Form Transfer Service) carries out holding satisfactions, critiques and suggestions about whatever
university manners.
WebAnket (Survey Service) carries out survey creation, management and reportings.
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Fig. 3. Architectural Scheme of CAWIS

In Figure-3, architectural scheme of CAWIS was sketched. In this sketch, it was shown that CAWIS manages
different servers and server services under a single framework. This architecture promotes security level by allowing login control operations under one-single point and thus prevents recurrence of same operations. Besides
regarding web-based projects into a service unity, CAWIS was also carried out instant used services needs such
as authentication, authorization, logging, error handling/reporting and a healthy account management administration through a user-friendly interface.
4 Findings and Conclusions
4.1 Architectural Achievements
Owing to this one-point service framework architecture, user account and session managements, error handling,
logging, and screen and navigation tools design templates are served quickly. When implementing a new service
in this portal, developed framework constitutes a flexible and easy procedure. This property also satisfies need for
quick service implementation durations.
All services served in this portal use a one-point username and password control. User access levels for all services are distributed after this control point. Using CGIs it is possible to manage LDAP, mail and web server
accounts on the other Linux based servers. This is another satisfactory benefit of this framework.
4.2 Performance Results
100 test users have attempted many transactions on server, transaction durations given as follows:
Each account creation: 0.5 sec.

Each Password change: 0.23 sec.
Each Account deletion: 0.41 sec.
Each Writing temp table: 0.012 sec.
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4. B., Detlor, The Corporate Portal as Information Infrastructure: Towards a Framework for Portal Design.
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14. http://www.asp.net/
15. http://www.adobe.com/products/coldfusion
16. http://java.sun.com/products/jsp/
17. http://www.mysql.com/
18. http://www.openssl.org/
19. http://en.wikipedia.org/wiki/MD5
Biographies
zkan CANAY He was born 1977 in Sakarya-TURKEY. He has graduated from Sakarya University Industrial Engineering department in 2002. He has received master science degree-2005 from Sakarya University Industrial Engineering department. He has already been as PhD student at Computer and Information Systems Engineering department in Sakarya University since 2005. His interests are basically in internet and web programming, database management systems design, data
mining, artificial intelligence, and linux based application development.
He is currently working as a manager at Computer Sciences Research and Application Center in Sakarya University.
Msc. Eng. Canay, currently is an executive board member of Computer Sciences Research and Application Center, a
member of University Information Technologies Commission, an advisory board member of University, an executive board
member of Information Technology Association of Sakarya.
Selim MER He was born 1978 in stanbul-TURKEY. He has graduated from Sakarya University Electrical-Electronics
Engineering department in 2003. He has already been as master science student at Electrical-Electronics Engineering department in Sakarya University since 2009. His interests are basically in pic and pcd programming, electronics circuits, internet
and web programming, database management systems design.
He is currently working as an electronics engineer at a research and development company.
Bs. Eng. Meri, currently is a member of Electrical Engineers Chamber in Turkey.
Hayrettin EVRGEN He was born 1956 in Tekirda-TURKEY. He has graduated from Seluk University Physics Engineering department in 1986. After getting master science degree from Sakarya University-TURKEY in 1997. He has studied
as researcher at Manchester University in United Kingdom-1999. He gained his PhD degree at Computer Engineering in
Sakarya University in 2002. His interests are basically in computer and educational technologies, programming, database
management systems design, project management.
He is currently working as a manager at distance learning based Vocational School of Adapazari in Sakarya University.
Assist.Prof. Evirgen, currently is an executive board member of Computer Sciences Research and Application Center, a
member of University Information Technologies Commission, an advisory board member of University, and honorary president of Information Technology Association of Sakarya.
Metin VARAN He was born 1981 in Bingl-TURKEY. He has graduated from Sakarya University ElectricalElectronics Engineering department in 2006. He has received master science degree-2008 from Sakarya University ElectricalElectronics Engineering. He has already been as PhD student at Electrical Engineering Department in Sakarya University
since 2009. His interests are basically in Electric Power System Analysis, Application of Chaos Theory in Electric Engineering, Voltage Stability Analysis in Power Systems, Embedded System Programming, API Programming, and Object Oriented
Programming.
He is currently working as a software developer specialist at Computer Sciences Research and Application Center in Sakarya University.
Msc. Eng. Varan, currently is a member of Electrical Engineers Chamber in Turkey.
179
Application Specific Cluster-Based Architecture for

Wireless Sensor Networks
Taner Cevik1, A. Halim Zaim2
1
Fatih University, Department of Computer Engineering

Istanbul Commerce University, Ins of Science and Engineering
1
tcevik@fatih.edu.tr, 2azaim@iticu.edu.tr
Abstract. Recent developments in wireless communications, signal processing, and microprocessors

have made it possible to develop very small-size, low-cost devices called sensors. In spite of having very
small dimensions those tiny devices have their own processor, data storage areas, the sensing mechanism to
collect physical data from environment and radios for providing communication with outside. The biggest
disadvantage of being small-sized is to have a limited amount of energy resources. Therefore, many researches have been done for the sake of solving or making contributions to that energy shortage problem. Most of
those researches have been focused on contributing solutions for the energy consumption of the communication unit, which is the major energy dissipating component of sensor nodes. In this paper, we present an energy efficient complete architecture which is based on clustering scheme as in LEACH. In the scheme we propose, cluster heads are selected in a round robin manner. Data aggregated in clusters are transmitted by cluster heads to the sinks via other cluster heads of the clusters that are closer and on the way to the sinks. Other
cluster based schemes mainly focus on intra cluster organization and communication. However, much more
energy is dissipated during the inter cluster communication according to the intra cluster communication. The
architecture we propose here do not only deal with intra-cluster communication, also takes into account the
data aggregation, multi-hop data transmission and best-effort next hop selection according to a cost factor.
Simulations show that, our proposed architecture achieves incredible amount of energy savings, thereby prolongs the network lifetime.
Keywords: Wireless sensor networks, energy conservation, routing, Clustering.
1 Introduction
Today, computer and electronics take more space in our lives and take the mission of man power in many
tasks which are impossible, dangerous or time consuming for human being to perform. Previously, it could not
pass beyond imagination for using computerized electronic devices instead of human being to collect data physically from a dangerous environment. This is because the devices and mechanisms to perform these operations
were not previously available. By the time they were available, they had very big costs. However, by the developments in circuits, signal processing, other some sub electronics and wireless data communication techniques,
procedures appeared to be difficult and costly have become extremely easy and low cost to perform.
Wireless Sensor Networks have been taking the mission of human being in many areas such as performing
control functions in offices, fabrics; early diagnosis of faults in ships, trains, cars and airplanes; forest fires prevention with the help of early diagnosis; realization of efficient agricultural watering systems and instant notification of attacks at places which are critical in terms of security [1, 2, 3, 4].
One of the biggest advantages of Wireless Sensor Networks is to have the ability to be able to be selforganized, in other words, is that the ad-hoc structure. However, in order to have those capabilities such as without being tied to any structure and being able to be self-organized, appropriate communication protocols and
techniques need to be improved. Although it is conceivable to use the traditional techniques used for Wireless
Ad-hoc Networks also for Wireless Sensor Networks, in fact, the development of techniques specific to Wireless
180
Sensor Networks is more suitable. To better understand the reasons for this, let's look at the differences between
Wireless Sensor Networks and Wireless Ad-hoc networks [5]:
The number of nodes working in Wireless Sensor Networks is much higher than the number of nodes
working in Ad-hoc.
In Wireless Sensor Networks, communication is performed based on the broadcast logic in which within
the coverage area of a node all others can obtain the data. However, in Ad-hoc Networks data transmission mostly occurs in a point-to-point manner between two nodes.
Wireless sensor nodes are more limited in terms of energy, data processing capacity and memory compared to others.
Since the number of nodes in Wireless Sensor Networks is too large, it is not possible to assign each
node an individual ID number. The reason for that is large amount of nodes, large ID space. Large ID
space means larger ID numbers which bring additional burden in terms of energy consumption and delay
[5].
Small size of the sensor nodes has given the opportunity of cheaply utilizing them in many areas. However,
another significant problem emerged is that sensor nodes have limited resources. The biggest hardship brought by
the limited power supply is this: there are situations where it is impossible to replace the energy exhausted nodes
with the new ones. According to the application's purpose, Wireless Sensor Networks is expected to take the life
of many months and sometimes years. For these reasons, the researchers have been continuing their work on
communication techniques that lead to less energy consumption.
It is observed that, the amount of energy expended during transmission of a single bit between two wireless
sensor nodes is equal to the amount of energy spent by a sensor node performing a thousand transactions [6].
Another important leading energy consuming unit is the sensing unit that is used for gathering physical data from
environment. In many cases, depending on the sensor type used, the amount of energy spent by that unit varies,
however it is still negligible relative to the energy spent during data transmission [7].
In this paper, we propose an application-specific complete architecture by including other researcherss successful methods blended with our new techniques. Other methods such as LEACH [8, 9], the brainchild of clustering idea and its followers HEED [10] and PEGASIS [11] dealt only with intra-cluster communication. However, besides the intra-cluster communication, another and more energy consuming challenge to be dealt is the
inter-cluster communication. We propose here a TDMA-based, localized, energy aware next-hop selection idea
which provides fair load balancing and fair order of next hop selection between adjacent clusters resided in the
same layer. As it is discussed in [12, 13], employing multiple sinks in wireless sensor networks provides significant gains in terms of fair load distribution and prolonging lifetime of the nodes located in the Hot-spot region.
In addition, multi-layer approach is applied in corporation with multiple sinks idea. With the aim of alleviating
the burden of the nodes located in the so-called hot-spot region, the network structure is divided into multiple
nested layers. Each node in the number of clusters created in a layer varies according to the layer the cluster located. Since, the workload of nearby nodes is higher than the farther ones, clusters located nearby the sinks contain more nodes regarding to the ones located in the inner layers. Multi-channel communication, data aggregation, in-node processing are other energy conservative methods employed in our architecture in order to improve
energy conservation efficiency.
2 Related Work
Low-Energy Adaptive Clustering Hierarchy (LEACH) [8, 9] is an energy-efficient clustering based protocol
that has created a base for many studies. In LEACH, the topology is divided into clusters as it is depicted in Figure 1. Each sensor node belongs to a cluster with a cluster head (CH) selected randomly at the beginning of each
round.
181
Fig. 1. Cluster structure in LEACH

The nodes in the network maintain their missions in two states, setup and steady phases. In the setup phase,
heads of the clusters are selected randomly in order to evenly distribute the transmission load among the sensors
in the network. After head selection, the network goes into the steady phase in which transmissions take place.
Every node determines which cluster head they will belong to. After this stage, cluster heads define a schedule
and announce that schedule to the nodes in its cluster. Nodes go into sleep except the transmission time interval
dedicated for them by the cluster head. During transmission period, if they have packets to send, they transmit
their packets to their cluster heads. After cluster heads get all the packets from the nodes in their clusters, they
compress and reduce the size of the data to be sent to the sink.
PEGASIS (Power-Efficient Gathering in Sensor Information Systems) [11], is an improvement of LEACH
[8, 9] and constructed its fundamental logic over the base of LEACH. However, in PEGASIS, instead of clustering scheme, a chain structure is applied as it is presented if Fig. 2.
Fig. 2. Chain Structure in PEGASIS

Each node in the chain, send and receive data to and from its closest neighbor. Chains are formed either by
applying greedy algorithm or calculated by the sink and later on broadcasted to all nodes in the topology.
HEED (Hybrid Energy-Efficient Distributed Clustering) [10], is another energy efficient-approach for clustering nodes in sensor networks. In HEED, cluster heads are selected periodically but not at each round, according to hybrid of their residual energies and a parameter called average minimum reachability power (AMRP).
First criteria considered during the CH selection stage is the residual energy levels of the nodes. The node with
the greatest residual energy level is selected as the cluster head. If there are more than one candidates this time,
AMRP is calculated for each candidate and the one with the smallest AMRP is selected as the cluster head. The
AMRP of a node is the assumed total energy consumed by all nodes in the cluster during intra cluster communication if that cluster becomes the cluster head.
The architecture proposed in [14] is constructed over ZigBee/802.15.4 protocol [15]. Tree structure of the
clusters is assumed to be created by using the tree addressing scheme of ZigBee. Also, it is assumed that every
node in the network is notified about its parent and child nodes. Besides, there is a periodic and time constrained
data transmission in question. The main purpose of the study is to design a schedule that will regulate the sleepwakeup schedules of the clusters at the same time preventing inter-cluster collisions. Network topology is partitioned into clusters as in the others. Nodes taking charge in the multi-hop routing process is named as router,
others that only produces data are called as end-nodes. It is mentioned that multi-hop communication in the cluster-tree topology is deterministic because of the reason that a node does communicate only with its parent and
child nodes. Time domain of each cluster is partitioned into two as active and inactive periods. In active periods,
cluster heads give permission to intra-cluster communications. Router nodes are located in more than one cluster.
Taking charge as a cluster head in one cluster and as a child node in the other. Hence, router nodes have to stay
awake in active time durations of both clusters. As it is mentioned, it is aimed to find a time division cluster
scheduling in order to prevent inter-cluster collisions.
Besides the studies mentioned above, scientists have still been trying to develop different clustering schemes
[16, 17, 18] and many of them construct the fundamental structure of their architectures described in LEACH [8,
9].
182
3 Protocol Architecture and Structure Details

Cluster formation and notification of sensor nodes is performed by a central controller mechanism at the setup
stage. Sensor nodes are assumed to know their own geographical positions and also their neighbor nodes in the
cluster they locate by means of a GPS device or broadcast of a pre-announcement by the sinks. Sinks are deployed around the network area so as to surround all simulation area. In each cluster, there is a single cluster
header as it bases on the structure described in LEACH [8, 9]. However there are some differences regarding to
intra-communication scheme of LEACH. In LEACH, a frame is described in time domain and that frame is divided into small sub-frames each belonging to a sensor node. Every node sends its in-node processed data to its
cluster header in its pre-allocated sub-frame. That is an obvious application of Time Division Multiplexing. In our
approach, we applied the Code Division Multiple Access (CDMA) scheme for intra-cluster communication as it
is used in cellular technology. Every node in the cluster is assigned its own code that is orthogonal with the codes
of other nodes in the cluster. The reason of using CDMA in our architecture is the capacity increase that can not
be neglected. Gilhousen et al. inspected the capacity gains of CDMA over other multiple access schemes [19].
Packet structure of the intra-cluster packets is presented below:
Src Node ID Data
1
Data
0
Fig. 3. Intra-Cluster Packet Structure.

After the packet is generated, nodes encode the packet by the orthogonal code assigned at the setup stage by
the controller. Each node in the cluster is aware of the codes of other nodes in its cluster. Thus, when a sensor
node becomes a cluster head, it is already equipped in order to decode the incoming signal and extract the original signal of each node. After sending their data to the CH, plain nodes do not need to stay at active state because
of the reason that all the communication after that state will be maintained by CHs. Thus, until the start up next
round which is the next data collection period, plain nodes remain at sleep state and do not consume energy unnecessarily.
Nodes are charged as Cluster Head (CH) every round in a round robin manner. This is aimed to maintain load
balance and fairness. After decoding the data coming from plain nodes in the cluster, CH applies data aggregation. Instead of sending data of every node, min and max values are selected and sent with the owner ids of those
packets.
Next hop calculation is performed locally, that is by just considering the attributes of the next layer cluster
heads. Calculation is performed base on the formula below:
CostFactor = RsdEndChi * d3 .
(1)
Next layer in the coverage area with the minimum cost value is selected as the next hop. There appears another challenge that has to be dealt while selecting the next hop. The CHs of the two clusters that are adjacent in
the same layer can select the same next CH at the same time. Therefore, although it is possible to select two distinct CHs as next hop, without applying any control mechanism, load balance and fairness may not be achieved.
In our project, a token mechanism is included in order to keep the next hop selection crash under control. For the
first round, the node with the smallest ID number is given the opportunity to select firstly the next hop CH. After
calculating and defining next hop CH, sending node writes the id of the selected CH in the token and passes to the
adjacent CH. Adjacent CH gets the token and starts to calculate and define a next hop CH with the ID that does
not appear in the list stored in the token. So, while selecting a next hop, the criteria is finding with the minimum
cost value that is not selected by the other CHs in the same layer until the token arrives. However, there emerges
another issue to be considered. That is, if every round the same CH is given the opportunity to define next hop,
how can fairness is achieved? The solution we suggest here is giving the next hop selection first opportunity to
the CHs in a round robin manner. That means, when a node is the first for the present round, it is the last for the
next one. Token structure is depicted in Figure 4.
ClusterID1 NextClusterID1
ClusterID2 NextClusterID2
ClusterIDn NextClusterIDn
Fig. 1. Token Structure.
183
ResidualEnergyTable is stored in each node and contains the energy level of the nodes recently. Hence, when
a node starts to calculate the next hop, firstly checks the ResidualEnergyTable and calculates the CostFactor parameter for each record. While selecting the one with the minimum cost value, the aim is selecting the one thats
ID is not present in the token for the present round.
For intra-cell communication, every cluster uses the frequency assigned at the setup stage and it is fixed. Like
cellular technology, frequency reusing approach is applied. CH in a layer transmits its intra-cluster data to the
next layer over the frequency used for intra-cluster communication. Thus, next hop CH assigns its receiving radio
to the frequency of the sending CHs frequency. So, every node in the topology has two radios. One is used for
intra-cluster and inter-cluster sending operations. Other one is used for receiving packets incoming from inner
layers.
Inter-cluster packets differ from each other according to the emerging layer number. That is, a packet originated in a cluster located at layer 1 do not have the same structure and size with the packet originated in a cluster
located at second layer. Inter-cluster packets have the structure as follows:
3.ClsID
SrcClsID
Data1.2
3.ClsCHID
SrcClsCHID
Data1.1
2.ClsID
SrcID1
Data2.1
2.ClsCHID
SrcID2
Data2.2
Fig. 2. Inter-packet structure originated at the first layer.

The difference between the packets originated at layers 1 and 2 is that, since the latter one is already present
at the second layer, there is no need to keep a record for the next layer at that layer. The only needed record is to
keep information about the next hop located at layer 3. Thus, the size of the latter packet is 2 bytes smaller than
the former one.
3.ClsID
SrcID1
3.ClsCHID
SrcID2
Data2.1
SrcClsID
Data1.2
Data2.2
SrcClsCHID
Data1.1
Fig. 3. Inter-packet structure originated at the second layer.

Since a packet originated at the third layer is directly transmitted to a sink, there is no need for a record in order to keep the next hop information in the packet.
SrcClsID
Data1.2
SrcClsCHID
Data1.1
SrcID1
Data2.1
SrcID2
Data2.2
Fig. 4. Inter-packet structure originated at the third layer.

Every sink is familiar about the geographical position of each node in the topology. Therefore, they can calculate the energy spent during send and receive operations by the nodes on the full path, by looking at the related
fields of the packets. Each time a packet arrives at the sink, the sink records the energy changes of the nodes on
the path. All packets emerge from the clusters at different layers arrive to the closest sink to that cluster. In this
case, every sink must inform others about the incoming packets. Therefore, a notification mechanism is applied in
order to achieve that informing process. A sink is charged with the notification process and permanently employed with this task. At the beginning of each round, every sink starts a timer. When the timer expires, all the
sinks transmit their data to the sink charged with notification process. In order to prevent collisions, CDMA
mechanism is employed here. Each sink is assigned its own code orthogonal to the codes of other sinks. Therefore, all other sinks can send information about incoming packets to the informer sink at the same time without
any collision. As soon as the informer sink gets the messages from other sinks, after decoding, it generates the
ultimate message and broadcasts to the whole network. During the broadcast process, not all of the nodes in the
network will get the message. The broadcast notification message is only needed by the cluster heads of the following round. Therefore, other nodes will not spend energy during this broadcast stage redundantly.
184
4 Performance Evaluation
Simulations performed for 100 rounds each round taking 18500 s. For the first step, our next hop selection
criteria, cost factors performance regarding to two other next hop selection criteria is discussed. CHs forward
their data towards the closest sink in the network in order to spend minimum energy. Hence, next hops have to be
selected between the nodes on the way to the closest sink. One of the next hop selection criteria we compared
with is the selection of the next cluster head that is closest to the sink. Second method is the selection of the next
CH which is closest to the sender CH. As it is clear in Figure 8 and 9, other two methods approximately show the
same performance. However, our cost factor criteria prolongs the lifetime of the network as it is depicted in Fig.
9. After 60 rounds, there is not any alive node in the network when NextHop-Cls-To-Sink and NextHop-Cls-ToSender routing criteria are applied. With the NextHop-WithSmallestCostFactor method we propose, there are still
alive nodes even after 70 rounds.
Number of Nodes Alive
160
NextHop-Cls-To-Sink
140
NextHop-Cls-To-SENDER
120
NextHopWithSmallestCostFactor
100
80
60
40
20
0
10
20
30
40
50
60
70
80
90
100
Round
Fig. 5. Comparison of three different routing schemes according to the number of alive nodes remain in the network after
various number of rounds.
20
NextHop-Cls-To-Sink
NextHop-Cls-To-SENDER
Lifetime
15
NextHopWithSmallestCostFactor
10
0
Routing1 Methods
Fig. 6. Lifetime of the Network.
Lifetime of the network ends with the energy depletion of the first node in the network. Since nodes consume less
energy with the routing scheme SmallestCostFactor, lifetime of the network is longer than the networks using
other routing schemes as it is presented in Fig. 9.
The amount of energy dissipated by the nodes during data transmission is proportional with the distance between the sender and the receiver. Hence, in our architecture, nodes intend to direct their data to the closest sink
between the sinks surrounding the topology. Furthermore, instead of a CH sending directly to the sink, relaying to
a CH located on the direction to that sink is less energy consuming. If CHs send the data aggregated in their clusters directly to the sink, after 30 rounds all of the nodes in the network deplete of energy as shown in Fig. 10.
However, with multi-hop transmission, CHs relay their aggregated data to a next hop CH located at the outer
layer. Thus, they dissipate less energy and lifetime of the network prolongs inevitably that can be seen clearly in
Fig. 10 and 11.
185

160
MultiHop Transmission
140
100
80
60
40
20
0
10
20
30
40
50
60
Round
70
80
90
100
Fig. 7. Lifetime of the Network.

4500
The amount of energy consumed by

the most energy-consuming
node(J)
4000
DirectTransmissionFromCHsToSinks
3500
3000
2500
2000
1500
1000
500
0
10 20 30
40 50 60 70
80 90 100
Round
Fig. 8. Comparison of the Amount of Energy Dissipated by the Most-Energy-Consuming

Node in the Network with Direct and Multi-Hop Transmissions.
25
20
Lifetime
Number of Nodes Alive
120
15
10
0
Transm itting
1 Techniques
Fig. 9. Lifetime of the Network with Direct and Multi-Hop Transmissions.
186
5 Conclusion
In this paper, we presented an energy-efficient cluster based architecture containing various energy-efficient
techniques in order to decrease energy dissipation of the nodes thereby prolonging the network lifetime. Clusterbased structures are before proved to be more energy efficient with respect to others. In our simulations we observed this reality with brief measurements. As it is discussed in previous sections, hot-spot problem emerges in
wireless sensor networks because of the reason that sensor nodes located near the sink have to relay other sensor
nodes data that are far from the sink and do not have a possibility to transmit data directly to the sink. Thus,
multi-layer structure is employed with clustering mechanism. In this approach, clusters located near the sinks are
sized larger and contain more nodes than the ones far from the sink. That is because, nodes in the nearby clusters
transmit more data and being cluster-head turn must come less frequently in order to prevent energy depletion.
Another method, improving the energy efficiency is the multi-sinks idea. By setting a network to a single sink
located at one side of the topology, all data traffic from the nodes flow over the nodes located at the same side
with the sink. Hence, those nodes quickly deplete of energy and network lifetime reduces. However, by employing multiple sinks with surrounding the all topology, instead of relaying the data to the sink located at the other
side of the topology, CHs can forward their data to the sink as close as possible.
Furthermore, another challenge discussed in this study is finding a cost factor to be applied during the next
hop selection process. Cost Factor proposed in our architecture helps nodes to select the optimum next hop nodes
by means of the residual energy of the next node and the distance between the sender and the receiver. By employing cost-factor-considering-routing method, network lifetime prolongs with a factor of 50%.
By using multi-channel communication collisions are prevented thereby, undesirable energy consumptions
caused by retransmissions of packets are precluded. Besides, after physical data collection form environment and
transmission of that data to the CHs, it is inessential for the plain nodes to stay awake until the next round start
up. Thus, a periodic sleep-wake-up schedule is employed with the aim of redundant energy consumption.
In conclusion, none of the methods described above is alone enough for minimizing the energy consumption
in the network. Therefore, the smartest thing is to use the above-mentioned methods blended together as we did in
our study.
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187
Scalability Evaluation of the Wireless Mobile Ad

Hoc Routing Protocols in ns-2 Network Simulator
Zafer Albayrak1, Ahmet Zengin2, Mehmet Recep Bozkurt3
1
Niksar Vocational High School, University of Gaziosmanpasa, Tokat, Turkey

Electronics and Computer Science Department, Sakarya University, Turkey
3
Electrical-Electronics Engineering Department, Sakarya University, Turkey
1
zalbayrak@gop.edu.tr, 2azengin@sakarya.edu.tr, 3mbozkurt@sakarya.edu.tr
2
Abstract. Recently, Mobile Ad-hoc Networks (MANETs) have drawn of many researchers.
One of the
main subjects accepted by researchers studying on Mobile Ad-hoc Networks is developing routing protocols
for wireless systems. Routing protocol development is related with dealing such as complexity, scalability,
adaptability, productivity and battery life in wireless systems. Routing protocols based on wireless systems are
developed in order to cope with these problems. In this paper, AODV, DSDV and Beeadhoc algorithms are
empirically compared to investigate large-scale behavior. The results are presented as graphs and evaluated.
Keywords: Mobile Ad-Hoc Networks; Routing Protocols; Wireless; Swarm Intelligence; Simulation
1 Introduction
In recent years, the development of communication technology has made wireless device smaller, less expensive and more powerful. Such rapid technology advance has contributed great growth to mobile devices connected to the Internet [1]. Nodes communicate each other without any center in Mobile Ad Hoc Networks (MANETs) and have a constantly changing network topology. Routing protocols are used to find the paths between
the nodes. Due to the constantly changing network topology, Mobile Ad Hoc Networks use different routing
protocols but wireless networks use. Constantly changing network topology leads to updating of routing tables
and thus increases the number of control packets. In Mobile Ad-Hoc Networks it is the most important point is to find
routes between source and destination nodes. In this process traffic of network should not be increased and should lose lesser
packet and delay. Wireless Mobile Ad Hoc Networks used to provide communication existing infrastructure networks does
not work because of war and natural disasters such as earthquakes and flood.
There are two wireless networks:

infrastructure networks ( Fig. 1)
ad hoc networks (Fig. 2).
Fig.1 [1]
Fig.2 [1]
In infrastructure wireless network, there is a base station or an access point to be the portal of wireless devices. Ad-hoc network [2, 3, 4] is a self-organized, dynamically changing multi-hop network. All mobile nodes in
188
an ad-hoc network are able to communicating with each other without any established centralized controller. The
mobility of wireless nodes will cause the change of network topology.
In this paper, AODV, DSDV and Beeadhoc algorithms are empirically compared to investigate large-scale
behavior. The results are presented as graphs and evaluated.
2 MANETs Routing Protokocols
Many routing protocols have been proposed for ad-hoc Networks [1, 5, 6, 7, 8, 9, 11, 12]. These routing
protocols can be divided basically into two types, table-driven and on-demand routing protocol. Table driven
routing protocols each node has one or more tables to include routing information for all nodes in the network. A
change in the network updates routing tables of all t nodes. On-Demand the routing protocols, Unlike the TableDriven driven routing protocols there is no requirement to keep continuously the routing tables of the nodes.
Instead of this, by running variety of mechanism routs are created when it is necessary. The generated paths are
kept until packet reaches the destination node or certain period of time.
2.1 On-Demand Distance Vector Routing Protocol
Recently, the on-demand routing protocols for ad-hoc network are demanded because of their low routing
overheads and effectiveness in the case of the frequency of route re-establishment and the demand of route queries are not high. In the on-demand routing protocols the route is created only when is desired by the source node.
Many on-demand routing protocols have been suggested in [8, 11, 7, 10]. High routing overheads usually have
important impacts on performance in low-bandwidth wireless links. Therefore, the reactive on-demand routing
algorithms where routing paths are established only when desired are the recent liability in ad-hoc networks, such
as the Ad-hoc On-Demand Distance-Vector (AODV) routing protocol. In the AODV protocol, there is only a
single path established during the transmission of the packet. Therefore, when the transmission route fails, data
packets are simply dropped by nodes along the broken route.
2.2. Destination Sequenced Distance Vector Routing Protocol
Destination-Sequenced Distance-Vector routing (DSDV) [8], tries to keep a global picture of network topology and responds to topological changes by dispersing update messages along the wireless network. One or
more tables are required to maintain continuous, up-to-date routing information for each node in the wireless
network. In a highly mobility network environment, to maintain the routing information causes heavy overheads.
2.3. Beeadhoc Routing Protocol
Beeadhoc[14] algorithm has been taken into consideration in the comparison as an energy efficient routing
algorithm which is inspired from foraging principles of honey bees. The bee behavior was instrumental in designing efficient mobile agents, scouts and foragers, for routing in Mobile Ad-Hoc Networks. Scouts discover new
routes from their launching node to their destination node. A scout is transmitted using the broadcasting principle
to all the neighbors of a node with an expanding time to live (TTL) timer. Foragers are the main workers in our
Beeadhoc algorithm. They receive the data packets from transport layer and then deliver them to the destination.
Foragers are of two types: delay or lifetime. The delay foragers collect the delay information from the network
while the lifetime foragers collect the remaining battery capacity of the nodes that they visit. Bees usually are
forced to go long distances to find food. The areas of foraging bee finds a source of food for notice to the other
members of the colony and return to the hive after a while they start to fly around the other bees. Honey bees are
deaf, and therefore will not be able voice communications with each other. Establish communications with each
other with different shapes. These shapes are called dance. This dance has source distance, direction, information
about the quality and quantity of food available [13].
189
3. Ns-2 Simulation Framework for Comparison of Protocols

We evaluated the performance of AODV, DSDV and Beeadhoc in ns-2 simulator. Our test scenarios are
built with setdest.exe and cbrgen.tcl scripts used in ns2. We use the same implementations for AODV, DSDV
and Beeadhoc which are distributed with ns-2 simulator.
3.1. Simulation Parameters
AODV, DSDV and Beeadhoc routing algorithms have been developed and widely used in Ad hoc networks.
Simulation-based analysis and comparison established under the ns-2 network simulator. Ns-2 simulator, all protocols were executed under the same traffic and environmental conditions and the results are presented in graphs.
Thus, with the help of simulation-based performance analysis, protocol aspects such as scalability and efficiency
are evaluated.
Parameter
Topography
Value
Area (m2)
Number of
nodes
10
50
100
200
Mobility (m/s)
300 x 300
500 x 500
700 x 700
1500 x 1500
1 ~ 20
Packet Size (byte)
Topology genera-
512
SETDEST
Traffic generator
Traffic
Simulation time (s)
Computer
Operating system
CBRGEN
FTP/TCP
50
Core 2 Duo, 2 GB RAM
Fedora
tor
Table 1. Simulation model parameters

Table 1 shows the simulation parameters used in the process of comparison. In this study, we developed
models, a minimum speed of 1 m/s (walking speed), 5 m/s(running) , 10 m/s (car speed in local traffic) and a
maximum speed of 20 m/s(car speed within the cities). Node numbers were chosen as 10, 50, 100 and 200. The
maximum number of nodes used here is closely related to the computer's configuration. The computer simulation
of wireless networks that allow up to 200 nodes gives error on the value of memory error after that value. As the
number of node increasing the size of topography increasing as well (see Table 1). Topology scenarios are created with the script setdest.exe and traffic scenarios are created with the script cbrgen.tcl which found in the ns-2
network simulator. TCP and FTP applications are used for all nodes. The size of data packet is kept constant at
512 bits. We use the same models of physical and MAC layers. The simulation time for the algorithms was set to
50 seconds.
3.2. Simulation Results
Throughputs are compared at different speed and different number of nodes of routing protocols mentioned
above. Throughput means traffic packets received in process of simulation for any node in a network. In this
study, throughput of AODV, DSDV and Beeadhoc routing protocols are compared at the different speed and in
different number of nodes.
190
(a)
(b)
(c)
(d)
Fig.3 Effect of varying speed and number of the nodes.
Fig 3 shows that network throughput values are different in four different sizes and at different speeds.
While AODV and DSDV almost the same efficiency in all velocity values, productivity of Beeadhoc protocol
remains low. In addition, at the speed of 10 m / s, the DSDV protocol is running more efficiently. Fig. 3 b, c and
d show that the scale is running better performance scalability of AODV. Especially 200 nodes and 10 m / s
speeds, protocols, virtually no throughput other than AODV does. This result shows that, the scalability of
AODV is more efficient than DSDV and Beeadhoc routing protocols are.
191
4. Conclusion
The purpose of this study is to investigate the effects of the efficiency of protocols by changing the speed
and the number of nodes. The network topology changes more quickly in high speeds. Thus, it is difficult rapid
adaptation of the protocols to new situation. The network protocols did not work in the largest and the most high
speed scenario. Increasing the number of nodes has been decreased the throughput of the network .
References
1.
2.
3.
4.
5.
6.
7.
8.
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10.
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13.
Wei K.Lai, S.Hsiao, Y.Lin, Adaptive backup routing for ad-hoc networks, 2006.
Internet Engineering Task Force (IETF) Mobile Ad-Hoc Networks (MANET) Working Group Charter, Chaired by
Joseph Macker and M. Scott Corson, http://www.ietf.org/html.charters/manet-charter.html.
J. Jubin, J.D. Tornow, The DARPA packet radio network protocols, Proceedings of the IEEE 75 (1) (1987) 21
32.
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3597.
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considerations, RFC. 2501 (1999).
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Academic Publishers, 1996, pp. 153181.
C.E. Perkins, E. Royer, Ad hoc on-demand distance vector routing, Proceedings of IEEE WMCSA (1999).
C.E. Perkins, P. Bhagwat, Highly dynamic destination-sequenced distance-vector routing (DSDV) for mobile computers, Proceedings of the ACM SIGCOMM. (1994) 234244.
E.M. Royer, C.-K. Toh, A review of current routing protocols for ad hoc mobile networks, IEEE Personal Communications 6 (2) (1999) 4655.
R. Dube, C.D. Rais, K. Wang, S.K. Tripathi, Signal stability based adaptive routing (SSR alt SSA) for ad hoc mobile networks, IEEE Personal Communication (1997).
C.E. Perkins, Royer, and S. Das, Ad Hoc On-Demand Distance Vector (AODV) Routing, Internet Draft, draftietf-manet-aodv- 13.txt, February 2003.
H. F. Wedde and M. Farooq, The wisdom of the hive applied to Mobile Ad Hoc Networks, University of
Dortmund, 2005.
K. von Frisch. The Dance Language and Orientation of Bees. Harvard University Press, Cambridge, 1967.
Biographies
Zafer Albayrak is received MSc degree from the Department of Computer Science at University of North London, London, UK. He is a PhD student in the Electronics and Computer Science Department, University of Sakarya, Sakarya, Turkey.
He is also a Lecturer at Gaziosmanpasa University, Tokat, Turkey. His main interest in wireless networks.
Ahmet Zengin is PhD at Sakarya University, Turkey. His experience with modeling and simulation includes a one-yearstay in ACIMS Lab at the Arizona State University. His research topics include DEVS theory, multi-formalism modeling,
parallel and distributed simulation, modeling and simulation of large scale networks, distributed systems management,
biologically-inspired optimization schemes. His main research interest lies in parallel and distributed simulation and the High
Level Architecture.
Mehmet Recep Bozkurt is an Associate Professor in the Electronics and Computer Science Department, University of
Sakarya, Turkey. His research topics include Electronic Circuit Design, Electronic Devices, Pre-processing and classification
of Biomedical signals, Artificial Intelligence and MatLab.
192
A Design for Practical Fault Tolerance in

Java Accessing Native Code
Ebubekir Temizkan1, Kerem nal2
1,2
TUBITAK Space Technologies Research Institute

ebubekir.temizkan@uzay.tubitak.gov.tr, 2kerem.onal@uzay.tubitak.gov.tr
Abstract. Fault tolerance is a necessary part of software with high reliability. As software systems
evolve, fault tolerance is more substantial. Nowadays, many software systems are implemented with
high level programming languages. One of these programming languages is Java. Java technology enables researchers to develop for many huge software systems. However, this may require interoperability
of Java and native language such as C/C++. In Java, we need Java Native Interface (JNI) calls to operate hardware and running mathematical intensive operation, which requires performance needs, written
in native code. These parts of software need utmost care about preventing faults and are the main source
of the critical errors in projects. In traditional exception handling in Java we cannot catch those major
errors caused by memory leaks and low-level hardware faults. Those faults in native code can crash
whole Java Virtual Machine (JVM). In order to prevent these failures we need a fault-tolerant system to
catch those native code errors. Separation of operating system processes brings us the fault tolerance we
need by using the memory address space protection. In this paper we analyzed the details of this process
separation approach and proposed some architecture that isolates the faults using separate processes.
We also conduct experiments on a ballistic imaging system with one of the appropriate architectures.
Keywords: reliability, fault tolerance, Java, JNI
1 Introduction
Software reliability is the probability that software will not cause the failure of a product for a specified time
under specified conditions [1]. It is also an important factor affecting system reliability. Software fault tolerance
is a necessary part of a system with high reliability. It is a way of handling unknown and unpredictable software
system failures [2]. With the development of the complex software systems, fault tolerance is unavoidably significant. Therefore, researchers have intensively studied to perform fault tolerant software and systems. Golden G.
Richard III and Tu [3] presented their experiences with Java as a portable solution for developing completely
fault tolerant programs. They also argued Java based fault tolerant programming patterns that allow development
of fault tolerant Java solutions for a large class of sequential and distributed applications. Xin et al. [4] designed
an object oriented developing framework of fault tolerance system using Java to solve some problems. They used
JRMI technique as the communication mechanism and also used Object Oriented Design method to improve
software usability. Pleisch and Schiper [5] presented Java-based fault tolerant mobile agent system called
FATOMAS. Liang et al. [6] provided a fault tolerance mechanism based on Java exception handling, Java thread
status capturing technology and mobile agent to handle Grid fault in Linux platform. Kumar [7] proposed a fault
tolerant system design and implementation for CORBA that employs object replication. Kumar benefited from
Java serialization to capture objects state. Main objective for this study to advance availability of Java objects in
CORBA 2. Li and friends [8] proposed a fault tolerance sandbox to support the reconfigurable fault tolerant
mechanism on application servers to improve availability and reliability of reconfigurable applications. Lastly
193
Yang et al. [9] implemented a tool named McC++/Java for enabling monitoring and fault tolerance in C++/Java
programs on multi core applications.
Recent software projects often use different components that have been implemented in various programming
languages, so language interoperability gains great importance. In order to interoperate different software components in different languages, there must be a technology to make those languages to communicate with each other.
One technique to solve this issue is to use a foreign function interface [10]. Java also uses this technique and it is
called Java Native Interface (JNI). JNI is a powerful feature of Java platform that allows programmers to interoperate Java code and native code written in programming languages such as C, C++ and assembly 10. Although
JNI allows programmers to take advantages of Java platform, care should be taken in native coding. Java is a type
safe language and has advanced memory management features. On the other hand, memory management in
C/C++ is very hard [12]. Writing multithread programs in C/C++ is difficult and these can cause dead-locks that
crash JVM [12]. Also, hanging in hardware method calls results in unresponsive applications. Therefore, memory
leaks in native code and low-level hardware faults may cause system failures and crash of whole system. As a
result, all these faults must be handled by the software and do not let them to put the system in an unresponsive or
unstable state.
When Firearms are used, they mark on cartridge and bullet. Similar marks are created by the firearm on different cartridges and bullets that are thrown by same firearm [13, 14]. By examining these marks, firearms may be
identified. While examining of marks was performed using microscope early, this process has been computerized
with the development of ballistic imaging system [14], [19], [20]. Thus, fastest and more reliable data entry and
high performance matching process can be achieved. Ballistic imaging systems have software and hardware components. Hence, the system has potential to create faults. Therefore these systems must be fault tolerant to be able
to run for a long time.
Balistika 2010 is a ballistic imaging system that has been developed for automated firearm identification [18].
This system controls hardware to take images of cartridges and bullets. Then it produces data using these images.
This phase needs mathematical intensive operation that runs fast when written in native code.
In this paper, we have explained methodologies of fault tolerant software systems that interoperate Java and
C/C++ in a single computer. After that we have described our case and implemented selected method among
these methodologies for Balistika 2010. Eventually, experimental results are given.
2 Methodologies
There are some methods that interoperate Java and C/C++ programming languages in a single computer. If native methods are directly called from a main process with JNI as shown in figure 1, JVM of Main Process can be
crashed immediately because of the drawbacks of the native code.
Main Process
(Java)
JNI
Native Code
(C,C++)
Fig. 1. Calling native method from main process
In order to avoid this challenge and carry out a fault tolerant software system, address space protection approach can be applied [11]. Native code that can create JVM crash and Main Process could be separated as
shown in figure 2. Main Process forks a Child Process which handles all communication with the native code.
When native code crashes, main process can live.
Main Process
(Java)
Run
Child Process
(Java)
JNI
Native Code
(C,C++)
Fig. 2. Separating processes and calling native method from child process
194
Although above approach relatively allows fault tolerant structure, some drawbacks can be created concerning
communication between two process. For example, data that are created in Child Process cannot be transferred to
Main Process easily. There are some solutions to cope with this trouble. One of the solutions is shown in figure
3. In this case child process and main process can communicate through hard disk drive (HDD). Communicating
through HDD is an easy and reliable way but reading and writing performance of HDD is clearly poor.
Main Process
(Java)
Run
ReadWrite
Child Process
(Java)
JNI
Native Code
(C,C++)
ReadWrite
HDD
Fig. 3. Calling native methods from child process and communication through HDD
Using Ram Disk as shown figure 4 can be proposed for data transfer between main and child process as an alternative to the HDD. This method that uses the block of RAM like HDD has better performance in reading and
writing data compared to the HDD. Ram disk can be created using methods of operating system or third party
programs. There are also points to take into consideration about using Ram Disk. Total memory of system decreases as amount of size that Ram disk uses.
Main Process
(Java)
Run
ReadWrite
Child Process
(Java)
JNI
Native Code
(C,C++)
ReadWrite
Ram Disk
Fig. 4. Calling native methods from child process and communication through ramdisk
Another solution for transferring data between two processes is to use inter process communication (IPC).
There are some IPC methods. Socket is one of the IPC methods and frequently used in Java [15]. Socket technology that is easy and reliable way for network communication has been used for many years. As shown in figure 5,
main process and child process communicate by the help of Socket connection. Socket communication has relatively better performance than HDD.
Main Process
(Java)
Run
Child Process
(Java)
JNI
Native Code
(C,C++)
Data
Socket
Socket
Fig. 5. Calling native methods from child process and communication through Java socket
The last solution for data transfer between main and child Process is to use other IPC methods [16] [17] as
shown in figure 6. These IPC mechanisms can be performed with collaboration of Java and C, C++ languages by
means of JNI. In this method, developers must be more careful because main process can call the native method
via JNI.
195
Main Process
(Java)
JNI
Run
Child Process
(Java)
IPC methods
-Shared Memory
-Pipe
-Semaphore
-Message Queue
JNI
Native Code
(C,C++)
JNI
Fig. 6. Calling native methods from child process and communication through other IPC methods
3 Our Case
Balistika 2010 ballistic imaging system is composed of hardware and software components as shown in figure
7. User controls CCD camera that captures 4MB images with 20 frames per second and communicates over
Ethernet. This brings 80MB data transfer every second between native code and Java. This system will be used
24 hours a day. Moreover, user controls table motors and LEDs that is linked with a control card and serial cable
to the computer by means of graphical user interface, while imaging cartridge and bullet. User also performs
mathematical intensive operation on images of cartridge and bullet.
CCD
Camera
Ethernet
cable
LED
Serial
cable
User
Control
Card
X,Y,Z
Tables
Fig. 7. Ballistic imaging system
Our Ballistic imaging system has generally three parts that are controlled with calling native codes: Camera,
custom hardware and mathematical intensive operation. Camera is the main component of our ballistic imaging
system. We purchased camera with API and firmware. We do not know update frequency of the API or the firmware of the camera. In our case, last two firmware update resolves two important bugs which can cause segmentation faults and dead locks. This shows we must expect fault in our system and nothing guarantees that camera will
not bring any problem.
Another component of our ballistic imaging system is the custom hardware. Custom hardware has motor and
LED control drivers. APIs of these drivers were implemented with C++. It is very hard to make sure that those
components will not fail.
Last part of the imaging system that is controlled with calling native code is mathematical intensive operations.
Images that are captured by the camera are processed with these operations. These mathematical operations are
performed using pointers. Usually these are the main sources of failure.
As number of cartridges and bullets increase, Ballistic imaging system needs to be reliable, robust and fault
tolerance. That is this system must be long running system so user should be affected as little as possible because
of system faults mentioned above. For this reason, main process and child process that controls camera and custom hardware and performs mathematical intensive computations have been separated in our system as shown in
196
figure 8. As seen figure 8, child process was implemented in Java. Thus we minimized C, C++ codes in our system. Transferring of created data by the mathematical computation has been carried out using Ram disk. There
are several reasons to select this method. Firstly RAM is faster than HDD so we benefited from writing and reading speed. Second, both the child and the main processes can read the data at the same time with this approach. In
order to achieve this with socket we need to save the data in both processes memories which needs to allocate
twice memory space. We can achieve this synchronous reading if we use IPC mechanism of OS. But in this case
we have to use native code which can crash main process.
Ballistic Imaging System User Software
User
Recording
Software
(Main Process)
(Java)
Run
Native Code
(C,C++)
Camera and Hardware

Control Software
(Child Process)
(Java)
Camera
JNI
Custom
Hardware
Mathematical
Computation
ReadWrite
ReadWrite
Ram Disk
Fig. 8. Selected method for ballistic imaging system
Our ballistic imaging system was tried by two ballistic experts for 1504 cartridges. We logged about size of
6.5 MB log file. Number of calling of native method by Java with JNI on child process is shown in Table 1. As
shown in Table 1, during recording 1504 cartridges, 18 faults that caused crash of the child process occurred.
Also 23 faults that caused hanging of the camera occurred and we resolved the hanging problem by exiting from
child process. Figure 9 and 10 show scatter of JVM crash and camera hangs according to date respectively. Main
process was not affected negatively and maintains its execution. Thus ballistic experts could be continued recording cartridge without making any additional operation.
Table 3. Number of Calling of Native Method by Java Language with JNI on Child Process
Number
of
Calling
Native
Method
(Per
Cartridge)
Camera
Custom Hardware
Mathematical Computation
Total Number of
Calling Native Method (1504 Cartridges)
Number
Crash
of
40
60160
11
10528
1504
197
Fig. 9. Scatter chart of JVM crash according to date
Fig. 10. Scatter chart of camera hanging according to date
5 Conclusion
In this paper, we proposed a fault tolerance design using Java accessing native code in a single computer. Also, we have explained methodologies of fault tolerant software systems that interoperate Java and C/C++. Main
concept of our design is separating processes to provide address space protection. In our case, we used a child
Java process to interoperate with the native libraries and a software ram drive to overcome the communication
problem. We implemented the proposed design on our ballistic imaging system and conducted experiments. We
succeeded to encapsulate the crashes and hangs in the child process. Crashes and hangs caused by the native
codes do not lead to failure of whole system. Thus, our system is reliable and it continues to operate without any
data loss.
References
1.
2.
3.
4.
5.
6.
Krajcuskova, Z. (2007). Software Reliability Models. Radioelektronika International Conference. Brno, 24-25 April.
Pan,
J.
(1999).
Software
Reliability.
Carnegie
Mellon.
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Web:
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Richard III, G. G. and Tu, S. (1998). On Patterns for Practical Fault Tolerant Software in Java. Proceedings of IEEE
Reliable Distributed Systems Symposium.West Lafayette, IN 20-23 Oct.
Xin, Z., Daoxu, C. and Li, X. (1998). An object-oriented developing framework of fault-tolerant system. In Proc. of the
31st International Conference on Technologies of Object-Oriented Language and Systems.
Pleisch, S. and Schiper, A. (2001). FATOMAS: A Fault-Tolerant Mobile Agent System Based on the Agent-Dependent
Approach. Proc. Intl Conf. Dependable Systems and Networks.
Liang, J., WeiQin, T., JianQuan, T. and Bo, W. (2003). A Fault Tolerance Mechanism in Grid. Proceedings of Industrial
Informatics IEEE International Conference.
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Li, J., Huang, G.,Chen, X., Chauvel, F., Mei, H.(2009). Supporting Reconfigurable Fault Tolerance on Application
Servers. Parallel and Distributed Processing with Applications, IEEE International Symposium.
Yang, L., Yu, L.,Tang, J., Wang, L., Zhao, J. and Li, X.(2010). McC++/Java: Enabling Multi-core Based Monitoring
and Fault Tolerance in C++/Java. Engineering of Complex Computer Systems (ICECCS) EEE International Conference.
Tan, G., Appel A. W., Chakradhar, S., Raghunathan, A., Ravi, S. and Wang, D. (2006). Safe Java native interface. In
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Liang, S. The Java Native Interface: Programmer's Guide and Specication. Addison-Wesley, 1999.
Hoff, A. V. (1997). The case for JAVA as a programming language
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Sakarya, U., Lelolu, U.M., Tunali, E. (2008). Three-dimensional surface reconstruction for cartridge cases using photometric stereo. Forensic Science International, 175 (2-3), pp. 209-217.
Huang, Z. and Leng, J. (2010). An online ballistics imaging system for firearm identification. Signal Processing Systems
(ICSPS), 2010 2nd International Conference
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Immich, P.K., Bhagavatula, R.S. and Pendse, R. (2003). Performance analysis of five interprocess communication
mechanisms across UNIX operating systems. In Proceedings of Journal of Systems and Software. 27-43.
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Sakarya, U., Es, S., Leloglu, U., Tunali, E. and Birgul, O. (2010). A Case Study of an Automated Firearms Identification System: BALISTIKA 2010. 1st Annual World Congress of Forensics 2010.
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Biographies
Ebubekir Temizkan - He was born in 1982 in Kayseri. He earned his B.S. degree in 2007 from Maltepe University, Department of Computer Engineering.
He is interested in graphical user interface technologies on Java, usability and 3D face recognition and 3D reconstruction
from 2D images technologies.
Mr. Temizkan is currently working for The Scientific and Technological Research Council of Turkey Space Technologies
Research Institute (TBTAK - UZAY).
Kerem nal - He was born in 1978 in Ankara. He earned his B.S. degree in 2000 and MSc. in 2004 from METU, Department of Electrical and Electronics Engineering.
He is interested in HCI; especially on usability, usability evaluation, eye tracking, input devices, human centered design
and visualization.
Mr. nal is currently working for The Scientific and Technological Research Council of Turkey Space Technologies Research Institute (TBTAK - UZAY).
199
On the Cache Performance of Time-Efficient

Sorting Algorithms
Ilker Korkmaz1, Senem Kumova Metin2, Orhan Dagdeviren3, Fatih Tekbacak4
1
Izmir University of Economics, Department of Computer Engineering, Izmir,Turkey

Izmir University of Economics, Department of Software Engineering, Izmir,Turkey
3
Izmir University, Department of Computer Engineering, Izmir, Turkey
4
Izmir Institute of Technology, Department of Computer Engineering, Izmir, Turkey
1,2,3
Ege University, International Computer Institute, Izmir, Turkey
2
ilker.korkmaz@ieu.edu.tr, 2senem.kumova@ieu.edu.tr,
orhan.dagdeviren@izmir.edu.tr 4fatihtekbacak@iyte.edu.tr
Abstract. The cache configuration is an important concern affecting the performance of sorting algorithms. In this paper, we give a performance evaluation of cache tuned time efficient sorting algorithms. We
focus on the Level 1 and Level 2 cache performance of memory tuned versions of both merge sort and quicksort running on data sets having various sizes and probability distributions. The algorithms are simulated in
different cache configurations, including a Pentium 4 processor configuration, by using Valgrind simulator.
Besides, we propose a new merge sort algorithm design which aims to decrease run time by reducing Level 1
cache misses.
Keywords: merge sort, quicksort, cache effected sorting, simulation
1 Introduction
Sorting operation [1-13] is commonly used in mathematics and computer sciences as well. Sorting functions are
generally implemented as top-level definitions to be called whenever required in any software program or mathematical application. There are two main performance issues for a sorting algorithm: time and space complexity.
Although there is a theoretical trade-off between those two issues, practical sorting implementations try to balance the effects and provide efficient running time results. There may be some different hardware configurations
for the sorting codes to be executed in more performance-effective manner. In this concept, cache configuration is
an important concern affecting the performance of sorting algorithms.
In this paper, we introduce a comprehensive performance evaluation of cache tuned time efficient sorting algorithms. We cover the Level 1 and Level 2 cache performance of memory tuned versions of both merge sort [2]
and quicksort [8] running on data sets having various sizes and probability distributions. The algorithms are simulated in different cache configurations, including a Pentium 4 processor configuration [14]. The data and instruction miss counts on Level 1 and Level 2 caches are measured with the time consumption for each algorithm by
using Valgrind simulator [15]. Besides, we give the design of a new proposed merge sort algorithm which aims to
decrease run time by reducing Level 1 misses.
2 Related Work
Sorting algorithms effect run time and efficiency of operations in which they are used. If the algorithms are
qualified, it may result with a decreased running times. The traditional method which is accepted to be the most
200
effective way of qualifying algorithms to reduce run time is decreasing the number of instructions in the algorithm. Although reducing the instruction number of any algorithm has a positive effect on its running time, it is
not possible to state that it supplies enough improvement for sorting algorithms. The approach in which the reality
of cache usage in sorting algorithms is considered to reduce running time of sorting operations was stated firstly
by LaMarca and Ladner [9-11], restudied by Xiao et al. [12].
Basic merge sort algorithm which is designed as divide and conquer paradigm is a comparative sort algorithm
with O(nlogn) complexity. Multi merge sort and tiled merge sort algorithms take account of cache properties and
reduce running time by reducing the memory access rates or cache miss rates. Multi merge sort algorithm merges
all sub arrays in one operation. In tiled merge sort algorithm, the data is divided in two sub arrays and the arrays
are sorted between each other. Conceptually based on those algorithms, Xiao et al. [12] proposed their padding
versions. Tiled merge sort with padding organizes data locations to decrease the collision miss rate. Multi merge
sort with TLB padding aims to reduce TLB misses created by multi merge sort algorithm. As the initials of cache
effected quicksort algorithms, LaMarca and Ladner [9-11] proposed memory tuned quicksort and multi quicksort.
To further improve the quicksort performance, Xiao et al. [12] examined flash quicksort and inplaced flash quicksort, which are basically some kinds of integration of flash sort and quicksort algorithms. For the procedural details of these cache effected merge sort and quicksort algorithms, related studies [9-12] can be dissected.
In a general cache configuration design, main properties to decide on are basically as follows: capacity, line
size, associativity, multi-level design. Considering those configuration issues, cache effected algorithms can be
simulated by Valgrind [15] and Cachegrind which is a Valgrind tool that detects miss rates by simulating Level 1
and Level 2 caches.
3 Experiments
3.1 Approach
To investigate the cache performances and effect of cache usage on merge sort and quicksort derivations, the
following algorithms are examined in in Valgrind simulator: base merge sort, tiled merge sort, multi merge sort,
and tiled merge sort with padding; base flash sort, flash quicksort, inplaced flash quicksort, and memory tuned
quicksort. We simulated the algorithms in 2-level cache with different configurations.
As a top-view prescription of our approach, we have 3 phases: cache configuration, simulation of the corresponding sorting algorithms within the selected configuration with different data set distributions, simulation of
the algorithms with Pentium 4 cache configuration.
Each different experiment is repeated 5 times and the average values are used to evaluate the corresponding algorithm. The data miss rates of Level 1 and Level 2 caches of each algorithm are used to observe the cache performances. The running times of the implementations are also measured. It is expected that although all merge
sort implementations have the same time complexity of O(nlogn), the algorithms, which have more misses in the
last level of the cache and have more accesses to the main memory, result with higher values of running times. It
is also expected that flash sort supported quicksort algorithms run faster than merge sort variations.
3.2 Simulations and Results

Determining the configuration. In the cache configuration phase, we first arranged the appropriate capacities
of our Level 1 and Level 2 caches in 1-way associative design through simulating the base merge sort algorithm
for random input data sets with N:{1024, 10240, 102400, 1024000}. 10 different configurations with the following set of parameters are simulated: parameterSet:{ capacityL2:{256 KB, 512 KB}, capacityL1:{32 KB, 64 KB,
128 KB}, lineSize:{64 B, 128 B} }. Among them, a configuration with L2 of 512 KB, L1 of 128 KB, and line
size of 128 B is chosen according to its fastest average run time result per input element. Then, this configuration
is examined with the following set associativity values: {1-way, 2-way, 4-way, 8-way, full-associative}. Among
them, 4-way set associative cache configuration is selected according to its fastest average run time and smallest
average miss rate results.
Simulations of various sorting alternatives with selected configuration. In the second phase, we first simulated base merge sort, tiled merge sort, and multi merge sort with different sizes of random data sets to compare
the performance results; then we compared the best (according to miss rates) two among those merge sort algorithms with several input data sets of various distributions.
201
Base merge sort, tiled merge sort and multi merge sort algorithms are utilized on the selected cache configuration. Table 1 gives L1 and L2 miss rates and sorting run times (in microseconds) per element for random data sets
with N=1024, 10240, 102400, 1024000. L1 misses in Table 1 include both instruction and data misses.
In Table 1, it is shown that miss rates are lower in tiled merge sort and multi merge sort compared to base
merge sort as expected. Multi merge sort algorithm gives the lowest miss rate in randomly distributed data set. In
order to examine the effect of distribution of data sets according to possible miss rates, the two best of three algorithms in Table 1, tiled merge sort and multi merge sort algorithms, are applied to randomly, equilikely, poisson
and zero distributed data sets. Zero distribution refers the distribution in which all data values are equal to 0 (zero) and equilikely distribution is the uniform distribution. Since there is not enough space in this paper to present
the detailed measurement results, only a concise summary of the results is given as follows: Multi merge sort
gives better run time results only in poisson distribution and for all other distributions tiled merge sort generates
better run times.
multi
tiled
base
merge sort merge sort merge sort
Table 1. The results of several merge sort algorithms on selected cache configuration
Average Miss Rate
and Run Time
0.08
0.27
L2 miss rate
L1 miss rate
1024
0.1
0.27
10240
0
0.2
102400
0.1
0.3
1024000
0.1
0.3
Run Time
L2 miss rate
L1 miss rate
31.22
0.1
0.27
27.84
0
0.1
34.05
0
0.1
38.96
0
0.1
33.02
0.03
0.14
Run Time
L2 miss rate
L1 miss rate
32,74
0.1
0.27
23,74
0
0.1
33.99
0
0
41.96
0
0.1
33.11
0.03
0.12
Run Time
32.28
28.95
46.32
65.32
43.22
Besides, we simulated the quicksort and flash sort variations to compare the cache effected quicksort algorithms. It is expected that flash sort supported quicksort algorithms run faster than merge sort variations. The
comparisons are evaluated regarding to cache miss rates and run times of the algorithms.
Flash sort, flash quicksort, inplaced flash quicksort and memory tuned quicksort algorithms are simulated on
randomly distributed data sets. Fig. 1 and Fig. 2 include the sorting time and miss rate results of the simulations
for several different sorting algorithms on randomly distributed different sized data sets, respectively.
Fig. 1. Sorting run times (in microseconds) per input element of various sorting algorithms
202
Fig. 2. Cache miss rates of various sorting algorithms
In Fig. 1, the vertical axis is the sorting time in microseconds per one input element; whereas in Fig. 2, the values of the vertical axis refer to miss rates for corresponding size of data sets. The horizontal axis is the corresponding total element size of input data set. As mentioned in the study of Xiao et al. [12], although flash supported quicksort algorithms produce high miss rates (shown in Fig. 2), their sorting running times are lower compared to other sort alternatives in large data sets (shown in Fig. 1). Flash sort, flash quicksort, and inplaced flash
quicksort algorithms have very close results. It is also shown in Fig. 2 that memory tuned quicksort algorithm
gives the lowest miss rates as expected.
A more realistic case. In the last experimentation step, a more realistic case, 2-level cache structure of Northwood core Pentium 4 processor architecture [14] is simulated. Level 1 cache is configured as 4-way set associative with a total capacity of 8 K, which has a line size of 64 Bytes; Level 2 cache is used as 8-way set associative
with a capacity of 256 K, and with the line size of 128 Bytes. Base merge sort, tiled merge sort, multi merge sort
and tiled merge sort with padding algorithms are simulated with several data sets of 1 K to 4 M. The detailed
simulation results can be found in related previous study of authors [13]. Among those merge sort alternatives,
multi merge sort algorithm offers better miss rate performances for data sizes less than 1 M; however, tiled merge
sort is more scalable for larger data sets; on the other side, the best run time performance is obtained by tiled
merge sort with padding algorithm.
4 New Proposed Algorithm

According to our simulation results, we may conclude that the most important factor which effects the running
time is L1 cache miss count. From our measurements, we obtained that tiling method performs well with regarding L1 cache misses. In this section, we propose some procedural modifications on tiled merge sort algorithm to
reach better performance by decreasing L1 cache miss rates. To further improve the performance, we propose to
make the following operations instead of using basic merge sort algorithm after tiling operation:
Assume that we have m arrays each with size s that equals to half of the size of the L1 cache. Also assume that
these arrays are numbered from 0 to m-1. If we merge and sort all arrays into the array 0, then array 0 has the first
sorted portion of the array. We make the same operations for the other arrays then the target array becomes sorted. We need to make m(m-1)/2 merge operations totally. In this way, we aim to achieve merging operation on L1
data cache to reduce read misses and we aim to avoid write misses which occur while writing to the target array.
The code for our new proposed algorithm is given below where this algorithm can be integrated with tiled merge
sort.
New Proposed Algorithm
begin
w=min;
m=n/w;
source=a;
for (i=0;i<m-1;i++){
k=i*m;
for (j=(i+1);j<m;j++){
203
j1=k;
jj2=j2+w;
j2=j*w;
jj3=j2+w;
while ((j1<jj2)&&(j2<jj3)){
if (source[j1]<=source[j2])
j1++;
else{
temp=source[j1];
source[j1]=source[j2];
source[j2]=temp;
j2++;
}
}
if (j1==jj2){
while (j2<jj3)
source[j1++]=source[j2++];
}
if (j2==jj3) j1=jj2;
}
}
if (target==a){
for (i=0; i<n; i++)
a[i]=b[i];
}
end
5 Conclusions
In this paper, we first provided a survey of cache effected sorting algorithms. Secondly, we provided simulation
results including basic merge sort algorithm, tiled merge sort algorithm, multi merge sort algorithm and tiled
merge sort with padding algorithm using Valgrind simulator. We also simulated those various merge sort algorithms on different input data set distributions as random, equilikely, poisson, and zero distributions. As a general
conclusion of those simulation experiments among merge sort variations, tiled merge sort performance seems
appropriate based on the average of sorting time and cache miss rate results.
Its known that basic quicksort wins against basic merge sort in general runnig time. To observe the performance differences between alternative quicksort and flash sort variations, we simulated the miss rates and running
times of flash sort, flash quicksort, inplaced flash quicksort, and memory tuned quicksort. Among them flash sort
has greater miss rates, however it leads better running times than quicksort,
We also provided the simulation results of various merge sort alternatives based on Pentium 4 configuration.
The instruction miss rate on L1 cache performance is nearly same for merge sort algorithms. Tiled merged algorithm performs best among other algorithms considering L1 data cache miss rate. Although multi merge sort algorithms performs best considering L2 data cache miss count, it has the worst performance when L1 data cache
count is considered thus its overall run time performance is worst among other merge sort algorithms. Overall,
tiled merge sort with padding algorithm performs best in run time. Overall findings in our simulations are consistent with the findings and evaluations pointed in the studies by LaMarca and Ladner [9-11], and Xiao et al.
[12].
We also proposed a new algorithm to further reduce the wall clock time and showed its design in this paper.
Our work is ongoing and we are planning to implement the proposed algorithm and compare with the other merge
sort algorithms.
Acknowledgment. The authors thank Prof. Dr. Mehmet Emin Dalkilic for his advises to focus them on cache
effected sorting area.
204
References
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Knuth, D. E. (1973). The Art of Computer Programming, Addision Wesley, Reading, MA.
Cormen, T. H., Leiserson, C. E., Rivest, R. L. and Stein, C. (2001) Introduction to Algorithms (2nd ed.). MIT Press and
McGraw-Hill. ISBN 0-262-03293-7.
Goodrich, M. T. and Tamassia, R. (2002). 4.5 Bucket-Sort and Radix-Sort. Algorithm Design: Foundations, Analysis,
and Internet Examples. John Wiley & Sons. pp. 241243.
Han. Y. (2002) Deterministic sorting in O(n log log n) time and linear space. In Proceedings of the thiry-fourth annual
ACM symposium on Theory of computing, Montreal, Quebec, Canada.
Thorup. M. (2002) Randomized Sorting in O(n log log n) time and Linear Space Using Addition, Shift, and Bit-wise
Boolean Operations. Journal of Algorithms, 42(2): 205-230.
Han Y. and Thorup, M. (2002). Integer Sorting in O(n sqrt (log log n)) Expected Time and Linear Space. In
Proceedings of the 43rd Symposium on Foundations of Computer Scienc, 16-19 November, IEEE Computer Society,
Washington, DC.
Hoare, C. A. R. (1962). Quicksort, Oxford The Computer Journal, 5(1).
LaMarca, A. and Ladner, R. E. (1996) The Influence of Caches on the Performance of Heaps, Journal of Experimental
Algorithms, 1.
LaMarca A. and Ladner, R. E. (1997) The Influence of Caches on the Performance of Sorting, In Proceedings of the 8th
Annual ACM Symposium on Discrete Algorithms, SODA 97, New Orleans.
LaMarca, A. and Ladner, R. E. (1999) The influence of caches on the performance of sorting", Journal of Algorithms
31(1): 66-104.
Xiao, L., Zhang, X. and Kubricht, S. A. (2000) Improving memory performance of sorting algorithms, ACM Journal on
Experimental Algorithmics, 5(3): 1-22.
Tekbacak, F., Korkmaz, I., Dagdeviren, O. and Metin, S.K. (2010)Application and Performance Analysis of Cache
Effected Merge Sort Algorithms", In Proceedings of the 4th International Student Conference on Advanced Science and
Technology, ICAST 10, Izmir, May 2010.
http://www.intel.com/products/desktop/processors/pentium.htm
http://valgrind.org/
Biographies
Ilker Korkmaz Ilker Korkmaz received the BSc. degree in Electrical and Electronics Engineering and MSc. degree in
Computer Science from Ege University. He is a PhD candidate at International Computer Institute at Ege University. He is
also an instructor at the Department of Computer Engineering at Izmir University of Economics. His research interests include computer networks, network security, and wireless sensor networks.
Senem Kumova Metin Senem Kumova Metin received her BSc. degree in Electrical and Electronics Engineering from Ege
University and MSc. and PhD degrees from International Computer Institute at Ege University. She is currently working as a
lecturer in Izmir University of Economics. She is mainly interested in natural language processing applications and computational linguistics.
Orhan Dagdeviren Orhan Dagdeviren received the BSc. and MSc. degrees in Computer Eng. from Izmir Institute of Technology. He received PhD degree from Ege University International Computing Institute. He is an assistant professor in Izmir
University, Department of Computer Engineering. His interests lie in the computer networking, distributed systems and wireless sensor networks areas.
Fatih Tekbacak Fatih Tekbacak received the BSc. and MSc. degrees in Computer Engineering from Izmir Institute of
Technology. He is a PhD candidate in Computer Engineering at Ege University. He is also a research assistant in Izmir Institute of Technology. His interests lie in the software agents, access control of role based agents on multi agent systems and
semantic web.
205
Performance Comparison of a Homogeneous

Dedicated Linux Cluster and a
Heterogeneous Windows Cluster
1
Deniz Dal, 2Tolga Aydn
Ataturk University, Engineering Faculty, Computer Engineering Department, 25240, Erzurum, TURKEY
1
2
ddal@atauni.edu.tr, atolga@atauni.edu.tr
Abstract. When computing, there are three basic approaches for improving the performance: using a better algorithm, using a faster computer or dividing the calculation among multiple processors/computers. A
computer cluster might be employed as a means to achieve the desired performance improvement for the third
approach. A cluster is a collection of interconnected stand-alone computers cooperatively working together as
a single, integrated computing resource. In the context of computer clusters, every stand-alone computer forming the cluster is also called as a compute node. When all of the compute nodes of a cluster have exactly the
same hardware and software components, this cluster is referred to as a homogeneous cluster. If the cluster is
formed by using computers with different hardware and software specifications, this cluster, on the other
hand, is referred to as a heterogeneous cluster. This paper compares the performance of those two cluster options in terms of execution times. The conducted experiments over two different sets of benchmarks show an
average improvement of 31% in favor of the heterogeneous Windows cluster.
Keywords: Parallel Computing, Computer Cluster, Dedicated Cluster, Linux Cluster, Windows Cluster, Homogeneous Cluster, Heterogeneous Cluster
1 Introduction
There are several scientific applications needing to be solved in a reasonable amount of time and requiring huge
amount of computing power such as weather forecasting. To overcome such a problem, in general, three basic
approaches are employed for improving the performance: using a better algorithm, using a faster computer or
dividing the calculation among multiple processors/computers [1]. A computer cluster might be used as a means
to achieve the desired performance improvement for the third approach. A cluster is a type of parallel or distributed processing system, which consists of a collection of interconnected stand-alone computers cooperatively
working together as a single, integrated computing resource [2]. Clusters serve a number of purposes. A single
system with several computers can be used to obtain the high performance need of a scientific application (High
Performance Clusters). Another cluster may be recruited to create a high-availability in case of a failover for a
critical web serving environment (High Availability Clusters). A cluster might also be used to evenly distribute
the processed data among several computers to provide better performance for a web search engine (Load Balancing Clusters).
Clusters are generally formed by using off-the-shelf, commodity computers, hardware and open source software.
By using commodity computers and connecting them over a switching device enables us to obtain a processing
power once only supercomputers had the opportunity to employ. The flexibility of including a new processing
unit when one of the computing nodes from the cluster fails makes clusters a highly reliable and scalable solution for system administrators. Due to their above-mentioned advantageous, there are many computer clusters that
are on the worlds top 500 supercomputers list along with SMP style supercomputers.
206
As far as the computer clusters are concerned, every stand-alone computer forming the cluster is also called as a
compute node. When all of the compute nodes of a cluster have exactly the same hardware and software components, this cluster is referred to as a homogeneous cluster. If the cluster is formed by using computers with different hardware and software specifications, this cluster, on the other hand, is referred to as a heterogeneous cluster.
One of the important design steps for building up a computer cluster is the selection of the operating system and
the other software that will be used. Linux would be the top operating system choice that runs on each computing
node of a cluster since it is open source software and does not require a licensing cost. In the context of this paper, a homogeneous Linux cluster is referred to as the cluster where each node of the cluster has Linux installed
on it (same version of Linux distribution, kernel and software packages) and has the same CPU and memory configuration. On the other hand, a heterogeneous Windows cluster is the one where every machine from the cluster
has any Windows operating system installed on and has different CPU and memory configurations. This paper
compares the performance of those two cluster options in terms of execution times. The conducted experiments
over two different sets of benchmarks show an average improvement of 31% in favor of the heterogeneous Windows cluster.
The rest of the paper is organized as follows: Section 2 explains the motivation of this paper. Section 3 is a survey
of related work. Section 4 introduces the process of building up our homogeneous and dedicated Linux Cluster
and our heterogeneous Windows cluster in two separate subsections. Section 5 discusses the experimental results.
Finally, Section 6 concludes the paper with remarks on future research
directions.
2 Motivation
This paper is inspired by a discussion held on a graduate level parallel programming course. In this course, students form a heterogeneous Windows cluster by connecting their personal laptops (all have windows OS installed
on) together over the WLAN of engineering faculty to run parallel programs written in C++ and Windows
MPICH2 [3] implementation of MPI (Message Passing Interface) during the academic semester. The questions
listed below were arisen in one of the lectures while the concept of dedicated Linux clusters were being studied:
Is it really worth building up and maintaining a dedicated Linux cluster?

Does the operating system the compute nodes of the cluster run on affect the performance?
Linux or Windows? Which one is better for clusters?
Clusters with very homogeneous hardware and software and clusters with very heterogeneous hardware
and software. Which one is better in terms of performance and load balancing?
In the scope of this paper, the fourth question will be under scrutiny.
3 Related Work
Some real life problems scientists face today need to be solved as fast as possible. Weather forecasting is one of
such problems and by using parallel computing, people can predict the weather and the climate changes two or
three weeks in advance. Another important problem requiring huge amount of processing power is the human
genome project [4]. Parallel computing is simply either using more than one processor sharing the same memory
bank (supercomputing) or using more than one computer with distributed memory (cluster) to achieve higher
processing power. Clusters offer high performance, high reliability and flexibility with very little cost over their
supercomputer counterparts. When talking about computer clusters, for many people, the most likely thing coming into the mind is a Beowulf Cluster [5]. A Beowulf cluster is a popular variant of a compute cluster that is
based on off-the-shelf, commodity PC hardware and free open source software [6]. There are also commercial
cluster solutions available [7], [8]. Clusters can be either homogeneous or heterogeneous. A heterogeneous parallel and distributed computing environment using PVM is introduced in [9]. Load balancing for heterogeneous
clusters of PCs is examined in [10]. To the best of our knowledge, this work is the first one in the literature that
compares a homogeneous dedicated Linux cluster with a heterogeneous Windows cluster in terms of performance.
207
4 Experimental Setup
4.1 Building up a Homogeneous and Dedicated Linux Cluster
The schematic view of our homogeneous and dedicated Linux Cluster is shown in Figure 1. This cluster is composed of four nodes: one node for administrative purposes and three dedicated nodes for computing. It also has a
10/100 Mbps ethernet switch (ASUS GigaX1024) for intra-node communications. The software and hardware
specifications of the cluster computers are given in Table 1 and Table 2-3, respectively. Since it is a dedicated
cluster, there is no need for a monitor, a keyboard and a mouse for each individual compute node. (One monitorkeyboard-mouse set is plugged into the head node all the time and also used for troubleshooting when there is a
networking problem and hence, accessing to the compute nodes are impossible.)
Fig. 1. The Schematic View of the Homogeneous Dedicated Linux Cluster

Table 1. The Software Specifications of the Homogeneous Dedicated Linux Cluster Nodes
Hostnames
Operating System (OS)
Version Release
Kernel
admin
Fedora
14
2.6.35.11-83.fc14.i686
Head (Admin) Node
cn01, cn02, cn03
Fedora
14
2.6.35.11-83.fc14.i686
Compute Nodes
Table 2. The Hardware Specifications of the Homogeneous Dedicated Linux Cluster Nodes (1)
Brand Name
CPU Model
CPU Speed FSB Speed
Name
(GHz)
(MHz)
Fujitsu Primergy
Intel(R)
3.0
400
admin
RX100 S2 Rack
Pentium(R) 4
Server
HP Vectra VL420
Intel(R)
1.8
400
cn01, cn02, cn03
DT
Pentium(R) 4
Table 3. The Hardware Specifications of the Homogeneous Dedicated Linux Cluster Nodes (2)
Cache Size
Memory Size
Hard Drive Capacity
(KB)
(MB)
(GB)
1024
2000
80
admin
512
512
40
cn01, cn02, cn03
The head node of the cluster serves as the administrative node and has two network interface cards (eth0 and
eth1). This helps us to isolate the compute nodes from the outside world. The cluster can be accessed over the
internet through eth1 and the head node can communicate with the compute nodes through eth0. All cluster
software are installed on the /opt directory of the head node. The head node also runs as an NFS server to share
its /opt and /home directories over the internal network and those two directories are mounted by all the
compute nodes. Linux MPICH2 implementation of MPI (version 1.3.2.) for message passing and g++ (mpicxx
208
wrapper) for compiling C++ programs are installed on the head node. Programs are compiled with O3 flag to
increase the speed. All user accounts are set in such a way that they allow passwordless ssh over the cluster machines. Since there is no need for graphical environments for the compute nodes, they run at init level 3 to reduce
the load of the machines while the head node runs at init level 5 to support X window.
4.2 Building up a Heterogeneous Windows Cluster
Three personal laptops with different versions of Windows OS installed on are employed to build up a heterogeneous Windows cluster for the performance comparison. Those computers are selected in such a way that the
average CPU speeds and the average memory sizes of those computers will match its homogeneous counterpart.
The schematic view for this version of the cluster is very similar to the previous one except the fact that there is
no head node for this scheme. Here, compute nodes are replaced with the laptops and the same ethernet switch is
used for message passing. The software and hardware specifications of the cluster computers are given in Table 4
and Table 5-6, respectively.
Table 4. The Software Specifications of the Heterogeneous Windows Cluster Nodes
Brand Name
Operating System (OS)
Dell Inspiron 6000
Windows XP-SP3
Laptop 1
Dell Latitude D600
Windows Vista-SP1
Laptop 2
Sony Vaio VGN-FS500P
Windows 7 Enterprise
Laptop 3
Table 5. The Hardware Specifications of the Heterogeneous Windows Cluster Nodes (1)
CPU Model Name
CPU Speed (GHz)
FSB Speed (MHz)
Intel(R) Pentium(R) M 740
1.73
533
Laptop 1
1.6
533
Laptop 2
2.0
533
Laptop 3
AVERAGE
1.78
Table 6. The Hardware Specifications of the Heterogeneous Windows Cluster Nodes (2)
Cache Size
Memory Size
Hard Drive Capacity
(MB)
(MB)
(GB)
2
512
60
Laptop 1
2
512
40
Laptop 2
2
512
100
Laptop 3
AVERAGE
512
All three Windows laptops are equipped with Microsoft Visual Studio 2010 Ultimate for compiling C++ programs and Windows MPICH2 implementation of MPI (version 1.3.2.) for message passing. /O2 flag is used
during compilation to increase the speed of the programs. A new Windows user account with the same username
and the password is created on each laptop and this account is registered with the MPICH2 software. Finally, the
virus protection software (if any exists) and the Windows firewalls of all laptops are disabled.
To compare the performance of two above-mentioned cluster schemes, two different sets of benchmarks were
used. The first set is composed of three embarrassingly parallel benchmarks (the first column of Table 7): Cardano Triplets problem [11], a naive Prime Numbers problem [12] and a Maximum Neighboring Value problem
[13]. Neighboring value of a number (all digits must be unique) is obtained by multiplying each successive digits
of that number and the distances between them together and by taking the sum of all those partial products. For
example, the neighboring value of 7952468 is calculated with the following formula:
4*5*1+5*6*2+6*7*4+7*8*5+8*9*4=816. The third embarrassingly parallel benchmark tries to find the number
that has the maximum neighboring value. The second set of benchmarks (the first column of Table 8) multiplies
two square matrices with different sizes. The second and the third columns of Table 7 and Table 8 depict the
execution times of the first and the second set of benchmarks, respectively. The fourth columns of both tables list
the performance improvements of heterogeneous Windows cluster over homogeneous Linux cluster.
209

Table 7. Performance Improvements over Embarrassingly Parallel Benchmarks
BENCHMARK
HOMOGENEOUS
HETEROGENEOUS
IMPROVEMENT
LINUX CLUSTER
WINDOWS CLUSTER
(%)
(seconds)
(seconds)
41.71
19.35
54
Cardano Triplets
171.25
124.34
27
Prime Numbers
4779.40
3692.95
23
Maximum
Neighboring Value
35
AVERAGE
Table 8. Performance Improvements over Matrix Multiplications
BENCHMARK
HOMOGENEOUS
HETEROGENEOUS
IMPROVEMENT
LINUX CLUSTER WINDOWS CLUSTER
(%)
(seconds)
(seconds)
3.44
2.97
14
Matrix Multiplication
(1000x1000)
22.50
15.78
30
(2000x2000)
69.97
49.26
30
(3000x3000)
159.20
110.187
31
(4000x4000)
26
AVERAGE
As shown in Table 7, a 35% improvement on average was obtained by using the heterogeneous Windows cluster
in comparison with the homogeneous Linux cluster over the first set of benchmarks. When it comes to the second
set of benchmarks, a 26% improvement on average was also achieved in favor of the heterogeneous Windows
cluster. (The average improvement over two sets of benchmarks yields a value of 31%.)
Architectural differences of the computers (processor families, FSB speeds and cache sizes), the compilers and
their optimization capabilities as well as the operating systems used in those two clusters might have played a role
in the improvements observed. The investigation of all those possibilities could be an avenue for a future research.
6 Conclusions and Future Work
Connecting commodity computers over a switching device and making them act as a single processing unit offer a
cost effective and highly reliable solution for parallel computing needs. This is called clustering and is widely
recruited to find solutions for various kinds of problems within a reasonable amount of time. Clusters can be
either homogeneous or heterogeneous in terms of hardware and software. In this paper, a homogeneous and dedicated Linux cluster was compared with a heterogeneous Windows cluster in terms of performance. The conducted
experiments over two different sets of benchmarks showed an average improvement of 31% in favor of the heterogeneous Windows cluster. As mentioned in the last paragraph of Section 5, several possibilities exist for yielding such a result. The investigation of all those possibilities could be an avenue for a future research.
References
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Bohn C. A. and Lamont G. B. (2002). Load Balancing for Heterogeneous Clusters of PCs. Future Generation
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Biographies
Deniz Dal He received the B.S. degree in Electrical Engineering from Istanbul Technical University, Istanbul, Turkey, in
1996 and the M.S. and Ph.D. degrees in Computer Engineering from Syracuse University, Syracuse, NY, USA in 2001 and
2006, respectively. His research interests include computer-aided design digital (CAD), high-level synthesis of digital circuits, power optimization and high performance computing systems.
Since 2007, he has been with the Computer Engineering Department, Engineering Faculty, Ataturk University, Erzurum,
Turkey, where he is currently working as an Assistant Professor.
Dr. Dal is a member of IEEE, ACM and SIGDA.
Tolga Aydn He received the B.S. (May 1998), M.S. (October 2000) and Ph.D. (February 2009) degrees in the field of
Computer Engineering from Bilkent University, Ankara, Turkey. His major fields of study are data mining and machine
learning.
He has several conference and journal publications (Knowledge-Based Systems, Lecture Notes in Computer Science) on
data mining and machine learning fields. His current research interests concentrate on spatio-temporal data mining and parallel data mining.
Since September 2009, he has been with the Computer Engineering Department, Engineering Faculty, Ataturk University,
Erzurum, Turkey, where he is currently working as an Assistant Professor.
Dr. Aydn is a member of MOVE (COST Action IC0903) action.
211
Feature Selection for Author Identification

Using Genetic Algorithms
Feritah RC 1, Gkhan DALKILI 2
1,2
Dokuz Eylul University Department of Computer Engineering

1
feristah@cs.deu.edu.tr, 2dalkilic@cs.deu.edu.tr
Abstract. Author identification is used in identifying the corresponding author of an anonymous text, in
areas such as criminal justice, plagiarism detection, computer security etc. In our previous study 12 style
markers based on word n-gram analysis had been collected. In this study, we have collected 12 new style
markers. Column articles of 16 authors have been tested using the old and new markers. While some of these
markers produced better identification results, others did not improve. A method was searched to increase the
success rate of identification by keeping and complementing the successful markers, and eliminating the unsuccessful. The genetic algorithm is one such method which uses feature selection for obtaining better results.
Therefore, genetic algorithm's feature selection principles have been applied to select the successful markers
in our study, which produced much better results.
Keywords: Author Identification, Feature Selection, Genetic Algorithms
1 Introduction
Author identification deals with the task of identifying the corresponding author of an anonymous text, among
a given set of predefined author candidates. The aim is to automatically determine the author of a given text with
approximately zero failure rates. The main idea under computer-based author identification is defining characteristics of documents to determine the writing style of authors. Multivariate analysis techniques which combine
lexical and syntactic analysis techniques, can achieve desirable success ratios.
Related with innovations in the identification technologies of computer science, author identification has been
used in areas such as criminal justice, corporate litigation, plagiarism detection, computer security and verifying
the authorship of e-mails and newsgroup messages.
Recent studies in the author identification area can be exemplified by Mortons study focused on sentence
lengths [1], and Brinegars study focused on word lengths [2]. Other important studies belong to Stamatatos et al.,
who applied Multiple Regression and Discriminant Analysis using 22 style markers [3]; and Corney, who gathered and used a large set of stylometric characteristics of text including features derived from word and character
distributions, and frequencies of function words [4].
Some of the leading Turkish researchers are Tan, who developed an algorithm by using 2-grams [5], and Diri
& Amasyal who formed 22 style markers to determine author and type of a document [6]. In another study, the
same authors used 2 and 3-grams to determine the author, author's gender and type of a document [7]. In our
previous study; linguistic statistics were used based on frequently used word n-grams (1 n 6) collected for all
authors [8].
In our present study 24 style markers are formed to characterize authors. However, not all of the 24 attributes
affect author attribution, positively. Genetic algorithm can be used to discard the unsuccessful attributes, thus
increasing success ratios.
212
Genetic algorithm is a programming technique that mimics biological evolution as a problem-solving strategy.
Given a specific problem to solve, the input to the genetic algorithm is a set of potential solutions, encoded in
some fashion, and a metric called a fitness function that allows each candidate to be quantitatively evaluated.
Genetic algorithm has been applied to a broad range of subjects like pipeline flow control, pattern recognition,
classification, structural optimization, and has been used to solve a broad variety of problems in extremely diverse area of fields. Some examples of these fields are electrical engineering, chemistry, mathematics, military
and law enforcement, astronomy and astrophysics, geophysics, molecular biology, data mining and pattern recognition, routing and scheduling, and author identification.
One of the genetic algorithm studies for author identification was carried out by Schlapbach et al., who extracted 100 features from a handwriting sample to isolate the author out of a set of writers [9]. By applying genetic algorithm as a feature selection and extraction method on set of features, subsets of lower dimensionality are
obtained. The results show that, significantly better writer identification rates can be achieved, if smaller feature
subsets are used. In 2006, Gazzah and Amara, used genetic algorithm for feature subset selection in order to eliminate the redundant and irrelevant features in study of identifying the writer, using off-line Arabic handwriting
[10]. In 2007, Lange and Mancoridis, developed a technique to characterize software developers' styles using a
set of source code metrics to identify the likely author of a piece of code from a pool of candidates [11]. They
used the genetic algorithm to find good metric combinations for effectively distinguishing developer styles. In
2009, Shevertalov et al., presented a genetic algorithm to discretize metrics of improving source code author
classification. The algorithm evaluated the approach with a case study, involving 20 open source developers and
over 750,000 lines of Java source code [12].
In recent studies, feature selection by genetic algorithm was applied on handwriting identification and source
code identification. In our study, we deal with identifying the author of a newspaper article among 16 columnists,
using 24 style markers characterizing the 16 authors. A total of 33,666 training-set and 7,137 test-set articles are
collected for 16 authors. All training-set articles are used to obtain authors statistics. Randomly selected 100
training-set articles and 100 test-set articles for each 16 authors are used for experimental studies.
In section 2, preliminary works will be explained. Used methods will be detailed in section 3. Experimental
studies will be given in section 4 and finally, section 5 deals with obtained results.
2 Preliminary Work
2.1 General Terms
Measurements of vocabulary diversity play an important role in language research and linguistic fields. The
common measures used are based on the ratio of different words (Types) to the total number of words (Tokens).
This is known as the Type-Token Ratio (TTR) and can be calculated with the Formula 1.
(1)
The Hapax Legomena Ratio (HR) is the ratio in percent between once-occurring types (hapax legomena) and
the vocabulary size. This ratio is calculated by using Formula 2 given below.
(2)
The entropy is a statistical parameter which measures how much information is produced on the average for
each letter of a text, in the language. If the language is translated into binary digits (0 or 1) in the most efficient
way, entropy H is the average number of binary digits required per letter of the original language. Entropy values
of n-gram series are calculated by using the Formula 3. x is the each n-gram observed in the corpus, p is the
probability of the n-gram.
(3)
213
2.2 Previous Work

In our previous study, two methods each consists of 1-gram to 6-gram groups, were developed for authorship
identification [8]. One of these methods was author specific n-gram method. In this method when a sample
article with an unknown author is handled, word n-grams of this article are computed at first. If an n-gram of
sample article is also an element of most frequently used Turkish n-grams, this n-gram is eliminated thus, n-grams
which are specific to sample article are obtained. In the same way for all 16 authors, n-grams specific to each
author are found. Finally, sample articles and authors specific n-grams are compared and the author having
more common n-grams with sample article is accepted as the author of the sample article. In the second method,
Support Vector Machine (SVM) was used to identify author of an anonymous article. Firstly, like previous method sample articles specific n-grams are determined. Then for each remaining n-gram of sample article, term
frequency matrix is prepared for each author. If an n-gram is also an element of any 16 authors top 500 n-grams,
its frequency called as term frequency is given. After using SVM method, term frequency matrix turns to a similarity matrix that shows similarities between author profiles and the sample article.
These two methods supplies 12 n-gram based features as can be seen on Table 1. Other 12 style markers include word per article (WPA), type/token ratio (TTR), hapax legomena ratio (HR), average sentence (ASL) and
word length (AWL), ,, !, ?, ;, : frequencies, entropy and relative entropy, are collected in scope of this
study.
Some features have high success ratios up to 90% while some have low ratios down to 10% according to Table 1. In this study we are looking for the answer to the question if it is possible to obtain more successful results
when we eliminate weak features and combine useful features.
Table 4. Average success ratios of 24 features on training-set and test-set articles of 16 authors
Training
Test
#13
23.4
19.9
#14
11.8
12.6
#15
13.2
11.4
#16
15.9
15.1
#17
14.3
14.1
#18
18.1
15.3
#19
9.4
8.8
#20
8.8
10.7
#21
6.7
7.4
#11
37.8
24.4
Entropy
#10
60.7
49.2
#22
9.1
8.5
#23
23.2
18.4
6-Gram
#12
24.4
11.2
Relative
Entropy
5-Gram
4-Gram
3-Gram
#9
74.9
66.6
: Freq.
#8
84.9
77.4
? Freq.
#7
80.1
76.0
; Freq.
2-Gram
1-Gram
6-Gram
#6
22.9
8.6
! Freq.
#5
37.9
23.4
Method 2 (SVM)
, Freq.
5-Gram
4-Gram
#4
61.0
50.3
AWL
#3
77.6
69.4
ASL
3-Gram
2-Gram
#2
88.1
83.3
HR
#1
90.1
87.1
WPA
Training
Test
TTR
1-Gram
Method 1 (Author specific n-gram)
#24
11.9
12.7
3 The Method
A genetic algorithm (GA) is a search heuristic that mimics the process of natural evolution as a problemsolving strategy and routinely used to generate useful solutions to optimization and search problems. In GA, an
individual represented by a chromosome is any possible solution, population is group of all individuals and
search space is all possible solutions to the problem. Given a specific problem to solve, the input to the GA is a
set of potential solutions to corresponding problem. These potential solutions are generated randomly to form
initial population of GA.
A metric which is called as fitness function allows each candidate to be quantitatively evaluated. Promising
candidates are kept and allowed to reproduce a new population of candidate solutions. The expectation is that the
average fitness of the population will increase each round, and so by repeating this process for hundreds or thousands of rounds, appropriate solutions to the problem can be discovered.
In this study, a potential solution is a 24 bits chromosome that encodes the appropriate attributes to author
identification process. Search space has 224 possible solutions. This space is so large to search sequentially.
Therefore an evolutionary algorithm GA is needed for optimization of feature set. At the beginning, an initial
214
population including parameterized number of chromosomes is generated randomly like on Table 2. Population
sizes (P) of 10, 20, 30, 50, 100 and 200 are tested in this study.
Each bit of a chromosome represents corresponding attribute to be used for identification process. If value of
a bit is 1, the attribute in the corresponding index will be used, otherwise not.
Table 2. Sample population includes randomly generated potential solutions
#
1
2
...
P
Chromosomes
011011011001110111011101
101100100010010111101011
110001101010011101110110
Fitness value to quantitatively evaluate a chromosome is author identification success ratio that is obtained
when attribute selection is made according to chromosomes encoding. Two different types of fitness function,
Weighted Fitness and Weightless Fitness are used in this study. In Weighted Fitness function predicted top
three authors are weighted according to their ranking. Top three authors are selected because top five and top two
are also tested, and best results are obtained when 3 authors are used. For example, as given on Table 3, while
fitness value of a chromosome is being calculated, the top authors predicted by features corresponds to a gene 1
have coefficient 3, the second ranked authors have coefficient 2 and third ranked authors have 1. In Weightless
Fitness function, all authors predicted by features corresponds to a gene 1, have coefficient value 1, otherwise
0. Finally, in both cases the author having maximum total coefficient assumed as predicted author. This operation
is repeated for randomly chosen 100 training-set articles and 100 test-set articles of each 16 authors and average
authorship success ratios are calculated for each chromosome.
Table 3. Top three author id predicted for each 24 features and sample chromosome encodes used features
2 11 12 11 11 2
2 10 8
7 10 9
3 13 15 10 2
0 1 1
Rel. Ent.
9 10 16 13 4
1 1
5
1 0
: Ferq.
5 7 11 11 2
Entropy
1 12 12 3 16 5
; Ferq.
? Ferq.
6-Gram
, Ferq.
5-Gram
! Ferq.
4-Gram
AWL
3-Gram
HR
2-Gram
ASL
1-Gram
TTR
6-Gram
WPA
5-Gram
1 1 1
Chr. Predicted
Author ID
4-Gram
Method 2
1-Gram
g
2-Gram
3-Gram
Method 1
4 15 6
6 16 9
6 11 7
Linear Ranking Selection is used for selection of chromosomes which are used for reproduction operation. In
linear ranking selection, population is sorted from best to worst according to fitness. Elite individuals of parameterized count are copied to new generation. Reproduction operation includes crossover and mutation operations.
In crossover operation, two new chromosomes (offspring) are created from each of two parents in mating pool
that consists of best chromosomes. In mutation operation, a randomly selected chromosome is mutated by changing a randomly selected bit 1 to 0 or 0 to 1. Mutation probability is also a parameter of the GA. Termination condition of the evaluation process is a pre-determined number of generations (in our example it is 1000) or
when a satisfactory solution has been achieved.
4 Experimental Studies
The algorithm was tested on both training-set articles and test-set articles with the two different fitness functions mentioned above and six different population sizes (10, 20, 30, 50, 100, and 200). Each run continued over
a thousand iterations. Best individual feature sets and success ratios for all these parameters are given on Table 4.
All population sizes produced same individuals as fittest solution for each four cases. Thus, it can be said that
growth of population does not improve obtained results.
Table 4. Best individuals (feature sets) and best fitness values (author identification success ratios) obtained by using GA for
all population sizes (10, 20, 30, 50, 100, 200)
215
Best Individual
Best Fitness
Best Individual
Best Fitness
Weighted Fitness
Training-set Articles
Test-set Articles
111100110000001000000000
110100111000110000000000
94.6
90.5
Weightless Fitness
Training-set Articles
Test-set Articles
111100111000000000000000
111000111100100000000000
89.3
85.2
Genetic algorithm reaches to the same fittest individuals for all population sizes. But individuals (feature sets)
vary for each four cases given on Table 4. 7 of 24 features are selected for training-set articles, while 8 of 24
features are selected for test-set articles. Four features are common for all cases, these are 1-gram and 2-gram
versions of two n-gram based methods mentioned on Section 2. Other important findings are those Hapax Legomena Ratio is a useful feature for training-set articles when weighted fitness function used, Word per Article is
useful for both training-set and test-set articles when weightless fitness function is used and finally Type/Token
Ratio is a useful feature for test-set articles when weighted fitness function used according to the chromosomes
given on Table 4.
Recently, average success ratio 90.1% was obtained for most successful feature #1 and 6.7% was obtained for
worst feature #21 on training-set articles as can be seen on Table 1. Average was 37.8% for all 24 features on
training-set. By combining features selected with weighted fitness function, average success ratio increases to
94.6% for training-set articles.
In the same way, when test-set articles were handled, average success ratio was equal to 87.1% for feature #1
and 7.4% for feature #21. Average success ratio was 32.5% for all 24 features. By combining features selected
with weighted fitness function, average success ratio is obtained as 90.5% for test-set articles.
As seen from Table 4, although weightless fitness results are worse than our previous studys best results, it
exceeds average success ratios 37.8% and 32.5% by 89.3% and 85.2% for training-set and test-set articles respectively.
4 Conclusion
In this study, 24 style markers are formed to characterize authors. But not all of the 24 attributes are successful for author identification. The aim of the study is to obtain more successful results by eliminating weak features
and combining the useful ones. Genetic algorithm is used to increase success ratios, because the cost of sequential
searching of all possible solutions is too expensive.
By using genetic algorithm, an initial population consisting of possible solutions is created. Candidate solutions are kept and allowed to reproduce a new population of candidate solutions. As a result, the average fitness
of the population is increased in each round. By repeating this process for a thousand of rounds, correct author for
the given anonymous text is found, within acceptable success ratios.
For training-set articles, the average success ratio is increased to 94.6% from 90.1%. For test-set articles the
average success ratio is increased to 90.5% from 87.1%, by using weighted fitness function. After a 90.1% high
success ratio in our previous study, the improvement of success ratio gets harder. Therefore, 4.5% improvement
is a satisfactory result. This study shows that, genetic algorithm is an effective and useful attribute selection method to obtain optimal feature subsets, in author identification. The success ratio is increased by using the optimal
feature subset.
In future work, new features for authors will be collected and used to increase the identification success ratio.
Also, parameters of the genetic algorithm and fitness function will be enhanced. Other genetic algorithms like
hybrid genetic algorithm can be applied to investigate the success ratios.
References
[1] Morton A.Q. (1965). The Authorship of Greek Prose, Journal of the Royal Statistical Society, Series A, 128: pp. 169-233
[2] Brinegar C. (1963). Mark Twain and the Quintus Curtius Snodgrass Letters: A Statistical Test of Authorship. Journal of
the American Statistical Association, Vol.58, pp. 8596.
216

[3] Stamatatos E, Fakotakis N., Kokkinakis G. (2001). Computer-Based Authorship Attribution without lexical measures.
Computers and Hummanities. pp. 193-214.
[4] Corney M. (2003). Analysing e-mail text authorship for forensic purposes. Master of information technology (research)
thesis.
[5] Tan C.M., Wang Y.F., Lee C.D. (2002). The Use of Bi-grams to Enhance Journal Information Processing and Management. Vol:30, No:4, pp. 529-546.
[6] Diri B., Amasyal M.F. (2003). Automatic Author Detection for Turkish Texts. Artificial Neural Networks and Neural
Information Processing. p. 138.
[7] Amasyal M.F., Diri B. (2006). Automatic Written Turkish Text Categorization in Terms of Author, Genre and Gender.
11th International Conference on Applications of Natural Language to Information Systems, Austria.
[8] rc F., Dalkl G. (2010) Author Identification Using N-grams and SVM. 1st International Symposium on Computing
in Science & Engineering, Kuadas, Trkiye.
[9] Schlapbach A., Kilchherr V., Bunke H. (2005). Improving Writer Identification by Means of Feature Selection and Extraction. Proceedings of the 2005 Eight International Conference on Document Analysis and Recognition (ICDAR05).
[10] Gazzah S., Amara N. E. B. (2006). Writer Identification Using Modular MLP Classifier and Genetic Algorithm for
Optimal Features Selection. Lecture Notes in Computer Science, Volume 3972/2006, pp. 271-276.
[11] Lange R., Mancoridis S. (2007). Using Code Metric Histograms and Genetic Algorithms to Perform Author Identification for Software Forensics. GECCO '07 Proceedings of the 9th annual conference on Genetic and evolutionary computation ACM New York, USA.
[12] Shevertalov M., Kothari J., Stehle E., Mancoridis S. (2009). On the Use of Discretized Source Code Metrics for Author
Identification. Search Based Software Engineering, 1st International Symposium on Issue, pp. 69-78, Windsor.
Biographies
Feritah rc was born in Aydn in 1984. She had received the B.S. degree in 2006 and the M.S. degrees in 2009 in
Computer Engineering from Dokuz Eylul University, Turkey. She is still a Ph.D. student in Computer Engineering from
Dokuz Eylul University, Turkey. Her fields of studies are NLP, data mining and business intelligence.
Gkhan Dalkl was born in zmir in 1975. He had received the B.S. degree in Computer Eng. from Ege University, Turkey, the M.S. degrees in Computer Science from USC, Los Angeles, and from Ege University ICI, Ph.D. degree in Computer
Eng. from DEU, Turkey. He had been a visiting lecturer in UCF, Orlando. He has been an Assistant Professor of the Department of Computer Engineering of DEU. His fields of studies are cryptography, and NLP.
217
A Real-Time TTL based Downlink Scheduler for

IEEE 802.16 WiMAX
Melek Oktay1,2 and Haci Ali Mantar2
1
Fatih University, 34500, Buyukcekmece, Istanbul, Turkey

Gebze Institute of Technology, 41400, Gebze, Kocaeli, Turkey
moktay@fatih.edu.tr, hamantar@bilmuh.gyte.edu.tr
Abstract. The popularity of real-time applications such as video streaming and Voice over IP (VoIP) have been
increasing in recent years with the development of wireless technology. It is difficult to support Quality of Service
(QoS) for real-time applications in wireless networks. WiMAX is the broadband wireless technology and it supports
heteregenous traffic in wireless medium and QoS for real-time applications. In WiMAX, packet scheduling implementation is left open to vendor and it directly affects the performance of the WiMAX networks. In this study, a TTLbased packet downlink scheduler is proposed. The developed scheduler is tested in the simulation enviroment. The
results show that developed TTL-based scheduler algorithm outperforms good performance with the Earliest Deadline
First (EDF) algorithm.
Keywords: Time to Live (TTL) , EDF, WiMAX, Packet Scheduling, QoS
1.
Introduction
WiMAX, abbreviated from Worldwide Interoperability for Microwave Access, is the commercial name of
products IEEE 802.16 wireless metropolitan area network (MAN) standards [9, 10]. It provides broadband wireless services in MANs and it is an alternative last-mile internet access technology in urban or suburban areas.
WiMAX has economically low cost deployment and it facilitates installation of internet access where cable-based
infrastructures are very expensive or infeasible.
WiMAX is an emerging broadband wireless network and it supports Quality of Service (QoS) in MAC level
[6]. It supports class-based QoS for applications and it has several components for supporting QoS such as admission control, scheduling, classification, etc. The scheduling algorithm, one of the most important components
in WiMAX networks, is not standardized by IEEE 802.16. In the literature, many scheduling algorithms and
schemes are proposed, but most of these algorithms are developed for uplink schedulers. However, there is no so
much effort for downlink schedulers in the literature.
In this study, a novel TTL (time-to-live) based downlink scheduler for WiMAX is proposed. The main objective of the TTL based downlink scheduler is decreasing the delay of packets. The TTL label in Internet Protocol
(IP) lets us know the number of hops (hop count) between the source and the destination. It is a well-known fact
that there is a correlation between the hop count and the delay of the packet in todays networks. When the hop
count increases, the delay of packet also increases. Backlogged packets (packet available to transmission) are
differentiated in Base Station (BS) according to their hop count, and urgent packets are transmitted to their destination before their deadlines are not missed. To the best of authors of this article knowledge, almost nothing has
been published on the subject of this article.
The paper is organized as follows: Section 2 summarizes WiMAX broadband technology and its standard in
details. In Section 3, literature review and the proposed TTL-based packet scheduler are proposed. The simulation environment and the experimental results are presented in Section 4. Finally, Section 5 reports the final evaluation and the future work
218
The WiMAX Architecture and Services

The IEEE 802.16 [9, 10] standard provides two operation modes: centralized communication based of point-tomultipoint (PMP) mode and distributed communication based of multipoint-to-multipoint (Mesh) mode. In the
PMP mode, all of the communications between the BS and Subscriber Station (SS) are centrally managed by BS.
There is a centralized scheduling mode and the communications between SSs are not allowed in this mode. In the
mesh mode, communications between SSs are granted. In this way, the coverage and capacity of the network is
increased, but the complexity of MAC protocol is also increased.
IEEE 802.16 physical layer operates between 10-66 GHz in line-of-sight communication and air interface of
WirelessMAN-SC (single carries) operates in this bands. IEEE 802.16a physical layer operates between 2-11
GHz and it supports nonline-of-sight communication. WiMAX supports data rate between 30-130 Mbps which
depends on the certain modulation, coding scheme, and also bandwidth of channel. Additionally, in the evaluation
of the evaluation of new generation of WiMAX which is known as a WiMAX-2 [11], data rate is increased to 100
megabit for mobile user and 1 gigabyte for the fixed applications. Therefore, this makes the bandwidth killer
multimedia applications (e.g. video streaming, VoIP and VoD) suitable in wireless medium.
WiMAX is a connection oriented protocol. It creates one connection for each type of traffic, even if it is for the
connectionless protocols such as IP. For each connection, a unique 16-bit Connection Identifier (CID) is assigned
by BS. Service flow (SF) mechanism is defined in WiMAX and it represents unidirectional traffic connection that
offers QoS level. SF is defined in 32-bit SF identifier (SIF) and unique CID describes it in the network. Besides,
the standard defines scheduling services for supporting class-based QoS level that enables heterogeneous traffic
in wireless medium such as web browsing, VoIP, video streaming, etc. The scheduling services and their properties are described as follows:
UGS - Unsolicited Grant Service: it supports constant-bit rate (CBR) multimedia applications (e.g., VoIP without silence suppression (WoSS)). In UGS, the BS automatically allocates fixed amount of resource for each connection without any need of bandwidth request.
ertPS Extended Real-Time Polling Service: This scheduling service is designed for the variable bit rate
(VBR) real-time applications such as VoIP with silence suppression(WSS). Data packets are granted in periodic
basis like UGS, but the resource allocation is not fixed like UGS. It varies dynamically like rtPS.
rtPS Real time Polling Service: it is also designed for real-time multimedia applications that generate VBR at
periodic intervals such as video streaming and VoD. In this type of service, SS must periodically send bandwidth
request to BS and request resource allocation size varies for each frame.
nrtPS Non Real-Time Pooling Service: this scheduling service class is designed for delay tolerant non-realtime applications such as FTP and Telnet which require minimum amount of bandwidth. SS allows making periodic unicast grant requests at longer intervals.
BE-Best Effort: it is designed for the applications that do not have guarantee on delay and specific bandwidth
requirement such as Hypertext Transfer Protocol (HTTP) and Simple Mail Transfer Protocol (SMTP).
The QoS parameters for the scheduling services are listed in Table 1.
Table 5. QoS Parameters of Scheduling Services
ertPS
VoIP WSS
UGS
T1/E1,
VoIP WoSS
Maximum
Sustained
Traffic Rate
Minimum
Reserved Traffic
Rate
Maximum
Latency Tolerance
Tolerated Jitter
Traffic Priority
rtPS
Video Streaming
nrtPS
FTP, Telnet
BE
HTTP, SMTP
IEEE 802.16 defines many components in the standard. For example, radio resource management, packet
scheduling for uplink/downlink data, and call admission control are some of them. However, implementation
details are left open for vendors. The packet scheduling algorithm is the most important component in the standard, because it directly affects the performance of the WiMAX networks.
219
2.
The Proposed Architecture
Real-time applications, such as Voice over IP (VoIP) and video streaming, generate symmetric traffic in the
network. Therefore, when a new scheme is proposed for these applications both uplink and downlink scheduler
must be taken into account in WiMAX. Also, a real-time application can compensate certain amount of packet
loss but they are sensitive to jitter and delay of packets. In order to improve the delay performance, appropriate
packet scheduler algorithms should be used. Earliest Deadline First (EDF) [1] algorithm is one of them, and it
shows good performance in real-time applications [2, 3]. The EDF scheduling algorithm marks each incoming
packet with deadline and calculation of this deadline is a critical issue. In the Wimax networks, SS informs the
BS about QoS parameters of flow during the admission control phase. Latency and jitter are some of these parameters. The classical deadline calculation of a packet in EDF is as follows: Latency of the flow is added to the
arrival time of packet in the flow. Although EDF shows good performance in the real-time applications, it can be
improved for downlink scheduler in WiMAX networks with using delay-awareness.
Classical EDF does not differentiate packets that are far or near from/to destination (more hop). It takes only
arrival time and latency into account. However, the packets that far to the source generally face more delay than
near one. Therefore, when a packet coming from far enters to the BS, it should be send to the SS as soon as possible even if its deadline is greater than near destination packet. The main contribution of this study is giving
more precedence to the packet which far to the source. The proposed architecture is shown in Figure 1,. In backlogged real-time applications, such as ertPS and rtPS, the traffic is differentiated according to their hop count
values. Hop count value is a derived attribute that can be calculated from IP labels TTL value. The differentiated packets are assigned to dedicated queues according to their hop counts. There are three queues for each realtime service classes (rtPS, ertPS), HC < 10, 10 < HC < 20, and HC >30, where HC means Hop Count. Therefore,
the precedence of higher HC is greater than the lower one.
Fig. 1. The Proposed Downlink Scheduler Architecture for WiMAX
The classification component is defined in the standard [9, 10], but the implementation details also left to the
vendors. There are efforts about classification in the literature, such as RFC [12, 13], but these studies can be
improved with adding new types of classifiers. Furthermore, one of the important favours of this study is the conservation of the WiMAX protocol stack. There is no need to decompose of TCP/IP protocol stack. Only the new
classification module will be adapted in WiMAX BS, and this module will be classified incoming real-time packet according to their hop counts.
2.1. Hop Count Calculation from TTL value

There is a correlation between the hop-count and delay in the internet [5]. When the hop-count of a packet increases; the delay of the packet that will be faced also increases. Internet Protocol (IP) lets us know the packet
220
hop count. It consists of a Time to Live (TTL) 8-bit field. Each router (hop) where the packet that comes through
decrements this value by one. At the destination, the hop count of the packet that reaches from source to destination can be calculated in the final TTL. But different operating systems (OS) assign different default values for
TTL. Therefore, there cannot be a single initial TTL value for each sender IP. Todays modern Operating Systems set the initial values as 30, 32, 60, 64 and 512 as initial values. In the literature, it is observed that these TTL
values are between 30 and 32, 60 and 64, and 32-64 [4]. This assumption is used in this study, for example if the
final TTL value is 110; it is obvious that initial value TTL will be 128.
Packets are differentiated by BS according to the hop count (final TTL values) and packets that are come far to
destination have more precedence than the near ones. In this study, the packet delay in WiMAX network is balanced.
3.
The Simulation Environment and Results
The real-time TTL based downlink scheduler algorithm is implemented in house simulator for WiMAX. The
developed simulator is a discrete-event simulator. For the simplicity, only ertPS service is implemented and tested. The real-time application traffics are generated from video traces that are available [14, 15] in the simulation.
Video traces are encoded in different formats such as H.263 and MPEG. The qualities and packet sizes of the
traces vary between 15 and 256 Kbps.
Fig. 2. The Simulation Topology
The simulation topology developed is shown on Fig.2 in details. There are six video traffic generator components in the Internet which their hop counts vary. There are two video streaming traffic sessions where hop counts
are greater than 20, one session between 10 and 20, and three sessions less than 10 hop counts. Also, WiMAX
Base Station schedules the backlogged real-time packets to the Subscriber Stations (SSs) (there are six SSs).
There are two scenarios in the simulation: in the first scenario, the WiMAX Base Station default scheduler algorithm uses the Earliest Deadline First (EDF) algorithm. EDF selects the packet which has the smallest deadline.
The deadline is equal to the arrival time plus latency parameter which is defined in the mandatory QoS parameter.
In this scenario, EDF does not take Hop Count of the destination of packets into account. All the packets have
same priority in the downlink scheduler. In the second scenario, the scheduler is again EDF, but it takes backlogged packets Hop Count into account. The packets are differentiated into different EDF queues and the scheduler selects greater HC packets first, even if their deadlines are greater than the others. It means that the greater
HC packets have higher precedence.
The simulation results are shown in Figure 3. In this simulation, the Earliest Deadline First (EDF) downlink
packet scheduler algorithm is used. And also, to be aware of the HC effect, the Classical-EDF Scheduler and HCAware-EDF Scheduler are implemented and tested. Since we differentiate packets according to their HCs and put
them in appropriate queues, we have three cluster queues where HC<10, HC>10 and HC <= 20, and HC > 20. In
the simulation result, only two clusters, HC<10 and HC>30, are shown. It is obvious that HC-aware scheduler
balances the delay of the backlogged packets. The cumulative delay of the first cluster (HC<10) increased more
221
than classical EDF but cumulative delay of third cluster (HC>30) decreased. It can be said that this is a compensation mechanism that compensates the delay of near (HC<10) backlogged packets and far (HC>30) backlogged
packets.
Fig. 3. Simulation results of

(a) HC > 30 Classical and TTL-Aware EDF
(b) HC < 10 Classical and TTL-Aware EDF
4.
Conclusions
WiMAX is the broadband wireless technology and it supplies ubiquitous high speed connectivity in the last
mile. The packet scheduler algorithm allocates resources to SSs according to their QoS requirements. Scheduler
selection is also critical for the performance of the network. In this study, a new scheme whose name is TTLbased (Hop Count) downlink scheduler is developed. It is implemented in the house simulator. The proposed
scheme outperforms the classical EDF scheme in the downlink scheduler. In addition to TTL-awareness, channel
states of subscriber stations will be considered in future work of this study.
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Melek Oktay, Hac Ali Mantar, "A Real-Time Scheduling Architecture for IEEE 802.16 WiMAX Systems", 9th IEEE International Symposium on Applied Machine Intelligence and Informatics, Slovakia/Slomonice,SAMI 2011,
N. A. Ali, P. Dhrona, and H. Hassanein. A performance study of uplink scheduling algorithms in point-tomultipoint wimax networks.Comput. Commun., 32(3):511521, 2009.
H. Wang, C. Jin, and K. G. Shin. Defense against spoofed IP traffic using hop-count filtering. IEEE/ACM
Trans. Netw. 15, 1 (February 2007), 40-53.
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IEEE GLOBECOM'98, , January. 1998
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Networks, Vol. 51, No:11, pp 3013-3046, August 2007.
http://www.isi.edu/nsnam/ns/
http://code.google.com/p/ns2-wimax-awg/
IEEE 802.16-2004, IEEE Standard for Local and Metropolitan Area Networks Part 16: Air Interface for
Fixed Broadband Wireless Access Systems, October 2004.
IEEE 802.16e-2005, IEEE Standard for Local and Metropolitan Area Networks Part 16: Air Interface for
Fixed and Mobile Broadband Wireless Access Systems Amendment 2: Physical and Medium Access Control
Layers for Combined Fixed and Mobile Operation in Licensed Bands, February 2006.
Speeding Up WiMAX http://www.itbusinessedge.com/cm/community/features/interviews/blog/speeding-upwimax/?cs=40726
http://www.faqs.org/rfcs/rfc5154.html
http://www.rfc-editor.org/rfc/rfc5121.txt
222
14. Fitzek, F.H.P.; Reisslein, M.; ,MPEG-4 and H.263 video traces for network performance evaluation, IEEE
Communications Society , Network, IEEE, 2001
15. http://www.tkn.tu-berlin.de/research/trace/trace.html
Biographies
M. Oktay received the BS and MS degrees in Computer Engineering from Fatih University, Turkey, , in 2004, and 2007
respectively. He is a PHD candidate in Computer Engineering, Gebze Institute of Technology, Kocaeli, Turkey.
He is currently working at Fatih University as an Instructor. His recent work focuses on Wireless and Mobile Networks, IEEE
802.16 (WiMAX) Metropolitan Area Networks: PMP, Mesh and Relay modes, Load Balancing, Vertical & Horizontal
Handover, Quality of Service in Computer and Wireless Networks
H. A. Mantar received the BS degree in Electronics and Telecommunication engineering from Istanbul Technical University,
Turkey, the MS and PHD degrees
In Electrical Engineering and Computer Science from Syracuse University, Syracuse, NY, U.S.A., in 1993, 1998 and 2003
respectively.
From 1997 to 2000 he worked as an instructor at Syracuse University. Between 2000 and 2003, he was supported by Graduate Students Research fellowship from National Science Foundation. He is currently working at Gebze Institute of Technology (GIT), Turkey, as an Associate Professor. His research interests include wide area network management, QoS, routing, IP
telephony and wireless networks.
223
Morphological Disambiguation via Conditional

Random Fields
Hayri Volkan Agun1, Ylmaz Klaslan2
1,2
Department of Computer Engineering, Faculty of Engineering and Architecture,

Ahmet Karadeniz Campus, Trakya University, Edirne
1
volkanagun@trakya.edu.tr, 2yilmazkilicaslan@trakya.edu.tr
Abstract. This paper presents a sequential machine learning approach for disambiguation of morphological analysis of Turkish words in a given sentence. Given that a Turkish word, a morphological analyzer produces faulty results
as well as the correct ones. In this paper we focus on filtering the wrong results which a morphological parser generates by a sequential machine learning model namely Conditional Random Fields. Through experiments performed on
METU-Sabanci Treebank, we show that a 92% accuracy in disambiguation is achieved with using only morphosyntactic features obtained from morphological analyzing task.
Keywords: conditional random fields, morphological disambiguation, natural language processing
1 Introduction
Morphological Analyzing is a major field in Natural Language Processing for a long time. It consists of
analyzing the structure of morphemes, word forms and affixes. In agglutinative languages such as Turkish, Czech,
Finnish, and Hungarian, morphemes are attached together in complex order to form words. However analyzing of
such ordering is cumbersome and most of the time produces more than one result. For instance, in Turkish, the
word "masali", has three different morphological analyses: "masal+Noun+A3SG+Pnon+Acc", "masal+Noun+A3sg+P3sg+Nom", and "masa+Noun+A3sg+Pnon+Nom^DB+Adj+With". In this example there are
two different word roots and three different morphological analyses. In a given context (sentence) dissolving such
ambiguities is called morphological disambiguation.
Morphological disambiguation is an important task in syntactic parsing, word sense disambiguation,
spelling correction and semantic parsing for all languages. For Turkish, rule-based and statistical approaches have
been proposed to this effect. In rule based approaches, a large number of hand-crafted rules are organized to
obtain the correct morphological analysis [10]. Statistical work done on Turkish involves a purely statistical
disambiguation model [3] and a hybrid model of rule-based and classification approaches [12]. For other agglutinative languages, several methods have been proposed: unsupervised learning for Hebrew [6], a maximum entropy model for Czech [4] and a combination of statistical and rule-based disambiguation methods for Basque [2].
The aim of this work is to obtain the correct form of morphological analysis from several morphological
analysis offered by the rule-based parser. In this scope, what we propose differs from alternative statistical approaches in at least two respects. Firstly, we use n-grams to recognize repeating sequences of morphemes instead
of manually organized rule sets. Secondly, rather than confining ourselves to a single word, we also take into
consideration the neighboring words in the learning process. In this process, we use n-gram language models and
Mallet framework to build CRF models. Combining these two methods, we achieve satisfactory accuracy results
on dataset obtained from METU-SABANCI Treebank [1][8].
224
2 Feature Extractions by Language Models

Language models are mostly known as n-gram models in Natural Language Processing community. They are
used in diverse applications of Natural Language Processing and Information Retrieval such as spelling correction, collocation detection and query suggestion [18]. In our study we use n-gram models to recognize the most
common sequence of morphemes in the morphological analyses of a given word. Since we use morphemes as our
features for the training process of CRF models, we are able to reduce the size of our feature space by merging
most common sequence of morphemes to form one unit of feature. Below an example fgure of this process is
demonstrated.
Fig 1. Extraction of Features from morphological analyses results
In this example, we recognize the most common morphemes that occur together in a morphological analysis of
a given word. From this example, we can infer that the probability of co-occurring morphemes above a threshold
is treaded as patterns. Some of these patterns supply a good heuristics to determine the part of speech of the word.
For example features Pos-Imp and Imp-A2sg often appears in a verb, while A3sg-Pnon appears in a noun.
Please also note that A3sg alone appears in a verb while A3sg-pnon is essential for a noun.
In order to calculate the score of each pattern, we used simple consistency tables and the mutual information
score. An example for a bi-gram model is given below.
Count(A,B)
Count(~A,B)
Count(A,~B)
Count(~A,~B)
Table 1: Consistency Table used in calculation of probabilities
From the consistency table we can calculate the probabilities of P(A,B), P(A), and P(B). P(A) and P(B) represents the probability of having a morpheme A at the first place, and a morpheme B at the second place respectively. The mutual probability gives us the final score which is described in the following equation.
(1)
If the mutual probability score is higher than for a given threshold, we can conclude that the two morphemes
are related and should form a single morpheme by merging.
225
3 Conditional Random Fields

Conditional Random Fields is a probabilistic graphical framework that is used to model sequential data [13,
16]. It is based on discriminative undirected graphical models where the nodes represent labels y corresponding
input sequence x.
Fig. 2 Linear chain (Half Order) CRF model
In the model given in Figure 2, each label state is conditionally dependent on its features and the previous state.
According to linear chain CRF model,
can be written in the following equation [14, 15].
(2)
where
is a parameter vector,
is a set of real-valued feature functions generated from
frequency of label and feature set, and
is instance specific normalization
function. In our experiments to calculate the model parameters ( ) we used MALLET1 framework to train and
test CRF models with Limited Memory BFGS optimizer [17].
In Figure 2, a more complex version which is a second order CRF is demonstrated. In this model, the number
of conditional dependencies is increased via increasing the connections between sequential states and features.
Fig. 2. Second Order CRF model
The problems of higher models are sparseness along with over-fitting. Here we refer over-fitting as losing the
ability to generalize the learning process by intrinsically learning noise.
4 Method & Experimental Results
Our method comprises two steps: First, we compile a dataset containing alternative analysis results for given
words. Second, we use a CRF model to train and test the learning on the samples of the prepared dataset. In order
to build our dataset, we analyze the words in METU-SABANCI Treebank using a morphological analyzer [19].
Analysis results are checked against the METU-SABANCI Treebank to detect the correct ones. Once the dataset
is formed, we apply the n-grams language model on it to obtain groups consisting of frequently co-occurring
morphological tags. These groups of tags are then used as features in the CRF model where the correct result is
signaled by an appropriate label. In this approach, given the morphological analysis results, we have two independence assumptions:
1
MALLET can be obtained from http://mallet.cs.umass.edu
226
1) We assume that different morphological results are independent from each other.
2) We assume that features are independent from each other.
In our experiments, with 95% confidence rate in 10-Fold Cross Validation tests, we observe 92% accuracy for
morphological part-of-speech (POS) tagging and a 88% accuracy in average for morphological disambiguation of
Turkish words. In these experiments we confined ourselves only to 500 words with a 986 different morphological
analysis results (with a ratio of 1.972 morphological results per word). Accuracy results for morphological disambiguation of Turkish in several combinations of CRF models and corresponding n-gram lengths are given in
the following table:
1st Order CRF
2nd Order CRF
Unigram
78.86%
81.88%
Bigram
89.90%
92.52%
Trigram
92.01%
92.85%
Table 2: Morphological Disambiguation Results
In this table we observe that the accuracy is increased with the increase in the order of models up to 92.85%. In
2nd Order CRF model, we consider two previous words and their morphological features to determine the current
result. In the following table, accuracy of POS Tagging results is given.
1st Order CRF
2nd Order CRF
Unigram
91.86%
89.13%
Bigram
92.90%
92.52%
Trigram
92.01%
92.45%
Table 3: POS Tagging Results
In POS Tagging of words, we achieve 92.45% success in terms of accuracy with 2 nd Order CRF model
and trigram model.
5 Conclusion & Future Work
As it turns out, incorporating neighboring morph-syntactic tags as well as neighboring words into disambiguation
process increases the accuracy of finding the correct morphological analyses form. Moreover, if we consider the
patterns of co-occurring morph-syntactic tags in disambiguation process, we achieve a significant increase of 11%
from 81% to 92%. This result suggests that instead of using single morph-syntactic tags as features, a valid compounding is a better feature in POS Tagging and morphological disambiguation process.
For the future work, we will investigate the effects of certain morph-syntactic tags to the learning process and
eliminate the noisy features in the training set. Moreover we will integrate the probability of sequence of morphsyntactic tags as a feature to our CRF models in order to build a hierarchical CRF model.
References
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Atalay N. B., Oflazer K. and Say B., (2003). The Annotation Process in the Turkish Treebank, in Proceedings of the
EACL Workshop on Linguistically Interpreted Corpora - LINC, April 13-14, Budapest, Hungary.Baker, P.R. (1978).
Biogas for Cooking Stoves. London: Chapman and Hall.
Ezeiza, N. et. al. (1998). Combining stochastic and rule-based methods for disambiguation in agglutinative languages. In
Proceedings of the 36th Annual Meeting of the Association for Computational Linguistics (COLLING/ACL98), pages
379-384.
Hakkani-Tur, D. Z., Oflazer, K. and Tur, G. (2002). Statistical Morphological Disambiguation for agglutinative languages. Computers and the Humanities, 36:381-410.
Hajic, J. and Hladka, B. (1998). Tagging inflective languages: Prediction of morphological categories for a rich, structured tagset. In Proceedings of 36th Annual Meeting of the Association for Computational Linguistics
(COLING/ACL98), pages 483-490, Montreal, Canada.
227

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Lafferty J., McCallum Andrew, and Pereira Fernando. (2001). Conditional Random Fields: Probabilistic Methods for
Segmenting and Labeling Sequence Data. In Proceedings of the Eighteenth International Conference on Machine Learning.
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application to Hebrew. Computational Linguistics, 21(3):383-404.
McCallum, and Kachites A. (2002). MALLET: A Machine Learning for Language Toolkit. http://mallet.cs.umass.edu.
Oflazer K., Say B., Hakkani-Tr D. Z. and Tr G. (2003). Building a Turkish Treebank, Invited chapter in Building and
Exploiting Syntactically-annotated Corpora, Anne Abeille Editor, Kluwer Academic Publishers.
Oflazer, K. (1994). Two-level description of Turkish morphology. Literary and Linguistic Computing, 9(2):137-148.
Oflazer, K. and Tur, G. (1997). Morphological disambiguation by voting constraints. In Proceedings of the 35th Annual
Meeting of the Association for Computational Linguistics (ACL97, EACL97), Madrid, Spain.
Thomas G. Dietterich. (2002). Machine Learning for Sequential Data: A Review. In Structural, Syntactic, and Statistical
Pattern Recognition; Lecture Notes in Computer Science, Vol. 2396, T. Caelli (Ed.), pp. 15-30, Springer-Verlag.
Deniz Yuret and Ferhan Ture. (2006.) Learning morphological disambiguation rules for Turkish. In Proceedings of the
main conference on Human Language Technology Conference of the North American Chapter of the Association of
Computational Linguistics (HLT-NAACL '06). Association for Computational Linguistics, Stroudsburg, PA, USA, 328334.
Dietterich, T. G. 2002. Machine Learning for Sequential Data: A Review. In Proceedings of the Joint IAPR International Workshop on Structural, Syntactic, and Statistical Pattern Recognition (4)
Lafferty, J., McCallum, A., and Pereira, F. 2001. Conditional Random Fields: Probabilistic models for Segmenting and
Labeling Sequence Data. In Proceedings of ICML-01, 282-289.
15. Wallach, H. M. 2004. Conditional Random Fields: An Introduction. Technical Report MS-CIS-04-21. Department of
Computer and Information Science, University of Pennsylvania.
16. Sha, F., and Pereira, F. 2003. Shallow Parsing with Conditional Random Fields. In Proceedings of HLT-NAACL, 213220. (20)
17. Sutton, C. 2006. "GRMM: Graphical Models in Mallet." http://mallet.cs.umass.edu/grmm/.
18. Manning C. D. and Schtze H. 1999. Foundations of Statistical Natural Language Processing, MIT Press, 191-196.
19. Eryiit G. and Adal E. 2004. An affix stripping morphological analyzer for Turkish. In Proceedings of the International
Conference on Artificial Intelligence and Applications, pages 299-304, Innsbruck.
Biographies
Hayri Volkan Agun
Birthdate: 1982, Birthplace: Erzurum.
MSc in Computer Engineering, Trakya University 2008.
BSc in Computer Engineering, Anadolu University 2005.
He has been contributing to the research projects at Cognitive Science Society of Trakya since 2006. Research interests include Natural Language Processing, Text Mining and Information Retrieval. Mr. Agun is a professional member of
ACM since 2010, and IEEE since 2006.
Ylmaz Klaslan
Birthdate: 1969, Birthplace: Simav.
PhD in Cognitive Science, Edinburgh University 1998.
MSc in Cognitive Science, Edinburgh University 1994.
BSc in Computer Engineering, Middle East Technical University 1992.
He is a lecturer in Computer Engineering and Science, at Trakya University. Dr. Klaslan is teaching a course on
semantics at Boazii University. Research interests include Computational Linguistics, Natural Language Processing and
Machine Learning.
228
Classification of Alcoholic Subjects Using

Multi-Channel ERPs based on
Channel Optimization Algorithm
Mehmet OKYILMAZ1, Nahit EMANET2
1,2
Fatih University, Department of Computer Engineering, stanbul, Turkey

1
mcokyilmaz@fatih.edu.tr, 2emanetn@fatih.edu.tr
Abstract. Alcoholism is an addictive disorder with effects on individuals social, physical and psychiatric
lives. Additionally, it causes hard neurological damages on brain of the victims. In this paper, Global Field
Synchronization (GFS) of multi channel Event Related Potential (ERP) signals in Delta, Theta, Alpha, Beta
and Gamma frequency bands were used as discriminating feature vectors in the classification of alcoholic and
non-alcoholic control subjects. GFS is a feature extraction method which is used to acquire the functional
connectivity of the brain as a response to a given stimuli type. A channel optimization algorithm was applied
during GFS feature extraction stage to determine the most significant channel sources in order to improve
classification accuracy of the system. Probabilistic Neural Network (PNN), Support Vector Machine (SVM)
and Random Forest (RF) were used as classifiers. SVM is the best classifier with the classification accuracy
of %89.
Keywords: Alcoholism, Event Related Potentials, Probailsitic Neural Network, Support Vector Machine,
Random Forest
1 Introduction
Alcoholism is an addictive disorder which is defined as excessive and unconscious alcohol usage. Genetic and environmental factors trigger the development of alcoholism. Although some researches show that genes
inherited from the family provide a common risk factor for alcoholism; the environmental risk factors and risk
factors related with lifestyle play the supporting risk factor for its progression [1]. It has social, physical, psychiatric and neurological harms on individuals. Diagnosing an alcoholic subject is very important for his rehabilitation. In order to diagnose a subject, it is useful to know the strength of damage that the addiction causes in patients brain. For this reason the diagnosis is done by using electrical activity of the brain.
Electrical activity of the brain is recorded by using multiple electrodes placed at the surface of the scalp
is called electroencephalogram (EEG). The amplitude of EEG signal can vary between -100 V and +100 V and
its frequency ranges up to 40 Hz or more. Event related potentials (ERPs) that are specific parts of the ongoing
EEG records are the negative and positive voltage changes related to the brains response against to auditory or
visual stimulus [2].
ERP has been widely used tool in almost all areas of psychological research to make correlations between brain activity and cognitive deficits caused by various neurological disorders. Even though ERP consists of
lots of components which carry different information about the brain activity, P300 or P3 is the most commonly
used task-relevant component in the literature. The significant maximal positive peek between 300 and 900 ms is
characterized as P300 which is generated over parietal/central area of the brain. The P300 component of ERPs
provides features to investigate the neurological disorders including alcoholism [3]. Functional connectivity of
the brain regions as a response against to a given stimuli was investigated before by using PNN as a classifier [4].
229
Unfolding the relation between different brain regions by some distinct synchronization measurements helps us to
investigate brain functioning in alcoholism and other disorders.
In this paper, SVM and RF classifiers are added into proposed system that uses PNN as a classifier in
order to distinguish alcoholic subjects from the non-alcoholics by using multichannel ERPs by identifying the
regions of the brain that gives the most significant information for classification and efficiency of the three classifiers are compared.
2 Material and Methods
2.1 ERP Paradigm, Recording and Data Acquisition

The EEG data used in this work were collected in a large study that tried to find a link between genetic
predisposition and alcoholism at Neurodynamics Laboratory at the State University of New York Health Center
at Brooklyn [5]. 122 subjects were participated in the study as alcoholic and non-alcoholic subjects. The first
group is called alcoholic subjects which have high risk for developing alcoholism, other one with low risk were
called non-alcoholic subjects. All subjects are right-handed and do not have any problem about their vision ability.
EEG data was recorded in a sound-attenuated RF shielded room and the subjects were sat in a chair that
was located 1 meter away from the computer. A 61-channel electrode cap (ECI, Electrocap International) was
used during recording process. The Electrocap consists of 19 electrodes according to 10-20 International System
and 42 additional electrodes according to Standard Electrode Position Nomenclature, American Electroencephalographic Association 1990(Fig. 1 shows an example).
Some visual stimuli were given to subjects during EEG recording in order to obtain ERP from EEG records. Pictures of objects were chosen from the 1980 Snodgrass and Vanderwart picture set as visual stimuli [6].
There are three set of experiment was done to record ERPs. In the first experiment, a single stimulus (S1
condition) was given to the subjects to obtain ERP. In the following two experiments, a stimulus pair (S1 and S2)
was given to the subjects with a 1.6 second fixed interstimulus interval. There were two different conditions for
these stimulus pairs. First condition is called matching condition, S1 was identical to S2 and in second condition
is called no matching condition, S1 was different from S2. The matching and no matching conditions were randomized for these two experiments.
Fig. 1. Standard Electrode Positions
In the second experiment, the subjects were asked to press a mouse key in matching conditions. In the
third experiment, subjects were asked to press in no matching conditions.
Finally, ERPs were averaged as artifact-free trials with correct responses for three cases: S1, S2 match
and S2 nomatch.
70 subjects were randomly selected from EEG data set. Both alcoholic and non-alcoholic groups consist
of 35 subjects for each three experiment. Before applying feature extraction and classification, the ERP data were
arranged in order to be ready for processing.
230
2.2 Global Field Synchronization for Feature Extraction

In this study, Global Field Synchronization calculation, explained in detail by T. Koenig [7], was used
for feature extraction from ERP data. GFS values from different channels in different frequency bands were used
to extract features vectors that show functional connectivity of ERP signals for different stimuli types. In order to
calculate GFS; each ERP signals was transformed into frequency domain by using Fast Fourier Transformation
(FFT). FFT is used to decompose the signals in time domain into components in frequencies domain. After applying FFT, sine and cosine values of each frequency that belongs to one channel of the ERP signal were found. A
two-dimensional array was constructed for each channel by using these sine and cosine values. Principal Component Analysis (PCA) was applied for this two-dimensional array to reveal the internal structure of the dataset
pattern for a better classification. Global Field Synchronization (GFS) value for a specific frequency band for
each channel is calculated by using the first two principal eigenvalues, E(f)1 and E(f)2 as shown in the following
equations (1) and (2) [8]:
GFS ( f )
E ( f )1 E ( f ) 2
E ( f )1 E ( f ) 2
0 GFS ( f ) 1
(1)
(2)
GFS value varies between 0 and 1. If the GFS value approaches to one, this emphasizes coherence among the
channels of ERP signals in terms of functional connectivity. Otherwise, there is not such coherence [9].
GFS values were calculated for each five frequency bands for each channel using ERP signals as shown in Table 1. Then, GFS values that come from each channel were averaged for each subject. Finally, five GFS values
from each frequency band for each subject were extracted as feature vector.
Table 6. Frequency bands that are used in GFS calculation
Frequency Band
Delta
Theta
Alpha
Beta
Gamma
Frequency Range
1-4 Hz
4.5-7.5 Hz
8-12 Hz
12.5-30 Hz
35-45 Hz
2.3 Probabilistic Neural Network

Probabilistic Neural Network was intended and applied by Donald Specht in 1990 [10]. PNN, a feedforward network without back propagation mechanisms, can be built with four layer model.
Input layer is only responsible to forward features of the input data to the pattern layer. The Euclidian
distances between input feature vector and training vectors are calculated in pattern layer as a vector. The elements of this vector indicate how close the input features vector is to a training input. In order to calculate distance vector for each classification, the whole training pattern set that is stored in the pattern layer is used. Radial
Basis Function (RBF) is then applied to distance vector as activation function in pattern layer as given in equation
(3) [11].
r radbas distance
(3)
Result is passed to the summation layer of the PNN. The summation layer sums the outputs of the pattern
layer and calculates the probabilities of input for each class as a vector. The outputs of the summation layer for a
testing data are Bayesian posterior probabilities that show the probabilities of each output belonging to each class.
The classification for PNN is done in decision layer as given in equation 4.
hi ci f i ( x) h j c j f j ( x)
231
(4)
where hi and hj are the probabilities of the input for class i and j, ci and cj are the misclassification cost
for two class and fi(x) and fj(x) are probability density functions of the classes [12]. The input is classified based
on the maximum probability value, and the decision layer produces a logical one to the corresponding class and
zero for all other classes.
2.4 Support Vector Machine

Support Vector Machine (SVM) was invented and applied by Vladimir Vapnik and Corinna Cortes [13].
SVM is very popular algorithm to perform classification of a given data into two categories by constructing a
hyperplane or a set of hyperplanes. SVM uses supervised learning methods.
Firstly, a training set is given to system with the information of their belonging classes. SVM training algorithm uses an optimization method to build a model that is used to classify new examples in the testing data. As
a result of training stage, the support vectors si, weights ai, and bias b parameters are calculated to form a classification function as shown in (5).
c ai k ( s i , x ) b
(5)
A kernel function k(si,x) is selected based on the application. In default, dot product is used for linear
classification. After constructing the classification function, the new examples are classified by applying the function. If c 0, the instance x is classified as a member of one group, otherwise it is classified into other group.
k (si , x) exp( si x )
2
(6)
SVM is used for non-linear classification by selecting different kernel functions. Gaussian Radial Basis
Function is commonly used non-linear classification kernel function for SVM.
2.5 Random Forest

Random Forest which is used for classification problems as machine learning algorithm is developed and
applied by Leo Breiman [14]. A random forest is called an ensemble of unpruned classification trees, which
gives a prediction based on majority voting. It has no sensitivity for noises in the data set and is not subject to
overfitting; for this reason, various number of practical problems it provides excellent performance. It works fast,
and generally exhibits a substantial performance improvement over many tree-based algorithms without need to
fine-tune parameters. Data samples which have missing attributes are not excluded by Random Forest by using its
effective method to estimate the missing attributes of the data samples.
Gini node impurity criterion is used to build classification trees for Random Forest recursively. Gini
node impurity criterion used a mechanism which determines splits in the predictor variable to do this recursive
operation. A split of a tree node is made on variable in a manner that reduces the uncertainty present in the data
and hence the probability of misclassification. If the Gini value is zero, it means that the ideal split of a tree is
built. The splitting process continues until a forest, consisting of multiple trees, is created. Classification continues until each tree in the forest casts a unit vote for the most popular class. Then, the classification which has
the most votes among all trees in the forest is chosen by the Random Forest. Pruning is not needed as each classification is produced by a final forest that consists of independently generated trees created through a random
subset of the data, avoiding over fitting. The generalization error rates are generated based on the strength of the
individual trees in the forest and the correlation between them. This error rate converges to a limit as the number
of trees in the forest becomes large.
There is no cross validation or a separate test set to get an unbiased estimate of the test set error makes
Random Forest advantageous. Test set accuracy is estimated internally in RF by running out-of-bag (OOB) samples. Approximately one-third of the cases are out-of-bag (out of the bootstrap sample) for every tree grown in
RF. The out-of- bag (OOB) samples can serve as a test set for the tree grown on the non-OOB data.
Random Forest (RF) algorithm can be summarized as follows:
1. A number n is specified. n must be much smaller than the total number of variables N (generally n ~
N1/2)
2. Each tree of maximum depth is grown without pruning on a bootstrap sample of the training set
232
3. At each node, n out of the N variables are selected randomly instead of choosing the best split
4. Gini node impurity criterion is used to determine the best split on these n variables.
Reducing n causes a reduction on the strength of the individual trees in the forest and the correlation between them. On the other hand increasing causes increase on both. An optimum value of n can be found by using
the OOB error rate. The value n is used the only adjustable parameter which specify the sensitivity of RF
The computational complexity of each tree in RF is O((Slog(S)N1/2), where S is the number of the training cases. Therefore, it can handle very large number of variables with moderate number of observations.
Random forest is also used to measure the effectiveness of each variable in the data set. This means that
significance of each feature is the given data set is measure and compared by RF [15].
2.6 Implementation Details

In implementation, a method similar to leave-one-out paradigm was applied. For 70 subjects the training
and testing phases is done in 70 rounds. For each round, one subject is selected as testing subjects and the remaining 69 subjects are used for training data. The classification systems are trained and tested again and again for
different subject at each round. The result shows whether the selected subject is classified as true or not. Finally,
all true classifications and false classifications are counted at the end of 70th round and the classification accuracy
is found.
The classification accuracy was nearly %50 when all 61 channels were used in this manner. In order to
improve the classification accuracy; an optimization algorithm was designed and applied. The aim of applying
this algorithm is to find the channels that play important role in classification of alcoholic subjects and to identify
the regions of brain that are degenerated by alcoholism [4]. The pseudo code of the algorithm is provided as (Fig.
2 shows an example);
Fig. 2. Channel Optimization Algorithm
Our channel optimization algorithm is a simple heuristic algorithm. Two channel sets are defined as L
and G. L represents local best channel set and G represents global best channel set. Initially, L and G contain all
61 channels. The algorithm first tries to classify subjects by using G channel set and find classification accuracy
as global best classification accuracy. Then a channel is omitted such that without it the global accuracy is maximized with the remaining channels. This process continues until omitting a channel does not improve the global
classification accuracy [4].
In order to formulate the algorithm, we can define accuracy improvement of L with respect to G for
omitting a single channel x G.
improve(G, L) acc(G) acc(G x)
(7)
G such that improve(G, L) > 0 is maximized.

The algorithm is stopped, when there is no improvement, i.e. improve(G, L) < 0.
The algorithm finds and omits a single channel x
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3 Results
The proposed optimization algorithm is applied with PNN, SVM and RF separately to 70 subjects for
each three experiment cases; single stimulus (S1 Subject), S2 matching (S2 match) and S2 no matching (S2 nomatch) conditions. The test performance of the system and classifiers are determined by the computation of sensitivity, specificity and accuracy measurements based on classification results as shown in Table 2. In order to
compute these statistical parameters, true positive, false positive, true negative and false negative results are calculated.
Table 7. Experimental Results by Applying Channel Optimization Algorithm
Probabilistic
Neural
Network
Support
Vector
Machine
Random
Forest
Classifier
# of channels
Specificity
Sensitivity
Accuracy
# of channels
Specificity
Sensitivity
Accuracy
# of channels
Specificity
Sensitivity
Accuracy
S1 Subject
18
0,74
0,89
0,81
20
0.72
0.86
0,79
26
0.79
0.76
0.77
S2 Match
8
0,83
0,80
0,81
18
0.92
0.86
0,89
18
0.85
0.81
0.83
S2 Nomatch
13
0,69
0,80
0,74
19
0.74
0.66
0,70
11
0.76
0.75
0.76
Classification accuracies are improved from %50 to %90s by applying channel optimization algorithm.
While the classification accuracy is being improved, the number of channels that are used to record ERPs is reduced. The used channel number is reduced from 61 to nearly 15-20. So the main reason of this inversely correlated pattern between the classification accuracy and number of channels can be unimpaired brain regions. The
deficits of the alcoholism on brain can affect on some specific regions of the brain. Finding these regions and
recording ERPs by using these channels can improve the classification accuracy of the system as proved in this
paper. Moreover, the brain regions that have the most significant features for classification are found by the proposed system.
The resulting channel electrode places are shown by using Standard Electrode Positions (Fig. 1 shows an
example) for each classifier results and each data set. If the regions of the brain are examined in terms of the
results of PNN classifier; right frontal, right central, middle central and left parietal sites have valuable information for classification of S1 subjects; middle central and left central regions for S2 match subjects and finally
right frontal, middle central and middle parietal regions for classification of S2 nomatch (Fig. 3 shows an example).
Fig. 3. Channel electrode places for PNN classifier results respectively belongs to S1 subjects, S2 match and S2 nomatch data
sets
In the results of SVM classifier; right and middle frontal, middle central, right and left parietal sites have
valuable information for classification of S1 subjects; right central and left and right parietal regions for S2 match
234
subjects and finally right frontal, middle central right parietal regions for classification of S2 nomatch (Fig. 4
shows an example).
Fig. 4. Channel electrode places for SVM classifier results respectively belongs to S1 subjects, S2 match and S2 nomatch
data sets
In the results of RF classifier; right frontal, right, left and middle central, left parietal and occipital sites
have valuable information for classification of S1 subjects; middle central and left and right parietal regions for
S2 match subjects and finally right central, left and right parietal regions for classification of S2 nomatch (Fig. 5
shows an example).
Fig. 5. Channel electrode places for RF classifier results respectively belongs to S1 subjects, S2 match and S2 nomatch
data sets
In order to generalize the regions in terms of data sets: right frontal, right and middle central, right and
middle occipital regions have more significant information for classification of S1 subjects; left and middle central, left parietal for S2 match subjects; right and middle central, right parietal regions have more significant information for classification for S2 nomatch subjects.
Although the classification accuracies of the three classifiers are nearly similar, SVM is seem to be best
classifier with the classification accuracy of %89. After that, RF is the second classifier with the classification
accuracy of %83. PNN has %81 classification accuracy.
Additionally, it can be interpreted that S2 match data set and test environment is seem to be more efficient to obtain ERPs from the subjects in order to classify them into alcoholic.
References
1.
2.
3.
Micheal, D.K. (2008). Approach to the genetics of alcoholism: A review based on pathophysiology. Biochemical pharmacology 75: 160-177.
Micheal, G. H. C. and Micheal, D. R. (1995). Electrophysiology of Mind: Event-Related Brain Potentials
and Cognition. Oxford University Press, 1-23.
Porjesz, B and Begleiter, H. (1990) Event-related potentials in individuals at risk for alcoholism. Alcohol
7(5): 465-469.
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6.
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10.
11.
12.
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15.
Cokyilmaz, M. and Emanet, N. (2010). Classification of Alcoholic Subjects using Multi Channel ERPs based
on Channel Optimization and Probabilistic Neural Network. In Proceedings of Ninth Applied Machine Intelligence and Informatics, Smolenice, Slovakia, 27-29 January.
L.Ingber http://kdd.ics.uci.edu/database/eeg/eeg-full.tar
Zhang, X. L.; Begkiter, H.; Porjesz, B.; Wang, W.; and Litke, A. (1995). Event Related Potentials during
Object Recognition Tasks. Brain Research Bulletin 38(6): 531-538
Koenig, T.; Lehmann, D.; Saito, N.; Kuginuki, T.; Kinoshita T.; and Koukkou, T. (2001). Decreased functional connectivity of EEG theta-frequency activity in rst episode, neuroleptic-naive patients with schizophrenia: preliminary results. Schizophrenia Research 50(1): 5560.
Koenig, T.; Prichep, T.; Dierks, T.; Hubl, D.; Wahlund, L. O.; John, E. R.; and Jelic, V. (2005). Decreased
EEG synchronization in Alzheimer's disease and mild cognitive impairment. Neurobiology Aging 26(2):
165171.
Kikuchi, M.; Koenig, T.; Wada, Y.; Higashima, M.; Koshino, Y.; Strik W.; and Dierks, T. (2007). Native
EEG and treatment effects in neuroleptic-nave schizophrenic patients: Time and frequency domain approach. Schizophrenia Research 97(1): 163-172.
Specht, D. F. (1990). Probabilistic neural network. Neural Networks 3(1): 109-118.
Wahab, N. I. A.; Mohamed, A.; and Hussain, A. (2008). Comparing least squares support vector machine
and probabilistic neural network in transient stability assessment of a large-scale power system In Power and
Energy Conference. Johor Bahru, 1-3 December.
Hammond, M. H.; Riedel, C. J.; Rose-Pehrsson, S. L.; and Williams, F. W. (2004). Training set optimization
methods for a probabilistic neural network Chemometrics and Intelligent Laboratory Systems 78(1): 73-78.
Cortes, C. and Vapnik, V. (1995). Support-Vector Networks, Machine Learning 20(3): 273-297.
Breiman, L. (2001). Random Forests, Machine Learning 45(1): 5-32.
Emanet, N. (2009). ECG Beat Classification by Using Discrete Wavelet Transform and Random Forest Algorithm. In International Conference on Soft Computing, Computing with Words and Perceptions in System
Analysis, Cyprus, 2-4 September
Biographies
Mehmet okylmaz Mehmet okylmaz received his B.Sc degree in 2008 at Computer Engineering Department, Fatih
University, Istanbul, Turkey. He is now studying his M.Sc at Computer Engineering Department, Fatih University, Istanbul,
Turkey. His main interests are pattern recognition, heuristic optimization. He is currently a Research Assistant at Computer
Engineering Department, Fatih University, Istanbul, Turkey.
Nahit Emanet Nahit Emanet received his B.Sc degree in 1994 at Computer Engineering Department, Boazii University, Istanbul, Turkey. He completed his M.Sc. study in 1997 at Computer Engineering Department, Boazii University,
Istanbul, Turkey. In 2004, he received his Ph.D. from the same university. His main interests are microprocessor architectures, embedded systems, VLSI design, pattern recognition, computer graphics and vision. He is currently an Assistant Professor at Computer Engineering Department, Fatih University, Istanbul, Turkey.
236
E-learning Content Authoring Tools and

Introducing a Standard Content Constructor Engine
Hossein Keynejad 1, Maryam Khademi 2, Maryam Haghshenas 3, Hoda Kabir 4
1,2,4
Islamic Azad University /South Tehran Branch /Tehran /Iran

Islamic Azad University /Science & Research Branch /Tehran /Iran
1
keynejad@azad.ac.ir, 2 khademi@azad.ac.ir, 3 m.haghshenas@srbiau.ac.ir,4 hoda_kabir@yahoo.com
3
Abstract.This paper is the final consequence of studies and investigations on producing an appropriate
authoring tool in order to construct a standard interactive multimedia content in the process of Elearning.Although many tools have been developed to produce content only some of them are compatible to
standards, such as SCORM and IMS. Because of this fact we intend to introduce a content constructor engine
designed in our workgroup and scrutinize its capabilities. In addition to producing standard content, this
engine employs knowledge management in content as well.
Keywords: standard learning authoring tools, metadata ,asset ,SCO,IMS Global consortium, knowledge
management in content, reusable learning object
1 Introduction
E-learning content authoring tool is software designed to create E-learning curriculum. These authoring tools
develop pages comprised of text, audio, image, video and animation. By organizing the pages, produced content
will ease learners to track on the process of learning and appraise their progression themselves and this will
apparently lead to self study. With a proper scenario, mentors and educators could observe the progression of
their learners as well. So if we recognize the standards, we will be able to choose an appropriate authoring tool
and provide congenial content to employ in E-learning process [1], [4].
2 An overview on E-learning constructor tools

It should be considered that the main goal of using standards in E-learning is to provide standard data structures
and communication protocols for E-learning object and learning process. Conforming to the standards, we will
be able to supply high quality content.
Regarding to the enormous domain of E-learning process and its tools, the standards have been focused on
different branches. We are going to discuss on those related to content issue. In this case metadata, content
237
packaging, content and learning material consortium, appraising educate and interactive content, included in
IMS 1and SCORM2 standards, will be mentioned [2], [3].
In SCORM standard, E-learning content is created on the basis of reusable learning objects. The model which
presents content in this standard is composed of three main parts:
1- Assets including media (text, audio, image, video, animation and web pages) which are introduced as
valuable objects.
2- SCO3 that contains some assets and are introduced as the lowest level of component in content, in
order to provide reusability.
3- Content packaging that provides methods of packing contents in the form of connectable learning units
(course, chapter and modules).
This standard, for each of the three parts, puts metadata in XML 4 format so that they could be described. The
most important E-learning standard is the one related to descriptive metadata, so it could provide the following
abilities:
Searching facilities (assessment, access and the use of learning objects)

The possibility of sharing and exchanging learning objects among different E-learning systems.
The possibility of automating the process of providing learning content for each learner separately, due
to software factors.
To standardize the description of learning resources
The defined data model for metadata in SCORM standard is divided into 9 main sections and internal parts of
each section is depicted in detail (description of name, data type, maximum length and number of permitted
repetitions). After the declaration about components name and structure involved in data model, the method of
components implementation accompanied by XML standard is defined. The descriptions provided for each
component in metadata include:
A definition of component, its function and performance

Number of permitted repetitions (how often is a component allowed to be repeated inside its parents).
Pages
Component ( an instance of implemented component accompanied by higher level components)
In order to explain the content and its constructing process some suggestions are propounded in IMS standard as
well. We are going to describe limited number of them briefly:
IMS content packaging specification to create and share the object, content and learning elements with
the capability of being reusable
IMS question test specification to share test items and other appraisable devices
IMS learning design specification to define learning scenarios and interactions for the use of contents
and curriculums
It must be mentioned that these are only some of the categories for constructing E-learning contents in IMS [4],
[6], [8], [9], [10].
1IP
Multimedia Subsystem
Content Object Reference Model
3 Sharable Content Object
4 Extensible Markup Language
2Shareable
238
3 General format of E-learning content authoring tools

The most important requirements in learning and E-learning approach are tools used to design and codify the Elearning contents. Sometimes, these tools are placed in a learning content management system. Electronic
content producer, which is mostly a mentor, can denote and develop learning subjects and contents, tests and
assessments and the way of providing contents through these tools.
Therefore, the general architecture of an electronic content authoring tool helps the mentor to put his desired
content in a standard and appropriate format.
Fig.1.General architecture for an authoring tool in an electronic content

Keep in mind that all the electronic contents with different forms should be transformed to XML standard format
and then they will be available for LCMS5. We have developed an electronic content constructor engine which
conforms to IMS and SCORM standards. We are going to describe this engine in coming pages [4], [5], [7].
4 Some points on choosing a learning content authoring tool

For selecting learning content authoring tools, we should conform to the standards and furthermore some other
points must be considered. For example:
Can we specify the feature of the content produced by an authoring tool?

Which standards are supported by this authoring tool?
What are the file formats provided by this authoring tool?
Do we have the possibility of offering curriculums offline and online?
What feature do the electronic contents, contributed by the authoring tool in a framework, have? (to
select an appropriate template)
What are the players and browsers needed for presenting the electronic content?
Learning Content Management System
239
Could the produced content communicate with other environments?

Is it possible to employ prepared file formats (Power point, Excel, HTML, Word, PDF ) as input?
These are only some of the points about choosing a content authoring tool. So we are ought to make a list of our
requirements in the beginning, and then we can go for selecting an appropriate authoring tool [1], [4], [5].
5 Introduction to content construction engine (case study)

For preparing this software, we have been scrutinized about the end user requirements, dominant attributes to
compete with similar software and time, financial and technical restrictions and finally the fundamental features
were recognized.
Some of the influential features in this software are mentioned bellow:
To simulate books
Outmost efforts were made in order to make the similarity of this work with original book to build
confidence in end user. Due to respect the principles of interaction, we had to change some exercises in
this software and in this process we talked with some reliable experts to keep the exercise originality.
To add signs
This feature allows the user to mark the desired page with a text label, so that he becomes able to
access the same page whenever is required.
To add notes
The user is able to add notes in each page and in the next reference he could find the attached note
under a notation.
Quick access to book contents
Using a hierarchical menu, different parts are classified properly.
To zoom in pages
In order to obtain a better view of pages, the user can employ this feature.
To complement the book contents
In addition to keep similarity between the software content and book content, the efforts were made to
add more educational items as complementary, so that a suitable assessment could b provided.
To create an interactive environment
Tenets in this software are based on multimedia and interactive deportment. In order to increase the
motivation and interest of the user to keep studying and doing exercises, interactive practices are
created.
Reportage of the user activities
If we use this feature it helps us to have an accurate report of the user performance on content.
Creating username
Each user must create his username to observe the notes, allegories and reports related to him.
Searching abilities
This software allows user to search a word on the text. After the process of searching a list containing
desired word will be shown. By choosing one of them, the user can jump to the page directly.
6 Use case model for the content presented by this engine

In this part we will demonstrate the use case model which was designed to employ in our engine.
240
User Registration
User
User Identification
Simulating Books
Search
<<include>>
Thematic List
<<include>>
Jump To Desired Page

<<extend>>
<<extend>>
User Performane Report
Navigate On Pages
List Of Results
Graphic List Of Pages

Printing Pages
<<extend>>
Book Presentation
<<extend>>
Managing Notes
Interactive Activities
<<extend>>
Selective T ests
<<include>>
<<extend>>
Managing Signs
Zoom In
<<extend>>
Zoom Out
Add Note
Show Reports
Delete Note
Course Test
Show One Or T wo Pages

Automatic Playback
Add Sign
Comprehensive Test
Delete Sign
Fig.2.Use case model used in the introduced engine
7 Technical features in content constructor engine

The main attributes which are related to technical outlook in software developing process, can be mention as
below:
Component based
The produced engine is distributed in a collection of standard components. So, modular components
could be easily added or deleted from this collection. By using Flash CS4 and Action Script 3.0
capabilities, we can develop our desired components and customize them congruous to our
requirements.
Usage of XML
In order to make communication between internal and external components, XML format is employed.
IMS and SCORM compliance
Produced content via this engine, supports SCORM standard completely and the text, audio, image,
video, animation and pages are known as SCO assets. Besides the format used in assessments and tests
are based on IMS standard, so that the assessments are relevant to educational content and could be
used in appraisal reports to provide reportage for each role congenial to a particular knowledge
management overview.
Knowledge management ability
In content coding scenario, the content is classified in order to help user to gain his required knowledge
depending on his role.
To present content in the form of online and offline
Content constructor engine is designed to use HTML as its main format and Cascading Style Sheet as a
pattern to present content. These patterns are examined by script languages as well and each page will
be presented after being rendered. Hence in the online presentation, when a page is opened it will be
loaded and shown at the same moment. This attribute will also make able the content to perform on a
low bandwidth.
241
8 Conclusion
Although many tools have been developed to produce content but only some of them are compatible to
standards. Because of this fact, we intend to present the criteria and properties to choose best tools. In addition,
we introduced a content constructor engine which is designed and produced in our academic group. This engine
demonstrates standard contents and besides some new features is included. The most significant characteristic
used in this software is to display the produced content in form of both offline and online. When the considered
band width is not available for the user (learner or mentor), the offline phase is recommended in the process of
learning and for reaching higher performance a web service is employed to transfer users information. Some of
other attributes in the engine are: simulating variable books, adding notes, interactive environment, searching
abilities and reportage of user actions. It must be mentioned that the engine we made has capability to use
knowledge management in content, as well.
References
1.
2.
Hossein keynejad.(2008) .Coursecontentauthoringtoolsdesigned tobuildelectronicmedia (in Persian)

Rachel Ellaway.(2009).the Northern Ontario School of Medicine. E-learning Standards and
Specifications.
3. Norm Friesen, PhD / Canadian Journal of Learning and technology Volume 30(3) Fall,Editorial - A
Gentle Introduction to Technical E-learning Standards / autumn 2004.
4. William Horton&Katherine Horton.(2003).E-learning Tools and Technologies: A consumers guide for
trainers, teachers, educators, and instructional designers.
5. Dana Fine.Senior Instructional Designer, SyberWorks, Inc.(2010).Choosing the Right Content
Authoring Tool for Your E-learning Needs.Retrieved 2010 from the World Wide Web
:http://www.syberworks.com/articles/2010.
6. IEEE. (2005). The Computer Managed Instruction Standard. Retrieved July 13, 2005 from the World
Wide Web: http://ieeeltsc.org/wg11CMI/CMIdescription /2005.
7. ukkhem, N., & Vatanawood, W. (2005). Instructional design using component-based development and
learning object classification. Fifth IEEE International Conference on Advanced Learning Technologies
(ICALT'05), 492-494.
8. Duval, E. (2002). Learning Technology Standardization: Too Many? Too Few? In Proceedings of the
Standardisierung in E-learning, Frankfurt. Main, Germany, 2002.
9. Krull, G.E. (2004). An investigation of the development and adoption of educational metadata standards
for the widespread use of learning objects. Masters thesis, Rhodes University, South Africa.
10. Fallon, C., & Brown, S. (2002). E-learning standards: A guide to purchasing, developing and deploying
standards-conformant E-learning. St. Lucie Press.
Biographies
Hossein Keynejad Is born in Tehran on 1965 and has earned M.Sc. degree in applied mathematics from
Shahid Bahonar University, Kerman, Iran in 1992 and B.Sc. degree in applied mathematics from Shahid
Bahonar University, Kerman, Iran in 1985.
He has published Multimedia Environments book in Persian. He is interested in E-learning and multimedia
fields.
Mr. Keynejad is a faculty member in Islamic Azad University, south Tehran branch and Project manager on
producing contents in Soroush Mehr Company.
Maryam Khademi is born in Boroujerd on 1967 and she received B.Sc. in Pure Mathematics from
TarbiatMoaalem University, Tehran, Iran in 1989, M.Sc. in Pure Mathematics from Islamic Azad University
North Tehran Branch, Iran in 1991, M.Sc. in Applied Mathematics from Iran University of Science and
Technology, Tehran, Iran in 1993, and Ph.D. degree in applied mathematics from University of Tehran in 2004.
242
She has very publication in different fields and her CV is located on link:
http://old.azad.ac.ir/faculty/khademi89.htm. She is interested in finite groups Theory, Graph Theory, Computer
Science and Artificial Intelligence.
Dr. Khademi is the faculty member of Islamic Azad University, Tehran south branch.
Maryam Haghshenas is born in Bijar on 1985 and has earned B.Sc. degree in Computer Hardware
engineering from Islamic Azad University, south Tehran branch on 2007 and is M.Sc. degree student in IT
management at Islamic Azad University, Science & Research branch.
She has published Information technology security & service management system in Information Society of
Iran journal on July 2010. She is interested in E-learning & Indexing on components of multimedia & authoring
tools and IT System management.
Ms. Haghshenas is a member of Young Researchers Club at Islamic Azad University, Tehran south branch
and also a member of the Information Technology Management Association at Islamic Azad University, Science
&Research Branch.
Hoda Kabir is born in London on 1985 and has earned a bachelors degree in Computer Software Engineering
from Islamic Azad University, south Tehran branch on 2010.
She is interested in producing E-learning content, artificial intelligent & Multimedia fields.
Ms. Kabir is a member of Young Researchers Club at Islamic Azad University, South Tehran branch.
243
Investigating Optimum Resource Allocation in

University Course Timetabling using Tabu Search:
An Incremental Strategy
Mehtap KOSE ULUKOK1, Yasemin ERCAN2
1,2
Cyprus International University, Computer Engineering Department, Haspolat, KKTC

1
mkose@ciu.edu.tr, 2yercan@ciu.edu.tr
Abstract. In this study, the possible solutions of the Tabu Search algorithm is investigated for the solution
of the University Course Timetabling Problem (UCTP). The diffuculty of the UCTP is the coordination of
lectures, classrooms and teachers according to some constraints. The replacement of courses and lectures to
periods and classrooms is the main task that have to be performed for each academic semester. This
replacement requires new solution for each semester because of part-time lecturers, changes on workloads of
lecturers and the changes inthe number of students. The main aim of this study is to solve the UCTP with the
use of optimum number of classroom assignment by reducing the unused periods in classrooms timetable.
Tabu Search incremental strategy is studied within the Faculty of Engineering at Cyprus International
University (CIU).
Key words: timetabling problem, tabu search algorithm, metaheuristics
1 Introduction
The University Course Timetabling Problem (UCTP) has been studied by many researchers since 1965. It is a
NP-hard problem and it is a real-world application of combinatorial optimization problems. Timetabling
problems are mainly worked in high schools and universities. Usually, these problems are solved manually.
Depending on the search space of the problem these manual solutions often require a few weeks or more to
solve, because during the construction of timetabling always some changes are done. After some number of
modifications, the result is mostly not optimal. Over the past few years, researchers have been investigated new
algorithms or techniques to find general solution of timetabling problem. However, the UCTP solutions may
vary from university to university because of their own curriculum and thereby they require their indivual
solutions.
Timetabling problems are studied with several techniques for more than four decade. Some of the recent studies
include Constraint-Based Reasoning [1], Integer Programming [2], Tabu Search Algorithm [3], Memetic
Algorithms [4], Genetic Algorithms [5]-[7-9]. Other popular techniques including Graph Coloring Algorithms
[6] and Linear Algorithms [10]. Acceptable solutions were reported in use of all of these techniques. However,
most of the time these solutions require man touch.
A mathematical model of university timetables is introduced as a linear program [10]. The timetabling problem
is a type of multi-objective satisfaction problem. Mainly the constraints are classified into two as hard and soft
constraints. The violation of these constraints denotes the quality of the developed solution. Therefore, the
solution space of the problem is huge and finding the optimal solution is a complex task. Studies show that
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Genetic Algorithms find optimal solutions [5],[7]-[9] but they are complicated with respect to time and memory.
Morever, recently a computer tool is developed to solve the UCTP with tabu search algorithm and efficient
solutions were reported [3]. Another computer tool is developed for the generalized solution of UCTP using
Genetic Algorithms at Yeditepe University called TEDI [7].
2 Tabu Search Algorithm for UCTP
Tabu search is one of the commonly used metaheuristic algorithm for solving combinatorial optimization
problems, such as traveling salesman problem (TSP), university course timetabling problem (UCTP), etc. It
provides optimal or near optimal solutions for the practical problems. Tabu search algorithm searches the
solution domain by exploiting the neighbors of the current solution using a tabu list. Some of the basic
ingredients of the tabu search are a tabu list, neigborhood and aspiraiton criteria.
A tabu list keeps the list of not allowed and visited neighbors during the search process. The main aim of tabu
list is to avoid reversal of moves and cycling. Moves are performed between adjacent solutions that can be
reached from the current solution. If a tabu move results in better solution than any previously performed move
so far, than this tabu move may be ignored. A condition that allows such a move is called an aspiration criteria.
The timetabling problem constraints are mainly considered as hard constraints in which every timetable must
satisfy all these constraints, and soft constraints which are not essential for a timetable solution but it makes the
solution better when they considered.
Almost in all of the past studies similar hard and soft consraints are listed [1]-[3]. Depending on the universitys
limitations these constraints may vary. In this study, the number of classroom assignment is aimed to minimize
to reduce the university resource usage cost.
In this study, a novel tabu search algorithm is proposed to solve the timetabling problem with incremental
strategy. The proposed algorithm starts with a randomly generated solution to the UCTP and this initial solution
is improved by using moves that are searched in timeslots of classrooms incrementally where a best movement is
choosen in a classroom time table by satisfying the hard and soft constraints.Possible moves of tabu search
algorithm is performed for all courses of the active department incrementally. If there is any hard and soft
constraints violation, this solution gets worst fitness values. All periods in a classroom timetable is searched first
to fullfill the classroom periods. If there is no suitable period available, then a new classroom period is started to
search.
2.1 Parameters and Constraints of UCTP
The course timetabling problem deals with finding the exact time slots of courses within a limited periods,
classrooms and teachers. The problem parameters are given in Table 1. Courses in each department usually
organized in number of semesters. Constraints regarding to the semesters of each courses and about teachers are
organized as hard constraints and soft constraints. Hard constraints are the ones that must be obeyed. Soft
constraints are those constraints that make the solution better but they are not fully essential. The list of used
hard constraints in this study are:
No classroom can be assigned to more than one course at the same timeslot.
No teacher can be assigned to more than one course at the same timeslot.
Same semester courses cannot be assigned to the same timeslot.
On the other hand used soft contraints are:
Two hours gap between teachers lectures.

Dont assign lecture within the teachers reserved timeslots.
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Table 1. CIU, Faculty of Engineering timetabling problem parameters
Parameters
Number of courses
Number of rooms
Number of teachers
Number of days
Number of periods
Value
108
16
40
5
9
The proposed tabu search algorithm is illustrated in Fig. 1. Algorithm starts with a randomly generated solution
and searches the solution space for better solution based on hard and soft constraints within a tabu list. Moves
are incrementally choosen from the assigned timeslots. Two types of moves are used in the proposed tabu search
algorithm; simple move and simple swap which are illustrated in Fig. 2 and Fig. 3, respectively.
Start
Gerenate a random initial solution
Find candidate list of solutions

Update
the tabu
list
Evaluate quality of solutions
Choose the best solution
Does thestoping
condition meet?
Y
Stop
Fig. 1.Tabu search algorithm: Incremental strategy
The simple move shifts the choosen course timeslot into another empty slot if there exits any in current room, if
not searches in other used rooms.
Periods
09:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
Mon
Tue
Wed
Thu
MAT101
MAT101
MAT101
MAT101
Fig. 2. Simple move
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Fri
However, the simple swap swaps two courses blok of timeslots where they are assigned. Moves of the proposed
tabu search algorithm are marked as tabu once they have been performed. This leads to protect correct timeslot
assignments and to avoid recycling. Courses are incrementally choosen from the list of courses those are
violating the hard constraints for moves both simple move and simple swap.
Periods
09:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
Mon
Tue
ENG101
ENG101
Wed
Thu
Fri
CPE112
CPE112
Fig. 3. Swap move
2.3 Results of Tabu Search: Incremental Strategy

The proposed algorithm starts to solve the timetabling problemdepartment by department in the Faculty of
Engineering. Mainly four departments are activelly offering courses to the faculty and these departments
courses are scheduled according to departments pre-defined order. This is aimed to reduce the time and memory
requirements of the tabu search algorithm and it is also aimed to minimize the search space of the problem
domain. The performance of the proposed algorithm is summarized in Table 2. The results show that the
proposed algorithm acheives good performance with respect to timeslots utilization and the used number of
classrooms according to the given parameters in Table 1.
Table 2. Analyze of man-made solution of CIU course timetabling with the produced tabu search solution for the Faculty of
Engineering.
Objective
Violation of hard constraints
Violation of soft constraints
Number of used rooms
Overall timeslots utilization
Man-made
solution
0
6
16
70,63%
Tabu Search
produced solution
0
8
12
80%
In order to compare solutions of UCTP similar parameters must be used. The number of courses that are tought
by instructors and the nunber of part-time instructors effect the hard constraints of the UCTP. However, when
the timeslots utilizations are considered with studies [1] and [3], the performance of these algorithms are given
as 80% and 95% respectively. Constraint-based reasoning strategy is investigated with 16 rooms for 136 courses
at the University of Yemen. There is no given information about the number of teachers in [1], therefore to
compare the performances of the proposed tabu search algorithm with [1] is difficult. In another tabu search
algorithm for the solution of UCTP is given in [3] having 57 courses, 6 rooms and 27 teachers. The workload of
the teachers in Statistics Department of Hacettepe University seems that 2 on the average. However, the
proposed tabu search algorithm applied with the workload of 3 different courses on the average for each teacher.
This may cause that the proposed tabu search algorithm has lower timeslot utilization than [3].
The developed software GUI screen shot is shown in Fig. 4. The implementation of tabu search incremental
strategy has been performed in C# programming language by using a laptop which has Intel Core 2 Duo 2.2 GHz
processor with 4 GB RAM.
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Fig. 4. An example screen shot of a found solution for UCTP
5 Conclusion
The proposed tabu search algorithm is investigated for the solution of timetabling problem in Faculty of
Engineering at Cyprus International University (CIU). Timatabling problem is solved department by department
and all forms the timetabling solution to a faculty. Thereby, the whole problem search space is reduced to
consecutive departments curriculum courses.
One of the aim of this study was to develop a computer automated software which solves UCTP for the CIU
with optimum classroom usage. A user friendly computer graphical user interface developed to solve other
faculties timetabling problems in CIU.
The result of the proposed algorithm is compared with the man made solution of CIU Faculty of Engineering
timetable solution and also with other studies in other universities. The solution of the proposed tabu search
algorithm for the UCTP shows encouraging results withrespect to optimum resourse allocation and timeslots
utilization according to teachers workload as 3 courses on the average for each semester.
References
1. Irene, H.S.F., Safaai-Deris, Hashim, S.Z. (2009). Investigating Constraint-Based Reasoning for University
Timetabling Problem. In Proceedings of the International MultiConference of Engineers and Computer
Scientists. Hong Kong, 18 20 March. IMECS 2009.
2. Bakr, M.A., and Aksop, C. (2008). A 0-1 Integer Programming Approach to a University Timetabling
Problem. Hacettepe Journal of Mathematics and Statistics. 37(1): 41-55.
3. Alada, .A., and Hocaolu, G. (2007). A Tabu Search Algorithm to Solve a Course Timetabling Problem.
Hacettepe Journal of Mathematics and Statistics. 36 (1):53-64.
4. zcan, E. and Alkan, A. (2007). A Memetic Algorithm for Solving a Timetabling Problem: An Incremental
Strategy. In Proceedings of the 3rd Multidisciplinary Int. Conf. On Scheduling: Theory and Application.
Paris, France. 28-31 August. P. Baptiste, G. Kendall, A. M. Kordon, F. Sourd (ed.)
5. Nuntasen, N. and Innet, S. (2007). A Novel Approach of Genetic Algorithm for Solving University
Timetabling Problems: a case study of Thai Universities. In Proceedings of the 7th WSEAS International
Conference on Applied Computer Science. Venice, Italy, 21-23 November.
6. lker, ., zcan, E., Korkmaz, E.E. (2006). Linear Linkage Encoding in Grouping Problems: Applications
on Graph Coloring and Timetabling. In Proceedings of the 6th International Conference on the Practice and
Theory of Automated Timetabling. Brno, Czech Republic, 30 August- 1 September. LNCS 3867, Springer.
7. zcan, E. And Alkan, A. (2002). Timetabling using a Steady State Genetic Algorithm. In Proceedings of
the 4th International Conference on the Practice and Theory of Automated Timetabling. Gent, Belgium, 2123 August. LNCS 2740, Springer.
248
8. Burke, E., Elliman, D., Weare, R. (1994). A Genetic Based University Timetabling System. In Proceedings
of the 2nd East-West International Conference on Computer Technologies in Education.Crime, Ukraine,
September. EW-ED94.
9. Colorni, A., Dorigo, M., Maniezzo, V. (1990). Genetic Algorithms and Highly Constrained Problems: The
Time-Table. In Proceedings of the 1st International Workshop on Parallel Problem Solving from Nature.
Dortmund, Germany. LNCS 496, Springer.
10. Akkoyunlu, E.A. (1994). A Linear Algorithm for Computing the Optimum University Timetable.
Computational Journal. 16 (4):347-350.
Biographies
Mehtap KSE ULUKK- Born in Silivri in 1975. Graduated from Computer Engineering Department of
Eastern Mediterrenean University, Famagusta, T.R.N.C at 1998. Master and PhD programs were completed in
Computer Engineering Department from the same university in September 2000 and January 2009, respectively.
Artificial intelligence is the main research topic.
She has several publications about metaheuristic searches, expert systems and robot control.
Yasemin ERCAN- Born in Gaziantep in 1978. Graduated from Computer Studies in Information Technology in
Eastern Mediterrenean University, Famagusta, T.R.N.C at 2001. Master program was completed from
Information Systems Department of Faculty of Fine Arts in the same university in June 2003. She is currently
studiying in Management Information System Department of Cyprus International University for her PhD
degree. Internet programming and database systems are the main research topics.
She has some publications about expert systems, web programming with database systems and tabu search
algorithm.
249
PSOMDM: Faster Parallel Self Organizing Map by

Using Division Method
Yunus Doan1, Derya Birant2, Alp Kut 3
1,2,3
1
Dokuz Eyll University, Department of Computer Engineering

yunus@cs.deu.edu.tr, 2derya@cs.deu.edu.tr, 3alp@cs.deu.edu.tr
Abstract. The Self Organizing Map (SOM) is a particular type of artificial neural network that is generally
used for unsupervised clustering of the input data. SOM algorithm is generally implemented as sequential in
which one thread carries out one instruction at once and this structure works fine in domains where the
dataset is small. In large-scale domains, it is necessary to deal with tens of thousands records and at this point,
the application of sequential SOM can become unfeasible in terms of computational time. This paper
proposes a novel SOM model, called PSOMDM that is parallel implementation using a special division
method. The PSOMDM is different from existing architectures in that it processes the entire data in parallel
by continuously dividing spaces into quarters. The comparison results show that novel approach improves the
accuracy and speed.
Keywords: self organizing map, neural networks, machine learning
1 Introduction
The Self Organizing Map (SOM) [1] is a neural network model that is capable of clustering high-dimensional
input data. It produces a two-dimensional feature map that can be useful in detecting and analyzing features in
the input space. SOM model has been successfully applied in a number of disciplines including pattern
recognition, image classification, and document clustering.
SOM algorithm requires the high execution times to train the map and this situation put a limit to its
application in many high-performance data analysis application domains. For this reason, it is necessary to
develop a parallel implementation of SOM by either partitioning the network among the processors (network
partitioning) or by partitioning the input data across threads or multi-core processors (data partitioning).
This paper proposes a novel approach for faster clustering by using of SOM, called PSOMDM (Parallel SOM
by using Division Method). PSOMDM is different from existing architectures in that it divides the map area
constantly and lower number of data is clustered on different neurons by parallel method. PSOMDM has many
advantages over conventional SOM based methods. The most remarkable advantage of PSOMDM is in saving
training time for clustering large and complicated data sets by using special division method. Furthermore, the
proposed division method provides higher accuracy by decreasing the number of unstable data points and
internal errors.
Experimental results with various test data setsand comparison results show that PSOMDM can be efficiently
used for clustering large datasets with SOM, somehow making technique move toward the more powerful
250
unsupervised technique. In the experimental studies, PSOMDM is implemented by dividing data processing into
a number of parallel threads and multi-core processors. The threads or multi-cores of parallel SOM model
process over the same neurons by partitioning data.
2 Related Works
The SOM performs clustering by means of unsupervised competitive learning. The neurons in the SOM are
usually arranged in a two dimensional lattice and each neuron gets information from the input layer and from the
other neurons in the map. The SOM has the complexity O(NC), where N is the input vector size and C is the
number of dataset presentation cycles. N contains n2w as the multiply of the map size n2 and the number of
weights w. C contains n2a as the multiply of the map size n2 and the number of attributes a. Usage of parallel
SOM supplies lower complexity than O(N2).
Several studies have been done related to parallel SOM by using different techniques and different
architectures. Garcia et al. proposed a speculative approach which fits better than traditional Map-Partitioning
strategies due to a better exploitation of the memory hierarchy [2]. Yu et al. proposed a multistage modular selforganizing map (SOM) model which can be used for parallel web text clustering [3]. Gorgonio and Costa
presents an approach for efficient cluster analysis in distributed databases using SOM and K-Means [4][5]. They
also proposed a SOM-based strategy for cluster analysis in distributed databases [6]. Another study of parallel
SOM is about mining massive datasets by an unsupervised parallel clustering on a GRID [7]. Liping et al.
analyzed a variety of software and hardware environment of designing artificial neutral networks on clusters [8].
Dagli et al. proposed a SOM model, called ParaSOM, which utilizes a feature called a cover region, in which
individual neurons cover whole regions of the input space, and not just a single vector [9].
Parallel SOM and its derivations were used in many different areas. For example, the study about dynamics of
soil organic matter and mineral nitrogen in soil was given as an application which used parallel SOM for
geological researches [10]. The study of M. Takatsuka and M. Buis presents the parallel implementation of
SOMs, particularly the batch map variant using Graphics Processing Units (GPUs) through the use of Open
Computing Language (OpenCL) [11]. Parallel SOM was also used for the computer security, the healthcare,
ecological modeling, the financial sector and other areas which need clustering.
Differently from the previous studies, this study proposes a new SOM model which is implemented in a
parallel way and using a different division method to gain greater computational efficiency. To the best of our
knowledge, this paper is the first on proposing a division the area into small areas for parallel processing and
different SOM architecture as defined in the next section.
3 PSOMDM Approach
SOM consists of two layers of artificial neurons: an input layer and an output layer. The input layer is fed into
feature vectors, so it is the same as the number of dimensions of the input feature vector. Output layer, also
called the output map, is usually arranged in a regular two dimensional structure such that there are
neighborhood relations among the neurons. Every neuron in input layer is fully connected to every output
neuron, and each connection has a weighting value attached to it.
The major goal of SOM is to determine the suitable weight values for the neurons according to dataset. The
count of these weight values is equal to the number of attributes in dataset and each weight value corresponds to
an attribute. At the beginning of the SOM algorithm, these weight values in all neurons are initialized randomly.
Secondly, the best matching unit as the winner neuron is found by calculating Euclidean distance from each
weight to the chosen sample vector which consists of the weights set in one of neurons. After finding the best
matching unit, all vectors of the SOM are updated by using Gaussian function. These processes are repeated until
a certain number of iterations. The loop accrues over the all neurons.
Usage of Parallel SOM supplies lower complexity than O(N2). According to the number of parallel threads or
multi-core processors, parallel SOM accelerates the process. However, the threads or cores of parallel SOM
process over the same neurons; therefore, the solutions which come from parallel SOM are at risk about lower
accuracy. This new approach of parallel SOM by using division method has higher accuracy and speed. Because
the random choosing the data in the training phase of SOM is abandoned and the data are chosen in the same
251
order for each time. The accuracy problem is passed over at connecting the subparts of maps.
This new approach firstly divides the area by four and this standard SOM processes for all little areas by
parallel processing. Thus, datasets are divided for all processes and the complexity becomes lower.
PSOMDB consists of standard SOM (SSOM). This algorithm is used for 2x2 neurons stably in each phase.
PSOMDB starts training with SSOM with 2x2 neurons and usage of all dataset. After that, the recursive structure
of PSOMDB is activated and recursively, SSOM for 2x2 neurons is processed with usage of divided datasets.
The following Fig. 1 shows the process-flow of PSOMDB for 4x4 neurons. There are four parallel maps and
they are trained for 2x2 maps. At the end of the PSOMDB, a 4x4 map is obtained after combining operation in
the same order before splitting.
Fig. 1.The process-flow of PSOMDB for 4x4 neurons.
The complexity of SSOM is O(N2). However, this formula is obtained by the assumption of the multiply of
the map size and weight numbers equal to the multiply of the tuple number and attribute number in the dataset.
Therefore, if N2 is splitted to NxC as N is the total size of map and C is the total size of dataset, the changes of
SOM speed according to the different datasets and its effects appears in more detail. When this formula is
splitted sub-components, these following formulas in Eq.1 and Eq. 2 are obtained;
T x A = C.
(1)
M x W = N.
(2)
whereT is the tuple number in the dataset, A is the attribute number for a tuple in the dataset, M is the total
neuron number in the map and W is the total number of weight variables for a neuron in the map.
T x A x M x W = .
(3)
where is the total time for SSOM algorithm.

When PSOMDB is processed for 4x4 neurons (M = 16), SSOM algorithm is processed for 2x2 neurons (M =
4) and all dataset in the first phase. Secondly, the datasets are divided into four pieces for each neuron according
to the proximities to the weight values of neurons. All proximities calculations in the algorithm are done by
Euclidean distance formula in Eq. 4.
(4)
whereX and Y are tuples in the dataset or neurons in the map and d is the attribute number if X and Y are tuples
or d is the total number of weight variables if X and Y are neurons.
Four pieces of dataset are used for training by SSOM algorithm in parallel. SSOM is processed for 2x2 neurons
(M=4) for each piece again. After these pieces are trained, these pieces are joined and the map with 4x4 neurons
is obtained. The process time calculation is done the following formulas:
(5)
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(6)
(7)
If it is assumed that SSOM is processed for all dataset and 4x4 neuron, process time of SSOM is found by Eq. 3.
For 4x4 neurons, PSOMDB is processed for 2x2 neurons firstly and the process time of this phase is calculated
by Eq. 5. The result shows that this phase is equals to quarter of SSOM. However, PSOMDB continues to be
trained for 4x4 neurons and in parallel and for four pieces of datasets, PSOMDB is processed for 2x2 neurons
again. The process time of this phase is calculated by Eq. 6. Totally, the process time is calculated by Eq. 7 and it
shows that PSOMDB takes less time than SSOM as 5/16 times or nearly 1/3 times. This difference is kept even
if the size of the dataset gets larger. Also, if the map size gets larger, new components add to Eq. 7 and because
the dataset is divided again and again, these process times are approximate to zero a lot like. Thus, this
difference is kept. Theoretically, this is possible; however, the machine, where PSOMDB is processed, must
have enough numbers of cores to supply the parallel processing.
In section 4, experimental studies, these formulas are compared to the results when the real world datasets are
used for PSOMDB.
4 Experimental Studies
Our proposed approach was proved by three different datasetsfrom UCI machine learning [12] and successful
results are observed. The datasets are Iris, CPU and Segment- challenge. These datasets are for
classification operation; however, for accuracy tests, clustering algorithms are tested by usage of classification
datasets. Because training phase takes the dataset without the target attribute, then test phase compares the
derivation of pattern to the correct values in target attribute.
Iris, CPU and Segment-challenge have different features: Iris is a small-sized dataset. It has 150 tuples
and 5 attributes. The last attribute is the target attribute; therefore, this column is deleted in the training phase.
Thus, PSOMDB is trained with 4 attributes. CPU is a middle-sized dataset. It has 209 tuples and 7 attributes.
Like the content in the Iris dataset, the last attribute is the target attribute; therefore, training operation of
PSOMDB is implemented without this column. The third dataset, Segment-challenge is a larger dataset. It has
1500 tuples and 21 attributes. Like the content in the other two datasets, the last attribute is the target attribute
and PSOMDB is trained with 20 attributes.
PSOMDB and SSOM algorithms are implemented in Visual Studio 2010 platform by usage of C#
programming language. The implementation gives the results about speeds as Milliseconds with the result map.
The comparison of result maps shows that there are the same result maps with the same weight values.
Therefore, the accuracy does not change with PSOMDB. However, it is observed that the performance of
PSOMDB is better than the performance of SSOM.
Table 1 shows that there are three different datasets as Iris, CPU and Segment-challenge and two different
clustering algorithms as PSOMDB and SSOM. The algorithms are processed for 4x4 neurons. The performance
results of PSOMDB are given for all components. The first five rows in Table 1 are results for PSOMDB and the
last row is the results for SSOM because SSOM is processed for 4x4 neurons at one phase. However, the results
of PSOMDB are taken for 2x2 neurons firstly. Then, for each cell, {(0,0),(0,1),(1,0),(1,1)}, PSOMDB is
processed in parallel and for each cell, different results are obtained. The process time of the cell, which takes
the biggest time, determines the total process time. For example, (0,1) cell for Iris takes the biggest time as 376
ms, (1,0) cell for CPU takes the biggest time as 641 ms and (0,1) cell for Segment-challenge takes 3021 ms.
Finally, Table 1 shows that the total performances for each datasets are more successful than the performances of
SSOM.
253

Table 1.The speed times of PSOMDB and SSOM for three datasets (Iris, CPU and Segment-challenge) as millisecond
Datasets
Iris
CPU
Segmentchallenge
2x2 map calculation (ms)
441
747
3427
(0,0) cell calculation for 2x2 map

(ms)
353
490
2990

(ms)
376
562
2986

(ms)
336
641
3021

(ms)
339
454
2998
Total time (ms)
817
1388
6448
SSOM (ms)
1784
2755
11870
Fig.2 shows that PSOMDB is more successful than SSOM because the performances decrease nearly half and
half. For Iris dataset, the process time decreases from 1784 to 817, for CPU dataset, the process time decreases
from 2755 to 1388 and for Segment-challenge dataset, the process time decreases from 11845 to 6448. The most
important gain is that when there is a large dataset, PSOMDB increases the training performance and gives the
same result map in less time.
ms
th
nd
rd
1 dataset 2 dataset 3 dataset
Fig. 2.Speeds of SSOM and PSOMDB for UCI datasets as Milliseconds.
5 Conclusion and Future Works
In this paper, parallel implementation of SOM has been devised by using a special division method to attempt for
improving the performance of SOM in large-scale domains. It introduces a new clustering approach PSOMDM.
The significant difference between PSOMDM algorithm, the standard SOM and parallel SOM is that PSOMDM
divides the map area constantly and lower number data are clustered on different neurons by parallel method.
PSOMDM algorithm has many advantages over conventional SOM based methods. The most remarkable
254
advantage of PSOMDM is in saving training time for clustering large and complicated data sets by using
division method. Furthermore, the rate of unstable data points decreases and internal error decreases. For future
work, the proposed algorithm, PSOMDM, can be used for the computer security, the healthcare, ecological
modeling, the financial sector and another area which needs clustering its large data on a map successfully at
accuracy, consistency and speed.
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8. Liping, Z. and Wensheng, G. (2009). Self-Organizing Maps Neural Networks on Parallel Cluster, in proceedings
of Information Science and Engineering (ICISE), pp. 384 388, doi:10.1109/ICISE.2009.1053.Baker, P.R. (1978).
Biogas for Cooking Stoves. London: Chapman and Hall.
9. Dagli, C.H., Bryden, K.M., Corns, S.M., Gen, M., Tumer, K., and Ser, G. (2009). Parasom: An Efficient SelfOrganizing Map for Parallel Multidimensional Input Processing and Clustering, Intelligent Engineering Systems
through Artificial Neural Networks, DOI: 10.1115/1.802953.paper7.
10. Semaoune, P., Sebilo, M., Derenne, S., Anquetil, C., Vaury, V., Ruiz, L., Morvan, T. and Templier, J. (2011).
Dynamics of soil organic matter and mineral nitrogen in soil: investigation into a complex relationship, EGU
General Assembly 2011, Vol. 13, EGU2011-11740.
11. Takatsuka, M. and Bui M. (2010). Parallel Batch Training of the Self-Organizing Map Using OpenCL, Lecture
Notes in Computer Science, Volume 6444/2010, 470-476, DOI: 10.1007/978-3-642-17534-3_58.
12. UCI Machine Learning Repository. (2011). http://archive.ics.uci.edu/ml
Biographies
Yunus Doan received his MSc degree in Computer Science from Dokuz Eylul University in 2009. He completed MSc
thesis on data mining. He has been doing PhD degree in Computer Science in Dokuz Eylul University for 2009. Currently, he
is an assistant at the Department of Computer Engineering, Dokuz Eylul University in Turkey. His research interests include
data mining, bioinformatics, data warehousing, machine learning and knowledge-based systems.
Derya Birant received her PhD degree in Computer Science from Dokuz Eylul University in 2006. She completed PhD
thesis on data mining. Furthermore, she worked on five major projects related to data mining. Currently, she is an assistant
professor at the Department of Computer Engineering, Dokuz Eylul University in Turkey. Her research interests include data
mining, data warehousing, machine learning and knowledge-based systems.
Alp Kut is a full professor of computer engineering at Dokuz Eylul University. He is head of the Department of Computer
Engineering of Dokuz Eylul University since the fall of 2003. His works include data mining in databases, database
management systems and distributed systems. He has many publications on a variety of topics, including, data mining,
artificial intelligence, web-based systems and parallel systems.
255
A Real-Time Generation and Modification of

GIS-based Height Maps
Serpil EROLU 1, Baha EN 2, Salih GRGNOLU 3
1.2.3
Karabk University, Computer Engineering, Karabk, Turkey

{seroglu, baha.sen, sgorgunoglu}@karabuk.edu.tr
Abstract.The aim of this study is to create height maps that will be used in 3-dimensional applications.
Height maps are created with 2 ways. The first method aims to create height maps with random data. Random
algorithms have various controls to create a model which is similar to the real world. In the second method,
height maps are created through real-world data. For this purpose, modeling related to real world data was
realized utilizing the most commonly used geographic map files like USGS DEM, DTED and SRTM. In
addition, users were allowed to do various real time modifications on this model. Furthermore, options such
as increasing or decreasing the height value of any point on the model and saving the changes with the same
format were provided to users.
Keywords: Geographical Information System, A-Real Time Application, Height Map Generation and
Modification, Random Fault Algorithm, Random Circle Algorithm
1 Introduction
Digital elevation maps are structures which are used to represent the topographic surface of the earth.
Creation and usage areas of these maps have increased with the development of geographical information
systems. Moreover, height maps are data structures which are also used for 3D applications such as military or
civilian simulators, games and other applications aiming to create virtual worlds [1].
Kamal and Udin have presented a technique which controls minimum level to produce height maps
model on demand. This technique produces the terrain by creating continuous random polygons [2]. Lencher et
al. have described a method for procedurally generating typical patterns of urban land use using agent-based
simulation. Users give a terrain description; their system returns a map of residential, commercial, industrial,
recreational park and road land uses including age and density of development [3]. Doran et al. explore more
controllable system that uses intelligent agents to generate terrain elevation height maps according to
designer-defined constraints. This allows the designer to create procedural terrain those specific
properties [4].
Li et al. provide a semiautomatic method of terrain generation that uses a four-process genetic
algorithm approach to produce a variety of terrain types using only intuitive user inputs [5]. They gave the
sample terrain dataset to system which will produce new height map. Brosz et al. present a technique of terrain
256
synthesis that uses an existing terrain to synthesize new terrain. They use multi-resolution analysis to extract the
high-resolution details from existing models and apply them to increase the resolution of terrain [6].
Gkta et al. have devised an algorithmic system which automatically generates virtual cities supporting
several different map formats (i.e. DTED, HTF, SRTM, and DEM). Depending on the conditions submitted, the
system generates different layouts for the cities even on the same geographical site [7], [8]. Wiggenhagen have
produced software for the inspection and quality control of digital terrain models and orthoimages. He uses data
standards like USGS and BMP-Format [9]. Errors found can be corrected through interpolation methods.
Dewen et al. discussed the implementing methods for the representation of 3D terrain realistic scenes
based on OpenGL, such as the digital terrain model mapping, the blend of water and terrain data, the blend of
thematic information and terrain [10].
Chi et al. presents an improved method called property-control IDW (PCIDW) for 3D modeling of
complex terrain. This method regards property of the sampling points and the unknown points to be estimated as
a parameter to control whether the sampling points involves in modeling [11].
Noghani et al. describe a variety of methods that can be used to create realistic, random 3D
environments for serious games requiring real-time performance. These include the generation of terrain,
vegetation and building structures [12]. An alternative method to create randomized terrain is the use of Linden
Mayer systems.
L-systems were originally created to study organic growth, such as is the case with plants,
but they can easily be adapted to cover other self-similar structures, such as mountainous terrain [13].
2 Algorithms of Creating Random Terrains
We use two algorithms for creating random terrains .First algorithm is Fault and second is Circle Algorithm.
Both of algorithm starts with nxn dimensional matrixes which have an initial zero value. Then Fault algorithm
selects a random line which divides the terrain in two parts. Points to one side of the line will have their height
displaced upwards, whereas the points on the other side will have their heights displaced downwards [14], [15].
But Circle algorithm creates different size of circles on the height maps [15]. Fig. 1 shows the result of these
algorithms.
Fig. 1 Sample terrains a is created Fault and b is created circle (1000 iterations)
3-Simulation of GIS Based Height Maps

Earth is an irregularthree-dimensional surface as unidentified mathematical. It is impossible to represent
infinitive number of points so a set of points are defined and surface is defined as mathematically.
Theidentificationprocessis calleddigitalterrainmodeling[16]. Digitalelevationmodel (DEM) is like a grid
structure.Datapointswere measuredat regular intervalskeepsthe heightof thisbuilding.Geographicalsense,the
heightof a pointat the intersection oftherowandcolumnis storedin the cell.Common uses of DEMs include [17];
Modeling water flow or mass movement (for example avalanches and landslides)
Creation of relief maps
Rendering of 3D visualizations.
3d flight planning
257
Creation of physical models (including raised-relief maps)

Geographic Information Systems (GIS)
Surface analysis
Methods for obtaining elevation data used to create DEMs;
LIDAR
Real Time Kinematic GPS
Topographic maps
Doppler radar
Focus variation
The SRTM data sets result from a collaborative effort by the National Aeronautics and Space
Administration (NASA) and the National Geospatial-Intelligence Agency (NGA - previously known as the
National Imagery and Mapping Agency, or NIMA), to generate a near-global digital elevation model (DEM) of
the Earth using radar interferometry. The SRTM instrument consisted of the Space borne Imaging Radar-C (SIRC) hardware set modied with a Space Station-derived mast and additional antennae to form an interferometer
with a 60 meter long baseline [18], [19] and [20].
GTOPO30 is a global digital elevation model (DEM) with a horizontal grid spacing of 30 arc seconds
(approximately 1 kilometer). GTOPO30, completed in late 1996, was developed over a three year period through
a collaborative effort led by staff at the U.S. Geological Survey's EROS Data Center (EDC) [21], [22], [23] and
[24].
With this study we can simulate SRTM, DTED and GTOPO30 files. Fig 2 shows the step of simulation.
First step is creating the height values from the GIS based files. It is the important step because all GIS file have
different standards. After getting the height values program simulate it.
Fig. 2. Diagram of simulation steps
4 Modifications of Height Maps

Height maps are kept in the form of a grid structure. Value of each point on the grid map gives us the
relevant height value matching on the height map. When the height maps are being modeled in 3D, all points are
drawn in triangle shape. When users choose a point on this model, primarily the position of the relevant point on
258
the triangle is found out. For this aim, 3 dimensional coordinate values of all points in the height map are
converted into OPENGL unit volume reference system. Fig 3 shows the formula.
P00
x
P
y
Vunit
P 10
P20
z

w
P30
P01
P11
P02
P12
P21
P31
P22
P32
P03
M 00
M
P13
xM 10
M 20
P23
P33
M 30
M 01
M 11
M 02
M 12
M 21
M 31
M 22
M 32
M 03
x
y
M 13
xV
z
M 23

M 33
1
Fig 3.This equitation shows the transformation of Vertex values into the OPENGL unit cube values V unit:
OPENGL unit volume reference system, P: OPENGL Projection Matrix; M: OpenGL Modelview Matrix; V: any
point.
After converting process, the point selected by users was being passed through an intersection test
considering all triangles on the model. At this stage, a new equation based on Barycentric coordinate plane was
obtained in order to see whether the point is on any triangular [25], [26]. Formula 1 shows any point on the
triangle and formula 2 shows any point on the straight. (Fig.4)
( )
(
[Fig.4.
] Barycentric
[ ]
[coordinate
]
[27].
)( )
The values of equation obtained are transformed into matrix form. Gauss Elimination method is utilized in order
to solve Equation-1. If the values of equation solved with this method match with the Barycentric coordinate
plane, the position of the point selected is found out on the relevant triangle.
After the process of finding triangle we need to create a new point on this terrain. For this aim we use a
resolution value which is need to resize terrain. With this resolution value, Algorithm divides terrain into small
parts and creates new points on so we can create a high resolution terrain from low resolution. For resizing the
terrain we use formula 3. D variable in formula 3 means dimension of terrain.
( )
After creating new points, Algorithm uses bi-linear interpolation (formula 4) to find the height values of them
[28], [29] and [30].
259
( )
(
(
)
(
)
(
(
)
)
(
)
( )
Fig.5. Bilinear interpolation formula [31].
Changes on the terrain dimension are shown Fig.6. Left picture shows a part of terrain before and right is show
after modification of height map.
Fig. 6. Before Resize and after resize (with resolution value=2)
Fig.7. Activity diagram of System
260
Fig.7 summarizes the system. After entering the system two options can be chosen. First option creating terrain
random and creating terrain from GIS based option. With the help of render mode desired modification can be
done.
Findings and Conclusion
With this paper, USGS DEM and SRTM files are modeled 3D. But these files have low resolution and this
causes disadvantage. But with this study, users are able to create high resolution height maps from low resolution
height maps. Unlike other studies, users are allowed to make modifications in real time on this model. Users can
increase or decrease the height of any point on this model. Besides, users can save their changes on this model
with the same file format and reuse them whenever they want. For future works, we propose to increase
performance with parallel programming methods that we have planned to use NVDIA CUDA technology.
References
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niversitesi, Ziraat Fakltesi Dergisi, 17(1): 149-157, Bursa.
[2] Kamal, K. R. and Udin, Y. S. (2007) Parametrically controlled terrain generation. In GRAPHITE'07: Proceedings of the
5th international conference on Computer graphics and interactive techniques in Australia and Southeast Asia, pages 17-23,
New York, NY, USA, ACM.
[3]LECHNER T., REN P., WATSON B., BROZEFSKI C.,WILENSKIU.: Procedural modeling of urban land use. In ACM
SIGGRAPH 2006 Research posters (2006), ACM, p. 135.
[4] Doran, J. and Parberryy, I; (2010) Controlled Procedural Terrain Generation Using Software Agents Dept. of
ComputerScience & EngineeringUniversity of North Texas January 19
[5] Li, Q. ; Wang, Q.; Zhou, F.; Tang X. and Yang, K. Example-based realistic terrain generation. Lecture Notes in
Computer Science, 4282:811, 2006.
[6] Brosz, J. ; Samavati, F.F. and Sousa, M.C. (2006) Terrain Synthesis By- Example, Proc. First Intl Conf. Computer
Graphics Theory and Applications (GRAPP ).
[7] GKTA, H.H.; AVUOLU, A.; EN, B.; GRGNOLU, S. ; (2006) "Simlasyon Sistemleri in 3 Boyutlu
Sanal ehirlerin GIS Haritalar zerinde Oluturulmas", Teknoloji/Z.K.. Karabk Teknik Eitim Fakltesi Dergisi, 9(1);
27-38;.
[8] GKTA, H. , AVUOLU, A., EN, B., (2009)"AUTOCITY : A System for Generating 3D Virtual Cities for
Simulation Systems on GIS Map", Auto Soft - Intelligent Automation and Soft Computing, Vol.15, No:1, pp.29-39, USA,.
[9] Wiggenhagen, M. (2000) Development Of Real-Time Visualization Tools For The Qualty Control Of Dgtal Terran
Models And Orthoimages International Archives of Photogrammetry and Remote Sensing. Vol. XXXIII, Part
B3.Amsterdam.
[10] Dewen, S; Hongxia, W; Realistic Real-time Rendering of 3D Terrain Scenes Based on OpenGL
[11] Chi, M; Liu, Z; Wei, Z.; (2010) An Improved Method for 3D Modeling of Complex Terrain 2nd Conference on
Environmental Science and Information Application Technology
[12] Noghani, J; Liarokapis, F; Anderson E. F (2010) Randomly Generated 3D Environments for Serious Games Second
International Conference on Games and Virtual Worlds for Serious Applications
[13]. Prusinkiewicz, P;Lindenmayer, A. (1990). The Algorithmic Beauty of Plants, Springer-VerlagNew York
[14] http://www.lighthouse3d.com/opengl/terrain/index.php?fault
[15] Che Defu; Wu Lixin; Xu Lei;(2006); Study on 3D Modeling Method of Faults Based on GTP Volume, Geoscience and
Remote Sensing Symposium, IGARSS 2006. IEEE International Conference on 10.1109/IGARSS.2006.411 Page(s): 1594
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[17] http://en.wikipedia.org/wiki/Digital_elevation_model
[18] Wagner,W (December 2003) SRTM DTED Format Product Description http://www.dlr.de/srtm/docs/SRTM-XSARDEM-DTED-1.1.pdf
[19] Kobrick, M., 2006, Photogrammetric Engineering and Remote Sensing, Vol. 72, Number 3, p.206
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Pecora Thirteen, Human Interactions with the Environment - Perspectives from Space, Sioux Falls, South Dakota, August 2022,
[22] Danielson, J.J., 1996. Delineation of drainage basins from 1 kmAfrican digital elevation data. In: Pecora Thirteen,
Human Interactions with the Environment - Perspectives from Space, Sioux Falls, South Dakota, August20-22, 1996.
[23]Gesch, D.B., and Larson, K.S., 1996. Techniques for development of global 1-kilometer digital elevation models; Human
Interactions with the Environment - Perspectives from Space, Sioux Falls, South Dakota, August 20-22
[24] Hutchinson, M.F., (1989); A new procedure for gridding elevation and stream line data with automatic removal of
spurious pits. Journal of Hydrology,106:211-232.
[25] Martinelli, A; World Wide Web http://ingegneria.unipv.it/
[26] Shuli Sun; Bin Chen;(2010) An Algebraic Deformation Approach for Moving Grid Based on Barycentric Coordinates
10.1109/CISE.2010.5676714 Page(s): 1 4
[27]Martinelli, A; online lesson course World Wide Web http://ingegneria.unipv.it/ 10.04.2011
[28] Bradley, Christopher J. (2007). The Algebra of Geometry: Cartesian, Areal and Projective Co-ordinates. Bath: High
perception.
[29] Jian-jing Liu; He Zhang; Li Chen; (2010) Bilinear interpolation of geomagnetic field 10.1109/ICCASM.2010.5620517
Page(s): V2-665 - V2-668
[30] Heechang Kim; Sangjun Park; Jin Wang; Yonghoon Kim; Jechang Jeong; ( 2009) Advanced Bilinear Image
Interpolation Based on Edge Features 10.1109/MMEDIA.2009.14 Page(s): 33 36
[31] Wikipedia web p. http://en.wikipedia.org/wiki/Bilinear_interpolation 10.04.2011
Biographies
Serpil EROLU was born in Diyarbakr, 1987. She received her PhD degree in Computer Science from HarranUniversity.
She interested in geographical information systems, 3D modelling and simulation systems. She works for KarabukUniversity,
Department of Computer Engineering.
Baha EN received his B.Sc. in Computerfrom GaziUniversity, Ankara/Turkey in 1996. He received his M.Sc. degree from
Institute of Science and Technology, GaziUniversity in 1999, and his PhD degree from same department. His research
interests include graphics, vision, genetic algorithms, expert systems, geographical information systems, 3D modelling and
simulation systems. Asst. Prof. Dr. EN works for KarabukUniversity, Department of Computer Engineering.
Salih GRGNOLU- was born in orum, 1970. He graduated from GaziUniversity in 1995. He received his M.Sc. and
Ph.D. degree from the same university. In 2000 and 2007 respectively. He worked as instructor at GaziUniversity between
the years 1999-2007. His areas of interest include biometric systems, image processing, microprocessors and neural network
applications. Asst. Prof. Dr. Grgnolu still works for KarabukUniversity, Department of Computer Engineering.
262
GIS Application Design for Public Health Care

System Using Dijkstra Algorithms
Fatma Patlar1, Akhan Akbulut2
1,2
Istanbul Kltr University, Department of Computer Engineering

1
f.patlar@iku.edu.tr, 2a.akbulut@iku.edu.tr
Abstract. The aim of this project is to integrate a system to a Command and Control Center(CaCC) and
ambulances, for automatize the managerial functions of ambulance redirection, using Geographic Information
Systems (GIS) supported with Computer-Aided Design (CAD). To achieve this, first the execution phases of
the entire model is determined. Service-based (oriented) architecture (SOA) was chosen for the integration of
the systems. Thereby, a web-service is implemented to ensure communication with GPRS. When an on-site
assignment is made from CaCC, this web-service notifies the coordinates of the event taking place to the GIS
application. This application specifies the ambulance's Geographical Position with GPS information and
draws the shortest-path to the destination's location. Selected two-dimensional map is composed of nodes and
links. The main idea is to determine the shortest path or fastest path between the ambulance and the hospital.
Keywords: GIS Application, CAD, Dijkstra Algorithms, Public Health Care, Navigation, Fastest Path,
Shortest Path
1 Introduction
In 1736, graph was used by Euler to solve the Koningsberg seven bridges problem and then graph theory came
into being. But it was not until middle and later ages in 20 th century did mathematics and computer scientists
attach much importance to graph theory with the help of appearance and developing of computer [1], [2].
Nowadays, many applications have been developing while using graph theory, which is applied to many fields
such as GIS network successfully.
GIS can be used to analyzing, processing, capture, store, handle, and geographically integrate large amounts of
information from different sources, programmes, and sectors; including epidemiological surveillance, census,
environment, and others [3], [4].
With the popularity of the computer and the development of the geographic information science has been
increasingly extensive and in-depth applications for its powerful functions [5] and also usage of Health Care
Systems.
Public Healthy policy covers decisions in any sector or at any level of government and is characterized by an
explicit concern for health and accountability for health impact [6]. It is an established fact that most developing
countries are not spending more than 2% of their gross national product (GNP) on health, resulting in poor
coverage of public health services [6].
In this paper, several technological keys are established the road topology structure is discussed, and a
algorithm for finding the shortest and fastest paths for public health care system based on GIS which integrated
the communication service. Then, many tests were conducted to show the propose system performance.
263
2 Background
Nowadays, GIS aided systems are used all areas as health sector. Using computer-aided systems on the
contrary performing all the processes needed in a health center on paper provides in terms of work power gain
and to minimize the possibility of making mistakes. In addition, it is much more easy and quick to have access to
any information and data held on computers. Due to, this type of advantages the computer-aided systems have
been used in the health sector. Health care processes require a race against time and adapting computers instead
of traditional methods into our business and our lives.
Due to their structures Emergency Medical Services (EMS) systems must have some characteristics like realtime response, seamless roaming and decentralization. In order to provide real-time response of medical services,
several components are essential, such as dispatching, routing, communications between emergency facilities,
and ability to attain patients medical history quickly. With the advancement of communication technology and
GISs, all these processes can be automated.
GIS research and its applications in public health field have many examples in different countries. GIS has
been widely applied in Chinas public health, serving in disease surveillance, epidemiology, environmental
health research, research of health care utilization and decision making, respond to health emergencies and other
aspects [7]. Another research investigates the appropriate model for road traffic accident management is applied
in Chon Buri province of Thailand [8]. As a similar project report the development of a geographic information
system (GIS) for Texas-Mexico border disease surveillance and environmental health research [9]. In these type
of applications, most common approach is to select commercial 3D maps in GIS to maximize the visual
efficiency. Bu on the other side choosing the "Open API" maps such as Google Maps Open API can be an
alternative way. Implementation of a Real-time Ambulance Location Monitoring System using Open API based
on web 2.0 shows that Google maps were offered more detail geographical information than other maps [10]. It
were also easily integrated visual studio programming.
Based on this view, GIS application was implemented for ambulances which integrated with Command and
Control Center. A tablet PC with a mobile operating system is selected to host proposed application.
3 Method
EMSs are consist of four main entities. All communication takes place between a Command and Control
Center(CaCC), ambulances, hospitals and unfortunately accidents. To speed up the communication between
these assets dramatically improves the chances of the patient's chance of survival.
As illustrated in Figure 1; everything starts with the phone indicating the status of the accident to the CaCC
(112 in Turkey). CaCC automatically redirects the nearest ambulance to the crash scene. Ambulances are
equipped with tablet PCs to operate GIS applications. Assigned address shown within the GIS application and
the route is automatically determined due to traffic and distance factors. When ambulance reaches to the scene,
ambulance doctor performs the first diagnosis to the patient. Then enters the injury details to the application.GIS
applications finds the nearest most suitable hospital and draws a route. On the way of hospital, injury details and
medical status of the patient is transferred to the hospital via CaCC.
264
Figure 1 : Structure of the Proposed Model

The pseudocode of the entire model is listed below;
IF <Have Emergency Call>

function<CheckAvailableAmbulance>(<region>)
DO event assign;
GO end point location
WHILE <patient in ambulance>
function<DetermineHospital>(< preliminary diagnosis>)
CHOOSE Hospital;
IF <No doctor related branch>
ELSE IF <no empty beds>
ELSE IF <no empty operating room>
returnCaCC;
265
Because of routing is the most effective part to the elapsed time, selection of the route becomes the most
important phase of the proposed model. At this point, the algorithms used in GIS applications plays critical role.
In GIS, there are many algorithms to determine shortest path; one of the most classic is Dijkstra algorithm.
Proposed system has been performed by using Dijkstras algorithm that consists of a weighted graph and a
source vertex. Each edge of the graph is an ordered pair of vertices and the cost of an edge can be thought if as
the distance between the two vertexes. Based on this information for calculating distance with minimum cost,
look at steps to find out how to calculate the shortest path;
1.Set initial node as current. (Weights have to be assigned for all possible nodes).
2.All nodes are marked as unvisited.
3.For current node, consider all its unvisited neighbours and calculate their distance.
4.After finish the considering all neighbours of the current node, mark it as visited.
5.If all nodes have been visited, finish the search and choose the smallest distance considering all nodes
in graph.

As a result, we chose Istanbul as the tests subject has traffic problem, we had to use fastest-path algorithm
more efficient. We observe that fastest-path algorithm mostly selects the highways. Although the total distance
lengthens, the duration of transport decreased. During the high-traffic hours; it will be the most optimal solution
to follow the route drawn by the shortest path algorithm. The reason for this is that, shortest path algorithm
decides the route by the distance of roads provides us the most direct route will be selected.
A user-friendly interface was designed for the application to have a system that anyone can use. All processes
automatically done without touching the user's hand gives us the performance and usability.
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Biographies
Fatma Patlar Fatma Patlar was born in Istanbul, Turkey, on May 14, 1981. She graduated from Istanbul Kltr University
in 2005 with a degree in Computer Engineering. After graduating with a B.S., Patlar worked for three years as a software
developer and participated in speech recognition and GIS projects. At the same time, she started a masters degree in
Education at Istanbul Kltr University in the Department of Computer Engineering. After finishing her MS degree, she was
recruited as a Technical Analyst by Aras Holding. After working almost a year at this company, she worked as a Business
Analyst at Garanti Technology. Now, She is working as a Research Assistant at Istanbul Kltr University in Istanbul. Her
research areas include software engineering, signal and speech processing and its applications. She has 5international paper
conference publications.
Akhan Akbulut BSc in Computer Engineering (Istanbul Kltr University 2001), MSc in Computer Engineering (Istanbul
Kltr University 2008), PhD candidate in Computer Engineering (Istanbul University 2009 - ~). He has worked as
senior/lead software developer and project manager in software sector and participated in B2B, B2C, e-commerce, e-state
and portal projects. Currently, he is working in Computer Engineering Department of Istanbul Kltr University as a research
assistant. Research areas includes Software Engineering, Smart Applications (agents, spiders, bots), Security, Web-Services
and Database Management Systems topics. He has 10 international and 2 national paper conference publications.
267
A Case Study about Being a CMMI-Level 3

Awarded Organization in One-Year Time
Yasemin Karagul1, Semih Bilgen2
1
Dou University,Department of Computer Engineering,stanbul,Turkey

Middle East Technical University,Electrical and Electronics Engineering Department,Ankara,Turkey
1
ykaragul@dogus.edu.tr, 2semih-bilgen@metu.edu.tr
Abstract. Starting from a review of available literature, the effects of various factors on the duration of
software process improvement programs are investigated. The hypotheses formulated based on the
experiences reported in the literature provide a baseline for the qualitative research carried out on the CMMI
Level 3 organization. Within the framework of this study it has been observed that Staff Involvement,
Awareness, Management Commitment and Management Involvement have had a shortening effect on SPI
duration.
Keywords: Software process improvement duration; CMMI; Success factors
1 Introduction
The last decade has seen many organizations striving to achieve software development process maturity
through certification within the Capability Maturity Model (CMM) framework. The resources required for such
improvement have been studied extensively in the literature (see e.g. [1],[2],[3]) but the duration of process
improvement and the factors that affect the time span for reaching the next level still seem to be relatively less
investigated.
There are some successful cases that have managed to decrease the time to move up from one CMM level to
another drastically [4], [5], [6]. Analysis of these success stories may be helpful in identifying a relationship
between various factors and SPI duration. Such a relationship may help managers in planning their SPI effort;
strengths and weaknesses of the organization may be determined and resource allocation for the program can be
enhanced.
There have been a number of studies that try to identify factors that effect SPI success. However, these studies
do not provide answers to questions about the effect of these factors on SPI program duration. This study aims to
study the factors that effect SPI duration. The results of this study may provide guidelines to organizations that
wish to accelerate their CMMI work.
This paper is organized as follows. The relevant literature is reviewed and the hypotheses derived from the
literature are presented in Section 2. Details of the case study design like sample profile, data collection and data
analysis methods are explained in Section 3. Findings of the case study carried out to examine the hypotheses
derived from the literature are presented in Section 4. Section 5 concludes the paper.
268
2 Literature Review
Wilson et al. [7] propose a framework for the evaluation of SPI success. They adapt and apply a framework
which was previously developed for evaluation of metrics programs, to SPI. They identify the success factors as
the management commitment, respect, initial process definition and explanations.
Niazi et al. [8] aim to propose a maturity model for the implementation of SPI programs. Niazi et al. [9] in a
follow-up study, propose a framework that will provide companies with an effective SPI implementation
strategy. In the maturity model and framework proposed in these two studies, critical success factors are
identified as management commitment, training, staff involvement, awareness, experienced staff, formal
methodology, and reviews.
Petterson et al. [10] have developed a light-weight process assessment framework. While developing the
framework, within the several critical success factors mentioned in the previous studies reviewed, the ones
related to the study are given as SPI initiation threshold and commitment and involvement.
Cares et al. [11] propose an agent-oriented process model and identify the most frequently cited thirteen
critical success factors, whereas Berander and Wohlin [12] name the key factors for successful management and
evolution of the software process as baselining, synchronization, user involvement, management commitment,
change management, and documentation.
Dyba [13] has proposed a conceptual research model to investigate the relationship between SPI success and
the factors defined in the model. Based on that model, it is concluded that employee participation, business
orientation, concern for measurement, exploitation of existing knowledge, involved leadership, and exploration
of new knowledge effect the success of SPI.
In addition to the studies discussed above, experience reports about CMM/CMMI studies also provide detailed
information about the settings and conditions in which various SPI exercises have been carried out. Six success
and two failure stories reported in those studies are examined in detail [4],[5],[6],[14],[15],[16],[17],[18]. The
common points reported in these research papers were observed as quality environment, management
commitment, SPI awareness, participation, training, and the existence of experienced people involved with the
process improvement endeavors. On the other hand, the reasons that lead to failure were identified as lack of
management commitment, lack of quality environment, lack of SPI awareness, and lack of training. The aim of
the present study is to investigate the relationship between these factors and SPI duration, so the dependent
variable of our model is selected as time to complete SPI successfully. Based on the literature review, the
independent variables were selected as Management Commitment, Awareness, Staff Involvement, Training,
Experienced Staff, Metrics and Measurement, Process Documentation, and Quality Environment.
3 Research Design
3.1 Sample Profile
The case was selected from the CMMI-Level 3 awarded companies in Turkey. Organization A, which is a global
firm that provides solutions and services for information and communication technologies, was awarded as
CMMI-Level 3 in 12 months time.To safeguard privacy, the names of the organizations have been withheld in
the sequel.
3.2 Data Collection Method
Data was collected in two phases. The first phase consisted of formulating the initial hypotheses based on the
literature. In the second phase of the research, data was collected through semi-structured interview that lasted
around 45 minutes. There was at least one question about the existence of each identified factor in the
organization in the interview. These factors were Quality Environment, Experienced Staff, Management
Commitment, Awareness, Staff Involvement, Process Documentation, Training and Metrics, as selected based
on the literature review. In addition to these factors, sub-factors were also identified to analyze reasons for
acceleration of CMMI. For example, Quality Environment is associated with the sub-factors Parallelism between
269
Standards, Frequency of Assessments, Gap Analysis and Class-B Appraisal. Sub-factors were defined based on
the literature review and interviews.
3.3 Data Analysis Method
During the analysis of the interview, for each factor and sub-factor, a score taking either one of the three values:
none-low, medium, or high was assigned according to the answers to interview questions. A score of none-low
means that the factor does not exist in the organization or exists only weakly. A score of medium means that
the organization somehow practices the factor. A score of high means that the organization utilizes the
practices of the factor at a significant level. The score matrix is given in Table 1.
Table 1. Score Matrix of Organization A.

Factors
Organisation A
Quality Environment
high
Parallelism btw Standards
medium
Frequency of Assessments
high
Gap Analysis
high
Class-B Appraisal
high
Experienced Staff
high
CMM/CMMI Experience
none or low
Separation of Process and Products
medium
Consultant
high
Reviews
high
Staff Involvement
high
Awareness
high
Resistance to Change
medium
Rewarding
medium
Training
high
Annual Training
high
Training Plan
medium
Metrics and Measurement
medium
Metric Analysis
medium
270

Automated Metrics Tool
medium
Management Commitment I
high
Management Commitment II
high
Management Involvement
high
Process Documentation
high
4 Findings
Organization A had previously utilized ISO 9001:2000, AQAP 160 and internal standards. Being part of a
global company enabled them to benefit from previous experiences. Prior to the CMMI initiative, around 4050% of the process definitions were already compatible with CMMI.
Frequency of Assessments & Reviews: Prior to SCAMPI A assessment, Organization A performed Class B
and Readiness Review. In addition to these formal assessments, internal reviews were performed every two
weeks. Moreover, progress reports were prepared and staff was informed about the progress of the CMMI work
by team leader, group manager, and department manager.
Experienced Staff: SPI team members did not have previous SPI experience but they were enthusiastic about
SPI. They had been working in the company for 2-3 years and they had, on the average, about five years of
experience on software project development. Within the team members, the group manager had 10-year
experience on software development which helped the team members a lot during the CMMI program. Prior to
SPI, staff opinion on SPI was positive.
Separation of Process and Products: SPI team members were responsible from defining the rules, processes,
standards, template, etc. While selecting the team members, it was important that they were experienced, open
minded and adopted the idea of continuous SPI. SPI team was composed of a group manager, a configuration
manager, a quality manager, a project manager and software developers. Since they were experienced on the
related process areas, group diversity had positive effects on CMMI studies.
While preparing the work plan, resource allocation was done based on the experience of the employee. Each
team member was responsible from the process area in which s/he was experienced. Resource allocation to
process and product activities was done with alternating priorities such that when it was more critical to deliver
the product, the SPI team were assigned to product development, in other times they focused on process
improvement.
Staff Involvement and Awareness: Prior to the SPI program, management was aware of the benefits, outcomes
and required budget; staff was partially knowledgeable about the benefits of SPI.
During the interview it was mentioned that staff were aware of their responsibilities and workload. It was also
added that the SPI team worked overtime when necessary without questioning.
During the program, the parallelism between the improvements and corporate culture was taken into account.
Improvements which were not parallel with the corporate culture were withdrawn.
Training: Besides mandatory CMMI trainings, a systematic training schedule was not available. However,
after CMMI certification, a regular training program was planned.
Metrics and Measurement: Prior to the CMMI program, Organization A did not collect metrics. Even though
some of the project groups had collected some internal data, they did not use that data in project or SPI planning.
Therefore, it can be said that there was no practice of measurement and analysis.
Even though they did not have a previous metrics practice, during the metrics selection, they had the
advantage of being a global company. They used the metric documentation template which was prepared by the
main office. The availability of such documentation enabled them to overcome the difficulties of metric selection
and analysis.
Management Commitment and Involvement: Management provided full support and commitment for CMMI
activities. When necessary, they approved the budget revisions related to training program and resource
allocation. They also attended the meetings, which was a sign of their participation in CMMI studies.
271
5 Conclusions
In this paper, factors that affect the duration of CMMI certification programs were investigated. First of all,
factors of SPI success were identified from the literature. In the second phase, interview with a CMMI-Level 3
company was held in order to identify the factors that effect CMMI program duration.
Organization A had no previous CMM-CMMI experience. However, the interviewee from Organization A
mentioned that even though they were not experienced about CMM/CMMI, but they took the advantage of being
were enthusiastic about SPI processes and knowledgeable about software development processes.
When the factor Management Involvement is examined, in Organization A management actively participated in
CMMI meetings and provide necessary feedbacks when necessary. It can be concluded that when the
management take on responsibility, an accelerated CMMI program can be achieved. When it comes to
Management Commitment, Organization A stated that management provided a strong leadership and
commitment for SPI program and approved the changes in the budget when necessary.
Within the framework of this study it has been observed that Staff Involvement, Awareness, Management
Commitment and Management Involvement have had a shortening effect on SPI duration. A qualitative research
method has been applied throughout the study. Further validation of effect of factors on CMMI duration would
be possible through extensive and quantitative research, which would provide valuable guidelines to the
industry, but it is outside the scope of the current study.
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Biographies
Yasemin Karagul has received her BSc from the Middle East Technical Universtiy Department of Chemical Engineering
(1999), and her MSc (2003) and PhD (2009) from Informatics Institute, Middle East Technical University, Ankara, Turkey.
She is an Assistant Professor at Dogus University, Istanbul, Turkey. Her areas of interest are software quality and software
process improvement
E-mail address: ykaragul@dogus.edu.tr;Alternative e-mail address for the same author ysalihoglu@gmail.comPostal
address: Dogus University, Zeamet Sokak, No:21/G904-B Acibadem/Kadikoy/Istanbul/Turkey Telephone: +90- 216- 544 55
55/1183, Fax: 0216 327 96 31
Semih Bilgen has received his BSc from the Middle East Technical University Department of Electrical and Electronics
Engineering (1973), MSc from Rensselaer Polytechnic Institute, Department of Computer Science (1976) and PhD from the
University of Manitoba, Department of Electrical Engineering (1982). He has been with the Middle East Technical
University since 1976, teaching in the Management, EEE Departments and in the Informatics Institute. He was among the
founders of that institute in 1997. His main research and consulting areas are Computer Networking, Software Engineering
and Information Systems.
273
Comparative Analysis of Evolution of Neural

Network Topologies for the
Double Pole Balancing Problem
Asil Alkaya
Celal Bayar University, Faculty of Economic and Administrative Sciences,
Department of Business Administration, Production Management and Marketing Branch,
Uncubozkoy Campus, Manisa, Turkey
asil.alkaya@bayar.edu.tr
Abstract. In this paper, a developed evolutionary algorithm, neuroevolution of augmented topologies (NEAT) for
simultaneous connections and weights of neural network training is described. A distinctive feature of the algorithm is
flexible and effective evolutionary search and a balanced resulting neural network structure due to weight and
connection mutation operator. In NEAT, neural network structure changes, caused by mutation operators, as well as
mutation rate are defined independently for each individual. A comparison of obtained results with results of other
algorithms is presented.NEAT is used to evolve a controller for the double pole balancing problem with non-Markovian
version by unidentifying the velocity information. If the neural network structure is evolved with connection weights such
that topologies are minimized and grown incrementally, signicant performance gains result A comparison of obtained
results of different levels of mutation operators is presented.
Keywords: neural networks, evolutionary algorithm, double pole balancing
1 Introduction
Controlling unstable nonlinear systems with neural networks can be problematic. The successful
application of classic control design techniques usually requires an extensive knowledge of the system to be
controlled, including an accurate model of its dynamics. The challenge is to control a system without a priori
information about its dynamics. One way to achieve this is to evolve neural networks to control the system using
only sparse feedback from the system. is no longer difcult enough to serve for measuring the learning efciency
of these systems.
The double pole case, where two poles connected to the cart must be balanced simultaneously is much more
difcult than the classic pole balancing problem, especially when velocity information is not available.. Most
neuroevolution (NE) systems that have been tested on pole balancing evolve connection weights on networks
with a xed topology (Gomez and Miikkulainen 1999; Moriarty and Miikkulainen 1996; Saravanan and Fogel
1995; Whitley et al.1993; Wieland 1991). On the other hand, NE systems that evolve both network topologies
and connection weights simultaneously have also been proposed (Angeline et al. 1993; Gruau et al. 1996; Yao
1999). A major question in NE is whether such Topology and Weight Evolving Articial Neural Networks
274
(TWEANNs) can enhance the performance of NE. On one hand, evolving topology along with weights might
make the search more difcult. On the other, evolving topologies can save the time of having to nd the right
number of hidden neurons for a particular problem (Gruau et al. 1996). In a recent study, a topology-evolving
method called Cellular Encoding (CE; Gruau et al., 1996) was compared to a xed-network method called
Enforced Subpopulations (ESP) on the double pole balancing task without velocity inputs (Gomez and
Miikkulainen 1999). Since ESP had no a priori knowledge of the correct number of hidden nodes for solving the
task, each time it failed, it was restarted with a new random number of hidden nodes. However, even then, ESP
was ve times faster than CE. This study aims to demonstrate evolving structure along with adding and
removing of connection weights can signicantly affect the performance of NE.
2 NEAT
NEAT provides a principled methodology for implementing a complexifying search from a minimal starting
point in any such structures. NEAT is designed to take advantage of structure as a way of minimizing the
dimensionality of the search space of connection weights.
As summarized in Yao's overview of TWEANNs, algorithms for finding optimal architectures fall into two
broad categories, constructive and destructive [1]. For the purposes of this paper, we refer to these dynamics as
complexification and simplification, defined in the following ways:
Acomplexification algorithm is one that begins with a minimal architecture and includes mutation operators that
incrementally add topological features, such as hidden nodes and connections.
Asimplification algorithm generally begins with an overabundance of topological features and incrementally
removes features.
In the context of evolutionary algorithms there are inherent problems with each of these approaches taken
alone. As Angeline is quoted in Yao's overview: "Such structural hill climbing methods are susceptible to
becoming trapped at structural local optima." In addition, they "only investigate restricted topological subsets
rather than the complete class of network architectures".[12]
NEAT, a complexifying TWEANN approach in particular, retains variation (and hence simpler structures) in
the population through the use of speciation [3]. This approach allows for simpler individuals in the population
to act as starting points for reinvestigation of the solution space through complexification.
However, though niching techniques such as speciation avoid the susceptibility of being trapped at local
optima, they do not address Angeline's second objection, that the full range of architectures is not being
investigated.
A problem arises, in spite of these dynamics, in the choice of starting topology. NEAT defines a minimal
architecture as "a uniform population of networks with zero hidden nodes." This concept of starting minimally,
though, makes assumptions about ideal topologies for solutions to given domains. In purely complexifying
algorithms there is no way to remove unnecessary features. If those features exist in the starting topology they
represent an impediment to finding the optimal architecture.
With simplifying algorithms, even if great care is taken to insure variation and efficiency in search, to find an
optimal architecture for a given problem the initial topologies must be a superset of that optimal architecture. In
the vast majority of cases, the optimal architecture for a given problem's solution is not known (hence the use of
TWEANNs in the first place).
NEAT is distinguished by allowing crossover between networks with different topologies. Also, NEAT
uses speciation to divide the population into morphologically similar subgroups. The algorithm has demonstrated
the ability to outperform other neuroevolutionary approaches, and perform well at a variety of tasks [3], [6], [9].
The version of NEAT used here was an open source version, ANJI (Another NEAT Java Implementation)
[http://anji.sourceforge.net/], written in Java. According to the NEAT paradigm, the initial neural network
architecture consisted of only input and output nodes, fully connected with only feed-forward connections. Initial
weight values were taken from a uniform distribution between -1 and 1. Input node activation functions were
linear, output, and hidden nodes are sigmoid.
275
Each generation, upon receiving a fitness score as mentioned above, the best performing 20% of the population
was selected for survival and reproduction. For all experiments, a population size of 100 was used, so after
selection there were always 20 survivors. The population was then replenished back to 100 individuals: the 20
survivors, plus 20 mutated versions of those survivors, plus 60 "offspring" the result of both crossover and
mutation.
NEAT is a system for evolving both the connection weights and topology of ANNs simultaneously. It does so
by means of crossover and types of mutation defined below:
1. add.connection.mutation.rate: The probability of new (unconnected) connections being

added. Their initial weights will be a random value from a normal distribution.
2.
remove.connection.mutation.rateTo implement simplification, as a difference for ANJI to NEAT, this

rate determines the percentage of existing connections to be removed. Connection genes are sorted, and
then deleted, in ascending order. Neurons and associated substructures stranded due to this mutation are
removed from the topology. This methodology was chosen under the assumption that connections with
weights closer to zero are less influential, and thus better candidates for deletion.
3. weight.mutation.rateThe probability of existing connection weights being mutated by adding a random
value from the range of the standard deviation of weight mutation rate.
4. add.neuron.mutation.rateThe probability of new nodes being added. A node can only mutate at an
existing connection with a neuron and a single incoming and outgoing connection
5. survival.rate The percentage of the population which survives and reproduces each generation,
determined by fitness values sorted in descending order
Although GNARL and EPNet employ both complexifying and simplifying mutations, they avoid the use of
crossover because of the problem of competing conventions. NEAT is able to mitigate the competing
conventions problem through the use of historical markings. Historical markings are unique identifiers for each
topological structure, assigned upon creation or mutation, easily and quickly allowing the comparison of two
individuals' genetic history, facilitating an efficient method for crossover.
NEAT also uses speciation, a niching mechanism which reproductively isolates sections of the population
based on a measure of their topological differences. Because species share fitness, speciation acts to protect
innovation, but also serves an important role in maintaining variation in the evolving population.
When a new neuron is added through mutation, the connection it replaces is not removed, but disabled. The
disabled connection has a given probability of being reenabled in later generations. However, ANJI simply
removes the connection permanently. [12]
3.1 Experimental Parameters
The parameters for the NEAT algorithm used in all experiments are listed below Table. Values related the
parameter mean to be used for different runs of the experiment. Blended (both complexifying and simplifying)
runs began with NEAT starting topology, an input layer and output layer fully connected with feed-forward
connections and no hidden nodes.
Table 1. Parameter Settings for Double Pole Balancing Problem
Parameter
Population size
Number of generations
Weight mutation rate
Survival rate
Excess gene compatibility coefficient
Disjoint gene compatibility coefficient
Common weight compatibility coefficient
Speciation threshold
Add connection mutation rate
Add neuron mutation rate
Remove connection mutation rate
Value(s)
200-500-1000
100
0.25-0.50-0.75
0.1-0.3
1.0
1.0
0.04
0.2
0.01-0.05
0.01-0.05
0.01-0.05
As seen from Table 2, when the mutation rate and population size is low, to find the fitness target; the number
of connections, the number of hidden nodes, the number of increases, the number of generations needed and the
276
number of genes of best solution increases. For low mutation rates; the performance values are very much
sensitive due to the size of the population. As the mutation rate increases, the averaged values do not change so
effectively.
Examining the add neuron mutation rate and survival rate; the increase of the survival rate increases the
performance values. By comparison, at the same level of the survival rates, add neuron mutation rate does not
have much effect on the results.
Table 2. Averaged Values For Different Levels of Weight Mutation Rate and Population Size (10 Runs Each)
Avg. #
Average
of
number of
Weight
genes generation
mutatio Pop. of best
s to find
n rate
size solution solution
Average
number of
connections
Average
number of
hidden
nodes
0.25
200
28,00
18,88
16,25
3,75
0.25
500
18,31
6,50
9,19
1,13
0.25
1000
18,63
7,81
9,38
1,44
0.50
200
21,31
14,63
10,94
2,38
0.50
500
20,63
9,06
10,69
1,94
0.50
1000
17,75
7,00
8,50
1,25
0.75
200
17,56
19,94
8,56
1,00
0.75
500
18,75
11,56
9,06
1,69
0.75
1000
19,00
8,00
9,69
1,31
Table3. Averaged Values For Different Levels of Add Neuron Mutation Rate And Survival Rate (10 Runs Each)
Average
Add
Avg. # number of
Neuron Surv. of genes generations
Mutatio
of best
to find
n Rate Rate solution
solution
0.01
0.01
0.05
0.05
0.1
0.3
0.1
0.3
17,00
19,00
19,42
24,56
7,58
14,00
9,94
14,42
Average
number of
connections
Average
number of
hidden
nodes
8,22
9,69
9,72
13,36
0,86
1,31
1,69
3,19
277
Table 4.Averaged Values For Different Levels of Add And Remove Connection Mutation Rates (10 Runs Each)
Avg. #
Average
Rem.
of
number of
Add
Con. genes generations
Average
Con.Mu Mut. of best
to find
number of
t rate
Rate solution solution
connections
0.01
0.01
0.05
0.05
0.01
0.05
0.01
0.05
19,17
17,11
23,94
19,75
9,17
17,25
9,44
10,08
Average
number of
hidden
nodes
9,44
7,75
13,58
10,22
1,81
1,36
2,36
1,53
Comparing the connection mutation rates; the scenarios having the same values, there is little difference in
the averaged results. If remove connection rate is bigger than the add connection mutation rate, the number of
connections decreases and the number of generations increases logically. On the contrary, as add connection
mutation rate gets higher, the number of connections increases and the number of generations decrease.
Connection mutation rates do not have much effect on the number of hidden nodes.
Another important consideration is the time spent searching. All experiments were carried out on a
desktop PC with a 2.00 GHz AMD Phenom Quad-Core processor, 4GB of RAM, running the Ubuntu
11.04 operating system of a Linux environment. As the weight mutation and population size increases, the time
needed for the runs increases due to complexification.
Table 4.Averaged Computation Time For Double Pole Balancing Problem For Different Levels of Weight
Mutation Rate and Population Size (10 Runs Each)
Weight mutation rate
Pop. size
Avg. Seconds per run
0.25
200
137,5
0.25
500
72,56
0.25
1000
193,50
0.50
200
61,56
0.50
500
289,88
0.50
1000
587,44
0.75
200
140,25
0.75
500
360,81
0.75
1000
677,13
278
4 Conclusion
The experiments for the double pole balancing problem have demonstrated that as the weight mutation rate
and population size increases, more simplified neural network structures can be gained. On the other hand, there
is a tradeoff to this simplification: more time is needed to reach the target value. As the aim of ANJI is to
simplify the neural network structure, there is no need to get the connection mutation rates higher.
References
1.
Comer. F. J . and R. Miikulainen (1999). Solving non-markovian tasks with neuroevolution. In T.

Dean (Ed.). Proceeding of the Sixteenth International Joint Conference on Artificial Intelligence
(IJCAI). Stockholm, Sweden. pp. 1356-361. Morgan Kaufmann.
2. Moriany. D. E. and R. Miikulainen (1996). Efficient reinforcement learning through symbiotic
evolution. Machine Leanring 22. 11-32
3. Stanley. K. 0. and R . Miikulainen (2002). Evolving neural networks through augmenting topologies.
Evolutionary Computation 10(2). 99-127.
4. Xu, X.. H. He, and D. Hu (2002). Efficient reinforcement learning using recursive least-squares
methods. Journal Of Artificial Intelligence Research, 16.259-292.
5. Gomez and Miikulainen, (1997)j Faustino Gomez and Risto Miikkulainen. Incremental evolution of
complex general behavior.Adaptive Behavior, 5:317342, 1997.
6. Stanley K.O., and Miikulainen, R., Competitive Coevolution Through Evolutionary
Complexification, Journal of Artificial Intelligence Research, 21, 63-100.
7. Gomez, F., and Miikulainen, R. (1999). Solving non-Markovian control tasks with neuroevolution. In
Proceedings of the16th International Joint Conference on Articial Intelligence. Denver, CO:
Morgan Kaufmann.
8. Gomez, F., and Miikulainen, R. (2001). Learning robust non-linear control with neuroevolution.
Technical Report AI01-292, Department of Computer Sciences, The University of Texas at Austin.
9. Moriany. D. E.. A. C. Schultz. and J . J . Grefenstette (1999). Evolutionary Algorithms for
Reinforcement Learning. Journal of Artificial Intelligence Research 11. 199-229.
10. Mandischer. M. (2002). A comparison of evolution strategies and backpropagation for neural
network training. Neurocomputing 42(1-4). 87-117.
11. Beyer. H-G. and Schwefel (2002). Evolution strategies: A comprehensive introduction. Natural
Computing I( 1), 3-52.
12. D. James and P. Tucker, A Comparative Analysis of Simplification and Complexification in the
Evolution of Neural Network Topologies, Proceedings of Genetic and Evolutionary Computation
Conference (GECCO-2004), USA, 2004.
Biographies
Asil Alkaya Mr.Alkaya was born in Istanbul on September 14, 1977 that had earned M.Sc. degree of industrial engineering
from Dokuz Eylul University, The Graduate School of Natural and Applied Sciences, Izmir, Turkey in 2001 and Ph.D.
degree of industrial engineering from the same institution in 2010. Major field of study is neroevolution.
He made publications on evolutionary algorithms, neural network related time series analysis, and parameter optimization.
Interest areas are data modeling, information systems, neural networks, evolutionary algorithms, classification and clustering.
279
Complexity of Extremal Set Problem

Mustafa Atc
Department of Computer Science, Western Kentucky University, Bowling Green KY 42101
mustafa.atici@wku.edu
Abstract. Let set [n] = f1; 2; :::; ng be given. Find the minimum cardinality of a collection Sof subsets of [n]
such that, for any two distinct elements x; y 2 [n], there exists disjointsubsets Ax;Ay2 S such that x 2 Ax, y 2 Ay,
and Ax \ Ay = _. If S _ 2[n], thenone can _nd such a set S in polynomial time. If S ( 2[n], then _nding such set S is
anNP-Complete problem.
Keywords: Extremal Set; Complexity
1 Introduction
280
2 Special Separating Sets
281
3 Complexity of Extremal Set
282
283
284
References
[1] Atici, M., and Vince, A.: Geodetics in Graphs, an Extremal Set Problem, and Perfect
Hash Families,Graphs and Combinatorics 18, 403-413 (2002)
[2] Atici M.: On the Edge Geodetic Number of a Graph, Intern. J. Computer Math.,Vol
80, No 7, 853-861(2003)
[3] Garey M. R. and Johnson D. S.:Computers and Computers and Intractability: A Guide
to the Theory of NP-completeness. Freeman (1979)
285
Simulated Annealing Based Parameter Selection in

Watermarking Algorithms
Ersin Elba
Turkish Scientific and Technological Research Council
Tunus Caddesi No:80 Kavaklidere, Ankara
ersin.elbasi@tubitak.gov.tr
Abstract. A recent discrete wavelet transform (DWT) image watermarking paper embeds a pseudo
random number (PRN) sequence as a watermark in three bands, excluding the low pass subband, using
coefficients that are higher than a given threshold. During watermark detection, all the coefficients higher
than another threshold are chosen for correlation with the original watermark. Our another paper, we
extend the idea to embed the same watermark in two bands (LL and HH). There are two parameters in all
this algorithms: Scaling Factor and Threshold. These parameters have been determined by Try and Use
method. In this work we used Simulated Annealing (SA) method to determine OPTIMUM scaling factor
and threshold values for high degree of robustness and invisibility. In a result, automated selection gives
better result than Try and Use method in semi-blind PRN embedding algorithms in gray and color image
watermarking.
Keywords: watermarking, simulated annealing, wavelet
1 Introduction
Digital watermarking has received increasing attention in recent years. Distribution of movies, music, and
images is now faster and easier via computer technology, especially on the Internet. Hence, the content owners
(e.g., movie studios and recording companies) are concerned about illegal copying of their content [1].
Watermarking is a pattern of bits (logo or noise) inserted into a digital image, video, text or audio which
identifies the copyright information.
The most important properties of a watermarking system are robustness, invisibility, data capacity, and security.
An embedded watermark should not introduce a significant degree of distortion in the cover multimedia element.
Robustness is the resistance of the watermark against normal A/V processes or intentional attacks. Data capacity
refers to the amount of data that can be embedded without affecting perceptual transparency. The security of a
watermark can be defined to be the ability to thwart hostile attacks such as unauthorized removal, unauthorized
embedding, and unauthorized detection. There are basically two approaches to embed a watermark: spatial
domain and transform domain (e.g., DCT, DFT, or DWT). In the spatial domain, the watermark is embedded by
modifying the pixel values in the original image. Transform domain watermarking is similar to spatial domain
watermarking; in this case, the coefficients are modified. Both methods have advantages and disadvantages: One
disadvantage of spatial domain watermarking is that the cropping attack might remove the watermark [2].
286
There are several criteria to classify watermarking techniques. Table 1 shows some fundamental categories [3].
Criteria
Types
Type of Document
Image, Video, Audio, Text
Human Perception
Visible, Invisible
Working Domain
Spatial Domain, Frequency Domain
Watermark Type
Pseudo Random Number (PRN) sequence, Visual Watermark
Information Type
Non-Blind, Semi-Blind, Blind

Table 1: Categories of watermarking techniques
a. Original Image
b. Visible Watermarked
c. Invisible Watermarked
Image
Image
Fig. 1. Visible and Invisible Watermarking
2 Literature Review
There are three major schemes in multimedia watermarking. The first is spatial domain watermarking, which
basically embeds a visible logo or a PRN sequence directly to selected pixels in host image. The second is
transform domain watermarking such as DCT, DWT or DFT. Least Significant Bit (LSB) embedding is the
earliest and also the simplest technique. Since the last binary bits are the least significant bits, their modification
will not be perceived by human eyes. However, the information carried in the least significant bit is difficult to
survive various attacks.
Schyndel [4] et al. proposed two methods by using the least significant bit embedding. In the first method, they
compress the original 8 bits to 7 bits by adaptive histogram manipulation so as to enable the LSB to carry the
watermark information. Bender et al. [5] provided two methods, patchwork and texture block coding, that
change the data directly in host image. Pitas [6] presented a technology for casting digital watermarks on images
by embedding a predetermined small luminance value to randomly selected images. The luminance values are
small enough to be undetected by the human eye. The seed of the random pixel generator is essentially the
copyright holder watermark. Wang et al [7] proposed a watermark embedding algorithm, which adds the
watermark to the host in the spatial domain instead of the transform domain, reducing the complexity
considerably.
287
Cox et al. [8] proposed secure spread spectrum watermarking algorithm. This algorithm uses the Discrete Cosine
Transformation (DCT) in gray scale image. Piva et al. [9] presented DCT based watermark recovering without
resorting to the uncorrupted original image. This algorithm provides extra robustness against intentional and
distortions. Dugad et al. [10] proposed wavelet based scheme for watermarking images. Kusyk et al. [11]
proposed a semi-blind logo watermarking for color images in the DFT domain.
Hsu and Wu [12] proposed a DCT-based watermarking algorithm for video sequences. In this method,
embedding occurs in both intra and inter frames. Chan and Lyu [13] proposed a DWT algorithm in video
watermarking with Error Correcting Code. In the experiments, the authors split the video into two components:
video sequences and audio sequences, and embedded watermark in both separately. Serdean et al [14] proposed
a DWT based blind watermarking method that is invariant to geometric attacks such as shifting, rotation, scaling
and cropping. Lin and Delp [15] proposed a method using spatial domain in uncompressed video and finite state
machine (FSM) for watermark key generator. One of the main ideas is the key generator in this work. Feature
extraction allows the key schedule to be video dependent.
Mobasseri [16] discussed the spread spectrum in the form of CDMA (Code Division Multiple Access) in
uncompressed digital video. This scheme appears to be resistant to noise as well as attacks on destroying
synchronization. Swanson [17] proposed an object based watermarking technique. Individual watermarks are
created for objects within the video. The watermark is embedded in the DCT domain. Swanson et al. [17]
propose an object based watermarking technique. Individual watermarks are created to insert object in the video.
This watermarks created by shaping and video dependent pseudo random sequence according to the perceptual
masking characteristics of the video.
3 Embedding and Detection

In this work, we extended the current gray and color multimedia element watermarking ideas, and embedded
PRN watermark into both LL and HH bands using parameters which has been calculated with simulated
annealing [18]. The proposed watermark embedding and detection algorithms can be summarized as follows:
Watermark embedding:
1.
2.
3.
4.
5.
Convert the NxN RGB image to YUV.

Compute the DWT of the luminance layer.
Embed the same PRN sequence into the DWT coefficients higher than a given threshold T 1 in the
LL and HH bands: T = {ti}, ti = ti + |ti|xi, where i runs over all DWT coefficients > T 1.
Replace T = {ti} with T = {ti} in the DWT domain.
Compute the inverse DWT to obtain the watermarked image I.
Watermark detection:
1.
2.
3.
4.
Convert the NxN watermarked (and possibly attacked) RGB image to YUV.
Select all the DWT coefficients higher than T2 in LL and HH bands.
Compute the sum
, where i runs over all DWT coefficients > T 2, yi represents
either
the
real
watermark
or
a
fake
watermark,
represents the watermarked and possibly attacked DWT coefficients. Choose
a predefined threshold.
5.
In both band, if z exceeds Tz, the conclusion is that the watermark is present.
288

The following pseudo codeshows the simulated annealing heuristic. It starts from a state n0 and continues to either a
maximum of ymax steps or until a state with an energy of xmax or less is found. In the process, the call neighbour(n) should
generate a randomly chosen neighbour of a given state n; the call random() should return a random value in the range
between 0 and 1 [19].
n n0; x F(n)
// Initial state
nbest n; xbest x
// Initial "best" solution
y0
// Energy evaluation count.
while y < ymax and x < xmax

nnew neighbour(n)
// Select some neighbour.
xnew F(nnew)
// Compute its energy.
if P(x, xnew, temp(y/ymax)) > random() // Should we move to it?

then n nnew; x xnew
if xnew > xbest then
// Is this a new best?
nbest nnew; xbest xnew

yy+1
// Save 'new neighbour' to 'best found'.

// One more evaluation done
return nbest
// Return the best solution found .
To calculate threshold values T1 ,T2 and scaling factor alpha values we applied SA algorithm and found out
OPTIMUMscaling factor and threshold values. This optimum values provide high robustness, invisibility and security in
wavelet watermarking scheme.
3 Experiments
In our experiments, we obtained the first level decomposition in wavelet domain using the Haar filter. The values
of and the threshold for each band are selected by SA algorithm given in Table 2.
Parameters/Bands
LL
HH
0.4
3.5
T1
15
45
T2
25
55
Table 2: Scaling factor and threshold values calculated by SA
In figure 2-a shows that watermarked image with try and use method parameter selection and figure 2-b shows
that watermarked image with SA based parameter selection. SA based scaling factor and threshold selection
gives high image quality in watermarked Lena.
289
a. Watermarked Lena
b. Watermarked Lena with

SA (PSNR: 43.612)
(PSNR: 39.256)
Fig. 2. Watermarked images with/out Simulated Annealing search
Matlab was used for all attacks. The chosen attacks were JPEG compression, resizing, adding Gaussian noise,
low pass filtering, rotation, histogram equalization, contrast adjustment, gamma correction, and cropping. This
algorithm resists all types of common attacks.
JPEG compression
Resizing
(Q=25)
(512256512)
Low pass filtering
Rotation
(window size=3x3)
(5 )
290
Contrast adjustment
Gamma correction
([l=0 h=0.8],[b=0 t=1])
(1.5)
Gaussian noise
Histogram equalization
Fig. 3. Attacks on Watermarked Color Lena Image
(mean = 0, variance = 0.001)
(automatic)
3 Conclusion
In a DWT-based semi-blind image watermarking, a watermark is embedded in three bands, leaving out the low
pass subband, using coefficients that are higher than a threshold T 1. During watermark detection, all the high
pass coefficients higher than another threshold T 2 (T2 T1) are chosen for correlation with the original
watermark.
In this research:
1.
We have extended the idea by embedding the same watermark in two bands (LL and HH) using different
scaling factors and thresholds for each band in color images.
2. We used simulated annealing (SA) method to determine optimal scaling factor and threshold values for
high degree of robustness and invisibility.
Our experimental results show that in gray and YUV color images for one group of attacks (JPEG compression,
resizing, adding Gaussian noise, low pass filtering, and rotation), the correlation with the real watermark is
higher than the threshold in the LL band, and for another group of attacks (histogram equalization, contrast
adjustment, gamma correction, and cropping), the correlation with the real watermark is higher than the
threshold in the HH band. In the end, automated selection gives better result than Try and Use method in semiblind PRN embedding algorithms in gray and color image watermarking.
References
1.
2.
3.
4.
5.
6.
E. Elbasi, A. M. Eskicioglu, A DWT-Based Robust Semi-Blind Image Watermarking Algorithm Using

Two Bands, IS&T/SPIEs 18th Annual Symposium on Electronic Imaging, Security, Steganography,
and Watermarking of Multimedia Contents VIII Conference, San Jose, CA, January 1519, 2006.
Ersin Elbasi, A Survey on Digital Image & Video Watermarking, First Portion of Second
Examination Report, Graduate Center, CUNY, 2006.
P. Tao and A. M. Eskicioglu, A Robust Multiple Watermarking Scheme in the DWT Domain, Optics
East 2004 Symposium, Internet Multimedia Management Systems V Conference, Philadelphia, PA,
October 25-28, 2004, pp. 133-144.
R.G. Schyndel, A. Tirkel, and C. Osborne, A Digital Watermark, Procedding of 1994 International
Conference on Image Processing (ICIP), Austin, Texas, November 13-16, 1994, pp. 86-90.
W.Bender, D.Gruhl, and N. Morimoto, Techniques for data hiding, IBM Systems Journal, Vol. 35,
Nos. 3-4, 1996, pp. 313-336.
I. Pitas, A Method for Signature Casting on Digital Images, ICIP 2006, Vol. 3, Lausanne,
Switzerland, September 16-19, 1996, pp.215-218.
291
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
H. Wang, Z. Lu, J. Pan, S. Sun, Robust Blind Video Watermarking with Adaptive Embedding
Mechanism, International Journal of Innovative Computing, Information and Control Volume 1,
Number 2, June 2005.
I. J. Cox, J. Kilian, T. Leighton and T. Shamoon, Secure Spread Spectrum Watermarking for
Multimedia, IEEE Transactions on Image Processing, 6(12), December 1997, pp.1673-1687.
A. Piva, M. Barni, F. Bartolini, V. Cappellini, DCT-based Watermark Recovering without Resorting to
the Uncorrupted Original Image, Proceedings of International Conference on Image Processing,
Washington, DC, October 26 - 29, 1997, pp. 26-29.
R. Dugad, K. Ratakonda and N. Ahuja, A New Wavelet-Based Scheme for Watermarking Images,
Proceedings of 1998 International Conference on Image Processing (ICIP 1998), Vol. 2, Chicago, IL,
October 4-7, 1998, pp. 419-423.
J. Kusyk and A. M. Eskicioglu, A Semi-blind Logo Watermarking Scheme for Color Images by
Comparison and Modification by Comparison and Modification of DFT Coefficients Optics East 2005,
Multimedia Systems and Applications VIII Conference, Boston, MA, October 23-26, 2005.
C. Hsu, J. Wu, DCT-Based Watermarking for Video, IEEE Transaction on Consumer Electronics,
Vol. 44, No. 1, February 1998, pp. 206-216.
P. Chan, M. R. Lyu, A DWT-Based Digital Video Watermarking Scheme with Error Correcting Code
ICICS 2003, pp. 202-213
C. V. Serdean, M.A. Ambroze, M. Tomlinson, G. Wade, DWT Based Video Watermarking for
Copyright Protection, Invariant to Geometrical Attacks.
E. Lin and E. Delp, Temporal synchronization in video watermarking, in Proc. SPIE Security and
Watermarking of Multimedia Contents IV, vol. 4675, San Jose, CA, Jan. 2124, 2002, pp. 478490.
B. Mobasseri, Exploring CDMA for Watermarking of Digital Video, Proceedings of SPIE Vol. 3657,
pp.96-102, 1999.
M. D. Swanson, B. Zhu, A. H. Tewfik, Multiresolution Scene-Based Video Watermarking Using
Perceptual Models, IEEE Journal on Selected Areas in Communications, Vol. 16, No.4, May 1998.
E. Elbasi, A. M. Eskicioglu, A Semi-Blind Watermarking Scheme for Color Images, SKM
Workshop, Sep 2006, New York.
www.wikipedia.org
Ersin Elbasi, Multimedia Security: Digital Image and Video Watermarking, PhD Thesis, Graduate
Center, CUNY, 2007.
Biographies
Ersin ELBASI received MS degree in Computer Science at Syracuse University (2001); MPhil (2006) and PhD (2007)
degrees in Computer Science at Graduate Center, The City University of New York. His research interests include
multimedia security, event mining from video sequences and medical image processing. Dr. Elbasi currently working for
Turkish Scientific and Technological Research Council and part time instructor at Cankaya University in Ankara.
292
M-SVD Based Image and VideoQuality Measures

Ersin Elbasi1, Peining Tao2, Ahmet M. Eskicioglu 3
Turkish Scientific and Technological Research Council,Tunus Caddesi No: 80 Kavaklidere, Ankara
2
The Graduate Center, City University of New York365 Fifth Avenue, New York City, NY
3
Brooklyn College, The City University of New York2900 Bedford Avenue, Brooklyn, NY
1
ersin.elbasi@tubitak.gov.tr, 2ptao@gc.cuny.edu, 3eskicioglu@sci.brooklyn.edu.tr
Abstract. In subjective evaluation of distorted images, human observers usually consider the type of distortion, the
amount of distortion, and the distribution of error. We recently proposed an image quality measure, M-SVD, for
gray-scale images that can express the quality of distorted images numerically or graphically. As a graphical tool, it
predicts the distortion based on the three factors used by human observers. As a numerical tool, it evaluates the
overall visual quality of the distorted image by computing a single value. It performs better than two state-of-theart metrics, Q and MSSIM, especially when we compute the correlation with mean opinion score across different
types of noise. Each test image was degraded using six types of noise (JPEG, JPEG 2000, Gaussian blur, Gaussian
noise, sharpening and DC-shifting), each with five different levels of intensity [1]. In this work we tested M-SVD
quality assurance and compared with other assurances (Q, MSSIM and PSNR) in watermarked image and videos.
Results show that M-SVD is a highly trustable quality assurance for wavelet based watermarked multimedia
elements.
Keywords: multimedia, M-SVD, quality, evaluation, watermarking
1 Introduction
Measurement of image quality is a challenging problem in many image processing fields ranging from lossy
compression to printing. The quality measures in the literature can be classified into two groups: Subjective and
objective. Subjective evaluation is cumbersome as the human observers can be influenced by several critical
factors such as the environmental conditions, motivation, and mood. The most common objective evaluation
tool, the Mean Square Error (MSE), is very unreliable, resulting in poor correlation with the human visual
system (HVS). In spite of their complicated algorithms, the more recent HVS-based objective measures do not
appear to be superior to the simple pixel-based measures like the MSE, Peak Signal-to-Noise Ratio (PSNR) or
Root Mean Squared Error (RMSE). It is argued that an ideal image quality measure should be able to describe
[2]: Amount of distortion, type of distortion, and distribution of error.
There is a need for an objective measure that provides more information than a single numerical value. Only a
few multi-dimensional measures exist in the relevant literature today [2].
293
1 Recent Works
Image quality measures can be classified using a number of criteria such as the type of domain (pixel or
transform), the type of distortion predicted (noise, blur, etc.) and the type of information needed to assess the
quality (original image, distorted image, etc.). Table 1 gives a classification based on these three criteria, and
includes representative examples of recently published papers. Measures that require both the original image
and the distorted image are called full-reference or non-blind methods, measures that do not require the
original image are called no-reference or blind methods, and measures that require both the distorted image
and partial information about the original image are called reduced-reference methods.
Domain
Type
Publication\Criterion
Type of distortion
Type of
information
Van der Weken,

Nachtegael and Kerre,
2003 [3]
Pixel
Salt and pepper noise,

enlightening and
darkening
Fullreference
Beghdadi and PesquetPopescu, 2003 [4]
DWT
Gaussian noise, grid

pattern, JPEG
compression
Fullreference
Bovik and Liu, 2001[5]
DCT
JPEG compression
No-reference
Wang, Bovik and Evans,

2000 [6]
DFT
JPEG compression
No-reference
Wang, and Bovik, 2002

[7]
Pixel
JPEG compression
No-reference
Marziliano, Dufaux,
Winkler and Ebrahimi,
2002 [8]
Pixel
Gaussian blur, JPEG

2000 compression
No-reference
Ong, Lin, Lu, Yang, Yao,

Pan, Jiang and
Moschetti, 2003 [9]
Pixel
Gaussian blur, JPEG

2000 compression
No-reference
Meesters and Martens,

2002 [10]
Pixel
JPEG compression
No-reference
Carnec, Le Callet and

Barba, 2003 [11]
Pixel
JPEG compression,
JPEG 2000
compression
Reducedreference
Table 1. Recent published papers

The quality measures can be classified into two groups: subjective and objective. There are a number of
objective measures:
294
1.
2.
3.
4.
The Mean Square Error (MSE)

The Peak-signal-to Noise Ratio (PSNR)
Measure of Singular Value Decomposition (M-SVD)
Similarity Ratio (SR)
2 Methodology
Every real matrix A can be decomposed into a product of 3 matrices A = USVT, where U and V are orthogonal
matrices, UTU = I, VTV = I and S = diag(s1, s2, ...). The diagonal entries of S are called the singular values of A,
the columns of U are called the left singular vectors of A, and the columns of V are called the right singular
vectors of A. This decomposition is known as the Singular Value Decomposition of A. It is one of the most
useful tools of linear algebra with several applications to multimedia including image compression and
watermarking [15].
The graphical measure is a bivariate measure that computes the distance between the singular values of the
original image block and the singular values of the distorted image block:
Where si is the singular values of the original block, are the singular values of the distorted block, and n is the
block size. If the image size is k, we have (k/n) x (k/n) blocks. The set of distances, when displayed in a graph,
represents a distortion map.
The numerical measure is derived from the graphical measure. It computes the global error expressed as a single
numerical value depending on the distortion type:
Where Dmid represents the midpoint of the sorted Di, k is the image size, and n is the block size.
In [12], the measure was applied to 512x512 gray scale Lena, one of the most widely used test images. In our
experiments, we used six distortion types (JPEG, JPEG 2000, Gaussian blur, Gaussian noise, sharpening and
DC-shifting) at five distortion levels using 8x8 blocks. The distortion types, the distortion levels, and the
associated parameters are shown in Table 2 [15].
295
Type \ Level
Level 1
Level 2
Level 3
Level 4
Level 5
JPEG
10:1
20:1
30:1
40:1
50:1
JPEG2000
10:1
20:1
30:1
40:1
50:1
Gaussian blur
Gaussian noise
12
15
Sharpening
10
20
30
40
50
DC-shifting
12
16
20
Table 2. Distortion Types and Levels in image

For each distorted image, the measure has two outputs:
1.
2.
Local error expressed as a 3-dimensional graph (provides the amount and type of error as well as its
distribution in the image).
Global error expressed as a single numerical value (provides overall error based on the distortion).
JPEG
Distortion Map
JPEG2000
Distortion Map
Gaussian Blur
Distortion Map
Gaussian Noise
Distortion Map
Sharpening
Distortion Map
DC-Shifting
Distortion Map
Fig. 1. Distorted Images and Distortion Maps
296
Fig. 1.presents the distorted images and distortion maps at level 5 for one test image. Each distortion map,
which provides the amount of distortion, the type of distortion, and the distribution of error, is obtained as a
gray-scale image by mapping the Divalues to the range [0,255].
In this work we applied M-SVD for watermarked images and videos. Before quality assurance we used
following methods in watermark embedding [14].
Watermark embedding algorithm for images:
6.
7.
8.
Convert the NxN RGB image to YUV.

Embed the same PRN sequence into the DWT coefficients higher than a given threshold T 1 in the
LL and HH bands:
T = {ti},
ti = ti + |ti|xi, where iruns over all DWT coefficients > T1.
9. Replace T = {ti} with T = {ti} in the DWT domain.

10. Compute the inverse DWT to obtain the watermarked image I.
Watermark embedding algorithm for videos:

Input: Video sequence I and binary visual watermark W.
Process:
1. Split the video sequence into frames.
2. Convert the NxM RGB frame to YUV in I frames.
3. Compute the DWT of the luminance layer (Y) for each I frame.
4. Modify the DWT coefficients Vijin the LL, LH, HL, and HH bands in all frames.
Vw,ij = Vi,jk + k. Wi,j where i = 1,.,n ; j = 1,.,m and k=1,2,3,4.
5. Apply inverse DWT to obtain the watermark cover frame I w for each I frame.
Output: Watermarked cover video sequence.
Original Video Frame
Watermarked Video
Frame
Watermark
Fig. 2. Original and watermarked video
Table 3 displays the overall performance of four measures using two criteria: Correlation and Root Mean
Squared Error (RMSE) between Mean Opinion Score (MOS) and objective prediction. It can be observed that
297
M-SVD outperforms all three measures. In particular, the correlation is improved by approximately 20%, and
the RMSE is reduced by almost 58%, relative to the state-of-the-art metrics Q and MSSIM.
Criteria\Measure
PSNR
MSSIM
M-SVD
CC
0.617
0.785
0.802
0.941
RMSE
9.22
7.53
7.84
4.82
Table 3. Comparison of Four Measures
4 Conclusions
In this work we tested M-SVD quality assurance and compared with other assurances (Q, MSSIM and
PSNR) in watermarked image and videos. Results show that M-SVD is a highly trustable quality assurance
for wavelet based watermarked multimedia elements.
References
A. M. Eskicioglu and P. S. Fisher, Image quality measures and their performance, IEEE Transactions
on Communications, Vol. 43, pp. 2959-2965, December 1995.
2. A. M. Eskicioglu, Quality measurement for monochrome compressed images in the past 25 years,
Proceedings of IEEE International Conference on Acoustics, Speech, and Signal Processing, Vol. 4, pp.
1907-1910, Istanbul, Turkey, June 5-9, 2000.
3. D. Van der Weken, M. Nachtegael and E. E. Kerre, A new similarity measure for image processing,
Journal of Computational Methods in Sciences and Engineering, Vol. 3, No. 2, pp. 209-222, 2003.
4. A. Beghdadi and B. Pesquet-Popescu, A new image distortion measure based on wavelet
decomposition, 7th International Symposium on Signal Processing and Its Applications, Paris, France,
July 1-4, 2003.
5. A. C. Bovik and S. Liu, DCT-domain blind measurement of blocking artifacts in DCT-coded images,
Proceedings of International Conference on Acoustics, Speech, and Signal Processing, Salt Lake City,
UT, May 7-11, 2001.
6. Z. Wang, A. C. Bovik and B. L. Evans, Blind measurement of blocking artifacts in images,
Proceedings of IEEE 2000 International Conferencing on Image Processing, Vancouver, BC, Canada,
September 10-13, 2000.
7. Z. Wang, H. R. Sheikh and A. C. Bovik, No-reference perceptual quality assessment of JPEG
compressed images, Proceedings of IEEE 2002 International Conferencing on Image Processing,
Rochester, NY, September 22-25, 2002.
8. P. Marziliano, F. Dufaux, S. Winkler and T. Ebrahimi, A no-reference perceptual blur metric, IEEE
2002 International Conference on Image Processing, Rochester, NY, September 22-25, 2002.
9. E.-P. Ong, W. Lin, Lu, Z. Yang, S. Yao, F. Pan, L. Jiang and F. Moschetti, A no-reference quality
metric for measuring image blur, 7th International Symposium on Signal Processing and Its
Applications, Paris, France, July 1-4, 2003.
10. L. Meesters and J.-B. Martens, A single-ended blockiness measure for JPEG-coded images, Signal
Processing, Vol. 82, pp. 369-387, 2002.
11. M. Carnec, P. Le Callet and D. Barba, An image quality assessment method based on perception of
structural information, 2003 International Conference on Image Processing, Barcelona, Spain,
1.
298
12. Z. Wang and A. Bovik, A universal image quality index, IEEE Signal Processing Letters, Vol. 9, No.
3, pp. 81-84, March 2002.
13. Z. Wang, A. C. Bovik, H. R. Sheikh and E. P. Simoncelli, Image quality assessment: from error
measurement to structural similarity, IEEE Transactions on Image Processing, Vol. 13, No. 4, April
2004.
14. Ersin Elbasi, Multimedia Security: Digital Image and Video Watermarking, Ph.D Thesis, Graduate
Center, CUNY, 2007.
15. Ahmet M. Eskicioglu, Quality Measure using Singular Value Decomposition, US Army project
proposal, 2005.
Biographies
Ersin ELBASI received MS degree in Computer Science at Syracuse University (2001); MPhil (2006) and PhD (2007)
degrees in Computer Science at Graduate Center, The City University of New York. His research interests include
multimedia security, event mining from video sequences and medical image processing. Dr. Elbasi currently working for
Turkish Scientific and Technological Research Council and part time instructor at Cankaya University in Ankara.
Peining TAO was born in Shanghai, China. She received the bachelor degree in clinical medicine from the Medical Center
of Fudan University (Former Shanghai Medical University) in 1998, the master degree in computer information science from
Brooklyn College, The City University of New York in 2001. She received PhD degree in computer science at The Graduate
Center, the City University of New York in 2008. Her research interests include digital watermarking, image/video quality
measurement and image recovery.
Ahmet M. ESKICIOGLU received the B.S. degree from the Middle East Technical University (METU), Ankara, Turkey,
and the M.S. and Ph.D degrees from the University of Manchester, England. He was with the Computer Engineering
department, METU from 1983 to 1992, the department of Computer Sciences, University of North Texas from 1992 to 1995,
and Thomson Multimedia Corporate Research, Indianapolis from 1996 to 2001. He is with the department of Computer and
Information Science, Brooklyn College of the City University of New York. Prof. Eskicioglus teaching and research
interests include data security, conditional access, digital rights management, copy protection, digital watermarking, and
multimedia applications. He has been a guest lecturer at several universities and research organizations. Dr. Eskicioglu is a
senior member of the IEEE.
299
Farsi/ Arabic Printed Page Segmentation Using

Connected Component and Clustering
Zahra Bani1/Ali Broumandnia2/Maryam Khademi3
1
Young Researchers Club/Islamic Azad University/South Tehran Branch /Tehran/ Iran

2,3
Islamic Azad University/ South Tehran Branch/Tehran/ Iran
1
banizahra@gmail.com, 2Broumandnia@azad.ac.ir, 3khademi@azad.ac.ir
Abstract.Farsi/Arabic page segmentation is an automatic technique to analysis and processing printed

document images. It is a preprocessing stage to convert printed document images into electronic format. This
paper proposed a novel method for Farsi/Arabic page segmentation by using connected component analysis
and clustering techniques. With connected component analysis at first, we extracted some feature vectors
from objects of document image content. The K-mean clustering with help feature vectors is used to classify
image into homogenous regions. Experimental results on different document images is shown, the proposal
method has good performance.
Keywords:Connected component, Segmentation, clustering, Feature extraction
1 Introduction
Document image analysis has been the topic of research for almost three decades. A large number of the
research in this subject have already been published on Latin, Chinese and Japanese characters but there is a little
work on Persian or Arabic documents and scripts because of the less efforts in these direction of researches.
Therefore, this area of research is still an open field.
With the progress in information and communication technology and the increased call for information, the
amount of documents containing information has increased more and more. Nonetheless the use of electronic
documents has increased, the amount of printed or handwritten documents has never decreased and most of the
people prefer to read the printed documents. Increasing of the printed documents causes to a lot of problems
appeared into the storing and retrieving these documents. So it is important to find ways to segmentation and
finally recognition printed documents and words in order to change these documents into electronic document
[1], [2].
There are some approaches with different algorithms for segmentation of printed documents. We can classify
these methods into three categories such as top-down, bottom-up and spectral [3], [4], [5].
In this paper we will propose a method as a bottom-up method for printed page segmentation by using
connected component and clustering. In Section 2 related works is introduced. In section 3 connected
components analysis is introduced. In section 4 feature extraction and selection would be described. In section 5,
k-mean clustering will be presented. In section 6 we will propose our algorithm and finally the paper will be
ended by experimental result.
300
2 Related Work
Document analysis and understanding are relevant techniques for the automatic processing of paper
documents. Extraction of the structure or the layout from a document is referred to as document analysis and
mapping the layout structure into a logical structure is referred to as document understanding. These techniques
allow the recognition of document contents and the simplification of a number of complex tasks, such as reediting, storage, maintenance, retrieval and transmission. Document image analysis plays an important role in
the field of document processing and provides techniques for partitioning a document into a hierarchy of
physical components (pages, columns, paragraphs, words, tables, figures, halftones, etc.)
So far different document image segmentation methods have been proposed in the literature, both for printed
pages and for hand written pages [6]. In our work, at the first case, with connected component the page is
divided into bounding box and with clustering algorithm that are successively merge into big blocks, in an
iterative fashion, to obtain the final text, graphics or image segments. In connected component analysis, single
pixels are gathered on the basis of a low level analysis, to constitute blocks that can be merged into successively
larger blocks [7]. A number of heuristics approaches may be devised to produce region segmentation and a
classical approach is to employ generic rules, based on thresholding [8]. The adoption of fuzzy logic has been
proposed as a complementary approach to existing methods [9]. In fact, the concept of a fuzzy set allows a
gradual transition from membership to non-membership, providing the management of a greater degree of
abstraction, thus overcoming the threshold-based dimension of classical approaches. A number of works
demonstrate that the introduction of fuzzy techniques can be very successful in the area of document image
processing, [10].
3 Connected Component
Connected component labeling or connected component analysis is an algorithmic application of graph
theory, where subsets of connected components are uniquely labeled based on a given heuristic. Connected
component labeling is not to be confused with segmentation. Connected component labeling is used in computer
vision to detect connected regions in binarydigital images, although color images and data with higherdimensionality can also be processed. When integrated into an image recognition system or human-computer
interaction interface, connected component labeling can operate on a variety of information.
One of the basic step in document segmentation is finding the connected components in a document image.
The points in a connected component form a candidate region for representing an object. In this research we use
the sequential algorithm usually requires two passes over the document image. This algorithm is given as
algorithm 1.
Algorithm 1. Sequential connected components algorithm using 4 connectivity:
1.
2.
Scan the image left to right and top to bottom.

If the pixel is 1 , then
(a). If only one of its upper and left neighbors has a label, then copy the label.
(b). If both have the same label, then copy the label.
(c). If both have different labels, then copy the uppers label and enter the labels in the equivalence
table as equivalent label.
(d). Otherwise assign a new label to this pixel and enter this label in the equivalence table.
3.
4.
5.
If there are more pixels to consider, then go to step 2.

Find the lowest label for each equivalent set in the equivalence table.
Scan the picture. Replace each label by the lowest label in its equivalent set.
The figure 1 is shown result of sequential connected components algorithm on a sample of Farsi document.
301
Fig1.Result of connected component analysis on the one sample of Farsi document with bounding box.
4 Feature Extraction and Selection

After connected component analysis on document image, for each component, we extracted some feature as
area, position, orientation, bounding box and etc.
The area of each connected component for a binary image
is given by
(1)
The position of a connected component in a document image plays an important role in many applications.
There are different ways to specify the position of a connected component, such as using its enclosing rectangle
or centroid. To calculate the position of the object, we use:
(2)
(3)
Where and are the coordinates of the center of the region measured with respect to the top left pixel and
m, n is size of bounding box of each connected components.
Calculating the orientation of a connected component is a little more complex than calculating its position.
We use following relation to calculate the orientation:
302
(4)
(5)
Where
(6)
(7)
(8)
Pay attention that for each point (X,Y), X and Y would be calculated by
and
These features are used in next step for grouping connected component.
5 K-Mean Clustering
Cluster analysis is the grouping of individuals in a feature vectors in order to classify structure in the image
documents. In some sense, we would like the individuals within a group to be close or similar to one another, but
dissimilar from individuals in other groups. We use clustering method with feature vectors to classification
document image into homogenous regions. The K-mean is a powerful tools to clustering of document images. KMeans is a least-squares partitioning method that divide a collection of connected components into K groups.
The K is number of homogenous regions such as texts, images and graphics regions [11]. The algorithm iterates
over two steps:
1.
2.
3.
Compute the mean of feature vectors of each cluster.

Compute the distance of each feature vector from each cluster by computing its distance from the
corresponding cluster mean. Assign each feature vector to the cluster it is nearest to.
Iterate over the above two steps till the sum of squared within group errors cannot be lowered any more.
The initial assignment of feature vectors to clusters can be done randomly. In the course of the iterations, the
algorithm tries to minimize the sum, over all groups, of the squared within group errors, which are the distances
of the feature vectors to the respective group means. Convergence is reached when the objective function (i.e.,
the residual sum-of-squares) cannot be lowered any more. The groups obtained are such that they are
geometrically as compact as possible around their respective means. Using the set of feature images, a feature
vector is constructed corresponding to each pixel, where d is the number of feature images used for the
segmentation process. The figure 2 is shown result of K-Mean clustering on a sample image with k=3.
303
Fig 2.Result of K-Mean clustering on an image with k=3.
6 Propose Algorithm
In this paper, we propose a methodology that aims at segmenting a Farsi/Arabic document image into
coherent and homogeneous regions containing text, graphics and backgrounds. Following a bottom-up approach
base on connected component and clustering, the overall methodology executed of consecutive steps. Initially, a
connected component analysis is applied to the document image to classify each connected components to
bounding box part of text, graphics or background. Successively, clustering procedures group the identified
bounding box into coherent regions using a set of local feature vector of connected component of each bounding
box. To refine the classification results, an additional region level analysis is performed, based on shape
regularity and a region skew angle. At the end of stage, a final accurate classification of the document regions is
obtained.
7 Experimental Result
In this paper, an effective method for Farsi/Arabic document image segmentation and classification has been
proposed. The bottom up method based on connected component and clustering are exploited to perform
classification tasks on two different levels of details. The final results, obtained by segmenting pages from
journal and newspapers articles, correspond with human perception and compare well with those reported in the
literature. Moreover, the segmentation process is completely unchanged by page skew, as the skew angle of the
document image is automatically determined during the region analysis step. As guidelines for future work, the
overall methodology could be further enhanced by employing a wavelet coefficient analysis as feature vector for
clustering. Moreover, it could be useful to introduce more classes during the connected component classification
step (titles, headings, graphs, etc.). This could avoid the misclassification of article headings and titles as
graphics, instead of text.
References
1.
2.
M. Khademi, Z.Bani, (2009), Applying Persian online handwriting recognition in e-learning, international
conference of E-learning, Elmo Sanat university of Tehran, Iran(In persian).
Sh. Pirnia, M. Khademi, A. Nikookar and Z. Bani,( 4-5 Dec. 2010), A Feature-Based Approach to Segmentation
of Persian Online Cursive Script, The 2010 International Conference on Computer and Software Modeling
(ICCSM), Manila Philippines.
304

3.
J.shanbezadeh, A.broumandnia, ( 2007), "segmantation of printed Farsi dicuments", the fourth conference on
M.V.I.P 2007, Ferdosi Mashhad university,Iran (In persian)
4. A.Broumandnia, J.Shanbehzadeh, M. Nourani, (2007), Segmentation of Printed Farsi/Arabic Words
,IEEE2007,761-766.
5. A. Broumandnia, J. Shanbehzadeh, M. Rezakhah Varnoosfaderani, (2008), Persian/arabic handwritten word
recognition using M-band packet wavelet transform, ELSEVIER,Image and Vision Computing 26 (2008) 829
842.
6. Y. Sun, T.S. Butler, A. Shafarenko, R. Adams, M. Loomes, N. Davey,(2007),Word segmentation of handwritten
text using supervised classification techniques, Appl. Soft Comput. 7 (1) (2007) 7188.
7. A. Fletcher, R. Kasturi, (1998) , A robust algorithm for text string separation from mixed text/graphics images,
IEEE Trans. Pattern Anal. Mach. Intell. 10(1998) 294308
8. L. Cinque, L. Lombardi, G. Manzini, (1998) , A multiresolution approach for page segmentation, Pattern Recognit.
Lett. 19 (1998) 217225.
9. Z. Shi, V. Govindaraju,( 2004), Line separation for complex document images using fuzzy runlength, in:
Proceedings of the First InternationalWorkshop on Document Image Analysis for Libraries (DIAL04).
10. L. Caponetti, C. Castiello, P. Gorecki, (2008) , Document page segmentation using neuro-fuzzy approach,
ELSEVIER, Soft Computing 8 (2008) 118126 .
11. Andrew R. Webb, 2002, Statistical Pattern Recognition, Second Edition, John Wiley & Sons Ltd, The Atrium,
Southern Gate, Chichester, West Sussex PO19 8SQ, England.
Biographies
Zahra Bani was born in Tehran, Iran in 1985. She received B.Sc. in Computer Hardware Engineering from Islamic Azad
University South Tehran Branch in Tehran, Iran, in 2008, and she is studying M.Sc. in Computer Software Engineering at
Islamic Azad University South Tehran Branch in Tehran, Iran since 2009.
She is interested in pattern recognition, document image analysis, and Handwriting Recognition. Her publications are two
papers Applying Persian online handwriting recognition in e-learning and A Feature-Based Approach to Segmentation
of Persian Online Cursive Script that have been published in international conferences.
Ms. Bani is a member of Young Researchers Club at Islamic Azad University, South Tehran Branch.
Ali Broumandnia was born in Esfahan, Iran in 1967. He received B.Sc. in Computer Hardware Engineering from Esfahan
University of Technology in Esfahan, Iran in 1992, M.Sc. in Computer Hardware Engineering from Iran University of
Science and Technology in Tehran, Iran in 1995, and Ph.D. degree in Computer Engineering from Islamic Azad University,
Science and Research Branch in Tehran, Iran, in 2006.
He was a lecturer of Computer Engineering at the Islamic Azad University, South Tehran Branch, Iran in 1996. He has very
publication in different fields and his CV is located on link: http://old.azad.ac.ir/faculty/bromandniai.htm. He is interested in
pattern recognition, document image analysis, and wavelet analysis.
Dr. Broumandnia is reviewer of Machine Vision and Application journal, Pattern Recognition journal, and some
international conferences.
Maryam Khademi was born in Boroujerd, Iran in 1967. She received B.Sc. in Pure Mathematics from TarbiatMoaalem
University, Tehran, Iran in 1989, M.Sc. in Pure Mathematics from Islamic Azad University North Tehran Branch, Iran in
1991, M.Sc. in Applied Mathematics from Iran University of Science and Technology, Tehran, Iran in 1993, , and Ph.D.
degree in Applied mathematics from University of Tehran, Iran in 2004.
She has very publication in different fields and her CV is located on link: http://old.azad.ac.ir/faculty/khademi89.htm. She is
interested in finite groups Theory, Graph Theory, Computer Science and Artificial Intelligence.
Dr. Khademi is the faculty member of Islamic Azad University, South Tehran Branch.
305
Investigation of Several Parameters on

Goldbach Partitions
Derya zkan1, Bahar lgen2,
1
Istanbul University, Department of Computer Engineering, Istanbul, TURKEY

Istanbul Kltr University, Department of Computer Engineering, Istanbul, TURKEY
1
dozkan@posta.oyak.com.trand 2bilgen@iku.edu.tr
Abstract. In this study, it was analyzed some parameters on the number of Goldbach partitions up to 10 9.
Goldbach equivalence classes, consisting of those even numbers with the same number of Goldbach
partitions, were determined. For each equivalence class, class size, minimum and maximum elements, sum of
elements, maximum elements to minimum elements ratio and the average element size values has been
calculated and investigated for patterns. Characteristic properties of edge members of equivalence classes
were examined by factorization. It was detected that lowest members prime factors of Goldbach equivalence
classes had numerous and small while largest members prime factors of Goldbach equivalence classes had
few and large. Besides, the proposition that G:2NN surjective is verified for 1G(2N)4,020,437 interval.
Keywords: Goldbach partitions, goldbach conjecture.
1 Introduction
Prime numbers are very important elements in the research area of the Cryptology. These numbers are used to
improve encoding techniques. Goldbach conjecture is seen as one of the biggest problem of the prime numbers
and mathematics. Although it seems to be correct, it is still an open problem which has not been proved yet .
New encryption algorithms will be developed, if the accuracy of Goldbach conjecture can be proved.
Goldbach conjecture arose in a letter which had written from Christian Goldbach to Euler at the 7th of June
1942. By this letter, mathematician Goldbach wanted Euler to prove the premise of the Goldbach conjecture if it
is completely correct or false in any case [2]. This conjecture claims that the given premise:
every even number which is greater than number two is summation of the two prime numbers.
Several researchers have been tried to solve this conjecture up until now. With the support of computers, several
experiments were done up to the number of 1,1x10 18 to determine the correctness of the conjecture [5]. But it has
not been proved yet.
It has been intended to examine new patterns that are related to Goldbach conjecture by using Goldbach
conjecture data of Hartoka [1]on numbers up to 109. The equivalence classes that constituted by set of even
numbers were determined. Then various parameters of these equivalence classes have been examined to
determine if they match with a certain pattern or not.
306
2 Golbach Conjecture
Goldbach partitions show the different ways of obtaining even number 2N from prime summations.
Goldbach partitions which is also expressed with the symbol G(2N) was formulated as below:
G(2N) = # { ( p,q ) | 2N = p+q, p q, p and q = prime number }(1)
The graphical view of G(2N) for the even numbers between [4;100,000] are shown below. The
characteristics of the obtained graphical view looks like a stray comet which firstly realized by Fliegel and
Robertson (1989). Because of this property, it is called Goldbach Comet.
Fig.1.G(2N) graphic for 2N=[4;100,000] range.
Generally it is obtained that G(2N) values increase with increasing 2N values. On the other hand, an idea[2]
about the relation between 2N~G(2N) is explained below:
it is very likely the value of G(2N) depends on prime factors of 2N. For example, when 120 = 2.2.2.3.5 then
G(120) = 12. On the other hand when its close neighbours 118 = 2.59 , 122 = 2.61 then G(118) = 6 and G(122)
= 4 respectively.
The formula of the results which expresses the relation between G(2N) and the prime factors has already
defined by Sylvester. The expression is given below [2]. In the expression, when value p is the greatest one of
the equivalence classes, the effect of (p-1)/(p-2) is small and it is big when p is the smallest one. The value of
C2 is 0.6601618 as being constant of twin prime number.
/
2
N
2
N p
p
1
G
(
2
N
)
2
C
(2)
2 2
p
2
log
2
N
2
log(
2
N
)
2
2
N
307
3 Method
3.1 Creation of Goldbach Equivalence Classes

An equivalence class, a mathematical concept, is a subset of given whole set that induced by an equivalence
relation on that given set. Even numbers of 2N with same number of Goldbach partitions create a Goldbach
equivalence class. Goldbach equivalence classes are formulated as below:
Gi={2N|G(2N)=i, i = natural number}
(3)
The Goldbach partition values used in this study are shown in the following table. By using below table,
Goldbach equivalence classes were determined and some parameters of them were examined.
Table 1: Goldbach partitions values in study
2N
G(2N)
1
................
999,999,996
3,407,072
999,999,998
1,705,026
1,000,000,000
2,274,205
For each equivalence class, class size (|Gi|), minimum (min(Gi)) and maximum elements (max(Gi)), sum of
elements (Ti), maximum elements to minimum elements ratio (max(Gi)/min(Gi)) and the average element size
(Ti/|Gi|) values has been calculated. Then tables of Goldbach equivalence classes were generated.
Table 2 :Tables of Goldbach Equivalence Classes
Gi
|Gi
|
min(Gi)
max(Gi)
Ti
max(Gi)/min(Gi)
Ti /|Gi|
12
30
7.5
10
68
244
6,8
27.11111
11
22
128
582
5.818182
52.90909
.......................................................................
16
22
246
1,112
13,278
4.520325
603.5455
17
25
288
998
18,114
3.465278
724.56
18
35
240
1,412
30,544
5.883333
872.6857
308

19
29
210
1,202
21,708
5.72381
748.5517
20
26
324
1,448
25,864
4.469136
994.7692
21
25
300
1,718
22,156
5.726667
886.24
22
27
360
1,532
29,096
4.255556
1077.63
.......................................................................
From the obtained table, it is generally observed for Gi>Gi-1 that all examined parameters of the equivalence
classes of Goldbach partitions has increased. The first odd case in which all Gi-1 parameters are smaller than
those of Gi's has been observed for G18.
min(G19)<min(G18)
max(G19)<max(G18)
T19<T18
max(G19)/min(G19)<max(G18)/min(G18)
T19/|G19|<T18/|G18|
The only G(2N) value which equals to 7,531,017 among even numbers of 2N in the range of
[4;1,000,000,000] is 999,068,070. This case reminds us that there may be even numbers greater than 10 9 whose
G(2N) values equal to 7,531,017. There are also 370,442 rows in Goldbach equivalence classes table whose |Gi|
values equal to 1. By considering this information, it was concluded that taking |Gi|= 7,531,017 as max Gi value
could cause deficiency of obtaining parameters such as |Gi|, max(Gi), Ti, max(Gi)/min(Gi) and Ti/|G(i). The
max(Gi) value of the chosen Gi should ideally be very close to 109. In order to determine this value the graphical
view of |Gi| versus Gi in the range i=[1;7,531,017] is shown in Fig.2. In this graphic, there is a sharp decreasing
in |Gi| for Gi>1,7x106 which makes graphic degenerated. It has been concluded that max(Gi) for Gi<=1,7x 106
is smaller than 109. The following graph supports this opinion. As a result, it has been decided to examine Gi
and other parameters for 2N=[4;1,700,000] range.
309
Fig.2. |Gi|~Gi graphic in range i=[1;7,531,017]
Fig.3. |Gi|~Gi graphic in range i=[1;1,700,000]
Investigated parameters for i=[1;1,700,000] range are shown in table below.
310
Table 3: max and min value of studied parameters of Goldbach equivalence classes for [1;1,700,000] range.
l
a
r
g
e
s
t
l
o
w
e
s
t
Gi
|Gi
|
min(Gi)
max(Gi)
Ti
max(Gi)/min(Gi)
Ti/|Gi|
1,700,000
229
246,333,360
998,494,42
4
189,485,964,596
4.05
827449627.05
1,692,234
312
245,274,120
993,774,39
8
253,716,888,492
4.05
81395155.42
1,585,153
218
378,048,264
923,882,04
8
169,897,572,782
2.44
779346664.13
1,699,860
240
231,718,410
999,434,008
198,417,809,604
4.31
826740873.35
1,692,234
312
245,274,120
993,774,398
253,716,888,492
4.05
813195155.42
10
68
244
6.8
27.11
1,695,491
236
270,886,560
995,687,138
202,797,551,780
3.67
859311660.08
12
30
7.5
12
30
7.5
12
30
7.5
12
30
7.5
12
30
7.5
591,686
189
129,900,468
307,102,468
49,524,358,308
2.36
262033641.84
12
30
7.5
Remarkable point in table of Goldbach Equivalence Classes has been stated as; Ti/|Gi| shows continuous
growth, whereas max(Gi)/min(Gi) value has remained under value 7 and not exceeded value 6 except for G2 and
G51. Max (Gi) / min (Gi) 's average in table of Goldbach Equivalence Classes has been 3.63.
The max of the G(2N) value for even numbers up to 500,660,160 had already been found as 3,977,551 by
Jrg Richstein [2]. In this study, max of the G(2N) value for even numbers up to 109 has been found as
7,531,017.
3.2 Creating Table of Prime Factor of Edge Members
Edge members of Goldbach Equivalence Classes have been examined to determine what kind of a
connection exists between their prime factors. Prime factors of the largest elements of Goldbach equivalence
classes have been found. The table of max(Gi)'s prime factors has been created. The largest Goldbach partitions
value in table of max(Gi)'s prime factors has been taken as 1,7.10 6. Studied properties of largest members
prime factors for Goldbach equivalence classes are expressed in the following equation.
max(Gi)= p1k1p2k2p3k3 prkr (p1<p2<< pr)
|max(Gi)|= k1+k2..+kr
(4)
|max(Gi)|*= k1+k2..+kr kr 2
{n1, n2, n3 nr}={p1, p2, p3 pr}
311
Prime factors of the smallest elements of Goldbach equivalence classes have been found. The table of
min(Gi)'s prime factors have been created . The largest Goldbach partitions value in table of min(Gi)'s prime
factors has been taken as 7,531,017. Studied properties of lowest members prime factors for Goldbach
equivalence classes are expressed in the following equation.
min(Gi)= m1k1m2k2m3k3mrkr (m1<m2<<mr)
(5)
|min(Gi)|= k1+k2..+kr
|min(Gi)|*= k1+k2..+kr kr 2
{n1, n2, n3 nr}={m1, m2, m3 mr}
The largest and lowest values of some of studied parameters for max (Gi)'s prime factors for i=[1;1,700,000]
range and min (Gi)'s prime factors for i=[1;7,531,017] range have been shown the table below.
Table 4: The largest and lowest values of some of studied parameters of max (Gi)'s prime factors and min
(Gi)'s prime factors
|max(Gi)
|
|max(Gi)|
*
pr
|min(Gi)
|
|min(Gi)|
*
mr
largest
21
499,639,501
25
16
33,330,679
lowest
These results have shown that number of min(Gi)'s prime factors different from 2 have been much more
compared to max(Gi). However, this study has supported with finding alleged by Jrg Richstein that G(2N) is in
correlation with the prime factors of the 2N (Richstein,2000)[2]. It has been observed that prime factors of
min(Gi) have been numerous and small. It has been also observed that prime factors of min(Gi) average has
been 5.77. Besides, it has been observed that prime factors of max(Gi) have been few and large. It has been also
observed that prime factors of max(Gi) average has been 1.12.
Table 5: Table of max(Gi)'s prime factor
Gi
max(Gi)
max(Gi)
|max(Gi)
|
|max(Gi)|
*
n1
n2
n3
n4 n5
n6
n7
n8 n9 n10
pr
12
{2;2;3}
68
{2;2;17}
17
17
128
{2;2;2;2;2;2;2;2}
.......................................................................................................
1,699,99
8
998,559,454
{2;499,279,727}
499,279,727
499,279,727
1,699,99
9
99,432,012
{2;2; 24,858,003}
24,858,003
24,858,003
1,700,00
0
998,494,424
{2;2;2;10,163;12,281}
10,163
12,281
12,281
312
Table 6: Table of min(Gi)'s prime factor

Gi
min(Gi)
min(Gi)
|min(Gi)
|
|min(Gi)|*
n1
n2
n3
n4
n5
n6
n7
n8
n9
n10
pr
{2;2}
10
{2;5}
22
{2;11}
11
11
.................................................................................................
7,401,84
3
979,668,690
{2;3;5;7;11;13;19;101}
1
1
1
3
17 19
101
101
7,401,89
3
995,337,420
{2;2;3;5;11;17;19;23;29}
10
1
1
1
7
19 23
29
29
7,531,01
7
999,068,070
{2;3;5;7;11;13;17;19;103}
1
1
1
3
17 19
103
103
4 Conclusion
In this research, several parameters on Goldbach partitions have been investigated. Goldbach equivalence
classes, consisting of those even numbers with the same number of Goldbach partitions, were determined. For
each equivalence class, class size, minimum and maximum elements, sum of elements, maximum elements to
minimum elements ratio and the average element size values has been calculated and investigated for patterns.
Characteristic properties of edge members of equivalence classes were examined by factorization. It was
detected that lowest members prime factors of Goldbach equivalence classes had numerous and small while
largest members prime factors of Goldbach equivalence classes had few and large. The examined parameters in
this work suggest the correlation between G(2N) and the prime factors of the 2N. When number of odd prime
factors of even number gets higher, Goldbach partitions value also gets higher. Besides, the proposition that
G:2N>N surjective is verified for 1<=G(2N)<=4,020,437 interval.
313
References
1. Hartoka, A., (2004), An Investigation on Prime Number Patterns and Goldbach Conjecture, Master
Thesis, Ege University UBE, 146s.
2. Richstein, J., (2000), Computing the number of Goldbach partitions up to 5.108, In Proceeding of the 4th
Symposium on Algoritmic Number Theory, Leiden, 1838:475-490.
3. Richstein, J., (2000), Verifying the Goldbach conjecture up to 4.1014, Mathematics of Computation,
70(236):1745-1749.
4. Fliegel, H.F. and Robertson, D.S., (1989), Goldbachs Comet: the numbers related to Goldbachs
Conjecture, J.Recreational Math., 21(1):1-7.
5. Oliveira e Silva, T., (2008), Goldbach Conjecture Verification, http://www.ieeta.pt/~tos/goldbach.html
(31.08.2008 14:00).
6. Y. Saouter, (1998),Checking the odd Goldbach conjecture up to 1020, Math. Comp. 67, 863{866. MR
98g:11115}
7. J.R.Chen, (1989), Y.Wang, On the odd Goldbach problem, Acta Math. Sinica, 32, 702{718.MR
91e:11108}
8. J. M. Deshouillers, H. J. J. te Riele, Y. Saouter, (1998), New experimental results concerning the
Goldbach conjecture, Proc. 3rd Int Symp. on Algorithmic Number Theory,
.LNCS 1423 204{215. CMP 2000:05}
Biographies
Derya zkan Derya OZKAN was born in zmir. She graduated from Istanbul University Engineering Faculty
(BS, 2001) and got MS degree from Ege University International Computer Institute (Computer Science, 2008).
Currently, she is PhD. Candidate at Istanbul University Department of Computer Engineering.
Bahar lgen Bahar LGEN was born in zmir. She graduated from Dokuz Eylul University Engineering
Faculty (BS, 2000) and got MS degree from Ege University International Computer Institute (Computer Science,
2006). Currently, she is PhD. Candidate at Istanbul Technical University Department of Computer Engineering
and research assistant in the same department at Istanbul Kltr University. Her research areas consist of Natural
Language Processing, Artificial Intelligence, Pattern Recognition, Data and Text Mining.
314
Model Based Analysis of Lung Mechanics via

Respiratory Maneuvers
smetFerdi en1, Knut Mller2
1
Department of Computer Engineering, TurgutOzal University, Ankara, Turkey
Department of Biomedical Engineering, Furtwangen University, Villingen-Schwenningen, Germany

1
fsen@turgutozal.edu.tr, 2moe@hs-furtwangen.de
Abstract. Besides its life saving features, mechanical ventilators also carry the risk of damaging the lungs of patients. To
prevent this ventilator induced lung injury (VILI), the patient's lung mechanics should be known and respected when making
therapeutical decisions, like settingthe positive endexpiratory pressure (PEEP)or tidal volume. Relatively simple
physiological models are supposed to predict individual reactions to changes in ventilator settings thus allowing to improve
current treatment strategies and then try to improve patients life quality. The aim of this study was to analyze datasets which
were obtained from a group of ARDS (Adult Respiratory Distress Syndrome) patients and to capture individual mechanical
properties of the patients lung.
Keywords: Physiologic Modeling, MLR, Matlab, Lung Mechanics, Viscoelasticity.
Introduction
1.1 Background
Artificial respiratory devices are an indispensible therapy in lung failures. It is life-saving on one side.But on the
other hand, may threaten the lives of patients [1]. The most common reason for this problem is non-suitable
energy transfer from the respiratory device to the patients lung leading to baro-, or volume trauma. To improve
thesituation, lung mechanics should be known. Suitable ventilator settings, i.e. PEEP level, tidal volume, should
be adjusted according to the individual properties of the patients lung. Due to thisrelevance research focuseson
the analysis of lung mechanics with the help of physiological models. Better ventilation strategies will be
hopefully derived to better the situation for patients with severe lung disease.
1.2 Objective of the Investigation
The purpose of this study was to analyze pressure-dependent characteristics of ARDS lungs. The investigated
inspiratory range was constrained by a maximal plateau pressure of 45 mbar. Datasets were obtained during a
SCASS (Static Compliance by Automated Single Volume Steps) maneuver [2]. Data analysis was done with the
help of a viscoelastic lung model [3]. Multiple Linear Regression (MLR) analysis is applied for the parameter
estimation [4].The investigation comprised dynamic effects (due to applied MLR analysis) e.g. during
inspiration phase and also static effects e.g. relaxation state of the lung parenchyma at the end of the endinspiratory pause (EIP).
315
1.3 System Identification of Lung Models

After choosing anappropriate model in accordance with the characteristics of the lung pathologies in focus,
parameter estimation should be done. For this purpose the Least Squares Estimation, LSE, method was applied
which is the most widely used technique for parameter estimation. A fitting process was implemented
minimizing the Root Mean Squared Error, RMSE. If the RMSE value is closer to zero, the fitting process is
better. The employed Matlab function fminsearch (Nelder-Mead simplex method) calculates the minimum of a
scalar function starting at some initial value [11]..A major problem with this method is the dependence of found
parameters - resistance and compliance - on the initial parameter values chosen by the user to start the
procedure..A wrong choice may lead to a local minimum which may even be a non-physiologic parameter
constellation. For this reason, simulation results must be controlled meticulously and if the results were not
compatible, i.e. non physiologic, initial values should be changed and then a new simulation should be started
again and again till reaching an appropriate rate. Of course to accomplish this task, some information about the
(patho) physiological interval of parameter values, resistance and compliance.
2
Methods
2.1 Datasets
In a multi-center study (the university hospitals of Aachen, Berlin, Bonn, Freiburg i. Br., Gttingen, Hamburg,
Mannheim-Heidelberg and Munich) the datasets of a standardized SCASS maneuver for this study were
obtained.In this SCASS maneuver the performed tidal volumes are selected randomly in a specified range. For
every breath cycle, the plateau pressure is limited to maximal 45 mbar thereby restricting the volume range. The
gas inflation is followed by a5 second pause called endinspiratory pause (EIP).Pressure and flow measurements
are recorded continuously during the ventilation. After each applied SCASS maneuver cycle the patient is
provided with 5 normal breaths. In this way, datasets over the entire lung capacity are obtained and static
compliance can be computed [2].
2.2 Data Analysis
Viscoelastic Model. In this study a viscoelastic model is selected to analyze also viscoelastic properties of the
lung parenchyma. The viscoelastic model was first introduced by Mount in 1955 [3].Viscoelasticity is described
by temporary modifications in stress subsequent to instantaneous alteration in strain [12, 13]. This model belongs
to the class of second order pulmonary models.
Fig. 1.Representation of lung models with the help of electrical analogs. A resistor represents airway resistance and a
capacitor lung compliance. Viscoelasticity is represented (in green) by a parallel combination of resistor R ve and capacitor
Cve.
Parameter Estimation.Theparametersof the viscoelastic model, i.e. Newtonian Resistance (Raw), Viscoelastic
Resistance (Rve), Static Compliance (Cst) and Viscoelastic Compliance (Cve), were calculated by a fitting process
to the patient data.. This process was applied for every volume cycle of the SCASS maneuvers in 17 patients
which summed up to 318 cycles for the fitting process the Viscoelastic Lung Model, as introduced in Figure 1,
was converted to the Laplace domain and represented as a transfer function:
316

2
Pressure R aw Cst R ve Cve s + R aw Cst + Cst R ve + R veC ve s+1
=
Flow
Cst R st Cve s2 + Cst s
In transfer function notation, the numerator represents the Laplacian of respiratory system pressure and the
denominatorthe respiratory system flow. The fitting process was performed using this transfer function to
evaluate the quality of fit for any intermediate parameter constellation. The Matlab (Mathworks, Natick MA,
USA) function fminsearch was used for the optimization steps. [14]
Results& Discussion
3.1 Essential Detections

Airway Resistance, Raw, and Static Compliance, Cst, depended non-linearly on increasing plateau pressure. The
viscoelastic resistance, Rve, depended non-linearly on increasing plateau pressure. Rve increased with increasing
pressure. The viscoelastic compliance, Cve, was independent of pressure. [14]
Fig. 2.Estimated parameters for all datasets in the way of lower quartiles, medians and upper quartiles are depicted against
plateau pressure. Overall median values are defined on the right side of graphs.
3.2 Characteristics of the Lung Mechanics

Recently, Ganzertet. al. [15] investigated the viscoelastic properties of the lung parenchyma in ARDS patients.
They used a standardized super syringe maneuver to obtain datasets. Data analysis for this study wasalso done
with the help of a viscoelastic model. They performed Multiple Linear Regression (MLR) Analysis for
parameter estimation.
Although using a different maneuver, SCASS, my results are consistent with Ganzert's observation [15]. He
claimed that with increasing pressure Rve increases, whereas Cve of the lung tissue decreases. These findings can
be confirmed in this study, though a dynamic maneuver was evaluated. An exception isCve. In this experimental
setting, Cve rates of the ARDS patients were too low, just 6 mL/mbar as median. It is not plausible to find a
decreasing course of Cve in these pressure levels. For all that there are some little increases when the pressure
goes up. This is possibly due to so called recruitment-derecruitment effect [16, 13]. Namely, this is reopening of
317
collapsed alveoli infunctional dead space of the lung under high pressures. These reopened alveolimay partially
explain the found increases in compliance.
In a SCASS maneuver, the maneuver cycles all start at Functional Residual Capacity (FRC), i.e. at Zero End
Expiratory Pressure (ZEEP).,. To ameliorate the functionality, effects of Positive End Expiratory Pressure
(PEEP) should also be analyzed. In this context, Italian researchers investigated respiratory resistance of some
datasets which are obtained from 16 mechanically ventilated patients who suffer from acute lung injury (ALI).
Cycles start from a predefined PEEP level. Also this study showed that resistance increases non-linearly in
ARDS patients accordingly with increasing pressure. [17,18].
3.3 Method Validation
Datasets were obtained with the following characteristics:
- Rapid flow interruption for analyzing relaxation effects in the lung parenchyma,
- Comprehensive pressure range,
For these purposes, SCASS maneuver was selected. With SCASS maneuver just one P/V dataset is specified
while a normal breath cycle intermitted. The one evaluation takes just 6 seconds. In the midst of every
measurement patients are allowed to take normal breath. Unlike conventional methods, as in super syringe
maneuver which uses a non-physiological tremendous breath, the changed lung history impact is inconsiderable
in the SCASS maneuver. Due to reliability of measurements, gas leakage of the maneuver has to be totally
removed. In SCASS method this handicap can be eliminated via an elegant pressure control in the course of
occlusion. Maneuver settings allow applying plateau pressures up to 45 mbar due to security reasons [19].In
contrast to conventional methods, during data analysis MLR uses pressure, flow and volume data series of the
entire breath [4]. In this way found results can also represent dynamic parameter of the lung mechanics. So they
can be used for continuous tidal ventilation.
3.4 Limitations
Catching sight of low plateau pressure rates were seldom in ARDS. There is huge amount of collapsed alveolus,
dead spaces, in the ARDS lungs and the lung becomes stiff. Therefore opening pressure rates of the alveolus are
higher than normal lungs. For this reason, parameter estimations were scarcely performed in low pressure rates.
A second adversity in data analysis is restricted capability of the model. In some datasets, the model could not
capture all lung dynamics and so could not reach any estimation. To eliminate this handicap, I tried to change
initial numbers. But this did not remedy. Further rectifications should necessary to better the fitting process. The
chosen programming language, Matlab, for the modeling is compatible for future improvements and additions.
In past many different mathematical models were tried to enhance the ventilation strategies. But the most
promising ones of them were the models which are generated accepting the effect of the other physiologic
systems of the human body on the respiratory system.[20] This approach is in fact more realistic. These new
models seem to open a new era in ventilation strategies.
4
Conclusion
Viscoelastic model may supply elucidatory knowledge about the changes in the state of ARDS patients
respiratory system [9, 15]. MLR analysis with the flow interrupter technique provides preferable results than
conventional analysis methods. Its fits of obtained datasets are more robust and less noise sensitive than
previously used techniques, such as two-point analysis [15, 7]. In future, the combination of other physiological
models (i.e. respiratory mechanics, gas exchange and cardiovascular dynamics or other any relevant model)may
ensure a more complete model which will help to find more beneficial ventilation strategies for the patients [20].
Moreover, with the help of this reliable models, therapies can be applied more easily via worldwide
communication opportunities, i.e. GSM, internet.
318
References
1. Dreyfuss D, Saumon G.January (1998) "Ventilator induced lung injury; lessons from experimental studies." Am J
RespirCrit Care Med: 294-323.
2. Sydow M, Burchardi H, Zinserling J, Ische H, Crozier TA, Weyland.(1991) "Improved determination of static compliance
by automated single volume steps in ventilated patients." Intensive Care Med: 108-114.
3. Mount, LE.(1955) "The ventilation flow-resistance and compliance of rat lungs." J Physiol.: 157-67.
4. Guttmann J, Eberhard L, Wolff G, Bertschmann W, Zeravik J and Adolph M. (1992) "Maneuver-free determination of
compliance and resistance in ventilated ARDS patients." CHEST: 1235-1242.
5. Fishman, Alfred P. 2005 "One Hundred Years of Chronic Obstructive Pulmonary Disease." Am. J. Respir. Crit. Care
Med.: 171: 941 - 948.
6. MICHAEL P. MORTELLITI, M.D., and HAROLD L. MANNING, M.D.(2002) "Acute Respiratory Distress Syndrome."
Am FamPhysician: 65(9):1823-1831.
7. Guttmann, J. (1999) "Grundlagen der Lungenmechanik unter Beatmung." Intensivmedizin und Notfallmedizin:
Vol.36:Number 9:S001-S008.
8. C. Schranz, J. Guttmann, and K. Mller, (2010) "Fitting respiratory mechanics in ARDS by a nonlinear recruitment model
with viscoelastic component," Biomed Tech., vol. 55 (Suppl. 1)
9. Ewart R. Carson, Claudio Cobelli, 2001.Modelling Methodology for Physiology and Medicine.Academic Press.
10. Khoo, Michael C K. 2000. Physiological Control Systems: Analysis, Simulation and Estimation. New York: IEEE.
11. Lagarias, J.C., J. A. Reeds, M. H. Wright, and P. E. Wright. (1998) "Convergence Properties of the Nelder-Mead Simplex
Method in Low Dimensions." SIAM Journal of Optimization: Vol. 9 Number 1, pp. 112-147.
12. Bayliss LE, Robertson GW. (1939) "The visco-elastic properties of the lungs." Q J Exp Physiol Cogn Med Sci: 29: 27
47.
13. Zin, De Bora S. Faffe and Walter A. (2009) "Lung Parenchymal Mechanics in Health and Disease." Physiol Rev: 89:
759770
14. SEN, I.F., (2010) Model Based Analysis of Lung Mechanics via Respiratory Maneuvers Hochschule Furtwangen
University Thesis Archive. World Wide Web: http://www.item.hs-furtwangen.de/HFU/
15.Ganzert S, Mller K, Steinmann D, Schumann S and Guttmann J. (2009)"Pressure-dependent stress relaxation in acute
respiratory distress syndrome and healthy lungs: an investigation based on a viscoelastic model." Critical Care: 13:R199.
16. Fredberg JJ, Stamenovic D. (1989) "On the imperfect elasticity of lung tissue." Journal of Applied Physiology: Vol 67,
Issue 6 2408-2419.
17. Pelosi P, Cereda M, Foti G, Giacomini M, Pesenti A. (1995) "Alterations of lung and chest wall mechanics in patients
with acute lung injury: effects of positive end-expiratory pressure." Am J RespCrit Care Med: 152:531-537.
18. Pesenti A, Pelosi P, Rossi N, Virtuani A, Brazzi L, Rossi A. (1991) "The effects of positive end-expiratory pressure on
respiratory resistance in patients with the adult respiratory distress syndrome and in normal anesthetized subjects." Am Rev
Resp Dis: 144:101-107.
19. Ganzert S, Guttmann J, Kersting K, Kuhlen R, Putensen C, Sydow M, Kramer S. (2002) "Analysis of respiratory
pressure-volume curves in intensive care medicine using inductive machine learning." ArtifIntell Med: 26:69-86.
20. Kretschmer J, Wahl A,Guttmann J and Moeller K. (2010) "Dynamic Generation of Physiological Model Systems." In
Proceedings of the World Congress on Medical Physics and Biomedical Engineering 7-12 September: Volume 25/4, 334337.
319
Biographies
smet Ferdi en Mr. en holds a BSc. Degree (2006) in Industrial Engineering form Gaziantep University
(Turkey), MSc. (2010) degree in Biomedical Engineering from Furtwangen University (HFU, Germany).
His research focuses on physiologic modeling, simulation. He also works on forensics and pattern recognition.
He recently joined the Department of Computer Engineering at Turgut Ozal University (Turkey.)
Knut Mller Prof.Mller received his Diploma (1986) in Computer Science with the minor field of study in
Operations Research, Ph.D. (1991) degree in Computer Sciences and an MD degree in Medicine (1992) from
Bonn University, Germany.
Prof. Mller has published over 250 articles, reports and books. His research focuses on medical computer
science, telemedicine and automation, physiological modeling, intelligent monitoring and artificial neural
networks in signal analysis and pattern recognition.
Since 1998, he has been professor in the field of Medical Computer Science, since 2001 he has been director of
the Master Program of Biomedical Engineering, and since 2010 he has been Director of the Institute of
Technical Medicine (ITeM) and Vice Dean of the Faculty of Mechanical and Process Engineering at Furtwangen
University (HFU), Germany.
320
Genetic Algorithm based Energy Efficient

Clustering for Wireless Sensor Networks
Aysegul Alaybeyoglu
Computer Engineering Department, Engineering Faculty, Celal Bayar University
aysegul.alaybeyoglu@bayar.edu.tr
Abstract. In this study we propose a design of genetic algorithm based clustering technique for
wireless sensor networks. The aim of our paper is to create energy efficient and optimal number of
clusters with cluster heads. We used a mobile agent that runs Genetic Algorithm (GA) technique
which is an evolutionary algorithm, to form energy efficient clusters. We analyzed and compared
our algorithm with one of the best known clustering technique, namely, LEACH.
Keywords: wireless sensor networks, clustering, genetic algorithm
Introduction
Wireless Sensor Networks are composed of number of energy constrained sensor nodes which have
ability to sense, message transmission and information processing. Because of the limited energy resource,
several techniques are proposed to decrease energy consumption, such as clustering which is one of the
fundamental technique used in many different types of sensor network applications [1]. In clusters, nodes are
clasiffied as either head or member nodes. While members of clusters are responsible of sending their sensed
data to their cluster heads, cluster heads are responsible of processing these collected sensed data and
transmitting this data to the sink node. The reason why clustering technique is important for efficient energy
consumption is, member nodes send their sensed data only to their cluster head instead of sending directly to
the sink node which is much more far away from the member nodes than the cluster heads.
In this study we propose a genetic algorithm based clustering technique for wireless sensor networks. The
aim of our paper is to create energy efficient and optimal number of clusters with cluster heads. In order to
achive this aim, we assumed a mobile agent that moves to each node and gathers data to use in partitioning the
network into clusters. We used Genetic Algorithm that includes a fitness function which is determined in
accordance with the parameters such as uniformity of the clusters, energy consumption, cluster distance and
direct distance to sink. The rest of the paper is organized as follows: In section 2 background information of
the paper is given. Section 3 describes the details of the proposed algorithm and lastly analysis are given in
Section 4.
321
2 Background
In this section, best known clustering algorithms in wireless sensor networks are summarized. Following this,
the main steps of the genetic algorithm are described.
2.1 Clustering Algorithms in Wireless Sensor Networks
Clustering is a very important optimization problem for increasing network scalability and lifetime [2]. With
this technique, energy consumption of the sensor nodes are decreased by making them able to send their data to
the cluster head node that locates close to them. There are many clustering techniques in literarute. In [3],
LEACH protocol, a distributed hierarchical self-organized cluster based algorithm, is introduced. In this
technique, sensor network is divided into several clusters where number of clusters are determined previously.
Cluster heads are responsible of collecting data from the member nodes and sending this data to the sink node.
As the higher energy consumption of cluster heads, the role of the cluster heads rotates periodically. In this
technique, each node becomes a cluster head at least once. In [4,5], HEED protocol is proposed which is a
distributed clustering approach that aims to increase network lifetime by distributing energy consumption. This
technique periodically selects cluster heads according to a hybrid of the node residual energy and does not make
any assumptions about the presence of infrastructure. In [6], EEMC protocol is proposed which is an energy
efficient multi level clustering algorithm that aims to decrease energy consumption. This protocol has two main
phases: cluster set-up phase in which the multi-level clustering topology is formed and the data transmission
phase in which the nodes send their data to the sink node via this clustered topology. In [7], HCR protocol is
proposed in which nodes self-organize into clusters that are identified using heuristic based approach. In this
technique GA is used to generate energy efficient hierarchical clusters. In [8], HCR protocol is improved by
using GA to determine the number of clusters, the heads, the members and the transmission schedules. In [9],
GA is used for optimization energy usage and to form number of pre-determined clusters. [10] extends the
algorithm proposed in [9] by improving the GA fitness function.
2.2 Genetic Algorithm
Genetic Algorithm technique is one of the evolutionary algorithms that mimics the process of natural
evolution. Population, Fitness Function, Selection, Crossover and Mutation are the main steps of genetic
algorithms. Populations are set of solutions and include chromosomes that are composed of series of numbers.
Fitness function measures the quality and the performance of a solution. This step should include the most
important factors that affect the performance of the system. In Selection step, chromosomes with larger fitness
values are selected to be participated in reproduction step. In crossover step, new generation is developed by
passing information from one generation to next. Newly generated chromosomes include portion of information
from their parents. Lastly in mutation step, parts of the chromosomes are changed randomly and the aim of this
step is to avoid much similiarity in population [11].
3
Genetic Algorithm Based Energy Efficient Clustering for Wireless Sensor Networks
In this study, we used genetic algorithm technique to form energy efficient clustered sensor network. We
represent each of the population member in a binary format and each bit represents a node, called gene. While an
ordinary node is represented with the value of 0, a head node is represented with 1. Because of the efficient
energy usage, instead of making sink node to partion the network into clusters, we used a mobile agent that
moves to each sensor node and runs genetic algorithm according to the data it collected from the sensor nodes.
We define the iterations of the agent as forward and backward iteration. In forward iteration, agent collects data
from the sensor nodes and in the backward iteration agent forms the clusters. As the mobile agent enters the
network area and starts its forward iteration, it broadcasts an ADVERTISEMENT message in order to invite
322
nodes to send their node_id, location_info and the battery_status. When the ordinary and the head nodes receive
ADVERTISEMENT message, they send REPLY_ADVERT message including requested information to the
mobile agent. After moving to each node, agent runs the genetic algorithm and determines which of the ordinary
node should be belong to the which of the head nodes cluster. Following this, agent starts its backward iteration
to form clusters.
In order to achive this, it brodcasts an ALERT message to head nodes. When a head node receives ALERT
message, it sends REPLY message including its id number to the agent. Agent looks up its table and sends
INFORMATION message back to the head node including the ids of ordinary nodes belonging to its cluster. As
soon as the head node receives INFORMATION message, it sends CLUSTER message to the nodes whose ids are
included in the INFORMATION message. When the ordinary nodes receive CLUSTER message from the cluster
head, they become members of the cluster of that cluster head. In order to keep on cluster member ships, mobile
agent makes the forward and backward tours periodically.Battery alert, node depletions and deads trigger the
agent to run the genetic algorithm.
Initial chromosomes are generated randomly using random number generator. Population uses the gene
stucture in which the ordinary and head nodes are represented with the 0 and 1 binary values respectively.
Fitness function is determined in accordance with the parameters such as uniformity of the clusters, energy
consumption, cluster distance, direct distance to sink and cluster distance [13]. We used the fitness functions
proposed in [12] and [13].
To prevent cluster head overhead, nodes connected to each cluster head should be uniformly distributed. For
calculations of uniformity of the cluster, we used following equations [12]:
where n is the cluster head number, N is the number of cluster heads, pn is the number of nodes attached to this
cluster-head, and p is the average number of nodes per cluster in a system calculated as [12]:
= Total Sensor Nodes/Total Cluster Heads
Direct distance to the sink, which is sum of all distances from nodes to sink, is an another factor that affects the
fitness function. This distance is defined as follows [13]:
Where dis is a distance from node i to the sink node s [13].
Another factor that affects the fitness fuction is cluster distance which is the sum of the distances from the nodes
to the cluster head and the distance from the head to the sink, is calculated as follows [13]:
where k is the number of member nodes, dih is the distance from node ito the cluster head hand dhsis the distance
from the cluster head hto the sink node s [13].
323
In our algorithm, with the usage of mobile agent, we prevent very high number of message transmission from
cluster heads to sink node. Cluster heads only send their calculated data such as a vehicles calculated location to
the sink node instead of sending states of the nodes. By this way, we decrease the number of message
transmission and gain from energy consumption.
For a cluster with kmember nodes, energy consumption for transmitting the messages from member nodes to the
cluster head, for cluster head to receivemessages from the member nodes and for transfering the aggregated
message from the cluster to the sink are determined respectively as follows [13]:
Last factor that affects the fitness function is remaining energy that represents the total energy available in all the
sensor nodes of a cluster, is calculated for k member nodes as follows [13]:
Where energyi represents the remaining energy of nodei [13].
The fitness function of the chromosome can be defined as follows :
Fitness = f(CHF, DD, CD, TE, RE)
Chromosomes with the larger fitness value are selected to partipate in reproduction step in which new
chromosomes are generated from these selected chromosomes. For crossover step, we used multi-point crossover
technique in which the crossover points and locations are calculated with random number generator. An example
for reproduction of new chromosomes from two chromosomes having two random cross-over points is given
below:
Before Crossover:
Parent1:
1101000111010100
Parent2: 1 0 0 0 1 1 0 1 0 1 0 0 1 0 1 1
After Crossover:
Child1:
110111010100 0100
Child2:
1101110101000100
Following crossover step, newly reproduced chromosomes are transferred to the mutation step in which one part
of the chromosome is changed randomly according to the mutation probability.
324
4 Evaluation and Comparison

In this study we evaluated and compared our algorithm with one of the most popular algorithm, LEACH, which
uses the clustering and hierarchy concepts in order to achive efficient energy usage. In this protocol network area
is randomly partitioned into predetermined number of clusters based on the received signal strength. Nodes are
grouped into clusters and initial cluster heads are selected randomly. Based on the TDMA protocol, nodes send
their sensed data to the cluster head which is responsible of processing and sending the data to the base station.
Because of the higher energy consumption of the cluster head nodes, in order to load and balance the energy
dispersions of nodes, LEACH includes randomized rotation of the cluster-heads [14]. Advertisement, set-up and
steady-state are the main steps of the LEACH. In advertisement step, each node decides whether it should
become a cluster-head or not for the current round. The cluster-head elected for the current round broadcasts an
advertisement message to the ordinary nodes that will decide which of the cluster they should belong to for this
round. Ordinary nodes inform the cluster-head node that they will be a member of that cluster. Lastly in steadystate phase, with the TDMA schedule member nodes send their data to the cluster head node which processes the
collected data and sends the processed data to the base station. After all data from all nodes are transmitted to the
base station, a new round starts [14].
When we analyzed and compared LEACH with our algorithm, we concluded that, besides the energy
optimization, load balancing, scalability advantages of LEACH protocol, it has many disadvantages too.
Selection and failure of the cluster heads can cause problems. The assumption of all nodes ability to
communicate over a considerable distance is inapplicable. If a cluster head locates too far from the sink, message
transmission causes very high energy consumption. This protocol requires to know number of clusters and
requires all nodes become cluster head. Number of clusters is fixed and nodes mobility is not considered. When
a node moves because of any reason, node can lose communication with the other nodes. Lastly, this protocol
assumes that all nodes have the same energy source that nodes with little energy can also be determined as a
cluster head.
Our algorithm aims to overcome some of the disadvantages encountered in LEACH protocol with the usage of
mobile agent and the genetic algorithm. Agent computes the fitness of network configurations by running
genetic algorithm. By this way, high transfer distances, selection and failure of cluster head problems are
eliminated. Our algorithm does not require all nodes to become cluster head and number of clusters is not fixed
as in the LEACH protocol. Mobile agent calculates the number of clusters using genetic algorithm dynamically.
Also number of message transmission in our algorithm is less than the LEACH protocol which reduces the
energy consumption of the system and increases the lifetime of the network .
5 Conclusion and Future Work
In this study we propose a genetic algorithm based clustering technique for wireless sensor networks in order to
create energy efficient and optimal number of clusters with cluster heads. We described the details of our
algorithm and analyzed it with one of the best known clustering technique LEACH. We are continuing to
implement our algorithm and plan to present the simulation results of the algorithm in the future work.
References
1. Akyildiz, I. F., Su, W., Sankarasubramaniam, Y., Cayirci, E. (2002). Wireless sensor networks: A survey. Computer
Networks, vol. 38, no. 4, pp. 393-422.
2. Erciyes, K., Dagdeviren, O., Cokuslu, D., Ozsoyeller, D. (2007). A Survey of Graph Theoretic Clustering
Algorithms in Mobile Ad hoc Networks and Wireless Sensor Networks. Journal of Applied and Computational
Mathematics, pp. 162-180.
3. Heinzelman, W., Chandrakasan, A., Balakrishnan, H. (2000). Energy-Efficient Communication Protocol for
Wireless Microsensor Networks. HICSS 2000, vol. 2.
4. Younis, O., Fahmy, S. (2003). Distributed Clustering for Scalable, Long-Lived Sensor Networks, MOBICOM 03.
325

5. Younis, Y. O., Fahmy, S. (2004). HEED A Hybrid, Energy-Effcient Approach. IEEE Transactions on Mobile
Computing, INFOCOM, pp. 366- 379.
6. Jin, Y., Wang, L., Kim, Y., Yang, X. (2007). EEMC: an energy-effcient multi-level clustering algorithm for largescale wireless sensor Networks. Computer Networks.
7. Matin, A. W., Hussain, S. (2006). Intelligent hierarchical cluster-based routing. In Proceedings of the International
Workshop on Mobility and Scalability in Wireless Sensor Networks, pp. 165172.
8. Hussain, S.,Matin, A. V., Islam, O. (2007). Genetic Algorithm for Energy Efficient Clusters in Wireless Sensor
Networks.Information Technology, pp. 147 154
9. Jin, S., Zhou, M., Wu, A. S. (2003). Sensor network optimization using a genetic algorithm.In Proc. of.the 7th World
Multiconference on Systemics, Cybernetics and Informatics.
10. Ferentinos, K. P., Tsiligiridis, T. A., Arvanitis, K. G. (2005). Energy optimization of wireless sensor networks for
environmental measurements. In Proc.Of the International Conference on Computational Intelligence for
Measurement Systems and Applications.
11. Romoozi, M., Ebraimpour-komleh, H. (2010). A Positioning Method in Wireless Sensor Networks Using Genetic
Algorithms.International Journal of Digital Content Technology and its Applications, Vol. 4, No. 9
12. Khanna, R., Liu, H., Chen, H. (2006). Self Organization of Sensor Networks Using Genetic Algorithms.
Communications, pp. 3377-3382.
13. Shakshuki, E., Hussain,S., Matin, A. R., Matin, A. W. (2005). Routing Agent for Wireless Sensor Networks.
Technical Report
14. Deng, X. (2006). A study on the Solar-aware LEACH routing protocol for sensor Networks. Dissertation.
Biographies
Dr. Aysegul ALAYBEYOGLU was born in Manisa in 1983. She received the BSc. degree in Computer
Engineering. from the University of Sakarya in 2005 and a PhD degree in Computer Engineering from Ege
University in 2009. She currently works as an assitant professor in the Computer Engineering Department of
Celal Bayar University. Her research interests are broadly in parallel and distributed systems and computer
networks. More precisely, she works on distributed algorithms for middleware functions in wireless sensor
networks.
Email: aysegul.alaybeyoglu@bayar.edu.tr.
326
Using Binary Classifiers for Information Security

Risk Analysis: A Case Study
Mete Eminaaolu1, aban Eren2, Erdem Uar3
1
Yaar University, mete.eminagaoglu@yasar.edu.tr,

2
Yaar University, saban.eren@yasar.edu.tr,
3
Trakya University, erdemu@trakya.edu.tr
Abstract. In this study, a unique model is generated for implementing information security risk analysis by
the aid of machine learning algorithms and this model is applied to a case, where some real data collected
from a qualitative information security risk assessment survey in an organization. In the first part of the study,
a unique survey was carried out for some specific non-quantifiable risks in the organization that were directly
related with their major and critical business processes. The second part of this study is to implement a unique
machine learning risk classification model that deduces the risk level in a binary format with a proper data set
from the results obtained in this survey. In the final phase, several binary classifier algorithms and their
training and test performances are observed by learning curves, Kappa statistics, F-measures and ROC
curves.
Keywords: qualitative risk analysis, information security survey, machine learning, binary classifiers
1 Introduction
In todays business world and even in our daily life, proper and accurate assessment and management of the
information security risks has become a crucial issue. There are several models, methodologies and standards to
assess and analyze information security risks [1], [2], [3], [4], [5]. However, information security risks cannot
always be estimated reliably because each company or organization might be facing different risks or the same
risks with different levels due to divergent environments, cultures, processes and organizations [6]. Some
researches have been made which implement information security risk assessments using machine learning and
similar computational intelligence and reasoning models such as fuzzy logic and belief functions [7], [8], [9],
[10], [11]. Most of these studies either focus on multi-classifier machine learning models for quantitative risks or
technological aspects of information security such as intrusion detection systems, e-mail filter systems and so on
[12], [13]. However, some information security risks are non-quantifiable due to lack of sufficient statistical data
or due to the intangibility of some assets. In such situations, there is always a need for reliable and accurate
automated qualitative risk assessment models that can be used easily by senior management without depending
on the knowledge of information security experts. In addition, such new models must be implemented to
minimize the drawbacks of qualitative risk methodologies such as subjectivity, uncertainty and false predictions
[1], [2].
Machine learning is simply defined as a provider of the technical basis of data mining [14]. It is a new
technology for mining knowledge from data in a manner that the system is trained so that it can establish
327
improved and reliable performance in new situations with new data [14]. Data mining can be defined as the
extraction of useful information from large data sets. It is accepted as an intersection of statistics, machine
learning, data management and databases, pattern recognition, artificial intelligence [15]. Data mining is also
accepted as a stage of a larger process known as Knowledge Discovery in Databases (KDD). Knowledge
discovery is defined as a process for identification of new valid understandable and potentially useful patterns
from large data sets. Hence, machine learning is a discipline that is used in cooperation with data mining where
both disciplines have intersection points, even that some of the algorithms and models are commonly used for
both implementations such as BayesNet, decision trees, neural networks [14], [15], [16]. Successful
implementations and projects have been accomplished in the context of machine learning such as; optimizing
industrial systems, minimizing business risks, fraud detection, prediction and assessment of new investments,
etc. [16], [17], [18].
2 Case Study
In this study, a qualitative information security risk assessment model based on machine learning is implemented
for a governmental institution in Izmir, Turkey. First, an information security survey was conducted. Then, a
machine learning model was generated using the results obtained from the survey. The model was tested among
different selected binary classifier algorithms and the results were analyzed using some standard measures in
order to obtain their comparative performances. It should be noted that due to privacy and confidentiality
considerations of the governmental policies, the name of the organization is not mentioned in this paper.
2.1 Information Security Risk Survey
The information security surveys respondents were the data entry operators and their department manager in the
institution. We held several meetings with the department manager for the design of the survey. Regarding the
major business processes in the data entry department and the data entry personnel, some of the specific
information security risk issues of the organization were identified. During these meetings, the information
security issues that that cannot be quantified and the ones that were the most crucial were included in the
surveys scope. Hence, only some specific assets, vulnerabilities and threats were taken into consideration. For
instance, some of the specified assets were department personnel, data entry application, equipment for formal
endorsement, etc. Some of the threats covered in the survey: disease / illness, natural disasters, intruders inside
the organization (malevolent employee), logical damages to data, etc. Some of the vulnerabilities covered in the
survey were; lack of / insufficient business continuity plans, personnels tendency to hustle or to be careless,
personnels tendency to be disgruntled due to negative work conditions, insufficient job orientation training after
recruitment, and so on. In this manner, 6 assets, 10 threats and 9 vulnerabilities were included in the scope of the
study. Thus, for each of the six assets, each of the 10 threats might impose a possible risk exploiting each of the
nine possible vulnerabilities. Regarding the many-to-many relationship, this would make up (6 x 10 x 9) = 540
possible combinations which would imply 540 distinct risks. However, in real life situations, most of these
possible combinations and relations are neither relevant nor sensible and their probability is zero. These were
automatically discarded from the survey. Some of the other possible combinations were not also taken into scope
of the survey due to institutions managerial primary requirements and strategic decisions. Consequently, the
scope of the survey was limited to 30 distinct topics, or in other words, 30 possible combinations of assets,
threats and vulnerabilities.
The questionnaire forms were given to the survey respondents in printout form where they have to fill in 270
answers amongst 30 risks and 9 evaluation criteria. These questions were either to be answered on a (Yes / No)
or (1 / 2 / 3 / 4 / 5) or (0 / 1 / 2 / 3 / 4) qualitatively ranked scale basis. Some of these survey questions are
denoted in Table 1.
328
Table 1. Survey questions evaluated with the scale rank 1 to 5
Question
Scale Rank
- What is the probability of this risks occurrence?
- If this risk occurs, what is the total damage to

confidentiality?
- If this risk occurs, what is the total damage to integrity?

- If this risk occurs, what is the total damage to
availability?
- Considering all the existing security controls (if any) as

well, give an overall score for the criticality of this risk:
(very low:1, low:2, medium:3,

high: 4, very high: 5)
Employees in the data entry department including their supervisor were grouped in several sessions and they
all answered the survey by giving scores to these nine questions for each of the 30 risk relations and filled in the
answer forms in paper format. Sixty-four people attended the survey. After collecting the answer sheets, all of
the qualitative survey scores were entered into an MS Excel file specially designed for the questionnaire, which
also provides some crosschecks and necessary corrections.
2.2 Modeling and Implementation with Binary Classifiers
The qualitative scores obtained from the respondents were analyzed and the threshold value for overall risk was
decided to be 4. The overall risk scores evaluated as 1, 2 or 3 by the survey respondents were defined as
acceptable risks and are marked as Risk = No where all the other scores (4 or 5) are marked as Risk =
Yes. Thus, the basic model was to estimate whether an instance was risky or not. This method has made it
feasible for the binary classifiers in machine learning models where each instance coming from the data set is to
be identified in any one of the two possible classes [14]. After this classification, the results are re-organized as a
proper data set to be used as input for the machine learning classifiers. The whole data set was made of 12
attributes (9 survey questions plus asset, threat, vulnerability parameters and one resultant binary Risk class) and
1920 instances (64 x 30, where 64 survey respondents each with 30 distinct risk topics). In addition, all of the
attributes were set to non-numeric (nominal) type. In the research, all the experiments are carried out by using
Weka software (version 3.6.0). Four different built-in classifier algorithms within Weka are chosen and this data
set is used for observing the learning performances (error rates and some other recommended metrics) of each of
these classifiers with several data sample sets (train and test sets) using cross-validation methodology [14], [19],
[20]. The names and short definitions of the classifier algorithms are denoted in Table 2.
For each of the experiments among these four classifiers (BayesNet, J48, Nave Bayes Tree, VFI), there were
two phases. First phase was the training phase where the whole data set was used for training the classifier
model. In the second phase, the same data set was used as test set by the aid of cross-validation methodology
[14]. 10-folds stratified cross-validation was chosen as a best practice option [14]. This was a crucial point in this
study because no classifier algorithm can be evaluated reliably only by observing its performance values for
training [19]. Some classifier models algorithms might have the danger of over-fitting that could be overcome by
using test sets as well as train sets [14].
329
The primary success or accuracy criterion for any of the classifier algorithms was to achieve a maximum of
10% error rate from the test set. In other words, the sum of TP (True Positive) and TN (True Negative)
classifications should be at least 90% of the whole test set. This can be simply formulated as follows:
Let
kC
TP TN
TP TN FP FN
(1)
* 100
If kC 90% then accept as accurate

In the formula above, FP stands for False Positives and FN stands for False Negatives in the test set. This
implies that if a classifier algorithm distinguishes at least 90% of the risky (Risk = Yes) and non-risky (Risk =
No) instances from the test set correctly; then it is accepted as a reliable risk learner and classifier. This value
was also decided upon the information security risk assessment model in this study and the department
managers criteria.
As well as the error rates, all the four algorithms were also compared and their performances were evaluated
with respect to their Kappa Statistics, F-measures (weighted averages for Risk = Yes and Risk=No) and
ROC (Receiver Operating Characteristic) curve area (weighted averages of the plot area beyond TP / FP curves
for Risk = Yes and Risk=No) values. These metrics are also recommended for observing the performance of
a machine learning classifiers as well as error rates [14] [15]. The algorithms were also comparatively analyzed
for different test set sizes to observe whether the total size of 1920 instances in the study was sufficient or not.
Table 2. Classifier algorithms used in the study
Name
Type
BayesNet
Bayes network learning
J48
Decision tree (C4.5 decision tree learner;

implements C4.5 revision 8)
Nave Bayes Tree
Decision tree (builds a decision tree with

Nave Bayes classifiers at the leaves)
Classification by voting feature intervals
VFI (Voting Feature Intervals method)
2.3 Results
The results obtained for the binary classifier algorithms using the whole data set for train and test phases where
10-folds stratified cross-validation are denoted in Table 3. It can be seen that J48 algorithm was hardly sufficient
for the training phase (correct classification rate: 90.854%), it was not accurate after the test phase (correct
classification rate: 84.912%) which is due to over-fitting problem. The other three algorithms were not overfitting and their learning performances were observed to be sufficient enough for the 90% correct classification
benchmark criteria. When the results of test phases are compared, BayesNet classifier had slightly the most
accurate values regarding error rates, Kappa Statistics, F-measures and ROC areas.
330

Table 3. Comparative results of classifier algorithms for 1920 instances
Classifier
name /
Phase
Correctly Kappa
TP
TN
F-measure ROC Area
classified Statisti Rate
Rate (weighted (weighte
(Risk = (Risk = average)
d
instances
c
Yes)
No)
average)
BayesNet /
Train
94.221 %
0.8671
0.94
0.94
0.942
0.989
BayesNet /
Test
92.135 %
0.8341
0.915
0.93
0.921
0.976
J48 / Train
90.854%
0.798
0.913
0.878
0.901
0.951
J48 / Test
84.912 %
0.705
0.86
0.851
0.86
0.934
Nave Bayes
Tree / Train
95.624 %
0.907
0.963
0.946
0.956
0.987
Nave Bayes
Tree / Test
91.302 %
0.82
0.913
0.921
0.915
0.967
VFI / Train
92.105 %
0.8342
0.915
0.93
0.922
0.975
VFI / Test
91.108 %
0.8153
0.911
0.915
0.912
0.965
Some additional experiments were also done to observe whether these three classifiers (J48 was excluded due
to its non-accurate results) provide a feasible learning curve among different test set sizes. For each of the four
classifiers, random test data were generated with set sizes of 153, 238, 321, 494, 900, 1170, 1496, 1920 are used
and their correct classification rates and F-measure rates are analyzed. The results showed that all of the three
classifiers seemed to reach their maximum limits of their learning capacities when the test set size was increased
up to 1920 instances. Some of these results are denoted within their learning curve progression in figures Figure
1 and Figure 2.
Correctly Classified
Instances
100%
90%
80%
70%
60%
50%
40%
30%
20%
10%
0%
0
200
400
600
800
1000
1200
1400
1600
1800
2000
Number of Test Instances
Fig. 1. Learning performance of BayesNet within specified test set sizes
331
Correctly Classified
Instances
100%
90%
80%
70%
60%
50%
40%
30%
20%
10%
0%
0
200
400
600
800
1000
1200
1400
1600
1800
2000
Number of Test Instances
Fig. 2. Learning performance of Nave Bayes Tree within specified test set sizes
3 Conclusion
In this study, a qualitative information security risk assessment model was developed by the aid of machine
learning classifier algorithms. Since the risk deduction is based on two parameters (risky and non-risky), binary
classifier algorithms were shown to be a suitable model. Similar models and promising implementations can also
be derived for other companies. In addition, based on this model, new models can be generated for other
information security domains if risks are to be predicted by qualitative assessments. It was also observed that the
data set size and sample test data sizes were sufficient for the model that enabled us to observe over-fitting issues
and to deduce whether learning curve has reached to its maximum level.
Another important aspect in this study is the parameter selection and usage within the classifier algorithms.
Some of the parameters might be changed and additional results could be observed within the same data set. By
this way, enhanced performance values for the learning capabilities of these algorithms might be obtained.
Similarly, additional experiments could be made using some other suitable classifier algorithms.
It should also be mentioned that a subjectivity problem could exist in this study (and similar studies as well)
due to the values / scores provided by employees in qualitative risk assessments and relevant surveys. This
problem might be mitigated by means of additional new mechanisms and methods in the risk assessment
process.
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based on MFDSM. In Proceedings of the Fifth International Conference on Machine Learning and
Cybernetics. Dalian, China, 13-16 August. IEEE pub.
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under Dempster-Shafer Theory of belief functions. Journal of Management Information Systems 22(4):
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Biographies
Mete Eminaaolu Mete Eminaaolu graduated from the department of computer engineering, Ege
University, Turkey in 1996. He received his M.Sc. degree in 1999 at the department of computer engineering,
Izmir Institute of Technology, Turkey. Mete Eminaaolu continues his PhD education at the department of
computer engineering, Trakya University in Turkey.
He has worked in private sector for fourteen years as manager, auditor and consultant in several areas of
information security and IT governance. He currently works as lecturer at department of computer programming
in Yaar University, Turkey. His main research areas are information security risk assessment, machine learning,
data mining, information security management and cryptology in which he has several international publications.
Mr. Eminaaolu has some international certifications such as CISSP (Certified Information Systems Security
Professional) and CISA (Certified Information Systems Auditor).
Prof. Dr. aban Eren aban Eren graduated from the department of statistics, Bradford University, UK in
1970. He received his M.Sc. degree at the department of statistics, Aston University, UK in 1971 and another
M.Sc. degree at the department of computer science, Bradford University, UK in 1973. aban Eren also received
MS degree in business administration at Hacettepe University, Turkey in 1977. He got his PhD degree in
computer engineering at Ege University, Turkey in 1979.
He is the Dean of Faculty of Science and Letters at Yaar University, Turkey. His current research areas
include IT security, statistics and software reliability. He has authored some national and international articles
and published several books in different areas such as statistics, linear algebra, differential equations, general
mathematics, office applications and computer programming.
Assistant Prof. Dr. Erdem Uar Erdem Uar graduated from department of physics, Trakya University,
Turkey in 1990. Dr. Erdem Uar received his M.Sc. degree in 1994 and his PhD degree in 1996 at the
department of computer engineering, Trakya University.
He currently works as Assistant Professor in the department of computer engineering, Trakya University. He
is also the manager of Trakya University computer center. His main research areas are machine learning,
information security management, medical informatics and mobile applications and he has authored some
national and international publications in these areas.
333
Test Based Software Development and a

Sample Application
Emin BORANDA1, Fatih YCALAR2, aban EREN3
T.C. Maltepe University, Department of Informatics, Istanbul, Turkey

T.C. Maltepe University, Department of Computer Engineering, Istanbul, Turkey
3
Yasar University, Department of Statistics, Izmir, Turkey
1
eminb@maltepe.edu.tr, 2fatihy@maltepe.edu.tr, 3saban.eren@yasar.edu.tr
Abstract The basic goal of software projects is completely to meet the requirements of the software that will be developed
and the biggest difficulty while achieving this goal is the errors which occur during and after the development of software.
One of the most important reasons for the errors is that the analysis and the design processes are not performed in the way
that is anticipated. One other problem is that software products are not tested enough. Especially in small and medium-sized
software vendors projects, software testing is ignored. For these reasons, software delivered to customers causes financial
losses and the waste of resources. In this study a hybrid test tool was developed to reduce errors in software projects, and the
application of this hybrid test tool to a sample project developed in accordance with Extreme Programming methodology is
explained.
Keywords: Software testing, agile methods, extreme programming
1 Introduction
Software products have become fundamental and permanent components of many systems with the spread of
technological improvements. This situation has brought plenty of good results as well as some problems. The
reasons for these problems are the developed software products that dont meet the customers requirements,
generating errors or exceeding the budget.
The most important of these reasons are errors occurring in software systems. 59.5 billion dollars were wasted
in the USA because software test quality is low according to a study conducted between 2000 and 2005. The
thought-provoking issue is that 22.5 billion USD out of the 59.5 billion USD could be saved by using
fundamental software test techniques [1]. Software testing is the process of assessment and examination of the
features related to the software project, and this process should be carried out diligently. Test activities should be
determined and a test plan should be formed for the test process.
In the second part of the study the concepts of agile software development and Extreme Programming, and in the
third part test based software development are explained. And finally the last part offers conclusion and
suggestions.
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2 Agile Methods
Agile methods in software development have become more important in recent years. Customer requirements
can change continually during application development. As a result 40-90% of the project budget is spent on
software maintenance [2]. The changes which occur during the project development cause overruns in time and
budget. Unlike classical software development methods, agile methods ensure implementation of changes to the
project in a shorter time with the practices and life cycle they used. The fundamental principles, notions and
knowledge related to agile methods are published in the Agile Software Development Manifesto. In this
manifesto differences between the classical and the agile methods are emphasized.
Numerousagile methods have been developed since the 1990s. Extreme Programming and Scrum are the best
known and most commonly used agile methods [5]. Other methods includeCrystal Methods [6], Lean Software
Development [7], Feature Driven Development (FDD) [8], Adaptive Software Development [9] andthe Dynamic
System Development Method (DSDM) [10]. Important successes have been achieved in software projects
developed by universities, public offices, small and medium sized businesses using these methods [11, 12, 13,
14].
2.1 Extreme Programming
Extreme Programming (XP) is a software development methodology that meets the customer requirements
and aims to refine the quality of software products. XP was developed by Kent Beck in 1999 and uses some
practices and applications in order to increase software development quality and software production efficiency.
XP is based on 4 distinct values. These are communication, courage, simplicity and feedback. XP is an agile
software development methodology that gives importance to in-group communication [4, 15]. Project
development is done within the project lifecycle with XP. Project lifecycle is dependent on some procedures. To
provide improvement and flexibility in software, XP envisages 12 different procedures. These are: 40-hour work
per week, planning game, customer involvement, testing, simple design, pair programming, continuous
integration, small releases, refactoring, collective ownership, metaphor and coding standards.
3 Test-Based Software Development
In this section a project management tool developed using XP methodology in order to reduce errors in
software projects is explained.
Furthermore, the test-driven software development method and hybrid test software are also explained. And
this method and the corresponding test tool are applied to a sample project developed using XP rules. Errors
occurring in the course of the project and information about the development of the project are discussed.
3.1 Test-Driven Software Development
In this section, there will be a discussion of the ways in which software testing, which is generally overlooked by
small and medium-sized organizations, should be carried out at all stages of the software life cycle.Software
testing which is mostly postponed until the coding or after coding phase, can be applied to the analysis, design
and implementation phases in accordance with XP by using test-driven software development method.
The Phases of the test-driven software development method are:
Analysis Phase:Black-box unit testing is used in the analysis phase of projects. How the requirements
in the specification are met is determined and reduction of error costs is attempted by using this test
technique. The boundaries and constraints of the software that is going to be developed are determined,
and furthermore, how the technological infrastructure is going to be constructed is also determined.
Cooperation between the project team and the customer is provided by using XPs planning game
practice.The information obtained from customer cards is transferred to the hybrid, test based
application, and a calculation of person/hours is performed analysis of the information obtained.
335
Design Phase: In this phase, information on the customer cards that are generated as a result of the
planning game is examined in detail. Database structure, main and sub processes are defined.
Information gathered from this definition is transferred to the technical cards section taking place in the
hybrid test based application, and the project deadline is revised in accordance with the information that
is entered into the application.
Coding Phase:The White-box unit test technique is used in this phase. Basic test code is written in the
first place and then functional code is written in accordance with XPs testing practice. When the test is
successful a new test is written and applied to the functional code, and the functional code is rearranged
to succeed the new test code. This iteration continues until all the tests determinedby the developer are
successful. These steps are repeated until the tests specified by the software programmer are successful.
The major advantage of writing test code is that a test application is prepared along with the
development of software project.
Test Phase:This phase contains the confirmation and the acceptance tests that should be performed in
the project.After the acceptance test is completed the maintenance phase begins.
Maintenance Phase:After this phase new requests which are submitted by the customer are considered
and tested for the analysis, design, coding and test phases again.
3.2 The Hybrid Test Software

Application software is implemented in accordance with XP and the test-driven software development method
used. The basic goal of the test application, which has a modular structure, is to successfully implement
requirements and tests of other applications (software) developed. Furthermore, this test software is developed to
ensure that the test-driven software development method is used actively in projects. The main modules of the
test application listed are listed below:
System Entrance Module: This module enables users to enter the system and to be directed to the
related window with their authorization.
Project Management Module:User profiles and parameters can be defined in this module. Furthermore,
basic definitions related to the application can be entered. This module can be accessed only by users
who have administrator privileges. The basic definitions related to the projects that are to be developed
are formed here. After the project selection related test windows can be listed.
Customer Cards Management Module: In the customer cards management module, which records the
information which comes from the customer, requirements and requests related to a project can be
monitored.
Technical Cards Management Module: This module allows the transferring of technical cards to the
program. Developers can monitor their workload using this module. Information about tests performed
also can be accessed by means of this module.
Reporting Module: This module represents the information related to the customer cards and the
technical cards.
3.3 Sample Project Developed

Name of the Software: Optical Reader Evaluation System
Goal: Developing optical reader evaluation software for multiple choice examinations.
Project Development Process: Phases of the project development process are listed below:
1.
Project Planning:After determining the boundaries of the software to be developed, the functional
requirements that are going to be in the system should be decided. In this phase the number of questions
and the weights associated with the multiple choice questions are determined, and a form design
appropriate for the optic reader was prepared. The connection ports, data types and database schema of
336
the optical reader were defined at the same time. A project boundary determination study was
performed according to the XPs planning game practice. Furthermore, an attempt was made to
determine requirements. These requirements were examined by the team leader and transferred to the
customer cards and the technical cards.
2.
Determining Main and Sub Processes:Eight main processes and 24 sub- processes related to the main
processes were defined for the optic reader evaluation software. The relations between the main and the
sub processes and their generation times were defined, and this information was transferred to the
hybrid test tool.
3.
Coding:In this process, the software development study was begun in compliance with the coding
standards of the university. The requirements of the technical cards that were ascertained by considering
the customer cards were converted to program codes by the developers. XPs simple design practice
was used in the software project. Thus, the goal was to understand, manage, and change the project in a
short time and develop simple software. Based on the customers changeable requirements importance
was given to simple design and feedback as much as possible in the team. Besides, code development
was done by using the test-driven software development method in all phases of the project. During the
coding process, system changes and new components were integrated into the system rapidly, so
detection of errors that could occur in early phases was ensured. New versions were released every
three weeks using continuous integration practice of XP.
4.
Testing:Testing of the software developed was handled separately in each phase beginning from the
analysis phase. Testing was performed in three phases: In the first phase of the project black-box unit
testing was used. In the second phase, the codes developed by the developers and the team leader in
accordance with XPs collective ownership practice were subjected to the white-box unit testing.
Besides, the customer tested the software according to XPs on-site customer practice. Errors were
fixed and new versions were prepared by the team according to the feedback from the customer. The
last phase of the test was the confirmation and acceptance tests. Acceptance tests were performed by the
customer by using real data. With the approval of the customer, the delivery process was completed.
The hybrid test software was used to follow up the operations performed in the test phase. The
Walkthrough method was used in addition to the test methods mentioned above. Thus, it was ensured
that the errors that were missed by the developer of the code were detected and fixed by other
developers.
4 Conclusions
In the last 20 years various models have been developed in order to evaluate software systems and processes,
provide quality certification in software, refine processes and ascertain the capabilities of software products. No
matter how many capabilities and features different models have acquired, software errors have remained a
significant problem.
The findings obtained as a result of this study are listed below:
Software projects can be managed efficiently by using the test-driven software development method
and the hybrid test tool.
The proposed test-driven software development method can be applied to different small and mediumsized software projects.
By means of the hybrid test tool developed, the levels and current error status of the projects can be
monitored.
337
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Biographies
Emin Boranda He is a Lecturer in the Department of Informatics at Maltepe University, Istanbul, Turkey.
He received B.Sc. and M.Sc. degrees in Computer Engineering from Maltepe University in 2003 and 2006,
respectively. He is a PhD student in the Department of Computer Engineering at Trakya University since 2007.
His research interests are in the area of software engineering and software quality.
Fatih Yucalar He is a Lecturer in the Department of Computer Engineering at Maltepe University, Istanbul,
Turkey. He received B.Sc. and M.Sc. degrees in Computer Engineering from Maltepe University in 2002 and
2006, respectively. He is a PhD student in the Department of Computer Engineering at Trakya University since
2006. His research interests are in the area of software engineering and software quality.
aban Eren Professor aban Eren is the Dean of Faculty of Science and Letters of Yaar University, Izmir,
Turkey. He worked in the Computer Engineering Department of Ege University, Izmir, Turkey as a lecturer and
he also served as the chairman of the same department for many years. His current research interests include IT
security, statistics and software reliability. He has authored some national and international publications in the
field of programming, office automation and statistics.
338
A Lightweight Wireless Protocol Based on

IEEE802.11 for a Robot Car
Bora Tamer Ylmaz1, Haluk Gmkaya2, Onur Toker3
Department of Computer Engineering, Hali University, Bomonti-ili, Istanbul, Turkey

2
Department of Computer Engineering, Gediz University, Menemen, Izmir, Turkey
3
Department of Electrical and Electronics Engineering, Fatih University,
34500 Buyukcekmece, Istanbul, Turkey
1
btyilmaz@halkyatirim.com.tr, 2haluk.gumuskaya@gediz.edu.tr, 3onur@fatih.edu.tr
Abstract. This paper presents a novel lightweight and flexible wireless protocol based on IEEE 802.11
standard above MAC layer for motion planning to operate a telerobotics system in four directions. The
protocol was tested on a robot car. A complete wireless robot car system by using the proposed custom
wireless protocol is illustrated, performance tests and communication delay measurements are done.
Advantages of the proposed custom wireless protocol are experimentally proven.
Keywords: telerobotics, wireless communication protocol
1 Introduction
In our modern world of fast communications, applications and devices operating on Wi-Fi technology play an
important role in our daily lives. Wi-Fi operates on unlicensed frequency range of 2.4 GHz allowing free access
to the wireless medium and making it a popular choice for public networking applications. With increasing
number of Wi-Fi users, wireless networks and the medium becomes increasingly crowded affecting the speed
and consistency of network traffic. It is therefore significantly important to develop protocols of data exchange
among devices that are lightweight and flexible to accomplish the necessary task get done. An embedded system
programmed with lightweight software enabling all common networking protocols i.e. UDP, TCP/IP, ARP,
ICMP, etc. operating on 802.11 Wi-Fi standard can constitute an attractive platform for development of different
practical applications.
Motion planning is one of the main areas of concern for developing robotics applications since all robotic
mechanisms need to move physically to accomplish its objectives [1]. This paper presents a novel lightweight
andflexible wireless protocol based on IEEE 802.11 standard above MAC layer for motion planning to operate a
telerobotic system in 4 directions. The protocol was tested on a robot car.
339
2 Related Work
Teleoperation and teleoperated system design received substantial research attention as it can be applied to
many areas [2 - 5]. Systems operated remotely depend mostly on communication protocols and their associated
communication delays because they are considered to be the key factors determining the performance of
teleoperated systems. Research focusing on teleoperation with both wired and wireless communication protocols
can be found in the literature.
In telerobotics, wireless communication gained significant popularity due to its convenience in real
applications. Several wireless communication standards can be implemented for both embedded systems and PC
based systems. In the literature, several researchers preferred to work with a single board computer (SBC)
running an operating system and equipped with an IEEE 802.11b/g wireless network interface card (NIC). In
terms of user friendliness and practical development environment this kind of setup can be the preferred choice
for many researchers. For example, in [6], implementing TCP/IP protocol for wireless communication, a Wi-Fi
based controlled robot arm is designed on PCM-3375 SBC, which runs on embedded Windows operating system
and a IEEE 802.11b NIC. Representing a similar set-up, another wireless setting based on a SBC and IEEE
802.11g with Real Time Streaming Protocol (RTSP) can be found in [7]. In [8], a mobile robot which is
controlled by a PC104 SBC with embedded Windows is presented. There are several other PC based teleorobotics systems with Windows or Linux, and using standard data communication protocols such as TCP/IP and
UDP [9-10].
In data communications, throughput plays the main role which is defined as the average data transfer rate.
However, in telerobotics the focus is on communication delays. In control systems, it is a well known fact that
sensor/measurement and actuator delays can cause the closed loop system to become unstable. In [11] and [12],
effects of communication delays on stability and performance of a teleoperated system is discussed in detail.
TCP/IP and UDP protocols are optimized for throughput and not designed for real-time telerobotics systems.
A teleoperation system requires extremely low communication delays and the data rates are much smaller.
Nevertheless, TCP/IP and UDP protocols are used in [6] and [10]. On the other hand, certain custom protocols
are also reported in the literature. Ulas at al evaluated alternatives of 802.11 based communications protocols for
embedded systems comparing their speed against PCs where the embedded systems do not operate on system
with overhead and PCs are working on an operating system like Microsoft Windows or Linux variants [13].
3 The Application Environment and Prototype Design

Telerobotics applications consist of a master and a slave arm. The master arm transmits the commands to the
slave arm whereas the slave arm simply executes the commands. The communication between the master and
slave arm requires a medium for the information exchange between components and a protocol. The medium can
vary from a range of possibilities including copper wire to atmosphere depending on the nature of the
communications link to be wired or wireless. In our case we developed a wireless protocol based on the IEEE
802.11 standard. The system was built using the AirDrop-P embedded system.
3.1 AirDrop-P Embedded System
The AirDrop-P embedded system as shown in Fig. 1 placed on the core of the application environment plays a
crucial role with its Microchip PIC18LF6722 microcontroller board with 802.11b controller. It is placed in the
slave-arm and receives signals from the master-arm and converts them into electrical signals to drive the wheels
of the model car. The AirDrop-P produced by EDTP Electornics can be purchased for under $100 and ships with
an open source code TCP/IP stack compiled in C to drive the network interface card (NIC) in either 802.3
Ethernet or 802.11 WiFi mode. Additionally a free copy of [14] is given with the package as a thorough tutorial
covering the hardware and software in detail.
340
Fig. 1. Airdrop-P embedded system
The flashcard placed on the edge of the board and connected to the PIC microcontroller serves as a NIC. The low
level communication with the 802.11b controller card is performed with the NIC drivers which form the first
part of the Airdrop-P system software. The second part of the system software is based on a minimal TCP/IP
stack. This part is mainly based on cooperative multitasking, and does not require a multitasking operating
system environment. It is the software designers responsibility to make sure that all tasks are performed and all
timing requirements are met. This makes software development more difficult, but because of the elimination of
the operating system overhead, system response times may be further optimized.
A similar approach was pursued in this study for development of custom delay sensitive wireless protocol on the
Airdrop-P system for an embedded telerobotics system. The protocol was lightweight, optimized for telerobotics
applications only, and implemented by using the cooperative multitasking approach.
3.2 Robot Car Equipped with an AirDrop-P Card as Slave Arm
The wireless protocol was tested on a robot car equipped with an AirDrop-P card as a slave arm as show in Fig
2 and a standard PC as a master arm. The commands were transmitted from the PC to the robot car for its
operation. Easy configuration options and 802.11b standard reaching up to 11Mbits per second create a flexible
system environment. The model robot car possesses two servo motors on the front and back.
Fig. 2. The wireless robot car equipped with an AirDrop-P Card Slave arm
The PC operating system directly interacts with the NIC sending signals and commands to the slave arm via
the wireless medium. On the slave-arm side the microcontroller receiving the signals by the NIC parses and
transmits them electronically to the mechanical parts of the automobile physically generating necessary motion
to move.
The software on the master arm side (PC) is using the C# programming language. It is an event driven
application. When a key is pressed down on the PC side, the event triggers and a related event matrix is build,
packed trough a socket application and transmitted to the operating system. As long as the key is kept pressed,
no other events trigger. Once the key is released, a key-up event steps in sending stop command to the slave arm.
A global flag is activated when a directional command is pressed. Since it is useless to transmit only directional
commands, when directional commands are transmitted based on the status of the flag.
4 The Wireless Protocol for a Robot Car

Motion planning requires the definition of motion by analyzing the range of motion in which the particular
object can move. When a regular object in motion is observed the range of probabilities of the object moving in a
specified direction can be explained by a 3 dimensional space. However the topic of this study is related to a
model car or a similar moving mechanism which moves in two dimensions. Lacking the option of a third
dimension unlike an airplane or other flying objects, cars move on a planar surface. Using basic coordinate
system the range of motion probabilities of an automobile can be explained by ordinary X and Y axis as shown
in Fig. 3.
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Fig. 3. Directional alternatives of a car shown on coordinate system
To graphically illustrate the motion Y Axis can be assigned for motions forward and backward while X Axis
can be assigned for motions to the sides, i.e. Left and Right. This would lead us to the fact that at any given point
in time the car needs to be assigned 4 values represented on a 2x2 matrix as given in (1). The first column
represents related axis whereas the second column represents the specific direction on the axis. A typical real
world sample of the motion axis is shown in (2).
[
(1)
(2)
A more complicated model could include a third column for the impact of the specific command based either
on duration or length. Duration would reflect the time related aspect whereas length would reflect special. Such
a model would be assigned lets say a third variable stating arbitrarily 5 seconds. The real world application
would be keep moving forward for 5 seconds.
[
] (3)
Velocity is a variable to be included in the model by definition since every motion requires some degree of
velocity. Motion can be defined as a change of position of a physical matter in space. The velocity can be
defined as in (4):
D=Vxt
(4)
whereD is change of position, V is velocity, and t is time.
4.1 Mechanics of the Protocol

The proposed protocol consists of two different parts working independently on slave and master arms. The
master arm is responsible for converting user input to Wi-Fi signals, and the slave arm is responsible for
converting these signals into motion.
The 2x2 matrix can be scaled down to a 1x2 matrix as shown in (5) for quicker wireless packet structure:
[ Axis / Velocity Information
Parsing Axis Information]
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(5)
Each member of the matrix represents 8 bits of data. Therefore all members of the matrix are declared as a
character (char) in the programming software.For cases related only to velocity there is no need to transmit
information for axis resulting in the use of a 1x1 matrix as shown in Table 2.
Table 2. The first member (1x1) of the matrix can be assigned one of the 3 following values
Value
0
1
2
Option
Velocity to brake the car
Instructions related to Y axis
Instructions related to X axis
Table 2. The second member (1x2) of the matrix can be assigned one of the following values.
Y Axis (1x1 = 1)
Value
Option
f
Forward instruction on Y axis
r
Backward instruction Y axis
-
Value
l
r
0
X Axis (1x1 = 2)
Option
Left direction on X axis
Right direction on X axis
Stop motion on X axis
The computer keyboard is chosen to be the input device.The letter commands as shown in Table 3 are
assigned to 5 different keys on the keyboard.The slave arm receives the commands from the medium via the
NIC. The microcontroller then parses the signals obtained from the NIC and sendscommands to the responding
pins of the robot car for movement.
Table 3. Upon key press event the matrices to be build
Key
W
S
A
D
F
Option
Forward
Backward
Left
Right
Stop / Brake
Axis Info
Y axis
Y axis
X axis
X axis
Velocity info
Matrix
[1, f]
[1, r]
[2, l]
[2, r]
[0]
Table 4. The probabilities and states are as follows for key up events
Y Axis Keys
(if a f. or b. motion key is released)
X Axis Keys
(if a sideways directional key is released)
[0]
[2,0]
While the car is in a forward or backward directional motion and the corresponding key (W for forward, S for
backward) is released, a key up event is triggered. Such a state would require the transmission of only the stop
command which is represented by a 0 as shown in Table 4. Accordingly a 1 by 1 matrix, a command is created
and transmitted to the slave arm. If a sideways directional key is released (A for left, D for right) this would
require the transmission of more information, since the car would be travelling in either forward or backward
direction before the sideways directional key was pressed down. This time first column of the 2 by 1 matrix
would inform the slave arm that the corresponding piece of data is regarding a sideways motion. Then the second
column of the matrix will be a 0 again as it was the case for forward or backward motion to stop the slave arm
from cutting electrical connection from corresponding pins of the microcontroller.
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5 Performance of the Wireless Robot Car

In order to measure the reaction time of the robot car we have placed both nodes remotely with a man in the
middle test computer to capture wireless traffic exchanged between both nodes. Actually the traffic is supposed
to be one way with the signal carrying commands from the computer to the AirDrop card attached to the model
robot car. We have modified the software on the AirDrop card to respond to the incoming packet by transmitting
an empty UDP packet into the medium in order to get a measurement value. The test computer is equipped with
a regular wireless NIC in monitor mode to listen to the packets in the air. The test computer uses the
Wireshark program which is a well known and widely used network packet analyzer tool.
The test setting chosen was a residential neighbourhood crowded with a significant amount of wireless activity
created by home Internet users. In terms of atmospheric exposure measurements were conducted at regular room
temperature. No barriers that could affect the transmission were placed in between the nodes as well as all
electrical equipment in the room were shut down to prevent any noise or other undesired intervention to the
traffic between the nodes. To make it a little harder on the protocol prime time was chosen to face the most
wireless traffic possible in residential areas.
We have sent 50 independent packets from the computer to the AirDrop card with Wireshark intercepting all
packets and measuring the response time. There was no loss in packets at the receiving end. It is possible to mark
packets with a specific time reference in Wireshark module to obtain a precise measurement of time differential
between any packet in reference to the marked one. Table 4 shows the time measurements of the protocol against
the ping utility.
Table 4. Time measurement statistics vis--vis Ping Utility.
Time (ms)
Ping (ms)
Min
8.435
8.345
Median
9.3065
Max
10.239
190.092
Average
9.26879
13.007
Statistics
6 Conclusion
In this paper we have presented a wireless protocol for telerobotics systems on top of 802.11 standard and
physically put it on test with a real world model robot car.A complete system by using the proposed custom
wireless protocol is illustrated; performance tests and communication delay measurements are done. Advantages
of the proposed custom wireless protocol are experimentally proven.
At this stage of our research the outcomes are positive and encouraging to develop the protocol further in more
complex ways. At further stages the protocol can be put in test in terms of delay sensitivity versus other media
and also Artificial Intelligence or Neural Network models can be worked around it to bring it to industrial level.
Acknowledgements
This work is supported by TUBITAK under the research grant EEEAG-108E091.
344
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Delays. Electrotechnical Conference, p. 356-361. Ajaccio.
Zhang, Lei, et. al (2010). A Networked Teleoperation System for Mobile Robot with Wireless Serial
Communication. IEEE International Conference on Robotics and Biomimetics, p. 2227 2231. Guilin,
China.
Pohjola, M., Nethi, S., Jantti, R (2008). Wireless Control of Mobile Robot Squad with Link Failure.
International Symposium on Modeling and Optimization in Mobile. Ad Hoc, and Wireless Networks
and Workshops, p. 648 - 656, Berlin.
Ula, C., Efendiolu, S., Toker, O., Gmkaya, H (2010). Delay Sensitive Protocols for Telerobotic
Applications. Journal of Networking Technology, 1:3, p 118-125.
Eady, F (2005)., Implementing 802.11 with Microcontrollers:Wireless Networking for Embedded
Systems Designers. Newnes.
Biographies
Bora Tamer Ylmaz He received a B.B.A. degree in management from University of North Alabama,
Florence, AL, USA, in 2004. He is currently pursuing a M.S. degree in Management Information Systems at
Halic University, Istanbul, Turkey.
He has been working as an investment banker since 2007 professionally. As an M&A Analyst with
UniCredit, Tamer has actively participated in international project groups advising large scale multinational
corporations on privatizations and cross-border acquisitions. His specific sectors were Energy, TMT
(Technology, Media, & Telecoms), and Financial Institutions. Currently he is working as a Research Analyst
with Halk Yatirim tracking financial markets with a specific focus on real estate and IT sectors.
Haluk Gmkaya He received a B.S. degree in electrical and electronics engineering from Middle East
Technical University, Ankara, Turkey, in 1986, a M.S. degree in electrical and computer engineering from
University of Wisconsin-Madison, USA, in 1989, and a Ph. D. degree in computer engineering from stanbul
Technical University, stanbul, Turkey in 1995.
He worked as an Instructor in the Department of Electronics Engineering at Uluda University, Bursa,
between 1990 and 1997. He worked 5 years as a Chief Researcher at the Scientific and Technical Research
345
Council of Turkey-National Research Institute of Electronics and Cryptology (TBTAKUEKAE) between

1997 and 2002. He worked in the Departments of Computer Engineering at Fatih University, stanbul between
2002 and 2008, and Hali University, stanbul between 2008 and 2010. In 2010 he joined the Department of
Computer Engineering at Gediz University, Izmir, where he is a full Professor at present. His research interests
include software engineering, mobile and wireless networking, and distributed systems.
Onur Toker Onur Toker received B.S. degrees in EE, Math, and Physics from Bogazici University in 1990,
and M.S. and Ph.D. degrees in EE from Ohio State in 1992 and 1995 respectively. He also received an M.S.
degree in Math from Ohio State in 1994. He worked as a postdoctoral researcher at TU Eindhoven, The
Netherlands, and University of California, Riverside. In 1997, he joined to CCSE faculty at KFUPM. Since
2004, he is with Fatih University, Department of Electrical and Electronics Engineering. His research interests
include control systems, telerobotics, and embedded systems.
346
Effort Estimation Using Use-Case Points Method

for Object-Oriented SoftwareProjects
Fatih Yucalar1, Emin Borandag2, Fuat Ince3
Maltepe University, Department of Computer Engineering, Istanbul, Turkey

2
Maltepe University, Department of Informatics, Istanbul, Turkey
3
Luna Technology, Istanbul, Turkey
1
fatihy@maltepe.edu.tr, 2eminb@maltepe.edu.tr, 3fuat@lunateknoloji.com
Abstract.The main objectives of a successful software project are developing it to meet the expectations of
the customer's needs, completing it within a planned time and within the planned budget. Unfortunately, it is
impossible to fulfill all of these three objectives in most cases. To ensure the success criteria, software
estimation and measurement methodologies have been incorporated into software projects, making software
size and effort estimation, key aspects of successful project management. There are plenty of size and effort
estimation methods existing in the software industry. Use-Case Points (UCP) method is one of them, which is
based on use-case diagrams. It was developed by Gustav Karner in 1993. In this paper, first the UCP method
is described, and then its application to two software development projects is presented. The results are
analyzed and discussed. Based on the analysis of the straight forward UCP method, modifications are
proposed to improve the method. When the effort is estimated again by using our improved method, almost
identical values are obtained as compared to the actual effort.
Keywords: software effort estimation, size estimation, use-case points.
1 Introduction
It is necessary to estimate the effort needed to determine the cost and the time of a software project before it
is completed. Software effort estimation is one of key elements of project management. Project size should be
estimated to determine the effort. Unfortunately, project managers are not very successful at predicting the
related effort. It is hard to estimate the effort in the beginning of the development phase since detailed
information about the system is not available yet.
There are many of methods to estimate project size and effort. The most common and known ones are
Function Point Analysis [1], MKII Function Point Analysis[2], and COSMIC Full Function Point [3]. But these
approaches have some serious limitations. Counting function points requires experts. Besides these methods
there is Use-Case Points [4] method.
Use-Case Points method is an extension of Function Point Analysis and MKII Function Point Analysis
methods and is based on the same philosophy as these methods. The Use-Case Points (UCP) method can be
347
used to estimate software development effort based on a use-case model and two sets of adjustment factors
related to the environmental and technical complexity of a project [5].
The most widely used concept for modeling and designing of software products is UML (Unified Modeling
Language). UML helps to present different aspects of system through various diagrams [6]. Thus, it is aimed at
imposing a well-constructed architecture on the system. Size and complexity of software systems can be
measured by the use of UML diagrams [7]. Organizations which develop object-oriented software can apply
use-case approach to determine the size of software. A use-case model is an interaction between the software
product itself and the users of that software product [6]. In object-oriented software production, use-cases
describe functional requirements. Use-cases are often used as input for estimating software development effort
[8]. The use-case model may therefore be used to predict the size of the future software system at an early
development stage.
UCP method is explained in some detail in the second part of the paper. In the third part, a case study is
presented wherea UCPmethod is applied to two software project developed.The forth part contains enhancement
suggestions to the UCP method and applications of those suggestions to the same projects. In the last part, the
results obtained and conclusions are given.
2 The Use-Case Points Method

Use-case diagrams contain the functional behavior of the target system that are determined during the
requirement analysis phase. Use-Case Points (UCP) Method is a software project effort estimation technique that
helps you to determine complexity level of actors, use-cases, non-functional requirements, and development
environments. This method was introduced by Gustav Karner in 1993 [4]. The UCP method is an extension of
Function Points Analysis (FPA) and MKII Function Points Analysis (MK II FPA). Therefore, it includes most of
the FPA characteristics, such as the application of the adjustment factors [9].
UCP can be calculated from the use-case analysis of the software system. An effort estimation based on UCP
has six steps. These steps are explained as follows:
Step 1: Classifying Actors
The first step is to classify the actors in the use-case model as simple, average or complex. A simple actor
represents another system with a defined Application Programming Interface (API); an average actor is another
system interacting through a protocol such as TCP/IP; and a complex actor may be a person interacting through a
Graphical User Interface (GUI) or a web page. As shown in Table 1, a weighting factor is assigned to each actor
category.
Table 3. Weighting actor for complexity
Actor Type
Weighting Factor
Simple
Average
Complex
The total Unadjusted Actor Weights (UAW) is calculated by counting how many actors there are of each
category, multiplying each total by its weighting factor (WF), and adding up the products. UAW is determined
with the following equation:
348
(1)
Step 2: Classifying Use-cases

The same process previously mentioned, regarding to actors, should be accomplished with the use-cases. Each
use-case is also categorized as simple, average or complex, depending on the number of transactions in the use
case description, including secondary scenarios. A transaction is a set of activities, which is either performed
entirely, or not at all. Counting number of transactions can be done by counting the use case steps. Use-case
complexity is then defined and weighted in Table 2.
Table 4. Weighting use-cases for complexity
Use-Case Type
Number of Transactions (x)
Weighting Factor
Simple
x3
Average
4x<7
10
Complex
x7
15
The Unadjusted Use-Case Weights (UUCW) is calculated counting the number of use-cases in each category,
multiplying each category of use-case with its weighting factor (WF) and adding the products. UUCW is
determined with the following equation:
(2)
Step 3: Obtaining the Unadjusted Use-Case Points (UUCP)

Unadjusted Use-Case Points (UUCP) are simply the sum of UAW and UUCW. UUCP can be presented in the
following equation:
(3)
Step 4: Calculation of the Technical and Environmental Factors
The UCP method includes 21 adjustment factors, which concern the technical complexity of the developed
system (13 technical complexity factor), and the environment in which it is developed (8 environmental factors).
All factors and weightings are presented in Table 3 and Table 4.
349
Table 5. Technical complexity factors

Factor
Description
Weight
T1
Distributed system
T2
Performance objectives
T3
End-user efficiency
T4
Complex processing
T5
Reusable code
T6
Easy to install
0.5
T7
Easy to use
0.5
T8
Portable
T9
Easy to change
T10
Concurrent
T11
Security features
T12
Access for third parties
T13
Special training required
Table 6. Environmental complexity factors

Factor
Description
Weight
E1
Familiar with UML
1.5
E2
Application experience
0.5
E3
Object-oriented experience
E4
Lead analyst capability
E5
Motivation
E6
Stable requirements
E7
Part-time workers
-1
E8
Difficult programming language
-1
1
0.5
The influence of Technical Complexity Factors (TCF) is assessed by assigning a value from 0 to 5 to each of
them. This value is multiplied by a weight of a factor and totaled. TCF is calculated from the following formula:
350
(4)
The level of environmental complexity is directly related to developers experience involved in the software
project. The influence of Environmental Factors (EF) is assessed in a similar way as in the case of TCF. EF is
calculated by the following formula:
(5)
Step 5: Calculation of the Use-Case Points
The Use-Case Points (UCP) is calculated as follows:
(6)
Step 6: Obtaining of the Effort
In order to obtain effort estimation in person-hours one has to multiply UCP by the Productivity Factor (PF). The
following formula is applied:
(7)
The PF is a ratio of the number of person-hours per use-case point based on past projects. Karner originally
proposed a ratio of 20 hours per use-case point [4].If no historical data has been collected, a figure between 15
and 30 is suggested by industry experts. In fact, the most accurate Productivity Factor can be found by recording
the effort spent for designing and implementing the use-cases in time.
3 Case Study
In this study, two software projects developed at our university are addressed as two case studies. Projects are
named as A and B. Project A corresponds to the Student Information System developed for Student Affairs
Department and project B corresponds to the Accountancy Automation System developed for Administrative
and Financial Affairs Department.
351
Table 5 shows some characteristics of the two software development projects used in ourcase studies.
Table 7. Characteristics of two software development projects
Characteristic
Project A
Project B
12 months elapsed time,
9 months elapsed time,
~ 9600 person-hours
~ 5700 person-hours
Five-layer structure,
Three- tier architecture,
established before the

project
established before the

project
MS Visual Studio 2008,

MS SQL Server 2008,
MS Team Suite 2008
MS Visual Studio 2008,
5 developers with 2 to 18
years experience, 1
consult
4 developers with 0 to
Education
Finance
Size
Software Architecture
Programming Environment
Project Members
Application Domain
MS SQL Server 2008.
13 years experience
At first, data related to the projects A and B were collected from the project documents, the use-case model
including a requirements specification with brief descriptions of each use-case, iteration plan and several
interviews with project members.
Afterwards, UCP method is applied to the projects A and B. Then enhancements are made to the method
according to the results taken. And lastly, the enhanced method is applied to the same projects. In the case study
productivity factor was assumed as 20 person-hours for each project.
3.1 Application of UCP Method to the Projects
UCP method is applied to the projects A and B. During the application of the method, included and extending
use-cases are considered as Karner suggested while use-cases are classified. Results are listed in Table 6.
Table 8. Implementation of the UCP method to projects
Project
Project Details
A
Simple
Average
Complex
Number of Actors
352

26
23
Simple
Average
21
Complex
13
415
200
T1
T2
T3
T4
T5
T6
T7
T8
T9
T10
T11
T12
T13
1,005
1,04
E1
E2
E3
E4
E5
E6
E7
E8
UAW:
Number of Use-Cases
UUCW:
Technical Factors
TCF:
Environmental Factors
353

0,725
0,875
Use-Case Points
321
203
Productivity Factor
20
20
UCP Effort Estimation
6440
4040
Actual Effort
9470
5680
Estimation Error (%)
0,32
0,29
EF:
Table 9. Implementation of the improvement method to projects

Project
Project Details
A
Simple
Average
Complex
32
30
Simple
Average
27
11
Complex
17
535
255
T1
T2
T3
T4
T5
T6
T7
T8
T9
T10
Number of Actors
UAW:
Number of Use-Cases
UUCW:
Technical Factors
354

T11
T12
T13
1,005
1,04
E1
E2
E3
E4
E5
E6
E7
E8
0,725
0,875
Use-Case Points
413
259
Productivity Factor
20
20
UCP Effort Estimation
8260
5180
Actual Effort
9470
5680
Estimation Error (%)
0,13
0,09
TCF:
Environmental Factors
EF:
When the results given in Table 6 are examined, it can be seen that the effort estimated by using UCP method
is lower than the real effort. The efforts estimated by using UCP method for Project A and B are 32% and 29%
lower than the real efforts respectively. It is realized that the effort estimation errors originate from ignoring the
details related to the actors and use-cases take place in project.
Some enhancements are made on the method in this respect. Initially ignored included and extending use-cases
are handled as separate use-cases since they include functionality related to the project and require additional
effort. Furthermore, it is realized that alternate scenarios related to the use-cases should be considered. These
scenarios require effort as base scenario. Therefore, alternate scenarios are handled as separate use-cases and
included in the classification.
3.2 Application of the Improved Method
Results in Table 7 are obtained when the enhancements made to the UCP method are applied to projects A and
B. It can be seen that the efforts estimated by using UCP method for Project A and B are 13% and 9% lower than
the real efforts respectively. This approximation of the estimated efforts for projects A and B to the real efforts
are achieved by the increase of the actors and the use-cases. Two and three actors are added for the projects A
and B respectively. Additionally, totally 10 use-cases including 6 average level and 4 complex level use-cases
355
for project A and totally 5 use-cases including 1 simple level, 2 average level and 2 complex level use-cases for
project B are added.
4 Conclusions
In this study first the UCP method is explained in some detail. The method is applied to two software projects
developed at the University and results are analyzed. When we apply this method as Karner suggested, a very
low estimated effort with respect to the real effort is obtained. By means of the enhancements made to the UCP
method, better estimates are obtained. While making improvements to the method, each viewpoint of the usecase model such as relations between use-cases and actors, relations between use-cases and detailed scenarios of
each use-case are handled. It is concluded that it is important to handle each use-case and detailed scenarios of
that use-case in these viewpoints. Technical and environmental factors need to be updated as the number of
developed project increases. Thus, more accurate efforts estimates can be made.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
Fetcke, T., Abran, A., Dumke, R. (2001). A Generalized Representation for Selected Functional Size
Measurement Methods, 11th International Workshop on Software Measurement, Montreal, Canada.
Symons, C. R., (1991). Software Sizing and Estimating: MK II FPA, John Wiley & Sons.
Abran, A., Fagg, P., Meli, R., Symons, C. (2002). ISO Transposition and Clarification of the COSMIC
FFP Method of Functional Sizing, In Proceedings of the 12th International Workshop on Software
Measurement (IWSM), Magdeburg, Shaker Publ., Aachen, pp. 33-42, October 7-9.
Karner, G. (1993). Metrics for Objectory. Diploma thesis, University of Linkping, Sweden. No.
LiTHIDA-Ex-9344:21.
Ochodek, M. and Nawrocki, J. and Kwarciak, K. (2011). Simplifying effort estimation based on UseCase Points, Journal Information and Software Technology, Volume 53, Issue 3.
Schach, S., R. (2007). Object-Oriented & Classical Software Engineering, 7th Ed., McGraw Hill.
Mohagheghi, P., Anda, B., Conradi, R. (2005). Effort Estimation of Use Cases for Incremental LargeScale Software Development, ICSE '05: Proceedings of the 27th International Conference on Software
Engineering.
Anda, B., Benestad, H. C., Hove, E. (2005). A Multiple-Case Study of Effort Estimation based on Use
Case Points, International Symposium on Empirical Software Engineering.
Braz, M.R., Vergilio, S.R. (2006). Software Effort Estimation Based on Use Cases, Proceedings of the
30th Annual International Computer Software and Applications Conference (COMPSAC'06).
Biographies
Fatih Yucalar He is a Lecturer in the Department of Computer Engineering at Maltepe University,
Istanbul, Turkey. He received B.Sc. and M.Sc. degrees in Computer Engineering from Maltepe University in
2002 and 2006, respectively. He is a PhD student in the Department of Computer Engineering at Trakya
University since 2006. His research interests are in the area of software engineering and software quality.
Emin Boranda He is a Lecturer in the Department of Informatics at Maltepe University, Istanbul, Turkey.
He received B.Sc. and M.Sc. degrees in Computer Engineering from Maltepe University in 2003 and 2006,
respectively. He is a PhD student in the Department of Computer Engineering at Trakya University since 2007.
His research interests are in the area of software engineering and software quality.
Fuat Ince Professor Fuat Ince teaches in Turkish Air Force Academy and he also works as a consultant in
Luna Technology. He received his B.Sc. degree from Bogazici University, Istanbul, Turkey, his M.S. degree and
his PhD. from University of Illinois at Urbana-Champaign. He has teaching experience in foreign universities
and worked in private sector. He was the founder director of TUBITAK Information Technologies Institute.
356
Chapter 2
ELECTRIC
AND
ELECTRONICS
ENGINEERING
357
Broadband Impedance Matching via

Genetic Algorithm
Metin engl1, Atilla zmen2
1,2
Kadir Has University, Engineering Faculty,Cibali-Fatih, stanbul, Turkey

1
msengul@khas.edu.tr, 2aozmen@khas.edu.tr
Abstract.In this paper, a genetic algorithm based real frequency technique has been proposed to solve
broadband impedance matching problems. In the techniques present in the literature (for instance simplified
real frequency technique, SRFT), it is necessary for the designer to supply the initials of the free optimization
parameters to the algorithm. But it is not necessary for the proposed technique to start with user defined initial
parameters. An example is given to illustrate the utilization of the method, and the result has been compared
with the result obtained via simplified real frequency technique.
Keywords: broadband, impedance matching, genetic algorithm
1 Introduction
The matching problem involves the design of a lossless two-port network between a generator and a complex
load impedance, such that the transfer of power from source to load is maximized over a prescribed frequency
band. The power transfer capability of the lossless equalizer is best measured with the transducer power gain
which is defined as the ratio of power delivered to the load to the available power from the generator.
The analytic matching theory requires an explicit expression or, equivalently, a circuit realization for the load
and generator impedances. In practice however, one is usually encountered with experimental real frequency
data for the terminating impedances to be matched. In such cases, in order to be able to use analytic theory, these
data should be approximated with a proper equivalent circuit or an analytic realizable function, which is by no
means easy and satisfactory.
On the other side, matching networks can be attempted to be designed by employing commercially available
computer aided microwave design packages [1-3]. These programs utilize purely numerical methods, and they
are actually devised for the analysis and optimization of given networks based on the circuit elements. That is,
the topology of the network and a good estimate of the element values should be supplied to the programs. Here,
the major difficulty concerning the matching network design is the determination of optimum topology which is
usually unclear. Moreover, the performance function is in general highly nonlinear in terms of the unknown
element values to be optimized. Therefore, it is essential to start with element values which are close enough to
the final solution for ensuring the convergence to a global optimum.
In 1977, Carlin has proposed a new method called real frequency technique which removes the major defects
from which the analytic theory suffers [4]. The method utilizes the experimental real frequency data for the
generator and the load directly, and it is not necessary to assume neither the analytic form of the transfer function
nor the equalizer topology. It has been also shown in various matching problems that in compared to a design
obtained with analytic theory, the real frequency technique results in better performance with simpler structures
358
[4-11]. Because of these advantages, the real frequency technique has turn out to be the most feasible approach
to solve broadband matching problems encountered in practical applications.
In all real frequency techniques developed in literature, the designer must supply the initials of some parameters
which are going to be optimized. But in this work, there is no need to supply a set of user dependent initial
parameters. Broadband matching problem has been solved by using genetic algorithm.
2 Scattering Description of Lossless Two-Ports

In many of the real frequency methods, driving point impedance serves mainly to the description of the
lossless equalizer in terms of a set of free parameters, which after optimization makes the realization of a lossless
reciprocal two-port possible. Naturally, the matching problem can also be formulated in terms of any other set of
functions which define the scattering or chain parameters of the lossless equalizer network. In the real frequency
scattering approach which is also called the simplified real frequency technique (SRFT), the canonic polynomial
representation of the scattering matrix is utilized to describe the lossless matching network [12,13].
RG
E
ZL
Z2
Fig. 1. Matching configuration.

Referring to the configuration shown in Fig. 1, the unit normalized scattering parameters of the lossless
matching network two-port N can be expressed in terms of three real polynomials using the well known
Belevitch representation as follows:
S ( p) S12 ( p)
1 h( p ) f ( p )
S ( p) 11
S
(
p
)
S
(
p
)
g
(
p ) f ( p ) h( p )
22
21
(1)
where g ( p) is a strictly Hurwitz polynomial, f ( p) is a real monic polynomial and is a unimodular constant
( 1 ). If the two-port N is reciprocal as well, then f ( p) is either even or odd and f ( p) / f ( p) .
The polynomials { f ( p), g ( p), h( p) } are related by the losslessness equation
g ( p) g ( p) h( p)h( p) f ( p) f ( p) .
(2)
In almost all applications, one has an idea about the location of transmission zeros of the equalizer network.
Hence the polynomial f ( p) which is constructed on the zeros of transmission of the matching network two-port
is usually defined by the user.
The transducer power gain for the network seen in Fig. 1 can be defined as
TPG
where Z 2 R2 jX 2
4 R2 RL
( R2 RL ) 2 ( X 2 X L ) 2
(3)
1 S11 g h
and Z L RL jX L .
1 S11 g h
In our algorithm, the coefficients of the polynomial h( p) are selected as the free optimization parameters. The
polynomial f ( p) is formed by the user, then from (2) the polynomial g ( p) is obtained. These polynomials are
used to calculate the transducer power gain of the network via (3). Free parameters are optimized via genetic
algorithm to be able to obtain TPG 1 in the frequency band of operation and TPG 0 for other frequencies.
3 Example and Conclusion

Here a broadband matching problem is solved by both the proposed method and SRFT to illustrate the
utilization of our method.
359
In the example, the load impedance ( Z L ) is formed by parallel connection of a capacitor and a resistor. The
normalized values for capacitor and resistor are c 4 and r 1 , respectively. Theoretically maximum TPG is
0.7921 for the selected load. Number of elements used in the matching network is selected as five.
For genetic based approach, Matlab Genetic Toolbox is used. During the solution population size and iteration
number are selected as 50 and 250, respectively. Also there is only one restriction: In the passband ( 0 1 ),
TPG is maximum ( TPG 1 ), and in the stopband ( 1 ), TPG is zero. After applying the proposed genetic
algorithm based approach the following polynomials are obtained;
h( p) 1.2357 p 5 0.6017 p 4 0.7161 p 3 1.3941 p 2 1.5078 p 0.4976 ,

g ( p) 1.2357 p 5 4.3205 p 4 6.6902 p 3 6.4786 p 2 3.9190 p 1.1170 ,
f ( p) 1 .
The same problem is solved via SRFT. In this case, user defined initial coefficients of the polynomial h( p)
are selected as 1 1 1 1 1 1. Then the obtained polynomials are as follows;
h( p) 2.6032 p 5 0.9012 p 4 0.0824 p 3 2.5574 p 2 1.4313 p 0.5409 ,

g ( p) 2.6032 p 5 6.8433 p 4 8.7565 p 3 8.0815 p 2 4.2022 p 1.1369 ,
f ( p) 1 .
Then, these polynomials are used to obtain the element values and the topology of the matching network. The
obtained matching network and element values are given in Fig. 2.
RG
L1
L2
L3
ZL
C2
C1
Fig. 2. Designed matching network (Genetic: L1 0.6646, L2 0.6348, L3 0.1884 ,

C1 5.0136, C2 3.7867, RG 0.3766 ,
SRFT: L1 0.6723, L2 0.6681, L3 0.3116, C1 5.0886 ,
C2 4.3593, RG 0.3556 ).
Transducer power gain curves for both methods are given in Fig. 3 for comparison. As can be seen from Fig.
3, a TPG curve which is nearly the same as the TPG curve via SRFT is obtained without supplying any initials.
It is also noted that both curves fluctuate around the maximum available TPG level (0.7921). Namely both
methods converge to the maximum TPG level without any restriction.
Fig. 3. Transducer power gain curves.

It is exhibited that the proposed method provides very good initials to further improve the matched system
performance by working on the element values. Therefore, it is expected that the proposed design procedure is
360
used as a front-end for the commercially available CAD packages to design practical matching networks for
wireless or in general microwave communication systems.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
AWR: Microwave Office of Applied Wave Research Inc., AWR, ElSegundo, CA, 2007, from the World Wide
Web: www.appwave.com.
EDL/Ansoft Designer of Ansoft Corp, Ansoft, Pittsburgh, PA, 2007, from the World Wide Web:
http://www.ansoft.com/contact.cfm.
ADS of Agilent Techologies, Agilent, Santa Clara, CA, 2007, from the World Wide Web:
www.home.agilent.com.
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engl, M. (2008). Modeling Based Real Frequency Technique. AE International Journal of Electronics and
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Reflectance Modeling. IEICE The Institute of Electronics, Information and Communication Engineers E91-A(12):
3763-3771.
Volmer, C., engl, M., Weber, J., Stephan, R. and Hein, M.A., (2008). Broadband Matching of a Superdirective
Two-Port Antenna Array. IEEE Antennas and Wireless Propagation Letters 7: 613-616.
Yarman, B.S., (1982). A simplified real frequency technique for broadband matching complex generator to
complex loads. RCA Review 43: 529-541.
Yarman, B.S. and Carlin, H.J., (1982). A simplified real frequency technique applied to broadband multi-stage
microwave amplifiers. IEEE Trans. Microwave Theory and Tech. 30: 2216-2222.
Biographies
Metin engl was born in Bartn, Turkey in 1971. He received B.Sc. and M.Sc. degrees in Electronics Engineering from
stanbul University, Turkey in 1996 and 1999, respectively. He completed his Ph.D. in 2006 at Ik University, stanbul,
Turkey.
He worked as a technician at stanbul University from 1990 to 1997. He was a circuit design engineer at R&D Labs of the
Prime Ministry Office of Turkey between 1997 and 2000. He worked as a lecturer and assistant professor at Kadir Has
University, stanbul, Turkey between 2000 and 2010. Dr. engl was a visiting researcher at Institute for Information
Technology, Technische Universitt Ilmenau, Ilmenau, Germany in 2006 for six months. Currently, he is an associate
professor at Kadir Has University, stanbul, Turkey and working on microwave matching networks/amplifiers, device
modeling, circuit design via modeling and network synthesis.
Atilla zmen was born in Batman, Turkey in 1971. He received the B.Sc., M.Sc. and Ph.D. degrees, all in electrical
engineering, from Istanbul University, Istanbul, Turkey in 1993, 1996 and 2001 respectively.
He served as a research assistant at the Department of Electrical and Electronics Engineering, Istanbul University from
1994 to 2001. Currently he is an assistant professor at the Electronics Engineering Department, Kadir Has University. His
research interests are neural networks, image processing, signal processing and genetic algorithms.
361
An Explicit Model Predictive Controller Design for a

Chaotic Chua Circuit
S.M. Tabatabaee1, M. Barkhordari Yazdi 2, Mohammad R. Jahed-Motlagh 3
1,3
Electrical Engineering Department, Iran University of Science and Technology, Tehran, Iran.
2
Electrical Engineering Department, Shahid Bahonar University of Kerman, Kerman, Iran.

1
smtazar@gmail.com, 2 barkhordari@uk.ac.ir, 3jahedmr@iust.ac.ir
Abstract. In this paper, we consider discrete-time piecewise affine (PWA) model of chaotic systems. PWA model, as one of
the main classes of hybrid systems, represents a powerful modeling tool for many nonlinear systems including chaotic
systems with absolute-value nonlinearity such as, e.g. the original Chuas circuit and the modified L system. Several
promising methods have recently developed to analyze piecewise linear and affine systems, and the control problem for such
systems have attracted much attention. One of the main approaches control in hybrid systems is optimal control problem.
Moreover, for hybrid systems modeled in PWA, there is a chance of systematically solving model predictive control (MPC).
In order to control the chaotic system, an explicit model predictive control (EMPC) has been used which calculates the
control law as an affine function of system states. In this method, the computation of MPC is moved off-line by means of
MPT toolbox[1]. The off-line control law is easier to implement reducing to a look-up table in comparison with the on-line
approach. Numerical simulations on the chaotic Chua circuit will be presented to show their agreement with the results.
Keywords:Explicit Model Predictive Controller, Chua Circuit, Chaos
1 Introduction
Recently, hybrid systems have been largely noticed in different communities such as control and computer
science societies [2]. These systems refer to those that involve both continuous and discrete dynamics. In many
physical and industrial systems, a large number of interactions are available between continuous and discrete
parts. Thus the hybrid description and analysis of such systems help us understand these systems behavior in a
better way[3]. Several modeling frameworks have been proposed for hybrid systems among which the two
classes mixed logical dynamical models (MLD) and piecewise affine models (PWA) have been largely used in
control and identification theories respectively. The reason is that they are capable of describing different types
of systems [3],[4]. As stated in [5], these two groups of models are equivalent. Another reason is that systematic
approaches such as model predictive control can be applied to control these systems [6]. From a practical point
of view, the main advantage of MPC is that it is able to handle multivariable systems with constraints in a
systematic manner [7].
As a special case of hybrid systems, PWA systems have been a subject of research in the systems and control
community for some time due to their wide scopes of applications (see [8], [9] for more examples). In fact, PWA
systems are good models equivalent to many typical classes of systems, such as the mixed logic dynamical
systems and the extended linear complementary systems. Many chaotic systems, including Chuas circuit,
cellular neural networks, and the systems with n-scroll attractors or Lorenz-type attractors based on piecewise
362
affine nonlinearities, can be described by PWA models [10]. In particular, the most elementary piecewise affine
functional dependence, the modulus of the dependent variable, |x (t)|, seems to be a reasonable candidate for a
nonlinearity that might lead to a potentially chaotic jerky dynamics such as the so-called L system [11].
2 Problem formulation
Consider Chua circuit which is described by
x1 x1 x2 g1 ( x) u,
x2 x1 x2 x3 ,
(1)
x3 x2 .
where 0, 0, M 1 N 0 and g ( x1 ) Nx1 0.5(M N ) x1 1 x1 1 .
By choosing 10, 16, M 3 and N

initial condition x(0) 1 0.5 0 .
6
the autonomous chaotic behavior is shown in Fig.1 with the
7
8
6
4
2
0
-2
-4
-6
-8
-40
-30
-20
-10
0
x1
10
20
30
40
Figure 1 Chaotic behavior of Chua circuit

Eq. (1) is equivalent to the following PWA system with the sampling period Ts 0.01s [12]:
x(k 1) Ai x(k ) Bu (k ) bi , i 1, 2,3
y(k ) Cx(k )
(2)
for y (k ) Si
The corresponding three regions are defined by S1 y(k ) 40 y(k ) 1, S2 y(k ) 1 y(k ) 1 , and
S3 y(k ) 1 y(k ) 40 , respectively. In the above system,
363
0
0.100
0
0.9857 0.100
1.200
A1 A3 0.0100 0.9900 0.0100 , A2 0.0100 0.9900 0.0100

0
0
0.1600 1.000
0.1600 1.000
0.0100
0.2143
B 0 , b1 b3 0
0
0
(3)
b2 0 0 0 , C 1 0 0.
T
3 Controller design
Model Predictive Control (MPC) has been traditionally and successfully employed in the process industry and
more recently also in a variety of industrial applications. The major advantage of MPC is its straight forward
design procedure. Given a discrete- time control model of the system, including constraints, one only needs to
set up an objective function that incorporates the control objectives. The control action at each time step is then
obtained by measuring the current state and minimizing the objective function over a finite prediction horizon
subject to the equations and constraints of the model. Depending on the model and on the length of the
prediction horizon used in the objective function, this minimization problem varies considerably in complexity.
The first value stemming from the predicted optimal sequence of control inputs is then applied to the system and
the procedure repeated at the successive sampling instant. Further details about MPC can be found in [13].
The other advantage of MPC lies mainly in its handling of constraints and its relative simplicity.
Commonly, a quadratic performance measure over a finite prediction horizon is employed. Problems of this type
are easily translated into a quadratic program (QP). Many optimization software packages include a QP solver
which is efficient enough to perform these optimizations on-line.
In contrast, one of the disadvantages of MPC is the computation time. It turns out explicit MPC solution is a
relatively easy to implement piecewise affine controller. In the next section, the explicit model predictive
controller is designed to control of chaos in discrete Chua circuit.
3 Simulation result
Using MPT toolbox, which is developed for designing MPC control, we have designed the explicit form of
predictive controller. The simulation run-time greatly depends on choosing sample time, prediction horizon,
inputs weights and number of PWA dynamics. The number of control regions increases exponentially with
prediction horizon. In Figures 1 and 2, regions of control law and closed-loop behavior are depicted respectively.
In Figure 2, the controller is activated at t=0.
Figure 2 Regions of control law
364
-1
10
10
10
0.5
0
-0.5
-1
-1
Fig.3 Closed-loop behavior
4 Conclusions
In this paper, a hybrid PWA model of Chua circuit system was considered. Then based on such model, a model
predictive controller in explicit form was designed. It is shown that this type of co troll is easy to implement
reducing to a look-up table in closed-loop. The control law is an affine function of system states defined over
several regions.
References
[1] M. K. a. P. G. a. M. Baoti. (2004, Multi-Parametric Toolbox (MPT). Available: http://control.ee.ethz.ch/~mpt/
[2] M. S. Branicky, et al., "A unified framework for hybrid control: Model and optimal control theory," Automatic
Control on IEEE Transactions, vol. 43, pp. 31-45, 1998.
[3]L. T. M. Morari, "Hybrid systems," in Proceeding of 8th International Workshop, Lecture Notes in Computer
Science, Berlin, 2004.
[4]A. Bemporad and M. Morari, "Control of systems integrating logic, dynamics, and constraints," Automatica, vol.
35, pp. 407-427, 1999.
[5]W. P. M. H. Heemels, et al., "Equivalence of hybrid dynamical models," Automatica, vol. 37, pp. 1085-1091, 2001.
[6]M. Morari and M. Baric, "Recent developments in the control of constrained hybrid systems," Computers &
Chemical Engineering, vol. 30, pp. 1619-1631, 2006.
[7]C. A. B. Eduardo F. Camacho, Model Predictive Control in the Process Industry New York: Springer-Verlag, 1997.
[8]L. H. Rodrigues, J. P., "Automated control design for a piecewise-affine approximation of a class of nonlinear
systems," in Proceedings of the American Control Conference, 2001, pp. 3189-3194 vol.4.
[9]L. Rodrigues, "Dynamic output feedback controller synthesis for piecewise-affine systems," Ph.D., Stanford
University, 2002.
[10]A. L. Fradkov and R. J. Evans, "Control of chaos: Methods and applications in engineering," Annual Reviews in
Control, vol. 29, pp. 33-56, 2005.
[11]S. J. Linz and J. C. Sprott, "Elementary chaotic flow," Physics Letters A, vol. 259, pp. 240-245, 1999.
[12]Y.-H. Gao, et al., "Observer-based controller design of discrete-time piecewise affine systems," Asian Journal of
Control, vol. 12, pp. 558-567, 2010.
[13] J. Maciejowski, Predictive Control with Constraints: Prentice Hall, 2002.
365
Adaptive Model Predictive Temperature Control of

an Exothermic Hybrid Batch Reactor with Discrete
Inputs Based on Genetic Algorithm
Mohsen Arabi1,Javad Poshtan2
1,2
Electrical Engineering Department, Iran University of Science and Technology

1
marabi@elec.iust.ac.ir, 2jposhtan@iust.ac.ir
Abstract. In this paper, adaptive model predictive temperature control of an exothermic hybrid batch reactor with discrete
inputs using genetic algorithm minimization is studied. As this reactor contains binary valves as well as a continuous mixing
valve, it is considered as a hybrid reactor. An adaptive strategy is used to estimate the reactor model because the dynamics of
the reactor changes with time due to the chemical reaction performed inside the reactor core. To find the optimal control input
sequence based on a defined cost function, genetic algorithm minimization is used. Finally, reactor outputs are presented and
some modifications are introduced to achieve a desired control performance.
Keywords: Adaptive Control, Model Predictive Control, Genetic Algorithm
1 Introduction
Due to dynamic nature, ability to handle market changes and flexibility in production of wide range products,
batch processes are still preferred in production of low volume and high-valued products such as pharmaceutical,
biochemical and specialty materials [1]. Temperature control of batch reactors is a key problem in process
industries as in many cases, the temperature profile of the reactor should track a prescribed reference trajectory to
achieve the desired product specifications [2]. In batch processing, a sequence of one or more operations is
performed in a predefined order to obtain the desired quality and quantity of products [3]. Also these reactors
may contain on/off valves and motors and other discrete variables as well as continuous variables and dynamics.
Systems involving continuous and discrete states are called hybrid systems [4]. The great interest in hybrid
systems during the last decade is not only because it is an open field for research issues, but also of its increasing
importance in industrial applications [5].
One of the most developed methods in control of hybrid systems which has been the subject of many industrial
and academic research fields, is model predictive control. In [6] model predictive control methods used for
control of hybrid systems are studied. In [7], different classes of hybrid systems are studied. One of the most used
methods in modeling of hybrid systems is to describe them as mixed logical dynamical (MLD) systems [8]. A
switched system is a hybrid dynamical system consisting of continuous subsystems and a switching logic. The
basic problem of stability of switched systems is studied in [9]. There are many different methods used to model
and control hybrid processes including mixed discrete and continuous dynamics. In [10], an online control
strategy based on hybrid predictive control is used to control a mixed continuous batch process. In [11], hybrid
predictive control employing fuzzy models is studied. In [12], model predictive control methods based on
reachability analysis is employed to control a batch reactor with discrete inputs. In [13], model predictive control
of nonlinear hybrid systems with discrete inputs is studied using a hybrid fuzzy model. In [14,15], , hybrid fuzzy
366
model predictive control of temperature in a batch reactor is studied using branch and bound and genetic
algorithm minimization. A supervisory self tune predictive functional control algorithm is introduced in [16,17]
to control the temperature of a hybrid semi-batch reactor with time-varying dynamics. In [18], this self tune PFC
method is used to control the temperature inside of an exothermic batch reactor which its dynamics change due to
the exothermic reaction performing inside the reactor. In this paper, model predictive control method using
genetic algorithm minimization is employed to control the temperature of this exothermic batch process
employing an adaptive model which is obtained online using an RLS algorithm.
2 Plant modeling and description

The studied batch reactor is an example of hybrid batch reactors which is used in pharmaceutical industries to
produce medicines [18]. To achieve the desired product quality, temperature of the reactor should follow a
prescribed reference trajectory. The schematic of the batch reactor is shown if Fig.1. In this reactor, core
temperature (T ) is increased or decreased through jacket temperature (T j ). Reactor jacket input temperature (
T jin ) is a combination of fresh input water temperature (T in ) and reflux water (with temperature T j ).
Fig. 1.Schematic of the batch reactor
The temperature of the fresh input water depends on binary valves as follows:
if k C 1 and k H 0 then T in TC 12Co
o
if k C 0 and k H 1 then T in T H 150C
(1)
The mathematical model of the reactor is given as:
m jc j
dT j
dt
k M cT in (1 k M )cT j cT j S (T j T ) 0S 0 (T j T 0 )
dT
S (T j T ) Q r
dt
k M T in (1 k M )T j
mc
T jin
(2)
(3)
(4)
The following exothermic reaction is performed inside the reactor:
A B C , A C D
(5)
The number of moles of the components changes according to the following equations:
dM C
dM A
dM B
dM D
(6) The production rates
R1 R 2 ,
R1 ,
R1 R 2 ,
R2
dt
dt
dt
dt
R 1 and R 2 are changes with core temperature as the following equations:
367
R1 M A M B exp(k 11 k 12 / (T 273.15o C )) (kmol 1s 1 ) (7)

R 2 M A M C exp(k 21 k 22 / (T 273.15o C )) (kmol 1s 1 ) (8)
Parameters of the reactor change with the number of product moles as follows:
m A M A B M B C M C D M D
c
(9)
c A M A c B M B cC M C c D M D
M A M B MC M D
(10)
The heat released by the reactor can be obtained using (14).
Q r H 1R1 H 2 R 2
(11)
Parameters of the reactor and exothermic reaction and their values are represented in [18].
3 Online Parameter Estimation

As the reactor shows a time-varying dynamics due to the exothermic reaction, an online parameter estimation
strategy is employed to update the model used for prediction of the reactor outputs for use by the predictive
controller. Parametric model used for parameter estimation is in the form of (15) and (16).
T j (k ) 11 (k )T j (k 1) 12 (k )T (k 1) 13 (k )T jin (k 1)
T (k ) 21 (k )T j (k 1) 22 (k )T (k 1)
(13)
Sampling time used for converting inputs and outputs to discrete signals is
1 (k ) R 31
and
2 (k ) R 21
as the regressor vectors and
(12)
1 (k ) R 31
T s 20s . Considering
and
2 (k ) R 21
as the
parameter vectors, (15) and (16) can be rewritten as:
y 1 (k ) T j (k ) 1T (k )1 (k )
(14)
y 2 (k ) T (k ) T2 (k )2 (k )
(15)
which:
1 (k ) [T j (k 1) T (k 1) T jin (k 1)]T
2 (k ) [T j (k 1) T (k 1)]T
(16)
(17)
1 (k ) [11 (k 1) 12 (k 1) 13 (k 1)]T
(18)
2 (k ) [21 (k 1) 22 (k 1)]T
(19)
Using RLS algorithm, parameter vectors i (k ), i
1, 2 can be updated as:

Pi (k 1)i (k )
G i (k )
i iT (k )Pi (k 1)i (k )
Pi (k )
G i (k )iT (k )Pi (k 1)
(21)
i (k ) i (k 1) G i (k ) y i (k ) iT (k )i (k 1)
which
(20)
i 1, 2
(22)
Pi (k ), i 1, 2 are covariance matrices and i 0.995, i 1, 2 are forgetting factors. To avoid
covariance matrices from bursting, covariance matrices and parameter vectors are updated only when the
following condition is satisfied:
if T (k )Pi (k 1)if (k ) k DZ (1 i ), i 1, 2
(23)
368
which
k DZ is dead-zone factor and experimentally is set to be k DZ 0.01 .
4 Model Predictive Control based on Genetic Algorithm

As the genetic algorithm minimization is used for systems with discrete inputs, system inputs should be coded in
to discrete values. Matrix of the feasible control inputs can be considered as:
1 1 0 0 1 1
M u 1 1 1 1 1 1
1 1 1 1 1 1
(24)
The first row of this matrix denotes the position of the continuous mixing valve, which k M 1 means that the
valve opening should be decreased toward 0, k M 1 means that it should be increased toward 1 and k M 0
means that it should remains unchanged. The second and third rows show the binary valves positions which
k C 1 or k H 1 shows that the valve opening should be increased toward 1 and k C 1 or k H 1

means that it should be decreased toward 0.
The model predictive control strategy based on genetic algorithm minimization can be summarized in the
following steps [11]:
1. Generate a random population of P individuals, i.e. P random feasible solutions of input variables. As the
control horizon is H and 6 possible control input vectors exist, there are 6
2. Calculate the cost function for these individuals.
3. Select g random parents from these P individuals.
4. Generate a random number between 0 and 1. If this number is lower than
possible individuals.
Pc (crossover probability), choose
an integer 0 c p H 1 and apply crossover to the selected individuals to generate an offspring.

5. Generate a random number between 0 and 1. If this number is lower than Pm (mutation probability), choose an
integer 0 c m H 1 and apply mutation to the selected parent to generate an offspring.
6. Calculate the cost function for all of the offspring population.
7. Select the best individuals according to defined cost function and replace the weakest individuals from the
previous generation with the strongest individuals of the new generation.
8. If the objective function reaches the defined tolerance or the maximum generation number is reached then stop,
otherwise go to step 3.
5 Adaptive Model Predictive Control of the exothermic batch reactor

The cost function used for the predictive controller consists of a penalty on the reference trajectory tracking of the
core temperature:
J (X kk h ,U kk H 1 , k , h ) J (X kk h 1 ,U kk H 2 , k , h 1) T (k h ) w (k h )
(25)
Prediction of the reactor core temperature is performed using the following equations:
T j (k h ) 11 (k h )T j (k h 1) 12 (k h )T (k h 1)
13 (k h )T jin (k h 1)
T (k h ) 21 (k h )T j (k h 1) 22 (k h )T (k h 1)
(26)
(27)
which is in the form of the parametric model used for parameter estimation but it uses regressor vectors
369
i (k h ), i 1, 2, h 1,..., H to estimate the parameter vectors i (k h ), i 1, 2, h 1,..., H .

The prediction horizon is set to H 10 and genetic algorithm parameters are considered as P 10 and
g 10 for the generated populations and generations and Pc 0.7 and Pm 0.1 for the crossover and
mutation probabilities.
Simulation results for the reactor inputs and outputs are presented in Fig.2 and the concentration of the consumed
materials ( A , B ) and produced components ( C , D ) are shown in Fig.3.
Fig.2. Reactor outputs and inputs
Fig.3. Components concentration trajectories

As it can be seen in Fig.2, number of binary valves switchings are high and the mixing valve is almost open in the
simulation time which causes the water consumption to be high.
In Table.1, performance criteria of the controller is represented. The Integral Absolute Error criterion shows the
reference trajectory tracking error which is the average of T (k ) w (k ) during the simulation time. Switchings
of the binary and mixing valves show the total duration that these valves are switching during the simulation time
and water consumption shows the total water consumed during the simulation time.
Table 1. Controller performance criteria
Integral Absolute
Mixing valve
Binary valves
Water
Error
switching (s,%)
switching (s,%)
consumption (kg)
5.28
9340,78%
5460,46%
10739
To achieve a better controller performance, the following modifications are used in the controller structure:
5.1. Holding the inputs through a number of time steps

In this modification, the input vectors obtained by the cost function minimization are updated only once during
Z time steps. It can be useful when the actuators are overloaded because the sampling time is short.
370
5.2. Cost function modification

Some additional penalties can be added to the cost function (31) considering the number of valves switchings and
water consumption as follows:
J (X kk h ,U kk H 1 , k , h ) J (X kk h 1,U kk H 2 , k , h 1)
T (k h ) w (k h )
J m . k M (k h ) k M (k h 1)
Jw . k M (k h ) J in . k H (k h ) k H (k h 1)
(28)
5.3. Increasing the number of discrete values for continuous input

This modification can spread the search space of the algorithm.
In Table 2, performance criteria of the reactor using the represented modifications are shown. Simulations are
performed using Z 3 for the first modification, J m 0.01 , J in 0.01 and Jw 0.01 for the cost function
modification and considering k M 0,0.01,0.02,0.05,0.1,1 as the feasible values of the mixing valve in the
third modification.
Table 2. Controller performance criteria after different modifications
Criteria
Integral
Mixing valve
Binary
Water
Absolute
switching (s,%)
valves
consumption
switching
(kg)
Error
Modification
(s,%)
Modification 1
5.23
3420,29%
1640,14%
10394
Modification 2
27.01
8960,75%
5940,50%
4620
Modification 3
16.77
600,5%
6640,55%
4300
6 Conclusions
In this paper, adaptive model predictive control of an exothermic hybrid batch reactor based on genetic algorithm
minimization is studied. An RLS algorithm was employed to estimate an adaptive model to predict the future
behavior of the system to be used by the predictive controller. A genetic algorithm has been used to minimizaed
he defined cost function based on reference trajectory tracking error. Simulation results showed that the reference
trajectory was well tracked by the reactor core temperature and some modifications were introduced to decrease
the control effort. Results showed that the control effort can be decreased to some extent by the cost of some
increase in tracking error.
References
[1] Ekaterini Korovessi, Andreas A. Linninger, Batch Processes, Taylor & Francis 2006
[2] Igor Skrjanc, Self-adaptive supervisory predictive functional control of a hybrid semibatch reactor with constraints,
Chemical Engineering Journal 136 (2008) 312319
[3] Dale E.Seborg, Thomas F.Edgar, Duncan A.Mellichamp, Process dynamics and control, second edition, Wiley
Publications (2004)
[4] Gorazd Karer, Gasper Music, Igor Skrjanc, Borut Zupancic, Hybrid fuzzy model-based predictive control of temperature
in a batch reactor, Computers and Chemical Engineering 31 (2007) 15521564
371
[5] Panagiotis D. Christofides, Nael H. El-Farra, Control of Nonlinear and Hybrid Process Systems: Designs for Uncertainty,
Constraints and Time-Delays, Lecture Notes in Control and Information Sciences 324, Springer
[6] E.F.Camacho, D.R. Ramirez, D. Limon, D. Munoz de la Pena, T. Alamo, Model predictive control techniques for hybrid
systems, Annual Reviews in Control 34 (2010) 2131
[7] A. Bemporad, W.P.M.H. Heemels, and B. De Schutter, On hybrid systems and closed-loop MPC systems, IEEE
Transactions on Automatic Control, vol. 47, no. 5, pp. 863869, May 2002.
[8] Alberto Bemporad, Manfred Morari, Control of systems integrating logic, dynamics, and constraints, Automatica 35
(1999) 407-427
[9] Daniel Liberzon ,A. Stephen Morse, Basic problems in stability and design of switched systems, Lecture notes, IEEE
control systems, October 1999
[10] C. de Prada, I. Grossmann, D. Sarabia, S. Cristea, A strategy for predictive control of a mixed continuous batch process,
Journal of Process Control 19 (2009) 123137
[11] Alfredo Nunez, Doris Saez, Simon Oblak, Igor skrjanc, Fuzzy-model-based hybrid predictive control, ISATransactions
48 (2009) 24_31
[12] Gorazd Karer, Gaper Muic, and Borut Zupancic, Predictive Control of Temperature in a Batch Reactor with Discrete
Inputs, Proceedings of the 13th Mediterranean Conference on Control and Automation, Limassol, Cyprus, June 27-29, 2005
[13] Gorazd Karer, Gasper Music, Igor Skrjanc, Borut Zupancic, Model predictive control of nonlinear hybrid systems with
discrete inputs employing a hybrid fuzzy model, Nonlinear Analysis: Hybrid Systems 2 (2008) 491509
[14] Gorazd Karer, Gasper Music, Igor Skrjanc, Borut Zupancic, Hybrid fuzzy model-based
predictive control of temperature in a batch reactor, Computers and Chemical Engineering 31(2007) 15521564
[15] Javier Causa, Gorazd Karer, Alfredo Nunez, Doris Saez, Igor Skrjanc, Borut Zupancic,Hybrid fuzzy predictive control
based on genetic algorithms for the temperature control of a
batch reactor, Computers and Chemical Engineering 32 (2008) 32543263
[16] Igor Skrjanc, Adaptive Supervisory Predictive Control of a Hybrid Fed-Batch Reactor with Slow Actuator, Ind. Eng.
Chem. Res. 2007, 46, 8050-8057
[17] Dejan Dovzan, Igor Skrjanc, Predictive functional control based on an adaptive fuzzy model of a hybrid semi-batch
reactor, Control Engineering Practice 18 (2010) 979989
[18] Gorazd Karer, Igor Skrjanc, Borut Zupancic, Self-adaptive predictive functional control of the temperature in an
exothermic batch reactor, Chemical Engineering and Processing 47(2008) 23792385
Biographies
Mohsen Arabi was born in Qom, Iran, in 1986.He received the B.Sc. degree in electrical engineering from Amir Kabir
university of technology, Tehran, Iran, in 2008. He is now a M.Sc. student in control engineering in Iran university of science
and technology, Tehran, Iran. His research interests include predictive control and batch process control.
Javad Poshtan was born in Tehran, Iran, in 1961. He received his B.Sc. in electrical engineering from Tehran university,
Tehran, Iran, in 1987, his M.Sc. in electrical engineering from Sharif university of technology, Tehran, Iran, in 1991 and his
Ph.D in electrical engineering department of New Brunswick, Canada, 1997.He works in Iran university of science and
technology as an associate professor. His research interests include system identification, fault detection and model predictive
control.
372
A New Key Management Scheme for

SCADA Networks
Abdalhossein Rezai1, Parviz Keshavarzi2, Zahra Moravej3
1,2,3
1
Electrical and Computer Engineering Faculty, Semnan University, Semnan, Iran
a_h_rezai@sun.semnan.ac.ir, 2pkeshavarzi@semnan.ac.ir, 3moravej.zahra@gmail.com
Abstract. This paper presents a new key management scheme in order to increase the security and
performance of the SCADA networks. In this new key management scheme, the master station is an initiator
in communication. The secret key is generated and encrypted by security devises on the master station side
instead of RTUs (Remote Terminal Units) or IEDs (Intelligence Electronic Devices) . So, the requaird
hardware and computational power of the RTUs or IEDs side are decreased. The results show that the traffic
network in the key sharing is reduced at about 30% and the speed of the key sharing is increased at about
30% in compare with Kang et al.s key management scheme. Therefore using this new key management
scheme not only the security but also the performance of the SCADA network increase considerably.
Keywords: security, SCADA networks, key managment, symmetric encryption, cryptography.
1 Introduction
A supervisory control and data acquisition (SCADA) networks play a crucial role in the computer-based units
of the industrial and utility infrastructure [1]. The
conventional SCADA networks initially designed to
maximize functionality, with little attention paid to the security of these networks. So the security of the
conventional SCADA networks is not robust [2]. In recent years, many SCADA networks are shifting from
conventional closed proprietary networks to the networks which are integrated with corporate networks [3-4].
This makes SCADA networks potentially vulnerable to disruption of services which could result in serious
disruption to the industrial and infrastructure [2]. So, in order to prevent the potential of high
consequence
damages, major research effort need to be devoted to secure the SCADA system [3]. The core technology used
for system security is cryptography [5-6]. Data encryption is the common cryptography approach to securing the
SCADA networks.
There are two major cryptography algorithms for encryption and decryption of information: symmetric and
asymmetric encryption algorithms [2]. However, some studies show that, the asymmetric encryption algorithms
such as elliptic curve cryptography (ECC) can be used for SCADA systems [7]. But due to the SCADA systems
deal with massive amount of data in a very short period, the symmetric
encryption algorithms are usually
applied to the SCADA networks. In the symmetric encryption, two parties involved in communication, should
share the same key which should be protected from the accesses by others [2]. There are several ways for this
key distribution, which can be categorized in to two groups: centralized key
distribution and decentralized
key distribution. The communication in SCADA networks is only made between the master station (SCADA)
and each slave station (Remote Terminal Unit (RTU) or Intelligence Electronic Device (IED)). So the
decentralized key distribution is suitable for SCADA networks. In dead, in these networks, the master station
takes the role of key distribution center (KDC) [2].
373
There are many key management schemes in order to increase the security of the SCADA networks. Robert et
al. [8] used a KDC for authentication and access control. Their system pre-distributes different symmetric keys
between each slave station and master station to facilitate secure communication with KDC. Pietre-cambacedes
and Sitbon [4] described some generic characteristics and constraints to choose or design appropriate key
management system (KMS) for SCADA. Johnson [1] described some of the weakness in SCADA based system
security and the effectiveness of current security techniques. Xiao et al. [3] proposed a new key management
scheme in order to increase the security, performance and scalability of SCADA systems. Kang et al. [2]
consider the security problems in the radial SCADA networks of electric power systems. They proposed a
symmetric encryption method. They used key management for encryption and provide a solution to the optimal
key distribution period as well. In addition, some distributed key management schemes which developed for
sensor network such as [9-11] may be used for SCADA system.
This paper presents a new key management scheme for SCADA networks. This new key management scheme
is a modification of the key management scheme in [2]. In the proposed key management scheme, the master
station is initiator of
communication and generator of the secret key. So the secret key generator
devices are removed from RTUs or IEDs side. In addition, the communication between master station and slave
station is reduced from 3 communications to 2 communications. Therefore, using this new key management
scheme, not only the network traffic and required hardware of RTUs or IEDs side are reduced but also the speed
and security of the SCADA network are increased considerably.
The rest of this paper is organized as follows: section 2 describes briefly SCADA network and installation of
security devices in SCADA network. The proposed key management scheme for SCADA network is presented
in section 3. Section 4
evaluates the proposed key management scheme. Finally, conclusion is given in
section 5.
2 Background
2.1 SCADA networks context
A SCADA network is a central master system which used for remote measurements and controls of the
infrastructures such as gas, oil and power generation system [2, 4]. Fig. 1 shows a simplified SCADA network .
Fig.1. A simplified SCADA network [4]
As it is shown in Fig.1, the SCADA network contains three parts: master station, communication links and
slave stations. The master station contains HMI (Human Machine Interface), historian and applications. This
station provides information in order to supervisory decisions or control actuators. The slave stations contain
RTUs and IEDs, which usually control actuators and sensors [4]. The communication links are used in order to
exchange the measurement data and control signal between the master station and slave station.
374
2.2 SCADA network security

In order to protect the SCADA networks from attacks, we should encrypt the
information by using the
cryptography. The cryptography is one of methods to increase the security of the SCADA networks. Fig. 2
shows a SCADA network which use security devices.
Fig.2. A SCADA network with security devices [2]
As it is shown in Fig. 2, the security devices are installed on inlet or outlet of the master station and slave
station at two end ports of the communication links. Recall that the symmetric encryption algorithm, which is
shown in Fig. 3, is usually applied to the SCADA networks.
Fig.3. A symmetric encryption scheme [2]
In the symmetric encryption algorithm, the decryption key is identical to the encryption key. The symmetric
encryption is also called single-key encryption. The key in this algorithm should be exchange in advance
between SCADA side and RTUs or IEDs side in a secure manner and kept secret [2].
Since the communication in SCADA networks is made only between the master station and each RTUs or
IEDs, the master station takes the role of KDC and just one communication counterpart of RTUs or IEDs
implying that the additional KDC is not required. One of the recent schemes of key management for data
encryption in SCADA networks is [2] which is shown in Fig. 4.
Fig. 4. Key sharing process in [2]
In this key management scheme, the master station is initiator in communication. Master station requests
RTUs or IEDs to send the session key by 1. The RTU or IED responds to master station with the key encrypted
with the master key already shared with master station by 2. Finally, master station confirms the key distribution
process by 3.
375
3. The proposed key management scheme

Due to the important role of the SCADA networks in the infrastructure, there are several constraints in the
SCADA networks such as: limited computational capacity, low rate data transmission and real-time processing.
Many small RTUs or IEDs may have limited area and computation power.
Therefore it is necessary to try
minimizing the number of stored keys and the key size and complexity of the authentication and encryption
protocols.
In addition, the SCADA networks are used for a long time. So, the communication lines in the SCADA
networks have a low bandwidth. Therefore, it is necessary to try minimizing the required communication
between master station and RTUs or IEDs side. The speed of the SCADA network is also important due to delay
in data
processing in SCADA network can cause serious problems.
This paper present a new key management scheme for SCADA networks based on decentralized key
distribution model. The proposed key management scheme is shown in Fig. 5.
Fig. 5: The proposed key management scheme
In this new key management scheme, the master station is initiator in

communication. The security
devises on the master station side generate a new secure key based on a refresh time. Then it encrypts the key by
the master key which is shared by RTUs or IEDs side. Then master station send this new secret key to the
security devices on the RTUs or IEDs side by 1 in Fig. 5. Ultimately, the RTUs or IEDs makes sure that it
received and shared this new secret key (session key) with the master station by sending the reception message
by 2 in Fig. 5. On sharing the key, master station and RTUs or IEDs begin to communicate with each other by
this new secret key.
4. Evaluation
The key distribution period is affected by the security SCADA networks and the traffic load of the SCADA
networks. In dead, if the secret key is used over a large time span, it would increase the possibility of being
disclosed. Besides, it is not easy even to change the key too often in that the frequent key changing causes the
increase of the network traffic and communication failures. This issue is more significant in SCADA networks
due to its unique characteristics of data size and communication frequency. So, the performance and security of
the SCADA networks is affected by the key distribution scheme.
In the proposed key management scheme, the key generation is performed on the master station side instead
of RTUs or IEDs side. In addition, the initiator is the
master station. As a result, we used only two
communications between master station side and RTUs or IEDs side in order to share the secret key instead of
several
communications. The secret key generator in RTUs or IEDs side is not required. Table 1 summarize
the comparison between the proposed key management scheme and key management scheme in [2].
376
Table 1:Comparison the proposed key management scheme with key management scheme
in [2]
Parameter
The Proposed key

management scheme
Key management
scheme in [2]
Initiator of exchanging secret

key
Master station
Master station
Generator of secret key
Master station
RTUs or IEDs station
Number of required
communication in key sharing
process
As it is shown in table 1 in the proposed key management scheme, the secret key generator devices are
removed from RTUs or IEDs side. So the required hardware and computation power of RTUs or IEDs side
reduced considerably. In addition, the required communication decreased from 3 to 2 communications. So the
traffic
network and speed of the key sharing are improved considerably. These improvements compute and
summarize in table 2.
Table 2:Improvements of the proposed key management scheme over key management scheme in [2]
Reference
Speed improvement (%)
Traffic network improvement (%)
[2]
30%
30%
As it is shown in table 2, in the key sharing of the proposed key management scheme the traffic network is
decreased at about 30% and the speed of the key sharing is increased at about 30% in compare with [2].
Therefore using the proposed key management scheme in SCADA networks not only the computation power,
required hardware in RTUs and IEDs side and traffic network are reduced but also the security of the SCADA
network is increased.
5. Conclusion
By allowing the data collection, data analysis and the control of equipment from remote locations, SCADA
networks provide great efficiency and are widely used. Due to the important role of the SCADA networks in the
infrastructure, the importance of the security and performance of the SCADA networks increased considerably.
This paper presents a new key management scheme in order to increase the security and
performance of the
SCADA networks. In this new key management scheme, the key management scheme in [2] is improved. The
communication links are decreased from 3 links to 2 links. The secret key generation devices are also exchanged
from RTUs or IEDs side to master station side. So the required hardware and computation power of the RTUs or
IEDs side are decreased considerably.
The results show that the traffic network in the key sharing is reduced at about 30% and the speed of the key
sharing increased at about 30% in compare with [2].
Therefore using this new key management scheme in
SCADA networks not only the security but also the performance of the SCADA network increase considerably.
377
References
1.
2.
3.
4.
Johnson, R. (2010). Survey of SCADA security challenges and potential attack

vectors. In proceedings of IEEE
international internet technology and secured transactions, London, UK, 8-11 November, pp. 1-5.
Kang, D. Lee, J. Kim, B. and Hur, D. (2009). Proposal strategies of key management for data encryption in
SCADA network of electric power systems. International journal of electrical power and energy systems,
doi:9.916/j.ijepes.2009.03.004.
Xiao, L. Yen, I. and Bastani, F. (2010). Scalable authentication and key management in SCADA. In proceedings of
IEEE international conference on parallel and
distributed systems. Shanghai, China, 8-10 December, pp. 172179.
Pietre-cambacedes, L. and Sitbon, P. (2008). Cryptographic key management for SCADA systems- issues and
perspectives. In proceedings of IEEE international conference on information security and assurance, Busan,
Korea, 24-26 April, pp. 156-161.

Rezai, A. and Keshavarzi, P. (2011). High-performance Modular Exponentiation Algorithm by Using a New
Modified Modular Multiplication Algorithm and Common-Multiplicand-Multiplication Method. In proceedings
of IEEE world congress on internet security, London, UK, 21-23 February, pp. 192-197.
6. Rezai, A. and Keshavarzi, P. (2011). High-performance implementation approach of elliptic curve cryptosystem for
wireless network applications. In Proceedings of IEEE international conference on consumer electronic,
communication and networks, Xianning, China, 16-18 April. pp. 1323-1327.
7. Lambert, R. (2007). ECC and SCADA key management. In proceedings of the SCADA security scientific
symposium digital bonded, Miami, 24-25 January.
8. Robert, D. Colin, B. Ed, D. and Juan, M. (2006). SKMA, a key management
architecture for SCADA
systems. In proceedings of 4th Australasian information security workshop, Hobart, Tasmania, 16-19 January,
pp. 138-192.
9. Dutertre, B. Cheung, S. and Levy, J.(2004). Lightweight key management in wireless sensor networks by
leveraging initial trust. SDL technical report SRI-SDL-04-02, April.
10. Liu, D. Ning, P. (2003). Establishing pairwise keys in distributed sensor Networks. In proceedings of the 10th ACM
conference on computer and communications security, Washington, DC, USA, 27-30 October, pp. 52-61.
11. Chan, H. Perrig, A. and Song, D. (2003). Random key pre-distribution schemes for sensor networks. In
proceedings of IEEE Symposium on Security and Privacy,
California, USA, 11-14 May, pp. 197-213.
5.
Biographies
Abdalhossein Rezai was born in Dezful, Iran in 1977. He received the BS and MS degrees in electronics from Department
of Electrical and Computer Engineering, Isfahan University of Technology (IUT), Isfahan, Iran in 1999 and 2003
respectively. He is currently a Ph.D. student in Electrical and Computer Engineering Faculty, Semnan University, Semnan,
Iran.
He is authors and co-authors of several papers. His research interests include network
security, cryptography
algorithm and its application and neural network implementation in
nanoelectronics.
Parviz Keshavarzi was born in Eilam, Iran in 1959. He received the MS degree in electronics from Department of
Engineering, Tehran University, Tehran, Iran in 1988 and the Ph.D. in electronics from Department of Electrical
Engineering, Manchester University, UK in 1999.
He is authors and co-authors of many papers. He is an assistant professor in Electrical and Computer Engineering Faculty,
Semnan University, Semnan, Iran. His research interests
include network security, cryptography algorithm and its
application and nanoelectronics.
Zahra Moravej was born in Shiraz, Iran in 1960. She received the B.E and M.E degrees in
electrical engineering from
Bangalore University, India in 1985 and 1991, respectively, and Ph.D from Banaras Hindu University, India in 2001.
She is an assistant professor in Electrical and Computer Engineering Faculty, Semnan University, Semnan, Iran. She is
author and co-author of many papers. Her research interests include application of artificial intelligence in power system
protection, power quality
monitoring and Substation Automation System (SAS).
Dr. Moravej is IEEE senior member and Cigre member.
378
FPGA Based Wireless Multi-Node Transceiver and

Monitoring System
zkan AKIN1, lker BAARAN2, Radosveta SOKULLU 3, rfan ALAN4, Kemal BYKKABASAKAL5
1
ozkan.akin@ege.edu.tr, 2ilker.basaran@yahoo.com, 3radosveta.sokullu@ege.edu.tr, 4irfan.alan@ege.edu.tr,

5
kemal.buyukkabasakal@ege.edu.tr
Abstract.In this paper, we present a prototype of flexible multi-node transceiver and monitoring system. The
prototype is designed for time-critical applications and can be also reconfigured for other applications like
event tracking. The processing power of FPGA is combined with a simple communication protocol. The most
important contribution of this work is using the virtual Pico Blaze soft core for controlling the data
transmission through the RF modules. The results for capacity usage are very promising as compared to other
similar research.
Keywords: FPGA, PicoBlaze, RF, Multi-Node, Wireless, Transceiver
1 Introduction
RF communication programs for wireless sensor nodes are generally written on microcontroller units
(MCUs) for UART data communication, but the data processing capacity and the number of I/O ports of MCUs
are limited, so they are not convenient for simultaneous multiple parallel data processing that would be needed in
simultaneous multi-node wireless communication and monitoring.
Nowadays, FPGA based designs present powerful alternative to MCU designs due to their parallel data
processing capacities and software reconfigurable structures. Nowadays, as the single chip capacity of an FPGA
that accommodates desirable properties increases, its power consumption decreases. Because of these features,
high performance FPGA based systems has simple circuits, flexible designs and reconfigurable structures.
Besides, depending on the capacity of the I/O ports of an FPGA selected, the communication can be established
simultaneously with wireless multi-nodes which are connected to a single FPGA chip in parallel. This provides
more processing capacity with lower power consumption.
PicoBlaze is an efficient, compact, capable, and cost-effective fully embedded 8-bit RISC microcontroller
core which can be synthesized in Spartan 3 FPGAs (also in Virtex II and Virtex-4) and can be used for
processing data in the implementation of a flexible multi-node transceiver and monitoring system for wireless
sensor nodes. PicoBlaze is similar to many microcontroller architectures but it is specifically designed and
optimized for Xilinx FPGAs. PicoBlaze provides cost-effective microcontroller based control and simple data
processing and consumes considerably less resources than a comparable 8-bit microcontroller architectures. It
occupies just 96 FPGA slices and delivers 44 to 100 million instructions per second (MIPS) depending on the
target FPGA family and the speed grade which is many times faster than commercially available
microcontroller devices [10].
In this paper, we present a prototype of flexible multi-node transceiver and monitoring system. The prototype
is designed for time-critical applications and can be also reconfigured for other applications like event tracking.
379
From here on, the paper is organized as follows: in Section 2 an overview of the related work is presented;
Section 3 gives details on the architecture of the proposed system; in Section 4 experimental results are discussed
followed by conclusion and future work in Section 5.
2 Previous Work
In recent years the variety and complexity of Wireless Sensor Network (WSN) applications, the nodes and
the functions they are expected to perform have great increase. This poses the question of reducing the time from
initial design of WSN applications to their implementation as a major research topic. In this respect, the power of
FPGA as a system design has become even more important. So there are a number of studies in this direction,
which examine the different aspects of integrating FPGA into WSN applications.
In [3] the authors define an FPGA based system for wireless communication. The main objective is to
provide a detailed control of the nRF2401 RF chip using FPGA. As a result, the design of a low price, simple
and easy to control NIOS II system embedded in FPGA is proposed which can be adapted to monitoring WSN.
In [5] the authors focus on a strategy to design a hardware platform for enabling research in massive wireless
sensor networks for ambient systems. A prototype modular sensor node with 25mm form factor is described.
This miniature module comprises 4 different layers: FPGA layer, communication layer, interface and power
layers.
The work in [7] presents a wireless image processing sensor embedded in FPGA including a NIOS II
processor and a microcontroller. Using the capacity of FPGA for image processing, different experiments have
been carried out and the results are presented in the paper.
In most works so far, the reconfigurability advantage of an FPGA is generally not considered. The
conventional wireless multi-node monitoring platforms include a microcontroller and an FPGA to implement all
the processes [4, 5, 6, 7, 8]. In some studies, instead of using both a microcontroller and an FPGA, a single
FPGA chip has been used [1, 2, 3] and they stress on the benefits and advantages of the 32-bit NIOS II soft core
processor.
The aim of this project is to demonstrate the feasibility of using PicoBlaze soft core instead of NIOS II,
where PicoBlaze provides greater programming simplicity and easiness, and requires much less resources
because it is an 8-bit platform. Furthermore, a virtual PicoBlaze soft core processor is used inside the FPGA in
this project instead of using classical independent microcontrollers used in the works mentioned above.
3 Architecture of the Proposed System

The overall system consists of three major parts. These are: wireless nodes, the FPGA and display used for
visualization of data processing (Fig. 1.) The number of wireless nodes that can be connected depends on the
available I/O ports of the FPGA. Each node is communicating with a single dedicated PicoBlaze core embedded
in the FPGA platform. Simultaneous data processing from all nodes is done in parallel by the FPGA which
allows intensive DSP tasks to be implemented in time critical applications.
380
Fig. 1. System Overview Block Diagram; System consists of many Pico Blaze cores that run simultaneously and each one is
connected to a transceiver module while one drives the display.
3.1 RF Modules
In this work 433.920 MHz UHF band, ARX 34-X and ATX 34-S RF (Fig. 2. (1, 3)) receiver and transmitter
chips have been used. They use ASK (Amplitude-Shift Keying) modulation technique in a low data rate for short
range ISM.
The transmission protocol is based on preamble and synchronous data transmission. The receiver adjusts the
receiving baud rate in the range from min. 300 to max. 2400 bps. The frame format is defined as:
preamble + sencron + data1+.....+dataX,
where the preamble is 5 bytes of 0xAA or 0x55. Synchronization is 5 bytes 0x00 or 5 bytes 0xFF. The algorithm
for start/stop has been embedded in software in the PicoBlaze. To start receiving data, an acknowledgement in
the form of 3 bytes of 0x3A is sent by the receiver side. Both the sender and the receiver side include a simple
voltage regulator and logic level max232. (Fig. 2. (2, 4))
Fig. 2. Prototype of Wireless Transceiver Node and Transmission Protocol; ATX 34-S transmitter chip (1) and
transmitter circuit (2), ARX 34-C receiver chip (3) and receiver circuit (4).
381
3.2 PicoBlaze Soft-Core Processor

PicoBlaze is an efficient, compact, capable, and cost-effective fully embedded 8-bit RISC microcontroller
core [10]. PicoBlaze soft-core processors are used in the XC3S1200E FPGA chip in this system instead of using
classical independent microcontrollers and 32-bit soft-cores like NIOS II which have been used in other
researches as mentioned in Section 2. The major advantage of using PicoBlaze is that its code is very small and
also the fact that a great number of cores can operate simultaneously in parallel. This processing advantage can
be very useful in a number of time critical applications, or WSN applications that require simultaneously
processing of the data from a large number of nodes. Another aspect of the FPGA platform that so far has been
little touched in relation to WSN applications is its reconfigurability, which can greatly shorten the designimplementation cycle for new applications. The soft-core Pico Blaze prototype discussed in this paper in
schematically presented in Fig. 3.
Fig. 3. Block diagram of one Pico Blaze Soft-Core that includes UART module and LCD interface.
Wireless transceiver circuit has analog devices like voltage regulator and RF module and no microcontroller.
Serial data processing from wireless transceiver nodes is realized in PicoBlaze soft core units embedded in the
FPGA. UART communication standard is used for this application. The data is collected from the multiple
nodes in parallel into a single FPGA chip by means of many PicoBlaze cores embedded into the FPGA.
Multiple nodes can be monitored simultaneously, not serially. If desired, the data collected is processed at one
point with a high speed and less resources. The prototype system is designed to show the feasibility of the
system with an LCD and wireless data transceiver nodes. The proposed system has been evaluated based on
logic utilization.
In Table 1, the result for one RF transceiver modules from the FPGA Pico Blaze core source report are
presented. These include results for number of slice flip flops, number of 4 input LUTs (Look-Up Tables) and
number of bounded IOBs (Input Output Blocks). As it can be seen from these results a max of 62 RF
transceivers can be connected. The available pins are also sufficient. If a higher capacity FPGA chip is selected
an even higher number of RF transceivers can be simultaneously connected. A certain percent of the resources
382
has to be put aside for the DSP processing in the FPGA. That is why, for the XILINX XC3S1200E FPGA that is
used in our work, 50 Pico Blaze core control modules for the RF modules have been embedded in the FPGA thus
providing around 20% of the resources of the FPGA for DSP.
Table 1. Source Code Reports Results for 1 RF module
Logic Utilization
Used
Available
Utilization
Number of Slice Flip Flops
171
17,344
1%
Number of 4 input LUTs
278
17,344
1%
Number of bonded IOBs
250
1%
In a similar way, in Table 2 the results from the source report for 50 Pico Blaze core control modules for the RF
and one LCD screen have been presented.
Table 2. Source Code Reports for 50 Pico Blaze core control modules for RF and LCD Screen
Logic Utilization
Used
Available
Utilization
Number of Slice Flip Flops

Number of 4 input LUTs
Number of bonded IOBs
8559
13921
111
17,344
17,344
250
49%
80%
44%
5 Conclusions
In this paper we have presented the initial results from our work related to the use of powerful FPGA
platform and the Virtual PicoBlaze soft-core processor for wireless sensor nodes and applications. These
preliminary results are very optimistic and in the future we plan to test the software with a greater number of RF
modules and incorporate more complicated wireless communication protocols. It is also interesting to
experiment in real environments, for example in industrial settings for collecting information from a number of
nodes used for monitoring a specific production cycle. In such situations both the advantages of FPGA DSP
processing power and the adverse effects of the environment (number of machines in a closed area) will be better
estimated.
References
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Combination of System - And Low Levels. International Journal of Electrical, Computer, and
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Biographies
zkan Akn He was born in Izmir, Turkey in 1979. He received the B.Sc. degree in electrical engineering from Kocaeli
University, Kocaeli, Turkey in 2002 and MSc. degree in electrical engineering from Ege University, zmir, Turkey in 2006.
He has papers concerning the control of power electronics for electrical machines and microprocessor architecture design
using FPGAs. His research interests include the electrical machine control, digital electronics, power electronics, and realtime digital simulation and control. Currently, he is a Research Assistant at the Ege University, Izmir, Turkey.
R.A. Akn has been a member of The Chamber of Electrical Engineers (EMO) since 2002 and Ege University FPGA society.
He has serious contributions for the establishment of FPGA and Electrical Machines Laboratories at Ege University.
lker Baaran He was born in Bursa, Turkey in 1990. He is currently continuing undergraduate education at the
Department of Electrical and Electronic Engineering and Department of Mechanical Engineering (Double Major
Undergraduate Program), Ege University. He plans to receive B.Sc. degree in 2012.
He is working on embedded systems, industrial automation, robotic systems and solar powered vehicles and their power
electronic systems.
Mr. Baaran is a member of The Chamber of Electrical Engineers (EMO) since 2008, Ege University Renewable Energy
Society and Ege University IEEE.
Radosveta Sokullu received her MSc and PhD degree in Telecommunications Engineering from the Sofia Technical
University in 1985 and 1992 respectively. She is currently an Assistant Prof. In the Department of EEE and Head of the
Chair of Telecommunications, Ege University, Izmir, Turkey. She was invited as a visiting professor for the GRASIUS
Program at the Graduate School of Engineering, Kumamoto University in 2008 and 2011.
Her current research interests include simulation for wireless nodes and wireless sensor networks, performance evaluation
and security issues.
rfan Alan He was born in Istanbul, Turkey in 1962. He received B.E.E. and M.S.E.E. degrees from Istanbul Technical
University (ITU), in 1983 and 1986, and the Ph.D. degree in E.E. from the University of Wisconsin-Madison, in 1993.
During most of his Ph.D. studies he has been a research assistant at UW-Madison working on various NASA projects. He
worked at UW-Madison as a research associate in another NASA project during his post doctorate studies. He has been with
Ege University since 1997, and serving as a full Professor since 2004 teaching various undergrad and grad level courses,
supervising many M.Sc. and Ph.D. thesis. His research interests are in solid state power conversion systems and ac machine
drives in general, and resonant and matrix power converters, and induction heating in particular. He has seven SCI journal
articles and many international conference papers.
Prof. Alan is a member of Chamber of Electrical Engineers (EMO). He is the founder of FPGA and Electrical Machines
and Power Electronics Laboratories at Ege University.
Kemal Bykkabasakal He was born in Stuttgart, Germany in 1984. He received the B.Sc. degree in electrical and
electronics engineering from Dokuz Eylul University, Izmir, Turkey in 2006 and MSc. degree in electronics engineering
from Ege University, Izmir, Turkey in 2010.
He is currently continuing his Ph.D. in Ege University. His research interests include the control systems, digital electronics,
and embedded systems. Currently, he is a Research Assistant at the Ege University, Izmir, Turkey.
384
2-D High Resolution Image Tiling: A Parallel

Processing Phase-only-correlation Approach
1
Gkhan Ba1, Mmin zcan2

Depart. of Elec. and Electron. Engineering,Izmir Institute of Technology, Izmir, Turkey
2
Depart. of Industrial Engineering, Gediz University, Izmir, Turkey
1
gokhanbas@iyte.edu.tr, 2 mumin.ozcan@gediz.edu.tr
Abstract. This paper presents a novel application of phase only correlation implemented with parallel
processing for two-dimensional (2-D) set of acquired image array having only translational displacement
with some mutual boundary information. Proposed parallel processing tiling algorithm is applied to 2-D
microscopy images and comparison made with batch processing algorithm.
Keywords: Parallel Processing, Stitching, Tiling
1 Introduction
The problem of 2-D tiling of acquired several images having mutual information are encountered in several
problems such as in digital astrophotography [1], virtual microscopy [2],[3],[4], in general, flattened panoramic
image stitching. Some of the approaches made by researchers are based only the batch processing of phase-ofcorrelation method (POC) in [5], [6], which is bulky and not sufficiently efficient. Therefore, this can be
improved by means of dividing non-algebraic-looped 2-D tiling algorithm in to the parallel processes. In this
manner, proposed algorithm assumes that the acquired images are known by their relative discrete picture
sequence (neighborhood) to each other, and POC is performed locally at least in one neighborhood of each
image in a parallels. Gathering the coordinates of each image relatively to each, at last, the starting image, is
sufficient to tile all images. In this manner, proposed algorithm is applied to bunch of microscopy images and
made a comparison with the traditional batch process, it is proved that the parallel processing is superior the
sequential process.
1.1 Literature Review

There are several techniques that exist in the field of tiling images. One is extracting feature points from mutual
information, then registration of these determined the points between both images will yield the relative
coordination. The second and widely used method is phase-only-correlation (POC) [7],[5]. These methods are
fundamental to the derived ones, and in this paper points out the implementation of parallel processed two
dimensional (2-D).
385
1.2 Methods
In this paper, POC is used with parallel scheduling algorithm to find the relative coordinates of images with
respect to each other. In the first place, sequentially taken images are placed in an array describing a
neighborhood representation. After that, starting from a middle point within the neighborhood array, finding the
correlation and determining a relative location vector between aforesaid images constructs a path. By means of
extending more than one way among four possible ways makes tiling like a diverging process from the selected
middle point. When the edges of the neighborhood matrix or already POC performed images are encountered in
the neighborhood array, the written down mutual relative vector expressions are composed together to form a
meta data for image to be tiled.
2 Problem Formulation
2.1 Used Notation
In this part of the paper, problem of high resolution 2-D image tiling is formulated by means of mathematical
notion. Let us consider that we have acquired M N = MN images
li , in a sequence denoted by the set L , (
1 i MN ). As a 2-D notation, an image in rectangular grid M N may also be denoted as I ij , 1 < i < M ,
1 < j < N , besides L = I ij . Before going into tiling procedure, it is suitable to point out following remarks.
Remark 1.It is assumed that all input images are all known to their four neighbors in the way of how they are
sorted in the acquired image set
L . i.e. ,
N 4 ( I ij ) = I (i 1) j , I (i 1) j , I i ( j 1) , I i ( j 1) ,
(1)
k , l , p, n < MN Z, (k , l , p, n are known).
(2)
= lk , l p , lm , ln , lk , l p , lm , ln L,
Equations (1-2) say that, for an image I ij , images N 4 ( I ij ) are known to their acquistion sequence in the set
L.
Remark 2.It is assumed that all gathered MN images are acquired such that an image has sufficient mutual
information with its four-neighboring images defined in Equation (1).
Remark 3.Ultimate goal of the 2-D tiling procedure is based on building a meta-data that keeps the relative
neighborhood translation vector(s) (RNTV). More precisely, RNTV is used to indicate the discrete vectoral
distance from image
I ij L to image
I ij L , and it is shown as v I ij , I ij (Z Z ) . Aforesaid meta-data is
composed of v I i j , I ij vectors as a lookup table such that I i j is selected as starting image, and is can be
s s
s s
regarded as a kind of relative zero coordinate (is , i j ) .
386
Remark 4. RNTV s satisfies the following conditions:
v I ij , I ij = v I ij , I ij
(inverse element ),
v I ij , I ij = v I ij , I kl v I kl , I ij , I kl L. (RNTV conservation).
(3)
(4)
Notation shown here is sufficient to explain the procedure of 2-D image tiling.
2.2 Tree map generation for POC implementation

The tiling procedure, that is, derivation of meta-data is solely based on relative distance calculation with respect
to a starting image Iisjs . This can be done via RNTVs with making use of the Remark (4). In this manner a tree
map branching from a starting image is to be built and RNTVs between each neighboring image is to be
calculated with POC method, as shown in Figure 1.
Remark 5. RNTVs of Figure 1 can be defined as in the following equation [7],[6];
(5)
v I ij , I (i )( j ) = POCI ij , I (i )( j ) .
POC,: L2 Z2 represents phase only correlation of two four-neighboring images in
i.e. = 1 and
= 1 [6]. Equation (5) does not hold for 1 or 1 that is why derivation of tree-map of
neighboring images are essential for evaluation of RNTV s, that is, meta-data knowledge.
In [6], tiling is performed in a sequential manner. As a rule of thumb example of this, tiling may be alligned
with the order of the image acquisition. In other words, a tree map may have a one-way sequence such that,
v Ii
s js
(6)
i =1 j =1
may be used to write down the RNTV of

image into the meta-data file, where,
, I ij = v I 11 , I ij = F (i, j ),
I ij
with respect to the starting
v I ij , I i ( j 1) , j odd and i = M or j even and i = 1
F (i, j ) = v I ij , I (i 1) j , j odd and i M

v I , I
ij (i 1) j , j even and i 1
(7)
3 Sequential Batch Tiling and Proposed Parallel Processing

The idea behind what is made in [6] can be summarized with the Algorithm 1 (Appendix), ultimately meta-data
is built in the end. However this process is bulky since every POC {, } operation includes sequential
correlation of 1280 960 3 image pair at high resolution with one central processing unit (CPU) [5].
Algebraic-loop free structure of F(i, j) of Equation (6) permits calculation F(i, j) in a parallel way provided that
tiling map and its RNTVs have been determined before, preparation of which takes negligible amount of time
compared to POC operations. Accordingly, proposed algorithm of Algorithm 2 (Appendix), parallel processing
completes tiling process rapidly as shown in Table 1 and this advantageous property is pointed out here.
387
Figure 1: Tree map of images that representing the neighborhood connections and corresponding RNTV s
connecting each image is shown, where, until all of the M N discrete image grid is spanned and not duplicated
with any other image
that
N D (Ii
fk j fk
I ij L
. The term ( i
fk
, jf
) denotes the k th terminating image coordinate of M N grid. Noting
are already mapped in the tree so there exist no not included neighbors of
Ii
fk j fk
, 1 < k < m < MN .
Figure 2: A rule of thumb tiling sequence, which can be regarded as a one way tree map of Equation (6), is
shown for M = N = 4 image array.
388
Table 1. Comparison of two given algorithms namely, Algorithms (1) vs. (2) in the sense of speed. (This
process is carried out on a intel i3 M 350 four-parallel processor computer. Experimental images had a
bytes
resolution of 1280 960 3 image . Convolution region of interest is entire image Noting that batch tiling makes use
of only single CPU.) Amount of mutual information is ~ %10.
4 Results and Conclusion

The proposed algorithm of Algorithms (1)-(2) in appendix are applied separately to digital microscopy images
taken from Dokuz Eylul University, and tiling problem is solved by both sequential process and parallels by
extracting the meta-data bearing the relative coordinates. Proposed algebraic-loop free parallel processing
approach reduces considerable amount of time when compared to sequential POC. In this manner, tiling time
dramatically decreases and comparison table shows an approximately four times improvement for four-CPU
computer.
References
1.
2.
3.
4.
5.
6.
7.
Keith Wiley, Steve Chambers, Digital Astrophotography: The State of the Art: Long-Exposure Webcams and
Image Stacking Techniques, Patrick Moore's Practical, Astronomy Series, Springer London, 2005, Section 1, 4560.
Steinberg DM, Ali SZ. Application of virtual microscopy in clinical cytopathology. Diagn Cytopathol. Dec
25(6):389-96, 2005.
Szeliski R., Found. Trends. Comput. Graph. Vis., Vol. 2, No. 1. (2006), pp. 1-104.
Kumar R.K., Velan G.M., Korell S.O., Kandara M., Dee F.R., Wakefield D., Virtual Microscopy for Learning
and Assessment in Pathology,Journal of Pathology, 204, no. 5, 613-18, 2004.
Bas G., Demir G.K., A Sinc Interpolation Based Image Stitching for Virtual Microscopy, BIOMUT 16 Ulusal
Biyomedikal Muhendisleri Bilisimi, ANTALYA, Nisan 2010.
Bas G., Graphical User Interface Development for Camera and 3-D Robot Synchronisation In Virtial
Microscopy by Using Qt Framework and ITK Libraries , Dokuz Eylul University, Final Year Graduation
Projects, June 2010.
B. S Reddy and B. N. Chatterji, An FFT-based technique for translation, rotation, and scale-invariant image
registration, IEEE Transactions on Image Processing 5, no. 8 (1996): 1266-1271.
389
Appendix
Biographies
Gkhan Ba- Gkhan Ba was born in Afyonkarahisar. He received his B.S.in Electrical Enginering at Dokuz Eylul
Univesity with Honors degree in 2010. Currently he is a Rsrc. Asst. at zmir Institure of Technology as a PhD. candidate.
His research interests are Lyapunov based controller design for robotic systems, and biomedical image processing.
Mmin zcan- Mmin zcan was born in Balkesir. He graduated Industrial Engineering department of Sakarya
University in 2003.He received his M.S degrees in Industrial Eng. from the Dokuz Eyll University in 2007. Currently he is
continuing his Ph.D.work in operation Research at the Sakarya University. Between 2009-2011, he worked as a research
assistant in zmir Gediz University. Since March 2011,he has been lecturer in zmir Gediz
University.
390
Modeling Multivariate Time Series by

Charge System Search
Yousef Alipouri, Javad Poshtan
alipouri_yousef@elec.iust.ac.ir, jposhtan@iust.ac.ir
Abstract. Modeling MTS data effectively is important for many decision-making activities. Separately analyzing
each one of time series in MTS is not accurate because of the interactions among them, therefore for analyzing an MTS
all the time series must be regarded simultaneously. Existence of noise on time series makes this task hard.A lot of
research has gone into the development of ways of analyzing multivariate time series (MTS) data in both the statistical
and artificial intelligence communities. Statistical MTS modeling methods include the Vector Auto-Regressive process,
the Vector Auto-Regressive Moving Average process, and other non-linear and Bayesian approaches, while various AI
methods have been developed for different purposes. These include dependence detection in MTS of categorical data,
knowledge-based temporal abstraction, Bayesian clustering of similar MTSs, and forecasting. Modeling MTS data are
usually performed with VAR models. In this paper, a new AI method, recently introduced in [1], will be used for
determining parameters of VAR. This method (The Charged System Search (CSS)) is the most recent meta-heuristic
algorithm which utilizes the Newtonian law of mechanics in addition to the electrical physics laws to direct the agents
in order to recognize the optimum locations. Results show significant improvement in model accuracy.
Keywords: multivariate time series, Charge System Search, modeling, artificial intelligence
1 Introduction
Recent developments in computing have provided fast access to vast amounts of online data; processing power
and storage devices continue to become cheaper and more powerful, networks are providing more bandwidth
and higher reliability, and online analytic processing allows rapid retrieval of data from data warehouses. This is
especially true for the recording of time series data, for example, in medical and financial sectors. This
necessitates methods for the analysis and modeling of time series which are accurate and fast. A time series is a
sequence of data points, measured typically at successive times spaced at uniform time intervals. Models for
time series data can have many forms and represent different stochastic processes. Time series can be regarded
as univariate or multivariate. A univariate time series which is independent from other time series can be
analyzed or modeled individually. However, multivariate time series is a vector of time series which are
depended to each other with high interaction among them. Multivariate Time Series (MTS) data are common in
many fields such as medicine, finance and science, and innovations in modeling this kind of data are still
welcome.
Modeling MTS data effectively is important for many decision-making activities. Separately analyzing each one
of time series in MTS is not accurate because of the interactions among them, therefore for analyzing an MTS all
the time series must be regarded simultaneously. Existence of noise on time series makes this task hard. Filtering
or distinguishing noise from the main data is a usual solution to this problem. However, in some applications we
391
needs to model noise or disturbance along with main data such as determining performance of the system, model
must be fitted to the both data and disturbance to have the accurate prediction in the minimum variance index. In
this application a model is fitted to the time series and by evaluating and analysis it minimum possible variance
for system can be obtained [2]. For determining the accurate value for minimum variance the model must be
accurate in fitting to systems and disturbances data. In other words, model must be able to follow the vibration
in output. This usually necessitates models with higher orders. A lot of research has gone into the development
of ways of analyzing multivariate time series (MTS) data in both the statistical and artificial intelligence
communities. Statistical MTS modeling methods include the Vector Auto-Regressive process, the Vector AutoRegressive Moving Average process, and other non-linear and Bayesian approaches [3], while various AI
methods have been developed for different purposes [4,5,6]. These include dependence detection in MTS of
categorical data, knowledge-based temporal abstraction, Bayesian clustering of similar MTSs, and forecasting
[7,8,9]. Modeling MTS data are usually performed with VAR models. It has been argued that an advantage is
that it does not need any prior assumptions for a structural model. For reaching higher accuracy, higher order for
VAR and capable parameter estimation methods are needed. Consequently, higher order of VAR leads to higher
number of unknown parameters. Estimating the value for high number of parameters (high dimensional
problems) is hard or even impossible for some methods. Most algorithms cannot be used in such problems, as
they are usually trapped in local minimums. AI methods practically are used for finding best parameters for this
kind of models [10,11,12].
In this paper, a new AI method, recently introduced in [1,13,14], will be used. This method (The Charged
System Search (CSS)) is the most recent meta-heuristic algorithm which utilizes the Newtonian law of
mechanics in addition to the electrical physics laws to direct the agents in order to recognize the optimum
locations. Similar to many other meta-heuristics, this algorithm contains a number of agents, so-called Charged
Particle (CP). Each CP is considered as a charged sphere which can impose an electric force to the other CPs and
therefore, each CP is treated as a source. Some applications have shown that this algorithm outperforms other
well-known algorithms such as Evolutionary Algorithms (EA). This algorithm is fast and accurate in finding the
global minimum and can escape from local minimums; hence it is very appropriate for finding VAR parameters
with high orders.
The organization of this paper is as follows: section 2 explains the CSS algorithm in more detail; section 3
shows the simulation results and compares the CSS with GA, CEP and PSO and section 4 presents the
conclusion and summarizes the simulation results.
2 The Charged System Search (CSS) [1]

In this section, a new efficient optimization algorithm introduced in [1] is explained utilizing the physics laws,
which is called Charged System Search (CSS). In the CSS, each solution candidate Xi containing a number of
decision variables (i.e. Xi = {xi, j }) is considered as a charged particle. The charged particle is affected by the
electrical fields of the other agents. The quantity of the resultant force is determined by using the electrostatics
laws, and the quality of the movement is determined using the Newtonian mechanics laws. It seems that an agent
with good results must exert a stronger force than the bad ones, so the amount of the charge will be defined
considering the objective function value, fit(i ). The following pseudo-code summarizes the CSS algorithm:
Level 1: Initialization
Step 1: Initialization. Initialize CSS algorithm parameters; Initialize an array of Charged Particles (CPs) with
random positions and their associated velocities
Step 2: CP ranking. Evaluate the values of the fitness function for the CPs, compare with each other and sort
increasingly.
Step 3: CM creation. Store CMS number of the first CPs and their related values of the objective function in
the Charged Memory (CM).
Level 2: Search
Step 1: Attracting force determination. Determine the probability of moving each CP toward others, and
392
calculate the attracting force vector for each CP.

Step 2: Solution construction. Move each CP to the new position and find the velocities.
Step 3: CP position correction. If each CP exits from the allowable search space, correct its position.
Step 4: CP ranking. Evaluate and compare the values of the objective function for the new CPs, and sort them
increasingly.
Step 5: CM updating. If some new CP vectors are better than the worst ones in the CM, include the better
vectors in the CM and exclude the worst ones from the CM.
Level 3: Terminating criterion controlling
Repeat search level steps until a terminating criterion is satisfied.
The flowchart of the CSS algorithm is illustrated in Fig. 1.
3 Results:
A multivariate time series with two depended time series has been assigned to compare ability of algorithms in
modeling MTSs. Modeling will be performed on 200 points of multivariate time series. Four algorithms have
been selected for this comparison. All of them are well known in AI domain. These algorithms are continuous
Genetic Algorithm (GA), Particle Swarm Optimization (PSO), Classical Evolutionary Programming (CEP), and
Charged System Search (CSS).
Figure 1 : Flowchart of Charged System Search algorithm [1]

All algorithms start from same initial points (same initial generation). An attempted has been made to set all
parameters equal for all algorithms. These parameters have been gathered in Table 1.
393
Table 1 : Parameters of algorithms

Algorithms
ALL
parameters
Population
Number of variables
Variable bounds
Mutation factor
Selection rate
Inertia factor
acceleration coefficients
Tournament size q
GA
PSO
CEP
value
100
42
[-100,100]n
0.1
0.5
1
2
10
VAR model have been selected for modeling with order 10, so 42 (
) parameters must be
determined by the algorithms. With increasing order of VAR, dimension of cost function and in consequence
complexity of problem increase exponentially.
VAR is generalized form of AR in which time series are depended to one another (1).
p
X (t ) Ai X (t i ) b
i 1
a
Ai i1
ai 3
ai 2
,
ai 4
(1)
b
b 1
b2
By considering (1), the chromosomes or individuals of the algorithms can be defined as (2).
chromosome [a11, a12 , a13 , a14 , a21, a22 , , a p3 , a p 4 , b1 , b2 ].
(2)
Minimum least square of errors, among MTSs points and models outputs, makes cost function for the
algorithms (3). The algorithm can minimize this cost function further and be fast in reaching to minimum value
is capable one for modeling this kind of time series.
2
200
Cost X (i ) X (i ) .
(3)
i 1
Where X (i ) are i-th points of MTS and X (i ) are i-th points of VAR models outputs.
Table 2 compares minimum cost found by each algorithm after 10000 generations. It is clear that CSS is more
accurate in getting close to the global minimum. For comparing
Table 2 : Minimum cost found by the algorithms
Cost
GA
778.22
CEP
346.86
PSO
1839.3
CSS
48.85
the algorithms about their speed some figures have been drawn. Figure 3 shows speed of the algorithm in
decreasing value of the cost function versus generations. Speed of the algorithm is more crucial when the
algorithm is being used in online application in which modeling process is repeating along with the passage of
time. Accuracy is more important when optimization task is performed in offline applications in which the
algorithm has enough time to getting close to the global minimum. In addition to these two main factors
releasing from local minimums is most important factor that decides the speed and accuracy of algorithms.
Figure 2 shows this factor too. The algorithm which stays on a cost during several generations (like PSO) loses
394
its speed and opportunity for searching more accurately. However figure 2 shows that none of the algorithms
could reach the global minimum, CSS has more speed in decreasing value of the cost function.
8
15
time series 1
GA
Time series 2
GA
10
4
5
Cost
Cost
2
0
0
-5
-2
-10
-4
-6
0
50
100
number of iteration
150
-15
0
200
100
number of iteration
150
200
Time series 1
CEP
50
Time series 2
CEP
3
1
2
0
Cost
Cost
1
0
-1
-1
-2
-2
-3
-3
-4
-4
-5
0
50
100
number of iteration
150
-5
0
200
25
50
100
number of iteration
150
200
20
Time series 1
PSO
20
Times series 2
PSO
15
15
10
10
Cost
Cost
5
0
0
-5
-5
-10
-10
-15
-15
-20
-20
-25
0
50
100
number of iteration
150
-25
0
200
50
100
number of iteration
150
200
0.6
1.5
Tim series 1
CSS
Tim series 2
CSS
0.4
0.2
0.5
Cost
Cost
0
0
-0.2
-0.5
-0.4
-1
-1.5
0
-0.6
50
100
number of iteration
150
200
-0.8
0
50
100
number of iteration
150
Figure 3 : Shows differences between models determined by the algorithmsand main data
395
200
For increasing the accuracy of model there are some policies such as increasing order of VAR model, increasing
number of generation and selecting other kind of models like VARMA.
5
10
CEP
GA
PSO
CSS
Cost
10
10
10
10
2000
4000
6000
8000
number of iteration
10000
12000
Figure 2 : Shows minimum cost found by the algorithms versus generations
Figure 3 shows accuracy of models and differences between models determined by the algorithms and main data.
Conclusion
In this paper, a new AI method, have been utilized. This method (The Charged System Search (CSS)) is the most
recent meta-heuristic algorithm which utilizes the Newtonian law of mechanics in addition to the electrical
physics laws to direct the agents in order to recognize the optimum locations. This algorithm is fast and accurate
in finding the global minimum and can escape from local minimums, hence it is very appropriate for finding
VAR parameters with high orders. VAR is an approach to model MTS data. For reaching higher accuracy in
modeling, higher order for VAR and capable parameter estimation methods are needed. Consequently, higher
order of VAR leads to higher number of unknown parameters. Estimating the value for high number of
parameters (high dimensional problems) is hard or even impossible for some methods. As a result there is a need
for a powerful algorithm to adapt these parameters precisely. The CSS has good potential for applications in
such areas. In this study performance of CSS has been compared with other AI algorithms such as EAs and
PSO. Simulation results clear that CSS is more appropriate for modeling VAR than GA, PSO and CEP.
References
1.
2.
3.
4.
5.
6.
7.
Kaveh A, Talatahari S (2010) A novel heuristic optimization method: charged system search. Acta Mech
213(34):267289
M Jelali (2010), Control System Performance Monitoring Assessment, Diagnosis and Improvement of Control
Loop Performance in Industrial Automation, 25 Jan 2010.
Luc Bauwens, Sbastien Laurent, Jeroen V. K. Rombouts, Multivariate GARCH models: a survey, JOURNAL
OF APPLIED ECONOMETRICSJ. Appl. Econ. 21: 79109 (2006)
O. Valenzuelaa, I. Rojasb, F. Rojasb, H. Pomaresb, L.J. Herrerab, A. Guillenb, L. Marqueza, M. Pasadasa,
Hybridization of intelligent techniques and ARIMA models for time series prediction, Fuzzy Sets and Systems
159 (2008) 821 845.
Shinn-Ying Ho, Li-Sun Shu, and Jian-Hung Chen, Intelligent Evolutionary Algorithms for Large Parameter
Optimization Problems, IEEE TRANSACTIONS ON EVOLUTIONARY COMPUTATION, VOL. 8, NO. 6,
DECEMBER 2004.
M. Han , Y. Wang, Analysis and modeling of multivariate chaotic time series basedon neural network Expert
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P. Kellam, X. Liu, N. Martin, C. Orengo, S. Swift, and A. Tucker, A Framework for Modeling Virus Gene
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International Joint Conference on Neural Networks. IEEE Catalog Number: 03CH37464C,ISBN: 0-7803-7899-7.
Oregon, Portand, USA.
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fields of forces, Springer, Struct Multidisc Optim, 2011.
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code. J Constr Steel Res 66(6):767771.
Biographies
Yousef Alipouri received the B.Sc. degree in control engineering from University of Tabriz, Tabriz, Iran, in 2009. He is
currently pursuing his study towards the M.Sc. degree at Iran University of Science and Technology. His research interest
focuses on control system theory and artificial intelligence.
Javad Poshtan received his B.Sc., M.Sc., and Ph.D. degrees in electrical engineering from Tehran University, Tehran, Iran,
in 1987, Sharif University of Technology, Tehran, Iran, in 1991, and the University of New Brunswick, Canada, in 1997,
respectively. Since 1997, he has been with the Department of Electrical Engineering at Iran University of Science and
Technology. He is involved in academic and research activities in areas such as control systems theory, system identification,
and estimation theory.
397
Enhanced Power Amplifier Design with Active

biasing for 2.4 GHz ISM band RF Front-End
Modules in Wireless Communication Systems
Emre DNE1, Do. Dr. Adnan KAYA2
1
emredone@hotmail.com, 2adnankaya@sdu.edu.tr
Abstract. This study presents a 2.4 GHz RF power amplifier module design with active biasing for ISM
band wireless communication. The PA modul has 3 stage. First this PA was designed with two supply and
then -4V supply was removed and active biasing circuit replaced. These two circuit were obtained according
that result of simulation gain 29 dB ,noise 3 dB.
Keywords:active biasing, power amplifier,gain ,noise,s parameter
1 Introduction
The fast growing wireless communication industry is demanding more radio spectrum, and has driven RF
design into higher microwave frequency bands at 2.4 GHz and beyond. Wireless communication products such
as portable phones, require low cost power amplifiers operating at low voltage with high efficiency and high
power for portable handsets.[1]
This paper presents the design of a 2.4 GHZ ISM band power amplifier module with active biasing. The
power module is a 3 stage amplifier consisting of an input amplifier stage, a driver stage, a power output stage.
Also there is a active stage in module. Two bipolar transistor (AT41486 and BFG31) and two GaAs MESFET
(CLY2 and CLY5) power transistors are used in this amplifier. This module fabricated on low cost FR-4
substrate.The main purpose of power amplifier increasingthe power ofinputsignal froma poweroutletto
communicate.
Thisproject
isaimed
to
bethepowergainbetween25-30
dB.
In
addition,2.4GHzoperatingbandlinearamplifieras possibleandis intended to representa stableoperation. In
addition to theseamplifierdesignedforlowdistortionas possible,class Abiasingcircuitsare designedaccording to
the study.
First power amplifier has been designed two supply as +5V and -4V. Then -4V supply has been removed and
replaced BFG31 for active biasing. With the S parameters of the selected transistors by manufacturers AWR
design environment (AWRDE) program is modeled.
Fig. 1. Block diagram of 3 stage power amplifier module.
398
2 Power Amplifier Design Considerations

Multi-layer amplifierscompare theincreasedinputresistance, reducedoutputresistance, allowing you to usethe
increasedgainandincreasedpower.
First class was determined according to power amplifier. Highlinearityisrequired,the reasonfor
choosingAclass.Look
at
theintroductionof
transistorscommitment,
intermediatelayerandoutputmicrostriplinesmade-upcircuitsare
designed.
Microstriplinephotolithographicprocessis
generatedandcan
easilybe
integratedwith
otherpassiveandactivecircuitelements. Alsoallowsthe use ofa smaller number ofcircuitelements.
Microstriplinescan be madeonlyinsizeby changing theintendedpurpose,matchingmicrostripcircuitsmakes
itadvantageous. For these reasons,theimpedanceof thisstudywasmatchedmicrostriplines. Used inbasethickness
ofthe baseFR41.6mm, 35umthickness ofcopper, dielectricconstant4.4, losstangentis about00:02.
AWRDEprogramwith the
help
ofsimulationsof
thecircuitSparametersand
thegainsneed
tolook
atifyouwerematchingoperations.
After designingthe poweramplifiernegativesupplywasremoved and active biasingstage was replaced. Two
BFG 31 transistors were used in active stage and this stage was designed used of that transistors S parameters.
2.1 Active Biasing

Activebias,
the
performance
ofthe
transistorDCbiaspointwhen
it
showsextremevariation
intemperatureandexcessivestaysconstant.
The
advantage
ofactivebiasingPHEMT'in(pseudomorphic
highelectronmobilitytransistor) powersourceto anegativegrowthmode doesnt need.PHEMT'inreductionmode.
Increase inactivemode,the methodis very close tothe biasapplied totransistorsBJTbiasingtechnique.
Fig. 2. Active Biasing with PNP transistors

ResistorsR1and R2 in Q2 ensures thata constant voltageof the transistorbase. Constantvoltage
of0.7Vincreasesemitter base. PlusconstantemittervoltageVddvoltagemakes theresistanceR3. Thiscreates
aconstantvoltageconstant
currentfor
the
formation
ofa
fixeddraincurrent.
Createsthe
desiredVdsvoltageresistorsR1 andR2. All of theseresistancevaluesare determinedbythe biasnetwork. For the to
calculate this value;
VE=Vds+(Ids.R4)
(2)
R3=(Vdd-VE)/Ids
(2)
VB=VE+VBE
(3)
399
VB=Vdd*[R1/(R1+R2)]
(4)
VDD=IBB*(R1+.R2)
(5)
Rearranging equation (4);

R2=[R1-(Vdd-Vb)] / Vb
(6)
R1=Vdd[Ibb[1+[(Vdd-Vb) / Vb]]]
(7)
Rearranging equation (5);
3 Simulation Results
Determinedbefore starting to designthe poweramplifiertoGain25-30dB, 2-3dBfornoise, S11-10to-15 dB,
S22-20and-25dbdesignwasin line withthetargets set. Thedesign,simulationresultsobtainedare given inTable1. In
addition,the data obtainedbythe activebiascircuitdesignis given intable1.
Fig. 3. 2.4 GHz Power Amplifier with Active Biasing
Fig. 4. Layout of power amplifier with active biasing
Fig. 5. Gain Comparison Active Biasing and -4V supply
400
Fig. 6. Noise Comparison Active Biasing and -4V supply
Fig. 7. S parameters Comparison Active Biasing and -4V supply

VDC
+5V & -4V
S11 (dB)
- 11.5
+5V&
Biasing
-13
S22 (dB)
- 20.6
- 23.6
S21 (dB)
29.5
29.4
Gain (dB)
29.6
29.5
Noise (dB)
Stability
10
11
Active
VSWR
1.7
1.5
Table 1. Comparison Performans Power Amplifier with -4V Supply and Active Biasing
4 Conclusion
The design fabrication and measurements of a 2.4 GHz RF power amplifier module have been presented. The
first PA has 3 stage amplification which uses a BJT (AT 41486) and two GaAs MESFET (CLY2-CLY5). Then
-4V negative supply was removed and active biasing circuit was replaced. Asthe mostrecentresultsobtained
from thesimulationwere compared.S11andS22parameters ofthe simulationwere improvedas a result ofthe
noisehas not changed. Gain remainedalmostthe same.
401
References
1.
2.
3.
4.
5.
6.
7.
8.
Huey-Ru Chuang,Sin-yue Lin,Sen-you Liu and Cheng-Yung Chiang,(1998) Design of RF Power Amplifier for
ISM-Band Wireless Communication, Applied Microwave&Wireless
Pozar, D. M., 2005. Microwave Engineering Third Edition. John Wiley & Sons, Inc., United States of America.
Smith, J. R.,1998. Modern Communication Circuits, Mcgraw-Hill. New York.
Sayre Cotter W.,2008. Wireless Communication Design , Mcgraw-Hill. Second Edition. New York.
Gilmore R. , Beser L. 2003 Practical RF Circuit Design for Modern Wireless Systems, Artech
House.Boston.London
Hazouard M. 2002 Conception et ralisation d'amplificateurs micro-ondes de puissance l'aide de la mthode
des frquences relles Bordeuaux Luniverste
Ludwig, R. and Bretchko, P., 2000. RF Circuit Design. Prentice-Hall, Inc., United States of America.
ATF 55143 datasheet,www.alldatasheet.com
Biographies
Emre Dne is a master Electronics and Communication Engineering student in at Sleyman Demirel University
and currently working on developing 2.4 GHz power amplifier for Rf modules for ISM-band wireless communications.
Adnan Kaya is a associate professor in at Sleyman Demirel University. He works about electromagnetic field
and microwave technique.
402
Hardware Implementation of Spectral Modular

Multiplication on Fpgas
1,2
smail San1, Nuray At2

Anadolu University, Faculty of Engineering and Architecture, Electrical and Electronics Engineering Dept.,
Eskisehir, Turkey
1
isan@anadolu.edu.tr, 2nat@anadolu.edu.tr
Abstract. The Modular multiplication is one of the most important arithmetic operations in modern applied
cryptography. It requires both multiple-precision multiplication and some method for performing modular
reduction. Montgomery reduction technique allows efficient implementation of modular multiplication
without explicitly carrying out the classical modular reduction step. In [1], new techniques for performing
modular multiplication and exponentiation are proposed, namely, Spectral Modular Multiplication (SMM)
and Spectral Modular Exponentiation (SME). As the names imply, these methods work completely in the
frequency domain with some exceptions such as the initial, final, and some partial transformations
calculations. Since the proposal of SMM, as far as authors knowledge, this is the first contribution providing
an actual implementation.
Keywords: Modular Multiplication, Number Theoretical Transform (NTT), RSA, FPGA
1 Introduction
Many public-key encryption and digital signature schemes require computations in Z q (the ring of integers
with multiplication and addition modulo a positive integer q). For example, the RSA, Diffie-Hellman, and
ElGamal schemes require multiplication and exponentiation in Z q . The efficient implementations of modular
arithmetic operations including modular multiplication, inversion, and exponentiation have been at the center of
research activities in cryptographic engineering. Hence, there is an extensive literature on methods for multipleprecision modular arithmetic [1-6].
Spectral techniques for integer multiplication have been known for years. Due to Schnhage and Strassen [4],
large to extremely large sizes of numbers can efficiently be multiplied using the spectral integer multiplication.
In [1], some spectral modular reduction techniques are introduced which yielded new algorithms for performing
modular multiplication and exponentiation, namely Spectral Modular Multiplication (SMM) and Spectral
Modular Exponentiation (SME). These methods work completely in the frequency domain with some exceptions
such as the initial, final, and some partial transformations calculations.
Since the proposal of SMM, as far as authors knowledge, this is the first contribution providing an actual
implementation. The paper is outlined as follows: In Section 2, a formal definition of Discrete Fourier Transform
(DFT) and spectral modular multiplication concepts are given. In Section 3, a hardware implementation of SMM
is described and the algorithm is examined through with case studies. Finally, some conclusions are drawn in
Section 4.
403
2 Modular Multiplication
In this section, we give some preliminary notation and a formal definition of DFT over Z q . We then present
the Spectral Modular Product (SMP) and SMM algorithms. Note that the information given in this section can be
found in [1, 2], they are included here simply for the sake of completeness.
2.1 Discrete Fourier Transform Over Z q

Definition 1: Let w be a primitive d-th root of unity in Z q and, let x(t ) and X (t ) be polynomials of degree d-1
having entries in Z q . The DFT map over Z q is an invertible set map given by
d 1
X i DFTdw ( x(t )) : x j wij mod q
(1)
j 0
with the inverse

d 1
xi IDFTdw ( X (t )) : d 1 X j wij mod q

j 0
for i, j 0,1,..., d 1. We say x(t ) and X (t ) are transform pairs, x(t ) is called a time polynomial and sometimes
X (t ) is named as the spectrum of x(t ) .

In the literature, DFT over a finite ring spectrum (1) is known as the Number Theoretical Transform (NTT).
Note that if q has some special form such as a Mersenne or a Fermat number, the transform named as Mersenne
Number Transform (MNT) or Fermat Number Transform (FNT), respectively.
We remark that unlike the DFT over the complex numbers, the existence of DFT over finite rings is not trivial
and its existence is predicated as follows: There exists a d-point DFT over the ring Z q that supports the circular
convolution if and only if d divides p-1 for every prime factor of q, see [7, 8] for details.
An integer ring having q 2v 1 elements is the most favorable one for the SME computation since the
modular arithmetic operations for such q are simplified. Moreover, if the principal root of unity is chosen as
power of 2, spectral coefficients are calculated only using additions and circular shifts. The rings with q 2v 1
are called the Mersenne rings and the rings with q 2v 1 are called the Fermat rings. Carrying arithmetic in
Mersenne rings is equivalent to doing ones complement operations.
2.2 Spectral Modular Multiplication

Notation:
Let a Z be a constant number, a degree d polynomial with all of its coefficients equal to a is denoted
by a(t ) , that is,
a(t ) a at at 2 ... at d
denotes component-wise multiplication

A(t ) is the DFT pair of the base polynomial of (t )
(t ) 1 w1t w2t 2 ... w( d 1)t ( d 1)
SMM can be divided into three sub-procedures: Initialization, spectral modular product, and finalization. Initial
and final stages consist of some data arrangements.
404
Spectral Modular Product: Algorithm 2 in [2]

Suppose that there exists a d-point DFT map for some principal root of unity w in Z q , and X (t ) , Y (t ) and
N (t ) are transform pairs of x(t ), y(t ) and n(t ) respectively. We assume that x(b) x , y(b) y and n(b) is a
multiple of modulus n with n0 1 for some integers x, y n and b 0 .
INPUT: X (t ) , Y (t ) and N (t ) ; spectral polynomials
OUTPUT: Z (t ) DFT ( z(t )) where z xy 2 db mod n and z (b) z,
1. Z (t ) : X (t )
Y (t )
2. : 0
3. for i 0 to d 1
4.
z0 : d 1. Z0 Z1 Zd 1 mod q
5.
: z0 mod b
6.
: z0 / b
7.
Z t : Z t N (t ) mod q
8.
Z t : Z t z0 (t ) mod q
9.
Z t : X t
t modq
10. end for

11. Z t : Z t A t
12. return Z (t )
Spectral Modular Multiplication: Algorithm 3 in [2]
Suppose that there exists a d-point DFT map and n(b) is a multiple of modulus n where n0 1 ,
deg(n(t )) s 1, s d / 2 , gcd(b, n) 1 and b 0.

INPUT: A modulus n 0 and x, y n
OUTPUT: z xy mod n.
1.
Compute (t ) , bd mod n
2.
Compute xd (t ) : x(t )t d for x mod n
3.
X d (t ) : DFTdw ( x d (t ))
4.
Y (t ) : DFTdw ( y(t ))
5.
N (t ) : DFTdw (n(t ))
6.
Z (t ) : SMP( X d (t ), Y (t ), N (t ))
7.
z (t ) : IDFTdw (Z (t ))
8.
return z (b)
Since operations are carried out in a finite ring spectrum, one has to deal with overflows that might occur
during the computations. Due to [1, 2], overflows can be precluded if the parameters satisfy
(2)
2sb2 q
Note that in general, a single classical modular multiplication is faster than a single SMM; however, spectral
methods are very effective when several modular multiplications with respect to the same modulus are needed.
An example is the modular exponentiation.
405
3 Implementation
The primary objective of this study is to provide a hardware implementation of SMP and thereby SMM.
Unlike other architectures in the literature, the modular multiplication operation is performed in the spectral
domain.
SMP hardware accepts three parameters d (DFT length), b (base), and q (size of the ring). The parameters d
and b are crucial in terms of area and speed of the overall SMP architecture. We first select a ring, this comes
with the principal root of unity w. The DFT length d determines s d / 2 . Using the inequality in (2),
allowable b values and hence the parameter u can be found. This informs about the size of the input bits k via
k s u .
3.1 Methodology
The implementation consists of two essential steps: First, the algorithm is implemented and simulated in
MATLAB. Second, an hardware of the SMM algorithm is designed and implemented in VHDL. The architecture
is simulated in Xilinx ISim Simulator to verify the results with MATLAB. Finally, the architecture is
synthesized for the Xilinx FPGA. Figure 1 shows the hardware structure of the algorithm.
SMP
d*v
X(t)
Xt
d*v
Y(t)
(t)
d*v
(t)
d*v
Yt
Teta
Gama
Z(t)
d -1
d*v
Zt
invd
rdy
ready
clk
clock
reset
rst
start
start
(a)
start.iteration
Z(t)
iteration
Initialization
Iteration
d*v
Zt
X(t)
Y(t)
d*v
d*v
Xt
d*v
Yt
Const
clock
clk
reset
rst
start.initial
Zt
Z(t) init
Montgomery
Coefficient
Const
ready.initial
start
d*v
Finalization
Z(t)
iteration
Zt
Zt
Z(t)
final
d*v
d*v
q
rdy
Zt_out
(t)
d*v
(t)
d*v
d -1
alfa
alfa
clk
clock
rdy
rst
reset
Teta
start.final
ready.final
start
Gama
invd
clk
clock
rst
reset
start.iteration
start
rdy
ready.iteration
(b)
Controller
ready.initial
ready.iteration
clock
clk
reset
rst
ready
start
start
start.initial
start.iteration
start.final
ready
ready.final
(c)
Figure 1: The hardware structure of SMM (a) Top-level (b) The inner structure
406
(c) The controller
3.2 Case Studies

The hardware architecture is implemented in VHDL. The architecture is synthesized with different parameters
for the Xilinx Virtex-5 FPGA XC5VLX50.
Case 1: As an illustrative example, suppose that we would like to perform the modular multiplication in the
Fermat ring of Z q , where q 220 1 . First, the existence of DFT over this ring must be confirmed. Note that
prime factors are 17 61681 , and d 8 divides p 1 17 1 16 and w 32 . s d / 2 4 . From (2), the
maximum value of u is determined as 8. Using these parameters, the SMP architecture is tested and the results
are tabulated in Table 1. Since k s u , the range for the size of operands is 4 to 32 bits.
Table 1: Minimum period, maximum frequency and area, Z q , with q 220 1
Case 2: In this example, the modular multiplication of two positive integers is carried out in the Fermat ring of
u
1
2
3
4
5
6
7
8
4
8
12
16
20
24
28
32
2
4
8
16
32
64
128
256
Min.
Period (ns)
6,879
7,315
7,378
7,480
7,531
7,713
7,781
7,882
Max.
Frequency
(MHz)
145,361
136,711
135,535
133,685
132,789
129,653
128,526
126,871
Number of
Slice
Registers
2522
2521
2520
2519
2518
2517
2516
2515
Number of
Slice LUTs
3678
3699
3699
3700
3701
3703
3703
3705
with q 240 1 . The DFT exists in this ring with d 16 and w 32. The maximum value of u is found to be
17. Using these parameters in the SMP architecture, several simulations are performed for different values of u.
The results are summarized in Table 2. Note that, the sizes of the operands range between 8 to 128.
Table 2: Minimum period, maximum frequency and area, Z q , with q 240 1
Min.
Period (ns)
1
2
4
8
12
16
8
16
32
64
96
128
2
4
16
256
4096
65536
7,804
8,243
8,408
8,811
9,269
9,271
Max.
Frequency
(MHz)
128,137
121,317
118,928
113,496
107,889
107,864
Number of Slice
Registers
8115
8114
8112
8108
8104
8100
407
Number of
Slice
LUTs
11742
11785
11787
12084
11795
11799
4 Conclusion
The work at hand presents the first documented implementation of recently proposed algorithm for modular
multiplication, SMM [1, 2]. This algorithm is implemented in VHDL, tested for various bit length sizes and
synthesized for the Xilinx Virtex-5 XC5VLX50 FPGA.
A possible application for the presented architecture is public-key primitives such as the RSA, ElGamal, or
elliptic curve operations, since SMP can be used as a building block for modular exponentiation. The value of
spectral techniques will be appreciated in these applications. It is foreseen that spectral algorithms yield efficient
and highly parallel architectures for hardware realizations of public-key cryptosystems.
References
1.
2.
3.
4.
5.
6.
7.
8.
Saldamli, G. (2005). Spectral Modular Arithmetic. Ph.D. Thesis, Department of Electrical and Computer
Engineering, Oregon State University, USA.
Saldamli, G. and Koc, C.K. (2007). Spectral Modular Exponentiation. 18th IEEE Symposium on Computer
Arithmetic, 123--130, IEEE Computer Society Press.
Menezes, A.J., van Oorschot, P.C. (2001). Vanstone, S.A.: Handbook of Applied Cryptography, CRC Press.
Schnhage, A., Strassen, V. (1971). Schnelle Multiplikation Grafer Zahlen. Computing, 281292.
Amanor, D.N., Paar, C., Pelzl, J., Bunimov, V., Schimmler, M. (2005). Efficient Hardware Architectures for
Modular Multiplication on FPGAs. International Conference on Field Programmable Logic and Applications,
539542.
Montgomery, P. (1985). Modular Multiplication without Trial Division. Mathematics of Computation, 519- - 521.
Blahut, R.E. (1985). Fast Algorithms for Digital Signal Processing, Addison-Wesley.
Naussbaumer, H.J. (1982). Fast Fourier Transform and Convolution Algorithms, Springer.
Biographies
smail San was born in Denizli, Turkey, in 1983. He has double major in Electrical-Electronics Engineering and Avionics.
I received my BSc in Electrical-Electronics Engineering from Anadolu University in Eskiehir in Turkey in 2008 in five
years. I received my second BSc in Avionics from Anadolu University in Eskiehir in Turkey in 2008 in five years.
His research interests are in security of digital communication channels, cryptographic embedded systems, secure
hardware design and architectures for communication and computer systems.
PhD student Mr. San is a member of IEEE.
Nuray At was born in Eskisehir, Turkey. She received her B.Sc. degree in Electrical and Electronics Engineering from
Anadolu University; two M.Sc. degrees in Electrical and Computer Engineering from University of California Davis and
Georgia Institute of Technology, respectively; and Ph.D. degree in Electrical and Electronics Engineering from Anadolu
University.
Her research interests include information security, cryptographic engineering, communications systems, estimation, and
signal processing. Dr. At is a member of IEEE.
408
Efficient SoC design for accelerator of Message

Authentication and Data Integrity on FPGAs
smail San1, Nuray At2
1,2
Anadolu University, Faculty of Engineering and Architecture, Electrical and Electronics Engineering Dept.,
Eskisehir, Turkey
1
isan@anadolu.edu.tr, 2nat@anadolu.edu.tr
Abstract. Security protocols such as IPSec, SSL and VPNs employ various cryptographic primitives. In order
to provide data integrity and message authentication in such protocols, special family of cryptographic
algorithms named cryptographic hash functions are used. Keccak hash algorithm is one of the finalists in
SHA-3 competition that aims to develop the next generation hash algorithm. With advancement in
technology, some of these protocols and applications call for higher throughputs. In this work, we present an
embedded System on Chip (SoC) design that can operate at high frequencies yielding high throughputs in
relatively smaller area than previously reported loop unrolled or pipelined architectures for the Keccak hash
algorithm. Hardware/Software codesign approach is used to exploit the benefits of both methodologies. The
proposed SoC architectures were synthesized using VHDL and implemented on Xilinx Virtex5 device.
Performance analysis is presented revealing the superiority of the proposed SoC design in terms of execution
time.
Keywords: Cryptographic hash function, Keccak, SoC Design, Acceleration, FPGA
1 Introduction
With advancement in technology, several applications including networking and streaming ask for more
computational speed as well as data security at the same time. Security protocols such as IPSec, SSL and VPNs
employ many cryptographic primitives to meet security needs of such applications. In order to provide data
integrity and message authentication in such protocols, special family of cryptographic algorithms named
cryptographic hash functions are used.
Cryptographic hash algorithms take a message of arbitrary-length as input and produce an output of fixed-length
referred to as hash-value, or simply hash. The fundamental idea of cryptographic hash functions is to generate a
condensed representation of the input called the message digest. A hash function should have two properties as a
minimum: compression and ease of computation [9].
Recently, the National Institute of Standards and Technology (NIST) organized a public competition to develop
the next generation hash algorithm called SHA-3. Keccak hash algorithm is one of the finalists in the
competition whose hardware performance worth investigation. In this study, we propose a System on Chip (SoC)
design which uses an efficient hardware core named Keccak Coprocessor on Xilinx FPGAs with MicroBlaze
soft processor.
Authentication protocols based on cryptographic hash algorithms are extensively used in todays networking and
409
streaming applications. These protocols authenticate the content of a packet to be transmitted as follows: At the
transmitter, an integrity check value for a packet is computed using a cryptographic hash algorithm, this value is
then added into a specific authentication header with payload, and transmitted over a channel. At the receiver,
the integrity check value is computed for a received packet using the same cryptographic hash algorithm. If none
of the fields differ, it is assumed that the content of a packet is not altered and/or in error. This provides a
mechanism to verify the integrity of a packet transmitted over a channel. However, it does not provide
confidentiality since there is no encryption involved. Thus, the cryptographic hash algorithm provides
authentication but not the privacy. This work focuses on the acceleration of data integrity and message
authentication services using the Keccak hash algorithm.
We adapt Hardware/Software codesign approach in order to exploit the advantages of both methodologies. The
design rationale of the proposed architecture is to accelerate the performance of computational intensive tasks
used by the Keccak cryptographic hash algorithm. We use specially designed Keccak Coprocessor that achieves
high throughputs in a small area. Owing to the serialization exploited in the Keccak Coprocessor, the required
area for the design is relatively smaller than the ones presented in the literature [2,4,11]. Furthermore, the low
latency presented by the coprocessor empowers to operate in higher frequencies [13].
In this study, we attach the Keccak Coprocessor to MicroBlaze processor via both the Processor Local Bus
(PLB) [15] and the Fast Simplex Link (FSL) bus [16]. The latter connection performs relatively better than that
of the former bus attachment, since the FSL directly links the Keccak Coprocessor to the execution stage of the
MicroBlaze processor. The benefit of a microprocessor based system together with a custom hardware is realized
via embedded system approach by Xilinx FPGAs. Results show that a substantial gain in the performance of
computational intensive tasks used by the cryptographic hash algorithm is achieved. Moreover, we emphasize
the fact that this performance improvement is obtained without significantly increasing the required area (silicon
gate count) of the system.
The paper is outlined as follows. Section 2 briefly overviews the literature on cryptographic hash functions
and their realizations on FPGA based devices. Section 3 describes the Keccak hash algorithm. The proposed SoC
design is presented in Section 4 including details for the MicroBlaze based embedded system and Keccak
coprocessor details. Section 5 shows performance results of the proposed SoC architectures. Finally, some
conclusions are drawn in Section 6.
2 Literature Review
In recent years, several cryptographic hash functions have been successfully attacked, and serious attacks have
been published against SHA-1, a Secure Hash Algorithm designed by the National Security Agency (NSA) and
published by the NIST as a U.S. Federal Information Processing Standard. Although no successful attacks have
yet been reported on the SHA-2 variants, they are algorithmically similar to SHA-1; hence, NIST has decided to
develop one or more additional hash functions named SHA-3 through a public competition [1,5,6,8,10].
In this study, we present a SoC design that efficiently provides data integrity and message authentication
services using the Keccak hash algorithm, one of the finalists in the SHA-3 competition. Keccak is a family of
hash functions that are based on the sponge construction. The sponge construction operates on a state of b-bits.
In order to attain a certain security level, usually large state sizes are called for. However, the large state sizes
may be cumbersome in the hardware implementation since the operations must be done with large state contents.
In straightforward implementations of the Keccak Hash algorithm [1-2], this resulted in a very large amount of
silicon area utilization that questions the practicality and/or suitability of the algorithm. This work remedies the
above mentioned problem.
Early Keccak hash algorithm implementations seen in the literature are parallel, loop-unrolled or pipelined
architectures using an extensive amount of slice resources on FPGAs. Our custom designed Keccak Coprocessor
uses on-chip memory components of FPGAs, implementing state and summation registers in separate RAM
units on the device. For further details of our custom designed Keccak Coprocessor, please contact authors. Our
contribution can be stated as building a system which efficiently provides data integrity and message
410
authentication services using a dedicated Keccak Coprocessor via Hardware/Software design methodology.
3 Keccak Hash Algorithm

Keccak is a family of hash functions that are based on the sponge construction and uses as a building block an
iterated permutation. In the following, we first review the sponge construction. We then give a brief description
of the Keccak- f permutation. The interested reader is referred to [2] for further details.
3.1 The Sponge Construction

Sponge functions provide a way to generalize cryptographic hash functions to more general functions with
arbitrary-length outputs. Figure 1 shows the construction. The sponge construction operates on a state of
b r c bits, where r is the bitrate and c is the capacity which determines the attainable security level.
Fig. 1. The sponge construction [2].
In the initialization phase, all the bits of the state are set to zero. The input message is padded and divided
into blocks of r bits. The sponge construction then proceeds with the absorbing phase followed by the
squeezing phase.
In the absorbing phase, the r-bit input message blocks are XORed with the first r-bit of the state, and the
resulting outputs are interleaved with the function f. When all message blocks are processed, the sponge
construction alters to the squeezing phase.
In the squeezing phase, the first r-bit of the state is returned as output blocks and are also interleaved with
the function f. The number of output blocks can be arbitrary and is chosen by the user.
3.2 Keccak-f Permutation

The Keccak- f [b] is a permutation with width b 5 5 2l , where l ranges from 0 to 6; hence, there are seven
such permutations. The Keccak- f [b] permutation can be described on a state a, a three dimensional array of
elements over GF(2), where a[ x][ y][ z ] denotes the bit in position ( x, y, z ) . The Keccak- f [b] function consists
of nr 12 2l rounds and each round R consists of five invertible step mappings, namely theta, rho, pi, chi, and
iota [2].
The Keccak team suggests using Keccak-f [1600] permutation which supports 256 and 512 message digests for
the SHA-3 competition. In this study, we consider the suggested Keccak-f [1600] permutation, use our
previously designed architecture for the coprocessor and give the performance results.
411
4 System on a Chip Design

With the rapid improvement in VLSI technology, the number of components that can be placed on a single
chip has been continuously rising. This leads various computationally intensive applications to be implemented
as a SoC designs. A typical SoC consists of processors, peripherals, or application specific coprocessors. In this
work, we propose a SoC design that accelerates the Keccak cryptographic hash algorithm.
Note that if a higher security level is desired, then more computational power is needed since strong
cryptographic algorithms should be implemented in the system. In pure software systems, high level languages
such as C ease the integration of the security primitives. We use the MicroBlaze soft processor in order to
include such a level of abstraction. This processor allows performing computational tasks required by the
cryptographic algorithm in the hardware domain linked by a custom peripheral to the processor. The proposed
work employs Hardware/Software codesign methodology harnessing benefits of both development
methodologies.
Message authentication and data integrity services are given in two parts: The software part is executed on the
processor and handles control tasks such as message communication. The hardware part is implemented on the
coprocessor and aims to accelerate the cryptographic Keccak Hash algorithm.
4.1 MicroBlaze based Embedded System

Embedded systems consisting of a processor and a custom coprocessor are proved to be very efficient for
applications such as digital signal processing, cryptography, and image processing. In such an embedded system,
custom coprocessor may accelerate the computational intensive tasks while soft processor in FPGA may perform
other tasks. The Xilinx MicroBlaze soft processor is a 32-bit RISC processor with optimized instruction set for
embedded applications. The MicroBlaze soft processor includes several optional interfaces so that custom
peripherals, coprocessors, memory units, and input-output units can be connected to build a complete embedded
system on the FPGA via some dedicated tools provided by Xilinx. In this work, we use FSL and PLB buses to
provide communication between the Keccak coprocessor and the MicroBlaze.
Connecting a special-purpose hardware coprocessor on the PLB and FSL buses is an elegant way of increasing
the efficiency and computational power of the MicroBlaze based embedded systems. Embedded processor based
systems within FPGAs exploit the benefits of both software and hardware: flexibility of the software and
processing power of the custom hardware. In the design, we transform the slowest part of the system which is
computationally intensive cryptographic Keccak hash algorithm into the hardware domain as to accelerate the
system. The addition of a custom hardware to a processor will consume FPGA resources; however, this often
will not be a problem for systems since surplus resources are available in FPGAs. Hence, the careful use of these
spare resources provides a powerful, simple, and most importantly cost-free solution for FPGA based systems.
Data transfer overhead has a crucial impact on the execution time even when low latency MicroBlaze buses,
FSL or PLB buses, are used. Nevertheless, still very high speed-ups are achieved in the proposed work.
412
Multiport
Memory
Controller
IIC
SPI
Cache
Links
DXCL
IXCL
DLMB
Local
Memory
UART
DPLB
GPIO
Microblaze
ILMB
IPLB
BRAM
FSL
Interrupt
Controller
LMB
Buses
Seperate Buses for

Data and nstruction
Timer
Coprocessor
Fig. 2. A generic MicroBlaze based embedded system and available buses
4.2 Compact Keccak Coprocessor

This section briefly introduces the Keccak Coprocessor used in this study. The coprocessor approach is similar
to [3] and is specially designed by authors, and it efficiently uses the logic elements on FPGAs yielding a
compact architecture. In fact, it has the smallest area among other hardware implementations of the
cryptographic Keccak hash algorithm [4]. The overall architecture of the compact Keccak coprocessor is shown
in Figure 3 that consists of two register files, a datapath, an instruction memory and a control unit. The datapath
consists of four stages (Stage0 to Stage3) to complete one round of the Keccak-f permutation.
User
Interface
Keccak Coprocessor
addrB
weB
dinB
PortB PortA
State
Register File
PortB
select
Port D
addrA
Port D Port C
Datapath
Control
Unit
11
addr
addrD
addrC
11
weC
dinC
Data out
C
Data out
State
start
init
ready
ctrl
Register File
C
Port C
dinA
0
PortA
data in
address
64-bit
1-bit
weA
we
Instruction
Memory
Fig. 3. Compact Keccak Coprocessor Architecture.

Keccak coprocessor consists of two dual port BRAM units as register files. The compactness of the datapath is
achieved by the dual port configuration. The state register file stores the 1600-bit Keccak state. The message
affects the bitrate part (r-bit) of the state. When start signal is asserted, the Keccak-f permutation starts to run on
the datapath. Intermediate round outputs are saved in the state register file to be used for the next round. The
register file C stores intermediate five 64-bit data of column sums for the theta step. Besides, it stores 24 round
constants for the iota step. The instruction memory provides necessary control signals for the datapath. It also
determines which register is used at each step. The instruction memory is realized via an embedded memory
block. The control unit consists of only a program counter. When initialization signal init is asserted, the input
state is stored into the state register file by the user interface. Once start signal is asserted, the program counter
addresses the hashing process instructions. After the completion of the Keccak-f permutation, the ready signal is
413
set; hence, the user can access the message digest from the register file via user interface.
4.3 Communication Architecture

On-chip peripherals are connected to the processor via the data and address buses. In MicroBlaze based
embedded systems, two types of buses are available for communication between the coprocessor and the
processor namely Processor Local Bus (PLB) and Fast Simplex Link (FSL). Between the two, the FSL bus
provides faster communication channel. Fig. 5(a) and 5(b) show the connection between the Keccak coprocessor
and the MicroBlaze via the PLB and FSL buses, respectively. The details of these connections are given in the
following subsections.
BRAM
SLMB
BRAM
SLMB
SLMB
dlmb_cntrlr ilmb_cntrlr
SLMB
dlmb_cntrlr ilmb_cntrlr
DLMB
DLMB
ILMB
ILMB
SFSL
SFSL
MFSL
MFSL
KECCAK
COPROCESSOR
Microblaze
Microblaze
DPLB
IPLB
DPLB
IPLB
mb_plb
mb_plb
SPLB
XPS
Timer
SPLB
SPLB
SPLB
SPLB
UART
KECCAK
COPROCESSOR
XPS
Timer
UART
(a)
(b)
Fig. 4. (a) PLB connection (b) FSL connection for the Keccak Coprocessor.
4.3.1 FSL based Communication

The FSL is a uni-directional point to point First In First Out (FIFO) based communication channel bus and it
provides a mechanism for unshared and non-arbitrated communication [16]. This bus is used for fast transfer of
data words between the MicroBlaze and its coprocessors.
The FSL bus is driven by one Master device and drives one Slave device. Fig. 5 illustrates the working
principle of the FSL bus system and available signals. Note that the FSL can support both asynchronous and
synchronous FIFO modes. In the asynchronous FIFO mode, the master and slave sides of the FSL can operate at
different clock rates. This allows the hardware accelerator, the Keccak coprocessor, to run at higher frequencies
than the processor.
FSL read and write instructions transfer 32-bit width data from the FSL port to a MicroBlaze register and viceversa. Instructions support blocking and non-blocking read/write operations.
FSL_M_Clk
FSL_M_Data
FSL_M_Control
FSL_M_Write
FSL_M_Full
FIFO
. . .
FSL_S_Clk
FSL_S_Data
FSL_S_Control
FSL_S_Read
FSL_S_Exists
Fig. 5. Block diagram of an FSL with Master and Slave signal interface.
414
4.3.1 PLB based Communication

The PLB v4.6 provides bus infrastructure for connecting a certain number of PLB masters or slaves into an
overall PLB of a MicroBlaze based system [15]. It consists of various functional units that are required to build
an embedded system such as a bus control unit, a watchdog timer and, separate address, write and read data
paths units.
5 Performance Results
Several SoC architectures are experimented for different SoC configurations. Table 1 lists the configuration
parameters for the Keccak Software, Keccak PLB, and Keccak FSL architectures.
Keccak Software is an architecture without the Keccak coprocessor, that is, the Keccak hash algorithm is
realized in a pure software domain. The C code for the Keccak hash algorithm is written with the same
configuration parameters as its correponding hardware cores.
Table 1: Three different SoC Architecture configuration details

SoC
Architecture
Keccak Software
Keccak PLB
Keccak FSL
Keccak
coprocessor
Barel
shifter
DDR2
sdram
Area (Slices)
5 27 (69120)
5651 (69120)
5837 (69120)
BRAM
blocks
19 (148)
21 (148)
25 (148)
Keccak FSL and Keccak PLB architectures have the Keccak coprocessor as a peripheral unit in the MicroBlaze
based embedded system. In Keccak PLB, the coprocessor is connected to the MicroBlaze via PLB whereas in
Keccak FSL this connection is made via FSL.
Several sets of measurements are taken during experiments revealing the benefits of using hardware based
Keccak hash algorithm core compared to the software based realization of the Keccak hash algorithm in terms of
execution time. Fig. 6 shows execution times of the three different SoC architectures for different cache
configurations without the compiler optimization where the vertical axis has a logarithmic scale, ICache and
DCache denote the instruction and data caches, respectively. Note that different cache configurations affect the
system performance. However, for all cases, the Keccak Software architecture has the highest execution time to
compute hash function among others.
415
Fig. 6. Performance results of SoC architectures without the compiler optimization

Execution times of the three different SoC architectures for different cache configurations under the best
compiler optimization are given in Fig. 7 where the vertical axis has a logarithmic scale. Again for all cases, the
Keccak Software architecture requires the highest execution time to perform the hash operation.
Fig. 7. Performance results of SoC architectures under compiler optimization

Fig. 8 shows the speedups obtained by using the hardware based Keccak hash algorithm cores namely Keccak
FSL and Keccak PLB architectures with respect to the Keccak Software. As seen from the figure, both
architectures have significant performance improvement over to pure software counterpart. Keccak FSL achieves
better speedup values since the communication time needed for data transfer is smaller than that of the Keccak
PLB architecture.
416
Fig. 8.Speedups of Keccak FSL and Keccak PLB with respect to Keccak Software
6 Conclusion
In this study, an efficient SoC design is introduced for the systems, which needs to have the services of data
integrity and message authentication. Thanks to the efficient Keccak coprocessor and bus based approach
provided by the Microblaze processor, the resulted SoC design accelerates the system performance for the
applications such as networking and fast authenticated data communication where the performance is important
[7]. The reconfigurable computing [12] provides significant speed-up which is achieved with the Microblaze
processor based platform by the Xilinx Virtex-5 FPGAs [14].
System performance in a pure software design is accelerated by using dedicated hardware. In this study, we
used Xilinx embedded system platform utilizes to accelerate cryptographic hashing algorithms in embedded
domain. MicroBlaze processors of Xilinx embedded platform allow us to connect the custom hardware via some
peripheral connections. Our Keccak Coprocessor is connected via PLB and FSL buses to the MicroBlaze
processor. The experiments show that the speed-up provided by the proposed embedded SoC system is very high
compared to the pure software design without so much increase in the area.
With the proposed SoC design, the area needed is reduced and the efficiency is increased significantly on
FPGAs. This will also decrease the power usage on the system. With the approach presented, one can achieve
high enough performance and the security at the same time.
References
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Aumasson, J.P., Henzen, L., Meier, W., and Phan, R.: SHA-3 proposal BLAKE Version 1.3, 2010,
http://www.131002.net/blake/blake.pdf, accessed January 2011
Bertoni , G., Daemen, J., Peeters, M., and Assche, G. V.: KECCAK sponge function family main document, Version
2.1, http://keccak.noekeon.org/Keccak-main-2.1.pdf, accessed January 2011
Beuchat, J.L., Okamoto, E., and Yamazaki T.: Compact implementations of BLAKE-32 and BLAKE-64 on FPGA,
Proc. of the 2010 Int. Conf. on Field-Programmable Technology-FPT 2010, Beijing, China, December 2010, pp. 170177
Akin A., Aysu A., Ulusel O.C., and Savas E;. Efficient hardware implementations of high throughput SHA-3
candidates keccak, luffa and blue midnight wish for single- and multi-message hashing, In Proceedings of the 3rd
international conference on Security of information and networks (SIN '10). ACM, New York, NY, USA, 168-177.
Ferguson, N., Lucks, S., Schneier, B., Whiting, D., Bellare, M., Kohno, T., Callas, J., and Walker, J.: The Skein Hash
Function Family, Version 1.1, http://www.skein-hash.info/sites/default/files/skein1.1.pdf, accessed January 2011
Gauravaram, P., Knudsen, L.R., Matusiewicz, K., Mendel, F., Rechberger, C., Schlffer, M., and Thomsen, S.S.: Grstl
a SHA-3 candidate, http://www.groestl.info/Groestl.pdf, accessed January 2011
Gonzalez, I., and Gomez-Arribas, F.J.: Ciphering algorithms in MicroBlaze-based embedded systems, IEE Proc.,
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Comput. Digit. Tech., March 2006, Vol. 153, Issue 2, pp. 87-92
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accessed January 2011
Menezes, A.J., van Oorschot, P.C., and Vanstone, S.A.: Handbook of Applied Cryptography, CRC Press, 1996
NIST: Federal Register Notice, Vol. 72, No.14, 2007
http://csrc.nist.gov/groups/ST/hash/documents/FR_Notice_Jan07.pdf , accessed January 2011
SHA-3 zoo: http://ehash.iaik.tugraz.at/wiki/SHA-3_Hardware_Implementations, accessed January 2011
Todman, T.J., Constantinides, G.A., Wilton, S.J.E., Mencer, O., Luk, W., and Cheung, P.Y.K.: Reconfigurable
computing: architectures and design methods, IEE Proc., Comput. Digit. Tech., March 2005, Vol. 152, Issue 2, pp.
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http://www.origin.xilinx.com/support/documentation/white_papers/wp245.pdf,
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Biographies
smail San was born in Denizli, Turkey, in 1983. I have double major in Electrical-Electronics Engineering and Avionics.
I received my BSc in Electrical-Electronics Engineering from Anadolu University in Eskiehir in Turkey in 2008 in five
years. I received my second BSc in Avionics from Anadolu University in Eskiehir in Turkey in 2008 in five years.
His research interests are in security of digital communication channels, cryptographic embedded systems, secure
hardware design and architectures for communication and computer systems.
PhD student Mr. San is a member of IEEE.
Nuray At was born in Eskisehir, Turkey. She received her B.Sc. degree in Electrical and Electronics Engineering from
Anadolu University; two M.Sc. degrees in Electrical and Computer Engineering from University of California Davis and
Georgia Institute of Technology, respectively; and Ph.D. degree in Electrical and Electronics Engineering from Anadolu
University.
Her research interests include information security, cryptographic engineering, communications systems, estimation, and
signal processing.
Dr. At is a member of IEEE.
418
Application Oriented Cross Layer Framework

for WSNs
1
Ozlem Karaca, 2Radosveta Sokullu
Izmir Vocational School/ Dokuz Eylul University,

Department of Electrical and Electronics Engineering /Ege University
1
ozlem.karaca@deu.edu.tr, 2radosveta.sokullu@ege.edu.tr
Abstract. Wireless Sensor Networks (WSNs) draw more and more attention due to the increasing
number and variety of their applications. From system design point of view, the well known OSI
protocol model does not reflect the specifics and operation of WSN applications. Considering the
scarce energy and processing resources of WSNs, joint optimization and design of networking
layers, named cross-layer design stands as the most promising solution. Because of different types
of applications have different needs and features, it is important to define the adequate order of
demands. The aim of this paper is to provide an application oriented methodology to defining
optimization parameters in WSNs and apply it to a Cross Layer Design Framework.
Keywords: wireless sensor networks, application groupings, cross-layer frameworks
1 Introduction
Wireless Sensor Networks (WSNs) draw more and more attention due to the increasing number and variety of
their applications. The nature of WSNs shows differences from Wired Networks and Ad Hoc Networks. From
system design point of view, the well known OSI protocol model does not reflect the specifics and operation of
WSN applications. Considering the scarce energy and processing resources of WSNs, joint optimization and
design of networking layers, i.e., cross-layer (CL) design stands as the most promising alternative to inefficient
traditional layered protocol architectures. Recently, CL design has emerged as a viable approach, however
presented solutions are quite varied and there is no common platform that allows their comparison and
evaluation from system design and implementation point of view. The need to define a suitable protocol design
model that fits their specific requirements and operation has become even more pressing.
The type of WSN application and its specific requirements play an important role in the definition of the system
characteristics and the protocol framework structure. Different types of applications have different needs and
features, so it is important to determine the adequate order of demands. Thus the most important optimization
criteria related to the specific application can be determined and such knowledge can greatly benefit the system
designer. The aim of this paper is to provide an application oriented methodology to defining optimization
parameters in WSNs and apply it to a Cross Layer Design Framework.
419
2 Cross Layer Frameworks For WSNs

The requirements of WSN applications as well as the principles of WSN operation vary greatly from
traditional networks [1]. An increasing number of recent papers have focused on the cross-layer development of
wireless sensor network protocols [2,3,4] and have proved that cross-layer integration and design techniques
result in significant improvement in terms of energy conservation [5,6].
Generally speaking, cross-layer design refers to protocol design done by actively exploiting the dependence
between protocol layers to obtain performance gains. This is unlike layering, where the protocols at the different
layers are designed independently [2]. There have been a large number of cross-layer design proposals in the
literature recently which are mutually independent. Thus, quantitive accumulation has come to a stage to result
in new qualitive changes, i.e. the necessity has emerged for creating a new model that will inherently take into
consideration the specifics and restrictions of WSN. On the other hand, with the abundance and proliferation of
WSN several different classifications have been proposed [1, 2, 4, 7]. These classifications are mostly
application oriented and define large number of characteristics for each group. In study [8], a large number of
existing applications have been surveyed and a comparative matrix for their evaluation has been proposed.
It is important to consider and evaluate the suggested CL approaches in light of a basic conceptual structure in
a way that is independent of the specific case and that can provide adaptivity to system changes [8, 9, 10].
Regarding such a CL framework (CLF), it can be said that it should incorporate and reflect the inherent
characteristics and specifics of WSN, and address the major issues of performance and implementation in a joint
manner for providing possibilities for enhanced operation, energy efficiency and extending the lifetime of the
network.
Application Grouping in WSNs
Despite the large variety, from engineering and conceptual point of view, the existing and envisaged
applications for WSNs, can be organized in groups based on their different needs and characteristic features. The
classifications of WSN applications can show the most important optimization criteria, besides that it can show
the relevance and order of importance of these criteria and their requirements.
The approach for defining optimization parameters that is suggested in this paper includes the following steps:
1. Definition of WSN application groups based both on their application characteristics and implementation
limitations. 2. Applying a multi-criteria decision method (MCDM) for clearing defining the relevance and order
of importance of the selected criteria. 3. Application of the selected parameters to the CL framework and final
definition of the specific design goals.
WSNs applications can be organized in groups based on their different requirements. We have utilized the
classification presented in [7] and have tried to extend it further by considering the possible optimizations that
these groups of WSN applications might be subjected to. In our work we are considering the following 3 larger
groups: Habitat&Environmental, Public&Industrial and Military&Health applications. In the following subsection these groups of applications is explained.
3.1 Habitat&Environmental Application Group

Habitat&Environmental applications include applications such as tracking the movements of birds, insects and
small animals; chemical or biological detection; large scale earth monitoring and planetary exploration; flood
detection, forest fire detection, pollution study, etc. As an example we can take the Forest Fire Detection. Sensor
networks can be strategically deployed in a forest to detect the origin of forest fires. Since these sensor networks
may be unattended for large periods of time, efficient energy saving mechanisms and solar cell technologies may
420
be used. The sensors might be expected to perform distributed collaboration and overcome obstacles such as
trees and rocks that block the line of sight of a sensor.
3.2 Public&Industrial Application Group

In Public&Industrial applications, sensors are envisioned to be ubiquitous, integrating themselves to corners of
the building, pre-defined location in the buildings, factories or some household appliances. In such applications
sensor devices might be connected to actuators, which take an action when the environment changes to a
particular state. In some work scenarios the sensors inform the sink node that somewhere in the building a crack
has appeared or there might be damaged areas. End users could communicate with these devices making control
decisions remotely. One of the examples could be Smart Homes. In Smart Homes, the sensors make intelligent
decisions as to how to adapt, what changes to make, what actuations to perform based on the transforming states
of the environment.
3.3 Military&Health Application Group

In Military&Health applications high reliability is a major criterion however latency should also be kept in
mind. In Healthcare applications, each patient can be equipped with a lightweight sensor node. Each sensor node
is assigned a specific task, for example, one sensor node may be detecting the heart rate and another detecting
the blood pressure. Doctors may wear a sensor node, to locate other doctors within the hospital. Military
applications are also included in this group because they share the same major requirements for high reliability
and low latency. In some of the existing applications, sensor nodes are integrated in the uniforms worn by
soldiers, in some they are part of unmanned land or air vehicles. Because of delayed delivery or unreliable data
might lead to triggering wrong actions, low latency and high reliability are important.
Roadmap and Methodology
The major goal of our work is to define an application based approach and methodology for initial evaluation
of the major optimization criteria, functions and protocols to be designed for a given WSN, using a cross layer
design framework. Such a methodology aims to provide an easy tool for boundary estimation and consistency
checking that will be helpful for the system designer. WSN have become quite complex and often initially
defined optimization criteria, based on the given requirements might contradict. However this comes to light
only at the very final stage of protocol design and its is a long and timeconsuming job to start everything from
the very beginning. Thus providing a possibility to evaluate the interrelation between the requirements and the
best optimization criteria in a simple way for groups of applications can help the designer determine the main
conflicts from the very initial stage. In this section we describe the building blocks (milestones ) of the proposed
methodology.
The milestones are: 4.1 applications and requirements 4.2 AHP consistency analysis 4.3 Major Functions and
Optimization Criteria in the SE Cross Layer Framework. 4.4 Definition of the specific steps.
4.1 Applications and Requirements

Because the sensors in Habitat&Environment applications are placed in unattended areas, energy consumption
and network lifetime are very significative. Also the number of nodes in the network can be quite large thus
scalability is important. The data should be sent to the sink with minimal error. While examining the other
application groups we notice that the same parameters, energy consumption, latency, raliability and scalability,
are important when optimizing the network. However the order of importance varies quite a lot. For example for,
421
for Habitat&Environment, as explained above the lifetime of the network is the most important parameter for
optimizing the performance, while for Health&Military applications the reliability and delay are more important
than the prolonged lifetime. Thus there is prioritization in the optimization parameters which is related to the
defined application groups. Also this order of significance is unfortunately not always as straight forward as it
might look at first sight.
4.2 AHP Consistency Analysis

In a previous work [11] we have focused on a Multi decision Method that will give best results with minimum
effort for this case. Results using AHP and the above selected groups the following have been published in [11].
Besides calculating the relative weights for the different criteria, the AHP method provides a test for the
consistency of the results.
Application groups &Their Performance Criteria
0,6
Public&Industrial
0,5
Habitat & Environmental

Military&Health
0,4
0,3
0,2
0,1
0
Energy Consumption
Scalibility
Latency
Reliability
Fig. 1 Application groups & Significance Ordering of Their Performance Criteria
4.3 Simple And Efficient Cross-Layer Framework
Fig. 2 SE Cross Layer Framework Concept

To achieve high performance efficiency in WSN it has been confirmed that the well known layered protocols
have to be replaced with protocols developed using a cross layer approach. In previous work [12] we have
proposed a framework for protocol design which is based on that approach. In the following we will illustrate the
422
role of the above suggested methods within that framework. The framework includes the following major blocks
(Fig. 2): main communication tasks, additional services, application interactions and hardware and operating
systems block.
4.4 Procedure Steps

The methodology that we propose in this paper is based on previous work and experience from other projects in
the field of designing protocols for WSN. It includes the following major steps:
1. Determine in which of the groups defined in Sec.2 the WSN application to be designed fits. 2. Using a
mapping between requirements and the optimization criteria of SE define the required optimization criteria list.
3. Check the consistence of the selected optimization using AHP. If the waits calculated suggest a contradiction
revise the list at step 2 and repeat step 3. 4. Draw the AHP graphs. 5. Proceed with final mapping of the
optimization criteria on the main communication functions block for defining which protocols optimizing in the
CR design stage will bring best results.
Applying this methodology for Habitat&Environment we first notice that due to the specific deployment of
nodes in these applications the energy use is of utmost importance. So to achieve this goal the key functions in
the Main Communication Task block to be involved are the Wireless Channel Adaptive Power Control.
Furthermore, as second in the priority list defined by AHP comes scalability, which means that the Media Access
Functions have to be optimized for scalability in relation with the Topology and Coverage Control functions.
(Table 1). Also as can be seen from the AHP analysis, latency for these groups is the least significant
optimization parameter. (Fig.1)
Similarly, when considering the Public&Industrial group of applications, we can point out that from power
consumption point of view they are very close to the previous group discussed. However, due to the specific
nature of most applications, real-time actions and actuation is considered thus reducing the delay is also a
primary objective, different from Habitat&Environmental group. These specifics are reflected in the mapping of
the major functions to be optimized during the protocol design stage to achieve optimal performance of the
designed network top priority is Wireless Channel Based adaptive Power Control and Multi-hop Routing.
The common feature of Military and Health application is the importance of sending data reliably. To provide
that, Error Detection & Control function is important. Sending data with a minimum error is related to Fault
tolerance functions. Topology & Coverage Control is another key point, because coverage of nodes in the
network plays an important role on dissipating data quickly from sensor to sink.
Table 2.Application Requirements-Protocol optimization mapping.
Application Group
Required opt criteria
Habitat & Environmental
Public&Industrial
Military&Health
Energy Consumption
Scalability
Latency
Reliability
Energy Consumption
Latency
Reliability
Scalability
Reliability
Latency
Energy Consumption
Scalability
Which
Protocols
in
the
Main
Communication Tasks Block will be most
affected
Wireless Channel Based Adaptive Power
Control
Medium Access Functions
Topology & Coverage Control
Wireless Channel Based Adaptive Power
Control
Multi-hop Routing Functions
Medium Access Functions
Error Detection & Control
Fault tolerance
Topology & Coverage Control
423
5 Conclusion
Although in general all sensor networks have common design goals, grouping the applications as mentioned
above points out to an important specific: for each group the order of significance of satisfying the major
requirements like reducing the energy consumption, providing low latency and high reliability along with
scalability etc. is different. And unfortunately it is not always as straight forward as it might look at first sight.
Sometimes there might even be contradictions in the optimization criteria to be met.
Accordingly we have investigated the optimization criteria for WSNs based on three major groups of
applications. Different from other grouping available in literature, which are primarily used for classification
purposes, our work aims at combining both the design and implementation limitations and requirements. Further
on the specific optimization parameters are selected and using a MCDM they are checked for consistency, before
finally limiting the set in the CLF and defining the specific goals. We have also addressed the functions that have
to be ensured by a CLF in each group. By combining optimization criteria and the functions to be met the
proposed CLF will provide greater efficiency at the system design stage. This will help to design and implement
WSNs applications in a shorter period of time.
References
1.
Akyildiz, I.F., Su, W., Sankarasubramaniam Y. and Cayirci E. (2002). A Survey on Sensor Networks. IEEE
Communications Magazine, Vol. 40, No.8, pp. 102-116, Aug. 2002.
2. Srivastava,V. and Motani, M. (2005). Cross-layer design: A survey and the road ahead. IEEE Communications
Magazine, 43(12): 112--119.
3. Marrn,P. J., Minder, D.l, Lachenmann, A. and Rothermel, K. (2005). TinyCubus: An Adaptive Cross-Layer
Framework for Sensor Networks. it - Information Technology, vol. 47(2), pp. 87-97.
4. Melodia,T., Vuran, M. C. and Pompili, D. (2006). The State-of-the-art in Cross-layer Design for Wireless Sensor
Networks. Springer Lecture Notes in Computer Science (LNCS), vol. 3883, June 2006.
5. Bouabdallah-Othman, F., Bouabdallah, N. and Boutaba,R. (2009). Cross-Layer Design for Energy Conservation in
Wireless Sensor Networks. IEEE ICC 2009, Dresden, Germany, June 2009.
6. Liu,S., Bai,Y., Sha,M., Deng,Q. and Qian,D. (2008). CLEEP: A Novel Cross-Layer Energy-Efficient Protocol for
Wireless Sensor Networks. IEEE International Conference on Wireless Communications, Networking and Mobile
Computing (WiCOM), IEEE Communications Society Press, October 12 - 14, 2008, Dalian, China.
7. Yick,J., Mukherjee, B. and Ghosal, D. (2008). Wireless sensor network survey. Computer Networks, 52(12): 22922330.
8. Karaca, O. and Sokullu, R. (2009). Comparative Study of Cross Layer Frameworks for Wireless Sensor Networks.
Proc. of WirelessVitae 2009, Aalborg, Denmark, May 17-20.
9. Shakkottai,S., Rappaport, T. S. and Karlsson, P. C. (2003). Cross-layer design for wireless networks. IEEE
Commun mag., Vol. 41, No. 10, 2003, pp. 74-80
10. Zhao, N. and Sun, L. (2007). Research on Cross-Layer Frameworks Design in Wireless Sensor Networks. ICWMC
'07: Proceedings of the Third International Conference on Wireless and Mobile Communications, March 2007.
11. Karaca, L. O., and Sokullu, R. (2010). Using AHP for Multi-Criteria Decision in WSN, The Fourth International
Student Conference on Advanced Science and Technology- ICAST-2010, 25-26 May,2010.
12. Sokullu,R. and Karaca,O. (2009). Simple and Efficient Cross Layer Framework Concept for Wireless Sensor
Networks. The 12th International Symposium on Wireless Personal Multimedia Communications, September 7
10, 2009, Sendai, Japan.
424
Biographies
Ozlem Karaca received her Bachelors degree in Electrical and Electronics Engineering from Dokuz Eylul University,
Turkey. After graduation, she became a teaching assistant at the department of Technical Programs at Izmir Vocational
School. She obtained M.S. degree in Electrical and Electronics Engineering from Ege University. She received her Ph.D.
degree from Ege University in 2010. She participated in CRUISE Project. She is currently a lecturer at Dokuz Eylul
Univesity. Her current research interests include wireless sensor networks, cross layer design and cross layer frameworks.
Radosveta Sokullu received her MSc and PhD degree in Telecommunications Engineering from the Sofia Technical
University in 1985 and 1992 respectively. She is currently an Assistant Prof. In the Department of EEE and Head of the
Chair of Telecommunications, Ege University, Izmir, Turkey. She was invited as a visiting professor for the GRASIUS
Program at the Graduate School of Engineering, Kumamoto University in 2008. Her current research interests include
wireless networks and wireless sensor networks, performance evaluation and security issues.
425
Inertia Weight for Evolutionary Programming with

Levy Distribution Function
Yousef Alipouri, Javad Poshtan
alipouri_yousef@elec.iust.ac.ir, jposhtan@iust.ac.ir
Abstract.There is an especial remark for Evolutionary Programming (EP) among EAs. EP was the first introduced algorithm
in EA. In EP family, there are some well-known algorithms such as: Classical EP (CEP), Fast EP (FEP) and Levy distributed
EP (LEP). Levy distribution function will be used in the proposed method in mutation operator as it has long tails, thus giving
offspring big step size to search map quicker which is necessary for some cost functions. Novelty of the proposed method
against former variants like LEP, is defining new operator which can improve performance of LEP. In this paper, our main
objective is to extract and benefit from some useful information which has been ignored by other variants. Location of each
parent has some information which is captured from previous iteration. In short, new method adds new factor to equation
which produces offspring. This factor pulls offspring to gathered point of parents. A set of benchmark cost functions has been
used to compare the results of the proposed method with some other known algorithms.
Keywords: Evolutionary Programming, Levy distribution function, gathered point, weighted mean operator
1 Introduction
Optimization has long been one of the interesting fields of research. It has been linked with many investigations.
Many real-world applications are confronted with determining the values of some unknown parameters or
coefficients, which must be adapted in optimal ways. Defining a cost function is a way to transform this problem
to a minimization (maximization) problem. After choosing a proper cost function, the main question is how to
minimize this cost function. Evolutionary Algorithms (EA) are first candidates for hard optimization tasks. They
can deal with many kinds of problems and cost functions such as: multimodal, discrete, without derivative
function, with bounders on variables or some subjection (restriction on variables) and high dimensional. These
capabilities have made them suitable for many applications.
In the case of evolutionary computation, there are four historical paradigms that have served as the basis for
much of the activity of the field: genetic algorithms (Holland, 1975) [1], genetic programming (Koza, 1992,
1994) [2], evolutionary strategies (Recheuberg, 1973) [3], and evolutionary programming (Forgel et al., 1966)
[4]. The basic differences between the paradigms lie in the nature of the representation schemes, the reproduction
operators and selection methods [5].
These methods have drawn much attention to the research community in conjunction with the parallel and/or
distributed computations. EP, in particular, was studied initially as a method for generating artificial intelligence
[6,7].
Evolutionary programming is stable kind of evolutionary algorithm. It has many advantages in optimization
multimodal problems. Three algorithms, Classical EP (CEP), Fast EP (FEP) and Levy distributed EP (LEP) are
most famous in EP.
This paper proposes a novel EP algorithm, which adds a new factor promoting the performance of EP, such as:
426
speed, accuracy and stability of final answers. 12 test functions are gathered from several references for a better
comparison of the results and to show generality of the method's performance. One advantage of the proposed
method is its capability in working with other EP variants. So this method may promote the performance of
almost all methods introduced above. Most works having been performed for improving EP are in the mutation
operator. Most of the researchers have tried to introduce a better distribution function in place of the Gaussian
distribution function. But in this study an attempt has been made to introduce a new approach that contains all
previous work and is capable of matching with almost all previous researches.
The organization of this paper is as follows: section 2 explains the EP variants which have been used for
comparison in this paper; section 3 introduces the basic idea behind the Inertia Weighted Evolutionary
Programming (IWEP); section 4 introduces some detail of the test functions, shows the simulation results and
compares the new method with CEP, FEP and LEP and section 5 presents the conclusion and summarizes the
simulation results.
2 Evolutionary Programmings variants:

1.1 Classical Evolutionary Programming (CEP):
The general format of CEP follows a two-step process of selection and variation in a population. Following
initialization of a population, the fitness of each individual in the population is scored with respect to an arbitrary
fitness function. In general, selection is applied as a tournament wherein the fitness of each individual in the
population is compared against the fitness of a random set of other individuals in the same population. A win is
recorded for an individual each time that individuals fitness equals or exceeds that of another in the tournament
set. Individuals are then ranked with respect to the number of wins and those with the highest number of wins
over some threshold are selected as parents for the next generation. Parents are randomly varied to generate
offspring and the fitness of each member in the population is re-evaluated. This process is repeated for a userspecified number of generations [8].
Offspring ( x ) and strategy parameters ( ) are updated in each generation by equation (1) and (2).
Each parent ( xi ,i ), i 1,...., , creates a single offspring ( xi , i) by: for j 1,..., n
xi ( j ) xi ( j ) i ( j ) N j (0,1)
(1)
i ( j ) i ( j ) exp( N (0,1) N j (0,1))
(2)
where xi ( j ), xi ( j ), i ( j ) and i ( j ) denote the j th component of the vectors xi , xi,i and i , respectively.
N (0,1) denotes a normally distributed one-dimensional random number with mean zero and standard deviation
one. N j (0,1) indicates that the random number is generated anew for each value of
commonly set to
( 2 n ) 1 and (2 n )
j . The factors and are
2.3 Fast Evolutionary Programming (FEP):

There are many variants of EP has tried to boost performance of the CEP. They almost have changed equation
(1) and (2). Most attempts have done for introducing better distribution function in place of Gaussian mutation
function such as FEP. Yao et al. [9,10]proposed a Cauchy-mutation-based EP, called fast EP (FEP), which
demonstrated much better performance than CEP in converging to a near-global optimum point on some
benchmark mathematical functions, but not on all. FEPs success can be attributed to its greater ability to escape
local minima by using Cauchy mutation. At the same time, this will lead to difficulties in coping with some other
functions. Larger jumps are beneficial when the current solution is far away from the global optimum or a better
optimum, but such large jumps near the global optimum point are undesirable.
In short, fast EP (FEP) is similar to CEP but it uses a Cauchy function instead of Gaussian function mutation as
427
the primary search operator.
2.4 Levy distributed Evolutionary Programming (LEP):

LEP is a variant of EP which is similar to CEP and FEP. The difference is in mutation function. LEP uses a
Levy distribution function in place of Gaussian for mutation function. However, unlike FEP, in LEP only
distribution function in equation (1) has been changed and equation (2) remains unchanged. So, step sizes in LEP
and CEP for strategy coefficients are similar. Practically, LEP is more similar to CEP than FEP. [6]
All three distribution functions Gaussian, Cauchy and Levy are special cases of the stable distributions. These
distribution functions can be produced by equation (3) which x and y are Gaussian random numbers.
x if 2 p is Guassian random number.
p 1 . if 1 p is Cauchy random number.
3
y if 1 2 p is Levy random number.
3. Inertia Weighted Evolutionary Programming (IWEP):

In general, the performance of the evolutionary computational techniques is such a way that, the value of the
individuals finally converges to a unique point as the solution of the problem. This convergence is done slowly
over the generations and the algorithm approaches the optimum point gradually and gets nearer to it as the
number of generations increases. This procedure gives us the idea of adding the average of the individuals in each
generation to the algorithm to enhance the convergence speed of the EP. We call this technique as inertia weight
method.
For this, firstly an averaging is done on all of the variables. We call the resulted individual as gathered point.
So the mean value of winners in the previous iteration is regarded as the gathered point. In next step, each
offspring is steered toward the mean point. For implementing this idea coordinate of gathered point is added to
coordinate of offspring. A coordinate of new individuals is calculated by adding three factors (4): coordinate of
gathered, location of previous individuals and strategy parameter multiplied by Levy random number. Thus, the
formula of CEP can be changed for finding new individuals (1) as follows:
xi ( j ) a xi ( j ) (1 a) mean( j ) i ( j ) L j (0,1)
(4)
Where mean stands for coordinate of the gathered point
Figure 1 shows breeding region of offspring produced by IWEP.
CEPs offspring region
R N (0,1)
parent
Xi
origion
IWEPs offspring
region
1-a
mean point
global minimum
Fig. 1: location of offspring which is produced by CEP and MCEP. Offspring is somewhere inside of the dashed circles.
Levy distribution function will be used in the proposed method in mutation operator in equation (4) as it has
long tails, thus giving offspring big step size to search map quicker which is necessary for some cost functions.
428
4. Results:
12 well known benchmark cost function have been selected for comparing the algorithms. Descriptions of the
cost functions used in this paper are mentioned in Tables I. Some main properties of the functions will be
explained in this part but a more detailed description of these cost functions is available in [9].
The cost functions are parted to 3 subgroups: Unimodal- high-dimensional, multimodal-high-dimensional and
low-dimensional.
Functions f1 f4 are high dimensional-unimodal problems, which have only one global minimum that is also
their only local minimum too.
Functions f5 f8 are high dimensional-multimodal functions where the number of local minima increases
exponentially with the problem dimension. They appear to be the most difficult class of problems for many
optimization algorithms of which CEP has slow convergence on these functions [9].
Functions f9 f12 are low-dimensional functions, which have only a few local minima but a number are hard
for minimization by evolutionary algorithms.
Table 1. The 12 benchmark functions used in our experimental study, second column introduces name of
functions
f1 ( x)
Sphere Model
f 2 ( x)
Schwefel's problems 2.22
f 3 ( x)
f 4 ( x)
f 5 ( x)
Generalized Schwefel's problem 2.26
i 1
xi2
xi i1 xi
n
i 1
n
( j 1 x j )
i
i 1
max i xi ,1 i n
i 1
xi sin
x
i
[ xi2 10 cos(2xi ) 10]
f 6 ( x)
Generalized Rastrigin's function
f 7 ( x)
Ackley's function
f 8 ( x)
Generalized Griewank Function
f 9 ( x)
Shekel's Foxholes function
f10 ( x)
Six-hump Camel-Back Function
1
4 x12 2.1x14 x16 x1 x2 4 x22 4 x 42
3
f11x
Hartman's Family2
i1 ci exp[ i1 aij ( x j pij ) 2 ]
f12 ( x)
Shekel's Family3
i 1
20 exp( 0.2
1 n 2
1 n
xi ) exp( n i1 cos 2xi ) 20 exp(1)
n i 1
n
n
x
1
xi2 i1 cos( ii ) 1
4000 i 1
25
1
1
j 1
]
2
500
j i 1 ( xi aij ) 6
i1[( x ai )( x ai )T ci ]
10
The ranges of the variables and dimensions of the cost functions are chosen like references [9]. For highdimension functions, the number of the variable is D=30 (if it is not limited by the cost function).
All parameters of algorithms mentioned in Table II, is similar for the algorithms in all simulation results.
In remain the best algorithm among IWEP, CEP, FEP and LEP is going to be selected on 12 test functions. For
avoiding any concurrence in the results, all of the algorithms were run 50 times and the averages of the obtained
results are presented in Table III.
All of the algorithms are run until a pre-specified generation is reached. The number of generations is shown in
the second column of Table III. In this table, the best result
429
Table II. Parameters of the algorithms

Tournament size q
10
Population size
Range bound of variables
Number of repetition
Number of generation
Value of coefficients a in equation 3
100
Mentioned in last column of table V
50
Mentioned in second column of tables V
Normal random number N (0,1)
Table III.Comparison among CEP, FEP and RCEP on f1 f12.

N is dimension of functions, FMINstand for global minimum, last column is range of variables
f1
f2
f3
f4
f5
f6
f7
f8
f9
f10
f11
f12
Number of
generation
1500
2000
5000
5000
3000
5000
1500
2000
100
100
200
100
CEP
FEP
LEP
IWEP
FMIN
Range bound
155.67
0.418
1161
0.607
-8373
44.275
8.43
2.373
3.432
-1.031
-3.322
-8.578
25.194
0.596
4438
34.38
-12542
1.864
3.773
0.971
1.047
-1.031
-3.201
-8.311
26.685
0.707
650
1.07
-11167
13.435
5.36
0.694
1.458
-1.031
-3.164
-9.145
3.50e-8
2.56e-6
6.72
0.016
-5748
3.55e-15
0.0016
0.0049
2.884
-1.031
-3.322
-10.52
30
30
30
30
30
30
30
30
2
2
6
4
0
0
0
0
-12569.5
0
0
0
1
-1.031
-3.32
-10.5
[-100,100]n
[-10,10]n
[-100,100]n
[-100.100]n
[-500,500]n
[-5.12,5.12]n
[-32,32]n
[-600,600]n
[-65.53,65.53]n
[-5,5]n
[0,1]n
[0,10]n
obtained for each cost function is highlighted. These results show that the new proposed method in most cases
can approach the global minimum better than other mentioned methods. All of the parameters have been
considered to be the same for three methods.
As Table III shows accuracy of the methods to find the global minimums, in order to compare the speed of
methods, the 12 figures have been drawn. All results of cost functions specified in Table III are drawn in Fig 213.
All methods have begun from the same initial point (first generation).
Figures 2-6 are for unimodal cost functions. IWEP has the best answer for all functions in this group. These
results were expected, since IWEP has a factor pulling offspring toward the gathered point (mean value) of
parents. Unimodal cost functions have only one local minimum which is also their only global minimum. Thus,
the mean value can steer offspring below the hole in a short time.
Figures 6-10 are results obtained for multimodal cost functions. These functions make it difficult for EP
families to find global minimum as they have many local and several global minimums. IWEP has the best
answer in this group. Good results in this group are very important as there are few methods that have acceptable
performance.
The third group's results are drawn in Figures 11-14.
430
5. Conclusion:
The results on low dimensional, unimodal, and multimodal cost functions show accuracy, speed of convergence
and ability of escaping from local minimums, respectively. Results show the proposed algorithm is more accurate
and fast in finding the value and location of the global minimum in all three groups of the cost functions. The
results clear benefits of using gathered point in determining the location of offspring. Consequently, the method
benefits more information which have been caught by parents in breeding offspring have more accuracy and
speed in convergence to global minimum. One advantages of the proposed method is its capability to adapt with
other variants of EP.
431
f1
10
F2
15
F3
10
10
FEP
LEP
CEP
IWEP
10
10
10
FEP
LEP
CEP
IWEP
10
10
10
-2
10
Cost
Cost
Cost
10
10
10
10
-4
10
-8
10
1500
F4
500
10
2000
2000
3000
number of iteration
4000
5000
F6
10
-10
-5
10
-10
-1
10
-2
1000
10
10
10
FEP
LEP
CEP
IWEP
Cost
10
1500
-10
FEP
LEP
CEP
IWEP
10
1000
number of iteration
F5
10
Cost
10
-10
10
500
1000
number of iteration
-5
10
FEP
LEP
CEP
IWEP
Cost
-6
10
1000
2000
3000
number of iteration
4000
-10
5000
F7
-15
500
1000
1500
2000
number of iteration
2500
10
3000
F8
4000
5000
F9
10
10
2000
3000
number of iteration
FEP
LEP
CEP
IWEP
10
1000
10
10
FEP
LEP
CEP
IWEP
FEP
LEP
CEP
IWEP
10
0
Cost
Cost
Cost
10
-2
10
10
-1
10
-4
10
-2
10
-3
10
FEP
LEP
CEP
IWEP
-6
10
-8
500
1000
number of iteration
10
1500
500
1000
number of iteration
1500
10
2000
F11
F10
40
60
number of iteration
80
100
F12
-10
-10
FEP
LEP
CEP
IWEP
20
0.3
-0.4
-10
FEP
LEP
CEP
IWEP
FEP
LEP
CEP
IWEP
-0.3
-10
-10
Cost
Cost
Cost
0.4
-0.2
-10
-10
-0.1
-10
0.5
-10
-10
20
40
60
number of iteration
80
100
50
100
number of iteration
150
200
-10
20
Fig. 2-14: results of averaging 50 times running algorithms on 12 cost functions
432
40
60
number of iteration
80
100
References
1.
2.
J.H. Holland, Adaptation in Natural and Artificial Systems, University of Michigan Press, Ann Harbor, 1975.
Koza JR. Genetic Programming: on the Programming of Computers by Means of Natural Selection, MIT Press,
1992.
3. H.-P. Schwefel, Numerical Optimization of Computer Models, Wiley, Great Britain, 1981.
4. L.J. Fogel, Artificial Intelligence through Simulated Evolution, Wiley, New York, 1966.
5. S. N. Sivanandam, S .N. Deepa, Introduction to Genetic Algorithms, Springer, pp. 2-5, 2008.
6. C Y Lee, and X Yao, Evolutionary Programming Using Mutations based on the Levy Probability Distribution, IEEE
Trans. on Evolutionary Programming, Vol. 8, No. 1, February 2004.
7. L. J. Fogel, A. J. Owens, and M. J.Walsh, Artificial Intelligence through Simulated Evolution, New York, Wiley,
1966.
8. Evolutionary computation with extinction: Experiments and analysis. G. B. Fogel, G. W. Greenwood and K.
Chellapilla. Piscataway, US : Proc. of 2000 Congress on Evolutionary Computation, 2000.
9. X. Yao, Y. Liu, and G. Lin, Evolutionary Programming Made Faster, IEEE Trans. on Evolutionary Computation,
vol. 3,no. 2, 1999.
10. Li. Xiaoan, K. Jichang, An Improved Fast Evolutionary Programming, IEEE Tran. of Northwestern Ploy technical
University. 2001. Vol. 19 No.1
Biographies
Yousef Alipouri was born in Tabriz, Iran, 1987. He received the B.Sc. degree in control engineering from University of
Tabriz, Tabriz, Iran, in 2009. He is currently pursuing his study towards the M.Sc. degree at Iran University of Science and
Technology. His research interest focuses on control system theory and artificial intelligence.
Javad Poshtan received his B.SC., M.SC and PHD degrees in Electrical Engineering from Tehran University, Tehran, Iran,
in 1987, Sharif University of Technology, Tehran, Iran, 1991, and University of New Brunswick, Canada, in 1997,
respectively. Since 1997 he has been with the Department of Electrical Engineering at Iran University of Science and
Technology. He is involved in academic and research activity in areas such as control system theory, system identification,
and estimation theory.
433
The Memcapacitor-Capacitor Problem

1
Reat Mutlu, 2Osman Akn Caglar
Department of Electronics and Telecommunication Engineering,

Namk Kemal University, orlu, Tekirda, Turkey
rmutlu@nku.edu.tr
2
Department of Physics, Faculty of Arts & Sciences, Fatih University,
Bykekmece, 34500, Istanbul, Turkey
ocakin@fatih.edu.tr
Abstract: Following the discovery of the new fundamental circuit element called memristor, memcapacitive and
meminductive systems similar to memristive systems have also been described. It has been speculated that two new circuit
elements must also exist, namely the memcapacitor and the meminductor. Memcapacitor, which is a special case of
memcapacitive systems, is a circuit element characterized with a certain type of memory and its (mem)capacitance is fluxdependent. Two-capacitor problem, which is the behavior of a circuit consisting of two capacitors, has been investigated
extensively in the literature. However, there is no such analysis in the current literature for a capacitor and a memcapacitor.
In this work, a circuit consisting of a memcapacitor and a linear time-invariant capacitor is analyzed. The time-domain
solution of the system is given. An ongoing transient has been found in the circuit. It is shown that the memcapacitorcapacitor circuits may have interesting properties and behave rather different from linear time-invariant capacitor circuits.
Keywords: Memcapacitor, Memcapacitive Systems, Two capacitor problem, Electric Circuits.
1. Introduction
The claim by Dr. Chua in 1971 that a fundamental circuit element called memristor must have existed paved
the way for Him and Kang to come up with yet another claim in 1976 that systems called memristive systems
with similar properties to memristors exist and a memristive system should have a zero-crossing current-voltage
hysteresis curve [1-2]. Almost 37 years later, an HP research team has announced that they have found the
missing circuit element [3]. A review on the brand new circuit element named memristor can be found in [4]. In
the year 2009, Ventra, Pershin and Chua has written a paper called Circuit elements with memory and claimed
that there must be other circuit elements besides memristors, namely inductors and capacitors with memories,
those with similar properties to memristors and they called these elements the meminductor and the
memcapacitor [5]. The equations describing a memcapacitive system and charge-voltage hysteresis curve are
also given in [5]. A commonly-used variable capacitor is actually a memcapacitor according to the equations
describing a memcapacitive system. Although a meminductor has not been realized in nano dimensions yet,
research on ionic and solid-state memcapacitors exist in literature [6-7]. Some recent papers on memcapacitor
are about its modeling by menas of some simulation programs and its usage in chaos circuits [8-12]. Another
interesting review on the memcapacitors can be found in [13].
Parallel connection of two capacitors is found in all circuit theory books. However, to the best of our
knowledge, a memcapacitor connected in parallel with a capacitor has not been studied in the literature yet. In
this paper, to the best of our knowledge, for the first time in literature, a circuit consisting of a memcapacitor and
a capacitor without a supply is studied. This paper is arranged in the following way. In the second section, a
434
memcapacitive system and the Flux-dependent memcapacitive system, the Memcapacitor, are shortly explained.
In the third section, the memcapacitor-capacitor circuit and its analytical model are given. The voltage, current
and flux of memcapacitor are given. The results are discussed in the Conclusion section.
2. Memcapacitive System and Flux-dependent Memcapacitor System

Memcapacitor symbol is shown in Figure 1 and its pinched charge-voltage hysteresis curve under A.C.
excitation is given by Chua et.al. in [5] as shown in Figure 2.
Figure 1: Memcapacitor Symbol [5].
Figure.2. Memcapacitors Pinched Charge-voltage Hysteresis Curve [5].

Ventra et.al. have described a memcapacitive system as
q t C X ,V .V t
(1)
where
X is a space-state equation.
V is the memcapacitive system voltage.
C is the memcapacitive system memcapacitance.
A memcapacitor is a special case of a memcapacitive system. Its memcapacitance is a function of the memcapacitor flux,
which is desribed as the integration of memcapacitor voltage with respect to time. Memcapacitor terminal equation then reads
q(t ) C .V t
(2) or
q(t ) C Vc( ).d .Vc(t )

(3)
Where
V (t)
q (t)
is the memcapacitor voltage.

is the memcapacitor charge.
435
t is the memcapacitor flux.

C ( )
is the flux-dependent memcapacitor memcapacitance.
In this study a linear-flux dependent memcapacitance function is used. Memcapacitor memcapacitance can be
written as a linear function similar to the HP memristor memristance. Then, its memcapacitance is given as
C Co K t
(4)
Memcapacitor flux is then obtained as

t
t V t .dt o
(5)
3. Flux-dependent Memcapacitor-Capacitor Circuit/Problem

A charging circuit is shown in Figure.3. for capacitor-memcapacitor bank. Such a circuit may easily be
constructed when memcapacitors become widely available. If the switch is opened, the circuit turns into a circuit
in which the memcapacitor and the capacitor are connected in parallel as shown in Figure.4.
Figure 3: A circuit used for charging a memcapacitor-capacitor bank.
Figure 4: Memcapacitor-capacitor Circuit.
436
x 10
-3
Memcapacitance (F)
1.5
0.5
0.1
0.2
0.3
Memcapacitor Flux (Wb)
0.4
0.5
Figure 5: Memcapacitance as function of memcapacitor-flux.

Using Kirchoffs Voltage Law;
q
d
VMC
Cp
dt
(6)
Using Kirchoffs Current Law;
iC i MC 0 Cp
dV dq .
dt dt
(7)
By substituting (3) into (7),
Cp
dV d
(C( ).V) 0
dt dt
(8)
Cp
dV d
Co K V 0
dt dt
(9)
d
Co Cp K V 0
dt
(10)
by taking the integration of both sides;
A Co Cp K V
(11)
where A is an initial condition. It can be found as
A Co Cp K (0).V(0)
(12)
Then, the memcapacitor or the capacitor voltage is
C Cp K (0).V(0) (13)
A
o
Co Cp K
o
p
The memcapacitor current is calculated by taking the derivative of the memcapacitor charge:
i(t )
dq(t )
,
dt
i(t) Cp
(14)
Cp .AKV
dV
(15) C dV d C K V 0
p
o
dt dt
dt Co Cp K 2
(16)
The memcapacitor charge is
q(t) A CpV
(17)
437

A C o C p K
d
dt
(18)
By the integration of Eq. (11),
At B C o C p K2 / 2
(19)
where B is a new integral constant and is equal to
B C o C p (0) K (0) 2 / 2 .
(20)
rearranging (12)
0 At B C o C p K2 / 2
(21)
The memcapacitor flux,
C o C p
C p 2At BK
2
(22)
The memcapacitor voltage
dt
(23)
C p 2At BK
2
The system is simulated for the parameters given in Table 1. Memcapacitance, Voltage, Current, Flux and
Charge of the Memcapacitor are shown in Figures 6-10. The voltage of the memcapacitor increases during the
transient. The charge of the memcapacitor-capacitor system is conserved. The memcapacitor flux and therefore
the memcapacitance varies as a function of time as well.
Table 1: The circuit Parameters.
Parameter
Value
0.5 mF/Wb
K
Cp
1 mF
CO
1.5 mF
VC (0)
5V
(0)
0.25 Wb
438
0.03
The Memcapacitor Memcapacitance(F)
0.025
0.02
0.015
0.01
0.005
0.2
0.4
0.6
0.8
Time(s)
Figure 6: The Memcapacitor Memcapacitance vs Time.

0.0125
0.012
The Memcapacitor Charge(C)
0.0115
0.011
0.0105
0.01
0.0095
0.009
0.0085
0.008
0.2
0.4
0.6
0.8
Time(s)
Figure 7: The Memcapacitor Charge vs Time.

1.2
x 10
-5
The Memcapacitor Current(A)
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
Time(s)
Figure 8: The Memcapacitor Current vs. Time.
439
60
The Memcapacitor Flux (Wb)
50
40
30
20
10
0.2
0.4
0.6
0.8
Time(s)
Figure 9: The Memcapacitor Flux vs. Time.

5
The Memcapacitor Voltage (V)
0.2
0.4
0.6
0.8
Time(s)
Figure 10: The Memcapacitor Voltage vs. Time.
4. Conclusion
In this paper, a circuit consisting of a capacitor and a memcapacitor with a linear flux-dependent
memcapacitance and without an external power supply is inspected. It is shown that a memcapacitor and a
capacitor are not in steady-state even though they have the same voltage in sharp contrast to two conventional
capacitors in steady-state connected in parallel. The time-domain solution of the emecapacitor-capacitor system
connected in parallel is given. It is found that the memcapacitance of the memcapacitor varies even when the
voltage of the memcapacitor and capacitor happens to be the same. As time progresses, the system voltage
decreases, whereas the memcapacitor charge increases due to the fact that total charge and energy is conserved
in the system. However, transient of the circuit is ever-continuing if there is no saturation mechanism of the
memcapacitor. Considering the case that a saturation mechanism does exist, the transient ends in a finite time.
The Memcapacitor-capacitor problem should be investigated further for a better understanding of the circuit
element memcapacitor so that it can be used more effectively. Also, new circuit elements such as memcapacitor
and their combinations with other circuit elements should be studied in detail so that their behavior pattern can
be understood more and be used more effectively in practice.
440
References
[1] L. O. Chua, Memristor - The Missing Circuit Element, IEEE Trans. Circuit Theory, vol. 18, pp. 507-519, 1971.
[2] L. O. Chua and S. M. Kang, Memristive devices and systems, Proc.IEEE, vol. 64, pp. 209-223, 1976.
[3] D. B. Strukov, G. S. Snider, D. R. Stewart, and R. S. Williams, The missing memristor found, Nature (London), vol.
453, pp. 80-83, 2008.
[4] O. Kavehei, A. Iqbal, Y. S. Kim, K. Eshraghian, S. F. Al-Sarawi and D. Abbott, The fourth element: characteristics,
modelling and electromagnetic theory of the memristor, Proc. R. Soc. A 466, pp. 2175-2202, 2010.
[5] M. Di Ventra, Yu. V. Pershin and L. O. Chua Circuit Elements With Memory: Memristors, memcapacitors and
meminductors, Proc. IEEE, vol. 97, pp. 17171724, 2009.
[6] J Martinez, M Di Ventra. Pershin, Yu. V., Solid-state memcapacitive system with negative and diverging capacitance,
Physical Review B, 81, 195430, 2010.
[7] Matt Krems, Yuriy V. Pershin and Massimiliano Di Ventra, Ionic Memcapacitive Effects in Nanopores Nano letters, ,
10, pp 26742678, ACS Publications, 2010.
[8] D. Biolek, Z. Biolek and V. Biolkova SPICE Modeling of Memristive, Memcapacitative and Meminductive Systems
[9] Blaise Mouttet A Memadmittance Systems Model for Thin Film Memory Materials arXiv:1003.2842v1 [condmat.mes-hall].
[10] Pershin, Y.V., Di Ventra, M., Memristive circuits simulate memcapacitors and meminductors Electronics letters,
2010.
[11] Zhiheng Hu, Yingxiang Li, Li Jia, and Juebang Yu, Chaos in a charge-controlled memcapacitor circuit, International
Conference on Communications, Circuits and Systems (ICCCAS), Chengdu, pages: 828831, July 2010.
[12] Zhiheng Hu, Yingxiang Li, Li Jia, and Juebang Yu, ,Chaotic oscillator based on voltage-controlled memcapacitor,
International Conference on Communications, Circuits and Systems (ICCCAS),
pages: 824-827, July 2010.
[13] Yuriy V. Pershin and Massimiliano Di Ventra,Memory effects in complex materials and nanoscale systems, Advances
in Physics, v. 60, pages 145-227, 2011.
441
Adaptive Feedback Linearizing Tracking Control of

a Quadrotor Helicopter Prepared for ISCSE 2011
Zahra Boroujeni 1, Mostafa Mohammadi 2, Sahar Boroujeni 3, AliReza Mohammad Shahri4

zahra.boroujeni@ee.iust.ac.ir, 2,mostafa_mohmmadi@elec.iust.ac.ir, 3bsahar2@live.utm.my, 4shahri@iust.ac.ir
Abstract. In this paper daynamic model of quadrotor helicopter is presented. Because of parametric
uncertainties and nonparametric uncertainties in the model and also existence of external disturbances, an
advanced control strategy is necessary to obtain good performance in various conditions. An adaptive
feedback linearizing controller is proposed to slove the tarjectroy tracking problem. A robust adaption law is
used to update the controller parameters. Simulation results illustrate the good tracking performance of
proposed control scheme.
Keywords: Adaptive control, feedback linearization, tracking control, quarotor
1 Introduction
Nowadays unmanned aerial vehicles are good solution to search and rescue operation, surveillance and
civilian applications. Hence automatic control of UAVs has attracted the attention of many researchers. Due to
the mechanical simplicity, high payload and high maneuverability, quadrotor configuration is highlighted in last
few years. Quadrotor is underactuated nonlinear MIMO system with strong coupling between states and
therefore it is a good test bench for implantation of different control techniques.
Many researchers have solved trajectory tracking problem for UAVs in different ways. Feedback
linearization method in combined with other techniques, is used to solve the tracking problem in [1, 2, 4, 6, 7]. A
vision-based stabilization and output tracking control method is proposed in [1]. In [4], the stabilizing control
problem for a quadrotor is solved by designing a nonlinear control system, which decomposes system into an
inner attitude and an outer velocity control loop. In [6] Dynamic inversion is applied to the inner loops, which
yields internal dynamics that are not necessarily stable. A robust control approach is used to stabilize the internal
dynamics. Two types of nonlinear controllers for an autonomous Quadrotor helicopter are presented in [7]. A
feedback linearization controller involves high-order derivative terms and the second type involves a new
approach to an adaptive sliding mode controller. An integral predictive and nonlinear robust control strategy is
used to solve the path following problem for a quadrotor in [10]. Backstepping approach is used to control the
quadrotor in [3, 5, 9]. Backstepping technique is combined with neural networks in [3]. In [5] Backstepping
approach is used for Controlling a UAV while Aerodynamic forces and moments are estimated by neural
networks. A nonlinear adaptive controller is proposed, which is using backstepping technique mixed with neural
networks, is presented in [9]. An L1 adaptive output feedback controller design process is presented in [8]. In
[11] an Output Feedback Control of a Quadrotor UAV Using Neural Networks is performed.
In this paper tracking control problem is solved through inner and outer control loop, which are control the
attitude and altitude of vehicle, and longitudinal and latitudinal movements, respectively. Feedback linearizing
442
controller is applied to inner control loop. Parameters of system, which are used by controller, are estimated by
robust parameter identifier. Outer control loop generated instantaneous desired angle for inner controller
according to the error of position.
The rest of this paper is organized as follows: in section 2 dynamic model of quadrotor is presented, proposed
control scheme is exposed in section 3, section 4 allocated to the simulation results. The major conclusions of the
paper are drawn in section5.
2 Quadrotor dynamic model

Mathematical dynamic model of vehicle is essential for designing a good controller. Nevertheless UAV model
always includes some uncertainties. Modelling with all details is an expensive task. For modelling UAV we take
following steps: first the dynamic equation of body should be established. Then structure of uncertain dynamics
must be specified. After determining the relationship between control inputs and outputs of actuators, dynamic of
actuators should be defined. Quadrotor dynamics equation can be separated into the rotational and the
translational parts. The dynamics equations of motion are obtained by the Lagrange-Euler formalism. Unknown
disturbance are applied to system. Furthermore linearized dynamic of actuators are considered.
T4
T1
Left
Front
Pitch
Roll
Rear
Yaw
X
Y
Z
T2
z
Right
y
Fig. 1. Quadrotor configuration with inertial and body fixed frame

Quadrotor has four independent motors, which is control by changing their speed. Pair of blades attached to the
motors is pusher and a pair is puller, which are rotating in opposite directions. It causes to prevent rotation
around itself.
For increasing altitude (z) of Quadrotor, speed of four motor must be increased. For movement toward (x) the
speed of left (4) motor must be increased while right motor speed (2) must be decreased. Similarly to move
forward speed of front motor (1) must be increased, while speed of rear motor (3) must be decreased. And to
rotate around the z axis, speed of two CW motors (1, 3) must be decreased while speed of two CCW motors
(2, 4) must be increased.
Due to underactuated mechanical property, for longitudinal and latitudinal motions roll () and pitch () angle
must be changed respectively.
In this section a dynamic model of quadrotor is shown [5]. Linear model of actuators are added to this model.
Let
is the orientation vector of body frame with respect to fixed frame. These angles are bounded as
follows:
roll : , pitch : , yaw :
(1)
2
2
2
2
2
2
Giving translational dynamic of system in inertial frame and Considering the forces and moments applied to the
system, dynamic model of quadrotor can be expressed as follows:
443
U1
x (S S C S C ) m
Y
(C S S S C ) U1
U1
Z g (C C )
m
a b c U
1
1
1 2
a 2 b 2 c 2 U 3
a 3 b 3 U 4
)2(
U1 b(12 22 32 24 )
2
2
U 2 lb ( 2 4 )
2
2
U 3 lb (1 3 )
2
2
2
2
U 4 b ( 1 2 3 4 )

1
2
3
4
(3)
Model parameters define as follows:

a1
I yy Izz
I xx
, b1
J tp
I xx
, c1
l
I xx
, a2
J tp
I xx I yy
J tp
Izz I xx
1
1
, b2 , c2 , a3
, b3 , c3 , Where Ixx, Iyy and Izz are
I yy
I yy
I yy
I zz
I zz
I zz
quadrotor moment of inertia around x, y and z axis of body fixed frame respectively. l is distance between center
of rotor and center of vehicle. Jtpis inertia of rotor.
Actuators dynamic model

Motor, its driver and propeller are considered as unit. Approximated transfer function is obtained by
experimental identification. A second order transfer function is specified for actuator unit.
3 Controller design
The control strategy has been split into two stages. Attitude and altitude are controlled in inner loop while
longitudinal and latitudinal motions are controlled in outer loop. Initially we select output vector that makes the
dynamic inverse easy to find. To stabilize the zero dynamics, we select some desired state variable such that
reminded state variable is bounded [6].Since the system has some unknown parameters such as variable payload
and moment of inertia tensor, there are parametric uncertainties in model; an adaptive control law is used to
update the control parameters. A leakage modification is applied to modify the integral action of adaptation law,
to avoid the parameters drift due to external disturbances and nonparametric uncertainties [12].According to
difference between reference trajectories of X and Y and path travelled by UAV the control signals are generated
by outer loop. Outputs of the outer loop are given to inner loop as desired angle. Reference trajectory is produced
so that the tracking objectives are satisfied, while the velocities and the accelerations at the end point of
trajectory are zero. By using this trajectory, longitudinal and latitudinal variable become bounded [5]. The
control scheme is shown in Fig.2
Z
,,
Aero dynamic forces
and moments
Adaption law
Estimated parameter U1,2,3,4
Zd
Trajectory
generator
Xd
Yd
Outer
controller
d
d
Feedback
linearization
controller
U1
transitional
XY
U2
U3
rotational
U4
quadrotor
Fig.2 quadrotor control scheme
444
3.1 Feedback linearization control

Feedback linearization technique is one of the most popular methods to control nonlinear systems, which
transform a nonlinear system into an equivalent linear system, can facilitate handling the system.
If we define 81 state vector q [z, z , , , ,, , ] , the presented dynamic
model of system in (3) can be summarized as the following affine MIMO nonlinear model:
4
q f(q) r(q, ) g i (q, )ui (q, t )
(4)
i 1
Where is series of unknown physical parameters of system, which is given in (3).

Because system is underactuated, Attitude and altitude are control in inner loop, while longitudinal and
latitudinal motions are control in outer loop. To make the system linearizable , , and z are chosen as output
variables.
h(q) y ( , , , z)
(5)
To stabilize the zero dynamics, trajectory is built such that obtained desired d, dcause remaining state variable
(x, y) are bounded.
The basic approach to obtain a linear inputoutput relation is to repeatedly differentiate the outputs so that they
are explicitly related to inputs. First differentiating yields:
4
(6)
y L f h j Lq h j L h j ( Lgi h j )u ai ( ,, , z) [q2 , q4 , q6 , q8 ]
i 1
As we seen derivative of output is not related to the control inputs. By differentiating again, it yields
y L2f h j L f L h j Lr L f h j L2r h j Lr L h j L Lr h j L2 h j
4
i 1
i 1
i 1
(7)
( Lgi ( L f h j )u ai Lgi ( Lr h j )u ai Lgi ( L h j )u ai )
After some simplifications, (6) can be rewritten as follows:

y L2 h(q) L L h(q) L L h(q) L L h(q).u a
f
r f
r
g f
(8)
Where L L h(q) D(x) is defined as the decoupling matrix as follows:

g f
Lg L f h 1 ... Lg L f h 1
4
1
.
.
.
D( x)
.
.
.
L
L
h
...
L
L
h
4
4
g 1 f
g 4 f
Assuming
(9)
the system is input-output linearizable [12]. And the following nonlinear feedback:
(10)
ua D 1 ( x)( L2f h( x) Lq L h(x)

f
Linearize and decouples the system into for integrator as follows:

L L h
y1 1 f 1
y L L h 2
f
2 2
y3 3 L L f h 3

y4 4 L L f h 4
(11)
Where i represent new external inputs, which are defined as follows:
i yri 1i ( y ri y i ) 2i ( y ri y i )
(12)
Provided that the reference trajectory

is selected to be bounded for all
, the following adaptive
tracking controller guarantees that all signals in the closed-loop system are bounded and the tracking error
converges to zero as t . for proof of stability see [12]
445
3.2 Adaption control law

Feedback signal (9) can linearize the system if parameter of
and
are known, but unfortunately
true value of these parameter are unknown usually. So we use the estimated parameter to synthesis . The
parameters can be estimated by following integral action, which is modified by sigma modification method to
prevent the divergence of the parameters due to external disturbances and nonparametric uncertainties.
(13)
W T E1
Where
is a regression matrix,
is a vector of filtered error signal, is a symmetric and positive definite
matrix as adaption gain and is a constant positive definite diagonal matrix. By using the estimated parameter
can be rewritten as follows:
(15)
u D 1 ( x)( L2 L L h)
a
Where
and
are estimation of
and
respectively.
3.3 Outer control loops

By using small angle approximation, zero dynamic can be expressed as follows:
X ( S C ) U1
(16)
(17)
U1
Y ( - S )
m
Let using small angle approximation and by defining
and
One can rewrite Zero dynamic as follows

U
U
X d - (e )
m
m
U
U
Y d - (e )
m
m
, must be chosen such that x, y become bounded [6].
U
d { Xd C11( xd x ) C12 ( xd x)}
m
U
d {Yd C21 ( y d y i ) C22 ( y d y) C 23}
m
With
.
(18)
(19)
(20)
(21)
3.4 Trajectory generator

Trajectory is generated so that UAV flies from a prescribed initial position
to a prescribed final
position
in a specified time tf such that the jerk (rate of change of acceleration) is minimized over
the time horizon. This trajectory ensures that the velocities and accelerations at the end point are zero. Assuming
as five order polynomial, one can obtain desired trajectory as follows:
(22)
x (t ) x a t 3 a t 4 a t 5
d
di
3x
4x
5x
Coefficients of polynomial can be obtained from following equation.

(23)
(x x )
t2
a 1 t
3x
a 3 4t
f
4x
a5 x 6 12t f
5t
20t
2
f
2
f
dx
df
di
(24)
t 3f
The reference trajectories for the y and z directions are given by similar relationship. [5]
446
4 Simulation result
In this section, some computer simulations are performed to show the tracking performance and robustness
of the proposed controllers in presence of parametric and nonparametric uncertainties. The UAV parameters are
listed as follows: m = 2 kg, Ixx = 7.110-3 kgm2, Iyy=7.110-3 kgm2, Izz=14.210-3 kgm2, l = 0.24 m, Jtp= 1.42102
Nms2, g = 9.81 m/s2.
Feedback Linearization coefficients and Controller Coefficients for outer loop are chosen as follow:
Adaption law gain and
1 2 1 2 10, 1 2 5 z1 z 2 1, C x1 C x 2 C y1 C y 2 2
initial values of the parameters are chosen as follows:

a (0) [a1, b1, c1, a 2, b2, c 2, a3, b3, m]T [0.5,1,40,0.5,1,40,0,2,10,1]T
diag [50,50,100,50,50,100,100,100,1000,0.25] diag [.01,.01,.02,.01,.01,.01,.005,.005,.02,.05]
W [ * ,, u , * , , u , * , u , cos( ) * cos( ) * u ]
1
2
4
1
This simulation shows the performance of adaptive tracking controller in presence of parametric uncertainties,
while external sinusoidal disturbance is applied to system in all directions. We want to quadrotor moves from
initial point (0,0,0) with initial orientations (0,0,0) to final position (0.5m,0.5m,0.5m) with final orientations
(0,0,0.5rad) in 2 seconds. Fig.3 shows the six state variables in this scenario.
Fig. 3. Position and attitude of quadrotor using the adaptive feedback linearization
controller
As shown in Fig.3 output variables track the trajectory with negligible error and reach to final desired value at
the specified time. The trajectory is produced by outer loop such that the initial and final values of velocity and
acceleration along X and Y axis become zero. As obviously seen in fig.3 by using adaptive controller in inner
loop system track the commands, which is generated by outer loop, very well in presence of external
disturbances. Figure 4 shows estimated parameters of system according to time.
Fig. 4. Estimated parameters by the adaptive controller

As shown in figure 4 estimated parameters are bounded and converged to their true values in short time. a1, a2,
a3 parameters arent converge as well as others because regression gains of them are very small.
447
5 Conclusions
In this paper, an adaptive feedback linearizing controller is designed to tracking control of quadrotor helicopter.
The control strategy has been split into inner control loop, which is control the attitude and the altitude, and outer
control loop, which is control the longitudinal and the latitudinal motions. An adaptive control law is used to
update the control parameters to cope with parametric uncertainties in model. The simulation results shown at
the end demonstrates the effectiveness of adaptive feedback linearization controller in presence external
disturbances and model uncertainties in different conditions. Future work will involve the implementation of this
control strategy in a real quadrotor helicopter.
References
1.
Altug E.; Ostrowski JP.; Taylor CJ. (2005). Control of a quadrotor helicopter using dual camera visual feedback,
International journal of robotics research, vol.24:329-341.
2. Mian AA.; Daobo W.(2008). Modeling and backstepping-based nonlinear control strategy for a 6 DOF quadrotor
helicopter, Chinese journal of aeronautics, vol.21: 261-268.
3. Madani T.; Benallegue A.(2008). Adaptive Control via Backstepping Technique and Neural Networks of a
Quadrotor Helicopter, In Proceedings of the IFAC international conference., Seoul, Korea.
4. Voos H. (2009). Control Systems Design for a Quadrotor UAV, At-Automatisierungstechnik (57): 423-431.
5. Das A.; Lewis F.; Subbaro K. (2009). Backstepping Approach for Controlling a Quadrotor Using Lagrange Form
Dynamics, J. Intell. Robot Syst(56):127151.
6. Das A.; Lewis F.; Subbaro K.(2009). Dynamic inversion with zero-dynamics stabilisation for Quadrotor control.
IET Control Theory Application, Vol.3: 303314.
7. Lee D.; Kim H.; Sastry S.(2009). Feedback Linearization vs. Adaptive Sliding Mode Control for a Quadrotor
Helicopter, J. Control, Automat., and Systems 7(3): 419-428.
8. Michini B.; How J. (2009). L1 Adaptive Control for Indoor Autonomous Vehicles: Design Process and Flight
Testing, In Proceedings of the AIAA Guidance, Navigation, and Control Conference August, Chicago, Illinois.
9. Huang M.; Xian B.; Diao C.; Yang K.; Feng Y. (2010). Adaptive Tracking Control of Underactuated Quadrotor
Unmanned Aerial Vehicles via Backstepping, In Proceedings of the. AACC. Marriott Waterfront, Baltimore, MD,
USA.
10. Raffo G.; Ortega M.; Rubio F. (2010), An integral predictive/nonlinear control structure for a quadrotor helicopter,
Automatica(46): 29-39.
11. Dierks T.; Jagannathan S. (2010). Output Feedback Control of a Quadrotor UAV Using Neural Networks, IEEE
TRANS. Neural Networks 21(1):50-66.
12. Shojaei K.; Shahri AM.; Tarakameh A. (2011). Adaptive feedback linearizing control of nonholonomic wheeled
mobile robots in presence of parametric and nonparametric uncertainties, Journal of Robotics and ComputerIntegrated Manufacturing (27):194-204.
Biographies
Zahra Boroujeni born in Tehran, Iran in 1989. She received a B.S. degree degree in Electrical engineering (control)
from Iran university science and technology, Tehran (IUST) in 2010. Now she is student of M.Sc. Control
Engineering in IUST.
Her research interests are: Nonlinear control; System identification; Adaptive control; Robotic; Mechatronic.
Mostafa Mohammadi born in Sardasht, Iran in 1986. He received a B.S. degree in Electrical engineering (control) in
2008. Now he is student of M.Sc. Control Engineering in IUST.
His research interests are: Intelligent and adaptive control, System identification, Adaptive control, robotic, aerial
robots
448
Sahra Boroujeni born in Boroujen, Iran in 1984. She received a B.S. degree in Mechanical engineering from
Shahrekord University, Iran in 2007. Now she is student of M.Sc. mechanical Engineering UTM Skudai, Johor,
Malaysia.
Her research interests are: solid mechanic, bio medical engineer, fatigue and material science aspects, intelligent and
adaptive control,
Alireza Mohammad Shahri received a B.S. degree in Electrical engineeringfrom K.N.Toosi University of
Technology, Iran in 1985. He then receivedhis M.Eng and Ph.D. degrees in Electrical Engineering from University of
Wollongong, Australia in 1994 and 1998, respectively.
His research interests are: Instrumentation and measurement systems,Industrial computer networks, Mobile Robots,
and Mechatronic systems.Dr. Shahri is currently Faculty Member at the department of ElectricalEngineering at Iran
University of Science & Technology.
449
The Adaptive Front Lighting System Based on Road

Image Processing and Lane Detection Prepared for
ISCSE 2011
Maryam Sakhdari
Tarbiat Modares University
m.sakhdari@modares.ac.ir
Abstract.The aim of this research is to develop an advanced driver assistance system characterized with the function of
adaptive front-lighting system (AFS). This paper presents a new method to adjust the amount and direction of light of
headlamp car in different road conditions. It calculates the angle curve and real distances to it and to front car and then
changes the density and radiation angle of front light car. The paper proposes a novel Road curve detection algorithm and
new method to measure the distance to the front car. The most prominent contribution of this paper is: Measurement angle of
the road curve is done with recognition only one of lane markings. Using the same algorithm to detect lane markings and
front car,both of them is detected at the same time at the image.This makes the analysis time greatly reduced and System
performance especially in high speed to improve.
Keywords: lane mark detection, adaptive front-lighting system (AFS), intelligent vehicles
1 Introduction
Progress of science and technology in recent years has led many advanced countries actively invest in making a
smart car. Road Accident Statistics Annual show Factors such as vision loss or did not have good visibility to the
road, driver fatigue resulting from driving long-time , non-driver's reaction time, etc is a major cause of
accidents. In fact, all these factors are the errors and limitations performance car driver.Therefore, as part of the
Smart car project, automated guided vehicles as one of the main goals in the automotive industry is followed.
This paper proposes a new method of Automatic control front-lighting car, with the aim of designing automated
guided vehicles. Despite the lower percentage of trips are done at night, but statistics show a significant
percentage of accidents happen at night. In automatic control front-lighting car the Light intensity and angle of
radiation of car headlights according to road conditions will be set automatically. To adjust the intensity and
direction angle of the light two factors is checked: the first is existence vehicle moving on the road in front of the
host car, to prevent vision loss driver must reduce the amount of light, and the second factor is the curve road.
Set the angle of light, according to the curved angle of the road done. As shown in the figure 1, rotating light
degree pitch angle according to the transverse and longitudinal road increased visibility to the driver.
In order to adjust the angle of light, the road curve identified, and then according to the angle of the curve road,
car headlights are set. Many methods are used for determine the angle of Road curves. Most of the proposed
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methods based on measuring the angle of rotation of vehicle wheels, using sensors and angle which is embedded
on the wheels.
Fig 1. adaptive front-lighting system (AFS)-using ADS increase driver visibility range
The main problem is dependence onperformanceof driver thatcauseserrors of it be transmittedto automatic
control front-lighting car systemandaccuracy ofits performance influenced bydriverperformance. To prevent this
and increase accuracy, using a CCD/CMOS camera in front of car has been suggested.
The camera sends the image taken from road conditions to a central microcontroller. The microcontroller by
processing the image can determine present of the road curve and angle of it.
This method allows adding other automatic controls to the car without the need for new circuit and only using
processing the image of the road condition, such as obstacle detection, pursuit of a subject's mind, etc In addition
to increased accuracy.
Many methods are used for lane markings recognition and each method has its own advantages and
disadvantages according to its concept. As described in [1] [2], the inverse perspective mapping (IPM) approach
is adopted to generate the birds eye image of the road plane so as to remove the perspective effect and extract
lane markings through some constraints of road geometry. This method is time-consuming due to its complex
computation. Other research combines road model and Hough Transformation to estimate the initial lane
boundary and improve the availability of lane detection without the ability of curve lane recognition [3].
A feature-based approach [4] is applied to detect the preceding vehicle. The vehicle features, including texture,
edge, symmetry and shadow of vehicle images, are used for vehicle segmentation and recognition. In generally,
the single feature is not satisfied to detect a vehicle resulted from the variation of illumination or environment.
The template-matching is the other solution to detect a vehicle by means of preparing numerous vehicular
templates (such as: the characteristics of edge and wavelet, etc.) in advance to perform a match with the current
images so as to locate the matching region with the maximum correlation as the vehicle-existing region [5].
Normally this approach can obtain a better reliability than the approach of feature-based detection. Recently,
using a learning algorithm [6] for vehicular detection has become prevailing; therein, a neural network or other
training mechanisms are taken to go through training from a large volume of vehicle images and then carry out
the classification through a classifier.
This paper presents a novel algorithm for detect the road curve and angle of it. It uses only one of lane markings.
It is important because both of them are not always available.Especially when the car is moving at highway or
when more than one vehicle is moving on the road and when the car is overtaking.
The research also proposed new algorithm for determined the distance front car from host car if it exit. It is
necessary because High intensity light reduces visibility other car driver, therefore the light should be reduced.
Next section introduces the lane detection algorithm. The road curve detection algorithm and calculation the real
distance is presented in section 3 and 4. Section 5 specifies results. Finally, section 6 concludes the whole paper
and looks forward the future work.
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2 Lane detection algorithm

This project employs lane detection and tracking algorithm that uses the hyperbola lane model for describing
both straight and curved lanes. ARHT and Tabu Search algorithm are used to calculate the parameters of the
model. The strategy of multi-resolution is used to decrease the time-consume. [7] Similar algorithm used to
detect the front car if it exists. Calculation Real distance between the host car and preceding car is described in
section 4.
3 Road curve detection algorithm

After the lane detection, an algorithm that decrypts the road curve is needed. This paper proposes two methods
for detection the road curve and calculate angle of it. The algorithms are novel because they use only one of two
lane markings. Figure 2 shows the first algorithm proposed.
(a)
(b)
Fig 2. The vertical lines in the image dont cut lines direct road (a) but cut the curved road in more one point (b).
The Distance between two intersection points defines the curved location.
This algorithm is based on Number of intersection points of vertical lines in the image with the road curves.If the
road is curved, one of vertical lines cuts it in more than one point; at least, otherwise the road lane intersects all
the vertical lines at just one point. In this method after the detection the lane markings, vertical lines at the half
image is drawn and the number of intersection points with the curve of the road is checked. If the number of
intersection points was just one point the process is finished else the process is repeated for line Vertical
Location fourth image. This process continues until reaching a desired accuracy. If the road curve cuts the
vertical line in more one point means the curve is located at the Distance between two
intersections.Formoreaccuratevertical linesshouldbe checkedmore veridical lines. For example if the road curve
cuts the line vertical location fourth image. It means the curve is located at the Distance between two
intersections but for more accurate it is necessary lines eighth image and if needed 1/16 image is also checked.
In order to determine the angle of the curve, it is approximatedbytwo crossover lines. Angle between two lines is
the angle of the road curve with reasonable accuracy. To draw a line is needed at least two points so if the
vertical line cuts the curve in two point, save the points and then the next vertical line is drawn and the new
points is save, now we have the two points that is needed for drawn the approximated lines. But To have more
accurate can be used more points.In this paper, the best line is approximated using minimum square error
method.
In the next algorithm, the image is divided into two parts: the land area and the sky area. In Land area which the
road surface is visible and is usually image, the image is divided into n area.Based on the available points in
each area of the n area, first degrees line is obtained. If theroadis not curved, the second line is along thefirst line
inanyconsecutivetwo areas therefore both of two lines have nearly the same slopes but the difference between
slopes of these two lines indicates there is a curve in this area and Difference slope between the two lines
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represent the angle the road curve. The number areas (n) Defines the accuracy of the algorithm. If the number of
regions (n) is more algorithm accuracy is higher.
Fig3. In the next algorithm, the image is divided into n parts, If theroadis not curved, the second line is along
thefirst line inanyconsecutivetwo areas therefore both of two lines have nearly the same slopes but the difference
between slopes of these two lines indicates there is a curve in this area and Difference slope between the two
lines represent the angle the road curve.
Assuming the camera which is used, were able to image the road to a maximum distance of 100 meters with a
sufficient resolution,since the average maximum speed limit on highways is 100 kilometers per hour, so
Maximum time available for image processing and conclusion is:
Tmax = 100 m / 100 km/h = 3.6 s
So time is very important factor in selecting algorithms for image processing and Since the second algorithm,
due to lower computing operations require less time to process therefore, the second algorithm is preferred.
3.2 The real distance the curve to the front wheels of car
For finding the distance of the curve, we used the Two-Point Perspective 3D Model from a Single Image method
[8]. It calculates the actual distance between two points using their distance in image and perspective geometry
principles.
If we take a side view of the scene, we will get something similar to the following diagram:
Fig 4. The side view of the scene

Based on figure 4, since we know, h, the camera height, f, the focal length, and the vertical distance from the
point of interest to the horizon line (measured from the input image), we can easily compute 3Dy:
(3)
In this paper to find the real distance of the curve, we used similar method. Figure5 show the side view of host
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car and camera.

Figure 6 shows the road image. h1 is camera height, h2 is the maximum distance of road that is visible in image
and h3 is Z component of the curve point in the image.
Since we know the h2, h3 we can easily compute 3Dy from the equation.This gives the real distance from the
camera to get the distance from the front wheels, D1, Horizontal distance of the camera location to the front
wheels of car, should be less of it.
(2)
4 The real distance between the host and preceding car

This paper also present a way to calculate the distance of the front car if it exists in Max distance 100m. It uses
detection edges algorithms which used in detection the lane markings, to detect the front car and calculates the
distance of it.
In This method, horizontal lines Rear bumper and the car roof is detected and then the distance from that is
calculated using the principles of perspective geometry. If the distance is less than the standard threshold, the
density of Car headlights is reduced.
Fig 5. the side view of the host car and camera.
Fig 6. The road image and high
The headway distance estimation model is used to calculate the distance between the host and preceding vehicle.
The headway distance estimation model as shown in Figure 7 mainly bases on the image of preceding vehicle in
the image plane and the relation of equivalent triangle equation (3) to calculate the distance between the host and
preceding vehicle.
(3)
where H is the height of mounted camera from the ground; f is the focus length of camera; D1 is the distance
from thecamera to the front tip of host vehicle; Pr is the size of everypixel in row direction of the monitor; R is
the size of image inrow direction, few parameters as listed below need to beobtained through calculating the
collecting data from images; D is the distance between the host camera and the tail ofpreceding vehicle; D2 is
the headway between two cars; and Z is the coordinate of image in row direction of the precedingvehicle bottom
end point.
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Fig7. The host car and preceding car
5 Results
To test the proposed algorithm, we used the C3088 Camera. It is a color camera module with digital output. It
uses a CMOS image sensor OV66201 from Omnivision. It has a digital video port that supplies a continuous
8/16 bit-wide image data stream. All the camera functions, such as exposure, gamma, gain, white balance,
windowing, etc. is programmable.
The format used in the project is the simplest one: Zoom Video Port Format. In this format 8 bits represent the
intensity (Y channel) of one pixel, the other 8 bits represent the U and V channels, but are not used.
The motion control of the front-lighting system is done by a step motor. It has found that the stepper motor is
preferable than DC motor because of the dynamic performance, cost and the control [9].
Figure 8 shows Flowchart overall system performance.
Fig8. Flowchart overall system performance

The algorithm for several images of roads with different conditions was tested. Some results are shown in
appendix.
6 Conclusions
This paper describes a new method for the adaptive front lighting system base on image processing.
The method for several images that was taken at different conditions of various roads (forest roads, mountain
roads, desert roads, etc.) was tested. It performs well, even if only a lane marking is seen, and image processing
algorithms can calculate angle and place of the curved with any accuracy.
1 CMOS VGA (640x480) CAMERACHIP with Omni Pixel Technology
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With using the camera could add other intelligent control without the new circuit and only analyzing and
processing images taken by cameras.
In the future, we will devote to some other fields such as the situation, there isnt or may not recognize the lanes
marking.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
Yong Zhou, Rong Xu, Xiaofeng Hu and Qingtai Ye, A robust lane detection and tracking method based on
computer vision, 2006 IOP Publishing Ltd, vol. 7, pp. 62-81, February 2006
A. Broggi, M. Bertozzi, A. Fascioli, C. Guarino Lo Bianco, and A. Piazzi, Visual Perception of Obstacles and
Vehicles for Platooning, IEEE Trans. on Intelligent Transportation systems, vol. 1, pp. 164-176, September 2000.
Suzuki A.,Yasui N.,Kaneko M., Lane Recognition System for Guiding of Autonomous Vehicle, Intelligent
Vehicle '92, pp. 196-201, September 2000.
C. Hoffmann, T. Dang, C. Stiller, Vehicle Detection Fusing 2D Visual Features, IEEE Intelligent Vehicles
Symposium, pp. 280-285, 2004.
M. Betke, E. Haritaglu and L. Davis, Multiple Vehicle Detection Andand Tracking in Hard Real Time, IEEE
Intelligent VehiclesSymposium, pp. 351356, 1996.
Ayoub Khammari, Fawzi Nashashibi, Yotam Abramson, Claude Laurgeau, Vehicle detection combining gradient
analysis and AdaBoost classification, IEEE Conference on Intelligent Transportation Systems, pp1084-1089 ,
September 2005.
Wenhong Zhu, Fuqiang Liu, Zhipeng Li, Xinhong Wang, Shanshan Zhang, A Vision Based Lane Detection and
Tracking Algorithm in Automatic Drive, 2008 IEEE Pacific-Asia Workshop on Computational Intelligence and
Industrial Application.
Faustinus Kevin Gozali, Two-Point Perspective 3D Modeling from a Single Image, A Thesis Submitted to
Department of Electrical & Computer Engineering Carnegie Mellon University.
C K CHAN, K.W.E.CHENG, S.L.HO ,T .M. FUNG, Development of Electric Vehicle with Advanced Lighting
System and All Electric Drive, 2009 3rd International Conference on Power Electronics Systems and
Applications.
Appendix
The algorithm for several images of roads with different conditions was tested. The results for sample desert road, mountain
road and highway is shown. We test the detection front car program in desert road, detect curved in mountain road image and
both of them in highway image. The results are shown in follows.
(a)
(b)
(c)
Fig 1. Desert road, there is a car in front of the host car.(a) is the output camera.(b) is output the detection front car
program.(c) is detection lines Rear bumper and the car roof.
456
(a)
(b)
Fig 2.mountain road, the road is curved. (a) is the output camera.(b) shows output of detect curved programs.
(a)
(b)
(c)
input image
100m right image
edge right line in 100m
plot right line

0
-50
-100
-150
-200
50
100
150
200
(d)
Fig 3.highway image, the road is curved and there is a car in front of the host car.(a) is the output camera.(b) is output the
detection front car program.(c) is detection lines Rear bumper and the car roof. (d) shows output of detect curved programs.
Biographies
Maryam Sakhdari- Maryam sakhdari born in neyshaboor/iran in desember 1987. She received a B.S. degree in Electrical
engineering (electronic) from Iran university science and technology, Tehran (IUST) in 2010. Now she is student of MS
electronic Engineering in Tarbiat Modares University.
Her research interests are: image processing & machine vision; smart control; optical Communication; metamaterial.
457
A Comparative Study on Optimum PID Tuning with

Differential Evolution and
Particle Swarm Optimization
Ayhan Gn1, Burhanettin Durmu2, Hasan Temurta3, Gltekin Kuvat4
1,2,
Dumlupnar University, Department of Electrical-Electronics Engineering, Ktahya
3,4
Dumlupnar University, Department of Computer Engineering, Ktahya
1
gun@dpu.edu.tr, 2bdurmus@dpu.edu.tr, 3htemustas@dpu.edu.tr, 4gultekin@dpu.edu.tr
Abstract. Differential evolution (DE) is an effective and robust evolutionary optimization method.It employs
simple mutation and crossover operators to generate new candidate solutions, and utilizes a one-to-one
competition scheme to deterministically decide whether the offspring will replace their parents in the next
generation. This paper presents a proportionalintegralderivative (PID) controller design based on DE for
DC motor control. The control parameters such as maximum overshot, rise time, settling time and steadystate errors were affected by changing PID constants in a system controlled with PID controller. Optimum
PID constants tuning is required to achieve expected control performance. In this study, optimum PID
constants have been estimated by using DE algorithm. The unit step response of the system was observed and
compared with that of PID-PSO (PID-Particle Swarm Optimization). Obtained results show that the PID
controller based on DE is having better response than PID-PSO.
Keywords: PID tuning, differential evolution, particle swarm optimization
1 Introduction
Today, there are various control methods used in control applications such as PID, fuzzy control and neural
network. According to statistics nearly 90% industrial objects are controlled by PID controllers: [1], [2]. PID
control is called as a classical control method. It is basic and easily implemented to many different areas: [3].
Chang has proposed a systematic method to select gains of a discrete PID controller: [4]. Huang and Yasunobu
presented a practical design method for fuzzy PID control and designed some examples both linear and nonlinear
plants: [5].
In the PID control design, there are three basic parameters directly affecting the system control performance.
Therefore, researchers focus on the strategies to tune these three parameters.Among the well-known approaches
are the integral of squared time weighted error rule (ISE), integral of absolute error rule (IAE): [6], and the
Ziegler-Nichols (Z-N): [7]. However, these traditional methods cannot meet the expected control performance.
PID tuning can be considered as an optimization problem because the aim of PID tuning is to determine the
optimal PID parameters.Considering it as an optimization problem many optimization algorithms have been
introduced into PID control such as genetic algorithm (GA): [8] and particle swarm optimization (PSO): [9]. In
reference [10], PID control parameters are determined by a modified binary PSO algorithm. In other study, PSOPID has proposed for real-time control systems: [11]. Proposed PSO-PID control system has the salient merits of
458
real-time control design and favorable robust characteristic.

Recently, DE algorithm has been successfully applied to various optimization problems: [12], [13], [14], [15].
DE algorithm belongs to the family of evolution algorithm and was introduced by Price and Storn: [16]. Due to
the good features of DE algorithm, it has received much attention.In present paper, a PID controller design based
on DE has proposed for DC motor control.
2 Optimal PID Tuning

PID controller has been widely used in the industry because of its simple structure and robust performance in a
wide range of operating conditions.Basically, PID controller is three-term linear, and it make the control
windage error, e(t ) = r (t ) - y out (t ) , between the desired input r (t ) and the actual output y out (t ) with controller.
t
u (t ) K p e(t ) Ki e(t ) d (t ) K d
0
de(t )
d (t )
(4)
where K p is proportional gain, K i is the magnitude of the error plus the integral gain, and K d is the integral of
error plus the derivative gain. Input signal u (t ) will be sent to the plant (system to be controlled), and the new
output y out (t ) will be obtained. This new output y out (t ) will be sent back to the sensor again to find the new
error signal e(t ) . The PID controller takes this new error signal and computes its derivative and its integral
again. This process goes on and on.
In this paper, a PID controller using the DE was developed to improve the step response of DC motor. The DE
algorithm was mainly utilized to determine three optimal controller parameters K p , K i and K d , such that
controlled system could obtain a good step response. Fig. 1 shows block diagram of optimal PID control for DC
motor.
Fig. 1. Block diagram of optimal PID control

The parameters of DC motor used for simulation are given in Table 1. Where R is the stator resistance, L is the
stator inductance, J is the inertia moment, K b is the back electromotive force constant, and K t is the motor
torque constant: [17].
Table 3. Parameters of DC motor
Parameters
R
L
J
Kb
Values and units

1
0.5 H
0.01 Kgm s2/rad
0.1 Vs rad-1
Kt
0.01Kg-m/A
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In the proposed the DE method, each individual contains three members K p , K i and K d . These members are
assigned as real values. The DE algorithm is detailed in section 3.
3 Differential Evolution Algorithm

Differential Evolution (DE) algorithm belongs to the family of evolution algorithm and was introduced by
Price and Storn: [16]. Due to the good features of DE algorithm, it has received much attention and successfully
applied in variety of different fields: [13], [18], [19]. DE algorithm employs simple mutation and crossover
operators to generate new candidate solutions, and utilizes a one-to-one competition scheme to deterministically
decide whether the offspring will replace their parents in the next generation. The steps of the basic DE are given
below.
3.1 Initialization
DE algorithm starts with initializing a population of PN (population number) solution vector, which has target
individuals PG X 1,G , X 2,G ,....X PN ,G . Where X i,G X i,G1 , X i,G 2 ,....X i,G n , i 1,2....PN is an n-dimensional
vector with parameter values determined randomly and uniformly between predefined search ranges [Xmin, Xmax].
3.2 Mutation
The mutation operation of DE applies the vector differentials between the existing population members. For each
target vector X i,G X i,G1, X i,G 2 ,....X i,G n , i 1,2....PN , a mutant vector is generated by
V ,G1 X a,G F X b,G X c,G
(2)
where a, b, c 1, 2,...PN are random indexes and must be different from each other. F is a mutation factor
0,2 which affects the differential variation between two individuals: [1].
3.3 Crossover
In order to increase the population diversity, a crossover operator is applied to each mutant vector and its
corresponding target individual. The crossover operator is represented as follows,
r j CR
vi ,G 1 if
u ,G 1
xi ,G otherwise
(3)
where CR is a crossover rate in the range 0,1 , and r j 0,1 is a uniform random number. As a result of
crossover, a trial vector, U ,G u i,G1 , u i,G 2 ,.....u i,G n , is yielded for each mutant vector.
3.4 Selection
In order to decide whether or not it should become a member of next generation, the trial vector u i ,G 1 is
compared to the target vector xi ,G , using the selection criterion. The selection in DE is deterministic and simple.
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The resulting trial vector u i ,G 1 will only replace the original parent xi ,G if it has a lower fitness function value.
The selection criterion of DE can be expressed as follows,
U ,G if f U ,G f X ,G
X ,G 1
otherwise
X ,G
(4)
where f V ,G and f X ,G are the fitness function of U ,G and X i ,G , respectively. In order to decide whether or
not it should become a member of generation G 1 , the trial vector u ,G 1 is compared to the target vector x ,G
using the greedy criterion. The resulting trial vector u ,G 1 will replace the original parent x ,G if it has a lower
cost function value; otherwise, the old value x ,G is retained.
3.5 Termination
Above mentioned algorithm steps are repeated until the fitness is acceptable or the evolution time
completed. Algorithm is ended, once the reach to termination criteria. The individual which has best
fitness function value has been admitted solution.
4 Simulation Studies
In this section, control performance of PID controller based on DE, PSO and Z-N method are compared. In
order to carry out the comparison of the DE and PSO algorithms in similar conditions, the values of similar
control parameters of the algorithms were chosen; for example, population size is set to 20 and number of
iterations is set to 50. For DE algorithm, mutant factor is F 0.5 , and crossover rate is CR 0.8 . For PSO
algorithm, c1 c 2 2 and inertia weight, wt , is decreasing linearly from 0.5 to 0.1.
The cost function is very important for PID tuning based on DE since it directly determines the goal of
optimization. In this paper, a cost function, J w , is defined stated as follows:
J w
1
N
en
(5)
n 1
where en is absolute error, w is PID parameter vector, and N is number of samples. The aim is to minimize
J w , by adjusting w . Initial population was randomly generated. Search space is defined in the range
0 K p 50 , 0 K i 50 , and 0 K d 1 .
Fig. 2 and Table 2 show the values of the PID parameter obtained by DE, PSO and Z-N. Whereas the DE and
PSO approximately determine the same values for PID parameters, the Z-N method determines the different
values then others. The averaged absolute error of PID controller based on DE lower than that of PID-PSO. The
control performances of tuning methods are drawn in Fig. 4.
Table 2. PID parameters and averaged absolute error obtained by DE, PSO and Z-N
Algorithms
Kp
Ki
Kd
DE
PSO
Z-N
25.1413
29.2032
38.2353
26.9509
26.9704
63.8978
0.1375
0.1504
0.0039
Averaged
absolute error
4.6350
4.6353
6.6952
Settling time
(second)
0.1
0.1
0.45
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Fig. 2. Evolution of PID parameters for both algorithms
Fig. 3 shows that the DE and PSO provide similar performance and superior to that of Z-N method. Both
algorithms have no overshoot and small settling time. Maximum overshoot occurred 7% in the control
performance by Z-N method.
Fig. 3. The control performances of PID controller based DE, PSO and Z-N
5 Conclusions
PID is a control method which is widely used in control applications. It is simple and powerful tool. It is
essential that the PID control parameters have estimated in system control. Henceforth, this paper focuses on
PID parameter tuning as an optimization problem. The PID controller based on DE was designed for DC motor
control. Also, PID-PSO and Z-N controller were designed for comparison. The unit step response of the system
462
was observed. By a comparative study, it is shown that the optimization methods were utilized in improving the
control performance of PID. Proposed PID controller based on DE reduced the averaged absolute error for step
response of DC motor control. It can be efficiently used for PID tuning problem.
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Wai, R.J.; Lee, J.D.; and Chuang, K.L. (2011). Real-time PID control strategy for maglev transportation system via
particle swarm optimization. IEEE Transactions on Industrial Electronics 58 (2): 629-646.
Cheng, S.L.; and Hwang, C. (2001). Optimal approximation of linear systems by a differential evolution algorithm.
IEEE Transactions on System Man and Cybernetics, 31 (6): 698707.
Karaboga, N. (2005). Digital IIR filter design using differential evolution algorithm.EURASIP Journal on Applied
Signal Processing 8: 1269-1276.
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Engineering Computer and Technology 11 (2): 157160.
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Cheng, S.L.; and Hwang, C. (2001). Optimal approximation of linear systems by a differential evolution algorithm.
IEEE Transactions on System Man and Cybernetics 31 (6): 698707.
Yu, B.; and He, X.S. (2006). Training radial basis function networks with differential evolution. Transactions on
Engineering Computer and Technology 11 (2), 157160.
Biographies
Ayhan Gn was born in Ktahya, Turkey, in 1973. He received his B.Sc. degree in Electrical-Electronics Engineering at
Near EastUniversity, M.Sc. degree in Electrical-Electronics Engineering at DumlupnarUniversity and Ph.D. degree in
Electrical-Electronics Engineering at OsmangaziUniversity, in 1996, 2001, and 2007, respectively. He has substantial
experience of control systems, pendulum control, neural network, and fuzzy control.
Currently, he is Assis. Prof. at DumlupnarUniversity, Department of Electrical-Electronics Engineering. He is interesting
463
in neural network, fuzzy control, and robotic.

Burhanettin Durmu was born in Bilecik, Turkey, in 1978. He received his B.Sc. degree in Electrical and Electronic
Engineering at DumlupnarUniversity, M.Sc. degree in Electrical- Electronics Engineering at DumlupnarUniversity and
Ph.D. degree in Electrical-Electronics Engineering at SakaryaUniversity, in 2000, 2003, and 2008, respectively. He has
substantial experience of neural networks, predictive control, and optimization algorithms.
Currently, he is research assistant at DumlupnarUniversity, Department of Electrical-Electronics Engineering. He is
interesting in optimization algorithms, parameter identification, and digital filter design.
Hasan Temurta was born inMersin, Turkey, in 1967. He received his B.Sc. degree in Electrical-Electronics Engineering at
Middle EastTechnicalUniversity, M.Sc. degree in Electrical-Electronics Engineering at DumlupnarUniversity and Ph.D.
degree in Electrical-Electronics Engineering at SakaryaUniversity, in 1993, 1996, and 2004, respectively. He has substantial
experience of robotic manipulators, optimization algorithms and predictive control.
Currently, he is Assis. Prof. at DumlupnarUniversity, Department of Computer Engineering. He is interesting in
optimization algorithms, parameter estimation, and load flow.
Gltekin Kuvat was born in Balkesir, Turkey, in 1978. He received his B.Sc. degree in Electrical-Electronics Engineering
at DumlupnarUniversity, M.Sc. degree in Electrical-Electronics Engineering at DumlupnarUniversity and Ph.D. degree in
Electrical-Electronics Engineering at OsmangaziUniversity, in 2000, 2003, and 2009, respectively. He has substantial
experience of parallel computing, parallel performance and optimization algorithms.
Currently, he is research assistant at DumlupnarUniversity, Department of Computer Engineering. He is interesting in
optimization algorithms, parallel programing, and parallel performance.
464
Design of a Low-Power CMOS

Analog Neural Network
Mahdi Dolatshahi1, Navid Dorosti2
Department of Electrical Engineering, Islamic Azad University, Najafabad Branch, IRAN
2
Department of Computer Engineering, Islamic Azad University, Najafabad Branch, IRAN
1
dolatshahi@iaun.ac.ir
1
Abstract. In this paper, a new CMOS analog neuron circuit for hardware implementation of artificial neural networks is
presented. The neuron circuit consists of two main parts: the synapse circuit which uses a new low-power four-quadrant
analog multiplier circuit and a sigmoid function generator circuit. The multiplier circuit uses differential-mode input voltages
and produces a single-ended current output. The proposed circuit is implemented and simulated in HSPICE using 0.18m
CMOS technology parameters. In order to justify the performance of the proposed neuron circuit, a neural network for
solving XOR problem is designed and successfully simulated in HSPICE.
Keywords: neural networks,analog,CMOS, Low-power
1 Introduction
In the recent years, neural networks have earned more popularity in different applications specially those which
need real-time processing. Since, most of signal processing applications need a large amount of real-time data
processing and because neural networks are inherently parallel processors, so, neural networks have found many
applications these days. However, most of the time, artificial neural networks are implemented using computers
which have not a parallel nature but hardware implementation of neural networks can be made parallel easily.
There are different approaches to hardware implement neural networks which are: analog, digital and mixedsignal implementations [4-8]. However, analog implementation of neural networks has many advantages such as
small size and higher speed with reduced power consumption because analog synapse circuits can be
implemented by analog multipliers which use fewer transistors in comparison with digital parallel multipliers
which use at least several thousand transistors [1-3]. However, artificial neural networks are systems which
consist of a large number of simple processing units, called neurons.
A neuron has generally a highdimensional input vector and a simple output signal which is usually a non-linear function of the input vector
and the weight vector. The function to be performed on the input vectors is hence defined by the non-linear
function and the weight vector of neuron. A simple neuron structure is shown in fig.1 while the neuron function
is expressed in (1).
(1)
Vout = F ( Xi.Wi)
465
Fig. 1. A simple model of neuron
Where, F is the activation function of neuron and Xi is the input signal of the ith synapse and Wi is the connection
weight of the ith synapse. Depending on the application, the neurons could be connected to each other by using a
special construction. However, the operation of each neuron is controlled by setting weight values in each
synapse in order to recognize different patterns which are expected from the neural network. These days,
researches in the field of neural networks are highly focused on designing neuron circuits which are adjustable
[4]. So, designing different circuits and implementing different activation functions is needed [5, 6]. In the
following, a new low-power multiplayer circuit and a sigmoid activation function generator circuit is proposed
and used in designing a neuron structure. Finally, in order to justify the neurons performance, a MLP neural
network using the proposed neuron is presented to solve the XOR problem.
2 Neuron building blocks

Synapse and activation function generator circuits are two main parts of the neurons used in an artificial neural
network. However, the task of a synapse can be modeled by adding the values of multiplied weights and inputs.
On the other hand, the neuron circuit adds the synapses values together and feeds the resulted value to a sigmoid
generator circuit which acts as an activation function. In the following parts, the proposed synapse multiplier
circuit and the sigmoid activation function generator is presented and discussed in details.
2.1 Synapse multiplayer circuit

Analog multiplayer circuit is one of the major parts in designing many different applications such as neural
networks. A four-quadrant analog multiplayer circuit which is used in the proposed neuron structure is shown in
figure 2 [1]. The backbone of this multiplayer is the well-known Gilbert cell [8]. The multiplayer inputs are in
the form of differential voltages while the resulted output is a single-ended current which makes this block
suitable for neuron structure, because when the outputs of synapse circuits are in the form of current signals, it is
possible to connect the synapses outputs together and there is no need for an extra circuit such as full-adder
circuit to get the summation of the output voltages.
466
Vdd
M13
M15
M14
Vx+
M3
M4
Vx-
M16
M17
M18
Iout
M2
Vy+
M7
M1
M5 M6
Vy-
M10
M8 M9
M12
M11
Vss
Fig. 2. The multiplayer circuit used in synapse [1]
The output current of the multiplier circuit is [1]:
(2)
Where, VX = VX+-VX- , VY = VY+-VYGm is MOSFETs transconductance which can be defined by:
Gm =(Cox.W/L.ID)0.5
(3)
However, the multiplayer circuit which is shown in fig. 2, is simulated using HSPICE in 0.18m CMOS
technology. Fig. 3, shows the simulation result.
467
Fig. 3. Simulation result of the four-quadrant multiplayer circuit
As it can be seen in fig. 3, the analog multiplier circuit shows a four-quadrant behavior and has a linear
characteristic for the input voltages in the range of -200mv to +200mv.
2.2 Sigmoid generator circuit

Different activation functions can be used in the hardware implementation of artificial neural networks.
However, sigmoid activation function is used in most of the applications. Fig. 4, shows the sigmoid generator
circuit which is used in this paper to implement the neuron circuit.
468
VDD
M2
M1
M3
M4
M6
M7
M8
M10
Vin
M9
M11
M12
Vbias
M5
M13
M14 M15
M16
Vss
Fig. 4. Sigmoid activation function generator circuit
The sigmoid circuit is also simulated using 0.18m CMOS technology parameters in HSPICE. Simulation
results are shown in fig. 5. As shown in fig.4, the circuit works in the voltage mode and both the inputs and
outputs of the sigmoid circuit are in the form of voltage signals.
3 Simulation results for XOR problem using the proposed circuit

In order to verify the performance of the proposed neuron circuit, a MLP structure for solving the XOR problem
is considered as a case study. Fig. 6, shows the structure of the MLP ANN and the weight of each synapse for
solving the XOR problem. Fig. 7, shows the HSPICE circuit simulation results for the MLP circuit. As it is
obvious from the simulation results in fig. 7, the MLP circuit successfully operates as a XOR function and the
simulation results justify the proper performance of the proposed circuit .
Fig. 5. Simulation result of the sigmoid generator circuit
469
Fig. 6. neuron structure for XOR problem
4 Conclusions
In this paper, a new low-power CMOS analog neural network is presented and simulated using 0.18m
technology parameters in HSPICE. Because of using a low-power four-quadrant analog multiplier with singleended current output in the neuron circuit, there is no need for extra full-adder circuit in the synapse circuit. So,
the total power consumption of the circuit is minimized. The simulation results for the XOR problem is offered
in the paper, which shows that the proposed circuit can be successfully used in other applications.
Fig. 7. HSPICE simulation results for XOR problem
470
References
[1] JACEK JASIELSKY, WOJCIECH KOLODZIEEJSKI, Four-Quadrant CMOS Transconductance Multiplier Operating
at Low Voltage and High-speed, Mixed design of integrated circuits and systems (MIXDES 2010), June 24-26, wroclaw,
Poland, 2010.
[2] M. Dei, N. Nizza, G. M. Lazzerini, P. Bruschi, M. Piotto, A four-quadrant CMOS analog multiplier based on the non
ideal mosfet I-V characteristics, IEEE PRIME - Research in Microelectronics and Electronics Conference, pp. 33-36, 2008.
[3] M. Dei, N. Nizza, G. M. Lazzerini, P. Bruschi, M. Piotto, A four-quadrant analog multiplier based on a novel CMOS
linear current divider, IEEE PRIME - Research in Microelectronics and Electronics Conference, pp.128-131, 2009.
[4] LEE, B.W., and SHEU, B.J. General-purpose neural chips with electrically programmable synapses and gain-adjustable
neurons, IEEE J. Solid-state Circuits, 27, pp. 1299-1303, 1992.
[5] AL-RUWAIHI, K.M., NORAS, J.M. A programmable CMOS current comparator circuit for analog VLSI neural
network using identical small-dimension MOS transistors, Int. J.Electron ., 78, pp. 347-358, 1995.
[6] HOLLIS, P.W., and PAULOS, J.J, Artificial neural networks using MOS analog multipliers, IEEE J. Solid-"State
Circuits, 25, pp. 849-855, 1990.
[7] GOWDA, S.M., SHEU, B.J., CHOI, J., HWANG, C., and CABLE, J.S. "Design and characterization of analog VLSI
neural Network modules, IEEE J. Solid-State Circuits, 28, pp.302-313, 1993.
[8] B. Gilbert, A precise four-quadrant multiplier with sub-nanosecond response, IEEE J. Solid-State Circuits, pp. 365-373,
1968.
471
Added AGC PA Design For 2.45 Ghz ISM Band Low

Power Transceiver Systems
Hseyin ARK1, Do. Dr. Adnan KAYA2
1
hcark32@hotmail.com , 2adnankaya@sdu.edu.tr
Abstract. Power Amplifier, raising the antenna used to transmit the RF signal at wireless transceiver systems. Battery life of
portable devices is very important. Therefore, low power consumption should be considered when designing PA. Thus low
power consumption of the circuit elements are taken into account when choosing. AGC has been added to improve the
stability and available dynamic range of the PA. In addition, despite to changing conditions AGC allows us to achieve
constant output power of PA. This study, 2.45 GHz for the transmitter added AGC PA has been designing and the results of
the measurement circuit are examined.
Keywords: AGC, PA, ISM band, transceiver systems
1 Introduction
In this study, low-power, high gain and added the AGC of PA were design and analysis for 2.45 GHz wireless
communication systems.
RF PAs are radio frequency working, transmitter provide the necessary gain and power, usually the antenna
feeding circuit. High-power for running the most current drawing system and the most heat-generating part of.
especially on portable devices such as mobile phone efficiency that directly affects the battery life is a very
important role in.
2.
Added AGC PA Design
Working frequencies of 2.45GHz, the A-class power amplifier analysis and design were performed, and
performance improvement for wireless transmitter systems. A class reason for the choice of amplifier high
linearity and minimum distortion. Despite that the bias of this type amplifiers are similar to small-signal
amplifiers, the basic differences are to permit the instantanes output voltage and current oscillations. In study
two floors of the A-class power amplifier ATF 55143 (Avago) used low-noise FET. Radial stub was used for
destroy parasites of supply voltage. Two stubs used to make matching at RF signal amplifier circuit. Directional
coupler the output of the circuit and amplifier feedback used for AGC system.
In the circuit applications 55143 FET, LTC5509 detector and the LM393 dual comparator used.
472
Figure 1. S11andS21 Graphic of AddedAGCPA Circuit
Figure 2. NF Graphic of AddedAGCPACircuit
Figure 3. PBCimage of AddedAGCPACircuit
3.Used in the Circuits

3.1 PA Circuit
The amplifying process of the RF signal in PA circuit was made by A-class amplifier with two-layer FET
transisstor (ATF55143).
ATF 55143s non-linear model was used the design of RF signal amplifier. RF signal amplifier circuit has two
layers (2 x FET is used) and A-class. ATF 55143s active in the region to work with the G voltage VGS = 0.3
V-0.65 V should be in the range. Bias current ~5.7 mA was chosen to be 47 resistors R1 and R2. In addition,
the G bias voltage ~0.4V (0.392V) to 12 k resistor R3, 39 k resistor R4, and second comparators (+) input of
0.3V applied constant DC voltage was selected.
473
Figure4.PACircuitGraphicS11 andS21
Figure5.PANFCircuitGraphic
3.2 T matching Circuit

T-matching was usedwhich is designedfor2.45 GHz at tha PAinput. Three-element impedance-matching (PI or
) networks are popular in many narrowband applications. T networks are required when two low impedances
need to be matched with a high loaded Q, and must be of a higher Q than that available with the L network type.
Figure6.S11andS21 Graphic of T-Matching Circuit
3.3 Directional Coupler

Return loss is one of the most important parameter for the performance of PA. The return loss is power occur as
a result of
reflecting the return of a portion of sent power due to impedance mismatch between the
transmission lines or between parts of the system.
The return loss measurement of the experimental apparatus utilized in the basic element is directional coupler.
Directional coupler reflected microwave systems, the transmitted signal is a high-frequency measurement
element to taking samples. Four-port directional coupler is a basic structure element is seen in Figure 7. Input
474
voltage value of the directional coupler was given equation 1. Reflected voltage value of the directional coupler
was given equation 2. Depend on these, the ratio of returned voltage with respect to incoming voltage is given at
the 3. equation. The return loss equation is given in the 6th expression
Vi C
C j
e
D
(1)
Vr C
C j
e
D
(2)
1

Vr
D
Vi 1 1

D
(3)
RL(dB) 20log(
Pr
)
Pi (4)
Figure7. Basic Structure of Directional Coupler
Figure8. Directional Coupler S Parameters Graphic
475
3.4 Feedback Amplifier

Automati Gain Control (AGC) circuit was added to increasing the usable dynamic range and improve the
stability of the circuit of PA. In addition, the AGC circuit used to maintain the constant output power. Feedback
circuit has the characteristics of negative feedback. The resistance values at the feedback amplifier have an effect
on to determine PAs working class. Power amplifier output voltage feedback amplifier is used to control the
bias level. In order to keep the output power, 0.3V DC reference voltage is applied to the second input feedback
amplifier. This reference voltage is effective about the output power and the determination of working class. In
simulation designing , 0.3V reference voltage was applied for the PA working class. Application of the reference
voltage circuit, +0.4 V and +0.6 V as the measurements were obtained.
3.5 Measurement and Evaluation of Results

Circuit simulation and optimization was done with AWR Office program. The application circuit measurements
were made with the device called Rohde Schwarz Spectrum Analyzer FSH6.
AGC added PA circuit simulations for a class to study supply voltage 3.6V and reference voltage +0.3 V applied
to the measurements taken. For the better results, supply voltage and reference voltage were applied as 3.9V and
0.4V, respectively, in the application circuit. S21 is measured as 25.62 dB in the measurement of PA circuit
simulation. S21 = 18:39 dB, measured at the application circuit. PA added to the AGC circuit simulations S21 =
25.47 dB, S21 = 18.7 dB measured in the application circuit. Application circuit measurements are taken when
+0.4 V reference voltage. +0.6 V reference voltage is applied when the S21 has dropped approximately 7 dB.
Figure 9. PACircuitMeasurementResults.
Figure 10. Added AGC PA MeasurementResults.
476
Figure 11. S21MeasurementResults of AGCadded PAcircuit when +0.4Vand

+0.6Vreferencevoltageapplied.
Conclusion
The reason for the addition of the AGC circuit to the PA system is to increase the usable dynamic range and
stability.
However, due to feedback to the AGC system will cause earnings to fall. In the simulations, the supply voltage is
applied as a 3.6V, but in application circuit it is applied as a 3.9V, because of the better working conditions. In
the both simulation and application circuits, when AGC system was added it has seen that S21 decreased.
Thanks
This study was supported by TUBITAK under 107E200 no Career Project.
References
[1] Belen, M.A.,Kaya, A., SD Teknik Bilimler Dergisi, 2011, Cilt1 Say 1, Pasif Elemanlar Eklenerek 2.4 GHz
ISM Band Uygulamalar in Mikroerit Band Geiren Filtre Tasarm
[2] Kahriman,M., Kaya, A., SD Teknik Bilimler Dergisi, 2011, Cilt1 Say 1, RF Devreler in G lme Ve
Adaptif Kontrol Uygulamas
[3] Pozar, M., 1998. John Wiley&Wiley, Microwave Engineering.
[4]Cotter W. Sayre, Copyright 2008, 2001 by The McGraw-Hill Companies, Complete Wireless Design,
Second Edition.
[5] Bowick C., Blyler J., Ajluni C., 2008, Newnes, RF Circuit Design, Second Edition.
[6]Hsieh M., Kim J., Harjani R., A European ISM Band Power Amplifier Module, Department of Electrical and
Computer Engineering, University of Minnesota, Minneapolis, MN 55455, USA.
[7] Multanen M., Salonen P., Kivikoski M., 2003, Variable-Gain Amplifier For Adaptive Antenna Control At
The 2.4-Ghz Ism-Band, Microwave And Optical Technology Letters / Vol. 41, No. 2, April 20 2004 , Tampere
University of Technology Institute of Electronics
[8] 55143, website, http:// www.agilent.com/semiconductors/, Contact date: 13.02.2011
Biographies
Hseyin ARK is a master Electronics and Communication Engineering student in at Sleyman Demirel University and
currently working on developing Added AGC PA Design For 2.45 Ghz ISM Band Low Power Transceiver Systems.
Adnan Kaya is a associate professor in at Sleyman Demirel University. He works about electromagnetic field and
microwave technique.
477
Design of CMOS Analog Operational Amplifiers

Using EKV Transistor Model and
Multi-Objective Optimization
Mehdi Dolatshahi1, Omid Hashemipour2
Department of Electrical Engineering, Islamic Azad University, Science & Research Branch, Tehran, IRAN
2
Department of Electrical Engineering, Shahid Beheshti University, G. C, Tehran, IRAN
1
dolatshahi@iaun.ac.ir
Abstract.This paper presents a design tool for automated design of analog CMOS operational amplifiers
(OPAMPs). In order to fit the circuit performance into desired specifications, a multi-objective optimization
approach based on genetic algorithms (GA) is proposed. The transistor sizes and bias voltages as well as the
values of passive components are calculated based on analytical equations describing the behavior of the
circuit. The optimization algorithm is developed in MATLAB and the performance of the designed circuit is
verified using SPICE simulations based on EKV 0.5m CMOS technology parameters. Different analog
amplifiers such as Folded-Cascode and Cascode OPAMPs were successfully designed and verified using the
proposed design tool. It is also shown in this paper that the design results obtained from the proposed
algorithm in MATLAB, have a very good agreement with the obtained circuit simulation results in SPICE for
all considered circuit topologies.
Keywords:Multi-objective optimization, analog, OPAMP, CMOS
1 Introduction
With the increasing demand for analog and mixed-signal integrated circuits, the optimal design of analog
amplifiers such as operational amplifiers (OPAMPs) is becoming more challenging and time consuming
[1,2]. Since, some performance parameters of analog amplifiers are most likely conflicting with each other,
analog circuit design suffers from long design time, high complexity, high cost and requires highly skilled analog
designers [1-5]. Soft computing methods such as fuzzy optimization approach [6] and Genetic Algorithms (GA)
can be used to decrease the design duration and time-to-market of analog integrated circuits [2-5]. Moreover, in
the recent years, the new EKV transistor model is used for circuit simulations because it is strongly based on
device physics and it links the design equations with small number of model parameters. So, by using EKV
model, it is possible to find solutions of design parameters without solving complex and time-consuming design
equations [7]. However, in an analog design problem design goals involve multiple design specifications. So, in
the OPAMP design problem, it is desirable to achieve maximum gain as well as maximum bandwidth while the
power consumption and noise are kept in the minimum value. In many cases, the above performances are most
likely conflicting with each other. So, in these cases the designer can use multi-objective optimization in order to
optimize both objectives simultaneously to yield a better solution. In this paper a multi-objective optimization
using genetic algorithm is used to find the optimum solution to the design of cascode and folded-cascode
OPAMPs.
478
2 Proposed Multi-objective design optimization

In order to fit the circuit performance parameters into desired specifications, a multi-objective optimization
approach based on genetic algorithms (GA) is proposed and the transistor sizes and bias voltages as well as the
values of passive components are calculated based on analytical equations describing the behavior of the OPAMP
circuit. The optimization algorithm is developed and implemented in MATLAB and the performance of the
designed circuit is verified using SPICE simulations based on 0.5m EKV CMOS technology parameters.
The multi-objective GA is used in this paper to optimize the performance measures such as: gain, gainbandwidth (GBW), slew rate, phase-margin (PM) and power dissipation (Pdiss) in the considered OPAMP
circuits shown in figure 1. The first step to solve the problem is to find analytical equations describing the
behavior of the circuit. In this step, the knowledge of an expert analog designer is formulated in the form of
analytical equations. Then, unknown design parameters in analytical equations are considered as a vector which
forms the chromosome that should be solved using GA [3-5].
(a)
(b)
Fig. 1.OPAMP structures considered in this paper
(a): Cascode (b): Folded-Cascode
The chromosome contains transistor dimensions W, L and bias voltages or currents of transistors. Of course,
some of the widths and lengths in the OPAMP circuits are equal for example (W 1=W2, L1=L2). The automated
design and optimization algorithm is coded in MATLAB using the analytical equations of OPAMPs shown in
figure 1.
In this section, as an example, the automated design algorithm for the Folded-Cascode OPAMP is reviewed.
The analytical equations of a Folded-Cascode OPAMP used in this paper are as follows:
ID = (1/2n) .Cox(W/L) (VGS-Vth)2

gm= (.Cox(W/L) ID)0.5
(1)
(2)
479
(3)
GBW=gm1/CL
(4)
SR=I3/CL
(5)
(6)
As it is obvious from the circuit topologies, some widths and lengths are equal, so, the unknown design
parameters which are considered as the chromosome vector are: W 1, W3, W4, W6, W8, W10, L6, L8, Vb1, Vb2, Vb3.
For all OPAMP structures considered in this paper it is assumed that, V DD= 1.5V, VSS=0V andCL=2pF. The
GAprogram determines this vector of the parameters such that the fitness function is maximized. Fitness is a
numerical quantity describing how well a solution (individual) meets predefined design objectives and
constraints. On the other hand, the total performance of a circuit is evaluated by fitness function. For fitness
evaluation in a multi-objective problem, several methods can be used. Here, the fitness function (ff) is defined as:
Fi(x) = desired value for object i

wi = weight coefficient of object i
n = number of objects
A multi-objective problem can be solved by combining the objectives (f i), into one numerical quantity whose
solution is so-called Pareto optimal point. It can be shown that this combined function is Pareto optimal. It is up
to designer to choose the appropriate weight coefficients W i. Each set of weights generates one Pareto point.
Thus, by varying the weights and solving the problem a Pareto surface, formed by a set of Pareto points, can be
created. Then the pre-defined search algorithm can find the optimum solution and the obtained chromosome is
resulted from the optimization algorithm. In this paper four single-objective optimizations are used to form a
multi-objective optimization which is formulated as follows:
-
Maximizing gain
Maximizing bandwidth
Minimizing power consumption
Minimizing noise
The design constraints are as follows:

Lmin L Lmax
Wmin W Wmax
Gain 70dB
GBW 5MHz
SR 10 V/s
Swing 1Vpp
PM 60 degrees
Noise (input-referred) 400 (nV/Hz)
480
As mentioned before, the four main objectives are conflicting and thus require trade-off decision. The multiobjective optimization can be formulated as the product of single-objectives as follows:
Minimize
(7)
3 Simulation results
In this paper, two different types of widely used operational amplifiers (Cascode and Folded-Cascode OPAMPs)
are designed and optimized using multi-objective optimization approach implemented in MATLAB using GA as
a multi-objective optimization tool. SPICE software and EKV transistor model are also used as a verification tool
for circuit simulations. Furthermore, optimization is done in both frequency and time-domain characteristics. The
simulation results are summarized in table 1, where they are compared with the desired values. Finally, the design
parameters (transistor dimensions and bias voltages) which are resulted from the optimization algorithm in
MATLAB are used for SPICE circuit simulations in order to verify the performance of the proposed algorithm.
Figures 2, 3 show the SPICE simulation results for AC performance of the considered OPAMP circuits.
Table 1- Desired performance values and simulation results

Parameter
Desired
Cascode
Noise(nV/Hz)
<400
Gain(dB)
>70
GBW(MHz)
>5
PM(deg)
>60
SR(V/s)
>10
offset(mv)
<6
Vomax(V)
>1.2
Vomin(V)
<0.25
Swing(V)
>1
P(mW)
<2
Vdd
1.5
Vss
324.8
95.4
16.23
87.8
9.65
4.8
1.21
0.28
0.93
0.517
1.5
0
FoldedCascode
3 0.3
86.4
10.8
88.3
9.4
0.71
1.32
0.21
1.11
1.23
1.5
0
481
Fig. 2. Frequency response of Cascode OPAMP
Fig. 3. Frequency response of Folded-Cascode OPAMP
Conclusions
In this paper, the multi-objective optimization algorithm is developed in MATLAB and the performance of the
designed circuits are verified using SPICE simulations based on EKV 0.5m CMOS technology parameters.
Different analog amplifiers such as Folded-Cascode and Cascode OPAMPs were successfully designed and
verified using the proposed design tool. It is also shown that the design results obtained from the proposed
algorithm in MATLAB have a very good agreement with those obtained from circuit simulation results in SPICE
for all considered circuit topologies.
References
1.
2.
3.
4.
5.
6.
7.
B.Razavi, Design of Analog CMOS Integrated Circuits: Mc-Graw-Hill, 2001.

D. E. Goldberg. Genetic algorithms in search, optimization and machine learning: Addison Wesley, Reading MA, 1989.
M. Taherzadeh, R. Lotfi, H. Zare and O. Shoaei. Design optimization of analog integrated circuits using simulation-based
genetic algorithm. Proc. Signal Circuits and systems Conf, (SCS). Romania pp.73-76, 2003.
Bo.Liu, et.al. Analog circuit optimization system based on hybrid evolutionary. ELSEVIER. Integration, The VLSI
journal. No (42), PP.137-148, 2009.
E. Tlelo, M. Aurelio and I. Gueraa. Automatic Synthesis of Vfs and Vms by applying genetic algorithms. Journal of
Circuits. System, Signal Processing. BIRKHAUSER. Vol (27). PP.391-403, 2008.
Biranchinath Sahu, Aloke K. Dutta, "Automatic Synthesis of CMOS operational Amplifiers: A Fuzzy optimization
approach", Proc. 15th International conference on VLSI design, (VLSID'02'), IEEE Computer Society, 2002.
D. Stefanovic, M. Kayal, M. Pastre, "PAD, A new interactive knowledge-based analog design approach", Journal of
Analog Integrated Circuits and Signal Processing, Springer, no.42, pp. 291-299, 2005.
482
Bullet Matching Using Profile Clustering

Erman Acar, Fatih Tetiker, Banu Oskay Acar, Ufuk Sakarya
TBTAK UZAY
ODT Yerlekesi, 06531, Ankara, Turkey
{erman.acar, fatih.tetiker, banu.oskay, ufuk.sakarya}@uzay.tubitak.gov.tr
Abstract. Firearms leave characteristic striations on the bullet while the bullet travels through the barrel. The
number, orientation, width and depth of these striations show similarities for the bullets fired from the same
gun. In this work, 1D profiles calculated from 2D images are used to match bullets for automated firearm
identification. For that purpose a profile clustering algorithm is proposed to exclude the deformed land
impression regions in the profile extraction process.
Keywords: firearm identification, bullet matching, profile extraction
1 Introduction
Firearms leave characteristic striations (land impressions and groove impressions) on the bullet while the bullet
travels through the barrel. The number, orientation, width and depth of these striations show similarities for the
bullets fired from the same gun. Using the similarity in these features, a bullet collected from a crime scene can
be matched to another bullet in the criminology laboratory archive. The matching, and firearm identification
process is performed by a comparison microscope by the firearm examiners traditionally. However, this
traditional method is subjective and extremely time consuming due to the large number of evidences in the
criminology laboratory archive. Therefore automated firearm identification systems have been popular over the
last decades.
There are several studies in the literature for automated bullet matching [1-5]. In one of the early studies, [1], the
position, amplitude, and width of the striations measured by scanning electron microscope are used for bullet
matching. In [2], 3D images are used to compare the positions of the striations. In [3], Chu et al. proposed an
edge detection based method for locating striation marks and selecting valid correlation areas. In [4], SIFT
features are extracted from 2D images for bullet matching. In another study, [5], Lenfused multiple images of
the bullet recorded under different illumination conditions to obtain a high quality image. Then, he projected the
2D image in the striation direction to extract 1D profile. These 1D profiles are used for bullet matching after
applying a top-hat filter. The bullet matching methodology followed in this study is parallel with the Lens
methodology. The contributions of this study mainly focus on the image fusion and profile extraction steps of the
methodology proposed by Len.
Image fusion plays an important role for obtaining high quality images in different fields of forensic science. In
[6], Wen & Chen proposed a wavelet-based image fusion technique (Wen & Chens Image Fusion Algorithm)
for different forensic science applications. The experiments conducted in this study show that the application of
this fusion algorithm (proposed by Wen & Chen) to bullet matching also give good results compared to the
Lens Image Fusion Algorithm [7].
483
There can be deformed regions which are not characteristic for the bullet matching operation on the bullet
surfaces. These regions corrupt the 1D profile extracted from the projection of the 2D image in the striation
direction. In order to exclude these deformed regions from the profile extraction step, a profile clustering
algorithm is proposed in this study.
2 Method
The profile extraction methodology followed in this study is summarized in Figure 2. First the images taken
under different illumination conditions are fused. For that image fusion operation two different algorithms are
used in this study. These are Len [7] and Wen&Chens [6] image fusion algorithms. In the second step, the
fusion image is rotated in a way that the striations are parallel to the horizontal axis of the image coordinate
system using a Hough transform based line detection algorithm [8]. Finally the profile clustering algorithm is
utilized to extract the 1D image profile.
Figure 2. Summary of the profile extraction process

Profile clustering operation starts with dividing each NxN image into p windows (each Nxk) as can be seen in
Figure 3. Then, using these windows, Teager-Kaiser Energy Function [9] is calculated to detect the intensity
deviations in the direction of the striations. The calculation is performed as it is given below step by step.
Step 1: A profile is calculated from each window.
(1)
Step 2: Then a difference function is calculated from the profiles.
484
where
is
th
the n column of the
ith window.
(2)
Step 3: Finally the Teager function is calculated from the difference function as it is given below.
(3)
The Teager-Kaiser Energy Function calculated for the bullet shown in Figure 3 is given in Figure 4. The location
of the peak values (greater than an adaptive threshold) of that function gives the deformation region boundaries
over the bullet surface. If the distance between two marginal peaks is smaller than a certain distance, the region
between these peaks is excluded from the profile extraction process. The average of the columns of the
remaining parts of the image is calculated to yield the final 1D profile feature.
Figure 3. A bullet land impression image divided into windows
Figure 4. The Teager-Kaiser Energy Function calculated for the bullet land impression shown above. There are
4 marginal peaks (deformation region boundaries) which are greater than the adaptive threshold level
485
Figure 5. A sample bullet land impression and detected deformation regions
3 Experiments and Results

In the experiments 4 bullet couples are used. A couple consists of two bullets fired from the same gun. Each
bullet has 6 land impressions (yielding 4x2x6=48 land impressions). 8 images taken under the illumination of
each LED shown in Figure 6 are used for each land impression.The symbolic view of the image acquisition
system is given in Figure 6.In Figure 7, two bullet land impression image samples, fusion results according to
Lens algorithm and Wen&Chens algorithm are given.
Figure 6.The image acquisition system
486
Figure 7.(a-b) Two bullet land impression image samples (c) Fusion result according to Lens Algorithm [7]. (d) Fusion
result according to Wen&Chens Algorithm [6]
In order to evaluate the performance of the algorithms, the concentration curve is used [5]. The x-axis of the
curve represents the archive percentage and y-axis represents the probability of finding an element (land
impression) in the corresponding initial percentage of the archive list. In Table 4, values from the concentration
curve for different image fusion and profile clustering conditions are given. It is seen in the table that the
proposed profile clustering algorithm and the Wen&Chens image fusion algorithm both increase the bullet
matching performance.
Table 4. Concentration curve values for different image fusion and profile clustering conditions
Image
Method
Fusion
Profile
Clustering
%1
%10
%20
Area under the

concentration curve
Len [7]
NO
%19
%44
%69
%79
Wen&Chen [6]
NO
%19
%46
%85
%87
Len [7]
YES
%23
%31
%65
%79
Wen&Chen [6]
YES
%19
%58
%88
%88
Acknowledgement
This work is supported by TBTAK 107G194 Research Grant.
487
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
Gardner, G.Y. (1978). Computer identification of bullets. IEEE Trans. Syst. Man Cybern. Vol. 8 pp. 6976.
Leloglu, U. M., Deviren, M., Sermen, C., Balci, K. (2000). Mermi ekirdekleri zerindeki Set zlerinin Otomatik
Elenmesi. 8. Sinyal Isleme ve Uygulamalari Kurultayi.
Chu, A., Song, J., Vorburger, T., Thompson, R., Renegar, T., and Silver, R. (2010). Optimal compression and
binarization of signature profiles for automated bullet identification systems. Proc. SPIE 7729, 77291C.
Sayar, A., Tetiker, F., Acar, E., Oskay Acar, B., Sakarya, U. (2011). Bullet matching using SIFT feature. In Proc.
IEEE 19th Signal Processing, Communication and Applications Conference, Antalya, Turkey, April 20-22.
Len, F.P. (2006). Automated comparison of firearm bullets. Forensic Science International, pp. 40-50.
Wen, C., & Chen, J. (2004). Multi-resolution image fusion technique and its application to forensic science.
Forensic Science International, vol. 140, pp. 217-232.
Len, F. P. (1997). Enhanced imaging by fusion of illumination series. Proceedings of SPIE, vol. 3100, Sensors,
Sensor Systems, and Sensor Data Processing, Otmar Loffeld, Editor, pp. 297-308.
Duda, Richard O., and Peter E. Hart. (1972). Use of the Hough transformation to detect lines and curves in pictures.
Communications of the ACM 15, no. 1, pp. 11-15, January 1.
Kaiser, J.F. (1990). On a simple algorithm to calculate the energy of a signal. Proc. IEEE ICASSP-90,
Albuquerque, NM, pp.381-384.
Biographies
Erman Acar Erman Acar received his B.Sc. and M.Sc. degrees in electrical and electronics engineering from Middle
East Technical University in 2008 and 2011 respectively. He currently works at TBTAK UZAY as a researcher. His main
research topics are computer vision, pattern recognition and biomedical signal processing.
Fatih Tetiker Fatih Tetiker received his B.Sc. degree in computer science from Bilkent University in 2008. He currently
works at TBTAK UZAY as a researcher. His main research topics are computer vision and image processing.
Banu Oskay Acar - Banu Oskay Acar received his B.Sc. and M.Sc. degrees in electrical and electronics engineering from
Middle East Technical University in 1999 and 2002 respectively. She currently works at TBTAK UZAY as a senior
researcher. His main research topics are pattern recognition, audio and speech processing.
Ufuk Sakarya - Ufuk Sakarya received his B.Sc. and M.Sc. degrees in electrical and electronics engineering from Middle
East Technical University in 1998 and 2002 respectively. He received his Ph.D. degree in electronics engineering from
Ankara University in 2009. He currently works at TBTAK UZAY as a chief researcher. His main research topics are
pattern recognition, computer vision, image and video processing.
488
Developing Tracking System and Monitoring for a

Model Glider
2
Mert GNER1, Mustafa ONAT2, Cihan YILMAZ3

(Phd.)Associate Professor in Electrical & Electronics Engineering Department, Engineering Faculty,
Marmara University, Gztepe Campus 34722, Kadky, stanbul, TRKYE
3
Graduate Student from Technical Education Faculty, Computer-Control Program
1
m.mertguner@gmail.com, 2monat@marmara.edu.tr, 3c_yilmaz1986@hotmail.com
Abstract.In this study a glider tracking system and monitoring is developed to establish glider flight
performance and it is aimed to develop a technique for separating hook with the flight performance data
obtained from the model. The timer existing in the glider monitors time-dependent execution of predetermined flight movements of the model glider. GPS and microcontroller based circuitry is designed to
track the model flight and help to find where it would land. The variables such as altitude, direction, speed
and distance are accurately measured for the model glider. The modeler can watch flight cruising over Google
Earth software in three-dimension by transferring flight data to a computer environment.
Keywords: glider, timer, hand unit, thermal soaring, tracking system
1 Introduction
With the purpose of making aviation activities more attractive, increasing flight information and improving the
skills and encouraging sporting activities in various aviation clubs and federations has been established around
the world. Among the aviation activities ballooning, parachuting, model aircraft, and glider can be considered.
Developing a glider model and its flight techniques hasshown continuous improvements in parallel with the
developing technology. In general, the gliding movement, without any driving force propeller, fan, etc., just
using air currents (thermal) is called free flight. A glider is a kind of aircraft that does not depend on engine or
motor-based power to achieve flights [1].Another definition according to Federal Aviation Administration
(FAA), a glider is an aircraft heavier than air that is forced to move up in flight by the dynamic reaction of the air
in opposition to its lifting surfaces, and whose free flight is not dependent on an engine [2].
The most fair for modelers is to lose their models. If the tail winglet does not open because of a malfunction
arising from the timer or mechanical problems the model continues to rise or fly until scattering the hot air
masses ascending from the ground to the air, which is called thermal. The model, with a large thermal can go 2-3
km away in 3 minutes. It has been made possible follow it up with the addition of GPS so that such a distance
may cause the loss of model glider.
A literature review shows that tracking processes are studied using various methods and algorithms [4], [5], [6].
Our contribution, which we describe in this paper, is to develop and demonstrate a tracking system and
monitoring for a model glider.
489
Glider Flight Technique and the Rules
The purpose of the modeler is to successfully achieve the model free-flight motion over the specified time under
the specified rules at a desirable performance. For this reason, the flight modeler observes the weather conditions
(thermals) carefully and whenever captures an appropriate thermal, the modeler should release the model
immediately. Thermals arise when the air near the ground becomes less intense than the surrounding air due to
heating or humidity changes at the earths surface [3]. The model glider is moved into the air with the aid of a
rope length of 50 m. The model is left with the aid of rope through the hook mechanism and the model passes
through the free flight. Referees run the clock as soon as the model is left from the rope. The model should be
disconnected from the hook at the moment of hot air beginning to rise. As soon as the model is left from the
glider hook, the timer starts. The timer's task enables the model to implement its time-dependent flight control
mechanisms (rudder, aileron tail, etc.) within the rules in a specified time period. These movements are
predetermined and cannot be changed by the modeler during the flight. For example, we can predetermine the
movements such as once the model is left the hook, it lifts its tail wingletup to 2 degrees and the rudder returns to
the right of 30 degrees after 30 seconds with the start of flight movements. Leaving the model at the right
moment and regulating these movements in respect to time completely depends on the experience of modeler.
Thermal Soaring
The principles of thermal soaring with a glider are very simple, and most medium/large size gliders are capable
of riding the thermals'.
Thermals are columns of air that are warmer than the air surrounding them. Warm air is less dense than cool air,
and so it rises up - rather like helium filled balloon does. The rate of rise depends on the temperature of air; the
higher the temperature, the less dense the air and so the faster and higher it will rise.
Thermals appear because the sun warms different surfaces at different rates; for example, water absorbs the sun's
rays so thermals won't be present over the water but the roof of a house, or a road, will be warmed by the sun
quickly and so strong thermals will be generated over these types of surface.
3.1 Glider Flights Depending on Thermals

Thermals that enable glider model flight generally occur in early times of the day and before the midday hours.
The night cold air is heated by raising the sun and thermals occur due to slowly heating of the earth. Thermals
make stronger with the increase in air temperature. Thermals come to an end afternoon and with the sun
descending and losing its severity at evening hours. Types of flights depending on various thermals are
illustrated in Fig. 1. There are two distinct types of thermal structurally different but with the same occurrence
periods. Column type thermals, where are shaped on the ground and extends toward the sky, occurs by
constantly rising air.
490
Fig.1. Types of glider flight depending on thermals

Second type of thermal can be defined as vortex-ring or inflate. These thermals arise from the earth. They depart
from the land like hot-air balloon. The higher from the earth the balloon expands with decreasing atmospheric
pressure and balloon disappears when the differential pressure on it grows up much. It is hard to detect this
thermal. But, a new arising column thermal is an occurring indicator that a balloon thermal could occur in
advance.
Improvement Flight Performance
Basic function of a timer shown in Fig. 2 is to improve performance of a model during the flight by having made
different angles to the tail winglet, helm, etc. The model can realize these actions with respect to time only
because of the rules. It is forbidden to interference the model while it flights by any algorithm or external as the
rules necessitate.
Fig.2. Electronic and mechanical timers

Once the model leaves its cord it gains an altitude, which is called bungee. The first task of timer is to increase
the achieved altitude in bungee action by having move tail winglet. Also, another task of the timer is to leave the
cord free connected to the tail winglet when the flight time is over and to enable to peel off by lifting tail winglet
by 45 degree.
Fig.3. Arising of thermal disturbance: a) the tail winglet parallel to the earth b) the tail winglet by 45 o (1: gum
elastic, 2: cord)
The winglet at tail that remains parallel to the earth is called de-thermalizer (thermal disturbance). The
winglet takes the position as shown in Fig. 3a during the flight.
As the one end of cord is connected to the rear side of de-thermalizer, shown by 2, in Fig. 3b the other end of
491
cord is connected to the timer available in the glider body. When the flight time is over the timer leaves the cord
free. Meanwhile, the gum elastic, shown by 1, achieves to leave the rear of the de-thermalizer up with an angle
of 45 degrees. Therefore, the de-thermalizer takes the second position as shown in Fig. 3b. The model in this
position wants to lift its nose up but, it cant have this action because of no driving force. Finally it will begin to
lose altitude and will lend.
GPS based Tracking System
The sensitive measurement of variables for the model glider such as altitude, direction, speed, distance is
successfully implemented via GPS. The system basically consists of a glider, hand unit and interface program.
GPS receiver in the glider sends its geographical data to the hand unit.
Fig.4. a) The interface program and b) hand unit displaying position and direction
The data for the position and the direction of the glider are received after the selection serial port and pressing
the start button in the interface program shown in Fig. 4a. Flight and position of the model can be shown on
world map by Google Earth Software in real time.The coordinateand altitude information incoming fromthe
model can be observed at the left side of the interface program. The altitude for the glider can be sketched in real
time over the flight duration.
An Algorithm for Direction Location on Accessing a Model Glider
A typical GPS based tracking system is depicted in Fig. 5a. Rapidly locating of direction and distance to reach a
glider is vital and cause of pleasure for a modeler. Direction location can be found by calculating the angle
difference between the direction that modeler should go and the direction that the modeler goes on. The modeler
is positioned at the origin of coordinate system and the angle is calculated between model and modeler. North
line is used as a reference (zero degree).
Fig. 5. a) A typical GPS based tracking system and b) direction location accessing on a model
The indicated numbers in Fig. 5b represent 1: model position, 2: modeler (follower), 3: direction that modeler
goes on, 4: direction that modeler should go, 5: angle difference between the direction that modeler should go
492
and the direction that modeler goes on, and 6: the north line respectively.
The hand unit is designed to calculate the direction angle regarding with the Fig. 5b and to display on its
screen. The direction is found as the angle difference between the direction angle that modeler should go and the
direction angle that modeler goes on regarding with the north line.
6.1 Position Calculations between Two Points

In this section the focus will be on distance calculation between two points and direction location. The
distance calculation between two points and their representation in analytic plane is depicted in Fig. 6.
Fig. 6. a) Distance calculation between two points and b) their representation in analytic plane
Position knowledge is normally received from GPS in degree and in minute with their latitudes and longitudes as
shown in Fig. 6a. For the calculations to be easy latitudes and longitudes are expressed in degrees. Assume that
the sample points incoming from GPS are
degrees north latitude,
degrees west
longitude for point 1 and
degrees north latitude,
degrees west longitude for the
point. These two points are demonstrated in Fig. 6b.
The difference between the point 1 and the point 2 gives the distances in parallel to the latitude and the longitude
respectively.
, the distance in parallel to the latitude
, the distance in parallel to the longitude
The distance between the all latitudes is the same and is equal to
km all over the world. That means, if one
degree is
in km then the distance between the points is
km.
Since the longitudes narrow from the equator towards the poles, the distance between the two longitudes is
in equator only. An approach, (1), can be utilized in calculating the distance between longitudes at a
latitude point.
(1)
The distance between longitudes at the latitude of the second point is calculated by
km. The distance between the longitudes is
in
km. The two distances in latitude and the longitude between the two points are the horizontal and vertical
components of a perpendicular triangle. The hypotenuse of the triangle presents the actual distance between the
points.
(2)
493
The same points are entered to the Google Earth Software and the result is found to be of 888.4898 m., which
is much closed by the algorithm result.
Experimental Results
The first flight shown in Fig.7 is realized using some standard setup adjustments. Then, the second flight
designates more improvement because of choosing the first flight as a reference. The flight angle of dethermalizier is increased by 2 degrees after the first flight. At the instant of leaving the cord end from the model
the de-thermalizier angle is lifted up 3 degrees from the beginning. After 0.5 seconds, it is reduced by -3 degrees.
Fig. 7. Developing flight performances

As passing from the second to the third flight some improvements s are accomplished in the timer setup from the
previous experiences. The de-thermalizier is lifted up by 4 degrees at the instant that the drag cord leaves the
model. It is reduced by -5 degree after 8 seconds. Therefore, the third sketch is completed. Although the drag
cord of 50 m is used the free flight is successfully achieved to start at 65 m.
Findings and Conclusion
A lightweight and highly accurate tracking system is designed and the measuring performance of flight is
successfully achieved for a model glider. With the help of GPS-based hand unit developed, the data related with
the glider such as the height from the earth, the distance to the location and the geographical position are
transferred in real-time to the modeler. Even if the model glider is far away from the modeler, it can be easily
located by the help of the tracking system. The hand unit can transfer the coming data to the computer over USB
port. The flight cruising can be monitored in three dimension in real time using the Google Earth software. The
flight cruising data can be stored for later use via the logging capability of the system.
A discussion of approaches to the design of a tracking system regarding with soaring has raised several areas
for future work. These approaches are computationally expensive, and will benefit from insight drawn from
simpler studies of soaring.
494
References
1.
2.
3.
4.
5.
6.
Kagabo, W. B. (2010). Optimal Trajectory Planing for a UAV Glider Using Atmospheric Thermals, Master Thesis,
Faculty of the Department of Mechanical Engineering in the Kate Gleason College of Engineering at Rochester
Institute of Technology, New York.
Administration (2003). Federal Aviation Glider Flying Handbook, Flight Standards Service.
Allen, M. J. (2007). Guidance and Control of an Autonomous Soaring UAV, NASA Dryden Flight Research
Center Edwards, California.
Parrott, G. C. (1970). Aerodynamics of gliding flight of a black vulture Coragyps atratus. J. Exp. Biol. 53, 363374
Tucker, V. A. & Parrott, G. C. (1970). Aerodynamics of gliding flight in a falcon and other birds. J. Exp. Biol. 52,
345367.
Anderson, J.D. (2000). Introduction to Flight (Fourth Ed.), Boston, Massachusetts, McGraw Hill,
Biographies
Mert Gner He was born in Istanbul, Turkey, in 1986. He received B. S. degree in electronics and computer education
from Marmara University, Technical Education Faculty, Computer-Control Education Department in 2010.
Mr. Gner is still working as a R&D engineer in ENTES Electronics in Istanbul.
Mustafa Onat He was born in Trabzon, Turkey, in 1963. He received B. S. degree in electrical and electronics engineering
from Middle East Technical University, Engineering Faculty, Electrical and Electronics Department, Turkey, in 1988 and the
M.S. and Ph.D. degrees in computer and control education from Marmara University, The Institute for Graduate Studies in
Pure and Applied Sciences, Computer & Control Education Department, Istanbul, Turkey, in 1996 and 2001, respectively. .
Major Field of study: Internet and GSM based control, real time control, developing industrial product.
Cihan Ylmaz He was born in Istanbul, Turkey, in 1986. He received B. S. degree in electronics and computer education
from Marmara University, Technical Education Faculty, Computer -Control Education Department in 2010.
495
Adaptive Trajectory Tracking Control of Wheeled

Mobile Robot with an Inverted Pendulum
Amirkhosro Vosughi 1, Alireza Mohammad-Shahri2
1,2
Electrical Engineering Department, Iran University of Science & Technology
1
amirkhosro_vosughi@elec.iust.ac.ir, 2shahri@iust.ac.ir
Abstract. This paper presents an adaptive trajectory tracking control scheme for a wheeled mobile robot
with an inverted pendulum (WMRIP) in presence of parametric uncertainties and disturbances. First feedback
linearization technique is applied to the dynamic of heading and pendulum angles subsystems. Then
disturbances and parametric uncertainties are compensated by use of adaption law. For overcoming
underactuated property of the system, the integrated-error of displacement is added to control signal of
inverted pendulum angle as a virtual disturbance so error of displacement is converged to zero by adaptive
controller. The computer simulations illustrate the performance of proposed controller.
Keywords:Adaptive trajectory tracking, Inverted pendulum wheeled mobile robot, Disturbance observer,
underactuated system
1 Introduction
The inverted pendulum system has the unique characteristic that has been considered as a prototype nonlinear
systems whose control is known to be not easy. Plan of WMRIP first has come from The Industrial Electronics
Laboratory at the Swiss Federal Institute of Technology, Lausanne, Switzerland [1]. WMRIP has evoked a lot
of interested recently and some commercial product is available like Segway and P.U.M.A car. Such vehicles
are of interest because they have a small footprint and can spin on the spot. From the theoretical point of view,
the WMRIP models have attracted much attention in the field of control theory and engineering, because they
are nonlinear and underactuated with inherent unstable dynamics. A wheeled inverted pendulum mobile robot is
a selfbalancing vehicle with two wheels attached on the sides of its body. Similar systems like the cart and
pendulum, and the Pendubot have been studied in the several literatures. Unlike these systems, however, the
pendulums motion in the present system is not planar and the motors driving the wheels are directly mounted
on the pendulum body.
Several works have been done in recent years to control of motion WMRIP. In [1] dynamic equations of system
is achieved by Newtons approach. Then by linearizing the results about operating point, the linear controller is
designed. In [2] velocity and position of system are controlled by partial feedback linearization. In [3] Several
coordinate transformations and partial-feedback linearization techniques are done then derived to transform the
vehicles dynamics into an upper-triangular form. Next, nested p-times differentiable saturation and
backstepping techniques are combined to design a control law for the transformed system. Also a disturbance
observer is designed to estimate external disturbance. [4] used two sliding layers and uncertainty defined as
slope of surface that robot move over that. Adaptive robust controller is designed in [5]. The proposed
controller mechanisms using physical properties of wheeled inverted pendulums ensure that the outputs of the
system track the given bounded reference signals within a small neighborhood of zero. Intelligent control is
496
used widely in control of WMRIP. In [8] WMRIP used as a boxer robot that control by RBF neural network
controller. Also [7] used linearizing model for design of Takagi-Sugeno fuzzy controller. In [13] adaptive
backstepping controller is proposed. In [6] and [15] neural network adaptive controller proposed. Direct
adaptive fuzzy basic function network controller is designed in [14]. In this work classic adaptive controller is
suggested for control of WMRIP. This controller has simple structure and easy to implementation and also has
sufficient performance.
The rest of the paper is outlined as follow. Section 2 briefly describes the nonlinear modeling of the robot.
Section 3 develops proposed adaptive controller. The performance of proposed controller is illustrated in
section 4 by computer simulation and finally section 5 concludes the paper.
2 Problem Statements
As shows in figure 1 the dynamic of WMRIP system consist of three degree of freedom and two control inputs
consist of right and left wheels torque. The equation of motion of WMRIP from [3] is:

D
2 RJ
(T L T R )
1
1
[ml cos( )(ml sin( ) 2 (T L T R )) M x mgl sin( ) cos( )]
0
R
x
(1)
1
1
[J (ml sin( ) 2 (T L T R )) m 2l 2 sin( ) cos( )]
0
R
Where:
J
D2
(M w w2 )
2
R
J
M x M m 2(M w w2 )
R
J Jv
J Jc J p
0
M x J m 2l 2 cos( ) 2
Where is heading angle of robot, x is the vehicles displacement along x -axis and is angle of pendulum.
The parameters that used in equation (1) are introduced in table 1. By linear transform in control inputs the
dynamic of WMRIP can be decoupled to two independent subsystems. First subsystem is nonlinear SISO
system where heading angle is Its output and T1 is its control input. Another subsystem is underactuated
nonlinear SIMO system where displacement and pendulum angle are its outputs and T 2 is its control input. T 1
and T 2 defined as follow:
T1 1 1 T L
T 1 1 T
R
2
(2)
497
Table 1. Robot parameters and variables

and
Torque provided by wheel actuators acting on the left and right wheels
Tilt angle of the pendulum
Heading angle of the robot
Displacement of the vehicle along x-axis
Mw
Mass of the wheel
Jw
Moment of inertia of the wheel with respect to the y-axis
Radius of the wheel
Mass of the pendulum
Gravity acceleration
Distance from the point
Distance between the left and right wheels along the y-axis
Mass of the chassis
Jc
Moment of inertia of the chassis about the y-axis
Jv
Moment of inertia of the chassis and pendulum about the z-axis
to the center of gravity,
, of the pendulum
z
Pendulum
CG
Right wheel
TR
x
mg
Left wheel
chassis
O
TL
Fig. 1. Diagram of wheeled mobile robot with inverted pendulum

The dynamics of tilt and heading angle can rewrite as:
g 1T1
f2
g 2T 2
(3)
In next section, an approach to control of WMRIP will be introduced.
498
3 Control Design
As showed in previous section, the control task is to design two control input
and
for two subsystems
and . T 2 and T 2 can transform to input right and left wheels torque by following equation:
T L 0.5 0.5 T1
T 0.5 0.5 T
2
R
(4)
3.1. Nonadaptive Feedback Linearization:

Assume that T 2 and T 2 are designed as follow:
T1
1
(u1 des )
g1
T2
1
(u 2 f 2 )
g2
(5)
By substance (5) in first and third equations of (1), it obtained:

u1
u2
and
are designed as
k [e
1
and
e ]
such that the roots of the polynomials

S-plane. e des and
(6)
des
where
k [ ]
2
where
s k
and
12
des
11
and
0
des
[ k11 k12 ]
22
s k
21
and
[ k 21 k 22 ]
are chosen
are in the open left half of the
values are computed by trajectory generator.
3.2. Adaptive controller

The feedback linearization controller (5), assume that the plants model is completely known. If the model
suffers a considerable uncertainty or external disturbance and noisy measurements, the controller performance
degrades significantly. So disturbance observer is used to estimate internal and external disturbances and omit
effect of them.Consider the tilt angle nonlinear system (3) Redefine f 2 as:
f2
f 2 f 2
And g 2
g 2 g 2 g 2
Where f
and
g 2 are known nominal functions with the respective uncertainties
f 2 and
g 2 . Here the
uncertainty and the external disturbance are combined and treated as a total disturbance. The plant (3.b) is
rewritten as:
f f 2 ( g 2 g 2 )T d 2
2
where d 2 is bounded external disturbance. Summing up unknown terms into a one unknown term the plant
(3.b) can be rewritten as
(7)
f g 2T b2 ( , , d 2 )
2
where
b ( , , d ) f 2 g 2T 2 d 2 is total disturbance and includes both the internal uncertainty and the external
2
2
disturbance. Substituting for
from (5.b) into (8), we get:

b2
u2
(8)
Adaptation law is employed to estimate b 2 . If the new variables are defined as follow:
499
z u2
(9)
b2
So Eq. (9) can be express as:

z
(10)
Then
can be estimated as
by following differential equation

Where
by:
(11)
is a positive constant that determine the speed of convergence and

z
n s2
(12)
is the normalizing signal designed to guarantee that

n s 1
2
is bounded and defined as:

(13)
Where is positive constant. It is necessary to show converge to

. If
so it is guarantee that converge to
exponentially. by
we have:
t T 0
d T
is filtered error signal that given
is persistence exciting (PE) signal,

(14)
0T 0
So by having 1
, is PE signal. Since regression signal is PE, so estimated disturbance converges to real
value exponentially. Thus is used to monitor the total disturbance . The feedback linearization controller
(5.b) using disturbance observer is given as:
(15)
1
T2
g2
(u 2 f 2 b 2 )
This method similarly is employed for omit effect of parametric uncertainty and external disturbance of
subsystem and results as below:
(16)
1
T1
g2
(u 2 des b1 )
where is total estimated disturbance and includes both the internal uncertainty and the external disturbance
of
subsystem.
3.4. Displacement controller:

As mentioned before wheeled mobile robot with an inverted pendulum system is underactuated nonlinear
system .For overcoming underactuated property of the system, the integrated-error of displacement is added to
control signal of inverted pendulum angle as a virtual disturbance, so error of displacement is converged to zero
by adaptive controller. As shows in [13], because of structure of dynamic of subsystem
of MWRIP,
integrated-error of displacement can added to pendulum angle dynamic system as a virtual disturbance.
u 3 k 31 ( x des x ) k 32 ( x des x )
(17)
Where
is integrated-error of displacement and
and
show desire displacement and its first derivate
computed from trajectory generator.
and
are positive constants.Control law (17) for subsystem
is
modified as:
(18)
1
T2
g2
(u 2 f 2 b2
u3 )
Computer simulation shows thorough this methoderror of displacement is converged to zero.
500
In this section, computer simulation is performed to evaluate the performance of the proposed controller. In this
simulation, parameters are chosen to match with a real world robot. In order to show the performance of the
adaptive tracking controller, the results of nonadaptive controller that designed based on feedback linearization
technique in presence of unknown parameters and disturbance are bring in this section.
2
The plant parameters are taken as m 1.5kg , M 5kg , J 1.5kgm 2 , M 1kg , , J c 2.5kgm , D 0.15m ,
W
w
J
1.5kgm , l 1.2m , R 0.25m . The initial conditions are taken as M 8kg , (0) 0.2 rad s ,
x (0) 1m , x (0) 0 m s ,
(0)
10
rad
The controller parameters are selected as
and
k
12
(0) 0.01rad s .
k
11
4, k
21
25 , k
22
10 , k 0.25 , k 32 0.1 ,
31
10 and 0 .
A bounded smooth desired trajectory is chosen as 1 meter radius circle which 1M s linear velocity.
Nonadaptive controller that design in section 3.1 have good results where there is no external disturbance and
without parametric uncertainty. But control objective failed when there exist parametric uncertainty and
external disturbance and system became unstable. Also in this case there is no control on displacement. If
external disturbances are chosen as d1 0.5 and d 2 0.6 from 4 second of simulation until 5 second,
nonadaptive controller became unstable. The results of simulation of adaptive controller shows in figure 2.
(a)
(b)
(c)
Fig. 3. Robot variables without parametric uncertainty in present of external disturbance where (a) shows
displacement along x-axis, (b) is pendulum angle and (c) is robot orientation
In presence of parametric uncertainty the results of one parameter estimator adaptive controller are shown in
figure 3. In this case some parameters are different in model form what are used is feedback linearization such
as m 4.5kg , M 8kg , J 3kgm 2 , J 7.5kgm 2 , J 5kgm 2 and l 2.6m .
w
(a)
(b)
(c)
Fig. 4. Robot variables with parametric uncertainty in present of external disturbance where (a) shows
displacement along x-axis, (b) is pendulum angle and (c) is robot orientation
501
5. Conclusion
In this paper, an adaptive feedback linearization controller was proposed to solve trajectory tracking problem of
MWRIP. Proposed controller has simple structure and easy to implement and also has sufficient performance
in presence of external disturbances and parametric uncertainties and adaptive control is capable at tracking
reference signals satisfactorily, with all of the closed-loop signals uniformly smooth and bounded. Computer
simulations illustrate the performance of the proposed controller.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
Felix Grasser, Aldo DArrigo, Silvio Colombi, Member, IEEE, and Alfred C. Rufer, Senior Member,
IEEE.(2002). JOE: A Mobile, Inverted Pendulum. IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS.
49(1), FEBRUARY: 107-114
Kaustubh Pathak, JaumeFranch, and Sunil K. Agrawal. (2005). Velocity and Position Control of a Wheeled
Inverted Pendulum by Partial Feedback Linearization. IEEE TRANSACTIONS ON ROBOTICS. 21(3): 505-515
Khac Duc Do and Gerald Seet. (2010). Motion Control of a Two-Wheeled Mobile Vehicle with an Inverted
Pendulum. J Intell Robot Syst .Springer. 60: 577-605
Jian Huang, Zhi-Hong Guan, Takayuki Matsuno, Toshio Fukuda, and Kosuke Sekiyama. (2010). Sliding-Mode
Velocity Control of Mobile-Wheeled Inverted-Pendulum Systems. IEEE TRANSACTIONS ON ROBOTICS,
26(4): 750-758
Zhijun Li, Member, IEEE, and Jun Luo. (2009). Adaptive Robust Dynamic Balance and Motion Controls of
Mobile Wheeled Inverted Pendulums. IEEE TRANSACTIONS ON CONTROL SYSTEMS TECHNOLOGY,
17(1):233-241
Ching-Chih Tsai, Senior Member, IEEE, Hsu-Chih Huang, Member, IEEE, and Shui-Chun Lin, Member, IEEE.
(2010). Adaptive Neural Network Control of a Self-Balancing Two-Wheeled Scooter. IEEE TRANSACTIONS
ON INDUSTRIAL ELECTRONICS, 57(4):1420-1428
H. Azizan*, M. Jafarinasab, S. Behbahani, M.Danesh. (2010). Fuzzy Control Based on LMI Approach and Fuzzy
Interpretation of the Rider Input For Two Wheeled Balancing Human Transporter" , IEEE International
Conference on Control and Automation Xiamen, China, 9-11 June.
Jin-Seok Noh, Geun-Hyung Lee, and Seul Jung. (2008). Control of a Mobile Pendulum System for a Boxing
Robot Game" , International Conference on Smart Manufacturing Application in KINTEX, Gyeonggi-do,
Korea,9-11 April.
Zhijun Li*, Kun Yang and Yipeng Yang. (2009). Support Vector Machine Based Optimal Control for Mobile
Wheeled Inverted Pendulums with Dynamics Uncertainties. Joint 48th IEEE Conference on Decision and Control
and 28th Chinese Control Conference Shanghai, P.R. China,16-18 December.
Ryoko Imamuraand Toshinobu Takei,Shinichi Yuta.(2008). Sensor Drift Compensation and Control of a
Wheeled Inverted Pendulum Mobile Robot. 978-1-4244-1703-2/08/$25.00 2008 IEEE Conference.
Hyung-Jik Lee and Seul Jung.(2008). Control of a Mobile Inverted Pendulum Robot System. International
Conference on Control, Automation and Systems, Seoul, Korea, Oct. 14-17.
P.K.W. Abeygunawardhana, Michael Defoort and Toshiyuki Murakami. (2010). Self-Sustaining Control of TwoWheel Mobile Manipulator using Sliding Mode Control. The 11th IEEE International Workshop on Advanced
Motion Control March 21-24, Nagaoka, Japan
Tatsuya Nomura, Yuta Kitsuka, Haruo Suemitsu, and Takami Matsuo. (2009). Adaptive Backstepping Control for
a Two-Wheeled Autonomous Robot. ICROS-SICE International Joint Conference 2009. August 18-21, Fukuoka
International Congress Center, Japan
Ching-Chih Tsai, Shui-Chun Lin and Bor-Chih Lin. (2010). Intelligent Adaptive Motion Control Using Fuzzy
Basis Function Networks for Self-Balancing Two-Wheeled Transporters. 978-1-4244-6588-0/10/$25.00 201 0
IEEE.
Zhijun Li and Yang Li and Chenguang Yang and Nan Ding. (2010).Motion Control of an Autonomous Vehicle
Based on Wheeled Inverted Pendulum Using Neural-adaptive Implicit Control. The 2010 IEEE/RSJ International
Conference on Intelligent Robots and Systems October 18-22, Taipei, Taiwan.
502
Biographies
Amirkhosro Vosughi was born in Shiraz, Iran, in 1986. He received the B.S. degree in electronic engineering from
Amirkabir University of Technology (Tehran Polytechnic), Tehran, Iran, in 2009 andhe is currently a M.S student in
Electronic Faculty Control branch in IranUniversity of Science & Technology, Tehran, Iran.
Hes interested fields consist of Robotic and Instrument and Control Theory.
Alireza Mohammad shahri received a B.s. degree in Electrical engineering from K.N.Toosi University of Technology,
Iran in 1985. He then received his M.Eug and Ph.D degrees in Electrical Engineering from University if
WollongongAustralia in 1994 and 1888, respectively. His research interests are: Instrumentation and measurement systems,
Industrial computer networks, Mobile Robots and Mechatronic systems. Dr. shahri is currently Faculty Member at the
department of Electrical Engineering at Iran University of Science & Technology.
503
I-PD Controller Design for A 4-Pole Hybrid

Electromagnet on the Basis of
Coefficient Diagram Method (CDM)
1,2,
Kadir ERKAN1, Muhammed GARIP1, Takafumi KOSEKI 2

Mechatronics Engineering Department / School of Mechanical Engineering / Yildiz Technical University
3,
Electrical Engineering Department / School of Engineering / The University of Tokyo
1
kerkan@yildiz.edu.tr, 2mgarip@yildiz.edu.tr, 3koseki@koseki.t.u-tokyo.ac.jp
Abstract. Electromagnetic levitation systems (maglev) inherently show unstable behavior in case of there
is no active stabilizing controller in closed loop. Therefore, this paper outlines and describes design
principles of stabilizing I-PD controller for a 4-pole hybrid electromagnet by using Coefficient Diagram
Method (CDM) providing a good balance of stability, response and robustness. Effectiveness of the
proposed design technique is verified by numerical and also experimental results.
Keywords: maglev,4-pole hybrid electromagnet, PID control, coefficient diagram method(CDM)
1 Introduction
The 4-pole hybrid electromagnet can solely produce levitation with full redundancy and can lead to couple of
being linear motor mover structure.[3] A possible industrial application is a freight conveyance system, used
in clean rooms, such as in a semiconductor manufactory. In this kind of applications, the electromagnet is
suspended below a track core. The controller either keeps the gap clearance at a constant distance, or changes
the gap length according to some rules with active stabilization.[1-2]
The well-known PID controller structure stabilize the system, but there is a zero-point near the origin, which
results in a large overshoot appeared at the output. This problem can be resolved by introducing the I-PD
configuration of PID structure. The key of I-PD controller design is how to decide the controller gains,
proportional, integral and derivative.Furthermore, since pure derivative is avoided from the point view of
practical realization, one significant issue rises up by questioning what should be definitely the limits of the
time constant of a pseudo derivative filter.
In this study, we apply Coefficient Diagram Method (CDM) to decide the gains of I-PD controllers for each
motion axes and stability limits of the time constant of admissible pseudo derivative filter. CDM is an
algebraic settlement applied to polynomial loop of the system on the parameter space, where a special
diagram is invoked to present and interpret the necessary information and also good design criteria of
predefined specifications. The basic idea of this approach is to use the stability indexes and the equivalent
time constant derived from the characteristic polynomial as the design basis. The design methodology is quite
simple and provides a good balance of stability, response and robustness.[4]
504
2 Basics of 4-Pole Hybrid Electromagnet

The hybrid electromagnet is comprised of 4 poles joint together by an iron yoke. Each pole includes a coil
to control the field intensity by means of applying an external voltage source and a laminate of permanent
magnet leading to hybrid structure as illustrated in Fig. 1. 4-pole hybrid electromagnet is analyzed by means
of well-known magnetic circuit principles. In the analysis, generally, it is assumed that magnetic resistance,
saturation, and hysteresis of the iron core, eddy currents and flux leakage with fringing effects are negligible.
(a)
(b)
Fig. 1. (a) Fundamental structure of 4-pole hybrid electromagnet. (b) Test bench.
4-pole electromagnet can control 3-degree of freedom motion by appropriate excitation of each one of the
pole coil via an axes transformation matrix.[6-7] Due to the page limitation and simplification of the
discussions, the governing dynamical equations of the system will be taken into consideration only for vertical
direction, z. Moreover, for inclination (roll, yaw) dynamics, same equations can be developed as well.
Transfer function for vertical direction is described as following;
G( s)
K iz
Z ( s)
Vz ( s) m L s 3 m R s 2 R K z
(1)
The fundamental idea of controlling 4-pole hybrid electromagnet is described as follows; it is assumed that
there exists three virtual winding currents, (iz, i, i) which are employed to control motions of vertical
direction z, and inclinations , correspondingly [6-7]. Hence, the feedback controllers are designed each one
of the motion freedom independently. The relationships between virtual currents of the each degree of
freedom and actual winding currents are obtained from current transformation matrix as shown in Fig. 2.
i1 1 1 1
i
iz
2 1 1 1 i
i3 1 1 1

i
i4 1 1 1
(a)
(b)
Fig. 2. (a) Control Method of 4-pole hybrid electromagnet. (b) Current transformation
matrix
505
3 I-PD Controller Synthesizing

Classical PID controller structure has a zero around the origin of s-plane when combined with the hybrid
electromagnet transfer function. That leads to undesired excessive overshoot and even instability of the
system. To overcome that issue PID structure was rearranged and I-PD structure was attained as demonstrated
in Fig.3. However, in practical sense, realization of pure derivative term was almost impossible, owing to
undesired sensor noise and effect of derivative kick. Here, we have proposed pseudo derivative term with a
low pass filter. For each one of the motion axis, an independent I-PD controller was assigned.
4 Controller Design by Coefficient Diagram Method (CDM)

There several techniques of designing PID type controllers.[2] Since, 4-pole hybrid electromagnet inherently
exhibits an unstable behavior, among the techniques, model based approaches are suitable methods.[1-3-6]
Frequency response based approaches and root locus methods, as a starting point, are quite suitable, however
finding a balance point among robustness, stability margins and response are rather messy.[6-7] Optimization
methods using genetic algorithms, swarm optimization methods and so on can be combined to yield a good
balance point. On the other hand, they require much more computational resources and introduce complexity
as well.[8-9] Also, PID controller structures supported by tuning methods are effective. But their
Z ref
KI
s
KP
VZ
K iz
m Ls m Rs R Kz
3
s KD
f s 1
I-PD
Controller
Fig. 3. I-PD controller with pseudo derivative filter.

implementation requires much rigor and in some situations their stability may be guaranteed easily.[2-7]
CDM with canonical form of system polynomials, at the beginning of the design, defines closed loop
performance and response without sacrificing a good balance point among the predefined control criteria. At
the same time; CDM graphically shows stability margins, and offers a logical tuning approach with few
parameters, stability indexes.[3-4-5]
Canonical form of Manabe for an nth order polynomial is described by following statement;
n i 1 1
P( s) a0 j ( s) s 1
i 2 j 1 j 1
(2)
where the design parameters; the equivalent time constant (), the stability indices (i) and the stability limits
(i*) are defined as;
506
(3)
ai2
, i 1,, n 1
ai 1 ai 1
0 n ,
a1 a0 , *i
1
i 1
(4)
1
i 1
The equivalent time constant specifies the speed of the time response. The stability indices and stability limits
indicate stability margin and waveform of the time response [8-10-11]. The variation of the stability indices
due to the plant parameter change points out the robustness. Stability conditions for Manabes canonical
polynomial are described as;
Necessary condition for the instabilit y :

i 1 i 1, for some i 2,, n 1
(5)
Sufficient condition for the stability :
i 1.12 i* , for all i 2,, n 1

When (5) i closely investigated, it can be seen that stability is guaranteed if all stability indices selected
greater than 1.5. Manabe proposed that the stability indices of the polynomial should be as following [8];
i 2.5,2,2, i 1,, n 1
KP
(6)
3 2 2 L2 RK z R 3 m
R4m
,
K
I
3 2 2 L2 K iz
33 2 2 1 L3 K iz
KD
(7)
a
R2m
L
, 1 1 2 3
1 Lz K iz
a0
R
Without using pseudo derivative filter
To
set
the
previous
discussions on a
concrete base a test
bench was designed
as photographed in
Fig.1. (b). The parameters of the test bench is tabulated in Table 1.

Table 5. Parameters of the test bench.
Unit
m [kg]
J, [kg.m2]
k [N2/A2]
Im [A]
Rz,, []
Value
10
0.3
6.8410-6
13.44
1.50
Unit
z0 [mm]
iz0[A]
Kz [N/m]
Kiz [N/A]
Lz,, [H]
Value
4.3
0.0
20991
14.87
0.016
Unit
0, 0 [rad]
i0, i0 [A]
K, K [Nm/rad]
Ki, Ki [Nm/A]
Epm [AT]
Value
0.0
0.0
106.43
3.13
2689
Determination of the proper I-PD gains is fulfilled by using (7). For the ideal case, degree of the
characteristic polynomial is 4th and corresponding coefficient diagram is depicted in Fig. 4.
507
10
ai
i
1,12.*i
*
i
a , , 1.12 ,
10
10
10
10
-2
2
indices
Fig. 4. Coefficient Diagram for ideal case. (without pseudo derivative filter)
As we see from Fig. 4., stability conditions are met, namely, there is no cross section between i (stability
indices) and i* (stability limits or margins). However, practical realization dictates that a low pass filter
should be inserted through derivative term, the pseudo derivative filter. At that point, one significant issue
comes out; "What is the proper value of the filter time constant?" In selection of the filter time constant, two
dominant factors should be taken into account; noise emission of the gap length sensors and stability margins.
Hence, there should be a compromise between them. Smaller time constant will result in much sensor noise
entrance to the system and have adverse effect on the performance. On the other hand, bigger time constant
will threaten stability of the system and deteriorate the performance as well. CDM resolves that issue by
providing a visual tool. Consistency of the controller parameters (7) with a given filter time constant can be
tracked and tested by CD. For example, if the filter time is set to f =0.017sec., stability margin of the system
is to be passed over as illustrated in Fig. 5.
10
ai
f 0.017 sec
10
*i
2
a, ,
*
i
10
10
10
10
-2
Stability margins
are exceeded
-4
2
3
indices
Fig. 5. Coefficient Diagram for the pseudo derivative filter case. (f =0.017sec)
It should be noted that with addition of the pseudo derivative filter, the closed loop characteristic equation
becomes 5th order polynomial as seen in Fig.5. Furthermore,
CDM has following unique properties; the degree of convexity of the diagram for the coefficients of the
characteristic polynomial provides a general measure for stability, while the general inclination of this curve
gives a measure for the speed of response. The change of the shape of the coefficient curve due to the
parameter variation is a measure of robustness.
508
5 Experimental Results & Discussions

In experiments, since, the gap length sensors don't induce low frequency noise, the filter time
constant set to f =0.001sec. Sampling frequency of the system adjusted to 20 kHz. Stability indices
are accepted as Manabe's proposal. Functional diagram of real time implementation is given in Fig.
8. Though, the feedback signal is constructed from gap sensor measurements and equivalently axes
transformations for inclinations, current sensors were located on the path of per pole coil by the
purpose of just measurement. Real time implementation was carried out on Matlab x-PC Target
platform. In the first experiment, reference tracking property of the I-PD controllers was tested. For
vertical axis (z) at t=0 sec. a square wave shaped reference applied until at t=1.5 sec. At the same
time, for inclination axes (, ), simultaneously square wave shaped references were applied. Fig.6
Fig. 7 demonstrate the results. Also, the simulations were run concurrently so that experimental
and numerical results could be evaluated readily. In second experiment, a 1.27 kg. disturbance mass
added to system the time interval between 1.6sec. and 4.4sec. to observe the disturbance rejection
property of I-PD controllers even in unbalanced loading conditions. Both experimental and
numerical results verify that the proposed I-PD control design methodology work well with not only
for tracking a reference but also even for unbalanced loading situations.
x 10
-4
experiment
reference
simulation
Z Axis Displacement (m)
4
2
0
-2
-4
-6
x 10
-3
experiment
reference
simulation
4
Alpha Axis Inclanation (rad)
2
0
-2
-4
0.5
1.0
1.5
2.0
2.5
3.0
-6
Time (s)
0.5
1.0
1.5
2.0
2.5
3.0
Time (s)
(a)
(b)
Fig. 6. Position tracking response (a) z-vertical axis (b) -inclination axes
0.8
1.5
0.6
1
Winding Currents (A)
Z Axis Current (A)
0.4
0.2
0
-0.2
-0.4
-0.6
-0.8
simulation
experiment
0
0.5
1.0
1.5
Time (s)
2.0
2.5
3.0
0.5
0
-0.5
-1
pole1
pole2
pole3
pole4
-1.5
-2
0.0
0.5
1.0
1.5
2.0
2.5
3.0
Time (s)
(a)
(b)
Fig. 7. Current response (a) z-vertical axis (b) coil currents
509
GAP
SENSOR
x 10
-4
Z Axis Displacement (m)
4
LOAD
Q8
POWER
AMP
TARGET
PC
DAC
ADC
-2
CPU
HOST
PC
-4
0
Fig. 9. Disturbance response for z-vertical

axis.
-3
1
Virtual Axes (A, Alpha & Beta) Currents (A)
Alpha & Beta Axis Inclanations (rad)
CPU
x 10
alpha axis
beta axis
1.5
1
0.5
0
-0.5
-1
-1.5
-2
0
Time (s)
Fig. 8. Functional diagram of real time

implementation.
2
MATLAB
XPC-TARGET
Time (s)
z axis current
alpha axis current
beta axis current
0.5
-0.5
-1
0
Time (s)
Fig. 10. Disturbance response for inclination axes.
Fig. 11. Disturbance response for zvirtual currents.
5 Conclusions
The discussed and outlined I-PD control design scheme based on CDM is a suitable and relatively very
easy approach for maglev systems. The technique has potential to apply any kind of motion control systems
without sacrificing a good balance point among robustness, stability and speed of response via visual design
support. The experimental and numerical calculation results validate effectiveness of the proposed design
method.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
Sinha, P. K., Electromagnetic Suspension, Dynamics and Control, Peter Peregrinus Ltd., London, U. K., (1987).
Astrm, K.J., T. Hagglund : PID Controllers: Theory, Design and Tuning. 2nd Edition.Research Triangle Park, NC:
Instrument Sociaty of America, (1995)
Liu, L. "Semi-Zero-Power Maglev Control and its Coordination with Linear Motor for Flexible Conveyance
System", PhD. Thesis, The University of Tokyo, June 2002
Manabe, S. "Coefficient Diagram Method", 14th IFAC Symp. on Automatic Control in Aerospace, Seoul(1998),
B. Taworn, B. Jongkol, N., Noriyuki, K., Yasuzumi, O. "CDM Based Two-Degree of Freedom PID Controllers
Tuning Formulas", Proc Sch Engineering Sch Inf Technol Electron Tokai Univ, Vol:30, pp.53-58, 2005
Bittar, Moura Sales A. R., PID Controller Design for Magnetic Leviataion Model, International Conference on
Cybernetics and Infotrmatics, Feb. 10-13, 2010
Ho, W.K., C.C. Hang, L. Cao, "Tuning of PID controllers based on gain and phase margin specifications",
Automatica, 31, pp. 497-502, 1995
A.I. Al-Odienat, A. A. Al-Lawama,"The Advantages of PID Fuzzy Controllers Over The Conventional Types",
American Journal of Applied Sciences, PP. 653-658, 2008
Li, T-H. S., Shieh, M-T. ,"Design of a GA-based fuzzy PID controller for non-minimum phase systems", Fuzzy Sets
and Systems, Volume 111, Issue 2, pp. 183-197, 16 Ap 2000
510
Chapter 3
INDUSTRIAL
ENGINEERING
511
A Fuzzy Inference System for Outsourcing

Arrangements Based on the Degree of Outsourcing
and Ownership
1,2
Ahmet Can Kutlu1, Hlya Behret2

Department of Industrial Engineering, Istanbul Technical University, Maka, Istanbul, 34367, Turkey
1
kutluahm@itu.edu.tr, 2behreth@itu.edu.tr
Abstract.Outsourcing is the contractual delegation of a service or an activity that is normally, but not always, performed
in-house to an outside supplier. The classification of hybrid formed companies based on outsourcing arrangements is a
complex process which can be done by deductive reasoning. The purpose of this study is to propose a fuzzy inference system
which consists of fuzzy if-then rules and produces output values for given input values for the determination of outsourcing
arrangements according to the degree of outsourcing and ownership of a company. In order to test the applicability of the
proposed framework, a hypothetical case study is demonstrated.
Keywords: fuzzy logic, fuzzy inference system, outsourcing.
1 Introduction
The make-or-buy decision which is fundamental to industrial organizations [1], is the act of making a
strategic choice between producing an item internally (in-house) or buying it externally (from an outside
supplier). The buy side of the decision is also referred to as outsourcing. Outsourcing is defined as the
contractual delegation of a service or an activity that is normally, but not always, performed in-house to an
outside supplier (vendor) [2]. The advantage of outside purchase (outsourcing) lies in the "high powered
incentives" of the market and in economy of scale, which means a specialized producer supplying multiple users
produces the input more cheaply [3].
Two alternative sourcing decisions as insourcing (make) or outsourcing (buy) are parts of make-or-buy a
certain decision. However there are other outsourcing arrangements for the hybrid forms. The classification of
hybrid formed companies based on outsourcing arrangements is a complex process which can be done by
deductive reasoning in which we wish to deduce or infer a conclusion, given a body of facts and knowledge. A
fuzzy inference system (FIS) employing fuzzy if-then rules can model the qualitative aspects of human
knowledge and reasoning processes without employing precise quantitative analyses [4].
The purpose of this study is to propose a fuzzy inference system which consists of fuzzy if-then rules and
produces output values for given input values for the determination of outsourcing arrangements according to the
degree of outsourcing and ownership of a company.
The following section includes the literature review of outsourcing arrangements. In the next section the
proposed methodology is explained by defining the fuzzy rules. Then a case study demonstrated the applicability
of the method. In the last section the study is concluded.
512
2 Literature Review
There are several classifications of outsourcing arrangements types in the literature. Loh and Venkatraman
(1991) classified the insourcing and outsourcing types according to the dimensions of the internalization of
human and technical resources [5]. The highest internalization of human resources and technological resources
represent complete in-house operations and the lowest internalization of human resources and technological
resources mean the complete outsourcing. The other outsourcing types in between are the facility management
outsourcing, systems integration outsourcing, and the time-sharing outsourcing. Currie and Willcocks, analyzed
(1998) four types of IT sourcing decisions in the context of scale, client/supplier, interdependency and risk
mitigation [6]. These types are total outsourcing multiple-supplier sourcing, joint venture/strategic alliance
sourcing, and insourcing. Elam (1988), suggested the possible use of three forms of cooperative arrangement;
full-equity ownership, partial ownership, and no ownership [7]. Dibbern et. al. (2004) developed a classification
of six outsourcing arrangements the kind of which are based on two parameters; degree of outsourcing and
ownership [8].
The classified outsourcing arrangements are briefly explained below [8]:
Spin-off (SPO): Outsourced activities could be spun off into a separate services unit or company a situation
where the ownership is still internal but the function is either totally or selectively outsourced [9]-[10].
Joint ventures (JV): When the spin off is jointly owned between the client and vendor organizations. Such
joint ventures are based on a strategic partnership [11]-[12].
Traditional outsourcing (TO): The ownership of the activities is handed over to the outsourcing vendor and
outsourcing is of the total variety [13].
Selective outsourcing (SLO): Outsourcing is selective when the ownership of the activities is handed over to
the outsourcing vendor [14].
Insourcing / Backsourcing (I/B): A firm has the activities entirely inside and has total ownership of it and the
activities had not previously been outsourced [15], backsourcing refers to the same situation but the unit has
been brought back in-house after being outsourced [16].
Facilities sharing (FS): The firm chooses to share ownership of activities with either a vendor or others in the
same industry [17].
3 Proposed Methodology
This paper proposes a fuzzy inference system for the determination of outsourcing arrangements according to
the degree of outsourcing and ownership of a company. Fuzzy inference system (FIS) is the process of
formalizing the reasoning process of human language using fuzzy logic. This process involves three major
concepts which are membership functions, fuzzy set operations, and inference rules [18]. A fuzzy rule is a
conditional statement, expressed in the form if-then. The deduction of the rule is called the inference and
requires the definition of a membership function characterizing this inference. FIS uses fuzzy if-then rules to
determine a mapping from fuzzy sets in the input universe of discourse to fuzzy sets in the output universe of
discourse.
In the literature, three types of FISs, Mamdani FIS, Sugeno FIS, and Tsukamoto FIS, have been widely used in
various applications. The differences between these FISs lie in the consequents of their fuzzy rules, and thus
their aggregation and defuzzication procedures differ accordingly [19].
A typical FIS consists of four steps; fuzzification, fuzzy rules, fuzzy inference and defuzzification.
Step 1: (Fuzzification) Fuzzification process involves the definition of the membership functions of
input/output variables by linguistic variables.
Step 2: (Fuzzy rules)A FIS with i-input variables has r=pi rules, where p is the number of linguistic terms per
input variable. As the dimension and complexity of a system increase, the size of the rule base increases
exponentially.
513
Step 3: (Fuzzy inference) Fuzzy inference is an inference procedure to derive a conclusion based on a set of
if then rules. In this study, Mamdani method is used for fuzzy inference. The Mamdani inference method is
manually constructed on the basis of expert knowledge and the final model is neither trained nor optimized. The
mechanism of Mamdani inference method is as follows: (1) If there is more than one input in the rule, fuzzy set
operations should be applied to achieve a single membership value; (2) then implication method (min) is applied
to reach each rules conclusion; (3) the outputs obtained for each rule are combined into a single fuzzy set, using
a fuzzy aggregation operator (max).
Step 4: (Defuzzification) Through fuzzy inference, the result can be converted into a definite value. In this
study the center of area defuzzification method is used in order to get the advantage of its continuity and
disambiguity. Center of area (also called centroid method or center of gravity method) is the most prevalent and
physically appealing of all the available defuzzification methods [20]. It is given by the algebraic expression as
follows;
(1)
where is a fuzzy set having the membership function
4 Case Study
As a case study, three different hybrid formed company is classified based on outsourcing arrangements by
using a Mamdani type FIS which is developed by using MATLAB Fuzzy Logic ToolboxTM .(Fig. 1).
Fig. 1. Mamdani type FIS.

The proposed FIS is developed for the reasoning process in which two parameters such as degree of
outsourcing (I1) and ownership (I2) are considered as inputs and six outsourcing arrangements are considered as
outputs with the linguistic variables of low, medium and high. For the input variables, a 3-point scale triangular
membership function is used to represent the linguistic values of low, medium and high as (0,0,50) for low,
(10,50,90) for medium and (50,100,100) for high. For the outputs the scale of fuzzy numbers is as following;
(0,0,0.4),(0.1,0.5,0.9) and (0.6,1,1).
The rules established by using the linguistic variables are listed below;
RULE 1: IF degree of outsourcing is High AND ownership is high THEN Spin-off is High AND Joint-Venture
is Medium.
RULE 2: IF degree of outsourcing is High AND ownership is Medium THEN Spin-off is Medium AND JointVenture is High AND Traditional Outsourcing is Medium AND Selective Sourcing is Low
RULE 3: IF degree of outsourcing is High AND ownership is Low THEN Traditional Outsourcing is High
AND Joint-Venture is Medium AND Selective Sourcing is Medium.
RULE 4: IF degree of outsourcing is Medium AND ownership is High THEN Spin-off is High AND JointVenture is Medium AND Insourcing/Backsourcing is Medium AND Facilities sharing is Low.
RULE 5: IF degree of outsourcing is Medium AND ownership is medium THEN Joint-Venture is High AND
Spin-off is Medium AND Selective Sourcing is Medium AND Facilities sharing is Medium AND Traditional
Outsourcing is Low AND Insourcing/Backsourcing is Low.
514
RULE 6: IF degree of outsourcing is Medium AND ownership is Low THEN Selective Sourcing is High AND
Joint-Venture is Medium AND Traditional Outsourcing is Medium AND Facilities sharing is Low.
RULE 7: IF degree of outsourcing is Low AND ownership is High THEN Insourcing/Backsourcing is High
AND Spin-off is Medium AND Facilities sharing is Medium AND Joint-Venture is Low.
RULE 8: IF degree of outsourcing is Low AND ownership is Medium THEN Facilities sharing is High AND
Insourcing/Backsourcing is Medium AND Joint-Venture is Medium AND Spin-off is Low AND Selective
Sourcing is Low.
RULE 9: IF degree of outsourcing is Low AND ownership is Low THEN Selective Sourcing is Medium AND
Facilities sharing is Medium AND Joint-Venture is Low.
After the construction of fuzzy rules, the fuzzy inference process is performed to derive a conclusion based on
a set of if-then rules. Figure 2 represents the fuzzy rules for the inference system which is formed by using
MATLAB Fuzzy Logic ToolboxTM.
Fig. 2. Fuzzy rules for the FIS.

Afterwards the inputs are firstly evaluated within the scale range of 0-100 by the experts. For the given input
values for each hybrid formed company, the FIS produces the output values which give the membership degree
of that company to the related outsourcing arrangement (Table 1).
Table 1.Memberships of the companies to the related outsourcing arrangements.
Company
M1
M2
M3
I1
65
90
50
I2
85
10
50
SPO
0.73
0.00
0.50
JV
0.52
0.50
0.87
TO
0.44
0.86
0.13
SLO
0.44
0.5
0.50
I/B
0.48
0.00
0.13
FS
0.27
0.00
0.50
When we analyze the Table 1, for the first hybrid form company which has a point of 65 for degree of
outsourcing and a point of 85 for ownership, we can say that with 0.73 possibility it is a Spin-off. The second
company which has 90 point for degree of outsourcing and 10 point for ownership, is possibly be a Traditional
Outsourcing with 0.86 membership degree. Lastly, the third company having 50 point for degree of outsourcing
and 50 point for ownership, has 0.87 possibility to be a Joint Venture.
515
5 Conclusion
This study presents a framework for the classification of hybrid formed companies based on outsourcing
arrangements. These arrangements are classified by a FIS employing fuzzy if-then rules. Fuzzy if-then rules
produces output values for given input values for the determination of outsourcing arrangements according to the
degree of outsourcing and ownership of a company. For the reasoning process, Mamdani type FIS is utilized in
which input and output parameters are represented with the linguistic variables of low, medium and high by
using nine if-then rules. In order to test the applicability of the proposed framework, a hypothetical case study is
demonstrated. The scores based on input parameters of three hybrid formed companies are evaluated by experts
and the reasoning of these companies is obtained by using the constructed inference system. The hypothetical
case study demonstrated the applicability of the FIS in classification of outsourcing arrangements under
uncertain environment.
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Biographies
Ahmet Can Kutlu was born in Istanbul / Turkey in 1981 and graduated in electrical engineering at Istanbul
Technical University (ITU) in 2004. After the graduation in engineering management master program at the
institute of science and technology at ITU in 2007, he began his PhD studies in industrial engineering program at
the same institute at the same university in Istanbul / Turkey.
His research interest is about the management issues and methods concerning the fields of strategy, quality,
energy and human resources.
Mr. Kutlu has been working as a research assistant in the department of Industrial Engineering at the faculty
of Management at Istanbul Technical University since 2005
Hlya Behret was born in Kayseri / Turkey in 1979 and graduated in industrial engineering at Erciyes
University (Kayseri/Turkey) in 2001. After the graduation in industrial engineering master program at the
institute of science and technology at Bogazici University (Istanbul/Turkey) in 2006, she began her PhD studies
in industrial engineering program at institute of science and technology at Istanbul Technical University (ITU) in
Istanbul / Turkey.
Her research interest is about production planning and control and methods concerning the optimization of
complex systems under uncertainty.
Miss. Behret has been working as a research assistant in the department of Industrial Engineering at the
faculty of Management at Istanbul Technical University since 2006.
517
Provider Selection and Task Allocation Problems

Under Fuzzy QoS Constraints and Volume Discount
Pricing Policy for Telecommunication Network
Hasan Hseyin Turan1, Nihat Kasap2, Hseyin Savran3
1
University of Yalova, Department of Industrial Engineering, Yalova, 77100, TURKEY

2
Sabanc University, School of Management, Istanbul, 34956, TURKEY
1
University of Yalova, Department of Computer Engineering, Yalova, 77100, TURKEY
1
hturan@yalova.edu.tr, 2nihatk@sabanciuniv.edu, 3huseyinsavran2006@gmail.com
Abstract. Nowadays every firm uses telecommunication networks to continue their existence and complete
their daily operations. In this paper, we investigate an optimization problem that a firm faces when acquiring
network capacity from a market in which there exist several network providers offering different pricing and
quality of service schemes. In the mathematical model, quality of service level guaranteed by network
providers and minimum quality of service level which is needed to accomplishing operations are denoted as
fuzzy numbers. Finally, a heuristic solution procedure is proposed to solve resulting nonlinear mixed integer
programming model with fuzzy coefficients.
Keywords: telecommunication, fuzzy quality of service, heuristic algorithm
1 Introduction
Usage of data networks encompasses not only the traditional data applications but also newer
applications such as real-time audio/video streaming, voice over TCP/IP, real-time transactions and other batch
transactions over digital networks [1]. Firms in other words customers can lease or buy required amount of
network resource from telecommunication network suppliers to perform their tasks. Each of these mentioned
operations are assigned one of the acquired resources. Every task requires distinct amount of network capacity
and different quality of service (QoS) requirements. As a consequence, not only cost but also QoS levels that are
guarantied by network providers have to be taken into account by firms while selecting telecommunication
network suppliers.
The QoS requirements for an operation include a wide range of parameters such as bandwidth, loss
ratio, maximum delay and delay variation (jitter) [2]. Due to the non-deterministic nature of telecommunication
network environment, it is not always possible to correctly estimate these parameters beforehand. Therefore, the
main contribution and innovation of proposed work is the development of a mechanism for solving complex
selection and task allocation problems in communication networks. Based on the fact that accurate information
needed for making these decisions is not available. In the QoS related problems, QoS requirements by the users
can be regarded as fuzzy terms, since there exist the imprecision of fuzziness inherent in human judgments.
Network managers often avoid specifying crisp values for their goal [3]. Moreover, the imprecision of network
state seems to be always present and our best bet is to live with it [3].
518
In this paper, we investigate an optimization problem that a firm faces when acquiring network capacity
from a market in which there exist several network providers offering different pricing and quality of service
schemes. Quality of service level guaranteed by network providers and minimum quality of service level which
is needed to accomplishing operations are denoted as fuzzy numbers. Moreover, proposed model has ability of
coping with different price discount policies (volume discount pricing) that are offered by network providers in
order to encourage customers to acquire large scale capacity. The problem is modeled from the firms
(customers) point of view and assumes customer is rational decision maker. Although there exist some studies
in current literature related to routing and infrastructure by taking into account fuzzy quality of service, best to
our knowledge there is almost no study about how fuzzy quality of service constraints effect network capacity
acquiring and task allocation policies. To sum up, the aim of this research is suggesting a novel mathematical
model and developing efficient solution algorithm to the capacity acquisition and task allocation problem which
is encountered by firms using network capacity.
2 Literature Review
Fuzzy logic has been applied to the several networking area during the last decade, and we believe that
our study can extend the use of fuzzy logic in this area and particularly in task allocation. It is possible to divide
current literature into two clusters that are related to application of fuzzy QoS parameters in telecommunication
industry. One of these clusters might be considered as routing related researches under the assumption of fuzzy
delay, jitter and package loss. Chen et al. [3] argues that it is unreasonable and inefficient to express the QoS
constraints with deterministic crisp values. They presents new fuzzy genetic algorithm for QoS multicast routing
and simulation experiments to demonstrate the algorithms efficiency. Cohen et al. [2] also tries to solve routing
problem (path selection problem) under uncertainty. They present a fuzzy-based method for path selection under
additive quality of service constraints, where the information available for making routing decisions is
inaccurate. Guerin et al. [4] and Lorenz et al. [5] argue that the QoS constraints usually represented in the formof
crisp limits. However, in actual network environment thiskind of information is quite imprecision because of
non-negligiblepropagation delay of state message, relative longupdate period due to overhead concern, and
hierarchicalstate aggregation. Rai et al. [6] proposes a multi-objective Pareto-optimal technique using Genetic
Algorithm (GA) for group communication, which determines a min-cost multicast tree satisfying end-to-end
delay, jitter, packet loss rate and blocking probability constraints. Their model incorporates a fuzzy-based
selection technique for initialization of QoS parameter values at each instance of multicasting. Another existing
set of literature about fuzzy QoS parameters mostly concentrates on selection or ranking of telecom suppliers or
services under inaccurate or vague data. Robak et al. [7] introduce modeling methodology of the QoS
requirements for e-Business transactions between the service requestorsand the service providers by usage of
fuzzy methods. Wang [8] argues that service selection based on QoS-aware can bring great benefits to service
consumers, as it is able to reduce redundancy in search.
This section of literature review is devoted to articles that are concerned with supplier selection under
existence of fuzzy information. nt et al. [9] develop a supplier evaluation approach based on the analytic
network process (ANP) and the technique for order performance by similarity to ideal solution (TOPSIS)
methods to help a telecommunication company in the GSM sector in Turkey. Kumar et al. [10] presents fuzzy
Multi-objective Integer Programming Vendor Selection Problem formulation that incorporates the three
important goals: cost-minimization, quality-maximization and maximization of on-time-delivery-with the
realistic constraints such as meeting the buyers demand, vendors capacity, vendors quota flexibility, etc. Amid
et al. [11] develops a fuzzy multi objective model is formulated in such away as to simultaneously consider the
imprecision of information and determine the order quantities to each supplier based on price breaks. Amid et al.
[12] suggests a weighted maxmin fuzzy model to handle effectively the vagueness of input data and different
weights of criteria.
519
3
Problem Definition and Proposed Mixed Non-Linear Integer Mathematical
Programming Model with Fuzzy QoS Constraints
In the model, it is assumed that all tasks and operations that have to be performed by firm can be
divided into two discrete sets namely size fixed and time fixed tasks without loss of generality. It is also assumed
that all mentioned tasks independently require different transmission time, bandwidth and quality of service
level. In the mathematical model, QoS level guaranteed by network providers and minimum QoS level which is
needed to accomplishing operations are denoted as triangular fuzzy numbers (TFN). Two important QoS factors,
delay and jitter, are modeled by fuzzy membership functions. Figure 1 shows delay membership functions for
two different telecommunication suppliers.
Objective function of presented model includes two cost terms, cost of acquiring capacity that reflects
different pricing and discount schemes of suppliers and the potential opportunity costs such asthe cost of
degradation in quality (which is more relevant for real time streaming applications), and the QoS switching cost
when the decision maker intentionally downgrades the QoS level or switch to another supplier. The parameters
define network providers are bandwidth, duration and QoS level.
Fig.1. Delay fuzzy membership functions of two bandwidth provider

Problem Notation:
I : Indexed set of suppliers
J : Indexed set of tasks
AT : Indexed set of time fixed tasks

AS : Indexed set of size fixed tasks
AT : Indexed set of time fixed tasks
mi : Number of the bandwidth level provided by i th supplier
ik :
ik :
cik :
Li :
Ci :
Transmission efficiency provided by

Amount of bandwidth provided by
i th supplier at k th bandwidth level
Unit cost of buying bandwidth from

Duration of contract

i th supplier
Maximum amount of bandwidth provided by
i th supplier
j ( j AT ) not reaching target transmission rate
c oj :
Opportunity cost for task
wj :
Size of task
r jU :
Maximum transmission rate for task
r jL :
Minimum transmission rate for task
j ( j AS ) in terms of bits
t j : Expected transmission duration for task j ( j AT )
520
~i , i : Fuzzy triangular delay and jitter values provided by i th supplier, respectively

~ j ,~j :
Fuzzy triangular delay and jitter values requested by task
j th , respectively
Decision variables:
r j : Transmission rate of j th task
t j : Transmission starting of j th task
1, if k th bandwidth level is choosen from i th supplier

xik
0, otherwise
1, if task j th is assigned to supplier i

yij
0, otherwise
1, if at time t task j is transmited by using supplier i

yijt
0, otherwise
Mathematical Model:
mi
Min
c
iI k 1
mi
x ik (rjU rj ik )c oj yij
ik ik
(1)
iI jAT k 1
Subject to :
w j yij
jAS
yij ~ j ~i
~
y ~
ij
mi
xik ik ik Li
t
r
y
j j ij ik
jAT
k 1
t j yij Li
i I
(2)
i I , j J
(3)
i I , j J
(4)
i I , j AT
(5)
521
mi
xik ik ik 0
r
y
j ijt
j J
k 1
y 1
y t
ij
iI
ijt
iI t Li
r y
j
iI t Li
mi
x
k 1
ik
ijt
wj
1
mi
yij xik 0
i I , t 1,2,, Li
(6)
j J
(7)
j AT
(8)
j AS
(9)
i I
(10)
i I , j J
(11)
k 1
i I , j J , t Li
yijt yij
rj ik y r
L
ij j
rjik yij r
U
j
(12)
i I , j AT , k 1,.., mi (13)
i I , j AT , k 1,.., mi (14)
xik ik Li Ci
k 1
i I
(15)
rj , t j 0
j J
(16)
mi
xik 0,1
yij 0,1
yijt 0,1
i I , k 1,, mi
i I , j J
i I , j J , t Li
(17)
(18)
(19)
Above mathematical models objective function represents cost minimization problem for firms that
buy capacity from telecommunication market. Objective function includes two cost terms. First expenditure term
consists of total capacity acquiring cost by taking into account discounts. Second term reflects opportunity cost
because of not meeting target transmission rate. Constraint set (2) ensures that we can use only up to available
capacity. Fuzzy constraint sets (3) and (4) guarantee that task can be assigned to only resources (suppliers) which
provide lower or equal delay and jitter values, respectively. Constraint (5) ensures that all time fixed tasks
assigned to a resource are completed when the resource is available. Constraint set (6) prevents using more
bandwidth than available at any time. Constraint (7) together with (18) ensures that a task is allocated just only
one resource and all tasks are allocated. (8) Numbered constraint set guarantees that all time fixed jobs actually
placed into required amount of time slice. On the other hand, constraint (9) forces to reverse enough capacity for
size fixed tasks. Constraint set (10) prevents buying more than one bandwidth level from any supplier. Next
constraint (11) enforces assigning tasks only to resources that is already bought. Constraint set (12) ensures that
a task is allocated a network resource only if it is occupies a time slice on it. Constraints (13) and (14) put
limitation on possible minimum and maximum transmission rate of each time fixed task, respectively.
Constraints set (15) ensure not acquiring capacity more than sold by network providers. Rest of the constraints is
used for sign and binary restrictions
4 Solution Heuristic and Computational Study

The proposed model will turn into special case of well-known 2-Dimensional bin packing problem, if
all tasks are considered as time fixed and opportunity cost term in objective function is removed. In addition, it is
also necessity deleting fuzzy QoS constraints that are introduced in above formulation to make our model
522
somehow similar to bin packing formulation. 2-Dimensional Bin packing problems are considered as NP Hard
[13]. Therefore, it can be concluded that suggested cost optimization model for firms is also NP Hard in strong
sense. To sum up, existing commercial optimization software packages do not have ability of solving our model
in reasonable amount of time. Hence, it is essential to develop fuzzy heuristic algorithm in order to solve existing
problem. In the context of possibility theory, there are different approaches to model the coefficients of the
objective function and/or the constraints as fuzzy members. Here the transformation method proposed by Gen et
al. [14] and used by [15] is adopted and extended to transform fuzzy right hand side numbers and fuzzy
technological coefficients numbers in greater than or equal type constraints to crisp constraints.
n
~
(20)
i 1,, m
a~ij x j bi
j 1
~ is the fuzzy technological coefficient of the i-th constraint and j-th

where x j is the j-th decision variable; a
ij
decision variable; and
~
bi is the fuzzy right hand side term of i-th constraint. Crisp formulation of (20) is given
below.
n
((1 )a
j 1
ij1
aij 2 ) x j (1 )bi1 bi 2
i 1,, m
(21)
where 0 1 is a cutoff value that has to be established parametrically. Therefore, the transformation of the
fuzzy QoS constraints sets (3) and (4) in Section 3 into crisp inequalities are performed by using (21). In order
to solve the problem is settled down parametrically to obtain the value of objective function ( z ) for each one
of those 0,1 . The result is, however, a fuzzy set planner has to decide which pair ( , z ) considers the
optimal if he wants to obtain a crisp solution.
Fuzzy Heuristic Algorithm:

Step 1: For each task j J calculate delay equivalentof task j and jitter equivalent of task j , for given value
of
by using (21). Afterwards, sort all tasks first increasing order of j then increasing order of j .
Step 2: Sort the list by decreasing order of sizes of tasks. Call this list J .
Step 3: For each supplier i I calculate delay equivalent of resource i and jitter equivalent of resource i for
given a given value of
by using (21).
Step 4: Sort all suppliers first increasing order of
i then increasing order of i .
Step 5: Sort the list obtained at Step 4 by increase order of effective unit capacity cost cik . Where cik cik / Liik
. Call this list I .
Step 6: Let rj
rjU , j AT . Starting from the first element of J assign tasks to suppliers (bins) again starting
from the top ranked supplier of
I as long as j i and j i holds simultaneously
Step 7: After allocation of all tasks, find least used most expensive supplier. Try to move all tasks in this bin into
other already chosen bins by taking opportunity cost and swapping tasks among resources. Calculate the current
total cost by Eq. (1)
Step 8: Repeat Step 7, if it is feasible and economical, otherwise stop.
Table 1 shows the results of a test case where firm has to complete 100 tasks and also there exists 40
different suppliers in the market. Test scenario analyzes indicates that changing value of does not effect the
number of supplier selected. Yet, it effects which supplier is selected. Optimal Solution for decision maker is
observed when is chosen 0.5.
523
# of
Supp
-liers
#
of
Tasks
40
40
40
40
40
40
40
40
40
40
40
100
100
100
100
100
100
100
100
100
100
100
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Table 1 Test results for changing values

Total
Opportunity
Capacity
#
Cost
cost
purchasing Supplier
cost
Selected
288.375
288.883
288.725
289.195
290.204
286.100
286.547
287.571
287.558
288.690
287.752
41.7375
42.2456
42.0878
42.5576
55.1896
39.4625
39.9097
40.9396
40.9205
42.0530
52.7371
246.637
246.637
246.637
246.637
235.015
246.637
246.637
246.637
246.637
246.637
235.015
5
5
5
5
5
5
5
5
5
5
5
Unused
Capacity
(%)
0.12
0.26
0,19
0,26
0,05
0,03
0,16
0,25
0,36
0,39
0,002
Run
Time
(sec.)
3.939
3.699
3.483
3.858
4.965
3.912
3.919
4.190
3.929
3.945
4.934
Acknowledgements
This research is supported by the Scientific and Technological Research Council of Turkey (TBTAK), ShortTerm R&D Funding Program (Grant No. 110 K 609).
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524
A Fuzzy Multicriteria SWOT Analysis

Mehmet Ekmekiolu1, Ahmet Can Kutlu2, Cengiz Kahraman 3
meceng3584@yahoo.com, Production Planning Department of FORD OTOSAN
2
kutluac@itu.edu.tr, Industrial Engineering Department of Istanbul Technical University
3
kahramanc@itu.edu.tr, Industrial Engineering Department of Istanbul Technical University
1
Abstract. SWOT (Strengths, Weaknesses, Opportunities and Threats) analysis is a commonly used and an
important technique for analyzing internal and external environments in order to provide a systematic
approach and support for a decision making. SWOT is criticized mostly for considering only qualitative
examination of environmental factors, no priority for various factors and strategies, and no vagueness of the
factors under fuzziness. In this paper, fuzzy TOPSIS (Technique for Order Preference by Similarity to Ideal
Solution) integrated with fuzzy analytical hierarchy process (AHP) is used to develop fuzzy multi-criteria
SWOT analysis in order to overcome these shortcomings.
Keywords: Fuzzy SWOT, Fuzzy AHP, Fuzzy TOPSIS
1 Introduction
In SWOT analysis is a commonly used and important technique for analyzing internal and external
environments in order to provide a systematic approach and support for a decision making [1], [2], [3], [4], [5].
This approach involves systematic thinking and comprehensive diagnosis of factors related to a new product,
technology, management, or planning [6]. SWOT, commonly known in strategic management area, analyzes the
opportunities and threats identified by an internal environment appraisal as well as the strengths and weaknesses
by an external environment appraisal [7], [8]. The external and internal environments include variables which are
outside and inside the organization, respectively. The top management of the organization cannot affect either
type of the variable for a short-term [9].
SWOT, an early stage of the strategic planning process, has the goal of developing and adopting a strategy
resulting in a good fit between internal and external factors [4]. SWOT maximizes strengths and opportunities,
and minimizes threats and weaknesses. In other words, it transforms weaknesses into strengths, and threats into
opportunities [10], [11]. SWOT can also be used when strategy alternative suddenly arises and the decision
context relevant to it has to be analyzed [11].
In a conventional SWOT analysis, the magnitude of the factors is not quantified to determine the effect of
each factor on the proposed plan or strategy [12]. In other words, SWOT analysis does not provide an analytical
means to determine the relative importance of the factors, or the ability to assess the appropriateness of decision
alternatives based on these factors [13]. A new hybrid method was presented in [4] that eliminates the
weaknesses in the measurement and evaluation steps of the SWOT analysis and this technique involves the
utilization of the analytic hierarchy process (AHP) in the SWOT analysis and has been referred to as AWOT in
subsequent studies [13], [14]. The quantified SWOT analytical method adapted to the Multi-Attribute Decision
Making concept is used in [15] and AHP and a multi-layer scheme for the simplification of the complex
525
problems are utilized [7]. Furthermore analytical network process (ANP) in a SWOT analysis was suggested in
[16].
While the proper use of SWOT is a good basis for strategy formulation [13], it still has certain structural
problems. The majority of papers assume that the demand is deterministic, but in reality this assumption is not
true [17]. An important problem is the lack of considering uncertain and two sided factors and there is a lack of
prioritization of the factors and strategies and there are too many extractable strategies.1 Despite its wide
applications, in [18] mention seven problems of the SWOT method and most important ones are as follows:
Usually only qualitative examination of environmental factors is considered [19];
It considers no priority for various factors and strategies;
It does not consider the vagueness of the factors.
In this paper, a model is proposed for quantified SWOT under fuzziness. After internal and external criteria
are determined, Changs fuzzy AHP [20] is utilized to determine the weight vector of each type of criteria. Later,
by using the linguistic scores of each strategic alternative for both internal and external criteria, and the weight
vector of each type of criteria, Chens fuzzy TOPSIS [21] is utilized. According to the ranking results the degree
of internal dimension scores from weakness to strength and the degree of external dimension scores from threats
to opportunities are obtained. At last, the strategic alternative is selected with the largest strength and opportunity
scores.
The rest of the paper is organized as follows. In Section 2, Literature Reviews of Fuzzy SWOT, Fuzzy AHP
and Fuzzy TOPSIS are expressed. In Section 3, fuzzy multi-criteria SWOT analysis is modeled. Finally,
conclusions are given.
2 Literature Review
2.1 Fuzzy SWOT
In SWOT analysis some uncertainties can be encountered in the evaluation of an organizations internal and
external environment. It can be stated that it is impossible for the opportunities and threats arising from the
external environment of the firm to be always definite in any condition. Consequently, it is also impossible to
measure the numerical values precisely. Similarly, it is not always possible to measure or evaluate the strengths
and weaknesses which are the consequences of the assets and abilities of the firm exactly [1]. Besides, in SWOT
analysis, it is difficult to evaluate the factors in any case and at anytime in a binary based Aristotle logic. For
instance, it may not be realistic to represent the image about the goods and services produced by a firm in two
points as sufficient (1) or insufficient (0). In real life, there may be different evaluations between these two.
Therefore, it will not be possible to understand the actual situation with an evaluation which does not assume
fuzziness [1].
In [1] it is emphasized that in most cases the internal and external factors cannot be fully recognized as
positive or negative, as their impact on the organization could be observed within a wide spread which may
include both positive and negative effects and in [1] a fuzzy SWOT algorithm considering uncertain and twosided factors, and prioritization of that factors and strategies are presented. Strategies to reduce the dangers of
transporting hazardous material in Iran are made in [22] by using the method of fuzzy SWOT analysis. In [23] a
fuzzy quantified SWOT analytical procedure that integrates the MCDM concept and fuzzy method to help
decision makers assess the competitive position and degree of locations developing internal distribution centers
(IDC) is proposed. By using this method the environmental position of locations developing IDCs can be judged
according to their environmental position and competitive degree in four quadrants, and competitive strategies
further developed to strengthen competitive advantage in accordance with the grand strategy matrix (GSM)
model. A new fuzzy quantified SWOT procedure that integrates the fuzzy ANP method to help decision makers
assess the competitive position and degree of each transportation industry developing in Taiwans transportation
market is presented in [24]. The proposed model can handle the criteria characteristics, which may be
independent, dependent and interdependent. A two phased decision model for supplier selection is proposed in
[7]. In first phase, fuzzy quantified SWOT analysis is applied for evaluating suppliers. The output of this stage is
526
the weight of each supplier. In second phase a fuzzy linear programming model is applied to determine the order
quantity.
2.2 Fuzzy AHP
AHP is one of the well-known multi-criteria decision making techniques that was first proposed by Saaty
(1980) in [25]. The classical AHP takes into consideration the definite judgments of decision makers [26].
Although the classical AHP includes the opinions of experts and makes a multiple criteria evaluation, it is not
capable of reflecting humans vague thoughts [27].
As the uncertainty of information and the vagueness of human feeling and recognition, it is difficult to provide
exact numerical values for the criteria and to make evaluations which exactly convey the feeling and recognition
of objects for decision makers. Therefore, most of the selection parameters cannot be given precisely. Thus
experts may prefer intermediate judgments rather than certain judgments. So the fuzzy set theory makes the
comparison process more flexible and capable to explain experts preferences [28].
Different methods for the fuzzification of AHP have been proposed in the literature. AHP is firstly fuzzified in
[29], and in this study, fuzzy ratios which were defined by triangular membership functions were compared. The
comparison ratios based on trapezoidal membership functions are used in [30]. A new approach was introduced
in [20] for handling fuzzy AHP, with the use of triangular fuzzy numbers for pair-wise comparison scale of
fuzzy AHP, and the use of the extent analysis method for the synthetic extent values of the pair-wise
comparisons. A fuzzy objective and subjective method based on fuzzy AHP was proposed in [31]. A selection
among the transportation companies is analyzed in [32] by using fuzzy axiomatic design and fuzzy AHP. They
developed a fuzzy multi-attribute axiomatic design approach and compared it with fuzzy AHP.
2.3 Fuzzy TOPSIS
TOPSIS, one of the classical Multi-criteria decision making methods, was developed by Hwang and Yong
(1981) in [33]. It is based on the concept that the chosen alternative should have the shortest distance from the
positive ideal solution (PIS) and the farthest from the negative ideal solution (NIS). TOPSIS also provides an
easily understandable and programmable calculation procedure. It has the ability of taking various criteria with
different units into account simultaneously [34].
A number of fuzzy TOPSIS methods have been developed in recent years. Fuzzy numbers to establish fuzzy
TOPSIS was first applied in [35]. A fuzzy TOPSIS method developed in [36] where relative closeness for each
alternative is evaluated based on fuzzy arithmetic operations. TOPSIS method is extended to fuzzy group
decision making situations by considering triangular fuzzy numbers and defining crisp Euclidean distance
between two fuzzy numbers in [21]. The methodology proposed by Chen (2000) is further improved in some
studies [37], [38]. In addition the fuzzy TOPSIS method is extended based on alpha level sets with interval
arithmetic [39], [40].
Fuzzy TOPSIS has been introduced for various multi-attribute decision-making problems. Fuzzy TOPSIS is
used for plant location selection in [41] and for supplier selection in [42]. Fuzzy TOPSIS also is utilized for
industrial robotic system selection [43]. A modified fuzzy TOPSIS to select municipal solid waste disposal
method and site is used in [34]. Furthermore fuzzy TOPSIS integrated with fuzzy AHP is used to propose a new
FMEA (failure modes and effects analysis) which overcomes the shortcomings of traditional FMEA [44].
Another modified fuzzy TOPSIS for selection of the best energy technology alternative is proposed in [45].
Fuzzy TOPSIS is used for modeling consumers product adoption process [46].
3 Methodology
To overcome the shortcomings of SWOT analysis, a fuzzy multi-criteria SWOT approach is proposed in this
paper. Firstly, internal and external criteria are determined as it was in traditional SWOT analysis. Then, after
appropriate linguistic scores of each criterion are determined, Changs fuzzy AHP is utilized to determine the
527
weight vector of each type of criteria. Later, by using the linguistic scores of each strategic alternative for both
internal and external criteria, and the weight vector of each type of criteria, Chens fuzzy TOPSIS is utilized.
According to the ranking results the degree of internal dimension scores from weakness to strength and the
degree of external dimension scores from threats to opportunities are obtained. At last, the strategic alternative is
selected with the largest strength and opportunity scores.
The proposed fuzzy SWOT model is illustrated by Fig. 1.
Best strategic
alternative
selection
Experts
Weights
obtained by
Fuzzy AHP I
Experts
Internal
Criteria
External
Criteria
Fuzzy
TOPSIS I
Fuzzy
TOPSIS II
SW
Dimension
OT
Dimension
Weights
obtained by
Fuzzy AHP II
SWOT
Analysis
Strategy for best

alternative
Fig. 1. Flow Chart of the Proposed Fuzzy SWOT analysis.

The proposed fuzzy SWOT can be implemented by succeeding the following steps:
Step1: A group of experts identify the internal and external criteria.
Step2: Appropriate linguistic variables for both internal and external criteria are determined.
Step3: Two pair-wise comparison matrices for internal and external criteria are constructed, and experts
linguistic evaluations are aggregated to get a mean value for each pair-wise comparison.
Step4: Changs extent analysis approach is used to obtain the weights of both internal and external criteria.
Step5: After determining of strategic alternatives, experts linguistic evaluations of each strategic alternative
with respect to both internal and external criteria are aggregated to get a mean value.
Step6: Fuzzy TOPSIS is utilized for strategic alternative with respect to both internal and external criteria.
Step7: The closeness coefficients of strategic alternatives with respect to both internal and external criteria are
calculated.
Step8: Strengths-Weaknesses and Opportunities-Threats dimensions and their relations are obtained. The
results are illustrated on a SWOT relations diagram as shown in Fig. 2.
Step9: The strategic alternative is selected with the largest strength and opportunity scores.
528
Opportunity
Alternative II
Alternative I
Strength
Weakness
Alternative III
Alternative I
Threat
Fig. 2. SWOT relations diagram
4 Conclusion
SWOT, an early stage of the strategic planning process, has the goal of developing and adopting a strategy
resulting in a good fit between internal and external factors. It is a commonly used and important technique for
analyzing internal and external environments in order to provide a systematic approach and support for a
decision making. In other words, it aims at transforming weaknesses into strengths, and threats into
opportunities.
As SWOT is criticized mostly for considering only qualitative examination of environmental factors, no
priority for various factors and strategies, and no vagueness of the factors, in this paper in order to overcome
these shortcomings a fuzzy multi-criteria SWOT is proposed. The proposed model consists of three parts: first,
utilizing Changs fuzzy AHP to determine the weight vector of internal and external criteria, second, utilizing
fuzzy TOPSIS to obtain the ranking results the degree of internal dimension scores from weakness to strength
and the degree of external dimension scores from threats to opportunities, and third, determining the best
strategic alternative by evaluating the internal and external dimensions.
For further research, we suggest other multi-criteria methods like ELECTRE, VIKOR, or Utility Models to
be used and the results of different methodologies to be compared.
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Biographies
Mehmet Ekmekiolu was born in Istanbul in 1984 and graduated from Istanbul Technical University,
Mechanical Engineering Department at 2006. He completed the Master Program of Industrial Engineering at
ITU at 2009. Since then, he has been studied at Industrial Engineering PhD Program of ITU.
His research interests are engineering economy, multi criteria decision making, production planning, quality
processes, and strategic planning.
Mr. Ekmekiolu worked as a research assistant at Management Engineering Department at the faculty of
Management at ITU between May 2007 and March 2011. He has been working as a production planning
engineer at FORD OTOSAN since April 2011.
Ahmet Can Kutlu was born in Istanbul / Turkey in 1981 and graduated in electrical engineering at Istanbul
Technical University (ITU) in 2004. After the graduation in engineering management master program at the
institute of science and technology at ITU in 2007, he began his PhD studies in industrial engineering program at
the same institute at the same university in Istanbul / Turkey.
His research interest is about the management issues and methods concerning the fields of strategy, quality,
energy and human resources.
Mr. Kutlu has been working as a research assistant in the department of Industrial Engineering at the faculty
of Management at Istanbul Technical University since 2005
Cengiz Kahraman was born in Istanbul / Turkey in 1965 and graduated in industrial engineering at Istanbul
Technical University (ITU) in 1988. Then he graduated from industrial engineering master and PhD program at
the institute of science and technology at ITU in 1990 and 1996 respectively. He became assistant professor in
1996 and associate professor in 1997. He has been a full time professor at the department of Industrial
Engineering of Istanbul Technical University since 2003.
His research areas are engineering economics, quality control, statistical decision making, multicriteria
decison making, and fuzzy applications in industrial engineering. He published about 100 papers in
international journals and four edited Springer books. He is the editorial board member of nine international
journals. He has guest-edited many special issues of international journals.
531
Forecasting Daily Returns of Istanbul Stock

Exchange National 100 Index Using Expert Systems
Ali eri1, Recep Kzlaslan2
1,2
Fatih University, Faculty of Engineering, Department of Industrial Engineering, 34500, Istanbul, Turkey
1
aliiseri@fatih.edu.tr, 2rkizilaslan@fatih.edu.tr
Abstract. The aim of this study is to evaluate the effectiveness of fuzzy logic and artificial neural networks
(ANN) in predicting movements in Istanbul Stock Exchange (ISE) 100 index (Symbol: XU100) for
03.01.200525.06.2010 period. The performance of both techniques is evaluated using different metrics. Also
performances are compared with some basic techniques such as moving average and regression analysis. A
comprehensive evaluation procedure is described, involving the use of trading simulations to assess the
practical value of predictive models. In the experiments presented here, trading decisions based on fuzzy
logic resulted in a hit ratio of 61.1% and an average return on investment of 2.12% per month, while trading
decisions based on ANN resulted in a hit ratio of 61.4% and an average return on investment of 1.88% per
month during a period when the ISE 100 index grew by 1.22% per month.
Keywords: Stock market prediction, Istanbul Stock Exchange (ISE), Forecasting, Fuzzy Logic, Artificial
Neural Network (ANN)
1 Introduction
It is a well-known fact that forecasting stock returns is difficult because of market volatility that needs be
captured in used and implemented models. These financial time series behave like a random walk and several
studies have shown that their serial correlation is economically and statistically insignificant [1]. So, most of the
traditional approaches such as regression and time series analysis are not sufficient to predict their movement.
Fuzzy decision support system is a special rule-based system that uses fuzzy logic instead of Boolean logic in its
knowledge-base and derives conclusions from user inputs and fuzzy inference process [2] while fuzzy rules and
the membership functions make up the knowledge-base of the system. On the other hand, artificial neural
networks (ANN) incorporate a large number of parameters which allows learning the intrinsic non-linear
relationship presented in time-series, increasing their forecasting capabilities [3], [4]. Numerous studies have
shown the successes and failures of expert systems such as fuzzy logic and ANN in forecasting financial data.
Studies generally showed that these systems outperform the traditional forecasting techniques, such as
regression, moving average, or auto-regressive models [5], [6], [7]. An excellent survey of the literature of soft
computing methods for predicting stock market is provided by Atsalakis & Valavanis [8].
Numerous studies applied expert decision systems to stock price returns in the developed markets of the United
States or Europe. There is, however, little research in the literature on the value of expert systems to predict
stock price movements in emerging markets. And there is evidence that emerging markets behave differently
than the developed markets [9].
532
Research on the Istanbul Stock Exchange based on expert systems is also limited. Some important studies are by
Yumlu et al. [10] and Bildirici & Ersin [11]. Decisions on these two studies are based on ANN. Unfortunately,
there is no study based on fuzzy logic for predicting ISE 100 index.
The Istanbul Stock Exchange was established on December 26, 1985 for the purpose of ensuring that securities
are traded in a secure and stable environment, and commenced to operate on January 3, 1986. The ISE has
contributed to the development of Turkish capital markets and Turkish economy since the date of its
establishment. ISE National 100 index (XU100) is an overall composite index that has been calculated on daily
basis since October, 1987. Although there are many other indices that are calculated by ISE, this index is the
most widely used by many to capture the overall market performance.
The basic aim of this study is to predict movements in XU100 for 03.01.200525.06.2010 period using fuzzy
logic and (ANN). However, we also used other traditional techniques such as regression analysis to compare the
performance of expert systems with the traditional methods. So performance comparisons are done both with
traditional methods and other expert systems. The study is organized as dataset compilation, performance
criteria, model construction, results and conclusion.
2 Dataset Compilation
For the purposes of this work, a dataset has been compiled containing daily minimum, maximum, opening and
closing values of XU100, daily transaction volume of ISE, Dollar/TL and Euro/TL rates, gold price (TL/kg),
daily bond return, daily closing value of NasDaq composite index, an indicator that captures the trend in XU100
and day factor. The dataset covers a period from 03.01.200525.06.2010. From this dataset daily percentage
returns are calculated and used in the constructed models as inputs and target. Trend factor is used for capturing
the history of the index. It tracks the up and down trends in the XU100. Day factor is another factor that is used
to investigate the influence of days. We used 1 for Monday, 2 for Tuesday, etc.
3 Performance Criteria
In this study, three performance criteria are used: Root mean squared error (RMSE), hit rate (directional
success), return on investment (ROI).
RMSE is the optimized criteria in ANN applications, although from an end-users point of view it is quite
abstract especially for predicting stock movements.
Instead, two other practical performance criteria are used: Hit rate and ROI.
Hit rate is the directional success of the proposed model. It is the ratio of the correct predictions of upward and
downward movements. It is an important metric as buy/sell decisions will be based on predictions that the index
will rise or fall.
ROI is computed by basing trading decisions on the output of the model. A simple trading strategy is proposed
here: No Threshold All In/Out. All trades are conducted at the start of business (i.e., at the opening value of
XU100), and the models predict its closing value. If the market is predicted to rise by any amount (no threshold)
this signals a buy, while if it is predicted to fall this signals a sell. We start with an initial capital amount of 1000
TL. Then, the first day that a buy signal is received from the model, an investment is made in the idealized
XU100 fund using the full capital amount. Buy signals on subsequent days are treated as hold instructions until a
sell signal is received. When all investment units currently held are sold at the current price after a sell signal, we
yield a capital amount. Subsequent days sell signals are again treated as non-trade instructions, until another buy
is received, and the process is repeated. The overall ROI over the investment period is the percentage gain in
investment capital. We also account for transaction charges. We assume a charge of 0.02% which is the rate of
533
one of the reputable online trading services.1 Similar trading strategies are used in many papers such as
OConnor & Madden (2006) [12].
4 Model Construction
While constructing our models, we used daily percentage returns instead of absolute values. For instance, instead
of taking the closing value of NasDaq composite index, we take the daily percentage return of NasDaq
composite index. This is the same for dollar, euro, and gold. Also we add the daily returns of dollar and euro
together making them one factor.
4.1 Regression and Correlation Analyses

Correlations table is a good starting point before starting to any model. Before starting our regression model,
correlation analysis is done across the factors using MiniTab statistical software. Next days XU100 daily
percentage return is set as target in all of our models.
When we analyze the correlations table, we see that target (Next days XU100 daily percentage return) is only
significantly correlated with daily NasDaq return. However, current days XU100 return is significantly
correlated with several factors such as daily bond index return, daily NasDaq return, and negatively correlated
with daily dollar & euro return. This suggests that the market responds the changes simultaneously on the same
day.
We use backward stepwise regression with an alpha value of 0.05 to construct our regression model. After two
iterations, our final regression model is formed. Linearity, constant variance and normality of the residuals
assumptions are checked. The final model with the regression table is shown in Table 2. As seen, R-square value
is 11% which is a very low value which means that this is not a very trustworthy model.
The regression equation is:
Target = 0.140 + 0.434 (NasDaq Return) 0.0819 (Dollar & Euro Return)
- 0.0686 (XU100 Return) 0.943 (Bond Return)
(1)
4.2 Identification of Critical Data Factors for Expert Systems

In every stock Exchange model, there are several important factors used by experts. Hence, to recognize the
most important factors from all others, Adaptive Neuro-Fuzzy Inference System (ANFIS) input selection method
has been used. The adaptive neuro learning method works similarly to that of neural networks. Neuro-adaptive
learning techniques provide a method for the fuzzy modeling procedure to learn information about a data set.
Important input factors were daily percentage return of XU100, daily transaction volume of ISE (billion TL),
daily dollar & euro return (combined), daily percentage return of gold, daily bond index return, daily percentage
return of NasDaq composite index, trend of ISE, day factor.
After applying ANFIS input selection method to all of these factors, only two input factors, Daily value of
NasDaq and Trend of ISE are selected as most important factors. So after this section only these two factors
will be used as input in ANN and Fuzzy Logic forecasting techniques.
http://www.sankomenkul.com/
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4.3 Fuzzy Logic System for Forecasting

A fuzzy expert system construction is comprised from four stages: Fuzzification, inference, composition and
defuzzification respectively. The basic design of fuzzy expert system is as shown in Figure 1.
MATLAB user interface is used for the fuzzy system. In fuzzification step, identification of critical factors,
membership functions and fuzzy sets definitions that affect the system are done.
Fuzzication simply refers to the process of taking a crisp input value and transforming it into the degree
required by the terms. If the form of uncertainty happens to arise because of imprecision, ambiguity, or
vagueness, the variable is probably fuzzy and can be represented by a membership function. If the inputs
generally originate from a piece of hardware, or drive from sensor measurement, then these crisp numerical
inputs could be fuzzied in order for them to be used in a fuzzy inference system.
As mentioned before NasDaq daily return values and trend values are taken as input variables and next days
daily ISE return values are taken as output variable in our system. First fuzzification input and output is in
triangular, second input is in trapezoidal fuzzy numbers and their ranges are between (-15, 15).
Fig. 1. Fuzzy Logic input-output system

Fuzzy systems make decisions and generate output values based on knowledge provided by the designer in the
form of If-Then rules. The rule base specifies qualitatively how the output parameter of stock exchange value is
determined for various instances of the input factors [13].
Table 1. List of all possible cases and weights of rules
Next Days
Daily
Return of
ISE
Nas Daq
Daily
Return
Trend ISE
Next Days
Daily
Return of
ISE
0,47
Stationary
Stationary
Negative
0,21
0,34
Stationary
Positive
Positive
0,22
Negative
0,19
Stationary
Positive
Stationary
0,57
Stationary
Positive
0,43
Stationary
Positive
Negative
0,21
Positive
Stationary
Stationary
0,49
Negative
Negative
Positive
0,12
Positive
Stationary
Negative
0,08
Negative
Negative
Stationary
0,43
Positive
Positive
Positive
0,4
Negative
Negative
Negative
0,45
Positive
Positive
Stationary
0,47
Negative
Stationary
Positive
0,15
Positive
Positive
Negative
0,13
Negative
Stationary
Stationary
0,37
Stationary
Negative
Positive
0,36
Negative
Stationary
Negative
0,48
Stationary
Negative
Stationary
0,39
Negative
Positive
Positive
0,11
Stationary
Negative
Negative
0,25
Negative
Positive
Stationary
0,43
Stationary
Stationary
Positive
0,33
Negative
Positive
Negative
0,46
Stationary
Stationary
Stationary
0,46
Nas Daq
Daily
Return
Trend ISE
Positive
Negative
Positive
Positive
Negative
Stationary
Positive
Negative
Positive
Weight
535
Weight
To develop a knowledge based rule construction system most of the multiple experts are used but it is very
difficult to integrate knowledge from these experts. So in construction of fuzzy rules we have followed a
different method. As mentioned before in fuzzification step, by using the input and output variables
membership functions, number of incidence of all possible cases are determined. For example, there were
potentially 33=27 rules because each rule is consisted of three variables, and all variables are evaluated with
three linguistic variables: Positive, Stationary and Negative. All of the possible cases were observed one by one
and then weights of the rules determined according to the percentage occurrence of rules. List of the all possible
cases and weights of these rules are shown in Table 1.
Compositions of the input values are guided by the fuzzy rules that formed before. Standard max-min
inference method was used in this process which is most commonly used strategy in fuzzy composition step.
The process of computing a single number which represents the best outcome of fuzzy set evaluation is called
defuzzification [14]. We choose the center of gravity method which is most frequently used in defuzzification
step.
4.4 Artificial Neural Network Algorithms for Forecasting

In this study different training algorithms were tried in order to find the best model under back propagations
algorithm models. There are many training algorithms in neural network models but there is no exact
information about best model for defined data types. Different forecasting algorithms produced different results
since the performance of algorithms changes according to the data sets, network types, weight type, search type
etc
As mentioned before, our model have two inputs and one output value with the name of NasDaq daily
return, Trend and Next days ISE return, respectively. Approximately five year (January 2005- June 2010)
daily values are taken into consideration for learning of the model. For all models, 60% of the available data are
used for training, 20% for validation and 20% for testing.
In order to determine the best algorithm and best model for our system different searching types applied to the
models. For all training algorithms only one hidden layer was used and up to 30 hidden neuron number
heuristically tried in order to define the best hidden layer neuron number. Each of them was replicated ten times
and all results were saved in order to find best models for our network. After all experiments online back
propagation algorithm is resulted as best algorithm with [2-6-1] architecture having the best fitness, hit ratio (the
first number is the number of inputs, the second one is the number of hidden layer neurons and the last one is the
number of neurons in the output layer.
5 Results
In this paper we have used different performance criteria like RMSE, hit rate and average ROI. However the
most importing criteria are the hit rate which shows the directional success of our decisions and ROI which
shows the return of investment based on our trading strategy.
Table 2 shows the performance of each method in these 3 criteria based on our proposed No Threshold All
In/Out. As seen in Table 2, five days moving average model is not suitable for forecasting of stock exchange
values. Not only hit rate but also average ROI and RMSE values are worse than the other techniques. While we
look at the performance of other techniques it could be said that hit ratios and ROI values are approximately
same, but it is not. Because while the hit rates are approximately same, frequency of these up or down values
may differ.
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Table 2. Comparison of the performance of the different forecasting techniques

Value
of
Average ROI
1000
TL
(%, Monthly)
after 5 year
1.20
2196
RMSE (%) Hit Rate

-----
No action
-----
Moving Average (5 days)
3.05
49.9
0.36
1268
Regression
1.87
60.9
1.94
3555
Fuzzy Logic
2.43
61.1
2.12
3995
ANN
1.89
61.4
1.88
3418
100
16.9
30,215,979
Oracle
So it is also important to consider that the loss when predicting an upward trend as a downward one is not the
same with the loss when predicting a downward trend as an upward one. In the first case the investor suffers a
loss; in the second case the investor, if he has allocated assets to risk-free government bonds, will still have some
positive returns. Further, correct prediction of the stock price direction does not refer to the magnitude of the
stock price movement. This means that gains from correct predictions and losses from incorrect predictions may
vary [15]. From this point of view for example an indicative amount of 1000 TL (Turkish Lira) is allocated as
an initial investment in 03.01.2005. At the end of the 25.06.2010 date the net gain asset will be 1268 TL in
moving average, 3555 TL in regression analysis, 3418 TL in ANN and 3995 TL in fuzzy logic.
6 Conclusion
It is very complicated decision to buy or sell a stock since there are too many factors that affects the stock
price values. Different forecasting techniques were put in practice in this paper and the study shows that the
performance of the stock price forecasting can be significantly done by using ANN and fuzzy logic. The best and
most important difference of this paper that only two factors, NasDaq and trend, have been taken as an input to
forecast the ISE stock exchange values while most of the previous in general, the average number of input
variables are between four and ten. It is very important to decrease the number of input variables in order not to
increase the complexity of the model and decrease the time of calculation. And also while increasing the number
of variables it will also be difficult to reach the variables. But this paper enables us to not only forecast ISE stock
exchange values with only two input variables but also better forecasting performance from the previous studies.
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538
Forecasting Intermittent Demand with

Neural networks
Merve ahin1, mer F. Demirel2, Recep Kzlaslan3
1
msahin@fatih.edu.tr, 2odemirel@fatih.edu.tr, 3rkizilaslan@fatih.edu.tr
Abstract. Forecasting of intermittent demand is one of the most important problem in spare parts inventory
systems. Demand pattern of spare parts is far out from fast moving items. Intermittent demand series occurs
when a demand series has a significant portion of the periods with no demand and demand size variability is
very high. This makes it difficult to forecast accurately. However, many of the traditional forecasting methods
perform poorly when demand pattern is intermittent. Because of this it can be reasonable to apply Artificial
Neural Network(ANN) in terms of considering properties and nonlinear relationships of data.
In this study, several ANN forecasting techniques were used by defining different types of inputs based on
the characteristic of spare parts demand patterns. Our study compares the performance of ANN to those
traditional
methods
like;
exponential
smoothing,
Crostons(Syntetos&Boylan)
and
Crostons
(Leven&Segersted) methods.
The models were applied to different types of real data sets of a major airline company in Turkey. After
evaluating the performance of models based on MSE criteria, it shows that our proposed method is better than
other.
Keywords: Forecasting,Intermittent demand, Neural network modelling
1 Introduction
In most companies, customers are demanding faster service in competitive environment so planning activites
based on forecasts becoming more important to enable the availability of spare parts in manufacturing and
service systems. Demand for spare parts show irregular pattern with a high degree of uncertainty as to when and
at what level demand will occur. Managing uncertainty when the demand is non smooth is a complex issue as
well as an unexplored one. Forecasting of non-smooth demand items is very difficult because demand has
various numbers of periods with no demand and the variability of demand size is high. For this reason,
traditional forecasting methods are insufficient for non smooth demands and forecasting this type of demand
requires special techniques since the assumptions for continuity and normal distribution do not hold.
Intermittend demand patterns are very common, particularly in organizations that hold many spare parts. In the
aerospace and automotive sectors, organizations may have thousands or tens of thousands of stock keeping units
(SKUs) classified as intermittend [1]. If interarrival time between nonzero demands is very high, keeping these
items in inventory consistently could cause holding costs. So managing spare parts is a critical operational issue
in manufacturing and service industry because of small improvements may be translated to substantial cost
savings.
539
When demand is non smooth, traditional forecasting methods may perform inadequately in capturing the
nonlinear pattern in data. It would be better to apply ANN models which exhibit good performance of modeling
non-linear and complex systems.
In literature, there are several methods such as exponential smoothing, regression etc. methods have been used
several decades in forecasting applications. These methods give good results when the demand pattern is smooth.
However, many of these methods perform poorly when demand pattern is non-smooth.
Exponential smoothing method is most commonly used method in forecasting applications but Croston (1972)
noted that this method is not appropriate when demand pattern of items is intermittend. He defined a bias that
gives most weight on the most recent demand date, proposed a method that uses average size of nonzero
demand occurances and average interval between these demand values. Syntetos and Boylan (2005) introduced a
new correction factor (1-/2) and applied it to the Crostons method, where is smoothing constant used for
updating interdemand intervals [9]. A different and independently developed method was define by LevenSegerstedt (2004) [10]. Detailed informations about these methods introduced in section 2.
In forecasting applications of non-smooth demand values, different types of ANN models like: Multi-Layered
Perceptron (MLP) methods with back-propagation (BP) algorithm which is most commonly used methods in
literature was used[4]. Besides this, Recurrent Neural Network (RNN) [5], Generalized Regression Neural
Network (GRNN) [6], and some different hybrid methods [7] were used.
In MLP application, Gutierrez et al., they used two variables for input which are; the number of periods
separating the last two nonzero demand transactions as of; i: the end of the immediately preceding period ii: the
number of periods separating the last two nonzero demand transactions as of the end of the immediately
preceeding period. Output was the predicted value of the demand transaction for the current period. They choose
3 hidden units and use Back Propagation algorithm. For learning rate value of 0.1 and for momentum factor
value of 0.9 was selected.
In GRNN application, A. N. Pour et al., they used two more different inputs such as:
1. The number of consecutive period with no demand transaction immediately preceding target period.
2. The mean of demand for four period immediately preceding target periods.
As opposed to back propagation algorithm, in GRNN there are no training parameters, such as learning rate and
momentum. However, there is a smoothing factor that is used when the network is applied to new data.
In RNN application, A. N. Pour et al., their network consists of four layers, namely: input layer, hidden layer, a
context layer and an output layer and used four more input values are such as:
1. The number of consecutive period with no demand transaction, immediately preceding target period.
2. The number of periods separating the last two nonzero demand transactions as of the end of the
immediately preceding target period.
3. The number of period(s) between target period and first zero demand immediately preceding target
period.
4. The maximum demand among six periods immediately preceding target period.
2 Forecasting Methods
In this study real data sets of 20 types of spare parts demand in an airline inventory items have been used.
These spare parts were chosen among others for the diversity of their ADI which is greater than 1.32 and CV 2
which is lower than 0.49 and is classified into intermittent demand category. The data were handled for 64
monthly periods from 2005 to 2010. The data series were divided into three sets, namely: training, validation,
and test sets. From 62 monthly observations, 12 observations have been used in initialization, 38 observations
are used in validation while the last 12 observations are used as the test set. In order to evaluate the performance
of the neural networks, their forecasts are compared to the three conventional best forecasting methods which are
exponential smoothing, Croston (Syntetos&Boylan), and Croston (Leven&Segersted) explained below.
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2.1 Conventional Forecasting Methods

Detailed parameters and used formulas of used conventional forecasting techniques; Single Exponential
Smoothing, Croston (Syntetos&Boylan) and Croston (Leven & Segersted) are as shown table below:
Table 1. Details of forecasting methods used
Name
Demand Size
Demand Interval
Single Exponential
Smoothing
---
---
Croston (Original)
---
---
Croston
(Syntetos&Boylan)
Croston
(Leven&Segersted)
Demand Per Period
---
---
Where the parameters are;

and is realised demand and forecast for mean demand per period after period
t respectively,
and is demand interval and the estimate of the mean interval between nonzero demands
after period t respectively, is estimate of the mean size of a nonzero demand after period t and shows the
smoothing constant parameter.
For these forecasting methods data series have been divided into three blocks: initialization, validation and
performance measurement. The initialization block is used to initialize value required for methods based on
recursive formulae. In the calibration block, the optimal smoothing constants are identified, based on selected
performance measure. Finally, the optimal smoothing constants are used to update forecasts in the performance
block, in which performance statistics are calculated.
2.2 Determining the Optimum Smoothing Factor

is a parameter called the smoothing value or smoothing factor. Itcan be interpreted as the relative weight given
to the most recent data in the series. For example, if an of 0.3 is used, each consecutive forecast consists of
30% the most recent observation and 70% previous data. The choice of an appropriate value is depend on the
expert opinion and the nature of the demand data. In literature a constant value is being selected (mostly
between 0.05 and 0.2) and used for all data in series. In this study we supposed a different way that value must
be dynamic and should be calculated in every iteration. For this reason, the demand data series have been
divided into four blocks. We obtained first 12 data to use for the initialization stage (i=12). Then, periods of data
from 13 to 50 is selected for calibration (c=38). Finally after all updating and optimizing procedures last 12 data
is used for measuring performance of the related forecasting method (p=12). This procedure can be explained as
below:
Initialization: First i periods of data is used to initialize purpose with value is 0,2 (i=12)
Calibration: The value of that minimizes the current performance measure can be updated by SOLVER
in Excel using the c period of data (cinitial=38)
Dynamic updating of performance block: optimum which is found in calibration is used to forecast of
(i+c+1). data. Then set c=c+1 and optimum is updated using c periods of data to forecast (i+c+1). data. This
optimum value is updated to minimize based on current performance measure by SOLVER considering
range of c period which is increased by one in each step of updating data to forecast. Thats to say
SOLVER optimizes the value of (p-1) times
Performance measure block: In this step according to current performance measure performance of last
(p) data is computed and until this process is repeated for selected intermittent demand forecasting
methods. Finally all the process is repeated for each performance measure.
The results showed that using dynamic value gives better results than previously defined constant value.
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2.3 Artificial Neural Network (ANN) Models

Artificial neural network models works as biological neurons. It is useful for modelling nonlinear relationship
between variables. The starting point for most neural networks is a model neuron consists of multiple inputs and
a single output. Main processing ability of network depends on weights, which multiplies with a input value. The
neuron combines these weighted inputs and, with reference to threshold value and activation function, uses these
to determine its outputs [3].
There are three stages in ANN modelling named as training, validation and testing. In training phase
relationship between input and output values is being learned. In every iteration, defined error type is being tried
to be reducing and in cross validation stage, weights of the best results are saved. At the end of the training and
validation section the performance of the model is being measured with new data values.
In this study, several different types of ANN models used for forecasting intermittent demand data. We
suppose that it is difficult to say that a specified ANN model gives best result for intermittent demand values
because of the high variability of demand pattern of this types of items.
For this reason, seven different ANN learning algorithms such as; Multilayer Perceptron Network (MLP),
Recurrent Neural Network (RNN), Time-Lag Recurrent Network (TLRN), Time-Delay Network (TDNN),
Generalized Feedforward (GFNN), Radial Basis Function (RBF), andTime Delay Neural Network (TDNN) were
used. Different hidden number (single and two layer) tried for all models. The reason of applying different ANN
algorithms is that each learning algorithm has different working style. Dissimilarities are defined below.
MLP are layered feedforward networks works with backpropagation algorithms. MLP is the most prefered
network type because it can approximate any type of input/output values. Disadventages of these networks are
that they train slowly and needs many training data than the other networks.
RNN networks are fully recurrent networks feedback the hidden layer to itself. Partially recurrent networks start
with a fully recurrent net and add a feedforward connection that bypasses the recurrency, effectively treating the
recurrent part as a state memory. These recurrent networks can have an infinite memory depth and thus find
relationships through time as well as through the instantaneous input space. Most real-world data contains
information in its time structure. [11]
GFF are basicly similar to MLP networks such that connections can jump over one or more layer. Any type of
problem that can be solved by RNN can also be solved by MLP but advantage of GFF networks is that they
train faster and more efficient than MLP.
RBF and GRNN networks are nonlinear hybrid networks typically containing a single hidden layer of processing
elements (PEs). This layer uses gaussian transfer functions, rather than the standard sigmoidal functions
employed by MLPs. The centers and widths of the gaussians are set by unsupervised learning rules, and
supervised learning is applied to the output layer. These networks tend to learn much faster than MLPs. [11]
The performance of the TLRNs is very high in nonlinear time series prediction. Difference between MLP and
TLRN is that TLRN has short term memory structures. TLRN networks can identify the data changes with time
easly.
In all of these defined ANN algorithms we used following inputs such as:
1. The number of consecutive period with no demand transaction, immediately preceding target period.
2. The number of periods separating the last two nonzero demand transactions as of the end of the
immediately preceding target period.
3. The number of demand intervals from the last nonzero demand observation until the current period.
4. The maximum demand among six periods immediately preceding target period.
5. The mean of demand for six periods immediately preceding target period.
6. The number of demand intervals between two non zero demands immediately preceding target period.
7. ; refers to the forecast for the interval between the the
and (t+1)th lump of demand;
(1)
8. ; refers to the forecast of the number of periods the (t+1) th lump of demand spans;
(2)
9. Lt ; refers to the current level estimate using Browns exponential smoothing.
(3)
542
10. Tt refers to the current trend estimate using Browns exponential smoothing.
(4)
Where
refers to the
non-zero demand for period t;
refers to the forecast for the (
non-zero demand;
refers to the number of periods of the
lump of demand spans;
refers to the interval between the (
and
lump of demand;
MATLAB based ANN program is used for all ANN analysis. Primarily, the data set divided into three part;
train dataset (first %60 of all data), validation dataset ( %18 of all data), test dataset (last %22 of all data). In
the last column of Table 2, best ANN models are listed for all twenty dataset. Explanation of the coded ANN
models are such as; the name of ANN algorithm (TLRN, MLP etc.), number of hidden layer used (1 or used
hidden layer), backpropagation algorithm (B) and Levenberq-Marquert (L) or Momentum (M) respectively. All
of these alternativies are applied in all ANN learning algorithms and beat ANN models arre as shown in Table
2.
Table 2. MSE Results of Conventional Methods and ANN Methods
Table 2 shows performance of the methods considering MSE error measure. As can be seen in this table simple
average of MSE for our proposed models with new defined inputs is 2.852. While this measure for method
ANN method with eight input is 3.62, for Croston (Syntetos&Boylan) is 3.578, for Croston (Leven&Segersted)
is 3.93 and for Exponential Smoothing is 4.121 which indicate the superiority of our proposed models with new
defined inputs.
Results indicate that ANN forecasting have superior performance in comparison to other forecasting methods
considering new defined input values.
The findings suggest the potential value of ANN for producing accurate forecasts and strengthening the decision
making process. As mentioned before, ANN algorithms display promise for use in multivariate forecasting but in
forecasting this type of non-smooth demand data any specified ANN model can not be defined as a best model
for the following reasons: First, in a company there are thousands of different types of SKUs that demand pattern
is non-smooth. Second, demand size variability of these data is very high. Third, there are some different
543
classification studies on this type of data (categorized as lumpy, erratic, intermittent etc) are done but there is no
absolutely specified borders. Because of this reason it is difficult to define a specific model for this type of data.
Four, there are many different types of ANN algorithms which use different types of parameters, have
advantages and disadvantages on their working styles.
The reasons of these can be increased more and more. Bu in this study we showed that all different types of
ANN models used in this study gives best results in forecasting of non-smooth items demand. But if we analyse
the performance of the different ANN algorithms, as shown in Table 3 MLP is best, RBF and GFF is second.
RN and TLRN gives best results in two data values and TDNN in only one data value. Besides this, in this study
different types of ANN models applied but best networks are showed in this paper.
Table 3. ANN models that gives best results
3 Conclusion
Managing a service parts inventory can be a tricky business. One wants to simultaneously keep stocks low to
contain inventory costs and keep stocks high to insure availability. This classic inventory management dilemma
can be eased by accurate demand forecasts. Unfortunately, while demand forecasting is difficult in general, it can
be especially difficult to forecast demand for service parts. This is because service parts demand is
intermittent. Intermittent demand data contain a large percentage of zero values, with random non-zero
demands mixed in at random times. Classical time series forecasting methods usually perform poorly when
applied to intermittent demand.
The purpose of this research was to estimate the best forecasting technique used to handle spare parts demand
problems. Initially, historical demand data of spare parts is classified depending on its properties such as average
interdemand interval and coefficient of variation based on Syntetos scheme. Then, spare parts demand
forecasting models are used considering the optimum alpha model has been presented in 2.2. The smoothing
parameter of the forecasting methods is optimized dynamically via Excel SOLVER to give minimum error
instead of using a fixed smoothing factor values as in earlier studies (i.e 0.05). This approach is used in three
conventional forecasting methods. The models are performed on 20 real intermittent demand data series from the
airline industry. The forecasting techniques are evaluated on the basis of Mean Squared Error (MSE) to reveal
the efficiency of the forecasting techniques.
Although there are various forecasting methods developed for intermittent demand series in literature, using
neural networks in spare parts forecasting can be reasonable in terms of capturing non linear relations in data set.
For this reason we handled ANN in spare parts forecasting. Our study compares the performance of ANN
forecasts to those from three traditional time-series methods showing good performance. We concluded that
ANN models are mostly superior to three traditional forecasting models even under a relatively simple network
topology. However, in cases where a significant decrease in the average of the nonzero demand sizes arises
between the training sample and the test sample, we observed that forecasts from traditional time-series methods
tend to improve in performance relative to ANN forecasts with optimum values of the smoothing constant in
these traditional methods. Overall results related to comparisons are given as the following table considering
different performance measures.
544
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1.
545
A Review of Simulation Tools for Hospital Systems

Halil brahim KORUCA, Erdal AYDEMR, Arzu OKTAY
Suleyman Demirel University, Engineering and Architecture Faculty,
Industrial Engineering Department, Isparta, Turkey
halilkoruca@sdu.edu.tr, erdalaydemir@sdu.edu.tr, oktay_arzu@yahoo.com
Abstract. This article includes implementation of simulation method in hospitals. Because of the increasing
complexity of the health care systems day by day, system improvement studies become mandatory. There is a
scarce and unbalanced use of resources. Excessive queues and patient waiting times cause patient
dissatisfaction. In this paper, a literature review is performed for process improvement, organization
development and workforce planning studies with simulation. In view of hospital management, personnel and
patient satisfaction new performance assessment parameters are proposed in Conclusion part.
Key-words:Hospital, simulation, flexible working, process improvement
1 Introduction
Service systems both in the world and Turkey, which is a part of economy, are gradually increasing.
Especially in banking, education, health and tourism service sectors, there are increasing competition and rapidly
changing market conditions.
In addition, because of rising income levels at both developed and developing countries with increasing
average life cycle, health care sector is in technological development and economic growth transformation
process. As a result of this, with the quality of presented service and importance, increasing the productivity
level has become the prerequisite to compete. For these reasons, in hospitals and in other health care institutions,
process improvement, working time models, workforce planning and performance measurement and evaluation
systems need to be more strengthened. As it s been well known, hospitals are first step of health care systems.
The hospital system basically starts with the registration of the patient and continues with clinical services. As
a result of the complex structure of hospitals, different consecutive processes and patient treatment occur. The
treatment process varies depending on the types of the patient. Accordingly, efficient use of hospital resources is
of great importance. Appropriate treatment plans for different patient, efficient use of resources and for patient
satisfaction, these plans should be standardized (ages, chronic illness or). Harper [1] presented a framework by
using simulation for modelling hospital resources, planning and management of beds, operating theatres and
workforce needs.
Scarce and unbalanced health care resources cause patient waiting queues [2]. Excessive queues increase the
waiting times of outpatients in front of the clinics and this situation causes patient dissatisfaction. Compared with
manufacturing process, increasing Work in Process time and high Lead time brings patient dissatisfaction.
In a sense, solutions should be produced for the transition of lean manufacturing in hospitals. Naturally, rising
lead time and work in process cause excessive stress and tension in hospitals. Financial losses consist of
unplanned and uncontrolled study at hospitals. Therefore patients do not want to get involved in this complex
process and delaying treatment diagnostic processes. This situation also makes it compulsory Optimal allocation
546
of scarce health care resources is tackled by using discrete event simulation to reduce waiting times and costs
and to improve patient flow and increase patient satisfaction [3].
Zlch et al. [4] developed an object-oriented simulation procedure (The Simulation Procedure -OSim-GAM)
in their study, for process optimization and flexible working times, personnel capacity utilization in hospitals.
They have tested different working time models.
In this study, we have analyzed the application of simulation methods in health care systems. Identification of
personnel requirement, working time, improving processes, reducing the waiting time, and efficient use of
resources were examined.
2 Literature Review
With the application of health insurance, as a result of the innovations made in health sector, became flood of
demands and inevitable health care expenses. A large share of the hospitals brings efficiency of resources
performance raise [5].
2.1 Waiting times minimization and process improvement

Like cost increase, the quality of treatment, treatment time and patient's waiting time are among important
points .For many patients no longer 'only' medical intervention is not enough. Especially waiting condition and
duration of treatment raises or lowers the efficiency, impact and the quality of the treatment service [6]. A
discrete event simulation software DGHPSim has been first developed and performed on a waiting time
simulation study with the intent of performance measurement for hospitals in the UK [7], and the waiting time
effect of this system investigated in subsequent studies [8]. The developed software was applied on three
different scenarios, particularly with developed proposals to reduce the waiting times for emergency services.
Reducing waiting times and improving patient flow will save lives. Sinreich and Marmor [9] demonstrated a
simulation tool for analyzing emergency department and flows of patients in the system. Hoot et al. [10]
demonstrated a discrete event simulation study for the purpose of forecasting the crowding of Emergency
Department to improve the performance of the processes. Steins [11] presented discrete event simulation as an
analysis tool with three different case studies in a hospital. This study focuses on the improvement of flow of
patient in radiology, intensive care unit and operating room in which there are emergency patients.
Different units of hospitals are studied on process improvement. Revetria et al. [12] proposed a simulation
model to reduce waiting times in Clinical Pathology Laboratory of a hospital. Ogulata et al. [13] suggested a
simulation model for patient scheduling to minimize delays in treatments and to improve the efficient use of
capacity of the radiation oncology department. Vissers et al. [14] developed a simulation model for comparison
of admission system planning of hospital. Minimization of patient waiting times and maximization of resource
utilization was aimed at this study. Werker et al. [15] studied on improving the planning processes of radiation
therapy. Arena simulation software was used to simulate the system and the aim was to reduce patient waiting
times and planning times.
The whole system processes of a hospital are also studied as the specific units. Ahmed and Alkhamis [16]
demonstrated a methodology to optimize the number of staff, maximize the number of patient that treated and
minimize patient waiting times by using simulation combined with optimization. In a hospital in the Netherlands
a workflow management system was developed and system simulation was used for evaluating and comparison
of the performance of the system [17].
547
2.2 Personnel planning in health care

To benefit from effective health care personnel, the unit personnel officer is closely related to the patients in
treatment and diagnostic processes. With effective and efficient use of personnel, the economy of hospital and/or
hospital productivity depends on the quality of personnel planning and applied working time system schedule.
The optimal use of personnel is possible via preventing inefficient time periods which increase costs [18].
Forsberg et al. [19] investigated the use of simulation in health care systems as a decision support system.
Literature review has been done in this direction and as a result of research, there are studies that conducted in
different simulation modelling, but few studies have been done in the field of real-life application.
Medical staff requirement planning in hospitals is generally calculated with respect to estimated durations and
statistical methods or the number of existing health care personnel and overtime. Capacity utilization of doctors
and nursing staff in traditional planning methods, often produced service by a staff is determined as
measurement. While requirement planning, not only the average capacity utilization, especially the changing
capacity utilization rates of the doctor and nurse staff in a week are taken into account [20].
Arrangement of resources and patient groups were defined and described from Vissers et als paper [21]. In
another study investigated which patients could receive services from which resources or which resources could
be allocated for service. However, no further clarification on the determination of the number of resources and
utilization time could be made [21].
If the business organization of doctors, nurses and nurse staff are not performed simultaneously, lack of
coordination happens, so we can see a large number of negative effects of these conditions [22]. For example,
the situations where the capacity of staff and treatment flows are not well-balanced, it causes excessive loading
of stress on the patient and physical problems [23, 24]. Yurtkuran and Emel [25] implemented a pharmacy
simulation model in a hospital in Turkey. Workforce planning, shift arrangement has been realized by using
simulation. Sundaramoorthi et al. [26] studied a nurse-patient assignment model by using simulation. The real
data from Northeast Texas hospital was used for gathering the information. Yi et al. [27] conducted a simulation
study for capacity planning problem for disaster emergency management by using ProModel simulation
software.
2.3 Resource utilization

Permanent service supply could be provided by high resource capacity utilization. Capacity utilization of beds
is mostly studied problems in hospitals. Cochran and Bharti [28] proposed a queuing network analysis and
discrete event simulation based model to improve the utilization of beds in hospital. The aim of the study was to
reduce waiting times, flow times and optimize bed assignment. Groothuis et al. [29] have studied on a simulation
approach to predict the bed capacity for heart failure patients of the cardiology unit of a hospital. Couchman et
al. [30] studied on predicting the future performance of a clinical biochemistry laboratory of hospital by using
simulation. Simulation played a role to predict how the laboratory would response to increasing levels of
workload and different strategies to be effective to improve performance. Macdonnell and Teehan [31] proposed
a discrete event simulation model for hospital bed management. The aim of the study was to see the results of
different decisions and scenarios rather than to get optimal utilization.
Different alternative results could be obtained related to the simulation. It is easy to compare these alternatives
with different performance parameters and also could be used as a decision support system. Altnel and Ula [32]
analyzed the Surgical Emergency Department of Istanbul University School of Medicine by using simulation.
An appropriate bed capacity plan is aimed with different alternatives. Troy et al. [33] studied a bed capacity
determination problem of intensive care unit of a hospital in Canada by using simulation. A Monte Carlo
simulation study was performed to determine the need for beds for surgery patients.
A number of units of hospital could be analyzed to improve the speed of service to patients because of the life
threatening cases. Landa [34] presented an operating room planning study by using Monte Carlo simulation. It is
possible to make an evaluation and comparison of different performance plans. Kim et al. [35] presented a
548
simulation study to analyze intensive care unit of a public hospital in Hong Kong to improve capacity utilization
and the quality of care. Boginski et al. [36] presented a simulation model, developed in Arena, to analyze
hospital operations and resource utilization. Data used for analyzing is derived from RFID. Patient flow process
and resource utilization is analyzed by using simulation.
Brenner et al. [37] presented a simulation model for staff and resource utilization of emergency department.
Workforce configuration and resource utilization was analyzed and the optimal number of staff and resources
was investigated by using simulation. Coelli et al. [38] concerned about the utilization of equipment and staff
utilization of a mammography clinic by using discrete event simulation. Villamizar et al. [39] presented a
simulation study that handles the utilization of resources and patient scheduling in a physiotherapy clinic.
3 Methods
Simulation method which allows analyzing the systems with different performance parameters and
comparison between different alternative scenarios is an effective method to be used in decision making process,
resource utilization, process improvement,.
In this paper, the applications of simulation methods are examined in service sector, especially in hospitals.
The scope of research is classification of problems experienced in hospitals. At this study identification of
personnel requirement, working time, improving processes, reducing the waiting time, and efficient use of
resources were examined. Among the methods used for solving problems, the applications of simulation
methods are examined. By the solution proposals with traditional methods, highlighted the importance of
simulation methods and tried to determine deficiencies in the literature. Beside this, the utilization of the
simulation software programs and the potential of applications for development of simulation software were
investigated for service systems. The applicability of simulation programs for hospital service systems was
investigated. Which performance measurement parameters are forefront in hospital systems and which methods
are being used in the process improvement were examined In addition, a preparatory work of simulation
software that meets all the performance parameters and in accordance with the hospitals and service systems has
been started.
4 Conclusion
The various assessments made with surveys, include the personal and biased observations of the participants.
Simulation-aided studies of assessments based on more objective and quantitative measurements.
Existing simulation programs were developed accordance with the manufacturing and assembly sector. There
are variety of difficulties in the use of and implementing for the service sector. As a result of the research
literature related to hospital or health sector, there could be said, except a few study, the simulation applications
has been done with existing software packages. Also there is an inadequacy of a comprehensive simulation
software including all components and the parameter features of the hospital.
Further studies may be done by a simulation software with the performance evaluation parameters from
different aspects as the hospital management, personnel and patient satisfaction for the evaluation of
performance measurement and assessment.
The aspect of hospital management performance measurement, the number of patients treated, costs of
treatments of each disease, personnel wages, costs of the equipment used in treatments should be considered.
From the perspective of personnel performance measurement the duration of treatments and the workload as
physical and psychological have become important. None of the patient wants to wait for treatment for a long
time. For the performance measurement in view of patient satisfaction, the waiting times for registration,
equipments, units and treatment should be evaluated. This could be determined to the simulation system as the
rate of waiting times of total time.
549
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551
Production Scheduling Using Simulation Method

Faborg-Sim with Priority Rules
Halil Ibrahim KORUCA1, Erdal AYDEMIR1, Muhammed CAYIRLI2, Arzu OKTAY1
1
Sleyman Demirel University, Engineering and Architecture Faculty, Industrial Engineering Department, Isparta, Turkey
2
Sleyman Demirel University, Keciborlu MYO, Department of Computer Technology and Programming, Isparta, Turkey
halilkoruca@sdu.edu.tr, erdalaydemir@sdu.edu.tr, muhammedcayirli@sdu.edu.tr, oktay_arzu@yahoo.com
Abstract.This paper presents a production scheduling approach using Faborg-Sim simulation tool with
priority rules. Faborg-Sim consists of three modules as modelling, simulating and performance evaluationThe
initial values of the system could be modelled in modelling module. Then, simulation and scheduling could
be done with using priority rules that integrated in Fabog-Sim simulation module, for the best performance
value of production schedule, the simulation runs are repeated for each priority rule of scheduling. After
repetitions the performance measurement parameters obtained and could be evaluated. Faborg-Sim was
developed at the Department of Industrial Engineering of the University of Suleyman Demirel. A case study
that using Faborg-Sim performed for modelling and evaluating in a machine parts manufacturing system.
Key words:Production scheduling, simulation, priority rules
1 Introduction
Management of capacity and changing demand are affected by many different factors. Meeting customer
demands and due dates become very important with changing manufacturing systems and product variety [1].
Sustainable competition in the market and entering new markets require strong management and controlling
production parameters and capacity.
On time delivery, short processing times, lower personnel costs, processing costs, service and product quality
provide competition power in market and customer satisfaction. All these conditions occur after correct
management of the production. Production management, especially choosing the appropriate scheduling
approach gets difficult under the conditions with unexpected tasks, events. The system loses its effectiveness
under this uncertainty and complex condition [2]. At this point production scheduling comes into question.
Scheduling that affected by many factors, such as production levels, lot size limits, due dates, job precedence,
priority rules so on, is a very important function for a production system [3]. Scheduling is a kind of assignment
problem which is related to assign tasks over a period under constraints [4]. Generally it is pointed two types of
constraints in scheduling problems, that are resource capacity and technological constraints [5].Different
methods are used for scheduling problems that become a focus in development, application and evaluation of the
systems. The usage of methods changes the structure of system and objective function. In the literature heuristics
and operations research models such as integer programming, dynamic programming and branch and bound
techniques are mostly used to solve the production scheduling problems. These methods need assumptions to
ease the problem and get optimal solutions, but not always the effective assumptions could be developed, then
552
the simulation method becomes an effective method to analyse the problems and evaluating different convincing
results and for practical purposes [6, 7, 8].
In a job shop scheduling system, for production problems as interruption of machines, re-work and work in
process presented expert systems by simulation method or developing a structure to minimize total completion
time considering due dates, precedence or priority rules and maintenance control processes [9, 10, 11, 12, 13].
Job shop scheduling problems are described as NP hard problems. Because of the hardness of getting the
optimal solution, it is accepted to get near optimal solution in practice [14]. Job shop scheduling problems are
categorized in two groups, first, static job shop problems and the second, dynamic job shop problems. In the
static job shop problems, there are jobs to be sequenced on various machines and jobs arrivals are static, but in
dynamic job shop problems there are randomly and continuously job arrivals in a period [15]. Simulation method
is mostly used for the dynamic job shop problems. Performance assessment parameters such as resource
utilization rate, capacity utilization rate, definition of bottlenecks could be obtained. Reduction of lead times and
comparison of alternative scenarios are the possible results of simulation [16].
In this study, we examined a production scheduling problem using simulation software Faborg-Sim with
priority rules. Faborg-Sim allows modelling, simulation and performance evaluation. For the best performance
value of production schedule, the simulation runs are repeated for each priority rule for scheduling. After
repetitions the performance measurement parameters obtained and could be evaluated with a case study by using
Faborg-Sim performed for modelling and evaluating in a machine parts manufacturing system.
2 Literature Review
Priority rules are used for decades as scheduling procedure in industry. It is known that implementation of the
priority rules are easy in practice. Geiger et al [17] proposed a study for production scheduling that uses priority
rules with implementing by using discrete event simulation and comparison of performance of the rules. A
dynamic stochastic job shop scheduling problem has been presented with coordination of priority rules and the
analysis of performance by using simulation [18].
The main purpose of scheduling rules is minimizing the total completion time and meet due dates. Job shop
scheduling problems are studied by using simulation in the literature. Moghaddam and Mehr [19] indicated this
with an example of job scheduling problem using simulation tool Visual SLAM with the aim of minimizing
makespan and evaluation of the system performance. It is studied that for the flexible job shop scheduling
problems on the objectives of the minimizing makespan, total workload of machines and critical machine with
simulation, using Matlab [20].
Minimizing tardiness is an objective of some priority rules used in scheduling problems. A priority rule for
minimizing mean tardiness in a dynamic job shop environment has been presented and compared by using
simulation [21]. Each tardy job causes a tardiness cost. Minimizing tardiness and reducing total tardiness cost is
studied and the performance parameters are compared with simulation [22]. Selecting the right dispatching rules
in production scheduling improves machine utilization. Selection of a product mix and a dispatching rule
development has been studied to gain maximum profit for a job shop scheduling [23].
For the dynamic assembly job shops it is studied scheduling with different earliness, tardiness and holding
costs of each job. The aim of study is to present implementing priority rules and their costs related with earliness,
tardiness [24]. A simulation based assembly scheduling system is presented that aimed to optimize due dates and
optimal utilization of personnel and material resources [25]. It is possible to make an evaluation of performance
by using simulation. An assembly job shop problem has been presented with priority rules to minimize the flow
time and has been done a simulation based evaluation [26].
Setup time changes could have an influence on due dates of jobs. The scheduling problems including setup
times were reviewed [27]. Literature was classified into three groups such as jobs, class and job-and-class setup
cases. Simulation integrated solution method was used by comparing the priority rules performance in a job shop
553
scheduling problem with sequence dependent setup times [28]. About the minimization of the makespan, Balas
et al [29] studied job shop scheduling introducing release dates, deadlines and sequence dependent setup times.
Simulation could be used as a decision support tool that a neuro genetic decision support system integrated
with simulation to achieve the performance parameters such as flow time, number of tardy jobs, total tardiness
and machine utilization rates has been presented in a study [30]. Simulation method is used also for analysing in
flexible manufacturing systems. Sabuncuoglu [31] examined the effects of scheduling rules on the performance
of flexible manufacturing systems including the changes on processing times and breakdown rates.
3 Method and Material

3.1 Simulation and Faborg-Sim Method
The simulation is defined in various typesis a tool to analyse and make stable decisions for development and
organization of production systems. Mostly, the simulation results are applied to real systems to be used in
design and management [32, 33, 34, 35, 36].
Faborg-Sim simulation tool is used for modelling and simulating to evaluate production systems. It is
developed from a research project that is called as Development of Simulation Software for Facility
Organizing, Production System Structuring and Performance Measuring at Sleyman Demirel University
Industrial Engineering Department, Isparta, Turkey by using Microsoft Visual C# 3.0 object-oriented
programming language with database [37]. Faborg-Sim is provided to design and simulate very complex
production systems that may have complex workflow plans (product), product trees and more parallel
workstation and personnel types at the same time. It includes many model data that are gathered from work
environment. Thus, the production systems could be evaluated with higher reality and flexibility for simulation.
Faborg-Sim consists of three modules: modelling module, simulation module and performance evaluation
module. In the modelling module initial values of system model such as customer orders, production and
preparation times of processes, machine numbers, personnel types could be modelled. In the simulation module,
a simulation form (Fig. 1), prepared for selection of priority rules seems on the screen and the user could select
the appropriate rule for the production that modelled in modelling module.
Then clicks on the button Simulate! for simulation (Fig. 1). After simulation the performance evaluation
parameters executes and also Gantt charts are drawn [37].
Fig. 1.Priority rules in simulation module of Faborg-Sim
554
Described personnel, working times, machines, functions, job processing times are the input of the FaborgSim and due to these values the selected priority rule are used, then the evaluation module demonstrates the
performance parameters such as personnel utilization rate, machine utilization rate, the number of delivered jobs,
lead time. ,
The Manufacturing of machine parts or products are modeled as network graphs, where each activity is
assigned to at least one machine, workplace or human resource, with separate setup and execution times if
required.
Gantt charts are seen in production environment for scheduling jobs and provide the jobs to be seen the
starting time and end time clearly. In this study Faborg-Sim uses Gantt charts for scheduling jobs after
simulation as machine and personnel Gantt charts.
3.2 Priority rules

Priority rules, which are used in simulation based implementations for decision making, assess the jobs to be
processed firstly in a machine at a period. Simulation based scheduling methods with priority rules dont give the
optimal results, but depicts the comparison of the rules [38]. The performance of the priority rules usage has
been investigated for the last 30 years with different methods which involve simulation [39].
Priority rules are generally used in the job shop scheduling problems for sequencing tasks. Customer orders
are queued before starting of the production. In this paper commonly used ten priority rules are presented which
are integrated in Faborg-Sim simulation tool (Fig. 2) and a brief definition of rules are given in the following. It
allows selecting the priority rule and running simulation, so gives a chance to compare the results and choose the
best rule.
Queue of
Customer Orders
Priority Rules
Production
Orders
FCFS
First Come, First Served
LCFS
Last Come, First Served
SPT
Shortest Processing Time
LPT
Longest Processing Time
EDD
Earliest Due Date
LRNOP
Lowest Remaining Number of Operations
MRNOP
Most Remaining Number of Operations
SRPT
Shortest Remaining Processing Time
LRPT
Longest Remaining Processing Time
SIRO
Service In Random Order
Fig. 2. Priority rules for customer orders in Manufacturing Systems (modified from [40])
-
First Come First Served Rule (FCFS): The job arriving earliest at the machine will be the next
processed job on the machine [21].
Last Come First Served .Rule (LCFS): The job arriving latest at the machine will be the next processed
job on the machine.
Shortest Processing Time (SPT): The job with the shortest processing time among waiting jobs will be
processed next on the machine to minimize total flow time[21].
Longest Processing Time (LPT): The rule assigns the job with longest processing time to the machine to
minimize the total completion time.
Earliest Due Date (EDD): The job with the earliest due date will be processed next on the machine [21].
It is aimed to improve customer satisfaction.
Lowest Remaining Number of Operations (LRNOP): The job that has the lowest operations remaining
will be processed next on the machine [41]. It is aimed to maximize the number of delivered customer
orders.
555
Most Remaining Number of Operations (MRNOP): The job that has most operations remaining will be
processed next on the machine [41]. It is aimed to maximize the utilization rate of capacity.
- Shortest Remaining Processing Time (SRPT): The job that has the shortest total remaining processing
time will be processed next on the machine. It is aimed to minimize the total completion time and
minimize the latest job delivery time.
- Longest Remaining Processing Time (LRPT): The job that has the longest total remaining processing
time will be processed next on the machine. It is aimed to maximize the utilization rate of capacity.
- Service in Random Order (SIRO): The job that is selected randomly from waiting jobs will be
processed next on the machine.
Algorithms of priority rules were developed and were coded in C#. The priority rules module was integrated
in to Faborg-Sim. Thus, using appropriate rules production systems can be simulated easily.
3.3 Case Study: The Manufacturing of Machine Parts

This paper deals with a machine parts manufacturing system. The system works as one shift that is 8 hours in a
day and on each day 4 customer orders could be accepted for production. The workplace of M1_TORNA
consists of 3 parallel units, M2_FREZE consists of 3 parallel units, 1 unit each for M3_MATKAP, and 1 unit
each for M4_MATKAP,and 1 unit each for M5_MONTAJ for the production of 4 products of the manufacturing
system. Each product flows with ten operations for completion. The Faborg-Sim runs for five days simulation
run-time in a report period (20 workdays/month). A case study performed for modelling and evaluating in a
machine production system. The manufacturing job shop that modelled is in Figure 3 below.
Faborg-Sim simulation software provides different parameters of system performance; that utilization rate of
personnel and workplace, cycle/lead time of products, work-in-process of customer orders, delivery rate and sum
of logistics for a production system. The degree of achievement for a specific goal has a value range between
0 % and 100 %, the former being the lowest, the latter the highest achievable level. This concept then allows for
calculating an overall goal achievement by combining the individual values through an additive or a
lexicographic preference function [40].
Customers
Customers
A Machine Manufacturing Job Shop

M1_TORNA
3 Parallel Units
M3_MATKAP
1 Unit
Products
Customer Orders
M5_MONTAJ
1 Unit
P01
P02
P03
Workstation /
Machine
Worker /
Personnel
M2_FREZE
3 Parallel Units
M4_KAYNAK
1 Unit
P04
Fig. 3. Model of Manufacturing System

3.4 Simulation Results
The performance parameter values of initial situation and alternative scenarios are given in Fig. 4. The goal
achievement degrees of performance parameters are: Lead time (GADLT), lead time deviation (GADLTD),
capacity utilization rate (GADCUR) work in process (GADWIP), sum of logistics (GADSOL), and completed
customer orders rate (GADCOR) [37].
556
20%
10%
0%
-10%
-20%
-30%
-40%
-50%
-60%
-70%
-80%
-90%
-100%
10%
5%
A1 A2 A1 A2 A1 A2 A1 A2 A1 A2 A1 A2
0%
-5%
FCFS
LCFS
LPT
EDD
LRNOP
LPRT
-10%
-15%
GADLT-Lead Time
GADWIP-Work In Process
GADSOL-Sum of Logistics
GADLTD-Lead Time Deviation
GADCUR- Capacity Utilization Rate
GADCOR-Completed Customer Orders Rate
Fig. 4. Simulation Results

The simulation results of the initial situation and the first alternative, which has reduced %50 setup times (A1),
are compared. It is seen that the performance parameters (GADLT, GADWIP and GADSOL) of all priority
rules, except FCFS, are higher about %5-10 in A1. Other performance degrees (GADLTD, GADCUR and
GADCOR) are lower about %5-15 (Fig. 4).
The simulation results of the initial situation and the second alternative whose batch size is divided into 3 parts
(A2) are compared, it is seen that the performance parameters of all priority rules are lower than initial situation.
Due to lower batch sizes of orders an unbalanced capacity occurs for production scheduling. Thus, the part of an
order waits for another part to be delivered to customer and/or each order is divided as three sub-orders. As a
result, the delivered orders degree decreases although capacity utilization rates are high.
4 Conclusion
In this paper, production scheduling is studied by using priority rules as integrated to Faborg-Sim simulation
tool. The simulation runs are repeated for each scheduling priority rule. After repetitions the performance
measurement parameters obtained and could be evaluated. The effects of different set-up times and lot size on
scheduling are investigated for priority rules in the manufacturing systems.
A number of different criteria and parameters exist for evaluation of production systems and effects on
performance parameters in a production environment. By integrating simulation and production scheduling
methods, it is possible to evaluate various performance parameters with given input values. System bottlenecks
could be seen by visual and excessive waiting times could be eliminated. Simulation results give the users
information and an opportunity for decision making.
Acknowledgments
Part of this research has been supported by the Scientific and Technology Research Council of Turkey
(TUBITAK) the grant number 104M377. The authors thank to TUBITAK for supporting of this project.
557
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559
A Novel Approach of Graph Coloring for

Solving University Course Timetabling Problem
Zafer Bozyer1, M. Sinan Baar2, Alper Aytekin3
1
zaferbozyer@bartin.edu.tr, 2sinan@bartin.edu.tr, 3aytekin@bartin.edu.tr
Abstract. Many models are suggested to solve course timetabling problems, but a comprehensive solution
could not be found because of the variety of constraints. In this study, a new approach was proposed to solve
course timetabling problems that encountered by educational institutions frequently. Graph coloring
algorithm is applied for produce an initial solution to achieve vital constraints by grouping unlike courses.
Then an optimization algorithm is used on initial course groups for obtain better solution which satisfies all
constraints, and finally the optimized course groups are assigned to appropriate classes at appropriate days
and hours by considering all of the constraints.
Keywords: course timetabling, graph coloring, optimization
1 Introduction
Course timetabling that is a classical problem for educational institutions has been interested by researchers
for more than a decade. So, many models have been proposed in the literature. University course timetabling
problem (UCTP) is a large scale optimization problem and it is computationally NP-Hard. Usually, a staff
spends a couple of days to arrange a timetable that meets all of the constraints, and then the timetable may be
inappropriate by addition or modification of a single constraint. Considering that each institution has its own
constraints, a general algorithm approach may be incapable for find a suitable model to all course timetabling
problems. This is the reason of many different types of models in the literature. The university course
timetabling is a scheduling problem that assignment of courses in timeslots with considering some constraints.
These constraints are categorized into two major groups as hard and soft by Burke et al. [1]. Hard
constraints are indispensible constraints for course timetabling problems such as no one attends more than one
course at any time and hard constraint must be fulfilled to illustrate appropriate course timetables. According to
the timetabling problem, soft constraints may exist in different forms and soft constraints are overruled, if
necessary. Soft constraints are integrated into timetabling problems with penalty functions and penalty cost
shows that the fulfillment degree of soft constraints. Gotlieb has published the first paper about timetabling
problems [2]. Then, many methods have been issued for timetabling problems [1, 3, 4, and 5]. These methods
are classified in four groups such as sequential methods, cluster methods, constraint-based methods and metaheuristics [5]. Graph coloring is categorized as a sequential method. Welsh and Powell [6] and Neufeld and
Tartar [7] are published early papers about graph coloring applications at timetabling problems. Also, Wood [8]
and De Werra [9] published the early papers about how to solve course timetabling problems by graph coloring.
When illustrating a timetable by using graph coloring, courses are represented by vertices and constraints are
represented by edges and two vertices are connected by an edge if there is at least one conflict. In recent years,
researchers are developing graph-based heuristic methods with hope that illustrate better timetables. Burke et al.
560
[10], Qu et al. [11] have developed graph-based hyper-heuristic methods to raise better solutions. There are some
obvious things about timetabling. It is an unstable problem that can be formed by the needs of era and the new
approaches will be proposed in the future as in the past.
In this article a novel approach of graph coloring is presented to solve course timetabling problems. As all
graph based models, each course is represented by a vertex and constraints such as assignment of lecturers,
the academic year of courses are represented by edges. The main idea is the adjacent courses cannot be
scheduled at the same time. In addition, timetabling problems have external constraints such as only one
courses at any time, free days of lecturers, capacity of classrooms, types of classrooms and duration of
courses. Some of these constraints cannot be represented by edges. In our work, the courses are colored
/clustered without considering external constraints, but ignored constraints are integrated in the solution by using
an optimization algorithm(penalty function).
2 Specifications and Constraints of Timetabling Problem

UCTP is a type of time allocation problem that is solved by evaluating hard and soft constraints. All hard
constraints must be fulfilled to develop acceptable timetables. Common hard constraints of timetables are: (i)
lecturers and classrooms cannot be assigned to different courses at same time; (ii) students can be in only one
course at any time; (iii) courses of same semester/year cannot be scheduled at same time; (iv) the capacity and
resources of classrooms must be enough for students. In addition, soft constraints may be fulfilled for increase
the quality/suitability of timetables. Every timetabling problem has its own unique soft constraints. Therefore,
soft constraints have more varieties than hard constraints. The widely-known soft constraints are: (i) The free
timeslots of lecturers and students; (ii) Duration of each course. The novel approach is applied on the course
timetabling problem that is taken from Faculty of Economics and Administrative Sciences at Bartn University,
Turkey. The problem specifications and hard and soft constraints are given in Table 1 and Table 2 respectively.
Table 2. Specifications of problem.
Specifications
Number of courses
Duration of courses
Number of departments
Number of lecturers
Number of classrooms
Number of days in a week
Number of timeslots in a day
Total capacity of classrooms
#
74
3
4
23
7
5
8
432
Remarks
(including electives)
4 hours, 3hours, 2hours
MIS, PSPP, Economy, and Business
(every lecturer have a free day in a week)
2 x type1, 1 x type2, 3 x type3, and a lab.
Monday-Friday
08:00-12:00 and 13:00-17:00
2x42, 1x66, 3x84 and 30
If we introduce somewhat more details on the constraints; a student or a faculty member can only have one
course only at one time, and only one course can be assigned to any of the classes at one time. And the courses
of the same academic year should not be same time. Thus, a student of that academic year can follow all of the
courses of his/her period. The courses are held at the weekdays, Monday to Friday, in 10 timeslots. Five days of
a week are divided into two timeslots as morning (8:00 to 12:00 a.m.) and afternoon (1:00 to 5:00 p.m.). Lecturer
of each course is determined in advance, and they can never be changed. And the courses which are requiring
use of computers can only be given in the laboratory. The number of students should be taken into account, and
the classrooms should be determined in accordance with the number of students who took courses. In addition,
there are certain soft constraints. In case study, lecturers can choose 2 of the 10 timeslots as free time and
thecourses should not be assigned to them at these time periods. Also the lesson hours of courses should be held
in same day sequentially.For example, a three creditcoursemust be scheduled from 8:00 to 11:00 a.m. without
giving a break between lesson hours.
561

Table 2. Hard and soft constraints of timetabling problem.
Type
Hard
Hard
Hard
Hard
Hard
Hard
Hard
Hard
Soft
Soft
Constraints
A student attends only one course at one time.
A lecturerpresents only one course at one time.
There may be only one course in a classroom at one time.
The courses of the same class/department cannot be heldat the same time.
The courses can be given between 08:00 a.m. to 5:00 p.m. (except 12:00
a.m. to 1:00 p.m.)
The courses can be held between Monday and Friday.
Lecturers of each course is fixed, cannot be changed.
The courses, that computer use is necessary, are given in the laboratory.
An instructors course cannot be assigned itsown free times/days.
Hours of courses cannot be separated
3 The Proposed Method and Solution Steps

In this paper, a graph coloring based method that strengthened by an optimistic search is proposed for solving
course timetabling problems. The proposed method consists of two main stages. In first stage, an initial solution
is generated that no violate hard constraints with using graph coloring that have been used to splitting courses
into 10 clusters (timeslots) as an initial solution, and then an optimistic search (penalty function) is applied on
clusters to generate better course groups. In second stage,the optimized course groups are easily assigned to
proper timeslots on weekly program.
3.1 Encoding of Problem
In order to be able to propose an initial course groups via the Graph Coloring, courses must be represented by
codes to determine whether there is a relation between the courses practically. Therefore, some specifications of
problem and constraints areintegrated in the code. The course codes were developed by considering the
constraints given in Table 3, and each constraint is represented with a number. As shown in Figure 1, constraints
for each course were brought together, and codes (numerical representations) were created for the courses.
Table 3. Representation of courses
Representation of Criteria
Lecturers
Credits of courses
Departments
Semester / Year
Size of classroom
Free time of lecturer
#
1 to 23
2 to 4
1 to 4
1 to 2
1 to 4
1 to 10
Remarks
Every lecturer represented by a number
2 credit, 3 credit or 4 credit
1=Economy, 2=Business, 3=PSPP, 4=MIS
1=first year, 2=second year
1=small, 2=medium, 3=large, 4=laboratory
01=Monday(08.00-12:00),
02=Monday(13:00-17:00),
..
09=Friday(08:00-12:00)
10=Friday(13:00-17:00)
The developed encoding system includes hard constraints, such as course credits, classroom size, course
instructor, and department of course, and semester/year. Also, the picked free times of lecturers take place in it.
The constraints are separated by "-" mark and anencoding system with 4 parts had been obtained.
562
3.2 Coloring (Grouping) of Courses

After encoding each course numerically, the adjacencies between courses areexamined, and then coursesare
coloredby different colors. Here, the coloring means that different values "colors" are assigned to the
adjacentcourses, in order to prevent them being in the same course group. Thus, related courses will not be
together in the same group, and their assignment to the classrooms at the same time will be prevented. The
assignment of color codes (the grouping process) is performed by running a search algorithm on numeric codes.
Fig. 1.Example of encoding.
The Coloring algorithm searches a relationship by comparing 1st and 3rd parts of each course codes. Because,
the 1st part identifies course's department and year/semester, and the 3rd part identifies the instructor of the
course. Assignment of a student or a lecturer to more than one course at a time is prevented by taking these two
constraints into account.
Pseudo code of coloring (grouping) algorithm.
#program Coloring
int
GColor = 1;
array CODE1[74], CODE2[74], ColorLesson[74];
BEGIN
FOR from first lesson to the last lesson //i=1 to 74
SET the first part of lessons code CODE1[i]
SET the third part of lessons code CODE2[i]
END FOR
SET K=1
FOR from first lesson to the last lesson //k=1 to 74
SET M=K+1
FOR from first lesson to the last lesson //m=k+1 to 74
IF CODE1[k]!= CODE1[m]||CODE2[k]!= CODE2[m]
STORE GColor in ColorLesson[m]
INCREMENT GColor
END IF
END FOR
END FOR
3.3
Optimization of Course Groups
The course groups, which can be assigned at the same time slot, is determined by the application of coloring
/groupingalgorithm. However, the number of course groups we have obtained should not excess the number of
available timeslots. If the number obtained course groups is greater than the available timeslots, the courses in
excess groups are added to the appropriate course groups, and the number of groups are synchronized with the
number of timeslots in a week. Consequently, the course groups are created, as shown in Table 4. However, the
assignment of courses on cannot be performed because of the -free day- constraints of lecturers. In this case,
each group can include all free days as constraint. So, courses of lecturers, who demand same days as free times,
563
must be grouped together as much as possible. Although the free time demands of lecturers are soft constraints in
current problem, they should be fulfilled. Because, the time constraints of lecturerscan be transform to hard
constraints. A lecturer may need to spend time for doctoral courses and advisory duties, which are not taken into
account in the case study. As a result, the time constraints taken into account by the demands of lecturers are
considered as hard constraints, at the optimization process of course groups. Hence, the goal of the optimization
algorithm is the gathering the courses, that have similar free day constraints, in the same group by substituting of
courses and considering a penalty cost.
Table 4. Groups of Courses
Group1
21-33-11-0102
11-33-14-0304
42-23-02-0708
22-33-18-0308
12-33-01-0102
32-33-05-0607
41-23-22-0506
31-23-23-0708
Group6
21-23-21-0102
11-23-06-0304
31-23-05-0607
41-64-03-0910
32-31-07-0708
22-33-17-0304
42-31-02-0708
3.4
Group2
41-33-11-0102
31-33-14-0304
11-33-15-0400
22-33-01-0102
21-33-04-0203
42-33-09-0102
12-33-06-0304
32-33-10-0304
Group7
41-23-21-0102
31-33-13-0506
21-64-02-0708
11-33-06-0304
12-33-07-0708
42-23-17-0304
32-33-19-0506
22-31-04-0203
Group3
21-33-15-0400
32-33-01-0102
11-33-04-0203
31-33-05-0607
41-33-12-0304
22-33-09-0102
12-33-10-0304
42-33-02-0708
Group8
21-33-08-0910
11-64-20-0102
31-23-22-0506
41-23-23-0708
42-31-03-0910
22-31-11-0102
12-31-06-0304
32-31-05-0607
Group4
42-33-01-0102
41-33-04-0203
11-33-12-0304
21-33-19-0506
31-23-21-0102
22-33-11-0102
12-23-07-0708
32-33-13-0506
Group9
31-33-08-0910
11-23-22-0506
22-32-07-0708
21-23-23-0708
32-31-10-0304
41-33-15-0400
Group5
31-33-12-0304
11-23-21-0102
21-23-04-0203
41-23-02-0708
12-31-07-0708
42-33-03-0910
22-23-10-0304
32-33-13-0506
Group10
41-33-08-0910
21-23-22-0506
11-23-23-0708
12-31-07-0708
31-64-20-0102
Assignment of Courses with Considering Constraints
Each course group is regrouped, according to their similarities by the optimization process. The next step is
placement of course groups to the appropriate hours, by taking the other constraints into account, which are not
included in the solution, during the encoding. Firstly, each course group must be assigned to the available time
slots of the week, and then the courses are placed to appropriate classrooms by considering the 3rd, 5th, 6th, 8th
and 10th constraints given in Table 4. During the assignment process, the following operations are performed in
a sequence.
STEP 1. Select the classroom, according to number of students of thecourse or according to the requirements of
the course as laboratory.
a. Assign the courses with 3 credits to 8:00-11:00 a.m. / 2:00-5:00 p.m. time slots.
b. Assign the courses with 2 credits to 8:00-10:00 a.m., 10:00-12:00 a.m. / 1:00-3:00 p.m., 3:00-5:00
p.m. time slots.
c. Assign the 2 credit courses, which were not assigned in the course groups, to 11:00-12:00 a.m. and
1:00-2:00 p.m. in appropriate classrooms where the 3 credit courses has been assigned.
d. Collect the courses that cannot be assigned, into a temporary group.
STEP 2. Repeat the 1st step until all of the courses are assigned.
STEP 3.Search for the appropriate time slots to assign the courses in the temporary group, and relocate if
necessary by neglecting the free time constraint of faculty members.
564

Pseudo code of optimization algorithm.
#program Optimistic Search Algorithm
int
GColor = 1;
array CODE1[74], CODE2[74], ColorLesson[74];
BEGIN
FOR from first lesson to the last lesson //i=1 to 74
SET the first freeday preference at TIME1
SET the second freeday preference at TIME2
END FOR
SET K=1
FOR from first lesson to the last lesson of the group
SET M=K+1
FOR from m to the last lesson of the group
//m=k+1 to last member
IF CODE1[k]!= CODE1[m]||CODE2[k]!= CODE2[m]
STORE GColor in ColorLesson[m]
INCREMENT GColor
END IF
END FOR
END FOR
4 Findings & Conclusions

The timetabling problem of the Faculty of Economics and Administrative Sciences at Bartn University has
been solved as a real world case by implementing suggested novel approach (Fig. 2 shows an example).
Scheduling of 74 courses, 23 lecturers and 7 classrooms with different capacities in the faculty was performed. 3
of the 74courses on average are not put into timetables. To eliminate this, the unscheduled courses were assigned
to available classrooms at any time without considering the constraints.Then these courses are moved to another
timeslot to avoid violating of constraints by performing one by one comparison with other courses. As a result,
this novel approach has been successful in scheduling the courses of the given problem. However, there is a risk
of failure whentimetabling due to the additions and changes in constraints. So, the minimizing risks can lead to
an increase in the ability of scheduling courses. These risks will be tried to be minimized in future studies by the
development of the algorithms.
Fig. 2.A part of proposed timetable.
565
References
1.
Burke, E.K., Jackson, K., Kingston, J. and Weare, R. (1997). Automated university timetabling: the state of the art.
The Computer Journal, 40(9): 565-571.
2. Gotlieb, C.C. (1963). The construction of class-teacher time-tables. In Proceedings of IFIP Congress. Munich,
Germany, Amsterdam: North Holland Pub. Co., 73-77.
3. Schaerf, A. (1999). A Survey of Automated Timetabling. Artificial Intelligence Review 13: 87127.
4. Burke, E.K., & Petrovic, S. (2002). Recent research directions in automated timetabling. European Journal of
Operational Research, 140: 266280.
5. Carter, M. W. and Laporte, G. (1998). Recent Developments in Practical Course Timetabling. In Practice and
Theory of Automated Timetabling II, Lecture Notes in Computer Science: Burke, E., Carter, M. (eds.), SpringerVerlag, 319.
6. Welsh, D. J. A. and Powell, M. B. (1967). An upper bound for the chromatic number of graph and its application to
timetabling problems. The Computer Journal, 10(1): 360-364
7. Neufeld, G. A. & Tartar, J. (1974). Graph Coloring Conditions for the Existence of Solutions to the Timetable
Problem. Communications of the ACM, 17(8): 450453.
8. Wood, D. C. (1969). A technique for coloring a graph applicable to large scale timetabling problems. The
Computer Journal, 12(4): 317-319
9. De Werra, D. (1995). Some combinatorial models for course scheduling, In Practice and Theory of Automated
Timetabling I, Lecture Notes in Computer Science :Burke, E. K. and Ross, P. (eds.), 296-308
10. Burke, E. K., McCollum, B., Meisels, A., Petrovic, S. and Qu, R. (2007). A graph-based hyper-heuristic for
educational timetabling problems. European Journal of Operational Research, 176: 177-192
11. Qu, R. and Burke, E.K. (2009). Hybridizations within a graph based hyper-heuristic framework for university
timetabling problems, Journal of the Operational Research Society 60:12731285.
Biographies
Zafer BOZYER was born in Kayseri on July 18, 1983. He is currently working as research assistant of Management
Information Systems Department at the Bartn University in Turkey. He received his B.Sc. in Industrial Engineering from the
University of Gaziantep, in 2010.His M.Sc. is in progress in the Department of Industrial Engineering at the Kocaeli
University.
His research interests are: Information Systems Design, Artificial Intelligence and Expert Systems.
M. Sinan BAAR was born in Erzurum on October 03, 1970. He is presently an Assistant Professor of Management
Information Systems Department at Bartn University, Turkey. He received his B.Sc.in Economy from the stanbul
University, in 1996. He received his M.Sc. and Ph.D. in Business from the Atatrk University, in 1999 and 2004.
His research interests are: Hashing Algorithms and Information Systems. He has published technical papers in academic
journals and academic meetings.
Assist. Prof. Dr. Baar is presently Vice-Dean of the Faculty of Economics and Administrative Sciences at Bartn
University.
Alper AYTEKN was born in Nide on June 24, 1973. He is presently an Associated Professor of Management Information
Systems Department at Bartn University, Turkey. He received his B.Sc.in Forest Industry from the Karadeniz Teknik
University, in 1994. He received his M.Sc. in Natural and Applied Science from the Karadeniz Teknik University, in 1994
and Ph.D. in Natural and Applied Science from the Zonguldak Karaelmas University, in 2002.
His research interests are: Computer Programming, CAD, ANN. He has published technical papers in academic journals
and academic meetings.
Assoc. Prof. Dr. Aytekin is presently Vice-Dean of the Faculty of Economics and Administrative Sciences at Bartn
University.
566
A DEMATEL Method to Evaluate the Dimensions of

Electronic Service Quality: An Application of
Internet Banking
Serkan ALTUNTAS1, Trkay DEREL2, Mustafa Kemal YILMAZ3
1
Bayburt University, Department of Industrial Engineering, Bayburt, Turkey

University of Gaziantep, Department of Industrial Engineering, Gaziantep, Turkey
3
Bayburt University, Department of Business, Bayburt, Turkey
1
saltuntas@bayburt.edu.tr, 2 dereli@gantep.edu.tr, 3 mkyilmaz@bayburt.edu.tr
Abstract. Parasuraman, Zeithaml and Malhotra [1] developed E-S-QUAL and E-RecS-QUAL scales for
capturing electronic service quality. Akinci, Inan and Aksoy [2] also reassessed Parasuraman et al. [1]s study
for electronic service quality offered by 13 banks in Turkey. In this study, we used the results of Akinci et al.
[2]s study to evaluate the criteria of electronic service quality through decision-making trial and evaluation
laboratory (DEMATEL) method. A questionnaire based on E-S-QUAL and E-RecS-QUAL scales was
developed. Firstly, we phoned the head office of banks to inform them about our study. Then, we sent
developed questionnaire to 17 different banks departments via e-mail to obtain questionnaires completed by
experts. After approximately one month (9 February 2011 to 10 March 2011), we obtained 39 completed
questionnaires from 11 different banks. Finally, casual relationships among criteria for both E-S-QUAL and
E-RecS-QUAL scales are constructed. In addition, the importance of the criteria for both E-S-QUAL and ERecS-QUAL scales are prioritized.
Keywords: DEMATEL, Electronic Service Quality, Internet Banking, Survey
1 Introduction
Measuring electronic service quality is quite important to improve customer satisfaction. Especially, internet
banking service quality is gaining more attraction by costumers day by day. Therefore, measuring internet
banking service quality correctly is quite significant to understand the quality level of provided services and to
improve it by feedback. Parasuraman, Zeithaml and Malhotra [1] developed E-S-QUAL and E-RecS-QUAL
scales for capturing electronic service quality. Researchers use E-S-QUAL scale to measure the perceived
electronic service quality. On the other hand, they use E-RecS-QUAL to measure perceived electronic service
quality by customers who experienced problems with assistance from banks Web sites. E-S-QUAL includes
four dimensions and 22 items, while E-RecS-QUAL includes three dimensions and 11 items. Akinci, Inan and
Aksoy [2] reassessed Parasuraman et al. [1]s study for electronic service quality offered by 13 banks in Turkey.
The statements were reduced 8 items from original 22 item E-S-QUAL scale and 7 items from original 11 item
E-RecS-QUAL scale by Akinci et al [2]. This study is based on the results of Akinci et al. [2]study. The aim of
this study is to use decision-making trial and evaluation laboratory (DEMATEL) method to find relationships
among dimensions and to prioritize them for both E-S-QUAL and E-RecS-QUAL scales.
567
2 Literature Review
Akinci et al. [2] stated that studies related to electronic service quality in literature fall into three main categories:
technical quality of web sites, the dimensions that affect customer satisfaction, and Web site service quality. In
this study, we examined the dimensions that affect customer satisfaction for Web site service quality in internet
banking by using E-S-QUAL and E-RecS-QUAL scales. Ancarani [3] and Buckley [4] examined e-services in
the public sector. There are some studies developed a scale to measure the quality of e-services (Ho and Lin, [5];
Swaid and Wigand, [6]; Cristobal, Flavian and Guinalu, [7] ). Details on developed scales can be found in
Ladhari [8] and Barrutia and Gilsanz [9]. Hu and Liao [10] found critical criteria of evaluating electronic service
quality of Internet banking using fuzzy multiple-criteria decision making (FMCDM). Hu [11] also found critical
criteria for assessing service quality of travel websites using fuzzy multiple-criteria decision making (FMCDM).
Sheng and Liu [12] conducted a amprical study to measure e-service quality by using E-S-QUAL scale. Calisir
and Gumussoy [13] examined internet banking versus other banking channels. Jun and Cai [14] researched the
key determinants of Internet banking service quality by using content analysis.
The basic steps of used DEMATEL method to evaluate the dimensions electronic service quality is summarized
as follows based on Liou et.al. [15] and Wu [16].
Step 1: Compute average initial direct-relation (matrix A). Firstly, a survey study is conducted by asking experts
who are expert about interested topic. The survey includes comparison scale to find influence and direction
among criteria with respect to expert opinions. Comparison scale includes four levels, namely (0) no influence,
(1) low influence, (2) medium influence, and (3) high influence. The basic notation to compute matrix A is given
as follows.
Xij =influence degree of factor i to factor j.
H = total responds (experts), n = number of factors.
Xk = nxn nonnegative matrix for kth respond.
Xijk = influence degree of factor i to factor j with respect to k th respond.
Matrix A = [aij] can be computed as follows.
H
aij = (1/H) x Xijk
(1)
k=1
Step 2: Compute normalized initial direct-relation (matrix D).The formulation to compute matrix D is as follows.
n
S= 1 / ( max aij )
(2)
1<i<n j=1
D= AxS
(3)
Step 3: Compute factor total-influence (matrix T). The formulation to compute matrix D is given as follows.
I= identity matrix
T=D(I-D)-1
(4)
Step 4: Compute C, R, C+R, and R-C values and also set threshold value to obtain digraph of showing causal
relations among criteria. The basic notations to conduct this step are given as follows.
C= sum of column of the matrix T, cj represents direct and indirect effects by factor j from the other factors.
R= sum of row of the matrix T, ri represents direct and indirect effects given by factor i to the other factor.
ri+cj= the importance of factor i
ri-cj= the net effect of factor i
568
3 Case Study
In this study, we used the results of Akinci et al. [2]s study to evaluate the dimen-sions of electronic service
quality through decision-making trial and evaluation la-boratory (DEMATEL) method. A questionnaire based
on E-S-QUAL and E-RecS-QUAL scales was developed. Firstly, we phoned the head office of banks to inform
them about our study. Then, we sent developed questionnaire to 17 different banks departments, namely
department of Internet and mobile banking, department of Internet and e-banking, department of telephone and
internet banking, department of system planning and analysis, department of system development, etc. via e-mail
to obtain completed questionnaires by experts. After approximately one month (9 February 2011 to 10 March
2011), we obtained 39 completed questionnaires from 11 different banks. 6 banks did not answer our request
although we phoned them more than once. Studies which used DEMATEL method did not apply their
questionnaires to large samples in literature, while survey studies were applied to enough number of samples to
interpret accurate comment about interested system. For example, Shieh, Wu and Huang [17] applied their
DEMATEL questionnaire to 19 managerial personnel to evaluate factors of hospital service quality. Wu et al.
[18] also applied their DEMATEL questionnaire to 13 experts to construct casual relationships among criteria
for outreach personnel in Employment service outreach program. Therefore, obtained 39 completed
questionnaires from 11 different banks are enough to conduct this study.
There are eight criteria for E-S-QUAL scale. These are: (A1) good organization of the information in the web
site, (A2) easy usage of the web site, (B1) availability of the web site, (B2) launcing and running duration of the
web site, (C1) accuracy of the information in the web site , (C2) keeping the promises given in the web site, (D1)
protecting information related to customers web shopping behavior, and (D2) not sharing the customers
personal information with other web sites.
The computation results using DEMATEL method are given in Table 1- 4. Table 1 shows the average initial
direct-relation matrix A based on equation (1). Table 2 shows the normalized initial direct-relation matrix D
based on equation (3). The fac-tor total-influence matrix T depicted in Table 3 based on equation (4). Table 2
summarizes the sum of influences given and received among the criteria. According to Table 4, the importance
of the criteria can be prioritized as A1>A2>B2>B1>D1>C2>C1>D2 base on (C+R) values. On the other hand,
A1, A2, B1 and B2 are net causes, while C1, C2, D1, and D2 are net receivers based on (R-C) values. Finally,
the threshold value is determined to draw Figure 1, which depicts the digraph of showing causal relations among
eight criteria. The average of the elements in matrix T (Table 3) is 0.381. Figure 1 was drew by considering
influences values of which are above 0.381.
Table 1.The average initial direct-relation matrix A for E-S-QUAL scale
A1
A2
B1
B2
C1
C2
D1
D2
A1
0.000
2.826
1.056
1.778
0.467
0.667
1.389
0.294
A2
2.063
0.000
1.000
1.500
1.000
1.571
1.250
0.500
B1
1.619
1.286
0.000
1.400
1.400
1.250
2.000
0.750
B2
1.650
1.387
1.441
0.000
1.500
0.667
1.200
1.250
C1
0.917
0.806
0.412
0.306
0.000
1.875
1.500
0.923
C2
0.792
0.469
0.486
0.278
0.767
0.000
1.750
1.333
D1
0.810
0.355
0.371
0.294
0.667
1.069
0.000
1.533
D2
0.864
0.545
0.514
0.543
0.815
1.258
1.167
0.000
Table 2. The normalized initial direct-relation matrix D for E-S-QUAL scale
A1
A2
B1
B2
C1
C2
D1
D2
A1
0.000
0.291
0.109
0.183
0.048
0.069
0.143
0.030
A2
0.213
0.000
0.103
0.155
0.103
0.162
0.129
0.052
B1
0.167
0.132
0.000
0.144
0.144
0.129
0.206
0.077
B2
0.170
0.143
0.149
0.000
0.155
0.069
0.124
0.129
C1
0.094
0.083
0.042
0.031
0.000
0.193
0.155
0.095
C2
0.082
0.048
0.050
0.029
0.079
0.000
0.180
0.137
D1
0.083
0.037
0.038
0.030
0.069
0.110
0.000
0.158
D2
0.089
0.056
0.053
0.056
0.084
0.130
0.120
0.000
569
A1
A2
B1
B2
C1
C2
D1
D2
Table 3. The factor total-influence matrix T for E-S-QUAL scale

A1
A2
B1
B2
C1
C2
D1
0.434
0.631
0.373
0.478
0.371
0.467
0.608
0.597
0.389
0.361
0.444
0.408
0.537
0.600
0.581
0.515
0.278
0.445
0.460
0.538
0.687
0.573
0.516
0.401
0.314
0.459
0.478
0.605
0.366
0.327
0.218
0.233
0.215
0.452
0.477
0.319
0.266
0.201
0.205
0.261
0.248
0.452
0.294
0.235
0.176
0.188
0.232
0.320
0.264
0.331
0.281
0.209
0.233
0.270
0.365
0.409
D2
0.362
0.382
0.427
0.449
0.328
0.333
0.325
0.211
Table 4.The sum of influences given and received among the criteria of E-S-QUAL scale
C
R
C+R
R-C
A1
3.494
3.723
7.217
0.229
A2
3.160
3.719
6.879
0.559
B1
2.217
3.931
6.148
1.713
B2
2.540
3.795
6.336
1.255
C1
2.675
2.616
5.291
-0.059
C2
3.407
2.285
5.691
-1.122
D1
4.101
2.034
6.135
-2.068
D2
2.816
2.309
5.125
-0.507
Figure 1. The digraph of showing causal relations among these eight criteria.
In addition to the analysis for E-S-QUAL scale, we also conduct same method for E-RecS-QUAL scale. There
are seven criteria for E-RecS-QUAL scale. These are: (E1) responding speed to customers request and
questioning which customers made by e-mail or other channels, (E2) telling customers what to do if their
transaction is not processed, (E3) taking care of problems related to web site promptly, (F1) compensating
customers for problems caused by the web site, (F2) compensating customers when their transactions are not
completed on time, (G1) providing online customer service representatives, and (G2) offering the customers to
be able to speak to a liveperson in case of a problem.
The computation results obtained by DEMATEL method for E-RecS-QUAL scale are given in Table 5- 8. Table
5, 6, and 7 are obtained by using equation (1), equation (3) and equation (4), respectively. According to Table 8,
the importance of the criteria can be prioritized as G1>E3>G2>F2>E1>F1>E2 base on (C+R) values. On the
other hand, E1, E2, E3 and G2 are net causes, while F1, F2, and G1are net receivers based on (R-C) values. The
570
threshold value is calculated by averaging the elements in ma-trix T (Table 7). The result is 1.312. Finally,
figure 2 was drawn by considering influ-ences values of which are above 1.312.
Table 5.The average initial direct-relation matrix A for E-RecS-QUAL scale
E1
E2
E3
F1
F2
G1
G2
E1
0.000
1.435
1.913
1.316
1.316
2.091
2.306
E2
2.500
0.000
1.808
1.536
1.440
1.471
1.760
E3
2.750
2.231
0.000
1.533
1.688
2.176
2.061
F1
1.700
2.000
2.462
0.000
1.765
2.081
2.219
F2
2.400
2.154
2.542
2.500
0.000
2.114
2.000
G1
2.000
1.600
2.000
3.000
2.333
0.000
2.059
G2
2.000
1.909
2.286
1.333
2.333
2.318
0.000
Table 6. The normalized initial direct-relation matrix D for E-RecS-QUAL scale

E1
E2
E3
F1
F2
G1
G2
E1
0.000
0.187
0.206
0.127
0.180
0.150
0.150
E2
0.107
0.000
0.167
0.150
0.161
0.120
0.143
E3
0.143
0.135
0.000
0.184
0.190
0.150
0.171
F1
0.099
0.115
0.115
0.000
0.187
0.225
0.100
F2
0.099
0.108
0.126
0.132
0.000
0.175
0.175
G1
0.157
0.110
0.163
0.156
0.158
0.000
0.174
G2
0.173
0.132
0.154
0.166
0.150
0.154
0.000
E1
E2
E3
F1
F2
G1
G2
Table 7. The factor total-influence matrix T for E-RecS-QUAL scale

E1
E2
E3
F1
F2
G1
G2
1.155
1.313
1.512
1.448
1.622
1.542
1.465
1.093
0.994
1.297
1.282
1.406
1.327
1.275
1.249
1.241
1.301
1.454
1.590
1.508
1.444
1.075
1.083
1.243
1.136
1.410
1.393
1.230
1.057
1.059
1.229
1.231
1.226
1.330
1.263
1.211
1.173
1.385
1.375
1.503
1.315
1.388
1.233
1.201
1.392
1.395
1.510
1.462
1.252
Table 8. The sum of influences given and received among the criteria of E-RecS-QUAL scale
C
R
C+R
R-C
E1
8.071
10.056
18.128
1.985
E2
8.062
8.674
16.736
0.612
E3
9.359
9.786
19.145
0.428
F1
9.322
8.570
17.892
-0.753
F2
10.266
8.396
18.662
-1.871
G1
9.877
9.349
19.226
-0.528
G2
9.317
9.444
18.761
0.127
571
Figure 2. The digraph of showing causal relations among these seven criteria.
4 Conclusions
Casual relationships among criteria for both E-S-QUAL and E-RecS-QUAL scales are constructed by using 39
completed questionnaires by means of DEMATEL meth-od. The diagraph of showing casual relations among
criteria is also constructed. In addition, the importance of the criteria for both E-S-QUAL and E-RecS-QUAL
scales are prioritized. The results of this study can be very useful for enterprises to improve perceived service
quality by customers and to gain customer loyalty. Our research results show that there are interdependent
among criteria for both E-S-Qual and E-RecS-Qual scales. As can be seen from computed total-influence
matrixes (see Table 3 and Table 7), all of the criteria are both affected and affect each other. However, the
digraphs of showing causal relations among criteria (see figure 1 and figure 2) was drawn by considering
threshold value to improve intelligibility of relation among criteria and to construct most relation criteria.
For future study, casual relationships and the importance of the criteria for both E-S-QUAL and E-RecS-QUAL
can be constructed for other e-service system.
References
[1] Parasuraman, A.; Zeithaml, V.A.; and Malhotra, A. (2005). E-S-QUAL : A mul-tiple-item scale for assessing electronic
service quality. Journal of Service Research 7(3): 213-233.
[2] Akinci, S.; Inan, E.A.; and Safak Aksoy. (2010). Re-assessment of E-S-Qual and E-RecS-Qual in a pure service setting.
Journal of Business Research 63: 232240.
[3] Ancarani, A. (2005). Towards quality e-service in the public sector: The evolution of web sites in local public service
sector. Managing Service Quality 15(1): 6-23.
[4] Buckley, J. (2003). E-service quality and the public sector.Managing Service Quality 13(6): 453-462.
[5] Ho, C.T.B.; and Lin,W.C. (2010). Measuring the service quality of internet bank-ing: scale development and validation.
European Business Review 22(1): 5-24.
[6] Swaid,S.I.; and Wigand, R.T. (2009). Measuring the quality of e-service: scale development and initial validation. Journal
of Electronic Commerce Research 10(1): 13-28.
[7] Cristobal, E.; Flavian,C.; and Guinalu, M. (2007). Perceived e-service quality (PeSQ) Measurement validation and
effects on consumer satisfaction and web site loyalty.Managing Service Quality 17(3): 317-340.
[8] Ladhari, R. (2010). Developing e-service quality scales: A literature review. Journal of Retailing and Consumer Services
17:464477.
[9] Barrutia,J.M.; and Gilsanz, A. (2009). e-Service quality: overview and research agenda. International Journal of Quality
and Service Sciences 1(1): 29 50.
[10] Hu, Y.C.; and Liao, P.C. (2010). Finding critical criteria of evaluating electronic service quality of Internet banking
using fuzzy multiple-criteria decision making. Ap-plied Soft Computing Journal, doi:10.1016/j.asoc.2011.02.008.
572

[11] Hu, Y.C. (2009). Fuzzy multiple-criteria decision making in the determination of critical criteria for assessing service
quality of travel websites. Expert Systems with Applications 36: 64396445.
[12] Sheng, T.; and Liu, C. (2010). An empirical study on the effect of e-service quality on online customer satisfaction and
loyalty. Nankai Business Review International 1(3): 273-283.
[13] Calisir, F.; and Gumussoy, C.A. (2008). Internet banking versus other banking channels: Young consumers view.
International Journal of Information Management 28:215 221.
[14] Jun, M.; and Cai, S. (2001). The key determinants of Internet banking service quality: a content analysis. International
Journal of Bank Marketing 19(7): 276 291.
[15] Liou, J.J.H.; Tzeng, G.H.; and Chang, H.C. (2007). Airline safety measurement using a hybrid model. Journal of Air
Transport Management 13, 243249.
[16]Wu,W.W. (2008). Choosing knowledge management strategies by using a com-bined ANP and DEMATEL approach.
Expert Systems with Applications 35,828835
[17] Shieh, J.I.; Wu, H.H.; and Huang, K.K. (2010). A DEMATEL method in identi-fying key success factors of hospital
service quality. Knowledge-Based Systems 23(3): 277-282.
[18] Wu, H.H.; Shieh, J.I.; Li, Y.; and Chen, H.K. (2010). A combination of AHP and DEMATEL in evaluating the criteria
of employment service outreach program personnel. Information Technology Journal 9: 569-575.
Biographies
Serkan Altuntas was born in Malatya in 1984, Turkey. He got the B.Sc degree in industrial engineering, from Eskisehir
Osmangazi University, Eskisehir, Turkey. He got M.Sc degree in industrial engineering, from Dokuz Eylul University in
Izmir, Turkey. His Ph.D. is in progress
in the department of Industrial Engineering at the University of Gaziantep. He has been working as a research assistant at the
Industrial Engineering Department of the Bayburt University since 2009.
His research interests include assembly line, facility layout, simulation, multi-criteria decision making and technology
evaluation.
Trkay Dereli is a professor of Industrial Engineering, Department at the University of Gaziantep, Turkey. He has published
numerous technical papers in professional academic journals and conferences and has several textbooks on CAD/CAM, ICT
and quality management. He is also an active referee for many professional journals and edited several conference
proceedings.
His current research interests include innovation and technology management, CAD/CAM, process planning, feature
technology, TQM, agile and responsive manufacturing and management, soft computing, informatics and applications of
artificial intelligence.
Mustafa Kemal Ylmazwas born in Trabzon in 1975. He got B.Sc degree in Faculty of Economics and Administrative
Sciences, from Karadeniz Technical University in Trabzon, Turkey. He got M.Sc and Ph.D. degrees in Department of
Business, from Ataturk University, in 2005 and 2010, respectively. Since 2001, he had been a lecturer at Ataturk University,
Erzurum. Recently, he accepted a position of Assistant Professor at the Bayburt University, Bayburt, Turkey.
His major field of study is e-services, industrial market, and consumer behavior.
573
Parameter Design of Iterative Feedback Tuning

Method Using Analysis of Variance for
FOPDT Models
A.Sharifi 1, H.Sadjadian 2
1,2,
Iran University of Science and Technology, Electrical Engineering Department
1
Arsharifi@elec.iust.ac.ir, 2Hsadjadian@iust.ac.ir
Abstract. Iterative feedback tuning (IFT) is a model free method to tune controllers using some close loop
experimental data and estimate of gradients. The objective of IFT is to minimize a quadratic performance criterion. In this
performance criterion there is a user defined scalar parameter(lambda) that expresses the relative importance of the
penalty on the control effort and used to be adjusted by trial and error. This parameter plays an important role in output
response, so introducing a systematic method to tune it can be very useful. This paper presents a method based on
Analysis of Variance and nonlinear regression to find an equation or expression for tuning lambda in terms of model
parameters. This strategy is derived for First Order plus Dead Time (FOPDT) models of an industrial plant that can model
many of industrial processes. The proposed strategy is verified by a comparative simulation study.
Keywords:IFT, Analysis of variance(ANOVA), nonlinear regression
1 Introduction
Iterative feedback tuning (IFT), is a method for tuning parameters of a controller in feedback control systems
without needing an explicit model of the system that initially proposed by Hjalmarsson[1]. It has proved to be
very effective in practice and is now widely used in process control [2-5]. and it has been applied to many
experiments such as DC-servo with backlash[4], inverted pendulum[6], and two-mass spring with friction[7]. In
particular, the IFT method is appealing to process control engineers, because under this scheme the controller
parameters can be successively improved without ever opening the loop. The key feature of IFT is that the
closed-loop experimental data are used to compute the estimated gradient of a performance criterion that usually
is a quadratic criterion. In this performance criterion there is a user defined scalar parameter ( ) that expresses
the relative importance of the penalty on the control effort. This parameter used to be adjusted by trial and error
that usually is time consuming and doesn't have enough accuracy. This paper presents a method based on
analysis of variance (ANOVA) and nonlinear regression to find an equation or expression for tuning parameter
in terms of model parameters. Recently, it has been proved that ANOVA is a useful method in tuning
parameters in control[8, 9]. This strategy is derived for First Order plus Dead Time (FOPDT) models of an
industrial plant that can model many of industrial processes.
The paper is organized as follows: An overview on the IFT algorithms used in tuning the linear 2-DOF
controllers is presented in Section 2. The third part of paper introduces the main ideas of ANOVA. Section 4
elaborates on tuning procedure which is followed by a case study simulation that illustrates the effectiveness of
574
the method. In this section IFT performance using the proposed strategy is compare to Relay feedback method.
The paper is concluded in section 5 with a summary of key points and results.
2 Iterative Feedback Tuning (IFT)

We consider an unknown true system described by the model:
yt Gu t vt
(1)
Where G is a linear time invariant operator, {vt } is an immeasurable (process) disturbance. A block diagram of
the closed loop system is represented in Fig. 1 Where Cr ( ) and C y ( ) are linear time invariant transfer
functions parameterized by some parameter vector ( ) and {rt } is an external deterministic reference signal
v
u
r
y
Cr
Cy
Fig. 1. Block diagram of the closed loop
For a controller of some fixed structure parameterized by , it is natural to formulate the control design
objective as a minimization of some norm of ~
yt ( ) over the controller parameter vector . For this purpose the
following quadratic criterion is adopted:
N
N
1
J
E
(Ly ~
yt ( )) 2
( Lu ut ( )) 2
(2)
2 N t 1
t 1
Here E[.] denotes expectation with respect to disturbance v . ~

yt ( ) is the error between the achieved and the
desired response. The symbols Ly and Lurepresent some filter, by which we can emphasize or suppress specific
frequency bands of the outputs and control signals respectively. The objective of the control design is to find the
optimal controller parameters defined by:
* arg min J ( )
(3)
To obtain the minimum of J ( ) we would like to find a solution for to the equation:
N
N
~
y
u
J
1
~
0
E
yt ( ) t ( ) ut ( ) t
(4)
N t 1

t 1
In this equation to facilitate the notation we assume that L y Lu 1 . If the gradient J / could be
computed, then the solution of (4) would be obtained by following iterative algorithm:
i 1 i i Ri1
J
( )
(5)
Here Ri is some appropriate positive definite matrix, typically a Gauss-Newton approximation of the Hessian
of J, while is a real positive scalar that defines the step size of algorithm. It is clear that ~
y ( ) is obtained by
i
taking the difference between the achieved response from the system operating with the controller C ( i ) and the
desired response, while the quantities ~y / and u / depend on the unknown system and are thus not
computable. To achieve these quantities IFT estimates them using some special closed loop experiments. For
more details refer to[4]. After estimating the needed signals, an experimentally based estimate of the gradient of
can be formed as follow:
J 1
est
N
~y ( )est u( )est
i
(6)
t 1
575
2 Analysis of Variance
In statistics, analysis of variance (ANOVA) is a collection of statistical models, and their associated procedures,
in which the observed variance in a particular variable is partitioned into components attributable to different
source of variation[10]. In this paper multi-way or n-way ANOVA has been used to reach our purpose. In multiway ANOVA it is determined whether means in a set of date differ when grouped by multiple factors. If so, it
can be verified which factors or combination of factors are associated with the difference. In other words, it
measures the effects of multiple factors on the mean of data[11]. Finally, the result of Analysis of Variance can
be observed in a table named ANOVA table.
3 Tuning procedure
As mentioned before, lambda tuning is carried out using Analysis of Variance and nonlinear regression. Here the
objective is to find an equation or expression for control effort weighting parameter ( ) in terms of
FOPDTmodel parameters. An FOPDT model can be shown as following:
K
G( s)
e td s
(7)
Ts s 1
Where K is the static gain of system, Ts is time constant and t d denotes time delay of system. To utilize
ANOVA for our goal, some experiments have to be performed that involve FOPDT model parameters and
optimal tuning factor [8], [9]. The optimal lambdas are defined using a new cost function that will be
introduced in next section. These experiments lead to a bank of data that needed for using in ANOVA.
3.1 Experiment setup
The experiment setup for FOPDT model is shown in table 1. Considering 5 levels for each parameter, 5 3=125
FOPDT models are generated according to the table and 125 simulations were executed. It is clear that a smaller
value gap between levels would result in more accurate model prediction. In every step, one of the 125 models is
simulated with IFT.
Table 1. Experiment setup for FPODT models
FOPDT
Parameters
K
Ts
td
Level
1
1
1
1
Level
2
3
2.5
2.5
Level
3
5
4
4
Level
4
7
5.5
5.5
Level
5
9
7
7
In every simulation a tuning parameter is obtained that minimizes the following cost function[12]:
* 2
CFj ( M m ( ) M m
) ( M c ( ) M c* ) 2
(8)
j 1...125
Where CFj is the cost function for the j th model. In above equation M m ( ) is modulus margin, which is
defined as the inverse of the infinity-norm of the sensitivity function. This value is simply the shortest distance
from the Nyquist curve of the loop transfer function to the critical point -1. M m* is specified value of the modulus
margin that it is chosen equal to 0.65.Mc() is complementary modulus margin that is equal to the inverse of the
infinity- norm of the complementary sensitivity function. Its value is related to the response peak of the transfer
function from setpoint to process output and thus constitutes an important indicator of the response to setpoint
changes and M c* is the desired complementary modulus margin that is chosen equal to 0.72. So, a tuning
parameter that minimizes the cost function (8) is defined as the optimal .
576
After performing the simulations, a bank of model consisting of FOPDT model

parameters and the
corresponding optimal tuning parameters is constructed that is indicated in table 2. This bank of date will be used
to find the influence of model parameters on tuning parameter in the next section.
Table 2. Data bank of FOPDT models for 125 experiment
K
1
1
9
9
3.2
Ts
1
1
7
7
td
1
2.5
5.5
7
CFj
CF1
CF2
CF124
CF125
opt
opt1
opt2
opt124
opt125
Analysis of Variance
After constructing the bank of data in previous section, an analysis of variance is performed on the optimal
tuning parameter as a response vector or dependent
variables and FOPDT model parameters as independent
variables. Therefore, model parameters or combination of them that have a significant influence on the optimal
tuning parameter set would be fined using analysis of variance. Furthermore, the level of contributed influence
and its validity is also determined by ANOVA. The result for this analysis is depicted in table 3. In this table up
to 2 way interactions between the model parameters are considered.
It can be observed that there are F-values and P-values associated with each parameter and interaction. These
values indicate the effect of model parameters on optimal lambda. In ANOVA table a parameter or interaction
larger F value has larger influence on optimal tuning parameter opt . Typically there is a cut-off value of 0.05 for
P index. Any parameter or interaction having a value under this cut-off value is considered to be significant. The
remaining parameters and interactions are neglected and their effects are considered as the error. It can be
deduced from the date that 5 terms have P-values less than the cut-off rate and hence should be considered
significant. Also, the corresponding F value shows that most influential parameter is K and after it td andTs have
a considerable F value. The effect of combination of parameters has been disregarded. As mentioned above,
opt will depend on FOPDT model parameters and is a function of it and can be expressed in terms of this
model parameters.
Table. 3: ANOVA results
Source
k
Ts
td
k Ts
Ts t d
k td
Error
Total
Sun of
Squares
104.565
7.18
D.O.F
4
4
Mean
suares
26.141
1.795
88.713
6.092
0.000
0.000
12.838
3.21
10.8921
0.000
5.573
16
0.348
1.182
0.306
24.131
16
1.508
5.118
0.000
10.083
16
.63
2.139
0.017
18.859
318.576
64
125
0.295
To find this function or expression, nonlinear regression is performed on the opt and model parameters using
many possible combinations of the significant factors, until a good correlation coefficient was obtained. The
tuning expression that best fit the optimal values of the optimal parameter opt is:
opt 1K 1Ts2 2 K 3 t d a4 3 K 5 Ts6 t d 7
(9)
Where fit parameters with 95% confidence bounds and R 0.98 are:
2
577
[1 2 3 ] [0.514 0.5589 0.0043]
(10)
[1 2 3 4 5 6 7 ] [1.998 0.0517 1.998 0.044 1.991 - 2.22 1.609]
To study the accuracy of this equation and prediction ability of it, in Fig. 2.a, the estimated lambda set is
compared to optimal lambda set for FOPDT models. It can be observed that estimated values for lambda are
close to optimal values. For a better deduction, a new set of model parameters that didnt have any role in
extracting equation (9) is used to probe the accuracy of the method. In Fig. 2.b the estimated lambda set is
compared to optimal lambda set for the test FOPDT model parameters. It is
observed that for some models
the estimation error seems to be high. But this error doesn't make any problem in system response.
Illustrativeexample. In this section, we attempt to test our proposed tuning expression on a sample case study.
The case study system is a gas fire boiler where the gas valve position is used to control the temperature of the
water[13]. The transfer function e 5s \ (1 3s)(1 s) is used to represent the relationship between the variations in
gas valve position and temperature of the water when the flow of water is constant. The step response of this
system has a non-oscillatory behavior and a small overshoot. Therefore, it can be estimated with a first order
model. The FOPDT model estimated by frequency response method for this system is as follow:
Pest ( s)
e 5.837s
3.162s 1
(11)
Estimated lambda
Optimal lambda
Estimated lambda
y = 01900121900r1lx +
01900451900r1l
R = 01900271900r1l
Optimal lambda
Fig. 2.a. lambda set fitness
Fig. 2.b lambda set fitness for test data
Using model parameters and equation (9) the optimal lambda for this model is equal to 0.053 . Fig.3
depicts the step response and corresponding input signal of simulated system controlled by a PI controller that
has been tuned by IFT, in presence of disturbance. Also, it can be seen in Fig.3 that the case study system has
been simulated using Relay feedback method and modified(Hang) Relay feedback method for dominant time
delay process[14]. Performance of IFT method tuned by the proposed strategy can be compare to these methods.
578
system output in presence of Disturbance

1.5
1
0.5
IFT
R-F
Modified R-F
0
-0.5
50
100
150
Time
control signal
1.4
IFT
R-F
Modified R-F
1.2
1
0.8
0.6
0.4
50
100
150
Time
Fig. 3: case study simulation; system response in present of dist.
Conclusion
In this paper a new systematic method for tuning , that is an important parameter in IFT algorithm, has been
proposed. This parameter used to be tuned by try and error method that was a time consuming method. ANOVA
strategy has been derived for FOPDT models. In this method, analysis of variance is utilized for finding the
parameters that have significant effect on tuning , which performed using 125 IFT simulations. After
producing this information, nonlinear regression was performed, using many possible combinations of the
significant factors, until a good correlation coefficient was obtained. Therefore it can be possible to derive an
expression for tuning . The simulation results show the effectiveness of the proposed tuning method for
FOPDT models.
References
1.
2.
3.
4.
5.
6.
7.
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and signal processing 16(5): 373-395.
Hjalmarsson, H., M. Gevers, et al. (1998). Iterative feedback tuning: Theory and applications. Control
Systems Magazine, IEEE 18(4): 26-41.
Lequin, O., M. Gevers, et al. (2003). Iterative feedback tuning of PID parameters: comparison with
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Codrons, B., F. De Bruyne, et al. (1998). Iterative feedback tuning of a nonlinear controller for an
inverted pendulum with a flexible transmission. Proc. of the IEEE International Conference on Control
application, Trieste, Italy, IEEE.
Hamamoto, K., T. Fukuda, et al.(2003). Iterative feedback tuning of controllers for a two-mass-spring
system with friction. Control Engineering Prac.11(9):1061-1068.
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14.
Iglesias, E. J., M. E. Sanjuan, et al. (2006). Tuning equation for dynamic matrix control in SISO loops.
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Neshasteriz, A., A. Khaki-Sedigh, et al. (2010). An analysis of Variance Approach to tuning of
Generalized Predictive Controllers for Second Order plus Dead Time models. 8th IEEE International
Conference on Control and Automation, Xiamen.
Hogg, R. and J. Ledolter (1987). Engineering statistics MacMillan, New Jersey.
Montgomery, D. C. and G. C. Runger (2007). Applied statistics and probability for engineers, Wiley
New York.
Garcia, D., A. Karimi, et al. (2005). PID controller design with specifications on the infinity-norm of
sensitivity functions. 16th IFAC World Congress, Prague, Czech Republic.
Normey-Rico, J. E. and E. F. Camacho (2007). Control of dead-time processes, Springer Verlag.
O'Dwyer, A. (2009). Handbook of PI and PID controller tuning rules, Imperial College Pr.
580
Effect of Nozzle Injector Angle on Airflow Character

and Fluid Variables
Demet Ylmaz1, Mustafa Reit Usal2
Textile Engineering Department, Engineering & Architecture Faculty,
University of Suleyman Demirel, Isparta, Turkey
2
Manufacturing Engineering Department, Technology Faculty,
University of Suleyman Demirel, Isparta, Turkey
1
demetyilmaz@sdu.edu.tr, 2resitusal@sdu.edu.tr
Abstract. The nozzle is the part of the air-jet and Jetring yarn production systems. In these spinning
systems, the pressurized air is fed into the nozzle and the yarn is twisted by the airflow arising in the nozzle.
The nozzle design and air pressure level affects the yarn quality. Present work analysed the airflow variables
and character in the nozzle having different injector angles computationally. Nozzle injector angle is one of
important nozzle parameter affecting the yarn properties. In the analysis, ANSYS 12.1 package program and
Fluid Flow (CFX) analysis method was used. The airflow variables, particularly air pressure, air velocity and
air density, and the airflow character of the nozzles having different injector angles were obtained.
Keywords: Nozzle, CFD, airflow, Jetring, yarn spinning
1 Introduction
In any spun yarn production, there are mainly two requirements. One of them is to lay the fibres as parallel
form while the latter is to hold the fibres together by twist. Twist is defined as the measure of spiral rotations of
the fibres. Fibre strands are twisted to induce the lateral forces. Lateral forces act to bring the fibres closer
together and hence friction is created among the fibres. These forces control the fibre slippage and so it will be
difficult to break the twisted fibre strand. Many different types of equipment have been using to insert the twist
into the fibre strand. One of them is the pneumatic unit and nozzles are widely used as a pneumatic twister.
Nozzles are the main component of air-jet and Jetring yarn production systems. In these spinning systems,
pressurized air having certain value is injected into the nozzle to create an air vortex. The fibre strand is passed
through the nozzle and twisting and so yarn spinning is realized.
The nozzle component of air-jet and Jetring spinning systems consists of nozzle head and nozzle body (Fig.
1). Nozzle head transfers the pressurized air coming from the compressor into the nozzle body by means of the
injectors. Nozzle body has a cylindrical cross section comprising of main hole, injectors, twisting chamber and
nozzle outlet. Main hole lies starting from the nozzle inlet to nozzle outlet and the nozzle has a constant
diameter. Injectors are positioned at certain angles with respect to the nozzle axis and so they lie tangentially.
Basically, there are two expected phenomena in the nozzle. One of them is to strengthen the sucking of the
drafted fibre strand from the main hole into the nozzle by the pressurized air. Second is to produce the twist
resulted from the swirling air flow depending on the injector design and the air pressure level.
581
(a)
(b)
(c)
Fig. 1. Nozzle head (a), nozzle body (b) and the nozzle (c) (1: Main hole, 2: Injectors, 3: Twisting chamber, 4:
Nozzle outlet)
Sucking and twisting cases of fibre strand depend on the nozzle structural parameters. The most important
nozzle parameters are the diameter of main hole and injectors, injector angle, nozzle length and injector position.
Many researchers studied these parameters and the main subjects of these studies are the effect of air pressure
level and main hole diameter on yarn quality. The findings concerning with the air pressure and main hole
diameters are agreed with each other [1-5]. Regarding with the injector angle, many researchers widely centre
upon the angle range between 30 and 60 [3, 6-9]. Therefore, we believe that it should be analysed wider
injector angles to attain general results about the effect of injector angle. Base on above reasons, we aimed to
analyse the effect of injector angle on airflow character and fluid variables in the nozzle. In the analysis, ANSYS
12.1 package program and Fluid Flow (CFX) analysis method was used.
2 Method
2.1 Nozzle Geometry
In the study, each nozzle configuration is firstly created in ANSYS Workbench as a fluid. As it was
mentioned in previous part, the nozzle used in present work has a cylindrical cross section and consists of main
hole (1), injectors (2), twisting chamber (3) and nozzle outlet (4) (Fig. 1).
To determine the effect of injector angle, three different injector angles were analysed. In addition to 30 and
45 angles, 15 was selected which is different from the literature (Fig. 2). When the angle was changed, the
other nozzle structural parameters were kept constant.
In literature, it is assumed that the yarn occupies a small area in the nozzle hence, the flow inside the nozzle
affects the yarn, but not vice versa [8-9]. Therefore, the yarn was not modelled in the numerical analyses
concerning with Jetring or air-jet spinning systems. However, the yarn is the one of main component of these
spinning systems. Present work includes the area from where the yarn is passing, and studies the flow field
around the yarn (Fig. 3). Additionally, it was given a speed which is equal to production speed of spinning
machine to the yarn (approximately 0.2 m/s).
(a)
(b)
(c)
Fig. 2. Injector angles of 15 (a), 30 (b) and 45 (c)
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Fig. 3. Yarn configuration in the nozzle

2.2 Grid Generation
For the calculation of flow variables such as pressure, velocity etc., the nozzle geometry was divided into
small cells. During the grid generation, sharp-pointed angles were occurred due to the intersections of the
injectors and twisting chamber. Hence, the automatic mesh option was applied to the section between the
injectors and yarn entering zone while structured mesh was used for the section of nozzle exit. The volume
number of grid points is about 400.000.
2.3 Solution algorithm

In the studies based on the numerical analyses of the nozzle, standard and also modified k- turbulent models
were widely used for the modelling of the flow inside the nozzle [4, 8-9]. Although k- turbulent model produces
the reasonable results, the model does not perform very well for the flows at the boundary layer [4]. In present
work, it was used Shear Stress Transport (SST) turbulent model, which is one of the Reynolds stress models,
as a solution algorithm.
Shear Stress Transport (SST) model comprises both the k- and the k- models, with the original k- model
of Wilcox (1998) activated in the near-wall region and the standard k- model activated in the outer wake region
and in free shear layers [10]. Shear Stress Transport (SST) model accounts for the transport of the turbulent shear
stress and gives highly accurate predictions of the onset and the amount of the flow separation under adverse
pressure gradients.
2.4 Boundary and solution conditions

Appropriate boundary conditions are required in order to obtain an accurate solution. Present work uses air
pressure as a boundary condition. For each nozzle type, the air pressure at the nozzle inlet was measured in terms
of the electronic mass flow meter. In the measurements, a mass flow meter of Alicat Scientific firm is used and
placed between the compressor and nozzle opening (Fig. 4). Therefore, we specify the total pressure at the
nozzle inlet in which the flow is coming into the computational domain from the compressor.
Fig. 4. Measurement flow diagram
583
The direction of the airflow at the nozzle inlet varies depending on the nozzle configuration and so it is not
possible to specify accurately at the beginning of the analysis. Therefore, nozzle inlet was defined as opening
and the cases of air coming in or leaving was being the optional depending on the main flow conditions in the
nozzle. At the nozzle inlet, the air pressure was the atmospheric pressure conditions. Atmospheric pressure was
assumed at the nozzle outlet. Non-slip boundary condition was applied to the nozzle walls and also to the yarn.
In the work, iteration number was taken five as a minimum value and 300 as a maximum. Depending on the
converging condition of the solution, iteration was performed over 300.
Sensitivity of the solution was set at 10-5.
3 RESULTS AND DISCUSSION

3.1 Validation of solution
To insure the solutions, we followed the method based on the comparison of measured and calculated mass
flow values of pressurized air. It was determined that the calculated and measured values are almost compatible.
The regression coefficient representing the relation between the computed and measured data is 73.06%.
However, the values are not completely the same as we desired. It is believed that the differences in the data may
result from the air density value associated with the nozzle configuration.
In the measurement on the electronic mass flow meter, the air density is assumed as constant and equal to
1.18 kg/m3. According to the ANSYS CFX analysis, the air density value changes along the nozzle length in all
nozzle types (Table 1). The air density values are considerably higher than the value taken into consideration in
the measurements. This causes disaccording between the measured and computed data.
Table 1. Air density values in different parts of the nozzle
Injector
angle
15
30
45
Injectors
(kg/m3)
1.99
1.927
1.949
Nozzle inlet
(kg/m3)
1.23
1.21
1.2
Nozzle outlet
(kg/m3)
1.207
1.208
1.208
3.2 Airflow properties

Air pressure values were measured at the nozzle inlet by the mass flow meter. As it is seen in Table 2, air
pressure values are almost the same for three injector angles. ANSYS Fluid Flow (CFX) simulated the air
pressure distributions in the nozzle and it was found that all the angles show similar trends. In Fig. 5, it is given
the air pressure distributions in different cross-sections of the nozzles. Plane 1 and plane 2 represents the nozzle
inlet while plane 3 and plane 4 shows the injector region of the nozzle. Lastly, plane 9 and plane 13 indicates the
nozzle outlet. When any profile in any plane is analysed, it is seen that air pressure values are the lowest at the
nozzle centre while they are the highest close to the walls. This trend is observed along the nozzle length for all
injector angles.
Table 2. Airflow variables
Air pressure
Air velocity (m/s)
(Pa)
Injector
angle
Nozzle
Nozzle
Injectors
Injectors
inlet
outlet
15
214.9
97.3
103.9
112797
30
222.9
77.4
120.7
109503
45
237.5
43.5
137.4
118877
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Fig. 5. Air pressure profiles for the different injector angles

Pressurized air acts with swirling along the nozzle. However the airflow tend to move at the nozzle walls
depending on the injector angle and hence this causes a suction effect or negative airflow at the nozzle inlet. In
particular, suction at the nozzle centre planes can be easily seen at the planes 1-3. In 45, suction effect is
occupying higher area in comparison to the other injector angles.
Following to the suction at the nozzle inlet, air pressure value reaches to maximum level at the injector
region with the pressurized air sent into the nozzle. At the nozzle outlet, the air pressure values inside the nozzle
are different from that of the exterior pressure value and thus the suction effect is created intensively at the
nozzle centre. In particular, the air inside the nozzle sucks the air from the outside into the nozzle due to lower
air pressure in the nozzle (plane 9 and plane 13).
On the other hand, as it is in air pressure, air velocity is higher at the nozzle walls while it is lower at the
nozzle centre. In all injector angles, air velocity rises at the injector region in terms of the pressurized air coming
from the injectors.
3.3 Airflow structure in the nozzle

ANSYS Fluid Flow (CFX) analyses indicate that pressurized air swirls along the nozzle and an air vortex is
occurred in the nozzle. This result coincides with the statements in literature [2-3, 5-6]. In the nozzle, it was
observed three types of airflow structure. One of them is the airflow sent from the injectors and moving on the
nozzle walls. Another one is coming from the nozzle inlet and under the effect of airflow getting from the
injectors. The last one is the airflow around the yarn. These mentioned fluid behaviours lead to the air displaying
different flow attitudes at the nozzle injectors, main hole and nozzle outlet associated with different airflow
properties.
In particular, the airflow type coming from the outside and acting inside the nozzle sometimes leads to the
appreciable differences in the nozzles. Pressurized air sent from the injectors forces the airflow sucked from the
nozzle inlet and thus two types of rotating airflow are created beyond the nozzle injectors (Fig. 6). One of the
airflow is moving towards the nozzle centre and the other is rotating around this airflow. Actually, an airflow
structure arises moving in form of the one within the other and having different air velocities. This airflow form
leads to intensive streamlines with regular distributed. As it is seen in Fig. 6, when the injector angle increases,
the airflow form is getting compact.
585
(a)
(b)
Fig. 6. The changes in the air velocity of the nozzles having 15 (a) and 45 (b) injector angles
When the airflow on the yarn is analysed, it was found that the air goes forward without swirling from nozzle
inlet to the injectors (Fig. 7). Suction effect at the nozzle inlet may lead to this airflow case. And then the airflow
starts to swirl beyond the injectors and moves to the nozzle outlet. Particularly, in 15, the airflow covers the
yarn completely and regularly. As the injector angle increases, the airflow character gets irregular and intensity
of the airflow on the yarn decreases.
(a)
(b)
(c)
Fig. 7. The airflow on the yarn for 15 (a), 30 (b) and 45 (c) injector angles
4 CONCLUSION
In this study, the airflow in the nozzle of Jetring and air-jet spinning systems was simulated by ANSYS Fluid
Flow (CFX) analysis method. There are also studies based on the numerical analysis of the nozzle. On the
contrary of the literature, present work takes into consideration the effect of the yarn on to the airflow and
therefore the yarn was included to the analysis. Shear Stress Transport (SST) turbulence model encompassing
both the k- and the k- models was selected as a solution algorithm. Hence the airflows at the near-wall region,
and at the outer wake region and in free shear layers were simulated. Mass flow values of the pressurized air
were measured for all analysed injector angles and the air pressure values were used as a boundary condition. At
the end of the analysis, measured and calculated mass flow values were compared to validate the analysis.
In the study, it was found that airflow variables such as air pressure, velocity and density change along the
nozzle length for all analysed injector angles. Air pressure and velocity are the lowest at the nozzle centre while
they are the highest close to the walls. At the nozzle inlet and also nozzle outlet, a suction effect was observed
depending on the injector angle. When the airflow character in the nozzles is analysed, three types of airflow
structure was observed. These airflows depend on the injector angles. These mentioned fluid behaviours lead to
the air displaying different flow attitudes at the nozzle injectors, main hole and nozzle outlet associated with
different airflow properties.
586
References
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2.
3.
4.
5.
6.
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10.
Oxenham, W., Basu, A. (1993). Effect Of Jet Design On The Properties Of Air-Jet Spun Yarns, Textile
Research Journal, 63 (11): 674-678.
Zeng, Y.C., Yu, C.W. (2003). Numerical Simulation Of Air Flow In The Nozzle Of An Air-Jet
Spinning Machine, Textile Research Journal 73 (4): 350-356.
Rengasamy, R.S., Kothari, V.K., Patnaik, A., Ghosh, A., Punekar, H. (2005). Reducing Yarn Hairiness
in Winding By Means Of Jets: Optimisation Of Jet Parameters, Yarn Linear Density And Winding
Speed, AUTEX Research Journal 5 (3): 127-132.
Guo, H.F., Chen, Z.Y., Yu, C.W. (2007). Numerical Study Of An Air-Jet Spinning Nozzle With A
Slotting-Tube, Journal Of Physics: Conference Series 96: 1-5.
Patnaik, A., Rengasamy, R.S., Kothari, V.K., Bhatia, S.K. (2008). Some Studies On Hairiness
Reduction Of Polyester Ring Spun Yarns By Using Air-Nozzles During Winding, TJTI 99 (1): 17-27.
Jeon, B.S. (2000). Effect Of An Air-Suction Nozzle On Yarn Hairiness And Quality, Textile Research
Journal 70 (11): 1019-1024.
Zeng, Y.C., Yu, C.W. (2004). Numerical and Experimental Study on Reducing Yarn Hairiness With
The JetRing and JetWind, Textile Research Journal 74 (3): 222-226.
Patnaik, A., Rengasamy, R.S., Kothari, V.K., Punekar, H. (2006). Airflow Simulation In Nozzle For
Hairiness Reduction Of Ring Spun Yarns. Part II: Influence Of Nozzle Parameters, Journal Of Textile
Institute 97 (1): 97-101.
Rengasamy, R.S., Patnaik, A., Anandjiwala, R.D. (2008). Simulation Of Airflow In Nozzle-Ring
Spinning Using Computational Fluid Dynamics: Study On Reduction In Yarn Hairiness And The Role
Of Air Drag Forces And Angle Of Impact Of Air Current, Textile Research Journal, 78 (5): 412-420.
Garg, V.K., Ameri, A.A. (2001). Two-Equation Turbulence Models For Prediction Of Heat Transfer On
A Transonic Turbine Blade, International Journal of Heat and Mass Transfer, 22: 593-602.
587
Performance Evaluation of a Successive

Approximation Algorithm for
Tracking Roads in Satellite Images
Vural Aksakall1, Ali Fuat Alkaya2, Ahmet Bulut3
1
Dept. of Industrial Engineering, Istanbul ehir University

2
Dept. of Computer Engineering, Marmara University
3
Dept. of Computer Engineering, Istanbul ehir University
1
aksakalli@sehir.edu.tr, 2falkaya@marmara.edu.tr, 3ahmetbulut@sehir.edu.tr
Abstract.We consider a maximum likelihood estimation (MLE) based successive approximation
classifier for automatic road extraction in satellite images. In this problem, a high-resolution satellite image
of an area containing a continuous piece of road is provided and a starting point for the road is given. The
goal is to devise a classification algorithm that automatically extracts this road from the image by separating
the road from the local background using the images statistical properties. Unfortunately computation of
MLE, which is the optimal strategy for the problem, is intractable in practice. We therefore approximate the
MLE successively by tracking the road over relatively smaller pieces. Our computational experiments
indicate that the algorithm performs remarkably well for relatively low road-background support overlaps
and that the quality of the solutions gradually deteriorates as the overlap between the supports increases.
Keywords: road tracking, classification, maximum likelihood estimation
Introduction
Space agencies throughout the world operate optical imaging satellites that capture high-resolution images of
the earth for improving our knowledge and for better utilization of the earths resources. These satellites gather
massive amounts of geographical information on a regular basis and there is a need to automate the process of
extracting structures appearing in these images. Our focus is on automatic extraction of major roads. Currently
existing approaches for this problem can be categorized as local and global methods. Some of the local methods
proposed so far are generic edge detectors [1,2], crest detectors [3], and morphological operators [4,5]. Neural
networks and statistical classifiers have also been proposed [6]. A popular global method is the one introduced in
[7] where the problem is formulated over a graph in the underlying pixel lattice. Another graph-based iterative
global method that our classifier is inspired from is the one proposed in [8] that is later referred to in [9]. In this
method, a relatively small number of paths emanating from the current root in the underlying decision tree
representation are examined, after which some are kept and the others are discarded. As discussed in [9], the
fundamental difficulty in automatic road extraction is that pixels representing the road are not systematically
brighter or darker than those representing the surrounding background in practice.
588
Problem Definition
The scenario is a statistical model for road tracking. A root node associated with a ternary tree of fixed depth
D is given. Starting with the root node, we assume that each tree segment goes either straight, or turns left or
right at each junction relative to the direction of the previous segment. Note that under this assumption, there
are exponentially many paths, 3D to be exact, and out of these paths, only one of them is the true path. Our
goal is to find which one it is based on the statistical characteristics of the segments of the ternary tree.
2.1
Statistical Model
The space Y of classes is the set of paths emanating from the root node to a leaf node in the ternary tree of
depth D. Thus, there areY = 3D possible classes. Segments of the ternary tree will be denoted by s for s S.
For example, for D = 3, there are 33 = 27 paths, and 39 segments. In general, two distinct paths (or classes) can
share up to D-1 segments in common. We associate a direction with the root of the tree and then assign angles to
the two turns and lengths to the segments, so each class can be interpreted as an actual piecewise linear, planar
path. With this setup, the set Y can be considered as a representation of a model for road tracking.
We let a 3x3 transition matrix Q specify the transitioning probabilities from each one of the three directions to
the direction in the next road segment. It will be assumed that Q is uniform, i.e., all of its entries are 1/3.
Motivation for this specific assumption on the transition matrix Q will be discussed in the section describing the
classification algorithm. Note that the random variables Y1, Y2, , YD form a first-order Markov chain for the
state of the segments. These random variables are independently and identically distributed and each of the 3D
paths has an equal likelihood of p(y) = 3-D for y Y. Here, Yl {Straight, Left, Right} for 1 l D
denoting the direction of segment l relative to the previous segment in the path.
2.2
Data Model
For each segment s S, the observation Xs will denote a measurement obtained by a local filter. We suppose
that Xs {1, , M}, 2 M, with high values indicating path and low values indicating background. We
assume two conditions in our model: space invariance and conditional independence. The first assumption
implies that given Y = y, every Xs such that s y (i.e., s is a segment on the path y) has density f1(x), x = 1, ...,
M; and every Xs such that s y has density fo(x), x = 1, ..., M. The second assumption states that the random
variables X = {Xs, s S} are conditionally independent given Y. These two assumptions yield the following
likelihood model:
p(x y) = f1( xs ) f 0 ( xs )
sy
(1)
sy
In this study, the observations Xs will denote the color of the segment. We assume that Xs {G, D, B} where
G stands for gray, D stands for dark gray, and B stands for black (i.e., M = 3). That is, for both the true
path and the background, the output of the local filter is one of the three possible colors; gray, dark gray, and
black. Darker colors will indicate "the true path" and lighter colors will indicate "background".
In the subsequent sections, computational experiments with different distributions for the true path and the
background will be presented. However, a typical problem instance has probability mass functions as in Fig. 1.
589
Fig. 1. f1(x): mass function for the true path, f0(x): mass function for the background.
For simplicity, we will assume that the probability masses for the true path and the background are symmetric,
as in above example. In other words, we assume that
f1(B) = f0(G), f1(D) = f0(D), and f1(G) = f0(B).
This assumption is solely for the purpose of easily recognizing various likelihoods in the computational
experiments section. The symmetry assumption has no implications on the classification algorithm we present.
Clearly, the quality of solutions obtained by any classifier within the context of the tracking problem is heavily
dependent on the degree of overlap between the supports of the true path and the background. In particular, if
they have disjoint supports then tracking is trivial and if they are very similar, it is exceedingly hard. In the
computational experiments section, we present the results of our classification algorithm for various supports for
the true path and the background.
A Classification Algorithm: MLE-SA
In this section, we present our classification algorithm, which is based on successively approximating the
Maximum Likelihood Estimator (MLE). We call our algorithm MLE-Successive Approximator (MLE-SA). The
MLE-SA algorithm is essentially based on the algorithm discussed in [9]. We first note that the optimal solution
for the road tracking problem can be obtained theoretically by computing the maximum a posteriori (MAP)
estimator:
X MAP arg max P X x Y1 ,..., YD
xX
arg max 0 ( x) P Y1 ,..., YD X x
(2)
xX
As discussed earlier, we assume that our priors are uniform (recall that the random variables Y1, Y2, , YD are
assumed to be independently and identically distributed). Accounting for the uniform prior, we notice that the
MAPestimator is equivalent to the MLE:
X ML arg max P Y1 ,..., YD X x
x X
arg max
x X
arg max
x X
arg max
x X
f1 (Ys ) f 0 (Ys )
f1 (Ys )
f0 (Ys )
f 0 (Ys ) sS
f1 (Ys )
f 0 (Ys )
s:xTs
s:xTs
s:xTs
(3)
s:xTs
Therefore, we conclude that under the uniform prior assumption, the optimal strategy is to maximize the
product of the likelihood ratios (note that Ts above denotes the set of paths that contain the segment s, s S). If
the depth of the ternary tree D is 50, for instance, then there are a total of 3 50 paths. It is clearly impossible to
ML
compute X
over this many possible paths. Therefore, MLE is computationally infeasible for practical values
of D. In order to handle large values of D, we successively approximate the MLE: we approximate X
by
successively tracking over relatively smaller pieces of length d, where d is a parameter such that d 7 (due to
computer-memory limitations).
ML
590
For instance, in the first step, we compute the following MLE approximation:
X d arg max
xX , x d
f1 (Ys )
f 0 (Ys )
s:xTs
(4)
However, the segments near the bottom of X are not reliable enough to re-initiate tracking. For this reason,
we keep only the first k-many segments of each maximizing approximation path, and discard the remaining d k
segments. Here, k is a parameter between 1 and d. Thus, our algorithm has two parameters: d and k. In the
computational experiments section, we show results obtained by MLE-SAfor different values these parameters.
d
During each iteration of the algorithm, we assume that the color of the segments is given up to the next d
levels in the ternary tree. Thus, our algorithm processes only 3 d levels at any given time during the iteration and
does not require that the complete tree is available to start execution. This property of the algorithm enables us to
evaluate new data as it comes along. Prior to the execution of the actual algorithm, we randomly generate the
true path, which is of depth D. Our classifier is computed from the data model described above, not from
samples. That is, for each segment on the true path, its color is sampled from the probability mass function f1(x),
and colors of background segments are sampled from f0(x). Recall that for either type of segments, the color will
be one the colors gray, dark gray, and black. In our methodology, rather than a 0-1 loss function, we define the
distance between the true path (TP) and the approximate path (AP) obtained by the MLE-SA algorithm as:
Dist(TP, AP) = D APACS
(5)
where APACS denotes the number of the segments that AP classifies accurately. Of course, if APACS = D, then
Dist(TP, AP) = 0, and the algorithm has correctly found the true path. For each problem instance, we run the
algorithm 100 times, each time with a different true path and different color readings. After 100 runs, the
following two values are computed:
AVGDIST (Average Distance): average distance between the true path and the overall approximation path
over these 100 runs.
ACCRT (Accuracy Rate): the percentage of times MLE-SA was able to accurately identify the complete true
path over the 100 runs.
Computational Experiments
This section presents performance of MLE-SA with different parameters on different data sets. Our purpose is
to gain insight about the quality of solutions obtained by our algorithm, as well its sensitivity to model and
algorithm parameters.
4.1 Model and Algorithm Parameters

A typical data model of the tracking problem consists of the following parameters:
D: depth of the ternary tree, D 50.

f1(x): probability mass function of the true path, M = 3.
f0(x): probability mass function of the background, M = 3.
The following two parameters pertain to MLE-SA:
d: depth of the approximation path, d 7.

k: number of segments of the approximation path to keep, k d.
Recall that for simplification, we assume that f1(x) and f0(x) are symmetric with three possible values: gray
(G), dark gray (D), and black (B). These two masses will be denoted as a single cumulative distribution function
with two parameters, CDF(.,.) such that summation of the two parameters of CDF() gives the percentage of
591
overlap. For example, the masses in Figure 1 above will be denoted as CDF(0.1, 0.4).Also, CDF(0.1, 0.4)
implies that the percent of overlap between f1(x) and f0(x) is 50%.
Various masses for the true path and the background will be considered, with overlap percentages varying
from .01% to 50%. Two different values will be used for D; 7 and 50. The reason we are interested in D = 7 is
that in this case MLE-SA with d = 7 reduces to MLE and thus we obtain the actual optimal solution. As for the
algorithm, it is clear that d = 7 and k =1 will yield the best results. However, in order to evaluate the sensitivity
of the algorithm to its parameters, we will run the algorithm for both d = 5 and d = 7 as well as for k = 1 and k =
2for D = 50. These options will provide us valuable insight about the quality of solutions obtained by MLE-SA
as well its sensitivity to different model and algorithm parameters. As mentioned earlier, throughout our
computational experiments, we run the algorithm for each problem instance for 100 times, each time with a
different true path and different color readings.
4.2 Sensitivity to Algorithm Parameters

We first would like to know how sensitive our algorithm is to its parameters; d and k. Therefore we solve the
problem with CDF(.05, .1) (i.e., a 15% overlap) for 100 times and report the results in Table 1. The entries
AVGDIST and ACCRT in the table are the average distance and accuracy rates computed by the algorithm.
Table 3. MLE-SA Results for Different Algorithm Parameters CDF(.05, .1) for D=50
d
5
7
k
1
2
1
2
AVGDIST, ACCRT
2.5, 81%
43.62, 0%
0.9, 87%
46.12, 0%
As can be observed from the above table, the algorithm is extremely sensitive to k. In particular, the accuracy
rate is 0% for k = 2 for both d = 5 and d = 7. We experimented with various other likelihoods, and each time we
observed a similar behavior. Therefore, we conclude that k should always be chosen as 1 for better solution
quality. However, it should also be noted that this doubles the execution time compared to
k = 2.
We observe from the above table (as well as from several other likelihoods that we experimented with) that
the algorithm is sensitive to d as well, even though not as sensitive as to k. In this specific case, accuracy rate
goes up 6% when d is increased from 5 to 7. In the case of this parameter, however, execution-time trade-off is
much more significant compared to that of k; execution time of the above problem instance was 4 seconds for d
= 5 whereas it was 46 seconds for d = 7 (approximately 3(7-5) = 32 = 9 times slower, as expected).
4.3 Sensitivity to Model Parameters

We next would like to explore sensitivity of our model to data model parameters. For this reason, we ran the
MLE-SA algorithm with d = 7, k = 1 for D = 7 and 50 for various road-background support overlaps with 100
runs for each overlap. The results for overlaps ranging from 0.15% to 50% are shown in Table 2.
592
Table 4.MLE-SA Results for Various Overlaps for D = 50 and 7 with d = 7, k = 1
Overlap %
CDF
Parameters
0.15
1.5
7
15
16
20
25
31
35
41
45
50
0005, .001
.005, .01
.02, .05
.05, .1
.01, .15
.05, .15
.1, .15
.01, .3
.05, .3
.01, .4
.05, .4
.1, .4
AVGDIST,
ACCRT
forD = 50
0, 100%
0, 99%
0.01, 96%
0.9, 87%
0.01, 95%
2.8, 69%
14, 37%
1.3, 86%
15.4, 39%
4.2, 65%
29.7, 10%
42.03, 1%
AVGDIST,
ACCRT
for D = 7
0, 100%
0, 100%
0, 100%
0.02, 99%
0, 100%
0.03, 99%
0.16, 94%
0.07, 98%
0.3, 93%
0.16, 97%
1.09, 73%
2.52, 39%
Results and Conclusion
Our overall results from extensive Monte Carlo simulations with different MLE-SA parameter values and
various overlaps in road and background supports are as follows: (1) The algorithm is extremely sensitive to k,
so k should always be chosen as one despite the fact that this doubles the execution time compared to k = 2. (2)
The algorithm is somewhat sensitive to d as well, yet the execution time is tripled for each unit increase in d.
Values of d greater than 7, on the other hand, are computationally infeasible. (3) The algorithm performs
remarkably well for road-background overlaps up to 20%. Quality of the solutions obtained by the algorithm
gradually deteriorates as the overlap between the supports increases.
We therefore conclude that MLE-SA is an efficient algorithm for supports not overlapping for more than 20%
(of course, for the case where M = 3). For supports overlapping for more than 20%, the algorithm is still
satisfactory when the first overlap parameter is small. If this is not the case, then algorithm loses track rather
quickly and gives low-quality results.
593
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Biographies
Vural Aksakall received the B.S. degree in mathematics from Middle East Technical University and the M.S.
degree in industrial engineering and operations research from North Carolina State University. He received a
second M.S. degree and a Ph.D. degree in applied mathematics and statistics from Johns Hopkins University in
Baltimore, Maryland. He is currently an assistant professor in the Industrial Engineering Department at Istanbul
ehir University. His research interests are in data mining, stochastic optimization, and electronic commerce.
Ali Fuat Alkaya received the B.S. degree in mathematics from Ko University, the M.S. degree in computer
engineering and Ph.D. degree in engineering management from Marmara University. He is currently an assistant
professor in the Computer Engineering Department and Vice Dean of the Engineering Faculty at Marmara
University. His research interests include scheduling, analysis of algorithms, and combinatorial optimization.
Ahmet Bulut received the B.S. degree in computer engineering from Bilkent University and Ph.D. degree
from University of California Santa Barbara. He is currently an assistant professor in the Computer Science
Department at Istanbul ehir University. His research interests include information technologies for smart cities,
service platforms enabling utility computing, intelligent transportation systems, and applications of wireless
sensor networks.
594
An Overview of Data Mining Tools for Quality

Improvement in Manufacturing
1,2
Burcu DEVRM TENBA1, Cenk GRAY2

Department of Industrial Engineering/Faculty of Engineering /Atlm University
1
bdevrim@atilim.edu.tr, 2cguray@atilim.edu.tr
Abstract. Data mining tools has been extensively used for quality improvement in manufacturing environments
due to need of effectively managing huge amounts of data gathered from the manufacturing processes. Especially in
the last decade, a great variety of data mining tools have been used for different purposes in the area of quality
improvement. The main problem in the area is to be able choose the right tool for the specific function aimed to be
realized like classification, prediction, clustering and association. The aim of this study is to make a critical
literature survey and perform a classification about the data mining tools applied for quality improvement and
provide a guideline for enabling the users to select the most appropriate tools for achieving the specific data mining
functions. Finally, conclusions and future directions are presented.
Keywords: quality control, data mining, manufacturing systems
1 Introduction
Todays manufacturing environment is being more and more competitive due to the effects of globalization
and rapid advances in technology. Quality can be identified as a crucial concept for strategic planning to survive
in this competitive environment by ensuring that the final products meets the required standards at minimum
manufacturing cost and time [1].
Traditionally, quality standards are mainly being provided by Statistical Process Control (SPC). However, in
complex manufacturing processes, product quality is influenced by many factors that involve casual relationship
and mutual interaction between each other. Most statistical tools utilized in quality control processes must meet
several assumptions such as the normality and constant variance of the variables. But in fact, it is hard to meet
these assumptions in practice [2], [3]. In addition, the need to analyze large amounts of data brings an extra
difficulty to the quality control process. The need for understanding complex interactional effects and extracting
useful knowledge free of any assumptions from huge data sets led to the development of new techniques of
knowledge discovery in databases (KDD). Data mining methodologies constitute an important step involved in
the application of KDD [4], [5].
Data mining is a technology to transform the huge data gathered from the manufacturing processes into useful
knowledge that can be acquired by realizing its functions like classification, prediction, clustering and
association. The results acquired through these functions may be helpful in solving the problems about many
applications of manufacturing such as fault detection, detailed design, production planning, quality assurance
and scheduling[6],[7]. Moreover, an increasing number of manufacturing data are also available to extract
relevant knowledge for quality improvement which can be analyzed efficiently by the use of data mining tools
[3],[8]. But, the main problem for such an application remains as the difficulty of determining the most efficient
data mining tool among many strong alternatives. In the quality literature, comprehensive surveys about the data
mining tools applied for quality improvement are still required.
595
The aim of this study is to make a critical literature survey and perform a classification about data mining tools
applied for quality improvement and provide a guideline for enabling the users to select the most appropriate
tools for achieving the specific data mining functions.
Briefly, this study aims to answer the following research questions:
1.
2.
Which data mining tools are frequently used in quality improvement? What are the reasons for selecting
these tools?
What kinds of functions are frequently being implemented with these data mining tools?
This study organized as follows: Section 2 describes the review methodology. Most common data mining tools
used in quality improvement are explained in Section 3. The conclusions and research directions related to the
data mining applications in quality improvement are given in the last section.
2 Review Methodology
The method of literature survey in this study depends on a research about the data mining applications
performed in the quality improvement area during the last 15 years. The authors reviewed 27 papers published in
refereed journals and conference proceedings related to the applications of data mining tools for quality
improvement in manufacturing sector. The papers included in this review were classified with respect to the data
mining tool they had applied and the specific function utilized by this tool. The results of the classifications are
given Table 1.This table stands as the main source to answer the research questions in this study.
In this study,among the many available data mining tools, more frequently used tools such as decision trees,
fuzzy sets, neural networks, regression and association rules are considered.
Table 1.Taxonomy of data mining tools with respect to their data mining functions
Data Mining Functions
Prediction
[1]
Data Mining Tools
Decision
Trees
Classification Clustering
Association
Rules
[10],[13],[14],
[23],[24],[25],
[26],[30],[34]
[29]
[32]
Fuzzy Sets [17],[9]
[1],[15],[18],[19],[20], [23],[25],[28], [31],[32]
[21],[22], [33]
[34]
Neural
Networks
Regression [12],[34]
[9],[11],[16],
[27]
Association
Rules
596
3 Data Mining Tools in Quality Improvement

The papers are classified row wise according to the five common data mining tools in quality improvement:
a)
b)
c)
d)
e)
Decision Trees
Fuzzy Sets
Neural Networks
Regression
Association rules
In this section, the specific efficiencies of these tools and the specific problems addressed during their execution
are discussed in details. The results regarding the functions implemented by these tools are given in the next
section.
3.1 Decision Trees in Quality Improvement

Decision Trees can be used to derive the complex hidden relationships among input factors and the target
variable through a simple and efficient rule-base criterion. Then, this knowledge can be used to improve the
process design and overall process quality. It has some advantages to the other data mining tools due to its
practical application and interpretation facilities.
3.2 Fuzzy sets in Quality Improvement

In the quality control procedures, the inspector assesses the quality of the inspected item on the basis of his or
her subjective judgment, and hence the inspection process yields linguistic outcome which can be vague
[3].Statistical Process Control and other quality improvement techniques have difficulty in handling such vague
variables during the process. Fuzzy sets can be used to manage vague data in quality improvement problems.
3.3 Neural Networks in Quality Improvement
Neural networks can be used for forecasting and prediction in order to detect and discover the potential failure of
a product. [1] Neural networks have some specific advantages over the other methods. First, neural networks are
robust and can produce generalizations from experience even if the data are incomplete or noisy. Second, neural
networks can learn from examples and capture subtle functional relationships among case data. Besides, by the
use of neural networks the researchers do not need to make prior assumptions about the underlying relationships
in a particular problem, which in the real world are usually implicit or complicated. Finally, neural networks
provide universal approximation functions that can flexibly model linear and nonlinear relationships [25]
3.4 Regression in Quality Improvement

Regression analysis can be used to determine the most influential variables involved in a production process,
executed through a number of efficient error minimization functions. [34]
3.5 Association Rules in Quality Improvement

Utilizing the association rules, determination of relative significance of process variables and possible
relationship between them can be possible. Such a knowledge can be useful to find out the root causes of the
systems excessive variability or a possible equipment failure [9], [34].
597
Conclusions and Recommendations
The review study shows that data mining tools have been successfully applied to quality improvement
activities[35] due to their efficiency in solving complex quality problems arousing through the manufacturing
activities.
Taxonomy of data mining tools with respect to their data mining functions is given Table 1. The below
conclusions can be drawn from the table:
Neural Network is the most common tool in quality improvement application due to its capability
for efficiently constructing complex relations between the main parameters of manufacturing
processes in a practical way.
Decision tree is the second most commonly used tool due to its simplicity of application and
interpretation.
Fuzzy sets are used for hybrid approaches especially with the support of neural networks. The main
reason for this may be that they are inherently suitable for coping with linguistic domain
knowledge efficiently and producing more interpretable solutions at the end.
Classification is the most common data mining function realized by the utilization of these tools.
Prediction function comes in the second rank when the frequency of usage is evaluated. Decision
tree is mostly preferred for classification, whereas neural network approach is mostly used for
prediction. Generally, for both functions, neural network approach gives more accurate results than
the decision trees.
Association rule has come forward to be an effective tool for identifying associations within the
quality parameters in manufacturing area.
The research in this paper has concentrated on identifying the most frequently used data mining tools, and
discussing their efficiency in the implementation of several data mining functions. The results of this study can
both be used in developing new hybrid models for dealing with specific quality problems and act as a guideline
leading the users to select the most efficient data mining tool for the specific function they require.
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Ciflikli, C.; and Ozyirmidokuz, E. K (2010) Implementing a data mining solution for enhancing
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Chen,W. C.;Tseng, S.S.; and Wang, C.Y. (2005).A novel manufacturing defect detection method using
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Biographies
Burcu Devrim tenba- was born in zmir, 1980. She received the B.Sc.and M.Sc the degree in statistics from
Dokuz Eyll University, zmir, Turkey, in 2003 and 2006 respectively. She is currently doctorate student at
Atlm University Modeling and Design of Engineering Systems PhD Program.
She is interested in data mining, quality management and quality function deployment.
Instructor Devrim tenba still works for Atlm University, Department of Industrial Engineering.
Cenk Gray-was born in Ankara, 1973. He received his B.Sc., M.Sc. and Ph.D. degrees in mining engineering
from Middle East Technical University, Ankara, Turkey, in 1995, 1998 and 2003 respectively.
He is interested in Operations Research, Statistics and Economy applications in Industrial Engineering.
Asst. Prof.Dr. Guray still works for Atilim University, Department of Industrial Engineering.
600
Automated Negotiation with Issue Trade-offs:

Modified Even-Swaps for Bargaining
1,2
Trkay Dereli1, Koray Altun2

Department of Industrial Engineering, Gaziantep University, Gaziantep, Turkey
1
dereli@gantep.edu.tr, 2 kaltun@gantep.edu.tr
Abstract. It is hard to see traditional grocery stores at the present time. Hypermarkets, supermarkets etc.
have taken the place of traditional grocery stores. These progresses have naturally affected the relations
between buyer and seller. For example bargaining relation between buyer and seller has worn off. We think
that bargaining relation is the main distinction between a customer and a consumer. Correspondingly, these
progresses have squeezed out customer to evolve being consumer. Recent developments show that the next
step of these progresses will be internet retailing, i.e., e-commerce. For that reason, the researchers are
focused on the automated negotiation because automated negotiation is an important function for e-commerce
to be efficient. These efforts, especially, on negotiation for bargaining, can also be seen as an opportunity for
the re-evolution since the answer of how we can build up buyer-seller negotiation for bargaining is also the
answer of how we can accomplish re-evolution of consumers into customers. In this study, we aim to help
taking one step ahead at the re-evolution by modifying Even-Swaps method for bargaining in multi-issue
negotiation. We selected this method since it allows not only considering one offer to be better or worse than
another, but also it allows finding the difference between them. We presented a modified Even-Swaps method
which it utilizes the difference for bargaining.
Keywords: Even-Swaps, modified Even-Swaps, automated negotiation, bargaining, customer, consumer
1 Introduction
In a recent study, it is reported that buyers prefer shopping and buying online over traditional stores to: avoid
social interactions, buy unobserved, and experience immediate positive feelings [1]. We think bargaining
relation is the main distinction between a customer and a consumer. Avoiding social interaction prevents
bargaining since doing social interaction is necessary for it.
Bargaining is one of the oldest negotiation mechanisms in human history. Negotiation is one of the most active
research areas in multi agent system (MAS). Automated negotiation has been becoming an increasingly popular
method with the developments of information and communication technologies (ICT), e.g., the evolution of
electronic commerce (e-commerce) on the web and the rise of interest in intelligence of software agents. Before
development of e-commerce, the role of negotiation in MAS was to solve conflicts of interest among agents
during task allocation in distributed problem solving and resource allocation among agents [2]. With the
development of e-commerce, to study of negotiation became broader, especially the study of open electronic
marketplaces where humans can delegate their agents to negotiate with other agents [2].
Agents provide the abilities of autonomous operations, learning, adaptation, intelligent and adaptive decisionmaking, and cooperation and coordination in highly dynamic environments [3]. Buyer-seller negotiation may be
601
carried out by using agents. MAS provide negotiation between buyers and sellers without face to face social
interaction which nowadays buyers dont like it. The interaction of a set of agents to reach an agreement can be
preferred instead of face to face social interaction. So the developments on the agent technology can also help reevolution of consumers into customers.
Selecting and integrating the most suitable negotiation protocol, decision making algorithm, and data model are
the requirements for developing an automated negotiation mechanism [4]. Making trade-offs is one of the
important steps of decision making processes. Making rational trade-offs are the heart of developing acceptable
management strategies and plans [5]. Even-Swaps is developed as a rational and simple method for making
trade-offs that help the decision maker in considering the value of one objective in terms another [see 6-9]. In
this study, Even-Swap method is modified for automated negotiation for bargaining. Making practical trade-offs
during negotiation can be possible with the proposed Modified Even-Swap method. And, taking one step ahead at
the re-evolution process may be possible with it.
The rest of the study is organized as follows: Some brief description of automated multi-issue negotiation and
state-of-the-art on it are presented in section 2. How Even-Swaps is modified for automated negotiation are
given in section 3. Conclusions and future study are given in the last section.
2 Automated Negotiation with Issue Trade-offs

Automated negotiation can be considered as search process in which each agent in a MAS search collaboratively
or competitively for an agreement in a multidimensional space where each dimension corresponds to a
negotiable issue [10]. In e-commerce and other business areas, generally there are many issues rather than price
such as brand and delivery time. Making issue trade-offs can be possible to allow agents to search for win-win
solutions in multi-issue negotiation [11]. For example, buyer offers to pay a higher price for a service if it is
delivered sooner. This offer may be acceptable from the point of view of the seller. Many techniques can be used
to perform these trade-offs. However, lots of current automated negotiation models have paid slightly attention
to the problem of making trade-offs among decision variables in multi-issue negotiation. In this study, we briefly
focus on the agent-based automated negotiation with issue trade-offs. Comprehensive review on automated
negotiation, negotiation support systems and negotiation agents can be found inResinas et al.[4], Carbonneau et
al. [12],Lopes et al.[13], Zhang et al. [14], and Kersten and Lo[15].
Faratin et al. [16] presented an automated negotiation mechanism which uses a linear algorithm that enables
agents to make trade-offs between decision variables. Their algorithm uses the notion of fuzzy similarity to
approximate the preference structure of the negotiation opponent and then uses a hill climbing technique to
explore the space of possible trade-offs. Another study in this field is Cheng et al. [10]. In the study, it is claimed
that the search algorithm of Faratin et al. [16] failed to reflect one highly important characteristic of a trade-off,
namely that parties concede on their less important issues in exchange for achieving their bargaining goals on
more important issues. It is also claimed that this deficiency in their algorithm was due to the absence of the
opponents issue weighting information. However, Cheng et al. [10] think that if this weighting information is
available to all parties, the negotiation will be more efficient. They proposed an automated negotiation
mechanism based on issue trade-offs with the assumption that the requirement which all parties to surrender part
of their privacy is met. The proposed model uses fuzzy inference systems while making trade-offs. Chen and
Wang [17] have also used fuzzy similarity to compute trade-offs among multiple issues during bilateral
negotiations. Lopez-Carmona et al [11] claim that similarity criteria have been successfully used to perform the
trade-offs. However, one drawback of this approach is that it behaves differently depending on the knowledge
each agent has about its counterpart, and depending on the order in which the different issues are considered. To
address this problem, they proposed three mechanisms to improve the search for joint gains. They have specified
that two of the proposed mechanisms are applicable in expressive scenarios while the third one is intended for
inexpressive scenarios.
Zhang and Qui [18] proposed an automated negotiation mechanism which is performed by autonomous agents
that use fuzzy logic and issue-trading strategies in finding mutually-agreed contracts. Maximization of the utility
602
function is used in order to evaluate the validity of the multi-issue negotiation in the model. Teuteberg [19]
presented a multilateral negotiation model on an agent-based job-marketplace. This model is based on fuzzy
utility scoring method and simultaneous multi-issue negotiation with multi negotiation partners.
Chen and Huang [20] developed an automated bilateral multi-issue negotiation scheme for facilitating agent
technology in an outsourcing partner selection case. They use trade-off to find out buyers partner and determine
which issues need to change. They generated trade-offs rules according to the some strategies which are
determined by buyers attitude toward risk.
Luo et al. [21] developed a fuzzy constraint based model for bilateral multi-issue negotiation in trading
environments. Their model uses prioritized fuzzy constraints to represent trade-offs between the different
possible values of the negotiation issues and to indicate how concessions should be made when they are
necessary.
It can be seen from the literature that buyer preferences in multi-issue negotiation can be expressed in a variety
of ways. However, multi-issue negotiation require the management of expressive agreement preferences
regarding multiple issues so that they capture the relationships between issues and, hence, enable making tradeoffs during negotiation [4]. In this study, we propose a novel way for multi-issue negotiation by modifying a
well-known trade-off methodology which is clear, rational and easy-to-use, namely Even-Swaps.
3 Modified Even-Swaps Method

Considering more alternatives and pursuing more issues are possible with making more trade-offs. EvenSwaps is a multi criteria decision making (MCDM) method which provides a practical way of making trade-offs
that are called even swaps among any set of issues across a range of alternatives [6]. By simplifying and
codifying the mechanical elements of trade-offs, the method lets decision makers focus all their mental energy
on the most important work of decision making: deciding the real value to decision makers and their
organization of different courses of action [6,22]. Main steps of Even-Swaps method:
Step 1:
Step 2:
Step 3:
Step 4:
Step 5:
Step 6:
Step 7:
Problem initialization
Eliminate dominated alternatives
Eliminate irrelevant issues
More than one remaining alternative?
If yes, then go to Step 5
Else, go to Step 7
Determine alternatives and issue to perform even swap on them
Determine the required change and perform swap.
Then, go to Step 2
The most preferred alternative is found
Nowadays, MCDM methods based on the utility or desirability scores are commonly used in the multi-issue
negotiation [13]. Especially, they are used to provide support to negotiators while evaluating and comparing the
offers in multi-issue negotiation. Moreover, in a recent study, the Even-Swaps method has been chosen since it
allows negotiators to avoid comparing issues and resolution levels by means of some abstract values and requires
only the analysis in terms of the objectives the parties decided to negotiate [23]. In the study, it is also claimed
that the substantial advantage of Even-Swaps is it allows not only considering one offer to be better or worse
than another, but also it allows finding the difference between them [23]. However, this advantage has not been
used in the study because of the structure of the method. The objective of the method is to determine the most
preferred alternative. Actually, the negotiator does not only want to know what the best option is but also the
differences among alternatives [24]. With the method, the negotiator selects one of the offers, but he/she does
not use the differences among the offers for bargaining. What is more, in the method, trade-offs are performed
with only one-sided by invoking the decision maker. Although bargaining can be possible on some issues,
owners of the offers are not informed while performing issue trade-offs. Some modifications on the method are
603
needed to overcome these obstacles. In this study, we propose a modified Even-Swaps method for bargaining in
multi-issue negotiation. Main steps of modified Even-Swaps method:
Step 1:
Step 2:
Step 3:
Step 4:
Step 5:
Step 6:
Step 7:
Step 8:
Step 9:
Step 10:
Problem initialization
Determine bargainable issue
Determine a range for bargainable issue for bargaining
Eliminate dominated alternatives
Eliminate irrelevant issues
Is there any relevant unbargainable issue?
If yes, then go to Step 7
Else, go to Step 9
Determine alternatives and issue to perform even swap on them
Determine the required change and perform swap.
Then, go to Step 4
The most preferred alternatives are found
Start bargaining
An example is given for better understanding in the following: Issue 4 is determined as bargainable issue.
Therefore, all even swaps are performed on this issue. In the next step, it is assumed that the range for bargaining
on the issue is 1000. Afterward, it is observed that Alternative 1 is dominated by Alternative 2. The
column of Alternative 1 is eliminated from the decision matrix [see Figure 1a]. An even swap is performed by
adjusting Issue 1 Alternative 2 value to Issue 1 - Alternative 4 value, and by changing Issue 4
Alternative 2 value in accordance with the decision makers assessment [see Figure 1b]. Since there is no
dominated alternative on the revised decision matrix, an even swap is needed [see Figure 1c]. An even swap is
performed by adjusting Issue 1 Alternative 3 value to Issue 1 Alternative 4 value, and by changing Issue
4 Alternative 3 value. After the change, it is observed that Issue 1 values for any alternatives are equal. The
row of Issue 1 is eliminated from decision matrix since the issue is irrelevant [see Figure 1d]. An even swap is
performed by adjusting Issue 2 Alternative 3 value to Issue 2 Alternative 4 value, and by changing Issue
4 Alternative 3 value [see Figure 1e]. The row of Issue 2 is eliminated from decision matrix since it is
irrelevant. An even swap is performed by adjusting Issue 3 Alternative 3 value to Issue 3 Alternative 4
value, and by changing Issue 4 Alternative 3 value [see Figure 1e]. After the change, it is observed that
Alternative 3 is dominated by Alternative 4. The column of Alternative 4 is eliminated from the decision
matrix [see Figure 1f]. After that, it is observed that Issue 3 is irrelevant. The row of Issue 3 is eliminated
from decision matrix [see Figure 1f]. Only bargainable issue remains in the decision matrix after the elimination
[see Figure 1f]. The alternatives which remain in the decision matrix reflect the decision makers subjective
preference. The differences between the bargainable issue values of the alternatives will be used to specify
unaccepted area [see Figure 1g]. In our example, the difference between Alternative 2 and Alternative 4 is
500. For that reason, Alternative 2 is acceptable if the Issue 4 value of it is less than 19500 (20000
500) [see Figure 1g]. With the modified Even-Swaps method, the negotiator is able to assess the alternatives
with considering bargaining and select the most preferred ones. The proposed modified Even-Swaps method also
provides identification of the acceptable and unacceptable areas of the issue values of alternatives which will be
bargained for. Moreover, the method helps to select the best alternative, once the negotiator has reached an
agreement for each alternative [see figure 1g].
604
d
Alt. 1
Alt. 2
Alt. 3
Alt. 4
Alt. 2
Issue 1 (max.)
2007
2007
2008
2009
Issue 1 (max.)
2009
Issue 2 (max.)
Issue 2 (max.)
Issue 3 (max.)
35
45
35
45
Issue 3 (max.)
45
35
45
Issue 4 (min.)
20000
20000
21000
21500
Issue 4 (min.)
22000
22000
21500
Alt. 2
Alt. 3
Alt. 4
2007
2008
2009
Alt. 3
2009
Alt. 4
2009
b
Issue 1 (max.)
Alt. 2
Alt. 3
Alt. 4
Issue 2 (max.)
Issue 2 (max.)
Issue 3 (max.)
45
35
45
Issue 3 (max.)
45
35
45
Issue 4 (min.)
20000
21000
21500
Issue 4 (min.)
22000
21800
21500
Alt. 2
Alt. 3
Alt. 4
Alt. 2
Alt. 3
Alt. 4
Issue 1 (max.)
2009
2008
2009
Issue 2 (max.)
Issue 3 (max.)
45
35
45
Issue 4 (min.)
22000
21000
21500
Issue 3 (max.)
45
45
45
Issue 4 (min.)
22000
23000
21500
0
00
20
19
50
0
18
50
Sellers counter - offer
Alternative 2
0
50
21
50
20
19
19
Acceptable area
Unacceptable area
Alternative 4
21
40
0
Buyers offer
Fig.1. Modified Even-Swaps method with an example
3 Conclusions and Future Study

Automated negotiation researches can be considered to deal with two broad topics. The former has been
focused on the communication between buying and selling agents. It includes the studies on agent-based
languages and protocols that enable the message interchange between different agents. The latter has been
focused on agents decision making models which are the decision making apparatus the participants employ to
act in line with the negotiation protocol in order to achieve their objectives. Our study is relevant with the latter
topic. Using an MCDM method can be helpful in multi-issue negotiation for developing offers assessment
capabilities of negotiators and for assisting them to find out what they really want. Correspondingly, developing
software agents which utilize an MCDM method can also be helpful for an efficient automated negotiation. In
this study, we presented a modified Even-Swaps method which the negotiators can use the differences between
605
alternatives for bargaining on some issues. One restriction of the proposed method is that it considers bargaining
over a single item/product. In the future study, how to extend this method for multi-items can be addressed.
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Tendencies to Buy Compulsively and Their Motivations to Shop and Buy on the Internet. Journal of
Retailing, 85 (3) 298-307.
Winoto, P., McCalla, G., Vassileva, J. (2002). An extended alternating-offers bargaining protocol for
automated negotiation in multi-agent systems. Lecture Notes in Computer Science, 2519 179-194.
Zhang, J., Luo, J. (2008). Agent based automated negotiation for grid. Proc. of 12 th Int. Conf. on CSCWD,
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Resinas, M., Fernandez, P., Corchuelo, R. (2011). A bargaining-specific architecture for supporting
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Gregory, R., Wellman, K. (2001). Bringing stakeholder values into environmental policy choices: a
community-based estuary case study. Ecological Economics, 39 37-52.
Hammond, J.S., Keeney, R.L., Raiffa, H. (1998). EVEN SWAPS: a rational method for making trade-offs.
Harvard Business Review, 76 (2) 137-150.
Hammond, J.S., Keeney, R.L., Raiffa, H. (1999). Smart Choices, a practical guide to making better decisions.
Harvard Business School Press, Boston, MA.
Kajanus, M., Ahola, J., Kurtilla, M., Pesonen, M. (2001). Application of even swaps for strategy selection in
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Mustajoki, J., Hamalainen, R.P. (2005). A preference programming approach to make the even swaps
method even easier. Decision Analyses, 2 (2) 110-123.
Cheng, C.B., Chan, C.C.H., Lin, K.C. (2006). Intelligent agents for e-marketplace: negotiation with issue
trade-offs by fuzzy inference system. Decision Support Systems, 42 626-638.
Lopez-Carmona, M.A., Marsa-Maestre, I., Ibanez, G., Carral, J.A., Velasco, J.R. (2010). Improving tradeoffs in automated bilateral negotiations for expressive and inexpressive scenarios. Journal of Intelligent and
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Carbonneau, R., Kersten, G.E., Vahidov, R.. (2008). Predicting opponents moves in electronic negotiations
using neural networks. Expert Systems with Applications, 34 1266-1273.
Lopes, F., Wooldridge, M., Novais, A.Q. (2008). Negotiation among autonomous computational agents:
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Zhang, C.J., Ji,S.J., Zhu, H.M., Zhao, M.Q. (2007). The state of arts and the challenges of automated
negotiation strategy. Proc. of the second International Conference on Game Theory and Applications, 273278.
Kersten, G.E., Lo, G. (2003). Aspire: an integrated negotiation support system and software agents for ebusiness negotiations. International Journal of Internet and Enterprise Management, 1 (3) 293-315.
Faratin, P., Sierra, C., Jennings, N.R. (2002). Using similarity criteria to make issue trade-offs in automated
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Chen, Y.M., Wang, S.C. (2007). Framework of agent-based intelligence system with two-stage decisionmaking process for distributed dynamic scheduling. Applied Soft Computing, 7 229-245.
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Li, H.L., Ma, L.C. (2008). Visualizing decision process on spheres based on the even swap concept. Decision
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Scenario Analysis Of Scheduling Load-Haul-Dump

Vehicles In Underground Mines Using Simulation
Gkeiek TUNA, Pnar MIZRAK ZFIRAT, Gonca TUNEL
gokcecicek.tuna@bayar.edu.tr, pinar.ozfirat@bayar.edu.tr, gonca.tuncel@deu.edu.tr
Abstract. In underground mining, one of the major concerns is effective use of vehicles to produce and transport
the mine ore out of the mine to the ground surface. In metal mining in most of the cases, Load-Haul-Dump (LHD)
vehicles are employed to draw the mine ore from the drawing points and carry it to transfer points to load the ore
onto trucks. From that point, trucks are in charge to transport the ore out of the mine. In this paper, a simulation
model is developed to analyze the movements of LHD vehicles and trucks in underground mines. Certain rules and
strategies are employed to assign the LHD vehicles to draw points and trucks to transfer points. Once the current
operation of the mine is modeled, different scenarios are tested with different number of LHD vehicles and trucks.
The results are analyzed in terms of makespan which is the termination time of the system.
Keywords: Load-Haul-Dump vehicle scheduling, underground mining, simulation, scenario analysis
1 Introduction
Load-Haul-Dump (LHD) vehicles are ore transporting machines adapted for underground conditions. These
vehicles are started to be used first in 1950s and are widely spread by 1960s. Today, they are employed in most
of the metal mines all around the world. A typical LHD vehicle can be seen in Figure 1.
Figure 1. Standard LHD vehicle

In underground mines, LHDs are used to load ore from the drawpoints in the mine and transport it to a truck. The
points where LHDs and truck meet are called transfer points. Then trucks are employed to take the ore out of the
mine to a crusher machine on the surface. One of the main decision making problems that occur during this
process is to decide on the number of LHDs and trucks as well as to schedule these vehicles.
LHDs need to make several tours between the drawpoints and transfer point in order to fill the truck. Then the
truck transports the ore out of the mine and comes back to the transfer point.
607
The ore reserve located in the mine is known ahead. Therefore, production amount is already known. There is
nothing to be determined for production maximization. What we should determine is how to make this
production in minimum time. In other words, all the ore reserve should be taken out of the mine in the minimum
time. By this way, LHD and truck utilization would be maximized.
In this study, simulation modeling of a metal mine operating in this manner is developed. After verification and
validation of the model, scenario analysis is made on the number of LHD vehicles and trucks.
2 Literature review
A similar scheduling problem in mining industry occurs between trucks and shovels in open pit mines which is
addressed by many researchers [1, 2, 3]. However, LHD scheduling problem is not addressed by many
researchers. There are very few studies in this area. Scheding et al [4] describes the theoretical development and
experimental evaluation of an autonomous LHD based on the results obtained by field trials. Saayman et. al. [5]
examined the LHD and truck scheduling using simulation. In this study the tool employed to study this problem
is also simulation. However, after validating the simulation model of the current system, scenario analysis is
carried out in order to find the effective number of trucks and LHD vehicles.
The rest of the paper is organized as follows. In Section 3, problem overview is given. In Section 4, the proposed
approach is explained in detail. Computational results are given in Section 5. Finally Section 6 is the conclusion.
3 Problem Overview
In this study, a simulation software called ARENA is used to simulate the system and to determine the effective
number of LHDs and trucks used in the system. Proposed approach is to simulate the real system using
predefined distances between the draw points and transfer points, number of LHDs and trucks, then change the
number of LHDs and trucks to obtain an effective makespan, which refers to simulation terminating time. In
addition, the utilization of LHDs are examined. Simulation terminating time or makespan is calculated when all
of the mine ores are transported to the trucks at the transfer points.
Operations chart for LHD and truck in the underground mine can be seen in Figure 2. The ore reserve located in
the mine is known ahead. Also, LHD and truck capacity are known. What we should determine is how to make
this transportation in minimum time. By this way, LHD and truck utilization would be maximized.
Figure 2. Operation chart fort he LHD and the truck.

Acorrding to the operation chart in Figure 2, LHD goes to draw point and takes ore from drawpoint to
transfer point. On the other hand, truck goes to transfer point and takes ore to crusher (out of the mine).
608
4 Proposed Approach
The basic operation of the simulated mine is as follows: Ore collects at the drawpoints because of blasting
and caving. The ore is loaded by LHDs and transported to the transfer points. At the transfer points an LHD
dumps its load into a truck. After the truck has received enough loads to fill its bucket, it transports the ore to the
crusher. The load is dumped into the crusher, from where the ore is crushed and processed further. The
simulation is only concerned with everything from the point where the ore is available at the drawpoint until it is
dumped into the crusher. The main objective is to test different dispatching strategies to obtain an effective
completion time of the ore collection.
The simulated environment is based on the layout of the mine. The specific details of the type of the mining
technique are not important for the scope of this research.The principles used in the dispatching of vehicles will
be very similar for many different types of mines and mining techniques. The results discussed in this paper are
therefore not limited to this specific mining scenario. It is known that the movement of the vehicles is confined
to tunnels. The possible routes between different points are therefore fixed. The simulation environment has 8
tunnels that are in production with 8 drawpoints These numbers may not closely reflect real-life mining
environments.
To simulate this mining enviroment, simulation software called ARENA is employed. Using transportation
modules, distances between drawpoints and transfer points are constructed. When simulation runs, LHD goes to
the drawpoints, takes ore from the drawpoints as much as its capacity and takes the ore to the trucks until they
fills the truck capacity.When all of the ore is taken from the drawpoints, simulation terminates. The termination
time of the several simulation runs refer to the makespan.
Simulation is used, since the loading and unloading times, and truck travelling time to the crusher are
random.
5 Computational Results
In the solution of the model, initially it is assumed that there are three LHD vehicles and three trucks in the
mine. Once the model is run with these parameters, different number of trucks and LHDs are tested in order to
fineffective numbe rof LHDs and trucks fort he mine operation. As number of LHDs increase, makespan would
surely decrease. On the other hand as the number of trucks increase, the truck tour time decreases.
The experiments carried out with different number of LHDs and trcuks and the corresponding makespans are
calculated. The change in makespan values according to different number of LHDs can be seen in Figure 3
below. The tradeoff between the benefits obtained by the decrease in makespan and the cost of an
additionalLHD vehicle should be analyzed carefully and is beyond the scope of this paper. However, at first
glace, as number of LHD increases form 3 up to 7 , the decrease in makespan is quite sharp. But , as number of
LHD increases from 7 to 10 the decrease in the makespan is not very considerable. There for it may be benefical
to operate 7 LHDs the mine
609
Makespan According to Num ber of LHD
No.of LHD
80000
60000
40000
20000
0
3
10
Makespan
Figure 3.Change in makespan according to number of LHD vehicles employed.

The change in makespan values according to the number of trucks can be seen in Figure 4. As it is seen from
the figure, number of trucks have very little or no impact on the makespan value. Therefore it may be advised to
have only 3 trucks because of the cost, in mine operation. So it gives the most effective makespan value to have
3 trucks and 7 LHDs.
Makespan According to Number of Trucks
250000
Makespan
200000
150000
100000
50000
0
3
Number of Trucks
Figure 4.Change in makespan according to number of trucks employed.

In this study, the LHD scheduling problem of underground mining is handled via simulation. The model
developed in this paper is used to solve a case specific problem. However, it can be easily modified for different
assumptions and operations of different mines. Therefore it can be a powerful tool for the vehicle scheduling
problem of underground mines.
References
[1] Nasuf E. & Krmanl, C. Computer Aided Truck Dispatching Systems in Open Pit Mines and World Applications, Mining
Journal, 1993, 32(2), 5-11 (In Turkish).
[2] Ta, C.H., Kresta, J.V., Forbes, J.F., Marquez, H.J. A Stochastic Optimization Approach to Mine Truck Allocation.
International Journal of Mining, Reclamation & Environment, 2005, 19(3), 162-175.
[3] Aksoy, C.O., Kose, H., Malli, T., Ozfirat, K., Gonen, A.,Gurgen, S. Truck-Shovel Optimization Accounting For Cost,
Safety, and Operational Practice, CIM Bulletin, 2005, 98, (1091).
[4] Scheding S., Dissanayake G., Nebot E. M., and Durrant-Whyte H. An Experiment in Autonomous Navigation of an
Underground Mining Vehicle, IEEE Transactions on Robotics & Automation, 15(1), 1999.
[5] Saayman, P., Craig, I.K., and Camisani-Calzolari, F.R. Optimization of an Autonomous Vehicle Dispatch System in an
Underground Mine, The South African Institute of Mining & Metallurgy, 2006, 106, 77-86.
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A Proposed Model for Web Service-Oriented

Content Management System
Mehmet Ta1, Mustafa Torun2
1
Sakarya University Department of Industrial Engineering, 2 Bulu Atlyesi

1
tas@sakarya.edu.tr, 2 mustafa@bulusatolyesi.com.tr
Abstract. A Web Content Management System (WCMS) facilitates the publication of content to a website
and removes the need for the user to possess technical knowledge of editing HTML files. Such systems allow
content creators to directly add or update content on a website without involving an IT department or external
company. Many of these systems are built as monolithic, stand-alone applications that lack the dynamicity
support and are difficult to scale and interoperate with other enterprise systems. In order to tackle these
issues, a service-oriented approach is introduced for a web content management system that is composed
from a number of web services. The proposed model consists of browser, web service layer and content
server. Browser includes backend sites and frontend sites. Web service layer includes authentication and
authorization service, repository service, management service and publishing service. Content server includes
content database and content files. In this paper, we first present the overall system architecture and detail of
each service.
Keywords: web content management system (WCMS), service-oriented architecture (SOA)
1 Introduction
Since the dot-com boom of the late 1990s, corporate websites have become commonplace for almost any type of
company, large or small, across the globe. Almost every enterprise these days needs a website to communicate
with customers, partners, shareholders, and so on, providing up-to-date information on the enterprise, its
products and services. Increasingly, commercial activities and order transactions are conducted on enterprise
websites.
Building and setting up a website is not a one-time project. Different departments in the enterprise will have
areas of content they need to add to and update. Plus, websites have to be maintained and updated on a regular
basis due to the dynamic nature of modern business.
In the early days of website maintenance, the task of uploading and updating site content usually fell to the IT
department. Traditionally, technical staff would have to assist a content editor who needs to update a site by
translating the content into a suitable web page format (i.e. HTML) and uploading it to the web server on their
behalf. Managing the website updating process is another problem with older approach. The Content
Management Systems (CMS) that have appeared more recently are designed to tackle these problems, and make
it easier to collaboratively update a website. [1]
While Web content management systems may be effective in creating, editing, managing and publishing content,
they can also be expensive, complex to implement and configure, difficult to maintain, and complicated to use
611
and adopt within an organization. [2] Additionally, most of these management systems are designed as
monolithic, stand-alone systems. The need for a more flexible and extensible approach becomes increasingly
critical. [3]
Recently, service-oriented architecture (SOA) and web services are increasingly recognized as a suitable
architectural principle for developing modern enterprise applications. [11] SOA concept is to share and exchange
the runtime results of executing software as services rather than the code itself that produces these results. The
sharing and exchange is effectively achieved using standard XML format and HTTP communication protocol.
By composing many low-level services, one can easily handle higher level business services or processes. The
simplicity, reusability, interoperability and flexibility are just a few named benefits provided by this SOA
approach.
However, there are some technical challenges when adopting SOA to realize content management system. First,
how to identify the basic services that support content management is very critical. Second, for different types of
documents, the requirements on content management may be varied. In order to tackle these issues, we introduce
a web service-oriented content management system. This service-oriented implementation approach shows
promise as a new way to realize application systems with better interoperability and flexibility while minimizing
development and maintenance costs. [3]
2 Web Content Management System

A Content Management System (CMS) is a computer program used to create, edit, manage, and publish content
in a consistently organized fashion. CMSs are frequently used for storing, controlling, versioning, and publishing
documentation such as news articles, operators manuals, technical manuals, sales guides, and marketing
brochures. [4]
A CMS is not really a product or a technology. It is a term that covers a wide set of processes that will underpin
the Next Generation large-scale web site. The pervasive nature of the web means that it has become the
preferred vehicle for content delivery. CMS should therefore be read as Web Content Management System
(WCMS). [5]
A WCMS is a web application that facilitates a group of collaborative users, usually from different departments
across an enterprise, to maintain and organise web content in an effective and manageable way. Web content can
include text, images, audio and video. A modern WCMS can also include workflow features so that the creating,
storing, and updating of web pages, along with approval sub-procedures, can be streamlined. In addition,
features such as versioning, check-in/check-out auditing, and so on are useful for managing and tracking the
updating of web pages. [1]
Many WCMS are programmed in web languages and run on a web server. In addition to the web server, WCMS
may also contain additional components such as workflow engines, search engines, and email integration
modules. Web content and data is stored in data repositories or databases. This could include text and graphic
material to be published.
3 Web Service-Oriented Content Management System

3.1 Web Services and SOA
A web service is a software system designed to support interoperable machine-to-machine interaction over a
network. It has an interface described in a machine-processable format (specifically WSDL). Other systems
interact with the web service in a manner prescribed by its description using SOAP messages, typically conveyed
using HTTP with an XML serialization in conjunction with other web-related standards. [6]
612
A web service is a technology that allows applications to communicate with each other in a platform and
programming language independent manner. A web service is a software interface that describes a collection of
operations that can be accessed over the network through standardized XML messaging. It uses protocols based
on the XML language to describe an operation to execute or data to exchange with another web service. A group
of web services interacting together in this manner defines a particular web service application in a ServiceOriented Architecture (SOA). [7]
Web service architecture involves many layered and interrelated technologies. There are many ways to visualize
these technologies, just as there are many ways to build and use Web services. Fig. 1 below provides one
illustration of some of these technology families.
Fig. 1. Web Services Architecture Stack [6]

3.2 Proposed System Architecture
The architecture of a web content management system based on SOA is illustrated in Fig. 2.
613
Fig. 2. Proposed Model for Web Content Management System
3.2.1 Backend and Frontend Site

Web site design crosses multiple disciplines of multiple information systems, information technology,
marketing, and communication design. The web site is an information system whose components are sometimes
classified as front-end and back-end. The observable content (e.g. page layout, user interface, graphics, text,
audio) is known as the front-end. The back-end comprises the organization and efficiency of the source code,
invisible scripted functions, and the server-side components that process the output from the front-end.
3.2.2 Authentication and Authorization Service
The nature of Service Oriented Architecture (SOA) and web services lends itself easily to areas in which
information and resources need to be shared and combined. However, one concern that needs to be addressed is
the guarantee that legitimate users are recognized and only those legitimate users are allowed access to resources
and information in a way defined by the policy. [8]
3.2.3 Repository Service
The need for a point of control and governance within the SOA deployment demands that service information
artifacts be stored and managed in a consistent manner that allows enforcement of organizational policies. This is
precisely the role served by a repository service within an SOA deployment. [9]
Earlier SOA deployments recognized that the rising complexity and diverse nature of service information
artifacts demanded more formal means of management, sharing, and tracking than simple Web sites. This led to
614
the use of a registry such as a Universal Description, Discovery, and Integration (UDDI) registry to manage,
share, and track service information artifacts.
Though this is an improvement over the less formal Web site approach, it has a major limitation: a registry can
only store links or pointers to service information artifacts. The actual artifacts must reside outside the registry,
using informal and inconsistent means such as Web sites. This makes the actual artifacts ungovernable by the
registry. What is missing is a repository that stores the artifacts. Using the library analogy, imagine a library that
has only a card catalog but no books, and all the books were kept in peoples homes.
A repository provides an integrated solution able to store metadata such as links or pointers to artifacts, as well
as the actual artifacts.
An SOA repository should provide governance capabilities that enable organizations to define and enforce
organizational policies governing the content and usage of the artifacts throughout their life cycles. Since
organizational policies vary, an SOA repository should enable organizations to enforce custom policies for the
governance of any type of service information artifact throughout its life cycle. In particular, it should enforce
conformance to such policies when a service information artifact is published or updated.
All manners of service acquisition need to be supported by strong cross-organization authentication and
authorization, so that legitimate users can be correctly identified, and only legitimate users can access the
services in an authorized manner according to the agreed upon policies between cooperating organizations.
3.2.4 Management Service
Management service is the application logic and business services provided by a CMS that aid in the
management of content and other CMS resources. Specifically, the management services let you create, update,
and delete the rules and scripts governing workflow, personalization, user rights and access, repository
maintenance and archiving and connectivity as well as the database and structures within the repository. [10]
Once a page has been created, it is saved into a central repository in the CMS. This stores all the content of the
site, along with the other supporting details. Most importantly, the CMS provides a range of workflow
capabilities.
When the page is created by an author, it is automatically sent to their manager for approval, and then to the
central web team for their editorial review. It is finally sent to the legal team for their sign-off, before being
automatically published to the site.
At each step, the CMS manages the status of the page, notifying the people involved, and escalating jobs where
required.
In this way, the workflow capabilities allow more authors to be involved in the management of the site, while
maintaining strict control over the quality, accuracy and consistency of the information. Workflow rules bring
order to the chaos of manual processes.
3.2.5 Publishing Service
Publishing service is the application logic and business services provided by a CMS that aid in the creation of
publications from the content and metadata in the repository. The publication services process templates, files
and database records with the goal of marshalling the correct resources to create a targeted publication. They
also execute personalization, conversion and user access routines that are called by particular templates. In the
case of a dynamic publication, the publishing services are invoked via a request from a browser and produce a
single page. In static publications (static Web sites as well as other publications) a staff member triggers the
publication services that then produce a complete publication. [10]
Once the final content is in the repository, it can then be published out to either the website or intranet. Content
management systems boast powerful publishing engines which allow the appearance and page layout of the site
to be applied automatically during publishing. It may also allow the same content to be published to multiple
sites.
615
CMS lets the graphic designers and web developers specify the appearance that is applied by the system. These
publishing capabilities ensure that the pages are consistent across the entire site, and enable a very high standard
of appearance. This also allows the authors to concentrate on writing the content, by leaving the look of the site
entirely to the CMS.
3.2.6 Content Database
The databases within the repository that hold the systems content. Content databases can be standard relational
databases where content components are stored in tables. Generally, each kind of meta information will have a
field in the table and there will be a single field for the internal information of a component. Content databases
can also be object databases where components are fully represented as XML and are stored in a large hierarchy.
3.2.7 Content Files

File-based content in the repository that is not stored in a database. Media files can be stored in a database but
are more often stored as binary files and linked to database records. Content files may also include proprietary
office files such as word processing files and spreadsheets that are meant to be handled as if they were part of a
document management system, not a content management system. Finally, content may be stored in one or more
XML files that are parsed and managed by the CMS services.
4 Concluding Remarks
In this paper, we introduced a service-oriented web content management system. The system is developed as a
web application on a common service platform that is supported by a number of services. The proposed model
includes browser, web service layer and content server. Browser includes backend sites and frontend sites. Web
service layer includes authentication and authorization service, repository service, management service and
publishing service. Content server includes content database and content files.
This for a CMS is a refreshingly flexible model as it offers solutions to issues that have been bothersome to most
organizations. It does everything that a traditional CMS vendor cant; lowers cost, allows faster deployment,
enables transparent upgrades and patches, and achieves rapid ROI and adoption through quick proof of concept
applications. Simultaneously, it also reduces risk by giving organizations the power to unplug a technology or
feature almost effortlessly.
References
1.
2.
3.
4.
5.
6.
7.
The Government of the Hong Kong Special Administrative Region. (2008). Web Content Management
System, 3-11.
CrownPeak. (2011). Software as a Service: The Alternative for Content Management System,
Whitepaper, 3-5.
Chieu T.C. and Zeng L. (2008). Service-Oriented Approach for Implementing an Extensible Content
Management System. In IEEE Congress on Services Part II. 23-26 September 2008. IEEE Computer
Society.
Scanlan, L. (2008). Why use a Web Content Management System, SiteLeads Whitepaper, 2-4.
Browning P. and Lowndes M. (2001). Content Management Systems. JISC TechWatch Report, 2-4.
W3C Working Group. (2004). Web Services Architecture. W3C. Retrieved February 24, 2011 from the
World Wide Web: http://www.w3.org/TR/ws-arch/.
IBM. (2004). New to SOA and web services. Retrieved March 11, 2011 from the World Wide Web:
http://www.ibm.com/developerworks/webservices/newto/service.html.
616
8.
Kim, A. (2007). An Architecture for Web Services Authentication and Authorization in a Maritime
Environment. In ITNG '07. Fourth International Conference. 2-4 April 2007. Information Technology.
9. Sun Microsystems. (2005). Effective SOA Deployment Using an SOA Registry-Repository, Sun
Microsystems, 3-18.
10. Matsumoto, A. (2008). The Content Management Possibilities Poster. Retrieved April 10, 2011 from
the World Wide Web: http://www.metatorial.com/pagea.asp?id=poster.
11. Cherbakov L.; Galambos G.; Arishankar R.; Kalyana S. and G. Rackham. (2005). Impact of Service
Orientation at the Business Level, IBM System Journal 44(4): 653-667.
Biographies
Mehmet Ta 1985, Adapazar, MSc, Research Assistant, Department of Industrial Engineering, Sakarya
University.
Mustafa Torun 1976, Denizli, Electronic Engineer, Founder of Bulu Atlyesi.
617
Embedded Hybrid Approaches for the Capacitated

Lot Sizing Problem with Set-up Carryover and
Backordering
Hacer Gner Gren1, Semra Tunali2, Raf Jans3
Dokuz Eyll University,Department of Industrial Engineering,Izmir,Turkey
2
Department of Business Administration,Izmir University of Economics,Izmir,Turkey
3
HEC Montreal,3000 Cte-Sainte-Catherine Road,Montral,Quebec, Canada
1
hacer.guner@deu.edu.tr,2semra.tunali@izmirekonomi.edu.tr,3raf.jans@hec.ca
1
Abstract. The Capacitated Lot Sizing Problem with setup carryover and backordering (CLSPCB) deals with multiple
products produced on a single machine. A setup of a product is assumed to be carried over from one period to the next and
the partial sequencing of the first and last product is incorporated. When the demand of a period can not be satisfied on time,
there is an option of backordering, meaning that the unmet part of the demand can be satisfied in the following periods in the
planning horizon. In this study, a number of hybrid approaches is proposed to solve the CLSPCB. The proposed hybrid
approaches combine Genetic Algorithms (GA) with a Mixed Integer Programming (MIP) based heuristic, namely Fix-andOptimize heuristic. It is well known that GAs are good at finding the promising regions for global optima, however they are
not good at locating the minimum of these optima in a large solution space. To overcome this difficulty, we propose to
hybridize the GA with the Fix-and-Optimize heuristic. The values of GA parameters are set experimentally through pilot
experiments and the performance of the proposed approaches are compared to pure GAs by generating small, medium and
large size problem instances.
Keywords: Lot sizing, genetic algorithms, setup carryover, backordering, Fix-and-Optimize heuristic.
1. Introduction
The Capacitated Lot Sizing Problem (CLSP) consists of determining the production quantity and timing for
several items on a single facility over a finite number of periods so that the demand and capacity constraints can
be satisfied at a minimum cost. Besides lot sizing decisions, in recent years this problem has been extended to
include semi-sequencing (i.e. the first and last product produced in a period) of the products produced in a period
on a single machine. This problem which is known as Capacitated Lot Sizing Problem with Setup Carryover
(CLSPC) involves producing more than one product per period but with at most one setup carryover activity per
period. Another extension to this problem is to permit backordering by allowing the unsatisfied part of the
demand to be satisfied in the following periods in the planning horizon. The resulting problem is called the
Capacitated Lot Sizing Problem with setup carryover and backordering (CLSPCB). Unlike the CLSP which is
extensively studied in the relevant research, the number of studies addressing the solution of the CLSPCB is very
limited. Considering the perceived research gap in this area, in this study a number of Genetic Algorithm (GA)based heuristic approaches is proposed for solving the CLSPCB. Although GAs have been applied to many
different lot sizing problems [5], to the best of our knowledge there is not any study employing GA-based
approaches to solve this problem.
618
2. Problem Definition
The CLSPCBdetermines the production quantities and production timing of the products along with the
semi-sequencing (i.e. first and last product produced in a period) in a period. If the demand can not be satisfied
in a period, it is backordered meaning that it is satisfied by production in the following periods during the
planning horizon. In solving the CLSPCB, we modify the model proposed by Suerie and Stadtler [16] and add
backordering costs and constraints.
Throughout the paper, the indices for a product, and period are denoted by j=1,2,3,,K and t= 1,2,3,.P,
respectively. We define Xjt as the quantity of product j produced in period t. The variables
I jt and I jt denote
inventory and backorder levels for product j at the end of period t, respectively. The binary variable Yjt is equal to
1 if a setup for product j is performed in period t. The setup carryover variable, which is a binary variable, is
denoted by Wjt. This variable is set to 1 if a setup state for product j is carried from period (t-1) to (t). The binary
variable Qtis the single product variable which equals one if the resource is occupied solely by product i in
period t. Moreover, scj, hjt , Ct , aj , stj, djt ,bj denote the setup cost for product j, the unit holding cost for product j
in period t, the amount of resource available in period t, the time to process one unit of product j, the setup time
of product j, the demand for product j in period t, and the backordering cost of product j, respectively. Finally,
M is a sufficiently large number.
K
Min ( sc jY jt h j I jt b j I jt )
(1)
j 1 t 1
s.t.
I j ,t 1 X jt I jt I j ,t 1 I jt d jt
(a X
jK
W
jK
jt
jt
j K ; t P
(2)
s jY jt ) Ct t P
(3)
1 t {2,...., P}
(4)
W jt Yjt 1 W jt 1 j K , t {2,...., P}
(5)
W jt 1 W jt 1 Qt
(6)
t {1,...., P 1}
Yjt Qt 1 t {1,...., P 1}
(7)
X jt M (Y jt W jt ) j K , t {1,...., P}
(8)
Qt 0 t {1,...., P 1}
(9)
W jt 0,1 (W j1 0) , Y jt {0,1} j K , t P
X jt , I jt 0, I jt 0 j K ; t P
(10)
(11)
I jt 0, j K ; t P
(12)
The objective function (1) minimizes the total inventory, backorder and setup costs. Inventory balance
equations (2) describe the evolution of the inventory and backorder over time and require that the demand is
satisfied either by production, inventory or backorder. There is a limited capacity available in each period, and
we take into account both production and setup times (Constraint 3). At most, one setup state can be carried over
from one period to the next on the resource (Constraint 4). Constraints (5) impose that a setup can be carried
over to period t only if either the item is setup in the previous period or if the setup state is already carried from
period t-2 to t-1. A setup state for a specific item can only be preserved over two bucket boundaries if that
product is the only one produced in the middle period (Constraint 6), which is only possible if there is no setup
in the middle period (Constraint 7). Constraints (8) enforce either a setup or a carryover if we have strictly
positive production for a specific item. Further, we have the non-negativity and binary conditions (Constraint 9,
10 and 11). There are no setup carryovers in the first period (Constraint 10) and all demand should be satisfied
during the planning horizon (Constraint 12).
619
3. Literature Review
The CLSP with different modeling features such as set-up times, set-up carryover, backordering, etc. has
attracted the attention of many researchers in lot sizing area.
Sox and Gao [15] reformulate the mathematical programming model for the CLSPC by using a shortest-route
representation and propose a Lagrangean decomposition heuristic. Gopalakrishnan et al. [4] propose a Tabu
Search (TS) heuristic which consists of five basic move types- three for the sequencing and two for the lot-sizing
decisions. Suerie and Stadtler [16] propose an extended formulation and valid inequalities and time
decomposition heuristic to solve this problem both for single and multi level case. Gupta and Magnusson [7]
consider sequence-dependent setup costs and times in solving the CLSPC. The sequence dependent setup times
and costs are also added to the CLSPC by Almada-Lobo et al. [2] for a real world problem in the glass container
industry. A GRASP meta-heuristic is proposed in Nascimento and Toledo [11] to solve the CLSPC in a multi
plant setting. Gren et al. [6] propose a hybrid approach for solving the CLSPC.
As mentioned earlier, the CLSP with backordering has not attracted the attention of the researchers in this
field. Pochet and Wolsey [12] present two formulations for the uncapacitated and capacitated lot sizing problem
with backordering. Millar and Yang [10] develop Lagrangean heuristics for solving the problem. Cheng et al. [3]
deal with a capacitated lot sizing problem with backorder consideration under the various types of production
capacities such as regular time, overtime and subcontracting. Absi and Sidhoum [1] deal with a special type of
the CLSP in which demand can not be backordered, but will be totally or partially lost. During the survey of
current relevant literature, we noted only a few studies focusing on both setup carryover and backordering,
abbreviated to CLSPCB [8, 9, 13]. Karimi and Ghomi [8] propose a greedy heuristic consisting of four stages to
deal with this problem. In another study [9], Karimi et al. propose a Tabu Search (TS) based approach and use
this greedy heuristic to find a feasible initial solution. The problem is extended to the parallel machine
environment by a real life example in Quadt and Kuhn [13].
In this study, a number of hybrid approaches is proposed to solve the CLSPCB. The proposed hybrid
approaches combine GA with a MIP based heuristic, namely Fix-and-Optimize heuristic. It is well known that
GAs are good at finding the promising regions for global optima, however they are not good at locating the
minimum of these optima in a large solution space. To overcome this difficulty, we propose to hybridize the GA
with the Fix-and-Optimize heuristic. This work extends the work presented in Gren et al. [6] in two ways; 1.
This study considers the backorder version of the lot sizing problem presented in Gren et al. [6]. 2. Unlike
Gren et al. [6] which employs only the time decomposition in the Fix-and-Optimize heuristic, this study uses
the Fix-and-Optimize heuristic in several ways.
4. Proposed Hybrid Approaches

This section explains the properties of the proposed hybrid approaches. The main idea behind this
hybridization scheme is to use the Fix-and-Optimize heuristic as a diversification strategy through the search of
GAs. Therefore, the GA can be guided to the new areas and hence overcome the local minima. The Fix-andOptimize heuristic is a MIP based heuristic in which a sequence of MIPs is solved over all real-valued decision
variables and a subset of the binary variables so that the numerical effort to solve the whole MIP model is
reduced [14]. The idea in the Fix-and-Optimize heuristic is to solve a series of sub-problems that are derived
from the MIP model in a systematic manner.
The search in a GA is done for the setup and setup carryover variables, which are binary. If these variables
are fixed to specific values according to the chromosome values, the result is a Linear Programming (LP) which
consists of determining the optimal production and inventory decision variables. Therefore, each chromosome in
the population of the GA corresponds to a LP and the objective value of a LP is used to determine the fitness of
the chromosome during the search. After the evaluation of each chromosome, selection, crossover and mutation
take place (See Fig. 1) and the infeasibilities that occur after these operators are repaired using appropriate
operators. As indicated in Figure 1, before determining the survival of the individuals into the next generation,
620
an individual is randomly selected from the new population and it is used as an initial solution of the Fix-andOptimize heuristic.
In this study, we use two types of decomposition schemes in the Fix-and-Optimize heuristic. The first one is
the time decomposition where the whole planning horizon is divided into time windows. The other one is the
product decomposition where the decomposition is done according to the specific information of products
instead of time periods.
Time decomposition: The basic idea in time decomposition is to divide the whole planning horizon into
time windows. Each time window corresponds to a sub-problem and by solving the sub-problems in an iterative
manner, the overall solution is obtained. As in Gren et al. [6], each sub-problem is defined for a time window of
five consecutive periods with respect to the setup and setup carryover variables. For example, in one iteration ( l
) of the Fix-and-Optimize heuristic, three sub-problems are solved for an instance with 15 periods.
Product decomposition: In contrast to time periods, this decomposition scheme focuses on product specific
information to form and order the sub-problems. As a result of a pilot experiment, it has been decided to form
and order the sub-problems based on set up costs of the products (i.e. the higher the set up cost, the higher the
priority of the product)
Start GAs
Random Solution from the new
population = Initial Solution
Initial Population
The Fix-and-Optimize
Genetic Operators
heuristic
No
Repair Operators
Terminate?
No
Yes
New Population
Report the Best Solution

Place the Best Solution in the
New Population
Survive Next Generation
Terminate?
Yes
Report the OverallBest
Solution
Fig. 1. The control logic of the proposed approaches
621
By using two decomposition schemes mentioned above, four hybrid approaches are proposed in this study to
solve the CLSPCB:
Hybrid Approach 1 (H1): GA embedded hybrid approach where the Fix-and-Optimize heuristic employs time
decomposition only.
Hybrid Approach 2 (H2): GA embedded hybrid approach where the Fix-and-Optimize heuristic employs
product decomposition only.
Hybrid Approach 3 (H3): GA embedded hybrid approach where the Fix-and-Optimize heuristic employs two
decomposition schemes in the sequence of product and time decomposition.
Hybrid Approach 4 (H4): GA embedded hybrid approach where the Fix-and-Optimize heuristic employs
product decomposition in one generation and time decomposition in other generation.
5. Computational Experiments
5.1 Benchmark Problems
Since there are no available data for testing the efficiency of the proposed approaches, the problem instances
given in Trigeiro et al. [17] were modified by adding the backorder costs. Specifically, to introduce
backordering, the demands were modified and multiplied by 1.1. The backorder cost was defined as a linear
function of the holding cost (b=fh), where f=2 as in Millar and Yang [10]. Table 1 presents the features of the
data instances studied.
Number
products
Number
periods
Number
instances
Table 1. Classification of data instances

Problem Class
1
2
3
4
5
of
6
12
24
6
12
6
24
of
15
15
15
30
30
30
of
As a result of some preliminary tests the computational time to solve each problem using Fix-and-Optimize
heuristic was limited to 2 seconds. All computations were carried out on a PC with Dual Core, 2 GHz
microprocessor and 2 GB RAM. The pure and hybrid GAs were coded in Visual C++ 2008 Express Edition and
all sub-problems were solved using Concert Technology of Cplex 11.2.
The parameter settings of the proposed approaches were done through some pilot experiments on a medium
size problem with 10 products and 20 periods. Based on these experiments, a population size of 100, a crossover
rate of 0.95 and a mutation rate of 0.005 were used for 100 generations.
5.2 Comparative Experimental Results
In this section, the experimental studies comparing the performances of the proposed GA based hybrid
approaches to that of Pure GAs (PGA) are given. The average gaps over lower bounds obtained from the SPL
formulation are given in terms of both the average of 10 runs and the best result among these runs. The overall
results obtained for all problem classes are given in Table 2. To obtain compatible results the performances of
the proposed hybrid approaches and PGA were tested under the same run time limitation. For instance, the time
limitation to solve problem instances in Class 1 was set to 252.37 s. (see Table 2). As seen in Table 2, the large
gaps from the lower bounds indicate that the performance of PGA is poor for solving CLSPCB.
As seen in Table 2, the proposed embedded hybrid approaches outperform PGA in all problem classes. This
could be attributed to the success of using the Fix-and-Optimize heuristic in the loop of GAs. As expected, the
Fix-and-Optimize heuristic acts like a diversification strategy and helps GAs direct the search to promising areas
in the search space.
622
Class
1
Class
2
Class
3
Class
4
Class
5
Class
6
Table 2. Overall results (based on average of 10 runs)

PGA
Comput.
Proposed Embedded Hybrid
Time
Approaches
(s)
H1
H2
H3
H4
30.16
19.93
22.57
20.05
19.80
%
252.37
%
%
%
%
34.98
25.80
29.09
25.81
25.67
%
198.6
%
%
%
%
17.25
11.53
9.65 %
9.46 % 9.77 %
%
226.7
%
16.80
11.18
12.29
11.55
11.11
%
287.56
%
%
%
%
8.64 %
8.82 %
302.75
357.05
5.06 %
5.26 %
4.58 %
4.80 %
6.91 %
6.30 %
6.19 %
6.51 %
Among the proposed embedded hybrid approaches, while H2 employing product decomposition in the loop
of GAs has the worst performance, H3 which uses both decomposition schemes in the loop of GAs slightly
outperforms H1 and H4. Overall, it can be stated that compared to using a single decomposition scheme in the
loop of GAs, using both decomposition schemes sequentially has more potential to improve the solution quality.
Furthermore, it is observed that the solution quality of the proposed hybrid approaches is affected by the type of
decomposition scheme and the proposed hybrid approaches employing time decomposition scheme have better
performance.
6. Conclusion
Lot sizing is one of the most well-known optimization problem in production planning. Most of the studies in
this area are devoted for solving the CLSP which is known to be NP-Hard. The CLSP becomes more complex
when setup carryover and backordering are considered. Hence exact algorithms are not capable of producing
good quality solutions in reasonable computational time. In this study, a number of GA based hybrid approaches
are proposed for solving the CLSPCB which is the least studied lot sizing problem in the literature. An extensive
computational study is made to compare the performance of these hybrid approaches to the pure GAs. The
general conclusion which can be drawn from this comparative experimental study is that hybridizing the PGA
with the proposed MIP-based heuristic significantly improves its performance in solving the CLSPCB. In a
future research, the robustness of the proposed hybrid approaches can be investigated under different
backordering costs.
References
1. Absi N., Kedad-Sidhoum S. (2007).MIP-based heuristics for multi-item capacitated lot-sizing problem
with setup times and shortage costs. RAIRO Operations Research41 (2): 171-192.
2. Almada-Lobo B., Klabjan D., Carravilla M.A., Oliveira J.F. (2007). Single machine multi-product
capacitated lot sizing with sequence-dependent setups. International Journal of Production Research
45 (20): 4873-4894.
3. Cheng C.H., Gupta Y.M., So S. (2001). Solving the capacitated lot-sizing problem with backorder
consideration. Journal of Operational Research Society 52: 952-959.
4. Gopalakrishnan M., Ding K., Bourjolly J-M., Mohan S. (2001). A Tabu Search Heuristic for the
Capacitated Lot-Sizing Problem with Set-up Carryover. Management Science 47 (6): 851-863.
5. Gren Gner H. Tunal S., Jans R. (2010). A Review of applications of genetic algorithms in lot sizing.
Journal of Intelligent Manufacturing 21 (4): 575-590.
623
6. Gren Gner H. Tunal S., Jans R. A Hybrid Approach for the Capacitated Lot Sizing Problem with Setup
Carryover. International Journal of Production Research (Accepted).
7. Gupta, D. and Magnusson, T. (2005). The capacitated lot sizing and scheduling problem with sequencedependent set-up costs and set-up times. Computers and Operations Research 32: 727-747.
8. Karimi B., Ghomi Fatemi. (2002). A new heuristic for the CLSP problem with backlogging and set-up
carryover. International Journal of Advanced Manufacturing Systems 5 (2): 66-77.
9. Karimi B.,Ghomi Fatemi SMT, Wilson JM. (2006). A tabu search heuristic for the CLSP with
backlogging and set-up carryover. Journal of the Operational Research Society 57: 140-157.
10. Millar H.H., Yang M. (1994). Lagrangean heuristics for the capacitated multi-item lot sizing problem
with backordering. International Journal of Production Economics 34: 1-15.
11. Nascimento M.C., Toledo F.M.B. (2008). A Hybrid Heuristic for the Multi-Plant Capacitated Lot Sizing
Problem with Setup Carry-Over. Journal of the Brazilian Computers Society 14 (4): 7-15.
12. Pochet Y., Wolsey L.A. (1988). Lot-size models with backlogging: Strong reformulations and cutting
planes. Mathematical Programming Series A 40: 317-335.
13. Quadt D., Kuhn H. (2009). Capacitated lot-sizing and scheduling with parallel machines, back-orders,
and setup carry-over. Naval Research Logistics 56 (4): 366-384.
14. Sahling F., Buschkhl L., Tempelmeier H., Helber S. (2009).Solving a multi-level capacitated lot sizing
problem with multi-period setup carry-over via a fix-and-optimize heuristic.Computers and Operations
Research 36 (9): 2546-2553.
15. Sox C.R. and Gao Y. (1999). The Capacitated Lot-Sizing Problem with Set-up Carryover. IIE
Transactions 31: 173-181.
16. Suerie C., Stadtler H. (2003). The Capacitated Lot-sizing problem with Linked Lot sizes. Management
Science 49 (8): 1039-1054.
17. Trigeiro W., Thomas L.J., McClain J.O. (1989). Capacitated Lot Sizing with setup times. Management
Science. 35: 353-366.
BIOGRAPHIES
Hacer Gner Gren Hacer Gner Gren is a Ph.D. student at the Department of Industrial
Engineering at Dokuz Eyll University. She received her B.Sc. from Dokuz Eyll University in 2002
and her M.Sc. from Pamukkale University in 2005.
Her research interests are mainly production planning problems, specifically lot sizing problems, metaheuristics and hybrid approaches. She presented papers in domestic and international conferences and
published in her areas of research.
Semra Tunal Semra Tunal is a full time professor at Izmir University of Economics at Department
of Business Administration. After graduating from Ege University, Industrial Engineering in 1978, she
received M.Sc. Degree from Ege University and her MBA degree from University of Missouri, St.
Louis, Missouri, USA. Then she received Ph.D. from Ege University.
Prof. Tunal, who is an expert in the fields of Using Simulation and Meta Heuristics for Manufacturing
Optimization, Simulation-Based Scheduling, Simulation Optimization Using Response Surface
Methodology, Balancing and Sequencing of Mixed-Model Assembly Lines, Decision Support Systems
for Production and Service Systems became an Associate Professor at Dokuz Eyll University, in 1998
and received her Professor title in 2004. Prof. Dr. Tunal has published in her areas of research in many
cited journals, presented papers in conferences.
Raf Jans Raf Jans is an associate professor at Department of Logistics and Operations Management at
HEC Montreal. He received his B.Sc. and M.Sc. in Business Engineering from Katholieke Universiteit
Leuven, Belgium between 1992 and 1997 and his Ph.D. in 2002 from the same university.
His research interests are production and inventory planning, product variety, logistics, combinatorial
optimisation, decision and risk analysis. Dr. Jans has published in his areas of research in many
journals.
624
Solving Vehicle Deployment Planning Problem by

using Agent Based Simulation Modeling
Adil Baykasoglu 1, Zeynep D.U. Durmusoglu2, Latife Gorkemli3
1
Dokuz Eylul University, Industrial Engineering Department, Izmir, Trkiye

University of Gaziantep, Industrial Engineering Department, Gaziantep, Trkiye
3
Erciyes University, Industrial Engineering Department, Kayseri, Trkiye
1
adil.baykasoglu@deu.edu.tr, 2unutmaz@gantep.edu.tr, 3lgorkemli@erciyes.edu.tr
2
Abstract. In this paper, a typical dynamic problem which is known as vehicle deployment problem is
studied. In classical vehicle deployment problems, vehicle development process that parks a finished
product into the plant yard before its shipment to dealer is considered. However, in real world, the location of
a vehicle is not static and it changes continuously from production release to shipment. Therefore, this
problem is indeed a dynamic optimization problem and should be solved by using real time information to
develop more promising solutions. Unfortunately, conventional (classical) vehicle deployment strategies are
based on current location of vehicles already parked and do not consist online information. In this respect,
this paper focuses on possible strategies to solve this problem effectively by using real time information.
Since agent based modeling and simulation (ABMS) approach has been a favorable approach to deal with
dynamic problems, the paper discusses the availability of applying ABMS for creating more realistic results.
In this content, as being a multi-methods simulation language, AnyLogicTM, is specifically considered
through the study. This study also discusses the possible improvements that can be obtained with the change
of auction mechanisms with simulated annealing approach.
Keywords: agent based simulation, AnyLogic, vehicle deployment
1 Introduction
In this age of global competition, managers of various industries have faced with lots of complex problems with
the increasing uncertainty and under operational dynamics, timeliness, lateness, and ineffectiveness in sharing
information. In the past, when uncertainty and unpredictability were relatively less, companies used classical
solution methods like linear programming, integer programming in order to solve decision making problems.
However, in todays competitive environment, obtaining solutions to the real-world problems with classical
techniques is nearly impossible. Since with the advance of technological development, most of the real-world
problems have become distributed, dynamic and unpredictable which makes these problems more complex.
The characteristics of real-world problems, such as vehicle deployment problem, make the problem domain
particularly challenging and suitable for exploring different solution approaches. Nowadays, both researchers
and commercial organization have used agent based approaches in order to solve complex problems. Agents that
act in an autonomous fashion to perform delegated tasks have aroused much attention over the last decade [1]. In
this regard, agent based computing has often been suggested as a promising technique for problem domains that
are distributed complex and heterogeneous [2-4].
625
In this paper, vehicle deployment problem which was previously investigated by Kim et al. in 2010 [5] is
studied. In this problem vehicle development process that parks a finished product into the plant yard before its
shipment to dealer is considered. As stressed by [5], conventional vehicle deployment strategies are based on
vehicles current location already parked. However, in real world, the location of a vehicle is not static and it
changes continuously from production release to shipment. Therefore, this problem is indeed a dynamic
optimization problem and should be solved by using real time information to develop more promising solutions.
Unfortunately, conventional (classical) vehicle deployment strategies are based on current location of vehicles
already parked and do not consist online information. In this respect, this paper focuses on possible strategies to
solve this problem effectively by using real time information. Since agent based modeling and simulation
(ABMS) approach has been a favorable approach to deal with dynamic problems, the paper discusses the
availability of applying ABMS for creating more realistic results. In this content, as being a multi-methods
simulation language, AnyLogicTM, is specifically considered through the study.
The rest of the paper is organized as follows. Section 2 describes literature on Dynamism. Section 3 presents
current vehicle deployment practices and the solution approach provided by [5]. Section 4 discusses the
application of the same model using AnyLogicTM with a novel agent decision strategy. Finally, the conclusions
and the future work are drawn in Section 5.
2 Literature Review on Dynamism

As indicated by Younes [6], dynamism in real world problems can be attributed to several factors: some are
natural like wear, and weather conditions; some can be related to human variation in aptitude of different
individuals, inefficiency, absence and sickness; and others are business related like the addition of new orders
and cancellation of the old orders. Depending on the problem, the time-scale of dynamics may vary, e.g., from
seconds in load balancing of telecommunication or power networks to days in supply chains of goods [4].
According to the researchers [7-9], the following features can be found in most real world dynamic problems:
Time dependency, a solution that is optimal or near optimal at a certain instance may lose its quality in the next
instance, or may even become infeasible, the goal of the optimization algorithm is to track the shifting optima
through time as closely as possible, solutions cannot be determined ahead of time but should be found in
response to the incoming information, solving the problem entails setting up strategy that specifies how the
algorithm should react to environmental changes, the problem is often associated with advances in information
systems and communication technologies which enable processing of information as soon as received [6].
When comparing different methods in dynamic environments, it is not useful to report just a simple value like
the best solution achieved as in the static problems counterpart [10]. That is, to be successful in highly volatile
manufacturing environment decision making system must have enough ability to get and evaluate real time
information.
In this regard, there have been some studies comparing performance of findings obtained both by classical
approaches and agent based approaches. [4] have also compared agent based approaches and classical
optimization techniques and have indicated that, agent-based approaches tend to be preferable when: the size of
the problem is large, communication and computational stability is low, the time scale of the domain is short, the
domain is modular in nature, the structure of the domain changes frequently (i.e., high changeability), there is
sensitive information that should be kept locally; and classical optimization techniques when: the cost of
communication is high, the domain is monolithic in nature, the quality of solution is important, it is important
that the quality of the solution can be guaranteed.
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3 Vehicle Deployment Problem

Conventionally, Vehicle Deployment Problem (VDP) is based on decisions of determining the required vehicles
in each type and dispatch of these vehicles according to certain dispatching strategies. In the literature, there are
a limited number of practical mathematical formulations for VDP. Many field operational constraints make the
problem difficult to formulate. In this respect, VDP is defined as an NP-complete problem. As stated previously,
this paper specifically focuses on VDP which was investigated by Kim et al. in 2010 [5]. In their paper, they
present decision-making models and advanced algorithms for RFID-enabled vehicle deployment process that
parks a finished vehicle into the plant yard before its shipment to a dealer for an automobile manufacturer. In the
system that they described, when a vehicle is released from an assembly plant, it stays at a temporary buffer of a
shipment yard as shown in Fig. 1 [5].
Fig. 1. Shipment yard for an automotive manufacturer [5]
Consequently, the vehicle moves to a general truck buffer or a general train buffer according to its predetermined delivery transportation mode. The general buffers store a number of vehicles until they move to
loading buffers where they are loaded onto trucks or trains for delivery. Every finished vehicle has its delivery
destination, with a corresponding transportation mode, assigned by a delivery schedule. Before actual loading
onto trucks, the vehicles first move from the general buffer to a truck loading buffer consisting of many loading
locations.
In their study [5], they validate that using the RFID tracking system together with the intelligent deployment
algorithms improve the performance. They benefit from the advantage of RFID technology which is capable of
detecting location changes of a vehicle. They employ a market-based control algorithm which is specifically
developed for capturing the dynamics of the deployment process. They also developed a multi-agent
computational architecture for processing and coordinating a large amount of real-time information.
4 Model
In order to succeed, agent modeling, agent technology must not only be philosophically attractive but it
should also be computationally affordable, easy to develop, and have an intuitive way of modeling knowledge
for solving a problem [11]. Hence, tools to design, develop, implement, run, and debug agent systems are as
critical as the description of the properties that the agents should exhibit [11]. In this respect AnyLogic TM has
been agent-modeling software with numerous advantages. Different simulation approaches such as system
627
dynamics (SDs), discrete events (DEs) and agent based simulation (ABS) can be used in the same model.
AnyLogics visual development environment reduces development cost and time. On the other hand, it is
possible to use JAVA code at any place of the program which gives the flexibility to user to adapt their models
to their needs. Beside this, it is possible to create a JAVA applet of a working model and run it anywhere.
In this paper, considering their case [5] (some conditions and data are modified) we used AnyLogicTM. The
model described in the previous section has been adapted with AnyLogic. In the AnyLogic model developed for
this study, there are interactions between agents and the system dynamics components, and interactions between
agents. The Main interface is given in Fig. 2. As it can be seen from Fig. 2, produced vehicles are stocked in
temporary buffer using the stock variable TemporaryBuffer, and slots in general buffer modeled using stock
variable Slots, and LoadingBuffer is the stock variable as well and they are all the parts of system dynamics.
Fig. 2. Main interface of the AnyLogic model

There are two kinds of agents in the model, one of them is vehicle agent and the other one is yard manager agent.
Behaviors of the agents are defined as the sequence of the shown states in Fig. 3 and Fig. 4. Using states and
transitions communication between agents and interactions between agents and system dynamics are provided.
Communication mechanism is based on an auction algorithm between agents. Auction algorithm works as the
auctions in real world. Here, vehicle agents, who have worse slots than the auctioned slot, give prices for getting
the auctioned slot. Then the manager agent evaluates the prices. The vehicle agent which gives the maximum
price is the winner and gets the slot.
Fig. 3. Statecharts of the vehicle agent and yard manager agent in AnyLogic model
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Kim et al. in 2010 [5] considered minimization of consolidated operational time in their market-based control
algorithms as decision objective. Therefore as they mentioned for gathering more efficient deployment process
other decision objectives can be considered. Here same objective is used in the model.
Computational experiments show that the computational time increases with the size of the set of the candidate
relocation sites. On the other hand, for large size problems it is hard to obtain the optimal solution due to the
large size of the problem files. In order to reduce the computational time, heuristic approaches can be used for
communication in the modeling instead of auction mechanisms, since in auction mechanisms all the solutions are
evaluated. Simulated annealing is appropriate heuristic for yard manager agent determining the winner agent.
One of the appropriate heuristic techniques for yard manager agent determining the winner agent is Simulated
Annealing (SA). As it is known, the ideas that form the basis of simulated annealing dates back to the research
performed by [12] in 1953 in an algorithm to simulate the cooling of material in a heat bath. It is similar to the
conventional search method but the most important distinctive feature of SA is accepting worse solution within
certain a probability. As a result, the chance of escaping from local optimum increases in order to find global
optimum [13]. In this respect, the simulated annealing approach proposed here includes the comparison of
existing assignments of vehicles (which is representing the initial solution) with the utility of randomly assigned
offers received from the agents. For instance, if there are five agents proposing themselves to be assigned to
certain slot, then an agent is randomly selected out of these five agents and assigned to that certain slot. If this
random move yields better results than it is accepted, else it is can be accepted with a certain probability. In the
crowded systems with multi-factorial fitness consideration, the expected computational time will certainly be
less than the existing auction mechanism. In this regard, the experimental study to check the validity of this
hypothesis is still in its infancy and will be finalized sooner.
5 Conclusion and Future Works

In this study vehicle deployment problem is modeled using agent based mechanisms and system dynamics
through AnyLogicTM platform. Market oriented approach is used in modeling, and also a framework is built that
combines auction algorithm and simulated annealing heuristic in order to get better results in acceptable times.
The model which is based on the proposed framework will be run with appropriate parameters as future work.
And the results of two approaches will be compared. And also different performance criteria and decision
objectives can be considered to have more efficient results.
References
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Xu, K., & Liu, H. (2006). A Multi-Agent Particle Swarm Optimization Framework with Applications.
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Applications.
Weiss, G. (1999). Multiagent Systems: A Modern Approach to Distributed Artificial Intelligence. The
MIT Press.
Wooldridge, M. (2002). An Introduction to MultiAgent Systems (1st ed.). John Wiley & Sons.
Persson, J. A., Davidsson, P., Johansson, S. J., Wernstedt, F., Center, S., & Ronneby, S. (2005).
Combining agent-based approaches and classical optimization techniques. In Third European Workshop
on Multi-Agent Systems.
Kim, J., Ok, C., Kumara, S., & Yee, S. (2010). A market-based approach for dynamic vehicle
deployment planning using radio frequency identification (RFID) information. International Journal of
Production Economics, 128(1), 235-247.
Younes, A. (2006). Adapting Evolutionary Approaches for Optimization in Dynamic Environments.
PhD Thesis, University of Waterloo.
Psaraftis, H. (1995). Dynamic vehicle routing: Status and prospects. Annals Operations Research 61,
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Bianchi, L. (1990). Notes on dynamic vehicle routing - the state of the art. Tech. Rep.idsia 05-01, Italy.
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9. Branke, J. ( 2001). Evolutionary Optimization in Dynamic Environments. Kluwer Academic Publishers.

10. Pelta, D., Cruz, C., & Gonzlez, J. R. (2009). A study on diversity and cooperation in a multiagent
strategy for dynamic optimization problems. Int. J. Intell. Syst., 24(7), 844-861.
11. Garca Montoro, C., Vivancos, E., Garca-Fornes, A., & Botti, V. (2007). A Software ArchitectureBased Taxonomy of. Agent-Oriented Programming Languages. Languages, Methodologies and
Development Tools for Multi-Agent Systems, 128-142.
12. Metropolis, N., Rosenbluth, A.W., Rosenbluth, M.N., Teller, A.H.and Teller E. (1953) Equations of
state calculation by fast computing machines, Journal of Chem. Phys., Vol. 21, pp.1087-1091.
13. Baykasoglu, A., Gindy N. N. Z. (2001) A simulated annealing algorithm for dynamic layout problem,
Computers and Operations Research, Vol. 28, No. 14, pp. 1403-1426
Biographies
Adil Baykasolureceived his B.Sc., M.Sc. and PhD degrees in Mechanical Engineering and Industrial
Engineering areas from Gaziantep and Nottingham, UK. From 1993 to 2011, he was with the Department of
Mechanical Engineering and Industrial Engineering at the University of Gaziantep. He is presently a full
Professor at the Industrial Engineering Department of Dokuz Eylul University, Izmir. He has published around
300 academic papers, 3 books and edited several conference books on operational research, computational
intelligence, metaheuristics, quality, and manufacturing systems design. He is an active referee for many
scientific journals and serving on the board of several academic journals. He is one of the editors of Turkish
Journal of Fuzzy Systems. He is also an active member of many academic and professional institutions like
International Society of Agile Manufacturing, Turkish Chamber of Mechanical Engineers, Turkish Fuzzy
Systems Association, Turkish Operational Research Association etc. He is also awarded by TUBA,
TUBITAK and METU for his scientific contributions.
Zeynep D. U. Durmuolu She was born in Malatya, Turkey. She received her BSc. in Industrial Engineering
from University of Gaziantep. She has also received her M.Sc. in Industrial Engineering from the Universityof
Gaziantep in 2009. Her Ph.D. is in progress in the departmentof Industrial Engineering at the University of
Gaziantep. Her research interestsare: Simulation optimization, heuristic optimization, negotiation, agent based
simulation and modeling. Mrs. U. Durmuolu, is currently working as research assistant of Industrial
Engineering department at University of Gaziantep, Turkey.
Latife Grkemli She was born in Kayseri, Turkey. She received her BSc. in Industrial Engineering
from University of Erciyes in 2007. She has also received her M.Sc. in Industrial Engineering from the
Universityof Erciyes in 2009. Her Ph.D. is in progress in the departmentof Industrial Engineering at the
University of Gaziantep. Her research interestsare: Operations research models and techniques, simulation and
system dynamics, agent based simulation. Ms. Grkemli, is currently working as research assistant of Industrial
Engineering department at University of Erciyes, Turkey.
630
A Simulation Model to Improve Customer

Satisfaction for Sales Points in Mobily Company
Saied Ali El-Quliti1, Ibrahim A. Al-Darrab2
1,2
Industrial Engineering Department, King Abdulaziz University, Jeddah, Saudi Arabia

1
said_alih@hotmail.com, 2idarab@kau.edu.sa
Abstract.A mobile phone is a portable electronic device that uses a network of cell sites and supports SMS
services for text messaging and MMS for photos and videos. This paper focuses on mobile's sales points to
predict and economically schedule numbers of sales executives for highest customer satisfaction. Primary
goal is to determine the best number of opened workstations to decrease customers waiting time. Data were
collected from Qmatic system at a sales point in Jeddah for 2009. Simulation was done using Arena. Required
data were average number of tickets taken, average service time, total number of customers served, total
number of customers not show and number of resources. The best scenario attained a net profit of SR
1,509,506 with total system time of 453 seconds which was decreased by 72%. Number of unsatisfied
customers was decreased by 77%, number of satisfied customers increased by 374% and net profit increased
by 6.2% despite increasing number of employees.
Keywords: mobile phones, simulation, customer satisfaction
1 Introduction
1.1 Importance of the Study
Customer satisfaction is a measure of how products and services supplied by a company meet or surpass
customer expectation. It is seen as a key performance indicator within business. Satisfied customers usually lead
to more sales and profit, making it a strong indicator of company performance in a competitive marketplace
where businesses compete for customers. Customer satisfaction is seen as a key differentiator and has
increasingly become a key element of business strategy. Organizations are increasingly interested in retaining
existing customers while targeting non-customers. Measuring customer satisfaction provides an indication of
how successful the organization is at providing products and/or services to the marketplace.
In Mobily, the study and analysis of the sales points is very important to determine the state of the customer
satisfaction. If a customer waits for a long time in the queue to be served, there is a possibility that he/she quits
or leaves and that will build bad experience in his/her mind and this might lead to a higher probability of loosing
others customers. Research about the impact of satisfied and dissatisfied customers on sales experiences reveals
the following facts [1]: Satisfied customers will tell an average of 5 persons. Dissatisfied customers will tell
about 9 persons. Dissatisfying experience will be remembered 10 times. 13% of the unsatisfied customers will
share their unhappy experience with at least 20 persons. 10% of the unsatisfied people never complain; they just
switch to a competitor.
631
1.2 Scope and Objectives of the Study

This study focuses on Mobily sales points. It is devoted to predicting and economically scheduling the needed
numbers of sales executives and evaluating the total time in system during the year 2009 in order to reach the
highest level of customer satisfaction.
The main goal of the study is to come up with the best situation for the customer flow process in Mobily
company sales points in the year 2010. This study is concerned with decreasing the total time in system for the
customer in order to reach maximum customer satisfaction.
The specific objectives of this study are to:
Minimize waiting time in the queue.
Minimize average number of customers in the queue.
Minimize total time in the system.
Maximize resource utilization.
Identify the required numbers of resources and their time schedules.
2 Literature Review
The impact of social identity on consumer satisfaction was investigated by Al Otaibi [2]. It revealed that
customers' relationship is a topic that has attracted much attention in the service literature. This study sought to
further our understanding as how social identity theories could be applied in the context of service interactions.
This study further sought to investigate the extent to which culture has an impact on customers satisfaction with
hotel service attributes. Regression results revealed that there is a relationship between social identity and
satisfaction with the service attributes.
In another research by Al-Nasser, results indicated a significant difference between Europeans and Saudi
Arabians satisfaction with service attributes [3]. This study was a first step towards a better understanding of the
impact of social relations on the evaluation of service outcomes. It has concentrated mainly on customers
satisfaction. There is no doubt that many companies have lost their competitive advantage because they
neglected to meet the specific needs or requirements of the customer.
Another research examined the relationship between time orientation and time allocation [4]. A questionnaire
was first developed to assess the main aspects of time orientation. Time allocation was measured using a 24 hour
time diary over one week. Because time allocation can be affected by a number of exogenous and endogenous
variables, a narrow sampling method was adopted where age, gender, employment and education were
controlled.
3 Mobily Telecommunication Company

Fully automatic cellular networks were first introduced in the early to mid 1980s (the 1G generation) with the
Nordic Mobile Telephone (NMT) system in 1981. A decade later, the first commercial launch of 3G (Third
Generation) was again in Japan by NTT DoCoMo on the WCDMA standard. Until the early 1990s, most mobile
phones were too large to be carried in a jacket pocket, so they were typically installed in vehicles as car phones.
With the miniaturization of digital components, mobile phones have become increasingly portable over the years
[5].
The total value of mobile data services exceeds the value of paid services on the internet, and was worth 31
billion dollars in 2006 [6]. Officials in the Kingdom gave all their support and special attention to this sector and
its services [7]. There are several indicators of Information and Communication Technology (ICT): Fixed
Telephone Lines, Mobile Subscribers, Internet Growth, and Telecommunication Service Revenues [8].
Mobily Telecommunication Company is one of the new companies that started to provide services in the
Kingdom almost four years ago. Mobily is the official brand name of Etihad Etisalat. Established in accordance
with a 2004 royal decree, the ownership of the company is two-fold: A Saudi ownership, comprising public
investors holding 20% of the companys shareholding, while private investors own a 45% stake. The balance of
35% is owned by the Etisalat of UAE.
632
Mobily launched its services on the 25th of May 2005 and in less than a year, Mobily's customers have
reached 3.8 millions and more than 6 millions by 2006, beating the record in the Middle East and North Africa.
Mobily's workforce exceeds 2700 employees with 82% of them from Saudi Arabia, and was the first to introduce
female sales outlets in the telecom sector.
Mobily Company currently provides many services such as missed call notification, voice mail, conference
call, call forwarding, call waiting, call hold, call baring, video call, streaming, 3G, SMS (Short Message System),
MMS (Multimedia Message system), Friend finder, My location [10].
Once the customer visits the sales point, he has to take a ticket from the Qmatic (automated ticket taken
machine) then move to get full information about products, services and promotions. Then the customer goes to
the waiting area till his ticket number is shown in the display. After that, the customer is served in the
workstation by the sales executive. Eventually, the customer leaves the sales point [11].
4 Data Collection and Analysis

Data were collected from one sales point in western region in Jeddah (Palestine branch) for 2009.All data
were taken from the Qmatic system (automated ticket taken machine), monthly (from January to September):
Table 1 shows number of tickets taken, number of customers served, and number of customers who were not
served (No Show), number of payment customers served, and number of no show customers, number of update
customers served, and number of no show customers. Table 2 shows the arrival data details from January to
September from 8:30 AM to 11:30 PM.
5 The Simulation Model

5.1 Computer Simulation and Arena Software
Computer simulationrefers to methods for studying a wide variety of models of real world systems by
numerical evaluation to imitate the systems operations, often over time [12]. The real power of this technique is
fully realized when we use it to study complex systems [13].
Table 1. Collected data
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Average
Payment
Update
Customers
No
No
No
Customer
Customer
Served
Show
Show
Show
Served
Served
18845
18664
181
331
8
274
17
19007
18688
319
3194
21
4332
221
18972
1879
93
2051
13
453
16
19500
19390
110
1963
15
104
6
19127
19035
92
2274
6
54
12
17426
17361
65
4093
16
101
12
17224
17146
78
3719
10
92
17
11958
11877
81
2730
13
65
7
8976
8931
45
1997
12
57
14
16781. 7 16663.4 118.2 2483.6
12.7
614.7
35.8
Tickets
Taken
633
Table 2. Arrivals data

TIME
Jan
Feb Mar Apr May Jun
Jul
Aug
08:30-09:30 AM
09:30-10:30 AM
10:30-11:30 AM
11:30-12:30 PM
12:30-01:30 PM
01:30-02:30 PM
02:30-03:30 PM
03:30-04:30 PM
04:30-05:30 PM
05:30-06:30 PM
06:30-07:30 PM
07:30-08:30 PM
08:30-09:30 PM
09:30-10:30 PM
10:30-11:30 PM
53
56
45
39
16
46
29
41
63
59
71
57
39
60
56
53
56
45
39
16
46
29
41
63
59
71
57
39
60
56
53
55
48
51
14
47
31
35
68
51
69
52
47
68
57
52
51
50
40
23
37
29
42
61
62
70
56
43
64
58
58
56
63
42
14
39
36
37
64
57
66
55
47
64
63
58
60
59
35
24
43
23
38
58
56
77
51
43
72
59
49
54
56
37
20
41
19
40
55
54
71
49
40
69
64
60
59
54
46
18
37
25
34
58
62
65
52
34
56
59
Sep AVG
42
53
47
33
19
33
19
31
59
53
58
47
30
61
49
53.1
55.6
51.9
40.2
18.2
41.0
26.7
37.7
61.0
57.0
68.7
52.9
40.2
63.8
57.9
Arena software combines the ease of use found in high-level simulators with the flexibility of simulation
languages and even on the way down to general-purpose procedural languages like the Microsoft Visual
Basic programming system or C.
For case of display and organization, modules are typically grouped into panels to compose a template. By
switching panels, one gains access to a whole different set of simulation modeling constructs and capabilities
[14]. In addition, Arena Professional Edition, Rockwell Software offers full suite of products to provide
enterprise wide simulation, optimization, and 3D model animation. A recent addition to the Arena family of
products is OptQuest for Arena, an optimization software package [13].
5.2 System Overview

When a customer arrives to Mobily Company he finds three service types which are customer, payment
machine and update information services.
Branch 1: Customer service. Includes many services for customers such as new SIM, canceling SIM, bill
objection, changing number, add new services like Mobily Connect, I-Phone, Blackberry and Broadband. If a
customer needs any service from customer service, he can take a ticket from Qmatic machine. Then, the
customer waits until his number appears. After that, he will go to the customer service employee. After
completing his needs he leaves the branch.
Branch 2: Payment machine service. To save time and effort for both customers and employees, Mobily
provides a Qmatic machine to help customers pay their bills. If a customer wants to pay his bill he can go
directly to the payment machine without waiting and take his ticket from the machine.
Branch 3: Update information service. This action is carried out by the company to:
Keep the privacy of participants and to protect them.
Prevent misuse of their names by others.
Avoid a number of complaints that cause continuous disturbance.
Figure 1 depicts the system flow chart which clarifies the system and can be used in any simulation language
[15].
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5.3 Model Building

The process time of tickets taken from the Qmatic machine: Delay time is 1.5 + 14* BETA (1.18, 1.19).
Customers who enter the system are divided as follows: 84.2% take customer service, 12.5% go to payment
machine, and the rest go to update information service. In the simulation model, for the Branch 1 (customer
service), customers are distributed as follows: 99.3% of customers take the services and 0.7% of them leave the
system without any services as no-show customers. The customer service process: From the input analyzer the
average service time is found to be TRIA(250, 305, 540).
In the simulation model for Branch 2 (payment machine), customers are distributed as follows: 99.5% out of
them enter to payment machine services while 0.5% leaves the system without any services as no-show
customers. From the input analyzer, it is found that the average service time for payment machine is 183 + 226 *
BETA (0.69, 0.761).
For Branch 3 (update information service): The percentages of customers are as follows: 94.5% out of them
enter for update services and 5.5% leave the system without any services as (no show) customers.
From the input analyzer, it is found that the average update service time is 306 + 286 * BETA (0.767, 0.617).
Figure 1. The system flow chart.
5.4 Model Animation

Figure 2(a) shows layout of the branch which contains customers' service's offices, update service's offices,
payment machine and Qmatic machine. Also, we can see the queue for each service type, and the resources
working first shift (8:30 AM 3:30 PM). Figure 2(b) shows the resources working second shift (3:30 PM
11:30 PM).
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(a) First shift
(b) Second shift

Figure 2. Branch layout
6.1 Base Case Results
The obtained simulation results show the Base case result (5 sales executives in the AM shift and 6 in the PM
shift). The results are the number of customers that enter the system, the number that leaves the system, the
number of customers that wait more than 10 min, number of customers that wait less than 10 min, number of
customers service no show, number of customer service served, number of payment machine no show, number
of payment machine served, number of update service no show, and number of update service served. The
results also indicate the branch profit per month, unsatisfied cost, salaries for additional employees, money saved
from increasing of sales executives, and the net profit.
6.2 Different Scenarios
We initially divided our scenarios into two types which are:
Type one: Dependent on an employee training course which helps reduce customer service time and
leads to a decrease in the number of unsatisfied customers. From scenario 1 to scenario 4 a customer is
considered unsatisfied if he waits more than 10 minutes in customers service queue.
Type two: Dependent on an additional number of sales executives per shift in order to reach optimal
customer satisfaction from scenario 5 to scenario 9.
The scenarios are shown in table 3.
Table 3. The different initial scenarios
Scenarios
Service Time
Reduced (Sec)
AM Shift
PM Shift
Base Case
Scenario 1
Scenario 2
Scenario 3
Scenario 4
Scenario 5
Scenario 6
Scenario 7
Scenario 8
Scenario 9
0
-15
-30
-45
-60
0
0
0
0
0
0
0
0
0
0
1+
2+
3+
4+
5+
0
0
0
0
0
1+
2+
3+
4+
5+
For each scenario, we obtained results for the number of customers who waited more than 10 min, number of
customers that waited less than 10 min, number of customers service no show, number of customer service
served, number of payment machine no show, number of payment machine served, number of update service no
show and number of update service served, the total number seized, and the utilization of each resource.
636
6.3 Results for Different Initial Scenarios

Figure 3 shows the total time in the system, the number of customer waiting more than 10 minutes, and the
net profit for all scenarios.
Total time (sec x10-1)

No of unsatisfied
customers/day
Net profit (SRx 10-4)
Figure 3. Comparison between different initial scenarios

The best scenario was scenario7. We formulated additional scenarios by incensing and decreasing sales
executives by one employee in each shift as shown in Table 4.
Table 4. New scenarios

Scenarios
Scenario 10
Scenario 11
Scenario 12
Scenario 13
Service Time Reduced (Sec)

0
0
0
0
AM Shift
2+
3+
3+
4+
PM Shift
3+
2+
4+
3+
Figure 4 shows average waiting time in the customer service queue, number of customers waiting more than
10 minutes, and the net profit for all scenarios applied.
Total time (sec)

No of unsatisfied
Customers/day
Net profit (SR x10-4)
Figure 4. Comparison between scenarios

6.4 Comparing the Base Case and Best Scenario
Comparing the base case (5 employees at the AM shift, and 6 employees at the PM shift), and the best
scenario (8 employees at AM shift, and 10 employees at PM shift), the results are shown in table 5:
637
Table 5. Comparing Base Case and Best Scenario
116
0
118776
434 56000 83885
+374
-30
Loss (SR)
392
92
-77
Net Profit
(SR)
Additional
Salary (SR)
PM shift
0 0 1612
+3 +4 453
- 72
Satisfied
Cust./day
0
0
Unsatisfied
Cust./d
Base Case
Scenario 12
Improvement %
Output
Total time (sec)
Scenario
AM shift
Service Time
Reduced (sec.)
Input
1420979
1509506
+6.23
7 Conclusions and Points for Future Research

7.1 Conclusions
1- Input arrivals were analyzed using the input analyzer in Arena software to obtain processes distributions.
Analysis results are:
Customer Service time was TRIA(250, 305, 540).
Payment Machine Service time was 183 + 226 * BETA (0.69, 0.761).
Update Information Service time was 306 + 286 * BETA (0.767, 0.617).
2- A simulation model was constructed; the model consisted of the following sub-models: customer arrivals,
customer service, payment machine, and update service.
3- Thirteen different scenarios were considered by decreasing the service time due to training, and by adding
additional employees.
4- The best scenario attained a net profit of SR1,509,506 with an acceptable total system time of 453 seconds.
5- Comparing the best scenario with the base case, the following improvements were achieved:
* Total system time was decreased by 72%,
* Number of unsatisfied customers was decreased by 77%,
* Number of satisfied customers was increased by 374%,
* Net profit was increased by 6.2% despite increasing the number of employees which incurred extra costs.
7.2 Points for Future Researches
1.
2.
3.
4.
Make necessary coordination of the work schedule and increase the number of staff members at peak times.
Recommend a perfect way to serve VIP customers without affecting workflow.
Apply the same procedure for other branches in Mobily Company in Jeddah and other cities in Saudi Arabia.
Prepare a user-friendly decision support system to help executives to use such a complicated interface for
decision making.
References
1.
2.
3.
4.
5.
Glanz, B. A. (1994). Building Customer Loyalty- How You Can Help Keep Customers Returning, 1st
ed., McGraw-Hill, USA.
Al Otaibi, E. (2005). An investigation of the impact of social identity on consumer satisfaction, MBA
thesis, Business administration, University of surrey.
Al-Nasser, S. (1994). Customer satisfaction and competitive advantage: The case of SABIC (Saudi
Basic Industries Corporation), Master thesis, Business and information technology, Sheffield Hallam
University.
Omer, O. M. A. (1998). An examination of consumer time allocation,Ph.D. thesis,Business
Administration, University of Manchester.
ITU website: http://www.itu.int/en/pages/default.aspx, accessed on 27/01/2010.
638
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
http://www.informa.com/What-we-do/Industry-sector/IT-Telecoms--Media/ #main, accessed on

10/02/2010.
CITC website: www.citc.gov.sa, accessed on 16/02/2010.
STC website: www.stc.com.sa, accessed on 19/02/2010.
Hassan, S. A., El-Darrab, I. A. and Al-Ameer, M. A. (2009). A Dynamic Programming Model for
Scheduling the Electric Transmission/Distribution Substations in Jeddah City, WSEAS Int.
Conferences, Univ. of Cambridge, Cambridge, United Kingdom.
Mobily website: www.mobily.com.sa, accessed on 19/02/2010.
TNS global market research, Mobily customer satisfaction research, 2005.
Law, A.M. and Kelton, W. D. (1991). Simulation Modeling and Analysis, 6th ed., McGraw-Hill.
Kelton, W. D., Sadowski, R. P. and Sturrock, D. T. (2008). Simulation with Arena, 4th ed., USA.
Adam, G. K. (2003). Modeling and Simulation with Arena of Mechatronics System for Hydraulic Tubes
Construction, Higher Technological Education Institute of Larissa.
Binibrahim, K. H. (2010). Customer Satisfaction Improvement in Mobily Sales Points, A thesis
submitted for the requirement of the degree of Master of Science in Industrial Engineering, Faculty of
Engineering, King Abdulaziz University, Jeddah.
Biographies
Said Ali Hassan El-Quliti received his BS in Mechanical Engineering from Cairo, Egypt, in May 1971,
M.Sc. in Operations Research Applications, Cairo, Egypt, 1974, M.Sc. in Management Development, Euro-Arab
Management School, Spain, 2000, and Ph.D. in Informatics, National Institute Polytechnic, Toulouse, France,
1981. He is currently working as a Professor, Industrial Engineering Dept., Faculty of Engineering, King
Abdulaziz University, Kingdom of Saudi Arabia,and as a Professor, Decision Support Dept., Faculty of
Computers and Information, Cairo University, Cairo, Egypt. His major research interest includes optimization,
simulation, decision making, feasibility studies, and strategic planning.
He has published over 65 papers in refereed national/international journals and conferences. In addition, he
has reviewed manuscripts for a number of journals and conferences and supervised more than 50 Master and
Ph.D. thesis in Egypt and Saudi Arabia.
Prof. El-Quliti is a member in many scientific societies: The Egyptian Society for Operations Research
Applications, Cairo, Egypt, The Egyptian Society for Operations Research and Decision Support, Cairo, Egypt,
The Scientific Society for Electronic Computers, Alexandria, Egypt, Management Engineering Society, Cairo,
Egypt, International Association of Science and Technology (IASTED), Canada. Association for Advancement
of Modeling and Simulation Techniques in Enterprises (AMSE), France, The International Society on Multiple
Criteria Decision Making, Georgia, USA, World Scientific and Engineering Academy and Society (WSEAS),
USA, Europe, Australia, Mexico, Asia, and Association for Human Resources Management (ASHRM), Saudi
Arabia
Ibrahim Abdulaziz Al-Darrab, PhD, received his BS in Systems Engineering from King Fahad University
of Petroleum and Minerals, Saudi Arabia, MS in Operations Research from Stanford University, California,
USA, MS in Statistics from Stanford University, California, USA and PhD in Engineering Economic Systems
from Stanford University, California, USA. Presently, he is working as the Chairman of the Industrial
Engineering Department, King Abdulaziz University, Jeddah, Saudi Arabia. His major research interests include
optimization of design and process variables using design of experiments, quality control, information systems,
decision analysis, network analysis, reliability and fuzzy modeling.
He has published over 25 papers in refereed national/international journals and conferences. In addition, he
has reviewed manuscripts for a number of national journal and conferences and he is currently preparing
manuscripts of two new books.
Dr. Al-Darrab is a member of the Saudi Society for Industrial and Systems Engineering (SSISE).
639
640
Chapter 4
MECHANICAL
ENGINEERING
641
Estimation of Wind Energy Potential Based on

Frequency Distributions in the Mediterranean
Sea Region of Turkey
Aysun SABA1, Tunca KARAMANLIOLU2
1
University of Namik Kemal, Tekirdag/Turkey

2
University of Mersin, Mersin/Turkey
1
asagbas@hotmail.com, 2tunca_nt@msn.com
Abstract. The aim of the present study is to present a methodology using the Waibull and Rayleigh probability
density functions for estimating the wind power potential. In this regard wind power density in the Mediteranean
region of Turkey was investigated. The wind characteristics were statistically analyzed using the wind speed data
collected of three meteorological stations, namely Mersin and Anamur in Turkey during the period 2010 2011.
Mean wind speed, and wind power potential variations of all the stations were estimated by the Weibull and
Rayleigh models.
Keywords: wind energy, wind speed,weibull and rayleigh distribution
1 Introduction
The interest in renewable energy increases steadily all over the world, since they dont cause green house effect in
contrary to the fossil fuels. Because of their sustainability, the renewable are also considered as a source suitable to
meet energy needs of the whole world [1]. One of the main renewable energy resources all over the world is wind
which has played a long and important role in the history of human civilization.The wind is an inexhaustible
resource that can provide significant quantities of energy to support a countrys needs. An accurate wind resource
assessment is an important and critical factor to be well understood for harnessing the power of the wind [14].
Turkish energy policy is concentrated mainly on ensuring a supply of reliable, sufficient, economic and clean
energy. Because more than half of the energy demand is met through imports to Turkey, it is necessary to consider
and review the use of potential wind energy resources. However, the potential sites of wind generation of the
country have not been completely investigated in detail yet.Inthe wind energy literature, many relevant works have
been developedin this aim. The wind characterization in terms of speed, direction and windpower is the first step to
obtain the initial feasibility of generatingelectricity from wind power through a wind farm, in a given region [17].
Although several studies investigating the wind potential of the Aegean region of Turkey are available, these
studies do not cover all sites where a substantial rate of wind power potential are available. In this paper the wind
energy potential of two locations in the Mediterranean sea region of Turkey wasstudied based on the Weibull and
the Rayleigh models. The obtained results were compared with measured data.
642
2 Literature
Many researchers have shown interest in the estimation of the wind energy potential of several sites over the world.
Gokcek et al. [1] investigated the wind characteristics and wind potential of Krklareli province in the
MarmaraRegion, Turkey. It was found that annual mean power densitybased on observed data and Weibull
function. Kose et al. [2] examined the wind characteristics and energy potential of Kutahya in Turkey. Ahmed et
al. [3] carried out a similar work in Pakistan to check the possible use of wind energy for irrigation deep well
pumping and small scale power generation, Zhou et al. [4] in the Pearl River Delta region in China and Elamouria
and Ben Amar [5] in Tunisia. Changet al. [6] presented an assessment of wind characteristics and windturbine
characteristics in Taiwan and Fawzi and Jowder [7] realized a similar study in the Kingdom of Bahrain using the
graphical method and Weibull distribution for the wind statistical study. Ucarand Balo [8] investigated the wind
characteristics and energypotential in Uludag-Bursa, Turkey. Shata and Hanitsch [9]developed a work regarding
the electricity generation and windpotential assessment by using wind data from 10 coastal meteorological stations
in Hurghada, Egypt. Migoya et al. [10] estimated the wind energy resource in Madrid region in Spain using the data
collected by the Spanish National Meteorological Institute.Incecik and Erdogmus [11] carried out the wind power
potential on the western coast of Anatolia at eight stations. Karsli and Gecit [12] determined the wind power
potential of the Nurdagi/Gaziantep district located in the south of Turkey using Weibull parameters of the wind
speed distribution. Celik [13] compared the monthly probability density distribution obtained from theWeibull and
Rayleigh models in order to study their suitability. Sahin et al. [14] investigated the wind energy potential of the
east Mediterranean region of Turkey and identified locations with the best wind source. Lima and Filho [15]
presented a wind energy assessment and a wind farm simulation in the northeast region of Brazil. Dahmouni et al.
[16] evaluated the most important characteristics of wind energy in the central coast of the Gulf of Tunis.

The data used in this study were collected from, Mersin and Anamur stations located in the Mediterranean region
of Turkey. The map of the region and location of the stations are presented in figure 1. The determination of the
wind potential of the selected sites weremade by analysing in detail the wind characteristics.
Fig.1. Mersin citys map and stations with star symbol
3.1 Wind Speed Probability Distribution

In the wind energy analysis, it is necessary to have only a few key parameters that can explain the behavior of a
wide range of wind speed data. The simplest and most practical method for the procedure is to use a distribution
function. The studies done using these functions can be found in literature [1]. There are various methods to
643
establish an adequate statistical model for obtaining the wind speed frequency distribution which may later be used
for predicting the wind energy potential. Two of the commonly used functions for fitting a measured wind speed
probability distribution in a given location over a certain period of time are the Weibull and Rayleigh distributions.
The Weibull distribution function that is a special case of generalized gamma distribution for wind speed is
expressed with Eq. (1).
k v
f ( ) =
c c
k 1
v k
exp ,
c
(1)
where v is the wind speed, c is a Weibull scale k is a dimensionless Weibull shape parameter f (v) is the probability
of observing wind speed. The Rayleigh function is a special and simplified case of the Weibull function. It
isobtained when the shape factor c of the Weibull function is assumed to be equal to 2.The Rayleigh probability
density function is given by equation 2. In this study, least mean squares method was used for the parameter
estimation.
v 2
f (v ) = 2 exp .
4 v
2v
(2)
3.2 Calculation of Wind Power Density

It is well known that the power of the wind that flows at speed v through a blade sweep area A increases as the
cube of its velocity and is given by
p (v ) =
1
Av 3 .
2
(3)
The wind power per unit area in any windy site is of importance in assessing of the wind power projections for the
power plants. The wind power density of the considered site per unit area based on any probability density function
can be expressed as:
P (v ) =
where
1 3
v f (v )dv ,
2 0
(4)
is the standart air density, 1,225 kg/m3 and v is wind speed, m/s.
In the current study, the monthly probability density distributions obtained from the Weibull and Rayleigh models
were compared to the measured distributions to study their suitability. The mean absolute percentage error (MAPE)
was calculated to see the convergence between the measured data and the results determined by the Weibull and
Rayleigh models.
644
4 Statistical Analaysis Wind Data
wind speed (m/s)
Variations of the wind speed frequency distributions for all stations are presented in fig. 2. It is seen that in this
figure the mean wind speed varies between 1,7 m/s and 3.2 m/s. The diurnal wind speeds of Anamur station are
higher than Mersin station. In addition there is a significant difference in the mean wind speeds among stations and
months.
Anamur
Mersin
months
Fig. 2. Wind speed frequency distributions for all stations
Then, wind speed frequency distributions for all stations were determined by using the Weibull and Rayleigh
probability density functions. The monthly variations of the mean power densities, which are calculated using
measured data. Weibull and Rayleigh models were presented in figures 34.
Fig. 3. Wasp models for Station of Mersin
645
Fig. 4. Wasp models for Station of Anamur
The power densities calculated from the measured probability density distributions and those obtained from the
models were shown in figures 3-4. The minimum power densities accour 6 W/m2, respectively. The highest power
density values accour 10 W/m2.
4.1 Performance Analysis of Wind Data

The performance values for all stations are given table 1. It was shown that, Weibull model provide better power
density estimations than the Rayleigh model for all stations. Moreover, the Weibull distribution is a better fit with
measured probability density distributions than the Rayleigh distribution.
Table 1. Performance values for all stations.
Stations / Models
MAPE for Weibull
MAPE for Rayleigh
Mersin
2,62
5,07
Anamur
4,14
8,63
5 Conclusions
In this study, assesment of the monthly wind characteristics and wind power potential during the period of 2010
2011 in the two stations of Turkey were determined. The probability density distribution have been derived and the
distributional parameters were indentified. The wind energy potential of the location has been studied based on
Weibull and Rayleigh models. It is seen that the Weibull model provide beter power density estimations than the
Rayleigh model for two stations. The maximum value of monthly mean wind speed determined as 3,2 m/s at
Anamur in January and a minimum value of 1,7 m/s is occurred at Anamur in Agust. And maximum power density
is occurred at Anamur with 27 W/m2. A maximum value of annualmean wind speed is obtained at Anamur as 32,8
m/s.
646
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
Gkek, M. Baylken, A. and Bekdemir, S. (2007). [Investigation of wind characteristics and wind energy potential
in Kirklareli Turkey]. Renewable Energy, 32, 17391752.
Kose, R. Ozgur A. M. Erbas, O. Tugcu, A. (2004). [The analysis of wind data and wind energy potential in
Kutahya, Turkey]. Renewable and Sustainable Energy Reviews, 8, 277288.
Ahmed, A. M. Ahmad, F. Akhtar, W. M. (2006). [Assessment of wind power potential for coastal areas of
Pakistan]. Turkish Journal of Physics, 30, 127.
Zhoua, W. Yanga, H. Fangb, Z. (2006). [Wind power potential and characteristic analysis of the Pearl River Delta
region, China]. Renewable Energy, 31, 739753.
Elamouria, M. Amar, F. B. (2008). [Wind energy potential in Tunisia]. Renewable Energy, 33, 758768.
Chang, T. Wu, Y. Hsu, H. Chu, C. Liao, C. (2003). [Assessment of wind characteristics and wind turbine
characteristics in Taiwan]. Renewable Energy, 28, 851871.
Jowder, A. Fawzi, L. (2009). [Wind power analysis and site matching of wind turbine generators in Kingdom of
Bahrain]. Applied Energy, 86(4), 538545.
Ucar, A. Balo, F. (2009). [Investigation of wind characteristics and assessment of windgeneration potentiality in
Uludag - Bursa, Turkey]. Applied Energy, 86, 333339.
Shata, A. S. Hanitsch, R. (2008). [Electricity generation and wind potential assessment at Hurghada, Egypt].
Renewable Energy, 33, 141148.
Migoya, E. Crespo, A. Jimnez, A. Garca, J. and Manuel, F. (2007). [Wind energy resource assessment in Madrid
region]. Renewable Energy, 32, 1467-1483.
ncecik, S. Erdomu, F. (1994).[An Investigation ofWind Power Potentialin Western Coast of Anatolia]. Renewable
Energy, 6, 863-865.
Karsli, M. V. Gecit, C. (2003). [An investigation on wind power potential ofNurdagi-Gaziantep, Turkey]. Renewable
Energy, 28 (5), 823830.
Celik, A. N. (2003). [A statistical analysis of wind power density based on the Weibull and Rayleigh models at the
southern region of Turkey]. Renewable Energy, 29, 593604.
Sahin, B. Bilgili, M. and Akilli, H. (2005). [The wind power potential of the eastern Mediterranean region of
Turkey]. Journal of Wind Engineering and Industrial Aerodynamics, 93 (2), 171-183.
Lima, L. A. and Filho, C. R. B. (2010). [Wind energy assessment and wind farm simulation in Triunfo
Pernambuco, Brazil]. Renewable Energy, 35 (12), 2705-2713.
Dahmouni, A.W. Ben Salah, M. Askri, F. Kerkeni, C. and Ben Nasrallah, S. (2010). [Wind energy in the Gulf of
Tunis, Tunisia]. Renewable and Sustainable Energy Reviews, 14(4), 1303-1311.
Ulgen, K. Genc, A. Hepbasli, A. Oturanc, G. (2004). [Assessment of Wind Characteristics for Energy Generation].
Energy Sources Part A, 26(13), 1227 1237.
Biographies
Aysun SABA Dr. Sagbas is an Associate Professor in Industrial Engineering Department at Namk Kemal University,
Turkey. She received his Ph.D.(2003) in Industrial Engineering from Cukurova University, Turkey. Dr. Sagbas's major research
areas are optimization and modeling, statistical quality improvement, experimental design, artificial intellegent.
Tunca KARAMANLIOLU He was born in Sultanhisar Aydn / TURKEY at 1985. He finished University of Mersin,
Department of Mechanical Education with 83 points. Masters education at the University of Mersin began in 2009 continues.
647
Performance Evaluation of a Reinforced Concrete

Structure According to Turkish Earthquake
Code-2007 and Fema-356
Muhiddin BACI1, R. Turul ERDEM2, Ali DEMR3
1,2,3
1
Department of Civil Engineering / Engineering Faculty / Celal Bayar University
muhiddin.bagci@bayar.edu.tr, 2tugrul.erdem@bayar.edu.tr, 3ali.demir@bayar.edu.tr
Abstract. Our country is located in active fault line geography. Many losses have happened due to the earthquakes
in recent years. This situation indicates how important it is to design buildings and determine seismic performances
of existing structures and strengthen them if necessary. Linear and non-linear evaluation methods have been
introduced according to different codes. Consistency between the results of the methods used for seismic evaluation
of existing buildings is of prime importance. For this reason, a 3 storey structure which has A2 irregularity in plan is
evaluated according to Turkish Earthquake Code-2007 (TEC-2007) and FEMA-356 in this study. The structure is
analysed by applying both linear and non-linear evaluation procedures. After the damage states are determined
according to codes, the results are compared by each other and suggestions are proposed. Furthermore non-linear
procedure results are compared between TEC-2007 and FEMA-356 Displacement Coefficient Method (DCM).
Keywords: Fema-356, performance evaluation, Turkish Earthquake Code-2007
648
1 Introduction
Performance based design and evaluation terms have become important in recent years. Performance evaluation is
used to determine the seismic safety of existing buildings. Generally, structures are designed to survive without any
damage after minor earthquakes. They are aimed to provide life safety after medium intense earthquakes and to stand
without fully collapsing after major earthquakes.
Big scaled earthquakes have occurred in many countries in the past 30 years. After a number of major earthquakes,
investigation of earthquake codes and scientific research projects have been started. As a result, displacement based
procedures have been developed instead of forced based ones. In addition, ATC-40 by Applied Technology Council,
FEMA-273, FEMA-356 and FEMA-440 by Federal Emergency Management Agency procedures are introduced
[1,2,3]. In parallel with these procedures, Turkish Earthquake Code came into effect in 2007 [4]. Calculation steps and
strengthening design rules for buildings under the effect of earthquakes in seismic zones are described in 7th Chapter
of Turkish Earthquake Code-2007.
Linear and non-linear evaluation methods are widely used to determine the seismic performances of structures [5-14].
While linear methods are force based and damage regions are decided according to r = demand/capacity values, nonlinear methods are deformation based and more parameters are needed to evaluate the structural system.
In the scope of this paper, performance evaluation of an existing concrete structure which has A2 irregularity in plane
according to Turkish Earthquake Code-2007 and FEMA-356 Displacement Coefficient Method is studied. SAP2000
and SEMAp analysis programs are used for solutions [15,16].
2 Description of the Structure

The 3 storey structure that has A2 type irregularity in plane according to TEC-2007 is considered to represent lowrise RC buildings consisting typical beam-column sections with no shear walls for this study. The building is assumed
to be in the first level seismic zone and locate in soil class Z3, which is similar to class C soil of FEMA-356. Concrete
compressive strength is 20MPa and yield strength of both longitudinal and transverse reinforcements is 420Mpa.
The structure is 15m by 18m in plan as shown in Fig. 1. While the first story height is 4.5m, the second and third
story heights are 4.0m. Column and beam sections are rectangular shaped. The dimensions of the columns are
50cmx50cm. The beams are 35cmx60cm. The vertical loads consist of dead and live loads of slabs, wall loads on
beams and dead loads of columns and beams.
Fig. 1. Plan and three dimensional view of the building
After modeling the structure in SAP2000 analysis program, linear and non-linear analysis procedures are
implemented for the building. Linear elastic analyses are combined with the capacity analysis so as to determine the
column and bream section capacities of the building under seismic effects. Afterwards, member damage regions are
649
decided by comparing the demand/capacity ratios according to TEC-2007. For non-linear analysis procedures, SEMAp
analysis program is used to obtain moment-curvature diagrams instead of default values for hinge properties to
determine the exact damage states. By using the real moment-curvature results, performance level of the building is
estimated by comparing strain values corresponding to plastic rotations with the limit values according to TEC-2007
and FEMA-356.
Periods of vibration modes and related effective mass ratios according to each direction are determined after
analysing the structure. Third, sixth and ninth modes appear to be torsional ones as given in Table 1.
Table 1. Periods of vibration modes and related effective mass ratios
X Direction
Y Direction
Period
ux
(sec)
(%)
0.48
89
0.16
0.09
Mode
Z Direction
Period
uy
(sec)
(%)
0.47
90
0.42
10
0.16
0.14
0.09
0.08
Mode
Mode
Period
(sec)
3 Evaluation Procedures
There are several procedures available for performance assessment in the literature. Generally evaluation procedures
are divided into two main parts such as linear and non-linear ones.
3.1 Linear Evaluation Procedures
There are two linear analysis methods given in TEC-2007. These methods are Equivalent Seismic Load Method and
Mode Superposition Method. These analyses are employed for performance assessment. Performance limits of sections
are obtained by determining the demand/capacity ratios (member r factors) of each of them. Demand/capacity ratios
are used in determining the member damage levels of ductile member using linear analysis methods.
Equivalent seismic load method analysis is limited to 8 story buildings with total height not exceeding 25m without
basement, and not possessing torsion irregularity. Mode superposition method can be applied to all buildings without
any restrictions. The signs of internal member forces and capacities under an earthquake excitation direction are taken
as the signs consistent with the dominant mode shape at this direction.
Structural members are classified as ductile and brittle with respect to their mode of failure in determining the
damage limits. Member damage levels for ductile structural members are divided into three limits. They are 3
Minimum Damage Limit (MN), Safety Limit (SF) and Collapse Limit (CL) as indicated in Fig. 2. The calculated
member r factors for beams and columns are compared with the r limits given in TEC-2007 to determine the member
damage regions.
650
Fig. 2. Damage limits and states in a ductile member
3.2 Non-Linear Evaluation Procedures

The purpose of the non-linear analysis methods is to determinate the structural performance of existing buildings
under seismic loads effect. For non-linear assessment procedure, target displacement determination of the building and
the criteria employed for the acceptance make the difference. The acceptance criteria are generally based on the
performance limit values that may differ. The most common assessment procedures are explained in the main codes
which are FEMA-356 and TEC-2007.
Incremental equivalent seismic load method can be employed for performance assessment according to TEC-2007.
In this method, a capacity diagram is obtained from the incremental analysis which is expressed in the base shear
force - roof displacement plane. Then the coordinates of this plane is transformed into modal response acceleration
versus modal response displacement. FEMA-356 (DCM) is based on the relationship between displacement demand
and horizontal force capacity of the structure Target performance (t) is calculated according to FEMA-356 (DCM) by
using Eq. 1. Te represents effective period in the equation. After the structure is pushed to the target performance
value, the damage states are obtained.
t = C0 C1C 2 C3Sa
Te2
42
(1)
Non-linear flexural behavior in frame members is confined to plastic hinges, where the plastic hinge length Lp is
assumed as half of the section depth. Pre-yield linear behavior of concrete sections is represented by cracked sections.
Strain hardening in the plastic range may be ignored, provided that the plastic deformation vector remains normal to
the yield surface.
The objective is to carry out non-linear static analysis under incrementally increasing seismic forces distributed in
accordance with the dominant mode shape in the earthquake excitation direction. Seismic forces are increased until the
earthquake displacement demand is reached. Internal member forces and plastic deformations are calculated at the
demand level. Concrete compressive strains and steel tensile strain demands at the plastic regions are calculated from
the moment-curvature diagrams. Moment-curvature diagrams of the critical sections are obtained by using appropriate
stress-strain rules for concrete and steel. Finally, plastic rotation values and calculated strain demands are compared
with the damage limit values according to related codes.
4 Findings
The building is evaluated according to linear and non-linear evaluation procedures in accordance with TEC-2007 and
FEMA-356 (DCM). After the damage states of the members are calculated, damage limits of the structure are
determined.
651
Performance Levels
Immediate Life Collapse

Occupancy Safety Prevention
CP
LS
IO
Moment
Base Shear (VT )
Performance Levels
Immediate Life Collapse

Occupancy Safety Prevention
CP
LS
IO
Plastic Rotation (P )
Displacement ()
Fig. 3. Performance levels for members and buildings
Member damages are calculated at each direction. There are total results of beams and columns for linear and nonlinear evaluation procedures in the following figures. The results are the superposition of the x and y directions
according to TEC-2007 and FEMA-356 (DCM).
Fig. 4. Total damage ratios for linear procedures
Fig. 5. Total damage ratios for nonlinear procedures
5 Conclusions and Suggestions

It took time to implement the performance based methods in the recent guidelines and codes. Although there are
several non-linear procedures, the results between them should be researched. In this paper, the results of linear and
non-linear evaluation procedures according to TEC-2007 and FEMA-356 Displacement Coefficient Method are
studied. The selected structure is a three storey building which has A3 type irregularity in plane.
Recent codes and guidelines give equal importance to linear and non-linear methods but damage states after
performance evaluation by using both linear and non-linear methods for a building may be different. This may cause
conflict between owners and designers because both methods are legally valid. One should keep in mind that when a
structure is non-engineered or the geometrical and mechanical structural data are not reliable, it is questionable to
apply the non-linear methods.
In this study, after the structure was evaluated according to linear and non-linear methods, damage states were
652
determined for each one. Its seen that linear methods according to TEC-2007 give more conservative results as
expected. TEC-2007 also gives conservative results when non-linear damage ratios are compared.While damage limits
are decided according to concrete and steel strain values according to TEC-2007, these damage limits are determined
by using plastic rotation values according to FEMA-356. For further studies, solution steps between codes and
guidelines shall be studied. In addition to this, low, middle and high structures which have other irregularities shall be
studied too. So that, performance levels of concrete structures can be generalized.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
ATC-40. 1996. Seismic evaluation and retrofit of concrete buildings vols. 12. California: Applied Technology Council.
FEMA-356. 2000. Prestandard and Commentary for Seismic Rehabilitation of Buildings. Washington (DC): Federal
Emergency Management Agency.
FEMA-440. 2004. Improvement of Nonlinear Static Seismic Analysis Procedures. Washington (DC): Federal Emergency
Management Agency.
Turkish Earthquake Code-2007. 2007. Specifications for Buildings to be Built in Seismic Areas. Ankara: Ministry of
Public Works and Settlement.
Kasil, H.B. 2008. A comparative study of seismic safety of reinforced concrete structural systems, Master Thesis, Istanbul
Technical University, Department of Civil Engineering. Istanbul.
Korkmaz, K.A.; and Dzgn, M. (2007). Dorusal olmayan yapsal analiz yntemlerinin deerlendirilmesi. stanbul
Teknik niversitesi Dergisi (Mhendislik-D) 6(3): 3-10.
Sezer, F.; Genolu, M.; and Celep, Z. (2007). A comparative study of seismic safety evaluation of concrete buildings
according to Turkish Seismic Code (2007). In Proceedings of the Sixth National Conference on Earthquake Engineering.
Istanbul, Turkey, 16-20 October.
Kappos, A.J.; and Panagopoulos, G. (2004). Performance-based seismic design of 3D RC buildings using inelastic static
and dynamic analysis procedures. ISET Journal of Earthquake Technology 41(1): 141-158.
Tuncer, O.; Celep, Z.; and Ylmaz, M.B. (2009). A comparative evaluation of the methods given in The Turkish Seismic
Code (2007). In Proceedings of the WCCE ECCE TCCE Joint Conference : EARTHQUAKE& TSUNAMI. Istanbul,
Turkey. 22-24 June.
Uygun, G.; and Celep, Z. (2007). A comparative study of seismic safety evaluation of a concrete building according to the
linear and the non-linear methods of Turkish Seismic Code (2007). In Proceedings of the Sixth National Conference on
Earthquake Engineering. Istanbul, Turkey. 16-20 October.
Fardis, M.N. (2003). Seismic assessment and retrofitting of existing buildings according to Eurocode 8. In Proceedings of
the Fifth National Conference on Earthquake Engineering. Istanbul, Turkey, 26-30 May.
Fajfar, P.; and Fischinger, M. (1988). A method for non-linear seismic analysis of regular RC buildings. In Proceedings of
the Proc. 9thWorld Conference in Earthquake Engineering. Tokyo-Kyoto.
Kim, S.; and DAmore, E. (1999). Pushover analysis procedures in earthquake engineering. Earthquake Spectra 15(3):
417-434.
nel, M.; and zmen, H.B. (2006). Effect of plastic hinge properties in non-linear analysis of reinforced concrete
buildings. Engineering Structures 28(11): 1494-502.
SAP2000. 2000. Three Dimensional Static and Dynamic Finite Element Analysis and Design of Structure. Berkeley:
Computers and Structures Inc.
nel, M.; zmen, H.B.; and Bilgin, H. 2008. Sarg Etkisi Modelleme Analiz Program (SEMAp) Kullanm klavuzu,
Denizli.
653
Biographies
Muhiddin Bac Muhiddin Bac was born in Ankara. He graduated from Dokuz Eyll University in 1991. He completed his
graduated thesis in 1996 and his doctorate thesis in 2001. He started working as a research assistant since 1993. He has been
working as an assistant professor since 2006 in Celal Bayar University. He is studying concrete structures, performance evaluation
and finite elements method. He knows English as a foreign language.
He has seven pressed scientific articles, eighteen national articles. His five papers have been accepted and presented in national
conferences and six in international conference. He has two graduate and two doctorate students this year.
Assistant Professor Dr. Muhiddin Bac is a member of Chamber of Civil Engineers.
R. Turul Erdem R. Turul Erdem was born in 1985 in zmir. He was graduated from Celal Bayar University in 2008. He is a
doctoral student in civil engineering department in the same university. He has started working as a research assistant in Celal Bayar
University since 2010. He is studying concrete structures, performance evaluation and artificial neural network analysis. He knows
two foreign languages such as English and German.
He has two scientific, two international and two national articles. He has four papers in international conferences.
Research Assistant R. Turul Erdem is a member of Turkish Chamber of Civil Engineers since 2008.
Ali Demir Ali Demir was born in Karabk in 1983. He was graduated from Celal Bayar University in 2005. He completed his
graduate thesis in 2008. He is still a doctoral student in Celal Bayar University. He has been a research assistant in Celal Bayar
University for 6 years. He is studying concrete structures and performance evaluation of buildings. Ali Demir knows English as a
foreign language.
He has seven published articles. He also has accepted and presented papers in national and international conferences. He has
completed a scientific research project in Celal Bayar University.
Research Assistant Ali Demir is a member of Turkish Chamber of Civil Engineers since 2005.
654
Analysis of Reinforced Concrete Structures Under the

Effect of Various Surface Accelerations
Erkan KANTAR1, R. Turul ERDEM2, zgr ANIL3, S. Ouzhan AKBA4
1,2

3,4
Department of Civil Engineering / Engineering Faculty / Gazi University
erkan.kantar@bayar.edu.tr, 2tugrul.erdem@bayar.edu.tr, 3oanil@gazi.edu.tr, 4soakbas@gazi.edu.tr
Abstract. Many methods have been developed about analysis of ground vibration effects which arise from blasting
operations. One of the most popular of these methodologies is the scaled distance approach, which involves the
prediction of the peak particle velocity (PPV) as a function of the explosive charge and distance from the explosion
source. The use of scaled distance approach in the field of civil engineering has been limited so far. Acceleration
records have been preferred to particle velocities in estimating the behavior of non-buried structures under dynamic
loads. In this study, a relationship between the amount of explosives, the distance, and the resulting horizontal peak
acceleration was obtained. Then, the dynamic responses of four and six storey reinforced concrete structures that
consist of frame and shear wall type structural systems to blast-induced ground accelerations were investigated using
finite element analysis.
Keywords: blasting effect, surface acceleration, finite element analysis
1 Introduction
Blasting is frequently used in civil engineering applications during the construction of dams and tunnels in addition
to mining and quarrying disciplines. These operations, which involve surface and underground applications of blasting,
are possible sources of threat for existing structures nearby. It is well known that the blasting-induced effects on a site
within a given distance depend on a number of factors that work hand in hand. Among the most important of these
factors are the amount and the type of the explosive employed, the distance between the blasting source and the site,
the topography, and the physical and mechanical properties of the material that rests between the source and the site.
The uses of explosives are not limited to civil construction procedures only, they are also employed for malicious
purposes. Unfortunately, a number of structures were targeted by terrorist attacks through the use of significant amount
of explosives during the past few years. Therefore, blast-resistant design of important structures such as high-rise
buildings and bridges, in addition to military complexes, has recently become a major research field [1-6].
A literature survey indicates that the PPV is the principal concept that has been used to investigate the blast-induced
dynamic effects especially on buried structures [7-12]. However, PPV is not a frequently employed parameter in civil
engineering applications. The authors are not aware of any studies that involve the measurement of the blast-induced
accelerations and the consideration of these accelerations as a dynamic load on the structures. Therefore, within the
scope of this study, the use of acceleration records instead of PPV has been considered.
In this paper, the maximum horizontal accelerations that result from 19 TNT explosions were correlated with the
amount of explosive, the distance from the explosion, and the depth of the explosion. The obtained correlations were
used to estimate the blast induced accelerations that will act on the structures, especially for similar geotechnical
655
conditions These correlations were then employed to estimate the acceleration profiles that can be utilized as the
dynamic loading within the finite element analyses of 4 and 6 storey reinforced concrete structures that consist of
frame and shear wall structural systems respectively.
2 Effects of Blasting
A number of experiments that are based on the results of trial blasting have indicated that the PPV of any component
of ground vibrations is a function of the amount of explosives, and the distance to the blasting point. The scaled
distance (SD) is a combined representation of the effects of the amount of explosives at a single detonation (W) and
the distance from the blasting point to the measurement station (R) are given in Eq.1. below.
SD =
(1)
Investigations on blasting related damage of surficial structures from a mining engineering point of view concluded
that one of the better damage parameters is the PPV, and utilized a power scaling law between PPV and SD. On the
other hand, the current study uses the definition given by Equation 1 to obtain a relationship between SD and the
measured values of maximum horizontal ground acceleration. As shown in Fig. 1, when plotted on logarithmic scale
axes, this relationship results in the estimation of two constants that are specific for the geotechnical conditions
considered. These constants can then be used to calculate the expected horizontal accelerations for other blasting
operations that are performed using different amounts of explosives and at different distances for structures located at
similar geotechnical conditions.
Fig. 1.The relationship between horizontal acceleration and scaled distance
Maximum and minimum ground acceleration measurements obtained from TNT explosions are given in Fig. 2.
Fig. 2. Examples of ground acceleration measurements
656
3 Finite Elements Model

To evaluate the effects of blast induced accelerations, four and six storey reinforced concrete buildings with simple
frame or shear wall type structural systems, are considered to represent the mid-rise buildings that are typical for the
region. The structures are located in a high-seismicity region of Turkey and are designed according to the Turkish
Earthquake Code-2007 [13], considering both gravity and seismic loads. The compressive strength of concrete and the
yield strength of both longitudinal and transverse reinforcements are assumed to be 20 MPa and 420 MPa respectively.
Both the four and the six storey frame and shear wall type structural systems are 22 m by 1 m in plan as shown in Fig.
3. This figure also illustrates the specific column, which is used to observe and compare the behaviour of different
buildings under blast induced loading.
Selected column
Selected column
for comparison
for comparison
a) RC Frame Structural System
b) RC Frame Structural System with Shear Walls

Fig. 3.Plan views of structures
The story heights are 3.0 m. Three dimensional views of the four storey buildings are shown in Fig. 4. For all
buildings, the dimensions of corner columns are 400400 mm. The rest of the columns are 300500 mm and 500300
mm. Shear walls are 2002000 mm and 2000200 mm. All beams are rectangular in shape, and their dimensions are
250 mm500 mm. The slab thickness is 150 mm in all structures.
Fig. 4. Three dimensional views of the 4 storey buildings
657
The vertical loads consist of dead and live loads of slabs, wall loads on beams, as well as the dead loads of columns
and beams. In addition to the dead and live loads, the acceleration time history that was measured during the
experimental blasting operations was acted on the structures as a dynamic loading. For this purpose, the accelerationtime history with the highest peak horizontal acceleration value among the nineteen experiments was chosen.
4 Evaluation of Results
Within the context of the current study, the modeled reinforced concrete structures were loaded with the acceleration
time history having the highest peak acceleration value among the measured ones.
The interstory drift ratio values are used to investigate and compare the deformation profiles of the structures due to
blast-induced loading. The interstory drift ratios for four and six storey buildings belonging to both structural types are
given in Table 1 and 2.
Table 1.Drift ratios of 4 storey structure
Acceleration 1
Story
Direction
Structure with RC Frames
Acceleration 2
Structure with Shear
Structure with RC
Walls
Frames

Walls
Interstory
Total
Interstory
Total
Interstory
Total
Interstory
Total
Drifts
Drifts
Drifts
Drifts
Drifts
Drifts
Drifts
Drifts
0.00201
0.00201
0.00093
0.00093
0.00289
0.00289
0.00134
0.00134
0.00222
0.00222
0.00082
0.00082
0.00319
0.00319
0.00117
0.00117
1
x
0.00194
0.00395
0.00145
0.00239
0.00279
0.00568
0.00209
0.00343
0.00199
0.00421
0.00137
0.00219
0.00287
0.00605
0.00197
0.00314
2
x
0.00124
0.00519
0.00135
0.00373
0.00179
0.00746
0.00194
0.00537
0.00115
0.00536
0.00135
0.00354
0.00166
0.00771
0.00194
0.00509
3
X
0.00046
0.00565
0.00102
0.00475
0.00067
0.00813
0.00147
0.00683
0.00029
0.00565
0.00110
0.00464
0.00042
0.00813
0.00158
0.00667
Table 2.Drift ratios of 6 storey structure

Acceleration 1
Story
Direction
Structure with RC Frames
Acceleration 2
Structure with RC
Walls
Frames

Walls
Interstory
Total
Interstory
Total
Interstory
Total
Interstory
Total
Drifts
Drifts
Drifts
Drifts
Drifts
Drifts
Drifts
Drifts
0.00185
0.00185
0.00093
0.00093
0.00267
0.00267
0.00134
0.00134
0.00206
0.00206
0.00081
0.00081
0.00296
0.00296
0.00116
0.00116
1
X
0.00195
0.00380
0.00142
0.00235
0.00280
0.00546
0.00204
0.00338
0.00200
0.00406
0.00130
0.00211
0.00288
0.00583
0.00188
0.00304
2
X
0.00106
0.00486
0.00124
0.00359
0.00152
0.00698
0.00178
0.00516
0.00099
0.00505
0.00121
0.00332
0.00143
0.00726
0.00174
0.00478
3
X
0.00050
0.00536
0.00082
0.00441
0.00072
0.00771
0.00118
0.00634
0.00406
0.00501
0.00088
0.00421
0.00066
0.00792
0.00127
0.00605
4
X
0.00025
0.00561
0.00043
0.00483
0.00036
0.00807
0.00061
0.00695
0.00015
0.00566
0.00058
0.00478
0.00021
0.00813
0.00083
0.00688
5
X
0.00014
0.00575
0.00020
0.00504
0.00021
0.00827
0.00029
0.00724
0.00008
0.00573
0.00038
0.00517
0.00011
0.00825
0.00055
0.00743
The analyses results indicate that the buildings with the frame structural system only, experienced significantly
higher interstory drift ratios than those observed in the building with shear walls. The difference in the interstory drift
658
ratios decreases with increasing height from ground level. It is clear that the inclusion of a reinforced concrete shear
wall system with an area of 1.0% of the total floor area has been quite beneficial in decreasing the deformations due to
blast induced dynamic loading.
To further investigate the effect of blast induced dynamic effects on the structures, a vertical load carrying member
was also selected in all four buildings, to compare and observe the variation of cross sectional moment and shear force
values over the height of the structures. The comparisons of shear force and moment values that were observed in the
selected column for different structural types are presented in Tables 3 and 4, for four and six storey buildings
respectively.
Table 3.Shear force and moment values under the effect of blasting for 4 storey structures
Acceleration 1
Story
No
Direction
Structure with
Structure with
Structure with
Structure with
RC frames
shear walls
RC frames
shear walls
Shear
Force
(kN)
1
Acceleration 2
Moment
(kNm)
Shear
Force
(kN)
Moment
(kNm)
Shear
Force
(kN)
Moment
(kNm)
Shear
Force
(kN)
Moment
(kNm)
49.02
65.573
46.25
61.428
70.49
94.288
66.51
88.328
54.38
72.990
49.27
67.257
78.19
104.953
70.84
96.710
31.75
47.984
28.17
46.841
45.65
68.996
40.50
67.353
32.28
53.284
30.19
50.779
46.42
76.617
43.41
73.016
19.05
34.677
18.91
33.600
27.39
49.863
27.19
48.314
20.98
36.763
21.27
36.111
30.16
52.862
30.58
51.924
2.88
4.428
1.77
3.081
4.14
6.367
2.55
4.431
4.48
5.571
3.12
4.916
6.45
8.010
4.49
7.069
Table 4.Shear force and moment values under the effect of blasting for 6 storey structures
Acceleration 1
Story
No
Direction
Structure with
Structure with
Structure with
Structure with
RC frames
shear walls
RC frames
shear walls
Shear
Force
(kN)
1
Acceleration 2
Moment
(kNm)
Shear
Force
(kN)
Moment
(kNm)
Shear
Force
(kN)
Moment
(kNm)
Shear
Force
(kN)
Moment
(kNm)
50.70
65.730
45.56
62.638
72.90
94.514
65.52
90.068
56.81
73.956
50.47
71.104
81.69
106.341
72.58
102.241
33.89
53.917
31.04
51.119
48.73
77.528
44.64
73.504
36.92
57.676
34.30
55.051
53.09
82.933
49.32
79.158
18.97
32.950
17.47
31.969
27.28
47.379
25.12
45.969
20.67
35.929
19.52
34.774
29.72
51.663
28.07
50.002
5.36
12.439
4.39
11.022
7.71
17.886
6.31
15.849
7.45
16.374
6.09
13.935
10.71
23.544
8.76
20.038
2.46
1.675
2.17
1.480
3.54
2.409
3.12
2.127
3.87
3.778
3.09
3.159
5.56
5.432
4.44
4.543
0.23
0.858
0.18
0.786
0.33
1.234
0.26
1.131
0.95
1.386
0.87
1.218
1.37
1.993
1.25
1.751
659
These tabulated values are the column upper-end cross sectional moments and shear forces at the corresponding
floor slab level. Both the shear force and moment values are observed to be higher in the selected column for the
structures without the shear walls.

This study is about the measurement of blasting induced horizontal accelerations that would act on the proposed and
existing residential structures. For this purpose, horizontal acceleration measurements were used to obtain correlations
between scaled distance and the maximum horizontal acceleration.
The acceleration-time history with the highest measured peak horizontal acceleration value was acted on four and
six storey reinforced concrete frame structures with and without shear wall systems as a dynamic loading. The
resulting story drift ratios that are obtained from the finite element analyses were used to estimate the expected damage
state of the structures. The effect of shear walls on the behaviour of structures under blast induced loading and on the
estimated damage levels were also examined.
A significant reduction was observed in the drift ratios of the reinforced concrete structures when shear walls are
included in the structural systems. Existence of shear wall systems with an area of 1.0% of the total floor area has been
beneficial in the reduction of the displacements due to blast induced dynamic effects. Addition of shear walls to the
structural system also resulted in a decrease in the cross-sectional moments and shear forces. For further studies,
different types of structures shall be analyzed due to the various horizontal acceleration values.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
DOE/TIC-11268. 1992. A Manual for the Prediction of Blast and Fragment Loadings on Structures, Washington DC:
U.S. Department of Energy.
Longinow, A.; and Mniszewski, K.R. (1996). Protecting buildings against vehicle bomb attacks. Practice Periodical on
Structural Design and Construction, ASCE 51-54.
Mendis, P.A.; and Ngo, T. (2002). Assessment of tall buildings under blast loading and aircraft impact. International
Association of Bridge and Structural Engineering 375-376.
Mills, C.A. (1987). The design of concrete structure to resist explosions and weapon effects. In Proceedings of the 1st Int.
Conference on Concrete for Hazard Protections. Edinburgh, UK.
Newmark, N.M.; and Hansen, R.J. 1961. Design of Blast Resistant Structures. New York: McGraw-Hill.
Ngo, T.; Mendis, P.; and Itoh, A. (2004). Modelling reinforced concrete structures subjected to impulsive loading using
the modified continuum lattice model. In Proceedings of 18th Australasian Conference on the Mechanics of Structures
and Materials. Australia.
Das, B.M. 1993. Principles of Soil Dynamics. CA, USA: Brooks/Cole Thomson Learning.
Duvall, W. I.; Devine, J. F. 1972. Surface Mining. New York: E. Pfleider ed.
Dowding, C.H. (1985). Blast vibration monitoring and control. Prentice Hall, Eaglewood Cliffs 40-110.
Aung, K.K.; Rahardjo, H., Leong, E.C.; and Toll, D.G. (2001). Relationship between porosimetry measurement and soilwater characteristic curve for an unsaturated residual soil. Geotechnical and Geological Engineering 19: 401-416.
Fredlund, D.G.; and Rahardjo, H. 1993. Soil Mechanics for Unsaturated Soils. New York: John Wiley and Sons Inc.
Lee, M.C.; and Penzien, J. 1980. Stochastic seismic analysis of nuclear power plant structures and piping systems
subjected to multiple support excitations (Report No. UCB/EERC-80/19). California, Berkeley, Earthquake Engineering
Research Center.
Turkish Earthquake Code-2007. 2007. Specifications for Buildings to be Built in Seismic Areas. Ankara: Ministry of
Public Works and Settlement.
660
Biographies
Erkan Kantar Erkan Kantar was born in 1972 in Kahramanmara. He was graduated from Uluda University in 1993. He
completed his doctorate thesis in 2009 in Gazi University. He started working as a research assistant in 1994 in Celal Bayar
University. He is studying structure of materials, concrete and concrete buildings. He knows English as a foreign language.
He has two pressed scientific and two national articles. He has two papers in international conferences
Assistant Professor Dr. Erkan Kantar is a member of Turkish Chamber of Civil Engineers.
R. Turul Erdem R. Turul Erdem was born in 1985 in zmir. He was graduated from Celal Bayar University in 2008. He is a
doctoral student and started working as a research assistant since 2010 in Celal Bayar University. He is studying concrete structures,
performance evaluation and artificial neural network analysis. He knows two foreign languages as English and German.
He has two scientific, two international and two national articles. He has four papers in international conferences.
Research Assistant R. Turul Erdem is a member of Turkish Chamber of Civil Engineers.
zgr Anl zgr Anl was born in 1975 in Ankara. He took his BSc. degree at 1996 from Gazi Universtiy. He continued his
MSc. And PhD. study at the same university and completed them at 2004. He started working as a research assistant at Gazi
University starting from 1997. His expertise subjects are strengthening of reinforced concrete structures, experimental studies and
finite element modeling of structures. He knows English.
He has thirty-nine scientific and conference paper totally. He has eight completed scientific research projects in Gazi University.
S. Ouzhan Akba Sami Ouzhan Akba was born in 1976 in Ankara. Dr. Akba, after receiving his B.S. degree in Civil
Engineering from Middle East Technical University in 1997, an M.Eng. in 1999, a Ph.D. in Civil Engineering in 2007 at Cornell
University, and working as a post-doctoral researcher in University of Milan for one year, joined Gazi University Civil Engineering
Department in the same year. His research interests include foundation behavior, soil-structure interaction and reliability-based
design. He knows English.
He has more than twenty refereed publications totally. He has fifteen papers in national and international conferences.
Assistant Professor Dr. Akba is a member of ASCE, Geo-Institute, ISSMGE and ZMTM.
661
On New Symplectic Approach for Primary Resonance

of Beams Carrying a Concentrated Mass
Murat Sargl1, Hakan Boyac2
1
murat.sarigul@bayar.edu.tr, 2hakan.boyaci@bayar.edu.tr
1,2
Celal Bayar University
Abstract. In this study, transverse vibrations of beam carrying a concentrated mass were handled. The beam
was simply supported at both ends. The Hamilton principle was employed to obtain the governing equation,
which was a nonlinear partial-differential equation due to the geometric nonlinearity caused by finite stretch
of the beam. Damping and harmonic excitation terms were added to the equations of motion, and then
approximate solutions of the mathematically formulated problem were sought. In case of primary resonance,
analytical solutions were derived by means of Method of Multiple Scales(a perturbation method). New
Symplectic Method has been used to solve coupled differential equations. Vibrational characteristics of the
system were investigated in the region of steady-state vibrations via the amplitude-phase modulation
equations of the beam. For different mass ratios, mass locations, frequencyamplitude graphs were plotted.
Keywords:Symplectic approach; method of multiple scales; nonlinear vibrations.
1 . Introduction
The symplectic elasticity approach was first used by Feng [1,2] in computational solid mechanics.
Subsequently, the symplectic approach was widely applied by many investigators to the static analyses of twodimensional problems after the pioneering works of Zhong [3,4] in analytical solid mechanics using the
symplectic approach. Xu et al. [5] studied the SaintVenant problem in circular cylinders and analyzed the zero
eigenvalue solutions and their Jordan normal forms of the corresponding Hamiltonian operator matrix. The
similar problems in anisotropic composite laminated plates in cylindrical bending were also investigated by
Zhong and Yao [6], and Yao and Yang [7]. Most recently, Lim et al. [10] proposed a new symplectic approach
for the bending analysis of thin plates with two opposite edges simply supported. In their analysis, a series of
bending moment functions were introduced to construct the ProHellingerReissner variational principle, which
is an analogy to plane elasticity. This new symplectic approach was subsequently extended to the bending
analysis of corner supported. Kirchhoff plates due to uniformly distributed loading [8]. The exact explicit
solution of the deflection was derived for the first time. Furthermore, the zero natural support conditions at the
free edges are satisfied and the twisting moment condition at the support corners are predicted with high
accuracy, which could not be exactly satisfied in many papers for more than half a century in both analytical and
numerical analysis including the finite element method. As for vibration analysis of plates, Zou [9] reported an
exact symplectic geometry solution for the static and dynamic analysis of Reissner plates, but it was not exactly
the same as the symplectic elasticity approach described above because trial mode shape functions for the simply
supported opposite edges were still adopted in his analysis.
Our model is beam-mass systems which was studied by Pakdemirli[12], zkaya et al[13] and
zkaya[14]. Approximate analyses have been carried out for nonlinear vibrations of a beam-mass system under
662
simple end conditions. In case of immovable end conditions nonlinearities arise due to the axial stretching of the
beam during the vibrations. The other source of the nonlinearities includes stretching.
In this study, transverse vibrations of beam carrying a concentrated mass were handled. The beam was
simply supported at both ends. The Hamilton principle was employed to obtain the governing equation, which
was a nonlinear partial-differential equation due to the geometric nonlinearity caused by finite stretching of the
beam. Damping and harmonic excitation terms were added to the equations of motion, and then approximate
solutions of the mathematically formulated problem were sought. In case of primary resonance, analytical
solutions were derived by means of Method of Multiple Scales(a perturbation method). New Symplectic Method
was used to solve coupled differential equations. Vibrational characteristics of the system were investigated in
the region of steady-state vibrations via the amplitude-phase modulation equations of the beam. For different
mass ratios, mass locations, frequencyamplitude graphs were plotted.
2 . Equations of Motion
w1 (x, t )
w1 (0)= 0
w1(0 )= 0
w2 (x, t )
w2 (1)= 0
w2 (1)= 0
Figure 1. Euler Bernoulli Beam carrying concentrated mass.
zkaya et al.[12] used Energy approach and invoked this energy via Hamilton principle. After
nondimensionalization, they obtained the following equations of motion and conditions;
iv
1
1
2
2
&&i = . (w1 ) .dx + (w2 ) .dx . wi 2. . wi + . Fi .cos(.t )
wi + w
2 0
2
w1 (0) = w1(0) = 0,
w1 ( )= w2 ( ),
w1 ( )= w2 ( ),
w1( )= w2 ( ),
(1)
w2 (1)= w2 (1)= 0
&&1 ( )= 0
w1( ) w2( ) .w
(2)
where was defined as ratio between concentrated mass(M) and beam mass.
3 . Analytical Solutions
3.1 Multiple Scales Method
We apply the method of multiple scales (MMS), a perturbation technique (Nayfeh-[15]), directly to the
partial-differential equations and conditions. Impending i=1,2 in this method, we assume expansions as follows;
3
wi (x,t; ) = .wi1(x,T0 ,T2 ) + .wi 3(x,T0 ,T2 )
(3)
663
where is a small book-keeping parameter artificially inserted into the equations. This parameter can be taken as
1 at the end upon keeping in mind, however, that deflections are small. Therefore, we investigated a weak
nonlinear system. T0=t is the fast time scale, T1=.t and, T2=2.t are the slow time scales in MMS.
Now consider only the primary resonance case and hence, the forcing and damping terms are ordered so
that they counter the effect of the nonlinear terms
r
2
3
i = . i ,
Fi = .Fi
(4)
Derivatives with respect to time were written in terms of the Tn as follow:
d dt = D0 + 2 .D2 ,
d 2 dt 2 = D0 + 2. 2 .D0 .D2 , Dn/Tn
(5)
Substituting Eqs.(9)-(11) into Eq.(7) and separating each order of , one obtains the followings;
order :
D02 wi1 + wiv1 = 0 ,
(6)
(0 ) = 0 w 21 (1) = w 21
(1) = 0
w11 (0 ) = w11
( ) = w21
( ), w11
( ) = w21
( ), w11
( ) w21
( ) .D0 w11 ( ) = 0
w11 ( ) = w21 ( ), w11
2
(7)
order 3:
1
2 .dx + w21
2 .dx . wi1 + Fi .cos(.t ) (8)
D02 wi 3 + wiv3 = 2.D0 D2 wi1 2. . D0 wi1 + w11
(0 ) = 0 , w 23 (1) = w 23
(1) = 0
w13 (0 ) = w13
( ) = w 23
( ), w13
( ) = w 23
( )
w13 ( ) = w 23 ( ), w13
( ) w23
( ) .D0 w13 ( ) 2. .D0 .D2 w11 ( ) = 0 (9)
w13
2
3.2 Primary Resonance

order 1:
Linear problem is governed by Eq.(6). Solutions of the form
wi1 ( x,T0 ,T2 ) = A(T2 ).e
i. .T0
.Yi ( x )+ A (T2 ).e i..T0 .Yi ( x ) ,
(10)
are assumed where is natural frequency in the transverse vibrations.

Substituting Eq.(10) into Eqs.(6-7), one obtains following differential systems which yield the mode shapes:
Yi 4 2 .Yi = 0
(11)
Y1 (0) =Y1(0) = 0 , Y2 (1) =Y2(1) = 0
Y1 ( ) = Y2 ( ), Y1( ) = Y2 ( ), Y1( ) = Y2( ), Y1( ) Y2( ) + . 2 .Y1 ( ) = 0
(12)
It is noted that the conjugates of the mode shapes are same for both modes.
664
order 2:
3 2
1
2
.i = 2.i..( A + . A).Yi + . A . A. (Y1) .dx + (Y2 )2 .dx .Yi+ .Fi .e i. .T2
2
2
v
i
(13)
1 (0) = 1(0) = 0 2 (1) = 2(1) = 0

1 ( ) = 2 ( ), 1 ( ) = 2 ( ), 1( ) = 2 ( )
1( )2( )+ . 2 .1 ( ) 2.i. .. A.Y1 ( ) = 0 (14)

According to Symplectic Method, Eq.(11) can be converted into following form;
Yi
i
i
= i ,
= i , , i = i ,
= 2 .Yi
x
x
x
x
(15)
and conditions are as follows;
Y1 (0 ) = 1 (0 ) = 0 , Y2 (1) = 2 (1) = 0
Y1 ( ) = Y2 ( ), 1 ( ) = 2 ( ), 1 ( ) = 2 ( ), 1 ( ) 2 ( )+ . 2 .Y1 ( ) = 0 (16)
Eq.(15) can be expressed in the matrix form as
X
= H .X
x
(17)
Choosing following form;
X = e .x
(18)
gives us
X
= .X
x
(19)
where is eigenvalue and X (x ) is the corresponding eigenvector(see details in ref. [Li 2009]). Eq.(19) gives
following matrix form:
0
2

0
0
0
1
0 Yi 0
0 i 0
=
1 i 0
i 0
(20)
From eigenvalue problem at Eq.(20), there are four eigenvalues. Thus, solution of linear problem can be written
as follows;
Yi (x ) = ci1.e 1. x + ci 2 .e 2 . x + ci 3 .e 3 . x + ci 4 .e 4 . x
(21.a)
i (x ) = d i1.e 1. x + d i 2 .e 2 . x + d i 3 .e 3 . x + d i 4 .e 4 . x
(21.b)
i ( x) = f i1.e 1.x + f i 2 .e 2 . x + f i 3 .e 3 .x + f i 4 .e 4 .x
(21.c)
i (x ) = g i1.e 1. x + g i 2 .e 2 .x + g i 3 .e 3 .x + g i 4 .e 4 .x
(21.d)
665
Two of the eigenvalues are complex, thus eigenmode can be written in cosin form;
Yi ( x ) = c i1 .cos ( . x )+ c i 2 .sin ( . x )+ c i 3 ..cosh ( . x )+ c i 4 ..sinh ( . x )
(22)
3.2 Solvability condition

Substituting Eq.(10) into Eqs.(8), one obtains differential equations in new form. A solvability condition
must be satisfied for this nonhomogenous equation in order to have a solution where the homogenous equation
has a nontrivial solution. If the solution at order 3 is separated as secular and nonsecular terms, and the
solvability condition is applied in Eq.(8-9) for eliminating secular terms.
For homogeneous problem, Eqs.(13-14) can be converted into New Symplectic form as follows:
~
i ~ ~i ~ i ~
= i ,
= i ,
= i ,
x
x
x
1
~i
~
3
1
2
2
= 2 .i 2.i..(A + . A).Yi + . A 2 . A (Y1) .dx + (Y2 ) .dx .Yi+ .Fi .e i. .T2 (23)
x
2
2
~
~
~
~
1 (0)= 1 (0)= 0 , 2 (1) = 2 (1) = 0 , 1 ( )= 2 ( ) , ~1 ( )= ~2 ( ) , 1 ( )= 2 ( ) ,
~1 ( )~2 ( )+ . 2 .1 ( ) 2.i. .. A.Y1 ( )= 0
(24)
The solvability procedures (Nayfeh and Mook[16]) for these equations are as follows;
2 ~
1 ~
x 2
x 1
~
~
2 ~
1 ~
1
2
1
{u11 u12 u13 u14 }. ~x

{
}
+
.
.
dx
u
u
u
u
.dx
21
22
23
24 ~
2 ~
1 ~
0
2
1
x
x
~
~
2 2 .~
1 2 .~
2
1
x
x
0
0
1
0
0

= {u11 u12 u13 u14 }. .dx + {u 21 u 22 u 23 u 24 }. .dx
0

0
0
0
0
(25)
From Eq.(25), following trial functions can be obtained in the form of differential equation forms and their
conditions:
u 2 .u i 4 = 0
u i1 + 2 .u i 4 = 0 , u i1 = u i 2 , u i 2 = u i 3 , u i 3 = u i 4 ,
4 i4
x
x
x
x
x
u11 ( ) u 21 ( ) . 2 .u14 ( ) = 0, u12 ( ) u 22 ( ) = 0,
u13 ( ) u 23 ( ) = 0, u14 ( ) u 24 ( ) = 0,
(26)
u12 (0 ) = u14 (0 ) = u 22 (1) = u 24 (1) = 0
666
After some manipulation, we see that;
u14 = Y1 ,
u 24 = Y2 .
(27)
For mode shapes and other processes, these functions are sufficient. Then, trial functions can be used for
nonhomogeneous problem. After necessary calculations, one obtains the following equations;
1
1
2
2
2
2
2
2.i. . . A.Y1 ( ) + 2.i. .( A + . A ). Y1 .dx + Y2 .dx + . A . A (Y1) .dx + (Y2 )2 .dx
0
2
1
= . Y1.F1.dx + Y2 .F2 .dx .e i. .T2 (28)
2 0
After simplication one obtains
3
1
2.i..k . A + 2.i. . . A + . A 2 . A .b 2 = . f .e i. .T2
2
2
(29)
where
b=
(Y1)
.dx + (Y2 ) .dx , f = Y1.F1.dx + Y2 .F2 .dx , 1= Y12 .dx + Y22 .dx ,
k =1+ .Y12 ( ) .(30)

Complex amplitude A can be written in terms of real amplitudes a, and phases .
1
A(T2 ) = . a(T2 ).ei. (T2 )
2
(31)
Substituting Eq.(31) into Eq.(29), and separating real and imaginary parts, following amplitude-phase
modulation equations can be finally obtained;
1
2
.k .a = . . a + . f .sin , .k . .a = .k . .a
3 2 3 1
.b .a + . f .cos
16
2
(32)
where
= .T2
(33)
4.2 Numerical Analysis

4.1 Steady State Solutions
For steady state cases of the beams first mode, amplitude variations vanish with increasing time.
This means
a = 0
a = a0 (constant)
(34)
Note that a0 is the steady state real amplitude of response.
Free-undamped vibrations
Under this assumption, f and
is equal to zero and one obtains following equations;
667
nl = + = +
3 b2 2
.
.a 0
16 .k
(35)
Damped-forced vibration
Considering damping and external excitation case under Eq.(46), one obtains following equations;
1
2
. . a0 = . f .sin , . k . .a0 +
3 2 3 1
.b . a0 = . f . cos
16
2
(36)
Fig. 2. Nonlinear frequency-amplitude curves for different mass locations(
= 1 ).
Fig. 3. Nonlinear frequency-amplitude curves for different mass ratios (first mode, = 0 . 5 ).
After some manipulation for steady state case, we obtained following detuning parameter expression;
668
3 b2 2
.
. a0
16 . k
1 f 2
.
2
2
2
4 .a
0
(37)
where damping and forcing terms are described as follows;
f = , =
k
k
(38)
Fig.3. Force-response curves for different mass location (
= 1 ).
Fig. 4. . Force-response curves for different mass ratios( = 0 . 5 )
669
4.2 Stability Analysis

We assume that beam-mass system has damped-forced vibrations. In Eqs.(32), a and vanish for the
steady-state case. Taking these parameters as zero, fixed-points can be found. Stability of these fixed-points are
sought by means of the following Jacobian matrix;
G1
a
G
2
a
G1

G2
a==a0
(39)
where it is assumed that a = G1 and = G 2 , and terms with 0 indices define fixed points of the steady state. If
eigenvalues of the Jacobian matrix have negative real parts, these fixed points are stable.
4.3 Numerical results and conclusion
In Figs.(23), the non-linear frequencyamplitude curves are drawn for different mass locations and
ratios. As seen in these figures, an increase in concentrated mass ratio(=0.5=5.6796, =1=6.9660)
decreases the linear and non-linear frequencies. While mass gets closer to the midpoint (increasing mass
location(=0.2=7.4541, =0.5=5.6796)) the linear and non-linear frequencies decreases. Using Eq.(37),
the frequencyresponse graphs were drawn at Figs.(4-5). f=1 and =0.2 were taken at those graphs.
Frequencyresponse
graphs
via
different
concentrated
mass
locations(=0.2=7.4541,
=0.5=5.6796) were given in Fig. 4 for =1. While mass gets closer to on midpoint (increasing mass
location()), the system has hardening type behavior as seen from graph. In Fig. 5 for =0.5, maximum
amplitude value increases while concentrated mass increases (=0.5=5.6796, =1=6.9660) jump region
gets wider.
In this paper the new symplectic method was applied for nonlinear vibrations of beams. Vibration
problems of the beams carrying concentrated masses, which had been modelled in a previous study(zkaya[14]),
were handled. Unlike the previous studies, this study is a first in using the New Symplectic Approach via
Perturbation method. The present analysis has provided a significant extension of the symplectic approach in
future such as our study based on the Timoshenko beams carrying concentrated masses.
References
1. Feng,K.(1985). On difference scheme and symplectic geometry, in Proceedings of the Beijing Symposium Differential
Geometry and Differential Equations, Beijing: 4258.
2. Feng,K.(1986). Difference schemes for Hamiltonian formalism and symplectic geometry, J. Comput. Math. 4: 279
289.
3. Zhong,W.X.(1991). Plane elasticity problem in strip domain and Hamiltonian system, J. Dalian Univ. Tech. 31: 373
384 (in Chinese).
4. Zhong,W.X.(1992). On the reciprocal theorem and adjoint symplectic orthogonal relation, Acta Mech. Sin. 24: 432
437 (in Chinese).
5. Xu,X.S., Zhong, W.X., Zhang, H.W.(1997). The SaintVenant problem and principle in elasticity, Int. J. Solids Struct.
34: 28152827.
670

6. Zhong,W.X., Yao, W.A.(1997). The Saint Venant solutions of multi-layered composite plates, Adv. Struct. Eng. 1:
127133.
7. Yao,W.A., Yang,H.(2001). Hamiltonian system based Saint Venant solutions for multi-layered composite plane
anisotropic plates, Int. J. Solids Struct., 38: 58075817.
8. Lim,C.W., Yao,W.A., Cui,S.(2008). Benchmarks of analytical symplectic solutions for bending of corner-supported
rectangular thin plates, The IES Journal Part A., 1: 106115.
9. Zou,G. (1998). An exact symplectic geometry solution for the static and dynamic analysis of Reissner plates, Comput.
Method Appl. Mech. Eng., 156: 171178.
10. Lim,C.W., Cui,S., Yao,W.A.(2007). On new symplectic elasticity approach for exact bending solutions of rectangular
thin plates with two opposite sides simply supported, Int. J. Solids Struct., 44: 53965411.
11. Li,R.,Zhong,Y.(2009):ON NEW SYMPLECTIC APPROACH FOR EXACT FREE VIBRATION SOLUTIONS OF
MODERATELY THICK RECTANGULAR PLATES WITH TWO OPPOSITE EDGES SIMPLY SUPPORTED,
International Journal of Engineering and Applied Sciences, 1(3): 13-28.
12. Pakdemirli,M., Nayfeh,A.H.(1994). Nonlinear vibrations of a beam_spring_mass system, Journal of Vibration and
Acoustics, 116: 433-439.
13. zkaya,E., Pakdemirli,M. and z,H. R.(1997). NON-LINER VIBRATIONS OF A BEAMMASS SYSTEM UNDER
DIFFERENT BOUNDARY CONDITIONS, Journal of Sound and Vibration, 199(4): 679-696.
14. zkaya,E.(2002).NON-LINEAR TRANSVERSE VIBRATIONS OF A SIMPLY SUPPORTED BEAM CARRYING
CONCENTRATED MASSES, Journal of Sound and Vibration, 257(3): 413424.
15. Nayfeh, A.H. 1981. Introduction to Perturbation Techniques, New York: Willey.
16. Nayfeh, A.H., Mook, D.T. 1979. Nonlinear Oscillations, New York:Willey.
671
Artificial Neural Networks Analysis of Reinforced

Concrete Sections According to Curvature Ductility
R. Turul ERDEM1, Soner EKER2, Engin GCYEN3, Muhiddin BACI4
1,2,3,4
1
tugrul.erdem@bayar.edu.tr, 2soner.seker@bayar.edu.tr, 3engin.gucuyen@bayar.edu.tr, 4muhiddin.bagci@bayar.edu.tr
Abstract. Investigation of curvature ductility of reinforced concrete members and the factors which affect the
ductility have been an important research field in civil engineering. Therefore, confined and unconfined concrete
models have been taken into consideration and analyses have been completed for concrete sections. In this study,
ductility values of 51 different sections which are under the sway of different parameters are calculated by using
moment-curvature diagrams by SEMAp analysis program. Furthermore, effects of different parameters on ductility
are given with details. Artificial neural network structure is generated to predict the ductility values which are
obtained by SEMAp. In this artificial neural network, 40 data for training and 11 data for testing have been chosen
to evaluate the results according to artificial neural networks analysis. Calculated and predicted ductility values have
been compared by each other and its seen that a strong relationship is established between them.
Keywords: artificial neural networks, ductility, moment-curvature diagram, reinforced concrete section
1 Introduction
Since, concrete is durable against pressure and can be formed easily, it is a widely used concrete material.
Unconfined concrete behavior shall be known to understand confined concrete behavior much better. Eventual unit
contraction value of unconfined concrete is so low that concrete materials can not reach enough ductility level.
Improved Hognestad Model and Mander Model are used frequently in the literature [1,2].
It is proved by studies that strength and ductility of confined concrete are considerably better than unconfined
concrete [3,4]. Confining is providing the lateral pressure on concrete core to increase the strength and ductility. With
this lateral pressure, more ductile behavior can be obtained by improving the cracks in the concrete core. Researches
about confined concrete models have started in 1903. Considere published a research about the effect of confining on
concrete columns with spiral reinforcement in 1903 [5]. Richart et al made many tests with concrete cylindrical
specimen which do not have any reinforcement under cylinder hydraulic compression in 1928 [6].Confined concrete
models are; Improved Kent&Park Model, Confined Mander Concrete Model, Saatiolu&Razvi Model and
Reinforcement Model [7,8].
Moment-curvature diagram for a cross-section envelope gives information about the changes in force capacity with
deformation in non-linear analysis. The relationship between moment-curvature indicates strength, ductility, energy
dissipation capacity and rigidity of the section.
Artificial neural networks (ANN) are computing systems that simulate the biological neural systems of the human
672
brain [9]. The prevalent type of artificial neural network consists of three or more layers, including an input layer, an
output layer and a number of hidden layers in which neurons are connected to each other with modifiable weighted
interconnections [10].
Neural Networks types are widely used for engineering problems [11,12]. The most common neural network
learning algorithm is the Back Propagation. This is due to its relatively simplicity and together with its universal
approximation capacity [13].
In this paper, after determining the ductility values for reinforced concrete sections, the values are compared with
several data points that are used in training a multi-layer, feed-forward and back propagation artificial neural network
(ANN) algorithm. Finally, the relationship between results is shown extensively in figures.
2 Methods
Sizes of the beam model which is taken into consideration to evaluate the design variables that can be seen in Fig. 1.
Effect of concrete compression strength, yield strength of tension reinforcement, tension and compression
reinforcement ratio on ductility is investigated. These variables are analysed by using an analysis program named
SEMAp [14].
Fig. 1.Concrete beam section
2.1 Evaluation of Parameters

In this part, parameters that effect ductility are investigated and given in the following tables. In these tables; C.R.,
uy and umax represent compression reinforcement, x coordinate of point B and x coordinate of point C respectively.
2.1.1 Effect of Concrete Compression Strength
Second variable on ductility which is handled with concrete compression strength is tension reinforcement rate of the
beam. For this purpose, twelve members (A1A12) are analysed as given in in Table 1.
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Table 1.Effect of concrete compression strength on ductility
Member
fc
2
(kg/cm )
fy
(kg/cm2)
C.R.
Stirrup
(uy)
(umax)
Ductility
A1
300
0.0026
4200
212
8/20
0.002193
0.056147
25.60
A2
200
0.0026
4200
212
8/20
0.002243
0.055943
24.94
A3
160
0.0026
4200
212
8/20
0.002361
0.056140
23.78
A4
300
0.0052
4200
212
8/20
0.002410
0.042642
17.69
A5
200
0.0052
4200
212
8/20
0.002120
0.034893
16.46
A6
160
0.0052
4200
212
8/20
0.002133
0.032751
15.35
A7
300
0.0065
4200
212
8/20
0.002333
0.032520
13.94
A8
200
0.0065
4200
212
8/20
0.002286
0.026405
11.55
A9
160
0.0065
4200
212
8/20
0.002192
0.024766
11.30
A10
300
0.0090
4200
212
8/20
0.002305
0.022064
9.57
A11
200
0.0090
4200
212
8/20
0.002336
0.017894
7.66
A12
160
0.0090
4200
212
8/20
0.002334
0.016707
7.16
Data of A1 member are defined by using SEMAp program and moment-curvature diagram that is shown in Fig. 2 is
obtained.
Fig. 2.Moment-curvature diagram of A1 member
Yield values of the tension reinforcement are given in point B and the values at breaking time can be seen in point C.
Coordinates in brackets give rotation-moment values which are used in hinge definitions.
Ductility capacity of concrete sections is defined by curvature ductility coefficient as given in Eq. 1.
u
(1)
= max
uy
In the equation; , umax and uy represent coefficient of curvature ductility, curvature at breaking time and curvature at
yielding time respectively.
674
2.1.2 Effect of Yield Strength

Effect of yield strength of tension reinforcement on ductility for the sections (B1B12) is investigated and the values
are given in Table 2.
Table 2.Effect of yield strength of tension reinforcement on ductility

fy
fc
(kg/cm2)
(kg/cm2)
B1
4200
B2
B3
B4
Member
C.R.
Stirrup
(uy)
(umax)
Ductility
200
212
0.0052
8/20
0.002120
0.034893
16.46
3600
200
212
0.0052
8/20
0.001825
0.032211
17.65
3000
200
212
0.0052
8/20
0.001522
0.027784
18.25
2200
200
212
0.0052
8/20
0.001549
0.028717
18.54
2.1.3 Effect of Tension Reinforcement Ratio

There are five members (C1C5) studied to investigate the tension reinforcement ratio. Hence, only tension
reinforcement ratio is changed while other parameters such as concrete compression strength, yield strength of tension
reinforcement, compression reinforcement and stirrup are steady as given in Table 3.
Table 3.Effect of tension reinforcement ratio on ductility
fy
fc
C.R.
Stirrup
(uy)
(umax)
Ductility
4200
212
8/20
0.002243
0.055943
24.94
200
4200
212
8/20
0.002392
0.051264
21.43
200
4200
212
8/20
0.002120
0.034893
16.46
0.0065
200
4200
212
8/20
0.002286
0.026405
11.55
0.0200
200
4200
212
8/20
0.002708
0.006970
2.57
Member
C1
(kg/cm )
(kg/cm2)
0.0026
200
C2
0.0039
C3
0.0052
C4
C5
2.1.4 Effect of Compression Reinforcement Ratio

Compression reinforcement effects ductility positively. Members (D1D12) which have four different compression
reinforcement ratios are investigated for three different ratios of tension reinforcement to determine the effect of
compression reinforcement. Ductility values of the sections are calculated in Table 4.
675

Table 4.Effect of compression reinforcement ratio on ductility
fy
fc
Stirrup
(uy)
(umax)
Ductility
4200
8/20
0.002373
0.039153
16.50
200
4200
8/20
0.002301
0.043470
18.89
160
4200
8/20
0.002114
0.048596
22.99
314
300
4200
8/20
0.002170
0.056061
25.83
200
4200
8/20
0.002061
0.019850
9.63
0.0065
212
160
4200
8/20
0.002206
0.025073
11.37
D7
0.0065
216
300
4200
8/20
0.002041
0.043218
21.17
D8
0.0065
318
200
4200
8/20
0.002133
0.057015
26.73
Member
C.R.
D1
0.0039
D2
D3
(kg/cm )
(kg/cm2)
300
0.0039
210
0.0039
212
D4
0.0039
D5
0.0065
D6
D9
0.0086
160
4200
8/20
0.002375
0.014304
6.02
D10
0.0086
214
300
4200
8/20
0.002137
0.025806
12.08
D11
0.0086
218
200
4200
8/20
0.002204
0.026857
12.19
D12
0.0086
418
160
4200
8/20
0.002080
0.057154
27.48
2.1.5 Effect of Stirrup Ratio

Effect of stirrup ratio is taken into consideration with tension reinforcement on ductility and nine members (E1E9)
are analysed as given in Table 5.
Table 5.Effect of stirrup ratio on ductility
fc
fy
(kg/cm2)
(kg/cm2)
0.0026
300
10/20
0.0026
12/20
0.0026
E4
8/20
E5
10/20
E6
Member
Stirrup
C.R.
(uy)
(umax)
Ductility
E1
8/20
4200
212
0.002573
0.056922
22.12
E2
E3
200
4200
212
0.002445
0.049852
20.39
160
4200
212
0.002584
0.047593
18.42
0.0052
300
4200
212
0.002333
0.032520
13.94
0.0052
200
4200
212
0.002182
0.026042
11.93
12/20
0.0052
160
4200
212
0.002404
0.024441
10.17
E7
8/20
0.0065
300
4200
212
0.002083
0.023496
11.28
E8
10/20
0.0065
200
4200
212
0.002261
0.018738
8.29
E9
12/20
0.0065
160
4200
212
0.002546
0.017763
6.98
2.1.6 Effect of Stirrup Spacing

There are nine members (F1F9) investigated to investigate the effect of stirrup spacing on ductility. Effect of
stirrup spacing on flexural behavior ductility can be seen clearly when the tension reinforcement ratio is high similar to
effect of stirrup ratio.
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Table 6.Effect of stirrup spacing on ductility
fy
fc
C.R.
(uy)
(umax)
Ductility
4200
212
0.002266
0.055226
24.37
200
4200
212
0.002392
0.051264
21.43
160
4200
212
0.002413
0.057019
23.63
0.0065
300
4200
212
0.002841
0.054813
19.29
0.0065
200
4200
212
0.002285
0.026405
11.55
8/15
0.0065
160
4200
212
0.002286
0.029048
12.71
F7
8/10
0.0086
300
4200
212
0.002175
0.040036
18.41
F8
8/20
0.0086
200
4200
212
0.002459
0.021080
8.57
F9
8/15
0.0086
160
4200
212
0.002206
0.019051
8.64
Member
Stirrup
F1
8/10
F2
F3
(kg/cm )
(kg/cm2)
0.0039
300
8/20
0.0039
8/15
0.0039
F4
8/10
F5
8/20
F6
After calculating the ductility values of 51 sections according to moment-curvature diagrams, the values are also
evaluated by using artificial neural network analysis and as explained below.
3 Numerical Analysis
In this study, a multilayer feed forward neural network is used. The study is concerned with the prediction of the
ductility using ANN. The database includes 40 data for training and 11 data for testing the network. The most
convenient architecture of network was determined as 5-7-1 after trials. The network consists of input layer, single
hidden layer and one output layer. Four neurons in input layer, seven neurons in hidden layer and one neuron in output
layer take place in architecture of network. Input parameters of the network are; concrete compression strength, yield
strength of tension reinforcement, tension reinforcement ratio, compression reinforcement ratio and volumetric ratio of
stirrup. On the other hand, ductility is the output parameter of the network. Inputs and outputs are normalized in the (1:1) range by using simple normalization methods. Scaled Conjugate Gradient (SCG) is used as the learning algorithm.
2000 iterations are performed to find out the optimum result.
The performance of training and testing sets of the ANN are given in Fig. 3 and 4. As its seen in both of the figures,
calculated and predicted values are close each other.
Fig. 3.Dispersion and performance of training set
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Fig. 4.Dispersion and performance of testing set

It is important for engineers to understand the behavior of concrete members and parameters which effect the
behavior. Generally, the behavior of concrete members can be followed by moment-curvature relationship. These
relationships according to real material models can be obtained by computer aided programs. In this study, the results
are found out according to analyses and explained below.
Tension reinforcement ratio and yield of tension reinforcement have an important effect on the behavior of beams.
But, these parameters are not effective on flexural rigidity. Concrete compression strength does not have a positive
effect on flexural behavior. Since tension reinforcement ratio is low, compression reinforcement ratio does not have an
important effect on maximum moment capacity of the beam while it effects the ductility positively. Increment in
compression reinforcement ratio has a constructive effect on moment capacity and ductility of the beam when tension
reinforcement ratio is high. Stirrup ratio and spacing effect the flexural behavior of the beams. The effect is seen
clearly when the ratio of tension reinforcement becomes high. Furthermore, after the crushing of the concrete shell
where the rapid decrease starts in moment-curvature, effect of stirrup ratio on behavior gets important.
A computer program was written to obtain the coefficients for the proposed model. The ductility values are
calculated by the theoretical methods and these values are tried to be predicted by using ANN. The input and output
data were normalized between the range of -1 to 1, in the ANN analysis. Finally strong relationship is established
between calculated and predicted values. The correlation coefficient values were determined R=0.9522 and R=0.9052
for training and test process.
References
1.
Hognestad, E. (1951). A study of combined bending and axial load in reinforced concrete members (Tehnical Report
Bulletin No. 399). University of Illinios Engineering Experiment Station.
2. Mander, J.B.; Priestley, M.J.N.; and Park, R. (1988). Theoretical stress-strain model for confined concrete. Journal of
Structural Engineering, ASCE 114(8): 1804-1825.
3. Aktan, A.E.; Karlsson, B.A.; and Sozen, M.A. (1973). Stress-strain relationship of reinforced concrete bars subjected to
large strain reversals. Civil Engineering Studies, Structural Research Series 397.
4. Ersoy, U; and Ozcebe, G. (1997). Moment-curvature relationship of confined concrete sections. In Proceedings of the
First Japan-Turkey Workshop on Earthquake Engineering. Turkey, March. stanbul: T Publication.
5. Considere, A. 1903. Experimental Researches on Reinforced Concrete. New York: McGraw Publishing Company.
6. Richart, F.E.; Brandtzaeg, A.; and Brown, A.L. (1928). A study of failure of concrete under combined compression
stresses (Technical Report Bulletin No. 185). University of Illinois Engineering Experimental Station
7. Kent, D.C.; and Park, R. (1973). Cyclic load behaviour of reinforcing steel. Strain 9(3): 98-103.
8. Saatcioglu, M.; and Razvi, S.R. (1992). Strength and ductility of confined concrete, Journal of Structural Engineering,
ASCE 118(6): 1590-1607.
9. Bishop, C.M. (1994). Neural networks and their applications. Review Scientific Instruments, American Institute of Physics
65(6): 1803-1832.
10. Lee, S.H.; Hong, H.K.; and Kim, M.W. (1992). Design rules of multi-layer perception. Science of Artificial Neutral Nets
in Structural Mechanics, Structural Optimization 1710: 329-339.
11. Karlk, B.; Ozkaya, E.; Aydn, S.; and Pakdemirli, M. (1998). Vibration of beammass systems using artificial neutral
networks. Computers & Structures 69(3): 339-347.
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12. Arslan, M.H. (2010). An evaluation of effective design parameters on earthquake performance of RC buildings using
neural networks. Engineering Structures 32: 1888-1898.
13. Hornik, K.; Stinchcombe, M.; and White, H. (1989). Multilayer feedforward networks are universal approximators.
Neural Networks 2: 359-366.
14. nel, M.; zmen, H.B.; and Bilgin, H. 2008. Sarg Etkisi Modelleme Analiz Program (SEMAp) Kullanm klavuzu,
Denizli
Biographies
R. Turul Erdem R. Turul Erdem was born in 1985 in zmir. He was graduated from Celal Bayar University in 2008. He
completed his graduated thesis in 2010. He has started working as a research assistant since 2010 in Celal Bayar University. He is
studying concrete structures, performance evaluation and artificial neural network analysis.
His has two scientific, two international and two national articles. He has four papers in international conferences.
Research Assistant R. Turul Erdem is a member of Turkish Chamber of Civil Engineers.
Soner eker Soner eker was born in Uak in 1983. He was graduated from Celal Bayar University in 2005. He is still a doctoral
student in Celal Bayar University. He has been a research assistant in Celal Bayar University since 2005. He is studying steel
structures and artificial neural network analysis.
He has one scientific and three published national articles. He also has 3 accepted papers in international conferences.
Research Assistant Soner eker is a member of Turkish Chamber of Civil Engineers.
Engin Gcyen Engin Gcyen was born in Manisa in 1983. He was graduated from Celal Bayar University in 2005. He is still a
doctoral student in Celal Bayar University. He has been a research assistant in Celal Bayar University for 5 years. He is studying
offshore structures and artificial neural network analysis
He has one international and one national published articles. He also has seven papers in national conferences.
Research Assistant Engin Gcyen is a member of Turkish Chamber of Civil Engineers.
Muhiddin Bac Muhiddin Bac was born in Ankara. He was graduated from Dokuz Eyll University in 1991. He completed his
graduated thesis in 1996 and his doctorate thesis in 1996. He is studying concrete structures, performance evaluation and finite
elements method.
He has seven pressed scientific articles, eighteen national articles. His five papers have been accepted and presented in national
conferences and six in international conference. He has two graduate and two doctorate students this year.
679
Web-based Simulation of a Lathe using Java 3D API

Okan TOPU1, Ersan ASLAN2
TOBB ETU, Mech. Eng. Dept., Stz Cad. No: 43 (06560) Ankara, Turkey
Krkkale University, Mechanical Engineering Department, Krkkale, Turkey

1
otopcu@etu.edu.tr, 2 ersanaslan@kku.edu.tr
Abstract.This study focuses on the integration of a virtual manufacturing (VM) lathe system with the Internet and
proposes a web-based and also a platform-independent VM system. A prototype web-based virtual lathe has been
developed using java and java3D application programming interface (API). The user can easily observe the
machining process on the internet with any kind of operating system by setting up machining conditions and
operating the virtual lathe machine in a web browser. Using the web-based lathe system, lecturers and students can
simulate machining process and can easily analyze the outcomes of the given conditions in this dynamic
environment.
Keywords:Virtual machining, Java 3D API, Simulation, Manufacturing education
1 Introduction
Utilization of the virtual reality (VR) technology improves learning by letting the user to experience the situations
before experiencing it in real life. In addition practicing under real conditions is expensive and is also dangerous in
some situations. It is always preferable to practice with a VR model instead of exhausting a real one. The aim of the
project is a virtual laboratory where lecturers and students can gain experience in a classroom or even at home before
studying with real machines. In order to accomplish a virtual world, which demands less computational power, Java
programming language, which is an object-oriented programming language and supports web-based application
development, is selected.
This work is produced to achieve more accessible manufacturing course materials and to let the user to experience
machining process by integrating three-dimensional (3D) computer graphics and real world machining process models
with VR methods. The prototype of the virtual lathe presented in this study provides an easy to develop online
platform and cost free way for students to experience machining process.
Virtual reality is an emerging reality, which has the potential to improve and change the methods in which the
students are educated and lecturers deliver the information, as discussed by Pantelidis [1]. VR technologies especially
help students and instructors by allowing them to study the process and to realize the actual consequences by the
immediate feedback of the system [2, 3]. Also VR technology have a great potential in aiding manufacturing planning,
system testing, process control and factory layout [4]. Manufacturing industries prefer well trained workforces but in
the same time they do not want to waste precious systems resources as well [5]. Virtual manufacturing (VM) is a field
of VR which exclusively deals with integration, computer-based representation, physical and logical demonstration of
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a real manufacturing system [6]. After construction of a VM system, it is possible to use it for virtually operating a
CNC machine, verifying G-codes, avoiding collisions in machining, training operators and with appropriate code and
algorithms predicting tool life, etc. It is also possible with VM systems to monitor dangerous or remote environments
by associating it to a real system. A VM system can be presented in a Web-based CAM system to visualize the
machined workpiece by using any of the existing 3D modeling interfaces. Some of these 3D modeling interfaces are
virtual reality modeling language (VRML) structure, X3D and Java 3D. Web-based CAM systems are capable to
animatedly simulate machining processes in solid graphics from through the internet [7]. The main advantages of the
VM systems are the estimation and the optimization of manufacturing processes in advance without using any real
manufacturing facilities. In addition, high speed data transmitting among computers via networks or World Wide Web
and recent developments in the personal computer arena, has made it possible for common users to use these services
and it also accelerated the development of Web-based software tools [8, 9].
2 Design of Virtual Lathe

Java 3D API, which can be downloaded separately and which can also be easily adapted with the existing Java
applets and applications, is preferred among known visualization methods. Java3D API has been selected for another
reason, which is its capability to implement 3D objects and easily available sample sources and technical support via
freely downloadable electronic books provided by the Sun Corporation [10], after investigation of other 3D
programming languages and interfaces. Also, the possibilities of future improvements are imaginable with the presence
of APIs like Java 2D, Java Sound and Java Swing.
In order to add 3D objects, which are designed in a CAD program, obj (Alias/WaveFront) loader source code
studied and designed 3D CAD objects converted into obj files. All the models are created as close as possible to real
ones provided by the commercial tool and tool holder producers catalogues.
Collision detection is the key factor of the every VM system. Therefore the constructed VM system comprises
mathematical equations and conditionings in order to obtain the collision data. The developed algorithm uses collision
data to obtain the workpieces latest geometry during the machining process and it updates the geometry information
after every full rotation of the workpiece.
3 Implementation of Virtual Lathe

It is unattainable for most of the virtual environments to represent the physical system. This fact is also true for
turning machines which work at high speeds. In order to solve this problem in the virtual environment, the downscaled
values of a turning process are preferred. For the turning process, the revolution speed (n) is given by
n=
Vc
.D
(1)
where Vc is the cutting speed and D is the diameter of the workpiece. In the start screen user enters the values within
the limits and the revolution speed is calculated afterwards.
The html code used to attach the virtual lathe application inside a web page is given below. The dimensions
represent the width and the height of the applet.
<P><APPLET codebase=../.. code="graduationThesis/helen/helena.class" width=652 height=524></APPLET></P>
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3.1 Inserting 3D Models

The Virtual Universe object is the representation of the virtual environment in Java 3D. As shown in Fig 1(a),
various kinds of 3D CAD models, which are the cutting tool, the tool holder and the accessories, can be imported and
as shown in Fig 1(b), these individual models can be combined to obtain the tool holder and the cutting tool as a
whole. In order to attach these objects to the Virtual Universe object, they are labeled with codes and saved as obj files.
These obj files are imported into the Virtual Universe by obj-loader subprogram. All the 3D CAD models are
dimensioned as close as the corresponding real parts but also their geometry is kept simple to prevent the necessity of
more high computational power.
Fig. 1. (a) The tool holder, the cutting tool and accessories and (b) the tool holder and the cutting tool as a single object
3.2 Scene Graph Creation

All Java 3D scene graphs must be attached to a Virtual Universe object to be displayed. Fig 2 illustrates the Virtual
Universe (simpleU) object that provides the foundation for the whole scene graph of the cutting tool and the tool
holder where BG represents the BranchGroup nodes, in which the new objects or graphs are inserted into the Virtual
Universe, TG represents the TransformGroup nodes, which enables transformations as position, orientation and scaling
of the attached geometric objects. The behavior of a Java 3D model is controlled by the Behavior (B) nodes. Moreover,
each geometric object (S) consists of an Appearance object, a Geometry object, or sometimes both. The Appearance
object defines the appearance of the geometry (color, material reflection characteristics, etc.). The Geometry object
defines the geometric outline of a 3D figure. All the attributes related to the Virtual Universe are explained in great
detail in the Java 3D API Specification [10] book.
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Fig. 2. The Virtual Universe object representation of the cutting tool and the tool holder
3.3 Workpiece Material Removal

The representation of the real-time workpiece material removal process is the main purpose of this study. Therefore,
the developed computer program algorithm which enables accurate monitoring of the workpiece removal represents
the main body of the study. The algorithm has designed to help any user to evaluate the machining process easily.
In order to create visual representation of the material removal process, all the related geometries are recreated in a
2D world. This 2D representation, as shown in Fig. 3, is simplified with the workpiece's points labeled as w
character, cutting tool's points labeled as c and i for the intersection between these two solid bodies.
(a)
(b)
Fig. 3. (a) The 2D representation of the workpiece and the cutting tool during the machining process and afterwards and (b) related
point data of the procedure
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The algorithm keeps track of the intersection points and then it replaces the workpieces points between these
intersection points with the cutting tools points when requested. After obtaining a set of boundary points for the new
workpiece, the algorithm updates 2D geometry of the workpiece. The process repeats itself until the application is
terminated. Fig. 4(a) shows the BG node of the raw workpiece which is a cylindrical geometry and the machined
workpiece with its five faces as geometric objects is shown in Fig. 4(b).
(a)
(b)
Fig. 4. (a) the BG node of the raw workpiece and (b) wireframe visualization of the machined workpiece
Fig. 5 (a) shows the start screen of the web-based lathe system, in which the user sets the process parameters. These
parameters with their upper and lower limits are cutting speed (Vc) (7-31 mm/s), feed (f) (0.05-2 mm), workpieces
length (l) (100-200 mm) and diameter of the workpiece (D) (10-120 mm). The view of the virtual lathe inside a
browser window is shown in Fig. 5(b). Fig. 5(c) shows the wireframe visualization of the workpiece, which is a feature
of the applet that enables the noticeability of the small depth of cuts. At the end of the machining process workpiece is
visualized as solid, as shown in Fig. 5(d).
Camera controls of the virtual lathe can be activated by clicking on the screen of the virtual lathe application with the
left mouse button. The keys, which are assigned to manipulate the viewing point of the camera, are w a s d or W A
S D. Also the user can alter the cameras position by pressing i j k l or I J K L keys. Java 3D provides mouse
navigation in tutorials but this method of control preferred to experience the keyboard input capabilities for future
improvements.
(a)
(b)
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(c)
(d)
Fig. 5. Desktop screen captures of the VM system (a), the virtual lathe (b), during the machining process (c) and the end of the
machining process (d)
In this study, the positioning of the cutting tool is intentionally kept simple. This simplicity comes from the working
principles of step motors which are mainly used to control movements of a CNC machine. Also this simplicity allows
modifications of the code and additions for new features. The user inputs the replacement value of the cutting tool only
in one of the text boxes and then presses the activation button, which is KU button. The cutting tool only moves in XAxis and Y-Axis in both directions. The user must enter negative values to retreat the cutting tool away from the
workpiece.
5 Conclusion
This article addressed the importance of using web-based VR technology in manufacturing education where real
machine experience possibility is doubtful. The presented Web-based lathe system is capable of displaying workpiece
during the machining process and afterwards. Since the system is still at its early stages of development, the future
improvements can be addition of multiple materials, various cutting tools with tool holders, machining theories and
process knowledge and chip formations both in 3D environment and as data. The aim of the project is a virtual
laboratory but due to technical obstacles such as computational and programming demands of the virtual systems and
mainly lack of development time, the only presented application, which is a virtual lathe machine, facilitates only one
cutting tool at the current state.
References
1.
V. S. Pantelidis, (1997), Virtual reality and engineering education, Computer Applications in Engineering Education, 5(1), 3
12.
2. C. Rasi, E. Imperio, M. Sacco, (2000), The representation of virtual reality in education, Education and Iformation
Technologies, 5(4), 317-327.
3. A. Antonietti, E. Imperio, C. Rasi, M. Sacco, (2001), Virtual reality and hypermedia in learning to use a turning lathe, Journal
of Computer Assisted Learning, 17, 142-155.
4. Z. Xu, Z. Zhao, R. W. Baines, (2000), Constructing virtual environments for manufacturing simulation, 38(17), 4171-4191.
5. G. Chryssolouris, D. Mavrikios, D. Fragos, V. Karabatsou, K. Pistiolis, (2002), A novel virtual experimentation approach to
planning and training for manufacturing processes the virtual machine shop, Int. J. Computer Integrated Manufacturing, 15
(3), 214-221.
6. S. K. Ong, L. Jiang and Y. C. Nee, (2002), An internet-based virtual cnc milling system, Int. J. Adv. Manuf. Technol., 20, 2030.
7. Y. Seo, D.-Y. Kim, S.-H. Suh, (2006), Development of web-based cam system, Int. J. Adv. Manuf. Technol., 28, 101-108.
8. S-H. Suh, Y. Seo, S-M. Lee, T-H Choi, G-S. Jeong, D-Y. Kim, (2003), Modeling and implementation of internet-based virtual
machine, Advanced Manufacturing Technology, 21, 516-522.
9. K.I. Lee, S.D. Noh, (1997), Virtual manufacturing system--a test-bed of engineering activities, Annals of the CIRP, 46(1), 347350.
10. H. Sowizral, K. Rushforth, M. Deering, (1998), The java 3d api specification, Corporate & Professional Publishing Group,
Addision Wesley Longman, Inc. ISBN 0-201-32576-4.
685
Biographies
Okan Topu was born in Ankara, Turkey in 1980. He completed his primary and high school education in Ankara and
received his B.Sc. degree from the Department of Mechanical Engineering at Krkkale University in Krkkale, Turkey 2005. He is
currently working on a doctoral thesis which focuses on additive manufacturing processes in mechanical engineering department at
TOBB ETU, Ankara, Turkey.
He is the author of 3 scientific papers. His research focuses on micro devices, micro fabrication, precision engineering, optimal
design and control, advanced mechanisms, robotics, computer aided engineering, scientific computing, artificial intelligence,
powder technology and discrete element method.
Mr. Topu is a graduate student member of ASME.
Ersan Aslan was born in Bursa, Turkey in 1962. He received a BSc degree from Gazi University, Ankara, Turkey in 1983. He
carried out technical and pedagogy education under the patronage of World Bank and YOK, abroad. He also both received his MSc
and PhD degree in mechanical engineering from Gazi University, Ankara, Turkey. He has been working in the field of High Speed
Machining.
He is currently involved in many research projects related to CAD, CAM, High Speed Machining and Manufacturing Processes.
He is the author of more than 34 scientific papers.
Prof. Dr. Aslan is a referee of the Journals published by Gazi University, Pamukkale University, Dokuz Eylul University,
Karabuk University and Selcuk University.
686
Effect Of Slice Thickness Variation On Free

Vibration Properties of Micro-ct Based
Trabecular Bone Models
Gkhan ALTINTA
gokhanaltintas@mekanik.net
Abstract. The determination procedures of cancellous bone properties are to compare with theoretical
outcomes and experimental outcomes. So, there are numerous alternatives for handling of image data and
setting up the finite element (FE) model that variation of computed outputs is unavoidable. Uncertainty of
results can cause to errors while mechanical properties or behavior of tissue are settled. In this paper, the
influence of Micro-CT slice thickness in connection with the reconstruction process on the modal behavior
and bone tissue properties were studied. Results have indicated that investigated variables have significant
influences on not only numerical values of the free vibration frequencies but also behaviors. Further, it has
been concluded that natural frequency values and mode shapes must be deliberated together for appropriately
understanding the vibration behaviour of bone tissue.
Keywords: image to FEM, slice thickness, modal analysis, voxel based mesh
1 Introduction
The assessment methods with vibrational implementations are applied today more than before. It is important
that the utilization of assessment methods including vibration procedures but also determination of the
vibrational behavior of bones for bone related problems.
Papers printed by Cornelissen et al. [1, 2] and Van der Perre and Lowet [3, 4] principally concerned the
assessment of free vibration frequencies and corresponding mode shapes of human bones, especially the tibia
and the radius. The outcomes are indicated that the free vibration frequencies of bone decline with enlarging
level of osteoporosis. Assessment of bone tissue properties has a crucial role in examination and healing of bone
disease. The function of free vibration frequency of bone for detection of bone fracture treatment was deliberated
by Singh et al. [5]. Mc Donnell et al. [6] studied with rapid prototype replicas manufactured based on Micro-CT
images for showing alterations in the mechanical properties due to considerable bone loss.
Throughout technological advancements, high-resolution images can be acquired by Micro-CT or Micro-MRI
systems in the order of a few microns per pixel. Micro-architectural components considered in the studies, and
detailed models can be attained by high-resolution image data. Ulrich et al. [7] used a Micro-CT scanner to
examination the relationship between micro-architectural items Partt [8] and mechanical properties of
cancellous bone. They investigated micro-architectural items as well as them into Micro Finite Element (FE)
models. The FE models were implemented to calculate orthotropic mechanical stiffness; implementation of
FE models were to guarantee that stiffness coefficients calculated was only due to the Micro-Architecture, and
not to trabecular bone properties and inherited experimental artifacts. Chevalier et al. [9] investigated that,
687
voxel-based FE models of trabecular bone are combined with physical properties of the volume fractions, MicroCT reconstructions, uniaxial mechanical tests and sample specic nanoindentation experiments for suitable
validation method.
FE estimations of apparent modulus were previously declared to be strongly affected by the threshold procedure
applied for segmentation of CT data to acquire the FE mesh Hara et al. [10], and are considerably sensitive to
errors due to the strong interaction between volume fraction and mechanical properties.
Literature review indicates that there is no any study addressed the influence of slice thickness on free vibration
properties of bone tissue. This study constituted the aim of assessing the importance of slice thickness in natural
vibration properties and behaviors of trabecular bone tissue. Additionally, it is examined that the influence of
slice thickness on model geometry and FE mesh.
2 Material and Methods

Micro-CT scanned image files in TIFF format are processed by a 2D segmentation script in MATLAB. MicroCT image dataset contains human lumbar L3 scans. The region of interest (ROI) holds 350 slices and 190 x 190
pixel size in the case of isotropic voxel. The pixel values in grayscale were linearly scaled to cover the range
from 0 to 255 having minimal and maximal values, correspondingly. Threshold range from 136 to 255 of was
utilized.
Fig. 1.2D images to solid model
Since the pixel width and pixel length are known, each pixel can be assumed to shape a basis of a brick with the
length equal to the slice thickness. Micro- images (37 m isotropic voxel size) were digitized according to the
midpoints of histogram peaks of bone intensities. Anisotropic voxels with length 74, 111, and 148 m were
calculated while keeping the base area 37x37 m2. FE models were acquired from the image dataset obtained
by Micro-CT by transforming the voxels (slice to slice) into a brick formed elements. Every voxel was divided
into five tetrahedra. To guarantee that neighboring cells match each other, the orientations of the tetrahedra
rotated Cutler [11]. The voxels acquired by threshold routine do not ensure interconnected bone tissue. 3D flood
fill script was coded in Matlab for assuring interconnected tissue model. Moreover, Flood fill algorithm takes
off islands from the reconstructed model. Islands can arise from noisy pictures or threshold mistakes and cause
examination downfalls. Only one variable slice thickness is used for taking off the impact of others.
Segmentation and reconstruction routines are applied in its simplest form for concentrating only influence of
slice thickness furthermore secondary algorithms like surface smoothing and others are not used in
investigations. In some stages of this study, software developed by the NIH/NCRR Center for Integrative
Biomedical Computing was used.
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Modal analysis was carried out by the commercial FEA tool ABAQUS. Bone tissue model with the material
properties (Young modulus 17 GPa, Possion Ratio 0.32, Density 1800x106) and free boundary conditions was
analyzed. The model and the simulation outcomes were done by ABAQUS CAE that can display color plots of
the displacement contours.
19
5
(a)
2310
2280
2250
2220
83
68
6
2190
22
05
.
2160
2070
12
1
.1
6
148
84
81
09
80
.
70
63
81
.0
(b)
.0
81
111
Slice Thickness (m)
51
81.15
81.1
81.05
81
80.95
80.9
80.85
80.8
80.75
80.7
80.65
80.6
80.55
80.5
80.45
74
80
.
Volume (mm3)
37
21
39
2100
20
91
.1
7
2130
19
9
Surface Area (mm )
2340
23
75
.
2370
81
3 Results and Discussion
37
74
111
148
Slice Thickness (m)
Fig. 2.Effect of slice step size on geometric properties: (a) area, (b) volume
Principal geometric properties of FE models are displayed in Fig. 2 for different slice thickness. Surface area of
the FE models decline while slice thickness increases and the volume of the models increased for declining of
slice thickness.
A variation for surface area between FE models with 37 m and 148 m slice thickness reaches % 11.96 while
the difference in volume is % 0.7 for the same slice thickness values. Obviously, slice thickness is more efficient
on surface area than volume of FE models. This issue can be crucial in problems related with fluid flow and
interaction problems where surface area more dominant than volume. Studied geometrical properties of
reconstructed models indicated that the effect of slice thickness on surface area, and volume is unpredictable and
irregular.
The volume and area of bone tissue do not alter linearly for constant incrementation of slice thickness contrary to
prismatic shapes with a constant cross section. To acquire bone tissue from Micro-CT images threshold
procedure was used. Flood fill algorithm used for taking off islands and ensure interconnections of bone tissue.
689

Table 1.Natural frequencies for voxel size
Voxel Size
Voxel Size
37x37x37
37x37x74
37x37x111
37x37x148
20464.3
20949.9
17483.2
18884.5
24303.3
24536.3
20989.8
20406.4
26773.4
27230.4
21859.6
20519.1
30208.4
31117.2
23194.1
22409.2
31101.1
32448
23497.3
23275.1
32592.6
33573.9
26695.4
24950.7
32994.1
34825.5
27518.4
25763.6
33933
35194.9
30988.8
26461.9
34613.2
36314
31719.9
27701.8
10
35875.8
38346.1
32361.6
28576.2
Table 1 displays free vibration frequencies of reconstructed models for various slice thickness. For enlarging
slice thickness, constant number of modes took place in a reducing range of frequency. Briefly there is no
obvious association between free vibration frequencies of models with different meshes, hence, the more
comprehensive table below created to see modal behavior of modes by observing mode shapes and numbers
together.
Table 2.Mode shapes and maximum displacement regions of models for different voxel size
37x37x37
37x37x148
Mode 1-20464.3 Hz
Mode 1-18884.5
690
Mode 2-24303.3
Mode 2-20406.4
Mode 3-26773.4
Mode 3-20519.1
In Table 2, natural frequencies and associated mod shapes with displacement contours are displayed together.
Maximum displacement field of every mod shape of the bone tissue marked with ring.
The maximum displacement field of every mode shape is a moderately small field for showed modes in Table 2.
Above the maximum displacement field, displacements are an nearly constant, and behaves like a support. This
issue can be an important for the case of osteoclasis and micro implementations with vibration.
It can be observed from the Table 2, there is no obvious connection between mode shapes and mode orders for
every model. Each model has its individual mode order, and number of frequencies is different also for same
mode types. One of the significant outcomes acquired from this work is that the free vibration frequency values
and mod shapes must be considered together for free vibration behavior of models that obtained from sets with
different slice thickness is astonishingly different from each other. These differences contain not only free
vibration frequencies but also mode types and sequences.
Additionally, influence of modal behavior irregularity is vibration behaviors of models imponderable by using
results of other models obtained from datasets with different slice thickness.
Primary effect of slice thickness variation is the element size alteration but the principal changes took place in
model geometry. Influence of segmentation techniques on geometric components is crucial when the amount of
lost details is increased due to utilization of large slice thickness. This matter is particularly important in the case
of fatal bone loss when weak connections come out. Influence of e size on FE techniques is well known in
established literature but this interesting outcome cannot be clarified by only the variation of element size.
The variations of element size and model geometry simultaneously united effect cause irregular modal behavior,
contrary to the situation of element size variation in customary FE techniques. In the application of FE method,
the variation of element size influences the convergence level, but it does not change trends generally. The
variation of slice thickness accompanied by segmentation techniques can cause not only the alteration of element
size but also ignorance of weakly connected parts or construction of parts, which is not existent in real. The
united effects of variation of slice thickness and segmentation method led to irregular trends and convergence
691
levels. Finally, the outcomes revealed that 3D solid FE models must be reconstructed by using Micro-CT images
with using smallest slice thickness.
4 Conclusions
This paper was clarified the central importance of slice thickness in free vibration attributes of cancellous bone.
The most obvious finding rising from this work is the natural vibration behavior of bone tissue models with
varied slice thickness is surprisingly different from each other in terms of not only the values of natural
frequencies but also modal behavior.
One of the more consequential results of this study is that alterations of element size and model geometry
simultaneously causes inconsistent modal behavior. The results of this study have a number of significant
implications for in the process of reconstruction and analysis in future practice.
The present study was particularly formed to assess the influence of slice thickness on natural vibration attributes
connected to voxel size. Thus, the results might not be transferable to virtual models obtained by utilizing
different solid model evaluation routines. This study has thrown up numerous questions in need of further
investigation. Taken together, these outcomes imply that 3D model reconstruction must be done shortest slice
thickness and model behavior consideration must be incorporated both free vibration frequency values and mode
shapes.
References
1.
Cornelissen, M.; Cornelissen P.; Van der Perre, G.; Christensen, A.B.; Ammitzboll, F.; and Dyrbye, C. (1986).
Assessment of tibial stiffness by vibration testing in situ III. identication of mode shapes in different supporting
conditions. Journal of Biomechanics 20: 333342.
2. Cornelissen, M.; Cornelissen P.; Van der Perre, G.; Christensen, A.B.; Ammitzboll, F.; and Dyrbye, C. (1986).
Assessment of tibial stiffness by vibration testing in situ II. inuence of soft tissues, joints and fibula, Journal of
Biomechanics 19: 551561.
3. Van der Perre, G.; and Lowet G. (1994). Vibration, sonic and ultrasonic wave propagation analysis for the
detection of osteoporosis. Clinical Rheumatology 13: 4553.
4. Van der Perre, G.; and Lowet G. (1996). In-vivo assessment of bone mechanical properties by vibration and
ultrasonic wave propagation analysis. Bone 18: 29 35.
5. Singh, V.R.; Yadav, S.; and Adya, V.P. (1989). Role of natural frequency of bone as a guide for detection
of bone fracture healing, Journal of Biomechanical Engineering 11: 457-461.
6. Mc Donnell, P.; Liebschner, M.A.K.; Tawackoli, W.; and Mc Hugh, P.E. (2009). vibrational testing of
trabecular bone architectures using rapid prototype models. Medical Engineering & Physics 31: 108-115.
7. Ulrich, D.; Van Rietbergen, B.; Laib, A.; and Ruegsegger, P. (1999). The ability of three-dimensional structural
indices to reect mechanical aspects of trabecular bone. Bone 25: 5560.
8. Partt, A.M. (1988). Bone histomorphometry: Standardization of nomenclature, symbols and units. Bone 9: 6769.
9. Chevalier, Y.; Pahr, D.; Allmer, H.; Charlebois, M.; and Zysset, P. (2007). Validation of a voxel-based FE Method
for prediction of the uniaxial apparent modulus of human trabecular bone using macroscopic mechanical tests and
nanoindentation. Journal of Biomechanics 40: 33333340.
10. Hara, T.; Tanck, E.; Homminga, J.; and Huiskes, R. (2002). The inuence of microcomputed tomography
threshold variations on the assessment of structural and mechanical trabecular bone properties. Bone 31: 107109.
11. Cutler, B.; Dorsey, J.; Mcmillan, L.; Mller, M.; and Jagnow R. (2002). A procedural approach to authoring solid
models. ACM Transactions on Graphics 3: 302311.
Biographies
Gkhan Altnta Gkhan Altnta was born in 1971 in zmir. He was graduated from Dokuz Eyll University in 1992. He
completed his master thesis in 1996 and his doctorate thesis in 2002. He started working as a research assistant in 1993 in
Celal Bayar University. He has been working as an associate professor since 2010. His expertise subjects are finite difference
method, finite elements method, vibration and mechanics of composite materials, image processing, three dimensional image
to solid reconstruction.
He has eleven international and four national articles. He has one published papers in international and two papers in
national conferences. He also has one completed and two continuing scientific research projects.
Associate Professor Dr. Gkhan ALTINTA is a member of Chamber of Civil Engineers.
692
Integrated Decentralized Automotive Dynamics

Tracking Controllers that Account for
Structural Uncertainty
Selim Solmaz1, S. alar Balaml2
1
2
Gediz University, Department of Mechanical Engineering, 35665, Menemen, zmir, TURKEY.
Hacettepe University, Department of Mechanical Engineering, 06800, Beytepe, Ankara, TURKEY.

1
selim.solmaz@gediz.edu.tr, 2scaglarb@hacettepe.edu.tr
Abstract. In this paper we present a method for decentralized control design for systems with multiple
dynamical modes, which guarantees robustness with respect to structural uncertainty. We consider the
implementation of this method to the decentralized control designs for the automotive lateral and roll
reference dynamics tracking. The respective control rules that we utilize are based on simplified, 2-state roll
and lateral dynamics models of the vehicle. We utilize a method for checking the overall stability of the
integrated controllers based on a frequency domain criterion. We also give a numerical example for the
integrated automotive tracking control designs based on PI feedback, which utilize active suspension and
active steering actuators. Finally, we show how this result can preserve robustness with respect to sensor
failure in such applications.
Keywords: Decentralized Control, Stability Theory, Diagonal Lyapunov Functions, Vehicle Emulation, Integrated
Chassis Control, Active Vehicle Safety
1 Introduction
It is an irrefutable fact that decentralized control is a feature of the control engineering practice. A basic problem
in the design of control systems is the lack of simple methods for designing decentralized controllers that are
robust with respect to certain types of structural uncertainties. Most complex engineering systems can be
described by a number of interacting dynamical modes and sub-processes. When control of such systems are
considered, the engineering practice is to utilize a number of control systems, each of which are designed to
control a particular sub-process or a dynamical mode. Such designs arise for a number of reasons. Firstly, it is
human nature to divide a complicated problem into a set of simpler ones, each of which can be solved
independently of each other. Second, even when a centralized controller is possible, in practice, a low orderdecentralized controller is often preferred due to their simplicity and ease of implementation. Third, when
networked control systems are considered, it is often the case that interconnected subsystems must be designed
to be individually stable, even when interconnected together, so that they are robust to the effects of unreliable
communication between each of the subsystems. Finally, from the perspective of the industry, it is often the case
that different sub-contractors are assigned separate parts of a complex control task; the automotive industry
provides a very good example of this latter point. In terms of vehicle dynamics control applications, it is
common in the automotive industry that some parts suppliers design and manufacture the roll over prevention
systems, and some other manufacturers supply the lateral dynamics control systems [1] for the same vehicle.
Even though each of these control systems affect one another [2], and even sometimes these utilize common
693
sensor and actuator units, they are often designed independently of each other. Also, it is a common practice in
the automotive industry to utilize sensor measurements to artificially decouple dynamical interactions of the
vehicle, and the control task at hand then becomes the development of methods for the integration of these units
so that the overall performance objectives, and also a certain degree of robustness are met with respect to
unreliable sensor measurements.
Motivated by these facts, our objective in this paper is to present one such method and to explore how some of
the methods developed in this paper can be integrated with other automotive control systems in a structured
manner. To aid the exposition, we utilize decentralized controllers based on the two-state single track model and
the two-state roll plane model to simultaneously track reference vehicle states. Therefore, here we discuss about
how to integrate a controller for the roll degree of freedom, with that for the lateral degree of freedom in a
vehicle equipped with both active suspension and active front wheel steering actuators, while at the same time
achieving a decentralized design that is not restricted by the structural constraints and uncertainties imposed on
the problem.
2 A Decentralized Control Design Methodology

In an abstract setting, the basic task of the control approach we utilize is to find a decentralized control structure
that simultaneously stabilizes a number of subsystems and the integrated overall system, as well as it guarantees
robustness with respect to certain types of structural (possibly time-varying) uncertainty. A basic mechanism for
achieving this objective is to select decentralized feedback structures such that the linearized closed loop system
admits a block diagonal Lyapunov function. The existence of such a Lyapunov function is not only sufficient for
guaranteeing the stability of the constituent subsystems and the interconnected system (i.e., the integrated overall
system), but it is also sufficient that the overall system is stable with respect to uncertain measurements, which
affect certain regions of the system matrix, and whose bounds can be quantified. In what follows, we formally
describe the problem and then present our approach for the decentralized controller design task.
Let be a Hurwitz stable matrix, which represents the overall closed loop system matrix of a dynamical
process with two interacting constituent subsystems, which have the following structure
(1)
where both

and
are assumed to be Hurwitz stable also. For example, this
equation can be considered to represent the error dynamics of a given closed loop system. A basic question that
arises for this feedback system is whether one can find a positive, block diagonal matrix P=PT>0, such that

(2)
(3)
where

and

. In other words we want to stabilize each of the constituent
subsystems, and the entire interconnected system, simultaneously. If such a block diagonal, positive matrix
P=PT>0exists, then not only is the system stable, but also it is stable with respect to structural uncertainties in
A12 and A21, which in effect, can be considered as robustness with respect to system failure. The choice of a
diagonal P also simplifies the analysis. Despite having a long history in control theory, this problem, namely the
problem of finding vector Lyapunov functions, remains open to this day. Fortunately, in our situation, one may
find feedback strategies to ensure a block diagonal Lyapunov function as described in the sequel.
Let be the matrix of all zeros except for the last m rows and m columns which are set to be the
elements of mxm identity matrix, and which we denote by

, such that B matrix is expressed as
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follows
(4)
Further we denote , as the scalar variable in the frequency domain. Suppose now that one can find a

such that
symmetric matrix
(5)
is Strictly Positive Real (SPR).

is
Suppose further that the matrix pair (A,B) is controllable and at the same time, the matrix pair (A,B
observable. Then, it follows from the KYP lemma [3] that the frequency domain condition (5) is sufficient for
the existence of a matrix P=PT>0 that satisfies:
(6)
. This simple idea translates into a

This in turns guarantees the existence of a block diagonal P matrix with P22=
decentralized design strategy for our application as follows.
Proposition 2.1: (Decentralized Control Design Procedure) Suppose that a feedback system structure of the form
(1) is given, where the aim is to design controllers for the subsystems and and such that
the overall system with is stable regardless of bounded structural uncertainties that
might be present in the blocks A12 and A21. The following design rule achieves this.
Design a feedback strategy for block , where , so that the basic design requirements for this

.
subsystem are met over a range of operating conditions; this also specifies the matrix
Select the control strategy for block , where

such that
(6)
is SPR.
3. Decentralized Control Design for Vehicle Dynamics Tracking

To illustrate the technique introduced in Proposition 2.1 here we implement the method for synthesizing vehicle
dynamics controllers for simultaneous tracking the reference lateral and roll dynamics in a decentralized manner
utilizing active suspension and active steering actuators. In doing so, we take the dynamical interactions into
account in the design such that the stability of the resulting controlled roll and lateral dynamics are unaffected
from the interactions. To keep the discussion reasonably simple, we use simplified vehicle dynamics models.
Specifically, we design the lateral tracking controller based on the active steering actuator and using the twostate single track model, while we use the two-state roll plane model with active suspension actuator for
designing the roll dynamics tracking controller. We then integrate both controllers based on the design
methodology outlined in Proposition 2.1. We show the efficacy of the resulting integrated tracking controller
with numerical simulations, and as applied to a four-state single track model with the roll degree of freedom.
3.1 Lateral PI controller design based on LQR
In this subsection we introduce a simple lateral dynamics reference tracking controller design utilizing the linear
single track model with active front steering input. For this control design we assume that mechatronic-anglesuperposition type active steering actuators on the front wheels provide the sole control input. Here we combine
the two-state single track model [2] and the active steering actuator to design a simple PI control law, where the
695
control gains are obtained by LQR (Linear Quadratic Regulator) design techniques.
The well known two-state single track model is the simplest model that represents the lateral dynamics of a car
in the horizontal plane, where the effects of heave, roll, and pitch motions are all ignored. It is also assumed that
only the front tire is used for steering the vehicle, and that the steering angle is small. In this model, we represent
the horizontal dynamics in terms of the state variables and , that is the sideslip angle and the yaw rate,
respectively. Both of these states are assumed to be small for linearization. The corresponding state space
representation of the model with active steering input is given as follows
(8)
where , is the driver steering command, and u1 is the steering command from the active steering actuator. Also,
the auxiliary parameters , and are defined as
(9)
For further description of the parameters of the model, refer to [2] and [4].
The purpose of the control design we consider here is to follow a reference yaw rate trajectory (It is possible to
consider the tracking of both the yaw rate , and the sideslip angle given that there is more control authority
such as the differential braking and/or active front and rear wheel steering. However, we assume neither of these
actuators in this discussion). This choice is motivated by the fact that the yaw rate , along with the lateral
acceleration ay are responsible for most of the lateral handling feel, (i.e., the lateral response) of an automotive
vehicle, and therefore are the natural targets for emulation. We can achieve this by introducing a new integrator
state xI as a function of the yaw rate tracking error.
(10)
where !"# denotes the reference yaw rate trajectory, which is a linear function of the driver steering input $% .
Thus, the scalar is the steady-state gain from the driver steering input $\delta_d$ to the reference yaw rate !"#
for the vehicle that we want to emulate. Further, we can define an augmented state x1 given as below.
(11)
which results in the following augmented feedback system description
(12)
Now in order to track the reference yaw rate trajectory, it is possible to design a PI linear state feedback rule
696
based on the active steering input u1 of the form below.

(13)
where Kp1and Kp2 are the proportional gains for the first two states, and KI is the control gain corresponding to
the integrator state. While there are many ways to specify these gains, we use a quadratic cost optimization
technique known as the LQR for designing the control input. This choice is motivated by the fact that it is a well
known method for state feedback design and also that there are convenient numerical tools developed for this
purpose (such as the Matlab control system toolbox). Just to briefly explain, for a linear system & '
with , '
and ( ) , the LQR design method for choosing a state feedback controller u=Kx
amounts to finding the fixed control gain vector
such that the closed loop system is stable, and also that the quadratic cost function
(14)
is minimum for the choice symmetric matrices Q=QT 0 and R=RT> 0

. The matrices Q and R
are known as the weighting matrices and are the tuning parameters in this design approach. We shall present the
numerical implementation of this controller in Section 3.3 below, where we will choose the matrices Q and R
such that SPR condition given in (7) are satisfied.
3.2 Roll PID controller design based on pole
In this subsection we use the second order roll plane model [2], for designing the roll angle reference tracking
controller based on the active suspension actuators. Assuming that the sprung mass of the vehicle rolls about a
fixed horizontal roll axis along the centerline of the vehicle body relative to the ground, and also that all angles
are small, the equations describing the roll plane motion of an automotive vehicle can be expressed in the
following state space form
(15)
where * + +, is the state, ayis the lateral acceleration input, and u2 is the roll torque input generated by the active
suspension actuator. Also, Jxeq denotes the equivalent roll moment of inertia defined as Jxeq = Jxx+mh2
The purpose of the control design we consider here is to follow a reference roll angle trajectory. In order to achieve this we
propose the following lead-lag control structure
(16)
where Kr1, Kr2 and Kr3 are the lead-lag gains, e=-ref is the roll angle tracking error, and ref is the reference roll trajectory.
Now we can define an augmented state x2 given as below
(17)
which results in the following augmented feedback system description
697
(18)
(19)
The characteristic polynomial corresponding to the closed loop system matrix A22 is
(20)
Denoting the closed loop eigenvalues (i.e., the target poles) as 1, 2 and 3, the target characteristic polynomial of the closed
loop system can be expressed as
(21)
Comparing (21) with (22) we obtain the following fixed control gains in terms of the target poles and the elements of the
system matrix
(22)
Now taking the Laplace transform of the controller (16) we can express the resulting lead-lag controller in frequency domain
as follows
where u2(s) and e(s) are the Laplace transforms of the control input, and the tracking error, respectively. As a
final remark we note that the design parameters for this tracking controller are the target poles 1, 2 and 3; in
order for the closed loop system to be stable these are set be negative real. In what follows, we implement the
integrated control methodology based on the decentralized control designs introduced in the current and the
preceding subsections.
3.3 Robust Integration of Controllers
In this subsection we give an implementation of the design methodology described in Proposition (2.1) for
simultaneous, and structurally robust emulation of the reference vehicle states related to the lateral and the roll
dynamics. In doing so, we utilize the simple decentralized control structures introduced in the preceding two
subsections and show that the resulting controller integration approach is robust with respect to certain types of
structural uncertainties.
For the controller integration we consider the four-state single track model with the roll degree of freedom to
698
represent the real vehicle. This choice is motivated by the fact that the four-state single track model is the
simplest model that considers the interactions of both the roll and the lateral dynamics, and thus it is an ideal
choice for exposing the control integration idea. We utilize the version of the model with the states -
.// , and the model assumes control inputs from both the active front wheel steering actuator and the
active suspension actuator. Then, the linearized equations of motion corresponding to this model with two inputs
can be expressed follows
(23)
(24)
(25)
(26)
where u1 represents the mechatronic-angle-superposition type active steer input, and u2 represents the active
suspension roll torque input. See [4] for a detailed derivation of this model.
The task of the integrated controller considered here is to follow reference roll angle ref and reference yaw rate
ref trajectories corresponding to a different vehicle. In our numerical studies we simulate this scenario by
utilizing two four-state single track models, each with a different parametrization; we shall refer to the vehicle
that we want to emulate as the reference vehicle, which generates the reference trajectories, and the other vehicle
is referred to as the controlled vehicle. In Table 1 we give the numerical values for the model parameters
corresponding to each vehicle. Figure 1 below shows a gradual step steering input d of the the driver that is
applied to both vehicles at a constant speed of vx = 20 m/s (where a constant steering ratio of 1/20 assumed for
both); this results in the dynamical responses shown on Figure 2, which clearly indicates that both vehicles have
distinct dynamical characteristics.
Table 1. Fixed Model Parameters
Now in order to implement the controller integration procedure described in Proposition 2.1 we need to express
the full state feedback system as a function of the control gains. To do so, we first introduce a new state x
representing the full controlled vehicle states as defined below
699
(27)
Figure 1. Gradual driver step steer input
Figure 2. Comparison of the lateral and the roll dynamics responses of the reference and the uncontrolled vehicles
Next we substitute u1 from (13) and u2 from (16) in the four-state vehicle model given in (23)-(26), which results in the
following closed loop state space system describing the vehicle dynamics
(28)
where
(29)
(30)
700
(31)
(32)
In Figure 3 below the integrated control structure and the corresponding closed loop feedback system is shown schematically.
Figure 3. Schematic representation of the decentralized control structure
Now we are in a position to numerically implement the control design as outlined in Proposition 2.1. First, we
start with designing the roll tracking controller based on Section 3.2. Recall that the target poles (eigenvalues)
are the only design parameters for the roll controller. Without loss of generality we set 1=-40, 2=-50 and 3=60 as the target poles; then from (22) the lead-lag control gains are calculated as
we solve the following Lyapunov equation numerically

Then in order to find 0
For this numerical solution, without loss of generality, we set Q22 = 10 I3, where I3 denotes the identity matrix. This solution
results in
(33)
Next we design the control gains for the lateral PI tracking controller described in Section 3.1, according to the
item (b) of Proposition 2.1. In order to do so, we first utilized the Matlab control system toolbox to compute the
LQR controller gains described in 13), which minimizes the quadratic cost function (14). Again, without loss of
generality, we assumed a diagonal structure for the weighting matrices Q and R in conjunction with the LQR
solution (note here that, as the lateral tracking controller is based on a single input, then R is a scalar). We used
the following values for these;
(34)
Then one can numerically show that condition (7) satisfied. We note that the resulting matrix pair (12,B) is controllable and
the pair (12,BP) is observable. In Figure 4, we show the variation of the eigenvalues of 03 4, 56 7 89: 7 12 4 &
701

03 4, ;56 7 89: 7 12<
4= demonstrating SPR condition in a section of the frequency domain for varying 6 , where
8is an arbitrarily small scalar [3]
Figure 4. Eigenvalues of 03 4, 56 7 89: 7 12 4 & 03 4, ;56 7 89: 7 12<
4= in frequency domain for =10-15
In order to test the integrated controller, we considered an obstacle avoidance maneuver scenario conducted by
the driver. The vehicle speed was assumed to be fixed at vx= 20 m/s during the course of the maneuver and the
driver steering input is shown in 5. The resulting dynamical responses of the reference and the controlled
vehicles is shown in Figure 6, where we observe a good agreement in the reference and the controlled states.
Note here that the lateral acceleration in simulations was computed using the following relationship
Figure 5 Driver Steering Input
Figure 6 Comparison of the lateral and the roll dynamics of the reference and the controlledvehicles
702
(35)
was a
Based on the simulation results, we observe that the decision of following a yaw rate reference >?@
reasonable one, as this also resulted in good tracking results for the lateral acceleration of the reference vehicle.
Considering the fact that the lateral acceleration is one of the most important variables for the lateral dynamics
response, the effectiveness of the controller is evident.
3. Conclusions and Possible Future Directions

In this paper we presented a novel approach for decentralized control design for systems with multiple
interacting dynamical modes. We applied the suggested design technique for the robust integration of the
decentralized control designs for the lateral and the roll reference tracking controllers for an automotive vehicle.
We presented the efficacy of the integrated vehicle emulation controller with numerical simulations, which
showed high performance and accurate tracking results.
References
1.
2.
3.
4.
Van Zanten, A., (2002) Evolution of electronic control systems for improving the vehicle dynamic behavior, In
Proceedings International Symposium on Advanced Vehicle Control (AVEC02), Hiroshima, Japan, 2002.
Solmaz, S., (2007) Topics in Automotive Rollover Prevention: Robust and Adaptive Switching Strategies for
Estimation and Control, PhD Thesis, NUI-Maynooth, Co. Kildare, Ireland,
Khalil, H. K (2001), Nonlinear Systems, 3rd Ed., Prentice Hall.
Kiencke, U. and Nielsen L, (2005) ,Automotive Control Systems: for Engine, Driveline and Vehicle, 2nd Ed.,
Springer.
Biographies
Dr. Selim Solmaz Dr. Solmaz was born in Izmir, Turkey in 1978. He received his BSc (High Honours) degree in
aeronautical engineering from Middle East Technical University, Ankara, Turkey in 2001 and MSc from Purdue University
at West Lafayette, School of Aeronautics and Astronautics in 2003. Dr. Solmaz received his PhD in 2007 from Hamilton
Institute, National University of Ireland-Maynooth. As part of his PhD project he spent a year as a visiting researcher at
Daimler Chrysler Research AG in Esslingen, Germany in 2003-2004. Upon his return to Ireland he conducted research work
on theoretical and applied problems arising from automotive vehicle dynamics estimation and control.
Dr. Solmaz was employed as a Postdoctoral Research Fellow at the Hamilton Institute, NUIM for during 2007-2010. During
this time he secured and completed two independent EU research grants (co-funded by Enterprise Ireland) with him as the
Principal Investigator (PI).
Dr. Solmaz is currently with Gediz University, Mechnanical Engineering Department, where he is employed as an Assistant
Professor. His current research interest includes vehicle dynamics control, vehicle state and parameter estimation, stability
theory, switched systems, mechatronics, robotics, renewable energy generation, and human-machine interfaces. Dr. Solmaz
has authored and co-authored about 30 peer reviewed journal and conference articles, 2 research project reports and 2 patents.
He is a past member of IEEE and AIAA.
Dr S. alar Balaml Dr. Balaml was born in Izmir, Turkey in 1977. He received his BSc (High Honours) degree in
mechanical engineering from Middle East Technical University, Ankara, Turkey in 1999 and MSc from the same department
in 2001. Dr. Balaml received his PhD in 2007 from the department of mechanical engineering at Boazii University,
stanbul Turkey. His PhD research consisted of the solution of vehicle dynamics control problems, especially in the gain
scheduled LPV control framework.
Dr. Balaml is currently with Hacettepe University, Department of Mechanical Engineering, where he is employed as an
Assistant Professor. His current research interest includes vehicle dynamics control, vehicle state and parameter estimation,
stability theory, switched systems, and human-machine interfaces. Dr. Balaml has authored and co-authored about 30 peer
reviewed journal and conference articles. He is involved in a number of industrial consultancy activities related to the design
to heavy construction vehicles and electrical vehicles.
703
Development of a Vehicle Dynamics Prototyping

Platform based on a Remote Control Model Car
Selim Solmaz1, Trker Cokun2
1
selim.solmaz@gediz.edu.tr, 2t_coskun@ug.bilkent.edu.tr
Abstract. In this paper we describe the use of a cheap RC (remote control) model car as a vehicle Dynamics
analysis platform. We then implement two safety control applications based on this platform; namely an ABS
(Antilock Brake System) system using open-loop pulse brake control and a roll over prevention system
utilizing lateral acceleration feedback. Both applications are presented with sensor measurements.
Keywords: vehicle dynamics, active safety, feedback control, rollover prevention, brake control, scale
models.
1 Introduction
Analysis of vehicle dynamics is an important aspect of road vehicle design. It helps in understanding the vehicle behavior
under changing road and vehicle operating conditions. Once a safety critical condition is identified, it is either remedied by a
design modification or by employing an active feedback safety control system. Design modifications usually end up with a
tradeoff between vehicle safety and comfort; therefore, use of active safety systems is usually preferred. Active safety
systems typically sense the adverse dynamical condition with on-board inertial sensors and then utilize actuators such as
active steering, active suspension and differential braking to mitigate the problem. See [1] for a review and [2] and [3] for
examples of such vehicle dynamics control applications.
In modern road vehicles it is a common practice to have many active safety control systems as part of the standard vehicle
configuration. Some examples of these are ABS (Anti-lock Braking System), ESC (Electronic Stability Control) [4] and ROP
(Roll Over Prevention) [2],[3],[5] systems. Development and tuning of such active safety control systems are usually done on
accurate dynamical simulators and real pre-production vehicles, both of which are a great source of expense. In this paper we
describe the development of a cheap RC (remote control) model car as a HIL (Hardware-In-Loop) vehicle dynamics analysis
platform. Such a platform can be used as a low-cost rapid prototyping system for advanced active vehicle safety system
development. We demonstrate implementation of two safety control systems on such a platform, namely an ABS system
using an open-loop pulse brake control system and a roll over prevention system utilizing lateral acceleration feedback.
Throughout the paper we describe all the development stages of the vehicle platform including the design of interface
between the RC car and computer, integration of an inertial wireless motion sensor SHAKE (Sensing Hardware Accessory
for Kinesthetic Expression) SK6 (see http://code.google.com/p/shake-drivers/) on the vehicle and coding the feedback control
system using Matlab Simulink. We demonstrate the efficacy of our experimental setup with real measurement data.
1 Mechanical Engineering Department, Gediz University, zmir, 35665, TURKEY

2 Electrical and Electronics Engineering Department, Bilkent University, Ankara, 06800, TURKEY
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2 Hardware Specification and the Interfaces

The basis component we use in this work is a remote RC car from LOSI (Strike 1/10 Scale Electric Short Course Truck).
The car runs on a Ni/Mh battery and it is controlled via the LOSI LSR-3000 radio controller, which works at 2.4GHz
operating frequency to communicate with the receiver module on the car. The radio transmitter involves a throttle trigger and
a steering wheel to control the car and several knobs for calibration (e.g. throttle and steering trims). An additional weight of
2.3kg is added on top of the car, as seen in Fig. 1, to make it top-heavy, resulting in roll instability, which was required to test
the anti-rollover control algorithm we implement.
Fig. 1. LOSI electric RC car with additional weight on top.

The hardware and software design aspect of this work is mainly related to the interfacing of the model cars remote
controller and the Shake SK6 sensor with the computer. The computer here serves both as a data acquisition system and an
electronic control unit triggering control commands. The software aspect of the work was implemented in Matlab/Simulink.
In order to interface the remote controller with the computer, we used the Labjack U3-LV I/O board with 2 analog outputs
(which we used for steering and throttle control), more than 10 digital I/Os (two of which are set as analog inputs for
monitoring the steering and throttle signals) as well as other additional features such as timers and counters.
The third main component we used in this work is the Shake SK6 IMU (inertial measurement unit) seen in Fig. 2 with the
Labjack U3-LV I/O board. This sensor is placed within the vehicle (near the vehicles center of gravity) and it features a 3axis linear accelerometer and a 3-axis angular rate sensor (gyro) that are utilized for measuring dynamical motion data in the
scope of this work. The sensed dynamic motion information is then used for the real-time feedback control. The
communication with the Shake SK6 sensor is provided via Bluetooth. Once the connection is configured between the sensor
and the computer, communication is established over the Serial Port. This real-time sensor data is processed in
Matlab/Simulink and then used to monitor and generate trigger signals for engaging predefined control actions when certain
conditions are provided. The control actions are also enabled by the Matlab/Simulink environment, which are simply in the
form of variable throttle and steering angle control.
Fig.2. Labjack U3-LV I/O board (on the left) and Shake SK6 sensor (on the right).
2.1 Remote Controller and Computer Interface

At a first glance, the two main components on the remote controller (LSR 3000 DSM Transmitter) are the steering wheel
angle and the throttle/brake trigger angle. The steering wheel and the throttle/brake trigger are each connected to a
potentiometer on which the potential difference between the two terminals can be adjusted by adjusting the positioning of the
wheel and the trigger.
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In order to interface the vehicle control inputs with the computer, we recorded the neutral and limit potential difference
values on the potentiometers. The position of the wheel/trigger determines directly the output voltage of the potentiometer. In
Fig. 3 the measured neutral and limit output voltages on the potentiometers for steering and throttle/brake can be seen
respectively.
Fig.3. Steering and throttle/brake potentiometers limit and neutral measurements.

As one can see from Fig. 3, in order to control the car, a voltage in the 03 V range should be applied to the terminals,
which are initially connected to the output terminals of the potentiometers. For this project, we disconnected the terminals
from the potentiometers and instead connected them to an outer DC power supply. By changing the voltage level, we
observed that the steering and throttle/brake can be adjusted. In the next step, we connected these terminals (for steering and
throttle/brake) to the two analog outputs of the Labjack U3-LV I/O device. Using the Matlab driver of the I/O board, a
setOutput(channel, voltage) function was implemented on Matlab. The function simply assigns the specified voltage as an
output to the given analog channel. For example, to give a 2V for the steering control, one simply needs to execute the
command setOutput(0,2) in the Matlab command window.
Once the fundamental interface between the car and the remote controller is established, the next goal was to implement
this programming environment on Simulink with the specific features for a real-time simulation. The reason for preferring
Simulink is the fact that it provides a visual prototyping environment for designing feedback control systems, and it is used
widely for this purpose in both the industry and the academia. For the purpose of this project, two level-2 Matlab S
functions were programmed to implement the setOutput function as a Simulink block (one for steering and the other for
throttle/brake). Moreover, a Real-Time Block was added for guaranteeing the precise timing of the real-time simulation.
From this point on, the car could be controlled via a real-time simulation with the desired input forms (e.g., step, sine, pulse
etc.) to the setOutput functions. Using this simulation environment, the actuator tests and a pulse braking system (similar to
ABS) simulation were implemented.
2.2 Shake SK6 and Computer Interface

In order to interface the Shake SK6 IMU sensor with Matlab, the Matlab driver of the sensor was needed. We programmed
the necessary interface drivers by modifying a similar driver from a different serial command device and by implementing
the correct device control registers. Once the driver was in place we then implemented this for providing the sensor data in
the real-time Simulink environment described earlier. For this purpose, a level-2 S f unction was created and the necessary
commands (from the driver files) were embedded into the simulation providing the 3D acceleration and the 3D gyroscope
measurements from the IMU in real-time.
3 Vehicle Test Platform Operational and Development Steps

So far we described the hardware components of the test platform and gave the details on the interfaces between these
components. In this section we further explain the development steps of the vehicle dynamics test platform that samples the
IMU sensor data in real time and sends both the pre-defined control signal and the feedback control signals to the vehicle, all
in the same Simulink environment. Specifically, we first describe the switching circuit that enables the switching between the
computers and the manual remote control hand units throttle and steering signal inputs. We then describe the actuator tests
and the sensor calibration procedures conducted in Matlab/Simulink. Finally we describe an alternative interface between the
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car and the computer without using the switching circuit, which enables use of both the remote control unit and computer
inputs at the same time.
3.1 Preparing the Switching Circuit

The switching circuit was designed to allow the user to decide on the vehicle control input mechanism. It enables control of
the car by either the remote control hand-unit or by pre-defined computer inputs.
The basic structural overview of the switching circuit can be seen in Fig. 4. The control signals Throttle Input(1), Throttle
Input(2), Steering Input(1), Steering Input(2) and Control Bit are the inputs and the resulting steering control voltage and the
throttle control voltage are the outputs of the switching circuit. The circuit consists of two multiplexers (part number:
MAX4581CPE); one for the steering control input and the other for the throttle control input to the vehicle.
Fig. 4. Switching circuit diagram.

The Control Bit is used for switching between either of the control channels connected to one of the digital output ports of
the Labjack I/O board. When the Control Bit is logic high, the Steering Input(2) is buffered as the resulting steering control
voltage input and the Throttle Input(2) is buffered as the resulting throttle control voltage input; using this, the vehicle is
directly controlled by the computer. We note that the Steering Input(2) and the Throttle Input(2) channels are the two analog
outputs of the Labjack I/O Board. The steering control voltage and throttle control voltage of the switch circuit are connected
to the steering and throttle terminals of the remote control unit. When the Control Bit is logic low, the Steering Input(1) and
the Throttle Input(1) are directly connected to the outputs of the remote control hand-units potentiometers.
3.2 Actuator Tests

There are two actuators on the remote controlled car: one is the steering servo and the other is DC motor providing both the
acceleration and braking functions. The response of the actuators to various control input frequencies was tested to analyze
the limits of the vehicle dynamics platform.
In order to test the steering actuator the tires were turned between extreme left and extreme right continuously with
different input frequencies and the maximum frequency at which the actuator could still respond was investigated. We found
that a voltage increasing from 0.1V to 2.7V should be applied (see Fig. 3) to turn the front wheels from the extreme left to the
extreme right. In order to test the dynamical response of the steering actuator, a chirp voltage signal with a 1.5V mean was
applied starting at 1Hz and increasing up to 10Hz. It is noted that, the actuator saturates after a certain frequency. To find this
frequency, a sine wave with 1.5V mean and 1.2V amplitude was applied with varying different frequencies. The maximum
frequency at which the steering actuator could still respond without saturation was approximately 5Hz.
In order to test the throttle/brake actuator, we used a pulse type voltage input rather than a chirp or a sine wave. This is
motivated by the ABS application that we implemented on this test platform utilizing a pulse signal on the brake actuator. In
order to test the throttle/brake actuator, a signal with 50% duty cycle pulses and with 0.25V amplitude and 1.5V lowest value
is applied (see Fig. 3). An example test input for the throttle/break actuator can be seen in Fig. 5. The maximum frequency at
which the throttle/brake actuator can still respond was observed to be approximately 10Hz.
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Fig. 5. An example throttle/brake test input.
3.3 Shake SK6 Sensor Calibration

Here we describe how the raw accelerometer measurements of the Shake SK6 IMU were calibrated. In order to do this, the
accelerometer values were recorded along each axis (x, y and z) while the subject axis is pointing towards the gravitational
field in both + and directions. These values were then assigned as +g and g for each respective axis.
After the calibration step, the three acceleration readings were filtered to remove the high frequency jitter, which is a
common feature of acceleration sensors. For the purpose, a 2nd order Butterworth low-pass filter with a cut-off frequency of
6Hz was used. The filter is digitalized and applied as a Simulink block for each acceleration channel.
3.4 Alternative Computer Control Interface

With the switching circuit in hand (see Fig.4), the control of the car via the computer or the remote controller is possible.
Here, an alternative way is introduced without using the switching circuit. For this purpose the Labjack I/O board was
utilized directly instead of the multiplexers. The aim of this alternative way is to allow the user to control the car with the
remote controller hand-unit while simultaneously allowing feedback control inputs sent by the computer to the steering and
throttle actuators. This way, the signals can be manipulated by the computer if necessary (in case of an emergency brake or a
possible rollover scenario).
The main signals are again the same as in the switching circuit (see Fig.4): Steering Input(1) and (2), Throttle Input(1) and
(2). In this alternative way, instead of switching between the inputs (1) and (2), the Steering Input(2) and Throttle Input(2)
are directly connected to steering control and throttle control channels respectively; the Steering Input(1) and Throttle
Input(1) are connected to the 2 analog input ports of the Labjack I/O board. These inputs, which carry the potentiometer
voltages, can be read into Matlab with the readAnalog(channel) function (e.g. to read the steering potentiometer simply call
readAnalog(0) in the command window). A simulation file is implemented on Simulink which reads the data from the analog
ports of the Labjack I/O (in which the readAnalog function is embedded) and assigns this data to the analog output ports of
the Labjack I/O (in which the setOutput function is embedded). When the simulation is run, the potentiometer voltages,
which can be monitored via a scope, are passed directly to the remote controller to be transmitted to the car.
4 Applications and Experimental Results

In this section we describe two separate vehicle active feedback control applications that we implemented on the vehicle
dynamics platform and report actual measurement results. The first application we implemented on the car is the pulse brake
representing an ABS system. The second application is a rollover prevention system based on active steering control on the
car (see [3] and [6] for a background on the automotive rollover prevention problem in the context of active steering).
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Finally, we combined the two systems together in a single simulation file which allows driving the car with the remote
controller hand-unit while the two safety systems being activated.
4.1 Pulse Brake System

A pulse brake system (similar to ABS in full scale cars) was implemented on the remote controlled car to improve the brake
performance. The frequency of the pulse was chosen as 10Hz in accordance with the throttle actuator tests.
We ran two experiments on the car to test the performance of the pulse brake system. First experiment involved the car
going with full speed for 2 seconds and then making a full brake until it stops. For full speed, a voltage of 2.5V, and for full
brake 0.9V were applied to the throttle terminal; the nominal value is again 1.5V (see Fig. 3). In the second experiment, the
brake mechanism differs from the first one with an additional 0.6V amplitude pulse signal. We applied this new brake signal
to the car until it completely stopped. The longitudinal accelerations (ax) and the throttle/brake signals were recorded in both
of the experiments and the results for both experiments can be seen in Fig. 6.
Fig. 6. Throttle signal and longitudinal acceleration for pulse and full brakes.
The pulse brake system is observed to have a better performance than the full brake both in terms of the duration and the
distance it takes to stop the car. The full brake takes about 1.0sec to bring the car to a full stop while the pulse brake takes
about 0.8sec to the same (see Fig. 6). Moreover it was observed that the car takes up to 1.5m less distance to stop with the
pulse brake switched on. It is also noted from Fig. 6 that the peak accelerations measured was lower during pulse brake test
than the full brake one.
4.2
Rollover Prevention System based on Active Steering Compensation and Utilizing Lateral
Acceleration Feedback
The second application we implemented on the car was a rollover prevention control system based on active steering
control inputs and utilizing lateral acceleration thresholds, which aims to prevent possible vehicle turnovers. The system
monitors the lateral acceleration (ay) measurements in real time and decides whether to limit the steering inputs or not,
depending on the thresholds we specify. If the lateral acceleration value is greater than |0.3*g| then the steering input is
limited at either 1V or 2V depending on the turning direction.
To test the system, we designed a J-turn maneuver scenario. During the test, the car goes straight for 2 seconds, then
makes a right turn for 0.3 seconds and finally makes a full left turn. The aim is to give a steering input signal which will be
able to roll the car over. We implemented two experiments to show the efficiency of the applied rollover prevention control
system and the lateral and vertical acceleration data and the steering input data were recorded during both experiments.
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First, the experiment was run without the rollover prevention system being activated. The vehicle rolled over as a
consequence of the applied steering input. This is seen as dashed signals in Fig. 7 where the vertical and lateral accelerations
increase beyond usual limits as a result of the rollover event. In the second test the same J-turn steering input signal was
applied to the vehicle while the rollover prevention system is activated. The system monitors the lateral acceleration data and
decides whether to limit the steering input or not. The measurement results for both experiments are seen in Fig. 7, where the
steering input results and the resulting lateral and vertical acceleration data are compared for the controlled and uncontrolled
systems.
For the uncontrolled case, it can be seen that the vertical acceleration (az) is approximately 1*g in the first 2 seconds
implying that the vehicle was in standing position. As the J-turn takes place, the lateral acceleration (ay) behaves accordingly
and after the maneuver, the ay and az values are fixed at some nonzero negative values implying that the vehicle was rolled
over. However with the rollover prevention system activated, it is observed that whenever the ay value goes off the limit, the
steering input is saturated to either 1V or 2V. This way possible rollovers were avoided. This is also seen in plots with solid
line in the Fig. 7; when the car stopped (after 3.5 seconds), the vertical acceleration value was observed to be 1*g,meaning
that the vehicle was in the standing position.
Fig. 7. The steering signal and the acc data for controlled and uncontrolled systems.
5 Conclusions and Future Works

In this paper we described the developmental stages of a vehicle dynamics measurement platform based on a cheap RC
model car. We further gave implementation of two feedback safety control systems on this platform; namely an ABS system
using simple pulse brake control and a rollover prevention system based on lateral acceleration thresholds and utilizing active
steering inputs. Our results demonstrate that such a low-cost system can be used to prototype active safety systems at a
limited budget, which is particularly suitable for academic institutions and small enterprises. This platform should also serve
as an educational tool for teaching vehicle dynamics and control. As future work, we plan to develop a more advanced
vehicle platform equipped with active brake and active steer inputs to develop more advanced active safety control systems.
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References
1.
2.
3.
4.
5.
6.
Gustafsson F. (2009). Automative safety systems: replacing costly sensors with software algorithms. IEEE Signal
Processing Magazine 26(4): 32-47.
Solmaz S., Corless M. and Shorten R., (2006). A methodology for the design of robust rollover prevention
controllers for automotive vehicles: Part 1-Differential Braking. In Proc. 45th IEEE Conference on Decision and
Control. San Diego, 13-15 Dec.
Solmaz S., Corless M. and Shorten R. (2007). A methodology for the design of robust rollover prevention
controllers for automotive vehicles: Part 2-Active Steering. In Proc. American Control Conference. New York, 1113 July.
Anton Van Zanten (2002). Evolution of electronic control systems for improving the vehicle dynamic behavior. In
International Symposium on Advanced Vehicle Control (AVEC02). Hiroshima, Japan.
Palkovics L., Semsey A. and Gerum E. (1999).Rollover Prevention System for Commercial Vehicles - Additional
Sensorless Function of the Electronic Brake System. Vehicle System Dynamics, 32(4-5): 285-297.
Ackermann J. and Odenthal D. (1998). Robust steering control for active rollover avoidance of vehicles with
elevated center of gravity. In Proceedings of International Conference on Advances in Vehicle Control and Safety.
Amiens, France, July.
Biographies
Trker Cokun Mr. Cokun was born in Kardzhali, Bulgaria in 1988. He received his BSc degree (High Honours) in
electrical and electronics engineering in Bilkent University, Ankara, Turkey in 2011. He received full scholarship from
Bilkent University between 2007 and 2011 for his undergraduate studies. He attended the SIAR research internship program
in 2010 and he worked at the Hamilton Institute, NUIM as a researcher under the supervision of Dr. Selim Solmaz. He
received a scholarship from SFI (Science Foundation Ireland) under the SIAR grant. Mr. Cokun is a member of IEEE.
711
Comparison of Metaheuristic Search Techniques in

Finding Solution of Optimization Problems
Serdar arba1, Erkan Doan2, Ferhat Erdal 3, Mehmet Polat Saka 4
1
carbas@metu.edu.tr, 2erkan.dogan@atauni.edu.tr, 3eferhat@akdeniz.edu.tr, 4 mpsaka@eng.uob.bh
Abstract.In the present study, performance evaluation of three different metaheuristic techniques is carried
out in finding the solution of optimization problems taken from the literature. Three metaheuristic techniques
selected are the classical harmony search algorithm, improved harmony search algorithm and particle swarm
optimizer. Metaheuristic search techniques of optimization are non-deterministic methods and they rely on
heuristics in finding the better solutions in the search space. They use random or probabilistic parameters
while they search for the optimum solution rather than deterministic quantities. The source of random
variables may be several depending on the nature and the type of problem. The heuristics behind these
innovative techniques is borrowed from the nature or physics. Himmelblaus nonlinear optimization problem
and the welded beam design problem taken from the literature are solved by using the metaheuristic
techniques mentioned and their performance is evaluated and compared.
Keywords: Metaheuristic search techniques, harmony search algorithm, particle swarm method, optimization
problems
1 Introduction
A vast amount of techniques are now available in the optimization literature to deal with various types of
problems encountered in computational structural mechanics [1]. The long-standing research on computational
efficiencies of these techniques has clearly evinced that performance of any technique is affected by a high
number of factors, such as dimensionality, multi-modality, differentiability, continuity, etc. and that each
technique has some weaknesses apart from its strengths in searching for the optimum solution. For example, the
well-known mathematical programming techniques, which have long been used in engineering optimization
applications, are characterized by their rapid convergence rates. Nevertheless, poor convergence reliability to the
global optimum associated with a gradient based search is the major drawbacks of these techniques [2].
Recently, a group of novel techniques that make use of nature as a source of inspiration to develop numerical
search algorithms have emerged as robust and versatile methods for discrete and global optimization [3]. These
metaheuristic search algorithms come up with an increased promise of finding the global optimum due to their
lack of dependence on gradient information during the search. Heuristic methods are quite suitable and powerful
for obtaining the solution of engineering optimization problems. These methods do not require the derivatives of
the objective function and constraints [4]. Many engineering design problems can be formulated as constrained
optimization problems. The presence of constraints may significantly affect the performances of any
optimization algorithms that may work well for unconstrained problems. With the increase of the research and
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applications based on stochastic search techniques [5,6], constraint handling used in metaheuristic computation
techniques has been a hot topic in both academic and engineering fields [7-11].
2 Mathematical Formulation of an Optimization Problem

One of the most difficult parts encountered in practical engineering design optimizations is the constraint
handling. Real-world limitations frequently introduce multiple, non-linear and non-trivial constraints on a
design. A general engineering optimization problem can be defined as follows;
Minimize
f(x),
x={x1,
x2,,xNd}
which
and hj(x)=0, j=1,2,,m where Lxkx Uxk, k=1,2,,Nd.
is
subjected
to
gi(x)0,
i=1,2,,p
Here, f(x) is the objective function, x denotes the decision solution vector, Nd is the number of decision
variables, Lxk and Uxk, are the lower and the upper bound of each decision variable, respectively. p is the
number of inequality constraints and m is the number of equality constraints.
3 Particle Swarm Optimization (PSO)

Particle Swarm Optimization (PSO) is a relatively new heuristic approach utilized for optimization problems due
to its simple principle and ease of implementation [12]. The PSO algorithm is initialized with a population
(swarm) of random potential solutions (particles). Each particle iteratively moves across the search space and is
attracted to the position of the best fitness historically achieved by the particle itself (local best) and by the best
among the neighbors of the particle (global best), [13]. The steps of the algorithm are listed in the following [14].
Step 1: Initialization. Initialize an array of particles with random positions and their associated
velocities.
Step 2: Local best updating. Evaluate the fitness function of the particles and update local best
position Pikaccording to the best current value of the fitness function.
Step 3: Global best updating. Determine the current global minimum fitness value among the current
positions and update Pgk, the global best position.
Step 4: Solution construction. Change the velocities and move each particle to the new position
considering the related velocity.
Step 5: Terminating criterion controlling. Repeat Steps 24 until a terminating criterion is satisfied.
4 Harmony Search Optimization (HSO)

This meta-heuristic method imitates the improvisation process of a musician seeking a pleasing harmony.
Musician can play a note from existing memory or perform variations on an existing piece or create an entirely
new piece. These actions represent the basic three operations of the harmony search method. A note can be
played from pleasing songs stored in memory or a note can be played close in pitch to one that is in the memory
or a note can be played totally randomly from the entire range of the instrument. Harmony search method
follows the same logic. The algorithm consists of five steps that are given in the following. The detailed
explanation of the method can be found in [15]
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Step 1. Initialization. Initialize the optimization operators of HS algorithm includes the harmony
memory (hm), the harmony memory size (hms), the harmony memory considering rate (hmcr), and the
pitch adjusting rate (par).
Step 2.Harmony memory matrixis initialized. Each row of harmony memory matrix contains the
values of design variables which are randomly selected feasible solutions from the design pool for that
particular design variable.
Step 3.New harmony memory matrix is improvised.Generate a new harmony vector from the hm,
based on memory considerations, pitch adjustments, and randomization.
4.1 Improved Harmony Search Optimization (IHSO)

In classical harmony search method the parameters hmcr and par are selected prior to the application of the
method and they are kept constant until the end of the iterations. The numerical applications have shown that the
selection of values for hmcr and par is problem dependent and the initial values selected affect the performance
of the algorithm. Hence, in order to determine the optimum solution it is necessary to solve the optimization
problem several times with different values of these parameters and select the solution with minimum weight. It
is apparent that such application devaluates the efficiency of the algorithm. In order to overcome this
discrepancy, numbers of improvements are suggested in the literature [16-21]. In [22], different strategies are
proposed for hmcr and par. par is updated using the concept suggested by Coelho and Bernert [23] as follows:
par(i)= par min+( par max- par min).degree(i)
(14)
where, par(i) is the pitch adjusting rate for generation i, parmin is the minimum adjusting rate, parmax is the
maximum adjusting rate, and i is the generation number. The degree is updated according to the following
expression:
degree ( i ) =
( HCost ( i ) HCost
max
( HCost ( i )
max
mean
(15)
HCost min ( i ) )
where, HCostmax(i) and HCostmin(i) are the maximum and minimum function objective values in generation
i, respectively; HCostmean is the mean of objective function value of the harmony memory.The improvisation of
hmcr is carried out using the following expression;
hmcr (i)= hmcr max-( hmcr max- hmcr min).degree(i)
(16)
where, hmcr(i) is the harmony memory considering rate for generation i, hmcrmax is the maximum
considering rate, hmcrmin is the minimum considering rate, and i is the generation number.
Step 4.Harmony Memory matrix is updated. If a new harmony vector is better than the worst harmony
in the hm, judging in terms of the objective function value, the new harmony is included in the hm and
the existing worst harmony is excluded from the hm.
Step 5.Termination.Repeat steps 2 and 3 until the terminating criterion is satisfied.
714
5 Design Examples
5.1 Himmelblaus Nonlinear Optimization Problem

The first problem, called Himmelblaus function [24], is a commonly used benchmark function for nonlinear
constrained optimization problems. This problem is adopted to test the performance of proposed metaheuristic
techniques. Problem has five design variables and fifteen constraints. Problem definition and optimum design
results are as in the following;
Minimize;f ( x) = 5.3578547 x32 + 0.8356891x1 x5 + 37.293239 x1 40792.141

0 g1 ( x ) 92, 90 g 2 ( x ) 110, 20 g 3 ( x ) 25
and
which is subjected to
side
constraints
are
78 x1 102, 33 x 2 45, 27 x3 45, 27 x 4 45, 27 x5 45
where;
g1 ( x) = 85.334407 + 0.0056858 x2 x5 + 0.0006262 x1 x4 0.0022053 x3 x5
g 2 ( x) = 80.51249 + 0.0071317 x2 x5 + 0.0029955 x1 x2 + 0.0021813 x32
g3 ( x ) = 9.300961 + 0.0047026 x3 x5 + 0.0012547 x1 x3 + 0.0019085 x3 x4
Himmelblau [24] first solved this problem by using the generalized reduced gradient (GRG) method. Then it is
studied by Gen and Cheng [25] using genetic algorithms (GAs). Runarsson and Yao [26] proposed an
evolutionary strategies (ES) algorithm with stochastic ranking for the solution of this problem.
Table 2.Optimal results for Himmelblaus nonlinear optimization problem.
Optimum solutions obtained by different metaheuristic methods
Design
variables
IHSO
PSO
HSO
ES
GRG
GAs
x1
78.0000
78.0000
78.0000
78.0000
78.6200
81.4900
x2
33.2777
33.0003
33.0000
33.0000
33.4400
34.0900
x3
27.3060
29.9962
29.9950
29.9953
31.0700
31.2400
x4
44.9988
44.9999
45.0000
45.0000
44.1800
42.2000
x5
44.2466
36.7734
36.7760
36.7758
35.2200
34.3700
g1(x)
91.9544
92.0000
91.7147
92.0000
91.7927
91.7819
g2(x)
100.4151
98.8402
98.8405
98.8405
98.8929
99.3188
g3(x)
20.0000
20.0000
19.9999
20.0000
20.1316
20.0604
-31004.19
-30665.40
-30665.50
-30665.54
-30373.95
-30183.58
f(x)
The optimal solution is obtained at x = (78.0000, 33.2777, 27.3060, 44.9988, 44.2466) with corresponding
function value equal to f(x) = -31004.19 using IHSO as demonstrated in Table 1. The comparisons of the best
solutions of this example obtained using the proposed metaheuristic search techniques with previous best
solutions reported in [24-26].
715
5.1 Welded Beam Design

A rectangular beam, designed as a cantilever beam, is selected as second example. The geometric view and the
dimensions of the beam are illustrated in Fig 1. The beam is designed to carry a certain load with minimum
overall cost of fabrication. The optimization problem has four design variables; h=x1 : the thickness of the weld,
l=x2 : the length of the welded joints, t=x3 : the width of the beam, b=x4 : the thickness of the beam [27].
Fig. 1. Welded Beam Structure
f ( x) = 1.10471 x1 x 2 + 0.04811 x3 x 4 (14.0 + x 2 ) which is subjected to g 1 ( x ) = ( x ) max 0 as

g ( x ) = ( x) max 0
g 3 ( x) = x1 x4 0
as
bending
stress
in
the
beam,
,
shear
stress, 2
2
g
(
x
)
=
0
.
125
0
g 4 ( x ) = 0 . 10471 x 1 + 0 .04811 x 3 x 4 (14 . 0 + x 2 ) 5 0
5
1
,
and
as side constraints,
Minimize
g 6 ( x) = ( x) max 0
as end deflection of the beam, and g 7 ( x ) = P Pc ( x ) 0 as buckling load on the bar. And
also, design variables of the problems are limited as;
0 .1 x1 2 .0,
0 .1 x 2 1 0, 0 .1 x 3 1 0,
0 .1 x 4 2 .0
where;
' =
P
, '' = M R , M = P ( L + x2 ) , R =
J
2
2 x1 x2
( x) =
4.013E
4 PL
6 PL ,
, ( x) =
3
E x3 x4
x4 x32
x 2 x + x
x2
x +x
+ ( 1 3 ) 2 , J = 2 x1 x2 2 2 + ( 1 3 )2 ,
4
2
2
12

Pc ( x) =
( x32 x46 )
36 (1 x3 E )
2
L
2L 4 G
P = 6000 lb, L = 14 in., E = 30 106 psi, G = 12 106 psi
max = 13600 psi, max = 30000 psi, max = 0.25 in.
The same problem was also solved by Ragsdell and Philips [28] using geometric programming (GP). Deb [29]
used a simple genetic algorithm (GAs) with traditional penalty function to solve the same problem. Ray and
Liew solved this problem using a society and civilization algorithm (SCA) [30]. Also same problem has solved
by using proposed IHSO, HSO, and PSO algorithms. The optimum solutions and comparison of results for this
problem are tabulated in Table 2.
716

Table 2.Optimum results for welded beam design.
Optimum solutions obtained by different metaheuristic methods
Design
variables
IHSO
PSO
HSO
SCA
GP
GAs
x1 (h)
0.18461
0.23886
0.25381
0.2444
0.2455
0.2489
x2 (l)
3.95998
2.5296
3.07156
6.2379
6.1960
6.1730
x3 (t)
9.10543
9.1796
7.82838
8.2885
8.2730
8.1789
x4 (b)
0.20626
0.2389
0.27413
0.2445
0.2455
0.2533
f(x)
1.77192
1.90340
1.98118
2.3854
2.3859
2.4331
6 Conclusions
The highly promising outcome of this research suggests that the proposed metaheuristic algorithms, which are
classical harmony search algorithm, improved harmony search algorithm, and particle swarm optimizer are
effective alternative for solving engineering optimization problems. Especially the new optimization approach,
improved harmony search, can also be extended to other real-world optimization problems in manufacturing and
design area. Himmelblaus nonlinear optimization problem and the welded beam design problem taken from the
literature are solved by using the metaheuristic techniques mentioned and their performance is evaluated and
compared. The design examples considered to demonstrate the effectiveness and robustness of the improvements
suggested in the optimization techniques in this study.
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Biographies
Serdar arba- Mr. arba was born in Erzurum, Turkey. He received his BSc degree in civil engineering department from
Atatrk University, in 2002, Erzurum, Turkey. His MSc degree is from Engineering Sciences Department of Middle East
Technical University in 2008, Ankara, Turkey. Also, he is currently continuing his PhD studies in same department.
He has carried out researches on shape, size and topology optimization of latticed domes such as lamella, network, and
geodesic domes. He has several proceedings of international and national conferences on optimum shape and topology design
of latticed domes as well as optimization of steel structures. Besides, he has five international journal publication related with
structural optimization using recent metaheuristic search techniques. His research interests focuses on the optimum design of
steel structures, structural optimization of geometrically nonlinear structures such as steel domes, size, shape and topology
optimization of pin and rigidly connected steel structure systems, optimization algorithms, optimum design of cold-formed
steel sections. His present studies concern the use of meta-heuristic optimizations techniques in structural optimization
problems.
Mr. arba is a member of Chamber of Civil Engineers of The Union of Turkish Engineers and Architects.
Erkan Doan- Dr. Doan was born in Erzurum, Turkey. He received his BSc degree in civil engineering department from
Atatrk University, in 2002, Erzurum, Turkey. He is awarded his doctoral degree from Engineering Sciences Department of
Middle East Technical University in 2010, Ankara, Turkey.
718

His research covers the topics of optimum design of rigid and semi-rigid steel sway frames, soil-structure interaction, size,
shape, and topology optimization of pin and rigidly connected steel structural systems. He has mainly focused on the
application of metaheuristic search algorithms in structural optimization especially particle swarm optimization during his
studies. Recently, he has started working on the optimum design of grillage systems. He, also, has various publications on
international and national journals and proceedings.
Dr. Doan has attended two international courses and seminars and he is a member of Chamber of Civil Engineers of The
Union of Turkish Engineers and Architects.
Ferhat Erdal- Dr. Erdal was born in Gaziantep, Turkey. He graduated from Akdeniz University, in 2003, Antalya, Turkey.
He undertook his both MSc and PhD degrees from Engineering Sciences Department of Middle East Technical University
(METU), in Ankara, Turkey.
His early studies involve optimum design of grillage systems and effect of beam spacing on these systems. And then, he
concentrated on cellular beams. Furthermore, his researches also involve with the optimum design of real-size steel trusses
and frames. He has eight international, two national journal paper and six studies printed in national and international
proceedings. He professionally deals with stochastic search techniques and its applications on structural systems. Lately, he
has carried out an experimental research on cellular beams. He has developed an optimum design algorithm for cellular
beams.
Dr. Erdal got involved in some international courses and seminars. He was in charge of mechanics laboratory of Engineering
Sciences Department in METU.
Mehmet Polat Saka- Prof. Saka was born in Trabzon, Turkey. He graduated from stanbul Technical University in 1969. He
had his PhD degree from Civil Engineering Department of University of Aston in Birmingham, United Kingdom. He is a
professor of structural engineering in the department of civil engineering at The University of Bahrain, in Bahrain. Prior to
his current post, he worked as a professor in the Department of Engineering Sciences at the Middle East Technical
University, in Ankara, Turkey.
He has been carrying out research on structural optimization since he has attained his PhD degree. Since then he has
published 6 chapters in books printed by international publishers, 52 articles in the international journals and 63 papers in the
proceedings of international conferences on structural optimization. His work covers size, shape and topology optimization of
linear and nonlinear skeletal structures as well as evolutionary structural optimization of 3-D continuous structures. He is one
of the early researchers who applied structural optimization to geometrically nonlinear structures. Furthermore, some of his
early works covers shape and topology optimization of pin and rigidly connected steel structures. In his recent publications
he has carried out shape and topology optimization of various braced domes such as geodesic, lamella and network domes
where the geometrical nonlinear behaviors of these domes are taken into consideration. His current research covers the use of
metaheuristic optimizations techniques in structural optimization.
He has membership of so many societies related with his professions and he is in editorial boards of 6 international journals.
719
Ballistic Behavior of Perforated Armor Plates

Against 7,62 mm Armor Piercing Projectile
Namik Kilic1, Yilmaz Erbil2,Atil Erdik 3,Bulent Ekici4, D.Ali Bircan5
nkilic@otokar.com.tr, 2yerbil@otokar.com.tr, 3aerdik@otokar.com.tr/Otokar Otomotiv ve Savunma Sanayi
A.S.,4bulent.ekici@marmara.edu.tr/Ass.Prof./Marmara University,5abircan@cu.edu.tr/Ass.Prof./Cukurova University
Abstract. Perforated armor plates are in use for many years to improve ballistic protection level of armored
vehicles. Theoretically, it induces bending stress mainly to break incoming projectile core or at least to divert
it from its incident trajectory and thus substantially reduce its residual penetration capability through the basic
armor. This could have an application in design of light weight armors since a broken or diverted projectile is
considerably easier to defeat. Although, there has been experimental studies related with ballistic
performance of perforated plates, in open literature there is not any numerical simulation based study. In this
paper, the ballistic resistance of perforated plates made of high hardness armor steel was investigated against
7,62x54 armor piercing steel core using ballistic tests and simulations. A 3D numerical model of the
projectile and target was developed using LS-DYNA to investigate transient affects, such as influence of
perforated holes on projectile bending stress. Numerical results correlated with tests.
Keywords: Ballistic simulation, high hardness armor, perforated plates, Johnson-Cook material model
Introduction
In civil and military applications, ballistic penetration has become prime importance in development of armour
solutions and continues to be a challenging research field for engineers. High velocity impact and penetration
problems include large deformation, erosion and high strain rate dependent nonlinear material behaviour. Due to
complexity of the problem three approaches are become quite popular in investigation of ballistic penetration.
These are test based empirical formulations, analytical and numerical methods.
Experimental investigation of ballistic penetration in development of armour and ammunition also requires quite
complicated test and data analysis procedures, therefore new methods in experimental studies are still in
progress. With the tests conducted in laboratory environment, numerous empirical formulations are derived and
used in solution of problems [1]. Although, its difficulty in derivation, analytical models are useful from the view
of their direct applicability. Since the qualitative laws determined by the use of these models can be considered
as basis for the theoretical and experimental investigations, there are many recent studies on this field [2].
Multiple physical phenomena are involved during penetration such as fracture, failure, residual stresses and
friction heating. In reality since empirical and analytic approaches cannot capture all of these phenomena,
720
numerical simulation has become a necessary tool for the study of ballistic penetration. Numerical methods and
corresponding computing technologies have been recently evolved to the level where mentioned complex
deformation and penetration pattern during ballistic impacts can be accurately predicted.
Perforated armour plates are in use for many years in armour systems where they installed at some stand-off
distance from vehicles basic armour. The use of those plates as add-on armour has always been very attractive to
improve ballistic protection level of armoured vehicles. Perforated plates induce bending stress mainly to break
incoming projectile core or at least to divert it from its incident trajectory and thus substantially reduce its
residual penetration capability through the basic armour. If the bending stresses are sufficiently large, the
projectile will fracture. This could have an application in design of light weight armours since a broken projectile
is considerably easier to defeat. The total weight of such an armour system is considerably less than weight of
basic armour with same antiballistic capability. Usually the holes or slits are designed to interact with the
diameter of the threat and performance effectiveness of such armour under impact is dominated by plate material,
thickness and orientation of holes. Although, there has been some patents [3,4,5] and experimental studies related
with ballistic performance of perforated plates, in open literature there is not any simulation based systematic
study to develop a solution to a specific threat. Balos and his colleagues have investigated geometry and
mechanical properties of different hardness perforated steel plates for ballistic application with tests [6]. A
numerical study has been carried out by Chochron and his co-workers [7] to investigate bending affect when
threat impacts an edge. Borvik and Buchar have numerically studied ballistic penetration for high strength steels
and showed that simulations can predict behaviour. [8,9,10]
Numerical Modeling
A review of the literature on impact simulations shows that the most research in this field has focused on the
development and application of continuum hydrocodes using either Eulerian, Lagrangian or Arbitrary
Lagrangian Eulerian (ALE) formulations.
In Euler solver, the numerical mesh is fixed in space and physical material flows through the mesh [14]. This
formulation is generally used to represent large deformations and flow problems. Free surfaces of material
interfaces can move with fixed mesh, which also needs to model void mesh. In order to describe solid behaviour,
solid stress tensor and history of the material must be transported from cell to cell, therefore has less applicability
in ballistic penetration In the Lagrange solver, the numerical mesh moves and distorts with the physical material.
This formulation is widely used because of its advantages, such as low level of computational cost [16], being
able to track accurately and efficiently material interfaces and incorporate complex material models. . In the ALE
solver, solver allows for a type of automatic rezoning which can be quite useful when Lagrangian mesh structure
starts to distort [15].With the recent developments, explicit codes became a reliable tool providing accurate and
stable results for large deformation problems and successfully implemented in many commercial hydrocodes.
2.1
Geometric Model
The geometric model consist of 6 mm perforated plate in front of 9 mm basic armor and Stanag 4569 level 3
7.62x54R AP ammunition. In numerical simulations, for the sake of simplicity only hardened steel core is used.
Simulation performed on full bullet model and simplified hardened core model shows that the penetration on
target is almost identical [11,12]. A similar outcome has been developed by Borvik and his co-workers both with
experimental and numerical studies.[20] In his study, the brass jacket and the lead cap, has removed and the hard
core steel projectile was inserted in a sabot which has ignorable weight. By removing these parts the mass of the
bullet was reduced by 50%, which means that the initial kinetic energy was reduced accordingly. It was found
that when only the hard core was used as projectile the ballistic limit dropped by 35%. This observation
721
indicates that it is conservative to only model the hard core in analytical and FE simulations of 7.62 mm AP
bullet impacting steel targets.
Fig. 1. Geometric cross-section of AP ammunition.For the AP bullet, the ogival nose hardened steel core inserted in a brass
sabot, before the jacket is clamped onto it. In front of the core, a cap of lead-antimony is placed to stabilize the projectile
during flight and in the initial stage of penetration.
Fig. 2. Geometric view of simulation model. The perforated plate consists of 6 mm holes and distance between holes is 10
mm. The distance between perforated and basic plate is 30 mm.
The total mass of AP bullet is about 10.04 g. The muzzle velocity of the ammunition is 854 m/s as specified in
Stanag 4569. The simulation will use the Lagrange method for hardened steel core projectile Lagrange
discretization for steel armor target. High hardness hardened steels are commonly used in ballistics as well as
commercial purposes. In this study, such a material, Secure 500 was used both as basic armour and perforated
plate. Ballistic limit of S500 is given by supplier to be approximately 16 mm against Nato Stanag 4569 level 3
threats.
2.2
Material Strength and Failure Models
The Johnson-Cook model is used for target and projectile as it is well suited to the model metals that are subject
to high strain rate loading. The yield stress at non zero strain rate depends on the strain hardening, strain rate
hardening and temperature softening such that [13]
Y = [A + B np ][1 + C log&*p ][1 THm ]
(1)
& *
Where ~p is the equivalent plastic strain, p is the dimensionless plastic strain rate, TH is homologous
temperature { TH=(T-Troom)/(Tmelting-Troom) }. The five material constants are A, B, C, n and m. The
& *
expression in the first set of brackets gives the stress as a function of p =1 and TH =0. The expression in the
second and third sets of brackets represent the affects of strain rate and thermal softening respectively. Fracture
in the JC material model is based on a cumulative damage law:
722
D=
in which
(2)
f = [D1 + D2 exp(D3 *)]1 + D4 ln &*p [1 + D5TH ]
(3)
where ~* is the ratio of hydrostatic stress per effective stress. The constants D are experimental constants.
* =
( x + y + z ) / 3
H
=
2
2
2
eq
x + y + z x y y z z x + 3( xy2 + yz2 + zx2 )
(4)
Failure of the elements assumed to occur when D=1. The failure strain and thus the accumulation of damage is a
function of mean stress, strain rate and temperature. The failed elements are removed from the FE model. The JC
material model was used in conjuction with the Mie-Gruneisen equation of state model. The armour material
used in ballistic test is alloyed, liquid-quenched and tempered high-strength special steel for civil use. The
measured hardness values and mechanical properties suit the Armox 500 specified by Skoglund and coworkers.
The JC parameters A = 1470 MPa, B = 702 MPa, n = 0.199, C = 0.00549 and finally m = 0.811 are used in
simulations [17]. The failure parameters D1=0,068, D2=5,382, D3=-2,554 are also taken from Skoglund and
coworkers and compared with tensile test results (Figure 3).
Fig.3. Static tensile test data for armour material. Horizontal axis shows true strain and vertical axis corresponding stress
value in Mpa.
In simulations it is assumed that triaxiality has a larger influence on the strain to fracture than the strain rate in
the investigated loading range, therefore D4=0. Thermal softening affects are also ignored D5=0. For
determining J-C material strength model for bullet, Dynamic Test & Modeling Laboratory at Izmir Institute of
Technology (IYTE) performed experiments. SHPB is a mechanical test instrument used to characterize the
dynamic response of materials at high strain rates (Figure 4).
723
Fig.4. YTE Split-Hopkinson Pressure Bar Apparatus. A gas gun launches a striker bar that impacted on the end of the
incident bar. A stress wave is generated that travels down the bar and is re-corded sequentially by the first and second strain
gages mounted longitudinally on the bar.
The quasi-static stress-strain response was measured for the steel core material. Tensile specimens were
machined, instrumented with strain gauges and strained until failure. The test results are plotted in Figure 5. It
was found that the core material fails approximately 4% strain at a stress of 2.1 GPa. However, there is variation
in strain to failure and associated ultimate stress. Material strength model for bullet has compared with Buchar
and co-workers. [14] The material model is close to Buchar results.
5000
3000
-3
Deformayon hz:1x10 s
-1
y = 2300*(1+m1*ln(M0/1e-3))
Value
Error
0.0049495 0.0018687
87879
NA
0.56621
NA
2500
m1
Chisq
R
Maksimum gerilme (MPa)
4000
Gerilme (MPa)
2000
y = 1900 + 1100* M0^ 0.3
Value Error
1500
Chisq
1.4429e+7
NA
0.7996
NA
1000
3000
2000
1000
500
0
0
0.05
0.1
0.15
0.2
0
0.0001
0.001
0.01
0.1
10
100
1000
10
Deformasyon hz (1/s)
Plastik birim ekil deiimi
c
-1
Fig.5. Static and dynamic test data for bullet material. In (a) for low strain rates, (0,1 s strain rate) the plastic deformation
versus true stress values are shown. Since material hardness is quite high (880 Vickers), in order to achieve plastic strain
notched specimens were used. In (b) plastic strain versus stress values are shown for 1x10-3 s-1. The blue line is calculated,
the red line is test results. In (c) the stress values are shown for various strain rates.
The relation between pressure, volume and internal energy of a material is defined as the equation of state. In
this numerical modeling, Mie-Gruneisen and linear polynomial equations of state are used. [18]
0C 2 (1 + (1 2) ( 2) 2 )
P=
+ ( + )E0
2
1 (S1 1) S2 2 / ( + 1) S3 3 / (1 + )
E0
S1 , S 2 , S3
are the coefficients of the slope of the shock and particle velocity curve,
coefficient.
Where
(5)
is the internal energy per unit volume, C is the intercept of the shock and particle velocity curve,
is the volume correction factor and
is
the Gruneisen
= 0 1 is the compression factor. The Mie Gruneisen
EOS data for the target plate is taken from Reference 19 as 4340 material. For the AP bullet, the linear
polinomial EOS is used.
P=K
(6)
where K is the bulk modulus for steel.

Using the geometry detailed above a full model was generated for the analysis. The central region of basic armor
is modeled with particle size of 0,5 mm and surrounding regions are modeled with elements size between 0,7 and
1,2 mm and increasing gradually. The perforated target is modeled with 0,2 mm around holes and increased
gradually up to 0,5 mm. The bullet tip is modeled with 0,1 mm Lagrange solid elements. The model is consisting
724
of more than 1,3 million elements. The contact during the penetration of bullet into target is achieved using
CONTACT_NODES_TO_SURFACE.
Results and Discussions
For perforated plates, numerical simulations have been carried out and results are compared with the
experimental data. Ballistic tests were performed in the ballistics test laboratory in Otokar (Figure 6). During the
tests, with aluminum witness plate, the fragmentation and spall behaviour of target is investigated. Both
perforated and basic plates were 300x300 in dimension and placed with 30 mm gap. The 8 mm holes on 6 mm
thickness perforated were machined by laser cut. The distance between centers of holes was 10 mm.
Fig.6. Ballistic test laboratory and target set-up.During the test, projectile speed was measured with sensors placed between
gun and target and achieved with +/-5 m/s precision.
Test results are as expected quite successful. With single plate ballistic limit thickness of Secure 500 against
7,62x54 AP projectile is 16 mm. Six shots were fired and the penetration depth on basic armour measured. In all
cases, perforated plate worked well and mass areal density has decreased by 31 kg/m2. The most regular
deformation pattern on perforated plates is shown in Figure 7, only in one case, the projectile has centered the
hole but even for this case, perforation induced a bending therefore the basic plate not passed.
Fig.7. Damaged area on perforated plate and basic armor
In numerical simulations, (Figure 8-a) due to stochastic nature of the ballistic, 4 different hitting positions were
investigated. Examination of computational results showed that the bending affect of perforated plate on
projectile is successfully modeled.
725
Fig.8. Damaged area on perforated plate and basic armor. (a) In case 1, the bullet hit the geometric middle of perforated
holes, in case 2 the tip of the projectile hits the side of hole, in case 3 projectile centered the hole and in case 4 hits the middle
of two hole centers. (b-c) results for case 2. (c) results for case 3. (d) results for case 1
As shown in figure 8-b&c, after hitting on perforated plate, due to edge affect, the plate induces a bending force
on the projectile to change the incident angle. Meanwhile the tip of the projectile eroded which decreases the
penetration capability. The penetration depth in simulations is over estimated (4 mm penetration in simulation
versus 2,1 mm in tests). On the other hand the damage patterns both in basic armour and perforated plate is quite
reasonable. Although in tests, some of the projectiles were broken into two or more pieces; in numerical
simulation only tip erosion was achieved, which may due to weakness of failure model used. Although in tests
when the projectile and hole is overlapped (case 3), 9 mm basic plate has stopped the threat, in numerical
simulations failed. (Figure 8-d)
In summary, it is found that the LS-DYNA code and developed model is able to predict the behaviour of
perforated plates and good agreement was obtained between numerical simulations and experimental results. For
the future work, the perforation size and distance between holes will be calculated for various thicknesses to
optimize areal density.
References
1.
2.
3.
4.
5.
6.
7.
8.
Bangash M.Y.H.(2009). Shock, Impact and Explosion Structural Analysis and Design Springer.
Ben-Dor G., Dubinsky A., Elperin T.(2005) Ballistic Impact: Recent Advances in Analytical Modelling of Plate
Penetration Dynamics. ASME Applied Mechanics Reviews Nov 2005 Vol.58 pp 355-371.
Patent No: WO 21010/036411 A2 Perforated Armor With Geometry Modified for Lighter Weight 29 May 2008
Patent No: US 2006/0213360 A1 Perforated Armor Plates, 28 Sep 2006
Patent No: 5,014,593 Perforated Plate Armor 14 May 1991
Balos S., Grabulov V., Sidjanin L. Pantic M., Radisavljevic I.(2009). Geometry, Mechanical Properties and
Mounting of Perforated Plates for Ballistic Application. Materials and Design. Dec 2009 Vol 31 pp.:2916-2924.
Chocron S., Anderson C.E., Grosch D.J., Popelar C.H.(2000). Impact of the 7,62 mm APM2 Projectile Against the
Edge of a Metallic Target. Inernational Journal of Impact Engineering Oct 2000Vol 25, pp.:423-437.
Buchar J., Voldrich J., Rolc S., Lisy J.(2002). Ballistic Performance of Dual Hardness Armor. In 20th International
Symposium on Ballistics. Orlando, 23-27 Sep 2002
726

9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
Borvik T., Hopperstad O.S., Berstad T., Langseth M.(2002). Perforation of 12 mm Thick Steel Plates by 20 mm
Diameter Projectiles with Flat, Hemispherical and Conical Noses Part II: Numerical Simulation. International
Journal of Impact Engineering 2002Vol 7, pp37-64.
Borvik T., Dey S.,Hopperstad O.S., Langseth M. (2006). On the Influence of Fracture Criterion in Projectile Impact
of Steel Plates. Computational Material Science 2006 Vol 38, pp176-191
Deniz T., Kilic N., Yldrm R.O.(2009). Ballistic performance of monolithic RHA armor plates against 7,62 mm
AP. In USMOS 2009 Conference. Ankara Turkiye
Kilic N., Erdik A, Ekici B.(2010). Simulation of Impact and Fragmentation with Meshless Methods In ESDA 2010
Conference. 12-14 July 2010, Istanbul, Turkey
Johnson G.R., Cook W.H., (1983). A Constitutive Model and Data for Metals Subjected to Large Strains, High
Strain Rates and High Temperatures. In Proceedings of the 7th International Symposium on Ballistics. Hague
Holland, April 1983
Buyuk M., Kan S.C.D.,Bedevi N.E., Durmus A.,Ulku S.(2002). Comparison Between the FEM and Meshless
Methods for a Ballistic Impact Simulation, In Proceedings of 8 th International LS-DYNA Users Conference.
Donea J., Huerta A., Phontot J., Ferran A.R(2004). Arbitrary Lagrangian Eulerian Methods. Encyclopedia of
Computational Mechanics Vol1, 2004, John Wiley&Sons
Zukas J. A., Nicholas T., Swift H. F., Greszczuk L. B., Curan D. R.; Impact Dynamics, J. Wiley, New York, 1982
Skoglund P., Nilsson M., Tjernberg A.(2006). Fracture Modeling of High Performance Armour Steel. J.of Physic
IV France Vol 134, 2006, pp197-202
Livermore Software Technology Corporation (LSTC), LS-Dyna Keyword Users Manual, May 2007, Version 971
Li J., Li X.J., Zhao Z., Ou Y.X., Jiang D.A.(2007). Simulation on Projectile with High Rotating Speed Penetration
into the Moving Vehicular Door. Theoretical and Applied Fracture Mechanics 2007Vol 47, pp113-119
T. Brvik , S. Deya, A.H. Clausen (2009) Perforation resistance of five different high-strength steel plates
subjected to small-arms projectiles. International Journal of Impact Engineering Vol 36. pp: 948964
Biographies
Namik Kilic He was born on May 5, 1970 in Agri, Turkey. He obtained a Bachelor of Science degree in Mechanical
Engineering from Bogazici University, in 1993. In 1997, he obtained Master of Science degree in Mechanical Engineering
from Marmara University. Form 1994 to July 1997, he worked as a research engineer in Marmara University Engineering
Faculty. He is a PhD candidate from Marmara University.
Namiks professional interests include computer aided simulation, vehicle engineering, blast and ballistics. Now, he holds
CAE manager position in Otokar.
Namik Kilic is a member of ASME and Automotive Technologies Platform OTEP.
Yilmaz Erbil He was born in skenderun in 1978. He earned his Bachelor Science and Master of Science degree from the
Mechanical Engineering Department of ukurova University (Adana, Trkiye), in 2000 and 2003 respectively. He has
started his PhD study at the Mechanical Engineering Department of ukurova University (Adana, Trkiye), in 2010.
He is currently working as a Senior R&D Engineer in Research and Development Department in Otokar.
Atil Erdik He was born in Sakarya in 1979. He graduated from Uluda University- Bursa as Mechanical engineer. He
completed his mater in science study in mechanical engineering from Istanbul technical University in 2006. He has been
working as section manager in CAE department Otokar since 2005.
Atl has many articles represented in international conferences especially on blast and ballistic simulation.
His current research interests are anthromorphic test dummies, energy absorbing materials, high strain rate dynamic testing
methods, dynamic behavior of metals at high strain rates, shock waves and blast. Mr. Erdik is a member of Chamber of
Mechanical Engineers, Turkey.
Bulent Ekici He was born in 1965. He graduated from Bogazici University in 1988. He has obtained his master in since
degree in 1991 and PhD degree in 1998 from Bogazici University. He has been working as assistant professor in Marmara
University since 1993.
Durmu Ali Bircan He was born in Pozant in 1975. He earned his Bachelor Science, Master of Science and Ph.D. degree
from the Mechanical Engineering Department of ukurova University (Adana, Trkiye), in 1998, 2001 and 2008
respectively. He is currently working as a Lecturer at the Mechanical Engineering Department of ukurova University
(Adana, Trkiye).
727
Noise Level Optimisation of a Midibus Air Intake

Pipe by Using Numerical & Analytical Methods
Bar Koca1, Sleyman Sayar2, M. Akif Gksu3
1,2
Anadolu Isuzu Automotive Industry & Trading Co., Kocaeli, Turkey / R&D Department
3
1
DTA Engineering Co., Bursa, Turkey
baris.koca@isuzu.com.tr, 2suleyman.sayar@isuzu.com.tr, 3akif.goksu@dta.com.tr
Abstract. The focus of this study is to decrease the level of the noise radiated from an air intake pipe. The
first step is to measure the noise level radiated from a basic intake pipe by using three microphones. The
dominant fequency of the noise is found out by examining this noise data in the frequecy domain. Three
different intake pipes are designed and analyzed for understanding the effect of the design details such as
expansion chamber on the noise transmission loss characteristic of the intake pipe. As a final step, the
dimensions of a resonator is calculated using analytical methods, and its effect on the noise transmission loss
is calculated using numerical methods.
Keywords: air intake, noise, Helmholtz resonator, expansion chamber, transmission loss
1 Introduction
Air intake pipes are used to transport clean air to the IC engines. They are directly connected to intake manifold
by air filter. Since theyre connected to engine , they transmit the intake noise to the outside. For this reason
beside their capability of serving the air to the engines they should have muffling capability to reduce the noise
level. The intake air pipe conducts the noise sound at multiple frequencies which change in response to , for
example a rotational speed of the engine. In order to reduce the level of the noisy sound, resonators should be
designed for intake pipes. Resonators reduce the level of the sound at a specific frequency band. An air intake
pipe with a Helmholtz resonator is shown in Figure 1.
Helmholtz resonator
Expansion chamber
Snorkel
Fig. 1.An air intake pipe with Helmholtz resonator
Intake systems fulfill a number of roles in an overall vehicle design which are: [1]
- channel air to the engine;
728
- filter particulates;
- enhance engine performance through wave action tuning;
- reduce noise
2 Literature Review
An acoustic filter consists of an acoustic element or a set of elements inserted between a source of acoustic
signals and the receiver, like atmosphere. Clearly, an acoustic filter is analogous to an electrical filter as well as
vibration isolator. An acoustic filter or muffler is therefore also called an acoustic transmission line. The
performance of an acoustic filter or muffler is measured in terms of one of the following parameters.
a) Insertian Loss, IL
b) Transmission Loss, TL
c) Level difference , LD, or noise reduction , NR
Insertian loss is defined as the difference between the acoustic power radiated without any filter and with that
filter. Symbolically,
IL = LW1 LW2 (dB)
IL = 10 log (W1/W2) (dB)
(1)
where LW denotes acoustic power level and subscripts 1 and 2 denote systems without filter and with filter,
respectively. [2]
Transmission loss is independent of the source and presumes (or requires) an anechoic termination at the
downstream end. It is defined as the difference between the power incident on the muffler proper and that
transmitted downstream into an anechoic termination. Symbolically,
TL = LWI-LWO (dB)(2)
where subscripts I and O denote inlet and outlet, respectively. [2]
Level difference or noise reduction is the difference in sound pressure levels at two arbitrary selected points in
the intake pipe. Symbolically,
LD = 20 log(pn / p1)(dB)(3)
Unlike the transmission loss, the definition of level difference makes use of standing wave pressures and does
not require an anechoic termination.
A silencer is an important noise control element for reduction of engine exhaust noise, intake noise, and other
noise sources involving flow of a gas. In general, a silencer may be defined as an element in the flow duct that
acts to reduce the sound transmitted along the duct while allowing free flow of the gas through the flow passage.
A silencer may be passive, in which the sound is attenuated by reflection and absorption of the acoustic energy
within the element.An active silencer is one in which the noise is cancelled by electronic feedforward and
feedback techniques. [3]
Passive silencers may be of the reactive or dissipative type. Reactive type passive silencers main working
mechanism for attenuation of sound is reflecting of the acoustic energy back to the source.
729
Fig. 2.Working mechanism of the reactive passive resonators. [4]
Reactive types of silencers or resonators are Helmholtz resonator, side-branch resonator, expansion chambers
mufflers, concentric hole cavity resonator, extended tube resonators. [3]
In this study the Helmholtz resonator and the expansion chamber muffler are used to decrease the level of sound
radiates from snorkel of air intake pipe. Since the only explained analytical calculation is for Helmholtz
resonator in this study, the theorical details of other mufflers and the resonators are skipped.
Helmholtz resonator is one of the reactive passive resonator which is usually used in the vehicles intake
system. The resonant frequency calculation is shown in the Figure 3.
Fig. 3.Resonant frequency calculation of the Helmholtz resonator [4]
In Fig.3, c denotes sound velocity at air (344 m/s @ 21 oC), A denotes cross section of the neck, V denotes the
volume of the cavity and the L indicates corrected neck length. When using corrected length instead of normal
length of the neck, the analytical and FE-based characteristic frequencies are well matching.
L = L + (A)1/2 (m)
(4)
3 Methods
The first step of this study is to collect noise data at different driving conditions. The second step is to make
analytical calculation for a Helmholtz resonator which works in a specific frequency band. The final step is to
make numerical calculations for different air intake designs includes expansion chamber and Helmholtz
resonator.
3.1 Noise Level Measurements

For defining noise characteristic of the engine air intake noise data is collected from different driving
conditions.The vehicle is equipped with a simple air intake pipe for the measurement. The driving conditions are
listed below :
730
- The bus is stationary at idling speed.

- The bus is moving at different speed.
Three microphones are located respectively infront of the snorkel , the left and the right passenger seats which
are behind of the driver seat. In addition to the microphones the accelerometers are also used to identify whether
there is structure born noise at near to the snorkel.
Fig. 4. Positions of the three microphones..
Since the aim of this study is to decrease the noise level at idling speed , only the measurements at idling speed is
examined. The noise characteristics from three microphones are well matching at idling speed. The noise level
graph is shown in the Figure 5. In this study the dominant frequencies are defined as 185 Hz and 270 Hz as
shown in the graph. For defining the dominant frequency, noise filtering operation is also used. For the analytical
and the numerical calculations 270 Hz is selected as the focus frequency.
1 .0 0
5 0 .0 0
4 5 .0 0
4 0 .0 0
3 5 .0 0
3 0 .0 0
2 5 .0 0
Amplitude
Pa
dB(A)
2 0 .0 0
1 5 .0 0
1 0 .0 0
F
5 .0 0
S p e c tr u m
P o in t 1 : S
( A )
0 .0 0
- 5 .0 0
- 1 0 .0 0
- 1 5 .0 0
1 8 5 .8 2
- 2 0 .0 0
0 .0 0
5 0 .0 0
1 0 0 .0 0
1 5 0 .0 0
2 0 0 .0 0
2 7 2 .1 5
2 5 0 .0 0
3 0 0 .0 0
0 .0 0
3 5 0 .0 0
4 0 0 .0 0
5 0 0 .0 0
H z
Fig. 5. Noise graph at idling speed
3.2 Analytical Calculation

For designing a Helmholtz resonator which has 270 Hz resonant frequency the analytical calculation is used
(Fig.3 and Eq.4). The radius of the resonars neck and the length of this neck is selected as in the below.
r = 15 mm
L= 40 mm
Using Eq. 4 corrected length is calculated .
L= 66,5 mm
The volume of the resonator for 270 Hz calculated as :
731
270 =
344 0,000706
V= 4,36x 10-4 m3
2 V 0,0665
Fig. 6. Designed Helmholtz resonator
3.3 Numerical Calculations

For calculating the muffling capability of the three different air intake FE models are prepared and solved by
using LMS Virtual Lab. Acoustic software.
First model has a simple intake pipe geometry without expansion chamber and resonator. Transmission loss
frequency graphic acquired from FEA is shown in the Figure 7.
Fig. 7. Transmission loss graph of the first simple desgin
Second model has an expansion chamber. The expansion rate of this intake pipe is 2. Transmission loss
frequency graphic acquired from FEA is shown in the Figure 8.
Fig. 8. Transmission loss graph of the second design with expansion chamber
732
Third model has an expansion chamber and Helmholtz resonator which has 270 Hz resonant frequency
calculated by analytical methods. Transmission loss frequency graphic acquired from FEA is shown in the
Figure 9.
Fig. 9. Transmission loss graph of the third design with expansion chamber and resonator

This study includes the investigation of the acoustic attenuation performance of an expansion chamber and a
Helmholtz resonator. Analytical calculation and numerical analysis have been made in order to determine the
transmission loss of the system as the acoustic system performance parameter. First three dimensional FEM
analysis of a simple intake pipe which has a geometry coming from basicly the constraints of the construction
has been made. Secondly a new intake pipe has an expansion chamber designed in order to increase the
transmission loss (TL) in a wide frequency band. The graphic acquired from FEM shows clearly improved
attenuation capability of the second intake design.
As a final design third model has expansion chamber and also a Helmholtz resonator in order to increase TL in a
specific narrow frequency band. The Helmholtz resonator is designed with the dimensions calculated using
analytical calculation. Its clearly showed that there is a good matching between analytical and FEM calculation
when using corrected neck length for Helmholtz resonator. Using this Helmholtz resonator working in 220- 310
frequency band, approximately 2 dBA noise level difference is obtained.
References
1.
2.
3.
4.
5.
Crolla, D.A. (2009). Automotive Engineering, Oxford : Elsevier Inc.

Munjal M. L. Acoustics of Ducts and Mufflers with Application to Exhaust and Ventilation System Design , John
Wiley & Sons Publication
Barron, F.R. (2001). Industrial noise control and acoustics, New York : Marcel Dekker Inc.
Intake and exhaust modeling, LMS Company Sofware Notes
Ryu Y. Characteristics of NVH in Automobile , Brel & Kjr University
733

6.
7.
8.
9.
10.
Basic Frequency Analysis of Sound , Brel & Kjr Company Lecture Notes
Kopmaz O. Acoustic Seminar Notes
Intake-Exhaust Modeling , LMS Company Sofware Notes
Quantification of intake system noise at Nissan Motor Co., LMS Company Sofware Notes
Nakayama T. , Fukumori S. , Hayashi K. ,Katoh N. , Otsubo M. Intake Muffler : United States Patent Application
Publication , Pub. No : US 2007/0163533 A1
11. Goksu, A. Midibus Emis Borusu Test ve Saysal Analiz Raporu, DTA Engineering Company
12. Akba A. Susturucularn Akustik Performansnn ncelenemsi , Msc. Thesis , Istanbul Technical University
Biographies
Bar Koca was born in Kartal, Istanbul, 1981, graduated from Kocaeli University, Mechanical Engineering Department in
2004. He received MSc. degree from Marmara University on fatigue life calculation of a drag link in frequency domain.
He presented a presentation about fatigue life prediction in frequency domain at ASME 2010 10th Biennial Conference on
Engineering Systems Design and Analysis Conference. He is interested in NVH problems, propeller shafts, fuel systems,
fatigue life calculation and ICE.
Mr. Koca has membership of MMO and TEMA.
Sleyman Sayar was born in Mihalgazi, Eskisehir, 1977, graduated from Department of Automotive (BSc.), Faculty of
Technical Education, Gazi University in 2001.
He has a patent about a muffler at air intake systems. His current working topics are noise reduction on intake and exhaust
sysetms, engine cooling systems, emission systems and ICE.
M. Akif Gksu was born in Tuzluca, 1968, graduated from Uludag University Mechanical Engineering Department,
received MSc degree from U.University on internal acoustic analysis of a passenger car with numerical methods, completed
PhD Thesis from Uludag University , Bursa, Turkey on Sound Intensity Method for Sound source Localisation in
Automotive.
He works on CAE and TEST Methods for Noise, Vibration, Durability , FE Model Updating.
734
Dynamic Analysis of a Singular Steel Pile due to

Wave Loads
Engin GCYEN1, R. Turul ERDEM2, Soner EKER3, mit GKKU4
1,2,3,4
1
Department of Civil Engineering, Celal Bayar University
engin.gucuyen@bayar.edu.tr, tugrul.erdem@bayar.edu.tr, 3 soner.seker@bayar.edu.tr, 4umit.gokkus@bayar.edu.tr
Abstract. Wave forces induce dynamic effects on the quay piles. The paper presents computer aided
numerical analyses which are utilized to investigate the dynamic behavior of pile under wave loads. For this
purpose, constant cylindrical cross-sectioned steel quay pile is buried into the sea bed and modeled with the
scour around it. The analysis accounts for a soil-pile interaction in a simplified way. As the lateral ground
pressure change by delving deep into the ground, soil spring stiffnesses also change. These stiffnesses are
calculated separately for different depths and taken into account in both analyses. Lateral displacement of the
employed pile varying with the time is obtained from both analyses and compatibility of them is observed.
Finally, the frequency of the external load and natural frequency of pile are compared to examine whether the
resonance came true or not.
Keywords: quay piles, dynamic behavior, wave loads, soil-pile interaction
1 Introduction
The quays are composed of reinforced concrete or steel piles (vertical structural members) and decks
(horizontal structural members). The number, size and capacity of quay piles shall bear safely the axial loads
from the deck, the lateral ship impact loads and the environmental loads.
Although the traffic and ship impact loads take significant part in designing, the environmental loads are
also effective in sizing. In present study only the wave loads amaong wind, earthquake and wave ones are
considered in dynamic design of pile.
Wave forces on the marine structures are the major contribution to the total forces experienced by such
structures, particularly in rough weather. The calculation of the wave loads on vertical cylinders is always of
major concern to ocean engineers, especially recently when such studies are motivated by the need to build solid
marine structures in connection with oil and natural gas productions [1]. Marine structures are often located on
erodible bottoms, the scouring action of waves and currents may lead to their damage or failure. In order to avoid
these risks, the knowledge of the processes involved in the phenomenon of scour is an essential factor, both for
designing coastal structures and for considering preventive measures [2].
Critical conditions in solutions are taken into consideration under the effect of environmental and functional
forces in designing. However, dynamic analysis has been done according to hydrodynamic forces in this paper.
735
Pile is modeled as a single-degree of freedom system with nonlinear external force due to the velocity-squared
drag force. Two different numeric analysis methods are considered; numerically integrated equation of motion of
single degree of freedom system by runge-kutta method and computer aided Time History Analysis based on
Newmark method in dynamic analysis. Pile is modeled with elastic springs and buried into the soil. In this
paper, behavior consistencies of solutions according to single degree of freedom systems and time history
analyses are compared and suggestions proposed.
2. Methodology
In this paper, the steel cylindrical pile is modeled under 300 kN axial load (N) where the water depth (d) is
26.00m. Its diameter (D) is 1.00m. Modulus of elasticity (E) is 2.1x108kN/m2. Length (L) is 39.00m. The buried
length (Lb) is 7.50m. Wall thickness (e) is 0.01m and damping coefficient (a) is 0.05. The scour around pile has
1.5m diameters. The bottom end of the pile is fixed to a ground and the top end of it is simply supported by an
apron. Frictional effects due to bending of piles (external moments on each pile from soil) are ignored. The paper
presents numeric models which are utilized to investigate the dynamic behaviour of piles subjected to forced
harmonic lateral vibration. The lateral vibration caused by wave loads. Wave loads are calculated by well-known
Morison Equation. The analysis accounts for a soil-pile interaction in a simplified way and predicts the response
of such foundations.
2.1. Hydrodynamic Forces

Many researchers have been investigated the effects of waves on piles [3-4]. The offshore pile capacity, the
stress and the strain of a pile due to wave loads were addressed by [2,5]. It is worth noting that when analyzing
the response of the piles to water waves, as neglected in this study the above researches tend to neglect the
response of the seabed and its influence on the piles [6].
Hydrodynamic wave forces acting on the marine structures are calculated with water particle velocities (u)
and accelerations (du/dt) accordance with the wave theory determined by water depth where the structure
deploys (d), wave height (H) and period (T). Water depth, wave period and height are three essential wave
parameters which must be considered in the design of any marine facilities. When the value of the relative water
depth (water depth/wave length, d/Lw) is between 0.05 and 0.5, it is classified as intermediate depth waves and
for this range the wave equations do not simplify [7]. In this paper, employed parameters are taken into account
respectively; d=26m, T=6,5sec H=3,50m and also wave length is Lw=65,52m. For above parameters, Linear
Theory is determined to calculate particular velocities and accelerations.
In this study, dynamic analysis of the pile is completed by the total horizontal wave force including drag
(FD) and inertia (FM) ones. The Morison equation is employed to obtain those of forces. The basic assumption
of the Morison equation relies on the submerged members on which the wave loads are calculated do not affect
the waves. As long as the cylinder diameter is relatively small compared to the wave length this assumption is
valid. The inertia force is based on the acceleration of the water particles and the drag force is based on the
velocity of the water particle. Both force components are multiplied with the force coefficients CD and CM
experimentally determined. The coefficients CD and CM are determined by the specific load case under
consideration (extreme or fatigue), the shape of the structure, the presence of marine growth and other factors.
Typical values for fatigue calculations on monopole structures are CM=2.0 and CD = 0.7, but the designer has to
make sure the values are correct for each specific load case [8]. The total force is determined by integrating the
forces along the length of pile in contact with water which is given below,
FH = FD + FM =
2 C
Du (z,t ) u (z,t ) dz +
D 2
u& (z,t ) dz
4
736
(1)
In the equation above; , represents water density, D pile diameter, water surface elevation, d also water
depth. The wave load as shown in (Fig. 1) is calculated by Eq.(1). Mentioned load is assigned to both analyses as
time varying external load at the point (z) 21.00m height from seabed. This is the junction point of external
force.
Fig. 1. Time varying sinusoidal wave load
2.2. Determining elastic spring stiffnesses by soil-pile interaction

It is assumed that the pile below the ground is straight, vertical and initially stress-free along its shaft
length. However the practising engineers associated with piling operations over the years have realized that not
all piles are driven/installed straight. Any pile buried into any soil type will experience some lateral deflections
during driving. These initial lateral deflections depend on the soil type, the stiffnesses of the pile and on the
method of driving [9].
The pile is designed according to the above acceptance and soil structure interaction is represented by
elastic springs from seabed to critical depth (zr) of the soil. After this depth, the ground acts as cantilever. The
lateral force-deflection (P-y) curves are utilized in this representation [10-11]. Determining the P-y curves the
internal friction angle () and weight per unit volume () of the soil must be known. These parameters can be
assigned on-site or laboratory tests of samples. P-y curves are calculated for cohesionless and cohesive soils in
different ways. Lateral surface pressure, perpendicular to the axis of the cylindrical pile, must be assigned as a
load in calculation of the P-y curves in cohesionless soils. In this study, internal friction angle () of cohesionless
soil is taken into account as 18, and mass per unit volume as 8.7kN/m3 and its elastic spring stiffnesses are
calculated from P-y curves according to formulas given by [10].
Table 1. Elastic spring stiffnesses

Step
z
(m)
10
0.00
1.25
2.00
2.50
3.00
3.75
4.75
5.00
6.25
7.50
4322.86
3602.38
3170.10
2881.91
2593.72
2161.43
1585.05
1440.96
720.48
0.00
Spring
force
(kN)
The values of the spring stiffnesses must be represented as a function. The function is given below. The function
k(z) is inserted to Eq. (4).
(2)
k ( z ) = 4322.86 - 576.38 z
737
2.3. Dynamic behavior of singular pile

The aim of this study is to analyze the structure that is subjected to time varying wave load as all
environmental loads which are time dependent. Numeric methods are utilized for investigation of the dynamic
behavior of the structure under dynamic wave load. Single Degree-of-Freedom (SDOF) model is adopted. The
equation of motion of the system is solved by 4th order RungeKutta method and computer aided [12] Time
History Model is taken into consideration as another numeric method. Time varying wave load that is shown in
(Fig. 1) is assigned to structure to obtain the lateral displacements of it. The compliance of the lateral
displacements obtained from mentioned methods is checked by Chi-Square Test. Afterwards natural frequency
of the structure (n) and frequency of forcing function are obtained to investigate the resonance state [13].
The Single Degree-of-Freedom (SDOF) model is utilized. Three basic types of vibrations can be
considered, namely horizontal, vertical and rotational. As expected, the SDOF oscillator is used extensively for
modelling structural systems, but it should be remembered that it is an approximate model for anything else but
the simple frame previously mentioned. The equation of motion of a mass-viscous damper-spring SDOF
subjected to external load is,
mY&&(t ) + cY&(t ) + kY( t ) = F( t )
(3)
implying that the inertia, damping and restoring forces balance the applied force. Specifically, m is the
mass, k is the stiffness, and c is the damping coefficient. Furthermore, Y(t) is the displacement,
&
Y
(t )
the velocity,
&&
Y
(t)
the acceleration and F(t) the externally applied force. Finally, dots denote time derivatives d/dt. Obviously,
Eq. (3) is a second order differential equation that needs to be solved for the displacement Y(t). Modified
equation of motion for the values of mass, stiffness and damping coefficient, is given below.
Lb
L
L 2
L 2
L 2
2
2
m ( z) dz Y&&(t ) + aEI (z) dz Y&(t ) + EI (z) dz + k( z)(z) dz N (z) dz Y(t ) = Fi( t )i( z)
0
o
o
(4)
The shape function (z) can be assumed or can be obtained by assigning the maximum value of the
external force (27.19kN) as seen in (Fig. 1) on the structure as a static load [12] at the junction point. After this
assignment, ten or more points determined from the base to top on the structure and the displacement values of
these points are calculated. These values are normalized by Least Squares Method to find the shape function as
follows.
(z) = 0.739sin ( 0.069z + 0.54) + 0.484sin ( 0.134z + 4.053)
(5)
In the present study, the bottom and top end of the pile are considered respectively; clamped and simply
supported. Shape function satisfies geometric boundary conditions. Geometric conditions for adopted system are
given below.
(0) = (0) = ( L) = ( L) = 0
(6)
Dynamic initial conditions (displacement and velocity) are determined as below.

t = 0 Y(0) = 0
& =0
Y
(0)
(7)
The equation of motion is given below for mentioned model.
738
3.95 Y&&(t ) + 69.874Y&(t ) + 1422.7Y( t ) = - 25.63sin(0.97t)+5.33cos(0.97t) cos(0.97t)
(8)
This second order differential equation is solved by [13] via RungeKutta method. The displacement
function is obtained as follows.
Y(t ) = 0.004 cos (0.967 t )- 0.183sin (0.967 t )
(9)
In this paper it is aimed to obtain displacement function of the structure which varies with time (t) and
location (z). For this purpose generalized displacement function is obtained [14], as written below, by
multiplying shape function with displacement function.
v(z,t) = 0.739sin(0.069z + 0.54)+ 0.484sin(0.134z + 4.053)(0.004cos(0.967t)- 0.183sin(0.967t)) (10)
The values of the time varying displacements at a certain point can be obtained by the equation given
above. These values are compared with the obtained values from other numeric analysis in section 3.
The natural frequency of the structure is calculated as 18.72 sec-1 by the equation given below.
n =
k
m
(11)
The value of the natural frequency is recognized with the value of the vibtarion frequency of the force
acting on the structure in section 3.
Computer aided Time History Model (THM) is taken into consideration as another numeric method. Two
basic types of numerical solution method are used in mentioned method: convolution integral and time step.
Computer aided model is adopted time step method. Most numerical solution methods are step by step methods
because the equation is solved at a succession of values of t, t+t, t+2t, etc. The accuracy of the solution
depends on the length of the step interval (t). It must be short enough for the load time history, the response
time history and in many cases the shortest natural periods to be well defined [15]. Computer aided method is
based on the implicit time step method. Various implicit methods are available. The widely used Newmark
method is utilized in method given below. Starting from a Taylor series [15]:
c
m
+ k
Yt+1 = 2 +
t 2t
1
m m
c

k Ytt
Ft+1 + (1 2)Ft + Ft1... 2 k 2 Yt ... 2 +

2 t t 2t
(12)
The method is therefore very good for linear both single and multidegree of freedom structural dynamics
where the time step can be selected in order to model the structural response and not the shortest natural period
in the structure. The analysis is completed for 20sec with the length of the step interval (t) 0.01sec. The time
history function (shown in Fig. 1) is utilized for numerical analysis.
3.Numerical Results
The maximum values of the displacement are obtained from 25m height from fixed support. Therefore,
these values are compared as given in (Fig. 2). Whereas the compatibility of the displacements can be seen in
(Fig. 2), their compatibility is controlled by Chi-Square Test. Thus, the compliance has been proven.
739
Fig. 2. Comparison of displacements at the z=25m
Group classification of Chi-Square Test is shown in Table 2. According to this table; group number (g=8),
degrees of freedom (df=8-1=7), predetermined alpha level of significance (0.995), are taken in displacement
dispersal and test is completed (2find=0.6288<20.995,7 =0.989). This result reveals compatibility of analyses.
Table 2. Group classification of Chi-Square Test
Groups
<0.018
>-0.018 , <0.012
>-0.012 , <0.006
>-0.006 ,
<0
>0 ,
<0.006
>0.006 ,
<0.012
>0.012 ,
<0.018
>=0.018
N~
20
519
234
229
222
238
536
R.K.
145
410
225
217
222
224
398
160
The approximate solutions obtained from SDOF can differ from other stiffnesses solutions [14]. In this
study, it is observed that differences are not exceeding 3%. The values would be different if another shape
function is chosen instead of an approximate one.
Table 3. Varying displacements along the pile
Distance
from support
17
21
25
28
30
33
35
39
0.005
0.014
0.017
0.018
0.017
0.015
0.010
0.008
0.0
0.002 0.005
0.014
0.017
0.019
0.017
0.016
0.012
0.008
0.0
(m)
N~
Displacements 0.0
(m)
0.001
R.K.
Displacements 0.0
(m)
The maximum displacements of the points determined on the structure are seen in Table 3. The natural
frequency of the pile is calculated 18.72 sec-1 by Eq. (11). The vibration frequency of the force given in (Fig. 1)
is obtained 0.15sec-1 by FFT tool of [16].
4. Conclusions and Suggestions

Two methods are utilized as dynamic analyses; numerically integrated equation of motion of single degree
of freedom system with calculated constants (m, c, k) and computer aided Time History Model. In the first
method, the constants are obtained under assumptions of shape and spring stiffness equations. Although those of
assumptions are considered to be the lack of the method, the obtained results from this method do not differ
considerably with the results from computer aided method. On the other hand the Eq. (10) is the advantage of the
method due to easy availability of time and location varying displacements.
740
Natural frequency value which is obtained from approximate shape function converges to its real value
from top. Natural frequency approaches to its real value as the mode structure approximately approaches to its
real value.Mode structure of the system during the vibration is indicated with shape function. Since real shape
function cant be calculated precisely, approximate function is taken in solutions.
As a conclusion, it is detected that the results obtained from approximate method (SDOF) do not differ
from other method due to correct assumptions of shape and spring stiffness (s. In spite of the compatibility of
results obtained from both analyses, computer aided Time History Model should be preferred due to not
including any assumptions.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
Eicher J.A.; Guan H.; Jeng D.S. 2003. Stress and deformation of offshore piles under structural and wave loading.
Ocean Eng 30(3):369385.
Carreiras J.; Antunes do Carmo J.; Seabra-Santos, F. (2003). Settlement of vertical piles exposed to waves Coastal
Engineering 47:355365
Morison, J.R.; OBrien, M.P.; Johnson, J.W.; Schaaf, S.A. (1950). The forces exerted by surface waves on piles.
Journal of Petroleum Technology, Petroleum Transactions, AIME 189:149 154.
Chakarabarti, S.K.; Tam A. (1975). Interaction of waves with large vertical cylinder. J Ship Res 3:19-22.
Tang, W.H. (1989). Uncertainties in offshore axial pile capacity. In: Kulhawy FH, editor. Foundation engineering:
current principles and practices. New York: ASCE Press. 833847.
Lu J-F.; Jeng D. S. (2010). Dynamic response of an offshore pile to pseudo-Stoneley waves along the interface
between a poroelastic seabed and seawater. Soil Dynamics and Earthquake Engineering 30:184201.
Ergin A. 2009. Coastal engineering. Ankara: Metu Press.
ISO 19901-1. 2005. Specific requirements for offshore structuresPart 1: Metocean design and operating
considerations. International Organization for Standardization, Geneva, Switzerland: Petroleum and natural gas
industries
Khan, A. K.; Pise, P. J. (1997). Dynamic behavior of curved piles. Computers and Structures 65(6):795-807.
Prakash, S.; Sharma H. D. 1990. Pile foundations in engineering practice. London: John Wiley.
Tahghighi, H.; Konagai, K. (2007). Numerical analysis of nonlinear soilpile group interaction under lateral
loads. Soil Dynamics and Earthquake Engineering 27:463474.
SAP2000 V14 (Structural Analysis Program). Integrated finite element analysis and design of structures basic
analysis reference manual. Berkeley (CA, USA): Computers and Structures Inc.
Maple 11. 2007. Maplesoft, Waterloo, Canada
Clough, R.W.; Penzien, J. 1993. Dynamics of structures (2nd edition). Singapore: Mc GrawHill, Inc.
Barltrop, N. D. P.; Adams, A. J. 1991. Dynamics of fixed marine structures, 3rd edition, UK, Epsom: Atkins Oil &
Gas Engineering Limited.
Matlab V 6.5. 2002. The MathWorks, Inc.
Biographies
mit GKKU mit Gkku was born in Sivas. He was graduated from Akdeniz University in 1983. He completed his
graduated thesis in 1987 and his doctorate thesis in 1992. He is studying fluid mechanics, wave mechanics, offshore
structures and coastal and port engineering. He has been a professor in Celal Bayar University since 2002.
Engin Gcyen Engin Gcyen was born in Manisa in 1983. He was graduated from Celal Bayar University in 2005. He is
still a doctoral student in Celal Bayar University. He has been a research assistant in Celal Bayar University for 5 years. He is
studying offshore structures, coastal and port engineering.
R. Turul Erdem R. Turul Erdem was born in 1985 in zmir. He was graduated from Celal Bayar University in 2008. He
completed his graduated thesis in 2010. He has started working as a research assistant since 2010 in Celal Bayar University.
He is studying dynamics of structures, concrete structures.
Soner eker Soner eker was born in Uak in 1983. He was graduated from Celal Bayar University in 2005. He is still a
doctoral student in Celal Bayar University. He has been a research assistant in Celal Bayar University since 2005. He is
studying dynamics of structures, steel structures.
741
The Role of Finite Element Method in the

Stent Design Methodology
Elif AK1, Blent EKICI2, Ouzcan MERCAN3
2,3
Marmara University, Department of Mechanical Engineering

2
bulent.ekici@marmara.edu.tr
Abstract.A stent is meshed cylindrical tube that is commonly used in angioplasty to restore the
blood flow in a narrowed or blocked coronary arteries. Despite the high success rate of stent
applications, stents are subject to extensive research and development activities, which are directly
related with their deformation characteristics. One of the major drawbacks of the stent
implantation is the in-stent restenosis. Vascular wall injury caused by the contact stresses between
the struts of a stent and the vein during the balloon angioplasty is hypothesized as a possible cause
of in-stent restenosis as well as the deep wall injury with rupture of the internal elastic lamina. The
major emphasis of the present study was on some mechanical testing of related stent according to
EN-ISO-25539-2:2008-Vascular stents. Second emphasis was to investigate some mechanical
analysis of stent with the help of Finite Element Analysis method.
Keywords:FEM, Strength, Mechanical Analysis
1 Introduction
A stent is a small tube that is used to widen arteries supplying the heart that have narrowed. Stents are often
used in angioplasty, which is a procedure that improves blood flow through narrowed or blocked arteries. Stents
help prevent arteries from becoming narrowed or blocked again in the months or years after angioplasty. Stents
are also placed in a weakened artery to improve blood flow and to help prevent the artery from bursting. The
meshwork of stents is usually made of metal, but sometimes a fabric is used. Fabric stents, also called stent
grafts, are used in large arteries. Some stents are coated with medicines that are slowly and continuously released
into the artery. These medicines help prevent the artery from becoming blocked again. Within a few weeks of the
time the stent was placed, the inside lining of the artery (the endothelium) grows over the metal surface of the
stent.
742
Fig. 1. Diseased Artery [1]

Cardiac stents are placed in the artery during an angioplasty. An angioplasty is performed with a flexible,
plastic tube (catheter) that has a deflated balloon at the tip. The cardiac stent is wrapped around this balloon. In
the procedure, a doctor makes a small opening in a blood vessel in the groin (upper thigh), arm, or neck. The
catheter is thread into the blood vessel and up to the site of a blockage, aneurysm, or tear. X-ray movies are
taken of the catheter as it moves into the blood vessel. This helps the doctor position the catheter. When the
balloon is inflated, the stent is pushed against the artery wall and will remain there when the balloon is removed.
Cells in the artery eventually grow to cover the mesh of the stent and create an inner layer that resembles what is
normally seen inside a blood vessel.
This procedure usually takes a few hours and requires hospitalization.
Fig. 2. The Placement of a Stent Coronary Artery [2]

The illustration (Figure 2) shows the placement of a stent in a coronary artery. The coronary artery is located
on the surface of the heart. Figure 2.A shows the deflated balloon catheter and closed stent inserted into the
narrowed coronary artery. The inset image on figure 2.A shows a cross-section of the artery with the inserted
balloon catheter and closed stent. In figure 2.B, the balloon is inflated, expanding the stent and compressing the
plaque to restore the size of the artery. Figure 2.C shows normal blood flow restored in the stent-widened artery.
The inset image on figure 2.C shows a cross-section of the compressed plaque and stent-widened artery [2].
With age and some health conditions, the inside openings of the coronary arteries (arteries of the heart) tend
to narrow due to deposits of a fatty substance called plaque. High cholesterol, diabetes, and smoking can cause
the arteries to narrow. This narrowing of the coronary arteries can cause angina (chest pain) or lead to heart
attack.
743
The word "stent" was first used in 1916. Charles Stent was an English dentist who invented a dental
impression compound known as "Stent's material" and was used in dentistry. The coronary heart stent was
invented by Charles Theodore Dotter, a vascular radiologist. It was developed in 1969 and was implanted in a
dog. His stenting of peripheral arteries was experimental and was not readily accepted at the time. He was a
genius, who believed there were better ways to treat disease.
In 1986, Jacques Puel implanted the first coronary stent in a patient in France. Another inventor, Cesare
Gianturco was also working on a device in the United States. About the same time, Julio Palmaz and Richard
Schatz were working on a stent, that could be used in the human heart. They applied for a patent in 1985, which
was granted three years later. The first Palmaz-Schatz stent was approved for use in the United States in 1994.
Over the next several years, more improved stents were designed and manufactured.
In 2001, the first drug eluting stent was implanted in a patient during a clinical trial. The coated stent is a
normal metal stent that is coated with a pharmaceutical drug, to prevent re-closure after cardiac angioplasty. In
2003, the Cypher, manufactured by Johnson & Johnson was approved by the F. D. A. These new coated stents
are much safer for patients, but cost much more that the traditional stents [3,4].
The mechanical function of a stent deployed in a damaged artery is to provide, over the long-term, a smooth,
metallic tubular mesh structure that fits any existing arterial curvature and that efficiently opposes compressive
arterial forces. The performance of any biomedical material is controlled by two sets of characteristics:
biofunctionality and biocompatibility. Biofunctionality defines this ability of the device to perform the required
function. The clinical value of stents has been widely evaluated and two main advantages have been identified:
(1) restenosis rates are reduced due to better initial luminal patency; and (2) atherosclerotic vessel walls are
rendered more mechanically stable (with a reduced risk of occlusion, cracking of plaque, and dissection) [5].
The two most important features of a coronary stent are basic to its use: the radial force with which it supports
the vessel and its longitudinal flexibility, one of the major determinants of its trackability into the target lesion
before deployment (1). Accordingly, the ideal coronary stent would be very flexible and should have high radial
strength to avoid collapse due to the pressure exerted on it by a diseased artery wall, but it should adapt easily to
changes in diameter and tortuosity due to coronary vasomotion and heartbeats [6].
Stress and deformation analysis in stents are important and an active research area. Stents are commonly used
in our country. In our paper, structural analysis of stents have been asked to be examined and developed. The
following were the particular aims have been investigated.
First, the major emphasis of the present study was on some mechanical testing of reletad to the stent
according to the EN ISO 25539-2:2008 Cardiovascular implants- Endovascular devices Part 2: Vascular stents.
Second, the major emphasis of the present study was to investigate some mechanical analysis of stent with the
help of Finite Element Analysis method. The following were the particular aims have been investigated.
1- The stent samples were applied and performed the following performance experiments according to BS
EN ISO 25539-2:2008- Cardiovascular implants- Endovascular devices Part 2: Vascular stents.
Radial Strength
Flexibility
Dislodgement force
Bursting
2- The following were examined and investigated some mechanical analysis of stent with the help of
Finite Element Analysis method.
Examination of hexagonal, circular and square cross-section the behavior of stents under the same
load
Comparison of experimental and analytical studies on the flexibility of stent.
Simulation of radial strength and realization of the stent radial strength account.
Examining the effect of material.
744
2 Material Perspective of Stent

Balloon expandable stents should have the ability to undergo plastic deformation and then maintain the
required size once deployed. Self-expanding stents, on the other hand, should have sufficient elasticity to be
compressed for delivery and then expanding in the target area. The characteristics of an ideal stent have been
described in numerous reviews. In general, it should have (1) low profileability to be crimped on the balloon
catheter supported by a guide wire; (2) good expandability ratioonce the stent is inserted at the target area and
the balloon is inflated, the stent should undergo sufficient expansion and conform to the vessel wall; (3)
sufficient radial hoop strength and negligible recoilonce implanted, the stent should be able to overcome the
forces imposed by the atherosclerotic arterial wall and should not collapse; (4) sufficient flexibilityit should be
flexible enough to travel through even the smaller diameter atherosclerotic arteries; (5) adequate
radiopacity/magnetic resonance imaging (MRI) compatibilityto assist clinicians in assessing the in-vivo
location of the stent; (6) thromboresistivitythe material should be blood compatible and not encourage
platelet adhesion and deposition; and (7) drug delivery capacitythis has become one of the indispensable
requirements for stents of the modern era to prevent restenosis [7].
Generally, the metals commonly used for manufacturing stents are 316L stainless steel (316L SS), platinum
iridium (PtIr) alloy, tantalum (Ta), nitinol (NiTi), cobaltchromium (CoCr) alloy, titanium (Ti), pure iron
(Fe), and magnesium (Mg) alloys.
From a review of the literature it is evident that the material used for making stents has to have appropriate
mechanical properties, suitable surface characteristics, excellent haemocompatibility, good biocompatibility, and
drug delivery capacity. Every material has its own pros and cons. It may not be possible for a single material to
posses all the desired requirements. So, the success lies in choosing the optimum combination of materials and
properties for the coronary stent applications [8].
Most surveys differentiate stents by their clinical use, e.g. vascular or non-vascular, coronary or peripheral.
The classifications based on design and engineering characteristics of these structures, which are illustrated in
the stent design pyramid in Figure 3. The chosen starting point is materials used, and distinguishes between
balloon-expandable and self-expanding stents. From there, the classifications branch out into forms of materials
used, such as sheet, wire or tube; manufacturing methods, such as laser-cutting, waterjet-cutting, photo-etching;
and various wire-forming techniques. Next, the vast array of geometrical configurations that have been explored
in stent designs are considered. The classification ends with additions to stents, such as grafts, radiopaque
markers and coatings [9]. Some stent designs are similar, whereas others differ significantly. There are many
reasons why different designs have been proposed. Besides the legal requirement to overcome a specific patent,
there are concepts of physiologic mechanisms that stimulated inventors to introduce new designs. A primary
concern of stent development was the need to increase flexibility to facilitate safe delivery. Manufacturers try to
achieve this goal without compromising radial support and lesion coverage. Another element important for
optimizing the clinical utility of a stent is its radiologic visibility.
Fig. 3. Stent design pyramid [9].
745
Many of the engineering considerations in stent design were adopted to improve the global acceptability of
the device, rather than making a stent design for a specific type of coronary lesion. In clinical practice, the
operator must decide which stent is most appropriate for the patient. This article focuses on the features of stent
design that make a specific stent more or less suitable for a particular type of lesion or anatomy.
3.1 Experimental Study

Test Samples: The stent design of Ephesos II provides homogeneous stent expansion for optimum vessel
coverage and outstanding angiographic results as illustrated in Figure 4. The unique stent design gives high
radial strength and provides optimum flexibility to reach native tortuous vasculature.
Fig. 4. Ephesos II stent design model of Alvimedica [10]
3.2 Radial Strength

Purpose: The aim of the radial strength test is to determine the force (expansion and compression) exerted by
a self-expanding stent as a function of the stent outer diameter. In other words, the radial force test measures the
force exerted by a self-expanding stent on the vessel in the deployed state during expansion and compression.
Experiments carried out on the Ephesos Stent in the Alvimedica.
Test Equipment: The radial strength measurement device consists of a radially enclosing system elonging
cylindrically into the stent main axis. Radial enclosure is performed via a forcing handle. The torque provided by
the handle is delivered at 30 separate locations on the stent tangent to the stent surface and perpendicular (skew)
to the stent main axis. Meanwhile, the alternating diameter of the stent (due to the applied force) is delivered to a
computer by a rotary encoder interface. The applied force is similarly delivered to a computer via a load cell.
The force measurement is converted into stress measurement by dividing it by the applied surface area.
R R0 R
=
R
R 0 . These two values are graphically plotted on the computer and
Similarly, strain is calculated as 0
recorded. Test samples are expanded to their required diameters by using 2.5, 3.0 and 3.5 mm balloons. Nominal
diameters have been taken as a reference.
Materials and Sampling: Starting values for stents are given in table 1 (samples are 9.5 mm stent length/
17.5 mm). Furthermore, raw data which contain surfaces tension and tension strength values of stent measured
samples are listed in below table 1, 2, 3, 4.
746
Table 1. Used stents for radial force test

STENT
NAME
CODE NUMBER
9,5 mm
SC 00 01 001 46
12,5 mm
SC 00 01 004 46
15,0 mm
SC 00 01 002 46
17,5 mm
SC 00 01 006 46
Table 2. Starting length and diameter of the EPHESOS Endominal Stent

Starting length and diameter of the Endominal Stent
Length/Dia
2.5 mm
3.0 mm
3.5 mm
9.5 mm
2.70 mm
3.24 mm
3.72 mm
12.5 mm
2.86 mm
3.30 mm
3.93 mm
15.0 mm
2.85 mm
3.40 mm
3.80 mm
17.5 mm
2.92 mm
3.35 mm
3.93 mm
Evaluation of the Test Results: In measurements made with stents of different length and diameters. It has
been observed that average radial strength values vary between 0.65x105 Pa / 1.35x105 Pa depending on vessel
implement diameters.
0.65 x105 Pa (490 mm Hg), the smallest average stress value of stents produced ( 9.5mm) is over 0.4x105 Pa
(300mm Hg) which is accepted surface tension value. Radial strength measurement radial narrowing is
compatible with surface area in Ephesos Stents.
3.3 Flexibility
Purpose: The purpose of this test is to determine the minimum radius at which the deployed stent can be
flexed without kinking or exhibiting a diameter reduction of greater than 50 % and if the stent recovers its
original geometry after testing. If overlapping of stents can be anticipated in clinical use (e.g. superficial femoral
artery), the kink radius of the stent under study in overlapping configurations should also be determined.
Test Equipment: When the stent delivery system is advanced within the cardiac vessel, firstly the distal end of
the stent delivery catheter is bent by deforming the first strut then this deformation process moves the consequent
struts. Therefore, it is concluded that the flexibility is affected by the strut geometry rather than stent length. The
flexibility measurement system was designed in this basis.
The flexibility measurement system consists of a load cell that is placed perpendicular to stent surface
and a cylindrical bend-angle-fixing system that has 3.0 mm diameter. In this system, bend-angle-fixing cylinder
represents the inner diameter of a vessel or guiding catheter at the bending point. The probe (load cell) represents
the outer diameter of a vessel. When the stent is bent, it exerts force towards the vessel surface at the outer
diameter (See Figure 5.a). For this reason the force measurements are taken from the outer diameter position
(See Figure 5.b). Bending angles, between = 0 - 90 were selected to inspect the forces that are exerted by the
stent delivery system during bending on to vessel wall. Each size of the EPHESOS stent was tested with five
747
samples. Each stent was mounted on the system and was bent to the angles. Reaction forces against the bending
were recorded using load cell with 5 mN sensitivity.
Fixture
Vessel
RB
Rf
Stent Delivery
System
Bend-angle-fixing
System
Reactive
Force
Load
Cell
Stent Delivery
System
Do Di
Fig.5. (a) The illustration of stent delivery system passing through the vessel curvature, Di: Inner diameter of
curvature, Do: Outer diameter of curvature (b) The schematic of the stent flexibility test system, RB: Reactive
Force, : Bending angle
Materials and Sampling: d = 2.75 mm balloon catheter on a crimped 9.0 mm, 12.0 mm, 15.0 mm, 18.0 mm,
20.0 mm and 25.0 mm in the lengths stent, and d = 2.5 mm, 3.0 mm, 3.5 mm and 4.0 mm balloon catheter on the
crimped 25.0 mm in the length stent samples used.
Table 3: Used stents for flexibility test
STENT NAME
CODE NUMBER
9.0 mm
SC 00 01 001 46
12.0 mm
SC 00 01 004 46
15,0 mm
SC 00 01 002 46
18.0 mm
SC 00 01 006 46
20,0 mm
SC 00 01 007 46
25,0 mm
SC 00 01 010 46
Evaluation of the Test Results: According to the test results, the flexibility of Ephesos stent depends on stent
geometry rather than stent length and king was not observed the tested stent. Peak which was observed on the
graphic is shown the transition to plastic phase and value of angle depends on the position of bend-angle fixing
system.
Reactive forces of test samples were found as between 218 and 367 mN. Ormiston et al. conducted some
flexibility experiments on various commercial stents [11]. According to their results, reactive forces were found
in the range of 150 to 1100 mN. The reactive force results (stiffness) of EPHESOS stents were within this
range. So it was concluded that the flexibility of EPHESOS stents met the product specification. Bend angle
fixing system.
748
3.4 Dislodgement Test

Purpose: The purpose of the test is to determine the force required to dislodge the stent from the original
crimped position and to completely separate the stent from the non-expanded balloon while simulating clinical
use conditions.
Test Equipment: To determine the force that is needed to dismount the stent over the balloon catheter, stents
pulled by apparatus from distal end to proximal end. Apparatus is connected to forcemeter. Dislodgement force
stents that is crimped on balloon catheter is measured by forcemeter.
Materials and Sampling
Table 4: Used stents for dislodgement test
Product Name
Product Code Number
2.75X 9 Stent Delivery System
SC EF 27509 05
2.75X12 Stent Delivery System
SC EF 27512 05
SC EF 27515 05
SC EF 27518 05
SC EF 27520 05
SC EF 27525 05
2.5 X 25 Stent Delivery System
SCEF 02525 05
SC EF 03025 05
3.5 X25 Stent Delivery System
SC EF 03525 05
SC EF 04025 05
Evaluation of the Test Results: According to test results; average of the stent dislodgement force is
determined as 2.60 N.
3.5 Burst Test

Purpose: The purpose of this test is to determine the rated burst pressure (RBP) of the balloon when used with
the stent. The other objective of this test is to ensure all balloon catheters are compliable under required
pressures inside human body.
Test Equipment: For the burst test, manufactured balloons of various sizes are connected to the hydraulic
pressure tester from the hub end. In this initial situation, balloon pressure is 0 bar. The test media is held at a
constant temperature of 37 C (body temperature). After the balloon diameter has been initially recorded, the test
apparatus begins injecting air inside the balloon. The pressure is raised by 1 bar increments.
Test Evaluation: Upon completion of the test, the burst pressure and the nominal diameter values are checked
for tolerance limits. The allowed tolerances for various balloon sizes are as follows Table 5.
749
Table 5: Tolerances for various balloon sizes

Nominal
balloon diameter
(mm)
Nominal balloon
diameter tolerance at 6 bar
2.0
2.00 2.15
2.5
2.50 2.65
3.0
3.00 3.15
3.5
3.50 3.70
4.0
4.00 4.25
The test results were evaluated with international testing recommendations in mind. These include: the FDA
guidance document titled Non-Clinical Tests and Recommended Labeling for Intravascular Stents and
Associated Delivery Systems, BS EN ISO 25539-2:2008 ISO 25539-2:2008(E) Titled Cardiovascular implants
Endovascular devices and in EN 14299:2004 Titled Non active surgical implants Particular requirements
for cardiac and vascular implants- Specific requirements for arterial stents. In addition to, ISO 10555-1 Titled
Sterile, single-use intravascular catheters, Part 1: General requirements and ISO 10555-4 Titled Sterile,
single-use intravascular catheters, Part 4: Balloon dilation catheters.
Evaluation of the Test Results: Upon burst test results:
For all balloon sizes, the statistically measured nominal diameter tolerances have stayed below the predefined
tolerance limits.
Accordingly, all balloons are at required standards under 6 bar pressure.
Average burst pressures have been at a minimum of 22.928 bar.
Even if negative tolerances are applied with 99.9% confidence, the minimum burst pressure will not be below
17 bar.
3.6 Finite Element Analysis Study

Materials and Methods: In the second stage, Ephesos II STS Stent-Alvimedica (TURKEY stent geometry are
designed IDEAS 11 NX software has been used for modeling of the stents. The whole study is conducted on one
stent geometry, resembling the Ephesos stent (nominal diameter of 2,5 mm, 3 mm and 3,5 mm). The resulting
strut thickness is also confirmed by data provided by the manufacturer.
Structural Finite Element Analysis (FEA) is a numerical technique used to virtually predict and investigate the
mechanical behaviour of structures, such as cars, airplanes, mobile telephones and medical devices. Numerous
software programs are available, both commercial and non-commercial that perform FEA. The accuracy of the
results obtained with these programs depends on the user input. For each simulation, a geometrical model has to
be created and adequate material properties have to be assigned.
The major emphasis of the present study was to investigate some mechanical analysis of stent with the help of
Finite Element Analysis method. The following were the particular aims have been investigated.
Examination of hexagonal, circular and square cross-section the behavior of stents under the same load
Comparison of experimental and analytical studies on the flexibility of stent.
Simulation of radial strength and realization of the stent radial strength account.
Examining the effect of material.
750
Cross-sectional Effect: Hexagonal, circular and square cross-section the behavior of Ephesos stents were
examined under the same load. The applied load is 1 bar.
Stent 2.5 mm in diameter under 1 bar pressure has a circular cross section.
Results of Cross-sectional Diameter 0.08 mm
Fig. 6. Only stent image (Equivalent stress distribution is 165 MPa)
Results of 0.07088 mm x 0.07088 mm equivalent Square Cross-section
Results of Equivalent polygon edge length 0.034463 mm
751

Flexibility
Stent 2.5 mm in diameter under 2.75 mN force has a circular cross section. 0.08 mm diameter vessels in
three-dimensional image.
Fig. 9. 0.08mm diameter vessels in three-dimensional image under 2.75 mN FORCE.
Stent 2.5 mm in diameter under 5,5 mN FORCE has a circular cross section. 0.08 mm diameter vessels in
three-dimensional image.
752
Fig. 10. 0.08 mm diameter vessels in three-dimensional image under 5.5 mN FORCE
Stent 2.5 mm in diameter under 11 mN FORCE has a circular cross section. 0.08mm diameter vessels in threedimensional image.
Fig. 11.The behaviour of the stent under 11 mN FORCE.

Radial Strength
Stent 2.5 mm in diameter under 1 bar pressure has a circular cross section. Three-dimensional images of
blood vessels inside diameter of 0.08 mm. DIAMETER contraction under 1 BAR circular pressure.
753
Fig. 12. The behaviour of stent under 1 Bar circumferential pressure
Fig. 13. Radial strength graph for 2.5 mm. diameter

First, the major emphasis of the present study was on some mechanical testing of related to the stent
according to the EN ISO 25539-2:2008 - Vascular stents. Second, the major emphasis of the present study was to
investigate some mechanical analysis of stent with the help of Finite Element Analysis method. FEA has proven
to be a powerful technique to study the mechanical behaviour of stents. This technique also has the potential to
provide new insights.
The following were the particular aims have been investigated.
1- The stent samples were applied and performed the following performance experiments according to BS
EN ISO 25539-2:2008 - The Vascular stents.
Radial Force: In measurements made with stents of different length and diameters. It has been observed that
average radial strength values vary between 0.65x105 Pa / 1.35x105 Pa depending on vessel implement
diameters.
0.65 x105 Pa (490 mm Hg), the smallest average stress value of stents produced ( 9.5mm) is over 0.4x105 Pa
(300mm Hg) which is accepted surface tension value. As seen in Ephesos Stents radial strength measurement
radial narrowing is compatible with surface area.
Flexibility: Reactive forces of test samples were found as between 218 and 367 mN. Ormiston et al.
conducted some flexibility experiments on various commercial stents [11]. According to their results, reactive
forces were found in the range of 150 to 1100 mN. The reactive force results (stiffness) of EPHESOS stents
were within this range. So it was concluded that the flexibility of EPHESOS stents met the product
specification.
Burst Test:For all balloon sizes, the statistically measured nominal diameter tolerances have stayed below the
predefined tolerance limits.
754
Accordingly, all balloons are at required standards under 6 bar pressure. Average burst pressures have been at
a minimum of 22.928 bar. Even if negative tolerances are applied with 99.9% confidence, the minimum burst
pressure will not be below 17 bar.
This value GUARANTEES that ALVMEDCA LTD. Manufactures balloons which do not burst below 16
bar pressure, even at the worst conditions.
Dislodgement Test:According to test results; average of the stent dislodgement force is determined as 2.60 N.
2- Examination of hexagonal, circular and square cross-section the behavior of stents under the same load.
Stress distribution of polygon cross-section was found 239 MPa which is higher than other crosssections.
3- Comparison results of experimental and analytical studies on the flexibility of stent were found
compatible.
4- Simulation of radial strength and realization of the stent radial strength account.The behaviour of stent
under 1.75 bar circumferential pressure- Stent collapsed on the radial force simulation.
REFERENCES
1.
2.
3.
http://www.texasheartinstitute.org/hic/topics/proced/angioplasty.cfm,June, 2010
http://www.heart.org.in/diseases/stents.html, June, 2010
Recommendations on stent manufacture, implantation and utilization R. Balcon, R. Beyar, S. Chierchia,
I. De Scheerder, P. G. Hugenholtz, F. Kiemeneij, B. Meier, J. Meyer, J. P. Monassier and W. Wijns for
the Study Group of the Working Group on Coronary Circulation European Heart Journal (1997) 18,
15361547
4. http://www.apsf.org/resource_center/newsletter/2007/winter/12_protocol.htm
5. Journal of Biomechanics 34 (2001) 10651075 Mechanical Properties Of Coronary Stents Determined
By Using Finite Element Analysis Erique Etavea, G!Erard Finetb,C,*, Maurice Boivina, Jean-Claude
Boyera, Gilles Rioufolb,C, Gilbert TholletdA Laboratory Of Mechanics, INSA, Lyon, France
Bdepartment Of Hemodynamics, Hospices Civils De Lyon, Claude Bernard University, Lyon, France
Ccreats Research Unit, CNRS, UMR 5515, INSERM, Lyon, France Dgemppm, Laboratory Of
Scanning Electron Microscopy, INSA, Lyon, France Accepted 14 February 2001
6. Longitudinal Straightening Effect of Stents Is an Additional Predictor for Major Adverse Cardiac
Events Mariann Gyongyosi, MD, PHD, Paul Yang, MD, Aliasghar Khorsand, MS, Dietmar Glogar,
MD, FESC, on behalf of *the Austrian Wiktor Stent Study Group and European Paragon Stent
Investigators Vienna, Austria Vol. 35, No. 6, Published by Elsevier Science Inc. PII S07351097(00)00570-2
7. F. Cardarelli, Ferrous metals and their alloys, Materials handbook, Springer London Limited, London
(2000), pp. 2021.
8. Gopinath Mania, Marc D. Feldmanb, c, Devang Patelb and C. Mauli Agrawal Department of
Biomedical Engineering, College of Engineering, The University of Texas at San Antonio, One UTSA
Circle, San Antonio, TX 78249 0619, USA, 22 December 2006
9. A survey of stent designs D. Stoeckel1, C. Bonsignore1 and S. Duda2 1Nitinol Devices and
Components, Fremont, CA USA 2Dept of Diagnostic Radiology, University of Tuebingen, Tuebingen,
Germany Min Invas Ther & Allied Technol 2002: 11(4) 137147
10. www.alvimedica.com, June, 2010
11. Flyer Coronary Stent System RX Technical Data Bulletin Dr. John Ormiston, Mercy Angiography Unit,
Auckland, New Zealand, November 2004. (Data on file at Atrium Medical Corporation).
755
A New Finite Element Formulation for Dynamic

Response of a Rectangular Thin Plate Under an
Accelerating Moving Mass
smail Esen
Department of Mechanical Engineering, Karabk University, 78050, Balklar Kayas Mevkii, Karabk, Turkey
iesen@karabuk.edu.tr
Abstract. A moving finite element for transverse vibration of plates due to an accelerating moving mass is
presented. This technique replaces the moving load by an equivalent moving finite element to take into
account the inertial effects of the moving mass. By using shape functions 16-DOF conforming rectangular
thin plate element with C(1) continuity the mass, damping and stiffness matrices of the moving finite element
are determined by the transverse inertia force, coriolis force and centrifugal force of the moving mass,
respectively. Numerical examples solved in Matlab environment are given for a simply supported plate.
Keywords: Accelerating mass, Plate vibrations, Moving finite element
1. Introduction
Dynamic response of structures under moving loads is an important problem in engineering and studied by many
researchers. The analysis of the dynamic response of a plate structure to moving masses is of considerable
interest to many designers. The monograph by Fryba [1], being an excellent reference with many analytical
solution methods for simple cases, is one of the earliest and most comprehensive study in the moving load
problem. Some analytical or finite element studies of moving load problem are given by [2-9]. Esen [10] offered
a solution method using moving finite element for dynamic response of a beam due to an accelerating moving
mass. Esen et al. [11-13] studied on dynamic response of overhead crane beams under moving loads by using
analytical and FEM methods. The most valuable monographs for structural and plate dynamics can be found in
references [14-19]. When inertial effects of mass are considered, the solution of the moving load problem
becomes more complex and the studies on this field are limited. This paper presents a solution method by
assuming the moving mass as a moving finite element. The classical finite element method is combined with a
moving finite element to represent the motion of the accelerating moving mass with all effects. The proposed
method, using the classical FEM, is applicable for all kinds of shapes, boundary and loading and damping
conditions when they are properly modelled.
Fig. 1 shows a rectangular plate, with dimensions lx, ly and thickness h, under an accelerating moving mass mp
moving with a constant acceleration amx parallel to the x-axis at a distance yp from the origin O; and mesh
discretion of the plate under moving mass and the kth plate element on which the accelerating moving mass m
applies at time t. Hooks law and other assumptions of the Kirchhoffs plate theory are valid given by [14].
756
x p (t )
a
mp vmmx
x
k -1
yp
ly
k+1
lx
Mx
z
f1 ,u1
1
f13 ,u13
f3 ,u3
f4 ,u4
xm (t)
k th plate element
f2 ,u2
f5 ,u5
mp v(am
t)
ym
2
f7 ,u7
f15 ,u15
f9 ,u9
f14 ,u14
a
z
f11 ,u11
f8 ,u8
h
f16 ,u16
f6 ,u6
f10 ,u10
3
f12 ,u12
Fig. 1. A rectangular plate under a moving lumped mass mp moving at a constant acceleration amx and a
variable speed vmx parallel to the x-axis at the distance yp from origin O. Finite element discretization of the
plate continuum by a rectangular plate element with dimensions a and b and equivalent nodal displacements and
forces of kth plate element on which the moving mass m applies at time t.
If the system can be modelled as an isotropic plate, then the corresponding differential equation of motion
without considering the damping in structure is [1, 14].
4 w( x, y,t )
4 w( x, y,t ) 4 w( x, y,t )
2 w( x, y,t )
+2
+
= p( x, y,t ),
D
+
4
2
2
4
x
x y
y
t 2
(1)
3
2
where w(x, y, t) - vertical deflection of the plate at point with coordinates x, y, and time t, D = Eh /12(1 ) bending rigidity, E- Youngs modulus, h- thickness,
-Poissons ratio, - mass per unit area, p(x, y, t)external load per unit area of the plate.
2. Finite element formulation of an accelerating moving mass on a plate

When the plate is in vibration, the transverse (z) force component, between the accelerating moving mass and the
plate, induced by the vibration and curvature of the deflected plate is, [1, 7, 10].
f z ( x, y , t ) = [ m p g m p
d 2 wz ( x p , y p , t )
amx t 2
,
2
amy t 2
y p = y0 + v y 0 t +
,
2
x p = x0 + vx 0 t +
dt 2
dx p
dt
dy p
dt
(2)
] ( x x p ) ( y y p ),
= vx 0 + amx t ,
= v y 0 + amy t ,
d2 xp
dt 2
d2 y p
dt 2
= amx ,
(3)
= amy ,
where ( x - x p ) and ( y - y p ) represent the Dirac delta functions in x and y directions, respectively, while
757
f z ( x, y , t )
is the applied force by the moving mass at point x, y, and time t. Besides, x0, y0 and v0x, vy0 are,
respectively, the initial positions and initial speeds of the mass at the time is zero; and amx is the constant
acceleration of the moving-mass. In case the inertial effect of the moving mass is considered, the acceleration
d2w(xp, yp, t)/dt2 is computed from the total differential of the second order of the function w(x, y, t) with
respect to time t, with variable contact point xp ,yp. For uniformly accelerated or decelerated motions according
to (3), the acceleration in (4) is in the form:
d 2 w( x p , y p , t )
dt 2
&& + 2(vx 0 + amx t )(v y 0 + amy t ) wxy

= wx(vx 0 + amx t ) 2 + wy (v y 0 + amy t ) 2 + w
(4)
+ 2(v0 + am t ) w& x + 2(v y 0 + amy t ) w& y + am x wx + wy amy ,

w = w( x , y , t )
where
is vertical deflection of the plate at point with coordinates x, y, and time t. Rearranging Eq.
(2) in terms of Eqs. (3) and (4) :with assumptions that the moving mass m moves along the direction x and there
&&
&
is no speed components in y direction, the acceleration y , and the speed component in direction y, y are equal
to zero. In such a case the Eq. (2) becomes,
&& 2m p (vx 0 + amx t ) w& x

f ( x, y, t ) = [mp g m p (vx 0 + amx t )2 wx mp w
(5)
mp am x wx ] ( x x p ) ( y ym ),
where ~, , are, respectively, spatial and time derivatives of deflection; and, since the mass moves along the
&& and 2 m p (v x 0 + a mx t ) w& x are, respectively, the
deflected shape of the plate, m p (vx 0 + amx t ) 2 wx + m p am x wx , m p w
centripetal force, the inertia force and the Coriolis force components of the accelerating moving mass. The sub
symbol x defines that the function of deflection is derived by x. The rectangular plate element in Figure (1) is
a 16- DOF conforming plate element with C(1) continuity conditions at element boundaries. It includes constant
twist 2w/xy at corner nodes. Hence each corner nodal displacements are [17]
ui = [ ui1 ui 2
ui 3 ui 4 ] = w x y xy (i =1- 4),
i
T
(6)
wherewi vertical deflection of i th nodal point, and xi and yi , xyi are, respectively, rotation about x and y-axis
and twist of nodal point i. The equivalent nodal forces of the kth plate element are given by [10, 14]
&& 2m p (vx 0 + amx t ) w& x

f kn = N n [mp g mp (vx 0 + amx t ) 2 wx mp w
mp am x wx ] ( x x p ) ( y ym ) (n=1, 2, 3,..., 16),
(7)
where Nn (n=1, 2, 3,, 16) are shape functions of the plate element given by [14]
N1 = p1q1 , N 2 = p2 q1 , N3 = p1q2 , N 4 = p2 q2 , N 5 = p1q3 , N 6 = p2 q3 ,

N 7 = p1q4 , N8 = p2 q4 , N9 = p3 q3 , N10 = p4 q3 , N11 = p3 q4 , N12 = p4 q4 ,
(8a)
N13 = p3 q1 , N14 = p4 q1 , N15 = p3 q2 , N16 = p4 q2 ,

where pn and qn (n=1- 4 ) are hermitical polynomial components that represent plate shape functions,
respectively, in x and y-axes.
p1 = 1 3 (t ) 2 + 2 (t )3 , p2 = a[ (t ) 2 (t ) 2 + (t )3 ], p3 = 3 (t ) 2 2 (t )3 ,
1 3
1
[b 3ay 2 + 2 y 3 ], q2 = 2 [b 2 y 2by 2 + y 3 ],
3
b
b
1
1
q3 = 3 [3by 2 2 y 3 ], q4 = 2 [ y 3 by 2 ], with (t ) = xm (t ) / a, ym = b / 2
b
b
p4 = a[ (t )3 (t ) 2 ], q1 =
(8b)
where a and b are, respectively the length and width of kth plate element and xm(t) is the variable distance
between the moving mass and the left end of the kth plate element, at time t, as shown in Fig. (1). While ymis the
758
constant distance between the moving mass and x-axis and assumed as in the midline. The relation between
shape functions and transverse displacement of the plate element at position x and y, and time t, is [10, 14]
w( x, y, t ) = N1u1 + N 2 u2 + N3u3 + ... + N16 u16 ,
(9)
whereui (i = 116) are the displacements of the nodes of the plate element at which the moving mass m locates.
Substituting Eq. (8) into Eq. (5) and writing the resulting expressions in matrix form yields:
{ f } = [ m]{u&&} + [c ]{u&} + [ k ]{u} ,
(10)
with
{ f } = [ f1
f2
{u&} = [u&1
u& 2
N12
[ m] = m p .
N16 N1
...
f16 ]
... u&16 ]
16x1
T
16x1
, {u&&} = [u&&1
, {u} = [u1
u&&2
u2
... u&&16 ]
... u16 ]
16x1
T
16x1
N N
N1 N 2 ... N1 N16
1 1
.
...
. , [ c ] = 2m p v (t ) .
N N
N16 N 2 ... N16 2
16 1
N1 N16
.
...
. ,
N16 N 2 ... N16 N16
N1 N 2
...
N1 (v(t ) 2 N1 +a m N1) N1 (v(t )2 N 2 +a m N 2 ) ... N1 (v(t )2 N16 +a m N16 )
.
.
...
.
[k ] = mp
,
2
2
2
N16 (v(t ) N1 +a m N1) N16 (v(t ) N 2 +a m N 2 ) ... N16 (v(t ) N16 +a m N16 )
(11)
where [m], [c] and [k] are, respectively, the mass, damping and stiffness matrices of the moving finite element.
Because rectangular plate element has four displacements DOF at each corner nodal point, the dimensions of the
property matrices of the moving finite element will be 16x16.
2.1. Equation of motion of the plate system with a moving mass

Equation of motion for a structural system (moving mass and plate) is
[ M ]{&&
z (t )} + [C ]{ z& (t )} + [ K ]{ z (t )} = { F (t )},
(12)
z(t )} , {z&(t )} and

where [ M ] , [C ] and [ K ] are, respectively, the overall mass, damping and stiffness matrices, {&&
{z(t )} are respectively, the acceleration, velocity and displacement vectors, {F (t )} is the overall external force
vector of the system at time t.
2.2. Overall stiffness and mass matrices of the structure

The coefficients of the element stiffness matrix Ke and mass matrix Me can be found from [14]. When the mass
is moving, the stiffness and mass matrices of entire system can be obtained by taking into account the
contribution of inertial and centripetal forces induced by moving mass. The instantaneous overall stiffness and
mass
matrices
are:
Kij = Kij , M ij = M ij (i, j = 1 n : total system DOF),
except
for
kth
elements
coefficients
K ki kj = K ki kj + kij , M ki kj = M ki kj + mij (i, j = 1 16),

When the mass reaches sth element we add mij and kijgiven in Eq.(11) to the elemental mass and stiffness
matrices of kth beam element. The Instantaneous values of xm(t) and k can be determined as follows:
xm (t ) = vt 2 / 2 ( k 1)l x , k = integer part of [( el x / ba ) + ( vt 2 / 2l x )] + 1
(13)
759
2.3. Overall damping matrix and force vector of the structure

To consider the effects of damping on the structure, one can evaluate the damping matrix C by using Rayleigh
damping theory in which the damping matrix is proportional to the combination of the mass and stiffness
matrices C = a0 M + a1 K , [15]. The overall force vector is formed taking all coefficients as zero except for the kth
beam elements nodal forces. So the instantaneous overall force vector of entire system becomes as
{F (t )} = [ 0 ... f k1 f k 2 f k 3 ... f k 16 ... 0
, with fki=mgNi(i=1-16)
3. Numerical example
In this work, the Newmark direct integration method [18] has been used for obtaining the solution of Eq. (12),
with variable time steps t = Tson /400. Tson is travelling time of the accelerating mass on the plate. In all
simulations, the mass has zero initial speed at the left end and when t=Tson it reaches to the right end. Consider
an isotropic simply supported beam plate traversed by a concentrated accelerating moving load of mp = 19.625
kg. The dimensional and material specifications of the plate are lx = 1 m; ly = 0.25 m, h = 0.01 m; E = 206.8
GPa, = 7850 kg/m3. The plate is divided by 100 identical plate elements in dimensions of 5cm x 5cm. The first
four natural frequencies and mode shapes of the plate without any additional mass are illustrated in Figure 4.
Fig. 2. The First, second, third and forth vibration modes and frequencies of the plate
Figure 3 shows vertical deflections of midpoint versus position of the accelerating mass mp with a=1(dashed)
and 1.5 m/s2 (solid line). Because of zero initial speed at first the mass travels very low velocities and causes
lower deflections. Due to the positive acceleration of the mass while the mass travelling the velocity is increased.
The more the velocity increased the more the deflection increases.
760
w(lx/2, ly/2,t)
a=1m/s2
a=1.5m/s2
Position of mass xp(t)/lx

Fig. 3. Vertical deflections of the midpoint of the plate for different acceleration of the mass
wmax(lx/2, ly/2, t) (m.)
The maximums of the deflections under different accelerations are depicted in Figure 4. As seen from Fig.4,
deflection behavior of the plate is non-linear. Showing several maximums and minimums the average of the
deflections tends to lower with increasing mass acceleration.
Acceleration of moving mass (m/s2 )
Fig. 4. The maximums of the deflections under different accelerations.
4. Concluding remarks
An accelerating moving mass affects dynamic response of a plate structure. The moving mass is modeled as a
moving finite element. Thus, in the finite element modeling of the entire system, the combination of mass,
stiffness and damping matrices of a plate element with the mass, stiffness and damping matrices of the moving
finite element can easily be made by taking into account the inertial effects of the moving mass.
761
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results, European Journal of Mechanics A/Solids 21, 301322.
Esen , Dynamic response of a beam due to an accelerating moving mass using moving finite element
approximation. Mathematical and Computational Applications 16, 1: 171-182, 2011.
Esen ., (2008). Dynamic analysis of overhead crane beams under moving loads. PhD Thesis, Istanbul Technical
University.
Gerdemeli ., zer D., Esen ., (2008). Dynamic analysis of overhead crane beam under moving loads. Proceedings
of the 5th. European Congress on Computational Methods in Applied Sciences and Engineering (ECCOMAS
2008), Venice, Italy.
Gerdemeli , Esen . and zer D., (2011). Dynamic Response of an Overhead Crane Beam Due to a Moving Mass
Using Moving Finite Element Approximation, Key Engineering Materials450: 99-102.
Szilard R. (2004). Theories and Applications of Plate Analysis, Wiley, New Jersey.
H. Bachmann, et al., (1995). Vibration Problems in Structures, Birkhauser Verlag, Berlin.
Bathe KJ. (1982). Finite element procedure in engineering analysis. Englewood Cliffs (NJ): Prentice-Hall.
Clough RW, Penzien J., (2003). .Dynamics of structures 3rd ed, Computers and Structures, Inc., Berkeley.
WilsonE.L., Static and Dynamic Analysis of Structures, (2002).Chapter 20: Dynamic analysis by numerical
integration, Computers and Structures Inc.,Berkeley.
Cifuentes A.O., (1989). Dynamic response of a beam excited by a moving mass. Finite Elements in Analysis and
Design, 5, 237 246.
Biography
smail Esenwas born in Gmhane region of Turkey in 1971.
Educational Background:
BSc: Istanbul Technical University, Mechanical Engineering Department 1991, Sakarya, Turkey.
MSc, Istanbul Technical University, Institute of Natural Sciences: Mechanical Engineering Department, construction and
manufacturing programme, 1994, Istanbul, Turkey.
PhD, Istanbul Technical University, Institute of Natural Sciences: Mechanical Engineering Department, construction
programme, 2009, Istanbul, Turkey.
He worked for private sector for 17 years until 2009. He designed various new industrial products and machines. He was
awarded, (Technology Development Award), by Istanbul Chamber of Commerce for his studies in new-product development
in 1994. He made many new-product standards for TSE (Turkish Standard Institution). He has worked as Assistant Professor
for Karabuk University since 2009. He teaches some lectures such as Mechanics of materials: Dynamics, Dynamics of
mechanical systems, Suspension system design, Strength of materials at the university in graduate and postgraduate
programs. His interests of study are the finite element analysis, Dynamic systems, the moving load problem, high-speed
transportation and production, vibration and vibration control.
762
Direct Perturbation Analyses of Nonlinear Free

Vibrations of Kelvin-Voigt Viscoelastic Beams
Nurhan Hacolu 1, Smeyye Snr 2, B.Gltekin Snr 3
1,2,3
1
n.u.r.h.a.n@hotmail.com, 2sumeyyesinir@hotmail.com , 3gultekin.sinir@bayer.edu.tr
Abstract.We analyzed dynamics of a beam that is its material behavior modeled with Kelvin-Voigt viscoelastic model. Kelvin-Voigt visco-elastic model is combination of dashpot and spring in parallel form.In most
researches, non linear damping, stiffness and inertia terms are usually omitted in the non-linear vibration
analysis of a visco-elastic beam. In this study, we show the effect of those types of non-linear terms in Kelvin
visco-elastic beam analyze. The direct perturbation method is used to examine the problem at the first time in
the literature. The non-linear mode shapes and natural frequencies of the beam have been found for three
types of boundary conditions. The numerical results that are the deflection of the beam and its nonlinear
frequencies for the all conditions are presented in graphs forms.
Keyword: visco-elastic beam, nonlinear vibration, multiple time scales
1 Introduction
Many materials have been produced with the development of material science. After elastic model has started
to fail to satisfy the expectations, many new viscoelastic models have been found to explain the behavior of the
material such as Kelvin-Voigt, Maxwell, Zener, Burgers Models etc. In addition, the damping properties of
viscoelastic materials are sometimes used to study vibration absorbing behavior.
There are several papers dealing with transverse vibrations of non-linear viscoelastic beams.[1]
The stability of viscoelastic homogeneous bars subjected to harmonically distributed loading is analyzed by
Suire and Cederbaum [2]. Additionally, Argyris et al. [3] established a mathematical model for a nonlinear
viscoelastic polymer beam and examined its stability. In the meantime Beldica and Hilton [4] analyzed the
bending of non-linear viscoelastic beams with small or large deformations in the presence of viscoelastic
piezoelectric devices placed on the upper and lower beam. In numerous papers presented by Nayfeh et al. [58],
the non-linear vibration of elastic beams is studied. The method of multiple scales is used in order to solve the
non-linear equations of motion of beams with different boundary conditions and besides they considered the
quadratic and cubic non-linearities. They examined the internal resonances associated with non-linear natural
frequencies of the beam. The method of multiple scales can be applied in order to analyze the problem which
includes viscoelastic properties and nonlinearities. There are several papers analyzed by multiple time scale
method to simulate nonlinear behavior of viscoelastic beam/string [9-12].
The method of multiple scales can be used in two different ways. In the first way, the method of multiple
scales is directly applied to the partial differential equations and boundary conditions, and it is called direct-
763
perturbation method. In the second way, the partial differential system is discretized first and then the method of
multiple scales is applied to the obtained set of ordinary differential equations. This application is called
discretization perturbation method. There are some papers talking about comparison of the direct approach and
the discretization approach in the analysis for non-linear vibrations of continuous systems in general models [913]. Also, similar studies on comparisons of these two methods are appeared for various mathematical models
[7-12]. The results of these analogies, the direct-perturbation method and the discretization-perturbation method
would be identical for infinite modes but the direct-perturbation method would yield better results compared to
discretization-perturbation method for finite mode truncations. Nayfeh and co-workers [14-16] have shown that
discretization of continuous systems can lead to incorrect results if the discretization is not performed by using a
complete set of shape functions that satisfy the boundary conditions. For some specific problems, in the context
of static buckling problems, discretization techniques can lead to qualitatively erroneous bifurcation diagrams. In
the direct approach, the principal advantage is the treatment of the boundary conditions at higher orders. In the
recent literature, the direct approach has been extensively used to investigate nonlinear vibrations.
In the paper presented by Mahmoodi et al. [1], a general formulation for the non-linear viscoelastic beams
with nonlinearities in terms of inertia, damping and stiffness is given. It is assumed that the beam is inextensible
and the viscoelastic system follows a classical linear viscoelastic model, i.e. KelvinVoigt model. It is
considered that the system will vibrate due to an initial velocity. The non-linear natural frequencies and mode
shapes are obtained by using discretization-perturbation method for finite mode truncations. This study is
devoted to show ability of application of direct multiple time scale method to given model and to avoid
qualitatively erroneous results. The method is used for three different types of support conditions. The non-linear
mode shapes and natural frequencies of the beam have been found by direct application of multiple time scale
method.
2 Solution by Using Direct Application of Multiple Time Scale

We considered a beam model of non-linear Kelvin-Voigt visco-elastic systems. The model includes cubic
non-linearities which consist of the damping, inertia and stiffness terms.
ABC = & D9B =EF & G9B =EF &

EE
IB =E J JO B =E & B = KBC = KLMLMP & G9B = E B = E B = EE E E &

N
D9 ; B =EE B =E & B =EE B =E B = K< & QF ((1,a,b)

4 B = R S (4 B = R S (
4 B = R S (4 B = R S (
The governing equation without external force is obtained by using energy method in Ref. [9]. In the model T
represents displacements and U shows the mass of the beam. Cis the damping coefficient. As is known, V is the
modulus of elasticity and is the moment of inertia. WX shows the external force and the other terms in Eq.(1)
represents the viscoelastic non-linear terms. Dot denotes differentiation with respect to time and the prime
denotes differentiation with respect to the spatial variable s. The boundary conditions are displayed by linear
operator that YZ shows the [th condition of \th support.
In this section the method of multiple time scales which is a perturbation method is chosen to solve the
system.
Firstly, the governing equation transform into non-dimensional form by using following non-dimensional
parameters;
M M = ]^B B = ]^S S = _
`a
Hbc
d e_
`Hbc
(2)
Then, non-dimensional governing equation and boundary condition are obtained that
764
BC & d B
EF
&B
EF
N N
f
f
& hBK i iB E & BKBC KLMLMj & B E B E B EE E E & d B EE & BK EE (
g
g
O
4 BR S (4 BR S ((3,a,b)
4 BR S (4 BR S (
Due to applying perturbation technique, weak non-linearity has to show as kl mk where m is a small
dimensionless parameter. The system is considered without external force. If the equation is rewritten, one can
obtain,
E
BC & 8B EF & B EF & IBK J JO B E & BKBC KLMLMP & B E B E B EE E E & 8B EE & BK EE ((4)

N
In order to obtain periodic solution, we assume expansions of the form

BM Sn 8 BO M oO o & 8B M oO o & p(5)
where oO Sis usual fast-time scale and o 8S is the slow-time scale.
Substituting Eq. (5) into Eq. (1), and separating at each order of 8, one obtains;
8 O qrO BO & BOEF (
4 BO R S (4 BO R S ((6,a,b)
4 BO R S (4 BO R S (
8 qrO B & BEF
N N
f
7grO r BO 7 rO BOEF 7 hBOE i irO BOE & BOE rO BOE LMLMj
g
7
O
BOE BOE BOEE E E
4 B R S (4 B R S ((7,a,b)
4 B R S (4 B R S (
We assume the following solution for the zeroth order of 8,
uvw ,x
yyyy
P (8)
BO M oO o n 8 sMI1: o t uvw ,x & 1
: o t
where and yyyy

are the complex amplitudes and their complex conjugates, respectively.
However that is the linear solution of the system.z functions are the mode shape functions
and { represent the natural frequencies of the beam.
Substituting Eq.(8) into Eq.(6) the mode shape functions satisfy the following equation;
s EF M 7 6: sM ( (9)
765
Eq.(9) is an eigen-value-eigen-function problem wherez denotes the eigen-functions and

{ denotes the eigen-values of the equation.
Eq.(9) is solved by analytically for different boundary conditions which are hinged-hinged,
hinged-clamped and clamped-clamped. Shape functions and natural frequencies are obtained
for the first mode as below,
Hinged-hinged: sM |g \} ~M 6: ~
Hinged-clamped:sM M 7 M 7
) )
Y Y
6 g
Clamped-clamped:sM M 7 M 7
\}M 7 \}M
) )
Y Y
6 ((
\}M 7 \}M
This values of is taken in Ref. [15].
Upon substitution of Eq.(8) to the right hand side of Eq.(7) yields below equation,
uvw ,x
yyyy
8 qrO B & BEF 7grO r Is: 1: t uvw ,x & 1
P 7 rO ;s:EF 1: t uvw ,x &
:t
N N

uvw ,x
uvw ,x
uvw ,x
yyyy
yyyy
yyyy
< 7 s:E 1: t uvw ,x & 1
J JO rO ;s:E 1: t uvw ,x & 1
< &
1
:t
:t
:t
s:E 1: t uvw ,x
uvw ,x
uvw ,x
yyyy
yyyy
&1
rO s:E 1: t uvw ,x & 1
LMLM 7 ;s:E 1: t uvw ,x &
:t
:t
E E
uvw ,x
uvw ,x
yyyy
yyyy
;s:EE 1: t uvw ,x & 1
< < (10)
1
:t
:t
If the Eq.(10) is rearranged according to secular and non-secular terms,

rO B & BEF
N N

1: IJ JO s:E LMLMP 7
;7g6: s: r 1: 7 6: s:EF 1: & 6: s:E 1: yyyy
E
1: s:E s:E s:EE KK< t uvw ,x & o(11)

1: yyyy
is obtained.
The solution of Eq.(11) is assumed of the form
B M oO o n 8 R o o t uvw ,x & R oO o o & ee(12)

Eq.(11) is a non-homogenous equation. To find a solution of non homogeneous equation, the
solvability condition has to require that the secular term is equal to zero.
766
Making a normalization on Eq.(11),JO s: LM f

1: ((13)
r 1: & : 1: 7 : 1: yyyy
where
: JO s: s:EF LM(14)

:
uw

JO s: Is:E J JO s:E LMLMP LM 7 JO s: s:E s:E s:EE KKLM(15)

Eq.(13) is found. As its seen, : is pure imaginary, in other words real part of : is equal
to zero.
It is assumed that the solution of Eq.(13) is

1: o : o t uw , (16)

This suggestion is substituted into Eq.(13) and separating real and imaginary parts,
:E & : : (
7
(17)
: & .E (
(18)
where prime denotes the derivative of .
CASE 1: The absence of material damping and the presence of non-linear inertia or stiffness
or combination of these two terms
The absence of material damping leads to : (. Then the solutions of : and : are
obtained as;
: O (19)
: 6: o & O (20)
where O and O are constant and
6:
O (21)
shows the effect of nonlinear terms on the natural frequencies.
767

1
0.8
0.8
0.6
0.6
a0
a0
0.4
0.4
0.2
0.2
0
4
10
18
19
20
w1
21
22
23
w1
Fig. 1.Non-linear frequency versus time for
Fig. 2.Non-linear frequency versus time for
hinged-hinged beam
hinged-clamped beam
It is observed that for all boundary conditions the frequency of the system shows softening behavior because
of the effects of nonlinear terms. Also it is noted that dynamic behaviors of the systems for all support conditions
are the same. Its expected results because support conditions have only effect on natural frequency values.
1
0.8
0.6
a0
0.4
0.2
0
13
13.5
14
14.5
15
15.5
w1
Fig. 3. Non-linear frequency versus time for

Clamped-clamped beam
Substituting Eq.(19-20) into Eq.(8), the approximate solution is obtained as below,
: R ; O t uw w x & ee< : R & 8(22)

CASE 2: Combination of non-linear inertia, stiffness and damping
In this case, we obtain
: o O t w , (23)
Substituting Eq. (23) into Eq. (18), is obtained as;

7
w ? w
& .O
(24)
768
Hence, the approximate solution is;
w x u
f
w ,
w
R
O t
t
:
g
w
x
) w , w x
w
& ee : R & 8
(25)
Time history graphs for the first mode of vibrations are obtained for three different boundary conditions in Figs.
4-6. The middle of the beam span is chosen to show the displacement vibrations. Boundary conditions are caused
the difference of the time history graphs. One can note here, if the amplitude increases due to dependency on
support conditions, the damping velocity will be faster.
0.4
0.6
0.4
0.2
0.2
deflection
deflection
-0.2
-0.2
-0.4
-0.4
-0.6
-0.6
0
10
time
10
time
Fig. 4.Time history graph for hinged-hinged

considering 8 ((, O ( and
(gO ( and (g
Fig. 5.Time history graphfor hingedclamped beam considering 8 ((,
0.6
0.4
deflection
0.2
-0.2
-0.4
-0.6
0
10
time
Fig. 6.Timehistory graph for clamped-
clamped beam considering 8 ((,
O ( and (g
769
beam
3 Conclusion
In this study, the governing equations of motion for nonlinear KelvinVoigt visco-elastic beams developed by
Ref. [9] are analyzed and the non-linear mode shapes and natural frequencies of the beam have been analytically
found. In these analyses, these different support conditions of the beam are taking into account of. The support
conditions are hinged-hinged, hinged-clamped and clamped-clamped. The numerical results that are the
deflection of the beam and its nonlinear frequencies for the all conditions are presented in graphs forms. These
results are given for two cases. In the first case, the nonlinear damping term are omitted. In the other case which
is the presence of non-linear stiffness or inertia or a combination of these two nonlinearities with nonlinear
damping are considered. It is observed that the nonlinear natural frequency is asymptotically approaches to a
constant value which is the linear natural frequency of the beam due to increasing amplitude.
Natural frequencies, amplitude and effects of non-linear frequencies are obtained.
It is found that, the non-linear natural frequencies are dependent on amplitude. Moreover, the mode shapes are
exponentially dependent on time and amplitude.
References
1.
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3.
4.
5.
6.
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Mahmoodi, S. N.; Jalili, N.; Khadem, S. E. (2008) .An experimental investigation of nonlinear vibration and
frequency response analysis of cantilever viscoelastic beams. Journal of Sound and Vibration 311: 14091419.
Suire G.; Cederbaum G. (1995). Periodic and chaotic behavior of viscoelastic non-linear (elastica) bars under
harmonic excitations. International Journal of Mechanical Sciences 37: 75372.
Argyris J.; Belubekian V.; Ovakimyan N.; Minasyan M. (1996) Chaotic vibrations of a nonlinear viscoelastic
beam. Chaos, Solitons &Fractals 7: 15163.
Beldica CE.; Hilton HH. (2001). Nonlinear viscoelastic beam bending with piezoelectric controlanalytical and
computational simulations. Composite Structures 51: 195203.
Nayfeh AH.; Nayfeh SA. (1994).On non-linear modes of continuous systems. Journal of Vibration and Acoustics
116: 12936.
Nayfeh AH.; Chin C.; Nayfeh AS. (1995). Nonlinear normal modes of a cantilever beam. Journal of Vibration and
Acoustics 117: 47781.
Nayfeh AH.; Nayfeh SA. (1995). Nonlinear normal modes of a continuous system with quadratic nonlinearities.
Journal of Vibration and Acoustics 117: 199207.
Pakdemirli M.; Nayfeh AH. (1994). Nonlinear vibrations of a beam-spring mass system. Journal of Vibration and
Acoustics 116: 4339.
zhan, B. B.; Pakdemirli, M. (2010). A general solution procedure for the forced vibrations of a system with cubic
nonlinearities: Three-to-one internal resonances with external excitation. Journal of Sound and Vibration 329:
26032615.
Pakdemirli, M. (2003). Comparison of higher order versions of the method of multiple scales for an odd nonlinearity problem. Journal of Sound and Vibration 262: 989998.
Fung, R.F.; Huang, J.S.; Chen, Y.C.; Yao, C.M. (1998). Nonlinear dynamic analysis of the viscoelastic string with
a harmonically varying transport speed. Computers & Structures 66(6): 777784.
Fung, R.F.; Huang, J.S.; Chen, Y.C. (1997). The transient amplitude of the viscoelastic traveling string: an integral
constitutive law. Journal of Sound and Vibration 201(1): 153167.
Boyac, H.; Pakdemirli, M. (1997). A comparison of different versions of the method of multiple scales for partial
differential equations. Journal of Sound and Vibration 204(4): 595-607.
Pakdemirli, M.; Nayfeh, S.A.; Nayfeh, A.H. (1995) Analysis of one-to-one autoparametric resonance in cablesDiscretization vs. direct treatment. Nonlinear Dynamics 8: 65-83.
Nayfeh, A.H.; Nayfeh, J.F.; Mook, D.T. (1992) On methods for continuous systems with quadratic and cubic
nonlinearities. Nonlinear Dynamics 3: 145-162.
Nayfeh, A.H.; Nayfeh, S.A.; Pakdemirli, M (1995) On the discretization of weakly nonlinear spatially continuous
systems. NonlinearDynamics and Stochastic Mechanics (N.S. Namachchivaya and W. Kliemann editors) Boca
Raton: CRC Press: 064_199.
770
Biographies
Nurhan Hacolu Nurhan Hacolu was born in zmir in 1988. She graduated from departments of
mathematics Ege University in zmir in 2010. She is respectively still a graduate student and a student in Celal
Bayar University and Anadolu University in Manisa and Eskiehir. She is studying mathematical
methods,mechanical engineering and dynamic analyses of structure. Nurhan Hacolu knows English as a
foreign language.
Two papers were accepted by Gediz University and will be presented in June.
Smeyye Snr Smeyye Snr was born in Fethiye/Mula in 1986. She graduated from departments of
mathematics and physics at Sleyman Demirel University in Isparta in 2008. She is still a graduate student in
Celal Bayar University in Manisa. She is studying fluid structure interaction, mathematical methods, and
dynamic analyses of structure. Smeyye Snr knows English as a foreign language.
She has two articles in national and international conferences. Three papers were accepted by Gediz University
and will be presented in June.
B. Gltekin Snr B. Gltekin Snr was born in Korkuteli/Antalya in 1971. He graduated from Dokuz Eyll
University in zmir in 1994. He respectively completed his graduate and doctoral dissertations in 1996 and 2004
at Celal Bayar University in Manisa and Dokuz Eyll Universty. He has been assistant professor doctor in Celal
Bayar University for two years. He is studying mechanical engineering, fluid structure interaction, dynamic
analyses of structures, mathematical methods, coastal and harbor engineering. B. Gltekin Snr knows English
as a foreign language.
He has one pressed, an international article, eleven in national and international conferences. Three paper was
accepted by Gediz University and will be presented in June. He completed different scientific research projects
in TBTAK.
771
Methodology of Crashworthiness Simulations

brahim KABADAYI, Blent EKC, Hseyin YALTIRIK
ibrahimkabadayi@hotmail.com, bulent.ekici@marmara.edu.tr
Abstract. This paper summarises crashworthiness in the world. We are going to see how crash test make and
which agencies make crash test. New Car Assessment Programs (NCAP) in Australia, Europe, Japan, and
USA take majority of this mission. Crashworthiness simulations are made by using FEA programs. There are
many analyses programs but in this paper Abaqus and Ls-dyna are compared, their similarity and differences
are analysed. Abaqus has been adopted by major corporations across all engineering disciplines as an integral
part of the design process. Ls-dyna is a nonlinear dynamic structure analysis program.
Keywords:Crashworthiness Simulation, NCAP Programs, Ls-dyna, Abaqus
1. INTRODUCTION
Crashworthiness is the ability of a structure to protect its occupants during an impact. This is commonly
tested when investigating the safety of aircraft and vehicles. Depending on the nature of the impact and the
vehicle involved, different criteria are used to determine the crashworthiness of the structure. Crashworthiness
may be assessed either prospectively, using computer models or experiments, or retrospectively by analyzing
crash outcomes. Several criteria are used to assess crashworthiness prospectively, including the deformation
patterns of the vehicle structure, the acceleration experienced by the vehicle during an impact, and the
probability of injury predicted by human body models. [1] The vehicle structure should be sufficiently stiff in
bending and torsion for proper ride and handling. It should minimize high frequency fore-aft vibrations that give
rise to harshness. In addition, the structure should yield a deceleration pulse that satisfies the following
requirements for a range of occupant sizes, ages, and crash speeds for both genders: Deformable, yet stiff, front
structure with crumple zones to absorb the crash kinetic energy resulting from frontal collisions by plastic
deformation and prevent intrusion into the occupant compartment, especially in case of offset crashes and
collisions with narrow objects such as trees. Short vehicle front ends, driven by styling considerations, present a
challenging task to the crashworthiness engineer. Deformable rear structure to maintain integrity of the rear
passenger compartment and protect the fuel tank . Properly designed side structures and doors to minimize
intrusion in side impact and prevent doors from opening due to crash loads. Strong roof structure for rollover
protection . Properly designed restraint systems that work in harmony with the vehicle structure to provide the
occupant with optimal ride down and protection in different interior spaces and trims . [1]
The goals of crashworthiness are provide occupant protection by maintaining integrity of the passenger
compartment, optimized vehicle structure that can absorb the crash energy by controlled vehicle deformations,
provide important information regarding the safety performance of the vehicle in the traffic environment.[1]
Australian NCAP (ANCAP) commenced in 1992. ANCAP has recognised the global nature of the car
manufacturing industry and has developed the testing program to align with existing consumer crash testing
programs operating overseas and to suit the types of crashes resulting in fatalities and serious injuries in
Australia. The marked improvements in protection for occupants in passenger cars that are involved in frontal
collisions in Australia shows that ANCAP has been very successful. [2]
772
Since 1996, the Euro NCAP programme has been testing the (crash) safety of the most widely sold cars.
The fact that consumers are familiar with the test results encourages the car manufacturers to produce cars that
are often safer than is required by law. Euro NCAP tests the (secondary) crash safety for adult occupants, for
child occupants and for pedestrians as crash opponents. Since 2009, points can also be earned for the presence of
devices for the prevention of crashes (primary safety), such as electronic stability control and speed limiters.[4]
The National Organisation for Automotive Safety and Victims Aid (OSA) was established by the
Japanese Government in 1973. OSA is funded yearly by the Ministry of Transport but is a separate legal entity.
The primary objectives of OSA are to reduce road trauma through research and to offer assistance to victims of
vehicle accidents. An increase in the road accident fatality rate in 1988 resulted in the Japan NCAP being
established in 1991. [3]
NHTSA is part of the US Department of Transportation and has been conducting NCAP testing using
the full frontal test at 56 km/h since 1978. NHTSA employs four contractors across the US to conduct its NCAP
testing. NHTSA uses a star system to provide consumers with vehicle safety performance information. [2]
Abaqus, is founded in 1978, is the worlds leading provider of software and services for advanced finite
element analysis. The Abaqus software suite has an unsurpassed reputation for technology, quality and
reliability. It has been adopted by major corporations across all engineering disciplines as an integral part of the
design process. Abaqus offers a powerful and complete solution for simple to complex linear and nonlinear
engineering problems, using the finite element method. A wide range of structural, thermal, dynamic and
coupled analyses is supported. The software delivers a unified simulation environment without equal, presenting
a compelling alternative to implementations involving multiple products and vendors. In October 2005,
ABAQUS became a wholly owned subsidiary of Dassault Systmes, a world leader in 3D and Product Lifecycle
Management (PLM) solutions. SIMULIA, a Dassault Systmes brand, offers realistic simulation solutions based
on an open multiphysics platform allowing a unified approach. [3]
Ls-dyna is a nonlinear dynamic structure analysis program developed by Livermer Software
Technology Corp. (LSTC) in the USA. It can analyze large deformation behaviour in the structures by the
explicit time integration method it is widely used in diverse fields car crash analysis to dropped cell-phone
impact analysis. [4] For engineers in product design analysis settings, todays competitive business climate
means delivering more complex analysis in less time than ever before. Nowhere is this more critical than in the
area of automotive crash simulation. Over 60 standard simulation cases are required by regulatory agencies, and
many others are now considered essential business requirements. To meet these growing needs, Livermore
Software Technology Corporation (LSTC) delivers leading-edge crash simulation with its LS-DYNA solution.
[10]
Using crash simulation models, the multicore performance of the newly developed hybrid Ls-dyna is
usually investigated, a method whose speed up arises from both shared memory and massage passing
paralellisms. Theoretically, the hybrid method gains performance advantages over the traditional , massage
passing parallel (MPP) lsdyna for two reasons: first, the addition of shared memory parallelism to the massage
passing parallelism reduce the number of massage and theri sizes dramatically, which in turn redeces latency and
band width requirements on interconnect. Second, the same addition enhances spatial and temporal localities for
both code and data accesses, which in turn allows the size limited cache to work more efficiently. Armed whit
this theory, we caracterize performance of the hybrid method with respect to problem size, core count, core
placement, and interconnect speed; thus provide users guidance on when and how to use the hybrit method
efficiently.
2. LITERATURE REVIEW
2.1 NCAP PROGRAMS
ANCAP has recognised the global nature of the car manufacturing industry and developed a crash
testing program to align with existing overseas programs.
In addition to the full frontal test, an offset test using a deformable barrier was added in 1994. This test
was developed for the European Experimental Vehicle Committee (EEVC) by the Transport Research
773
Laboratory (TRL) in the UK. The test is recognised internationally and the barrier design is specified for both
consumer crash test programs and for compliance with regulatory standards.
Each vehicle model tested in ANCAP undergoes a full. frontal crash test into a solid concrete barrier
and an offset crash test into a barrier with a deformable aluminium face. The full frontal crash test simulates
hitting a solid object or another vehicle exactly head-on and is conducted at a speed of 56 km/h. In this test the
impact is spread evenly across the front of the vehicle. This test mainly evaluates the vehicles restraint system.
The offset crash test simulates hitting another car and is conducted at a speed of 64 km/h. Forty percent
of the width of the car makes contact with the barrier. In this test the crash forces are concentrated on the drivers
side of the vehicle. This test mainly evaluates the vehicle structures resistance to intrusion.
The ANCAP ratings based on data provided by overseas organisations might differ from the ratings
assigned by these organisations. In particular the ANCAP rating includes assessment of the results of full-frontal
crash tests and takes into account the passenger injury measures and restraint performance in these tests. The
ANCAP ratings also tend to place less emphasis on foot well intrusion and lower leg injury than IIHS ratings and
more emphasis on structural performance than the Euro NCAP procedures.
ANCAP consults with the automotive industry about the program through the Federal Chamber of
Automotive Industries (FCAI), the group which represents the vehicle manufacturers and importers in Australia.
Representatives from the vehicle manufacturing companies are invited to attend the test of their products and are
able to review the results before publication. ANCAP meets with the FCAI before each public launch and in
early 1997 conducted a technical briefing for FCAI members on the new IIHS-style rating system. ANCAP is
also working closely with the Federal Government through the Department of Transports Federal Office of
Road Safety (FORS) which administers the design standards for Australian vehicles. [2]
Euro NCAP officially determines which car is tested in which laboratory. Governments as well as car
manufacturers can suggest cars for testing. In the latter case, Euro NCAP will test three of the twenty vehicles
(of the same model) that the manufacturer suggests as options. Euro NCAP groups the cars in various model
classes, such as passenger car (small and large), multiple purpose vehicle (MPV; small and large), SUV
(small and large), sports car and pick-up truck. Within these categories cars are only allowed to be compared
with each other when they differ less than 150 kg in weight.
By law, all new car models have to meet specific safety requirements (ECE regulations and EC directives)
before they are allowed on the road. However, the European c.q. Dutch legislation only sets a number of
minimumrequirements that the secondary (crash) safety of new cars has to meet also known as passive safety or
injury prevention). It is Euro NCAPs aim to encourage car manufacturers to exceed these minimum (crash)
requirements in the interest of both the car occupants and the other traffic users, among whom pedestrians.
Early 2009, the Euro NCAP tests and assessment system were drastically revised. Gives an overview of
the various Euro NCAP subtests, divided into four groups since 2009. Group 1 looks at secondary safety of adult
occupants, group 2 at that of child occupants and group 3 at that of pedestrians as crash opponents of a car, and
group 4 investigates the presence of a number of intelligent safety devices. Besides seat belt reminders, these
also include a number of primary safety devices, that is to say, for the prevention of crashes (earlier known as
active safety). Prior to 2009, these types of safety devices were not part of the Euro NCAP assessment.
The European car models have become much safer during the last few decades. Especially the stronger
cage construction of European car models protects occupants increasingly better during a frontal collision.
Nevertheless, there are limitations. At present, Euro NCAP does not allow for mutual mass differences in frontal
car-car collisions (incompatibility), whereas this in particular is a very determining factor in the further outcome
of a crash. Another phenomenon is that heavier cars have also become more unyielding (less shock absorbing)
and therefore are at an advantage in a crash with a lighter car in terms of protection of the occupants .It is
therefore important to set high requirements to the crash friendliness (energy absorption) of the fronts of cars and
the strength and the design of cage constructions.
Due to both mass and rigidity, safety for the occupants increases with vehicle mass, whereas safety for
the occupants of the crash opponent car decreases with vehicle mass. As long as Euro NCAP does not test this
incompatibility, the number of stars gives good insight into the safety within the same model and size class, but
not between the various classes. The above incompatibility problem is all the more important because of the
774
trend to make cars smaller and more lightweight for reasons of environmental targets. As a result, Euro NCAP
and various other road safety organisations are now discussing how to deal with these differences in mass
between cars. It is more effective for road safety to prevent crashes than to reduce the severity of injuries of car
occupants in crashes .The attention paid by Euro NCAP to primary safety devices, such as an ESC-system, is
therefore positive. It is, however, important to keep secondary safety at at least the same level. The new Euro
NCAP assessment now awards extra points when this kind of safety device is installed. However, until now no
test methods have been available to determine the actual safe functioning, which is a limitation.
OSA has a Car Safety Assessment Committee with members from the Japan Automobile Research
Institute (JARI) and Japan Automobile Manufacturers Association (JAMA). It also has regular discussions with
JAMA members on NCAP related issues.
OSA conducts its full frontal crash test program at JARI. The test is the same as for US NCAP. The
numerical test results are not published as OSA believes they are of little interest to consumers. A four category
rating system (A/B/C/D) based on head injury criterion and chest acceleration is used.
Recently the A category was split into A, AA and AAA levels to further discriminate vehicle safety
performance.
The 1996 program tested the top selling nine vehicles across all classes and results were published early
in 1997. A total of 18 models have now been reported on. OSA has tested 13 more passenger vehicles during
1997. Results were published in April 1998. OSA believes its options to provide more vehicle safety data to
consumers include:
- conduct more tests (subject to budget constraints);
- provide overseas NCAP data on vehicles which are sold in Japan; and/or
- provide vehicle manufacturer test data.
OSA is reproducing US NCAP data on similar vehicles sold in Japan. OSA believes that left hand drive
data can be used for right hand drive vehicles if the vehicle manufacturer agrees the vehicles are similar.
Japan will have a national regulation for side impact this year. This will be based on the European test.
OSA is interested in conducting a side impact test and is reviewing the UK DOT test. OSA is likely to increase
the test speed over the regulatory speed by about 10 percent which is intended to show crash performance
differences between vehicles. OSA expects to take up to three years to develop this test, which will be discussed
through the Car Safety Assessment Committee. OSA has agreed to exchange crash test information with
ANCAP. [2]
2.2 ABAQUS and LS-DYNA

Due to high costs when developing new vehicle models, computer simulations of vehicle dynamics
become more and more important in the product development process. Vehicle dynamics is today a narrow area
on the market, which means that it is uneconomic for most small companies to own required licenses for these
softwares since they only use them temporary. Software used in structural analysis are much more common in
the industry today and simulating vehicle dynamics with this kind of software could result in large economic
savings and new possibilities. Why not simulate vehicle dynamics with FEM analysis software which most of
the middle to larger companies already have licenses to use and staff that are familiar with? This is the question
that the thesis project focuses on.
Abaqus full vehicle simulation:
Full vehicle model

Model parameters file
Simulation file
Road file[5]
775
Companies face a daunting array of product design and manufacturing challenges today. They need to
deliver innovation and quality while also cutting product cost and getting to market faster. This puts pressure on
automotive engineering design analysis teams to study more options and tests in a shorter amount of time,
including a wide range of crash simulations. Growing rapidly in size and sophistication over the past two
decades, crash simulation has become part of the critical design path for the industry an important decisionmaking tool. In addition to those tests mandated by government, insurance companies need simulations to
evaluate risks, including specific car-to-car and car-to-passenger cases. To be of greatest value, all cases must be
simulated in both the design and post-design phases, and repeated anytime a model is modified. Whats more, a
number of automotive manufacturers are using superior passenger safety in collisions as a differentiator
andpowerful marketing element. This is yet another reason for companies to make greater use of crash
simulations in vehicle design. In servers alone, automotive companies have roughly 50 teraflops of installed
computing power, more than 60 percent of which is used for crash simulation. The key to enabling more timely
and extensive simulation is making effective use of these computational resources through fast, accurate and
affordable engineering solutions. [10]
Using crash simulation models, the multicore performance of the newly developed hybrid Ls-dyna is usually
investigated, a method whose speed up arises from both shared memory and massage passing paralellisms.
Theoretically, the hybrid method gains performance advantages over the traditional , massage passing parallel
(MPP) lsdyna for two reasons: first, the addition of shared memory parallelism to the massage passing
parallelism reduce the number of massage and theri sizes dramatically, which in turn redeces latency and band
width requirements on interconnect. Second, the same addition enhances spatial and temporal localities for both
code and data accesses, which in turn allows the size limited cache to work more efficiently. Armed whit this
theory, we caracterize performance of the hybrid method with respect to problem size, core count, core
placement, and interconnect speed; thus provide users guidance on when and how to use the hybrit method
efficiently.[6]
3. METHODS
3.1 Full width frontal impact crash test:
To assess a vehicles frontal impact crashworthiness an integrated set of test procedures is required that
assessesboth the cars self and partner (compatibility) protection. It has been recommended by the International
Harmonisation of Research Activities (IHRA) frontal impact group that the set of test procedures should contain
both full overlap and offset tests.
The European Enhanced Vehicle-safety Committee (EEVC) WG15 has helped co-ordinate work in
Europe to understand and develop a set of test procedures to improve a vehicles frontal impact crash
performance. It has found that the main factors influencing a vehicles compatibility are its structural interaction
potential, its frontal force levels and its compartment integrity. In 2007, EEVC WG15 made a number of
proposals for potential sets of test procedures, all of which contain both full width and offset tests . These were:
Set 1
- Full Width Deformable Barrier (FWDB) test to assess a vehicles structural interaction potential and
provide a high deceleration pulse to test the restraint system.
- Offset Deformable Barrier (ODB) test with EEVC barrier to assess a vehicles compartment integrity
and frontal force levels and also provide a softer deceleration pulse to test the restraint system.
Set 2
- Full Width Rigid Barrier (FWRB) test to provide a high deceleration pulse to test the restraint system.
- Progressive Deformable Barrier (PDB) test to assess a vehicles structural interaction, frontal force
levels and compartment integrity and also provide a softer deceleration pulse to test the restraint system.
Set 3
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- Combination of FWDB and PDB

The aim was that this test would be suitable for regulatory implementation in the short term and also have
potential for further development to include measures to assess and control compatibility in the longer term. [7]
3.2 Frontal Offset Crash Test:

Crash tests are performed for a variety of reasons that include checking whether new designs meet
engineering expectations and safety regulations, re-creating real-world crashes to study injury mechanisms, and
comparing crashworthiness offered by different model designs. Because conducting a full-scale crash test is time
consuming and costly, each of these endeavors relies on generalizing theresults of a few tests, in many cases
only one, to make inferences about other crashes under similar circumstances. Hence the issue of repeatability,
or how closely the results of replicated tests resemble one another, is important.
Car Assessment Program (NCAP), the test vehicles were 1982 Chevrolet Citations identically equipped
and built during the same shift at a single plant. The seats were welded in the correct adjustment position to
minimize test setup differences. Head injury criterion (HIC) and chest acceleration were the two test results
examined most closely.
The results of repeated crash tests of the same vehicle model were very similar in this study. Vehicle
accelerations, and hence the forces acting upon the occupants, were highly replicable, as were the performances
of airbag and belt systems. Measurements of intrusion, a primary focus of offset crashes, were especially
repeatable. Differences between pairs of vehicles in repeated tests were much smaller than the range of intrusion
measurements seen for different vehicles of the same class. [8]
3.3 Side impact Crash Test:

Side impact crash tests consist of a stationary test vehicle struck on the drivers side by a crash cart
fitted with an IIHS deformable barrier element. The 1,500 kg moving deformable barrier (MDB) has an impact
velocity of 50 km/h (31.1 mi/h) and strikes the vehicle on the drivers side at a 90-degree angle. The longitudinal
impact point of the barrier on the side of the test vehicle is dependent on the vehicles wheelbase. The impact
reference distance (IRD) is defined as the distance rearward from the test vehicles front axle to the closest edge
of the deformable barrier when it first contacts the vehicle. Evaluation testing of the impact configuration has
been previously reported .
The MDB alignment calculation was configured to maximize loading to the occupant compartment and
allow alignment of the driver dummy head with the flat portion of the barrier face. For most vehicles the MDB
alignment also aligns the rear dummy head with some portion of the barrier. If the alignment calculation allows
the flat portion of the MDB face to overlap either the front or rear tires, the impact alignment may be modified to
prevent direct loading to these structures early in the crash. To date only one such vehicle has been tested by
IIHS, the smart for two (186 cm wheelbase). Currently there is no set alignment rule for vehicles that fall into
this category, therefore impact alignment will be determined on a case-by-case basis. Manufacturers may contact
IIHS for impact point determination and/or confirmation of impact point during the vehicle development
process.
IRD calculation:
-If wheelbase < 250 cm, then IRD = 61 cm
-If 250 cm wheelbase 290 cm, then IRD = (wheelbase 2) 64 cm
-If wheelbase > 290 cm, then IRD = 81 cm
The MDB is accelerated by the propulsion system until it reaches the test speed (50 km/h) and then is
released from the propulsion system 25 cm before the point of impact with the test vehicle. The impact point
tolerance is 2.5 cm of the target in the horizontal and vertical axes. The impact speed tolerance is 50 1 km/h.
The MDB braking system, which applies the test carts service brakes on all four wheels, is activated 1.0 seconds
after it is released from the propulsion system. The brakes on the test vehicle are not activated during the crash
777
test.
The MDB consists of an IIHS deformable aluminum barrier and the cart to which it is attached. The
crash cart is similar to the one used in Federal Motor Vehicle Safety Standard (FMVSS) 214 side impact testing
but has several modifications .The wheels on the cart are aligned with the longitudinal axis of the cart (0
degrees) to allow for perpendicular impact. [9]
4. FINDING and CONCLUSION

Crashworthiness is the science of minimizing the risk of serious injuries and fatalities in motor vehicle
collisions. Vehicle crashworthiness as measured in standardized crash tests is currently ranked at equal level to
quality, styling, ride and handling, and fuel economy.[2]
Generally NCAPs would like to be able to give as complete a guide as possible to consumers when
buying a vehicle. Test types and protocols will be introduced and developed to achieve this aim. This
would lead to a full evaluation using frontal, side, rear, rollover and pedestrian impacts.The main points relating
to global NCAPs and harmonisation of consumer vehicle safety programs
are:
- Japan has established an NCAP based on theUS program and is now planning side impact.
An NCAP is being considered in South Korea. The Euro NCAP commenced in 1997 andinvolves frontal, side
and pedestrian tests. The US NCAP was expanded in 1997 to include side impact.
- There are some minor differences between NCAP groups in how results of vehicle safety
performance are presented.
-There is now an agreement between Australia and other global NCAP groups to share data where
vehicle and test specifications are compatible. There is also potential to further share data with the vehicle
industry. [3]
A big advantage with Abaqus is that it is very simple to include strength analysis of parts in the vehicle
dynamics simulation. With this functionality a lot of time can be saved in the product devolvement process.
Instead of making a simulation in vehicle dynamics software to determine the forces, and after that put it into a
structural simulation, the step where the forces need to be determined can be skipped. The only thing that needs
to be done is to mesh the geometry, and put it into the model and start the simulation. [5]
REFERENCES
Bois P. , Chou C. C. , Fileta B. B. , Khalil T. B. , King A. I. , Mahmood H. F. , Mertz H. J. , Wismans J.
Vehicle Crashworthiness and Occupant Prodection American Iron and Steel Institute 2000 Town Center.
2) Case M., Griffiths M., Haley J., Paine M., NRMA Ltd., RACV INTERNATIONAL NCAP PROGRAMS IN
REVIEW Vehicle Design & Research Australia , Paper Number 98-S 11 -O-O3
3) ABAQUS Software Adopted by Major Automotive OEM for Crash Simulation Four-year technical
collaboration signals a major technology shift in automotive engineering Providence, R.I. USA, October 25,
2005
4) Euro NCAP, a safety tool SWOV Fact sheet
5) Andreas Hellman, Simulation of complete vehicle dynamics using FE code Abaqus
MASTER OF SCIENCE PROGRAMME Mechanical Engineering
Lule University of Technology Department of Applied Physics and Mechanical Engineering Division of
Functional Product Development 2008:084 CIV ISSN: 1402 - 1617 ISRN: LTU - EX - - 08/084 - - SE
6) Lin Y. Y., Wang J. Performance of the Hybrid Ls-dyna on Crash Simulation with the Multicore
Architecture
7) Mervyn Edwards, DEVELOPMENT OF A HIGH DECELERATION FULL WIDTH FRONTAL IMPACT
TEST FOREUROPE TRL, United Kingdom, On behalf of the APROSYS SP1.2 consortium,Paper Number
09-0105
8) Meyerson S.L., Zuby D.S.,Lund A.K. Insurance Institute for Highway Safety United States
9) Insurance Institude for High Way Safety, www.iihs.org
10) White Paper, Livermore Software Technology Corporation: Leading-edge Crash Simulation Solutions
1)
778
Effect of the Masonry Wall Stuccos to the Seismic

Behavior of the Steel Structures
Ali Demir1, Emre Ercan2, Bengi Arisoy3
1

2, 3
Department of Civil Engineering, Ege University
1
ali.demir@bayar.edu.tr,2emre.ercan@ege.edu.tr,3bengi.arisoy@ege.edu.tr
Abstract: In this study, the contribution of the stucco reinforced with polypropylene fibers to the strength of
the masonry wall was investigated, and then the contribution of the masonry wall reinforced with fibrous
stucco to the lateral behavior of the steel structures was determined. Mechanical and material properties of the
normal and fibrous stucco were found by experimental study. Result of the experiments indicated that the
shear strength of fibrous stucco is 2.75 times larger than normal stucco. In analytical analysis, masonry walls
were modeled as a truss member in diagonal direction in the frame, in order to carry and transfer lateral loads.
In the study 2, 4 and 6 storey steel structures were analyzed with the incremental static pushover method.
Since shear strength of masonry walls is lower than compressive strength, the limit shear strength was
accepted as the maximum bearing capacity of the masonry walls. Pushover analyses were conducted in
SAP2000 program. As a result of the analyses, the contribution of the retrofitted masonry walls to the lateral
behavior of the steel structures under earthquake loads was tried to be interpreted.
Keywords: Masonry Wall, Stucco, Fiber, Seismic Performance, Steel Structures
1 Introduction
In structural analysis of structures effect of rigidity of masonry partition walls are ignored only the weight of the
partition walls are taken into account. This assumption is accepted by many building codes because the structural
behaviors of infill masonries under lateral loads cannot be explained exactly. Detailed information about
masonry in fills may found in literature 1 to 5.
In this study, the contribution of masonry wall retrofitted with polypropylene fiber stucco in earthquake behavior
of the steel structures was investigated. In the frame of study, first of all, the contribution of the stucco reinforced
with fibers to the strength of the masonry wall was investigated, then the contribution of the masonry wall
reinforced with fibrous stucco to the lateral behavior of the steel structures was investigated. Mechanical and
material properties of the normal and fibrous stucco were determined by experimental studies. In the study 2, 4
and 6 storey steel structures are analyzed with pushover method. Pushover analyses are conducted with using
SAP2000 V14 program.
2 Methods
2.1 Experimental Study
A unique full-scale study was undertaken to consider the behavior of fibrous stucco partition walls in structural
mechanic Laboratory of University of Celal Bayar. Each specimen was tested in a 250 KN capacity rigid frame
press. Results of experimental study were gathered by using a load cell, 5 LVDTs and 8 channel data accusation
system. Using CODA program the data gathered from the data accusation system was transferred to the
779
computer. Wall specimens turned 45 for tensile splitting strength test. The specimens loaded to fail using load
controlled hydraulic piston (Fig. 1). Six specimens were used to determine the shear and compression strength
capacities of infill walls (Table 1).
Table 1. Test Methods and Specimens
Identification Codes
of Prepared Test
Specimens
Identification Codes
of Prepared Test
Specimens
NTS-D1
LNTS-D1
NTS-D2
LNTS-D2
NTS-D3
LNTS-D3
NTS-D4
Compression Test
LNTS-D4
NTS-D5
Compression Test
LNTS-D5
NTS-D6
Compression Test
LNTS-D6
Test Method
Tensile Splitting
Strength Test
Tensile Splitting
Strength Test
Tensile Splitting
Strength Test
Test Method
Tensile Splitting
Strength Test
Tensile Splitting
Strength Test
Tensile Splitting
Strength Test
Compression
Test
Compression
Test
Compression
Test
Rigid Steel Frame
Hydraulic
Piston
Steel
Apparatus
Load Cell
Specimen
45o
Rigid Base
Profile
Fig.1. Scheme of testing apparatus
50
In the experimental study, fibrous stucco which has 2 % fiber by volume and normal mortar applied to the square
shape masonry partition wall specimens. Then 4 LVDTs connected to masonry wall specimen. Specimens
turned over 45 and axial load applied for diagonal tensile failure. For compression test, axial distributed load
applied to specimens.
A-A
A
During
Loading
vertical
and
LVDT
horizontal
displacements were
1
3
1
gathered. As a result
bearing capacity and
modulus of elasticity
4
2
2
of specimens were
determined (Fig. 2-3).
A
0
50
Fig.2. Test setup
Fig.3. Scheme of testing specimen and LVDT's
2.2 Experimental Results

Load-Displacement diagram and index properties from diagonal tensile (Tensile splitting test) and compression
tests using normal and fibrous stucco are presented in Fig. 4 and Table 2.
780
40000
NSW-D1
NSW-D2
NSW-D3
35000
25000
Load (N)
Load (N)
30000
20000
15000
10000
5000
0
0
2
3
4
Displacement (mm)
130000
120000
110000
100000
90000
80000
70000
60000
50000
40000
30000
20000
10000
0
PFSW*D1
PFSW-D2
PFSW-D3
0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30 32
Displacement (mm)
a) normal stucco
b) fibrous stucco
Fig.4. Load-Displacement diagram of diagonal tensile (Tensile splitting test) tests on masonry wall specimens
Table 2. Maximum Load-Displacement values of diagonal tensile tests
Identification
Code
NSW-D1
NSW-D2
NSW-D3
PFSW-D1
PFSW-D2
PFSW-D3
Max Load (N)
Max Displacement (mm)
36095
35328
35567
87710
119669
87522
3.838
3.995
3.768
17.305
19.484
16.110
As seen from Table 2 experimental results show that fibrous stucco has positive effect to the ductility and
bearing capacity of the specimens. While normal stucco specimens has brittle behavior fibrous stucco specimens
has ductile behavior (Fig. 5) and the bearing capacity of the specimens has increased about 275%.
a) Specimen with fibrous stucc
b) Specimen with normal stucco
Fig.5. Collapse type of masonry wall specimens

Compressive strength f`m and modulus of elasticity of masonry were gathered from axial compressive tests. The
compression properties of normal and fibrous stucco walls were calculated as f`m=3 MPa, Em=5050, and
f`m=4.80, MPa, Em=8930 in this study, respectively. Compression strength test results are given in Table 3.
Table 3. Compression strength test results
Identification
Code
NSW-D4
NSW-D5
NSW-D6
PFSW-D4
PFSW-D5
PFSW-D6
Max Load (N)
Max Displacement (mm)
53619
47219
59316
119015
121232
125673
7.703
6.921
7.750
11.20
12.80
12.65
2.3 Masonry wall modeling

Masonry infill wall modeling for the structural system depends on under small lateral displacements the infill
masonry walls and frame system reacts together, under large displacements the masonry walls reacts like
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diagonal compressive bar element assumption. As the lateral load and displacement increase gab occurs around
masonry wall and column-beam intersection region. And this turns the wall behave like a diagonal compressive
element. The occurred equivalent virtual diagonal compressive element in masonry wall under large
displacement is shown in Fig. 6.
Using equations of FEMA and Mainstone (1974) infill masonry walls transformed to equivalent virtual diagonal
compressive bars (Eq.1-3).
d
t
Wef
Em
Es
R
H`
H
L`
L
Ic
: Diagonal length
: Widt of masonry wall
: Effective wal width
: Modulus of elasticity (Masonry)
: Modulus of elasticity (Frame)
: Bearing capacity
: Length of masonry wall
: Story height
: Net span width
: Span width
: Angle of diagonal compressive bar
: Moment of inertia of columns
Fig.6. Diagonal compression region in masonry infill wall under lateral load and equivalent virtual diagonal
compressive bar element that represents the masonry wall
d = H 2 + L2
w = 0.175(1 H)
0.4
(1)
H +L
E t sin 2
1 = m
4 E s Ic h
(2)
1
4
(3)
2.4 Modeling of masonry wall using experimental results

In this study, experimental results were used instead of results of proposed equations by literature (Eq. 4) for
bearing capacity of equivalent virtual diagonal compressive bar element.
2
R = z t f m` sec
(4)
3
z=
4 E s Ic H`
4
2 E m t sin 2
(5)
Withal, in the literature maximum strain of equivalent bar element is assumed as u=0.01d and associated with
the force-displacement diagram given above. In this study values of y and u were gathered from the
experimental results.
Fig.7. Equivalent virtual diagonal compressive bar element Force-Displacement diagram
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Experimental test results showed that compressive strength is higher than shear strength and the bearing capacity
of infill walls were overtaken by cracks occurred because of shear stress. Therefore in the analytical study the
values of tensile splitting strength test results were used given in Table 4.
Table 4. Values of R, y and u gathered from experimental study

Code
NSW-F
PFSW-F
R (N)
36095
119669
y (mm)
3.838
19.484
u (mm)
5.087
34.367
3 Analytical Study
3-spanned in both directions 2, 4 and 6 storey steel buildings (Fig. 8) were investigated to determine the effect of
infill walls to seismic behavior of steel structures. The span lengths of the structures are 700 mm in both
directions. The columns and beams are formed from U 120 and U100 steel bars, respectively. The width of the
stucco in fill walls are chosen 140 mm and the density of in fill walls are assumed to be 1.4 t/m. In the analyses
a commercial program, SAP 2000 is used. Plastic hinges are created and assigned to diagonal compressive bar
elements end points and these hinges bear only axial forces. Force-plastic deformation diagram of plastic hinges
were determined from experimental studies (Table 4). Identification codes of frames are given below
PFSW-F : Frames with polypropylene fibrous stucco masonry walls
NSW-F : Frames with normal stucco masonry walls
WMW-F : Frames without masonry walls
3.1 Analytical Results

Non-linear statically analyses of all frames under lateral loads were conducted. Capacity curves (LoadDisplacement curves) of 3 different types of frames are given in Fig.9. The result of collapse case is presented in
Table 5 and effect of stucco type to the rotation angle of column-beam elements is presented in Table 6.
700
700
700
800
700
A-A
dimensions in mm
700
A-A
700
800
700
700
800
700
700
700
700
700
700
700
A-A
Fig.8. Plan of the buildings and A-A sections of 2, 4 and 6 storey buildings
Collapse cases of the structures were investigated using performance-points of the structures by means of nonlinear pushover analysis results and the results are presented in Table 5.
Table 5. Collapse case of the structures at the performance-point
Building
2 Storey
4 Storey
6 Storey
PFSW-F
%100 Collapse
% 50 Collapse
%50 Collapse
NSW-F
%100 Collapse
%100 Collapse
%100 Collapse
Table 6. Maximum rotation angle of column-beam elements at the performance-point (Rad)

Building
2 Storey
4 Storey
6 Storey
PFSW-F
Beam
Column
0.001025
0.022650
0.001587
0.004204
0.003926
0.010300
NSW-F
Beam
Column
0.001670
0.004629
0.002137
0.005713
0.004633
0.011800
WMW-F
Beam
Column
0.004132
0.009800
0.005030
0.011100
0.006098
0.013200
783
3500
3000
2500
2500
Base Shear (kN)
Base Shear (kN)
3000
2000
1500
1000
2000
1500
1000
500
500
2 stories
0
0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07
Displacement (m)
3000
4 stories
0
0.00
0.02
0.04
0.06
Displacement (m)
0.08
0.10
Base Shear (kN)
2500
2000
1500
1000
500
6 stories
0
0.00 0.02 0.04 0.06 0.08 0.10 0.12 0.14 0.16
Displacement (m)
WMW-F
NSW-F
PFSW-F
Fig.9. Capacity curves of the building
5 Conclusions
As a result of the study, experiments indicated that the bearing capacity of fibrous stucco is 2.75 times larger
than normal stucco. Normal stucco infill walls fail as a brittle material, while fibrous stucco infill walls fail as a
ductile material and sudden failure is not observed (Fig. 4, 5 and 6). The effect of infill walls are ignored in most
of the earthquake codes. In this study it is shown that NSW-F type frames have 20 % more bearing capacity than
WMW-F type frames. The bearing capacity of PFSW-F type frames has 35 % more bearing capacity than
WMW-F type frames (Fig. 10). As the storey height of the structure increases, the positive effects of infill
masonry walls increase. Demir et al. [11] has shown that these proportions are 40 % for WMW-F type and %
200 for PFSW-F type in reinforced concrete buildings. The reason of this difference is assumed to be because of
high ductility of steel structures. Effect of stucco type to the rotation angle of column-beam elements is
investigated. Maximum values of rotation angle of beam elements are observed in WMW-F type frames and
minimum values of rotation angle of beam elements are observed in PFSW-F type of frames (Table 8). Infill
walls has positive effects to structural system by increasing the lateral rigidity of the frame
As a conclusion it is seen that fibrous stucco infill walls increase the bearing capacity and the ductility of the
structures. Therefore, the effects of infill walls may not be ignored to make more economical designs in
earthquake codes.
784
References
1. Trk, M., Ersoy, U., and zcebe, G. (2003). Betonarme erevelerin betonarme dolgu duvarlarla depreme kar onarm ve
glendirilmesi. Beinci Ulusal Deprem Mhendislii Konferans, 26-30 Mays, stanbul.
2. Ersoy, U. (1996). Seismic rehabilitationapplication research and current needs. 11th World Conference on Earthquake
Engineering, Acapulco, Mexico (invited paper).
3. Ersoy, U. and Tankut, T. (1992). Hysteretic response of RC infilled frames. ASCE Journal of Structural Eng.1(18):8.
4. Erkaya, A. (1996). Betonarme ereve yaplarda dolgu duvarlarn deprem davranna etkisi. Master Thesis, Istanbul
Technical University, stanbul.
5. Kaltakc, M.Y., Kken, A., Arslan, M.H., and Korkmaz, H.H. (2007). Dolgu duvarl elik erevelerin yatay ykler
altndaki davrannn deneysel ve dorusal olmayan analitik yntemlerle incelenmesi. 2. elik Yaplar Sempozyumu,
Eskiehir, 10-11 Mays (Tam metin olarak kitapkta yaymland).
6. Kaltakc, M.Y. and Arslan, M.H. (2005). Tayc olmayan tula dolgu duvarlarn yap davran katsaysna olan etkisinin
incelenmesi. Deprem Sempozyumu, Kocaeli, Trkiye, 23-25 Mart, 598-605.
7. FEMA-306, (2005). Repair of Earthquake Damaged Concrete and Masonry Buildings-Basic Procedures Manual. Federal
Emergency Management Agency, Washington.
8. FEMA-356, (2005). Presentandard and Commentary for the Seismic Rehabilitation of Buildings. Federal Emergency
Management Agency, Washington.
9. Mainstone, R.J. (1974). Suplementary note on the stiffness and strengths of infilled frames. Current Paper 13/74, Building
Research Station, UK, Feb.
10. SAP2000, integrated finite element analysis and design of structures basic analysis reference manual, Computers and
Structures Inc. Berkeley (CA, USA).
11. Demir, A., Ercan, E., Arsoy, B., Nuholu, A., Kozanolu, C. (2011). Dolgu Duvar Svalarnn Yaplarn Deprem
Davranna Etkisi. 7.Ulusal Deprem Mhendislii Konferans, stanbul, Trkiye, 30 May.
BIOGRAPHIES
Ali Demir Ali Demir was born in Karabk in 1983. He graduated from Celal Bayar University in 2005. He completed his
graduate thesis in 2008. He is still a doctoral student in Celal Bayar University. He has been an research assistant in Celal
Bayar University for 6 years. He is studying concrete structures, performance evaluation of buildings, experimental study. Ali
Demir knows English as a foreign language.
He has three pressed, five national articles, eleven articles in national and international conferences. Four papers were
accepted by Gediz University and will be presented in June. He also has two accepted presentations and will be presented in
7UDMK in June. He completed different scientific research projects in Celal Bayar University, TBTAK and he has started
two new projects last year.
Emre Ercan Emre Ercan was born in zmir in 1977. He graduated from stanbul Techinical University in 2001. He
completed his master thesis in 2004 and doctorate thesis in 2010 in Ege University. He has been an research assistant in Ege
University since 2004. He is studying Impact-Echo, Operational Modal Analysis, FEM and steel structures. Emre Ercan
knows English as a foreign language.
He has two published articles. Two papers were accepted by Gediz University and will be presented in June. He
completed four scientific research projects in Ege University and TBTAK and he is starting one new projects this year.
Research Assistant Emre ERCAN is a member of Turkish Chamber of Civil Engineers since 2001.
Bengi Arsoy Bengi Arsoy had Bachelor of Science degree in Civil Engineering from Dokuz Eyll University in 1987. She
had her Master degree in 1992 from same university and had her PhD degree in 2002 from Wayne State University. She
worked as research assistant for seven years in Faculty of Engineering and Architecture of Dokuz Eyll University, as
specialist for three years in City of Detroit, as lecturer for one year in Faculty of Engineering of Dokuz Eyll University. She
has been working as Assistant Professor since 2005 in Faculty of Engineering of Ege University. She is currently working on
use of fiber reinforced concrete in structural rehabilitation, strengthening and retrofitting of reinforced concrete structures.
785
Soil-Structure Interaction of RC Structures in

Different Soils by Nonlinear Static and
Dynamic Analyses
Ali Demir1, Emre Ercan2, Muhiddin Bac3
1, 3

2
Department of Civil Engineering, Ege University
1
ali.demir@bayar.edu.tr,2emre.ercan@ege.edu.tr,3muhiddin.bagci@bayar.edu.tr
Abstract. In conventional methods the structures are assumed fixed to the soil and soil-structure
interaction (SSI) is ignored. Many design codes have suggested that the effect of SSI can reasonably be
neglected for the seismic analysis of structures. In this study, SSI of reinforced concrete structures were
investigated with nonlinear analysis methods. Two equivalent reinforced concrete structures were modeled
with different soil conditions for finite element model and nonlinear dynamic and static analyses were
conducted. Analysis results were compared with the fixed structures. Consequently, the analysis results show
that SSI must not be ignored for structural analyses.
Keywords: Soil-Structure Interaction, Seismic Performance, Non-linear Analyses, RC Structures
1 Introduction
In structural analysis made due to classical methods, it is accepted that structures sits on soil as fixed. As a
result the interface of the structure and the soil the motions like rotation, settlement and rising do not take
place. In addition, in the case of resonance and application of the vertical component of earthquake to the
building, the responses are ignored. During earthquake, in case of ignorance of SSI, structures are subjected
to this type of forces. As a result, important hazards are seen, for this reason, structures should be modeled
together with soils under structures. Bettess and Zienkiewicz [1] in their study developed infinite element
model for static and harmonic loads, which was used by Medina [2] for the dynamic interaction of soil
structure interaction systems. For the solution of soil structure interaction problems, the researchers have
developed many methods depending on direct method and substructure method. The most important of this
was by Wolf and Song [3] who developed infinitely small sized finite element method for the solution of
soil structure interaction problems.
In this study, seismic behaviors of reinforced concrete structures in the different soil profiles are investigated
by nonlinear analysis methods. The finite element models of soil and structure are constituted. The soil
structure interaction is investigated with nonlinear static and dynamic analyses using SAP2000 V14 finite
element program. The RC structures having similar rigidity in different soil types are taken into account.
After the analysis, the capacity curves of the structures, damages of structural elements, max base sheardisplacement values, displacements and rotations of foundations are determined.
786
2 Soil Structure Interaction

There are two different approaches for solutions of SSI, direct method and substructure method. Direct
method is widely used and in this method, displacement, mod shapes and stresses of a soil-structure system
under dynamic loads, are calculated depending on time and frequency using Finite Element Method. Infinite
soil is cut by cutting faces and special boundary conditions that represents the infinite soil conditions.
Previous studies showed that it would be enough to represent the infinite soil model, if the meshed soil's
dimension is 8~10 times greater than the foundation base dimension [4].
Viscose boundary condition is applied to the soil that represents the infinite soil. To apply this condition
horizontal wave scatter must be occur in isotropic and linear elastic region. Also to decrease the reflection
angle of artificial boundaries must be far away from the structure. In this case nearby region meshed to
many finite elements (Fig. 1) [4].
Fig.1. Boundary conditions in Direct Method (Viscose boundaries) [4]
Displacement parameters of a structural system under dynamic loads are rigidity and damping ratio.
Therefore elasticity module, poissons ratio, density, shear wave velocity, damping ratio and rigidity are
taken account in soil-structure interface modeling.
3 Methods
3.1 The Properties of Structural Analyses
The selection of the type of analysis to be used within the framework of a performance-based design
procedure is also a topical issue, and nonlinear analysis is gaining popularity during the last few years, a
reason for this being that appropriate analytical tools are now available for performing both types of
nonlinear analyses, the incremental static pushover (NISP) and time-history (NTH). Even though NTH is the
most comprehensive method to determine the seismic demands of the structures, this method is complicated
and it takes time to complete the analysis. Seismic loads are applied to the building directly in this method.
Earthquake data should be selected carefully [5-10]. The seismic performances of existing structures are
determined with the NISP and NTH methods. In this study, the different acceleration records were used for
NTH method. The properties and acceleration records of Duzce and Kocaeli earthquakes are given in the
Table 1 and Fig. 2.
787
Table 1. Earthquake data using in NTH method [11]

Earthquakes
Date
Name
Mw
Velocity
Acceleration
Magnitude
(cm/s)
(g)
Duzce
1999/11/12
DZC180
7.1
60.0
0.348
Kocaeli
1999/08/17
ARC000
7.4
17.7
0.218
0.4
0.2
0.3
0.2
Acceleration (g)
Acceleration (g)
0.1
0.0
-0.1
0.1
0.0
-0.1
-0.2
-0.2
-0.3
Kocaeli
Duzce
-0.4
-0.3
0
10
15
Time
20
25
30
10
15
20
25
Time
Fig.2. The acceleration records of earthquakes
3.2 The Properties of Soils

In the scope of this study, two different soil profiles were used to understand the effect of SSI. Index
properties of the soils are presented in Table 2.
Table 2. Index properties of the soils [4]

Modulus of
Shear wave
Density
Poisson
kN/m3
Ratio
15
17.16
0.45
100
CH
50
20.30
0.40
100
Dense Sand
120
19.62
0.33
150
Soil layers
elasticity
MPa
Fill
velocity
m/sec
ML
13
17.16
0.45
60
SM/ML
70
17.16
0.33
150
CL or CL/ML
15
17.16
0.45
60
56
19.62
0.40
100
1200
19.62
0.45
500
CH/CL with
ML/SM layers
Clay Stone
788
Soil Profile-1
0m
0m
Soil Profile-2
3m
5m
8m
9m
11 m
15 m
15 m
ML
CL
SM-ML
Dense Sand
Fig.3. Soil profiles
Soil profiles were modeled as 2D shell element in SAP2000 a commercial Finite Element program [12].
Dimensions of the shell element were chosen 210 meters (10 times of structure base width) to left and right
side and 15 meters depth. While nearby region to structure was meshed fine, far away region to the structure
was meshed coarse. Mesh sizes were chosen 1x1 m 40 m distance from the structure, 2.5x1 m 70 m distance
from the structure and 5x1 m 100 m distance from the structure. Index properties of soil profiles (Fig. 3)
were assigned to the shell elements. Connection of soil and structure was provided with 50 cm width rigid
foundation. 15 meter depth of the soil was assumed to be rock and this region was modeled as fixed end.
Dampeners that assumed the soil parameters assigned to the horizontal boundaries of the soil. These
dampeners provided reflection of earthquake waves back to the soil.
4 Numerical Modeling
In this study, while the soil structure model was constructed, existing RC buildings were used. In the
buildings, C20 concrete and S420 steel are used. The beam and column dimensions were 250x500 mm,
400x400 mm, respectively. The structure had 3 spans in X direction and 4 storeys. The span lengths are 3 m,
4 m and 3 m respectively. The storey heights were 4 m, 3 m, 3 m and 3m, respectively (Fig. 4). In
Nonlinear analyses 3 different type SSI were used.
: SFS
1. The structure having fixed support
: SSP-1
2. The structure in the soil profile-1
: SSP-2
3. The structure in the soil profile-2
In the soil structure interaction, damping ratio was taken %5 and soil was assumed isotropic and
homogeneous. The seismic behaviors of RC structures in the soil structure interaction were investigated
with NISP and NTH analyses. The acceleration records of 1999 Kocaeli and Duzce earthquakes were used
in the NTH method. Structural analyses were carried out with SAP2000 V14 program [12].
789
Fig.4. Building and soil models in Sap2000
5 Results
Analyses of the SFS, SSP-1 and SSP-2 type of structures were done by NISP method and capacity curves of
the structures were determined (Fig. 5).
According to Turkish Earthquake Code-2007 SFS, SSP-1 and SSP-2 type of structures performance points
were determined by NISP method. The results are presented in Table 3. Number of damaged structural
elements at the performance point is presented in Table 4.
180
Rigidity Connections
Soil Profile-1
Soil Profile-2
160
Base Shear (kN)
140
120
100
80
60
40
20
0
0.0
0.1
0.2
0.3
0.4
0.5
Displacement (m)
Fig.5. The capacity curves of the structures with the incremental static pushover analysis
Table 3. Performance points of the structures that determined bye NISP method
SFS
SSP-1
SSP-2
Base Shear (kN)
95.526
60.087
59.175
Displacement (m)
0.033
0.219
0.157
Table 4. Number of damaged structural elements at the performance point

SFS
SSP-1
SSP-2
Beam
Column
Beam
Column
Beam
Column
NTH analyses of the structures were made by using Duzce and Kocaeli Earthquakes and damage situation of
structural elements at maximum acceleration values are presented in Table 5 and Table 6.
Table 5. Number of damaged structural elements inDuzce Earthquake

SFS
SSP-1
SSP-2
Beam
Column
Beam
Column
Beam
Column
10
790
Table 6. Number of damaged structural elements inKocaeli Earthquake

SFS
SSP-1
SSP-2
Beam
Column
Beam
Column
Beam
Column
Maximum displacement and rotation angle values at foundation-structure region were obtained from NTH
and NISP analyses. Results are presented in Table 7 and Table 8.
Table 7. Maximum displacement and rotation angle values at foundation-structure region gathered from
nonlinear static analyses
SFS
SSP-1
SSP-2
Displacement (m)
0.03578
0.0222
Rotation (rad)
0.02492
0.0212
Table 8. . Maximum displacement and rotation angle values at foundation-structure region gathered from
nonlinear time history analyses
Duzce Earthquake
Displacement
(m)
Rotation
(rad)
Kocaeli Earthquake
SFS
SSP-1
SSP-2
SFS
SSP-1
SSP-2
0.04200
0.01079
0.01735
0.00310
0.02840
0.01806
0.00599
0.00301
6 Conclusions
Many design codes have suggested that the effect of SSI can reasonably be neglected for the seismic
analysis of structures. In this study, SSI of two equivalent reinforced concrete structures were investigated
with NISP and NTH analysis methods. In consequence to the study;
Analysis results of neglecting and taking into account SSI have great differences that can not be
neglected.
Capacity curves of SFS, SSP-1 and SSP-2 types of structures were obtained by NISP analyses (Fig.
5). SFS type structure (neglecting SSI) has 3 times greater ductility than SSP-1 and SSP-2 type
structures (taking into account SSI)
Performance points were obtained by NISP analysis and results presented in Table 3. Base shear of
the SFS type structure was obtained 1.5-2 times greater than other structures. Displacements of SFS
type structures were obtained 5-6 times smaller than other structures. This indicates, taking SSI into
account makes the model more flexible.
Structural damages under Duzce Earthquake were presented in Table 5. Analysis results were
found similar with NISP analysis. It was found that under Kocaeli Earthquake structural elements
had no damage (Table 6). In the case of taking SSI into account caused damages on the structural
elements.
Displacement and rotation at foundation could not be observed in SFS type structures. As the SSI
was taken into account maximum displacement and rotation were occurred at soil-structure
connection region (Table 7 and Table 8). The effect of soil profile was found more operative in
NTH analysis method then NISP analysis method.
Consequently, the analysis results show that SSI affects the performance and earthquake response of the
structural model and must not be ignored for structural analyses.
791
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
Bettes, P. and Zienkiewicz, O.C. (1977). Diffraction and refraction of surface waves using finite and infinite
elements. International Journal of Numerical Engineering 11:1271-1290.
Medina, F. (1980). Modeling of soil-structure interaction by finite and infinite elements'. Report No.
UCB/EERC-80/43, University of California, Berkeley. CA.
Wolf, J.P. and Song, C. (1994). Dynamic stiffness matrix of unbounded soil by finite element multi-cell
cloning. Earthquake Engineering and Structural Dynamics 23:233-250.
Garip, Z.., alar, N., Pala, M. and Ala, N. (2007). Soil-structure interaction analysis of rc buildings settled
in soil conditions of Adapazari. International Earthquake Symposium, Kocaeli, Trkiye.
Lawson, R.S., Vance V. and Krawinkler H.(1994). Nonlinear static push-over analysis-why, when, and how?
In: Proceedings 5th US NCEE. 1:283292 Chicago, USA.
Faella, G. and Kilar, V. (1996). Asymmetric multistorey R/C frame structures: push-over versus nonlinear
dynamic analysis. In: Proceedings 11th ECEE, Paris, France, CD-Rom.
Mwafy, A.M. and Elnashai A.S. (2001). Static pushover versus dynamic collapse analysis of RC buildings.
Engineering Structures 23:407424.
Sezer, F., Genolu, M. and Celep, Z. (2007), Betonarme Binalarn Deprem Gvenliinin
Deerlendirilmesinde Deprem Ynetmelii 2007 Kurallarna rnekle Kyaslamal Bir Bak, Altnc Ulusal
Deprem Mhendislii Konferans, 16-20 Ekim, stanbul.
Kappos, A.J. and Kyriakakis, P. (2000). A re-evaluation of scaling techniques for natural records, Soil
Dynamics and Earthquake Engineering 20:111-123.
Bardakis, V.G and Dritsos, S.E.(2007). Evaluating assumptions for seismic assessment of existing buildings.
Soil Dynamics and Earthquake Engineering 27:223233.
Pacific Earthquake Engineering Research Center web page http://peer.berkeley.edu
SAP2000, integrated finite element analysis and design of structures basic analysis reference manual,
Computers and Structures Inc. Berkeley (CA, USA).
TEC 2007, Specifications for buildings to be built in seismic areas. Turkish Earthquake Code 2007). Ministry
of Public Works and Settlement. Ankara. (Turkey).
BIOGRAPHIES
Ali Demir Ali Demir was born in Karabk in 1983. He graduated from Celal Bayar University in 2005. He completed his
graduate thesis in 2008. He is still a doctoral student in Celal Bayar University. He has been an research assistant in Celal
Bayar University for 6 years. He is studying concrete structures, performance evaluation of buildings, experimental study. Ali
Demir knows English as a foreign language.
He has three pressed, five national articles, eleven articles in national and international conferences. Four papers were
accepted by Gediz University and will be presented in June. He also has two accepted presentations and will be presented in
7UDMK in June. He completed different scientific research projects in Celal Bayar University, TBTAK and he has started
two new projects last year.
Emre Ercan Emre Ercan was born in zmir in 1977. He graduated from stanbul Techinical University in 2001. He
completed his master thesis in 2004 and doctorate thesis in 2010 in Ege University. He has been an research assistant in Ege
University since 2004. He is studying Impact-Echo, Operational Modal Analysis, FEM and steel structures. Emre Ercan
knows English as a foreign language.
He has two published articles. Two papers were accepted by Gediz University and will be presented in June. He
completed four scientific research projects in Ege University and TBTAK and he is starting one new projects this year.
Research Assistant Emre ERCAN is a member of Turkish Chamber of Civil Engineers since 2001.
Muhiddin Bac Muhiddin Bac was born in Konya. He graduated from Dokuz Eyll University in 1991. He completed
his graduated thesis in 1996 and his doctorate thesis in 1996. He started working as a research assistant since 1993. He has
been working as an assistant professor since 2006 in Celal Bayar University. He is studying concrete structures, performance
evaluation and finite elements method. He knows English as a foreign language.
He has five pressed and one accepted scientific articles, fifteen national articles. His three papers have been accepted and
presented in national conferences and one in international conference. He has two graduate and one doctorate students this
year. He has started scientific research projects in Celal Bayar University last year.
792
Simulation of Lid-driven Cavity Flow by Parallel

Implementation of
Lattice Boltzmann Method on GPUs
S. Berat elik1, Cneyt Sert2, Barbaros ETN3
1,2
3
1
METU, Mechanical Engineering, Ankara, TURKEY
METU-NCC, Mechanical Engineering, TRNC Mersin 10 TURKEY
berat.celik@metu.edu.tr, 2csert@metu.edu.tr, 3barbaros@metu.edu.tr
Abstract.Lattice Boltzmann Method (LBM) is a computational technique used to solve transport problems
in thermo-fluidic sciences. When applied to the solution of incompressible flows it shows a number of
advantages compared to classical finite volume or finite element based techniques. Its algorithmic structure
is very suitable for parallel programming on GPUs, which are today's state-of-the-art technology for parallel
computing. In this study, 2D lid-driven cavity problem, which is a standard benchmark problem for fluid
flow simulations, is solved using LBM with D2Q9 model and BGK collision approximation. Numerical
computations are performed on a workstation with an NVIDIA Tesla C1030 GPU. Parallelization potential
of a typical LBM code is investigated. Performance comparison with CPU- and GPU-based computing is
presented.
Keywords: Lattice-Boltzmann Method, GPU computing, Lid-driven cavity
1 Introduction
Lattice Boltzmann Method (LBM) is a new generation numerical technique used to study transport problems in
thermo-fluidic sciences. It is well suited to simulate single and multi-phase flows of single and multicomponent fluids. Although it is commonly used for problems in high Knudsen number regimes for which
continuum assumption of Navier-Stokes solvers breaks down, it is also capable of simulating continuum flows
[1-5]. Its simple algorithmic structure is easy to code and very suitable for parallel programming [6].
Today's state-of-the-art technology for parallel computing is based on the use of Graphics Processing Units
(GPU). GPUs that are specifically designed for high performance scientific computing can offer tens of times of
more FLOP performance and over ten times more memory bandwidth compared to CPUs [6]. In 2007, GPU
manufacturer NVIDIA announced a new parallel computing architecture called CUDA, which popularized the
use of GPUs for general purpose computing. In the following years software vendors realized the great potential
of GPU based scientific computing and they started to migrate their CPU based numerical libraries to GPUs.
Jacket is such a commercial numerical library that provides GPU-based versions of many built-in MATLAB
functions. MATLAB and Jacket software are used in this study to implement LBM.
2D lid-driven cavity problem is solved using LBM with D2Q9 model and BGK collision approximation.
Numerical computations are performed on a workstation with a Tesla C1030 GPU. Performance comparison
793
with CPU-based and GPU-based computing is presented. Speedups exceeding 17 times are observed. It is seen
that computations using finer grids resulted in better parallel performance.
2 Lattice-Boltzmann Method
Although incompressible flow of a 2D lid-driven cavity, shown in Fig. 1, is commonly used as a benchmark
problem for new CFD codes, it is quite challenging considering boundary condition related singularities at its
top corners. Classical finite volume or finite element based solvers need excessively fine girds to resolve these
regions accurately and provide an oscillation free solution. A major challenge for solving incompressible flow
problems with these classical techniques is the weak coupling of pressure and velocity fields. Several remedies
to overcome this problem are suggested such as the use of staggered grids for finite volume solvers or the use of
different order approximation spaces for velocity and pressure fields for finite element solvers. However, all
these extra efforts bring complexities to computer codes. Several stabilization techniques are developed to
circumvent these complications, but they suffer from unphysical artificial dissipation.
(
B (
f
B (
(
ff
B (
Square
R
(
B (
Fig. 1. Definition of 2D lid-driven cavity problem.
In this study LBM is used to solve 2D lid-driven cavity problem. Difficulties of simulating incompressible
flows mentioned in the previous paragraph are not of a concern for LBM, which results in a very short and
clean code that is easy to understand and implement. A typical LBM code works in a time marching manner, in
which the following 4 sections are repeated inside a time loop: (1) collision, (2) streaming,
(3)
implementation of boundary conditions, and (4) calculation of macroscopic quantities. In this study, the popular
D2Q9 model is used [7]. D2 stands for 2 space dimensions, and Q9 is the number of lattice directions
associated with each node of the mesh, as shown in Fig. 2.
Fig. 2. Lattice directions of D2Q9 model.
2.1 Collision Process

Governing equation of the method is the Boltzmann Transport Equation (BTE)[7],
794
& e (1)
S
where term is a double integral that represents the collisions of particles. is the distribution function used to
model the number density of the particles in a control volume and in a range of velocities at any time S. e is the
speed of sound. BTE is an integro-differential equation which is hard to solve. It is commonly simplified using
the Bhatnagar-Gross-Krook (BGK) model, according to which the collision operator is replaced with the
following expression [8],
{ " 7 (2)
where { is collision frequency and " is equilibrium distribution function. BTE equation can now be
discretized in space and time as follows,
& & f 7 { & { "
(3)
By the use of Chapman-Enskog expansion, i.e. single-relaxation time approach, collision frequency is given by,
{
( & ;
<
(4)
where is the nondimensional kinematic viscosity which is a function of relaxation time f]{. In the
common practice both the time step and the grid spacing are taken to be unity, which is also the case in
the current implementation.
Equilibrium distribution function of Eqn (3) is simplified by Rothman & Zaleski in the following form [9],
"

f &
&
7
(5)

which is the equation used to calculate the equilibrium distribution function at node } of the grid.
are the unit
vectors associated with each lattice direction. For example for the 5th direction of Fig. 2
& . and
are the macroscopic velocity and density at node } and is the lattice speed of sound. Weights used in D2Q9
model are,
f] for f g
f] for (6)
] for
2.2 Streaming Process
Streaming (updating) process transfers the recently calculated distribution functions to the neighboring nodes to
be used in the next time step. Fig. 3 demonstrates how the nodes communicate information with each other for
the simple case of a unidirectional flow from left to right discretized by a grid of 6 nodes (23). Arrows
represent 9 distribution functions and the one in the R -direction (1st direction) is highlighted and shown before
795
and after streaming.

At the end of streaming, distribution functions of the nodes lying on the left boundary (nodes 1 and 4) are
missing and their values should be assigned using a boundary condition. Also see that the functions on the very
right side of the figure have left the domain.

Fig. 3. 1st distribution function before (left) and after (right) streaming.
2.3 Boundary Conditions

For the fixed solid walls of the cavity solved in the current study first-order accurate bounce-back boundary
condition is used. For example at the bottom boundary of the cavity problem 4th , 7th and 8th distribution
functions are located outside the fluid domain. To get the required no slip boundary condition their values are
assigned to the symmetric ones inside the fluid domain, i.e.

(7)
For the moving top wall of the cavity, a modified version of the procedure described above given by Zhu and
He [11] is used.
2.4 Macroscopic Quantity Calculations
Summation of all 9 distribution functions at a node results in the lattice density
(8)

which can further be used to calculate the macroscopic velocity at a node as follows
f

e

796
(9)

LBM described in the previous section is coded in MATLAB and 2D lid-driven cavity problem is solved at 4
different Reynolds numbers. Streamlines and velocity profiles at ( are shown in Figs. 4 and 5. LBM
results are in good agreement with the reference results of Ghia et.al [12].
(a)
(b)
(c)
(d)
Fig. 4. Streamlines at different Reynolds numbers (a) t f((, (b) t f(((,
(c) t g((, (d) t (((.
Using MATLAB's add-on library Jacket, LBM code is modified to be run in parallel on GPUs. Lid-driven
cavity problem is solved with a number of different uniformly spaced grids using both the serial version of the
code running on a single CPU (Intel Xeon E5620 Quad-Core 2.40GHz, 12MB Cache) and the parallel version
running on a GPU (NVIDIA Tesla C1030, 4 GB RAM). Results are shown in Table 1 and Fig. 6. Execution
times given in seconds in Table 1 are obtained by running the time marching LBM code only for
arepresentative number of time steps that is enough to collect meaningful data. That is actual runs take longer
than the amounts presented.
797
(a)
(b)
(c)
(d)
Fig. 5. Variation of horizontal velocity component at R ( for different Reynolds numbers
(a) Re = 100, (b) Re = 1000, (c) Re = 3200, (d) Re = 5000.
As seen in Fig. 6 for coarse grids the code runs slower on the GPU. The reason is that the amount of floating
point operations resulting from coarse grids are not enough to keep the GPU busy, but rather the memory
transfer to and from the GPU becomes the bottleneck and increases the total run time. As the grid gets finer,
parallelization on the GPU becomes more and more effective. For the finest mesh of 4 million nodes, which is
unnecessarily big for a 2D problem, but can be appropriate for a 3D problem, a speedup of more than 17 times
is obtained.
Table 3 - GPU vs CPU Time Comparison (in seconds)
Grid Size
GPU Time
CPU Time
Speedup
40 x 40
0.73
0.08
0.12
80 x 80
0.73
0.21
0.30
100 x 100
0.73
0.32
0.44
200 x 200
0.75
1.20
1.61
400 x 400
0.83
4.69
5.65
800 x 800
1.55
18.99
12.33
1200 x 1200
2.79
42.80
15.33
1600 x 1600
4.54
78.54
17.28
2000 x 2000
6.91
121.39
17.57
798
Fig. 6. Comparison of GPU and CPU execution time.
Current LBM implementation based on D2Q9 model has a memory requirement of 32xNN where NN is the
total number of nodes in the mesh. Even for the finest mesh tried, which has NN=4x106, memory requirement
is less than 1 GB, which fits nicely into the 4 GB memory of the NVIDIA Tesla C1030 card used in this study.
Even for D3Q15 model, which is commonly used for the solution of 3D problems, memory requirement of
LBM raises only to 52xNN, which is again smaller compared to the memory need of classical Navier-Stokes
solvers. Even though a single card seems to be enough for LBM simulation of large 3D problems, it is logical to
use multiple GPUs to increase parallelization potential of LBM and decrease run times. Jacket library has
support for multiple GPUs, which will be utilized in future studies.
4 Conclusion
2D lid-driven cavity benchmark problem is simulated using a MATLAB implementation of Lattice Boltzmann
Method. The code is parallelized to be run on GPUs by the use of the Jacket library. LBM is shown to provide
accurate results for this continuum flow, without the need of any stabilization techniques required for classical
incompressible Navier-Stokes solvers. Parallel version of the code provided a speed up of more than 17 times
for the finest mesh used with 4 million nodes with a memory usage on the GPU of less than 1GB. LBM has a
very simple algorithm with enormous potential for parallelization. Also as shown in this study its memory
footprint is very small. Coupled with the rapid coding and testing experience provided by MATLAB and
Jacket's easy to use GPU extensions, efficient flow solvers that can simulate realistic 3D flows on personal
desktop supercomputers with multiple GPUs can be developed. One disadvantage of LBM is the discretization
of complicated flow fields with arbitrary boundaries, which is a current field of active research with already
available promising solutions.
Acknowledgements
Financial support from METUNCC via the Campus Research Project (BAP-EN10) and from the Turkish
Scientific and Technical Research Council, Grant No. 110M750 is greatly appreciated.
799
References
1. Toschi F. and Succi S. (2005). Lattice Boltzmann method at finite Knudsen numbers. Europhys. Lett 69(4): 549555.
2. Nie X., Doolen G. D., and Chen S. (2001). Lattice-Boltzmann simulation of fluid flows. MEMS J. of Statistical
Phys. 107 (1-2): 279-289.
3. Ghazanfarian J., and Abbasi A. (2010). Heat transfer and fluid flow in microchannels and nanochannels at high
Knudsen number using thermal Lattice-Boltzmann method. Phys. Rev. E. 82 (2): 026307.
4. Verhaeghe F., Luo L.-S., and Blanpain B. (2009). Lattice Boltzmann modeling of
microchannel flow in slip
flow regime. Journal of Computational Physics. 228 (1): 147-157.
5. Zhou Y., Zhang R., Staroselsky I., Chen H., Kim W. T., and Jhon M. S. (2006). Simulation of micro and nano
scale flows via the Lattice Boltzmann method. 362 (1): 68-77.
6. Tubbs K. R. and Tsai F. T.-C. (2011). GPU accelerated Lattice Boltzmann model for shallow water flow and mass
transport. Int. J. for Numerical Methods in Engineering. 86 (3): 316334.
7. Mohammad, A. A., (2007). Applied LatticeBoltzmann Method for Transport Phenomena, Momentum, Heat and
Mass Transfer. Calgary: Sure Printing.
8. Succi S., (2001). Lattice Boltzmann Equation for Fluid Dynamics and Beyond, Oxford: Clarendon Press.
9. Rothman D.H,. and Zaleski S. (1997). Lattice Gas Cellular Automata, Cambridge: Cambridge University Press.
10. Bhatnagar P. L., Gross E. P., and Krook, M. (1954). Gaseous flow in microconduits with viscous dissipation.
Phys. Rev., 94: 511-525.
11. Zou, Q., and He, X., (1997). On pressure velocity flow boundary conditions for the lattice Boltzmann BGK model.
Phys. Fluids9 (6): 1591-1598.
12. Ghia U., Ghia K. N., and Shin C. T. (1982). High-Re solutions for incompressible flow using the NavierStokes
equations and a multigrid method. Journal of Computational Physics48 (3): 387411.
Biographies
S. Berat elik was born in Turkey (1985). Graduated from mechanical engineering program of Middle East Technical
University Northern Cyprus Campus (METU NCC) and currently attending graduate school in METU. Research interests
are Lattice Boltzmann Methods, parallel computing and microfluidics.
Cneyt Sert was born in Turkey in 1974. He received B.S. and M.S degrees in mechanical engineering from Middle East
Technical University (METU), Ankara, Turkey in 1996 and 1998, respectively. He received his Ph.D. degree in mechanical
engineering from Texas A&M University, College Station, TX, USA.
He is currently working as a faculty at the Mechanical Engineering Department of METU. His current research interest is
in the field of computational fluid dynamics by the use of finite element and spectral element formulations.
Barbaros etin was born in Bursa, Turkey in 1979. He received B.S. and M.S. degree in mechanical engineering from
Middle East Technical University, Ankara, Turkey in 2002 and 2005, respectively. He received his Ph.D. degree in
mechanical engineering from Vanderbilt University, Nashville, TN, USA.
He is currently working as a faculty at the Mechanical Engineering Program of METU-Northern Cyprus Campus. His
research interest lies in the fundamental and experimental investigations on transport phenomena in microchannel networks
and development of the LOC technology for biomedical, biological and chemical applications. He is also currently working
on the implementation of Lattice-Boltzmann method for fluid and heat transfer problems on graphical process units.
800
Weight Optimization of the Laminated Composites

as an Aircraft Structure Material Using Different
Failure Criteria Prepared for ISCSE 2011
Hamza Arda Deveci1, Mehmet Umut Syleyici2, Levent Aydn 3, H. Seil Artem4
1,2,3,4
1
Department of Mechanical Engineering, Izmir Institute of Technology
ardadeveci@iyte.edu.tr, 2mehmetsoyleyici@iyte.edu.tr, 3leventaydin@iyte.edu.tr, 4secilartem@iyte.edu.tr
Abstract.In this study, weight optimization of symmetric and balanced laminated composites used in aircraft industry is
presented. Aircraft structure materials should
have high specific stiffness and strength. Carbon fiber reinforced polymer
matrix composites fulfill these needs. A stochastic search technique called genetic algorithm (GA) is utilized in the design
and optimization of the composite system. MATLAB Genetic Algorithm and Direct Search Toolbox is used to obtain optimal
design for different model problems. The objective of the problems is to minimize weight of the laminated composite
materials under two different failure constraints for minimum buckling load factor. Fiber orientation angle in each layer is
taken as a design variable and results are obtained for several load cases.
Keywords: optimization, genetic algorithm, aircraft structures, laminated composites, buckling analysis
1 Introduction
Fiber-reinforced composite materials are demanded by the aircraft industry because of their high ratios of
stiffness and strength to weight. Weight of an aircraft structure can be reduced significantly by using the
laminated composites. Further reduction is also possible by optimizing the composite structure such as fiber
orientations, ply thickness, stacking sequence, etc [1].
Many researchers attempted to make a better composite structure either by
reducing the weight or by
maximizing static strength of composite laminates for a given thickness. The problem of the multi-objective
optimal design of laminated composite structures has been studied by [2]. In addition, Pelletier and Vel have
presentedmultiobjective optimization of fiber reinforced composite laminates for strength, stiffness and minimal
mass [3]. Various design optimizations such as weight and deflection or weight and cost have been proposed by
[4]. Furthermore, Aydin and Artem have studied design of the dimensionally stable composite laminates
subjected to hygrothermal loading [5]. Layer optimization has been carried out for maximum fundamental
frequency of laminated composite plates under any combination of the three classical edge conditions [6]. The
problem for adjustment of residual stresses in asymmetric fiber reinforced composite has been investigated by
[7]. Lopez et al. have studied weight and cost optimization of laminated plates subjected to in-plane loads
considering different failure criteria [8]. Many researchers have used maximum stress and Tsai-Wu failure
theory to optimize their composite plates for various objectives. When the Tsai-Wu or maximum stress failure
criterion is used individually, an optimization algorithm is lead to false optimal designs because of the particular
features of their failure envelopes.
801
Unlike these studies, we have considered classical buckling theory to obtain objective function as buckling
load factor. In the present study, minimum weight design of carbon-epoxy laminated composite plates subjected
to the compressive in-plane loads under the constraints of laminate symmetry-balance and the first ply failure
criteria (maximum stress and Tsai-Wu) is considered.
2 Problem Statement
In-plane design of layered symmetric-balanced laminated composite plates subjected to compressive loads
Nx N y
,
with dimensions a and b are considered (Fig. 1).
Fig. 1. A laminated composite plate under compressive biaxial loads [8]
This work consists of two main parts: mechanical analysis and optimization. The classical lamination theory
and the linear buckling analysis are used to determine the mechanical behavior of the laminated composite. In
optimization part, a stochastic search technique called genetic algorithms (GAs) is used to obtain the optimum
fiber orientation angles for minimum thickness.
2.1 Classical Lamination Theory
The classical lamination theory is used to analyze the mechanical behavior of the composite laminate. The
plane stress condition is valid for each ply and the laminated composite is orthotropic. The relationship between
stress and strain components can be expressed as [1]
x
Q11 Q12

y = Q12 Q22
xy
k Q16 Q26
Q16
Q26
Q66
x

y
xy

(1)
k
Q
where k is the lamina number counted from the bottom. The transformed reduced stiffnesses ij are
Q
expressed in terms of principal stiffness terms ij related to some elastic properties of the material along the
E E
G
fiber directions such as elastic modulus ( 1 , 2 ), shear modulus 12 and Poissons ratio ( 12 and 21 ).
For a symmetric laminate, coupling stiffness matrix (

get ;
Bij
) is zero and it can be shown that
802
A = A 1
and we

*
x A11

*
y = A12
*
xy A16

where
N ij
are in-plane loads and
Aij
n
*
A12
*
A22
*
A26
*
Nx
A16
*
A26 N y
*
A66
N
xy
(2)
, components of extensional stiffness matrix are given by
[ ]
Aij = Qij k ( hk hk 1 ) i = 1,2,6

k =1
; j = 1,2,6 (3)
Principal stress components can be obtained using Eq. (1) and Eq. (3):
cos 2 k
1
= sin 2
k
2
cos sin
12
k
k
k
sin 2 k
cos 2 k
cos k sin k
2 cos k sin k x

2 cos k sin k y (4)
cos 2 k sin 2 k xy
k
k
2.2 Buckling Analysis

Buckling analysis is used to obtain objective function for optimization. In this analysis, the plate is a simply
supported with no shear load ( N xy = 0 ) and the buckling mode is sinusoidal [9]. The buckling load factor
buckling represents the failure buckling load divided by the applied load and is obtained as,
min
2
2
4
r 4
r s
s
2 D11 + 2( D12 + 2 D66 ) + D 22
a
a b
b
=
2
2
r
s
+
N
N
x y
a
b

(5)
D
where ij are the laminate bending stiffness matrices, r and s determine the amount of half waves in the x
and y directions.
The bending stiffness matrices in Eq. (5) are defined as:
1
Dij = [Qij ]k (hk3 hk31 ) i = 1,2,6 ; j = 1,2,6
3
(6)
It is not clear which value of r and s half waves is for the lowest critical buckling load. The laminated
composite is simply supported for all edges, so s = 1 is the necessary value. However, r includes several places
and depending upon flexural stiffness matrix ( D ij ) and the length to width ratio ( a / b ) [9].
803
2.3 Failure Theories

Weight minimization of composite structures involves strength constraints since decreasing number of load
carrying plies leads to failure. To check the feasibility of optimization process, it is necessary to use reliable
failure criteria. In this study, maximum stress and Tsai-Wu failure criteria used in the design of the laminated
composite are described as follows:
Maximum Stress Failure Criterion.In this theory, failure of the lamina is assumed to occur whenever any
normal or shear stress component equals or exceeds the corresponding strength. This theory is described as
follows [8]:
2 YT
1 X T
1 X C or 2 YC
(7)
12 S12
1 , 2
: Normal stresses in the direction 1 and 2
12
: Shear stress in the elastic symmetry plane 1-2
XT , XC
: Tensile and compressive strengths parallel to the fibre direction
YT , YC
: Tensile and compressive strengths normal to the fibre direction
S12 : Shear strength

TsaiWu Failure Criterion.The TsaiWu criterion, which is intended for use with orthotropic materials, is
derived from the von Mises yield criterion. It states that the lamina fails when the following condition is
satisfied:
2
F11 1 2 + 2 F12 1 2 + F22 2 2 + F21 12
+ F1 1 + F2 2 1
(8)
where Fij are parameters that are a function of the strength properties X T , X C , YT , YC and S12 [9]. The
principal material coordinates are shown in Fig. 2.
Fig. 2. Principal material coordinates of a lamina [8]
804
3. Optimization
Many engineering design problems are very complex and they are too difficult to solve by the traditional
optimization techniques. The genetic algorithm (GA) is a numerical optimization that based on the principles of
genetics and natural selections. The parameters of the problem are coded naturally as a DNA-like linear data
structure, a vector or a string. In order to evaluate the optimization results, GA uses three basic operators:
selection, crossover and mutation.
In this study, Matlab Genetic Algorithm Toolbox and Symbolic Math Toolbox are used to obtain the results.
Generally, the optimization tool options include following 9 fundamental processes 1) Population, 2) Selection,
3)Reproduction, 4)Mutation, 5)Crossover, 6)Migration, 7) Algorithm settings, 8)Hybrid function, 9)Stopping
criteria [5].
4. Problem Definition and Results

In this study, weight optimization of the simply supported laminated composite square plate is studied under
N = N y = 500 N / mm
. After obtaining the optimum composite which withstands the given load,
given loading x
([ 1 ], [ 1 ] s , [ 1 / 2 ] s )
we have also studied 2, 4, and 8 layered
plates subjected to different loading
conditions for failure criteria.
An edge dimension of the plate is 1.0 m and thickness of each layer is 0.1mm. Carbon-Epoxy is used as
E = 116600MPa E 2 = 7673MPa
,
,
material of the laminated composite plate. The material properties are 1
= 0.27 and mass density = 1605 kg / m 3 [8]. The strength properties of the
, Poissons ratio 12
composite are shown in Table 1. Thus, the optimization problem for minimum weight design can be stated as
G12 = 4173MPa
{ k , n} k {90,90} k = 1 n
Find
:
,
Minimize : Buckling load factor for minimum weight
Subject to: Maximum Stress and Tsai-Wu failure constraints
Table 4. The strength properties of the carbon-epoxy lamina [8]
XT
2062 MPa
XC
1701 MPa
YT
70 MPa
YC
240 MPa
S12
105 MPa
While using Genetic Algorithm toolbox, all the optimum designs have been obtained running the algorithm
at least 10 times and stopping it after maximum 6 generations for each case by using the parameters given in
Table 2.
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Table 2. Genetic algorithm options

Population type
Double vector
Crossover fraction 0.8
Population size
20
Creation function
Use constraint dependent Crossover function Scattered
Initial population
Use default
Mutation function Uniform
Migration direction Forward

Fraction=0.2,Interval=20
Initial scores
Use default
Initial penalty
10
Initial range
[-90;90]
Penalty factor
100
Stochastic uniform Hybrid function
Selection function
2
Elite count
Stopping criteria
fmincon
Generation=100
Stall generation=50
Function tolerance=106
In the weight optimization, we have applied N x = N y = 500 N / mm in-plane loading to layered plates and it is
obtained that the given loading condition with the failure constraints is satisfied by 12 layered plate.
We have also investigated 2, 4, and 8 layered ([1 ], [1 ] s , [1 / 2 ] s ) plates subjected to different
loading conditions for maximum stress and Tsai-Wu failure criteria. Stacking sequences and the corresponding
minimum buckling load factor values are shown in Table 3.
For [ 1 ] case three different loadings N x = N y = 50,60,70 N / mm are investigated. Stacking sequences
and the corresponding minimum buckling load factor values are given in Table 3. It is seen that the first ply
failure occurs in maximum stress constraint with N x = N y = 70 N / mm . However, we obtained the stacking
sequence [ 49.7] when Tsai-Wu failure constraint is taken into consideration.
Table 3. Optimum weight and stacking sequence for the layered composites for different failure criteria
Ply
number
Maximum Stress
Weight
Nx
Ny
(kg)
(N/mm)
(N/mm)
0.321
0.642
1.284
12
1.926
For
[ 1 ]s
Stacking
Tsai-Wu
min
Sequence
Stacking
min
Sequence
50
50
[54]
1.006
[52.7]
1.135
60
60
[52]
1.009
[51]
1.114
70
70
[49.7]
1.086
100
100
[54]s
4.023
[52.7]s
4.542
125
125
[51.6]s
4.041
[50.6]s
4.427
150
150
[49.1]s
4.294
250
250
[902/35]s
2.957
[902/37.2]s
2.819
300
300
[902/27.8]s
2.824
[902/32]s
2.608
400
400
[902/78.8/16.2]s
5.007
[902/902/22.6]s
4.741
500
500
[89.5/53.7/02]s
5.644
case, again, three different loadings N x = N y = 100,125,150 N / mm are studied. Stacking
sequences and the corresponding minimum buckling load factor values can be seen in Table 3. Similarly, the
first ply failure occurs in maximum stress constraint with N x = N y = 150 N / mm . The stacking sequence
[ 49.1]s is obtained for Tsai-Wu failure constraint. It is noticeable that stacking sequence and the corresponding
minimum buckling load factor values for the failure constraints are close to each other. In the first two cases,
806
genetic algorithm toolbox options are considered as default, because the practical optimum is obtained without
difficulty in every case.
In [ 1 / 2 ]s case, the loadings N x = N y = 250,300 N / mm are applied to the plate. Optimal lay-up
designs and minimum buckling load factor values for the loading types are presented in Table 3. In calculations
one of the most important factors that determine the performance of the genetic algorithm is the diversity of the
population. If the diversity is too high or too low, the genetic algorithm might not perform well. In order to
control the diversity and abstain from inexact solutions, initial range of the population must be set properly.
Therefore, for this case, optimum lay-up configurations and fitness function values are found by setting the
initial ranges to various values.
Finally, we investigated which plate having minimum number of plies is suitable for withstanding the
loading, N x = N y = 500 N / mm and we found that minimum 12 layered carbon-epoxy composite plate weighing
1.926 kg is convenient. If N x = N y = 600 N / mm loading is applied to the laminate, it fails for both of failure
constraints, maximum stress and Tsai-Wu.
In order to give a clue about the performance of genetic algorithm, an evaluation of the best values of the
fitness function at each generation for 2, 4, 8 and 12 layered cases with Tsai-Wu failure constraint is shown in
the Figure 3a-d, respectively. As seen in the figures, optimum solutions are obtained only in 5 generations since
the use of the failure theories as constraints narrows the search space of the algorithm.
(a)
(b)
(c)
(d)
Fig. 3. Genetic algorithm generation steps for (a) [1] plate subjected to Nx = Ny = 70 N/mm,
(b) [1]s plate subjected to Nx = Ny = 150 N/mm, (c) [1/2]s plate subjected to Nx = Ny = 300 N/mm, (d) [1/2/3]s
plate subjected to Nx = Ny = 500 N/mm.
807
5. Conclusion
In this study, an optimization process for weight minimization of carbon-epoxy composite laminates under
compressive in-plane loading is presented. A genetic algorithm is used as global optimization tool.
We have concluded with the following observations:
1. 12 layered carbon-epoxy composite plate weighing 18.9 kg is convenient to withstand 500 N/mm,
2. The minimum weight of the laminated composite plate depends on the choice of the failure criterion as
well as the load applied,
3. Although the different failure constraints are considered, the buckling load factor values are close to each
other,
4. Since the constraints used in this study significantly narrows the search space,
we get the results with fewer number of iteration.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
Kaw, A.K. 2006. Mechanics Of Composite Materials, Second Edition: CRC Press Taylor and Francis Group.
Spallino, R. and Rizzo, S. (2002). Multiobjective discrete optimization of laminated structures, Mechanics
Research Communications 29: 1725.
Pelletier, J. L. and Vel, S. S. (2006). Multiobjective optimization of fiber reinforced composite laminates for
strength, stiffness and minimal mass. Computers and Structures 84: 20652080.
Almeida, F.S. and Awruch, A.M. (2009) . Design optimization of composite laminated structures using genetic
algorithms and finite element analysis. Composite Structures 88: 443454.
Aydin , L. and Artem, H. S. (2009). Multi-objective genetic algorithm optimization of the composite laminates
as a satellite structure material for coefficient of thermal expansion and elastic modulus. 4th International
Conference on Recent Advances in Space Technologies, RAST '09. Istanbul, Turkey ,11-13 June : 114-119.
Apalak, M.K. , Yildirim, M. and Ekici R. (2008). Layer optimization for maximum fundamental frequency of
laminated composite plates for different edge conditions. Composite Science and Technology 68: 537550.
Hufenbach, W. , Gude, M. , Kroll, L. , Sokolowski, A. and Werdermann, B. (2001). Adjustment of residual
stresses in unsymmetric fiber-reinforced composites using genetic algorithms. Mechanics of Composite Materials.
37(1): 216-222.
Lopez , R.H. , Luersen, M.A. , Cursi, E.S. (2009). Optimization of laminated composites considering different
failure criteria.Composites Part B 40: 731740.
Gurdal Z., Haftka R. and Hajela P.1999. Design and optimization of laminated composite materials. New York:
Wiley.
808
Consideration of Heat Treatment Stages in the

Simulation of the Formability of
AA2024 T3 Alloys
Ece Grcan, Blent Ekici
Marmara University
ecegurcan@hotmail.com , bulent.ekici@marmara.edu.tr
Abstract. In the aerospace industry stretch forming is often used to produce skin parts which are manufactured by
AA2024 alloys due to its superior fatigue properties. In stretch forming process, the sheet is clamped at two sides
and stretched over a die such that the sheet gets the shape of the die. However for complex shapes it is necessary to
use expensive intermediate heat treatments in between, in order to avoid Lders lines and cracks to still achieve
large deformations.Traditionally, the forming steps with inter-stage treatment are defined using production
experience and are improved by trial and error. This is a costly and time consuming way. In recent studies the
material models based on the dislocation density have been designed to predict the time for heat treatment. These
models were used in computer programs so as to validate the results and then become the cheapest tool for
simulating stretch forming of Al2024. The accuracy of finite element analysis depends largely on these material
models that describe the work hardening during stretching; residual stresses and work hardening reduction during
heat treatments due to recovery and particle coarsening. In this model plastic kinematic hardening model is used.
1) INTRODUCTION
Stretch forming is a process in which a desired shape is obtained by stretching a sheet blank over a tool surface
while applying a tensile stress. It is a well suited process to the fabrication of parts which are convex in nature
[1]. This often makes stretch forming the process of choice in the aircraft industry for manufacturing of large
open shapes such as wing leading edges and engine cowlings [2].
An advantage of this process is that only one die is needed. The undeformed sheet is clamped with two CNC
controllable grippers which determine the path of deformation of the clamped sheet as you see in figure 1. This
2D motion is controlled by CNC machines and leads into four different steps. During the first step, the sheet is
draped around the die without any contact with the die by moving the grippers towards each other. In the second
step, the grippers are moved down until the sheet touches the die. During the third stage, the sheet is stretched
plastically around the die until the sheet and die are completely in contact. In the last stretching step, extra strains
are induced in the sheet by moving the grippers vertically downwards in order to minimize the effect of spring
back [3].
809
Figure 1 A schematic representation of stretch forming process
The most commonly used material for aircraft skin is the heat treatable aluminum alloy AA 2024. Aluminum
2024 (2024A) is one of the most popular high strength aluminum alloys. Due to Al2024s high strength and
excellent fatigue resistance it is commonly used on structures and components in the aircraft and transportation
industries. In the fabrication of significant double curved surfaces using heat treatable aluminum alloy sheet,
large strain gradients are induced across the part. That can lead to surface defects like Lder lines and orange
peel, causing rejection of the components. In order to avoid these failures and still achieve large deformations, a
multi stage forming approach is normally employed. Several forming steps with intermediate annealing
treatments are employed to return the sheet to a more ductile condition [2, 4].
Traditionally, the forming steps with inter-stage annealing and the die shape are defined using production
experience and are improved by trial and error. This is a costly and time consuming way that may lead to suboptimal solutions. Models of the stretch forming process are useful to achieve such an optimal process control.
The advantage of models is that they can be used before the tools are made, avoiding long and expensive trial
and error runs for modifications of the tools and for reducing the number of expensive intermediate annealing
steps. Models based on the finite element method are needed to gain fundamental knowledge of the stretch
forming process [5, 6].
2) MATERIALS AND METHODS

The dimensions of the sheet are 113019203.5 mm. five intermediate heat treatment steps are considered.
810
Figure 2 The sheet over the die is in clamped situation, ready to start analysis
The initial shape of the sheet is curved and this shape is equal to the shape of the buckle mode of a compressed
sheet as shown in figure 2. It is assumed that this bend causes no stresses and plastic deformations in the sheet.
By modeling this initial shape it is ensured that the sheet deforms in the correct upward direction, when the sheet
is draped around the die in the first part of the stretch process [7]. The die is assumed to be rigid body. The sheet
has been meshed with quadrilateral mesh elements. The used trajectory of the grippers is shown in figure 3. The
positions at which an intermediate heat treatment is applied to the sheet are marked. In this study, simulations are
performed with an approach for heat treatments by assuming the work hardening effect is completely removed
by resetting plastic strains to zero. The die is stationary and modeled by 3D solid elements whereas the blank
consist of 2D shell elements.
Figure 3 Path line of the grippers used in the simulation [7]
The die was drawn in Catia V5 and then exported into another program called I-DEAS to mesh both the die and
the sheet. After meshing, the die and the sheet was exported into another program called eta FEMB to start
loading fundamental properties of analysis (load curves which is based on reference [7], gripper and material
model settings). LSDYNA solves analysis and resultant shape of first step deformation is imported into eta
FEMB to start arrangements of second step, which is after first heat treatment, and this time LSDYNA solves
811
second step analysis. This keeps going 5 times until the final shape is obtained. LSPOST shows the simulation
and results for each 5 step.
The material model for the die is rigid and the material model for the sheet is determined as plastic-kinematic
hardening model. This model is a combination of isotropic and kinematic hardening models with strain rate
dependency and failure. Isotropic and kinematic contributions may be varied by adjusting the hardening
parameter between 0 (kinematic hardening only) and 1 (isotropic hardening only). Strain rate is accounted for
using the Cowper-Symonds model which scales the yield stress by the strain rate dependent factor as shown
below:
where 0 is the initial yield stress, is the strain rate, C and P are the Cowper-Symonds strain rate parameters,
peff is the effective plastic strain, and Ep is the plastic hardening modulus which is given by
The final part is shown in Figure 4 below [7].
Figure 4 A photograph of manufactured part

3) RESULT
Stretch forming simulations were performed by means of Ls-Dyna 0.71 single precision solver. Five separate
simulations were designed for five intermediate heat treatment points. The trajectory of the grippers was
designed as a motion which projected into z and x axis. The data of each portion of the overall trajectory is given
to the model as a load curve. This curve is a continuous and smooth linear line. The strain distribution for the
simulated sheet at the first heat treatment point is given in the following figure 5.
812
Figure 5 Strain distributions for the first heat treatment point.
The strain and the motion of grippers are correlated to each other. In the Table 1 this relation is given
Table 1 Maximum Strain obtained on the surface of the part
Point 1
Point 2
Gripper Motion-distance
origin (mm)
Max. Strain
to
Point 3
Point 4
Point 5
1503
1371
1289
1008
892
0,037200
0,0320
0,02100
0,003500
0,0255
It is seen that the maximum strain evaluated at the points are not identical to each other as expected.
In addition to the strain magnitude the redundancy level on the total surface is also important. At the final stage
whole surface must be stretched. Since this is uniaxial deformation, it is achieved easily. In the following figure
6 strain distribution is given.
Figure 6 Redundancy at the last level

In order to obtain necessary relation for a material model the second calculations performed. The bending index
values at the beginning of each five simulations. This index values are given in Table 2.
813
Table 2 Bending index values

Point 1
Point 2
Point 3
Point 4
Point 5
Thickness (mm), h
3,5
3,42
3,38
3,28
3,11
Radius of Curvature (mm)
800
600
400
75
50
C index, h/R
0,004375
0,0057
0,00845
0,043733 0,0622
The proposed model needs to take both parameters into account. Therefore the strain and index values are
multiplied and the results are given in Table 3.
Table 3 Proposed Material Deformation Model Values
Point 1
Point 2
Point 3
Point 4
Point 5
Max. Strain
0,037200
0,0320
0,02100
0,003500
0,0255
C index, h/R
0,004375
0,0057
0,00845
0,043733 0,0622
Strain* C
0,153125
0,1824
0,17745
0,153067
0,1555
Although there are some differences, the proposed model can be used to determine the intermediate heat
treatment points.
4) CONCLUSION
The stretch forming process of AA2024 T3 aluminum alloys with intermediate heat treatment steps was
investigated to predict the effects of strain level at intermediate heat treatment points. In the study, there are 5
intermediate heat treatment points for which temperature and annealing time are 340 C and 20 minutes
respectively. The reason for application of heat treatment points is to reduce the work hardening due to
stretching. It is expected to return to the mechanical properties for AA2024 T3 heat treated condition. This
condition is the stretch forming starting point. It is already proved that 340 C heat treatment temperature and 20
minutes ageing time is enough to reach target.
The second important agreement is on the mechanism of elimination for work hardening. The recovery
mechanism was studied by some researches. The Scanning electron microscope and electrical resistivity
measurement tests concluded that there was no evidence of precipitate nucleation and growth mechanism. The
reason for this recovery is mainly coarsening of previously formed precipitates.
In our study simulations employed the same starting condition, i.e., AA2024 T3 HT. In the deformation path
there are 5 intermediate points. At each point deformation is quite different from each other. At the beginning
two point strains are high with respect to other three points. Therefore it can be concluded that the strain levels at
each point is not the only factor.
The heat treatment points for the alloyed sheet were determined by experiments including physical surface
controls to detect lder lines and orange peel defects. The surface defects are assumed to be occurred due to
micro surface cracking and level of bending applied at the corresponding heat treatment points. This is similar to
the spring winding. The wahl effect in the spring stress calculations is common multiplier to express the true
stress on the outer fiber of spring coil. It also expresses the surface micro cracking which lead to early failure of
springs. In the study sheet thickness is divided to the radius of curvature for the deformation at each five
intermediate points. The ratio is called as bending index. The strain level is then multiplied by the bending index
to see whether or not the five intermediate steps shows the same level of calculation. It can be calculated that the
results are close to each other according to the order of magnitude control.
814
Aluminum and its alloys as already known are strain rate sensitive. The stress strain behavior during stretch
forming depends on mostly work hardening behavior and strain rate. The forming of the aircraft parts such as the
one studied in this work do not formed at high strain rates. Therefore the only parameter is the work hardening
and its reduction during formation for complex and convex parts.
Although there are some materials a model trying to explain micro structural effects on the stress-strain behavior,
the forming characteristic of the geometry was constrained by redundancy (strain distribution) and the surface
defects caused by heterogeneous stress strain distribution. In the study the first parameter strain distribution is
related to the part geometry and the deformation method. The second parameter micro surface cracking is related
to micro structure and residual stresses. These parameters can be controlled by stretching with intermediate heat
treatment steps only.
5) RECOMMENDATIONS
The findings and conclusions obtain from this work are planned to be used to form a material model based on
only mechanical deformations. This model will only consist of strain level (%) and the bending index. The
model will be tested by means of the experiments on the different parts having complex shapes.
6) ACKNOWLEDGEMENTS
We wish to thank to Dr Mehmet Yeinmen his Company FORM2000 for his encouragements and help for this
study.
7) REFERENCES
1. McMurray RJ, ODonnell M, Leacock AG, Brown D (2009) Modelling the effect of pre-strain and interstage annealing on the stretch forming of a 2024 aluminum alloy. Key Eng Mater 410:421428
2. Straatsma EN, Velterop L (2004) Influence of heat treatments and straining steps on mechanical properties in
the stretch forming process. In: Muddle BC, Morton AJ, Nie JF (eds) 9th International conference on aluminum
alloys, Brisbane, Australia, pp 771776
3. Hol J (2009) Optimization of the stretch forming process using the finite element method. Master Thesis,
University of Twente
4. ODonnell M, Banabic D, Leacock AG, Brown D, McMurray RJ (2008) The effect of pre-strain and interstage annealing on the formability of a 2024 aluminum alloy. Int J Mater Form 1:253256
5. Jaspart O, Franois A, Magotte O, D Alvise L (2004) Numerical simulation of the stretch forming process
for prediction of fracture and surface defect. In: 7th ESAFORM conference on material forming, Trondheim,
Norway, pp 499502
6. Wisselink HH, van den Boogaard AH (2005) Finite element simulation of the stretch-forming of aircraft
skins. In: Smith LM, Pourboghrat F, Yoon JW, Stoughton TB (eds) Proceedings Of The 6th international
conference and workshop on numerical simulation of 3D sheet metal forming processes, Detroit, USA, pp 6065
7.Srihari Kurukuri, Alexis Miroux, Harm Wisselink, Ton van den Boogaard Simulation of stretch forming with
intermediate heat treatments of aircraft skins Int J Mater Form, pp 81-95
815
Numerical Modeling of Dynamic Behavior of Subsea

Pipes Acting on Internal and External Flow
Smeyye Snr1, mit Gkku2, B. Gltekin Snr3
1, 2, 3
1
sumeyyesinir@hotmail.com, 2umit.gokkus@bayar.edu.tr, 3gultekin.sinir@bayar.edu.tr
Abstract. In recent years, many scientists are focused on dynamic behavior of fluid conveying pipes. This study
also includes the dynamics on pipes, supported from two ends and due to both of internal and external flow. In
the scope of external flow, the constant-diameter pipe is considered in marine environment covering in different
sea motions as still waters, currents, waves, current and wave combinations. The internal flow relating on the
fluid through the pipe is assumed as ideal and unsteady flow. The pipe is statically represented as the EulerBernoulli beam with different support. The equation of motion on pipe is developed depending on boundary
conditions and its numerical analysis is performed by using the Galerkin method. Numerical results of vibration
analysis are given in graphical form, some dimensionless terms such as 1 , the slenderness, the kinematic
viscosity and the wave frequency are newly defined and employed first time solving the mentioned equation.
The figures contain the time-displacement and the Morison force-time graphics. In graphs, the effect of new
dimensionless parameters, 1 , the slenderness, the kinematic viscosity and the wave frequency on the Morison
force and amplitude of the pipe are presented.
Keywords: Non-linear analyses, Galerkin method, pipe conveying fluid, Morison forces, dynamic analyses
1. Introduction
In recent years, it is seen that many scientists have studied the dynamics of pipes conveying fluid. One of them,
Paidoussis [1] carried out some studies on the derivation of linear equations of motion of fluid conveying pipes
and the dynamics of pipe conveying fluid. Semler, et al. [2] are also derived geometrically nonlinear equations of
motion of fluid conveying pipes by developing their linear forms. Similar studies are performed as based on
studies of both scientists [3-4]. Snr [3] investigated that non-linear vibration of slightly curved pipes conveying
fluid due to constant velocity. He solved the equation of motion by using the Galerkin method. The periodic and
chaotic motions have been observed in the transverse vibrations of slightly curved pipe conveying fluid. A
linearized equation of motion which is a submerged and free-hanging riser conveying fluid is analyzed with
Galerkin method and frequency- and amplitude-dependencies of hydrodynamic drag is described to study both
the instability and the amplitude of the steady-state pipe vibrations [5]. The possibility of using the Coriolis
Effect as a pipe vibration controller is taken into account in the study denoted as reference [6].The Ddecomposition method is utilized for determining stability of pipes conveying fluid and the acting forces due to
the external surrounding water are modeled with the linearised Morison formula [7]. Morison equations are dealt
with in reference [8] for varying sea motions such as still waters, currents, waves, current-wave combinations.
The Morison equations considered for the mentioned sea motions have been also used [4]. At the scope of
reference [9], an equation of motion for planar vibration of a top-tensioned deep-water riser formulated and
816
stability of the straight equilibrium is carried out by employing the Floquet theory. In the paper denoted at [9] is
based on results of study published by Kuiper et al. [5] by taking into consideration the existence of
hydrodynamic drag in linear form. Galerkin method has been widely used in references mentioned at [3-5-9-10].
In this study, non-linear vibration of pipe conveying fluid is considered and Morison forces in still water,
current, wave and current-wave conditions are acted on pipe. Some dimensionless coefficients are newly
defined. The effects of these coefficients on the pipe conveying fluid and Morison forces are shown in the
displacement-time and Morison force- time figures.
2. Equation of Motion
In the derivation of governing equation on pipe conveying fluid, the internal forces due to unsteady flow on ideal
fluid and the hydrodynamic wave-current induced external forces around pipe are loaded over the EulerBernoulli beam to cause non-linear vibration of pipe in-plane [1, 2]. The equation of motion of non linear Euler
Bernoulli Beam is as follows,
&&
p ApY + EIY IV
EAp L 1 2
Y dx Y = 0
L 0 2
(1)
The non-linearity in equation (1) is due to extension of mid-stretching effect. Internal forces and external forces
are acted on equation (1) as follows [7],
&&
p ApY + EIY IV
EAp L 1 2
Y dx Y = f in (x , t ) + f out (x , t )
L 0 2
Here E is the modulus of elasticity of the pipe, I is the moment of inertia of pipe,
is the cross sectional area of pipe, L is the length of pipe,
(2)
is density of pipe, A p
is the displacement of pipe
y ,
( )
is the
()
x is the spatial variable, t is the time.

fin (x, t )and fout (x, t ) are respectively the internal and external force. Here, fout (x, t ) is written such as [7]
derivative of the spatial variable,
the derivative of the time,
d 2Y
fin (x , t ) = f A f
dt 2
f
Af
(3)
is density of fluid,
is the cross sectional of fluid. The total acceleration of the fluid mass can be
decomposed into a local, Coriolis and centrifugal acceleration;
f Af
d 2Y
&&
&
d &
= f A f Y + vY = f A f Y + 2vY + v 2Y + v&Y
2
dt
dt
(4)
Here, v is the internal flow velocity. If Eq.4 is replaced in Eq.2, we obtain the equation of motion of
pipe conveying fluid as follows,
EAp L 1 2
&&
&
Ap + f A f )Y + EIY IV + 2 f A f vY + f A f v 2Y + f A f v&Y
Y dx Y = f out (x , t )
L 0 2
(5)
For the sake of convenience, the equation is made dimensionless by introducing the following terms
[1, 3, and 4];
817
12
p A p = m, f A f = M , x =
x
EI
, t =
L
m+M
t
Y
ML2
M
L4 fout
,Y = ,v=
, f out =
v, =
2
L
R
EI
m+M
REI
(6)
These terms include the radius of gyration of the pipe cross section (R) and the ratio of fluid mass to
the fluid-pipe integrated mass ( ). Substituting dimensionless quantities in (6) into Eq. (5), the
dimensionless form can be obtained as follows,
1
Y&& + Y v + 2 vY& + v 2Y + v&Y Y 2 dx Y = f out
( )
(7)
External forces in Eq. (7) are considered for four different flow conditions around pipe. These are still
water, current, wave and wave-current conditions. The mentioned forces are expressed by the Morison
Equation including drag and inertia forces.
2.1. Oscillating pipe in still water

The acting force on oscillating pipe in still water is modified as reaction forces to the wave forces
surrounding rigid pipe. The relating force including added mass coefficient ( C A ) is mentioned in the
following expression [8].
&&
& &
fout = C A AI Y C D AD Y Y
(8)
This dimensional external force can be rewritten in (6). The non-dimensionalized force is therefore
obtained as;
2
f out = C A 1Y&& C D 1 Y& Y&
(9)
D 2
4
.
1 =
m+M
Here, B1 is newly discovered as in the form
2.2. Oscillating pipe in current

The force for oscillating pipe due to uniform current velocity U can be developed as the following
[8];
&&
&
&
fout = C A AI Y + C D AD U Y U Y
(10)
By performing the similar procedure as mentioned above, the non-dimensionalized force is therefore
written as;
2
f out = C A 1Y&& + C D 1 U 2 Y& U 2 Y&
(11)
The dimensionless velocity of current in Eq.(10) is equalized to the Reynolds number ( U =

kinematic viscosity) and the new dimensionless terms are explained as =
m+M
L
and =
.
D
EI
2.3. Oscillating pipe in wave

The similar external force depending on wave velocity ( u ) is defined as [8];
818
UD
, ;
&&
&
&
fout = CM AI u& C A AI Y + C D AD u Y u Y
(12)
The similar procedure is used for defining the external force by considering the Keulegan-Carpenter
2 u
instead of the Reynolds number (Re).
, wave frequency
D
C
C
(13)
= M 1 u& C A 1Y&& + D2 1u
u Y& D 1Y& u Y&
2
(KC) number on wave velocity u =
f out
For this case, the new dimensionless term is =
(m + M )L4
EI
2.4. Oscillating pipe in wave-current

This dimensional force can be written as in the following form for both wave and steady current
condition [8].
&&
&
&
fout = C M AI u& C A AI Y + C D AD u U Y u U Y
(14)
In this situation, the external forces surrounding pipe is non-dimensionalized by taking into
consideration both wave and current conditions together with Re and KC.
f out =
CM
1u& CA 1Y&& + CD 2 1u u 2U Y& + CD 2 1U u 2 2U 2Y&
2
2
+ CD
1Y& u 2 2U 2Y&
(15).
This equation covers the motion of oscillating pipe as the Bernoulli-Euler beam under the current and
wave-induced external forces and the internal forces of fluid transmitted by the pipe
3. Solution Method
The equation of fluid conveying pipe surrounding water with wave and current is governed as non-linear integrodifferential equation including the time-coordinate domain partial derivatives. Some partial derivatives as
known, especially in this study are analytically unsolvable. In such cases, the Galerkin Method is generally used
for solving these partial differential equations which are dependent on time and coordinate variables. It converts
time and coordinate domain partial differential equations to ordinary differential equations.
The solution of partial differential equation for Galerkin Method is assumed as follows[3,5,9,10];
Y ( x, t ) = qi (t ) i ( x )
(16)
i =1
qi (t ) , i = 1,2,..., N , are the generalized coordinates and i ( x ) are the eigenfunctions of the supported
(hinged-hinged, clamped-clamped, clamped-hinged) beam.
Taking the appropriate derivatives and substituting them into Eq.(7), the residual can be obtained as
follows [3].
819
q&&i (t ) i ( x ) + q(t ) iv ( x ) + 2 q&i (t ) i( x ) + v 2 q(t ) i( x )
= R ( x, t )
&
(
)
(
)
(
(
)
(
)
)
(
)
(
)
v
q
t
x
q
t
x
dx
q
t
x
f
i =1
i
i
i
i
i
i
out
(17)
Application of Galerkins Method requires that

1
R.Y (x )dx = 0
j
j = 1,2,..., N
(18)
where, Y j ( x ) is eigenfunction of the vibrating beam. The eigenfunctions are said to be orthogonal for
the boundary conditions. The boundary conditions for hinged-hinged, clamped- clamped, clampedhinged supports are respectively as follow [3];
(0) = (0) = (1) = (1) = 0
(19)
(0) = (0) = (1) = (1) = 0
(20)
(0) = (0 ) = (1) = (1) = 0
(21)
In these cases, the identical eigenfunctions of a bar in transverse vibration can be obtained. For
hinged- hinged supports, the eigenfunctions are [3];
i (x ) = 2 sin (i x )
(22)
And for clamped-clamped supports, the obtained eigenfunctions are [3];
i ( x ) = cosh (i x ) cos(i x )
cosh (i ) cos(i )
(sinh (i x ) sin (i x ))
sinh (i ) sin (i )
(23)
Here, i are roots of
tan (i ) = tanh (i )
(24)
The lowest two roots are obtained from the numerical solutions of Eq.(24) as 1 = 3.9266 and
2 = 7.0686 .
Then, for clamped-hinged supports, the eigenfunctions are the same as the eigenfunctions for
clamped-clamped but i are roots of
cos(i ) cosh (i ) = 1
(25)
For i = 1 and i = 2 , the obtained roots from the numerical solution of Eq. (25) are 1 = 4.7300 and
2 = 7.8532 .
4. Numerical Results
In numerical analysis of the considered equation of motion, the displacement and Morison forces changing with
time are separately studied by taking the three different cases including still water, wave and current. The
variation of drag and inertia coefficients in still water, dimensionless slenderness in current, wave frequency in
wave are analyzed with respect to the displacement and Morison force differentiations.
820

2E-007
CD=0.9
CD=0.9
2E-006
CD=1.4
CD=1.4
CD=1.6
CD=1.6
1E-007
MORISON FORCE
DISPLACEMENT
1E-006
-1E-007
-1E-006
-2E-007
-2E-006
10
TIME
10
TIME
(a)
(b)
C D and (b) Morison force-Time

C D . In both (a) and (b) figures, = 0.8 , 1 = 0.9 , CM = 1.2 .
Figure. 1. For hinged-hinged pipe in still water, (a) Time history with different values of
with different values of
In Fig.1, It is said that changing in C D does not effect the considered system. This is valid for other
support conditions of pipe because drag coefficients are independent from the mentioned conditions.
In second stage, effects of CM varying in same condition and their graphics after the mentioned
analyses are submitted.
CM=1.2
2E-007
1.2E-005
CM=1.4
CM=1.2
CM=2.1
CM=1.4
CM=2.1
8E-006
1E-007
MORISON FORCE
DISPLACEMENT
4E-006
-4E-006
-1E-007
-8E-006
-1.2E-005
-2E-007
0
10
10
TIME
TIME
(a)
(b)
CM and (b) Morison force-Time

with different values of CM . In both (a) and (b) figures, = 0.8 , 1 = 0.9 , C D = 1.6
Figure 2. For hinged-hinged pipe in still water, (a) Time history with different values of
As seen in Fig.2, changes of mass coefficients effect both amplitude and frequency of pipe system. It also
causes the small differentiations of the Morison forces with respect that of system.
821

2E-007
6E-006
b1=0.4
b1=0.4
b1=0.9
b1=0.9
b1=1.3
b1=1.3
4E-006
1E-007
MORISON FORCE
DISPLACEMENT
2E-006
-2E-006
-1E-007
-4E-006
-6E-006
-2E-007
0
10
TIME
10
TIME
(a)
(b)
Figure 3. For hinged-hinged pipe in still water, (a) Time history with different values of
with different values of 1 . In both (a) and (b) figures,
1 and (b) Morison force-Time
= 0.8 , CM = 1.2 , CD = 1.6
The little fluctuations of amplitude and frequency relating on displacement of pipe are induced by the
changing as shown in Fig.3. 1 . The peak point of this motion is especially observed in case of the high density
of water surrounding thin-walled pipe transmitting the low density of fluid.
x=10
0.02
x=35
0.0012
x=10
x=50
x=35
x=200
x=50
x=200
0
MORISON FORCE
DISPLACEMENT
0.0008
0.0004
-0.02
-0.04
-0.06
-0.0004
0
10
TIME
10
TIME
(a)
(b)
and (b) Morison force-Time with

9
4
different values of . In both (a) and (b) figures, = 0.8 , 1 = 0.9 , CM = 1.3 , C D = 1.2 , = 10 , U = 10 .
Figure 4. For hinged-hinged pipe in current, (a) Time history with different values of
It is known that the slenderness of submarine pipelines are rather small because of being large structures
according to the ratio of length/diameter. Therefore, the slender pipes influence to increase the amplitude and
frequency of motion.
822
0.006
W=8
W=14
W=8
W=21
W=14
W=21
0.004
MORISON FORCE
DISPLACEMENT
0.002
-0.002
-2
-0.004
-0.006
-4
10
TIME
10
TIME
(a)
(b)
and (b) Morison Force= 0.8 , 1 = 0.9 , CM = 1.4 , CD = 1.4 .
Figure 5. For clamped-clamped pipe in wave condition, (a) Time history with different value of
time with different value of . In both (a) and (b) figures,
Fig.5 shows that when wave frequency increases, the pipe displacement and the acted Morison force increase.
We can see clearly in this figure that the pipe is moving with the wave frequency.
Hereby, in this section, effects of newly defined dimensionless parameters are shown on pipe displacement and
Morison forces.
5. Finding and Conclusion

In this study, the new defined dimensionless number 1 , which is the ratio of the mass of water discharged
around pipe moving by the way of its displacement to that of fluid transmitted , points out an important matters
mentioned below:
1 is
For the pipe conveying fluid, 1
As first finding of this study based on developing the governing equation of motion as beam behavior,
smaller than one all along when the beam element is surrounded by fluid.
might be bigger or smaller than one depending on external fluid density. When it is considered that either
density of external water is higher than that of fluid in pipe or equality their densities, 1 is smaller than one
depending on the thickness of pipe. Additionally, in case of being low-density internal fluid with high-density
external water, thin-walled pipe, and this number may be bigger than one.
Second finding is that the range of pipe slenderness changes approximately within 10 to 50 only for submarine
pipelines and it is seen that such slenderness does not affect its displacement or frequency. When this highslenderness pipe is almost equal to 200, their displacements and frequencies are however brought out.
Third finding is pointed out that the dimensionless kinematic viscosity of external water effected by neither the
modulus of elasticity of pipe nor fluid density. When steel and polyethylene submarine pipes and the external
fluid composed of fresh water, salt water and mud are taken into consideration, this dimensionless number are
calculated close by 10-9 .
Forth finding is that the dimensionless wave frequency. If the wave frequency increases, pipe displacement and
effected Morison force increase.
The last finding, it is regarded that the dimensionless flow velocity up to about 300 almost causes the linear
variation between the Reynolds number Re and drag coefficient. While changing these numbers in
823
300<Re<3x105, the drag coefficients become also settled about 1.2. When it reaches to 3x105, the drag
coefficient also approaches to 0.25. At this point, Re is called as the critical flow velocity. Finally, this study
especially answers the questions regarding on the constant drag coefficient or uniform flow velocity.
References
1) Paidoussis, M. P. and Li, G. X., 1993, Pipes conveying fluid: a model dynamical problem, Journal of Fluids and
Structures, 7, 137-204.
2) Semler, C., Li, G. X., and Paidoussis, M. P., 1994,The non-linear equations of motion of pipes conveying fluid, Journal of
Sound and Vibration, 169, 577-599.
3) Snr,B.G, 2010,Bifurcation and chaos of slightly curved pipes, Mathematics and Computational Applications, Vol. 15
No.3, 490-502.
4) Gkku, ., Eren, A., Snr, B.G., 2009,Visko-elastik mesnetlenmi Askdaki Deniz Borularnn etrafnda oluan dzenli
dalga kkenli akn non-lineer dinamik analizi, TBTAK,Manisa (Turkish).
5) Kuiper, G.L., Metrikine, A.V., Battjes, J.A.,2007,A new time-domain drag description and its influence on the dynamic
behaviour of a cantilever pipe conveying fluid,Journal of Fluids and Structures 23 ,429445.
6) Semercigil, S.E, Turan, .F, Lu, S., 1997,Employing fluid flow in a cantilever pipe for vibration control,Journal of Sound
and Vibration , 205(1), 103-111.
7) Kuiper, G.L, Metrikine, A.V., 2004,On stability of a clamped-pinned pipe conveying fluid, HERON, Vol. 49, No. 3.
8) Chakrabarti, S.K, 1987, Hydrodynamic of offshore structures, Springer-Verlag ,United States.
9) Kuiper, G.L., Brugmans, J., Metrikine, A.V., 2008, Destabilization of deep-water risers by a heaving platform, Journal of
Sound and Vibration 310, 541557.
10) Pakdemirli, M., Ulusoy, A. G., Ceranoglu, A.,1994,Transverse vibration of an axially accelerating string, Journal of
Sound and Vibration, 169 (2), p.179.
11)Smer, B. Mutlu, Fredsoe, Jorgen, 1997, Hydrodynamics around Cylindrical Structures, World Scientific, Singapore.
Biographies
Smeyye Snr Smeyye Snr was born in Fethiye/Mula in 1986. She graduated from departments of mathematics
and physics at Sleyman Demirel University in Isparta in 2008. She is still a graduate student in Celal Bayar
University in Manisa. She is studying fluid structure interaction, mathematical methods, and dynamic analyses of
structure. Smeyye Snr knows English as a foreign language.
She has two articles in national and international conferences. Three papers were accepted by Gediz University and
will be presented in June.
mit Gkku mit Gkku was born in Sivas in 1962. He graduated from Akdeniz University in 1983. He
respectively completed his graduate and doctoral dissertations in 1987 and 1993 at Middle East Technical University
and Dokuz Eyll Universty. He has been professor in Celal Bayar University for ten years. He is studying coastal and
harbor engineering, fluid structure interaction, steel structures. mit Gkku knows English as a foreign language. He
was earned eight gifts from multiple institutions.
He has one pressed, four national and three international articles, thirty five in national and international
conferences, twenty two written books or sections of books. One paper was accepted by Gediz University and will be
presented in June. He completed different scientific research projects in Celal Bayar University, TBTAK and other
institutions.
University in zmir in 1994. He respectively completed his graduate and doctoral dissertations in 1996 and 2004 at
Celal Bayar University in Manisa and Dokuz Eyll Universty. He has been assistant professor doctor in Celal Bayar
University for two years. He is studying mechanical engineering, fluid structure interaction, dynamic analyses of
structures, mathematical methods, coastal and harbor engineering. B. Gltekin Snr knows English as a foreign
language.
accepted by Gediz University and will be presented in June. He completed different scientific research projects in
TBTAK.
824
Determination of Impact Behavior Depending on

Span of Fin in Aluminum Composites
N. Sinan KKSAL1, lyas TRKMEN2
1
sinan.koksal@bayar.edu.tr / Faculty of Engineering, Mechanical Engineering Department / Celal Bayar University
ilyas.turkmen@bayar.edu.tr / Faculty of Engineering, Materials Engineering Department / Celal Bayar University
Abstract. It is preferred that parts made of more durable and lighter than parts used present days have been
used in automotive industry recently. The advantage of using light weighted components is to reduce fuel
consumption and contribute to a cleaner environment as well. For these purposes, it is manufactured
aluminum, magnesium and titanium instead of steel. In addition, for lightness in automotive designs, Al and
alloys which is found widely in nature have been successfully used. Aluminum based composite materials
have been used in radiator, condenser, evaporator, heater and air channel cooler. Lighter automotive parts
have been manufactured from composite made by using with different Al materials. However, it is needed to
several special methods in manufacturing these materials.
These materials manufactured by brazing in the controlled atmosphere have exposed to vibration, sudden
loading and temperature changes in working conditions. Therefore, it is important that the part to be designed
should have the strength and quality to meet the possible loading conditions. From Al based materials,
AA3003 fins 0.15 mm. thickness and AA5754 sheet parts were joined by brazing under protective gas
atmosphere. Impact test was applied to joined samples in this way. The samples having low amplitude,
normal amplitude, high amplitude fins have been subjected to a test at energy of 60 joule in Fractovis Plus
Test instrument. Also, the solid model of samples is consisted of Pro/E software in order to make
theoretically modeling of this Test applied samples, and so as to search their behaviors under dynamic loads,
ANSYS 11.0 WB integrated with this software has been used.The experimental results and theoretical results
obtained were found to be acceptable and close to eachother.
Keywords: Al composite, impact test, ANSYS
1 Introduction
Composite materials are preferred to use in the structures which needs high strength/weight ratio. The stressstrain characteristics and deformation states are more complicated than the metal structures. The faults in
composite materials have negative effects on life-time. Since even a small defect can decrease the life-time of
these materials, it is hard to calculate the life-time of these materials theoretically. Also, it is hard to predict the
location and the degree of damage.
Aluminum is a material which is extensively used in industry. It is preferred in manufacturing of ship hull,
propellers, radiators, and the engines of the vehicles. Therefore, it has an important place in general economy.
Today, almost 50 kg aluminum is used for manufacturing of a car. In this way, 100 kg materials of iron, steel,
and copper are saved. When we compare an aluminum used car with aluminum unused car, the car with
aluminum consumes 1500 liter fuel lesser. Aluminum is also used in the construction of the bridges to decrease
the dead load weight (the weight of the bridge itself) and to increase the useful load-carrying capacity.
825
Additionally, 70 percent of an airplane consists of aluminum material because of the lightness and endurance of
this material. Its conductivity, high corrosion resistance, and the capability to be alloyed with other materials are
other reasons for preferring this material in such an extensive field.
Corrugation is a widely used method in manufacturing of honeycomb structures of high thickness and high
density which work under high temperature (Figure 1). In this method, a metal sheet is corrugated and then
stacked into a block. The sheets are then joined by brazing together. Then, the core is sliced into the desired
thickness, and the corrugated layers are adhesively brazed to face sheets [1-5]. Blocks with corrugated ribbon
plates are kept at pre-defined temperature for pre-defined duration. Blocks are sliced in desired thickness. During
the brazing procedure, the base materials do not melt. Some of the elements in the base materials and brazing
metal diffuse to each other. Honeycomb-structured composite plates have a place in engineering structures with
an increasing rate of usage today. Damages in the aluminum cell composite plates are generally as honeycomb
cell wall buckling around the load contact surface, regional cell crushing, and shear under increasing load
between the cells at the intersection of the surface cover and the cells [6-12].
Fig. 1. The corrugation method of fabricating flat-topped prismatic cores

In this study, aluminum specimens of 10 cm width, 10 cm length, and 1.5 and 2 mm thicknesses were
produced. Impact tests were done to determine the mechanical properties of the specimens. After the tests, the
specimens were cut with wire erosion to examine the deformation on brazing location. Eventually, finite element
(FE) analyses of the models which were modeled on Pro Engineering Wildfire 2.0 were conducted on ANSYS
software.
2 Experimental Study
2.1 Specimens
The specimens were produced in Seco/Warnick brazing oven under nitrogen gas. The specimens of which flux
was used for brazing were kept in the oven for 3.5 4 hours. The filling alloy and flux which were used in
production of the specimens as follows: Brazing filling alloy: AA4343, Flux material: SENFLUX 035.
Radiator specimens consisted of inner fin and bottom and top plates. Inner fin was produced separately, and
bottom and top plates were bought. Inner fins and outer plates were washed to obstruct the quality problems
before assembling. In this way, they were purified from the unwanted layers and chemical remains. Inner fin and
bottom and top plates were dried to let filling alloy and flux adhere on the material surfaces perfectly, and to
prevent the humid surfaces from evaporating and forming oxide layers. Liquid flux with 25% water solution was
sprayed on the aluminum material, which was coated with 10% clad for brazing process, to protect the material
against the corrosive effects and to let clad spread easily. After the drying and flux processes, the materials were
constricted in accordance with the radiator profile. The materials which were used for the specimens are as they
are seen in Table 1.
826

Table 1.The materials of the specimens
Bottom and top plates material
AA5754
Inner fin material
AA3003
Brazing filler material
AA4343
Spectral analysis values of AA5754, AA3003, AA4343, and flux are as they are seen in Table 2, Table 3, Table
4, and Table 5, respectively.
Table 2. Chemical composition of AA5754 (weight %)
AA5754
Al
Si
Fe
Cu
Mn
Mg
Cr
Zn
Ti
96.148
0.11
0.26
0.006
0.134
3.24
0.097
0.003
0.001
Table 3. Chemical composition of AA3003 (wt %)

Al
AA3003
95.2
Si
Fe
Cu
Mn
Mg
Cr
Zn
Ti
Bi
Zr
0.85
0.4
0.05
1.6
0.05
0.05
1.5
0.05
0.05
0.13
Table 4. Chemical composition of AA4343 (wt %)
Si
Fe
Cu
Mn
Zn
Min.-Max
6.8-8.2
<0.8
<0.25
<0.1
<0.2
Act.
7.454
0.191
0.001
0.006
0.020
Table 5.Chemical composition of flux (wt %)
Flux
Al
Fe
28-31 16-18 49-53 0.03
Ca
LOH
0.1
2.5
Mechanical properties of AA5754 and AA3003 and physical properties of flux are shown in
Tables 6 and 7, respectively.
Table 6. Mechanical properties of AA5754 and AA3003
Tensile
Yield
Strength
Strength
(MPa)
(MPa)
AA5754
235
AA3003
205
Elongation Hardness
(%)
(HB)
173
12
65
160
0.5
827

Table 7. Physical properties of flux
Density at 20 C (g/cm3)
2.8
Melting temperature (C)
565-572
Solubility in water (g/l)
4.5
V type fins of the aluminum radiator fins were used in tests. Figures 2 and 3 show the V type fins. V type fins in
high, low, and normal amplitudes were joined with 1.5 mm bottom and top plates in the oven by using brazing
method (Figure 4).
Fig. 2. V type radiator fin with low amplitude (a), normal amplitude (b), high amplitude (c)
Fig. 3. Brazed V type fins in low, normal, and high amplitudes (from top to bottom) with 1.5 mm aluminum top and bottom
plates
2.2. Impact tests

Strike tests were conducted to see the strength value variations of the materials in percussive loads. The
specimens were tested in Fractovis Plus model impact test machine. Fracture loads (Pmax) and bending strength
values (max) of the specimens were obtained. The striker with 12.7 mm diameter which is coded 7.529.020 in
ASTM D 3763 was used in the tests. Tests were analyzed by the computer in accordance with the parameters
which were entered on it. Table 8 shows the test parameters.
Table 8. Test parameters
Specimen Thickness (mm)

Temperature (C)
Conditioning Time (min)
Lubrication Use
Support Type
Support Diameter (mm)
Pull Force (N)
Velocity Variation (m/sn)
Start Time (ms)
Start Force (N)
Start Velocity (m/s)
3
20
0,25
no
adjustable
76
19,8425
3,8153
0
0
3,49
Figure 4 illustrates the moment at which the striker hit on the specimen.
828
829
4. Results and Discussion
4.1. Impact Test and ANSYS Results
Fig. 7. The specimens with V type fins in low (a), normal (b), and high (c) amplitudes after the tests for 60J
Fig. 8. The specimen with V type fin in low amplitude
Table 10. ANSYS and test results in different V types fins

Deformation
Low
Normal
High
(mm)
amplitude
amplitude
amplitude
Ansys Results
14,22
14,88
16,19
Impact Test Results
16,82
20,03
18,16
Percentage Error (%)
15,4
25,7
10,8
As seen in the impact test results, the highest deformation occurred on the specimens with the fin of normal
amplitudes also the lowest deformation occurred on the specimens with the fin of low amplitudes under dynamic
loads. According to the finite element analyses results higher deformation occurred on the specimens with the fin
of high amplitudes than on the specimens with the fin of low amplitudes under static load. These results showed
that the fin amplitude has an important role on the strength of the materials.
5. Conclusions
Damageoccurring inaluminumsheets, the load-contact areaaround thelocalcrushing and in fins occurring
deformation. Applied sudden loads span of fin at the interface shape and size of the effect of the damage was
investigated theoretically and experimentally. The experimental results and theoretical results obtained were
found to be acceptable and close to eachother. In addition, samples of the reaction forces applied impact force of
830
60 j, in fin of low amplitudes 4200.93 kN, in fin of normal amplitudes 5438.24 kN and in fin of high amplitudes
6607.53 kN.
After the impact tests in the examination of the brazing locations in macro dimension. It was seen that these
locations were not deformed and there were no breaking or separation between two brazed materials. This result
showed the high quality joining of brazing method for the complex components in serial manufacture. Dynamic
loading test was made for the impact test samples with the same plate thickness of the applied energy is
increased the amount of deformation increased. This test is also applied by the device by changing the energy
value of the measurements were 30 and 60 joule. In this case the amounts determined in accordance with the
deformation of the samples. In addition, macro images, the composite inner region damage was investigated.Vtype fins are exposed to energy 60J, respectively the size of large deformations, the specimens with the fin of
high, normal, low amplitudes were observed.
References
1- Y.M. Jen. C.W. Ko and H.B. Lin. Effect of the amount of adhesive on the bending fatigue strength of adhesively bonded
aluminum honeycomb sandwich beams. International Journal of Fatigue. 31(3). 455462. 2009.
2- M.A. Hazizan and W.J. Cantwell. The low velocity impact response of an aluminum honeycomb sandwich structure.
Composites: Part. B. 34(8). 679687. 2003.
3- M.O. Kaman. M.Y. Solmaz. K. Turan. Experimental and Numerical Analysis of Critical Buckling Load of Honeycomb
Sandwich Panels. Journal of Composite 44 (21). 2010.
4- J.K. Paik. K. Anil. A.K. Thayamballi. and Kim. G.S. The strength characteristics of aluminum honeycomb sandwich
panels. Thin-Walled Structures. 35(3). 205231. 1999.
5- M. He and W.. Hu. A study on composite honeycomb sandwich panel structure. M. Materials and Design. 29(3). 709
713. 2008.
6- A.R. Othman and D.C. Barton. Failure initiation and propagation characteristics of honeycomb sandwich composites.
Composite Structures. 85(2). 126138. 2008.
7- I.M. Daniel and J.L. Abot. . Fabrication. testing and analysis of composite sandwich beams. Composites Science and
Technology. 60(12-13). 2455-2463. 2000.
8- P. Bunyawanichakul. B. Castani and J.J. Barrau. Non-linear finite element analysis of inserts in composite sandwich
structures. Composites: Part B. 39(7-8). 1077-1092. 2008.
9- L. Aktay. A.F. Johnson and B.H. Kroplin. Numerical modelling of honeycomb core crush behaviour. Engineering
Fracture Mechanics. 75(9). 26162630. 2008.
10- S. Belouettar. A. Abbadi. Z.Azari. R.Belouettar and P. Freres. Experimental investigation of static and fatigue behaviour
of composites honeycomb materials using four point bending tests. Composite Structures. 87(3). 265273. 2009.
11- T. Fiedler and A. Ochsner. Experimental analysis of the flexural properties of sandwich panels with cellular core
materials. Materialwissenschaft und Werkstofftechnik. 39(2). 121-124. 2008.
12- Y.P. Siow and V.P.W. Shim. An experimental study of low velocity impact damage in woven fiber composites. Journal
of Composite Materials. 32. 1178-1202. 1998.
Biographies
N. Sinan Kksal graduated from Mechanical Engineering Department at Dokuz Eyll University Engineering and
Architecture Faculty in 1990. He received B.Sc. in Mechanical Engineering, M.Sc. and Ph.D. in Mechanical Engineering at
Celal Bayar University. In 1994, he joined Department of Mechanical Engineering at Celal Bayar University as a research
assistant. Then he became a lecturer at the same department in 2004, and an assistant professor there in 2009. He is engaged
in the research of fracture mechanics, refractory materials, wear and friction, welding technology, manufacturing methods
and artificial neural networks. He has published articles in national and international journals. He has delivered presentations
at national and international conferences.
lyas Trkmen 23 February 1986. was born in Izmir. Turkey. Completed primary and secondary education in Izmir. He has
completed undergraduate education in Manisa and still continues study master. Undergraduate degree was in Mechanical
Engineering. Celal Bayar University Faculty of Engineering. Also Graduate study at the Institute of Science in Mechanical
Engineering in the same university is continuing. The study areas; welding methods. plastic forming. and composite
materials.
831
Numerical Investigation on Diesel Spray

Formation and Combustion
zgr Ouz TAKIRAN1, Metin ERGENEMAN2
1,2
Istanbul Technical University, Faculty of Mechanical Engineering

1
taskiranoz@itu.edu.tr, 2ergene@itu.edu.tr
Abstract. In this study, diesel spray injected into a constant volume combustion chamber was modeled with
KIVA3V R2 code. In order to take into account effect of nozzle geometry, one dimensional nozzle flow
model was used with KIVA3V R2 . This model calculates nozzle discharge coefficient and updates the initial
SMR and droplet velocities. Droplet break up was modeled by KHRT sub-model and droplet collisions were
modeled by a new trajectory-based sub-model. To determine the collision outcome, impact parameter
calculation was used in the new collision model. Diesel fuel is represented by a diesel oil surrogate
mechanism which consists of 71 species and 323 reactions. The numerical spray results are validated by data
of macroscopic spray characterization obtained by constant volume experiments.
Keywords: Diesel spray modeling, spray ignition, KIVA.
1 Introduction
Many researchers are intensively interested in spray characteristics, ignition and combustion process of diesel
spray to reduce harmful emissions and fuel consumption of diesel engines. To enable better fuel mixing process,
the prominent number of experimental and numerical studies focused on new injection strategies and new nozzle
designs, since the nozzle geometries affect the flow behaviour inside the nozzle and thus spray atomization
outside of it. Future engine problems and optimizations could be dealt with numerical modeling programs.
However, numerical modeling of internal engine has complexity of moving boundary, turbulence, two-phase
flow and combustion chemistry. KIVA, which is a non-commercial CFD program for engine research, describes
the spray dynamics and combustion process with its related sub-models. Open source code of KIVA enables to
improve sub-models for better modeling outcomes of spray and combustion modeling. In KIVA code, equations
of motion for the representation of both gas and liquid phase are based on the conservation laws of energy and
momentum. They are solved by using Eulerian and Lagrangian formulation for gas and liquid phases
respectively. Eulerian gas phase equations have source terms coming from the vaporization of liquid phase and
droplet gas interactions. Conservation equations of chemical species have source terms due to change of
concentration by chemical reactions.
In this study, KIVA3V R2 version was used in numerical calculations. The effects of the nozzle geometry on
fuel spray injection are not taken into account in the standard code. One dimensional nozzle flow model of Sarre
et al. [1] was implemented into the KIVA3V R2 version to model effect of the nozzle geometry. Inlet rounding
of the injector nozzle could be taken into account by using this model. Droplet collision model of the standard
832
code was changed with a trajectory based collision model to obtain more realistic collision outcomes. After that,
diesel spray injection in a constant volume combustion chamber is numerically modeled and compared with
experimental data.
2 Numerical Modeling
Todays diesel engines use common rail injection systems which enable to inject fuel at high injection
pressures to get better air-fuel mixture formation. High injection pressures attracted attentions on injector nozzles
because of their role on spray formation. It was shown that the nozzle type and nozzle geometry (L/D ratio) have
influence on spray formation [2,3]. In numerical calculations, effect of nozzle geometry has to be taken into
account, but resolving the flow inside the nozzle needs Eulerian formulation which brings problem of primary
break-up of fuel. Instead of Eulerian formulation, simple models are used to simulate the flow inside nozzle.
KIVA code uses Lagrangian framework for the liquid phase while the continuous gaseous phase is modeled
by the standard Eulerian conservation equations [4]. In the Lagrangian framework, there are phenomenological
sub-models that describe the break-up, collision and evaporation of droplets for spray modeling. One
dimensional flow model of Sarre et al. [1], which is based on theoretical analyses and previously reported
experimental results, describes possible flow types inside injector nozzle. To investigate effect of nozzle
geometry, they have implemented one dimensional flow model in two different CFD codes. The reported results
showed that the numerical results could be improved by taking into account nozzle geometries and injection
conditions [1]. One dimensional nozzle flow model of Sarre et al. [1] assumes that the flow inside the nozzle is
turbulent for a first approximation. Model uses experimental and theoretical loss coefficients to calculate nozzle
discharge coefficient. Flow velocity and pressure at contraction point are calculated by using Nurricks [5]
expression and Bernoulli equation respectively. If the pressure at contraction point is lower than fuel vapor
pressure, then flow is assumed to be fully cavitating. At this condition, nozzle discharge coefficient is calculated
by using equation of cavitation number and contraction coefficient [1]. According to nozzle discharge
coefficient, velocity at the nozzle exit and initial droplet SMD are calculated.
One dimensional nozzle flow model was used with KIVA3V R2 code for the numerical calculations
presented in this study. In order to test the nozzle flow model two different nozzle inlet configuration was used
for calculations. Ratio of the inlet rounding radius to nozzle diameter (r/D) were chosen for sharp inlet, SI, 0.01
and for rounded inlet, RI, 0.1. The injection duration and injection profile were the same for both SI and RI
cases. The computed discharge coefficient and effective injection velocity are presented in Fig.1. Inlet rounding
has significant increasing effect on nozzle discharge coefficient. At the beginning of injection, the flow is
turbulent and when the velocities increase, the resulting cavitating flow decreases the discharge coefficient.
Increasing the rounding ratio decreases the inclination of cavitation and as a result of this, average discharge
coefficient increases. Initial SMD of injected droplets varies according to effective nozzle discharge area. Nozzle
discharge area reduction has increasing effect on injection velocity. As the flow contraction increases, effective
flow area reduces and thus effective velocity increases.
833
(a) Discharge Coefficient
(b) Injection velocities

800
0.80
600
Velocity [m/s]
1.00
Cd
0.60
0.40
SI
0.20
0.00
0.00
RI
0.20
0.40
Tim e [m s]
400
200
0
0.00
0.60
Injection velocity
Eff. inj. velocity-SI
Eff. inj. velocity-RI
0.20
0.40
Tim e [m s]
0.60
Fig.1. Sharp inlet (SI) and Rounded inlet (RI) outputs obtained by using one dimensional nozzle flow model of Sarre et
al.[1], (a) Nozzle discharge coefficient, (b) Injection velocity profiles for KIVA input
After the injection of fuel spray, droplet dynamics become important for air-fuel mixing process. Since the
droplet diameter distribution, vaporization and penetration are highly effected by break-up model, it is the most
effective sub-model among the others. Kelvin Helmholtz and Rayleigh Taylor model, KHRT, based on KelvinHelmholtz instability growing on the droplet and instable RT waves grow at the backward direction of the liquid
was combined and used as a hybrid model by Beale and Reitz [6]. After that, KHRT breakup model intensively
used in modeling diesel spray simulations [7].
Droplet collision modeling is another important research area in spray modeling calculations. Recent
experimental researches and numerical models on spray collision are discussed in the Posts study [8] and
Munnannurs thesis [9]. The standard collision model of the KIVA code has the disadvantage of being mesh
dependent since there is a requirement that the parcels must be in the same cell to be taken into the collision
calculation [10]. It was shown in Nordins thesis [10] that standard KIVA model gave mesh depended results
and he proposed a trajectory based model for droplet collision, which reduced mesh dependency. In this study, a
new collision model, which was capable of calculating impact parameter of intersecting droplets was used. In
Fig. 2, two intersecting droplet is represented with subscript 1 and 2. It is assumed that droplet-2 is going to
collide with droplet-1 with a relative velocity U at the point P1t. Trajectory of droplet-2 intersects droplet-1at
the points P1t and P1d. Lagrangian tracking of particles enable to calculate these intersecting points and
intersecting time. Positive two roots (tc1 and tc2) of the following quadratic equation give intersecting times. If
the intersecting time is reached in the calculation time step collusion occurs and the result is droplet coalescence
or grazing collision, which is determined by using the impact parameter. In the new time step all intersecting
droplets are re-calculated for colliding conditions.
x + 2 ( ux ) tc + u tc2 = ( r1 + r2 )
2
(2 )
The impact parameter of the colliding droplets, b, could be obtained from geometric relation.
b=
( r1 + r2 )2 ( u (td tc ) 2 )
(2 )
834
P1d
P1t
U
X1
r1
r1 + r2
X2
r2
Fig. 2. Collision of intersecting droplets
Instead of using a stochastic method, the new collision model calculates the collision of droplets with their
velocity and position vectors. It eliminates the mesh dependency. However, the drawback of this method is its
dependence on droplet number in calculation. Even today computer capabilities it is still impossible to use real
droplet number in calculations. Intersecting trajectories of droplets increase as the number of representative
droplets increase in the calculations.
The spray modeling gets more intricate when the turbulent spray combustion is involved in calculations. It is
known that thousands of chemical reactions and hundreds of species are involved in the auto-ignition and
combustion process of diesel fuel. However these complex phenomena could be simplified and modeled by
numerical models. The turbulence and chemistry interaction was utilized in a succesful manner by using
Partially Stirred Reactor model, PaSR [10]. Golovitchev et al. [11] adopted PaSR model into the KIVA code. By
using reduced chemical mechanism, it was shown that turbulent combustion of diesel spray very well modeled
by PaSR [10,11]. In this study, diesel fuel was represented by a surrogate mechanism which consists of 71
species and 323 reactions and turbulent combustion was modeled with partially stirred reactor model.
3 Numerical results
Numerical calculations are carried with a constant volume mesh that has 56 mm bore and 86 mm height. The
results of the calculations were compared with experimental results that were obtained with a constant volume
combustion chamber heated internally up to 825 K at 3.5 MPa. The details of the experimental setup and results
can be found in [12]. In order to verify numerical code the dimensions of a hydro-grinded nozzle (0.24 mm
outlet diameter and 0.12 mm rounded inlet radius geometry) was given as initial conditions for numerical code.
Spray penetration of experimental and numerical results at 300 K ambient temperature are given in Fig.3 (a) and
(b). In Fig 3 (a) 0.6 ms injection duration and 120 MPa injection pressure was applied at 3 MPa ambient
pressure, and in Fig 3 (b) 0.6 ms injection duration and 120 MPa injection pressure was applied at 2 MPa
ambient pressure conditions. Diesel surrogate fuel, KH-RT breakup model and new collision model are used in
the calculations. Though there are some small deviations from the experimental data, it is seen that numerical
and experimental results show very good agreement.
835
(b) Spray Tip Penetration

60
50
50
Distance [mm]
Distance [mm]
(a) Spray Tip Penetration

60
40
30
20
3 MPa, 0.6 ms, 120 MPa
Numerical Result
10
40
30
20
10
2 MPa, 1.5 ms, 50 MPa

Numerical Result
0
0.0
0.2
0.4
0.6
Tim e [m s]
0.8
0.0
0.2
0.4
0.6
Tim e [m s]
0.8
Fig. 3. Numerical and Experimental results of spray tip penetration (Experimental results are given with triangle sign:
Ambient Pressure, Injection Duration, Injection Pressure) (a) 3 MPa ambient pressure condition (b) 2 MPa ambient pressure
condition
In Fig.4, experimental images obtained by shadowgraphy technique for 1.5 ms injection duration and 50 MPa
injection pressure at 3 MPa ambient pressure condition and numerical images of the same conditions are
presented together in Fig. 4. The models used in numerical calculation could predict spray penetration and cone
angle compatible with experimental results. Numerical calculation presents additional data for spray
investigations such as distribution of droplet size, fuel vapor, temperature or combustion products. Collecting
experimental data of these parameters is very hard and sometimes impossible for the liquid dense regions. In Fig.
4. the numerical spray images are colored with droplet radius. At the upstream region droplets have
approximately same diameter size with nozzle and they get smaller due to droplet break-up as they penetrate to
downstream part.
[cm]
Fig. 4. Experimental and numerical images of spray development obtained at 3 MPa ambient pressure with 1.5 inj. duration
and 50 MPa inj. pressure, the first figure on left is obtained at 0.03 ms and last one on the right at 0.6 ms, the time interval
between the images is 0.0625 ms
For the autoignition calculations, the numerical sub-models and injection conditions are summarized in Table
1. The experiments were done with 11.3 and 6.5 mg diesel fuel, at 3.5 MPa pressure and 830 K temperature
conditions. Similar to Tao et al. [13], the ignition delay is determined by the 100 K increase of maximum
temperature in the volume. As shown in Fig. 5, auto-ignition started at 1.2 ms after the start of injection for 11.3
mg diesel fuel simulation. The corresponding experimental images could be seen at the right side of the
numerical results presented in Fig. 5. The autoignition started at fuel rich regions and multiple points of
836
downstream section of the spray. The spray ignition continues as a diffusion flame at the spray boundary. High
injection rates keep the flame at downstream region; prevent to get closer to nozzle tip. Both the numerical and
experimental results are consistent with Decs [14] explanations of diesel spray combustion.
Table 1. Simulation sub-models and injection conditions

Fuel
Diesel Oil Surrogate
Initial droplet temperature
350 K
Injection mode
Velocity table (Fig.1)
Turbulence model
Standart k-
Initial turbulence level
0.1 m2/s2
Turbulent length scale
0.01 m
Evaporation model
Standard KIVA3V, single component
Breakup model
KHRT
Collision model
New model
Combustion model
Detailed Arrhenius kinetics
Turbulence/Chemistry interaction
PaSR model
[K]
Fig. 5. The temperature distribution of the numerical results, 11.3 mg fuel with P=3.5 MPa and T=830 K initial conditions.
The conditions tested in Fig. 5 were applied for a sharp inlet nozzle for numerical calculation. The ignition
delay duration reduced to 1.0 ms since the sharp inlet nozzle geometry produced smaller droplets due to
reduction at effective nozzle discharge area. When the ambient temperature increased to 850 K for the same
conditions in Fig.5, ignition delay duration reduced to 1.0 ms, as expected.
Smaller amount of fuel shortens the ignition delay, because of less cooling effect of injected fuel. The
simulation of 6.5 mg fuel with 0.6 ms injection duration is presented with experimental images in Fig.6. The
initial chamber conditions are the same as given in Table 1. The autoignition occurs at 0.9 ms which is the same
moment of the experiments. The self-ignition location is predicted very close to the experimental images.
837

[K]
Fig. 6. The temperature distribution of the numerical results, 6.5 mg fuel with P=3.5 MPa and T=830 K initial conditions.
4 Conclusion
One dimensional nozzle flow model calculates the discharge coefficient, initial SMR, nozzle discharge area
and initial velocity of nozzles that have different inlet geometries. It is shown that the initial droplet size and
initial velocity are better simulated by using nozzle flow model. The collision model was improved by impact
parameter calculation which enables to predict outcome of colliding droplets. The temperature distribution of the
temporal results of numerical calculations showed that the auto-ignition of the diesel fuel could be predicted with
detailed mechanism of diesel surrogate fuel. A good agreement was achieved between the numerical and
experimental results by means of auto-ignition delay, ignition location and flame propagation.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
Sarre K.C., Kong S.C, Reitz R.D., (1999). Modeling the effects of injector nozzle geometry on Diesel sprays. SAE
Paper, 1999-01-0912.
Suh H.K., Lee C.S., (2008). Effect of cavitation in nozzle orifice on the diesel fuel atomization characteristics,
International Journal of Heat and Fluid Flow, 29:10011009
Benajes J., Molina S., Gonzlez C., Donde R., (2008). The role of nozzle convergence in diesel combustion. Fue,
87:18491858.
Amsden, A.A., (1997). KIVA-3V: A block structured KIVA program for engines with vertical or canted valves,
LA-13313-MS.
Nurick W.H., (1976). Orifice cavitation and its effect on spray mixing, ASME Journal of Fluids Engineering, 98,
681-687
Beale, J.C. and Reitz, R.D., (1999). Modeling spray atomization with the Kelvin-Helmoltz/Rayleigh-Taylor Hybrid
Model, Atomization and Sprays, 9, 623-650.
Baumgarten, C., (2006). Mixture Formation in Internal Combustion Engine, 85-210 Springerlink, ISBN 3-54030836-9_4
Post S.L., Abraham J., (2002). Modeling the outcome of dropdrop collisions in Diesel sprays. International
Journal of Multiphase Flow 28:9971019.
Munnannur A., Reitz R.D., (2007). Droplet collision modeling in multi-dimensional engine spray computations.
Ph.D. Thesis, University of WisconsinMadison.
Nordin, N., (2000). Complex Chemistry Modeling of Diesel Spray Combustion, PhD Thesis, Chalmers University
of Technology, Sweden.
Golovitchev, V.I., Nordin, N., Jarnicki, R., Chomiak, J., (2000). 3-D Diesel Spray Simulations Using a New
Detailed Chemistry Turbulent Combustion Model, SAE Technical Paper, 2000-01-1891
Takran .O, Ergeneman M., (2011). Experimental study on Diesel spray characteristics and autoignition process,
Journal of Combustion, Article ID 528126.
Tao, F., Golovitchev, V.I., Chomiak, J., (2000). Self-ignition and early combustion process of n-heptane sprays
under diluted air conditions: numerical studies based on detailed chemistry, SAE Paper, 2000-01-2931
Dec, J. E., (1997). A conceptual model of D.I. Diesel combustion based on laser-sheet imaging, SAE Paper,
970873.
838
Biographies
zgr Ouz Takran Dr. Takran received his BSc. degree (1999) from Naval Academy MSc. (2004) and Ph.D (2011)
degrees in Mechanical Engineering from Istanbul Technical University. His research focuses on internal combustion engines
and modeling of fuel spray.
Metin Ergeneman Prof. Ergeneman was graduated from Istanbul Technical University, Mechanical Engineering
Department in 1966. From 1970 to 1973, he worked as a researcher in German Aviation and Space Research Organization.
He received his Ph.D degree in 1985. He became an Associate Professor in 1988 and was appointed to professorship in 1997.
His main interests are internal combustion engines and alternative fuels. He is currently a Mechanical Engineering Professor
in Automotive Sciences in Istanbul Technical University.
839
Investigation of Calcination Conditions on

Kirka Tincal Ore As Opposed to
Wet Concentration Methods
Turan BATAR1, Mustafa AKDAG2, Ibrahim GURLER3
1,
Dokuz Eylul University / Mining Engineering Departmant / Izmir / Turkey

Gediz University / Mechanical Engineering Departmant / Izmir / Turkey,
3
Gediz University / Industrial Engineering Departmant / Izmir / Turkey
turan.batar@deu.edu.tr, 2mustafa.akdag@gediz.edu.tr, 3ibrahim.gurler@gediz.edu.tr
Abstract. Turkish boron minerals are traditionally concentrated by wet methods and the efficiency of such
ways are generally not satisfactory. In addition to the low efficiencies, such as 30-35 % B2O3, solid plant
tailings with a B2O3 content of about 14-20% pose serious environmental threat. It is clear that a dry
concentration method such as calcination should be preferred over the wet ones. In this study concentrating a
tincal ore from Krka Mine using calcination was investigated. The final results obtained from laboratory
experiments gives better values than already practiced wet method
Keywords: tincal ore, calcination, concentration
1 Introduction
Boron is widely distributed in the form of borates but is never found in the elemental form in nature and
minerals are borax, colemanite, ulexite, tincal, kermite, Major end uses for borates include; fiberglass,
ceramics,agriculture and fertilizer, flame retardant .It is also used for wood, plywood, textile products, cotton,
paper and cellulose, corrosion inhibitor, wood preservatives and pesticides, metallurgy, pharmaceuticals and
cosmetics and nuclear applications.
Turkey is the world's largest supplier of borate mineral products as well as the second largest supplier of
refined borates. Ulexite and colemanite ores are mined at Bigadic, Espiye and Kestelek while tincal (sodium
borate ore) is extracted at the open pit operation at Krka. Minerals are relined into boric acid at the Bandrma
and Emet plants. Tincal is relined into sodium borate chemicals at the Krka and Bandrma facilities [1].
Concentration of boron minerals are generally based on washing with water to separate clay minerals from
boron. In Turkey, in addition to the low efficiencies, the adjacent pond which currently holds hundreds of
thousands of solid plant tailings with a B2O3 content of about 14-20 % pose serious environmental threat. When
all these shortcomings are considered, it is clear that a dry concentration method such as calcinations should be
preferred over the wet ones. As a matter of fact, there are industrial plants in US which employ calcinations as an
effective concentration method [2].
840
2 Experimental
2.1 Materials
An ore sample from Etibank Krka Borax Processing Plant was used for the experiments. B2O3 content of
each screen fraction dependency of grain size are given in Table 2.1.It was found out that B2O3 content increase
toward finer particle size fractions.
Table 2.1.Screen analysis of Krka Tincal Ore
Size
Fraction
Weigh
Grade
(% )
Cumulative
(%B2O3) Over Size (%)
(mm)
50.00-25.00
5.92
18.02
5.92
25.00-12.50
21.58
23.92
27.50
12.50-9.51
8.63
23.54
36.63
9.51-4.76
14.93
22.71
51.06
4.76-3.00
10.81
25.17
61.87
3.00-2.00
5.01
22.60
66.88
2.00-1.00
12.50
27.55
79.39
1.00-0.50
9.00
28.30
89.38
0.50-0.00
11.62
29.91
100.00
TOTAL
100.00
25.17
2.2. Equipment and methods

The experimental studies were carried out using the rotary furnace which has a feeding instrument and
temperature-speed control unit has been developed(Fig.2.1).The furnace consists of a cylindrical ceramic tube
used for moving the material; it has a special position angle and rotating velocity can be justified. The tube
contains two separate temperature regions; length of the first region, used for drying and decrepitating is 50 cm.
In the second region (length was 100cm), material loses its crystal water and also decrepit. Rotation speed,
inclination, feeding rate and temperature of the furnace can be easily adjusted. Feeding rate vibrating strength
can be balanced manually.
The tincal minerals in a grain change into a structure due to the heat, easily crumbled in fingers, and
considerably larger than its original size. On the other hand, the clay existed in the same grain becomes harder
baking in the heat. The borax compounds is easily turned into powders by the air cyclone separator but the clay
in the contrary remains in its original grain size, because of the physical differences so concentrate and tailing
separation is easily carried out by an air classifier.
Effect of calcinations time and temperature, particle size distribution and feed rate on B2O3 grade and recovery
were determined.
841
(b)
(a)
Fig.2.1.Rotary Furnace (a) and Control Unit (b)

3.1. Effect of the particle size
In this part of the study, the material was screened and B2O3 grade and recovery for each size fraction at
different temperatures were studied.. As shown in Fig.3.1 and Table 3.1,the highs B2O3 grades were obtained
with size fraction of -9.51 mm at a temperature range of 375-4250C.At temperatures over than 4250C,a drop in
B2O3 grade and recovery was observed. When using coarser grains such as -50.00+25.00 and-25.00+12.50 mm,
etc. at the same temperature, the inner of the grains is not processed due to insufficient heat. At the same
temperature small grains(<9.51 mm) partially melt and glazing occur; so grade and efficiency rate is decreased
as a result of the fraction passed to gang which should have passed to concentrate due to both melting of small
grains and insufficient calcinations of course grains. The highest recovery was obtained as 76.3% at the
temperature of 3250C. On the other hand, with the size fraction of -3.00+1.00 mm and at the 3750C,the recovery
was obtained as 90.1%.
Table 3.1 Concentrate grad.and recov. obtained at optimal particle size and temp.
Size fraction
-1.00+ 0.00
-3.00+ 1.00
-4.76+3.00
-9.51+4.76
-12.50+9.51
-25.00+12.50
-50.00+25.00
Optimum temp.
375
375
375
475
475
475
525
Grade (%
44.2
50.3
54.4
56.0
51.4
49.2
48.1
842
Recovery
74.1
90.1
89.1
88.3
82.0
90.4
63.2
(a)
(b)
Fig.3.1.The effect of particle size on B2O3grade(a) and recovery(b)
3.2. Effect of the temperature
As seen fig.3.2 and table 3.2 it can be said that there is a linear relation between heat and B2O3 grade for coarse
material, while for fine grains, heat increase makes an adverse effect on concentrate grade. To reach a desired
level of grade, low degrees of heating for fractions of fine materials and proportionally high degrees of heating
for fractions of course materials is required. On the basis of the achieved results it can be stated that the optimum
size fraction -9.51+1.00 mm at 3750C, concentrate with B2O3content of above 50% can be obtained. It can be
seen that the recovery decreases from finer particles to fine particles at 3250C.The recovery generally increases
towards coarse particles at 3750C and, above 90% recovery could be obtained at the -4.76+3.00 mm size
fraction. The highest recovery had been obtained at the -9.51+4.76 mm size fraction at 4250C.
843
(a)
(b)
Fig.3.2. The effect of temperatures, at various sizes, on B2O3grade(a) and recovery (b)
Table 3.2 Concentrate grades and recoveries obtained at optimal temperatures
Temperature (0C)
Size fraction (mm)
Grade (% B2O3)
Recovery (%)
325
375
-3.00+1.00
-4.76+3.00
50.2
54.4
76.3
89.1
375
-9.51+4.76
56.0
88.3
425
-12.50+9.51
49.2
90.4
475
-12.50+9.51
47.3
68.6
3.3. Effect of calcinations time

There is a linear relation between calcinations time and B2O3 grade for coarse materials, while for fine grains,
time increase makes an adverse effect on concentrate grade. To overtake a favored level of grade, low time
periods for fine fractions and proportional high periods of calcinations for fractions of coarse materials is
required. Table 3.3 and fig.3.3 show the variations in recovery for different calcinations periods. The highest
B2O3 recovery (96.0%) was obtained when -4.76+3.00 mm particle size was treated for calcinations time of 15
min.
844
When B2O3 grade and recovery are carefully thought about simultaneously, for a concentrate of 60.0% B2O3
and a recovery of over 90%, the ore should be crushed down to minus 9.51mm for 15 min. calcination periods a
result these tests which were carried out to determine optimal calcinations time show that 15 min calcinations
time was optimal for the size fraction -9.51+3.00 mm.
(a)
(b)
Fig.3.3. The effect of calcinations time, at various sizes, on B2O3 grade (a)and recovery(b)
845
Table.3.3 Concentrate grades and recoveries obtained at optimal calcinations time and size fractions
Calcination time
Size fraction (mm)
Grade (% B2O3)
Recovery (%)
(min)
5
10
-4.76+3.00
-4.76+3.00
49.1
56.2
93.4
96.0
15
-9.51+4.76
59.4
92.6
20
-9.51+4.76
58.4
89.3
25
-9.51+4.76
59.7
94.2
3.4. Effect of feed rate

For different feed rates the concentrate grades in all fractions resulted close to each other. Results of
concentration for different feed rate are shown in table 3.4 and fig.3.4 and fig.3.5.Increasing feed rate caused
significant decrease on concentrate grade. As seen in table and figures, the recovery ordinarily decreases at high
feed rate. In order to obtain a recovery level of 90% in any case a feeding rate of 3 kg per hour should be
practiced for the ore having a fraction of -9.51 mm. For the mentioned feed, the concentrate B2O3 grade was
57.2.It can be seen that optimum feed rate should be in the range of 1to3 kg/h.
(a)
846
(b)
Fig.3.4.The effect of feed rate, at various sizes, on B2O3grade(a) and recovery(b)
Table.3.4 Concentrate grades and recoveries obtained at optimal feed rate and size fractions
Feed rate (kg/h)
Size fraction (mm)
Grade (% B2O3)
Recovery (%)
5
10
-9.51+0.00
-9.51+0.00
54.0
57.2
87.2
94.2
15
-9.51+0.00
49.3
87.2
20
-9.51+0.00
48.1
80.4
25
-9.51+0.00
43.7
81.3
4 Conclusions
A semi-pilot scale rotary furnace was utilized for the experiments and 4250C calcinations temperature,15
minutes calcinations time, minus 9.51 mm particle size and 3 kg/h feed rate were determined as optimum
conditions. On the other hand, as can be seen from the results of plants(in Krka) and laboratory experiments,
summarized Table 4.1 for comparison, concentrate and tailing ( B2O3) grades in calcinations method represent
better values than already practiced wet method.
Table 4.1 Comparison of the results of wet method and calcinations method
Calcination Method
The Existing
Plant
Run of mine grade(B2O3)
24-26
24-26
Concentrate grade (B2O3)
57.2
32-34
Tailing grade(B2O3)
Recovery (%)
9.1
14
94.2
82-84
To obtain concentrates, from the calcined product of the rotary furnace, an air classifier was utilized and the
results are given in Table 4.2
847
Table 4.2 Results of concentrate and tailing separation by an air classifier
Weight
Product
Grade (B2O3)
(%)
Yield (%)
Concentrate
68.52
50.46
93.20
Tailing
31.48
8.01
6.80
Total
100.00
37.10
100.00
One of the superior aspects of calcinations method is its environmental safety. Maximum allowable limit of
B2O3 content in agricultural irrigation water is 0.4%.The wet process tailings contain 14% B2O3.Tailing
disposal is a major problem at boron plants in Turkey. B2O3 grade of concentrate is higher and tailings will
contain less B2O3 compared to wet methods[3,4].The low solids content of such plant tailings require large
ponds with considerable impermeability problems. In calcinations process the tailings are in solid form therefore
the waste disposal problem is minimized [5].
Acknowledgement
The authors are grateful to Etibank Krka Borax Processing Plant for provision of samples and information on
plant operation; and special thanks are also due to Prof. Dr. ner pekolu, Prof. Dr. Ali Akar and Prof. Dr.
Mevlt Kemal for their valuable discussions.
References
1..DPT BeYllk Kalknma Plan zel htisas Komisyonu Endstriyel Hammaddeler Raporu,(1994).
2.US Bureau of Mines,Mineral Industry Surveys,Boron in 1993(Washington).
3..Aytekin,Y.,Akdag,M.and Batar,T.,Tinkal Cevherinin .Patlatma Yoluyla Zenginletirilebilirliinin ve bu
yntemin bilinen mevcut yntemler yerine ikamesinin aratrlmas, TBiTAK MAG 838, (1992), zmir.
4.elik,M.S.;Uzunolu,H.A.
and
Aslan,F.Decrepitation
properties
ofsome
boron
minerals,
Powder
Technology,(1994).
5.Aytekin, Y.;Akdag, M. and., Batar, T., Expansion experiments on Etibank Krka Ore at TBTAK
Invest.Center,Gebze(1991).
848
Nonlinear Vibration of Fractional

Visco-elastic String
B.Gltekin Snr1, Nurhan Hacolu2, Smeyye Snr 3
1,2,3 Department of Civil Engineering, Celal Bayar University
1
gultekin.sinir@bayer.edu.tr , 2n.u.r.h.a.n@hotmail.com , 3sumeyyesinir@hotmail.com
Abstract. In this study, dynamic analyses of a string that is under the effect of a tensional force and designed
as a visco-elastic material according to fractional Kelvin-Voigt Model are investigated. In this fractional
visco-elastic model, viscose behavior of the material is defined by fractional derivatives.The governing
equation is solved by using the perturbation technique. Analysis of fractional viscosity by multiple times
scale in these type problems is a new subject in the literature. In this method, first of all, linear solutions of
the problem which are natural frequencies and mode shapes are found. By using these results and solvability
conditions, non-linear frequency values and time-displacement graphs are obtained. Effects of fractional term
on non-linear frequency and time history graphs are investigated.
Keywords: visco-elastic string, fractional, multiple time scale
1 Introduction
Structures can be divided into some groups such as cables, strings, beams, plates, etc. String, which is selected
structure in this paper, is used in different type of structures such as various bridges, fitness centers, and roof
types with big spans. Modern structures have becoming more complex. So the demands of materials have
become more various. Many new materials have been produced with the development of material science.
Lately, classic Hook law, which is known as an elastic model, has started to fail to satisfy the expectations while
modeling the behavior of developed new materials. As a result of this, many new visco-elastic models have been
found to explain the behavior of the material such as Kelvin-Voigt, Maxwell, Zener, Burgers models etc. KelvinVoigt model is the most favorite one among these linear visco-elastic models. Dynamic analysis of the viscoelastic string is important due to common usage in engineering applications. Due to this reality, it is necessary to
improve new structural theories for the analyses of structures modeled with new material models.
In recent years, many researchers are interested in studying the applications of the fractional order system to
physics and engineering. Because, fractional derivatives are useful for describing viscoelastic features of
advanced materials or dissipative forces in structural dynamics. [1]
The seeds of fractional derivatives were planted over 300 years ago. Since then many great mathematicians (pure
and applied) of their times, such as N. H. Abel, M. Caputo, L. Euler, J. Fourier, P. S. Laplace, G. W. Leibniz, A.
V. Letnikov, J. Liouville, B. Riemann, M. Riesz, and H. Weyl, have contributed to this field. During the second
half of the twentieth century, fractional calculus has been applied to almost every field of science, engineering,
and mathematics. Some of the areas where fractional calculus has made a profound impact include viscoelasticity and rheology, electrical engineering, electrochemistry, biology, biophysics and bioengineering, signal
and image processing, mechanics, mechatronics, physics, and control theory. [14] However, many real dynamic
systems are better characterized using a non-integer order dynamic model based on fractional calculus or,
849
differentiation or integration of non-integer order. The concept of fractional calculus has remarkable potential to
change model and control the nature around us.
In this study, our interest is non-linear dynamic analyses of the fractional viscoelastic string under the effect of
tensional force. The mathematical model of this beam is taken in Ref.[5]. In fractional viscoelastic model,
damping forces is described by fractional derivative. All available studies [69] are concentrated on axially
moving strings constituted by the differential relationships such as the Kelvin model [6], the Maxwell model [7]
and the standard linear solid model [8] and the integral relationship, the Boltzmann superposition principle [9].
The paper given in Ref.[5] adopts the fractional differentiation relationship to constitute the axially moving
string. . In this fractional visco-elastic model, viscose behavior of the material is defined by fractional
derivatives. It is difficult to find out the analytical solution of nonlinear fractional-order system. So in most of
literature in the fractional calculus, approximate and numerical solutions are important to analyze the nonlinear
fractional-order equations. There are a lot of numeric and semi analytical methods such as perturbation method
and serial solutions respectively. Also, perturbation method is an asymptotic serial solution method. Multiple
times scale, pedestrian expansion and Lindstedt-Poincare method etc are well known perturbation methods. In
addition to this, multiple times scale has two applications that direct and discretize. in Ref.[5], the researchers are
used Galerkin method, approximate solution and finite difference as solutions techniques. In this study, the
multiple time scale methods direct application, approximate solution technique, is used to solve nonlinear
fractional differential equation for the reason that the direct application of multiple time scale method gives more
reliable results than other approaches. In this method, firstly, linear solutions of the problem which are natural
frequencies and mode shapes are found. By using these results and solvability conditions, non-linear frequency
values and time-displacement graphs are acquired. Effects of fractional term on non-linear frequency and time
history graphs are examined.
2 Solution by Multiple Time Scale

In this study, the fractional visco-elastic string with cubic nonlinearities is considered in nondimensional form. [5]
C 7 EE 7 8 tO K EE & KKr K & Kr KKK(1)
where denotes deflection of string, R is the dynamical variable, S is independent variable,
which denotes time in dynamical problems and is a positive small parameter. r is the
fractional differential operator that denotes the th derivative of the related function with
respect to t and it is defined in the Caputo sense as[1, 3]
r RS
where is gamma function.
NN
J
O
N
( f(2)
Two boundary conditions are enough to solve the governing equation. Its assumed that the
non-dimensional conditions are homogenous
( S f S ((3)
The method of multiple time scale is used to determine approximate solution of Eq. (1).
First of all R S rewrites in terms of series
850
R S 8 O R oO o & 8 R oO o & p(4)
o: shows different time scales and the fast and slow time scales are
oO S o m(5)
Then, the derivatives with respect S for first, second and fractional derivatives transform into
%
O & m & p
O & gmO & p(6,a,b,c)
O & m
O
Substituting these expansions into Eq. (1) and Eq. (3) and separating at each order of 8 ,
fqrO O 7 OEE ((7,a,b)
O ( S O f S (

8qrO 7 EE 7grO r O & tO OE OEE & OEE rO OE & OE rO OE OEE
g
g
( S f S ((8,a,b)
is obtained.
We can offer this
uw ,x
yyyy
O R oO o n 8 1: t uw ,x & 1
s: R(9)
:t
solution for Eq.(7) because zeroth order of 8 is linear. 1: and yyyy

1: are complex amplitudes
and their conjugates. Also here s: and 6: are mode shape functions and natural frequencies
of string, respectively.
If this solution is written into Eq. (7), s: must satisfy the following equations and boundary
conditions;
s:EE & 6: s: ((10,a,b)
s( sf (
If Eq. (10) is solved analytically and JO s: LR f normalization is made to last result,

the shape function is obtained for the first mode as below
s: R |g \} ~R(11)
To determine the first order solution of m, Eq. (9) is substituted into right hand side of Eq.
(8.a) and the Eq.( 8.a) is rearranged according to secular and non-secular terms,
rO 7 EE 7g6: s: r 1: & s:E s:EE 1: yyyy

1: ; tO & g6: < t uw ,x & o(12)

851
The structure of 1: is appointed by using solvability condition that the secular terms are
equal to zero.
r 1: & O 1: yyyy
1: ((13)
where,
O
?x uw
JO ss:E s:EE LR(14)

uw
O is a complex number so it can be divided into two part which are O & Oa using below
relation

& \}

(15)
If Eq. (14) is separated into real and imaginary parts,
7 g6:

x 7 g6: \}
?
JO ss:E s:EE LR O (16)

are obtained.
JO ss:E s:EE LR Oa (17)

If Eq. (13) is rewritten by using Eq. (16-17) and 1: is written in polar form,
r 1: & O & Oa 1: yyyy

1: ((18)
1: : o t uw , (19)

are obtained.
Eq. (19) is substituted into (18) and below equations can be obtained to separate real and
imaginary terms.
:E &
:E &
: ((20)
: ((21)
The solutions of above differential equations are
: o
x ,
(22)
x
: o 7
x
x
} o (23)
Therefore R S approximate solution is displayed as follows,
R S _

8S
x
x

u x x u
x
t w
& ee s: R(24)
From Eq.(24), we cannot separate the nonlinear natural frequency term due to fractional
derivation. For justification, we are taking into account for Eqs. (1 and 12). Using Eqs.(1 and
852
12), we find model equation and solution procedure justification, respectively. In justification
we take f and we find
C 7 EE 7 8 tO K EE & gKKK K & KKK
(25)
1: ; tO & 6: < t uw ,x & o(26)

rO 7 EE 7g6: s: r 1: & s:E s:EE 1: yyyy

When uniform axially speed of the axially moving string is taken zero, Eqs. (11 and 33) in
Ref.[10] turn into above equations.
Figure 1. Time history with variation of a0 and
is constant.
When is constant and a0 increases, Fig.1 shows that, the string displacement and frequency
increase. We know that vibration frequency of string is proportional to displacement
amplitude ( a0 ) from equation of motion of solution by time scale method.
853
Figure 2. Time history with variation of
and a0
is constant.
When a0 is constant and increases, it is seen in Fig.2 that, the string displacement and vibration
frequency of the string decrease.
3 Conclusion
Mathematic model of a string which is designed by fractional visco-elastic model is a partial differential
equation that has cubic non-linear terms. Direct application of a time scale method is selected to solve the
mathematic model. In this method, first of all, linear solutions of the problem which are natural frequencies and
mode shapes are found. By using these results and solvability conditions, time-displacement graphs are obtained.
Effects of fractional term on non-linear frequency and time history graphs are investigated. The non-linear
frequencies are changed with the amplitude of the vibration. For special situation, value of the fractional viscose
term is taken 0 and 1 and results are compared by common solutions.
References
1.
Rossikhin, Yuriy A.; Shitikova, Marina V. (2010). Application of fractional calculus for dynamic problems of solid
mechanics: novel trends and recent results. Applied Mechanics Reviews, Vol.63/010801: 1-52.
2.
Das, Shantanu (2008). Functional fractional calculus for system identification and controls. Berlin. SpringerVerlag.
3.
Ge, Zheng-Ming; Hsu, Mao-Yuan; (2007). Chaos in a generalized van der Pol system and in its fractional order
system. Chaos, Solitons and Fractals 33: 17111745.
4.
Ge, Zheng-Ming; Zhang, An-Ray. (2007). Anti control of chaos of the fractional order modified van der Pol
systems. Applied Mathematics and Computation 187: 11611172.
854

5.
Chen, Li-Qun; Zhao, Wei-Jia; Zu, Jean W. (2004). Transient responses of an axially accelerating visco-elastic
string constituted by a fractional differentiation law. Journal of Sound and Vibration 278: 861871.
6.
Zhang, L.; Zu, J.W. (1999). Nonlinear vibration of parametrically excited moving belts, part 1: dynamic response.
American Society of Mechanical Engineers, Journal of Applied Mechanics 66(2): 396402.
7.
Zhao, W.J.; Chen, L.Q. (2002). A numerical algorithm for non-linear parametric vibration analysis of a viscoelastic moving belt. International Journal of Nonlinear Science and Numerical Simulations 3(2): 139144.
8.
Fung, R.F.; Huang, J.S.; Chen, Y.C.; Yao, C.M. (1998). Nonlinear dynamic analysis of the visco-elastic string with
a harmonically varying transport speed. Computers and Structures 66(6): 777784.
9.
Chen, L.Q.; Zu, J.W. (2003). Parametric resonance of axially moving string with an integral constitutive law.
International Journal of Nonlinear Science and Numerical Simulations 4(2): 169177.
10. Chen, Li-Qun; Chen H.; Lim C.W. (2008). Asymptotic analysis of axially accelerating visco-elastic strings.
International Journal of Engineering Science 46: 976-985.
Biographies
University in zmir in 1994. He respectively completed his graduate and doctoral dissertations in 1996 and 2004
at Celal Bayar University in Manisa and Dokuz Eyll Universty. He has been assistant professor doctor in Celal
Bayar University for two years. He is studying mechanical engineering, fluid structure interaction, dynamic
analyses of structures, mathematical methods, coastal and harbor engineering. B. Gltekin Snr knows English
as a foreign language.
accepted by Gediz University and will be presented in June. He completed different scientific research projects
in TBTAK.
Nurhan Hacolu Nurhan Hacolu was born in zmir in 1988. She graduated from departments of
mathematics Ege University in zmir in 2010. She is respectively still a graduate student and a student in Celal
Bayar University and Anadolu University in Manisa and Eskiehir. She is studying mathematical
methods,mechanical engineering and dynamic analyses of structure. Nurhan Hacolu knows English as a
foreign language.
Two papers were accepted by Gediz University and will be presented in June.
Smeyye Snr Smeyye Snr was born in Fethiye/Mula in 1986. She graduated from departments of
mathematics and physics at Sleyman Demirel University in Isparta in 2008. She is still a graduate student in
Celal Bayar University in Manisa. She is studying fluid structure interaction, mathematical methods, and
dynamic analyses of structure. Smeyye Snr knows English as a foreign language.
She has two articles in national and international conferences. Three papers were accepted by Gediz University
and will be presented in June.
855
Stress Evaluations During Endodontic Treatment

by Using Three Dimensional Finite Element Method
Mesut Ercan1, Frat Akgz2, Blent Ekici3

mesut.ercan@windowslive.com, 2 firatacikgoz@gmail.com, 3 bulent.ekici@marmara.edu.tr
Abstract. The aim of this study is to determine stress evaluation of root canal wall and instruments during
shaping curved canals with ProTaper and HeroShaper systems by using three-dimensional finite element
analysis. The Ni-Ti rotary instruments selected according to their different cross-sectional geometries. The
geometries of the selected files were created for each system by using mechanical design and analyze
program I-deas11. The three-dimensional FEM model within a curved canal was established by integrating a
simulated canal and natural tooth. A micro-focus CT scanner was used to scan the models. After integration
and modification a final three-dimensional model with a smooth surface and mostly centered canal was
established. The stresses on the instrument during simulated shaping of a root canal were analyzed
numerically by using a three-dimensional finite element package, LS-DYNA, taking into account the
nonlinear mechanical behavior of the nickel-titanium material. Stress distribution in the instruments and in the
canal walls was recorded during simulated shaping. More stress concentrations were determined in the
HeroShaper cross-section. It was observed there were stress concentration towards the outer aspect of the
curvature in the apical portion of the canal by the shaping with ProTaper file system but contrarily with
HeroShaper file system, stresses were more concentrated with having lower values in the middle portion of
the tooth model. Because of positive rake angle of HeroShaper files, cut more efficiently and generated less
stress on the canal walls than ProTaper files. Stress values of all files were found in the transformation phase
of stress-strain diagram.
Keywords: Curved canals, finite element analysis, HeroShaper, ProTaper, stress
1 Introduction
The three dimensional finite element method which is one of the most advanced simulation techniques in solid
mechanics, is used for dentistry and endodontic therapies. It is used as a tool for the analysis of determining
stress evaluation on the canal walls of the root and design of the instruments used during shaping curved canals
by the file models of ProTaper and HeroShaper systems.
In this study, ProTaper (Dentsply, Maillefer, Ballagues, Switzerland) and HeroShaper (Micro-Mega, Besanon,
France) new generation Ni-Ti rotating tools which were enhanced in recent years are used. The aim is
evaluation of stresses on the canal walls and on the tools by using three dimensional finite element method
during widening the skewed canals. The geometric properties of files and the shapes of root canals, the velocity
values, and the frictional stress modeling could not be used with the true values of these during analyze in
committed studies until today.
856
Creation of an accurate model was aimed in our study with using exact values of file geometries, canal shapes
and structures, frictional stresses, proper velocity. The created model is compared to the clinical specifications to
see if the model is realistic or not.
2 Literature Review
2.1 Root Canal Treatment
The need for some manner of root canal preparation prior to root canal filling has long been recognized as an
essential step in endodontic treatment. Initially, root canals were manipulated primarily to allow placement of
intracanal medicaments, with little attempt to remove completely the organic contents of the root canal system.
In time, the concept of modifying root canal preparations to facilitate the placement of root canal fillings became
part of accepted endodontic practice, but the methods employed for these procedures remained, for the most part,
unrelated both to the true anatomy of root canal systems and to the physical nature of the materials with which
the root canals werepresumed to be filled. Cleaning and shaping the root canal refers to the removal of all
organic substrate from the root canal system and the development of a purposeful form within each canal for
reception of a dense and permanent root canal filling. This process is achieved with instruments of specific
design; namely, endodontic broaches, reamers and files, and certain rotary instruments [1, 2, 3].
2.2 Design Objectives

Root canals shaped to receive silver cone fillings should fulfill similar design objectives, modified only by
certain dimensional limitations inherent in silver cones. The most important restriction imposed by silver cones
is that they are not plastic in the physical sense. Success with silver cones depends essentially upon the
effectiveness of the apical seal, which can be enhanced greatly by intelligent shaping procedures.
The following design objectives should be observe in shaping canals to receive silver cones:
1_The root canal preparation should develop a continuously tapering funnel from the root apex to the coronal.
Access cavity, but the degree of taper required is less than for gutta percha fillings in most instances.
2_An optimal silver cone preparation should exhibit an apical collar of two, three, or four millimeters, in which
the dentinal walls are nearly parallel rather than a configuration whose cross-sectional diameter narrows at every
point apically.
3_As in gutta percha preparations, the silver cone preparation should occupy as many planes as are presented by
the root and root canal under treatment. They will exhibit flow.
4_ There should be absolutely no movement or transportation of the periapical foramen during canal preparation.
5_ As is the case with gutta percha, the apical opening should be kept as small as possible.
2.3 Biological Objectives

Five biologic objectives of cleaning and shaping enhance both overall endodontic success and patient comfort
during treatment;
1. Confine instrumentation to the root canals themselves. Do not routinely instrument either bone or periapical
lesions.
2. Beware of forcing necrotic material beyond the foramen during canal preparation.
3. Remove all tissue debris scrupulously from the root canal system.
4. Try to complete the cleaning and shaping of single canalled teeth one at a time.
857
5. Create sufficient spaces during canal enlargement to receive intracanal medicaments and to accommodate
small amounts of periapical exudates should subclinical inflammation follow canal preparation. [1]
2.4 Instruments for Shaping of Root Canal Systems

Endodontic instruments for root canal preparation can be divided into three groups: Group I: Hand- and fingeroperated instruments, such as barbed broaches and K-type and H-type instruments.
Group II: Low-speed instruments on which the latch type of attachment is part of the working section. Typical
instruments in this group are Gates-Glidden (GG) burs and Peeso reamers.
Group III: Engine-driven instruments similar to the hand- and finger-operated instruments. However, the
handles of these engine-driven instruments have been replaced with attachments for a latch type of hand piece.
In the past, few instruments were included in this group because rotary root canal files were rarely used. In
recent years, however, the use of nickel-titanium rotary instruments has become popular, and although not
standardized, these instruments are included in this category. [4]
2.5 Stress Analysis Methods:

2.5.1 Force analysis methods used in dentistry;
*Analysis by holographic interferometer
*Analysis by strain gauge.
* Photo elastic analyzes method.
*Method of coating by fragile varnish
*Stress analysis by finite elements method.
2.5.2 Stress analysis by finite elements method
Finite elements method is utilized to determine the mechanical stress generated at the root apex during different
types of tooth movement of an ideal, human maxillary central incisor. Moreover, it determines the relationship of
thickness of cementum and the magnitude of mechanical stress at the root apex. Tooth and investing tissue layers
(enamel, dentin, cementum, pulp, periodontal ligament, and alveolar bone) are experimental variables for
computer simulation which are gained by clinical experiments. Von Mises and maximum principal stresses are
evaluated by means of finite elements method.
3 Methods
The three dimensional finite element method which is one of the most advanced simulation techniques in solid
mechanics, is used for dentistry and endodontic therapies. It is used as a tool for the design and analysis of
determining stress evaluations on root canal wall and on instruments during shaping curved canals with ProTaper
and HeroShaper systems.
The design of a teeth and Ni-Ti rotary drilling files is such a complex process that requires close co-operation
between engineers and dentists. Two Ni-Ti rotary instruments are selected which are HeroShaper and ProTaper
file systems. The main difference between these two file systems is their different cross-sectional geometries.
The geometries of the selected files were created for each system by using three-dimensional finite element
analysis.
The purpose of our study is to determine the stresses occurred on the skewed root canals and on the tools by
using three dimensional finite element methods during shaping the tooth by the Ni-Ti rotary file systems. By
means of using the finite element methods as a tool, threedimensional filing processes will be modeled and stress
values will be predicted.
858
During the tools and methodology phase;

* A modeling of a three rooted maxillary molar tooth,
* The modeling of S1, S2, F1 file types of ProTaper, and #20.06, #20.04, #25.04, #30.04 file types of
HeroShaper rotary file systems,
* A modeling of a simulation which shows the shaping process by using nonlinear dynamic finite element
method program LS-DYNA,
* Making a simulation to display the occurring stresses during the shaping process was planned.
3.1 LS-DYNA
Nowadays, with the increase of demands for security and quality, the simulation techniques became essential for
complex static and dynamic applications on various fields. LS-DYNA is a three dimensional finite element
modeler which is used for the evaluation of the high deformation, and the dynamic results of the inelastic solids
and structures. It has numerous solution processes as nonlinear dynamics, thermal, crack propagation, contact,
quansistatic, Eulerian, Arbitrary Lagrangian-Eulerian(ALE), etc. It also has approximately a hundred builder
models to be used in various fields such as steel, composites, machine materials, etc.
In our study, the purpose is to determine the stress distribution occurring inside of the
slopped mezio bukkal
canal of the 3 rooted maxillary molar tooth, and on the cutting tools. With respect to this purpose, firstly the
tooth, after that file models of ProTaper and HeroShaper rotary file systems were created. As an analyzing
method, three dimensional finite element method was used. In the finite element analysis, the stresses occurring
on the instrument during simulation of shaping of a root canal were analyzed numerically by using a threedimensional finite element package, LS-DYNA, taking into account the nonlinear mechanical behavior of the
nickel-titanium material. Stress distribution on the instruments and in the canal walls was recorded during
simulated shaping.
3.2 Modeling of the Tooth and the Files:

Three dimensional finite element model of a tooth with a curved canal was established by integrating a simulated
canal. A micro-focus CT scanner was used to scan the tooth models. After integration and modification, a final
three-dimensional model with a smooth surface and mostly centered canal was established.
The 3 rooted maxillary molar tooth was scanned by a tomography machine ILUMA ULTRA CONE BEAM. The
data gained from this tomography were converted to STL format by MIMICS13 software. This model was
recognized as a shell by the computer. To establish a real tooth, the model had to be converted to a solid element.
The surface of tooth was repaired by Magics 9.53, and the format is converted to DXF by Rhinoceros software.
Lately, the model was converted to IGES format such that it could be recognized as a solid. The I-deas 11 was
used to add inner surfaces to the tooth model. Finally, the tooth model was meshed and the format was converted
to DYN. As a result, the mathematical model of 3 rooted maxillary molar tooth which had 16440 elements, and
28191 nodes was prepared.
The differences of the cutting angles and the taper angles between the file types were considered while making a
choice about them. Hence, S1, S2, F1 file types of ProTaper, and #20.06, #20.04, #25.04, #30.04 file types of
HeroShaper rotary file systems were selected to be created for our study. These file models were modeled by Ideas 11, then they were meshed by selecting linear tetrahedral element option.
LS-DYNA is used for making simulation of the shaping process, but the simulation results and axial forces are
displayed on the post processor extension of it, namely LS-POST.
3.3 FEMB 28:
FEMB 28 is one of the widely used pre and post processor program for CAE simulations. The parts which were
created by I-deas program, was paired up with FEMB 28. The boundary conditions, motion, and forces are set
up.
859
Because of the fact that LS DYNA output could be generated by I-deas, each of the files and tooth models were
read on FEMB. A drilling motor was created to generate rotation for the files. Nonmoving areas of the tooth
model are constrained by creating and fixing a Node Set.
3.4 Giving a motion to a rigid motor:

The motor was designed as a cylindrical part which is on the top of the file. Upper circular surface of the file and
the bottom surface of the motor were coincided to each other. The nodes on these two surfaces must meet with
each other to transfer the motion from motor to file. By means of applied motion to the motor, it can both rotate
around z axis, and translate on z axis. The value of applied rotation speed was determined as 250 rpm.
A point in the space has 6 degrees of freedom, three of them for rotation, and three of them for translation. The
rotation and translation movements about z axis were defined as Load Curve on LS-DYNA. Besides, these
movements were determined in the Boundary Conditions Options by using prescribed motion command.
3.5 Identifying the Materials:
The material of the motor was selected as rigid which means the material was not allowed to be deformed. The
tooth and file materials were selected as plastic kinematic. The reason of this selection is to allow to display the
deformations of them caused by applied stresses and to apply the material removing process. The material
removing process could be done if only the material was selected as plastic kinematic. Multi linear kinematic
hardening plastic material model was selected for stress-strain relations of Ni-Ti alloy. Nonlinear stress-strain
behavior of Ni-Ti material was inserted to the program to make mathematical analyze of it.
OA skew on the stress strain diagram (Figure 1) of Ni-Ti alloy views austenitic elastic deformation, AB skew
shows pseudo-elastic area occurred by martensitic transformation, BC skew defines martensitic elastic
deformation, and CD indicates the plastic deformation of martensitic transition. Although elastic strains are
recyclable, plastic deformations are not.
Figure 1: Stress - strain diagram of Ni-Ti alloy [6]

Material properties of Ni-Ti alloy were selected and inserted to the program. They are;
Young Modulus: 3428 MPa
Poissons Ratio: 0.33
Yield Stress: 480 MPa
Ultimate Tensile Strength: 755 MPa
Material properties of dentin also were selected and inserted to the program.
Young Modulus: 20000 MPa
Poissons Ratio: 0.31[7]
860
4 Findings
In our study, the stress distributions on the file models belong to ProTaper and HeroShaper Ni-Ti rotary tool
systems, and on the
slopped mezio bukkal root canal were investigated. File models were driven at 250 rpm
average velocity. Stress distributions on the file models and on the root canal walls were evaluated by three
dimensional finite element method.
4.1 Shaping of root canals middle 1/3 portion by ProTaper Rotary File System:
The modeled S1 file is the first shaping file. At clinical usage, S1 type file is used on the middle 1/3 portion of
the root. Thus, S1 type file model was used to shape the middle 1/3 portion of the root in our simulation.
The first contact point of the file model to the root canal wall is displayed, and the stress values are shown in the
Figure 2.
Figure 2: S1 type file model is entering to the root canal.

Stress values occurred during the first shaping process, were recorded. Hence the S1 file did not reach the sloped
area of the apical; stress distributions on the file had low values.
The stress values on the file were found between 300 and 400 MPa values. It was also shown that stress
concentrations were more intensive on the cutting edges of the file model.
After the shaping process of S1 file, the new form of the canal is saved and a new simulation of shaping process
of the middle 1/3 portion of the root with using S2 file was created. It was seen that stress distribution on the S2
file was steadier than stress distribution on the first file. The stress values were determined between 250 and 400
MPa.
During the shaping the middle root canals 1/3 portion, it was observed that there were big stress concentrations
on the S1 files contacting corners to the dentin, and on the convex edges of the S2 files.
4.2 Shaping of root canals apical 1/3 portion by ProTaper Rotary File System:
Shaping process of the apical 1/3 part of the root canal was generated by using S1 and S2 files along the whole
canal.
When S1 file were used along the canal to shape the apical 1/3 part of it, high stress values occurred about 350
and 500 Mpa. After the new root canal geometry was shaped by S2 file, almost same stress values were found. It
is determined that stress concentrations were intensive on the files cutting corners which had contacts with the
dentin.
After the shaping process of the root canal was done, finishing process simulation was created. For this process,
F1 type file model which is the one of the finishing files was used along the root canal. As a result, stress values
which concentrated on the apical and coronel areas, were found between 350 and 500 MPa.
861
4.3 Shaping of root canal by HeroShaper Rotary File Systems:

HeroShaper file types are known as they are commonly used for tough canals. The file types belong to
HeroShaper were modeled and used in the simulation of shaping process of 3 rooted maxillary molar tooth.
Firstly, the #20.06 type file is used for shaping of 2/3 portion of the root canal. It was noticed that stress
distributions were intensive on the cutting edges of the file and the values were between 350 and 450 Mpa.
By using the #20.04 type file, a new simulation was created. Occurred stress distribution is shown in Figure 3,
and stress values were detected between 350 and 500 MPa. In addition to this, stress concentrations were
determined on the sharpest edges of the file. It was also seen that there were more stress concentrations on the
canal walls, on the middle 1/3 portion of the root, and on the inner surfaces of the skew.
Figure 3: The stress distribution of the 04 angular, number 20 HeroShaper file model.
By using the #25.04 type file, a new shaping simulation was created. The stress results of this step were
determined between 350 and 500 Mpa. Stress concentrations were noticed on the middle 1/3 portion of the root,
and on the skewed region of the canal.
The last file model of HeroShaper , the #30.04 file used for the last shaping process. As a result of this process,
stress concentrations occurred on the apical 1/3 area of the root canal, and on the canal walls.
5 Conclusion
In this study, the model of the Ni-Ti files are penetrating the canal, enlarging it and reaching the apical while
rotating 250 rpm velocity by using three dimensional finite element methods was successfully performed.
Each model of the ProTaper and HeroShaper rotating file systems are operated in the canal model. Thus,
compatible stress values with respect to clinical conditions were gained.
As a result of our study, there are more stress concentrations on Hero Shaper file model with respect to ProTaper
file model. The files of HeroShapers sectional areas and positive cutting angles causes more stress creation. It
was observed that there were stress concentration towards the outer aspect of the curvature in the apical portion
of the canal with ProTaper file system but contrarily with HeroShaper file system, less stress concentrations
appeared in the middle portion of the tooth model.
HeroShaper file models causes less stress concentration on the canal walls with respect to ProTaper files.
HeroShaper files have high cutting efficiency, thus dentin resistance becomes lower. Because of positive rake
angle of HeroShaper files, cutting processes are more efficient and they generated less stress on the canal walls
than ProTaper files. All Stress values of the files were found in the transformation phase of stress-strain diagram.
With the ProTaper file models, stress composition increased towards the slope especially in apical areas. This
shows us that ProTaper files are more feasible for apical transportations.
862
6 References
[1] Schilder H. (1974). Cleaning and shaping the root canal system. Dent Clin North Am,18(2):269.
[2] Walton RE. (1992). Current concepts of canal preparation. Dent Clin North Am, 36:309-325.
[3] Weine FS. (1996). Endodontic Therapy. 5 th ed, St Louis, Missouri, Mosby, p.305-394.
[4] Himel VT, McSpadden JT, Goodis HE. (2006). Instruments Materials and Devices.In: Pathways of The
Pulp. Cohen S, Hargreaves KM. (Eds), 9th ed, Mosby, p.233-289.
[5] Shaw AM, Sameshima GT, Vu HV. (2004). Mechanical stress generated by orthodontic forces on apical root
cementum: a finite element model. Orthod Craniofacial Res, 7:98-107.
[6]Cheng R, Zhou XD, Liu Z, Yang H, Gao QH, Hu T. (2009). Finite element analysis of the effects of three
preparation techniques on stress within roots having curved canals. Int Endod J, 42:220-226.
[7] Wang GZ. (2007). A finite element analysis of evolution of stress-strain and martensite transformation in
front of a notch in shape memory alloy NiTi. Materials Science and Engineering A, 460-461:383391.
863
Application of Surface Response Method for The

Bioactivity of Alkali Treated Ti6Al4V
Open Cell Foam
Uur Trkan1, Mustafa Gden2
1
2
Gediz University, Department of Mechanical Engineering, zmir, Turkey
zmir Institute of Technology, Department of Mechanical Engineering, zmir, Turkey

1
ugur.turkan@ediz.edu.tr, 2 mustafaguden@iyte.edu.tr
Abstract.The effect of alkali surface treatment on CaP deposition defined as bioactivity of an open-cell Ti6Al4V foam (60%
porous and 300500 m in pore size), prepared by means of the space holder method using 94 (P1) and 66 (2) m average
particle size powders, was investigated using the response surface methodology in a simulated body fluid (SBF) solution up
to 14 days. The response surface methods used in this study gives the most significant parameters on the CaP deposition.
Based on the analysis of variance (ANOVA), the most significant factor for alkali treated P1 (p<0.1261) and P2 (p<0.065) is
the temperature. The samples after the bioactivity test was investigated with scanning electron microscopy and found to be
nearly fully coated at 1M NaOH solution treatment at 20C for 12.5 h. This finding was approved to an optimum surface
coating parameters for the alkali treatment of Ti6Al4V foam samples after 14-days of SBF immersion.
Keywords: response surface methodology, Ti6Al4V foam,alkali treatment
1 Introduction
Titanium and its alloys are widely used in biomedical applications because of their good biocompatibility
combined with good mechanical properties [1]. The native oxide layer, which provides biocompatibility, forms
on the surface of Ti spontaneously [2]. The clinical success of the implants is not only associated with the
biocompatibility but also osseointegration, which is described as the direct structural and functional connection
between living bone tissue and the surface of an artificial implant. This biological fixation is considered as a
prerequisite for a successful implantation. Bonelike apatite coating is usually applied to the surface of Ti in order
to overcome the fixation problems [3]. The applied chemical surface treatment methods such as alkali treatment,
nitric acid treatment and acid etching further improve bonelike apatite coating on the implant surface; hence let
the formation of a bioactive surface [4-9]. It is noted that the most widely used chemical surface treatment
technique in order to improve the bioactivity of Ti metal is the alkali treatment. The alkali surface treatment is
usually performed in a 10M NaOH solution at 60C for 24 h. Some researchers applied a subsequent heat
treatment after alkali treatment to provide further improvement in bonelike apatite coating [10, 11]. In addition,
Ti and Ti6Al4V implants are generally subjected to a passivation treatment to minimize the corrosion in
biological environment. The ASTM-F86 standard of the surface passivation refers to a 20-40% nitric acid
containing solution treatment. Although, a variety of studies were conducted on the nitric acid passivation of Ti
surfaces; few of these have been carried out on the biomimetic CaP deposition ability of the nitric acid surface
treatment. It is also noted that there have been few studies on the optimization of surface treatment with respect
864
to the formation of CaP coating on the surface of Ti metal. Wei et al. [12] conducted an optimization study on
AT Ti6Al4V alloy. The optimization parameter selected included the molarity of solution, surface treatment
temperature and the heat treatment temperature. An optimum heat treatment temperature of 600C was proposed
based on the bonding strength of the apatite to the surface. In this study, the optimum conditions of alkali surface
treatment for the biomimetic CaP coating (bioactivity) of open cell Ti6Al4V foams were investigated using the
response surface methodology (RSM).

2.1 Materials
The samples used for the optimization study were Ti6Al4V foam specimens prepared from 94 (P1) and 66 (2)
m average particle sized. Small square cross-section plate-like specimens (10x10x3 mm3) were used for invitro investigations. These samples were cut from the sintered Ti6Al4V foam plates. The specimens square
cross-sections were then ground sequentially using 120, 240, 320, 600, 800, 1200 and 2400 grit SiC papers. The
foam specimens were cleaned ultrasonically in acetone, then in ethyl alcohol and finally in deionized water for
duration of 15 min for each solution before in-vitro tests.
2.2 Methodology
RSM is a useful technique for modeling the effect of variables on the response. The objective of this
methodology is to optimize and identify the most significant variables. The most widely used Box Bhenken
design cube technique in RMS is shown in Figure 1. In this technique, there are three variables (A, B and C) and
the responses are to be determined experimentally shown on the cube as the points. The points are selected at the
mid points of the maximum and minimum values of variables and also at the center of the cube. The numbers at
each data point represent the number of experiments to be performed.
The selected three design variables and their centers and variations are tabulated in Tables 1 for alkali treatment,
respectively. The selected variables are as follows X1: molarity (M), X2: temperature of the solution (T), and
X3: time (t), duration of the surface treatment. The Box Bhenken design was implemented using Design Export
Software. The range of molarity, temperature and time of alkali treatment were selected between 1-10M, 20-60
oC, and 1-24 h, respectively.
Figure 1. Box Bhenken design cube.
865
Table 1.Factors and levels of the experimental design for alkali treatment.
Factor
Centre
Variation
( X 1)
Molarity
5.5
4.5
( X 2)
Temperature
40
20
( X 3)
Time
h.
12.5
11.5
For each response, 15 experiments were performed, 12 of them were at the corners and 3 of them at the
center of the cube. These data points were used to estimate the coefficients of a reduced second order model,
which provided a link between the response (CaP deposition mass) and the variables. The proposed response
function can be represented as,
Y = b0 + b1 X 1 + b2 X 2 + b3 X 3 + b12 X 12 + b13 X 13 + b23 X 23
(1)
+b11 X 12 + b22 X 22 + b33 X 32

where:
: response function,
Xj: coded variable of the system;
b0: model constant,
bj: first degree coefficient,
bjk: cross-products coefficients and
bjj: quadratic coefficient
The model coefficients b0, bj, bjk and bjj were predicted by the least square fitting of the experimental
results obtained at the design points. As in the fitting of any linear model, the analysis of the residuals in a
regression model determines the adequacy. This can be done by a normal probability plot, a plot of residuals
versus fitted values. This plot must exhibit the absence of any serious violation of the normality assumption.
2.3 In Vitro Bioactivity Test

The SBF solution for in-vitro tests was prepared according to the protocol [13, 14] by dissolving the
following analytical reagents in 1 L of deionized water: NaCl, NaHCO3, KCl, Na2HPO4, MgCl2.6H2O,
CaCl2.2H2O, Na2SO4 and trishydoxmethylaminomethane. Each foam specimen was placed into a
polypropylene tube contained 6 ml SBF solution. The tubes were then kept at 37C for 14-day in an incubator.
The SBF solution of the tubes was refreshed every 24 h. The weight of the specimens before the test or after the
surface treatment and after the test was measured. The difference between these two measurements is the CaP
precipitation mass, m.
866

The gravimetric analysis results of the bioactivity tests for the designed response surface experiments
are tabulated in Tables 2 for alkali treatment, respectively. The m values of AT P1 foam as tabulated in Table 2
vary between 0.0 and 4.1 mg and AT P2 foam between 0.0 to 2.8 mg.
The estimated models of AT P1 and P2 foam are given sequentially by the following equations
Y=-9.00552+0.710981X1+0.377461X2+0.319534X3+0.002222X1X2+0.004348X1X30.00489X2X3-0.06831X12-0.00358X22-0.00687X32
(2)
and
Y=0.41918+0.069847X1-0.02846X2-0.09299X30.003333X1X2+0.001449X1X3+0.003043X2X3+0.001852X12+0.00053X22+0.000662X32
based on the ANOVA, the most significant factor for AT P1 (p<0.1261) and P2 (p<0.065) is
the temperature.
Table 2. Factors and response of AT P1 and P2 foam.
Run Order
Molarity
(M)
Temperature (C)
Time
m (mg),
(h)
P1
m (mg), P2
10
20
12.5
5.5
20
5.5
40
12.5
3.5
5.5
40
12.5
4.1
0.2
5.5
40
12.5
2.8
40
24
0.7
0.9
20
12.5
0.2
5.5
20
24
10
60
12.5
1.5
0.7
10
60
12.5
0.9
1.9
11
5.5
60
4.5
12
10
40
24
2.8
1.2
13
5.5
60
24
2.8
14
10
40
1.2
15
40
867
Analyses of variance (ANOVA) of AT P1 and P2 foam are further tabulated in Table 3. The R2 values of the
quadratic models of AT P1 and P2 foam equal to 0.77 and 0.91, respectively. About 70% of the variability in the
data of P2 foam and 90% of the variability in the data of P1 foam response are represented by the models.
R-squared=0.77 (0.66)*
R-squared=0.91 (0.87)*
P2 Foam
P1 Foam
Table 3.ANOVA table for the responses of AT P1 and P2 foam.

Effects
Sum of Squares
df
Mean Square
F Value
p>F
X1-Molarity
1.71125
1.71125
1.026031
0.3576
X2-Temperature
5.61125
5.61125
3.364395
0.1261
X3-Time
0.605
0.605
0.362746
0.5733
X1X2
0.16
0.16
0.095933
0.7693
X1X3
0.2025
0.2025
0.121415
0.7417
X2X3
5.0625
5.0625
3.035375
0.1419
X12
7.065641
7.065641
4.236419
0.0946
7.585641
7.585641
4.548201
0.0861
X32
3.046410
3.046410
1.826567
0.2345
5.899606
0.1484
X2
Residual
8.339167
1.667833
Lack of Fit
7.4925
2.4975
Pure Error
0.846667
0.423333
Cor Total
37.164
14
Effects
Sum of Squares
df
Mean Square
F Value
p>F
X1-Molarity
0.10125
0.10125
0.557851
0.4887
X2-Temperature
3.645
3.645
20.08264
0.0065
X3-Time
3.00125
3.00125
16.53581
0.0097
X1X2
0.36
0.36
1.983471
0.2181
X1X3
0.0225
0.0225
0.123967
0.7391
X2X3
1.96
1.96
10.7989
0.0218
X12
0.005192
0.005192
0.028608
0.8723
X22
0.166731
0.166731
0.918627
0.3819
X32
0.028269
0.028269
0.155753
0.7094
0.41369
0.7630
Residual
0.9075
0.1815
Lack of Fit
0.3475
0.115833
Pure Error
0.56
0.28
Cor Total
10.184
14
The response surface 3D plots of molarity-temperature, molarity-time and temperature-time of AT P1 and P2

foams are shown sequentially in Figures 2(a) and (b), 3(a) and (b) and 4(a) and (b). As seen in Figures 2(a), 3(a)
and 4(a), temperature, molarity and time are effective in CaP deposition; higher molarity levels reduces CaP
deposition after a maximum CaP deposition in AT P1 foam, while higher levels of temperature and time
increases CaP deposition. In AT P2 foam, time and temperature are very effective in increasing CaP deposition.
Higher levels of molarity slightly increase CaP deposition in AT P2 foam.
868
Figure 2. The response surface 3D plots of molarity-temperature of AT (a) P1 and (b) P2 foam.
Figure 3. The response surface 3D plots of molarity-time of AT (a) P1 and (b) P2 foam.
869
Figure 4. The response surface 3D plots of temperature-time of AT (a) P1 and (b) P2 foam.
The CaP growth mechanism on alkali and heat treated Ti metal in SBF was previously explained [1517]. The alkali treatment of Ti metal is usually performed in a 10M or 5M NaOH solution at various
temperatures. Liang et al. [7] investigated the apatite formation on AT porous Ti. The alkali treatment was
carried in a solution of 0.5 to 10M, at 60C for 24 h. It was shown that AT samples in 0.5 and 1M solution did
not induce CaP formation when the samples were soaked in SBF for 28 days. However, the samples treated with
5 and 10M solution formed continues layer of CaP on the surface. In another study, Ti6Al4V specimens were
soaked in 3, 5, 10 and 15M NaOH solution at 60 and 80C for 1, 3 and 7 days [12]. The treated samples were
heat treated at 500, 600 and 700C for 1 h. It was shown that 15M NaOH treatment at 60C for 3 days without
any heat treatment resulted in the formation of a dense sodium titanate layer on the surface. The apatite
formation on the surface of all heat treated specimens were observed after soaking in SBF for only 1 day except
the specimens heat treated at 700C. It was reported that the optimum treatment conditions for Ti6Al4V
specimens were 5M NaOH solution treatment at 80C for 3 days and subsequent heat treatment at 600C for 1 h.
The surfaces of the AT P1 and P2 foam specimens were microscopically analyzed after bioactivity test.
The following experimental conditions were observed to induce a uniform coating layer on the surface and
interior part of pores of both AT P1 and P2 foam specimens: 1M NaOH solution treatment at 20C for 12.5 h.
These findings contradict with the result of Liang et al. [7], in which no CaP precipitation on Ti was observed in
1M solution at 60 oC for 1 h. The difference between two results simply arises from the duration of the
treatment. The alkali treatment in 5.5M solution at 40C for 12.5 h also resulted in CaP coating on the surface
and interior of pores of P2 foam, while only CaP precipitates were seen microscopically in cells of AT P1 foam.
The ANOVA table of AT P2 foam quite agrees with the SEM observations of CaP layer. The treatment
temperature and time are more significant than the molarity. Figures 5(a-d) show the SEM micrograph of AT 14day SBF immersed P1 and P2 foam samples at optimum treatment conditions. The observations clearly show
that both foam flat surfaces and interior of cell are uniformly coated with CaP layer.
(a)
(b)
870
(c)
(d)
Figure 5. SEM micrograph after the response surface design of optimum alkali treatment condition
(a) flat surface of P1 foam, (b) interior of the P1 foam, (c) flat surface of P2 foam and (d) interior of the P2
foam.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
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Katti, K.S., (2004).Biomaterials in total joint replacement. Colloids and Surfaces B-Biointerfaces. 39(3). 133-142.
Callen, B.W., et al., (1995).Nitric-acid passivation of TI6AL4V reduces thickness of surface oxide layer and
increases trace element release. Journal of Biomedical Materials Research. 29(3). 279-290.
Narayanan, R., et al., (2008).Calcium phosphate-based coatings on titanium and its alloys. Journal of Biomedical
Materials Research Part B-Applied Biomaterials. 85B(1). 279-299.
Faure, J., et al., (2009).Morphological and chemical characterisation of biomimetic bone like apatite formation on
alkali treated Ti6Al4V titanium alloy. Materials Science & Engineering C-Biomimetic and Supramolecular
Systems. 29(4). 1252-1257.
Jonasova, L., et al., (2004).Biomimetic apatite formation on chemically treated titanium. Biomaterials. 25(7-8).
1187-1194.
Kim, H.M., et al., (1996).Preparation of bioactive Ti and its alloys via simple chemical surface treatment. Journal
of Biomedical Materials Research. 32(3). 409-417.
Liang, F.H., L. Zhou, and K.G. Wang, (2003).Apatite formation on porous titanium by alkali and heat-treatment.
Surface & Coatings Technology. 165(2). 133-139.
Lu, X., Z.F. Zhao, and Y. Leng, (2007).Biomimetic calcium phosphate coatings on nitric-acid-treated titanium
surfaces. Materials Science & Engineering C-Biomimetic and Supramolecular Systems. 27(4). 700-708.
Vanzillotta, P.S., et al., (2006).Improvement of in vitro titanium bioactivity by three different surface treatments.
Dental Materials. 22(3). 275-282.
Kim, H.M., et al., (1997).Effect of heat treatment on apatite-forming ability of Ti metal induced by alkali treatment.
Journal of Materials Science-Materials in Medicine. 8(6). 341-347.
Lee, B.H., et al., (2002).Surface modification by alkali and heat treatments in titanium alloys. Journal of
Biomedical Materials Research. 61(3). 466-473.
Wei, M., et al., (2002).Optimising the bioactivity of alkaline-treated titanium alloy. Materials Science &
Engineering C-Biomimetic and Supramolecular Systems. 20(1-2). 125-134.
Bayraktar, D. and A.C. Tas, (1999).Chemical preparation of carbonated calcium hydroxyapatite powders at 37
degrees C in urea-containing synthetic body fluids. Journal of the European Ceramic Society. 19(13-14). 25732579.
Jalota, S., S.B. Bhaduri, and A.C. Tas, (2007).Osteoblast proliferation on neat and apatite-like calcium phosphatecoated titanium foam scaffolds. Materials Science & Engineering C-Biomimetic and Supramolecular Systems.
27(3). 432-440.
Takadama, H., et al., (2001).TEM-EDX study of mechanism of bonelike apatite formation on bioactive titanium
metal in simulated body fluid. Journal of Biomedical Materials Research. 57(3). 441-448.
Takadama, H., et al., (2001).An X-ray photoelectron spectroscopy study of the process of apatite formation on
bioactive titanium metal. Journal of Biomedical Materials Research. 55(2). 185-193.
Kim, H.M., et al., (2003).Surface potential change in bioactive titanium metal during the process of apatite
formation in simulated body fluid. Journal of Biomedical Materials Research Part A. 67A(4). 1305-1309.
871
Boundary Layer Equations and Lie Group Analysis

of a Sisko Fluid
Gzde Sar1, Mehmet Pakdemirli1,2, Tasawar Hayat3,4 and Yiit Aksoy1
1,2
Department of Mechanical Engineering, Celal Bayar University, 45140, Muradiye, Manisa, Turkey
3
Department of Mathematics, Quaid-i Azam University, Islamabad, Pakistan
Department of Mathematics, King Saud University, P.O. Box 2455, Riyadh 11451, Saudi Arabia
gozde.deger@bayar.edu.tr, mpak@bayar.edu.tr, pensy_t@yahoo.com, yigit.aksoy@bayar.edu.tr
Abstract-Boundary layer equations are derived for the Sisko fluid. Using Lie Group theory, symmetry analysis
of the equations is performed. Partial differential system is transferred to an ordinary differential system via
symmetries. Resulting equations are numerically solved. Effects of non-Newtonian parameters on the solutions are
discussed.
Keywords: Non-Newtonian Fluid, Sisko Fluid, Boundary Layer Theory, Lie Group Analysis
1 INTRODUCTION
Due to the inadequecy of Newtonian fluid model which predicts a linear relationship between the shear stress
and velocity gradient, many non-Newtonian fluid models were proposed to explain the complex behavior.
Usually, the stress constitutive relations of such models inherit complexities which lead to highly nonlinear
equations of motion with many terms. To simplify the extremely complex equations, one alternative is to use
boundary layer theory which is known to effectively reduce the complexity of Navier-Stokes equations and
reduce drastically the computational time. Since there are many non-Newtonian models and new models are
being proposed continuously, boundary layer theory for each proposed model also appear in the literature. It is
beyond the scope of this work to review vast literature on the boundary layers of non-Newtonian fluids. A
limited work on the topic can be referred as examples [1-10].
Some of the recent work on Sisko fluids is as follows: Khan et al. [11] presented an analytical solution using
homotopy analysis method for the flow of a magnetohydrodynamic Sisko fluid through a porous medium. Sajid
and Hayat [12] investigated wire coating analysis by withdrawal from a bath of Sisko fluid. Wang et al. [13]
studied numerically peristaltic flow characteristics of a Sisko fluid in a symmetric or asymmetric channel.
Akyldz et al. [14] qualitatively analyzed the equation modeling thin film flow of a Sisko fluid on a moving belt
and found a series solution using homotopy analysis method. Abelman et al. [15] numerically investigated the
unsteady rotating flow of a Sisko fluid bounded by a suddenly moved infinite flat plate. Molati et al. [16] studied
unsteady unidirectional flow of a Sisko fluid bounded by a suddenly moved plate. Hayat et al. [17] considered
unsteady flow of a Sisko fluid over a moving wall with suction or blowing. Khan et al. [18] presented a
numerical study for the unsteady flow of a magnetohydrodynamic Sisko fluid in annular pipe. Heat transfer was
also incorporated into the annular pipe problem [19]. To the best of authors knowledge, boundary layer analysis
and symmetry reductions of Sisko fluids do not exist in the literature.
872
In this work, boundary layer theory is developed for the Sisko fluid, a non-Newtonian fluid model which
combines the features of viscous and power law models. A complete symmetry analysis of the boundary layer
equations is presented. Using one of the symmetries, the partial differential system is transformed into an
ordinary differential system. Resulting ordinary differential system is numerically solved by a finite difference
algorithm. Effect of non-Newtonian parameters on the velocity profiles are shown in the graphs.
2. BOUNDARY LAYER EQUATIONS

The Cauchy stress tensor for Sisko fluid is
T = pI + S
(1)
where
n 1

1
2
S = a + b
tr ( A 1 ) A 1
2
A 1 = L + LT ,
(2)
L = grad V
(3)
V is the velocity vector and A1 is the first Rivlin Ericksen tensor. a and b are the material constants. The model is
a combination of viscous and power-law models. For a=0, the model exhibits power-law behavior whereas for
b=0, the flow is Newtonian. Steady-state, two dimensional, incompressible equations of motion including mass
conservation can be written as
u * v *
+
=0
x * y *
u *
(4)
*
p * S xx S xy
u *
* u
v
=
+
+ *
+
y
x * x *
x *
y *
u *
(5)
*
p * S xy S yy
v *
* v
v
+
+ *
+
y * x *
y
x *
y *
(6)
where x* is the spatial coordinate along the surface, y* is vertical to it, u* and v* are the velocity components in
the x* and y* coordinates. The shear stress components are inserted into the equations of motion and the usual
boundary layer assumptions are made i.e. x*~O(1), y*~O(), u*~O(1), v*~O(). The highest order terms are
retained and the momentum equations become
u *
u *
p *
2u *
u *
*
bn
u * * + v * * = * + a
+
2
x
y
y *
y
x
0=
n 1
2u *
y *
p *
y *
(7)
(8)
from which dependence of pressure on y* is eliminated. Dimensionless variables and parameters are defined as
follows
873
p*
bnV n2
y*
u*
v*
x*
a
x= ,y=
=
,u =
,v = , p =
, =
L
L
V
V
V 2 1 VL 2
Ln
(9)
whereL is a characteristic length and V is a reference velocity. Expressing the pressure in terms of outer velocity,
the final dimensionless boundary layer equations become
u v
+
=0
x y
(10)
u
dU
u
u
2u
u
+v
=U
+ 1 2 + 2
dx
x
y
y
y
n 1
2u
y 2
(11)
The classical boundary conditions for the problem are

u(x,0)=0,
v(x,0)=0,
u(x,)=U(x)
(12)
For 2=0 or n=1, the equations reduce qualitatively to those of Newtonian fluid.
3. LIE GROUP THEORY AND SYMMETRY REDUCTIONS

Lie Group Theory is employed in search of symmetries of the equations. Details of the theory can be
found in Bluman and Kumei [20] and Stephani [21]. The infinitesimal generator for the problem is
X = 1 ( x , y , u , v )
+ 2 ( x, y , u , v)
+ 1 ( x, y , u , v )
+ 2 ( x, y , u , v )
x
y
u
v (13)
A straightforward and tedious calculation (See [20, 21] for details) yields
1 = 3ax + b ,
2 = ay + c( x) , 1 = au , 2 = c( x)u av
(14)
The classifying relation for the outer velocity is
(3ax + b)
d
(UU ) + a (UU ) = 0
dx
(15)
Symbolic packages developed to calculate symmetries fail to produce the above results due to the arbitrary outer
velocity function and hand calculation becomes inevitable for precise results. There are two finite parameter Lie
Group symmetries represented by parameters a and b, the former corresponding to scaling symmetry and the
latter translational symmetry in the x coordinate. There is an additional infinite parameter Lie Group symmetry
represented by c(x) function.
Usually boundary conditions put much restriction on the symmetries which may lead to removal of all
the symmetries. In our case however, some of the symmetries remain stable after imposing the boundary
conditions. For nonlinear equations, the generators should be applied to the boundaries and boundary conditions
also [20]. Applying the generator to the boundary y = 0 yields c(x)=0. Applying the generator to the boundary
conditions do not impose further restrictions and hence the symmetries valid for the equations and boundary
conditions reduce to
1 = 3ax + b ,
2 = ay , 1 = au , 2 = av
with the classifying relation (15) remaining unchanged.
874
(16)
Selecting parameter a in the symmetries, the associated equations which define similarity variables
are
dx dy du dv
=
=
=
3x y
u v
(17)
Solving the system yields the similarity variables
y
x
1/ 3
v=
u = x1/ 3 f ( ) ,
g ( )
x1 / 3
(18)
From (15) with b=0, U(x)=x1/3. Substituting all into the boundary layer equations yields the ordinary differential
system
f f + 3 g = 0
(19)
f 2 f f + 3 gf = 1 + 3 1 f + 3 2 ( f ) n1 f
(20)
The boundary conditions also transform
f (0 ) = 0 ,
g ( 0) = 0 ,
f ( ) = 1
(21)
4. NUMERICAL RESULTS
Equations (19) and (20) are numerically integrated using a finite difference scheme subject to the
boundary conditions (21). In Figure 1, f function and in Figure 2, g function related to the x and y components of
the velocities are drawn for different 1 parameters. Boundary layer becomes thicker for an increase in 1. There
is an increase in y component of velocity which is negative over the whole domain excluding the surface for an
increase in 1 as can be seen from Figure 2. A similar trend is observed for parameter 2, although not as
influential as in the previous case (See Figures 3 and 4).
Figure 1- Effect of 1 parameter on the similarity function f related to the x component of velocity (2=1, n=2).
875
Figure 2- Effect of 1 parameter on the similarity function g related to the y component of velocity (2=1, n=2).
Figure 3- Effect of 2 parameter on the similarity function f related to the x component of velocity (1=1, n=2).
Figure 4- Effect of 2 parameter on the similarity function g related to the y component of velocity (1=1, n=2).
876
5. CONCLUDING REMARKS
Boundary layer equations of Sisko fluid is derived for the first time. Lie group theory is applied to the
equations. Equations admit two finite parameter Lie Group transformations and an infinite parameter Lie Group
transformation. The infinite parameter Lie Group transformation is not stable with respect to usual boundary
layer conditions. Using the scaling symmetry which is one of the finite parameter transformations, the partial
differential system is transferred into an ordinary differential system. Resulting ordinary differential system is
solved numerically using a finite difference scheme. Effects of non-Newtonian parameters on the boundary
layers are discussed in detail. It is found that an increase in the parameters 1 and 2 causes the boundary layer to
thicken.
Acknowledgements-This work is completed during mutual short visits of Tasawar Hayat to Turkey and
Mehmet Pakdemirli to Pakistan. Funding supports of TUBITAK of Turkey and HEC of Pakistan are highly
appreciated.
6. REFERENCES
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non-Newtonian fluids past external surfaces, AIChE Journal, 6 312-317.
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solutions, AIChE Journal 6 25-28.
[3] Bizzell G. D., Slattery J. C., (1962). Non-Newtonian boundary layer flow, Chemical Engineering Science 17 777-781.
[4] Srivastava A. C., (1958). The flow of a non-Newtonian fluid near a stagnation point, ZAMP, 9 80-84.
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Society 60 667-674.
[6] Astin J., Jones R. S. and Lockyer P., (1973). Boundary layers in non-Newtonian fluids, Journal Mechanique 12 527-539.
[7] Rajagopal K. R., Gupta A. S. and Wineman A. S., (1980). On a boundary layer theory for non-Newtonian fluids,
International Journal of Engineering Science 18 875-883.
[8] Rajagopal K. R., Gupta A. S. and Na T. Y., (1983). A note on the Falkner Skan flow of a non-Newtonian fluid,
International Journal of Non-Linear Mechanics 18 313-319.
[9] V. K. Garg and K. R. Rajagopal, Flow of a non-Newtonian fluid past a wedge, Acta Mechanica, 88 (1991) 113-123.
[10] Massoudi M. and Ramezan M., (1989). Effect of injection or suction on the Falkner Skan flows of second grade fluids,
International Journal of Non-Linear Mechanics 24 221-227.
[11] Khan M., Abbas Z. and Hayat T., (2008). Analytical solution for flow of Sisko fluid through a porous medium,
Transport in Porous Media 71 23-37.
[12] Sajid M. and Hayat T., (2008). Wire coating analysis by withdrawal from a bath of Sisko fluid, Applied Mathematics
and Computation 199 13-22.
[13] Wang Y., Hayat T., Ali N. and Oberlack M., (2008). Magnetohydrodynamic peristaltic motion of a Sisko fluid in a
symmetric or asymmetric channel, Physica A 387 347-362.
[14] Akyldz F. T., Vajravelu K., Mohapatra R. N., Sweet E. and Van Gorder R. A., (2009). Implicit differential equation
arising in the steady flow of a Sisko fluid, Applied Mathematics and Computation 210 189-196.
877

[15] Abelman S., Hayat T. and Momoniat E., (2009). On the Rayleigh problem for a Sisko fluid in a rotating frame, Applied
Mathematics and Computation 215 2515-2520.
[16] Molati M., Hayat T. and Mahomed F., (2009). Rayleigh problem for a MHD Sisko fluid, Nonlinear Analysis: Real
World Applications 10 3428-3434.
[17] Hayat T., Moitsheki R. J. and Abelman S., (2010). Stokes first problem for Sisko fluid over a porous wall, Applied
Mathematics and Computations doi: 10.1016/j.amc.2010.05.099.
[18] Khan M., Abbas Q. and Duru K., (2010). Magnetohydrodynamic flow of a Sisko fluid in annular pipe: A numerical
study, International Journal for Numerical Methods in Fluids62 11691180.
[19] Khan M., Munawar S. and Abbasbandy S., (2010). Steady flow and heat transfer of a Sisko fluid in an annular pipe,
International Journal of Heat and Mass Transfer53 12901297.
[20] Bluman G. W. and Kumei S. 1989. Symmetries and Differential Equations, New York, Springer Verlag.
[21] Stephani H., 1989. Differential Equations: Their Solution Using Symmetries, New York, Cambridge University Press.
878
Numerical Solution of the Single Degree of Freedom

System by a Practical Collocation Method Based on
the Chebyshev Polynomials
Nurcan Bayku1 , Mehmet evik2, Mehmet Sezer3
1
Dokuz Eyll University, Izmir Vocational School, Buca 35150 Izmir, Turkey
Celal Bayar University, Dept. of Mechanical Engineering, Muradiye 45140 Manisa, Turkey
3
Mula University, Department of Mathematics, Ktekli 48000 Mula, Turkey
1
nurcan.kurt@deu.edu.tr, 2 mehmet.cevik@bayar.edu.tr, 3 m.sezer@mugla.edu.tr
Abstract.The free and forced vibration of the single degree of freedom system is a fundamental topic in
mechanical vibrations. A new practical collocation method for the numerical solution of this system is
proposed based on the Chebyshev polynomials. In particular the first kind Chebyshev polynomials based on
powers of the independent variable are applied as the basis polynomials. Particular and general solutions of
the differential equation are determined by this method. The method is illustrated by a numerical application
and the results obtained are compared with those of the exact solution.
Keywords: Chebyshev polynomials, vibration, collocation method
1 Introduction
The study of the free and forced vibrations of damped spring-mass systems having single degree of freedom is
fundamental to the understanding of advanced subjects in mechanical vibrations. In many cases, a complicated
system can be idealized as a single degree of freedom spring-mass system. Therefore, solving the equations of
motion of this system would serve for many other more advanced problems. There are various useful methods
for calculating solutions of a spring-mass-damper system excited by a harmonic force. Method of undetermined
coefficients, frequency response method, geometric method and Laplace transform method are given in
textbooks [1,2]. Recently, the same problem is solved by Taylor polynomial matrix method [3].
The present study introduces a practical collocation method based on the Chebyshev polynomials. Chebyshev
polynomials are a well known family of orthogonal polynomials on the interval [1,1] of the real line. These
polynomials present, among others, very good properties in the approximation of functions. Therefore,
Chebyshev polynomials appear frequently in several fields of the mathematics, physics and engineering. Some
examples are thermoconvective problems [4], high-order ODEs [5], numerical modeling of micro- and macrobehavior of viscoelastic porous materials [6], interaction problem in magnetoelectroelastic solids [7] and
vibration analysis of functionally graded material sandwich plates [8]. Chebyshev spectral method was employed
for the solution of nonlinear partial differential equations [9] and dimensional reduction of nonlinear delay
differential equations [10]. The Chebyshev collocation method used in the present study is a relatively practical
one since the solution is performed on a matrix basis. This method is utilized for the solution of linear
differential equations [11], high order linear differential equations with variable coefficients [12], and linear
integro-differential equations [13]. Our purpose, in this study, is to develop the Chebyshev matrix and
collocation methods given for solving the differential equation of the single degree of freedom vibration system.
879
In general, an mth order linear ordinary differential equation can be written as

m
Pk (x) y(k) (x) = g(x)
(1)
k =0
under the mixed conditions

m 1
(a ik y(k) (1) + bik y(k) (1) + cik y(k) (0)) = i , i = 0,1,..., m 1
(2)
k =0
where aik, bik, cik, i are suitable constants and, Pk(x) and g(x) are analytical functions defined in the range [1,1].
The approximate solution of (1) is expressed as the truncated Chebyshev series
y(x) =
' a n Tn (x)
n =0
, 1 x 1
(3)
'
where denotes a sum whose first term is halved. Tn(x) denotes the Chebyshev polynomial of the first kind of
degree n [14,15], defined by
Tn (x) = cos(n cos 1 x) ,

and an , n = 0,1,2,, N are the Chebyshev coefficients to be determined.
1 x 1
2 Fundamental Matrix Relations

The kth derivative of the solution function y(x) expressed by (3) can be written in the truncated Chebyshev series
form as
y(k) (x) =
' a n Tn(k) (x)
n =0
and its matrix form is
y(k) (x) = T(k) (x) A
(4)
where
1
T(k) (x) = T0(k) (x) T1(k) (x) T2(k) (x) K TN(k) (x) A = a 0
a1 K a N
(0)
(0)
(0)
Note that y (x) y(x) , Tn (x) Tn (x) and T (x) T(x) .
The powers of x can be expressed in terms of the polynomials Tn(x) as follows [14,15]
n 2n
n 2n + 1
x 2n = 22n +1 '
x 2n +1 = 22n '
T2 j (x)
T2 j+1 (x)
j= 0 n j
j= 0 n j
By using relations (5) and taking N the truncated limit, one obtains the matrix equation
X(x) = T(x) DT
(6)
such that
x 2 K x N T(x) = [ T0 (x) T1 (x) T2 (x) K TN (x)]
1
0
0
0
0
0
0 L
0
1
0
0
0
0
0 L
1 2
0
12
0
0
0
0 L
0
34
0
14
0
0
0 L
D =
38
0
12
0
18
0
0 L
58
0
5 16
0 1 16
0 L
0
5 16 0 15 32
0
3 16
0 1 32 L
M
M
M
M
M
M
M
O
X(x) = x 0
(5)
x1
In order to find the relation between X(x) and its derivatives X(k)(x), one should write
880
X(1) (x) = X(x) B T
(7)
where
( ) (x ) (x )
(1)
X (x) = x 0
(1)
1 (1)
2 (1)
(x )
N
0
1
(1)
0
B
=
M
0
0 L
0 L
2 L
M O
0 L
0
0 0
0 0
M M
N 0
0
and similarly
( )
X(k) (x) = X(k-1) (x) BT = X(x) BT
, k = 0,1,2,K , m N
(8)
can be derived. On the other hand, from the matrix relations (6) and (8), we have
( ) ( DT )
T(k) (x) =X(x) BT
-1
, k = 0,1,2,K , m N
th
Consequently, substituting the expression (9) into (4), the solution function (3) and its k
converted into the matrix form
( ) ( DT )
k
y(k) (x) = X(x) BT
-1
(9)
derivative are
, k = 0,1,2,K , m N
(10)
3 Matrix Relations Based on Collocation Points

The Chebyshev collocation points are defined as [12,13]
x i = cos
Ni
,
N
i = 0,1, 2,..., N
(11)
such that 1 = x0< x1< < xN = 1

By substituting the collocation points (11) into Eq. (1), the system
m
Pk (xi ) y(k) (xi ) = g(xi )
i = 0,1, 2,..., N
k =0
is obtained. This system can be written in the matrix form

m
Pk Y(k) = G
(12)
k =0
where
y k (x 0 )
g(x 0 )
g(x )
k
1
(k) y (x1 )
=
G
Y
=
,
M
O
M ,
M
L Pk (x N )
g(x N )
y (x N )
Substituting the collocation points xi in the relation (10) yields the system of matrix equations, briefly
0
Pk (x 0 )
0
Pk (x1 )
Pk =
M
M
0
0
L
L
( ) ( DT )
Y(k) = X BT
0
0
(13)
where
X(x 0 ) 1 x 0
X(x )
1 1 x1
=
X=
M M M

X(x N ) 1 x N
K x 0N
x12 K x1N
M O M
N
x 2N K x N
Consequently, from (12) and (13), the fundamental matrix equation for Eq.(1) is obtained as
x 02
881

m
Pk X ( BT )
k =0
( DT )
A=G
(14)
The corresponding matrix equation for the mixed conditions (2) can be determined, using the relation (10), as
follows:
m 1
[a ik X(1) + bik X(1) + cik X(0)] ( BT )
k =0
( DT )
A = [i ] ,
i = 0,1,..., m 1 (15)
4 Method of Solution
The fundamental matrix equation (14) for Eq.(1) corresponds to a system of (N+1) algebraic equations for the
(N+1) unknown coefficients a0, a1,, aN. Briefly, Eq.(14) can be written as
WA = G or [ W; G ]
(16)
where W = w pq =
Pk X ( BT )
k =0
( DT )
p, q = 0,1,K , N
By consequence, the desired Chebyshev coefficients of the particular solution are
A = ( W ) 1 G
By means of Eq.(15), matrix form for the mixed conditions (2) can be written briefly as
Ui A = [ i ]
or
[ Ui i ] ;
i = 0,1,..., m 1
(17)
where
Ui =
m 1
[ a ik X(1) + bik X(1) + cik X(0)] ( BT )
k =0
( DT )
u i 0
u i1 K u i N
In order to obtain the general solution of Eq.(1) under the conditions (2), the last m rows of the matrix (16)
are replaced by the rows matrix (17) and the required augmented matrix is constructed
w 00
w
10
N m,0
W; G = u 00
u10
M
u m 1,0
w 01
w11
M
w N m,1
u 01
u11
M
u m 1,1
K
K
w 0N
w1N
M
K w N m,N
u 0N
K
u1N
K
M
L u m 1,N
;
g(x 0 )
;
g(x1 )
M
M
; g(x N m )
0
;
1
;
M
M
m 1
;
(18)
1
Using (18) one obtains A = ( W) G and the Chebyshev coefficients an , n = 0,1,, N of the general solution
are determined.
Finally, the homogeneous solution is determined by taking the difference of the general and particular
solutions determined above, because the general solution is the sum of the particular solution plus the
homogeneous solution in a linear system.
5 Illustrative Example
In this section, a numerical example is given to illustrate the properties of the method. A spring-mass-damper
system with a mass of M=60kg, damping coefficient of C=20kg/s and spring stiffness of K=2000N/m subject to
an excitation force of amplitude F0=20N and frequency ~=3rad/s is considered with the initial conditions y(0) =
&
= 0 . The matrix operations are performed using the software package MATLAB 6.5.1. [16].
0.02m and y(0)
Let us now consider the second order differential equation of the single degree of freedom spring-massdamper system
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&& + Cy(t)
& + Ky(t) = F0 cos t
My(t)
where N=6 and P0 (t)=K=2000, P1 (t)=C=20, P2 (t)=M=60, g(t) = F0 cost = 20cos3t
General Solution. The equation can be expressed in matrix form
2
Pk X ( BT )
k =0
( DT )
A=G
The augmented matrix based on the initial conditions is obtained as

2160
3260
6480 13500 26480; 19.7998
2000 1980
2000 1712.1 1170.7 1127.1 2221.4 4403.3 6640 ; 17.1178
2000
980
800
1280
440
100
880 ; 1. 4147

20
1760
60
1040
100
160 ;
20
W;G = 2000
2000
1020
720
1280
600
300
880 ; 1.4147
0
0
1
0
0.02
1
1 ;
1
0
1
0
0
5
0 ;
0
3
% =W
% and the result is determined as
% -1G
This system has the general solution A
% = [ 0.0233 0.0528 0.0348 0.0383 0.0331 0.0124 0.0016]T

A
Therefore, the approximate general solution is determined simply in the form
yg(t) = 0.0501t6 + 0.1990t5 + 0.1893t4 0.0954t3 0.1667t2 + 0.02
Particular Solution.In order to determine the particular solution, initial conditions are not taken into
consideration and thus
G = [ -19.7998 -17.1178 1.4147 20 1.4147 -17.1178 -19.7998]
are utilized to determine the Chebyshev coefficients
A = [ 0.0036 0.0004 0.0134 0.0383 0.0035 0.00003 0.0002]

Therefore, the approximate particular solution is determined simply as
yp(t) = 0.0073t6 + 0.0004t5 + 0.0387t4 0.1539t3 0.0586t2 + 0.1155t + 0.0135
In order to obtain a Chebyshev solution which better converges to the exact solution, N=10 is taken. The time
response of the Chebyshev solution is plotted in Figure 1.
0,025
particular
general
0,015
homogeneous
0,005
-0,005
-0,015
0
0,2
0,4
0,6
0,8
Fig. 1. Time response of the system obtained by the Chebyshev collocation method for N=10.
The time response of the system obtained by the method of undetermined coefficients (exact solution) is
given as [1]
883
y(t) = en t sin(d t + ) + X cos(t )

Here, = ( y0 X cos ) sin , = C/(2Mn) is the damping ratio, n = K / M is the undamped natural
2
& are the initial conditions,
frequency, = 1 is the damped natural frequency, y0 = y(0) and v0 = y(0)
d
f0 = F0/M is the amplitude of excitation over mass.

The exact solution is plotted in Figure 2 for comparison purposes.
0,025
particular
general
0,015
homogeneous
0,005
-0,005
-0,015
0
0,2
0,4
0,6
0,8
Fig. 2. Time response of the system obtained by the exact solution.
Evaluating Figures 1 and 2 together, it is observed that general and particular solutions obtained by both methods
coincide each other; accordingly, the homogeneous solutions obtained by both methods are also identical in the
interval 0 ~ t ~ 1.
0,04
0,02
N=6
N=7
N=8
N=10
Exact
-0,02
-0,04
0
0,2
0,4
0,6
0,8
Fig. 3. Convergence of the Chebyshev collocation solution as N increases.
In general, the truncation limit N should be increased to have a better approximation. In Figure 3, it is obviously
seen that the Chebyshev collocation solution approaches the exact solution as the truncation limit N is increased.
6 Conclusion and Discussions

High order linear differential equations with variable coefficients are usually difficult to solve analytically.
Therefore, it is required to obtain the approximate solutions. The present Chebyshev collocation method is based
on the matrix relations between the powers of x and Chebyshev polynomials of the first kind and used to
numerically solve the ordinary differential equations of the single degree of freedom vibration system. Both
particular and general solutions of the differential equation can be determined by this method. The results show a
very good agreement with the method of undetermined coefficients (exact solution). The major advantage of the
present method is that it is simple, straightforward and systematic when compared with other techniques.
884
The method proposed in this paper can be applied also to a wide class of ordinary differential equations and
integral equations of the second kind. The method can be developed for the shifted Chebyshev polynomials
Tn*(x) of the first kind and other kinds of Chebyshev polynomials.
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of Mechanics A/Solids 23: 599-614.
Li, Q.; Iu, V. P.; and Kou, K. (2008). Three-dimensional vibration analysis of functionally graded material
sandwich plates. J Sound Vibration 311: 498-515.
Kapania R. K.; Eldred, L. B.(1991). Solution of nonlinear partial differential equations using the Chebyshev
spectral method. Comput. Mechanics 8 : 173-179.
Deshmukh, V. ; Butcher, E. A. ; and Bueler, E. (2008). Dimensional reduction of nonlinear delay differential
equations with periodic coefficients using Chebyshev spectral collocation. Nonlinear Dynamics 52: 137-149.
Sezer, M.; Kaynak, M. (1996). Chebyshev polynomial solutions of linear differential equations. Int. J. of
Mathematics Education in Science and Technology 27: 607-618.
Akyz, A.; Sezer, M. (2003). Chebyshev polynomial solutions of systems of high-order linear differential equations
with variable coefficients. Applied Mathematics and Computation 144 : 237-247.
Akyz, A.; Sezer, M. (1999). A Chebyshev collocation method for the solution of linear integro-differential
equations. Int. J. Computer Math 72: 491-507.
Snyder, M.A. 1966. Chebyshev Methods in Numerical Approximation. London: Prentice-Hall.
15. Mason, J.C, Handscomb, D.C. 2003. Chebyshev Polynomials. Boca Raton: CRC Press.
16. MATLAB 6.5.1. Users Manual, 2003. The MathWorks, Inc
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An Investigation on Implant Supported Fully

Edentulous Mandible with the Use of 3D FEA
Emre Ozyilmaz1, Hatice Zehra Akbas2, H.Ali Cetinkara3, Mehmet Dalkiz4, Halil Aykul5
1
emreozyilmaz@hitit.edu.tr, 2hakbas@mku.edu.tr, 3acetinkara@mku.edu.tr,

4
mdalkiz@yahoo.com, 5halilaykul@hitit.edu.tr
Abstract.One of the most important factors that determine implant success is the achievement and
maintenance of implant stability. This numerical study was carried out using three dimensional finite
element method (FEM) and aimed to investigate static behaviors of dental implant under different load
directions. Solid models of implants were built up in Solid Works and then transferred to a mesh model in
FEM (ANSYS) to perform a stress analysis. The distribution of the equivalent stresses and total deformations
in the dental implant components (abutment, implant and bone) is presented.According to all these
investigations, as with natural tooth restorations, having plastic deformations on xy-axis posterior tooth
region and yz-axis anterior tooth region at implant supported restorations explain us that natural tooth show
parallel mechanical behaviors with implant supported restorations.
Keywords: Finite element analysis, Dental implant, Prosthesis design, Mandible, Stress distributions
1 Introduction
In prosthetic applications, understanding of the stress/strain which effects on implant-mandible and implantsoft tissue is one of the most important factors that have an impact on the achievement of treatment. Making
investigations on the mechanical interference between implant and mandible is really difficult because of its
complex geometry and dependence to many parameters (materials, age, type of bone and biocompatibility).
Understanding of biologic movements of jaw structure and abutments plays an important role on improving the
quality of implants which has used at restorations and developing more successful restoration applications. Due
to these reasons, it is necessary to have biomechanical models and make investigations in order to have reliable
studies on restoration treatments. Meanwhile, new methods were developed to investigate complex prosthetic
behaviors that can make biomechanical simulations. One of the most important methods which have used
commonly to analyze mechanical properties is Finite Element Methods (Finite Element Analysis, FEA). This
method provides really successful analyze results for the solution of biomechanical problems. With the use of
these FEA softwares, we can make new models, define deformations and analyze stress/strain that caused by
applied forces.
In most of studies, FEA is used as a successful method to make analyses on mechanical interferences
between implant-mandible and implant-soft tissue. When the appropriate conditions are used to take better
results, it gives opportunity to make investigations on most of the physical parameters such as material properties
that is used for implant production, stress/strain/load applied over the implant, occurred deformations and
stress/strain/load transfer between implant and mandible.[5], [3], [12], [9], [7], [6], [8], [10]. The system consist
886
of different materials, 2 - 3 dimensional complex geometries and various boundary conditions which is
impossible to do clinically can be made easily with the use of FEA.
Osseointegrated implants and load transfer mechanisms that are affected by implant shape, geometrical and
mechanical properties of placement were studied by FEA and they are analyzed the influence of implant
diameter and length on stress distribution and overload risk of clinically confirmed bone loss at the implant neck
in mandibular and maxillary regions [2], [9].Strain and stress distributions in endodontically restored with
different post, core and crown materials resulted in the homogeneous stress and strain distributions are analyzed
by FEA [1], [10]. The effects of different inter-implant distances were studied on stress distribution in the bone
around the endosseous titanium implants under vertical, oblique and horizontal loads in the posterior mandibular
edentulousim using FEA [11]. 3-D finite element analysis is used to investigate of the human mandible during
clenching [4].
Although there are many studies on implant and the interference between implant and mandible, the
investigations which contains 3D model of all mandible are inadequate. In order to have a successful implant
treatment, it is necessary to make correct treatment plan and have proper mandible for implementation of
implant. The models which have investigated with FEA help to apply correct treatment plan and give significant
information as bone structure, applied implant size/shape and selection of materials. The purpose of present
study is to investigate the forces, in a type-4 bone structured 8 implant fixed mandible restoration with the use of
FEA, that effects during functional movements of jaw.

To get the accurate 3D geometry of the prosthesis and mandible, a computed tomography exam was carried
out on the patient. The three dimensional model of the mandible was scanned with use of Nextengine laser
scanner to obtain more realistic design. 3D model of dental implants were designed with Solid Works 2009 for
each kind of teeth models. Then, the mandible geometry, which was obtained from Laser scanning, was
combined in Solidworks 2009 with designed dental implants and prosthesis (Fig.1).
Fig. 1. 3D views of dental implants and mandible
And then, this 3D model is transferred to ANSYS software to analyze stress distributions and total
deformation which occur on human mandible, implant and prosthesis.
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Fig. 2. The Finite Element Models of the mandible and prosthesis with applied forces from left, right and front parts and
loading conditions.
The numbers of nodes and elements for implant and mandible are listed in Table 1. Type-4 bone structured 8
implant fixed mandible restoration was meshed to materials and nodes which has similar physical properties
(Fig. 2).
Table 1. The numbers of nodes and elements for implants and mandible
Implant and Mandible
Elements
Nodes
266967
469908
The mandible is accepted as combined with bone, tissue, and 8 implants. In order to analyze stress
distributions on each element, tooth materials are accepted as isotropic, homogeneous, symmetric and elastic.
These materials were assumed as it transfers the applied force linear and homogeneous. The material properties
which were used during analyses are listed in table 3.
The model that shows applied forces and boundary conditions of 8 implant supported mandible is given in
Fig. 2. The surfaces which has red colour symbolize the areas where forces were applied.
3 Analysis Results
In this study the distribution of equivalent stress and deformations in dental implant prosthesis were
presented with applying loadings from different locations on 8 implants used mandible structures. The loadings
which were used as mastication forces, poisson ratios, elasticity modules, tensile strengths and other mechanical
888
properties were taken from literature values. On the other hand, 3 different types of implants were used in this
work for different mandible locations and properties. The implants were designed as standards and its material
properties are listed in Table 3. Finite Element Model of the implant and mandible model is shown at Figure 2.
Additionally, after meshing process the force was applied from right, left and frontal surfaces of the prosthesis.
The framework dimensions depended on the room needed for the artificial teeth. The dimensions of dental
implants which were used for analyses are listed in Table 2.
Table 2. The dimensions of dental implants
Lower
Diameter(m
m)
Type-1
(molars)
Type-2
(premolars
)
Type-3
(incisors)
Great
diameter(mm
)
Pitch(mm)
Total
length(mm)
3.2
0.5
15
2.6
15
17
Table 3. Elastic Properties of Materials Modeled
Titanium
Cortical Bone
Spongy Bone
Modulus of Elasticity(E)
110,000
14,700
1,370
Poissons Ratio (v)

0.35
0.30
0.30
Type-4 bone structured 8 implant fixed mandible restoration was designed after these steps. In order to
analyze effects of mastication forces to human mandible and implant fixture, we applied the loadings which was
equal to 300 N. Thus, our 3D models consist of 266967 elements and 469908 nodes for 8 implants located
mandible.
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Equivalent Stress
8-F
8-R
8-L
Total Deformations
Fig. 3. Total deformations and equivalent stresses that occurred by the effect of forces from left, right and
frontal surfaces.
Figure 3 shows the total deformations and equivalent stresses that are obtained with the load of 300 N
mastication forces from right, left and front sides of prosthesis. The normal stress values on x-y-z directions were
observed and listed in Table 3. According to these results, it can be seen that the left side of the structure has
more capacity to absorb stresses depending on its bone quality. The stress increases due to the reaction of contact
between the implant and the bone area. The load case according to z direction is the most dangerous. Indeed, the
maximal stress for this case is located at the upper zone of the contact region. One can also note that for the
loading according to the axes x and y, the lower zone of contact between the implant and bone is subjected to
very weak level of stresses.
The shear stresses that can be seen at Table 4 are observed from xy-yz and xz planes under the effects of 300
N mastication forces. The distribution values of shear stresses on the analysis that was made for 8 implants from
right, left and front locations are listed in Table 4. Indeed, the significant stress is located on the upper parts of
the implants. When we compare also from the point of shear stresses it is significant that the risky results were
obtained from the locations where we applied forces from front side.
The directional deformations that occurred on the prosthesis and mandible-implant fixtures can be seen from
Table 4. When we compare the results that illustrated at Table 4, it can be seen that the maximum deformations
were obtained on the right sides due to the quality of mandible.
The von Mises equivalent stresses that obtained from titanium parts and mandible is summarized in Table 4.
It appears that the molar configuration leads to the highest stress values for loading from front side and
890
framework. As expected, the minimum values of stresses were taken from the left side of 8 implant design.
According to the analysis results, it can be observed that the maximum total deformations were concentrated on
implant abutment connection regions at right sides of 8 implants fixture (Table 4). At the same time, the
minimum deformations were observed on the left parts of the models which had designed with 8 implants.
Table 4. The values of deformations and stresses
Normal
Stress(MPa)
x
8-L
y
z
x
8-R
y
z
x
8-F
y
z
43.325
55.078
80.552
54.709
64.412
108.72
99,51
134,56
186,32
Directional
Deformation
(mm)
0.015874
0.025978
0.0034505
0.013142
0.035823
0.0036544
0.016889
0.060201
0.0080334
Shear
Stress(MPa)
xy
yz
xz
xy
yz
xz
xy
yz
xz
23.514
52.327
36.11
31.955
92.726
47.42
47.973
137.95
82.931
Total
Deformation
(mm)
Equivalent
stress (MPa)
0.042209
114.95
0.054825
178.00
0.096013
279.88
4 Discussions
In this study, the stress results which was obtained from the functional movements of 8 implant supported
type-4 bone tissued mandible, were found different from each other. The dental materials were accepted as
isotropic, homogeneous, symmetric and elastic in order to make analyses easily. On the other hand, because of
these materials were assumed as having elastic properties under stress, these materials transfer the applied forces
linear and homogenous, the stress that occurred against applied force was accepted linear on the model. The
reason why the stresses were minimum at x-axis can be explained like; there were dominant stresses on the
mandible region where implants are located as an impact against applied forces. Because of the alongside
implants, that locates on y-direction, were supporting each other against the force that applied on dental implant;
the stress at x-direction is expected to be more than y direction. (Itoh et al., [7]) was reported in one of his study
that the stress which applied on 3 implants was concentrated on the middle implant. Comparatively to these
stresses, implant and abutment has caused to plastic deformations on their connection surfaces. It can be seen
from table 4 that the forces which was affected to implants has tended minimum deformation on z-direction and
maximum on y-direction. The deformations that were inversely proportional with the stresses which occurred on
x,y and z directions, can be explained with having force transfer on y-direction less than z-direction.
When we applied forces to the jaw, the stresses are occurring at the opposite direction of applied force in
order to keep it on its first position. The stresses will be maximum at the points where the reaction forces and the
stresses keep mandible movements. Due to these reasons, the maximum deformations were observed along xaxis on corpus, y-axis on mentus and z-axis on ramus regions. Total maximum deformations were calculated on
the mentus area where the reaction forces were reached maximum. According to all these investigations, as with
natural tooth restorations, having plastic deformations on xy-axis posterior tooth region and yz-axis anterior
tooth region at implant supported restorations explain us that natural tooth has shown parallel mechanical
behaviors with implant supported restorations. Due to these reasons, we should be careful on crown - tooth root
ratio, occlusal arrangements and buccolingual teeth diameter forming at implant supported restorations. The
lack of peri implants on basal implants makes the indication group for fixed restorations even broader.[13]
However, when we take into consideration that natural mastication stresses are typically between 250 N and
450 N, the implant designs for human mandible can be used safely. And also this study gives us certain
information about the stresses which occur depending on the bone quality where we implement the implant.
891
References
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Baggi, L. et al. 2008. The influence of implant diameter and length on stress distribution of osseointegrated
implants related to crestal bone geometry: A three dimensional finite element analysis. The Journal of Prosthetic
Dentistry 100, 422-431.
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Choi, A.H. Ben-Nissan, B. and Conway, R.C. 2005. Three-dimensional modeling and finite element analysis of
the human mandible during clenching. Australian Dental Journal 50 (1), 42-48.
Danza, M. et al. 2009. 3D finite element analysis to detect stress distribution: spiral family implants. J Maxillofac
Oral Surg 8(4), 334339.
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The Journal of Prosthetic Dentistry 91(1), 20-25.
Itoh, H. et al. 2004. Biomechanical comparison of straight and staggered implant placement configurations. Int J
Periodontics Restorative Dent. 24(1), 47-55.
Li, T. et al. 2010. Optimum selection of the dental implant diameter and length in the posterior mandible with poor
bone quality- A 3D finite element analysis. Appl. Math. Modelling, doi: 10.1016/j.apm.2010.07.008.
Motoyoshi, M. et al. 2009. Bone stress for a mini-implant close to the roots of adjacent teeth - 3D finite element
analysis. International Journal of Oral Maxillofacial Surgery 38, 363368.
Sorrentino, R. et al. 2007. Three-dimensional finite element analysis of strain and stress distributions in
endodontically treated maxillary central incisors restored with different post, core and crown materials. Dental
Materials 23, 983993.
imsek, B. et al. 2006. Effects of different inter-implant distances on the stres distribution around endosseous
implants in posterior mandible: A 3D finite element analysis. Medical Engineering & Physics 28, 199213.
Wua, T. et al. 2010. Design of acustom angled abutment for dental implants using computer-aided design and
nonlinear finite element analysis. Journal of Biomechanics 43, 19411946.
Kopp, S., Bienengrber, V. and Ihde, S. 2009. Basal implants as a solid base for immediately loaded full arch
bridges Prace Pogldowe, Dental Forum /1/2009/XXXVII/
892
Artificial Intelligent Applications for the Forecasting

of Annual Wind Energy Output
Aysun SABA1, Tunca KARAMANLIOLU2
1
University of Namik Kemal, Tekirdag/Turkey

2
1
University of Mersin, Mersin/Turkey
asagbas@nku.edu.tr, 2tunca_nt@msn.com
Abstract.In this study, a new strategy to estimate annual wind energy output for a given wind turbine was
purposed. Annual wind speed of three different stations located in Mediterranean sea region of Turkey and
output power curve was estimated. A predictive model was developed based on fuzzy logic AHP and artificial
neural networks. These proposed methods were tested and it is shown that this new strategy has better accuracy
in the wind speed estimation than the conventional methods.
Keywords: wind energy, fuzzy logic AHP, artificial neural network
1 Introduction
The wind speed annual average of a given region varies from year to year, resulting in various annual energy
outputs for a given wind turbine. However, due to unpredictable nature of wind speed from time totime and
from location to location it is difficult to estimate theutilization factor of wind farms. The accurate long-term
andshort-term forecasting of wind speed is vital for wind power generationsystems efficiency. Therefore, to be
able to estimate wind energy potential of a region, wind speed variations in that region should be studied over
several years. The power generatingefficiency of a wind turbine can be significantlyincreased if the turbines
operation is controlled based on theinformation of wind and wind changes at the turbine location [1, 2]. Energy
output estimation for wind turbines of different power ranges has been the subject of a number of papers. Most
of these studies have used the wind speed pattern of a region to estimate the wind speed distribution of that
region and then, by knowing the wind turbine specifications, the energy output of that turbine is estimated. In
this paper, a new method is developed to estimate the annual average wind energy output of two different
turbines in Mediterranean Sea region of Turkey, using fuzzy modeling techniques and artificial neural networks.
To develop such a model, the output power curve of the wind turbine and the annual average wind speed
records of 32 years of three different regions namely Mersin, Anamur and Silifke are required.
2 Literature
There are various strategies for wind speed prediction that can be classified into two categories: statistical
methods that can be subdivided into numerical weather prediction and artificial intelligence techniques that have
subdivisions such as neural networks and fuzzy logic. Large number of wind speed measurements for fuzzy
logic system, the dimension of fuzzy rule base is large and it consumes more computational time. Several
studies have applied AHP during renewable energy planning, such as the utilization of solar energy technologies
in Jordan, sustainable development of rural energy in China, renewable energy planning in Korea, evaluation of
renewable energy plants. Kim and Lee [3] proposed a time-series prediction method using a fuzzy rule-based
893
system. In order to solve the fuzzy logic drawback in non-stationary systems they proposed a method of
building fuzzy rules for prediction which utilized the difference of consecutive values in a time series. In
references [4, 5] a fuzzy model has been suggested for the prediction of wind speed and the produced electrical
power at a wind park. They trained their model using a genetic algorithm-based learning scheme at various
stations in and around the wind park. Use of neural networks for prediction of wind speed and wind turbine
power production has been the subject of some articles. In the past many researchers tried to choose the best
structure for layer number, neuron number of different layers, and preprocessing and activation functions of
ANN in order to get the most accurate forecasting. Early applications neural networks in forecasting chaotic
time series have been performed by Lapedes and Farber [6]. They proposed an ANN along with feed forward
and error back-propagation algorithm in wind speed prediction. Song [7] developed an ANN-based
methodology to perform one-step ahead prediction, which is found to be good when the wind data does not
oscillate violently. It is shown that as long as the wind speed variation is not extremely brisk, the proposed
algorithm is able to predict the wind speed with a fairly good precision. The proposed predicting scheme does
not assume the precise knowledge of the wind model. Alexiadis et al. [8] also found that their ANN predictor is
about 10% better than persistence model for one-step ahead prediction. The work is focused on the operation of
power systems with integrated wind parks. Artificial neural networks models are proposed for forecasting
average values of the following 10 min or 1 hour. Also, spatial correlation of wind speeds and its use for
forecasting are investigated. Kalogirou [9] used the neural network to predict the mean monthly wind speed in
regions of Cyprus. He developed two networks, one with 5 inputs for prediction of mean monthly wind speed in
a determined region and another with 11 inputs for prediction of mean monthly wind speed in nearby locations
and he found that the proposed neural networks perform successfully. Mabel and Fernandez [10] developed the
artificial neural network model for prediction of mean monthly energy production of a wind farm in Muppandal/
India.

In this article, annual wind speed values from 3 stations in different locations of Mediterranean Sea region of
Turkey called Mersin, Anamur and Silifke which are collected by Meteorological Institute are used to build a
model to estimate wind energy potential. They have been carried out using real wind data measured in
Mediterranean Sea region of Turkey for 19752006 periods. The most of the methods used to estimate wind
energy potential of a certain region, it has been tried to find a suitable wind speed distribution model to
approximate the real wind speed pattern of that region such as the Weibull, the Rayleigh and the lognormal
distributions. The main drawback of all proposed methods based on fuzzy logic and ANN in references [11-13]
in wind speed prediction is the large number of fuzzy rule base. For accurate wind speed prediction having high
number of wind speed measurements is necessary. Firstly, it is illustrated how the proposed two-hidden layer
neural network can be used for predicting the wind speed of two stations located in Mediterranean Sea. The
schematic diagram of the developed neural network architecture is shown in Figure 1. For this application, the
hidden layers are the logarithmic sigmoid function and the output layer is the linear activation function in the
neural network architecture.
Fig. 1. Schematic diagram of neural network
894
The network possesses three input neurons, representing, the monthly average relative humidity, the monthly
average atmospheric temperature and the monthly average atmospheric pressure. Finally, the network has one
output layer with one neuron, representing the total wind speed output of the considered stations. The second, the
analytic hierarchy process was applied to select the best location for wind power generating. The analytic
hierarchy process (AHP) is a simple, mathematically based multi-criteria decision-making tool to deal with
complex, unstructured and multi-attribute problems AHP proposed by Saaty (1980) shows the process of
determining the priority of a set of criteria and the relative importance of a multi-criteria decision making
problem among them. AHP is criticized for its inability to reect the human cognitive process because it does
not cope with the uncertainty and ambiguity, which occurs in decision-makers judgments. It is difcult to
respond to the preference of decision-makers by assigning a specic number. A control hierarchy, as depicted in
the rst part of Fig. 2, contains strategic criteria, the very basic criteria used to assess the problem, and the three
merits, Potential (P), environmental (E) and Technical (T). The control hierarchy is used to calculate the relative
importance of thethree merits.
The Selection of the most Suitable Location for Wind Power Generation
Potential (P)
Environmental (E)
Technic (T)
*Wind speed
*Seismic belt
*Road distance
*Wind power
*Forest area
*Transformer distance
*Radar facility
Mersin
Silifke
Anamur
Fig. 2. The control hierarchy for wind power generation system selection.
Experts are asked to pairwise compare the strategic criteria toward achieving the overall objective. The scores of
pairwise comparison of from each expert are transformed into linguistic variables by the transformation concept
listed in Table 1.
Table. 1. Membership functiona of triangular fuzzy members
IMPORTANCE OF ORAL
FUZZY SCALE
OPPOSITE SCALE
Equally important
(1, 1, 1)
(1/1, 1/1, 1/1)
A little more important
(2, 3, 4)
(1/4, 1/3, 1/2)
Important strong degree
(3, 4, 5)
(1/5, 1/4, 1/5)
Important very strong degree
(5, 6, 7)
(1/7, 1/6, 1/5)
Fully important
(8, 9, 9)
(1/9, 1/9, 1/8)
According toexperts,thefuzzyscalesforeach criterion,the implementation ofthe methodis implementedbythe

elections.
895
4 Findings Conclusions
In the present study, authors proposed a new strategy in wind speed prediction based on fuzzy logic and artificial
neural network. Fuzzy modeling techniques and artificial neural networks are used to develop a model to
estimate annual energy output for a given wind turbine in three different regions. The performance value of
each location on each criterion was calculated by synthesizing the results from all the experts by the arithmetic
average method. These performance values are further transformed into a number between zero to one by
dividing the performance value of a locations on a criterion by the largest performance value among all locations
on the same criterion. The priorities of criteria and sub-criteria were given in Figure 3.
Fig. 3. The priorities of criteria and sub-criteria
The above performance values of locations and the priorities of criteria were synthesized to obtain the overall
performance of each location under each merit. Under the benets merit, the most important criterion is
potential, with a very high benet priority of 0.485. The most important sub-criterion is wind power and wind
speed. The performances of locations under three merits were calculated as shown in Figure 4.
Fig.4. The results graphics of expert choice
896
Anamur location is expected to be the best site mainly because it has the best performance under three merits.
Even though Silifke location ranks the second under the opportunities merit, its beter performance under the
other merits guarantees its rst rank under the synthesizing methods. Also note that Mersin location
hasaperformanceworse thanthe otherstations. Hovewer, some networks and techniques are introduced to estimate
the annual wind energy output of a wind turbine in any region which should be easy to use and has satisfactory
accuracy.The predicted wind speed and wind power values were shown in Table 2.
Table 2.The predicted wind speed and wind power values for all stations
WIND SPEED (m/s)
WIND POWER (w/m2)
MERSIN
3.45
25,15
SILIFKE
3.52
26,71
ANAMUR
4.17
44,41
According to Table 2, the best choice in considered locations is Anamur station which has the nominal power
capacity of 44.41 (W/m2). The power capacity of Silifke and Mersin stations are close.
References
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intelligent methods]. Renewable Energy, 34, 845848.
Jafarian, M. Ranjbar, A.M. (2010). [Fuzzy modeling techniques and artificial neural networks to estimate annual
energy output of wind turbine]. Renewable Energy, 35, 20082014.
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the IEEE international fuzzy system conference, Seoul, Korea; 2, 703707.
Damousis, I.G. Dokopoulos, P. (2001). [A fuzzy expert system for the forecasting of wind speed and power
generation in wind farms]. In: 22nd IEEE Power Engineering Society international conference on power industry
computer applications, 6369.
Damousis, I.G. Alexiadis, M.C. Theocharis, J.B. Dokopoulos, P. (2004). [A fuzzy model for wind speed
prediction and power generation in wind parks using spatial correlation]. IEEE Transactions on Energy
Conversion, 19(2), 352361.
Lapedes, A. Farber, R. (1987). [Nonlinear signal processing using neural networks: prediction and system
modeling]. Technical report LA-UR-87-2662 Los Alamos, NM: Los Alamos National Laboratory.
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Alexiadis, M. Dokopoulos, I. Sahsamanoglou, H. Manousardis, I. (1988). [Short-termforecasting of wind speed
and related electircal power]. Solar Energy, 63(1), 6168.
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Renewable and Sustainable Energy Review, 5, 373401.
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Renewable Energy, 33, 986992.
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Export choice inc.
Chen, H.H. Kang, Y. Lee, H.I. (2010). [Strategic selection of suitable projects for hybrid solar-wind
powergeneration systems]. Renewable and Sustainable Energy Reviews, 14, 413-421.
Biographies
Aysun SABA Dr. Sagbas is an Associate Professor in Industrial Engineering Department at Namk Kemal University,
Turkey. She received his Ph.D.(2003) in Industrial Engineering from Cukurova University, Turkey. Dr. Sagbas's major
research areas are optimization and modeling, statistical quality improvement, experimental design, artificial intellegent.
Tunca KARAMANLIOLU He was born in Sultanhisar Aydn / TURKEY at 1985. He finished University of Mersin,
Department of Mechanical Education with 83 points. Masters education at the University of Mersin began in 2009
continues.
897
Computational Solution Of The Velocity And Wall Shear

Stress Distribution Inside A Coronary By-Pass Graft To
Artery Connection Under Steady Flow Conditions
Nurullah Arslan, Hakan Turmu,
Department of Genetics and Bioengineering, Fatih University, Istanbul, Turkey
narslan@fatih.edu.tr ,hakanturmus@st.fatih.edu.tr
Mustafa Gden, Ali Akn Korkmaz,
Sema Hastanesi, Cardiovascular Surgery, Istanbul, Turkey
info@mustafaguden.com , info@askinalikorkmaz.com
Abstract. This paper details a numerical simulation of the flow field inside a three dimensional bypass graft to artery
connection under steady flow conditions with different graft connection angles The solution of the Navier-Stokes equations
was obtained using a commercially available finite difference code (ANSYS-FLUENT).
The results demonstrate the
feasibility of simulating flow with this code inside a complex three-dimensional graft geometry at different flow rates.
Critical flow regions such as separation, stagnation and high shear stress are detected. The location of low shear stress and
high shear stress are changed by changing graft angles. Smooth flow phenomena is found inside curved bypass graft to
artery connection.
Introduction
In this study the flow phonemena inside a bypass graft to artery connection is analysed with different graft
angles under steady flow conditions. The velocity profiles and shear stresses at different flow locations are
found numerically. Due to the ever increasing speed in computers, numerical solutions are become important
technique to determine the flow patterns and wall shear stress (WSS) distributions of arterial flows. Critical flow
regions are found in this connection. Low shear stress regions are found at separation points and also stagnation
points. The results are expected to find new graft designs and model development. New graft models will offer
least atherosclerosis formation and less blockage in connection regions. New graft designs will be manufactured
and used first in animal studies and humans
Literature review
In cardiovascular system, Bypass graft implantation is a widely used surgical procedure for those patients with a
severe stenosis of the coronary arteries. Although the surgical technique is well established, the need for a better
comprehension of the fluid dynamic and structural behavior of the reconstructed portion of the coronary
circulation still seems important. Indeed, a significant number of graft conenction fails postoperatively due to the
development of intimal hyperplasia, which occurs preferentially at the site of the distal anastomotic junction.
Intimal thickening (hyperplasia) has been cited as a major cause of vascular graft failure [Echave et al. 1979],
and hemodynamics have been implicated in the localization of intimal hyperplasia [Sottiurai et al. 1989, White et
al. 1993, Bassiouny et al. 1991]. The two main techniques currently employed to investigate the flow patterns
898
and WSS distributions inside vascular grafts are experimental measurements inside in-vitro models and
numerical simulations of the flow field. Figure 1 shows a typical by pass graft configuration with blood entering
the distal anastomosis from the graft and exiting out both the distal outlet segment (DOS) and the proximal outlet
segment (POS). Figure 2 indicates the nomenclature employed herein. The surgically constructed geometry can
vary in many ways including: ratio of host artery-to-graft vessel diameter, graft angle with host artery, and hood
length.
Graft
DOS
POS
Figure 1.
Sketch showing blood flow bypassing the occlusion and exiting the distal anastomosis through both
the proximal and distal outlet segments (POS and DOS)
Hood
Graft
Toe
Heel
(Apex)
DOS
POS
Floor
-x/D
Figure 2.
+x/D
Sketch of the distal anastomosis identifying the nomenclature
Methods and Materials

The flow field of this steady state problem is three dimensional in nature. A computational fluid program,
ANSYS-FLUENT, from ANSYS, Inc. (Version 12.1), was employed for the numerical simulation. The finite
difference technique was used to solve the Navier-Stokes equations for three-dimensional flow. Blood was
approximated as a Newtonian fluid for simplicity to allow a direct comparison with the experimental
measurements planned in future. The three-dimensional connection geometry is complex with one entrance
(graft) and two exits (POS and DOS, POS is assumed fully closed for this study). The graft has a graft to artery
diameter ratio of 1 to 1 based on a graft lumen diameter of 5 mm and host artery lumen diameter of 5 mm. The
graft intersects the host artery with an angle of fifteen, thirty and fortyfive degrees in three straight connection
and five degree with curved (patched) connection. The mesh was constructed as two tubes consisting of the graft
and the POS which connect to form the anastomosis and the DOS as shown in Figure 3. Mesh sizes are ranging
from 236,104 to 265,008 tetrahedral. The cross sectional shape was represented as circles at the entrance and
both exits. No-slip and no-penetration conditions are imposed on the rigid walls. Steady flow enters the graft
with a uniform blunt velocity profile. All flow exits through DOS since the flow rate is assumed zero through
POS. A stress free boundary condition is imposed at the exit of the DOS. Figure 4 shows details of the utilized
non-structured grid of the graft to coronary artery for direct connection and patched graft connection.
899
900
901
902
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
Bassiouny H.S., White S.S., Glagov S., Choi E., Giddens D.P., Zarins C.K., 1992, "Anastomotic intimal
hyperplasia: mechanical injury or flow induced," Journal of Vascular Surgery, Vol. 15, No. 4, pp. 708717.
Echave V., Koornick A.R., Haimov M., 1979, "Intimal hyperplasia as a complication of the use of the
polytetrafluoroethylene graft for femoral-popliteal bypass," Surgery, Vol. 86, No. 6, pp. 791.
Fei D.Y., Thomas J.D., 1994, "The effect of angle and flow rate upon hemodynamics in distal vascular
graft anastomoses: A numerical model study," Journal of Biomechanical Engineering, Vol. 116, pp.
331-323.
Loth F., 1993, "Velocity and Wall Shear Measurements Inside a Vascular Graft Model Under Steady
and Pulsatile Flow Conditions," Ph.D. Dissertation, Georgia Institute of Technology.
Loth F., Jones S.A., Bassiouny H.S., Giddens D.P., Zarins C.K., Glagov S., 1993, "Laser Doppler
velocity measurements inside a vascular graft model under steady flow conditions," Bioengineering
Conference Proceedings, Edited by N.A. Langrana, M.H. Friedman, E.S. Grood, BED Vol. 24, pp. 4851, presented at the ASME Summer Annual Bioengineering Conference, Breckenridge, CO, June 2429, 1993.
Ojha M., Ethier C.R., Johnston K.W., Cobbold S.C., 1990, "Steady and pulsatile flow fields in an endto-side arterial anastomosis model," Journal of Vascular Surgery, Vol. 12, pp. 747-53.
Perktold K., Helfried T., Rappitsch G., "Flow dynamic effect of the anastomotic angle: a numerical
study of pulsatile flow in vascular graft anastomoses models", Technology and Health Care, 1994, Vol.
1, pp. 197-207.
Sottiurai V.S., Yao J.S.T., Batson R.C., Sue S.L., Jones R., Nakamura Y.A., "Distal Anastomotic
Intimal Hyperplasia: Histopathologic Character and Biogenesis," Annals of Vascular Surgery, Vol. 3,
No. 1, pp. 26-33, 1989.
White S.S., Zarins C.K., Giddens D.P., Bassiouny H.S., Loth F., Jones S.A., Glagov S., 1993,
"Hemodynamic patterns in two flow models of end-to-side vascular graft anastomoses: effects of
pulsatility, flow division, Reynolds number and hood length," Journal of Biomechanical Engineering,
Vol. 115, pp. 104-111.
Acknowledgements
This work is supported by the Scientific Research Fund of Fatih University under the project number
P50091001_2.We would like to thank Fatih university for the support given to our project.
903
Comparison of Perturbation Iteration Method

with Homotopy Perturbation Method and Explicit
Analysis for Poisson Boltzmann Equation
N. Elmas, H. Boyac, M. Pakdemirli
Department of Mechanical Engineering, Celal Bayar University, 45140, Muradiye, Manisa, Turkey
nedret.elmas@bayar.edu.tr ,hakan.boyac@bayar.edu.tr , mpak@bayar.edu.tr
Abstract - This work obtains an explicit analytical solution for nonlinear Poisson- Boltzmann equation by the
homotopyperturbation method and perturbationiteration method, which does not require a small parameter in
the equation under study, so it can be applied to both weakly and strongly nonlinear problems. Results of these
two methods were compared for the problem of nonlinear Poisson Boltzmann equation.
1. Introduction
Perturbations methods derive approximate analytical solutions for mathematical models. Differential equations
can be solved approximately with these techniques. The direct expansion method (straightforward expansion)
can not yield solutions for most of the cases. An alternative methods such as LindstedtPoincare technique,
Renormalization method, Averaging methods, Method of Multiple Scales [1] have been developed within time.
Perturbation method is that a small parameter is needed in the equations or the small parameter should be
introduced artificially to the equations.
Methods of iteration-perturbation [3, 4] are alternative attempts in the literature to validate solutions for strongly
nonlinear systems. In the proposed iteration-perturbation methods, the nonlinear terms are linearized by
substitution of iterative solution functions from previous iteration results. Usually, in iteration-perturbation
methods [5, 6], the equations are cast into an alternative form before applying the iteration procedure.
In the study, different perturbation-iteration algorithms depending upon the number of Taylor expansion terms
were proposed. Using the iteration formulas derived by perturbation-iteration algorithm, new solutions of
PoissonBoltzmann equations were obtained.
2. Problem Formulation
Recently Oyanader and Arce [2] suggested a more effective, accurate, and mathematically friendly solution for
prediction of the electrostatic potential, commonly used on electro kinetic research and its related applications. In
order to obtain an explicit mathematical expression for the electrostatic potential, we have to solve the following
nonlinear Poisson-Boltzmann equation:
u=2sinh(u),
(1)
where u is the dimensionless electrical potential, the dimensionless inverse Debye length. The nonlinear term
on the right-hand side of Poisson-Boltzmann is related to the free charge density. A very common simplification
invokes the Debye-Hckel approximation usually written as
904
sinh(u)u.
(2)
As a result, the nonlinear Poisson-Boltzmann equation reduces to the following linear

equation:
u=2u.
(3)
Such approximation is valid for the case when -1 u 1, In this paper, we will suggest an alternative approach
for an explicit analytical solution for Poisson-Boltzmann by homotopy perturbation method [2] and perturbation
iteration method.
3. Perturbation-Iteration Algorithm PIA (1,1)

Perturbation-iteration algorithm is developed by taking one correction term in the perturbation expansion and
correction terms of only first derivatives in the Taylor Series expansion, i.e. n=1, m=1. The algorithm is named
PIA (1,1). Consider a second order differential equation,
F(u , u, ) = 0
(4)
with u=u(t) and the perturbation parameter. Only one correction term is taken in the
perturbation expansion:
u n +1 = u n + ( u c ) n
(5)
Upon substitution of (5) into (4) and expanding in a Taylor series with first derivatives only
yields
F( u n , u n ,0) + Fu (u n , u n ,0) ( u c ) n + Fu ( u n , u n ,0) (uc ) n + F (u n , u n ,0) = 0
(6)
where ( ) denote differentiation with respect to the independent variable and Fu =
Fu =
F
,
u
F
F
, F =
. Reorganizing the equation as
u
( uc ) n +
F +
Fu
(u c ) n =
Fu
Fu
and keeping in mind that all derivatives are evaluated at
(7)
=0, it is readily observed that the above equation is a
variable coefficient linear second order differential equation. Starting with an initial guess u0, first (uc)0 is
calculated from (7) and then substituted into (5) to calculate u1. The iteration procedure is repeated using (7) and
(5) until a satisfactory result is obtained. This iteration algorithm may produce similar results with the homotopy
perturbation method. See[7].
905
Example 1.
We consider the mathematical pendulum with initial conditions; the equation can be
expressed as
u + 2 sin(u ) = 0,
u (0) = A and u (0) = 0 .
(8)
Equation (11) can be approximated as follows:

1
u + 2u 2 u 3 = 0,
6
u (0) = A, u (0) = 0.
(9)
Perturbation-iteration algorithm PIA(1,1) is

1
F(u , u, ) = u + 2u 2u 3 = 0
6
(10)
According to the homotopy perturbation method, we construct a homotopy in the form

1
u + w 2 u + [(2 w 2 )u 2 u 3 ] = 0, = 1,
6
(11)
where is an artificially introduced small parameter. Terms in iteration formula (7) are
Fu (u0, u 0 ,0) = w ,
1 2 3
2
2
F (u0, u 0 ,0) = w u0 u0
6

F (u0, u 0 ,0) = u0 + w2 u 0 ,
Fu (u0, u 0 ,0) = 1,
and setting =1, equation (7) reduces to

1
u + w 2u0
3
( uc ) n + w 2 ( u c ) n = 2 w2 u0 2u0 0
6
n = 0, 1, 2 L
(13)
For the initially assumed function, one may take a trivial solution which satisfies the given
initial conditions,
u 0 = A cos(wt )
(14)
And using equations (16) and (5), the approximate solution is
u1 = A cos( wt ) + A cos( wt ) + A( A22 cos( wt ) A22 cos(3wt ))
)
(15)
The requirement of no secular term gives
w = 1
1 2
A
8
(16)
906
The approximate period for mathematical pendulum reads

T=
2
1 18 A2
(17)
( )
The w and T are the same as in ref[7] .
Example 2.
Consider the nonlinear Poisson-Boltzmann equation in the form

1
u = 2 (u + u 3 ).
6
(18)
Linearized equation of (12) can be expressed as

u = 2 u.
(19)
Here, is a modified inverse Debye length. Equation (13) is different from Debye Hchel
approximation (2) in that the former is valid for the whole solution domain, while the latter
for 1 u +1.
We construct the equation in the following form
1
u w 2 u [(2 w 2 )u + 2 u 3 ] = 0,
6
(20)
where is an artificially introduced small parameter. Terms in iteration formula (7) are
F (u 0 , u 0 ,0) = u 0 w 2 u 0 ,
Fu (u 0 , u 0 ,0) = 1,
Fu (u 0 , u 0 ,0) = w 2 ,
1
3
F (u 0 , u 0 ,0) = 2 w 2 u 0 + 2 u 0
6
and setting =1, equation (7) reduces to

1 2 3 u 0 + w 2 u 0
2
2
( u c ) n w ( u c ) n = w u 0 u 0
n = 0, 1, L
(21)
Where [0,1] is an embedding parameter, w is the frequency of Poisson Boltzmann

Equation which is to be determined further. As an illustrative example, we consider the
following boundary conditions:
3
( uc ) 0 + w2 ( u c ) 0 = 2 w 2 u0 + 2u0 (u0 + w 2u0 ) n = 0, 1, 2 L
6
u0 (1) = A, u0 (1) = A, u0 (0) = 0,

(22)
907
For the initially assumed function, one may take a trivial solution which satisfies the given
boundary conditions
u0 =
A cosh wx
.
cosh w
(23)
Substituting u 0 into (22) and collecting the cosh wx term, and eliminating the cosh wx term
altogether, we have
w = 1+
A2
8 cosh 2 w
(24)
We obtain the first-order approximation, which reads as
cosh 3w
A cosh(wx)
A32
u1 (t ) =
cosh wx
+
cosh 3wx
2
3
cosh w
192w cosh w
cosh w
(25)
Where w is solved from (24). The w and T are the same as in ref[7] .
4. Results and Conclusion

In this study, an explicit analytical solution was obtained for the nonlinear Poisson- Boltzmann equation by
means of the homotopy perturbation method and perturbation iteration method, which is a power full
mathematical tool in dealing with nonlinear equations. Two methods were compared for the problem of
nonlinear Poisson- Boltzmann equation. The technique does require a small parameter in the equation under
study. As a result, the technique eliminates completely the difficulty arising in the classic perturbation method.
Thus, we can obtain the same result of the homotopy perturbation method with perturbation-iteration method
easily.
References
[1] A.H. Nayfeh, Introduction to Perturbation Techniques, John Wiley and Sons, New York 1981.
[2] M. Oyanader and P. Arce, A new and simpler approach for the solution of the electrostatic potential
differential equation.Enhanced solution for planar, cylindrical and annular geometries, Journal of Colloid and
Interface Science 284 (2005), no.1, 315-322.
[3] J.-H.He, A coupling method of a homotopy technique and a perturbation technique for non-linear problems,
International Journal of Non-Linear Mechanics 35 (2000), no. 1, 37-43
[4] J. H. He, Iteration Perturbation Method for Strongly Nonlinear Oscillations, Journal of Vibration and
Control 7: 631-642 (2001).
[5] M. Pakdemirli, Perturbation - Iteration method and comparisons with variational iteration method, The 1st
International Symposium on Computing in Science & Engineering (ISCSE 2010) June, 3-5, 2010, in Kuadas,
Aydn, Turkey.
[6] Y. Aksoy, M. Pakdemirli, New Perturbation Iteration solutions for Bratu-type equations, Computers and
Mathematics with Applications, 59 (8): 2802-2808 (2010).
[7] Li-Na Zhang And Ji-Huan He, Homotopy perturbation method for the solution of the electrostatic potential
differential equation, Mathematical Problems in Engineering, Volume 2006, Article ID 83878, Pages 1-6 (2006)
908
A Generalized Solution Algorithm for Cubic

Nonlinear Vibration Model with
Parametric Excitation
B.Burak ZHAN1, Mehmet PAKDEMRL2
1,2,
Celal Bayar University, Mechanical Engineering Department, Manisa, Trkiye

1
burak.ozhan@bayar.edu.tr, 2mpak@ bayar.edu.tr
Abstract.A general cubic nonlinear vibration model is considered. Parametric vibrations of the cubic
nonlinear system are analysed. The principal parametric resonances and three-to-one internal resonances of
parametric excitation are obtained. Approximate analytical solutions of the equation of motion are found by
using the method of multipe scales (a perturbation method). The amplitude and phase modulation equations
are derived. The solution algorithm is applied to the problem of nonlinear vibrations of pipe conveying fluid.
Natural frequencies of pipe are found.
Keywords:nonlinear systems, parametric vibrations, internal resonances, perturbation methods, pipe

conveying fluid
1 Introduction
Cubic nonlinear terms may appear in algebraic, differential or integral forms in vibration models of
continuous systems. The nature of nonlinearities does not permit exact solutions. To find the approximate
solution of system in general sense, a perturbation method is suitable. To understand the effects of quadratic and
cubic nonlinearities on the solutions of continuous systems, an operator notation suitable for perturbation
analysis was developed [1]. That analysis was involved only one mode. The analysis was generalized to infinite
modes [2]. Parametrically excited linear system expressed by arbitrary linear operators were also analysed [3].
Forced vibrations of an arbitrary cubic nonlinear system was employed to compare results of different versions
of method of multiple scales [4]. For system modelled with more than one partial differential equation, a solution
procedure was developed [5]. Using the same model, arbitrary internal resonances of vibration of continuous
system were discussed [6]. Three to one internal resonances of generalized cubic nonlinear vibration model were
analysed [7]. The new operator notation were adopted to understand effects of nonlinearities by others also [8] [9]. General solution procedure for cubic nonlinear vibration model including additional linear and cubic
operators with time derivatives were intercorporated into the model [10] -[11].This enables analyzing a more
general class of continuous systems such as gyroscopic systems, which are encountered in axially moving media.
In that works, primary and three to one internal resonances with external excitation were analysed respectively.
In this work principal parametric resonance with three to one internal resonances of parametrically excited
system are obtained. Firstly, a general model is developed. Then method of multiple scales [12] is used to solve
the system. Amplitude and phase modulation equations are found. Steady state solutions and their stability are
discussed in a general sense. The solution algorithm is applied to nonlinear vibration model of pipe conveying
fluid [13-14]. Natural frequencies of pipe are found.
909
2 General Model
The general model and boundary contidions are
&& + L1 ( w) + L 2 ( w& ) + L 3 ( w& ) = L 4 ( w) cos t + {C1 ( w, w, w) + C 2 ( w& , w, w)} (1)
w
B1 ( w ) = 0
x = 0 B2 ( w) = 0
x =1
(2)
In equation (1), w( x, t ) represents deflection, x is time and t is time. L1 , L 2 L 3 and L 4 are linear differential
and/or integral operators. L 4 include parametric term.
C1 and C 2 are cubic nonlinear operators. is
parametrical excitation frequency. B1 and B 2 are linear operators of boundary conditions.
is
a physical
parameter. Dot denotes partial differentiation with respect to time.

Operator L1 is symmetric and L2 is skew symmetric with respect to boundary conditions. The cubic operators C1
and C2 may not be symmetric with respect to the inner variables and possesses the property of being multi-linear
[10].
3 Perturbation Solution
Approximate solution is assumed of the form
w( x, T0 , T1 ; ) = w0 ( x, T0 , T1 ) + w1 ( x, T0 , T1 ) + ...
(3)
In equation (3), T0 = t represents fast time scale and T1 = t is slow time scale. Time derivates are
d2
d
= D02 + 2 D0 D1 + ......
= D0 + D1 + .....
2
dt
dt
(4)
Inserting Eqs. (3)-(4) into Eqs. (1) and (2) and separating at each order of
O ( 0 ) : D02 w0 + L1 ( w0 ) + L 2 ( D0 w0 ) = 0
B1 ( w0 ) = 0 at x = 0
O ( 1 ) :
and B 2 ( w0 ) = 0
(5)
at
x =1
(6)
D02 w1 + L1 ( w1 ) + L 2 ( D0 w1 ) = 2 D0 D1 w0 L 2 ( D1 w0 ) L 3 ( D0 w0 )
+ L 4 ( w0 ) cos T0 + C1 ( w0 , w0 , w0 ) + C2 ( D0 w0 , w0 , w0 )
B1 ( w1 ) = 0
at
x=0
and B 2 ( w1 ) = 0
at
x =1
(7)
(8)
the solution at the order is

w0 ( x, T0 , T1 ) = An (T1 ) ein T0 Yn ( x ) + An (T1 ) e in T0 Yn ( x )
+ Am (T1 ) eim T0 Ym ( x ) + Am (T1 ) e im T0 Ym ( x )
(9)
In equation (9), An and An are complex amplitudes and their conjugates respectively. Yn ( x)
(and Ym ( x) ) satisfies the following equation and boundary conditions,
L1 (Yn ) + in L 2 (Yn ) n2 Yn = 0
n=1,2,
910
(10)
B1 (Yn ) = 0
at
x = 0 and B 2 (Yn ) = 0
at x = 1
(11)
Eqs. (10)-(11) constitute an eigenvalue-eigenfunction problem. n and m are the eigenvalues

and Yn ( x) and Ym ( x) are the eigenfunctions of the system. The continuous system has got
infinite number of eigenvalues and corresponding eigenfunctions.
Substituting equation (9) to the right hand side of equation (7) and assuming the resonance
conditions = 2n + n and m = 3n + n yields
D02 w1 + L1 ( w1 ) + L 2 ( D0 w1 ) = 2 i n D1 An ein T0 Yn 2 i m D1 Am eim T0 Ym
D1 An einT0 L 2 ( Yn ) D1 Am eimT0 L 2 (Ym ) i n An ein T0 L 3 (Yn ) i m Am eim T0 L 3 (Ym )
+
1
1
1
An ei (n + )T0 L 4 (Yn ) + An ei ( n + )T0 L 4 (Yn ) + Am ei (m )T0 L4 (Ym )
2
2
2
+ An3 eimT0 e i nT1 {C1 (Yn , Yn , Yn ) + in C2 ( Yn , Yn , Yn )} + An2 Am einT0 ei nT1 C1 (Ym , Yn , Yn )

+C1 (Yn , Ym , Yn ) + C1 (Yn , Yn , Ym ) in C2 ( Yn , Ym , Yn ) + C2 (Yn , Yn , Ym ) +im C2 (Ym , Yn , Yn )
+ An2 An einT0 C1 (Yn , Yn , Yn ) + C1 (Yn , Yn , Yn ) + C1 (Yn , Yn , Yn ) + in C2 (Yn , Yn , Yn )
+C2 (Yn , Yn , Yn ) C2 ( Yn , Yn , Yn ) + Am2 Am ei m T0 C1 (Ym , Ym , Ym ) + C1 (Ym , Ym , Ym )

+C1 (Ym , Ym , Ym ) + im C2 ( Ym , Ym , Ym ) + C2 (Ym , Ym , Ym ) C2 (Ym , Ym , Ym )
+ An An Am ei m T0 C1 (Yn , Yn , Ym ) + C1 (Yn , Ym , Yn ) + C1 (Ym , Yn , Yn ) + C1 ( Yn , Yn , Ym ) + C1 (Yn , Ym , Yn )

+C1 (Ym , Yn , Yn ) + in C2 (Yn , Yn , Ym ) + C2 (Yn , Ym , Yn ) C2 (Yn , Yn , Ym ) C2 ( Yn , Ym , Yn )
+im C2 (Ym , Yn , Yn ) +C2 (Ym , Yn , Yn ) + An Am Am ei nT0
x C1 (Ym , Ym , Yn ) + C1 (Ym , Yn , Ym ) + C1 (Yn , Ym , Ym ) + C1 (Ym , Ym , Yn )

+C1 (Ym , Yn , Ym ) + C1 (Yn , Ym , Ym ) + in C2 (Yn , Ym , Ym ) + C2 ( Yn , Ym , Ym )
+ im C2 (Ym , Ym , Yn ) + C2 ( Ym , Yn , Ym ) C2 (Ym , Ym , Yn ) C2 (Ym , Yn , Ym ) + c.c. + N .S .T .
(12)
B1 ( w1 ) = 0
at
x = 0 and B 2 ( w1 ) = 0
at x = 1
(13)
where n and n are detuning parameters. c.c. and N.S.T. represent complex conjugates and
non-seculer terms respectively. Solution of equation (12) possesses
w1 ( x, T0 , T1 ) = n ( x, T1 ) ei n T0 + m ( x, T1 ) ei m T0 + c.c. + W ( x, T0 , T1 )
(14)
where W ( x, T0 , T1 ) represents solution associated with non-secular terms and n represents

solution associated with secular terms. After substituting equation (14) into equation (12) and
seperating the equations finally gives the solvability conditions
D1 An + k1n An k2 n An2 An k3 n An ei nT1 k4 nm Am ei ( n n )T1 k5 nm An2 Am ei n T1 k6 nm An Am Am = 0
(15)
911

D1 Am + k1m Am k 2 m Am2 Am k4 mn An ei ( n n )T1 k6 mn An An Am k7 mn An3 e i nT1
=0
(16)
Where
1
k1n =
i n Yn L 3 ( Yn ) dx
, k1m =
i m Ym L 3 (Ym ) dx
2 i n Yn Yn dx + Yn L 2 ( Yn ) dx
(17)
2 i m Ym Ym dx + Ym L 2 (Ym ) dx
Y {C (Y , Y , Y ) + C (Y , Y , Y ) + C (Y , Y , Y )
n
k2 n =
+in C2 (Yn , Yn , Yn ) + C2 (Yn , Yn , Yn ) -C2 (Yn , Yn , Yn ) dx

1
2 i n Yn Yn dx + Yn L 2 (Yn ) dx
Y {C (Y
m
, Ym , Ym ) + C1 ( Ym , Ym , Ym ) + C1 (Ym , Ym , Ym )
+im C2 (Ym , Ym , Ym ) + C2 ( Ym , Ym , Ym ) C2 (Ym , Ym , Ym ) dx
k2m =
k3 n =
(18)
1
1
2
Yn L 4 (Yn ) dx
0
k4 mn =
1
2
, k4 nm =
1
2
L 4 (Ym ) dx
L 4 (Yn ) dx
(21)
Y {C (Y
n
, Yn , Yn ) + C1 (Yn , Ym , Yn ) + C1 (Yn , Yn , Ym )
k5 nm =
Y {C (Y
1
(20)
(19)
in C2 (Yn , Ym , Yn ) + C2 (Yn , Yn , Ym ) + im C2 (Ym , Yn , Yn ) dx

1
(22)
, Ym , Yn ) + C1 (Ym , Yn , Ym ) + C1 (Yn , Ym , Ym ) + C1 (Ym , Ym , Yn )
+ C1 ( Ym , Yn , Ym ) + C1 (Yn , Ym , Ym ) + in C2 (Yn , Ym , Ym ) + C2 (Yn , Ym , Ym )

k6 nm =
+ im C2 (Ym , Ym , Yn ) + C2 (Ym , Yn , Ym ) C2 ( Ym , Ym , Yn ) C2 (Ym , Yn , Ym ) dx
912
(23)

1
Y {C (Y , Y , Y ) + C (Y , Y
m
, Yn ) + C1 (Ym , Yn , Yn ) + C1 (Yn , Yn , Ym )
+C1 (Yn , Ym , Yn ) + C1 (Ym , Yn , Yn ) + im C2 (Ym , Yn , Yn ) + C2 (Ym , Yn , Yn )

k6 mn =
+ in C2 (Yn , Yn , Ym ) + C2 (Yn , Ym , Yn ) C2 (Yn , Yn , Ym ) C2 (Yn , Ym , Yn ) dx
(24)
1
Y {C (Y , Y , Y ) + i C (Y , Y , Y )} dx
m
k7 mn = 0
(25)
All coefficient have real and imaginary parts ( k j = k j R + i k j I ). Polar forms of complex
amplitudes are
An =
1
i T
an (T1 ) e n ( 1 )
2
1
2
are Am = am (T1 ) ei
(T1 )
(26) Substituting the polar forms into
Eqs. (15) and (16) finally gives the amplitude and phase modulation equations
1
an = an k1n R + an3 k 2 n R + an (k3 n R cos n k3 n I sin n ) + am (k 4 nm R cos nm k 4 nm I sin nm )
4
1 2
1
+ an am (k5 nm R cos( n + nm ) k5 nm I sin( n + nm )) + an am2 k6 nm R = F1 (an , am , nm , n )
4
4
1
1
am = am k1m R + am3 k 2 m R + an (k 4 mn R cos nm + k4 mn I sin nm ) + an2 am k6 mn R
4
4
1 3
+ an (k7 mn R cos( n + nm ) + k7 mn I sin( n + nm )) = F2 (an , am , nm , n )
4
1
2
n = n + 2k1n I an2 k2 n I 2(k3n R sin n + k3n I cos n )
(27)
(28)
2am
(k4 nm R sin nm + k4 nm I cos nm )
an
1
1
an am (k5 nm R sin( n + nm ) + k5nm I cos( n + nm )) am2 k6 nm I = F3 (an , am , nm , n )
2
2
(29)
1
4
= n n + k1nI an2 k2 n I (k3 nR sin n + k3 nI cos n )

nm
am
(k4 nm R sin nm + k4 nm I cos nm )
an
a
1
1
1
an am (k5 nm R sin( n + nm ) + k5 nm I cos( n + nm )) am2 k6 nm I k1m I + am2 k2 mI n (k4 mnR sin nm
4
4
4
am
1
1 an3
(k7 mnR sin( n + nm ) k7 mnI cos( n + nm )) = F4 (an , am , nm , n )
k4 mn I cos nm ) + an2 k6 mn I
4
4 am
(30)
Where
nm = ( n n )T1 n + m ,
n = nT1 2 n , nm = n + nm
The jacobian matrix is evaluated to determine the stability of fixed points
913
(31)
F1
a
n
F2
an
F3
an
F
4
an
F1
am
F1
nm
F2
am
F2
nm
F3
am
F3
nm
F4
am
F4
nm
F1
,
n
F2
n
F3
n
F4
n an = an 0 , am = am 0
= , =
nm
Steady state solutions can be found assuming
nm 0
(32)
n0
= n = 0
a n = a m = nm
.The approximate solution is
w ( x, t ; ) = an cos [ t n ] Yn R sin [ t n ] Yn I
2
2
(33)
+ am cos [3 t n ] + nm Ym R sin [3 t n ] + nm Ym I + O( )
2
2
4 Application
In this section the solution algorithm is applied to a specific problem. Application problem
represents nonlinear vibrations of pipe conveying fluid [13-14]
1
&& + (v0 2 P0 ) w + 2 v0 w& + wIV + w& = P1 w cos t + k1w w2 dx

w
w ( 0, t ) = w (1, t ) = w ( 0, t ) = w (1, t ) = 0
(34)
(35)
In equation (34), x is the coordinate along the axial direction, t is the time,P is the axial
tension force ( P = P0 + P1 cos t ), w is the transverse displacement. is damping coefficient.
k1 is dimensionless parameter related to pipe geometry.
The operators are

L1 ( w) = (v0 2 P0 ) w + w IV
L 2 ( w& ) = 2v0 w& , L 3 ( w& ) = w&
(36)
C1 ( w, w, w) = k1 w w2 dx , C2 ( w& , w, w) = 0
L4 ( w) = P1 w ,
(37)
The solution of eigenvalue problem is

Yn ( x) = c1 { ei1n x
( 42n 12n )(ei 3 n ei 1n ) i2 n x ( 42n 12n )(ei2 n ei1n ) i3 n x

e
2
e
( 42n 22n )(ei 3 n e i2 n )
( 4 n 32n )(ei2 n ei3 n )
( 2 12n )(ei3 n ei1n ) ( 42n 12n )(ei2 n ei 1n )

+ [ 1 + 42n
+
( 4 n 22n )(ei3 n ei2 n ) ( 42n 32n )(ei 2 n ei 3 n )
] ei
4n ( x)
(38)
}
Figure 1 shows first natural frequencies versus fluid flow velocities for different P0 values. Frequencies decrease
by increasing the mean velocity values. Natural frequencies increase by increasing axial tension force.
914
Fig. 1. First natural frequencies-velocity graph ( = 0.4 )

Figure 2 and 3 show variation of second and third natural frequencies versus velocities for different P0 values
repectively. Frequencies decrease by increasing the mean velocity values. Natural frequencies increase by
increasing axial tension forces.
Fig. 2. Second natural freuencies-velocity graph ( = 0.4 )
915
Fig. 3. Third natural freuencies-velocity graph ( = 0.4 )
5 Conclusion
A general model of cubic nonlinear system is obtained. Parametric vibrations of system are analysed. Internal
resonances are obtained in analytical sense. The general solution algorithm is adopted to nonlinear vibration
model of pipe conveying fluid. Natural frequencies are found. Stability conditions of system is analitacally
showed.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
Pakdemirli, M. (1994). A comparison of two perturbation methods for vibrations of systems with quadratic and
cubic nonlinearities, Mechanics Research Communications 21 (2) 203-208.
Pakdemirli, M. and Boyac, H. (1995). Comparision of direct-perturbation methods with discretizationperturbation methods for nonlinear vibrations, Journal of Sound and Vibration 186 837-845.
Pakdemirli, M. and Boyac, H. (1997). The direct perturbation method versus the discretization perturbation
method: Linear systems, Journal of Sound and Vibration 199 (5) 825-832.
Boyac, H. and Pakdemirli, M. (1997). A comparison of different versions of the method of multiple scales for
partial differential equations, Journal of Sound and Vibration 204 (4) 595-607.
Pakdemirli, M. (2001). Vibrations of continuous systems with a general operator notation suitable for perturbative
calculations , Journal of Sound and Vibration 246 (5) 841-851.
Pakdemirli, M. (2001). A general solution procedure for coupled systems with arbitrary internal resonances,
Mechanics Research Communications 28 (6) 617-522.
Pakdemirli, M. and zkaya, E. (2003). Three-to-one internal resonances in a general cubic non-linear continuous
system, Journal of Sound and Vibration 268 543553.
Lacarbonara, W. (1999). Direct treatment and discretizations of non-linear spatially continuous systems, Journal of
Sound and Vibration 221 849866.
Nayfeh, A.H. (1998) Reduced order models of weakly nonlinear spatially continuous systems, Nonlinear Dynamics
16 105125.
zhan, B. B. and Pakdemirli,M. (2009) A general solution procedure for the forced vibrations of a continuous
system with cubic nonlinearities: Primary resonance case, Journal of Sound and Vibration325 894906.
zhan, B. B. and Pakdemirli,M. (2010) A general solution procedure for the forced vibrations of a system with
cubic nonlinearities: Three-to-one internal resonances with external excitation, Journal of Sound and Vibration 329
2603-2615
Nayfeh, A. H. (1981). Introduction to Perturbation Techniques. New York: John Wiley.
Padoussis, M. P., and Li, G. X. (1993) Pipes Conveying Fluid: A Model Dynamical Problem, Journal of Fluids
and Structures, 7 (2) 137-204.
Panda, L.N.,and Kar, R.C. (2008) Nonlinear dynamics of a pipe conveying pulsating fluid with combination,
principal parametric and internal resonances, Journal of Sound and Vibration 309 375-406
916
Estimation of Incoming Ocean Waves using Kalman

Filter for use in Adaptive Ocean Power Converters:
A Preliminary Analysis
1
1
Selim Solmaz, 2Bar Yac
selim.solmaz@gediz.edu.tr, 2baris.yagci@gmail.com3
Abstract.In this paper we analyze a generic ocean power converter buoy model that is composed of a twomass spring-damper system. The damper in this model is considered to be part of the power take-off (PTO)
mechanism, which is acting as a hydraulic pump providing an adaptive damper reaction force. In doing so, a
Kalman Filter is used to estimate the periods and the amplitudes of the incoming waves in the near future with
reference to the current wave state. We demonstrate the approach using historical ocean wave data. We then
describe how a Kalman Filter based estimator can be used to estimate various sea states.
Keywords: Wave Energy Conversion, Kalman filtering, Estimation, non-stationary noise, spectral analysis.
Introduction
Wave energy converters (WEC) represent a new research field in the context of renewable energy generation
systems. It is well known that the power density (i.e., the total mechanical energy per unit area) of ocean waves is
quite high, particularly as compared to the wind power density. Once such potential is harnessed, it could be the
solution to the ever-increasing renewable energy demand. Indeed this potential is well recognized and many
researchers and commercial enterprises are known to be active in this specific research area.
There are various types of ocean energy generation systems found in the literature. Existing systems can be
categorized into 3 groups: shore-based oscillating-water-column type generators, tidal power generators, and
offshore buoy-type ocean wave generator systems. While either systems offer great potential for unlimited energy
generation, the largest potential lies with the offshore heaving-buoy type ocean power generators since the wave
height and activity increases with water depth.
Buoy type generators usually include a power take-off (PTO) system that uses an electro-mechanical or an
electro-hydraulic mechanism to convert the heaving motion of the buoy for driving the embedded electric
generators. Some of the common mechanisms of the PTO depend on the relative displacement of parts of the
energy conversion device. It is important to maximize the relative displacement of the parts of such a device to
increase the power converted. In turn, the effectiveness of the PTO mechanism is maximized once the natural
frequency of the PTO is same as that of the oncoming waves. While it is possible to adapt oscillation frequency
of the PTO using different means, such modifications require an estimation of certain features of the oncoming
1
2
Mechanical Engineering Department, Gediz University, zmir, 35665, TURKEY

Spectra Wave Energy Consulting, Lincoln Park, NJ 07035, USA
917
waves based on current measurements as well as the historical wave data.

Motivated by these we shall focus in this paper on the design of a model-based Kalman Filter to estimate the
oncoming wave characteristics. The model we utilize is a generic buoy model that is composed of a two-mass 2
DOF spring-damper system. The input of the model is the heaving component of the incoming wave amplitudes.
Also the gravitational and the buoyancy forces are the only external forces considered in the system. The damper
is considered to be part of the PTO mechanism, which is assumed to act as a hydraulic pump providing an
adaptive damper reaction force. The damping coefficient of the pump is controlled such that the volume of the
hydraulic fluid displaced is maximized, which is achievable by causing the system to resonate at (or near) its
natural frequency. The damping coefficient is controlled by a model-based adaptive control scheme. In doing so,
a Kalman Filter is used to estimate the periods and the amplitudes of the incoming waves in the near future with
reference to the current wave state. Here near future refers to next 2 time periods of the historical average wave
period.
The particular mechanism chosen in this study aims to demonstrate the use of adaptive damper and Kalman
Filtering in the context of ocean wave energy generation. The choice of adaptation is motivated by the fact that
the spectral content of the ocean waves change over time and a fixed parameter system would not be effective.
Since the chosen model is a generic one, the ideas suggested in this paper can be implemented in various ocean
and wave energy converters. We demonstrate the approach using historical ocean wave data collected from the
Pacific Ocean. Specifically, we develop a method to show at various sea states that the amount of pumped
hydraulic fluid as a result of damper arm displacement is maximized using our approach, which is a direct
indicator of how much energy the buoy can convert under given conditions.
In this paper there are two stages in the parameter adaptation for the PTO. Firstly, a nominal frequency range is
determined using historical wave data from the buoy site. Capon's method is used to determine the dominant
ocean wave frequencies. Unlike FFT, Capon's method does not require periodic data in calculating the frequency
content of a signal corrupted by noise. Note the fact that, a signal corrupted by noise is not periodic anymore.
Historical wave data collected over a year, sampled once in 7 days, is used to determine the dominant frequency
content and its range over time. This gives the nominal values of the spring and damping constants of the system.
Secondly, we implement a Kalman Filter estimator to estimate certain features of current wave state and adapt the
damping coefficient of the PTO such that the system's natural frequency matches the frequency of the incoming
waves.
The wave data used for simulations is provided by the Coastal Data Information Program (CDIP) of the
University of California at San Diego. The measurement data belongs to a buoy (Datawell Mark II buoy, with a
1.28 Hz sampling rate) approximately 2.5 miles off the coast of Humboldt Bay, named Station 128. This buoy is
at point where nominal water depth is 40m.
Literature Review
There are many examples for the use of Kalman Filtering in the context of marine engineering applications. For
example, ship motion estimation and control is a very mature area [1,2] and has similar constraints to the waveforecasting problem [3].
In recent years, Kalman Filtering has been applied to wave energy analysis and design problems. A recent
publication on this very specific topic is [4], which implements a Kalman Filter based estimator as we suggest.
However, the specific model and the type of Kalman Filter used in this paper is different than our paper. Their
adaptation scheme for use in PTO control is different than our approach. Specifically, here Kalman Filtering is
used to estimate the incoming wave amplitudes and the forces and adjust the applied force on the system by
adapting the damping coefficient between the two masses to obtain the maximum power take off. Another recent
918
paper in a related subject is [5], which again implement a Kalman Filter predictor for the ocean waves. In this
paper a sinusoid wave model is assumed and an Extended Kalman Filter was suggested based on the linearization
of the process model. Again this paper represents a different technique than our approach.
In terms of statistical methods utilized for wave feature analysis, we use Capon's method, which is based on the
Capon-Geronimus algorithm presented in [6,7,8,9]. This algorithm estimates the frequency spectrum of the data
corrupted by noise. As the data set gets larger, the estimation converges to the point spectrum. In the limit, the
amplitude of the spectrum converges to the amplitude of the underlying sinusoids in the corrupted signal. The
convergence result of the method makes it a practical tool for distinguishing peaks due to sinusoids in the
spectrum from the peaks that may occur due to noise process. This method is applied on actual ocean wave data
to demonstrate its fitness. Using synthetic harmonic waves as an input to such a system may create an unrealistic
favorable condition.
Spectral Analysis of the Ocean Waves
The wave frequency and height are important parameters in the design of the wave energy conversion design
methodology discussed here. The nominal values of the spring constant and the damping coefficients are
determined after determining the dominant ocean wave characteristics at CDIP buoy off of Humboldt Bay. For
this work the wave data for the whole year 2009 is scanned to obtain data for 52 days, at a 7-day sampling rate.
The overall data covers the seasonal changes in wave characteristics and the analysis of the data gives an idea on
how quickly they change. The data that pertains to each day includes the whole 24 hours of the day. This high
resolution data helps understand the daily variations of wave height and frequency. The seasonal and daily wave
characteristic changes dictate how quickly the system should adapt itself to different sea conditions.
Here Capon's method is used for spectral analysis since it provides an estimate of sinusoid frequencies corrupted
by noise. Other spectral methods could have been used instead but the convergence criteria of the spectrum to
sinusoid frequencies to the sinusoid amplitudes gives a higher level of confidence in picking dominant spectral
peaks. As more number of points is used to calculate the spectrum, the estimate converges to the point spectrum
of the sinusoid process at the sinusoid frequencies and to zero everywhere else. Therefore, artificial spectral peaks
due to noise processes would die down as larger data sets are used for spectrum calculations.
When a short time window is used for calculations the dominant frequency on the spectrum is an estimate of the
ocean wave frequency in the time window [9]. In this particular application Capon's method is used on 5 minute
shifting segments of data for over 24 hours period of time for the selected 52 days. The maximum and minimum
wave frequencies are determined for each day. The collection of these extremums and their average values over
the whole year plotted in Figure 1. The star on the vertical red lines indicates the average daily wave frequency
and the extremities of the line indicate the minimum and the maximum. The horizontal axis starts with January
8th and the average frequency is 1.41 rad/s on this day according to the measurement data. Towards the middle of
the year, by 22nd week, the waves have highest average dominant frequency of 2.86 rad/s. The lowest average
frequency seen during the year is 1.24 rad/s on Jan 29, 2009.
919
Figure 1 Frequency variation CDIP Humboldt Bay Buoy over 2009 at selected days once a week
Another look in to data is given in the histogram in Figure 2. This histogram uses the same data in Figure 1
however all the data is aggregated over 52 days. The average wave frequency over the whole year is 1.8 rad/s and
the standard deviation is 0.34 rad/s.
Figure 2 Histogram of the dominant frequency variation CDIP Humboldt Bay Buoy, for 5 min. shifting windows at
selected days once a week over 2009.
Wave Energy Converter Models
Here we describe the model that we consider for the wave energy convertor device, which shall be utilized for
Kalman filter based state observer design. The model is composed of a 2-mass spring-damper oscillator that is
constrained to move in vertical heaving direction. The vertically oriented 2-mass spring damper system system is depicted in Figure 3. Assumptions regarding this model are as follows:
The buoyancy force on the bottom mass can be assumed to be constant since it is constantly submerged
underwater,
Buoyant forces on the top mass is time varying since its draft is changing due to the wave movement,
Vertical forces (buoyancy and gravitational forces) act on the motion axis of the 2-mass oscillator,
The only input the system can be taken as the wave force acting on top mass due to the motion the wave
front.
920
Figure 3 Second order vertical oscillator model.
Utilizing the free body diagram with reference to Figure 3, and using Newtons 2nd law of motion, the equations
of motion for this model are given with following two second order ordinary differential equations (ODEs):
&z&1 =
&z&2 =
( w z1 )a 2 g w ha 2 g
k
c
,
( z1 z 2 )
( z&1 z& 2 ) g + w
+
m1
m1
m1
m1
a3 g
k
c
,
( z1 z 2 ) +
( z&1 z& 2 ) g + w
m2
m2
m2
(1)
(2)
where W is the water density, w is the displacement of the water surface measured from flat sea state, and g
represents the gravitational acceleration. Also, c denotes the damping coefficient, and k is the spring stiffness of
the link connecting the two masses. The terms including W in both equations are due to the buoyancy force.
While the equations of motion are derived assuming that both m1 and m2 are point masses, for the calculation of
buoyancy forces they are assumed to have the shape of a cube with side length a. The last term in (1) is the
buoyancy force acting on m1with changing draft h.
In order simplify this model, one can consider the fact that the buoys oscillate in the close vicinity of their
respective positions. Therefore, at steady state, the buoyancy force acting on each buoy must be equal toits weight
(so that they stay at the same average position). Based on this fact, we deduce that m1g = Wha2g in (1) and m2g =
Wa3g in (2), which after substitution results in the following simplified 2nd order ODEs
&z&1 =
(w z1 )a 2 g
k
c
,
( z1 z 2 )
( z&1 z& 2 ) + w
m1
m1
m1
(3)
k
c
( z1 z 2 ) +
( z&1 z& 2 ) .
m2
m2
(4)
&z&2 =
Further defining the states as x1= z1, x2= z2, x3= dz1/dt, x4= dz2/dt, and the state vector as x = [ x1, x2, x3, x4 ]T, one
can then express the equations of motion of this model with the following state space equations:
921
x&1 = x3
x& 2 = x 4
w ( w x1 ) a 2 g
k
c
( x3 x 4 ) +
x& 3 = ( x1 x 2 ) +
m1
m1
m1
k
c
( x1 x 2 ) +
( x3 x 4 )
x& 3 =
m2
m2
(5)
Finally, the state equations can be expressed in vector differential equation form as follows:
x& = Ax + Bw
y = Cx
(6)
where the system matrix A, the input matrix B, and the measurement matrix C are described as follows:
k + w a2 g
A=
m1
m2
B = 0 0
0
0
k
m1
k
m2
wa2g
m1
0
1
c
m1
c

m2
1
0
c
m1
c
m2
C = I 44
5
(7)
(8)
(9)
Kalman Filter Estimator
A classical (or simple) Kalman filter is an optimal state observer that recursively estimates the internal states of a
linear dynamical system from as series of noisy measurements. Internal states of a dynamical system is often not
fully measurable; in this case Kalman prediction is often used to get the best estimate of the system states given
the available measurements. With this background in mind, we aim to implement a Kalman filter to estimate
wave features with the view to optimize PTO.
For this purpose we first need to discretize the equations of motion of the second order vertical oscillator model.
Denoting the sampling interval for discretization as t the discrete time state space equations can be expressed as
follows
x(k + 1) = Ad x(k ) + B d w(k )
y ( k ) =C d x ( k )
(10)
where assuming t to be small, the discrete time system matrices Ad,Bd,Cd are given as below
Ad ( I + At )
B d Bt
Cd= C
(11)
Further assuming uncorrelated white noise processes (k) and (k) acting respectively on the state and
measurement equations, the discrete time system can be expressed as
922
x( k + 1) = Ad x(k ) + B d w(k ) + ( k )
y ( k ) =C d x ( k ) + ( k )
(12)
where (k) and (k) are zero-mean Gaussian random processes (i.e., white noise). These white noise processed
are also denoted as (k)~N(0,Q) and (k)~N(0,R), where Q and R are state and measurement error covariance
matrices with compatible dimensions. For the specific system described by (12), the discrete time Kalman filter
is given by the following recursive prediction and update equations:
Prediction Equations:
x (k ) = Ad x (k 1) + Bd u (k ) (Predicted (apriori) state estimate)
(13)
P ( k ) = Ad P ( k 1) AdT + Q
(Predicted (a priori) covariance estimate)
(14)
~
y (k ) = y (k ) C d x (k )
(Innovations (measurement) residual)
(15)
Update eqautions:
S ( k ) = C d P ( k )C dT + R (Innovations (or residual) covariance)
(16)
K ( k ) = P ( k )C dT S 1 ( k ) (Optimal Kalman gain computation)
(17)
x ( k + 1) = x ( k ) + K ( k ) ~y ( k ) (Updated (a posteriori) state estimate)
(18)
P (k + 1) = ( I K (k )C d ) P (k ) (Updated (a posteriori) covariance estimate) (19)

6
Conclusions
In this paper we analyzed measured wave data from a particular site in the US Pacific coast. A generic wave
generator model is derived and then presented in the form of a Kalman filter for predicting the wave state. The
estimated states for the Kalman filter shall be used for maximizing the amount of pumped hydraulic fluid as a
result of damper arm displacement in the scope of the wave generator model. Analysis of this and the
corresponding numerical implementation shall be an immediate future work for this study.
Acknowledgements
The authors are indebted to Coastal Data Information Program (CDIP), USA website for the wave data. Mr.
Bugra Cakmak was a great help in automating the data download with Matlab.
References
[1]
M.S.Triantafyllou, M.Bodson,and M.Athans (1983). Real-time estimation of ship motions using kalman filtering techniques.
IEEE Journal of Ocean Engineering, OE-8(1):9 20.

[2] T. I. Fossen and T. Perez (2009). Kalman filtering for positioning and heading control of ships and offshore rigs. IEEE Control
Systems Magazine, 20(6):3246.

[3]
J. P. Pinto, M. C. Bernadino, and A. Pires Silva (2005). A Kalman filter application to a spectral wave model. Nonlinear
Processes in Geophysics, 12(6):775782.
923

[4]
Jrgen Hals, Johannes Falnes, and Torgeir Moan (2011). Con- strained optimal control of a heaving buoy wave-energy
converter. Journal of Offshore Mechanics and Arctic Engineering, 133(1):011401.

[5]
F. Fusco and J.V. Ringwood (2010). Short-term wave forecasting for real-time control of wave energy converters. Sustainable
Energy, IEEE Transactions on, 1(2):99 106.

[6]
[7]
J. Capon (1969). High-resolution frequency-wave number spectrum analysis. Proceedings IEEE, 57:14081418.
T.T.Georgiou (2001).Spectral estimation via selective harmonic amplification. IEEE Transactions on Automatic Control,
46:2942, 2001.
[8]
C. Foias and A. E. Frazho (1988). A geometric approach to the maximum likelihood spectral estimator for sinusoids in noise.
IEEE Transactions on Information Theory, 34.

[9]
S. L. Marple (1987). Digital Spectral Analysis with Applications. Prentice-Hall, Englewood Cliffs.
[10] B. Yagci and P. Wegener (2009). Determination of sea conditions for wave energy conversion by spectral analysis. In
Proceedings of the 8th European Wave and Tidal Energy Conference, Uppsala, Sweden.
Biographies
aeronautical engineering from Middle East Technical University, Ankara, Turkey in 2001 and MSc from Purdue University at
West Lafayette, School of Aeronautics and Astronautics in 2003. Dr. Solmaz received his PhD in 2007 from Hamilton
Dr. Bar Yac Mr. Yac is an applied expert in the field of estimation and system control. In his career, he has applied
estimation in structural vibrations and energy conversion from renewable sources. More recently, he has been working on
dynamic system modeling and automation. He holds an MSc from Middle East Technical University, Ankara, Turkey and a
PhDfrom Purdue University, West Lafayette, USA.
924
Parametric Mass Optimization of Vehicle Suspension

System Component under Different Load Cases
Musa ZELK1, Nusret Sefa KURALAY 2
1
ZF Lemfrder Aks Modlleri San. Tic. A.. AOSB 10003 Sok. No:13 ili, zmir, Turkey
Dokuz Eyll University, Department of Mechanical Engineering, Bornova, zmir, Turkey

1
musa.ozcelik@zf.com.tr, 2kuralay@deu.edu.tr
Abstract.A double wishbone suspension system is applied on non-driven rear axle of passenger car. ADAMS
(Automatic Dynamic Analysis of Mechanical Systems) software is utilized to perform the multi body
dynamic analysis aim to calculate force and moment on joint connections of sub-component according to the
thirteen different load cases which are derived from the standard driving maneuvers. In order to correlate
force and moment results of ADAMS software the vector theory is also performed on double wishbone
suspension system. Sequentially the strength analysis performed by linear material behavior using Nastran
software. Results of the strength analysis are set to the upper limit of the topology optimization response. The
topology optimization is performed by finite element method using Optistruct software. Optistruct responses
effective designs for optimum part geometry then new design iterations are confirmed by linear durability
analysis. As a result, the upper control arm component of double wishbone suspension system is redesigned
according to the optimization responses so mass of control arm is decreased forty five percent due to first
iteration
Keywords: Multibody dynamics, finite element analysis, control arm, topology optimization.
1 Introduction
The suspension system comprises the interface between the vehicle body and the road surface [4]. Rigid axles
have been using in passenger cars, light and heavy commercial vehicles since early eras of automotive industry.
Developing of automotive industry caused using of independent suspension systems firstly in non-driven axles
secondly in driven axle. The chassis of passenger car must be able to handle the engine power installed. Ever
improving acceleration, higher peak and cornering speed, and deceleration lead to significantly increased
requirements for safer chassis [2]. Not only independent suspension systems have to be resistant but also
independent suspension has to be lighter. Nevertheless independent suspension systems are prevalent resulting
from advantages like, low weight, little space requirement and no mutual wheel influence. Low weight is
important for good road-holding, especially on bends with uneven road surface [2].
Un-sprung mass should be optimum which has influence on road-holding and cause production cost optimum.
Nowadays one of the main targets of the automotive companies is producing best cost vehicle in order to be
competitive for market. In addition lighter vehicles are needed for decreasing fuel consumption.
Suspension system components should be designed lighter enough at the same time not to cause stiffness,
strength and fatigue life decreases. By trying different designs and regions to aim of the optimum design of a
925
part could increase development process therefore optimization software usage become widespread with the aim
of decreasing development time. In this study MSC ADAMSTM software is utilized to calculate kinematic
point forces and moments and Altair OptistructTM software is utilized to perform topology optimizations.
2 Calculations of the Dynamic Wheel Loads

Multibody systems models of the quarter vehicle type are often used to distribute design loads through the
different suspension members [1]. Instead of analysing the full vehicle by ADAMS software on the defined road
surface the quarter vehicle model only half model should be analysed. In this study rear axle double wishbone
suspension system component will be optimized so only rear axle could be modeled and analysed in ADAMS
software.
The different dynamic wheel loads are calculated according to 13 load cases which are recommended from the
vehicle company or company responsible on developing suspension systems.
2.1 Load Cases

In the early stages of chassis and suspension design, wheel loads are often unavailable or are measured using
prototypes. As a result, instead of real load cases, standard load cases are used which are based on standard
driving maneuvers [4]. Some general driving maneuvers, misuse events or extreme events are normalized as
cornering events with state acceleration or breaking with constant acceleration.
21 different load cases are developed for calculation 8 of them is used for fatigue cases. These load cases are
defined as an acceleration which is occurred in center of gravity of vehicle. Quasi-static load cases application is
the way of defining dynamic situations in static situations. Cornering, breaking and accelerating dynamic cases
could be applied as a quasi-static case on vehicle and suspension systems. Also rigid vehicle approach which
causes errors can be neglected while calculating wheel load transfers. Camber angle, caster angle, toe angle,
center of gravity changes and for some cases suspension roll center changes are neglected. 13 load cases include
left and right cornering, vehicle roll over, forward and backward breaking, forward and backward accelerating
and diagonal axle loading situations. Not only these load cases are mostly same in passenger cars but also some
brands have their own load cases for their vehicles.
2.2 Calculation Methods and Dynamic Wheel Loads

By neglecting vehicle parameters and quasi-static load case approaching, dynamic wheel load calculations can
done by force-moment calculations. Accelerations are applied on vehicle center of gravity so moment affects
dynamic wheel loads. Angular affect of center of gravity equal to zero on passenger car which is horizontal to
road surface. In order to calculations of front and rear wheel load transfer equation 1 could be used. Plus and
minus usage in formula 1 depends on rear or front axles and accelerating or breaking situations of vehicle.
F f = m.g (
lf
l
hc a
. )
l g
(1)
The lateral acceleration generated by centrifugal effect of cornering causes lateral dynamic wheel loads
transfers. These load transfers are added to outer wheels and subtracted from inner wheels. Some dimensional
parameters are shown in figure 2. Additionally front and rear roll stiffness are used for load transfer calculations;
1030N.m/deg for front roll center and 920N.m/deg for rear roll center.
926
Fig. 1. Vehicle dimensional parameters are defined on schematic vehicle model.
The following formulations are applied on vehicle model to calculate wheel load transfers. FRzM and FRzL
are generated by the effect of the lateral acceleration of vehicle mass. Total wheel load transfer can be calculated
as FR . Finally this load should be used by subtracting from one side and adding to other side [1].
K Tf
FRzM = m.a.h
K +K
Tr
Tf
t
r
(2)
where K values are roll stiffness of rear and front axle.
lf
FRzL = m.a
l +l
f r
hcr
t
r
FR = FRzL + FRzM
(3)
(4)
3 Calculations of Forces and Moments on Kinematic Points

Transfer of dynamic wheel loads to suspension systems components need to calculate. In order to perform
strength and topology optimization analysis forces and moments are applied on kinematic points of component.
The aim of study is to reduce mass of upper control arm so only it is needed to have results on upper control arm.
In sequence ADAMS model is utilized to calculate kinematic point loads then vector theory is applied to
correlate force results.
3.1 ADAMS Calculation

MSC.ADAMS (Automatic Dynamic Analysis of Mechanical Systems) software was developed not only for
supporting automotive industry but also for using in MBS (Multi Body System) calculation. MSC ADAMS/car
module makes easier and effective usage for automotive industry. Additionally ADAMS/car module has
standard simulations like, parallel wheel travel, single wheel travel and steering.
The kinematic points of the template file adjusted the correct coordinates of the suspension system. After
connecting kinematic points with rigid arms spring, damper, bushing, tire, bump and rebound stops stiffness
927
defined as non-rigid properties. It is important that this stiffness is defined between rigid arms. Finally assembly
of suspension system is created by assembling sub-systems so parameters related to whole vehicle are defined
like, toe angle, camber angle, drive shaft offset, wheel radius, sprung mass and wheel base.
Fig. 2. Dynamic wheel loads are applied on contact point or wheel center to the ADAMS suspension model.
3.2 Calculation by Vector Method and Force Comparison

The force and moment results on kinematic points from ADAMS/car could be compared with vector
calculations. In order to create free body diagram kinematic points global coordinates are needed. In this
calculation method all arms are rigid and stiffness is neglected. After force and moment balances on each body
20 equations are created. Then these linear equations can be solved via mathematical calculation software like
MS.Excel or MATLAB.
Forces occurred on the outer ball joint connection of the control arm calculated and compared between two
methods. In spite of having some neglect in vector method the results are very close. Finally these trustful forces
should be used in finite element calculations.
Table 1. Result comparison between ADAMS and vector method.
X
Y
Z
ADAMS Results Vector Method Results

(N)
(N)
342
445
969
986
-39
-37
4 Finite Element Analyses and Topology Optimization

The main targets of optimization are decreasing mass and at least reaching same strength as current design.
Because of this optimization process should start with linear structural analyses. Maximum stresses are fixed to
the upper limit of the optimization constrain.
928
Fig. 3. Optimization analysis path start with current design and finally redesigned according to the optimization software
responses.
4.1 Linear Structural Analyses

The finite element model is created by Hyper Mesh, pre-process module of Altair, in order to use by linear
structural analyses and topology optimization. Material properties of 30MnVs6 forged steel elastic modulus,
Poissons ratio and density are input as linear material properties. Finite element model includes 10 nodded
tetrahedron elements with 88346 elements and 430173 degrees of freedom. NASTRAN software is utilized on
linear solving of upper control arm. Calculated loads for upper control arm about 13 different load cases applied
on component. According to first linear analysis maximum stress occurred in braking backwards load case as
287 MPa. This von Mises stress will be reference and limit for optimization.
4.2 Topology Optimization

Optimization is the act of obtaining the best result under given circumstances [5]. In this application the aim of
optimization is decreasing mass of control arm depending on the optimization constrains. The connection regions
of upper control arm will not be changed because of these areas excludes from design space. Mathematically
optimization can be defined as in further equations; design space is X and parameters are properties which
included in FE-model. Then g and f functions are constrain parameters as deformation limit in mm or stress
limits.
x1
x

X = 2 x design space which minimize f ( X )
M
x n
(5)
and constrains of topology optimization;
g j(X ) 0 ,
j = 1,2,..., m
(6)
f j(X ) = 0 ,
j = 1,2,..., p
(7)
929

Table 2. Optimization input definitions. Minimum strain energy means maximum stiffness and design variables are related
with the production parameters.
- Objective
- Minimum strain energy
- Constraints
- Mass decreasing 30%
- Design variable
- Draw angle and minimum wall thickness
In order to perform topology optimization analyses Altair Optistruct software is utilized with 4 nodded
tetrahedron elements. Calculation of optimization spends much more time then linear analysis to calculate all
iteration. After having feasible design software calculates an optimization response about optimum design.
Optimization response can export as iso surfaces of optimized model so it can be used in computer aided design
(CAD) software for designing new geometry.
New finite element model has created according to new CAD model. Then same process performed for
optimum design. After analyzing 13 load cases results should checked with first design.
268
Fig. 4. Optimization response created by Optistruct (left). Some non-used regions are deleted and important walls are used
for increasing stiffness. Structural analysis of optimum design (right). Comparison between first design and optimum design
according to von Misses stress shows that optimum design has less stress then first design and also 45% lighter.
5 Conclusions
The mass of upper control arm which is used in passenger car's non-driven rear suspension system decreased
about 45% due to first iteration without any stress increase. To this end topology optimization performed by
using Optistruct software. This software created design spaces related to 13 different load cases which not
exceed stress limitation. Thus for only one component 45% lighter and economical geometry designed by this
study.
References
1.
2.
3.
4.
5.
Blundell M. and Harty D. (2004) The Multibody Systems Approach to Vehicle Dynamics (1st ed.). London:
Elsevier Butterworth-Heinemann.
Reimpell J., Helmut S. and Jrgen W. B. (2001) The Automotive Chassis : Engineering Principles (2nd ed.).
Oxford: Butterworth - Heinemann.
Martin P. Bendsoe (1995) Optimization of Structural Topology, Shape and Material (1st ed.). Berlin: SpringerVerlag.
Ersoy M. and Heissing B. (2011) Chassis Handbook (2nd ed.). Berlin: Springer Fachmedien.
Rao S.S. (1996) Engineering Optimization (3rd ed.). Indiana: A Wiley-Interscience Publication.
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Biographies
Musa zelik The author was born in Akehir in 1985. He was graduated from Dokuz Eyll University in 2008 as a
Mechanical Engineer and still continues Master of Science education in Design and Production Department of Dokuz Eyll
University.
He studied on heavy commercial vehicle steering systems in bachelors level and Master of Science thesis is about vehicle
dynamics and optimization of suspension system parts.
N. Sefa KURALAY was born in Afyon in 1953. He received his B.Sc. in mechanical engineering from Ege University,
Izmir. He also earned a Ph.D. in mechanical engineering from Hannover University, Germany. He has been at Dokuz Eyll
University since 1986, when he joined as an assistant professor in mechanical engineering. From 1986 to 1988 he continued
as an associate professor. Since 1994 he has been full professor for mechanical engineering.
His current research interests include vehicle dynamics and simulation, 3-D kinematic analysis and design of vehicle
suspensions. He is also interested in reconstruction of traffic accidents and machine design.
Dr. Kuralay is a member of UCTEA Chamber of Mechanical Engineers.
931
Comparison of Turbulence Models for a

Heavy Duty CI Engine
Hasan KTEN1, Mustafa YILMAZ2, M.Zafer GL 3 H.Serhad SOYHAN4
1,2,3
4
1
Marmara University,Mechanical Engineering Department,Istanbul,Turkey
Sakarya University,Mechanical Engineering Department,Sakarya,Turkey
hasan.koten@marmara.edu.tr , 2mustafa.yilmaz@marmara.edu.tr, 3zgul@marmara.edu.tr, 3hsoyhan@sakarya.edu.tr
Abstract. In this work, cold flow simulations of a six cylinder nine lt diesel engine have been performed to
find out flow development and turbulence generation in the piston-cylinder assembly. Various turbulence
models have also been tested and results have been compared. In this study, the goal is to understand the flow
field and the combustion process in order to be able to suggest some improvements on the in-cylinder design
of an engine. Therefore cold flow simulations of a six-cylinder nine-liter diesel engine have been performed to
find out flow development and turbulence generation in the piston-cylinder assembly. Moreover, the
interaction of air motion with high-pressure fuel spray injected directly into the cylinder has also been carried
out. A Lagrangian-drop Eulerian-fluid based model has been applied to the in-cylinder spray-air motion
interaction in a heavy-duty CI engine under direct injection conditions. A comprehensive model for
atomization of liquid sprays under high injection pressures has been employed.
Further investigation has also been performed in-cylinder design parameters in a DI diesel engine that result in
low emissions by effect of high turbulence level. The results are widely in agreement qualitatively with the
previous experimental and computational studies in the literature.
Study is in progress to suggest changes about in-cylinder design parameters in a DI diesel engine that results in
low emissions by the effect of high turbulence level.
Keywords: CFD, Turbulence models, Diesel engine.
1 Introduction
The intake and compression strokes are very important processes which influence the pattern of air flow
structure incoming cylinder during intake stroke and generate the condition needed for the fuel injection during
the compression stroke.
Recent research shows that it is possible to decrease the emissions considerably by modifying the geometrical
sub-systems of the engine that affect the turbulence generation and spray formation.
In direct-injection Diesel engines, near TDC at the end of the compression stroke inside the cylinder the flow
conditions are critical for the power stroke. Studies to find out the conditions just before the power stroke
determines the mixture and combustion efficiency which is crucially important for an engine.
The purpose of this study is to find out in-cylinder flow characteristics of a six-cylinder, nine-liter CI engine
before the fuel injection and also properly simulate the atomization process in order to improve the combustion
efficiency and emission parameters. A complete intake and compression stroke, also fuel injection at the end of
the compression stroke simulated in 3D. Both naturally aspirated and turbo-charged modes of operations were
studied.
932
2 LITERATURE REVIEW
Fluid flows in engines are always turbulent and are highly anisotropic due to complex geometry, wall effects,
flow rotation (swirl), internal separation, and so on. For IC engine flow, additional complications are involved
because of the rapid compression and expansion strokes produced by the piston motion. Among these flow
phenomena, swirl, squish and tumble motions are essential and desirable engine design features. For directinjection IC engines, these motions are used to enhance the airfuel mixing for emission control and better
efficiency. Moreover, Reynolds or Ensemble-averaged Navier-Stokes equations yield an unknown Reynolds
stress tensor with its six components which necessitates the use of a turbulence model.
Therefore, to properly simulate flow field inside various types of engines, flow characteristic needs to be
resolved by a robust and versatile turbulence model, without having to perform ad hoc modifications for each
engine geometry.
Two-equation, k- models are commonly used for engineering predictions of turbulent flows which provide
computational expediency and ease of implementation in finite-volume numerical codes. Their accuracy is
generally acceptable only for prediction of mean flow quantities. In particular, the standard k- model of
Launder and Spalding [1-3] has been criticized by many researchers as being inaccurate for prediction of recirculating flows and complex shear layers, due to its over dissipative nature.
In an attempt to improve the predictive ability of the standard k- models, a number of alternatives have been
offered. Among them the RNG k- model [4, 5], anisotropic k- model of Speziale [6], Morel & Mansour
version of the k- model [7], and the k model of Wilcox [8] are well known. Gul [9], has also offered a threeequation turbulence model in order to predict the compressed turbulence in IC engines.
In this work various turbulence models including the Chens k- model [10] have been tested and the RNG k-
model has been chosen for the rest of the simulations.
3 METHODS
Real engine geometry of FORD 9-litre six-cylinder diesel engine were modeled for a single cylinder together
with exhaust and inlet manifolds. Simulations were extended for both ports to get proper boundary conditions at
the valve gaps.
3-D CFD codes, 1-D engine codes and multi-objective optimization codes have been utilized to reach an inside
into the in-cylinder flows and optimize the design of piston-cylinder assembly to achieve low level of emissions.
Although computer requirements for such a simulation are quite high, recent computer technology allows us to
solve unsteady flow problems in a complex domain with improved memory and parallel processing facilities.
Surface meshes were created for the CAD model of the solid geometry after extracting the occupied volume by
the fluid. Then, piston and valve motions were defined in the code. After specifying the discretization scheme
and the algorithm, turbulence models were determined.
The program is based on pressure-correction method and uses the PISO algorithm [1, 2]. For the momentum and
turbulence equations Monotonic Advection and Reconstruction Scheme (MARS) have been employed, for the
energy first-order upwind differencing (UD) and for the density, central differencing (CD) schemes have been
used.
Fine and course grids were tested with 1,000,000 and 60,000 elements respectively. Fine grid results are
presented in the paper. Typical execution time for 3900CA with fine meshes takes about 40 hours on a
workstation with four processors running in parallel.
933
4 FINDINGS-CONCLUSION
In this study four turbulence models were examined for a single cylinder of heavy duty diesel engine. In this part
it was examined that the effects of in-cylinder flow capabilities especially cold flow with respect to the different
turbulence models. For each configuration, these four turbulence models were assessed (k-/High Reynolds, k/RNG, k-/Chen, k-/Speziale/High Reynolds and k-/Standart/High Reynolds models). k-/RNG model has
best results for this simulation.
Figure 1 Turbulent kinetic energy at 140CA bTDC
Figure 2 Turbulent kinetic energy at 88CA aTDC
934
Figure 3 Velocity magnitude at 88CA aTDC
Figure 4 Velocity magnitude at 140CA bTDC
935
Figure 5 Turbulent kinetic energy at 448CA

The vector fields are, compared with the intake stroke, more homogeneous. There are a few vortices visible, but
of less intensity. A large clockwise swirl exists at the beginning of the compression stroke at the bottom of the
cylinder (Figure 6 (a)). During the compression cycles the magnitude of the swirl decreases. This is visible in
Figure 6 (b) at TDC of the piston where the magnitude of the velocity has been decreased one fourth. The
compression stroke itself does not contribute to the intensity of the flow. Therefore, the velocity magnitude
during the compression stroke decreases due to friction.
(a) 585 oCA 45o aBDC
936
(b) 675 oCA 1350 aBDC
Figure 6.Vector fields at different crank angles during the compression stroke
REFERENCES
1.
Issa, R.I. 1986. Solution of the implicitly discretised fluid flow equations by operator-splitting, J.
Comp. Phys., 62, pp. 4065.

2.
Issa, R.I., Gosman, A.D., and Watkins, A.P. 1986. The computation of compressible and
incompressible recirculating flows by a non-iterative implicit scheme, J. Comp. Phys., 62, pp. 6682.
3.
Launder, B.E., and Spalding, D.B. 1974. The numerical computation of turbulent flows, Comp.
Meth.in Appl. Mech. and Eng., 3, pp. 269-289.

4.
Yakhot, V., and Orszag, S.A. 1986. Renormalization group analysis of turbulence-I: Basic theory, J.
Scientific Computing, 1, pp. 151.

5.
Yakhot, V., Orszag, S.A., Thangam, S., Gatski, T.B., and Speziale, C.G. 1992. Development of
turbulence models for shear flows by a double expansion technique, Phys. Fluids, A4(7), pp. 15101520.
6.
Speziale, C. G. 1987. On nonlinear k-l and k- models of turbulence, J. Fluid Mech., 178, pp. 459-475.
7.
Morel, T. and Mansour, N. N.,"Modeling of Turbulence in Internal Combustion Engines," SAE
Technical Paper Series, 820040,International Congressand Exposition, Detroit, Mich., February 22-26,1982.
8.
Wilcox, D.C. 1998. Turbulence Modelling for CFD.2nd edition, DCW Industries, Inc.
9.
M.Z. Gl, Prediction of In-Cylinder Flow By Use of a Multiple Time Scale Turbulence Models,
Thesis (PhD), University of Manchester, Dept. of Mechanical Engineering, 1994.

10.
Chen, Y.S., and Kim, S.W. 1987. Computation of turbulent flows using an extended k- turbulence
closure model, NASA CR-179204.
937
Biographies
Hasan KTEN (1983) is a research assistant at CFD in mechanical engineering department of Marmara University. Hasan
Kten obtained his BSc with honor of degree in mechanical engineering also graduated with double major in electricalelectronical engineering, Sakarya University. Hasan Kten obtained MSc Degrees from Marmara University, Istanbul,
Turkey, and his doctorate program continues in mechanical engineering department, Marmara University. His MSc thesis
discussed combustion models within a multidimensional framework applied to heavy duty compression ignition engines. His
research areas include CFD, combustion, controlling injection systems and optimization.
Mustafa YILMAZ is an Assistant Professor of mechanical engineering at the Marmara University Istanbul and is the Head
of Studies for the study area of CFD, internal combustion engine (ice) and numerical methods at the mechanical engineering
department, Marmara University, Turkey. Mustafa Yilmaz holds PhD degree in mechanical engineering from Marmara
University, Turkey. He has extensive experience in CFD and ice issues. His area of research interest is performance ice
engines and CFD, with a particular focus on the automotive industry.
M. Zafer GL is a professor and head of mechanical engineering department at the Marmara University Istanbul and is the
head of studies for the study area of thermo-fluids, CFD, internal combustion engine (ice) and at the mechanical engineering
department, Marmara University, Turkey. Gul holds MSc from Istanbul Technical University and a PhD degree in
mechanical engineering from University of Manchester Victoria, UK. He has extensive experience in CFD and ice issues,
both as an academic and as a consultant to international companies. His area of research interest is performance ice engines
and CFD, with a particular focus on the automotive industry.
938
Elastic Plastic and Residual Stress Analysis of

Simply Supported Thermoplastic Composite Beams
Under a Transverse Uniformly Distributed Load
Emre Kara1, Halil Aykul1, Onur Sayman2, Emre zylmaz1, Kamil zdin1
1
2
1
Hitit University, Department of Mechanical Engineering
Dokuz Eyll University, Department of Mechanical Engineering
emrekara@hitit.edu.tr, 2halilaykul@hitit.edu.tr, 3onur.sayman@deu.edu.tr, 4emreozyilmaz@hitit.edu.tr

5
kamilozdin@hitit.edu.tr
Abstract.In this study, an analytical elasticplastic residual stress analysis is carried out on thermoplastic composite beams
of arbitrary orientation, supported from two ends under a transverse uniformly distributed load. The composite layer consists
of stainless steel fiber and thermoplastic matrix (LDPE, F.2.12). The material is assumed to be perfectly plastic during the
elasticplastic solution. The intensity of the uniform force is chosen as a small value; therefore, the normal stress component
yis neglected in the elasticplastic solution. The expansion of the plastic region and the residual stress component of xare
determined for orientation angles of 0,15, 30 and 45. The intensity of the residual stress component of xis found to be
maximum at the lower and upper surfaces; however, the intensity of the residual stress component of xyis a maximum on or
around the x axis of the beam.
Keywords: Thermoplastic composites; residual stress analysis, simply supported beam, transverse uniformly distributed
load, analytical solution.
1. Introduction
Among fiber-reinforced composites, thermoplastic matrix composites are gaining popularity due to their
many advantages. In relation to thermoset composites systems, they offer improved interlaminar fracture
toughness, increased impact resistance, and higher solvent resistance. In addition to their competitive mechanical
properties, thermoplastic composites do not require complex chemical reactions to be processed and can be
formed without lengthy curing process. These features offer engineers a potential for cost-effective forming
processes and the capability of integrating material processing and structure design into a single step. Residual
stresses in the matrix are particularly important because they may lead to premature failure. Prediction and
measurement of residual stresses are therefore important in relation to production, design and performance of
composite components. Jeronimidis and Parkyn [1] obtained residual stresses in carbon fibre-thermoplastic
matrix (ICI plc.) laminates. Structural polymer composite materials used for aerospace and automotive
applications may exhibit time-dependent creep or relaxation behavior because of the viscoelastic behavior of
polymer matrix and/or fiber materials. It has been found that creep deformation shows similarities to plastic
deformation. Chung et al. [2] used the same potential function to describe plastic flow and time-dependent creep
deformation in AS4/PEEK thermoplastic composites. Domb and Hansen [3] developed a numerical model for
prediction of the process-induced thermal residual stresses in thermoplastic composite laminates.
Residual stresses in the matrix are particularly important because they may lead to premature failure.
Prediction and measurement of residual stresses are therefore important in relation to production, design and
939
performance of composite components. Akay and zden [4] measured the thermal residual stresses in injection
moulded thermoplastics by removing thin layers from specimens and measuring the resultant curvature or the
bending moment in the remainder of the specimens. Akay and zden [5] investigated the influence of residual
stresses on the mechanical and thermal properties of injection moulded ABS copolymer and polycarbonate.
The finite element technique gives an excellent elastic-plastic stress analysis in composite structures [68]. Aykul and Kaya [9] investigated the elasticplastic analysis of thermoplastic composite cantilever beams.
In the present study, an elasticplastic stress analysis is carried on simply supported steel fiber
reinforced thermoplastic composite beams under uniformly distributed load. The distribution of the residual
stress of x is determined along the sections of the beams for 0, 15, 30 and 45 orientation angles. The
transverse stress component y is neglected during the solution since the magnitude of the uniform distributed
force is chosen to be small. The composite material is assumed to be perfectly plastic for the simplicity of the
solution.
2. Elastic Solution
The composite simply supported beam is subjected to a transverse uniformly distributed load q, as
shown in Fig. 1. The angle between the first principal axis of the composite fibers and the x axis is . For the
plane-stress case the equation of equilibrium is given as [10],
a 22
4F
x 4
2 a 26
+ ( 2 a 12 + a 66 )
4F
x 3y
4F
x 2y 2
2 a 16
4F
x y 3
+ a 11
4F
y 4
= 0
(1)
where F is a stress function. The constants in Eq. (1) are given by Jones [11] as,
x a 11 a 12 a 16 x

y = a 12 a 22 a 26 y
a a
a 66 xy

xy 16 26
(2)
where:
a 11 = a 11 cos
a 12 = a 12 (sin
a 22 = a 11 sin
+ ( 2 a 12 + a 66 ) sin
4
4
+ cos
a 16 = ( 2 a 11 a 12 a 66 ) sin cos
a 26 = ( 2 a 11 a 12 a 66 ) sin
+ a 22 sin
cos
cos
+ a 22 cos
(3)
( 2 a 22 a 12 a 66 ) sin
cos ( 2 a 22 2 a 12 a 66 ) cos
a 66 = 2 ( 2 a 11 + a 22 4 a 12 a 66 ) sin
a 11 =
) + ( a 11 + a 22 a 66 ) sin
+ ( 2 a 12 + a 66 ) sin
cos
cos
+ a 66 (sin
cos
3
sin
+ cos
1
1
1
; a 12 = 12 = 21 ; a 22 =
; a 66 =
E1
E1
E2
E2
G 12
(4)
F is chosen as a fifth order polynomial in order to satisfy the governing differential equation,
F=
x 2y3
y5
xy 4
x2y
xy 2
y3
x2
d5 +
f5 +
e5 +
b3 +
c3 +
d3 +
a2
6
20
12
2
2
6
2
(5)
substituting F into Eq. (1) gives,
e5 =
2 a 16
d 5 = md
a 11
(6)
940

f5 =
2 a 12 a 66 + 2 a 16 m
d
3 a 11
= nd
;m =
2 a 12 a 66 + 2 a 16 m
2 a 16
;n =
a 11
3 a 11
(7)
The boundary conditions will be:

y = c
= 0; y = c
= q / t; y = m c
x = L
(8)
= 0
xy
xy
= qL ; x = L
tdy
xy
tdy
(9)
= qL
x = mL
tdy = 0 ; x = m L
(10)
= 0
tydy
The stress components are found from the F function as,
2F
= x 2 yd
y 2
+ y
f 5 + xy
xy =
2F
xy
e 5 + xc
+ yd
= xy 2 d 5
y3
2F
d
=
2
3
x
+ yb
+ a2
y3
e 5 xb 3 yc 3
3
(11)
(12)
From the boundary conditions, the constants are obtained as,

a2 =
3q
3 qL 2
9 qn
qm
q
3q
3 qm
3 qn
, d5 =
,
,
,
,
,
b
e
f
c
d
=
=
=
=
=
+
3
5
5
3
3
2t
4 tc
4 tc
20 tc
4 tc 3
4 tc 3
4 tc 3
4 tc 3
(13)
Hence, the elastic stress components become,
qm
3q
L2 x 2 y +
4 tc 3
4 tc
xy
3y2
1 2
c
3q
xy
4 tc 3
3 qn
x
4t
y3
3y
3
5c
c
qm
3q
y3
4 tc 3
4 tc
q
3q
q
y
+
4 tc 3
4 tc
2t
qm
4 tc
(14)
(15)
3. Elasticplastic solution
The equations of equilibrium for the plane-stress case,neglecting the body force, are given as,
xy
0 ;
xy
(16)
If the length of the beam is very large in comparison with its height and q is chosen to be a small value,
y can be neglected in comparison with x and xy. Steel fiber reinforced thermoplastic composites have the
same yield points in tension and compression; therefore the TsaiHill theory is used as a yield criterion in this
study. The equivalent stress in the first principal material direction is given as,
2
1
X
Y
2
2
2
2
X
S
2
2
941
2
12
= X
(17)
where X, Y are the yield points in the 1st and 2nd principal material directions, respectively and S is the
shear yield strength in the 12 plane. It is assumed that the yield strength (Z) in the 3rd direction is equal to Y
and yield points of pure shear in the 13, and 23 planes are equal to S. The stress components in the principal
material directions are written as,
1 = X cos 2 + 2 xy sin cos
2 = X sin 2 2 xy sin cos
(18)
12 = X sin cos + xy (cos sin )

2
Substituting
1, 2
and
12
y =0
into the second equation of equilibrium gives
in Eq. (17) and differentiating it with respect to x gives
= f ( y)
xy
= 0 putting the stress components
x
=
0 .
integration of which gives x

. By substituting x in Eq. (16), it is found that x and xy are
constants in the plastic region. In the beam, the plastic region begins at the lower and upper edges. Along these
edges the shear stress is equal to zero and, for a perfectly plastic material, x can be taken as a constant C at the
upper and lower surfaces, where C is the yield point of the composite in the x direction. When the plastic zone is
expanded for a perfectly plastic material,
is again taken as C = X1 and
(17) gives the yield point in the x direction for the orientation angle
xy
is zero. Putting Eq. (18) into Eq.
,
(19)
X1 =
cos
sin
cos
sin
Y 2
sin
cos
3.1. An elasticplastic solution for =0 orientation angle
In order to satisfy both the governing differential equation and the boundary conditions in the elastic
region of the elastic-plastic part, the stress function F is chosen as,
F =
(20)
d5 2 3
f
g
b
a
x y + 5 y5 + 3 y3 + 3 x2 y + 2 y2
6
20
6
2
2
Substituting the stress function into the governing differential equation gives the following relation,
(2 a
12
+ a 66 2 yd
2 a 12 + a 66
+ 6 a 11 yf 5 = 0 f 5 =
3 a 11
d 5 = rd
(21)
The stress components are:
2F
y 2
= d
y + f5 y
xy =
2F
xy
+ g
y + a
+ d
y;
= xy 2 d 5 xb 3
942
2F
x2
= 0
(22)
(23)

The boundary conditions for this beam are given (as shown in Fig. 2) as,
y = h1
xy
= 0; y = h2
xy
= 0
(24)
h2
xy
(25)
tdy = qx
h1
The resultant of
; y
(26)
at any section is equal to zero:

h
X 1 t (c h1 ) + X 1 t (c h 2 ) +
The resultant moment of
X 1 t (c h1 )
x t dy
= 0
(27)
at any section (x) is equal to the bending moment:

h2
c + h1
c + h2
+ X 1 t (c h 2 )
+
2
2
h1
L2 x 2
x tydy = q
(28)
From the boundary conditions, the unknown parameters are determined as,
X
h1 = h
a 2 = 0 , b 3 = d 5 h1 ,
L2 X
+ q
2t
X 1
qr
+
3
5t
d5 =
4 th 1
(29)
X
2
, g 3 = 1 d 5 x 2 rd 5 h 1
/3
h1
(30)
The stress components can be found by using these parameters.
3.2. Elasticplastic solution for the inclined orientation angles

For the inclined orientation angles, the stress function F for the elastic region in the elasticplastic part is chosen as
the following,
F = d5
x2y2
y5
xy 4 3 xy 2
xy 2
y3
x2
y2
+ f5
+ e5
b
+ c3
+ d3
+ a2
+ b2
6
12
2
2
6
2
2
20
(31)
Substituting the derivative values into Eq. (1), gives the following equation,
[(2 a 12
+ a
66
)2
4 a 16 e
+ 6 a 11 f
]y
4 a 16 d
+ 2 a 11 e
]x
= 0
In order to satisfy the equation, each term of x and y must be equal to zero. Hence,
e5 =
2 a 16
d
a 11
= md
; f
2 a 1 2 a 66 + 2 a 16 m
= nd
3 a 11
943
(32)

The stress components are:
2y
= d 5 x 2 y + f5 y
y2
2 f
= d 5 xy
x y
xy
+ e 5 xy
+ c3 x + d 3 y + b2
(33)
e5 3
y b3 x c 3 y
3
(34)
If Eq. (32) is put into Eqs. (33) and (34), the stress components are found as,
= d5x
y + nd
= d 5 xy
xy
md
3
+ md
xy
+ c3x + d 3 y + b2
(35)
b3 x c3 y
The parameters d5, b3, c3, b2, h1, h2 are determined from the boundary conditions. Using the boundary conditions in
Eqs. (24)(25), they are obtained as,
c 3 = d 5 x (h 2 h 1 )
d5 =
md
3
(h
2
1
x
(h 1 + h 2
6
h1 h 2 + h 2
)3
); b
qx
t
m
+
(h 1 + h 2
12
= d 5 h1 h 2 +
md 5
(h 1 h 2 )h 1 h 2
3x
(36)
(37)
)3 ( h 2
h1 )
From the boundary conditions in Eqs. (26)(28) the other parameters are determined as,
d5 =
X 1 (h1 h2 )
(h h2 ) d x 2 + h1 h2 nd h 2 + h 2 md x
; b2 = 1
1
5
5
2
5
3
3
2
2
n (h1 h2 )(h1 + h2 ) mx (h1 + h2 )
4
6
d3 =
2X1
2
d 5 x 2 h 2 1 h1 h 2 + h 2 nd 5 + ( h1 h 2 ) md 5 x
h1 + h 2
(38)
(39)
If the parameter d5 is substituted into Eq. (39), then it is obtained as,

12 X 1 (h 2 h 1 )
3 n (h 1 h 2 ) 2 mx
12 qx
t [2 x + m (h 2 h 1
)]
(40)
Solution of the above equation gives,
u =
2 xX 1 t + 3 qxn +
( 2 xX
t + 3 qxn
2 X 1 mt
1
)+ 8 X
m 2 tqx
; h 2 = h1 + u
With the arrangement Eq. (28), it is obtained as,
944
(41)
nd s
(2h1 + u ) 8(h1 + u )4 + 8h1 4 + 2h13 + (h1 + u ) + 2h1 (h1 + u )3 12h1 2 (h1 + u )2
60
2
md 5
2
X
(2h1 + u )3 u X 1c 2 + 1 h1 2 + h1u + u 2 + q L x = 0
+
12
3
2t
(42)
Finding h1 by using the NewtonRaphson method gives the other unknown parameters.
4. Sample and Discussion

During the analytical solution steel fiber-reinforced thermoplastic composite beams are used as shown
in Fig. 3. Its mechanical properties and yield points are given in Table 1. Elastic-plastic stress analysis is carried
out on the composite beams supported from two ends, under the uniformly distributed load for 0o, 15o, 30o and
45o orientation angles. The intensity of the uniform force is chosen to be a small value (q=1 N/mm) in order to
ignore the stress component y in comparison with x and xy. When the length of beam reaches a critical
value, plastic collapsing occurs. The length of the beam from plastic region to plastic collapsing is given in Table
2. The beam length must be chosen within these ranges. If the beam length is smaller than the lower limit, plastic
region does not occur. If the beam length is larger than upper limit, plastic collapsing occurs. As seen from the
Table 3, the half length of the beam (L) is chosen at 100, 95, 75 and 55 mm for 0o, 15o, 30o and 45o orientation
angles in order to prevent plastic collapsing. As seen from this table, the half length of the beam for lower sides
is higher to upper sides 0o and 15o. However the plastic region expands dissimilarly at the upper and lower sides
of the beam for 30 and 45 orientation angles. The expansion of the plastic region and the plastic, elastic, and
residual stress components of x for 0o, 15o, 30o and 45o orientation angles at some sections are given in Table
4. As seen from this table, x is maximum at the middle sections of the beams. It is tensile and compressive at
the upper and lower surfaces of the beam, respectively. It becomes smaller at points away from the middle
vertical axis. It is greatest for 0 orientation angle. The intensity of the residual stress component of xy is given
for the middle section. It is small in comparison with the stress component x.
The distribution of the residual stress component of x for 0 orientation angle is shown in Fig. 4. As
shown in this figure, it has the greatest values at the upper and lower surfaces and at the boundary of the elastic
and plastic regions. It becomes smaller at the sections futher away from the middle section. The distribution of
the residual stress component of x for 15 orientation angle is illustrated in Fig. 5. As shown i this figure, its
intensity is the greatest at the boundary of the elastic and plastic regions, for sections near the middle section.
The magnitude of the residual stress component of x are shown in Fig. 6 and 7 for 30 and 45 orientation
angles, respectively. For both cases, It is the greatest at the middle section and becomes smaller at the sections
futher away from the middle section. As shown in the figures, when the orientation angle is further increased, the
residual stresses component decreases.
5. Conclusions
The results given below are concluded in this investigation:
1. Plastic yielding begins earlier at the lower surface for 30o and 45o orientation angles, whereas; it begins earlier at the upper
surface for 0o and 15o orientation angles.
2. The magnitude of the residual stress component of
x is greatest at the upper and lower surfaces. It reaches its maximum
value for 0 orientation angle.

x for further expanded plastic regions becomes greater at the elastic
and plastic boundary.

xy is greatest on or around the x axis. It is much smaller than that of
x.
5. The beam length must be chosen so as to be upper and lower limits.
945

Table 1. Mechanical properties and yield points of the composite beam
E1
E2
G12
(MPa)
(MPa)
(MPa)
38000
1300
360
12
0.25
Axial Strength
Transverse Strength
Shear Strength
(X)(MPa)
(Y) (MPa)
(S) (MPa)
37
13
Table 2. The half length of the beam for the plastic collapsing
Orientation Angles
0
15
30
45
Half Length of the
Lower sides
115
103
71
52.5
Beam L (mm)
Upper sides
95
94
76
57.5
Table 3. The length of the plastic region

Orientation angle
15
30
45
X1 (MPa)
37.0
29.62
16.04
9.33
Half length of the beam, L (mm)
100
95
75
55
Table 4. Residual stress components of

(
h1
h2
(mm)
(mm)
(mm)
x p
x e
x r
( MPa)
(
x p
x e
x r
xy r
upper
upper
upper
lower
lower
lower
on the
surface
surface
surface
surface
surface
surface
x axis
4.91
4.91
-37.00
-21.49
-15.50
37.00
21.49
15.50
0.025
4.93
4.93
-37.00
-21.39
-15.60
37.00
21.39
15.60
-0.027
10
4.99
4.99
-37.00
-21.06
-15.93
37.00
21.06
15.93
-0.091
15
5.08
5.08
-37.00
-20.52
-16.47
37.00
20.52
16.47
-0.175
20
5.20
5.20
-37.00
-19.76
-17.23
37.00
19.76
17.23
-0.285
25
5.35
5.35
-37.00
-18.78
-18.21
37.00
18.78
18.21
-0.422
4.04
4.04
-29.62
-21.25
-8.36
29.62
21.25
8.36
0.025
4.07
4.27
-29.62
-21.34
-8.27
29.62
21.34
8.27
0.114
10
4.16
4.57
-29.62
-21.21
-8.40
29.62
21.21
8.40
0.160
15
4.31
4.91
-29.62
-20.87
-8.74
29.62
20.87
8.74
0.136
20
4.51
5.31
-29.62
-20.31
-9.30
29.62
20.31
9.30
0.034
25
4.75
5.76
-29.62
-19.53
-10.08
29.62
19.53
10.08
-0.133
1.68
1.68
-16.04
-15.59
-0.45
16.04
15.59
0.45
0.025
1.81
1.97
-16.04
-15.60
-0.44
16.04
15.60
0.44
3.991
10
2.16
2.48
-16.04
-15.39
-0.64
16.04
15.39
0.64
4.384
15
2.65
3.12
-16.04
-14.97
-1.07
16.04
14.97
1.07
3.146
20
3.20
3.84
-16.04
-14.33
-1.71
16.04
14.33
1.71
1.859
25
3.80
4.60
-16.04
-13.47
-2.56
16.04
13.47
2.56
0.862
3.28
3.28
-9.33
-15.61
6.27
9.33
15.61
-6.27
0.025
0o
15o
30o
45o
946

5
3.40
3.40
-9.33
-15.50
6.16
9.33
15.50
-6.16
0.364
10
3.74
3.74
-9.33
-15.17
5.84
9.33
15.17
-5.84
0.405
15
4.24
4.24
-9.33
-14.63
5.30
9.33
14.63
-5.30
0.179
20
4.86
4.86
-9.33
-13.87
4.54
9.33
13.87
-4.54
-0.152
25
5.55
5.55
-9.33
-12.89
3.56
9.33
12.89
-3.56
-0.488
Fig. 1. Simply supported composite beam under a transverse uniformly distributed load
Fig. 2. Elastic and plastic regions in the composite beam
Fig. 4. The distribution of the residual stress component of
Fig. 3. Final product of the beam
x and xy (elastic/ elastic-plastic stress) for 0o orientation
angles along the sections of beam
x and xy (elastic/ elastic-plastic stress) for 15o orientation
angle along the sections of beam

along the sections of beam
x and xy (elastic/ elastic-plastic tress) for 30o orientation angle
947
x and xy (elastic/ elastic-plastic stress) for 450 orientation
angle along the sections of beam
References
1.
Jeronimidis G, Parkyn AT. Residual stresses in carbon fibre-thermoplastic matrix laminates. J Compos Mater 1998;
22(5): 401-15.
2. Chung I, Sun CT, Chang IY. Modelling creep in thermoplastic composites. J Compos Mater 1993; 27(10): 100929.
3. Domb MM, Hansen JS. The effect of cooling rate on free-edge stress development in semi-crystalline
thermoplastic laminates. J Compos Mater 1998; 32(4): 361-85.
4. Akay M, zden S. 1994. Measurement of residual stresses in injection moulded thermoplastics. Polym Test 1994;
13: 323-54.
5. Akay M, zden S. Influence of residual stresses on mechanical and thermal properties of injection moulded
polycarbonate. Plast Rubber Compos Process and Appl 1996; 25(3): 138-44.
6. Owen DRJ, Figueiras JA. Anisotropic elasto-plastic finite element analysis of thick and thin plates and shells. Int J
Numer Methods Eng 1983; 19: 541-66.
7. zcan R. Elasto-plastic stress analysis in thermoplastic composite laminated plates under in-plane loading. Compos
Struct 2000; 49: 201-8.
8. Aykul H, Ata C, Akbulut H. Elastic-Plastic Stress Analysis and Plastic Zone Propagation in Fiber Reinforced
Thermoplastic Laminates Using Finite Element Method. J Reinf Plast Compos 2001; 20(15): 1301-25
9. Aykul, H., Kaya, S. An elastic-plastic and residual stress analysis steel reinforced hermoplastic composite
cantilever beam, Mater Design 2010; 31: 3474-3481.
10. Lekhnitskii SG. Anisotropic plates theory. Gordon and Breach Science Publishers; 1968
11. Jones RM. Mechanics of composite materials. Taylor & Francis, 1999
948
Chapter 5
FUZZY LOGIC
949
Design of a Stable Takagi-Sugeno Fuzzy Control

System via LMIs with Constraint on the
Input/Output & Initial State Independence
Manafeddin Namazov1, Burak Tekgn2, brahim Emre elikkale3
1,2,3
1
Cumhuriyet niversitesi Elektrik-Elektronik Mhendislii Blm 58140 Sivas/TRKYE

mnamazov@cumhuriyet.edu.tr, 2btekgun@cumhuriyet.edu.tr, 3ecelikkale@cumhuriyet.edu.tr
Abstract:This paper considersdesign of a stable Takagi-Sugeno fuzzy control system via linear matrix
inequalities (LMIs) with constraint on the input/output & initial state independence. Firstly, the necessary
condition for the closed loop systems stability was given using LMIs. In addition to this condition the
following three theorems were given concerning input & output constraint and initial state independence.
Using these theorems, fuzzy control algorithm was designed for a concrete plant. The model was then
implemented in MATLAB/Simulink and LMI Toolbox.
Key words: T-S fuzzy model, LMIs, PDC, I/O constraints, initial state independence.
Introduction
Design of a fuzzy control system can be realized in two different methods, namely Mamdani models and TakagiSugeno (T-S) fuzzy models. Rule-based fuzzy systems include Mamdani models considered in [1] and [2], and
model-based fuzzy systems include Takagi-Sugeno (T-S) fuzzy models in [4]. This paper will only consider T-S
fuzzy models [2,5,6] due to their important features such as optimality and robustness which do not exist in
Mamdani models [7,8].
A general T-S model employs an affine model with a constant term in the corresponding part for each rule. If
each rule is regarded as a part of the system and a controller is designed to stabilize these corresponding parts, it
will be found that the overall system will be stabilized.In [3], this controller structure called parallel distributed
compensation (PDC) is introduced. This structure utilizes a fuzzy state feedback controller which mirrors the
structure of the associated linear T-S model. The idea is that for each local linear model, a linear feedback
control is designed. The resulting overall controller, which is nonlinear in general, is a fuzzy blending of each
individual linear controller. Applications of T-S model together with PDC controller have achieved many
successes in real systems [11,14].
In order to derive the T-S fuzzy model from given nonlinear system equations, local dynamics in different state
regions are represented by linear models. The overall model is the combination of these local models obtained by
fuzzy blending. The fuzzy control design is realized via PDC scheme [9][10]. The PDC controller is primarily
used to derive a control rule from the corresponding rule of the T-S fuzzy model so as to compensate for it. The
resulting overall fuzzy controller, which is a fuzzy mixture of individual linear controllers, is nonlinear in
general. This concept was used by [10] to design fuzzy controllers that ensure the stability of fuzzy systems.
950
In many control systems, it is vital to consider the limiting factors such as saturation of actuators. In actuators,
the amplitudes and rates of change of signals are bounded to certain maximum levels. A particular control
system that performs properly in the presence of input/output and state constraints should be designed [14]. It is
possible that a controller will generate control signals that cannot be followed by the physical system: for
instance, trying to rotate a DC motor shaft with excessive speed. This attempt may produce undesired behavior
of the system. Therefore, an additional constraint is needed for the stabilization approach of T-S fuzzy model.
The analysis of the stability of T-S fuzzy systems with constraint on the input/output and initial state
independence is not only of theoretical interest, but also of practical value.
In this paper we will consider a T-S model with PDC controllers with constraint on the input/output and initial
state independence and its model designed in MATLAB/Simulink and LMI Toolbox.
2
T-S Fuzzy Model
A T-S fuzzy system is described by fuzzy IF-THEN rules that represent locally linear input-output relations of a
system. The overall fuzzy model of the system is obtained by fuzzy blending of linear system models. The ith
rule of this continuous fuzzy system is of the following form:
IF z1 t M i1 and and zn t M in THEN

x Ai x Bi u
where, z t [ z1 t , z2 t ,, zn t ] is the premise variable vector whose elements may be states, measurable
external variables and/or time, x Rn1 is the state vector, M ij are input fuzzy sets, u Rm1 is the control vector
input, Ai Rnn is the state matrix and Bi Rnn is the input matrix. Given a pair of ( x t , u(t )) the final output of
the fuzzy system is inferred as:
w z Ai x Bi u
i 1 i
(2.1)
w z
i 1 i
wi z M ij ( z j )
(2.2)
j 1
M ij is the membership function of the jth fuzzy set in the ith fuzzy rule. Let,
i z
wi z
(2.3)
w z
i 1 i
where i z is the normalized weight for each rule. Then (2.1) may be expressed as:
r
x i z Ai x Bi u
(2.4)
i 1
Since wi z 0 and
w z 0 , we have z 1 and i z 0
i
i 1
i 1
951
Parallel Distributed Compensation
Designing a fuzzy controller for the control of a nonlinear system described by a T-S fuzzy model, PDC provides
us to easy and straightforward procedure.
In PDC design, for each rule of the fuzzy model we construct a control rule separately. The designed fuzzy
controller and the T- S fuzzy model share the same fuzzy sets in premise parts. There are linear controllers in
consequent parts of the control rules. As a matter of fact the ith rule of the controller is:
IF z1 t M i1 and and zn t M inTHEN u -Ki x

In this case fuzzy control rules have linear controllers (state feedback controllers) in consequent parts but the
overall fuzzy controller is non-linear in general. Thus, the entire fuzzy controller is of the following form:
w z K x z K x
u
w z
r
i 1 i
r
i 1 i
(3.1)
i 1
The design problem is calculating the local feedback gains K i in consequent parts.
Stability Analysis with Constraint on the Input/Output and Initial State Independence
The stabilization of a fuzzy control system has been investigated extensively in the non-linear system stability
[10]. The main issue is selecting K i coefficient matrices to stabilize the non-linear system. Tanaka and Sugeno
derived the stability conditions corresponding to a quadratic Lyapunov function.
When we replace (3.1) in (1.4), the control system can be represented as:
x i z j z Ai - Bi K j x
r
(4.1)
i 1 j 1
x i z i z Ai - Bi Ki x i z i z Gij
(4.2)
Gij Ai - Bi K j Aj - B j Ki , i j subject toi z j z
(4.3)
i 1
i 1 i j
Where
Theorem 1 [10]: the closed loop fuzzy control system can be stabilized via the PDC controller if there is a
common positive definite matrix P which satisfies the following Lyapunov inequalities:
( Ai Bi Ki )T P P( Ai Bi Ki ) 0, i 1, 2,...r
Gij T P PGij 0, i j r
(4.4)
When we pre-multiply and post-multiply both sides of inequalities (4.4) and change variables as follows:
Y P 1
X i K iY
(4.5)
we obtain
N i YAi T AY
- Bi X i - X i T Bi T 0
i
Oij Y ( Ai Aj )T Ai Aj Y - Lij - Lij T 0
(4.6)
where Lij Bi X j B j X i
952
According to the basic LMI lemma [11] we can convert (4.6) into equivalent linear matrix inequalities. Than we
can rewrite (4.6) in the following form:
Ni
0
0
0,
I
Oij
0
0
0
I
(4.7)
If there exists a common positive solution for LMIs in (4.7) than stability is guaranteed. In accordance with
theorem 1, a practical realization was given in [10]. In this paper, constraint on the input/output and initial state
independence was introduced in addition to [10].
Theorems 2-4 represent input/output constraints and initial state independence conditions, respectively.
Theorem 2 [10]: Assume that the initial condition ( ) is known. The constraint ( )
times
if the following LMIs hold:
T
1
Y
x 0
0,
Y
x 0
X i
X iT
0
2 I
is enforced at all
(4.8)
Theorem 3 [10,15]: Assume that the initial condition x 0 is known. The constraint y (t ) 2 is enforced at all
times t 0 the following LMIs hold:
T
1
Y
x 0
0,
x
0
Y
CiY

YCi T
0
2 I
(4.9)
Theorem 4 [10]: Assume that x(0) , where x(0) is unknown but the upper bound, , is known. Then,
T
1
1
x 0
0,
Y
x(0)i
x 0
x(0)iT
0
2 I
(4.10)
Description of the Plant
The design approach is illustrated by considering the problem of balancing an inverted pendulum controlled by a
dc motor via a gear train [12].
The state variables and plant output are as follows:
d
x1 p , x2 p wp , x3 I a , y x1
dt
The state equations describing the plant can be written as:
x2
x1
0
x ( g / l )sin x ( NK / ml 2 ) x 0 u
1
m
3
2
x3 ( Kb N / La ) x2 Ra / La x3 1 / La
(5.1)
where K m is the motor torque constant, K b is the back emf constant and N is the gear ratio. Acceptable plant
parameters are g 9.8 m / s2 , l 1m , m 1kg , N 10 , Km 0.1 Nm / A , Kb 0.1Vs / rad , Ra 1 and
La 100 mH . Then with these parameters, (5.1) becomes
953
x2
x1
0
x1
x 9.8sin x x 0 u , y 1 0 0 x
2
1
3
2

x3 10 x2 10 x3 10
x3
(5.2)
5.1 T-S Fuzzy Model of the Plant

The two-rule T-S fuzzy model is as follows:
x A1 x B1u
Rule1 : IF x1 t is M 1 THEN
y C1 x
x A2 x B2u
Rule 2 : IF x2 t is M 2 THEN
y C2 x
(5.3)
Here,
1
0
0
0
A1 9.8 0
1 , B1 0 ,
0 10 10
10
C1 1 0 0
0
0 1
0
A2 0 0
1 , B2 0 ,
0 10 10
10
C2 1 0 0
sin x1 t / x1 t , x1 t 0
M 1 x1 t
1,
x1 t 0 (5.4)
M 1 and M 2 are fuzzy sets defined as:
M 2 x1 t 1 M 1 x1 t
The fuzzy model completely represents the Dynamics of the nonlinear system under x1 t conditions.
5.2 Computer Simulation and Results

The closed loop control system was constructed in Simulink. Closed loop control system and Fuzzy operations
block is shown in Fig. 1.
1
x1
~=
Saturation
0
Constant
Relational
Operator
1
Product
w1
Product2
w2
sin(u[1])
w1
Fcn2
x1
x1
Fcn3
x2
==
Fuzzy Operations
0
x3
Constant1
1
xo s
Product3
1/(u[1])
w2
A1* u
Relational
Operator1
Scope
~=
Integrator
B1*K1* u
Constant2
Relational
Operator2
1-(u[1])
[1 0 0]
Fcn1
Constant
==
A2* u
0
Constant3
B2*K2* u
Relational
Operator3
Product1
0
Constant4
(a)
(b)
Fig. 1. Simulink implementation of the two-rule T-S fuzzy control system (a) Fuzzy Operations block (b)
954
For calculating control law and solve the linear matrix inequalities, a MATLAB code was written in LMI
Toolbox [13]. The system response and control output for initial conditions x1 (0) 1 , x2 (0) 0 and x3 (0) 0 is
shown in Fig. 2, where K1 and K 2 were determined as:
K1 [7.6077 2,1571 -0,3621]

x1
K2 [13,2030 4,3228 0,0679]
-5
0.5
-10
0
0.5
x2
-5
-0.5
-10
u2
-1
0
u1
-15
10 0
10
Fig.2. System response (x1, x2) and control output (u1, u2)
6
Conclusion
This paper presents fuzzy Lyapunov approach to the stabilization of Takagi-Sugeno fuzzy models with
constraint on the input & output and initial state independence. This model can be handled as linear matrix
inequality problem which can be solved using LMI Toolbox in MATLAB. As stated earlier; asymptotic stability
is of great importance to the research of fuzzy control systems. This approach gives less conservative results and
very good effects are obtained for an inverted pendulum controlled by a dc motor via a gear train. Future work
might consider optimality in terms of various performance indices and robustness properties based on T-S fuzzy
model.
References
1.
Zadeh, L. A. (1973). Outline of a new approach to the analysis of complex systems and decision processes. IEEE
Trans. Systems, Man, and Cybernetics, vol. 3, no. 1, pp. 28-44.
2. Mamdani, E. H. (1977). Application of fuzzy logic to approximate reasoning using linguistic systems. Fuzzy Sets
and Systems, vol. 26, pp. 1182-1191.
3. Wang, H. O., Tanaka, K., and Griffin, M.F. (1995). Parallel distributed compensation of nonlinear systems by
Takagi-Sugeno fuzzy model. In Proc. FUZZ-IEEE/IFES95, pp. 531-538.
4. Takagi, T. and Sugeno, M. (1985). Fuzzy identification of systems and its applications to modeling and control.
IEEE Trans. Syst., Man, Cybern., vol. SMC-15, pp. 116-132, Jan.
5. Pedrycz, W. and Reformat, M. (1997). Rule-based modeling of nonlinear relationships. IEEE Trans. Fuzzy
Systems, vol. 5, no. 2, pp. 256-269.
6. Yager, R. and Filev, D. 1994. Essentials of Fuzzy Modeling and Control. NY: J. Wiley & Sons.
7. Assilian, S. and Mamdani, E.H. (1974). An Experiment in Linguistic Synthesis with a Fuzzy Logic Controller. Int.
J. Man-Machine Studies, vol. 7(1), pp. 1-13.
8. Kickert, W. J. M. and van Nauta Lemke, H. R. (1976). Application of a Fuzzy Controller in a Warm Water Plant.
Automatica, vol. 12(4), pp. 301-308.
9. Tanaka, K. and Sugeno, M. (1992). Stability analysis and design of fuzzy control systems. Fuzzy Sets Syst., Vol.45
No.2, pp.135-156.
10. Tanaka, K. and Wang, H. O. 2001. Fuzzy Control Systems Design and Analysis: A Linear Matrix Inequality
Approach. New York: John Wiley & Sons, Inc.
11. Hong, S. K. and Langari, R. (1998). Synthesis of an LMI-based fuzzy control system with guaranteed optimal H
performance. Proc. FUZZ-IEEE98, pp. 422-427.
955

12. Kuschewski, J. G., Hui, S. and Zak, S. H. (1993). Application of Feedforward Neural Networks to Dynamical
System Identification and Control. IEEE Trans. Cont. Sys. Tech., vol. 1.
13. Gahinet, P., Nemirovski, A., Laub, A. J. and Chilali, M. 1995. LMI Control Toolbox for Use with MATLAB. The
MathWorks Inc., Natick.
14. Namazov, M., Basturk, O. (2010). Computer Simulation of a Stable Takagi-Sugeno Fuzzy Control System
Designed via Linear Matrix Inequalities. International Symposium on Innovations in Intelligent Systems and
Applications, pp. 244-249.
15. Namazov, M., Tekgun, B., Celikkale, I.E (2011). Design of Stable Takagi Sugeno Fuzzy Control System via LMIs
with Constraint on the Output. The Third Conference on Mathematical Sciences, pp. 1989-1995. Jordan, 27-28
April.
Biographies
Manafeddin Namazov was born in Azerbaijan in 1963. In 1986, he graduated from Saint Petersburg Electrotechnical
University "LETI" (ETU, The Faculty of Computing Technologies and Automation, Russian Fed.). He received his PhD
degree in computer science from the St. Petersburg Institute for Informatics and Automation of the Russian Academy of
Sciences (SPIIRAS) in 1993. He is currently an Associate professor in the Dept. of Electrical & Electronics Engineering,
Cumhuriyet University (Turkey).
His current research interests include fuzzy control, automatic control, and automatic control of robot
manipulators.
Burak Tekgun - was born in Sivas, TURKEY in 1985.He received his BS degree from the Electrical & Electronics Eng.
Dept. of Cumhuriyet University, TURKEY in 2008. Mr. Tekgun is currently a masters student in the field of Control Theory
and is a research assistant at the same institution.
His research interests include fuzzy logic control, optimal control and robust control, and his recent publications are
concentrated on fuzzy logic control of nonlinear dynamic systems.
Ibrahim Emre Celikkale was born in Izmir, TURKEY in 1984.He received his BS degree from the Celal Bayar
University (Mechanical Eng.), TURKEY in 2006, and received his masters degree from the University of Pennsylvania
(MEAM), PA, USA in the field of mechatronics in 2009. Mr. Celikkale is currently a PhD Student at Cumhuriyet University,
TURKEY in the field of Machine Theory and Dynamics and is a research assistant at the Electrical and Electronics
Engineering Dept. of the same institution.
His research interests include dynamics and control of robotic systems, fuzzy logic control, optimal control and
robust control, and his recent publications are concentrated on fuzzy logic control.
956
Fuzzy Logic Control Design for a 2-Link Robot

Manipulator in MATLAB/Simulink via
Robotics Toolbox
Manafeddin Namazov1, brahim Emre elikkale2, Burak Tekgn3
Cumhuriyet niversitesi Elektrik-Elektronik Mhendislii Blm 58140 Sivas,TRKYE
1
mnamazov@cumhuriyet.edu.tr, 2ecelikkale@cumhuriyet.edu.tr, 3btekgun@cumhuriyet.edu.tr
1,2,3
Abstract. In this paper, it is aimed to achieve fuzzy logic control of a simple 2-link robot manipulator via
Robotics and Fuzzy Logic Toolboxes of MATLAB. Blocks from these toolboxes were blended in Simulink
environment in order to obtain the simulations. The robot block available in the Robotics Toolbox was used
to create the model by modifying the block parameters. Next, a PD-controller was designed and optimized,
whose results, in turn, acted as a guide for generating the fuzzy rule-base of the fuzzy controller. The fuzzy
controller was then designed and implemented into the system using the Fuzzy Logic Toolbox. Finally, the
fuzzy control system that has satisfactory reference tracking performance was simulated for various inputs.
Key words: Fuzzy control, Robotics Toolbox, 2-link robot manipulator.
Introduction
These days, robot manipulators are widely used in manufacturing, and tuning of the controllers is an actual
problem in the control of these systems. Classical controller schemes require tuning for each reference and
disturbance signals. Using the advantageous features of fuzzy controller scheme, control of plants with a wider
range of reference and disturbance signals can be handled [12,17].
There are several approaches for robot manipulator control that are well defined in literature [2,3,6,7]. However,
one of these approaches, namely, computed-torque control, provides a quite satisfactory performance
particularly when the robot arm parameters are known fairly accurately [7]. This method was first introduced in
Pauls 1972 report [1], and the name was first used in Markiewicz and Bejczy [2,3,15].
A fundamental problem in robot control is to accomplish the task of tracking a desired trajectory with adequate
precision. In classical robot manipulator control, tuning of the controllers are achieved by ranging the controlled
variables. However, in real applications, control systems are subject to external effects such as noise and
disturbance. In order to suppress the undesired effects of these inputs, the fuzzy control algorithm, which allows
for control in a wider interval of the controlled variables, is implemented.
In contrast with the conventional methods, fuzzy control schemes based on the Fuzzy Set Theory, proposed by
Zadeh [8], provides a more effective method for the analysis and control of relatively complex, mathematically
difficult to model, nonlinear, time-varying systems. One of the most significant strengths of fuzzy control is the
ability to be successfully applied to complex systems such as Mamdanis steam engine and boiler combination
[9], Kickerts warm water plant [10] and Ostergaards heat exchanger system [11] using experience, or control
engineering knowledge without a mathematical model of the plant [12,13].
Modeling the robot manipulator, design and analysis of the fuzzy control algorithm and acquisition of the
simulation results using the strong computational tools listed above are of primary interest to this research. The
main advantage of using such computational tools is the ability to address the issue of synthesis and analysis of
957
such complex systems in a very easy and compact manner. In this paper, we first introduce the model of the
robot manipulator. Then, a PD-controller is implemented and optimized for the desired operation regime. Next,
the design procedure of a fuzzy controller based on optimized PD parameters, which performs fuzzy tuning is
described. This paper focuses on the design of fuzzy logic control of a simple 2-link robot manipulator via
simultaneous application of Simulink, Robotics Toolbox and Fuzzy Logic Toolbox of MATLAB.
2
Model of the Robot Manipulator
The robot manipulator is modeled so as to obtain a solution to the inverse dynamics problem in which the
torques applied by the actuators is computed in order to follow a prescribed trajectory. In other words, the goal
of this model is to determine the torque regimes required to achieve given position, velocity and acceleration
objectives for each link of the robot manipulator. Manipulator dynamics deals with the equations of motion in
order to obtain such a solution [4]. In a general sense, this problem is formulated as follows [5];
(t ) D(q(t ))q(t ) h(q(t ), q(t )) c(q(t))
(2)
where(t) is the torque vector, q is the vector of generalized coordinates, D is the inertial matrix, h is the Coriolis
and centrifugal terms, and c is the gravitational term. The 2-link robot manipulator of interest is illustrated in Fig.
1 [5].
Fig. 1. 2-link robot manipulator used as the plant of the fuzzy control system [6]
Equations of motion for the robot manipulator can be calculated as follows [5]:
4
1
1
1
m l 2 m2l 2 m2C2l 2
m2l 2 m2l 2C2
1 3 1
3
3
2
1

1
1
1
2
2
m2l 2 m2l 2C2
m2l 2
3
2
3
2 2
2
2 m2 S2l 2 m2 S2l 1 2
2 2
m
S
l
2 2
1
2
1
1
2 m1 glC1 2 m2 glC12 m2 glC1
m
glC
2
12
2
(3)
An effective computational tool for the simulation and analysis of robotic control systems is the Robotics
Toolbox for MATLAB, which is introduced by Corke [4]. Among various methods for deriving the dynamic
equations of motion [refs], the Robotics Toolbox utilizes the Newton-Euler formulation due to its computational
efficiency [18]. The overall robotic system was modeled in MATLAB/Simulink via blending the blocks from
both Simulink and Robotics Toolbox. The main components of the model include the robot object, inverse
958
dynamics (rne) and the reference trajectory (jtraj) blocks. Important features of these blocks are discussed
below.
The first block is called jtraj, which provides a reference trajectory to be followed by the robot manipulator. The
inverse dynamics (rne) block computes the torques required to accomplish the task of following the assigned
trajectory by using recursive Newton-Euler formulation. Finally, the 2-link robot manipulator is modeled based
on Denavit&Hartenberg (DH) Representation in the Robotics Toolbox of MATLAB. Input to this block consists
of the torques applied by the actuators, and it outputs the generalized coordinates and their derivatives for each
link.Kinematics and dynamics of the manipulator are compactly represented in a single matrix (dyn) [4], which
in turn, provides the Simulink robot object with the necessary parameters such as DH parameters and inertial
parameters, etc. A complete list of parameters that are passed to the robot object is given in Table 1.
Table 1. Column assignments for the dyn matrix of the Toolbox [4]
Symbol
i
Ai
i
Di
i
m
3
Description
Link twist angle [rad]
Link length
Link rotation angle [rad]
Link offset distance
Optional joint type; 0 for revolute, non-zero for prismatic
Link mass
Actual values
1 = 2 = 0
A1 = A2 = 1
1 = 2 = 0
D1 = D 2 = 0
1 = 2 = 0
m1 = m2 = 1
Fuzzy Control Design of the Robot Manipulator
Computed-torque control provides easy-to-understand schemes for robot manipulator control. In general, these
schemes work well especially when the arm parameters are known fairly precisely [7]. In this section, a fuzzy
controller will be designed based on computed-torque control scheme to improve the reference tracking
performance of the 2-link robot manipulator discussed above. The design will be carried out in Simulink
environment and will involve blocks from the Fuzzy Logic Toolbox, as well.
The first step to fuzzy control design is achieved by utilizing a PD controller scheme to find the optimized
controller gains. The optimization procedure was carried out using the Signal Constraint block of Response
Optimization Toolbox of MATLAB instead of the well-known conventional methods such as Ziegler-Nichols
and hand tuning due to their shortcomings mentioned in [12,20]. Signal constraint block allows for graphically
constraining the response signal, and optimization of the model parameters that satisfy the performance
requirements, namely, rise time, settling time, overshoot, and steady-state error [16,21,22]. Optimized
parameters for our design that satisfy given conditions were computed after six iterations as shown in Figure 2.
Fig. 2. Optimization procedure of the PD parameters in Signal Constraint Block

A fuzzy controller is then implemented on each robot arm, which utilizes the position and velocity error signals
as its inputs, and outputs a control signal to adjust the Kp and Kd parameters, accordingly. Optimal values of
these parameters are given in Table 2.
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Table 2. Optimal values for Kp and Kd parameters for each links controller
Kpopt
Kdopt
-4
Controller 1 1x10
70.4696
Controller 2 8.9944
4.2533
The membership functions of inputs/outputs of the Fuzzy inference system (FIS) are shown in Figure 3 [14].
(b)
(a)
(c)
Fig. 3. Membership functions of the input and output signals: (a) error of q1, (b) change of error of q1, (c) Fuzzy
value of Kp1
Table 3. Fuzzy rules of the FIS
NB
NS
ZE
PS
PB
Negative BIG
Negative SMALL
ZERO
Positive SMALL
Positive BIG
960
Ranges and locations of the membership functions are determined according to the error signal values obtained
from the previous design (with a PD controller). The rule-base of the FIS is then constructed after careful
examination of the error signals. Fuzzy rules employed in the FIS are given in Table 3.
Optimal Kp and Kd parameters are tuned according to the following formulas [19];
K p K popt K p
(3)
K d K dopt K d
In Table 3, fuzzy values of the output variable are shown according to the values of error and change of error. As
the fuzzy controller is designed, next step will be simulating the overall system to check its performance.
4
Simulation and Results
The fuzzy control system was designed and simulated in MATLAB Simulink in order to evaluate the reference
tracking performance of the system. For this purpose, Robotics and Fuzzy Logic Toolbox blocks were
implemented on the Simulink model. The functional block diagram of the overall system is illustrated in Figure
4.
e_q1
Kpd1
e_q2
de_q1
Kpd2
de_q2
Fuzzy PD Controller
q
qd
qd
qdd
qdd
Trajectory
Generator
2-link robot
2-link robot
q
2-link robot
tau
tau
qd
Animation of
Robot Manipulator
qdd
Inverse Dynamics
Robot Object
Clock
simout
To Workspace
Fig. 4. Simulink model of the 2-link robot manipulator system with fuzzy control
1
e_q1
e_q1
de_q1
uq1
Fuzzy Kp1
2
1
Kpd1
e_q1
uqd1
e_q2
de_q1
Fuzzy Kd1
3
e_q2
uq2
de_q1
de_q2
Fuzzy Kp2
4
de_q2
2
Kpd2
e_q2
uqd2
de_q2
Fuzzy Kd2
Fig. 5. Simulink model of the subsystem Fuzzy PD Controller

3-D simulation of the manipulator is obtained using the plot block. Such a simulation is given in Fig. 6.
961
2
yx z
Z
2-link robot
-2
2
0
-2 -2
Fig. 6. Simulation of the robot manipulator
0.8
0.6
0.6
q2
0.8
0.4
0.4
0.2
0.2
0
0.15
0
0.15
0.1
0.1
qd2
qd1
q1
Output signals are then subtracted from the reference inputs, and the calculated error signals are sent to two
separate fuzzy controllers, in which the control signals are generated for the two links of the manipulator.
Control signals are finally fed back to the RNE block as acceleration inputs that will regulate the torques
accordingly.
Some simulation results are provided below to understand the dynamic behavior of the system. In these
simulations, input values of angular position are pi/4 for both links.
0.05
0
0
0.05
0
10
time
10
time
(a) (b)
Fig. 7. (a) Angular position (q1) and velocity (qd1) of link-1 versus time, (b) Angular position (q2) and velocity
(qd2) of link-2 versus time
As seen from the output curves, trajectory tracking performance of the fuzzy control system is satisfactory in
terms of time-domain characteristics such as overshoot, rise time, settling time, and steady-state error, even
though they are not readily observed because of the structure of the input signal. As a result, the fuzzy approach
considered in this paper was found to be relatively effective compared to the PD-controller scheme.
5
Conclusion
Dynamic model of a 2-link robot manipulator is created and a fuzzy logic controller is designed and
implemented in order to adjust the PD-controller parameters for improved reference-tracking performance.
Design procedures for all components of the overall system are explained in detail. The system is then simulated
in MATLAB/Simulink and the output curves are presented to emphasize the results. The fuzzy logic controller is
found to be efficient in terms of adjusting Kp and Kd parameters, which in turn decreased the tracking error, and
improved the reference tracking performance of the robot manipulator. Future work might be the design of a
model-based (Takagi-Sugeno) fuzzy controller scheme which includes several uncertainties.,
962
References
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Markiewicz, B. "Analysis of the Computed Torque Drive Method and Comparison with Conventional Position
Servo for a Computer-Controlled Manipulator," Jet Propulsion Laboratory Technical Memo 33601, March 1973.
Bejczy, A.K. "Robot Arm Dynamics and Control," Jet Propulsion Laboratory Technical Memo 33669, February
1974.
Corke, P.I. A Robotics Toolbox for MATLAB, IEEE Robotics & Automation Magazine pp.24-32, March 1996.
Fu, K.S.; Gonzalez,R.C.; Lee,C.S.G. ROBOTICS: Control, Sensing, Vision, and Intelligence, McGraw-Hill
Book Company ISBN 0-07-022625-3, 1987.
Tseng,C.S.; Chen,B.S.; Uang,H.J. Fuzzy Tracking Control Design for Nonlinear Dynamic Systems via T-S Fuzzy
Model, IEEE Transactions on Fuzzy Systems, Vol. 9, No. 3, pp. 381-392, June 2001.
Lewis,F.L.; Dawson,D.M.; Abdallah,C.T. Robot Manipulator Control - Theory and Practice, Second Edition,
Marcel Dekker, Inc. ISBN 0-8247-4072-6, 2004.
Zadeh,L.A. Fuzzy Sets, Information and Control. Vol.8, pp. 338-353, 1965.
Assilian, S. and Mamdani,E.H. An Experiment in Linguistic Synthesis with a Fuzzy Logic Controller, Int. J.
Man-Machine Studies, vol. 7(1), pp. 1-13, 1974.
Kickert, W.J.M. and van Nauta Lemke,H.R. Application of a Fuzzy Controller in a Warm Water Plant,
Automatica, vol. 12(4), pp. 301-308, 1976.
Ostergaard,J.J. Fuzzy Logic Control of a Heat Exchanger System, In Fuzzy Automata and Decision Processes,
North-Holland, Amsterdam, 1977.
Namazov, M. and Basturk,O. Fuzzy Proportional-Derivative Controller Design forPosition Control of a DC
Motor, Turkish Journal of Fuzzy Systems, Vol.1, No.1, pp. 36-54, 2010.
Namazov, M. and Basturk,O. Computer Simulation of a Stable Takagi-Sugeno Fuzzy Control System Designed
via Linear Matrix Inequalities, International Symposium on Innovations in Intelligent Systems and Applications,
pp. 244-249, June 2010.
Schacherbauer, A. and Xu, Y. Fuzzy Control and Fuzzy Kinematic Mapping for a Redundant Space Robot
Technical report CMU-RI-TR-92-12, Robotics Institute, Carnegie Mellon University, August, pp. 24-25, 1992.
Akamatsu, S.; Konishi, M.; Imai, J. Position Control of 2-Link SCARA Robot by using Internal Model Control,
MEM.FAC.ENG.OKA.UNI. Vol. 43, pp. 49-54, 2009.
Gunnersson,S.; Rousseaux,O.; Collignon,V. Iterative feedback tuning Applied to Robot Joint Controllers, 14th
IFAC World Congress, Beijing, P.R.China, 1999.
GreenA. and Sasiadek,J. Z. Dynamics and Trajectory Tracking Control of a Two-Link Robot Manipulator,
Journal of Vibration and Control pp.15-16, 2004.
Araghi,L.F. and Koorayme,M. H. Neural Network Controller for Two links- Robotic Manipulator Control with
Different Load, In Proc .of International MultiConference of Engineers and Computer Scientists 2009, Vol II,
IMECS 2009, Hong Kong, 2009.
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Self-tuning Controller with MATLAB, In Proceedings of International Conf. on Advanced Computer Theory and
Engineering 2008 pp.996-999
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Simulink Response Optimization Getting Started Guide, 3rdprinting, Natick: The Mathworks Inc., 2008
Veremey,
E.I.
and
Pogojev,S.B.
Nonlinear
Control
Design
Blockset
[Online]
Available:http://matlab.exponenta.ru/nonlinecondes/book1/preface.php
Biographies
* Biographies of the authors are the same as in the paper Design of a Stable Takagi-Sugeno Fuzzy Control System via LMIs
with Constraint on the Input/Output & Initial State Independence published in the proceedings of this symposium.
963
Neural Network Based Fuzzy Time Series Approach

by Using C Programming
1,2
Ozer Ozdemir1, Memmedaga Memmedli2

Department of Statistics, Faculty of Science, Anadolu University
1
ozerozdemir@anadolu.edu.tr, 2mmammadov@anadolu.edu.tr
Abstract. In this study, it is aimed to apply neural network based fuzzy time series model for handling a
nonlinear problem due to advantages of artificial neural network and fuzzy time series models. A method is
improved which is based on Yu and Huarngs algorithm for forecasting fuzzy time series. The length of
intervals is decided by using an effective method which is called distribution-based length instead of using
constant length of intervals as 100 or 1000 by following previous studies. A C program is written to perform
this method and also, different number of hidden nodes is used for analyzing. A data set of Exchange rate of
Turkish Liras(TL) to United States Dollars(USD) during 2006-2010 years is used for comparison all models
performances.
Keywords: fuzzy time series, neural networks, c programming, forecasting.
1 Introduction
Fuzzy set theory was firstly proposed by Zadeh [1] in 1965. Then, fuzzy time series concept was introduced by
Song and Chissom [2], [3], [4]. After that, many fuzzy time series models such as first order models [5], [6],
high-order models [7], [8], hybrid models [9], seasonal models [10], [11], bivariate models [12], [13] and
multivariate models have been proposed. These fuzzy time series models have been applied to various problem
domains, such as enrollment [14], temperature [15] and stock index [16].
In forecasting, artificial neural networks are mathematical models that imitate biological neural networks.
Artificial neural networks (ANN) consist of some elements. Determining the elements of the ANN issue that
affect the forecasting performance of ANN should be considered carefully [17]. One of them is network
architecture. However, there are not general rules for determining the best architecture. So, much architecture
should be tried for the correct results. There are various types of ANN. The best three networks for the related
data of the recent study [18] are Generalized Regression Neural Networks (GRNN), Multilayer Perceptron
(MLP) and Radial Basis Function (RBF).
Fuzzy time series models have become increasingly important and have been used to solve nonlinear problems
in recent years. Also, ANN models have been popular because of their effects for handling this kind of problems.
However, ANN models give efficient performance for researchers by forecasting fuzzy time series. Hence, in
this study we applied neural network based fuzzy time series model for handling a nonlinear problem. We
improved a method based on Yu and Huarngs method [20] for forecasting fuzzy time series. Differing from
previous studies, we used various degrees of membership in establishing fuzzy relationships with various
numbers of hidden nodes and we performed different ANN models such as GRNN, MLP and RBF to improve
forecasting performance. We also used these models for forecasting without using fuzzy approach. We decided
the length of intervals by using an effective method instead of using constant length of intervals as 100 or 1000
by following previous studies. We decided the length of intervals by using an effective method which is called
distribution-based length for determining the length of intervals proposed by Huarng [19] and we wrote an
964
optimization program by using C programming language to perform this convenient method efficiently. To
demonstrate comparison between these models we used a data set of exchange rate of TL to USD during 20062010 years. All empirical results compared with each other. To show these things, the remainder of this paper is
organized as follows. Section 2 clearly reviews artificial neural networks. Section 3 briefly explains fuzzy time
series and improved method. Section 4 includes all empirical analysis. Finally, section 5 concludes the paper.
2 Artificial Neural Networks (ANN)

There are various types of ANN. Let give a short overview of the networks which is indicated in the best three
networks for the related data of the recent study [2], [6].
MLP networks are constructed of multiple layers of computational units. Each neuron in one layer is directly
connected to the neurons of the subsequent hidden layer. In many applications, the frequently used activation
function is sigmoid function. MLP networks use a variety of learning techniques, the most popular being backpropagation.
RBF is consisting of an input layer, a hidden layer of radial units and an output layer of linear units. Typically,
the radial layer has exponential activation functions and the output layer a linear activation functions.
GRNN is a kind of Bayesian network. GRNN has exactly four layers: input, a layer of radial centers, a layer of
regression units, and output. This layer must be trained by a clustering algorithm. Think of it as a normalized
RBF network in which there is a hidden unit centered at every training case.
3 Fuzzy Time Series

Conventional time series refer to real numbers, but fuzzy time series are structured by fuzzy sets [5]. Song and
Chissom first proposed the definitions of fuzzy time series [2], [3]. A fuzzy set is a class of objects with a
continuum of grade of membership. The some general definitions of fuzzy time series are given as follows:
1. Let
then
U be the universe of discourse, where U u1 , u2 ,..., un and ui are possible linguistic values of U ,
a
fuzzy
set
of
Ai Ai u1 / u1 Ai u2 / u2
linguistic
variables
Ai
of
is
defined
by
Ai un / un where Ai is the membership function of the fuzzy set
Ai , Ai : U 0,1 . uk is an element of fuzzy set Ai and Ai uk is the degree of belongingness of uk to

Ai . Ai uk 0,1 and 1 k n .
2. Let
Y t which is a subset of real numbers be the universe of discourse defined by the fuzzy set fi t . If
F t consists of fi t i 1, 2,... , then F t is defined as a fuzzy time series on Y t .

3. If there exists a fuzzy relationship
operator, then
R t 1, t , such that F t F t 1 R t 1, t , where is an
F t is said to be caused by F t 1 . The relationship between F t and F t 1 can be
denoted by F t 1 F t .
This proposed neural network-based fuzzy time series forecast method based on Yu and Huarngs method [20] but
has some changes, modifications and is summarized as follows:
965
1. Defining and partitioning universe of discourse:

This method forecasts the differences between every two consecutive observations at t and
using observations directly:
d t 1, t obs t obs t 1
where obs t and
t 1 instead of
(3)
obs t 1 are two consecutive observations at t and t 1 .
The differences may turn out to be negative. To ensure that all the universes of discourse are positive, different
positive constants are added to the differences for different parts of data:
d ' t 1, t d t 1, t const
(2)
For each part of the data (For example for the year), the minimum and maximum of all the differences,
Dmin and
Dmax are obtained.

Dmin min d ' t 1, t ,
for all t,
Dmax max d ' t 1, t ,
for all t,
The universe of discourse,
(3)
U , can be defined as Dmin D1 , Dmax D2 , where D1 and D2 are two proper
l . Then U is separated into equal length of intervals

and they are named u1 , u2 , u3 ,..., uk where k is the number of intervals. ui can be shown as
positive numbers. Suppose the length of interval is set to
ui Dmin D1 i 1 l , Dmin D1 il
i 1, 2,..., k
(4)
Its corresponding midpoint is
mi Dmin D1
2i 1 l
2
Define the linguistic values of the fuzzy sets. Let

by possible linguistic values,
i 1, 2,..., k
(5)
A1 , A2 , A3 ,... be linguistic values, and label all the fuzzy sets
u1 , u2 , u3 ,...
In this step, we used Huarngs approach [19] for determining the length of intervals which are called distributionbased length. It is calculated according to the distribution of the first differences of data. Its algorithm is clearly
summarized as below.
1. Calculate all the absolute differences between
Ai 1 and Ai as the first differences and average of the first
differences.
2. According to the average, determine the base for length of intervals by following Table 1.
Table 1.Base mapping table.
Range
0.01-0.1
0.11-1.0
1.1-10
11-100
101-1000
Base
0.01
0.1
1
10
100
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3. Plot the cumulative distribution of the first differences. The base determined in step 2 is used as interval.
4. According to the base determined in step 2, choose as the length of intervals the largest length that is smaller
than at least half the first differences.
We wrote an optimization program by using C programming language to perform this convenient method
efficiently.1
2. Fuzzification:
Next, d ' t 1, t can be fuzzified into a set of degrees of membership, V t 1, t ,
V t 1, t t11,t , t21,t ,... .

Here
(6)
is the membership function which is defined in definition 1 in section 3.
3. Training and Forecasting:

To improve forecasting results, this method uses all the degrees of membership to establish fuzzy relationships.
Two consecutive
V s can be used to establish a fuzzy relationship:

V t 1, t V t , t 1 .
(7)
This method then applies GRNN, MLP and RBF neural networks to establish (or train) the fuzzy relationships. It
has one input layer, one or more hidden layers and one output layer. The numbers of input and output nodes are
equal to the number of degrees membership in V t 1, t . The number of hidden nodes is determined by neural
networks performance by using Statistica 7.0 software. With V t 1, t , it can be proceeded to forecast
V t , t 1 by means of the trained neural network. If the in-sample observations are used, the results are
referred to as those of the in-sample estimation. If out-of-sample observations are used, the results are referred to
as those of out-of-sample forecasting.
4. Defuzzification:
Weighted averages is applied to defuzzify the degrees of membership:
fd t 1, t
k 1
k 1
where
k
t 1,t
mk
k
t 1,t
(8)
fd t 1, t is the forecasted difference between t 1 and t ; tk1,t represents the forecasted degrees of
membership and m k denotes the corresponding midpoints of the interval,

between
t 1 and t is obtained, the forecast for t can be calculated as follows:

fd ' t 1, t fd t 1, t const ,
forecast t fd ' t 1, t obst 1.
tk1,t . Once the forecasted difference
(9)
(40)
Program code is too long to show in this section and if it is necessary, it can be obtained by communication with authors.
967
5. Performance evaluation:
For performance evaluation, the root mean squared error (RMSE) is calculated as follows:
n
RMSE
forecast t obs t
t k 1
(51)
nk
where there are n observations, including k in-sample and n-k out-of-sample observations.
4 Empirical Analysis
In this section it is presented a time-series data which is Exchange Rate of TL to USD in Turkey [21]. It consists
of weekly closed prices of time series which starts 06.01.2006 and ends 31.12.2010, comprising n=261
observations.
The performance of the model is related with how close are the forecasted values and the observed values.
RMSE is used in order to compare the performances of obtained results of neural network-based fuzzy time
series models for three ANN types and ANN models.
In this study, we use the intelligent problem solver (IPS) module of the STATISTICA 7.0 for deciding the best
ANN model for given data set for both fuzzy approach and ANN. The corresponding program gives opportunity
for designer to construct million ANN models at a time and get the best of them. So, we run 100.000 ANN
models to get the appropriate one for a data set of exchange rate of TL to USD.
Neural network-based fuzzy time series with some changes for given ANN types and with Yu and Huarngs
method are used to analyze for this data set. Then, RMSE is calculated respectively for each model. The best
ones for each model according to RMSE values are shown in Table 2.
Table 2. RMSE values for fuzzy approach with different ANN models.
Models
Proposed method with MLP
Proposed method with RBF
Proposed method with GRNN
Yu and Huarngs method
RMSE
0,023146
0,023441
0,023211
0,024132
GRNN, MLP and RBF are used to analyze for this data set. Then, RMSE is calculated respectively for each
model. The best ones for each model according to RMSE values are shown in Table 3.
Table 3. RMSE values for ANN models.
Models
MLP
RBF
GRNN
RMSE
0,024372
0,024405
0,043209
And now we compare all methods that we used in this analysis. Table 4 shows the best RMSE values for fuzzy
approach and ANN models.
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Table 4. The best RMSE values for all methods.

Models
Proposed method with MLP
ANN-MLP
RMSE
0,023146
0,024372
5 Conclusion
We can summarize the results shortly as follows:
This study applied a neural network-based fuzzy time series model which is different from previous studies
because of using various degrees of membership with neural networks. So, by training and forecasting, more
information was considered.
According to Yu and Huarngs method, the length of intervals is chosen constant as 100 or 1000 by following
previous studies. We decided the length of intervals by using a well-known method which is called distribution
based length approach instead of based on other studies. Also, we wrote an optimization program by using C
programming language to perform this convenient method efficiently. So, in a short time, we determined the
length of intervals owing to C programming instead of working hard for a long time and the length of intervals is
not chosen randomly, so results are more reliable.
According to Yu and Huarngs method, number of hidden nodes is equal to sum of input and output nodes. We
used various numbers of hidden nodes which are important for forecasting while using neural networks and we
found better RMSE values not only using MLP but also using GRNN and RBF neural network architectures
according to Table 2.
We separated the observations into in-sample (for training) and out-of-sample (for forecasting) observations. The
ratio was 83%:17%.
We applied the best three networks which are called MLP, RBF and GRNN. We compared neural network based
fuzzy time series models and ANN models. Empirical results show that the neural network based fuzzy time
series model for MLP with proposed method outperformed the other best and most commonly used ANN models
according to Table 3 and 4 and Yu and Huarngs method according to Table 2 for demonstrating 100000
networks by using STATISTICA 7.0 software.
References
1.
2.
3.
L.A. Zadeh, (1965). Fuzzy Sets, Information and Control. 8, pp. 338-353.
Q. Song and B. S. Chissom, (1993). Fuzzy Time Series and its Models. Fuzzy Sets and Systems. 54, pp. 269-277.
Q. Song and B. S. Chissom, (1993). Forecasting Enrollments with Fuzzy Time Series, Part 1. Fuzzy Sets and
Systems. 54, pp. 1-10.
4. Q. Song and B. S. Chissom, (1994). Forecasting Enrollments with Fuzzy Time Series, Part 2. Fuzzy Sets and
Systems. 62, pp. 1-8.
5. S.-M. Chen, (1996). Forecasting Enrollments Based on Fuzzy Time Series. Fuzzy Sets and Systems. 81(3), pp. 311319.
6. J. Sullivan and W. H. Woodall, (1994). A Comparison of Fuzzy Forecasting and Markov Modeling. Fuzzy Sets and
Systems. 64(3), pp. 279-293.
7. S.-M. Chen, (2002). Forecasting Enrollments Based on High-Order Fuzzy Time Series. Cybernetics and Systems.
33(1), pp. 1-16.
8. K. Huarng and H.-K. Yu, (2003). An Information Criterion for Fuzzy Time Series to Forecast the Stock Exchange
Index on the TAIEX. In Ninth International Conference on Fuzzy Theory and Technology. pp. 187-189.
9. F.-M. Tseng and G.-H. Tzeng, (2002). A Fuzzy Seasonal ARIMA Model for Forecasting. Fuzzy Sets and Systems.
126(3), pp. 367-376.
10. P.T. Chang, (1997). Fuzzy Seasonality Forecasting. Fuzzy Sets and Systems. 90(1), pp. 1-10.
11. Q. Song, (1999). Seasonal Forecasting in Fuzzy Time Series. Fuzzy Sets and Systems. 107(2), pp.235.
969

12. Y.-Y. Hsu, S.-M. Tse and B. Wu, (2003). A New Approach of Bivariate Fuzzy Time Series Analysis to the
Forecasting of a Stock Index. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems.
11(6), pp. 671-690.
13. H.-K. Yu and K.-H. Huarng, (2008). A Bivariate Fuzzy Time Series Model to Forecast the TAIEX. Expert Systems
with Applications. 34(4), pp. 2945-2952.
14. K. Huarng and H.-K. Yu, (2006). Ratio-Based Lengths of Intervals to Improve Fuzzy Time Series Forecasting.
IEEE Transactions on Systems, Man, and Cybernetics Part B. 36(2), pp. 328-340.
15. L.-W. Lee, L.-H. Wang and S.-M. Chen, (2007). Temperature Prediction and TAIFEX Forecasting Based on Fuzzy
Logical Relationships and Genetic Algorithms. Expert Systems with Applications. 33, pp. 539-550.
16. K. Huarng and H.-K. Yu, (2005). A Type 2 Fuzzy Time Series Model for Stock Index Forecasting. Physica A. 353,
pp. 445-462.
17. C. H. Aladag, M. A. Basaran, E. Egrioglu, U. Yolcu, V. R. Uslu, (2009). Forecasting in High Order Fuzzy Time
Series by Using Neural Networks to Define Fuzzy Relations. Expert Systems with Applications. 36, pp. 4228-4231.
18. S. Haykin, (1999). Neural Networks: A Comprehensive Foundation. Prentice Hall.
19. K. Huarng, (2001). Effective Lengths of Intervals to Improve Forecasting in Fuzzy Time Series. Fuzzy Sets and
Systems. 123(3), pp. 387-394.
20. T. H.-K. Yu and K.-H. Huarng, (2010). A Neural Network-Based Fuzzy Time Series Model to Improve
Forecasting. Expert Systems with Applications. 37, pp. 3366-3372.
21. www.tcmb.gov.tr
Biographies
Ozer Ozdemir Ozer Ozdemir was born in Turkey in 1982. He received his B.Sc., M.Sc. degrees in statistics in the
Department of Statistics at Anadolu University, Turkey, respectively in 2005 and in 2008. He is currently doing his Ph.D. in
the same place. He has worked as a Research Assistant from 2006-2008 and as a Lecturer from 2008 in the Department of
Statistics at Anadolu University, Turkey.
He has published over 15 international conference papers and journals in his research areas. His research interests include
Simulation, Artificial Neural Networks, Fuzzy Logic, Fuzzy Modeling, Time Series, Computer Programming, Statistical
Software and Computer Applications in Statistics.
Memmedaga Memmedli Memmedaga Memmedli was born in Azerbaijan in 1947. He received a diploma at
BakuStateUniversity in 1971. He received a PhD diploma from RussianAcademy of Science in 1977. From 1985-2006, he
has worked as a Associate Professor; from 2007, as a Professor Dr. at Department of Statistics at Anadolu University,
Eskisehir, Turkey.
He has published many journals and conference papers in his research areas. His research interests are Game Theory,
Control Theory, Optimization, Artificial Neural Networks, Fuzzy Modeling and Nonparametric Regression Analysis.
970
Parameter Selection of Fuzzy Nonparametric Local

Polynomial Regression
Memmedaga Memmedli1, Munevvere Yildiz2, Ozer Ozdemir3
1,2,3
Department of Statistics, Faculty of Science, Anadolu University, Eskisehir, TURKEY
1
mmammadov@anadolu.edu.tr, 2munevvere@hotmail.com, 3ozerozdemir@anadolu.edu.tr
Abstract. In this paper, we considered the relationship between the smoothing parameter value and degree
of polynomial as a simulation study in fuzzy local polynomial nonparametric regression. Besides the local
linear models, local cubic models are also used in this simulation study. Fuzzy forms of different methods are
used for bandwidth selection. Performances of the models are evaluated in accordance with the selected
bandwidth. For selection of appropriate smoothing parameters (h-bandwidth) optimum value, the crossvalidation (CV), generalized cross-validation (GCV) and Akaike criteria have been used in both models.
Keywords: Local polynomial smoothing, fuzzy nonparametric regression, cross validation, generalized
cross validation, Akaike criteria.
Introduction
Fuzzy regression studies mainly have focused on fuzzy parametric regression models. The different types of
approaches have been used, including mathematical programming based methods, least-squares based methods
and other methods. In practical problems, expressing relation between explanatory variable and response
variable with a certain parametric model is a very important restriction, and it can cause incorrect results. Hence,
interest in nonparametric regression models have increased in recent years and for this purpose different type of
models have been developed. For example k-nearest neighborhood regression, local polynomial models, kernel
regression, different regression models with spline functions, wavelet regression, additive models and
generalized additive models, etc.
There are very few studies on fuzzy nonparametric regression models. It is necessary transform many
notations and approaches of nonparametric regression models to fuzzy form for creating fuzzy nonparametric
regression models. This procedure is not so easy. The first studies about fuzzy nonparametric models were made
by using neural networks, k-nearest neighbor, kernel and local linear regression approaches.
The aim of this study is to research fuzzy local polynomial nonparametric regression models and to evaluate
model performance which depends on the degree of polynomial and smoothing parameter (bandwidth) by using
simulation study.
2 Literature Review
Fuzzy regression researches which was firstly introduced by Tanaka et al. [1], belongs to fuzzy parametric
regression models and especially fuzzy linear regression problems. Many studies of this area are based on
mathematical programming [1-3], least squares [4-6] and neural networks methods [7-8]. There are also many
practical applications of fuzzy parametric regression analysis [9-11].
971
The first study of fuzzy nonparametric models is Ishibuchi and Tanakas study [12]. Authors have suggested
several fuzzy nonparametric regression models by using back propagation neural network algorithm in this
paper. Cheng and Lee [7] have used radial basis function neural networks in fuzzy regression analysis. The
developments of nonparametric regression models have been getting more attention on fuzzy version of these
models (see [13-17]). Aspects of this situation, Cheng and Lee [18] have examined fuzzy versions of k-nearest
neighbor and kernel estimation methods. Wang et al. [19] have considered fuzzy local linear regression model
and advantages according to fuzzy models of [18] of this approach have shown by using experimental way.
Cross-validation has used for bandwidth selection in these researches. But, Fan and Gijbels have proposed more
effective selection methods for local regression fitting. To improve fuzzy versions of these methods and use
these in fuzzy local regression models are very important issues. Bandwidth size and order of local polynomial
are associated with each other in local polynomial regression. So, analysis of this relation for fuzzy models is
another important issue.
In this paper, we considered the relationship between the smoothing parameter value and degree of
polynomial as a simulation study in fuzzy local polynomial nonparametric regression. Besides the local linear
models, local cubic models are also used in this simulation study. Fuzzy forms of different methods are used for
bandwidth selection. Performances of the models are evaluated in accordance with the selected bandwidth.
3 Methods
Let the univariate fuzzy nonparametric regression model is given by,
y ( x)
In
this
model,
is
( x) c( x), ( x), ( x)
term and
Let
Each
crisp
(6)
independent
variable
whose
domain
is
assumed
is a fuzzy function which is defined with LR fuzzy numbers.
and
is a fuzzy error
is an operator whose definition depends on fuzzy ranking method used.

)(
)be a sample of the observed crisp inputs and LR fuzzy outputs for model (1).
output is a LR fuzzy number which represented by ( c y , y , y ). The functions c( x), ( x), ( x)
show center, right and left spreads of LR fuzzy number and they have continuous derivatives up to fourth order
in the domain D. Taking l y c y y and u y c y y , we can write this number like ( l y , c y , u y ) by
helping its lower, upper and center limits. Suppose that l ( x), c( x), u( x) functions are respectively the lower,
center and upper limits of LR - function which has derivatives up to pth order in the domain D . For a given
neighborhood of
, these functions can be approximately presented by pth order of Taylor polynomial:
l ( p ) ( x0 )
l ( x) l ( x0 ) l ( x0 )( x x0 ) ...
( x x0 ) p
p!
c( x) c( x0 ) c( x0 )( x x0 ) ...
c ( p ) ( x0 )
( x x0 ) p
p!
(2)
u ( p ) ( x0 )
( x x0 ) p
p!
Based on Diamond`s distance [4] with using pth order polynomial, following local estimators can be
defined by locally weighted least squares method with a certain kernel function K () :
u ( x) u ( x0 ) u( x0 )( x x0 ) ...
972
l( x ), l( x ),..., l
( p)
c( x ), c( x ),..., c
( p)
u( x ), u( x ),..., u
0
( p)
( x0 ) = H ( x0 , h)l y
( x0 ) = H ( x0 , h)c y
(3)
( x0 ) = H ( x0 , h)u y
where H ( x0 , h) X ( x0 )W ( x0 , h) X ( x0 )
T
X T ( x0 )W ( x0 , h) ,
l y1
c y1
u y1

1 ( x1 x0 ) ( x1 x0 ) 2 ... ( x1 x0 ) p
.
.
.
,
,
,

X ( x0 ) . . . . . . . . . . . . . .
ly . cy . u y .
1 ( x x ) ( x x ) 2 ... ( x x ) p
.
.
.
n
0
n
0
n
0
l
c
u
yn
yn
yn
(|
|)
|))is an n n diagonal matrix. Kernel function
(|
2
1 x2
1 z
e function and K h ( z ) K . Because the local regression
h h
2
estimate solves a least squares problem, ( x) is a linear estimate. That is, for each x there exists a weight
K () is selected Gaussian K ( x)
diagram vector l ( x) li ( x)i1 such that

n
( x) li ( x) yi
[14]. Here,
i 1
l T ( x) e1T H ( x, h) e1T X T ( x)W ( x, h) X ( x) X T ( x)W ( x, h) , e1 (1,0,...0)

1
The hat matrix is the
(4)
n n matrix L with rows l T ( xi ) which maps the data to the fitted values:
( x1 ),..., ( xn ) Ly
T
(5)
It is used cross validation and AIC estimators for selection of bandwidth parameter. Instead of crisp number y
in these estimators as defined in formulas used fuzzy numbers (l y , c y , u y ) and using Diamond distance [4]
appropriate formulas can be obtained:
2
2
2
1 n (l yi lyi ) (c yi cyi ) (u yi u yi )
CV (h)
n i1
(1 Lii )2
2
2
2
1 n (l yi lyi ) (c yi c yi ) (u yi u yi )
GCV (h)
1
n i1
(1 trL) 2
n
(6)
(7)
n
1
2(trL 1)
(8)
AIC (h) log (l yi lyi )2 (c yi cyi )2 (u yi u yi )2
1
n trL 2
i 1 n
In this paper for model (1) taking p 1 and p 3 , the fuzzy local linear and fuzzy local cubic regression
models are investigated with help of appropriate (2) formulas. The bandwidth parameter
minimum conditions of CV (h) , GCV (h) ve AIC (h) functions.
973
h determined by the
Simulation Study
By repeating the simulation experiments 200 times, the two datasets were generated which have 100
dimension, using same functions with Cheng and Lee`s [1] study. The fuzzy response outputs and center, rightleft spreads are triangular fuzzy numbers that generated by Sample-1 and Sample-2. In simulation study, noise
obtained from uniform distribution on interval [0.5,0.5] for center and on interval [0.25,0.25] for symmetric
spread. The aim of this study is to compare fuzzy local linear and fuzzy local cubic models performances for
smoothing parameter selected by different methods.
Sample-1. Let
( ) is a function that defined on interval [0,10] :

( )
For
(9)
) points on interval [0,10]

( )
( )
are calculated. Here
(10)
]
]
(11)
] denotes a random number generated from the uniform distribution on
] for each i. Assuming that the observed fuzzy outputs are symmetric triangular fuzzy numbers,
interval [
so the presentation of them will be as following,
(
(12)
Sample-2. The second function defined as following on interval [0,10]

( )
For same
) )
(13)
) points on interval [0,10]

[
( )
[
( )
(14)
(15)
are calculated. Fuzzy outputs are defined

(
(16)
In this study, it is examined that fuzzy local linear and fuzzy local cubic models are calculated for generated
data sets by helping of these functions. For selection of appropriate smoothing parameters (h-bandwidth)
optimum value, the cross-validation (CV), generalized cross-validation (GCV) and Akaike criteria have been
used in both models. 200 repetitions were made to reduce the impact of randomness in simulation calculations.
The Gaussian kernel used to generate the weight sequence in the applications that made with both data sets.
Performances of the models are compared with their
ASE (h)
ASE (averaged squared error) value:
1 n 2
1 n
d
(
(
x
),
(
x
))
(l( xi ) l( xi ))2 (c( xi ) c( xi ))2 (u( xi ) u( xi ))2 (17)

i
i
n i1
n i1
ASE values which are appropriate for Gauss kernel are given by selecting optimum bandwidth with the help
of CV , GCV and AIC criteria of fuzzy local linear and cubic regression models for sample 1 in Table 1.
974
Table 1. Simulation results for Sample-1.

Method Criteria Smoothing Parameter (h)
LLS
LCS
ASE
CV
0.51
0.2682013
GCV
0.28
0.2367753
AIC
0.41
0.2555963
CV
1.10
0.2639194
GCV
0.60
0.2490921
AIC
1.10
0.2637155
The appropriate results for Sample-2 are given in Table.2.

Table 2. Simulation results for Sample-2.
Method Criteria Smoothing Parameter (h)
LLS
LCS
ASE
CV
0.21
0.2312725
GCV
0.10
0.1401306
AIC
0.18
0.2126562
CV
0.40
0.2294235
GCV
0.30
0.2132408
AIC
0.50
0.2417500
Since the curve which is appropriate for sample-2 data set is more fluctuating (curved) than the curve which is
appropriate for sample-1, proper bandwidths in Table-2 are quite smaller than Table-1s. Also, as we can see in
LLS model are effectively smaller than suitable h values for LCS
model. Both models show the best performances on optimum bandwidth which is selected with GCV function
in sample-1 and sample-2. While comparing ASE values which are appropriate for the same selection criteria
of LLS and LCS models, we see that bandwidth is effectively large in LCS model. For example,
both tables, h values which are selected for
appropriate bandwidths selected by CV for both models are 0.51 and 1.1 and ASE values are 02682013 and
0.2639194 in Table 1. Large bandwidths cause reduction of local fitting points and this also leads to a reduction
for calculations effectively.

Bandwidth (h) selection plays a crucial role in local polynomial nonparametric regression problem and this is
related with order of the local polynomial. Local bandwidth can increase while order of polynomial increases.
There are different practical methods for bandwidth selection [13-17].
In this paper, we made a simulation study for the selection of convenient smoothing parameters by using local
linear ( LLS ) and local cubic ( LCS ) polynomial in fuzzy nonparametric regression problem (1). Then, the
relationship between order of polynomial and bandwidth are considered and performances of appropriate models
are evaluated. Data are derived randomly by using specific functions for simulation study. Simulation results
showed the degree of relationship between the bandwidth and order of polynomial in experimental way.
As a result, it is obtained that the bandwidth size increases while order of polynomial increases. This leads to
reduction of local fitting points and as a result overall operations decrease.Especially data with fluctuating; usage
975
of local linear models are not convenient; in this case, it is necessary to reduce bandwidth but it increases
computational complexity.
For future studies, it is aimed to select adaptive local smoothing parameters in fuzzy local polynomial
regression or to consider adaptive fuzzy local polynomial models. Also, it is important to make studies on
considering fuzzy forms of other nonparametric regression models.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
Tanaka H., Uejima S., Asai K. (1982), Linear Regression Analysis with Fuzzy Model, IEEE Transactions on
Systems, Man and cybernetics 12, 903-907.
Kao C., Chyu C.-L., (2002), A Fuzzy Linear Regression Model with Better Explanatory Power, Fuzzy Sets and
Systems 126, 401-409.
Nasrabadi M., Nasrabadi E. (2004), A Mathematical-Programming Approach to Fuzzy Linear Regression Analysis,
Applied Mathem. and Computation 155, 673-688.
Diamond P. (1988), Fuzzy Least Squares, Information Sciences 46 , 141-157.
DUrso P., Gastaldi T. (2002), An orderwise Polynomial Regression Procedure for Fuzzy Data, Fuzzy Sets and
Systems 130, 1-19.
Hong H., Song J.-K., Do H. (2001), Fuzzy Least Squares Linear Regression Analysis Using Shape Preserving
Operations, Information Sciences 138, 185-193.
Cheng C.-B., Lee E.S. (2001), Fuzzy Regression with Radial Basis Function Networks, Fuzzy Sets and Systems
119, 291-301.
Hong D., Hwang C. (2003), Support Vector Fussy Regression Machines, C
Hong Y.-Y., Chao Z.-T., Yang M.-S. (2004), A Fuzzy multiple Linear Regression Based Loss Formula in Electric
Distribution Systems, Fuzzy Sets and Systems 142, 293-306.
Lee H. T., Chen S. H. (2001), Fuzzy Regression Model with Fuzzy Input and Output Data for Manpower
Forecasting, , Fuzzy Sets and Systems 119, 205-213.
Sanchez J. D., Gomez A. T. (2003), Applications of Fuzzy Regression in Actuarial Analysis, Journal of Risk
Insurance 70, 665-699.
Ishibuchi H., Tanaka H. (1992), Fuzzy Regression Analysis Using Neural Networks, Fuzzy Sets and Systems 50,
257-265.
Fan J. and Gijbels I. (1996), Local Polinomial Modelling and Its Applications, Chapman & Hall/CRC.
Loader C. (1999), Local Regression and Likelihood. Springer
Hardle W. (1990) Applied Nonparametric Regression, CambridgeUniversity Press, New York.
Hastie T., Tibshirani R. (1990), Generalized Additive Models, Chapman&Hall, London.
S. N. Wood (2006), Generalized Additive Models (An Introduction with R), Chapman&Hall/CRC.
Cheng C.-B., Lee E. S. (1999), Nonparametric Fuzzy Regression k-NN and Kernel Smothing Techniques,
Computers and Mathematical with Applications 38, 239-251.
Wang N., Zhang W.-X., Mei C.-L. (2007), Fuzzy Nonparametric Regression Based on Local Linear Smoothing
Technique, An International Journal Information Scences, 177, 3882-3900.
Biographies
Memmedaga Memmedli Memmedaga Memmedli was born in Azerbaijan in 1947. He received a diploma at
BakuStateUniversity in 1971. He received a PhD diploma from RussianAcademy of Science in 1977. From 1985-2006, he
has worked as a Associate Professor; from 2007, as a Professor Dr. at Department of Statistics at Anadolu University,
Eskisehir, Turkey.
He has published many journals and conference papers in his research areas. His research interests are Game Theory,
Control Theory, Optimization, Artificial Neural Networks, Fuzzy Modeling and Nonparametric Regression Analysis.
Munevver Yildiz Munevvere Yildizwas born in Turkey in 1983. She received her B.Sc., M.Sc. degrees in statistics in
Department of Statistics at EgeUniversity and at Afyon Kocatepe University, Turkey, respectively in 2006 and in 2009. She
is currently doing her Ph.D. in the same department at AnadoluUniversity, Eskisehir, Turkey.
976

She has published some international and national conference papers and journals in her research areas. Her research
interests include Fuzzy Nonparametric Regression Analysis, Simulation, Statistical Programs, Fuzzy Modeling and Artificial
Neural Networks.
Ozer Ozdemir Ozer Ozdemir was born in Turkey in 1982. He received his B.Sc., M.Sc. degrees in statistics in the
Department of Statistics at Anadolu University, Turkey, respectively in 2005 and in 2008. He is currently doing his Ph.D. in
the same place. He has worked as a Research Assistant from 2006-2008 and as a Lecturer from 2008 in the Department of
Statistics at Anadolu University, Turkey.
He has published over 15 international conference papers and journals in his research areas. His research interests include
Simulation, Artificial Neural Networks, Fuzzy Logic, Fuzzy Modeling, Time Series, Computer Programming, Statistical
Software and Computer Applications in Statistics.
977
Optimization of Fuzzy Membership Functions of

TTFLC using PSO
Grcan Lokman1, A. Fevzi Baba2, Vedat Topuz3
Department of Electric-Electronics Engineering, Hali University, Istanbul, Turkey
2
Vocational School of Technical Science, Marmara University,Istanbul, Turkey
3
Department of Electronics and Computer Education, Marmara University,Istanbul, Turkey
1
gurcanlokman@halic.edu.tr 2vtopuz@marmara.edu.tr 3fbaba@marmara.edu.tr
1
Abstract. In this study, a Trajectory Tracking Fuzzy Logic Controller (TTFLC) is designed for the nuclear
research reactor Triga Mark-II and its membership functions parameters are tuned by Partial Swarm
Optimization (PSO). In this work, PSO is preferred because, it is an algorithm that is simple, easy to
understand and few parameters require. Compared with other algorithms, PSO retained the global search
strategy used an easily operated speed-displacement model, and avoided complicated genetic operation.
TTFLC has also been preferred as a controller because of its use the only error and change in error as input
parameter. To substantiate the efficiency and effectiveness of work, Triga Mark-II research reactor
established at Istanbul Technical University in Turkey was considered.
Keywords: fuzzy logic, PSO, trajectory tracking, nuclear reactor control, Optimization of Membership
Function.
1 Introduction
Fuzzy logic provides a means of processing vague, inexact or incomplete information, expressed in linguistic
terms. This differs from set theory where a value or an object either belongs to a set or is excluded from it. In
fuzzy set theory an object can belong to a set fully or partially (i.e. to a certain extent). This vagueness is
captured by membership functions (MF). The extent to which an object belong to a set (called the degree of
membership or membership value ) ranges between 0 and 1. It is usual for MFs to be represented graphically;
the popular MFs are the triangular, trapezoidal and the sigmoid functions [1]. In this study, The MFs are
considered as trapezoidal. The Fuzzy Inferencing System (FIS) contains the MFs and a rule base together.
In the recently studies, PSO is used to optimize parameters of Fuzzy Controller. The authors are proposed
automatic adjustment of membership functions using PSO on application of parking a vehicle into a garage [2].
The other work used the particle swarm optimization technique to automatically tune the MFs of a Mamdanitype of fuzzy controller [3]. A method for optimizing membership functions of a fuzzy system is presented using
particle swarm optimization (PSO) algorithm in [4]. All these studies and more are illustrated that PSO is useful
to optimize fuzzy parameters.
In control of nuclear research reactors power, rod position, period and fuel temperature of the reactors were
used as the controllers input variables and they required fuzzification [5, 6]. Although they produced results
superior to those of classical controllers, these approaches have difficulties for the designers to get an insight on
how the designed membership functions and fuzzy rule base affects the performance of the control system.
These difficulties can be eliminated by using trajectory tracking fuzzy logic controller to represent all the
978
variables in a single domain. A method (TTFLC) including a trajectory has been proposed to eliminate the
fuzzification of such variables of the controllers by Baba in 2004 [7]. However the weights of the fuzzy rules and
MFs parameters were only determined by the user in this study. In design of controllers, if the fuzzy controller
is used, the choice of any parameters must be appropriate to the physical system so that simulation studies could
be closer to the real system. Experts generally select these parameters by trial and error method. This procedure
is time consuming and irksome. An expert trajectory was proposed for control of this reactor in [8]. A 2 DOF
planar robot was controlled by Fuzzy Logic Controller tuned with a particle swarm optimization in [9].
Numerous researches have been proposed a controller such as PID, FLC, adaptive control and optimal control
for the power control of ITU Triga Mark-II [10-17]. The work presented here is a continuation of earlier research
on control of this nuclear reactor. In our study, in order to find the optimum MFs parameters, a PSO algorithm
was designed. Hence, the parameters are found by PSO and insert automatically into the TTFLC. To substantiate
the efficiency and effectiveness of work, a series of simulations are carried out on ITU Triga Mark-II reactor.
The structure of the paper as follows: Structure of ITU Triga Mark-II research reactor in Section 2. The
trajectory used in this study is explained in Section 3. Partial Swarm Optimization is briefly explained in Section
4. Designing of a PSO-TTFLC is shown in Section 5. Simulation results regarding the developed control system
are shown in Section 6. The last Section contains the conclusions.
2 Structure of ITU Triga Mark-II Research Reactor

ITU Triga1 Mark-II research reactor is an open-tank-type one with slight water coolant and graphite reflector.
The reactor operates with solid fuel elements containing a homogeneous mixture of zirconium hydride
moderator combined with partially enriched uranium. The reactor can be operated in two different modes named
as steady-state mode and pulsed mode. It can reach a nominal power level of 250 KW at the steady-state and
1200MW at the pulsed mode in a short time. The reactor has three neutron-absorbing control rods. These are
transient rod, safety rod, and regulating rod. The safety and regulating rods can be fired with an electromechanical mechanism. The transient rod runs with pressurized air and the electromechanical mechanism at
steady-state and also with pressurized air at pulsing operation [18].
The equation representing neutronic-thermal-hydraulic behavior of reactor core is:
X AX BU
(1)
Where: X is a representative vector of prompt neutron density, precursor concentration, fuel temperature,
coolant temperature, and coolant velocity. U is a vector representing control variables. A and B are related
matrixes.
In this model, mass flow rate and inlet temperature of the coolant are assumed to be time independent.
However, the thermal conductivity and specific heat of the fuel and the thermal conductivity of the cladding and
the physical properties of the coolant are all dependent on temperature [19].
3 The Trajectory Used in This Study

In order to define the control function, it is necessary to determine the trajectory function that has to be tracked
by the reactor power. The trajectory path has three elements, the first and the third elements are defined as a third
order function, and the second element is defined as a second order function. The mathematical definitions of
trajectory in these intervals are:
t t t1
when 0
;
PT1 a3 (t t0 )3 a2 (t t0 ) 2 a1 (t t0 ) a0
979
(2)
when t1 t t 2 ;
PT2 b2 (t t1 ) 2 b2 (t t1 ) b0
(3)
PT3 c3 (t t2 )3 c2 (t t2 ) 2 c1 (t t2 ) c0
(4)
when t 2 t t s ;
when t t s ;
PT4 Ps
(5)
There are 14 unknown coefficients in the above equations. These coefficients can be calculated from the initial
conditions, the conditions at the crossing points, the final conditions, and the period conditions.
4 Partial Swarm Optimization

PSO is one of the evolutionary computations which use group intelligence generated by cooperation and
competition between group particles to guide the optimization search. Its unique memory function enables it to
adjust its searching strategy according to the most current search situation. Thus, PSO can be more easily
realized and is a more effective searching algorithm then its alternatives. At present, PSO have already made
breakthrough progress in some practical application fields [20]. Like other evolutionary computation techniques,
a population of potential solutions to the optimal problem (called particles) is used to probe the search space. In
the PSO, every particle has a fitness value determined by object function, and is assigned a randomized velocity
which determines their movement. The concrete steps of PSO are as below:
1. Randomly generated particle population, each particle represents a potential solution.
2. Evaluate all particles according to fitness degree value.
3. Update individual extreme value according to fitness degree value function.
4. Update global extreme value according to fitness degree function.
5. Iterate speed and position according to updated set of speed-displacement.
6. Repeat steps 2 to 6, until iteration condition is satisfied.
Update sets of speed and displacement are:
Vi (k 1) wVi (k ) c1r1 ( Pi (k ) X i (k )) c2 r2 ( Pg (k ) X i (k )),
(6)
X i (k 1) X i (k ) Vi (k 1),
w wmax I
(7)
wmax wmin
I max
(8)
In these sets, position X stands for satisfaction utility preference value set, initial position Xi is the initially
generated satisfaction utility preference value set; V stands for speed, P stands for individual extreme value of
each particle, g stands for global extreme value, w is weight of inertia velocity, c1 and c2 are study factors, r1 and
r2 are random numbers in (0, 1). wmax and wmin are maximum and minimum values of w, respectively. I max is the
total number of iterations, I is the current iteration number.
5 Designing of a PSO-TTFLC
The first step in designing the PSO-TTFLC is to determine the input and output variables and their ranges of
TTFLC. The second step is to select the membership functions to be used in setting up the values for each input
and output. The next step is to construct the weighted fuzzy control rule base. The design of fuzzy logic mainly
depends on the construction of the membership functions and the fuzzy controllers. The last step is to apply the
PSO algorithm to find optimum MFs parameters. The basic block diagram of the trajectory tracking fuzzy
980
control of the research reactor is shown in Fig. 1. The objective is that the reactor power follows a specified path
with minimum error.
PSO Algorithm
Trajectory
Power
+
_
PSO
Parameters
The Best of
Parameters
Fuzzy
Interface
Fuzzifier
Optimization
Of
Parameters
Defuzzifier
Cost
Function
1-
de/dt
u +
_
Z-1
Weighted
Rule Base
Fuzzy Logic Controller
Point Kinetics
Model
Pout
Thermo -Hydroulic
Model
Reactor Model
Fig. 1. Block diagram of the PSO-TTFLC

There are many forms of fuzzy reference sets for the process, and proper selection must be used to maintain high
quality control of the system. The power error has five membership functions are Negative big (NB), Negative
small (NS), Zero (ZE), Positive small (PS) and Positive big (PB). The change in power error has three
membership functions are Negative (N), Zero (Z) and Positive (P). Trapezoidal membership functions are used
to represent the input fuzzy sets. The membership function is represented by membership points as shown in Fig.
2. A total of Twenty-eight membership points are optimized. To reduce the number of parameters and to
facilitate the optimization some regulation are made in the MFs. For this reason MFs are selected as symmetrical
(like, -Z1=Z4 and -Z2=Z3).
Fig. 2. (a) The MFs of Change of Error in Power (b) The MFs of Error in Power
The next stage involved combining the rules to obtain a final control action. To obtain a final control action, the
reactor power is measured at every sampling interval. The change in power error is calculated. The degree of
membership of each variable in every labeled group is determined, and the variables can belong to more than one
fuzzy set. The degree of fulfillment (DOF) of each and every rule is determined. The final control action is
calculated by weighing the action of each rule by its DOF.
Fifteen control rules were used in designing the TTFLC. These rules are shown in Table 1. A fuzzy control
action consists of situation and action pairs conditional rules based on IF and THEN statements are usually used.
TTFLC provided to work with the PSO algorithm by making required changes in the designed controller. Thus,
PSO has the task of overcoming such difficulties in selecting suitable membership functions. Object of PSO
algorithm is to find optimum parameters of the membership functions which provide minimum performance
criterion value. Integral Time Absolute Error Criterion (ITAE) was selected as a performance criterion and can
be written as;
ITAE
ts
t | PT (t ) PR(t ) |
(9)
t t0
Where, t is the time vector, PR(t) and PT(t) are reactor and trajectory output power.
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Table 1. Fuzzy control rule table

#Ru
le
1
2
3
4
5
6
7
8
P.E.
C.P.E.
NB
NB
NB
NS
NS
NS
ZE
ZE
N
Z
P
N
Z
P
N
Z
Action
#Rul
e
9
10
11
12
13
14
15
-.7
-.8
-1
-.4
-.015
-.6
-.3
.0
P.E.
C.P.E.
ZE
PS
PS
PS
PB
PB
PB
P
N
Z
P
N
Z
P
Action
.3
-.3
.456
.8
-.05
.986
1
In this section, simulation results regarding the PSO algorithm and the developed control system are presented.
PSO algorithm was started with parameters given in the table 2. This table also contains the simulator
parameters.
Table 2. The Parameters used in PSO and Simulator

Parameters of the PSO
Parameters of the Triga Mark-II
Simulator
Number
of 40
Simulation time
400 sec.
Particles
Number
of 40
Initial Power
1 kW
iterations
Learning rate
C1=C2=2
Desired Power
250 kW
Inertia weight
Decreasing 0.9 to
Period values
20-50-20
0.4
performance
ITAE
Sampling time
0.05 sec.
criterion
The results from this study are encouraging, and surpass previous attempts at optimizing MFs parameters.
After running the PSO optimization for the parameters shown in Table 2, the final gbest performance criterion
(ITAE) is 33374. For this system, this value is very successful. This value can be seen from Fig. 3 showing how
the best particles performance value decreased throughout the simulation:
Fig. 3. Trend of ITAE
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The MFs tuned by PSO is given Fig.4. The MFs parameters found by PSO are applied to the TTFLC and the
results shown in Figure 4 are obtained. Since the error is too small, In this figure and in some others, the
trajectory path seems to be covered by output power.
Fig. 4. Simulation result for the best MFs parameters found by PSO
Reactor outputs and errors between trajectories and outputs are given in fig. 4-A. Control signals and rod
positions are also given in fig. 4-B. It is clearly observed from these figures that reactor outputs are perfectly
tracked the defined trajectories. Control signal and rod position gradually changed so there is no destructive
signal to send to the electro mechanic apparatus of the rod.
To test the effect of different initial power levels, the simulations has been started up for 250kW desired power
level for the periods of 20-50-22 seconds and for 500W, and 5kW levels of initial power. As shown in figures 5
and 6, PSO-TTFLC is able to bring reactor power to desired level from different initial levels of power.
Fig. 5. Initial Power=500W
Fig.6. Initial Power=5kW
To test the effect of different desired power levels, the simulations has been started up for 1kW initial power
level for the periods of 20-50-20 seconds and for 100kW and 200kW levels of desired power. The results of the
simulation are shown in Figs. 7 and 8.
Fig. 7. Initial Power=500W
Fig.8. Initial Power=5kW
7 Conclusions
This paper introduced the PSO based TTFLC controller to control the Triga Mark-II research reactor
established at Istanbul Technical University. The fuzzy membership functions were determined using PSO
983
algorithm. In applications, criterion value was optimized successfully by PSO. To test the parameters of
membership functions found by PSO, various initial and desired power levels are applied to TTFLC to control
reactor model. The simulation results show that the reactor power tracks the given trajectory successfully and
reaches the desired power level through the optimized parameters of membership functions. As a result, PSO
could optimize the parameters of membership functions for this controller and the PSO-TTFLC could control the
system successfully under all conditions within the acceptable error tolerance.
References
[1] Babuska R and Verbruggen H. B.: An Overview of Fuzzy modeling for Control. Control Engineering Practice, vol
4 No 11, 1996 pp1593 1605.
[2] A.A.A. Esmin, A.R. Aoki, and G. Lambert-Torres. Particle Swarm Optimization For Fuzzy Membership Functions
Optimization. IEEE SMC MP2Q5 2002.
[3] Gu Fang, Ngai Ming Kwok and Quang Ha. Automatic Fuzzy Membership Function Tuning Using the Particle
Swarm Optimisation. IEEE Pacific-Asia Workshop on Computational Intelligence and Industrial Application 2008.
[4] Elijah E. Omizegba and Gbijah E. Adebayo. Optimizing Fuzzy Membership Functions Using Particle Swarm
Algorithm. Proceedings of the 2009 IEEE International Conference on Systems, Man, and Cybernetics.
[5] Bernard, J. A. Use of a rule-based system for process control. (1988). IEEE Control System Magazine, 8(5), 313.
[6] Ruan, D., & Van der Wal, A. J. Controlling the power of a nuclear reactor with fuzzy logic. (1998). Information
Sciences, 110, 151177.
[7] Baba, A. F. Fuzzy logic controller. (2004). Nuclear Engineering International, 49, 3638.
[8] Coban R., Can B., An expert trajectory design for control of nuclear research reactors, Expert Systems with
Applications 36 (2009) 1150211508
[9] Bingl Z., Karahan O., A Fuzzy Logic Controller tuned with PSO for 2 DOF robot trajectory control, Expert
Systems with Applications 38 (2011) 10171031.
[10] Can, B., Yavuz, H., Akbay, E.: The Investigation of Nonlinear Dynamics Behavior of ITU Triga Mark-II Reactor,
Eleventh European Triga Users Conference, The Germen Cancer Research Institute Heildelberg, Germany, (1990)
11-16
[11] Can, B.: The Optimal Control of ITU Triga Mark II Reactor, The Twelfth European Triga Users Conference, NRI
Bucuresti-Pitesti, Romania, 22-25, (1992)
[12] Erkan, K., Can, B.: Self-Tuning Control of ITU Triga Mark-II Reactor, First Trabzon International Energy and
Environment Symposium, KTU, Turkey (1996) 29-31
[13] Baba, A.F., Can, B., Gok, I., Akbay, E.: Design of a Fuzzy Logic Controller for the ITU Triga Mark-II Reactor,
Proceedings of the Nuclear Plant Instrumentation Control And Human-Machine Interface Technologies, The
Pennsylvania State University, USA, (1996)
[14] Erkan, K., Butun, E., Can, B.: Triga Mark-II Reactor Controller Design Using Genetic Algorithm, Fuzzy Logic and
Intelligent Technologies for Nuclear Science and Industry, World Scientific, Singapure, (1998)
[15] Can, B., Baba, A.F., Erdal, H.: Optimal Controller Design by Using Three Zones Trajectory for ITU Triga Mark-II
Reactor, Journal of Marmara University for Pure and Applied Sciences, Vol.15, Istanbul, Turkey, (1999) 187-196
[16] Akbay, E., Can, B, Baba, A.F.: Fuzzy Logic Control for ITU TRIGA Mark-II Reactor, 3rd International
Symposium on Intelligent Manufacturing Systems, Sakarya, Turkey, (2001)
[17] Coban, R., Can, B.: An Expert Trajectory Design for Control of Nuclear Research Reactors, Expert Systems with
Applications 36 (2009) 1150211508
[18] Instrumentation System (1976). Operation and maintenance manual. USA: General Atomic Co. Omatu, S., Khalid,
M., & Yusof, R. (1996). Neuro-control and its applications: Advances in industrial control. London: SpringerVerlag.
[19] Can, B., Yavuz, H., Akbay, E., The Investigation of Nonlinear Dynamics Behavior of ITU Triga Mark-II Reactor,
Eleventh European Triga Users Conference, The Germen Cancer Research Institute Heildelberg, Germany,
[20] J. Kennedy, R.C. Eberhart, Y. Shi, Swarm Intelligence, Morgan Kaufman Publishers, San Francisco, 2001.
984
Performance Analysis of Industrial Enterprises via

Data Mining Approach
Gzde ULUTAGAY1*, Fatih ECER2, Efendi NASBOV 3
1
zmir University, Department of Industrial Engineering
2
Afyon Kocatepe University, Department of International Trade and Finance
3
Dokuz Eyll University, Department of Computer Science
1
gozde.ulutagay@izmir.edu.tr, 2fecer@aku.edu.tr, 3efendi.nasibov@deu.edu.tr
Abstract. The purpose of our study is to predict and analyze the financial performance, i.e. the profit, of the
500 major industrial enterprises of Turkey by using data mining techniques and the advantages of fuzzy sets
theory. Sales revenue, assets, equity, export, and number of employee are used as fuzzy inputs and profit as
fuzzy output. The membership functions are formed by using fuzzy clustering, the rules are determined by
C4.5 algorithm, after constructing a fuzzy inference systems, the results are defuzzified with various methods.
The results are compared with regression analysis according to their sum square of errors. It can be concluded
that using fuzzy inference system in prediction of profit is approximately 100 times better than using
regression analysis.
Keywords: data mining, fuzzy clustering, classification, decision tree, fuzzy inference system
1 Introduction
Data mining as a modern technology has been used for knowledge discovery for recent years due to the wide
availability of vast amonts of data and the imminent need for turning such data into significant information and
knowledge [1]. The rapid growth and integration of databases provides scientists, engineers, practitioners and
business people with a huge new resource that can be analyzed to make scientific discoveries, optimize
production control and industrial systems, provide business management, and uncover financially valuable
patterns [2,3]. The persistent need for transforming data into useful information and knowledge, researchers and
practitioners have adopted pre-established algorithms from statistics, machine learning, neural networks, and
databases and have also developed new methods targeted at large data mining problems [4,5].
The purpose of our study is to predict the profit of the 500 major industrial enterprises of Turkey of year 2009 by
using data mining techniques. Sales revenue, assets, equity, export, and number of employee are used as fuzzy
inputs and profit as fuzzy output.
2 Literature Review
Profit is the difference between revenue from selling output and the cost acquiring the factors necessary to
produce it [6]. The firm seeks to maximize the difference between its total revenue ant is total economic costs as
large as possible [7]. Profit is the signal people receive which tells entrepreneurs whether they are successful or
not, thus it is the ultimate goal for firms [8]. Above average profitability is probably to protect the firm from
corporate predators, and will certainly foreclose the need for costly and painful adjustments in strategy and/or
985
structure [9,10]. According to the neo-classical microeconomic theory, the firm behavior is usually characterized
by profit maximization [11]. Venkatraman and Ramanujam emphasised that profitability had reflected by ratios
such as return on investment, return on sale, and return on equity [12]. They had also pointed out that marketshare position was a determinant of profitability. Cefis and Ciccarelli stated that innovative activities affect the
performance of firms [13].
Data mining approach for performance analysis of enterprises for profitability will be a renewal for financial
applications.
3 Methods
3.1 Clustering
Clustering deals with partitioning the data set into homogenous groups with respect to proper similarity measures
in such a way that patterns likely to be similar to each other in the same cluster, and as dissimilar as possible in
different clusters. The partitions of a data set can be either hard as in the k-means clustering algorithms, or fuzzy
as in the fuzzy c-means (FCM) clustering algorithm [14,15]. FCM algorithm is a simple and yet the most widely
used and extended fuzzy clustering method of all fuzzy clustering approaches. FCM algorithm partitions a
collection of n vectors ( X x1, x2 ,...,xn p ) into c fuzzy groups such that the weighted within-groups
sum of squared error objective function is minimized. The objective function and constraints for FCM is defined
as
c
Min: J m (u, v)
u ijm d 2 ( i , x j )
(1)
i 1 j 1
ic1uij 1 , u ij 0,1 and 0 nj1uij n .

By differentiating J m with respect to i (for fixed uij ; i 1,...,c ; j 1,...,n ) and uij (for fixed i ; i 1,...,c )
the necessary conditions for J m to reach its minimum are
n
i uijm x j
j 1
uijm
(2)
j 1
and
uij 1
(|| xi v j || / || xi vl ||)2 /(m1)
(3)
l 1
FCM algorithms runs by using Eq.(2) and Eq.(3) iteratively. Since the assumption of a known or a previously
fixed number of clusters is not realistic for many data analysis problems, cluster validity analysis is used to
determine the number of clusters of FCM clustering algorithm [16,17].
3.2 Classification
Discovering regularities in complex data is an important research topic. Many problems in medical,
astronomical, and financial applications involve a large number of data that need to be classified. Classification
can be thought as the base of ability to knowledge acquisition [1,5,14]. Classification has crucial applications as
decision support in banking, finance, manufacturing, astronomy, medicine, etc. A classifier may be represented
using a Bayesian network, a neural network, a decision tree, etc.
986
3.3 Decision tree

A decision tree is a simple structure that can be used as a classifier. A divide-and-conquer approach to the
problem of learning from a set of independent instances leads naturally to a style of representation [5]. Decision
tree methodologies continue to provide a natural set of tools for extracting tools from both symbolic and
numerical data [18]. The objective of decision tree rule induction is to construct a set of rules for classifying
objects from knowledge of a subset of the domain of objects whose attribute values and classes are given.
The C4.5 algorithm is Quinlans extension of his own ID3 algorithm for generating decision trees [3]. ID3 and
C4.5 are greedy algorithms for the induction of decision trees. Just as with CART, C4.5 algorithm recursively
visits each decision node, selecting the optimal split, until no further splits are possible. C4.5 model is defined to
work with continuous variables and with missing data [18]. Note that in C4.5 algorithm, attributes are chosen to
maximize the information gain ratio in the split. The C4.5 algorithm uses the concept of information gain or
entropy reduciton to select the optimal split. If we have a candidate split S , which partitions the training data set
T into several subsets T1 , T2 ,..., Tk , the average information requirement is calculated as the weighted sum of the
entropies for the individual subsets as follows:
k
H S (T ) Pi H S (Ti )
(4)
i 1
where Pi represents the proportion of records in subset i . Then, the information gain is calculated as follows:
gain(S ) H (T ) H S (T )
(5)
which means the increase in information produced by partitioning the training data T according to this
candidate split S .
3.4 Fuzzy inference system

The fuzzy inference system represents the induced tree as a series of multiple input, single output IF-THEN rules
by using linguistic labels. The rules maintain both the decision thresholds and the symbolic information from the
induced tree. In any instance, a case passing through the tree would result in the firing of all rules to some degree
[6]. The degree of membership is dependent on the strength of the associated membership function at a specific
branch. Among many fuzzy inference system model structures, the one proposed by Zadeh will be handled in
this study [19]. Zadehs fuzzy rule base structure is formulated as follows [20]:
c
nv
R : ALSO IF AND x j X j isr Aji THEN y Y isr Bi

i 1
j 1
(6)
where c is the number of rules in system model; x j is the j th input variable, j 1,..., nv where nv is the total
number of variables; X j is the domain of x j ; A ji is the linguistic label associated with input variable, x j in
rule i with membership function Aji ( x j ) : X j [0,1] ; y is the output variable; Bi is the linguistic label
associated with the output variable in the i th rule with the membership function Bi ( y) : Y [0,1] ; AND is the
logical connective used to aggregate membership values of input variables for a given observation in order to
find the degree of fire of each rule; THEN is the logical implication connective; ALSO is the logical
connective used to aggregate model outputs of fuzzy rules; isr is introduced by Zadeh and it represents that the
definition or assignment is not crisp, it is fuzzy.
987
3.5 Defuzzification
The last step of the fuzzy inference method is to obtain a crisp output. In order to achieve this aim,
defuzzification methods are used. Defuzzification is a mapping from a space of fuzzy control actions defined
over an output universe of discourse into a space of crisp control actions [1]. This process is necessary because
in many practical applications, crisp control action is required for decision making. A defuzzification strategy is
aimed at producing a nonfuzzy control action that best represents the possibility distribution of an inferred fuzzy
control action. Unfortunately, there is no systematic procedure for choosing a defuzzification strategy. Among
many defuzzification methods, we handle most widely used ones.
4 Application
In this study, ICI500 enterprises, listed by ICI (Istanbul Chamber of Industry) every year including 500 major
industrial corporations of Turkey according to their sales from production values, are handled in order to analyze
their financial performance. The location of the enterprises throughout Turkey is shown on a map (Fig. 1).
Fig 1. Distribution of enterprises throughout Turkey.

Since data mining involves using an inductive algorithm to learn previously unknown patterns from a large
database, before the learning algorithm is applied a great deal of data preprocessing must usually be performed.
In any data mining application the database may contain noisy or inconsistent data, some data may be missing,
and in most cases we deal with a large database. Data preprocessing addresses each of these issues and includes
such preliminary tasks as data cleaning, data integration, data transformation, and data reduction. Also applied
in the early stages of the process exploratory data mining involves discovering patterns in the data using
summary statistics and visualization [4].
Table 2. Optimal number of clusters determined by Fukuyama-Sugeno cluster validity index .
Variable
Optimal
clusters
Sales
Equity
Assets
Export
Employee
Profit
number
of
5
4
5
6
7
5
The fundamental problem in developing any type of fuzzy systems is in determining the shape, size, and the
number of fuzzy sets used to represent the inputs and outputs of the proposed system. After completing the
preprocessing stage, i.e. dealing with outliers, filling empty data using appropriate methods, etc., membership
functions for the variables sales revenue, assets, equity, export, number of employee, and profit are formed by
988
applying FCM algorithm to each of the variables. The number of linguistic variables, i.e., number of clusters for
FCM algorithm, is determined with Fukuyama-Sugeno cluster validity index by changing the number of clusters
2 through 10. The optimal results for each variable are given in Table 1 and the membership functions of
Equity and Export are given in Fig 2.
Membership Function of Equity
Membership Function of Export
1,0
0,6
0,4
0,2
0,0
0,0
Variable
too_low
low
normal
high
v ery _high
v ery _v ery _high
0,8
Membership degree
0,8
Membership degree
1,0
Variable
too_low
low
normal
high
0,6
0,4
0,2
0,2
0,4
0,6
Equity_norm
0,8
0,0
0,0
1,0
0,2
0,4
0,6
Export_norm
0,8
1,0
Fig 2. Fuzzy membership functions of the variables Equity and Export.

We apply C4.5 algorithm to determine the rules for fuzzy inference system. The decision tree, obtained by using
SPSS Clementine, contains 37 rules. Some of the rules are given in Table 2.
Table 2. Some of the rules obtained by C4.5 algorithm.
IF equity is high OR normal, THEN profit is too high.
IF equity is low AND number of employee is extremely high, THEN profit is
high.
IF equity is low AND number of employee is high AND export is high, THEN
profit is high.
IF equity is low AND number of employee is high AND export is medium,
THEN profit is low.
IF equity is too low AND assets is low AND number of employee is extremely
high, THEN profit is high.
IF equity is too low AND assets is low AND number of employee is extremely
low, THEN profit is low.
Table 3. Sum square errors for triangular and Gaussian membership functions for various defuzzification
methods.
Defuzzification
Triangular membership
Gaussian membership
17)
method
function (x10
function (x1017)
Centroid
9.8728
9.5912
Bisector
9.7941
9.6876
MOM
11.683
11.1688
LOM
19.663
19.654
SOM
8.2943
8.2959
According to various firing strengths and defuzzification methods, the classification accuracy of the models are
compared. In addition, sum square error of the results are calculated for two different triangular and Gaussian
membership functions each defuzzified with 5 different methods (Table 3) and they are compared with SSE of
regression analysis which is found to be 1,379x1018. It is observed that using fuzzy inference system in
prediction of profit is approximately 100 times better than using regression analysis.
989
5 Conclusion
In this study, after completing the preprocessing stage, i.e. dealing with outliers, filling empty data using
appropriate methods, etc., membership functions for the variables sales revenue, assets, equity, export, number
of employee, and profit are formed by applying FCM algorithm to each of the variables. Moreover, the number
of linguistic variables, i.e, number of clusters for FCM algorithm, is determined by using various cluster validity
indices. Then, we apply decision tree analysis and determine the rules for fuzzy inference system. According to
various firing strengths and defuzzification methods, the classification accuracy of the models are compared. In
addition, sum square error of the results are calculated for all the models and they are compared with SSE of
regression analysis. It is observed that using fuzzy inference system in prediction of profit is approximately 100
times better than using regression analysis. We can conclude that using data mining approach for performance
analysis of enterprises for profitability will be a renewal for financial applications.
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990
Biographies
Gzde ULUTAGAY Dr. Gzde Ulutagay was born in Izmir in 1979. She received her B.Sc. and M.Sc. degrees from
Department of Statistics in Ege University, Izmir, Turkey in 2001 and 2004, respectively. She received her PhD degree from
Department of Statistics, Dokuz Eylul University, Izmir, Turkey in 2009. Her research interests include fuzzy cluster
analysis, data mining, fuzzy sets theory, optimization, and multivariate statistics.
Dr. Ulutagay is currently working as an Assistant Professor in the Department of Industrial Engineering, Izmir University,
Izmir, Turkey. She is the Vice Dean of Faculty of Engineering.
Fatih ECER- Dr. Fatih Ecer received the B.Sc. degree in Mathematics from Dokuz Eylul University, Izmir, Turkey in 2000
and M.Sc. degree in Business Administration from Afyon Kocatepe University, Afyonkarahisar, Turkey. He received her
PhD degree in Business Administration from Afyon Kocatepe University, Afyonkarahisar, Turkey. His research interests are
fuzzy sets, multiple criterion decision making, and optimization.
Dr. Ecer is currently working as an Assistant Professor in the Department of International Trade and Finance, Afyon
Kocatepe University, Turkey. Hes the Vice Head of department.
Efendi NASIBOV Dr. Efendi Nasibov received the B.Sc. and M.Sc. degrees in Applied Mathematics Department from
Baku State University, Azerbaijan in 1983, and the Ph.D. in Mathematical Cybernetics and Dr.Sc. in Computer Science
degrees from Institute of Cybernetics Academy of Science of Azerbaijan in 1987 and 2003, respectively. His research
interests are in the application of data mining, fuzzy sets theory, optimization and decision making problems, and software
engineering.
Prof. Nasibov is currently working as a full Professor and Head of Department of Computer Science, Dokuz Eylul
University, Izmir, Turkey.
991
Trajectory Tracking Speed Control ofHydraulic

Motor with Fuzzy Logic and PID Algorithms
Sevan KATRANCIOLU1, Erdal YILMAZ2, A. Fevzi BABA3
1
T.C. Okan niversitesi Tuzla Kamps, Uygulamal Bilimler YksekokuluAkfrat/stanbul
2
T.C. Okan niversitesi Kadky Kamps,Uzaktan Eitim Merkezi, Hasanpaa/stanbul
3
T.C. Marmara niversitesi Gztepe Kamps, Teknik Eitim Fakltesi, Kadky/stanbul
1
sevan.katrancioglu@okan.edu.tr, 2erdalyilmaz@marun.edu.tr, 3fbaba@marmara.edu.tr
Abstract. This paper describes controlling hydraulic motor speed with a trajectory reference by different
control algorithms. Hydraulic motors, which are highly nonlinear systems, have many difficulties for
controlling especially trajectory tracking applications. Acceleration and deceleration of hydraulic systems are
more important phase because of high power and torque capabilities of them. Sensitive change of velocity is
critical to preserve systems from tensions, which are run by hydraulic motors. As a comparison ProportionIntegral-Derivative (PID) and Fuzzy Logic control algorithms are applied to the system. Fuzzy Logic control
algorithm managed to control velocity with acceptable errors. However PID algorithms failed at different
slops of trajectory because of nonlinearity.
Keywords: Hydraulic Motor, Trajectory Tracking, Fuzzy Logic Controller, Velocity Control
1 Introduction
Hydraulic motors are preferred at heavy industrial conditions owing to its characteristic features, high size-power
proportion, loaded startup ability, durability and resistance for environmental conditions. Though there are some
control algorithms, it is hard to control motor finely because of the high torque of motor. Velocity changes,
especially startup and stop periods, causes tensions excessively on the systems that motor runs. Consequently, it
is important to control that how motor accelerates or decelerates as well as its steady state reference velocity.
Controlling acceleration speed of the motor prevents the unwanted tensions on the system so it is a significant
ability for controllers. Although there are many studies done about hydraulic motor control, no one is about
trajectory tracking speed control. The most similar study in literature is about speed control trajectory tracking
system with pneumatic motor [1]. In this study Fuzzy Logic and Genetic algorithm are used to control the
system. One of other studies is about to control velocity of hydraulic motor at a constant reference [2]. Control
algorithm is tested on simulation by mathematic model. Another study is about to control velocity of hydraulic
motor too [3]. The difference in this study is control algorithm. Control algorithm is designed to handle uncertain
parameters that effects velocity. Also this study is done with simulations about mathematic models. An
alternative study is about controlling velocity of hydraulic motor against disturbance inputs [4]. Difference on
this study is that algorithm is tested on a real nonlinear system.
In our study, speed of hydraulic motor is controlled by two different algorithms, Trajectory Tracking PID
Controller (TTPIDC) and Trajectory Tracking Fuzzy Logic Controller (TTFLC), to find out the best control
algorithm for hydraulic motor. The experimental system has many nonlinear components such as servo hydraulic
valve, compressor and encoder. These nonlinear components make the control more difficult and complex. As a
result of nonlinearity, TTPIDC algorithm fails at tracking trajectory. Especially on start up and stop periods
992
where the characteristic of the system is most nonlinear, TTPIDC algorithm failed. On the other hand TTFLC
algorithm uses the simplicity of Fuzzy Logic system and manages to track the trajectory without any steady state
errors [6, 7]. Finely designed fuzzy rules managed the system not to get out control on nonlinear regions.
2 Hardware
In our study, Festo hydraulic systems of education set were used. Main components of hydraulic system,
compressor, motor, servo valve are shown in figure1.
Fig. 1. Hydraulic system: compressor, motor, and servo valve.

The velocity information of motor was acquired by an encoder device. The communication between computer
and the system are provided by data acquisition card [5]. The system and the data acquisition card have different
electrical values of inputs and outputs. For this reason an instrumentation card was added to the control system.
Instrumentation card converts and sets the electrical values to the required. Block diagram of the system is
shown in figure 2.
Fig. 2. Block diagram of the system.
3 Control Software
Control software was designed on Visual Basic platform. Control software user interfaces are shown in figure 3.
993
Fig. 3.Control software user interfaces.

Before starting the control of motor, trajectory has to be identified. User identifies trajectory with minimum
and maximum velocity values; rising, falling and maximum level times by seconds. After identifying trajectory
user chooses control algorithm. Although the best control parameters come as a default, user can change the
control parameters. System parameters are shown in control software as a chart. While running the system,
reference and system output values are recorded in a file
4 Control Algorithms
The two control algorithms are designed and applied to make a comparison. The general control block
diagram is shown in figure 4.
Fig. 4. General control block diagram.

Control algorithm generates the reference by given trajectory and calculates error. According to user choice
software selects the control algorithm and routes the error value. Algorithm generates control signal by error
value and this signal are sent via data acquisition card. An important block of the system is the Safety Control
Limiter. This block is software block, embedded in control application, and prevents the system form
inappropriate control signals. If controller fails and generates oscillation signal, limiter block senses it and
smoothes the signal. It also has positive effect on controller success. After safe control signal is applied to the
system only feedback of speed value is needed and it is taken from encoder.
4.1 PID Control Algorithm

PID control algorithm was applied with many different parameters but desired success could not be achieved.
Especially at lower and higher velocities, algorithm cannot control the system as desired. With different
trajectory references PID parameters should be adapted for new trajectory.
994
4.2 Fuzzy Logic Control Algorithm

Other control algorithm, Fuzzy Logic, is designed to compare algorithms. First of all fuzzy logic parameters,
rule table and fuzzy membership functions of Error and dError are identified. Fuzzy membership functions are
shown in figure 5, 6 and 7.
Fig. 5.Fuzzy membership function of Error.
Fig. 6.Fuzzy membership function of dError.
Fig. 7. Fuzzy rule table.

After experiments the best values are found as in the figure 5, 6 and 7. Only one disadvantages of Fuzzy Logic
on this system is mathematically complexity for calculation.
5 Results and Comparison

Two algorithms are used to control the system. With different trajectories, fall and rise times, system has been
run and results are recorded. For comparison, reference and motor speed values are given as a graph. Figure 8,
9,10,11,12 and 13 shows the reference and output graphs of algorithms.
995
Fig. 8. Fuzzy Logic Algorithm 60 Second

Rise and Fall Time.
Fig. 9. PID Algorithm 60 Second Rise and

Fall Time
Test with 60 second rise and fall times shows that Fuzzy Logic algorithm controls the motor smoothly than PID.
Parameters are set to make steady state error zero. Chosen parameters manage this but cause oscillations and PID
algorithm is affected more by this situation.
Fig. 10. Fuzzy Logic Algorithm 40 Second Fig. 11. PID Algorithm 40 Second Rise and
Rise and Fall Time.
Fall Time.
Shorter rise and fall times are getting control more difficult. Faster rises and falls means that controller have to
be faster too. With constant control parameters, little distortion can be observed.
Fig. 10. Fuzzy Logic Algorithm 10 Second Fig. 11. PID Algorithm 10 Second Rise and
Rise and Fall Time.
Fall Time.
996
Fuzzy Logic algorithm can handle 10 Second rise and fall time trajectories. The other test algorithm, PID, fails at
this trajectory. Advantages of Fuzzy Logic on nonlinear systems make it better on this study.
References
1.
Safak C., Topuz V., Baba F. A. (2010). Pneumatic Motor Speed Control by Trajectory Tracking Fuzzy Logic
Controller. In Indian Academy of Science Sadhana Vol. 35, Part1, February 2010, pp. 75-86.
2. Hasanifard G., Zarif M.H. and Ghareveisi A.A. (2007). Nonlinear Robust Backstepping Control of an
Electrohydraulic Velocity Servosystem. In 2007 Mediterranean Conference on Control and Automation, Huly 2729, Athens-Greece
3. Ito K. (2004). Robust Nonlinear Control of Water Hydraulic Servomotor System with Parameter Uncertainties. In
8th International Conference on Control, Automation, Robotic and Vision Kunming, China, 69-th December 2004
4. Ito K., Takahashi H., Ikeo S. and Takahashi K. (2006). Robust Control of Water Hydraulic Servo Motor System
Using Sliding Mode Control with Disturbance Observer. In SICE-ICASE International Joint Conference 2006
Oct.18-21, Bexco, Busan, Korea
5. Katrancioglu S., Sava K., Erdal H. (2010). A modular and low-cost data acquisition card design with multitasking
support. In Procedia - Social and Behavioral Sciences, Volume 2, Issue 2, 2010, Pages 5266-5270
6. Baba A. F. (2004). Fuzzy Logic Controller. In Nuclear Engineering International, May 2004
7. Baba A. F., afak C. and Kutlu .(2003). The Position Control of Pneumatic Stimulated Manipulator Arm with the
Fuzzy Logic Controller Method. In 3rd International Advanced Technologies Symposium, 40-47, Ankara, 2003
8. Righettini, P. and Giberti, H. (2002). A non-linear controller for trajectory tracking of pneumatic cylinders. In IEEE
2002
9. Lee S. Y. and Cho H. S. (2002). A Fuzzy Controller for an Electro-Hydraulic Fin Actuator Using Phase Plane
Method. In Control Engineering Practice 21 August 2002
10. Fu Y., Zhang W. (2010). The Deadband Analysis of the Electro-hydraulic Actuator of the Motor-pump
Coordinated Control. In International Conference on Mechatronics and Automation August 4-7, 2010 Xian, China
11. Tang M., Xiao S. (2010). The Performance Improvement in Electro-Hydraulic Servo System with PDF Control. In
IEEE 2010
Biographies
Sevan KATRANCIOLU was born in Sivas, in 1987. He received the BS degree in electronics and computer education
from Marmara University, Faculty of Technical Education, Istanbul, Turkey, in 2010. He is still a student of the Institute of
Science and Technology at Marmara University. He is currently research assistant at Okan University, Information Systems
and Technologies Department. His research interests include programming languages, mobile programming, distance
learning, distance control, control card design.
Erdal YILMAZ was born in Adyaman, in 1986. He received the BS degree in electronics and computer education from
Marmara University, Faculty of Technical Education, Istanbul, Turkey, in 2010. He is still a student of the Institute of
Science and Technology at Marmara University. He is currently an associate of IT Experts at Okan University. His research
interests include programming languages, nonlinear systems control, education set design, distance learning module design
and mobile programming.
A.Fevzi BABA received the BS degree in electrical and electronics education from Marmara University, Faculty of
Technical Education, Istanbul, Turkey, in 1986 and MSc, PhD degrees from the Institute of Science and Technology at
Marmara University in 1989 and 1995, respectively. He completed the teacher-training course in electronic engineering at
Purdue University School of Technology, West Lafayette, IN, in 1990. He is currently an associate professor and Head of
Department of Control System. His research interests include intelligent control, fuzzy logic, and engineering technology
education.
997
The Notion of Fuzzy Soft Function and a Result

1,2
Bekir TANAY1, M.Bur KANDEMR2

Department of Mathematics, Faculty of Science, Mugla University, 48000 Mugla, Turkey
1
btanay@mu.edu.tr, 2mbkandemir@mu.edu.tr
Abstract. The notion of fuzzy soft function between fuzzy soft sets is mentioned by Aygunooglu et al [1] and
Kharal et al [2]. In this study, some results on this function is given.
Keywords: soft set, fuzzy soft set, fuzzy soft function
1 Introduction
To solve complicated problems in economics, engineering, and environment, we cannot successfully use
classical methods because of various uncertainties typical for those problems. There are three theories: theory of
probability, theory of fuzzy sets, and the interval mathematics which we can consider as mathematical tools for
dealing with uncertainties. But all these theories have their own difficulties. Besides, a theory, Soft Set Theory,
is introduced by Molodtsov to indicate and then solve these kinds of problems [3]. In his pioneer paper he had
shown that soft set theory has a rich potential for applications in many directions. Then Maji et al. [4] presented
a significant paper on set theoretical operations on soft set theory. The authors defined equality of two soft sets,
subset and super set of a soft set, complement of a soft set, null soft set, absolute soft set and soft binary
operations like AND, OR. Since soft set theory has an interaction between fuzzy set theory, researcher has
considered fuzzy generalization of soft sets. Fuzzy soft sets was introduced as a fuzzy generalization of soft sets
by Maji et al. [5]. In [6], Ahmad et al. revised Maji's definition of fuzzy soft intersection and defined arbitrary
fuzzy soft union and intersection, then proved De Morgan Inclusion and De morgan Laws in fuzzy soft set
theory. In [7], X.Yang et al. gave a brief application of fuzzy soft sets. Some properties of fuzzy soft functions
which is mentioned by Aygnolu et al [1] and Kharal et al [2]. In [1,2], Aygnolu et al. and Kharal et al.
presented concepts as image and preimage by using fuzzy soft functions. In this study, some results on fuzzy soft
function is given.
2 Preliminaries
Let U be an initial universe, E be the set of all possible parameters which are properties of the objects in U,
P(U) be the set of all subsets of U, and F(U) be the family of all fuzzy sets in U.
Definition 1. [3] Let A be a subset of E. A pair ( F , A) is called a soft set over U where F : A P(U ) is a
mapping.
Definition 2. [5] Let A be a subset of E. A pair ( f , A) is called a fuzzy soft set over U where f : A F (U ) is
a mapping.
998
Example 3. Let U x, y be universe, E 1,2,3,4,5 be parameter set and A 1,2 E . From Definition
1., ( F , A) 1 x ,2 U is a soft set over U . From Definition 2., ( f , A) 1 x0.5 ,2 x0.2 , y0.6 is a fuzzy
soft set over U .
Definition 4. [5] Let A, B E and ( f , A),( g , B) be two fuzzy soft sets over a common universe U. We say that
( f , A) is fuzzy soft subset of ( g , B) and write ( f , A)( g , B) if and only if

(i) A B ,
(ii) for each a A, f a ( x) g a ( x), x U .
Defnition 5. [5] Let A, B E . Two fuzzy soft sets ( f , A) and ( g , B) are said to be equal if ( f , A)( g , B) and
( g , B)( f , A) .
Definition 6. [5] Union of two fuzzy soft sets ( f , A) and ( g , B) over common universe U is the fuzzy soft set
(h, C ) , which is denoted by (h, C ) ( f , A) ( g , B) , where C A B and for each c C ,

f c ( x),
hc ( x) g c ( x),
f ( x) g ( x),
c
c
if c A B
if c B A , x U .
if c A B
Definition 7. [1] The intersection of two fuzzy soft sets ( f , A) and ( g , B) over common universe U is the
fuzzy soft set (h, C ) , which is denoted by (h, C ) ( f , A) ( g , B) , where C A B and for each c C ,
hc ( x) f c ( x) g c ( x) for all x in U .
Definition 8. [6] A fuzzy soft set ( f , E ) over U is said to be a null fuzzy soft set and is denoted by if and
only if for each e E, fe 0 , where 0 is the membership function of the null fuzzy set over U , which takes
value 0 for all x in U .
Definition 9. [6] A fuzzy soft set ( f , E ) over U is said to be an absolute fuzzy soft set and is denoted by U if
and only if for each e E, f e 1 , where 1 is the membership function of the absolute fuzzy set over U , which
takes value 1 for all x in U .
Definition 10. [1] The complement of a fuzzy soft set ( f , A) is the fuzzy soft set ( f c , A) , which is denoted by
( f , A) and where f : A F (U ) is a mapping i.e., for each a A , f ( a ) is a fuzzy set in U, whose

c
membership function fa ( x) 1 f a ( x) for all x U .

c
3 Fuzzy Soft Functions

The family of all fuzzy soft sets over the initial universe U via parameters in E will denoted by FS (U ; E ) and
the symbols
x and
x will stand for the supremum and the infimum of x s, respectively.
999
Definition 11. [1,2] Let U1 , U 2 be initial universes, E1 , E2 be parameter sets and : U1 U 2 , : E1 E2 be

functions. Then the pair ( , ) is called a fuzzy soft function from FS (U1 ; E1 ) to FS (U 2 ; E2 ) . The image of
each ( f , A) FS (U1 ; E2 ) under the fuzzy soft function ( , ) is denoted by ( , )( f , A) ( f , ( A)) and the
membership function of ( f )( ) , for each ( A) , is defined as,

( f ) ( y ) x ( y )
( ) A
f ( x )
, ( y ) , ( ) A
, otherwise
for every y U 2 .
Similarly the inverse image of each ( g , B) FS (U 2 ; E2 ) is denoted by ( , ) ( g , B) ( g , ( B)) and the
1
membership function of ( g )( ) , for each ( B) , is defined as,

1
g ( ) ( ( x)) , ( ) B
0
, otherwise
( g ) ( x)
1
for every x U1 .
In [2], Kharal et al have following results for the image of a fuzzy soft set and for the preimage of a fuzzy soft
set.
Theorem 12. [2] Let ( , ) be a fuzzy soft function from FS (U1; E1 ) to FS (U 2 ; E2 ) , ( f , A) and ( g , B) in
FS (U1; E1 ) and
, Ak | k K be a subfamily of FS (U1; E1 ) . Then;
(1) ( , )() ,
(2) ( , )(U 1 ) U 2 ,
(3) ( , ) ( f , A)( g , B) ( , )( f , A)( , )( g, B) ,
In general, ( , )
( f k , Ak )
( , )( f k , Ak ) ,
(4) ( , ) ( f , A)( g , B) ( , )( f , A)( , )( g , B)

In general, ( , )
( f k , Ak )
( , )( f k , Ak ) ,
(5) If ( f , A)( g , B) , then ( , )( f , A) ( , )( g , B) .

Theorem 13. [2] Let ( , ) be a fuzzy soft function from FS (U1; E1 ) to FS (U 2 ; E2 ) , ( f , A) and ( g , B) in
FS (U1; E1 ) and
, Ak | k K be a subfamily of FS (U1; E1 ) . Then;
(1) ( , )1 () ,
(2) ( , )1 (U 2 ) U 1 ,
(3) ( , )1 ( f , A) ( g , B) ( , )1 ( f , A) ( , )1 ( g , B) ,
In general, ( , )1
( f k , Ak )
( , ) 1 ( f k , Ak ) ,
(4) ( , )1 ( f , A)( g , B) ( , ) 1 ( f , A)( , ) 1 ( g , B)
1000
In general, ( , )1
( f k , Ak )
( , ) 1 ( f k , Ak ) ,
(5) If ( f , A)( g , B) , then ( , )1 ( f , A) ( , )1 ( g , B) .

Now, we will check out following a result about the complement of the fuzzy soft image under a fuzzy soft
function with classical mathematical methods.
Theorem 14. Let ( , ) be a fuzzy soft function from FS (U1 ; E1 ) to FS (U 2 ; E2 ) . Then for any
( f , A) FS (U1 ; E1 ) , we have
(, )( f , A)
( , )( f , A)c ,
where 1 ( y) , 1 ( ) A , y U 2 , ( A) .
Proof. Since ( , )( f , A) f , ( A) ( f )c , ( A) and
c
( , )( f , A)
( , )( f c , A) f c , ( A) we have for each ( A) that
( f )c ( y) 1 ( f ) ( y) 1 f ( x)

x 1 ( y ) 1 ( ) A
and
( f c ) ( y )
c
f ( x) (1 f ( x))
1
1
1
( y ) ( ) A
x ( y ) ( ) A
1 f ( x) ,

x 1 ( y ) 1 ( ) A
for all y U .
Hence ( f )c ( y) ( f c ) ( y) . So, the claim is true.
Example 15. Let followings are given,
U1 x, y ,U 2 a, b and : U1 U 2 , ( x, a),( y, b) ,
E1 1,2,3 , E2 4,5,6 and : E1 E2 , (1,4),(2,4),(3,5) . Let
( f , A) 1 x0 , y0.7 ,2 x0.2 , y0.4 be a fuzzy soft set over U with A 1,2 E1 . The image of ( f , A)
under the fuzzy soft function ( , ) , ( , )( f , A) ( f , ( A)) we will use following computations:
f (t ) f (t ) f1 (t ) f 2 (t )
t 1 ( a ) 1 (4) A
tx 1,2
tx
f1 ( x) f 2 ( x) 0 0.2 0.2
( f ) 4 (a)
f (t ) f (t ) f1 (t ) f 2 (t )
1
t ( b ) (4) A
t y
t y 1,2
f1 ( y ) f 2 ( y ) 0.7 0.4 0.7
( f ) 4 (b)
Membership degree is equal zero for all remained parameters and each members in the universe U 2 . Thus, we
obtain ( , )( f , A) ( f , ( A)) 4 a0.2 , b0.7 . So, ( , )( f , A) (( f )c , ( A)) 4 a0.8 , b0.3 .
c
1001
On the other hand, the complement of ( f , A) is ( f , A)c ( f c , A) 1 x1 , y0.3 , 2 x0.8 , y0.6 . The image of
( f , A)c under ( , ) is ( , )( f , A)
( , )( f c , A) f c , ( A) and we calculate membership degree as
following;
c
c
c
c
f (t ) f (t ) f 1 (t ) f 2 (t )
1
1
t
1,2
t
t
( a ) (4) A
c
c
f 1 ( x) f 2 ( x) 1 0.8 1
( f c ) 4 (a)
c
c
c
c
f (t ) f (t ) f 1 (t ) f 2 (t )
1
1
t
1,2
t
t
( b ) (4) A
f c1 ( y ) f c 2 ( y ) 0.3 0.6 0.6
( f c ) 4 (b)
Thus
we
(, )( f , A)
obtain
( , )( f , A)c ( , )( f c , A) f c , ( A) 4 a1 , b0.6 .
So,
( , )( f , A)c .
Conclusions
To solve a social problem given by using a fuzzy soft set, one can want to use the information that another fuzzy
soft set has. So, the notion of a function between that two fuzzy soft sets is very important. From the view of this
point, in this paper, some results about such a function is given in detail.
References
1.
2.
3.
4.
5.
6.
7.
A. Aygnolu, H. Aygn, Introduction to Fuzzy Soft Groups, Comput. Math. Appl. 58 (2009) 1279-1286.
A. Kharal, B. Ahmad, Mappings on Fuzzy Soft Classes, Advances in Fuzzy Systems, 2009 (2009).
D. Molodtsov, Soft set Theory-First Results, Comput. Math. Appl. 37 (1999) 19-31.
P.K. Maji, R. Biswas and A.R. Roy, Soft Set Theory, Comput. Math. Appl. 45 (2003) 555-562.
P.K. Maji, R. Biswas and A.R. Roy, Fuzzy Soft Sets, Journal of Fuzzy Math. 9 (2001) 589-602.
B. Ahmad, A. Kharal, On fuzzy soft sets, Advances in Fuzzy Systems, 2009 (2009).
X. Yang, D. Yu, J. Yang, C. Wu, Generalization of soft set theory: From crisp to fuzzy case, Fuzzy Inform. Engin.
40 (2007) 345-354.
Biographies
Bekir TANAY He was born in Ar, Turkey, in 1970. He received M.Sc. degree in 1998 from Institute of Science in
Mugla University, Turkey and Ph.D. degree from Institute of Science in Ege University, Turkey. He is a faculties in the
Mugla University, Faculty of Science, Department of Mathematics.
His research interests are Topology, Algebraic Topology, Soft Set Theory, Fuzzy Soft Set Theory.
M. Bur KANDEMR He was born in Ankara, Turkey, in 1980. He received M.Sc. degree in 2008 from Institute of
Science in Mugla University, Turkey, and he is in a graduate programme for his Ph.D. degree in Instute of Science in Mugla
University, Turkey. He is a faculties in the Mugla University, Faculty of Science, Department of Mathematics.
His research interests are Topology, Algebraic Topology, Soft Set Theory, Fuzzy Soft Set Theory.
1002
A Fuzzy Triangular Weighted PSS Method for

Splice Sites Identification
1,2
Sezin TUNABOYLU1, Efendi NASIBOV2

Dept. of Computer Science, Dokuz Eyll University, Izmir, Turkey
1
sezin.tunaboylu@gmail.com, 2efendi.nasibov@deu.edu.tr
Abstract. Identification of splice sites depends on the precise recognition of the boundaries between exons
and introns of a given DNA sequence. This problem can be formulated as a classification of sequence
elements into exon-intron (EI), intron-exon (IE) or None (N) boundary classes. In this study, Fuzzy
Weighted Position Specific Scoring Method (FWPSSM) is proposed to solve this classification problem. This
method uses a position-specific scoring matrix constructed via nucleotide base frequencies. A fuzzy
membership function is used in order to tune the importance of the positions on.
Keywords: Fuzzy Logic, Position Specific Scoring Matrix, Fuzzy Weighted Position Specific Scoring Method.
1 Introduction
Gene is the principal unit of the inheritance which is an ordered sequence of nucleotides. The genes of
eukaryotic organisms include coding and non-coding regions. These coding regions within the genes which are
encoding the proteins are called exons. On the other hand, the non-coding regions which are another part of
DNA that regulates gene expression by removing from the messenger Ribonucleic acid (RNA) in a splicing
process are called introns.
The identification of genes is a major task of bioinformatics. However, gene structure needed to be predicted
for the accurate identification of genes. Recognizing splice sites in eukaryotic genes play an important role in
identifying gene structure. The accurate identification of the splice sites depends on correct estimation of exonintron structures. Splice sites are the locations in DNA which separate coding regions (exons) from non-coding
regions (introns).
The splice site upstream of an intron is called the donor splice site and one that is downstream of an intron is
the acceptor splice site. Sequences which have GT consensus dinucleotide in the splice sites are classified as
EI, which have AG consensus dinucleotide in the splice sites are classified as IE, and which have not any
of the consensus dinucleotide in the splice sites are classified as None. The splice sites which consist of certain
consensus dinucleotide are known as canonical splice sites (Bursets et al., 2000).
In the preliminary work by Nasibov and Tunaboylu, the weighted position specific scoring method (WPSSM)
was proposed. In this work, the optimal weights and threshold parameters are calculated by the genetic algorithm
(Nasibov and Tunaboylu, 2010a, b).
In the current study, we propose the Fuzzy Weighted Position Specific Scoring Method (FWPSSM) for the
classification problem of the splice sites. This method consists of three phase: learning phase, identification
phase and validation phase. In the learning phase, we used position specific scoring matrix and fuzzy patterns to
tune the optimal weights. Then the optimal weights calculated from the learning phase are applied to each
sequence in the test set in the identification phase. This way, each sequence classified into EI, IE, and None
classes. Finally in the validation phase, performance parameters such as sensitivity, specificity, accuracy rates
are calculated.
The difference between WPSSM and FWPSSM methods is only calculation way of the optimal weights.
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2 Methods
The proposed method is based on the position specific scoring matrix and fuzzy membership function which is
utilized for optimization of the positional weights parameter. Methods used in FWPSSM are covered in a detail
below.
2.1 Fuzzy Importance of the Positions
The smooth transitions among variables are characterized by membership functions that give fuzzy sets
flexibility in modeling of the problems (Jang et al., 1997).
If X is a collection of objects denoted generically by x , then a fuzzy set A in X is defined as a set of ordered
pairs:
A {( x, A ( x)) | x X } ,
where A ( x) is called the membership function (MF) for the fuzzy set A . The MF maps each element of X to a
membership grade between 0 and 1.
In this study, we deal with the symmetrical triangular MF to determine fuzzy importance of the positions. The
membership degrees of each position are calculated by the following membership function depending on the
parameter, as follows:
i max 1 (i / n) 0.5 / ,0 .
(1)
When the parameter goes to the infinity ( ) , the fuzzy MF in (1) is transformed to the uniform MF,
which represents the lack of differences between positions importance. In this situation, membership degrees
(importance) of the positions are calculated as:
1
, i 1,..., n .
n
(2)
2.2 The Fuzzy Weighted Position Specific Scoring Method (FWPSSM)

The fuzzy weighted position specific scoring method uses PSSM matrix and a fuzzy membership function of
positions importance. The process of this method consists of three phases: Learning Phase, Identification Phase,
and Validation Phase.
Learning Phase. In the learning phase, we calculate the position frequencies and then construct the positionspecific scoring matrices for these classes by using logarithms of the position specific nucleotide probabilities for
each learning class (EI, IE, and None). The weights are calculated according to the fixed class of the fuzzy
membership function.
Identification Phase. In the identification phase, the optimal weights calculated from learning phase are applied
to each sequence in the test set. Then each sequence classified into EI, IE, and None classes according to
the maximum scores.
Algorithm of the identification phase is as follows:
Algorithm (FWPSSM).
Input:
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a) PSSM EI , PSSM IE and PSSM None which are calculated for EI, IE, and None classes by using position
specific scoring matrix.
b) x* ( x1* , x2* ,..., xn* ) sequence which is needed to be classified, where xi* {A, C, T , G}, i 1,..., n .
Output: Class of the given sequence x* ( class( x* ) ).
Step 1. Scoring vectors belonging to EI, IE, and None classes of the sequence x* are calculated by using
PSSM EI , PSSM IE and PSSM None matrices, respectively:
SEI ( x* ) ( PSSM EI [ x1* ,1], PSSM EI [ x2* , 2],..., PSSM EI [ xn* , n]) ,
SIE ( x* ) ( PSSM IE [ x1* ,1], PSSM IE [ x2* , 2],..., PSSM IE [ xn* , n]) ,
SNone ( x* ) ( PSSM None [ x1* ,1], PSSM None [ x2* , 2],..., PSSM None [ xn* , n]) ,
where PSSM[.] [ xi* , i] is a scoring value of xi* residue in i th position for the class[.] .
Step 2. Scores of the given sequence x* , SEI ( x* ) , SIE ( x* ) and S None ( x* ) belonging to EI, IE, and None
classes are calculated by using the scoring vectors:
n
sEI ( x* ) wi S EIi ( x* ) ,
i 1
n
sIE ( x* ) wi S IEi ( x* ) ,
i 1
n
i
sNone ( x* ) wi S None
( x* ) ,
i 1
where wi is a weight of i th position; S[.]i ( x* ) is a i th component of S[.] ( x* ) vector.

Step 3. The class of the sequence x* is identified as follows:
class( x* )
arg
max{sEI ( x* ), sIE ( x* ), sNone ( x* )} ;
{ EI , IE , None}
End.
Validation phase. Now, let X {xk , k 1,..., N} , be a test set of sequences with n (n 60) residue where
xik {A, C, T , G}, i 1,..., n . The classes of test sequences are predicted as explained in the identification phase.
The aim of this phase is to measure the accuracy.

In the literature, performance parameters are used to measure the efficiency of the method. These parameters
depend on True Positive (TP), False Positive (FP), True Negative (TN) and False Negative (FN) values.
In our study, the confusion matrix is constructed as in Table 1 for the three classes, EI, IE, and None. TP,
TN, FP and FN values are calculated from the formulas in Table 2, where aij indicates number of predicted
sequences.
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Table 1. Confusion matrix for each class
Table 2. TN, TP, FN and FP rates formulas for each class
Error rates (ERs) are computed according to true/false classification results via the following formula:
ER
#( FP FN )
#(TP TN FP FN )
(3)
Also overall error rate (OER) is computed with the below formula:
OER 1
i {EI , IE , N }
i {EI , IE , N }
(TPi TNi )
(TPi TNi FPi FNi )
(4)
The performance parameters such as specificity (Sp), sensitivity (Sn), and accuracy rates are calculated via
following formulas:
Sn
# TP
#(TP FN )
(5)
Sp
# TN
#(TN FP)
(6)
Accuracy
#(TP TN )
#(TP TN FP FN )
(7)
3 Application Results
This method has been applied to the human splice site data from UCI Repository of machine learning
databases (Asuncion and Newman, 2007). This data set consists of 3190 sequences with 60 nucleotides. It
contains 767 EI, 768 IE, and 1655 None sequences. These sequences consist of A, C, T, G
nucleotides and also D, N, S, R ambiguity characters.
Cross validation method is used to find the overall ability of FWPSSM classification.10-fold cross-validation
method is applied to this data set. In this method, the dataset is broken into 10 sets and each fold contains 319
sequences. One fold is selected as test set and the rest folds are selected as learning set. This process is repeated
10 times and then the mean accuracy is taken.
1006
0.02
Triangular
Uniform
0.019
Weights
0.018
0.017
0.016
0.015
0.014
0.013
10
20
30
Positions
40
50
60
Fig. 1. The optimal positional weights vs. uniform distribution.

In this study, the fuzzy triangular membership function is applied to the dataset. The optimal value is found
as 1.70. The graphical presentation of the optimal weights according to triangular{x;1.70} MF versus uniform
membership function is shown in the Figure 1.
The overall error rates, error rates of each class and performance parameters are calculated for the triangular
membership function. When the results are compared with the WPSS method, the FWPSSM is gives better
results than WPSSM (Table 3). Also, performance parameters show the efficiency of the FWPSSM (Table 4).
Table 3. Error Rates of the WPSSM methods.
Methods
FWPSSM with Triangular MF
FWPSSM with Uniform MF
WPSSM with Genetic Algorithm
EI %
IE %
2.32
2.48
2.73
2.73
2.92
2.70
N
%
3.04
3.13
3.17
Overall %
2.70
2.84
2.87
Table 4. Performance parameters of the WPSSM methods.

Methods
Sn
Sp
FWPSSM with Triangular MF

FWPSSM with Uniform MF
WPSSM with Genetic Algorithm
0.9650
0.9625
0.9634
0.9770
0.9761
0.9753
Accuracy
0.9730
0.9716
0.9714
As it is seen from the tables 3 and 4, triangular membership function has better results than uniform
membership function and WPSSM.
4 Discussion
There are many soft computing methods in the literature for the classification problem of the splice sites. Some
of these algorithms are; PNN (Plausible Neural Network), ID3 (a decision tree algorithm), BP (Back
propagation), LVQ (a combination of procedures of LVQ), FS+LVQ (a LVQ learning with feature selection), 1nn (1-nearest neighbor neural network), FS1NN (1-nearest neighbor neural network with previous feature
selection), k-nn (k-nearest neighbor neural network), FSKNN (k-nearest neighbor neural network with previous
1007
feature selection) (Li et al., 2007), BRAIN (Rampone, 1998), KBANN (Knowledge Based Neural Network)
(Noordewier et al., 1991), and Hierarchical Multi Classifier (Lumini and Nanni, 2006).
When we compare the classification error rates of our FWPSSM with many methods proposed in the literature,
the FWPSSM have showed lower error rates than many known methods (Table 5). The methods which have the
higher results than our proposed FWPSSM are Hierarchical Multi Classifier Method (HM), Linear Support
Vector Machine (Rank SVM) and Support Vector Machine (SVM).
Table 5. Error rates of different methods
Methods
HM
Rank SVM
SVM
FWPSSM
WPSSM
Subspace
PNN
ID3
BRAIN
KBANN
BP
FS+LVQ
FSKNN
LVQ
K-NN
FS1NN
1-NN
EI %
IE %
N %
Overall Error Rates %
0,76
0,86
1,65
2,32
2,73
1,68
5
7,6
5,74
-
1,59
1,86
1,99
2,73
2,7
6,25
4
8,5
10,75
-
1,6
1,71
1,9
3,04
3,17
1,61
4
4,6
5,29
-
1.317
1.477
1.847
2,7
2,86
3,18
3,33
3,33
4.333
6,9
7,26
14,92
22,23
22,34
27,77
28,14
33,62
Finally, the methods depending on positional weights can be usually used for the fixed-length sequences. On
the other hand, variable-length sequences are usually used in the classification of the protein sequences and in
this situation, the sequences are encoded by overall frequencies instead of positional frequencies (Nasibov and
Kandemir-Cavas, 2008, 2009). But we hope that the proposed FWPSSM approach also can be successfully
applied to the analysis of the protein sequences, when fixed-length sequential data are handled.
References
1. Asuncion,
A.,
Newman,
D.J.
(2007)
UCI
Machine
Learning
Repository
(http://www.ics.uci.edu/~mlearn/MLRepository.html). Irvine, CA: University of California, School of Information
and Computer Science.
2. Burset, M., Seledtsov, A., Solovyeva, V.V. (2000) Analysis of canonical and non-canonical splice sites in
mammalian genomes. Nucleic Acids Research, 28(21):4364-4375.
3. Jang, JSR., Sun, CT., Mizutani, E. (1997) Neuro-Fuzzy and Soft Computing. Prentice-Hall, Inc. Simon &
Schuster/A Viacom Company Upper Saddle River, NJ07458.
4. Li K., Chang D., Rouchka E., Chen Y.Y. (2007) Biological sequence mining using Plausible Neural Network and
its application to exon/intron boundaries prediction. IEEE Symposium on Computational Intelligence in
Bioinformatics and Computational Biology. 165-169.
5. Lumini, A., Nanni, L. (2006) Identifying splice-junction sequences by hierarchical multiclassifier. Pattern
Recognition Letters, 27:13901396.
1008

6. Nasibov E.N., Kandemir-Cavas C. (2008) Protein subcellular location prediction using Optimally Weighted Fuzzy
k-NN Algorithm, Computational Biology and Chemistry 32 pp. 448-451.
7. Nasibov E.N., Kandemir-Cavas C. (2009) Efficiency analysis of KNN and minimum distance based classifiers in
enzyme family prediction, Computational Biology and Chemistry, 33, pp.461-464.
8. Nasibov E.N., Tunaboylu S. (2010a) A Novel Weighted Position-Specific Scoring Method for Splice Site
Recognition in DNA Sequences. The 1.st International Symposium on Computing in Science & Engineering, pp.
225-230.
9. Nasibov E.N., Tunaboylu S. (2010b) Classification of splice-junction sequences via weighted position specific
scoring approach. Computational Biology and Chemistry, Volume 34, Issues 5-6, Pages 293-299.
10. Noordewier, M.O., Towell, G.G., Shavlik, J.W. (1991) Training knowledge-based neural networks to recognize
genes in DNA sequences. Adv. Neural Inform. Process. Syst., vol. 3. Morgan Kaufmann.
11. Rampone, S. (1998) Recognition of splice junctions on DNA sequences by BRAIN learning algorithm.
Bioinformatics 14 (8), 676684.
Biographies
Sezin TUNABOYLU is graduated from the Department of Statistics at EgeUniversity in 2008. Now, she is master degree
student at the Department of Statistics at DokuzEyllUniversity since 2008. She is interested in bioinformatics especially
DNA sequences.
Efendi NASIBOV received the B.Sc. and M.Sc. degrees in Applied Mathematics Department from Baku State University,
Azerbaijan in 1983, and the Ph.D. in Mathematical Cybernetics and Dr.Sc. in Computer Science degrees from Institute of
Cybernetics Academy of Science of Azerbaijan in 1987 and 2003, respectively. His research interests are in the application
of data mining, fuzzy sets theory, optimization and decision making problems, and software engineering.
Prof. Nasibov is currently working as a full Professor and Chair of the Department of Computer Science,
DokuzEylulUniversity, Izmir, Turkey.
1009
Fuzzy Logic Graphical User Interface Software for

Evaluation of Wooden Material
Combustion Performance
Caner ZCAN1, Raif BAYIR2, Cemal ZCAN3
Karabuk University, Department of Computer Engineering, Karabuk, Turkey
2
Karabuk University, Department of Mechatronics Engineering, Karabuk, Turkey
3
Karabuk University, Department of Furniture and Decoration Education, Karabuk, Turkey
1
canerozcan@karabuk.edu.tr, 2rbayir@karabuk.edu.tr, 3cemalozcan@karabuk.edu.tr
1
Abstract. In this study, fuzzy logic graphical user interface software for evaluation of wooden material
combustion performance is realized. The most accurate monitoring of measurements obtained by the
combustion is provided. Operations on parameters that obtained from the result of combustion can be made
faster. Test performance is determined with fuzzy logic by using data obtained during the combustion process
and errors are reported to the user. Unexpected situations that experts could not notice can be determined
easily by this software during the combustion. It has been observed that this user interface software prevents
the data-loss and gives better results with sensitive measurements. Since repetition of the experiment is
reduced, especially time, work and energy savings are provided. This fuzzy logic user interface software with
these features can be used easily in wooden material combustion R&D centers, academic studies on this issue
and companies in this area.
Keywords: fuzzy logic software, real time, process control
1 Introduction
Wooden material is the oldest one in various building materials used by people. Brought technical innovations of
our age and despite of competing with the large number of new material, it keeps its importance in many fields
because of its superior properties today [1]. Many studies have been done with different combustion mechanisms
on the combustion properties of wooden material. When the importance of the combustion properties of wooden
material is taken into consideration in literature, combustion mechanisms cannot meet the needs of current
developing technology. Computer-aided combustion mechanism is needed to minimize the manual measurement
and human-induced errors and to increase the sensitivity of the parameters obtained by the combustion. There is
a need for software for developed computer-aided wooden material combustion mechanism. For this purpose, in
the light of technological advances, fuzzy logic graphical user interface software for evaluation of wooden
material combustion performance is designed.
Today, studies of the combustion are in the form of reading and recording data observations without the aid of a
computer. This case causes not only humanly errors but also measurement errors. Detecting errors beforehand
provides manpower and especially time saving. This software can be used in the field of wooden material
protection technology and in determining the combustion properties of wooden material. It shed lights on the
works about the protection of historical buildings against fire. Protection of wooden which is a combustible
organic material against fire and maintenance of our historical culture will be provided for the protection of
1010
historical wooden houses in case of a fire. It will contribute to the sustainability of our culture by protecting the
wooden material against the combustion danger.
Many studies have been done on the process control systems. The cases of sintering plant using fuzzy logic in
process control systems were investigated [2]. In one study, thermal comfort care application was studied with
fuzzy logic process control in measurement laboratories [3]. In another study, experimental investigations were
made for fuzzy logic process control [4]. Design, implementation and real-time operation of advanced process
monitoring techniques for wastewater treatment plants were presented with studies [5]. Distributed real-time
process control was designed for heating and power plant [6]. A model based on fuzzy logic classifier was
created in order to determine the values of modulus of elasticity and modulus of rupture of flakeboards. Using
these values, input and output values and rule base of fuzzy logic classifier were created. With the fuzzy logic
classifier model prepared in Matlab Simulink, modulus of elasticity and rupture values for flakes mixture ratios
were predicted [7]. Real time control of DC-DC buck converter with fuzzy logic controller was designed [8].
In this study, we realized fuzzy logic graphical user interface software for evaluation of wooden material
combustion performance.
2 Fuzzy Logic Graphical User Interface Software

Real-time processing of the data and its storage has been realized with prepared graphical user interface software
design. Data can be received from the sensors at desired sampling time and presented to users with graphic
screens thanks to prepared software. After receiving the data, fuzzy inference system was created according to
the input and output variables with designed fuzzy inference system editor. In this system, the experts can
determine the input and output variables membership functions, can prepare the rule base according to the
demands and can perform fuzzy inference process according to desired methods in real-time.
2.1 Fuzzy Logic

One of the methods used to control the combustion process is the artificial intelligence. Artificial intelligence
techniques are widely used in monitoring, controlling and modeling the combustion process. The way how the
artificial intelligence is provided on combustion process and understanding of it practically are studied [9].
Fuzzy logic is one of the most widely used methods on artificial intelligence applications. Fuzzy logic is a
principle of creating an artificial intelligence application and the aim is to reach conclusion. The only
disadvantage of fuzzy logic is that it does not give exact results. This is due to the natural structure of fuzzy logic
[10]. Fuzzy logic is used in every parts of our life from electric household appliances to car electricity, from
electric business machines to industrial technology and from industrial technology to automation. Fuzzy logic
controller makes sense converting the linguistic control strategy. General method and performance value that
composed fuzzy logic controller is defined. Attention is especially drawn to the strategy of fuzzification and
defuzzification, the source of database and fuzzy control rules, the definition of fuzzy inference and the
mechanism of fuzzy thinking analysis [11]. Fuzzy logic controller block diagram is given in Figure 1. Fuzzy sets
allow for partial membership of the cluster members. Membership values of fuzzy set elements are between (01) values. Therefore, a set of fuzzy is a generalized state of sharp cluster that grades each element membership.
B fuzzy set membership function is characterized by B (x) in universal set U [12-13].
1011
Fig. 1 Fuzzy logic controller block diagram
2.2 Real-Time Data Acquisition

Real-time data acquisition software was realized in Visual C # programming language for monitoring the
performance of combustion with fuzzy logic. In software design data transmission infrastructure is primarily
developed to provide communication with data acquisition card. Interface and graphic displays that provide the
display of received data to the user are designed and the codes are written. Interface screens have been prepared
on which the experimental data is entered, experimental features are determined. Data acquisition system and its
components are given in Figure 2.
Fig. 2 Data acquisition system

Signal conditioning process is made and data are transformed into the binary system. Measurements data are
transferred to a computer by the PCI-1716 data acquisition card. It provides real-time data transmission.
Received data are processed by the software to be constituted meaningful information and necessary analyses are
made.
Database infrastructure is built to record obtained measurement results for further uses. Measurement values
from mechanism can be obtained from the data acquisition card on desired sampling time with the help of the
analog input module. The obtained data are presented to the user by the time of sampling as given in Figure 3
menu. Studied card number and name are given in data display screen. Each channel sampling time can be
adjusted on channel window group separately. Opportunity to choose 0-1000 ms has been presented for general
sampling time. Measurement data are both showed from the labels and presented graphically to the user. Single
data graphic representation on the screen can be provided with show graphic button. All data graphic
representation on the screen can be provided with show all graphic button.
1012
Fig. 3 Real-time data acquisition interface menu
2.3 Fuzzy Logic Graphical User Interface Software

Fuzzy logic graphical user interface software was realized in visual programming language for monitoring the
performance of combustion. In software design data transmission infrastructure is primarily developed to
provide communication with data acquisition card. Data acquisition card driver was installed and tested. After
providing real-time data transmission infrastructure, interface and graphic displays that provides the display of
received data to the user are designed and the codes are written. Interface screens have been prepared on which
the experimental data is entered, experimental features are determined. The required codes were performed for
real-time processing and storage of data. Database infrastructure is built to record obtained measurement results
for further uses.
Fig. 4 Fuzzy inference system interface menu
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Fuzzy inference system is a part that makes real-time inference according to the measurement results coming
from data acquisition card. Firstly, start recording data button must be pressed in fuzzy inference system
interface shown in Figure 4 menu. After three seconds from this process, the start fuzzy inference button is
activated. Real time fuzzy inference system is activated by pressing this button. Input variables can be seen
under the inputs group and output variable can be seen under the outputs group. Rule base can be seen under the
rule base group. By clicking the pictures in these groups, shifting can be done on the related variable features
screen. Click on the triggered rules link to see the triggered rules during real time inference and click on the
results link to see the instant results of fuzzy inference.
It is necessary to press set input output option to screen for set input and output variables in fuzzy inference
menu. Input or output variable properties are shown under the input output group. Input or output variable name,
number of membership function and minimum and maximum value ranges are determined in this section. After
setting the variable structure of these features taking into account the characteristics of the same group, the save
operation is performed by pressing the save button. After this process the necessary properties are assigned to the
relevant variables. Properties of membership functions are stated for variables to be added under the membership
functions group. Graphical representation of the membership functions is given under the group of membership
functions graph. As an example, upper_temp input variable membership functions are given in Figure 5.
Fig. 5 Upper_temp input variable memberhip functions

Determination of the process for defuzzification method is provided with option at fuzzy inference menu. There
are three different methods for defuzzification. These are weighted average, maximum membership and average
maximum membership methods. The overall code structure of the triangle function and weighted average
method are as follows.
function triangle()
function weightedAverage()
for i from 0 to input_number by 1 step
for i from 0 to out_mem_ number by 1
for j from 0 to out_mem_ number by 1
step
step
x = mem_func_start;
x = mem_func_start;
if(max_rule) != -1)
y = mem_func_center;
t1 = t1 + x * max_rule;
z = mem_func_end;
t2 = t2 + max_rule;
if(data>=x)and(data<=z)
if(t2!= 0)
if(data<=y)
t = t1 / t2;
s = (data-x) / (y-z);
else if(data<=z)
s = (z-data) / (z-y);
1014
Results and Conclusions

Experimental studies were performed for monitoring the performance of combustion with fuzzy logic
graphical user interface software. The data from the data acquisition system are sent to the fuzzy inference model
by pre-processing. Experiment performance is evaluated with fuzzy inference results. Following the successful
results obtained from experimental studies, fuzzy logic graphical user interface software was accepted. Designed
combustion mechanism tests are provided by using different wooden materials on combustion experiment works.
Fuzzy inference results are shown in Figure 6.
Fig. 6 Fuzzy inference results menu

After combustion studies it has been observed that fuzzy logic graphical user interface software prevents the
data-loss and gives better results with sensitive measurements. Especially time, work and energy savings are
provided. Data loss prevention provides the reduction of similar experiments. Thus, this software can be used on
the fields of the protection technology of wooden material and determining the combustion properties of wooden
material. Protection of historical wooden buildings against fire is provided thanks to these studies. It will
contribute to the sustainability of our culture by protecting the wooden material against the combustion danger.
Acknowledgements
This work is supported by The Scientific and Technological Research Council of Turkey (TUBTAK) under
project number 110O548.
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Process Control From the Sintering Plants. In Proceedings of the 13th WSEAS International Conference on
Systems.Wisconsin, USA, 277-282.
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1015

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for Heating and Power Plant. Progress in Safety Science and Technology 7: 420-422.
Yapici F., zcifci A., Akbulut T. and Bayir R. (2009). Determination of modulus of rupture and modulus of
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Ozcan, C., Uysal, A. and Bayir, R. (2009). Real time control via Matlab/Simulink of DC-DC buck converter with
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Sivanandam, S.,N., Sumathi, S., Deepa, S., N. 2007. Introduction to Fuzzy Logic using MATLAB. New York:
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Biographies
Caner ZCAN was born in Karabk, 1986. He graduated from Yldz Technical University in 2004. He received his
M.Sc. degree in Computer Engineering from Karabuk University.
He is interested in fuzzy logic, artificial intelligence and real time process control systems.
Research Assistant Ozcan still works for Karabuk University, Department of Computer Engineering.
Raif BAYIR was born in Karabk, 1973. He graduated from Gazi University in 1995. He received his M.Sc. degree from
the same university in 1998 and his Ph.D. degree in 2005.
He is interested in robotics, expert systems and fault diagnosis of electric machines.
Assoc. Prof. Dr. Bayir still works for Karabuk University, Technology Faculty, Department of Mechatronics Engineering as
Department Chair of Mechatronics Engineering.
Cemal ZCAN was born in Karabk, 1982. He graduated from Sleyman Demirel University in 2005. He received his
M.Sc. degree from the Karaelmas University in 2007 and his Ph.D. degree from the Bartn University in 2011.
He is interested in combustion properties, thermal conductivity and process control systems.
Research Assistant Dr. Ozcan still works for Karabuk University, Department of Furniture and Decoration Education.
1016
Reconstructing Non-Tidal Component of Historical

Water Level Data with Artificial Neural Network
smail Halta1, Nihat Yilmaz2
Department of Civil Engineering, Faculty of Engineering, Zirve University, 27260 Gaziantep, Turkey
(corresponding author). E-mail: ihaltas@gmail.com
2
Department of Electrical and Electronics Engineering, Faculty of Engineering-Architecture, Selcuk
University, 42079 Konya, Turkey
Abstract.We introduce an approach to reconstruct the residual (non-tidal) component of historical water
level data with artificial neural network. Long-term historical water level data is important for coastal studies
such as coastal flood hazard analyses. However, long-term water level observations are limited to specific
sites. The approach presented here uses the ANN methods and the correlation between the residuals of a
subordinate station and a reference station in order to estimate the historical residual of the subordinate
station. It is tested on the data of a reference station and three subordinate stations located in North San
Francisco Bay, California. The artificial neural network-estimated residuals are compared to the observed
residuals for the subordinate stations. Comparison results show that the historical residual of a subordinate
station can be estimated successfully using this approach in the availability of a strong correlation with the
residual of a nearby reference station.
Keywords: tidal residual, artificial neural network, reconstructing historical data.
Introduction
The water levels measured at tide stations include tidal (astronomic), and non-tidal components. The non-tidal
component of water level is caused by some meteorological effects such as high/low atmospheric pressure, high
winds and possibly by other effects such as riverine flow, and El Nino. Tidal elevation is the predicted elevation
of water surface solely due to astronomic forcing on water body. Tidal predictions are commonly calculated
using harmonic constituents at a given station [1]. The harmonic constituents for a station are calculated based
on the measured water levels at that station. Astronomic tide can be predicted accurately due to its periodic
nature. Contrary to the tidal component, it is not easy to predict the non-tidal component of the water level since
the driving forces are non-periodic, non-stationary and highly uncertain. As illustrated in [2], the non-tidal
component of water level can easily dominate the water level during strong meteorological events (e.g. very
high/low pressure, strong wind etc.). So, the non-tidal component of water level is as crucial as the tidal
component of water level for accurate water level estimation.
Artificial neural networks (ANNs) have been widely used in multivariate nonlinear time series
modeling in many research areas. ANN is capable of directly correlating the time series of multiple input
variables to the output variables through the interconnected nodes using trainable weights and bias signal [3].
There are several applications of ANN for water level or tidal level predictions in the literature. These
applications can be placed in two groups based on the aim of the study as: (1) forecasting future water levels;
and (2) estimating the historical water levels. One of the pioneering researchers of the first group, [4] developed
an ANN model to forecast one month ahead sea level using the past 12 months sea level data. [5] developed an
1017
ANN method coupled with auto regressive moving average method (ARMA) to forecast future water levels
based on the current and past water level data from the same station. [6] extended that application to stations
with mixed tides. [7] proposed the application of back-propagation neural network (BPN) combined with the
equation of harmonic analysis for the long-term prediction of the tidal level based on the previous observations
in the same station. [8] used four input factors such as the wind velocity, wind direction, pressure and harmonic
analysis-tidal level to forecast future water levels. [9] developed an ANN model to forecast the non-tidal
component of water level using previous non-tidal water levels measured at the same station, wind
measurements, and harmonic water level forecasts. [10] Chang and Lin (2006) used ANN to establish a
relationship between tidal elevations and tide-generating forces. They propose using their model to forecast the
tidal elevations. [2] forecasted water level anomaly (residual) reasonably well up to nine hours ahead using the
observed wind velocity at the entrance of Galveston Bay, Texas. [11] developed a typhoon-surge forecasting
model with a back-propagation neural network (BPN). They used the typhoons characteristics, local
meteorological conditions and typhoon surges at a considered tidal station at previous times as input data of the
model to forecast typhoon surges 13 hours ahead at the following time.
In the second group of applications, [12] used observed water levels at a reference station to estimate
the water levels at subordinate stations using ANN. [13] developed a regional neural network tool for coastal
water level predictions. They predicted long-term water levels in a coastal inlet based on the input of data in a
remote NOAA (National Oceanic and Atmospheric Administration) station in the region. Similar to [12], they
did not separate the tidal and non-tidal component of water level in their analyses; however, they examine the
ANN predictions of the non-tidal water level variations using 36-h low pass filtering. [14] Chen et al. (2007)
developed a coupled wavelet-ANN model to estimate the tidal elevation at a station using tide elevation data
from a nearby station. They remove the high frequency noise from the observed water elevation data before
using in ANN. [15] Liang et al. (2008) developed a minus-mean-value neural network method along with two
other ANN methods for non-stationary tidal level predictions. With the minus-mean-value neural network model
they predict the tidal level between two or more stations. They define the hourly residual as the observed hourly
water level minus the daily mean of observed water level. They set up two ANN models; one predicts the daily
mean water level, and the other one predicts the hourly residual based on the synchronous data at the reference
station. They add the two predictions from the ANN models to obtain the predicted hourly water elevation at the
given station.
The present study can be included in the second group of ANN applications on water/tidal levels. Here
an ANN method is developed to predict the historic non-tidal component of water level at a given station.
Basically, an ANN structure is optimized for the given data set and the optimized ANN structure is trained to
learn the correlation between the residual of a reference station and the residual of a subordinate station. The
optimized and trained ANN is then used to estimate the missing residual of the subordinate station from the
residual of the reference station. The main requirement in this methodology is the availability of a strong
correlation between the residuals of the reference and subordinate stations. Once the trained and validated ANN
is developed, output variables are directly calculated from the input variables and the vectors of weights and bias
in the network nodes.
The novelty of this study is that the tidal and non-tidal components of the observed water level are
separated and the ANN estimation technique is applied directly on the non-tidal component. This approach has
two significant advantages over the preceding approaches. First, by subtracting the tidal elevation from the
observed water level the periodic and deterministic component is eliminated from the signal (observed water
level). Therefore the nodes in the ANN model are dedicated to learn the correlation in the random non-tidal
component of the signal. Second, in calculating extreme water level with convolution method one needs the
probability density function of both the tidal and non-tidal components separately [16]. The presented approach
allows reconstructing the non-tidal component of water levels which can be used for developing the probability
density function for convolution method-extreme water level computations. The following sections will provide
the details of the selected ANN architecture, structure, and the training-testing methods used in this study;
various example applications; discussion of findings; and conclusion remarks.
1018
1.
Artificial Neural Network Model
In this study, multilayered perceptron neural network (MLPNNs) is preferred as the architecture of the neural
network owing its simplicity [17], [18]. Feed forward backpropagation (FFBP) with single hidden layer is used
as the ANN structure. In the training of neural network, K-fold cross validation is used in order to minimize the
bias associated with the random sampling of the training data [19].
2.
Example Applications
The proposed approach is applied on residuals from one reference station and three subordinate stations in North
San Francisco Bay operated by NOAA. The aim in these applications is reconstructing the residual records for
the subordinate stations. In order to be consistent in the analyses the study period is set as from January 1, 1898
to December 31, 2008 for all the stations.
The water level and tidal level data are retrieved from NOAA web site [1]. The time interval and
duration of the available water level records are listed in Table 1. It should be noted that, Table 1 only provides
the gross time intervals for the available water level records and the records contain many gaps. The tidal level
data is available for the entire study period for all stations.
Table 3. NOAA Tide Stations and Availability of Water Level Data
Station Name
Start
End
Duration (month)
San Francisco
1898
2008
1331
Richmond
1996
2008
149
Port Chicago
1979
2008
349
Mare Island
1985
2008
65
Both the water level and tidal level data are retrieved for hourly intervals, in meter and relative to Mean Lower
Low Water (MLLW) of the particular station. The hourly residuals are obtained by subtracting the tidal levels
from the available water levels. Then the daily peak residuals are extracted from the hourly residuals in order to
reduce the size of the time series. Working with daily data provides significant efficiency in the ANN training.
Besides the computational efficiency, daily peak data substantially covers the possible lag [2], [20] in the
residual data between the reference and subordinate stations. So, by using daily data we avoided (1) the necessity
for estimating the hourly time lag in the residuals between stations, (2) using multiple (lagged) inputs in the
ANN model. Furthermore, peak residuals in daily intervals provide enough precision for extreme water level
analyses as monthly peaks are used commonly in extreme level analyses. The San Francisco Station is used as
the reference station since it has the most complete water level record compared to the other stations. A separate
network is trained and used for residual estimation for each subordinate station, since the correlation structure
between the reference station and the subordinate station is expected to be different for each subordinate station.
The network is trained for the duration when the observed data is available for the subordinate station. The
quality of the training indirectly depends on the duration of the training data. The longer the training data is the
more the ANN exposed to the correlation structure between the stations. Furthermore, longer training data
duration increases the chance to cover a wider range of variation in the residuals.
As noted earlier, accuracy of the estimated residuals depends on the strength of the correlation between
the residuals of the reference and the subordinate station. The correlation between the residuals of the reference
and subordinate stations is measured by calculating the coefficient of determination (R2) for each subordinate
station. The calculated values of R2 are listed in Table 3. As in Table 3, the residuals of the subject subordinate
stations have a very strong to moderate positive correlation with the residual of the reference station.
1019
Some portion of the subordinate station data is excluded from the training. The excluded data is later
used for testing the performance of the ANN estimation. Table 2 lists the total available data, durations of data
included/excluded in the training and the time interval of the excluded data for each subordinate station.
Table 4.Residual Data Included/Excluded in the ANN Training
Station
Name
Total
Available
(day)
Included in
the Training
(day)
Excluded in
the Training
(day)
Richmond
4452
3599
853
20060706
20081231
Port Chicago
10492
9492
1000
19820524
19850216
Mare Island
1853
859
994
20060330
20081231
Excluded
Start
End
(Y/M/D)
(Y/M/D)
The values of R2 for residuals of the subordinate stations compared to the residual of the reference station based
only on the data excluded in the training are also listed in Table 3.
Table 5.Coefficients of Determination (R2) for the Observed Residuals at the Subordinate Stations compared to
the Observed Residual at the Reference Station
For All Available Data
For Excluded Data
0.90
0.88
Port Chicago
0.74
0.83
Mare Island
0.70
0.73
Station Name
Richmond
For the Richmond and Mare Island Stations; the latest period of the available time series data are excluded from
the training. For the Port Chicago Station; specifically a time interval when a strong meteorological effect on the
measured water level was observed is excluded from the training. Table 3 shows that, unlike for the other two
stations, for Port Chicago station the values of R2 for the excluded data is significantly higher than the values of
R2 for the all available data. Intuitively, a strong meteorological event is expected to affect the water level
elevations at two nearby stations similarly; while a relatively insignificant meteorological forcing may not affect
the water levels at one station as strongly as it affects the water level at a nearby station. The R2 tests for the
included/excluded data of the Port Chicago Station support that supposition. The performance of the ANN
Model depends on the strength of the correlation between the residuals of the subordinate and reference stations.
Therefore, ANN is expected to perform better for the times when there are strong meteorological events. This is
a significant advantage of using ANN for reconstructing the historical residual data for extreme water level
analyses.
In order to find the optimum ANN structure several networks with different structures are trained and
tested. The parameters used in these training-testing processes and the properties of the best network architecture
are given in Table 4. As listed in Table 4, the number of nodes in the hidden layer for an optimum ANN
structure is determined as 22, 14, and 13 for the Richmond, Port Chicago, and Mare Island Stations respectively.
One input node and one output node are used for all stations. Accordingly, in Table 4 the best ANN architecture
is denoted as 1:22:1 (number of nodes in input layer: number of nodes in hidden layer: number of nodes in
output layer) for the Richmond Station. The number of iterations to achieve to the best structure is also listed in
Table 4. The scan interval for the iterations is from 100 to 10000 iterations with 100-iteration increments.
Similarly, the number of nodes in the hidden layer is tested from 2 to 35 nodes with one-node increments. The
starting learning rate for the variable learning rate backpropagation training algorithm is set to 0.7. The learning
rate is updated by the training algorithm at each iteration. In this study the momentum coefficient is kept
constant. Next, the performance tests of the optimized ANN structures which are already trained to learn the
correlation structure between the residuals of the reference and subordinate stations are presented.
1020
Table 6.ANN modeling system parameters

Parameters
Richmond
Port Chicago
Mare Island
Best Network
Architecture
1:22:01
achieved after 5700
iterations
1:14:01
achieved after
2800 iterations
1:13:01
achieved after 4700
iterations
100-10000
step=100
100-10000
step=100
100-10000 step=100
2-35 step=1
2-35 step=1
2-35 step=1
Variable Learning
Rate
Backpropagation
Variable
Learning Rate
Backpropagation
Variable Learning
Rate
Backpropagation
0.7
0.7
0.7
0.9
0.9
0.9
K-Fold CrossValidation
Scanned
Iteration Interval
Scanned Hidden
Nodes
Training
Algorithm
Starting
Learning Rate
Constant
Momentum
Coefficient
ANN Estimated Residuals and Performance Tests

The trained ANN is used to estimate the missing periods of the residuals for the subordinate stations based on the
residuals of the reference station. It should be noted that even though the reference station covers all the study
timeframe, there are some gaps in the record. Thus the residuals for the subordinate stations cannot be estimated
for those missing durations. The residuals of all the subordinate stations are reconstructed to the extent of the
study period by using the ANN method described above. The performance of the ANN estimations is then test
by comparing the ANN estimates of residuals to the observed residuals for both the all available data and the
excluded data. Table 5 list the values of R2 for the ANN estimated residuals compared to the observed residuals.
The high R2 values for both the all available and excluded data listed in Table 5 demonstrate that the trained
ANNs estimate the historical residuals satisfactorily.
Table 7.Coefficients of Determination (R2) for the ANN-estimated Residuals at the Subordinate Stations
compared to the Observed Residuals at the same Station
3.
Station Name
All Available Data
Excluded Data
Richmond
0.90
0.87
Port Chicago
0.74
0.82
Mare Island
0.69
0.68
Discussion and Conclusions
It is demonstrated that in the availability of a nearby reference station with long-term historical water level
record, the residual data of the subordinate station can be estimated using the correlation between the residuals of
the reference and subordinate stations. The performance tests on three subordinate stations indicate that the
accuracy of the ANN estimates is limited with the strength of the correlation between the residuals of the
reference and subordinate station.
1021
The water elevation at a tide station near an estuary is influenced by the riverine discharge. That
influence usually reduces the correlation between the residuals of the reference and subordinate stations. In such
a case, since it depends on the correlation between the residuals of the stations, the accuracy of the ANN
estimations will also be low. Future studies can test the ANN models which include the river discharge as an
additional input in order to improve the overall accuracy of the estimated residual at the subordinate station.
With such an ANN structure the model accuracy is expected to be not limited to the strength of the correlation
between the residuals of the reference and subordinate stations.
References
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Cox, D.T., Tissot, P., Michaud, P., (2002). Water level observations and short-term predictions including
meteorological events for entrance of Galveston Bay, Texas. Journal of Waterway, Port, Coastal and Ocean
Eng., 128 (1), 2129.
Hagan, M.T., Demuth, H., Beale, M., (1995). Neural Network Design. PWS Publishing Company, Boston,
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Vaziri, M., (1997). Predicting Caspian Sea surface water level by ANN and ARIMA models. Journal of
Waterway, Port, Coastal and Ocean Eng., 123, 158162.
Tsai, C.-P., Lee, T.-L., (1999). Back-propagation neural network in tidal level forecasting. Journal of
Waterway, Port, Coastal and Ocean Eng., ASCE 12 (4), 195202.
Lee, T.-L., Jeng, D.S., (2002). Application of artificial neural networks in tide forecasting. Ocean Eng., 29 (9),
10031022.
Lee, T.-L., (2004). Back-propagation neural network for long-term tidal prediction. Ocean Eng., 31 (2), 225
238.
Lee, T.-L., (2006). Neural network prediction of a storm surge. Ocean Eng., 33, 483494.
Tissot, P., Cox, D., Sadovski, A. Michaud, P., Duff, S., (2004). Performance and Comparison of Water Level
Forecasting Models for the Texas Ports and Waterways. Proc., Ports 2004: Port Development in the Changing
World, Conf., ASCE. 0-7844-0727-4.
Chang, H.-K., Lin, L.-C., (2006). Multi-point tidal prediction using artificial neural network with tidegenerating forces. Coastal Eng., 53, 857864.
Tseng, C.M., Jan, C.D., Wang, J.S., Wang, C.M., (2007). Application of artificial neural networks in typhoon
surge forecasting. Ocean Eng., 34, 17571768.
Deo, M.C., Chaudhari, G., (1998). Tide prediction using neural networks. Computer-Aided Civil and
Infrastructure Eng., 13 (2), 113120.
Huang, W., Murray, C., Kraus, N., Rosati, J., (2003). Development of a regional neural network for coastal
water level predictions. Ocean Eng., 30 (17), 22752295.
Chen, B.-F., Wang, H.-D., Chu, C.-C., (2007). Wavelet and artificial neural network analyses of tide
forecasting and supplement of tides around Taiwan and South China Sea. Ocean Eng., 34, 21612175.
Diamantidis, N. A., Karlis, D., and Giakoumakis, E. A. (2000). Unsupervised stratification of cross-validation
for accuracy estimation. Artif. Intell., 116(1-2), 1-16.
Walden, A. T., Prescott, P., Webber, N.B., (1982). An Alternative Approach to the Joint Probability Method
for Extreme High Sea Level Computations. Coastal Eng., 6 (1982), 71-82.
Haykin, S. (1994). Neural Networks: A Comprehensive Foundation. New York: Macmillan College
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Maren, A., Harston, C. & Pap, R. (1990). Handbook of Neural Computing Applications. London: Academic
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Francois, D., Rossi, F., Wertz, V., & Verleysen, M. (2007). Resampling methods for parameter-free and
robust feature selection with mutual information. Neurocomputing, 70(79), 12761288.
doi:10.1016/j.neucom.2006.11.019.
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1022
Biographies
smail Halta (Ankara, 1980). B.S., Civil Engineering, Middle East Technical University, Ankara, Turkey, 2002. M.S.,
Civil and Environmental Engineering, University of California, Davis, CA, USA, 2004. Ph.D., Civil and Environmental
Engineering, University of California, Davis, CA, USA, 2006.
He has published several journal papers on scale issues in hydrologic processes. His research interest includes scaleinvariance in hydrology, flood modeling, floodplain mapping, statistical methods in hydrology.
Dr. Haltas is a member of American Society of Civil Engineers (ASCE) and Environmental and Water Resources Institute
(EWRI).
Nihat Ylmaz (Konya, 1975). B.S., Electrical-Electronic Engineering, Seluk University , Konya, Turkey, 1996. M.S.,
Electrical-Electronic Engineering, Seluk University , Konya, Turkey, 1998. Ph.D., Electrical-Electronic Engineering, Seluk
University , Konya, Turkey, 2005.
He has published several journal papers on Artificail Neural Network Modeling . His research interest includes robotics,
expert systems, remote sensing.
Dr. Ylmaz is a member of Institute of Electrical & Electronics Engineers (IEEE).
1023
Comprehensive Usage of Vague Sets for Linear

Programming Problems and a Quantitative Example
1
Nurullah UMARUSMAN, 2Mustafa GNE

1
Aksaray University, Department of Business, Aksaray, Turkey
nurullah.umarusman@aksaray.edu.tr
2
Gediz University, Industrial Engineering Department, Izmir, Turkey
mustafa.gunes@gediz.edu.tr
Abstract. The decision making in a fuzzy environment was proposed by R.E.Belman and Lotfi Askerzadeh to develop
alternative Fuzzy Linear Programming Approaches for many decision problems. In those approaches, the main criteria is to
design and develop membership function, later, to provide better solution by combining necessary data from decision
makers.The membership degree of the central value of fuzzy numbers has been defined to be 1.0 in these approaches. The
present study suggests a new solution method which is based on the true membership function and the false membership
function defined by the vague set concept. The approach proposed herein was built based on the nonsymmetric model of
Werners. The proposed approach and its outcomes was explained using an example.
Keywords: Fuzzy Linear Programming, Vague sets, Fuzzy Decision Making
1. Introduction
Many real world problems can be defined using the Linear Programming model.Decision space is defined based
on the objective function and constraints while the type of decision is deciding under certainty. The Linear
Programming assumes that the parameters A,c,b are all positive numbers. Therefore, creating the Linear
Programming problem requires high-level knowledge. The precision, reliability, and certainty of the data in real
life applications usually demonstrate a fuzzy structure. For this reason, the optimal solution of a linear
programming problem is valid only for some part of the constraints. Thus, most of the available data sets have an
interaction which is not very strong within the solution. The process of decision making in a fuzzy environment
defined by Belman and Askerzadeh has yielded the usage of the Fuzzy Set Theory in their studies on a linear
programming.The initial formulation of Fuzzy Linear Programming was created by Zimmermann
(1978).Later,various approaches were developed by other scientists and categorized.
Formulations in fuzzy linear programming problems are created using membership functions. The membership
degree of problem parameters ascend/descend between 0 and 1. On the other hand, some uncertainty or
hesitation can be observed in membership degrees. Gau and Buehrer have suggested the concept of vague sets
for the uncertainty of membership degrees.
2. Vague Sets
x . A vague set V in X is
characterized by a truth-membership function tv and a false-membership function f v . tv is lower bound on the
Defination 1:Let X be a space of points, with a generic elementof X denoted by
1024
grade of membership of x derived fromthe evidence for x , and

derived from the evidence against
point in X , where tv
f v is a lower bound on the negation of x
x . tv and f v both associate a real number in the interval [0,1], with each
fv 1 .
That is
t v : X [0,1]
f v : X [0,1]
This approach bounds the grade of membership of x to a subinterval [t v (x),1 f v (x)] of [0,1]. Other words, the
exact grade of membership v ( x ) of x may be unknown, but is bounded by t v (x) v (x) 1 f v (x) , where
t v (x) f v (x) 1 .
The precision of our knowledge about x is immediately clear, with ouruncertainty characterized by the difference
1 f v (x) t v (x) . If this is small, our knowledge about xis relatively precise; if it is large, we know
correspondingly little. If 1 f v (x) is equal to t v ( x ) ,our knowledge about x is exact, and the theory reverts back
to that of fuzzy sets. If 1 1 f v (x) and t v ( x ) are both equal to 1 or 0, depending on whether xdoes or does not
belong to V, our knowledge about xis very exact and the theory reverts back to that of ordinary sets (i.e., sets
with two-valued characteristic functions).
When X is continuous a vague set V can be written as
V [t V (x),1 f V (x)] / x, x X
X
When X is discrete, a vague set V can be written as

n
V [ t V ( x ),1 f V ( x )] / x, x X
i 1
The vague set theory can be interpreted using a voting model. The number of total voting people is assumed to
be 10. Suppose that A is a vague set in U,
u U , and the vague value is [0.6;0.8], that is, t A (u) 0.6 , ,
f A (u) 1 0.8 0.2 . Then, we can say that the degree of u A is 0.6, and the degree of u A is 0.2. The
vague value [0.6,0.8] can be interpreted as the vote for a resolution is 6 in favor, 2 against, and 2
abstentions(Lui, Wang, Feng,2008).
1025
3.New Vague Linear Programming

The concept vague set has been used in linear programming since 2009. Ramakrishna (2009) suggested two
different models. Amit et al. (2009) applied the concept on fuzzy linear programming where they defined a true
membership function and a false membership function for the constants on the right side. The present study
proposes a new vague linear programming method based on the nonsymmetric approach developed by Werners
(1987).
The general model of Fuzzy Linear Programming with fuzzy resources available is formulated as:
Max Z cx
Subject to
(3.1)
~
(Ax) i b i
x 0, i 1,2,..., m
~
Where bi , i , are in bi , bi pi with given p i (yolerance).Werners proposed that the objective function of
Equation (3.1) should be fuzzy because of fuzzy total resources or fuzzy inequality constraints. Then for Eqution
(3.1),Werners first defined Z 0 and Z l as follows:
Max Z 0 cx
Subject to
(3.2)
(Ax) i b i
x 0, i 1,2,..., m
Max Z1 cx
Subject to
(3.3)
(Ax) i b i p i
x 0, i 1,2,..., m
Optimal solution will be in between Z 0 and Z l , the satisfaction of the optimal solution will increase when its
value increases.The membership function o of the objective is:
1
1
Z cx
o ( x ) 1 1
0
Z Z
0
cx Z1
, Z 0 cx Z1
,
(3.4)
cx Z 0
With the above membership function, we can then use the max-min operator to obtain optimal decision. Then
equation (3.1) can be solved by solving max x 0
, where min o (x), 1 (x),..., m (x).
1026
That is:
Max
Subject to
(3.5)
cx [Z Z ] Z
(Ax) i p i b i p i
0,1 and x 0
1
The vague linear programming proposed herein utilizes the steps of the approach described above. All resources
of the proposal are vague sets and the steps are explained as follows:
Step 1: First, the values of z0 and z1 are computed using equations (3.2) and (3.3).
Step 2: Next, the true and false membership functions for objective function and constraints are determined using
z0 and z1.
o
,
if cx z l
(z l cx )
, if z o cx z l
t ~o ( x ) o 1 l
o
z z

0
,
if cx z o
(3.6)
(Ax) b
i
i
t ~b ( x ) i 1
i
pi

0
(3.7)
if (Ax) i b i
, if b i (Ax) i b i p i
,
if (Ax) i b i p i
vo
,
if cx z l
(z l cx )
, if z o cx z l
1 f ~o ( x ) v o 1 l
o
z z

0
,
if cx z o
vi
(Ax) b
i
i
1 t ~b ( x ) v i 1
i
pi

(3.8)
if (Ax) i b i
, if b i (Ax) i b i p i
,
if (Ax) i b i p i
(3.9)
Step 3: Two different LP problems are defined depending on the true and false membership functions which
were determined for the objective function and constraints.
Max
1027
Subject to
cx [ Z1 Z 0 ].
(3.10)
Z0
bi pi
min (t ~o (x), t ~b (x)1 ,..., t ~b (x)) , 0, and x 0
(Ax) i p i
Max
Subject to
(3.11)
cx [ Z1 Z 0 ]. Z 0
(Ax) i p i b i p i
min (1 t o (x),1 t ~b (x),...,1 t ~b (x)) , 0, v and x 0

1
4.Numerical Example
Let us consider a product-mix selection problem.
Max.Z 3x 1 5x 2 4x 3
Subject to
(4.1)
x 1 x 2 x 3 60
(Material A)
2x 1 5x 2 3x 3 180
(Material B)
x 1 3x 2 4x 3 130
(Material C)
2x 2 5x 3 150
(Material D)
Let us assume that the available total material A,material B, Material C and material D are imprecise and their
maximum tolerances are 10, 20,15 and 5 units respectively. Then, the membership functions of constraints are:
1
,
x 1 x 2 x 3 60
60
15
2
3
1 ( x ) 1 1
, 60 x 1 x 2 x 3 70
70
10
0
,
x 1 x 2 x 3 70
1
,
2x 1 5x 2 3x 3 180
2x 1 5x 2 3x 3 180
2 ( x ) 1
, 180 2x 1 5x 2 3x 3 200
200 180
0
,
2x 1 5x 2 3x 3 200
1028
1
,
x 1 3x 2 4x 3 130
x 3x 2 4x 3 130
3 ( x ) 1 1
, 130 x 1 3x 2 4x 3 145
145 130
0
,
x 1 3x 2 4x 3 145
1
,
2x 2 5x 3 150
2x 5x 3 150
4 ( x ) 1 2
, 150 2x 2 5x 3 155
155 150
0
,
2x 2 5x 3 155
Then, solving Equation (3.2) and (3.3.), we obtain: Z o 224.29 and Z l 255 . The membership function o of
the objective is defined as:
255 3x 1 5x 2 4x 3
O ( x ) 1
255 224.29
3x 1 5x 2 4x 3 255
, 224.29 3x 1 5x 2 4x 3 255
,
3x 1 5x 2 4x 3 224.29
The problem is actually equivalent to:
Max
Subject to
3x 1 5x 2 4x 3 30.71 224.29
x 1 x 2 x 3 10 70
2x 1 5x 2 3x 3 20 200
x 1 3x 2 4x 3 15 145
2x 2 5x 3 5 155
x 1 , x 2 , x 3 0 and [0,1]
The solution is:
x * (35.714;15.36;13.9) and Z* 239,54 at 0.499 .
Step 1: The solution of equations (3.2) and (3.3) gives Z o 224.29 and Z l 255 .
Step 2: The true and false membership functions for the objective function and constraints are determined as
follows:
0.9
,
3x 1 5x 2 4x 3 255
(
255
3x
5
x
4
x
)

1
2
3
t ~o ( x ) 0.91
, 224.29 3x 1 5x 2 4x 3 255
255
2294
.
29
0
,
i3x 1 5x 2 4x 3 224.29
1029
0.93
,
3x 1 5x 2 4x 3 255
(255 3x 1 5x 2 4x 3 )
1 f ~o ( x ) 0.931
, 224.29 3x 1 5x 2 4x 3 255
255 2294.29
0
,
i3x 1 5x 2 4x 3 224.29
0.9
,
x 1 x 2 x 3 60
x x 2 x 3 60
t ~b ( x ) 0.91 1
, 60 x 1 x 2 x 3 70
1
70 60
0
,
ix 1 x 2 x 3 70
0.95
,
x 1 x 2 x 3 60
x x 2 x 3 60
1 f ~b ( x ) 0.951 1
, 60 x 1 x 2 x 3 70
1
70 60
0
,
ix 1 x 2 x 3 70
0.85
,
2x 1 5x 2 3x 3 180
2x 5x 2 3x 3 180
t ~b ( x ) 0.851 1
, i180 x 1 5x 2 3x 3 200
2
200
180
0
,
2x 1 5x 2 3x 3 200
0.9
,
2x 1 5x 2 3x 3 180
2x 5x 2 3x 3 180
1 f ~b ( x ) 0.91 1
, i180 x 1 5x 2 3x 3 200
2
200
180
0
,
2x 1 5x 2 3x 3 200
0.93
,
x 1 3x 2 4x 3 130
(Ax) 3 130
t ~b ( x ) 0.931
, 130 x 1 3x 2 4x 3 145
3
145
130
0
,
x 1 3x 2 4x 3 145
0.96
,
x 1 3x 2 4x 3 130
x 3x 2 4x 3 15
1 f ~b ( x ) 0.961 1
, 130 x 1 3x 2 4x 3 145
3
145
130
0
,
x 1 3x 2 4x 3 145
0.8
,
i 2x 2 5x 3 150
2
x
5
x
150

3
t ~b ( x ) 0.81 2
, 150 2x 2 5x 3 155
4
155
150
0
,
2x 2 5x 3 155
1030
0.85
,
i 2x 2 5x 3 150
2x 5x 3 150
1 f ~b 3 ( x ) 0.851 2
, 150 2x 2 5x 3 155
155 150
0
,
2x 2 5x 3 155
Step 3: The problem,defined using the true membership function and the false membership function, is as shown
below.
Max
Subject to
3x 1 5x 2 4x 3 34.122 224.29
x 1 x 2 x 3 11.11 70
2x 1 5x 2 3x 3 23.529 200
x1 3x 2 4x 3 16.129 145
2x 2 5x 3 6.25 155
x 1 , x 2 , x 3 0 and [0,0.8]
x 1 35.77 , x 2 15.07 , x 3 14.21 , 0,445 , Z 239.5

Max
Subject to
3x 1 5x 2 4x 3 33.02 224.29
x 1 x 2 x 3 10.53 70
2x 1 5x 2 3x 3 22.22 200
x 1 3x 2 4x 3 15.625 145
2x 2 5x 3 5.88 155
x 1 , x 2 , x 3 0 and [0,0.85]
x1 35.85 , x 2 15.106 , x 3 14.14 , 0,465 , Z 239.64

Table 1: Comparison of results from Werners approach and the proposed approach
Werners Approach
Proposed Approach
x1
x2
x3
Z
35.714
35.77
35.85
15.36
15.07
15.106
13.9
14.21
14.14
Z 239.5
Z 239.5
Z 239.64
0.499
0.445
0,465
t v (x) v (x) 1 f v (x) 0.445 0.499 0.535 .
1031
The vague value [0.445;0.535] indicates that the exact grade membersip
O ( x ) is bounded by
0.445 O (x) 0.535 . 1 f v (x) t v (x) 1 0.465 0.445 0.09 .

The computed value of 0.09 indicates the degree of hesitation and illustrated in Figure 2.
False Membership Function
1.0
Against Region
True Membership Function
0.93
0.9
Hesitation Region
Support Region
0.0
cx
224.29
255
Figure 2.Illustration of theTrue and False Membership Functions
5. Conclusion
The proposed approach shows that the degree of hesitation is also a significant factor in explaining the results of
the assumptions on the membership degree 1.0 in classical fuzzy linear problems.In order to get the lowest
degree of the hesitation region as low as possible, the values of tolerance have to be determined precisely. There
is no certain way to determine the value of tolerance in the problems of fuzzy linear programming. Currently, the
value is only determined by means of the information obtained from the decision maker. At this point, an
important assessment has to be made: If the tolerance value is given for constraints with a slack variable larger
than zero, the solution will result larger slack value than expected. As larger slack value has been yielding a
lower degree of membership,at the other side a hesitation region may remain at higher value.In order to
determine the tolerance value the ranging intervals must be evaluated by using sensitivity analysis . It is also
possible to fix the slack values to zero and rearranging the constants on the right hand side by DeNovo
Programming. Finally, in a fuzzy linear programming approach, more effective solution can be achieved by
arranging correct tolerance values.
1032
References
1.
2.
3.
4.
5.
6.
7.
R.E. Bellman, L.A. Zadeh, Decision-making in a fuzzy fuzzy system reliability, Presented in National
Conf. On environment, Management Sciences 17 (1970) B141-B164
W.L. Gau, D.J. Buehrer, Vague sets, IEEE Trans. On of India, INDIA. Systems, Man, and Cybernetics
23 (1993) 610-614.
Amit Kumar, Kavita Devi, Shiv Prasad Yadav (2009), Method To Solve Linear Programming Problems
Using Vague Sets, 2009 IEEE International Advance Computing Conference (IACC 2009) Patiala,
India, 6-7 March 2009
N. Ramakrishna,(2009) Optimization Through Vague Sets, Internatonal Journal Of Computatonal
Cognton Vol. 7, No. 1, March 2009
B.Werners. An interactive fuzzy programming system, Fuzzy Sets and Systems 23 1987, 131-147.
Liu Yong, Wangl Guoyin and Lin Feng, General Model For Transforming Vague Sets nto Fuzzy Sets,
M.L. Gavrilova Et Al. (Eds.): Trans. On Comput. Sci. II, LNCS 5150, Pp. 133144, 2008
H. J. Zimmermann. Fuzzy Programming And Linear Programming With Several Objective Functions.
Fuzzy Sets And Systems, 1:4555, 1978.
1033
1034
Chapter 6
ARCHITECTURE
1035
New Level of Precision in Architecture

Arzu Gnen Sorgu1, Fatma Zehra akc2
1,2
Middle East Technical University Department of Architecture, 06800 Ankara, TURKEY

1
arzug@metu.edu.tr, 2zcakici@metu.edu.tr
Abstract. Today, precision in architectural design has attained a new and a broad meaning with the advent of
computational design and manufacturing/fabrication technologies, i.e with CAAD/CAM. The architectural
design process which requires integration of several knowledge domains, handling diverse and mass amount
of data and their processing has found new expansions with computational tools. Construction process has
also been undergoing a transformation and construction has been turning more into manufacturing and
fabrication process. Terms like customized mass production, concurrent architecture, and integrated design
have become a part of architectural design vocabulary. All these paradigmatic changes force architects and
thus architectural design education to be acquainted with CAAD/CAM and thus computational design
paradigm and a new level of complexity. In this context, design process itself searching for the optima in all
the levels, and diverse models which are any time products of design process, their reproducibility in
different phases of the design process in various scales with different fabrication/manufacturing technologies,
their explorations and experiencing through simulations, bring subject of precision in the realm of
architecture as a mean of controlling the design process in terms of complexity and in terms of intactness. In
this paper, this new role of precision and thus computational design process in the realm of performance
based design has been exemplified by the term project given in spring 2010 Digital Design Studio given by
Assoc. Prof. Dr. ArzuGnenSorgu and Res. Asst. FatmaZehraakc in METU, namely the modulator. In
the design, manufacturing and fabrication processes of the modulator, students have been introduced with
several level of precision and reflect their experience in 1/1 scale model of their design process or the product
itself.
Keywords: Arch 475, CAAD/CAM, complexity, design optimization, modulator, performance based design,
precision
1 Introduction
Architecture as one of the oldest disciplines has always been one of the major actors responsible for shaping the
world we live in. Architects are expected to orchestrate materials, forms, functions together with diverse
knowledge fields to provide quality spaces and thus built environment responding men's needs. From tents to sky
scrapers architecture has been continuously experiencing available technologies of the era they belong to. In this
regard, architecture can be considered as the manifestation of "the present state of technology" with all the pros
and cons.
Therefore, forms, materials and construction techniques used in the buildings reflect the design and its
integration with other domains, involving in the architecture, technology and "the level of precision" in the
whole process. Precision as the term to define the quality of being reproducible in amount or performance or
level of accuracy [1], has been incorporated in the 20 th century architecture mostly as a parameter to define the
intactness of the several forms in their dimensional accuracies as the state of technology allows.
1036
2 Complexity and Performance Based Design in Architecture

Since 1960's, the advent of computational technologies and information technologies have been continuously
affecting the way we live, learn and solve problems, shifting our minds to new mind sets. These paradigmatic
shifts and all these technologies blur the lines between the disciplines, and introduce/modify/alter/change the
definitions and methods of disciplines, knowledge domains, consequently modes of learning. In this context,
architectural design with all the external and internal forces, constraints and multi-dimensionality i.e. with all the
systemsand complexity can be regarded as an ultimate state of art of integration.
Leonard Bachman in his book Integrated Buildings: The System Basis of Architecture in 2003 summarized the
post industrial paradox as the information versus meaning. He also described the "industrialized architectural
design as the mathematization of architecture as.
We have replaced the machine like numerical model of reality with probability and complex
relationships among the data[2].
The integration of computational technologies, possibility of large data handling and number crunching as well
as construction of complex models of the reality encourage architects to explore new immaterialities and forms
and architecture has become not only more and more trans-discipliner than ever before but also re-acquainted
with systems and complexity.
Information and computational technologies enabling architects to inquire all the external and internal forces and
their integration within the design process to achieve optimal performance bring architecture and complexity
science closer. Oxman [3] describes performance based design as;
It is the potential of an integration of evaluative simulation processes with digital form
generation and form modification models that is implied by the term Performative
Design. The term further implies that performance can in itself become a determinant and
method for the creation of architectural form.
Hence the search for optima in intricate interrelations among the building and its components as well as the
building and its environment including any external and internal force shaping the architecture and thus the
complexity entails a new level of precision as in software architecture.
Architecture using these computational and information technologies is able to tackle with such complexities in
the search of optima through mind shift from designing the end product to designing the process[4] forcing
architects to re-consider terms like precision, accuracy, complexity once more.
Regarding these advances, architecture involves more with computational design and the use of these
technologies are already beyond simple drafting applications to complex mathematical models, allowing the
designer to interact with different disciplines and integration of vast knowledge over it.
CAD is no longer a drafting tool in architecture but a medium of inquiry for the design and its performance as
CAAD. Integration of CAM to the design process with CAAD alters the meaning of "model" and model
becomes the substitute of the end product. Construction of fluid forms requiring non-conventional and novel
structural systems and their materializations introduce new tectonics even a new hybridization in architecture [5].
Consequently today architectural design as Bachman [2] stated with all its complexities has been experiencing
what modern science terms non linear.
3 Modeling in Architecture: From Representational Medium to Medium of Inquiry

As in many other disciplines involving design in broadest meaning, 2-D drawings of architecture as sections and
plans, constructing 3-D perception of buildings have been traded by 3-D solid models which do not only serve
for representation but also serve as multi-dimensional computational models. Complexity of this multi-
1037
dimensionality of these computational models as the medium of integration of form, functions structures and
materials, under the influence of any external and internal force(s) can be considered as analogous to the
complexity of programming and precision and accuracy as the measure in the architectural design.
Consequently, architectural design vocabulary has been enriched by the terms like emergence, genetic
algorithms, self-organizations, evolutionary algorithms digital morphogenesis, design informatics and etc.
The resulting complex and mostly manifested as non-Euclidian forms, generated by the design processes and
their geometric constructions for the material/(immaterial) world force architects to device the algorithms of
their own. This compels the understanding of geometry and proper application of algorithmic techniques as Berg
and et.al stated [6].
4 Precision in Architecture in the Realm of Computational Design Paradigm

As briefly discussed above, contemporary architectural design process involve more with computational design
and its technologies in the quest of optimal design. The development of design process resembles development
of software architecture and design process contains several algorithms to compute the relations among the
components, of the design. Therefore precision is no longer a term describing only the quality of reproducibility
and level of accuracy, but it should be considered as a measure to control the complexity of the architectural
design to result in an optimum end product. In this context, precision can be used to evaluate the
efficiency/quality of different phases of the whole design process and the resulting end product as: precision in
the form generation and thus precision in the algorithms, precision in the analysis, precision in the
manufacturing/fabrication/construction.
Understanding this new level of precision entailing the whole design process and the computation techniques
requires architects to be more familiarized with such technologies and complexity science. Hence, todays
architects cannot only be the end-users of any computational technology but they should rather be tool
(technology) makers.
Transformation of the architect, incorporation of computation into the design process and performance based
design paradigm necessitate the architectural design education to be revised. In this context, it is important to
formulate proper design problematics encouraging students to explore these new domains technologies, methods
and terminologies. It is also important to emphasize the shift in the architectural design; from the product design
to process design. It is also important to raise awareness in the resemblance of computational design models and
thus processes to the development of algorithms and software architectures in order to provide a tangible base for
further inquiries on computational models in architecture.
In this realm, two fourth year digital design studios, Arch 470 and Arch 475, at Middle East Technical
University, Department of Architecture have been offered. Both of these fourth year elective studios are
advanced design research studios aiming to inquire computational design paradigm and technologies
accompanied by discussions on fundamental concepts of the domain; like parametric design and form
generation, probability versus randomness, emergence, digital morphogenesis, materialization in different scales
by CAM, performance based design idea etc. In the discussions an outmost importance has been given to point
out the importance of the model(s) and its position in the whole design process: in the analysis/synthesis and
simulations, in the fabrication/manufacturing and subsequently precision as a measure to qualify the design
process.
In this section, how computational design paradigm and the technologies/methods/tools are deliberated in
architectural education in METU Department of Architecture is to be presented on the project assigned in 2010
in Digital Design Studio. The choice of the themes and the formulation of the design problematic in these studios
aim to invoke students to discuss and explore all these issues on their projects and reflect their experience in 1/1
scale model of their design process i.e the product itself.
1038
5 The Modulator
Students are assigned to design a space modulator which can exist anywhere and should reflect the
environmental forces (internal and external) where it is situated [7-11]. This very short and rather ill-defined
design problem aimed to provoke discussions on
Parametric design and parameterization of the problem by defining first the problem then the variables
and parameters of the design
Shift from designing the end product to the designing process by discussing complexity, systems and
their architecture as well as precision as a measure of the complexity
Digital morphogenesis, generic/or special algorithms developed for form generation
Different CAAD environments, the out coming models and their potentials, shortcomings regarding
the requirements of the design performance and the process, and precision as a measure to control the
integration of design process with all the domains and actors involving in it
Experiencing the design by simulations and the level of precision required in these simulations
Precision in the materialization from virtual to physical
Precision in fabrication/manufacturing/construction regarding the design process and model generated
in the process
The timeline of the detailed design process is shown in Fig. 1 including different temporal outcomes i.eany
time models of the process.
Fig. 1. Time line of the Modulator Design Process and Any Time models
Instructor ArzuGnenSorgu, Assistant FatmaZehraakc, Students; CemKorkmaz,
Fratzgenel, Mate Csocsics
BelamirKse,
As it is shown in Fig. 1, in the design and fabrication of the modulator, students had chance to experience
performance based design and be acquainted with computational design as well. Students, Korkmaz, Kse,
zgenel and Csocsics, in the search of optimal solution for the modulator, were also accustomed with
optimization process which is the backbone of the performance based design idea. Precision of different phases
of the design process served as the major feedback and feed forward information/knowledge generated in the
design process determines the convergence of the design as well.
Mapping the design process or providing models for it is still a subject of concern since creativity and
intuition is a part of the design. The design process diagram (model) for the modulator is shown in Fig. 2.
1039
Fig. 2. Design Model Developed for The Modulator

The feedback and feed forward information/knowledge generated in different levels of the design process
have been reflected back to the design process evolving the design continuously as some of the major
breakthroughs are illustrated in Figure 5.2. The abstract process diagram exhibits similarities with and iterative
models and can be considered as a hybrid model. This hybridization of the design model in architecture evolving
with computational design paradigm deserves to be explored more since it requires to shift minds to new mind
sets and instructional models as well. Precision as described in this paper, has a two-fold key role in the design
model:
as a parameter controlling the intactness of the design process and the end product
as a parameter allowing to integrate knowledge domains into the design process and allowing
experience based learning in a way which is one of the major characteristic of learning.
6 Conclusion
In this paper, the impact of computational and information technologies in architectural design and as an
outcome computational design paradigm and performance based design approach in architecture have been
briefly discussed. It should be pointed out that methods and models used in computational design, the design
process itself exhibiting complexity and requiring a high level of system integration have resemblance with
problems dealt in software engineering and complexity science.
Regarding this fact, precision gained a new meaning in architectural design. It is not only a measure of
reproducibility but it can be defined as a measure of complexity of the design process controlling the architecture
of the design process as well as providing the feedback in the search of optimum performance. Moreover,
precision controlling the whole design process and integration of the knowledge/information with its hybridized
design model force to develop new instructional models for architecture. Thus understanding the complexity and
precision is essential for architecture transforming by the computational technologies.
1040
References
WordNet, a large lexical database of English [On-line], Retrieved February 24, 2011 from the World Wide Web:
http://wordnetweb.princeton.edu/perl/webwn.
2. Bachman, L. (2003) Integrated Buildings: The System Basis of Architecture John Wiley and Sons.
3. Oxman, R. (2008) Performance-based Design: Current Practices and Research Issues, International Journal of
Architectural Computing, issue 01, vol. 06.
4. GnenSorgu A., Arslan S. (2009) Art and Literature as a Teaching/Learning Interface of Mathematics for
Students of Architecture, In Proceedings of ECAADE 2009 Conference, Istanbul, 16-19 September, pp. 465-472.
5. GnenSorgu A. (2010) "MimarlktaSaysalTeknolojilerinKullanm: YeniTeknolojilerveHibridleenMalzemeler",
MimarlktaMalzemeDergisi, Year 5, No 15, pp. 41-46.
6. Berg M., Cheong O., Kreveld M., Overmars M. (2008) Computational Geometry Algorithms and Applications,
Springer-Verlag Berlin Heidelberg.
7. Arch 475 Advanced Digital Design Studio, Official Course webpage [On-line], last Retrieved May 1, 2011 from
the World Wide Web: http://archweb.metu.edu.tr/dds/index.htm.
8. METU Arch 475 DDS II, Course Blog [On-line], last Retrieved May 1, 2011 from the World Wide
Web:http://metuarch475.blogspot.com/
9. zgenel, F. The Modulator [On-line], last Retrieved May 1, 2011 from the World Wide
Web:http://www.grasshopper3d.com/forum/topics/the-modulator.
10. ODT MimarlikBlmrencilerininGelecekTasarm: 'the MODULATOR' [On-line], last Retrieved May 1,
2011 from the World Wide Web: http://www.yap.com.tr/Haberler/odtu-mimarlik-bolumu-ogrencilerinin-gelecektasarimi-the-modulator_80776.html.
11. Fibercement; The METU students meet the MODULATOR [On-line], last Retrieved May 1, 2011 from the
World Wide Web:http://www.prefabrikyapi.com/english/guncel/the-modulator.html.
1.
Biographies
Arzu Gnen Sorgu born in Ankara, graduated from Middle East Technical University De-partment of
Mechanical Engineering. She completed her Master and Ph.D studies in the same department on Dynamic
Systems and Control. She was also employed as research assistant during her graduate studies. She went also to
Technical University of Delft to conduct experimental part of her PhD studies by NATO. After the completion
of her Ph.D thesis, she went to Tokyo Institute of Technology for post doctoral studies and since then she visits
TIT as visiting professor conducting research studies and projects. Currently she is working as an associate
professor in Department of Architecture in METU in the field of computational design.
She is conducting her studies on computational design and technologies, performance based design, acoustics
and control. Her recent publications include Teaching Mathematics in Archi-tecture (2005), Role of System
Architecture in Developing New Drafting Tools (2005), The Evolving Role of Mathematics in Designing in
Digital Medium (2006), Yapay Zeka Aratrmalar ve Biomimesis Kavramlarnn Gnmzde Mimarlk
Alanndaki Uygulamalar: Akll Mekanlar (2006), Refining technique for multilevel graph k-partitioning and
its appli-cation on domain decomposition non overlapping Schwarz technique for urban acoustic pollu-tion
(2009), Bilgisayarak renmek, Bilgisayarla renmek (2009), Art and Literature as a Teaching/Learning
Interface of Mathematics for Students of Architecture (2009), Origamics in Architecture: A Medium of Inquiry
for Design in Architecture (2009).
Fatma Zehra akc born in orum, graduated from Seluk University Department of Archi-tecture. She
completed her Master studies in Middle East Technical University Department of Architecture. Currently, she
conducts her Ph.D studies in the same department on Building Science while employing as research assistant in
METU.
She studies on performance based design, energy performance in buildings, and digital design and fabrication
technologies in architecture.
1041
Simulation of a Novel Primary Element to Increase

the Form Flexibility of Deployable Scissor Structures
Yenal Akgn1, Koray Korkmaz 2
1
Gediz University Department of Interior Architecture

Izmir Institute of Technology Department of Architecture
1
yenal.akgun@gediz.edu.tr, 2koraykorkmaz@iyte.edu.tr
Abstract. This paper generally aims to investigate the methodologies to increase the form flexibility of
common deployable scissor structures. For this purpose, the Modified Scissor-like Element (M-SLE) which
has been proposed in the articles of Akgn et al. [1-3], have been applied to the common spatial scissor
systems; and the form flexibility of this hybrid systems have been investigated. In order to investigate the
behavior and feasibility of these hybrid systems, the study has employed architectural computer simulations
as the main research methodology. During the study, SolidWorks 2011 has been used as the computer
simulation media. According to the obtained data from these simulations, the proposed system is evaluated in
an architectural aspect, and the potential applications are discussed.
Keywords: Deployable Scissor Structures, Kinetic Architecture, Architectural Simulations
1 Introduction
Deployable structures are structures capable of large configuration changes in an autonomous way. Most
common configuration changes are those that change from a packaged, compact state to a deployed, large state
[4]. Usually, these structures are used for easy storage and transportation. When required, they are deployed into
their service configuration. Simple examples include umbrellas or tents; or solar arrays and antennas on
spacecraft, which have to be compactly stowed for launch, but then must unfold autonomously to their final
state.
Scissor mechanisms are typical examples of deployable structures and many key researchers have proposed
different systems using scissor mechanisms. To form the primary unit of a scissor mechanism, which is called as
Scissor-like Element (SLE), two bars are connected to each other at an intermediate point through a pivotal
connection which allows them to rotate freely about an axis perpendicular to their common plane but restrains all
other degrees of freedom (DoF) [4] (See Fig.1a). By addition of intermediate elements to the end points of SLEs,
which allow perpendicular connections, a spatial scissor unit can be obtained as well. This spatial primary unit is
called Spatial Scissor-like Element (S-SLE) (See Fig.1b). In addition to these common primary elements, Akgn
et al. [1-3] have proposed a novel primary element called Modified Scissor-like Element (M-SLE). An M-SLE is
obtained by the connection of four struts by three hinges on a common point. Thus, each of the four struts can
rotate freely (See Fig.1c). When an M-SLE is used in a scissor mechanism, it increases DoFs of the whole
system and the form flexibility as well.
1042
a.SLE
b. S-SLE
c. M-SLE
Fig.1. Primary elements of the common deployable scissor structures
2 Previous Studies and Problem Definition

Scissor mechanisms are one of the most common types of deployable structures. Since 1960s, many
architects and engineers, such as Piero, Escrig, Valcarcel and Hoberman have studied to develop novel scissor
mechanisms. Piero is the first researcher, who used spatial scissor mechanisms (SSMs) as portative covers. He
designed reticulated single and double-layer domes and various foldable spatial grids with scissor systems [5].
Escrig and Valcarcel mainly focused on development of new spatial grids and patterns for deployable arches,
geodesic domes and large scale umbrellas [6-10]. While developing these novel grids, they proposed several
connection details, and connection elements for various patterns. After Piero, Hoberman is the most important
figure in the research area of deployable SSMs. Following the development of the angulated element, which is a
variation of the simple SLE, he designed various deployable SSMs like the Iris Dome and the Hoberman Sphere
[11].
When all current deployable scissor structures in the literature are examined, it can be seen that most of the
examples are generally 1-DoF systems, which can only transform between two predefined forms. Previous
studies in the literature do not try to increase the flexibility of these mechanisms, instead only focus on to find
new folding types in order to get common forms (which are mentioned above), or try to explain the geometric
and kinematic principles of the common examples [12-21]. In order to increase the form flexibility of common
scissor mechanisms, a novel spatial scissor unit (M-SLE), and a novel deployable scissor mechanism have been
proposed and applied as a convertible roof [1-3]. However, feasibility of this proposed scissor mechanism has
not been investigated when its principles are applied to the common deployable structures. In order to meet this
deficiency, the proposed scissor mechanism has been investigated more thoroughly, and the contributions of the
M-SLE to the common deployable scissor structures have been investigated.
3 Applications of the M-SLE to the Common Scissor Structures

In order to investigate and evaluate the contributions of the M-SLEs to the common deployable scissor
structures, some experimental studies and simulations have been carried out in SolidWorks 2011 medium.
During these simulations, spatial versions of the M-SLEs have been used. Two different spatial versions of the
M-SLE are presented in Fig.2. These two versions of spatial M-SLEs are derived from M-SLEs and common SSLEs. The first unit (Fig.2a) is constituted by two M-SLEs and two SLEs connected to each other
perpendicularly. For the first type of spatial M-SLE, length a is always longer than length b. The second type of
spatial M-SLE is only composed of four M-SLEs connected to the each other with intermediate elements, and
length a is always longer than b.
1043
a
a
c
b
Fig.2. Different Versions of Spatial M-SLEs
As the first application, a spatial scissor system which is composed of the units in Fig. 2b and Fig. 2a have
been assembled in SolidWorks medium. In the final product, there are 7 SLEs and 2 spatial M-SLEs which are
shown in Fig.2a. The assembly in Fig. 2b has four M-SLEs (two at each parallel structure). After constructing
the assembly, the system has been forced to transform. The beginning and the result shapes are presented in
Fig.3.
At first sight, it can be thought that the transformation capability of the first version should be very high.
However, as it is seen in Fig.3, the structure in Version 1 can only meet homogeneous arcs. Thus, the mechanism
meets the shape alternatives which keep 2, 3 and 4 angles equal. Contrary, when 2, 3 and 4 angles are
different, depth of the structure change heterogeneously; and the system will take a shape like as it is in Fig.3b.
The structure in this version has only revolute joints; so the form in Fig.3b is geometrically impossible. To
constitute this shape, universal or spherical joints should be used instead of revolute joints. However, using
spherical joints may result in excess mobility of the system and the necessary number of actuators increases.
This decreases the feasibility of the system. In addition, the structure in Fig.3b does not allow attaching another
unit next to it; so it cannot be used as a member of a roof structure.
1044
a
4b
isometric
d2
3b
2b
d2
2b= 3b = 4b
top view
d2
d2
b
3c
isometric
d4
4c
2c
2c 3c 4c
d3 d4 d5
d3
top view
d3
d5
d4
Fig.3. Sample transformations of the Application 1
As the second application, contributions of the spatial M-SLEs to the spatial scissor shell structures have been
investigated. The simplest transformable spatial structure is formed by the connection of two perpendicular
planar scissor structures. In this study, this structure is called as Star-shape System; and an example of this
structure is drawn in Figure 4. The structure is composed of SLEs, M-SLEs and one spatial M-SLE (Fig.2b)
located in the middle of the system. Each planar sub-structure of the Star-shape system in the figure has two MSLEs; but mobility of the whole system is equal to one. This is because of the joint types. At this structure, only
revolute joints are used, and revolute joints can only allow planar rotations. Because of the revolute joints, each
planar structure can only transform on its own plane. Intersection of two perpendicular planes constitutes an
edge. For this structure, this edge is on the z axis; and the intersection element can only move along the z axis.
Sliding axis for the

intersection element
z
M-SLE
M-SLE
y
x
Fig.4. Star-shape system and its transformation capability
1045
Star-shape system cannot constitute asymmetrical shapes; and to increase the transformation capability of the
system, some of the revolute joints should be switched to spherical joints. An example of switching can be seen
at the structure in Fig.5. In this figure, revolute joints at the points A and B are switched to spherical joints
(universal joints may be used as well). By this small change, the planar sub-structure on x-z plane can rotate
around x axis. This small modification increases the transformation capability of the whole structure. However,
rotation of the plane of the structure on x-z axis causes extra load over the perpendicular sub-structure; and this
decreases the feasibility of this solution.
Deviation of the Intersection Axis
Spherical Joint
B
Spherical Joint
Fig.5. Transformation of the star-shape system with additional spherical joints
4 Findings and Conclusions

This paper has investigated the contributions of the M-SLEs, which have been introduced by Akgn et al. [13], to the form flexibility of common spatial scissor systems. In order to evaluate these contributions, some
simulations in computer medium have been prepared and run. During these computer simulations, possible shape
alternatives for common scissor systems with M-SLEs have been investigated. As a result of these simulations, it
has been seen that the addition of M-SLEs can increase the form flexibility of common spatial scissor systems.
Geometrically fixed mechanisms (structures) can be movable. However, these contributions are relatively so
small when it is compared to the form flexibility of the proposed systems in Akgn et.al [1-3].
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
Akgn, Y.; Gantes, G.; Kalochairetis, K.; Kiper, G. (2010). A novel concept of convertible roofs with high
transformability consisting of planar scissor-hinge structures. Engineering Structures, 32 (9), pp. 2873-2883.
Akgn, Y.; Gantes, G.; Sobek, W., Korkmaz, K.; Kalochairetis, K. (2011). A Novel Adaptive Spatial Scissor-hinge
Structural Mechanism for Convertible Roofs. Engineering Structures, 33 (4), pp. 1365-1376.
Akgn, Y.; Korkmaz, K.; Sobek, W.; Gantes, C.; (2010). A Novel Transformable Roof System with Spatial
Scissor-hinge Structural Mechanisms, In Proceedings of AZcIFToMM 2010, International Symposium of
Mechanism and Machine Science, Akgn, y. and Gezgin E. eds., 5-8 October, pp. 116-122.
Gantes, C. J. (2001). Deployable Structures: Analysis and Design. Boston: WIT Press.
Chilton, J. (2000). Space Grid Structures, Architectural Press, Oxford, 2000.
Escrig, F.; Valcarcel, J.P. (1993). Geometry of Expendable Space Structures, International Journal of Space
Structures, 8: pp. 71-84.
Escrig, F. (1984). Expandable Space Frame Structures. In Proceeding of the 3rd International Conference on Space
Structures, Guildford, UK: Elsevier Applied Science Publishers; pp. 845-850.
Escrig, F. (1985). Expendable Space Structures, Space Structures Journal, 2 (1): pp. 79-91.
Escrig, F.; Valcarcel, J.P. (1987). Curved Expandable Space Grids, Proceedings of the International Conference on
the Design and Construction of Non-Conventional Structures, London, England. Civil-Comp Press, pp. 157-168.
1046

10. Escrig, F.; Valcarcel, J.P. (1986). Great Size Umbrellas with Expendable Bar Structures, In Proceedings of the 1st
International Conference on Lightweight Structures in Architecture, Sydney, Australia; (1): pp. 676-681.
11. Hoberman, C. (1990). Reversibly Expandable Doubly-Curved Truss Structure. United States Patent No. 4, 942,
700.
12. You, Z.; Pellegrino, S. (1993). Foldable Ring Structures. In Parke, G.A.R. and Howard, C.M. eds. In Proceedings
of the 4th International Conference on Space Structures. London: Thomas Telford Press, 1, pp. 783-792.
13. You, Z.; Pellegrino S. (1997). Foldable Bar Structures, International Journal of Solids and Structures. 15 (34): pp.
1825-1847.
14. Clarke, R. C. (1984). The Kinematics of a Novel Deployable Space Structure System. In Nooshin, H., eds.
Proceedings of the Third International Conference on Space Structures. London: Elsevier Applied Science
Publishers, pp. 820-822.
15. Gantes C.; Logcher R.D., Connor J.J., Rosenfeld Y. (1993). Deployability Conditions for Curved and Flat,
Polygonal and Trapezoidal Deployable Structures. International Journal of Space Structures. 8: pp. 97-106.
16. Gantes C.J.; Logcher R.D., Connor J.J., Rosenfeld Y. (1993). Geometric Design of Deployable Structures with
Discrete Joint Size. International Journal of Space Structures. 8: pp. 107-117.
17. Gantes C.J.; Connor J.J., Logcher R.D. (1994). A Systematic Design Methodology for Deployable Structures.
International Journal of Space Structures. 2 (9): pp. 67-86.
18. Gantes C.; Konitopoulou E. (2004). Geometric Design of Arbitrarily Curved Bi-Stable Deployable Arches with
Discrete Joint Size, International Journal of Solids and Structures. 41: pp. 5517-5540.
19. Langbecker, T. (1999). Kinematic Analysis of Deployable Scissor Structures. International Journal of Space
Structures. 14(1): pp. 1-16.
20. Kiper, G.; Sylemez, E.; Kiisel, A.U.. (2008). A Family of Deployable Polygons and Polyhedra. Mechanism and
Machine Theory. 43(5): pp. 627-640.
21. Kiper, G.; Sylemez, E. (2010). Irregular Polygonal and Polyhedral Linkages Comprising Scissor and Angulated
Scissor Elements. In Proceedings of the 1stIFToMM Asian Conference on Mechanism and Machine Science (CD),
Taipei, Taiwan.
Biographies
Dr. Yenal Akgn was born in Elaz/ Turkey in 1978. He was graduated from Istanbul Technical University Department of
Architecture (Turkey) in 2000. Then, he completed his M.Sc. in 2004 at Izmir Institute of Technology Department of
Architecture (Turkey); and PhD in 2011 at zmir Institute of Technology Department of Architecture (Turkey) and University
of Stuttgart Institute for Lightweight Structures and Conceptual Design (Germany). At the moment, Dr. Akgn works as an
Assistant Professor at Gediz University.
He has four international journal articles and several symposium papers on the field of scissor-hinge structures,
deployable structures and overconstrained mechanisms. His current research field is based on the architectural uses of spatial
linkages and multi-loop mechanisms.
Dr. Akgn is member of Turkish Chamber of Architects (UIA) and eCAADe.
Dr. Koray Korkmaz was born in zmir/Turkey in 1973. He was graduated from Dokuz Eyll University Department of
Architecture (Turkey) in 1995. Then, he completed his M.Sc. in 1998 at Izmir Institute of Technology Department of
Architecture (Turkey); and PhD. in 2004 at Izmir Institute of Technology Department of Architecture (Turkey). One year he
served as a visiting researcher at University of Pennsylvania Department of Architecture. At the moment, Dr. Korkmaz works
as an Assistant Professor at Izmir Institute of Technology.
He has four international journal articles and several symposium papers on the field of deployable structures. His current
research field is based on the architectural uses of planar and spatial linkage mechanisms.
Dr. Korkmaz is member of Turkish Chamber of Architects (UIA).
1047
Dynamic Visualization of Urban

Environments in Piecemeal (Incremental) Growth:
A CAD-Based Model
Sabri ALPER1, Erkal SERM2
1
GedizUniversitesi, Seyrek, 35665, Izmir-Turkiye.

Izmir YuksekTeknolojiEnstitusu, Urla, 35430, Izmir-Turkiye.
1
sabri.alper@gediz.edu.tr, 2erkalserim@iyte.edu.tr
Abstract. Visualization is inherent to the conduct of urban design as a direct connection between the designer
and three dimensional reality of urban settlements. Visualization of urban environments and urban design
projects is vital, since most designers prefer to understand place and context through visualization. Dynamic
computer models can present an ideal environment to visualize the change in respect to time. Digital tools are
much more efficient than conventional methods in explaining the growth and change of urban environments.
Especially, incremental growth requires features not found in static/analog media. Christopher Alexander
and his colleagues, in their book A New Theory of Urban Design, tried to justify their ideas about
piecemeal growth by an experiment. The analog methods, such as physical models, two-dimensional
diagrams, have been used to conduct the experiment and to convey their ideas about the design process. This
research tries to produce a dynamic/digital model that could be utilized in their experiment instead of
static/analog methods. Results prove that spatial data should be considered as dynamic or changing identities
rather than as simple, static features. Recent technological developments are increasing computer hardware
and software capabilities so that this dynamic aspect of data can be accounted for by todays systems.
Keywords: CAD, urban design, visualization, piecemeal (incremental) growth, 3-D modeling
1 Introduction
Computer use in urban design is distinguished from the applications in other related fields, due to the necessity
of a mixture of geometric, geographical, and annotative information. This difference requires opportunities for
collaboration, needs for data integration, and examples of the increasing importance of rich datasets as a basis
for design work [1]. For instance; planning requires visualization of information on a two-dimensional map; or
typically, in architecture, perspective rendering of a single building is considered.
Visualization can be defined as the ability to create mental pictures which lead to the manifestation of a
design solution [2]. Urban design is very much engaged with the visual form of the city. Therefore,
visualization is inherent to the conduct of urban design, not just as a representative media, but as a direct
connection between the designer and three-dimensional reality of human settlements. The need for threedimensionality suggests effective utilization of digital graphics in the field and increases the importance of
computer-aid in urban design.
The city does not have a static character and urban settings cannot be seen as finished products of a single
design process. Places certainly change; and this change can be explained as a function of time. Urban designers
1048
can utilize time-patterning technique as a learning process, studying historic patterns, and formative processes
that created them, and translating and interpreting these patterns through graphic diagramming techniques as a
key part of the design process [3]. Adding the fourth dimension to three-dimensional models can be a helpful
tool to explain the growth and change in urban design environments.
Dynamic computer models can present an ideal environment to visualize the change in time. The study aims to
prove that digital tools are much more efficient than conventional methods in explaining the growth and change
of urban environments. Especially, incremental growth requires features not found in static/analog media.
Christopher Alexander and his colleagues, in their book A New Theory of Urban Design, tried to justify their
ideas about piecemeal growth by an experiment [4]. The analog methods, such as physical models, twodimensional diagrams, have been used to conduct the experiment and to convey their ideas about the design
process. This study make an effort to produce a dynamic/digital tool that could be utilized in their experiment
instead of static/analog methods.
2 Goals and Objectives

Theory of urban design has paid special attention to the change of place in time. Piecemeal or incremental
theory was significant in the growth of cities. For ages, urban environments have developed piece by piece to
form a meaningful and organic whole. To study this type of growth by the help of digital graphics would
normally contribute to the development and explanation of the theory. Dynamic computer models can present an
ideal environment to visualize the incremental growth. As in other fields, dynamic visualization should not only
mean the users or participator movement as in animated walk-through. Instead, dynamic modelling of the
environment, itself, with its elements, which are increments in this case, is considered as a major result of the
study.
Actually, the term visualization can include all kinds of graphic communication techniques such as
traditional drawings, maps, perspectives, three-dimensional physical scale models, computer-generated models,
and scientific visualization. The type of visualization mentioned in the scope of this study is that produced by
computer modelling tools, mainly three-dimensional with reference to two-dimensional data, and in terms of the
concepts such as accuracy, abstraction and realism.
The scope of this study does not include the issue of computer programming. Here, it is important to present
the subject from an urban designers point of view, rather than to see the subject as a task to be carried out by
software engineers. But, in order to understand the logic of the systems and tools, computer hardware and
software systems have been examined in detail. As a result of eight years of practice in the field of computeraided design, the experiences and information gained by the authors have also assisted in the composition of the
study.
Although the digital systems are in the scope of this research, urban visualization modelling has been
considered with references to analog techniques. The study has been structured in a way that it begins with the
fundamentals and needs for urban visualization, develops through digital systems individually and relatively; and
then explains the theory of incremental growth; finalizes with application of the systems for piecemeal growth.
3 The Need for Visualization in Urban Design

Research suggests the need for visualization in urban design for various reasons. The reasons for visualization
in urban design can be classified under three headings: visual thinking, design communication and testing
mechanism. Due to its inter-disciplinary character, urban design attempts both to measure the consequences of
visual moves, such as design improvisations, and to visualize the consequences of measured moves, such as
socio-economic policies. It requires to work with a wider variety of data and to involve more participants
during the design process.
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The practice of urban design is an intentional act of integrating culture, biological environs, artefact and
functional needs; and especially focuses on the visual qualities of urban environments [5]. Visualization assists
the designer in visually perceiving and evaluating the underlying conditions and changes. Visualization can be
used as a mental tool to be able to study the urban issues. Lynch states that: Showing how a
placewilldevelopover time is moreeffectivethandrawingwhatits final form will be. [6].
However, visual thinking is not only applicable to the field of design. In scientific visualization, special
emphasis is given to the relationships between formalization and the aspects of cognition and communication
that makes it possible to be used successfully in a problem solving context [7]. For many professionals from
different fields and disciplines, visualization becomes a mental tool to create and solve problems.
Visualization assists the designer in the interpretation of complex urban patterns. The use of visualization as a
cognitive process can be generative, since spatial relationships are formed and evolved as a result of the process
[8].
The use of three-dimensional drawings can give a better opportunity to integrate urban information into a
meaningful context. Visual presentation of a design problem is closely linked with its solution [9]. Through
artistic inquiry, the designer states a position, describes a philosophy, explains a set of values. The principal
means of this act is visualization - as a language for analyzing and revealing the order of things. Through
visualization, the designer tries to "simplify complexities and, by simplifying and diagramming, to express
essential sensory relationships in the form of design" [10].
In every step of the urban design process, visualization modelling becomes an important tool. Design can be
defined as "the fundamental skill required to structuring urban space-a skill that distinguishes from other
activities of planning and engineering the built environment [11]. And in this distinguished task, visualization
assists the designer, not only with its communication potentials, but also in creating a method to understand,
analyze and implement design decisions.
4 Integration of Systems
Computer applications in urban design present a distinct identity, based on a blend of computer-aided design
(CAD), urban-geographical information systems (Urban-GIS), World Wide Web (WWW) and interactive
multimedia. The different capabilities of computer-aided design and geographical information systems force
these technologies to become a perfect combination for urban design applications. The ideal system is likely to
include 'three-dimensional modelling and visualization tools of CAD' in combination with 'data storagemanipulation and analytical tools of GIS'. Each can do what the other cant; thus together they become ideal
partners. There is an ongoing debate about how this integration should be. The leading software companies in the
market have made attempts to unite these systems in a single environment. Some have produced functional tools
for database management as additions to their traditional CAD packages. On the other hand, GIS systems have
improved their 3-D modelling and visualization capabilities to be able to offer outputs as satisfactory as CAD
packages [12], [13].
Although CAD and GIS packages have started to show similarities in terms of modelling and visualization,
there are enough reasons to hold these systems quite distinct. GIS may include a very important visual
component, but more than that special emphasis is on non-visual components to geo-data. Correspondingly,
when CAD is configured to support non-graphical properties of objects for simulations, the types of data and
functional requirements differ from the ones in GIS. A wide range of data from natural and artificial sources
have to be captured in GIS. In spite of the fact that these systems are of different character, both sides learn much
from the researches of the other and benefit from studying the connections in-between [14].
Virtual Reality seems to be the next logical step in computer-aided design technology. These two systems
have close relations. VR systems benefit from the modelling capabilities of CAD systems. And CAD models
find themselves a true interactive environment to be presented [15]. It is not surprising that VR has become
popular for many applications; such as computer games since it makes the player an integral part of the game.
1050
For urban design applications, it could provide many opportunities when this technology is utilized with real
spatial data and true 3D models. Then it would be possible to create virtual environments, which correspond to
real world locations. This would make great contributions to public participation and decision-making process.
But, today the limitations of computing power, required to handle such voluminous urban data, prevent the use
of such systems.
5 Incrementalism in Urban Design

Incrementalism is an alternative theory that accepts most obvious shortcomings of rational planning. Although
it was grounded in the comprehensiveness of architecture and urban design, now it is also oriented to the
marginal analysis of economic policy and pragmatic politics [16]. Lindblom claimed that rational planning is a
hard model to realize and the costs of being more comprehensive often exceeds the benefits Lindblom
described decision making as a series of small incremental steps, edging into the future and toward the
unknown. He called this type of planning disjointed incrementalism or muddling through. [17].
Figure 1. Abstraction of Theoretical Background for the Model

Urban design is the discipline which comes closest to accepting responsibility for the citys wholeness.
Christopher Alexander and his colleagues, in their study A New Theory of Urban Design, imagine a process of
urban growth, or urban design, that would create wholeness in the city, almost spontaneously, from the actions of
the members of the community provided that every decision, at every instant, was guided by the centering
process [18]. They consider the study as the beginning of a new theory for the three dimensional formation of
cities. Alexander and his collaborators present some general rules applicable to the universe [19].
The theory was tested by performing an experiment, in other words, a simulation. A part of the San Francisco
waterfront, just north of the Bay Bridge, was taken and an imaginary process was simulated that makes use of
the seven rules of growth, to govern all development over a five-year period. The total area of the site was about
thirty acres intended for development in the near future. The simulation includes 90 development projects to be
completed in the area in a period of five years. In order to do simulation, a physical and three dimensional model
of the whole project area was made. Each increment was always represented by the addition of a physical piece,
to the overall model; just like constructing a real town.
6 A Dynamic CAD Model for Incremental Growth

Despite its many capabilities, a standalone GIS is insufficient to meet the demands of urban design
applications. While it would clearly meet the informational needs of such applications, it lacks the graphical
design functionality of CAD. The most obvious solution would be to implement a joint CAD/GIS system.
1051
However, CAD/GIS integration is not an easy task. According to Levy, CAD and GIS come from two
different traditions and their language and structure are different as well [20]. Then, integration can only mean
utilizing CAD tools to create, edit and maintain graphical information and using GIS tools to model and
analyze the relative data. Autodesk has taken a different approach with its AutoCAD Map product: We spent a
lot of engineering resources developing object technology to let us read and write our competitors files in their
original formats. But now, it is possible to use a GIS database file in its original format in conjunction with a
.dwg-based file (AutoCAD drawing file format) without translation [21].
Figure 2. Proposed Time Layering Scheme for thematic CAD layering.

In a typical GIS, information is stored in thematic layers, and the layers are linked by geography. CAD
systems also have layering features; each object belongs to layer. Layering is analogous to the use of transparent
overlays in traditional drafting [22].
In a CAD system, every increment would normally belong to a thematic layer. In order to develop a dynamic
system, a temporal layering system is added; so that each increment belongs to a time-layer and has a temporal
attribute. According to the theory, each increment should help to form at least one center.
Figure 3. Timeline Models for Dynamic Visualization of Urban Environments

Thus, in a dynamic system for piecemeal growth, any increment should contain the following data: thematic
CAD layering information(e.g. functional), time-layering information, properties and special data of the
increment kept in incremental database, and finally all of these should be linked to a database for the concept of
wholeness. This system can be explained as a diagram in Figure 2.
Such an input system for the increments will allow us to visualize different steps of piecemeal growth
according to the time layering system. Time-layer information of each increment will help to decide whether that
increment can take place in the digital image created from the model in that particular period of time or not.
1052
Animations showing the piecemeal growth can also be produced as a series of frames (images) by the addition of
each increment in order of growth.
Figure 4. Initial and a sample screenshot from the models software interface.
For visualization purposes, an html-based interface has been created in the scope of this study. The interface
basically operates on two menu bars: Top menu bar includes the time-layers, and side menu bar includes the
view angles. The user chooses the time interval of piecemeal growth from time-layering menu bar and the
viewing angle from views menu bar to visualize, then the computer generates the image of the urban
environment for that particular period of time from the camera chosen. The number of time-layers depends on
the input system of the increments in CAD software. The number of views can be infinite; but this beta version
of the interface only includes some sample cameras for visualization purposes. The initial and a sample screen of
the interface are shown in Figure 4.
7 Conclusion
In todays digital design world, most CAD systems are configured to model only a static snapshot of the
environment. Yet, it is not possible to experience urban environments as a single snapshot. Instead, phenomena
change dynamically over space and time. In urban design, final design recommendations are dynamic, not static,
and assured of changing even after final construction drawings are completed. Within this framework, spatial
data should be considered as dynamic or changing identities rather than as simple, static features. Viewing and
analyzing change requires additional information, which depends on greater value of data. This study has tried to
produce a dynamic/digital tool that could be utilized in their experiment instead of static/analog methods.
Furthermore, this study has tried to present a way for dynamic modelling of urban environments with the goal
of developing a digital visualization model suitable for incremental growth. The model is based on an
experimental study, but can also be utilized for professional practice. The present and future states of the urban
environment were modelled in a linear timeline model, but in further studies a branched timeline model can also
be considered.
However, it is not always the present and future states that are to be modelled. Visualization of urban
environments requires a distinctly rich hybrid of geometric, geographic, and annotative information. These
requirements suggest new techniques for collaboration, data integration, and rich datasets. Digital systems can
offer useful and practical visualization tools for urban designers.
As a final point, the digital visualization model created within the scope of the research was produced by using
CAD systems that are widely available in the commercial market today. The hardware and software used during
the production of the digital model and interface were not configured for experimental studies, but mostly for
conventional drafting purposes. However, this study could have been undertaken in a much different manner by
utilizing systems with higher capacities and by the help of software experts. Especially studies in systems
integration could be taken a step further.
1053
In conclusion, this study has contributed new insights into dynamic CAD modelling. Additional key areas can
be identified for further studies. Some of the interesting research areas that could follow this work include:
Temporal CAD systems; Integration of spatial information systems for urban design; Visualization tools for
urban environments; Criteria for digital visualization modelling in urban design.
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[16] Campbell, S. and Fainstein, S.S. (1996). Introduction: The Structure and Debates of Planning Theory. In
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21. Ibid., p.50.

22. Voisinet, D.D. (1987). Computer-Aided Drafting and Design , New York: McGraw-Hill. p.203.
1054
Biographies
Sabri ALPER Born in Manisa, Turkey in 1975; SabriAlper, studied architecture at the Department of Architecture in
Middle East Technical University, Ankara, Turkey and School of Architecture in University of Newcastle-upon-Tyne, UK.
He received his Masters Degree in Urban Design in 2002 and has carried on PhD research on urban morphology in Izmir
Institute of Technology, Turkey , where he also worked as a research and teaching assistant. He has also been practicing
architecture as a partner of a design office and taught as a part-time lecturer in the Faculty of Fine Arts and Design in Izmir
University of Economics.
Dr. Alper is currently teaching at the Department of Architecture in Gediz University, Izmir. His research interests include
computer-aided design, design technologies, urban design, design theory, and urban morphology.
Erkal SERM Graduated from the Department of City Planning in Middle East Technical University, Ankara, Turkey.
ErkalSerim holds a M.Sc. degree in city planning from University of Strathclyde, Glasgow, UK; and completed his doctoral
studies in EgeUniversity, Izmir, Turkey.
He made post-doctoral research at The Danish Royal Academy of Fine Arts, Copenhagen, Denmark, with the thesis entitled
Slum Clearance and Urban Renewal Process in Denmark. He worked as Asst. Prof. Dr. at the Department of Islamic
Architecture, College of Engineering & Islamic Architecture, in Umm Al-Qura University, Saudi Arabia, and in Dokuz Eylul
University, Izmir, Turkey.
Dr. Serimis currently teaching at the Department of City and Regional Planning in Izmir Institute of Technology. He is also a
member of the Chamber of City Planners, Turkey and Royal Town Planning Institute, UK.
1055
Measurement and Analysis of Employee Activity

Levels at Work Spaces:
A Case Study at Gediz University
Seza Filiz1, Selim Solmaz2
1seza.filiz@gediz.edu.tr, 2 selim.solmaz@gediz.edu.tr
Abstract. In this paper we measure physical activity levels of employees at work place for understanding the
nature of the functional relationship between various spaces in an office setting. Specifically, what we are
interested in is to find out how much time, and at which locations that an employee spends his/her time
during the working hours. The target for this analysis is the offices located within Engineering & Architecture
Faculty of Gediz University.
Keywords: Functional relationships, temporal measurement, workplace activity monitoring.
1. Introduction
Architectural programming is the research and decision making process that defines the problem to be solved
by design [1]. Human factors and functions are important design criteria for architectural programming at predesign level of a project. A significant step in planning such human factors is establishing the functional
relationship diagram. Functional relationship diagrams are typical tools that architects use during the pre-design
level of a project. These diagrams indicate the level of connection between different spaces of a building so as to
aid in the functional organization. There are two well-known methods for establishing functional relationships:
bubble diagram and matrix diagram. Either method indicates not only the relationships between activities but
also the nature of that relationship [1].
Recent advances in information technology have offered new horizons in architecture. Such advances are not
only used to make the buildings smarter and interacting, but also enabled opportunities to collect data for the
process of their design. Example applications in this direction include context aware technologies for tracking
elderly/disabled people, mostly for the health support systems [2], and also collecting data for optimizing
functional relationships of living spaces [3]. This study is investigating the opportunity to optimize the functional
relationship diagram of workspaces, besides to test the ergonomics of the office equipments.
1Architecture Department, Faculty of Engineering & Architecture, Gediz University, zmir, 35665, TURKEY
2 Mechanical Engineering Department, Faculty of Engineering & Architecture, Gediz University, zmir, 35665, TURKEY
1056
Figure 1- Typical functional relationship diagrams used in Architecture

Motivated by this, our aim in this paper is to make a case study for measuring physical activity levels of
employees at work place with a view to understand the nature of the functional relationship between various
spaces in an office setting. Specifically, what we are interested in is to find out how much time, and at which
locations that an employee spends his/her time during the working hours.
Figure 2-Gediz University Site Plan, Case Study at Block D: Faculty of Architecture& Engineering
We measure these using both statistical questionnaires and temporal data measurement techniques. The target for
this analysis is the offices located within Engineering & Architecture Faculty of Gediz University.
2. Methods
In this study we measure physical activity levels of employees at work place for understanding the nature of the
functional relationship between various spaces in an office setting. Specifically, what we are interested in is to
find out how much time, and at which locations that an employee spends his/her time during the working hours.
According to this data, we wish make some correlations between the distance between the spaces and how
frequently the employees use the routes determined. The case study for this analysis is the offices located within
Engineering & Architecture Faculty of Gediz University.
1057
Temporal and statistical physical activity levels of the employees a particular section in Gediz University
campus was measured in order analyze the correlation between the architectural design and the actual usage
patterns of common working spaces. The activity relations between the offices and the other service spaces were
measured by both temporally using inertial sensors and statistically (or spatially) by using questionnaires on test
subjects. These measurements were designed so as to sense both the physical distance and the nature of the
activity. The details of these measurements are explained in the following subsections.
2.1 Temporal Data Collection
At the first step, we aim to collect temporal movement data of the employees for aid in the analysis of the
functional relationships as opposed to employee movement statistics between different spaces within the
building. To measure this we used an INS (Inertial Measurement System) sensor known as the SHAKE (Sensing
Hardware Accessory for Kinaesthetic Expression) SK7 seen in Figure 3 below. This sensor can measure 3D
accelerations, 3D rotation rates, 3D magnetic field and the heading data of the test subject and it is specially
designed for human motion tracking purposes. The SHAKE SK7 has embedded Bluetooth radio and can send the
sensor data wirelessly to any Bluetooth enabled system.
To detect the temporal employee activity in the context of functional relationship analysis we prepared a data
logging software in Mobile Python language implemented on Nokia Symbian S60 mobile phone. The mobile
phone served as a data acquisition computer while SHAKE SK7 provided the measurement data. For the purpose
of the data collection both the sensor and the mobile phone were carried on the test subjects. In the interest of
keeping data log size small we chose the sampling interval to be 1Hz.
Figure 3- Data collection system composed of an the INS sensor and a mobile phone
serving as data acquisition computer used during this study
In post processing the data we implemented a discrete time low-pass Butterworth filter to get rid of highfrequency components in the sensor data particularly affecting in gyro and acceleration measurements. The
specific filter we implemented was designed in Matlab and is a 2nd order filter with a sampling interval of 1Hz
and a cut-off frequency of 0.5Hz. The transfer function of the filter is given as
data_out 0.0982z 1 0.0774z 2
data_in 11.318z 1 0.4931z 2

An example data log of an employee working in the building during 1 hour 30 minutes is given in Figure 4. The
data log was taken at approximately 1Hz and the resulting filtered complete sensor readings are shown in the
figure. During the data collection the subject moved in an out of office, and spent about half of the time outside
his office and moving between the kitchen facilities, the rest room and nearby offices.
1058
Figure 4 - Data log example of an employee during a 1.5-hour work schedule

The details of the each sensor data is given below starting with the acceleration readings in [m/s 2] seen in Figure
5, where the red plot shows the vertical acceleration with a clearly visible bias due to the Earths gravity field
and a jitter-like jumps in the data corresponding to walking instances.
Figure 5 3D acceleration readings in detail
The next plot corresponds to the orientation datain [deg] that is composed of the heading, roll, and pitch of the
INS sensor fixed on the test subject shown in Figure 6. The heading informationisoutput directly by the sensor
that is obtained internally from the magnetometer data. Roll and pitch readings are computed using acceleration
signals based on the following relationships:
1059
ay
roll angle= tan1 and
az
a
pitch angle= tan1 x
az
Fig 6. 3D orientation readings in detail

In detecting and analyzing human motion, the most valuable information can plausibly be obtained by fusing
various sensor data. In the current measurement study we found the sensed vertical acceleration and heading
measurements to provide the most valuable information in the scope of functional relationship analysis. As an
example of this, we looked at an inset of these measured variables, seen in Figure 7, which corresponds to the
first 10 minutes of the measured data. In the top of the figure the low-pass filtered vertical acceleration is seen
along with the unfiltered raw measurement. Based on this, what we observe is the fact that, during walking the
difference between the filtered and unfiltered vertical acceleration become significant, which result from the high
vertical accelerations exerted at each step of the subject. Therefore, this fact can potentially be used to detect
walking instances of the test subject. To do this automatically we used the fallowing algorithm during the postprocessing of the data in Matlab to detect the walking instances:
for t = 1: length(time) :
if [az (t) filtered(az (t))] 0.5
walk_flag(t) = 1
else
walk_flag(t) = 0
end
end
The resulting walk instance detection plot is seen at the bottom of Figure 7. In the same figure the filtered
heading measurement details are seen in the middle plot. The heading at the sitting posture is also shown on this
figure with a dashed line. The subject travelled to the kitchen and came back to his desk in the first 3 minutes of
this measurement and he interacted with other employees in his office intermittently during the rest of the 10minute period. Using the algorithm it is possible to detect how much of the time that the subject was walking and
sitting during the measurement period.
1060
Figure 7 Looking at an instance of activity data of the test subject based on the heading, and vertical
acceleration measurements
While the measurement was useful in detecting the sitting and walking instances the measurement is not
sufficient to detect the exact location tracking of the test subjects. The heading data is obtained from the
magnetic field measurements, which is prone to errors due to the presence of metal objects. We tried to infer the
position of the subject integrated during the walking instances however measurement errors prevented automatic
categorization of the destination of the test subject. GPS location measurements could potentially be added to the
sensors set but this would not be useful for in-building applications due to the lack of GPS signals in enclosed
locations.
2.2 Spatial Data Collection
The second method used in this study is collecting spatial data from the test subjects, the employees locating at
the 2nd floor of Block D. These spatial data is effective for making the correlations between the frequency of
using the route and the distances. The subjects are given an unorganised bubble diagram that is used to determine
the frequency of visits from their own offices to the spaces indicated. And they were required to mark once every
time they use the route during a 3 day measurement period. The bubble diagram seen in Figure 8 is composed of
the following 7 mostly-used office spaces: (i) Kitchen, (ii) Other offices, (iii) WC, (iv) Administration &
Management Offices, (v) 1st Floor Lecture Halls, (vi) Cafeteria, and (vii) Ground Floor Lecture Halls.
1061
Figure 8-Unorganised Bubble Diagram & Marked Bubble Diagram

According to the collected data we formed the actual functional relationship diagram seen in Figure 9 from the
collected data.
Figure 9- Functional Diagram for Working Areas at Gediz University
1062
Then,
wemeasuredthedistances
in
metersbetweentheemployeesownoffice
(located
at
2 ndfloor)
andthespacesindicated (located at differentfloors) shown in Figure 10. Thenweusedthemean of theactualdistances
in ordertocorrelatewiththefrequency of use of eachspecificrouteseen in Figure 11.
Figure 10- Actual Office Locations and Their Distances as Obtained from the Building Plan
Figure 11- Correlation Analysis Between the Actual and Suggested Functional Relationships
1063
3. Conclusions
After analysing the collected data, we reached o the conclusion that the distance from the employee offices at 2 nd
floor to the kitchen, other offices, restrooms, and administration & management offices correlate well with the
frequency of use in the sense that the more the route is used the closer is the distance, as needed. On the other
hand, 1st floor lecture halls should be closer to the employee offices because they are used more frequently as
seen at the table (frequency rate is 3, however distance grade is 2). Again the cafeteria should be closer to the
employee offices as it is used more frequently as seen at the table (frequency rate is 2, however distance grade is
1). Moreover, the ground floor lecture halls may be farther away to the offices because they are used less
frequently as seen at the table (frequency rate is 1, however distance grade is 3). Consequently, this analysis
model may be used to optimize and re-organize the functional diagram of workspaces, which already have some
expected usage patterns seen in this case study.
In this paper, we suggested alternative analysis techniques for analysing and improving functional relationship of
spaces, which was demonstrated on an office space setting. By using such approaches it may be possible to
increase the efficiency and effectiveness of the buildings through re-organization.
References
[1] Edith Cherry, Programming for Design: From Theory to Practice, John Wiley and Sons Inc., New York, 1999.
[2] S. S. Intille, K. Larson, J. S. Beaudin, J. Nawyn, E. Munguia Tapia, P. Kaushik, A living laboratory for the design and
evaluation of ubiquitous computing technologies in Extended Abstracts of the 2005 Conference on Human Factors in
Computing Systems, New York, USA, 2004.
[3] K. Larson, S. Intille, T. J. McLeish, J. Beaudin, and R. E. Williams, "Open source building-reinventing places of living"
BT Technology Journal, vol. 22, pp.187-200, 2004.
[4] E. Munguia Tapia, S. S. Intille, L. Lopez, and K. Larson, "The design of a portable kit of wireless sensors for naturalistic
data collection," in Proceedings of PERVASIVE 2006 , vol. LNCS 3968, K. P. Fishkin, B. Schiele, P. Nixon, and A. Quigley,
Eds., Springer-Verlag, pp.117-134, 2006.
Biographies
Dr. Seza Filiz Dr. Filiz was born in Denizli, Turkey in 1974. She received her BSc degree in architecture from Istanbul
Technical University, Istanbul, Turkey in 1999 and MA in Interior Architecture from Marmara University Faculty of Fine
Arts at Istanbul, Turkey in 2002. Dr. Filiz received her PhD in architectural design program from Istanbul Technical
University, Graduate School of Science Engineering and Technology, in 2010. Her master study was researching the effect of
culture-function relation to the design organization of house kitchen. Her PhD research was about the future of housing
within the context of sustainability and technology. Therefore, her research area comprimises both design problems of
interior architecture and also sustainable architecture, specifically in housing design.
Dr. Filiz was employed as instructor in Istanbul Aydn University Faculty of Architecture between 2008-2010 after she
worked several years at field of architectural practice as designer and technician during 1999-2008. During this time she also
attended some design concurs and has awarded for jury special award from Siemens Facade Design Contest in 2002. Dr. Filiz
is currently with Gediz University, Interior Architecture Department, where she is employed as an Assistant Professor. Her
current research interest includes sustainable architecture, interior design and housing.
Daimler Chrysler Research AG in Esslingen, Germany in 2003-2004. Upon his return to Ireland he conducted research on
1064

theoretical and applied problems arising from automotive vehicle dynamics estimation and control.
1065
1066
Chapter 7
FUNDAMENTAL
SCIENCES
1067
Cubic B-Spline Differential Quadrature Methods

and Stability for Burgers' Equation
Alper Korkmaz1,2,*, dris Da2
1
ankr Karatekin University, Faculty of Science, Department of Mathematics, ankr, Turkey

2
Eskiehir Osmangazi University, Faculty of Arts and Science,
Department of Mathematics and Computer Science, Eskiehir, Turkey
1
akorkmaz@karatekin.edu.tr, 2idag@ogu.edu.tr
Abstract. Cubic B-spline differential quadrature methods have been introduced. Nonlinear Burgers' equation
is solved numerically using cubic b-spline differential quadrature methods. Numerical simulations are studied
for two well-known test problems. Stability analysis is studied. Discrete root mean square error norm and
maximum error norm are computed for both test problems and a comparison with some earlier works are
given.
Keywords: Differential quadrature Method, Burgers' equation, B-spline.
1 Introduction
Since Bellman et al. [1] have introduced the differential quadrature method, lot of basis have been used to
improve the differential quadrature method. Lagrange polynomials, Hermite polynomials, spline functions, radial
basis functions and Sinc functions can be counted as some of them [2-6].
Since it has analytical solutions, the Burgers. Equation has been used as test problem to verify the numerical
algorithms. The form of the one-dimensional nonlinear Burgers equation with the initial and boundary
conditions is
U t UU x vU xx 0
( 1)
U ( x,0) f ( x), a x b
U (a, t ) , U (b, t ) , t 0, T
where v 0 is the kinematic viscosity coefficient.
Burgers equation is a quasi-linear parabolic time dependent partial differential equation, whose analytic
solutions can be constructed from a linear partial differential equation by using Hopf-Cole transformation[7-8].
Besides, this equation is very important fluid dynamical model both for the conceptual understanding of a class
of physical .flows and for testing various numerical algorithms. The Burgers. equation has been founded to
model in many fields such as gas dynamics, elasticity, turbulence problems, heat conduction, number theory,
shock waves and continuous stochastic processes, etc. Burgers equation can be solved analytically for arbitrary
initial conditions. But some analytic solutions involve infinite series, which may converge very slowly for small
viscosity coefficient v 0 [9].
1068
2 Numerical Method
U (x) is sufficiently smooth over the whole domain, the

derivatives of a function of order () with respect to at a grid point x i is approximated by a linear sum of all the
For a one dimensional problem, if a function
functional values in the whole domain, that is,

N
U x( r ) ( xi ) wij( r )U ( x j ), i 1,2,..., N
( 2)
j 1
where
(r )
ij
w represents the weighting coefficients, and is the number of grid points in the whole domain. The
discretization of a PDE is incredibly easy by using DQM. The key procedure of the method is the determination
of the weighting coefficients using the basis functions. In this study, we use cubic b-spline functions to
determine the weighting coefficients of the first order derivative approximations.
We consider a uniform partition of the domain axb at the knots x m , m=1,2,...,N, such that a= x1 < x 2 <...<
x N =bwith h= xm xm1 . Then, the cubic b-spline functions Pm (x) , m=0,1,...,N+1 defined by
( x xm2 ) 3
3
h 3h 2 ( x xm1 ) 3h( x xm1 ) 2 3( x xm1 ) 3
1
Pm ( x) 3 h 3 3h 2 ( xm1 x) 3h( xm1 x) 2 3( xm1 x) 3
h
( x x) 3
m 2
0
, xm2 , xm1
, xm1 , xm
, xm , xm1
, xm1 , xm 2
(3)
, others
form a basis for the functions defined over the interval [a,b] [10].
2.1. First Order Derivative Approximation

Using DQM methodology, the main equality to determine the weighting coefficients of the first order
derivative approximation can be written as,
dPm(xi )
dx
where
m1
j m1
(1)
i, j m
P ( x j ),
i 1,2, ,N , m 0,1,..., N 1
(4)
wm(1,)1 , wm(1,)0 , wm(1,)N 1 , wm(1,)N 2 are the support coefficients and x-1, x0, xN+1 ve xN+2 are ghost grids.
In order to determinate the weighting coefficients
wm(1,) j , j=-1,0,,N+2 related to the m.th grid, we just
used each cubic b-spline in Eq.(4) to give the algebraic system
1069
dP (x )
wm(1,)1 0 m
dx
(1)
1 4 1
wm , 0 dP1(x m )
1 4 1
w (1)
dx
m
,
1
dP (x )
2
m
dx

1 4 1
1 4 1
dPN (x m )
1 4 1 wm(1,)N 1
dx
(1) dPN 1(x m )

wm , N 2
dx
which contains N+4 unknowns and N+2 equations. The equations
PN' 1(xm )
P0''(xm )
(5)
N2
w
j 1
(1)
m, j
P0' ( x j ) and
N2
w
j 1
(1)
m, j
PN ( x j ) are added to the system (5) to obtain a solvable system, that is,
d 2 P0(x m )
wm(1,)1
dx 2
(1)
3 0 3
wm , 0
dP0(x m )
1 4 1
w (1)
dx
m ,1
dP
(x
)
1 m
1 4 1

dx

1 4 1
1 4 1
dPN 1(x m )
3 0 3 wm(1,)N 1
dx
(1) d 2 P (x )
N 1 m
wm , N 2
2
dx
(6)
2.2. Second Order Derivative Approximations

In order to determine the weighting coefficients of the second order derivative approximations, we use
the cubic b-splines in Eq.(2) for r=2. Using a similar algorithm given in section 2.1, the weighting coefficients
are determined by solving linear systems of algebraic equations with 3-band coefficient matrix.
The second way to determine the weighting coefficients of the second order derivative approximation
can be developed with the help of linear vector space analysis. It there exist different sets of basis functions
spanning the same space, then, they also can be used to determine the weighting coefficients. Even the basis are
1070
chosen as different, the weighting coefficients will be determined as the same, since Eq.(2) is unique for each r.
In this study, we use the DQM formulation based on Lagrange interpolation polynomials [11].
The third method to determine the weighting coefficients is derived from definition of derivative and
matrix multiplication approach. Briefly, the weighting coefficients of the second order derivative approximation
can be determined by using the weighting coefficients of the first order derivative approximation.
N
wij( 2) wik(1) wkj(1)

k 1
For the determination of the weighting coefficients of higher order derivatives, the weighting
coefficients of lower order approximations are used [11].
3 Numerical Discretization and Stability

Burgers Equation (1) is discretized by using the DQM derivative approximations (2) for p=1,2 to obtain the
ordinary differential equation
N 1
N 1
U ( xi )
U ( xi ) wi(,1j)U ( x j ) v wi(,2j)U ( x j ) B, i 2,3,..., N 1 (7)
t
j 2
j 2
where
B (wi(,11) wi(,21) ) 2 (wi(,1N) wi(,2N) ) .is resulted by the boundary conditions. Then, the system (7)
is solved by Runge-Kutta Method of order four.

Assuming
K i U ( xi ) on the right hand side of the Eq.(7) and writing it in the matrix form we obtain
U ( x 2 , t )
U ( x2 , t )
t
U ( x , t )
U (x , t)
2
K
B
U ( x N 1 , t )
U ( x N 1 , t )
( 8)
where
2 w2(1,1) vw2( 2,1)
(1)
( 2)
3 w3,1 vw3,1
K
w (1) vw( 2 )
N 1,1
N 1 N 1,1
3w
vw
(1)
( 2)
N 1 wN 1, N 1 vwN 1, N 1
2 w2(1, )2 vw2( 2, 2)
3w
(1)
3, 2
2 w2(1, )N 1 vw2( 2, N) 1
vw
( 2)
3, 2
(1)
3, N 1
The stability of Eq.( 8) depends on the eigenvalues, say
i ,
( 2)
3, N 1
of K. If all the eigenvalues of K are real,
2.78 ti 0 as if all the eigenvalues are purely imaginary, then they must be 0 ti 2 2 . If the
eigenvalues are complex with real parts, then all
ti must be in the region Fig 1.
1071
Fig 1. Stability region for complex eigenvalues
4 Test Problems
In order to verify the accuracy of the proposed methods, we have chosen shock-like solution and
sinusoidal disturbance solutions of Burgers Equation.
The error between the numerical and exact solutions are computed via discrete maximum norm and
discrete mean square norm, that are,
N
L2 h U j (U N ) j
j 1
L U U N
max U j (U N ) j )
j
4.1. Shock-Like Solution

Shock-like solution of the Burgers equation has analytic solution of the form:
U ( x, t )
x
t
t
x2
1
exp( )
t0
4vt
t 1,
0 x 1.2
( 9)
1
) . This solution simulates a deflating shock wave as time goes. The functional value of Eq.(
8v
9) at t 1 is taken as initial condition as the boundary conditions are forced to be U( 0,t) U(1.2,t) 0 .
The routine is run up to the terminating time t=3.6 with the initial data set N 241, t 0.001,v 0.005
-5
-5
for all three methods. The L2 and L are computed as 2.69 10 and 8.30 10 respectively in Method I.
where
The
t0 exp(
L2
and
L are recorded as L2 4.91 10 -5 and L 1.59 10 4 with Method I as the L2 and L

4
are computed as L2 7.85 10 and L 3.18 10 . CPU times are recorded as 0.64, 0.37 and 2.87 for
Method I,II,III, respectively.
Stability analysis of the methods are also studied for various grid numbers. In Method I, the eigenvalues
are complex numbers for N=21 and N=31. When the numbers of grids are chosen as N=41 and N=61, the
-5
eigenvalues are determined as pure negative real, i.e.
max 765.536961481966
for N=41 and
max 2707.46270556291 for N=61. In Method II, the real parts of the eigenvalues with nonnegative real
parts are determined as
3.50 10 -2 , 2.06 10 -2 , 1.08 10 -2 , 2.55 10 -2 for N=21, 31, 41, 61
1072
respectively. In Method III, most of the eigenvalues are determined as complex. All the eigenvalues are in a
good agreement with stability conditions.
4.1. Sinusoidal Disturbance

As the second test problem, we have chosen the initial condition
u 0 (x) sin(2x) over the interval
[0,1] with the boundary conditions U(0,t)=U(1,t)=0. In order to make a comparison with the exact solution in
this case to test the accuracy of the present method, the exact solution is calculated using
(x )2
x
exp
exp
u 0 ( )d d
t
4vt
2v 0
, t 0, 0 x 1
U ( x, t )
( 10)
(x )2
exp 4vt exp 2v 0 u0 ( )d d
where u 0 denotes the initial condition. The procedure is run with the parameters v / 100, t 0.0025
up to the terminating time t=0.50 for various numbers of grid points. Even though less grids are used in the
Method I, the results obtained by Method I is more accurate than Wavelet Galerkin Method (WGM). A
comparison of L is given in Table 1.
Table 1. Comparison of CBSDQ and Wavelet Galerkin Method
Method
Method I
WGM[12]
N
16
32
64
128
16
32
64
128
t
0.0025
0.0025
0.0025
0.0025
0.0001
0.0001
0.0001
0.0001
t=0.14
0.0659
0.0133
0.0074
0.0022
0.1588
0.0523
0.0117
0.0030
t=0.26
0.3559
0.2865
0.1334
0.0155
0.6856
0.4737
0.2127
0.0503
t=0.38
0.3507
0.2853
0.1024
0.0135
0.6955
0.3676
0.1550
0.0422
t=0.50
0.3234
0.2242
0.0544
0.0119
5 Conclusion
Cubic b-spline differential quadrature methods have been developed to solve the nonlinear Burgers
equation. Two classical solutions of the Burgers equation are chosen as test problems. Numerical results show
that all presented methods generate successful numerical solutions for Burgers equation.
References
[1] Bellman, R., Kashef, B., & Casti, J. (1972). Differential Quadrature: A Technique for the Rapid
solution of Nonlinear Differential Equations. Journal of Computational Physics, 40-52.
[2] Bellman, R., Kashef, B., Lee, E., & Vasudevan, R. (1976). Differential quadrature and splines.
Computers and Mathematics with Application, 371-376.
[3] Bonzani, I. (1997). Solution of non-linear evolution problems by parallelized collocation interpolation
methods. Computers and Mathematics with Applications, 34(12), 71-79.
[4] Cheng, S., Wang, B., & Du, S. (2005). A theoretical analysis of piezoelectric/composite laminate with
larger-amplitude defection effect, Part II:Hermite differential quadrature method and application.
International Journal of Solids and Structures, 42(61816201), 6181-6201.
[5] Shu, C., & Richards, B. (1992). Application of generalized differential quadrature to solve two
dimensional incompressible Navier Stokes equations. Inter. Jour. for Num. Meth. in Fluids, 15(791798).
[6] Shu, C., & Wu, Y. (2002). Development of RBF-DQ method for derivative approximationand its
application to simulate natural convection in concentric annuli. Computational Mechanics, 29, 477-485.
1073
[7] Cole, J. D. (1951). On a Quasi-linear Parabolic Equation in Aerodynamics. Quarterly of Applied Math.,
225-236.
[8] Hopf, E. (1950). The Partial Differential Equation Ut+UU_x = vU_xx. Comm. Pure App. Math., 201230.
[9] Miller, E. L. (1966). Predictor-Corrector studies of Burgers model of turbulent flow. Newark,
Delaware: University of Delaware.
[10] Prenter, P. M. , Splines and Variational Methods, J. Wiley, New York, 1975.
[11] Shu, C., 2000, Differential Quadrature and its Application in Engineering, Springer-Verlag London
Limited.
[12] Kumar, B.V.R and Mehra, M.,"Wavelet-Taylor Galerkin method for the Burgers' equations", BIT
Numerical Mathematics, Vol. 45,543-560, (2005).
Biographies
Alper Korkmaz was born in Izmir, Turkey in 1976. Having graduated from zmir Karabalar Cumhuriyet
Lisesi, received his BSc degree on Mathematics from Dokuz Eyll University. Completed his MSc degree on
"Differential Quadrature methods for numerical solutions of nonlinear wave equations" at Eskiehir Osmangazi
University. In the same university, he obtained the PhD on Applied Mathematics with the thesis called
Numerical Solutions of time dependent nonlinear PDEs with b-spline differential quadrature methods.
He has extensively published in various peer-reviewed academic journals. His research interest includes
numerical solutions of dynamical partial differential equations, numerical stability, differential quadrature
methods.
Dr. Korkmaz is currently a faculty member of the Department of Mathematics at the ankr Karatekin
University.
dris Da was born in Kbrsk county of Bolu in 1963. Graduated from Ankara University, Department of
Mathematics in 1985. Between 1986-1988, he worked as research assistant in Erciyes University Department of
Mathematics. Received his MS. in the same university in 1987. He got his PhD in University of Wales in 1994
and he began to work as assistant professor in Eskiehir Osmangazi University in the same year. Between 19992005, he worked as associate professor. In 2005, he became professor in the same university.
Numerical methods for nonlinear wave equations, b-spline functions, numerical stability, dynamical
systems, are the fundamental research areas of him. He has lots of peer reviewed articles on various journals.
Prof. Da is the member of Scientific Research Commission since 2002 and member of Scientific
Research and Ethics Committee since 2005.
1074
HYDROTAM: A Three-Dimensional Numerical

Model to Simulate Coastal Flow and
Transportation Mechanism
Kaan CEBE1, Lale BALAS2
1
PhD. Student, Gazi University, Engineering Faculty, Civil Engineering Dep., Ankara
2
Prof. Dr., Gazi University, Engineering Faculty, Civil Engineering Dep., Ankara
1
kagan.cebe@gmail.com, 2lalebal@gazi.edu.tr
Abstract.HYDROTAM is an implicit baroclinic 3-D model developed to simulate the wind

drivencirculations in coastal waters. The numerical model has hydrodynamic, transport and turbulence
components. It uses the composite finite difference and finite element method to simulate the coastal currents.
It also employs the second order central finite differences on a staggered scheme in the horizontal plane
together withthe Galerkin method with linear shape functions in the vertical direction. The system of
nonlinear equations is solved implicitly by the Crank Nicholson method which has second order accuracy in
time. In this paper, the details of the model structure and the numerical solution methods used by
HYDROTAM will be presented and the outputs of the model will be demonstrated.
Keywords: hydrodynamics, coastal dynamics, numerical model, turbulence, diffusion, finite difference,
finite element, pollution.
Introduction
HYDROTAM, a three-dimensional, baroclinic, mathematical model is developed to simulate the circulation
and transport mechanism in coastal waters. The model is calibrated and tested by field experiments for over 15
years. HYDROTAM has been applied successfully to Gulf of Fethiye, Gulf of zmir, Gksu Lagoon, Gulf of
Marmaris, Gulf of Bodrum, Gulf of ldeniz, Belceiz, Kemer, amyuva, Gynk, Belek, Gulf of Mersin, Gulf
of skenderun, Gulf of zmit, Gulf of Antalya, Gulf of Cardiff, Karasu and Gulf of Gkova [1], [2], [3], [4], [5],
[6], [7], [8].
There are one, two and three-dimensional numerical models which have been used for the estimation of
circulation patterns and the water quality in coastal water bodies. Most of those models assume laterally uniform
flow. According to zhan and Balas [9], the wind induced currents have a strong three-dimensional character
and two dimensional models are poorly adapted to the simulation of circulation induced by the wind. In many
applications, it is important to predict the vertical structure of the flow due to salinity or temperature variations,
which also require a three-dimensional model [10]. As a three-dimensional numerical model, HYDROTAM
stands out among most of the existing models in literature with its comprehensiveness and numerical scheme.
1075
Model Structure
There are various forces affecting the flows in coastal waters. According to Balas [10], major forces that affect
the flow mechanism are gravity, the tide producing forces due to the Sun and the Moon, the stress of the wind
acting on the sea surface, the Coriolis force, the pressure gradient force and the viscous stresses. Besides the
changes in climatic conditions and the action of wind stress exerted on the water surface, the gravitational
circulation induced by variations in water density resulting from temperature and salinity differences influence
the flow in coastal waters.
Turbulent motions in coastal waters also contribute significantly to the transport of momentum, heat and mass,
and therefore have a determining influence on the distributions of velocity, temperature or species concentration
over the flow field [10]. With the increasing development in computer technology, research on the numerical
modeling has increased over the last two decades and simulations of turbulent transport processes have become
possible.
Governing Equations
The model HYDROTAM has hydrodynamic, transport and turbulence model components. In the
hydrodynamic model component, the Navier-Stokes equations are solved with hydrostatic pressure distribution
assumption and the Bussinesq approximation. In the transport model component, three-dimensional convective
diffusion equations to simulate pollutant, temperature and salinity transport in water are solved. In the turbulence
model component, the k- formulation is solved to calculate the kinetic energy of the turbulence and its rate of
dissipation, which is the measure of the vertical turbulent eddy viscosity. The Smagorinsky algebraic sub grid
scale turbulence model is used to simulate the horizontal eddy viscosity. The governing model equations in the
three-dimensional Cartesian coordinate system are as follows [10], [11]:
Continuity equation:
u v w
0
x y z
(1)
Momentum equations in horizontal directions (x-y):

u
u
u
u
1 p
u u v u w
u
v
w
fv
2 vx
vz
vy
t
x
y
z
0 x
x x y y x z z x
(2)
v
v
v
v
1 p v u
v v w
vz
u v w fu
v x 2 v y
t
x
y
z
0 y x x y
y y z z y
(3)
Momentum equation in vertical direction:

w
w
w
w
1 p
w u w v
w
u
v
w
gz v x
vy
2 vz
t
x
y
z
0 z
x x z y y z
z z
(4)
where, x,y: Horizontal coordinates; z: Vertical coordinate; t:Time; u,v,w: Velocity components in x,y,z
directions at any grid locations in space; x, y, z: Eddy viscosity coefficients in x,y and z directions,
respectively; f: Coriolis coefficient; (x,y,z,t): In situ water density; o: Reference density; g: Gravitational
acceleration; p: Pressure.
The conservation equation for a pollutant constituent is [10], [11]:
C
C
C
C C C C
+ Dz
+u
+v
+w
= Dx
+ Dy
k pC
t
x
y
z x
x x
y z
z
(5)
where, C: Pollutant concentration, kp: Decay rate of the pollutant, Dx, Dy and Dz: Turbulent diffusion
coefficient in x, y and z directions respectively.
1076
Boundary Conditions
There are four different boundary conditions defined in the model. These are free surface, sea bed, open sea
and coastal land boundaries [10].
Free Surface Boundary Condition: The wind acting above the free surface changes water velocities just
under it. The wind-induced shear stress at the surface results in a water velocity gradient below the surface.
Sea Bed Boundary Condition: The bottom shear stress at the sea bed is determined by matching velocities
with the logarithmic law of the wall. The gradients of temperature, salinity and the pollutant are taken as zero at
the sea bed. This model implies that there are no advective and diffusive fluxes from the sea bed to the water
body.
Open Sea Boundary Condition: The open sea boundary is the lateral boundary through which mass fluxes
can be occurring.
Coastal Land Boundary Condition: Shorelines in the model are defined in order to simulate the flooding
and drying processes, which can be also seen in nature depending on seasonal variations, and cause some water
areas to dry out or land areas to be flooded. At the end of each step, once the free surface and the new water
velocities are computed, the total water depth and vertical grid spacing are updated before proceeding to the next
time step. The water surface slope is calculated at each time step with the new values of water depth. If the water
surface slope is positive at coastal land boundary, the water surface is extended using the calculated slope until it
intersects the coastal land boundary. This feature allows the model to redefine the shorelines at each step
according to the calculated water depth values.
The normal gradients of temperature, salinity and the pollutant across the shoreline are taken as zero which
means that there are no advective and diffusive fluxes across the shoreline boundary.
Numerical Solution Method

The model is written in FORTRAN and solves hydrodynamic and transport equations in a composite finite
difference and finite element scheme.
Numerical Scheme
Equations are solved numerically by approximating the horizontal gradient terms using a staggered finite
difference scheme. In the vertical plane, however, the Galerkin Weighted Residual Method with linear shape
functions of finite elements is utilized in order to convert the differential equation to a discrete problem. Water
depths are divided into the same number of layers following the bottom topography. At all nodal points, the ratio
of the length (thickness) of each element (layer) to the total depth is constant. To increase the vertical resolution
wherever necessary, grid clustering can be applied in the vertical plane. The mesh size in the horizontal plane
can be variable.
1.a)
1.b)
Fig. 1.a) Location where u, v and all other variables are defined in the Staggered Finite Difference Scheme,
v locations, u locations, locations of all other variables [10].
Fig.1.b) The discretization in the finite element scheme [10]
1077
Finite Element Approximations

By following
the
finite
element
approach,
the
values
of
velocities
u,
v,
w;
the turbulent edd
x
y
z; the temperature, T; the salinity S; the pollutant concentration C; the
turbulent
diffusivities
Dx,
D y,
D z;
the
kinetic
energy
k; the rate of dissipation of kinetic energy ; the pressure p, at any point over the flow depth are written in terms
of
the
discrete
values
of
these
variables
at
the
vertical nodal points by using linear shape functions [10].
The approximate expressions for variables from linear shape functions are substituted into the governing
equations. Since calculated discrete values are approximate and not the exact solution, there will be residual
errors in each equation. Resulting residual errors (R) are minimized using the Galerkin procedure as follows
[10]:
R N
dz 0
1, 2
for
(6)
lk
The integrations are performed over the length (lk) of the element k, which varies from point to point over the
grid area and also in time. After the application of the Galerkin Method, any derivative terms with respect to
horizontal coordinates appearing in the equations are replaced by their central finite difference approximations.
The mesh size may also vary in the horizontal plane. Then, one obtains local matrices and vectors describing the
nonlinear equations for each of the element k over the water depth as follows [10]:
A1k,1
A2k,1
k
G1k
k
A1k, 2
a1
t
k
k
k
A2, 2 G2
a 2
(7)
where, G1 and G 2 represent any of the variable at the beginning and at the end of the kth element, respectively;
Ak and ak are the elements of local matrices and vectors respectively.
The local element matrices for all elements on a vertical line are grouped together to form the global matrix
equation for the unknown nodal time derivatives of the variables at a grid point on the horizontal plane. The sea
bed and the sea surface boundary conditions are taken into account while building up the global matrices over
the water depth. Variables at the sea surface and the sea bottom, and the gradient of the variable at the sea
bottom are known. Using these known values a system of nonlinear equations can be obtained.
This system of nonlinear equations is solved by the Crank Nicholson Method which has second order accuracy
in time. To provide this accuracy, difference approximations are developed at the midpoint of the time step. The
temporal first derivative is approximated at (t+1/2) and all other variables and derivatives at this time are
determined by averaging the difference approximations at the beginning (t) and at the end (t+1) of the time
increment. The resultant set of implicit equations is solved by an iterative method, which is controlled by underrelaxation [10]. Under-relaxation is typically employed to make a non-convergent system convergent or to
hasten convergence by dampening out the oscillations.
Continuity Equation
After the estimation of horizontal velocities, the vertical velocities, w, are calculated from the continuity
equation, at each time step. The approximate expressions for horizontal velocities u and v are substituted into the
continuity equation. Then, the residual error is minimized by the Galerkin method. Since the horizontal
velocities are known, the equation to calculate the vertical velocity becomes as such [10], [11]:
w2k w1k
u k u k
1 l k k
u1 u 2k l k 1 2
2 x
x
x
l k u1k u 2k
l k k
v k v k

v1 v 2k l k 1 2
y
y
y
z 2 z1 z1 z 2
k
k
2
l x l 2 x v1 v 2
k
k
z 2 z1 z1 z 2
2
l y l 2 y
k
k
(8)
1078
where
k=1,2....,
m
represents
the
layer
number
and
lk
is
the
length
of
the
element k. At each node, vertical velocities are computed, from the bottom layer to the surface layer, in order to
satisfy the continuity equation.
Outputs of the Numerical Model

The examples of the outputs of the numerical simulation are Figures 2.a and 2.b which show the current
pattern and concentration distribution, simulated by HYDROTAM3 as a part of the field study of the TUBITAK
project titled Investigation of Uncertainties in Predicting Bacterial Concentrations of Discharged Sewage from
Deep Sea Outfalls When Submergence Occurs in Receiving Media conducted in Antalya Bay [7]. Besides the
current pattern, the wave height distribution and bacterial concentration distribution from a point source of
discharge have been simulated numerically during this project. The simulation is done under a continuous wind
action assumption with a speed of 5m/s from the SSW direction. Figure 2.a shows the current velocity pattern
and bacterial concentration distribution at water surface and Figure 2.b shows the current velocity pattern at
bottom after 2 hours of wind action.
4078380
4078380
4077880
HIZ (cm/s)
4077880
1855
0 20
HIZ (cm/s)
1855
0
1755
4077380
10
1755
4077380
1655
1655
1555
4076880
1555
4076880
1455
1455
1355
4076380
1355
4076380
1255
1255
4075880
4075380
S0
4074880
955
855
755
655
4074380
1155
1055
4075380
TC
1055
y (m)
1155
TC
y (m)
4075880
S0
4074880
455
655
555
455
4073880
355
355
255
4073380
255
4073380
155
155
4072880
4072380
283560
55
284560
285560
286560
287560
288560
289560
855
755
4074380
555
4073880
955
4072880
4072380
283560
55
284560
285560
286560
287560
288560
289560
x (m)
x (m)
2.a
2.b
Fig. 2.a) Current velocity pattern and bacterial concentration distribution at water surface after 2 hours of
wind speed of 5m/s from SSW direction [7]
Fig. 2.b) Current velocity pattern at bottom after 2 hours of wind speed of 5m/s from SSW direction [7]
A very common condition conforming to the wind-induced currents in coastal waters can also be observed in
the figures above. Here, the wind action which creates a shear-induced drift current leads to an upward tilt, or
wind set-up, of the water surface in the downwind direction, and a mass balancing gravity-driven reverse current
near the bottom.
Findings & Conclusion

In this paper, developed model predictions have been compared with the analytical solutions and measured
field data of steady wind-driven circulatory flow in various studies. Model predictions have also been tested and
verified by using several experimental results published in literature. Model algorithms and their application to
the numerical analysis methods, both finite difference and finite elements, have been presented and model
predictions have been demonstrated with certain graphics in order to visualize the outputs of the model
predictions. As a result, it is shown that the numerical model is capable of predicting the induced circulation
patterns in enclosed or semi-enclosed coastal areas with a very realistic accuracy.
1079
Acknowledgements
This paper is a part of the field study conducted in Antalya Bay which is financially supported by the
TUBITAK project titled Investigation of Uncertainties in Predicting Bacterial Concentrations of Discharged
Sewage from Deep Sea Outfalls When Submergence Occurs in Receiving Media.
References
1.
Balas, L. (2001). Simulation of Pollutant Transport in Marmaris Bay.Chineese Ocean Engineering Journal (15): 565578.
2. Balas, L. and zhan, E.(2001). Applications of a 3-D Numerical Model to Circulations in Coastal Waters.Coastal
Engineering Journal (43): 99-120.
3. Balas, L. and zhan, E. (2003). A Baroclinic Three Dimensional Numerical Model Applied to Coastal Lagoons.Lecture
Notes in Computer Science.Vol. 2658, pp. 205-212.
4. zhan, E. and Balas, L. (2003). Simulation of Water Exchange in Enclosed Water Bodies.Lecture Notes in Computer
Science.Vol. 2658, pp. 195-204.
5. Kkosmanolu, A.; Balas, L.; and zhan, E. (2003). Modelling of Mixing and Flushing in Fethiye Bay.Sixth
International Conference on the Mediterranean Coastal Environment, MEDCOAST 03, 7-11 October, Ravenna, Italy,
pp. 2099-2107.
6. Balas, L. and nan, A. (2007). A Composite Finite Element-Finite Difference Model Applied to Turbulance
Modelling.ICCS 2007: 7th International Conference on Computer Science, Lecture Notes in Computer Science,
2007.Vol. 4487/2007, pp. 1-8.
7. Cebe, K. and Balas, L. (2010). HDROTAM-3 Boyutlu Hidrodinamik Tanm Modeli.Trkiye Kylar 10:
Trkiyenin Ky ve Deniz Alanlar VIII. Ulusal Kongresi Bildiriler Kitab.Vol. 3, pp.1121-1135.
8. Balas, L. and zhan, E. (1994). Modeling of Water Quality in Enclosed Water Bodies.Proceedings of the Second
Workshop on Coastal Engineering.Istanbul: Yldz Technical University, pp. 43-54.
9. Balas, L. and zhan, E. (1997). A Comprehensive Mathematical Model for Coastal Water Pollution
Studies.Proceedings of International Conference on Water Problems in the Mediterranean Countries. Nicosia, North
Cyprus:Near East University, pp. 1049-1156.
10. Balas L. (1998). Three-dimensional numerical modelling of transport processes in coastal water bodies. Unpublished
PhD thesis. The Graduate School of Natural and Applied Sciences, Middle East Technical University, Ankara, Turkey.
11. Balas, L. and zhan, E. (2000). An Implicit Three Dimensional Model Simulate Transport Processes in Coastal Water
Bodies.International Journal for Numerical Methods in Fluids(34): 307-339.
Biographies
Kaan CEBE was born in Ankara in 1975. He received his Bachelors degree from Gazi University,
Department of Civil Engineering, Ankara in 1999 and earned his Master of Science degree from Gazi
University, Institute of Science and Technology in 2002. He has been pursuing his Ph.D. research in the same
institution since 2009. His field of study is coastal hydraulics, coastal engineeringand numerical modeling. Mr.
Cebe is a member of Ky Alanlar Ynetimi (KAY) Trkiye Milli Komitesi (Turkish National Committee of
Coastal Management).
Lale Balas was born in Ankara in 1969. She received her B.Sc. in Civil Engineering from Middle East
Technical University, Ankara in 1990 and earned M.Sc. degree again from Middle East Technical University in
1992. She received her Ph.D. in Coastal Engineering in 1998. Dr. Balas worked as Assistant Professor in Gazi
University, Faculty of Architecture and Engineering, Ankara from 1999 to 2002. In 2002 she was appointed as
Associate Professor in same faculty. She is serving as a Professor in Gazi University, Civil Engineering
department since 2008. Her field of study is hydromechanics, fluid dynamics, coastal engineering and numerical
modeling.
She participated in and directed various scientific and engineering research projects in the field of coastal
engineering and numerical modeling. Some of these projects are; British Council- ALP: Three Dimensional
Hydrodynamic Modelling of Coastal Water Bodies,(1992-1993);NATO -CCMS: Pilot Study on Ecosystem
Modelling of Coastal Lagoons for Sustainable Management, (1995-1997); TBTAK-NTAG 821: Three
Dimensional Mathematical Modelling of Hydrodynamics, Salinity, Temperature and Pollution Distribution of
Coastal Lagoons, (1996-1997); TBITAK-MSAG 85: Nonlinear and Linear Self Control Strategies of Open
Loop Unsteady Reactors, (1996-1998) and TBTAK-NTAG 835: Development of a Reliability Model for
the Preliminary Design of Coastal Structures, (20002002). She is a member of MEDCOAST Institute and
director of Ky Alanlar Ynetimi (KAY) Trkiye Milli Komitesi (Turkish National Committee of Coastal
Management).
1080
Layer Thickness of the Rubblemound Breakwaters

in Marine Transportation
Yeim TUSKAN1, Begm Yurdanur DALI2, Dilay YILDIRIM3, mit GKKU4
1,2,3,4
Celal BayarUniversty, Engineering Faculty, Muradiye, Manisa

1
yeim.tuskan@bayar.edu.tr, 2begum.dagli@bayar.edu.tr,
3
dilay.yildirim@bayar.edu.tr, 4umit.gokkus@bayar.edu.tr
Abstract. Besides providing resources like product-servise and human at intended time and demanded
place, logistics also has meaning as operation responsability, geogaphic positioning of raw material, handing
process and meeting the requeriments with the minimum cost. The most expensive part of logistics is
transportation. In recent years combined transformation using maritime lines come into prominence due to its
advantages. In order to minimize the logistics costs, a different perspective is used at this study. Preventing
the loses of container-carriying ships while coming alongs due to the harbors, hydrodinamical, geotechnical
and structural design principles of breakwaters these are important infrastructural harbor member, are studied.
Most economic material which can be used at the armour layer of the rubble mound based composite
breakwaters is determined by calculating thickness of rubble mounds one by one.
Keywords: Rubble- Mound Breakwaters,Composite Breakwaters,Hydrodynamic Analysis, Cost Analysis
1 Introduction
Logistics can be divided into three process as provision logistic, material transport and delivery logistic. Material
transport is the most expensive and requiring the best planning part of the logistic. Rotating, programming,
stocking cost, position of delivery centers, type and quantity of transported material, rivalry strategies and traffic
problems are the issues we have to face during the process. At this study, design of harbor infrastructure that
effects logistic cost indirectly when maritime transportaion is used as transport method, is studied.
Breakwaters which are built for minimizing the wave effects at harbors to maintain comfortable movements of
ships and preventing the scour of solid material at harbor entrance and increasing the capacity of dock with
extending its length, are one of the most important harbor infrastructure. It has types that changes according to
existing conditions as quarry stone monolithic and special type. Quarry stone has the longest service life and
they are most resistant to wave effects. Monolithic breakwaters require small amount of material and they need
small area. During the planning process, the most convenient breakwater type suitable for the environmental
conditions should be chosen by considering these advantages. Then hydro-dynamical, geotechnical stability and
economical analysis have to be made. At this study analysis for rubble mound and composite breakwaters, that
are commonly used breakwaters types, are made.
2 Design Principles of Rubble Mound Breakwaters

The most important feature of rubble mound breakwater is to damp the incident wave on itself due to friction,
turbulence, etc. effects and not reflecting the wave. These type breakwaters are built with natural or artificial
1081
blocks, having weight that cannot move by the predicted wave effect. Especially in our country rubble mound
breakwaters are the most used type.
2.1 Determining Block Weights

Studies began at 19th century with observations and experimentations, were developed and formulized later with
experimental and theorical data.
sH3
K D ( S r 1) 3 cot (1)
slop with
contains parameters affecting the stability of block such as; armour unit type, block surface roughness, porosity,
and floor geotechnics.
Tablo 1. KD Stability Coefficients
On Core KD
On Armour Layer KD
Revetment
Placement
Slope
NonNonn
Breaking
Breaking
System
Pattern
Breaking
Breaking
Wave
Wave
Wave
Wave
Smooth
1,52 Random
1,2-2,1
2,4
1,1-1,7
1,9
Stone
2,0
Rough
1,51 Random
2,9
2,3
Stone
2,0
Tetrapod
2 Random
7
8
4,5
5,5
2,0
Tribar
1 niform
12
15
7,5
9,5
Some of the values of stability coefficients are given in Table (1). The block weight can be obtained using these
values in the formula developed by Hudson.
2.2 Determination of Design Wave Parameters

After obtaining information of wave period determinate by means of wave statistics (T), the deep water wave
height (H0), angle of approach of waves in deep water 0), and sea floor topography; the wave length (L), wave
celerity (c), direction ( ), height (H) and shoaling (Ks) and the refraction (Kr) coefficients are calculated with
equations (2, 3, 4, 5).
gT 2
2 (2)
K s H / H 0' H 0' K r H 0
L0
(3)
b0
b1
Kr
cos 0 cos 1
(4)
H H0 Kr Ks
(5)
b is the spacing between two wave orthogonals and b 0 is in the deep water. Calculations along the surface of
breakwater with varyingdepthandanglevalues are presentedin tables within the scope ofnumericalapplication.
1082
2.3 Rubble Mound Breakwater Sizing Criteria

The relations to determinate the dimensions of the rubble mound breakwater were obtained from the models both
in the laboratory experimental studies and theoretical constraints.
1/ 3
W
B nK
s (6)
The equation (6) is giving the width of the peak. n and K respectively shows number of lines of stones and
coefficient of layer. Layer thickness is calculated in the following relation;
W *
r nK

s
1/ 3
(7)
W* indicates the weight of the rubble mound in the related layer. Number of blocks is found with following
equations;
P a
N AnK 1

100 W
1/ 3
(8)
Outer armour layer weightAat,is calculated by two following relations;
Aa N.W
Aat Lb Aa
(9)
Subbase armour layer volume (VL) and weight(Awt)can be written as;
E 12 E 12 (r1 / cos )
r1 r2
VL
r1 10
(10)
2 sin
2 sin
sin
Awt VL a Lb (11)
Where E is the breakwater peak elevation, ra is armour layer thickness; rl is subbase armour layer. The core
settlement volume (Vc) and weight (Awc) are expressed by the following relations;
2
Vc
r1
1
12 E
1,5 cot (12)
2
cos
Awc Vc a Lb (13)
Total breakwater weight is calculated by the next equation;
Atotal Awc Awt At (14)
Multiplying of unit prices concerning different filler materials used in construction of breakwater with total
weight calculated by type of material provides the cost of rubble mound breakwater.
3. Composite Breakwater Design Principles

They are the cast stone based vertical breakwater in deep waters. When they have to be built on the grounds
usually with inadequate bearing capacity, footing. In the case of usage of sloping rubble mound and vertical
gravity breakwater is not provided hydraulic, geotechnical and economically optimal results; due to less material
usage and ease of travel composite breakwater is preferred.
1083
3.1 Hydrodynamic Analyses

Vertical breakwater reflects entire incident wave. Therefore, during the wave shock pressure on vertical
breakwater, dynamic forces occur in addition of hydraulic forces and acts on the breakwater. Without loss of
energy, incident wave and reflected wave are assumed to be identical and the wave is called standing wave. The
influence of only one type wave on vertical breakwater is impossible to remain in practice. From time to time
they are under the influence of breaking and non-breaking waves. Hence, GODA proposed a valid method in
both cases, and especially in Japan, all vertical breakwaters are designed accordingly this method.
Fig.1.Hydrodynamic Pressure Acting on the Caison Breakwater d the water height from armourstone of vertical
breakwater, h is the water depth infront of the structure, h w is the depth of vertical breakwater body from the
static water level, hc is the height of crest from the static water level
Pressure values calculated by GODA method are expressed by;
P1 0,50.(1 cos ).(1.1 2 . 2 . cos 2 ). 0 .H max (15)
P2
P1
cosh( 2h / L)
(16)
P3 3 .P1 (17)
P4 4 .P1
(18)
The parametres 1 , 2 , 3 , 4 , hc* are defined as follows respectively ;
1 0,6 0,5.[(4hw / L) / sinh(2hw / L)] 2
2 min (1 d / hb ).(H D / d ) 2 / 3;2d / H D (19)
3 [1 (hw hc ) / hs ].[1 1 / cosh( 2h / L)]

4 1 hc* / , hc* min( , hc )
Where 1 , 2 , 3 the factors change by type of structure, H max , L are respectively design wave height and
length, 0 is the density of sea water and hb is defined as the distance equal to 5 times the height of the wave on
the wave sector of breakwater.
The uplift pressure can described by following equation;
1
PU .(1 cos ).3 .1 . 3 . o .H max
(20)
2
1084
3.2 Stability Analysis

Lateral hydrodynamic pressures , total lift forces and moments, occurring due to the wave, influencing on the
caisson built on the sloped rubble mound foundation, are shown in Fig.(2).
Lateral Hydrodynamic Pressure
Sea Side
Total Lift Foce

Sea Side
Fig. 2. Definition Sketch for Caisson Breakwater Stability

Total lateral hydrodynamic pressure P, and it caused the moment Mp are given by
P 1 / 2( P1 P3 )hs 1 / 2( P1 P4 ).hc* (21)
M P 1 / 6(2P1 P3 ).h 2 1 / 2( P1 P4 ).hs .hc* 1 / 6( P1 2P4 ).hc* (22)

2
Similarly, the equations for the total lifting force and moment;
U (1 / 2).PU .B (23)
M u (2 / 3).U .B (24)
where B is the width of the caisson structure. The sliding and overturning resistance of caisson breakwater are
defined as follows respectively;
SFs .(W U ) / P
(25)
SFo ( wt M U ) / M P
Where SFs is the safety coefficient aganist sliding and SFo is the the safety coefficient aganist turnovering. These
coefficient values are wanted to be larger than 1,2 and coefficient of friction between the armourstone and the
body of breakwater can be taken as =0,60. W is the body weight, t is the distance from heel to center of
gravity of body.
3.3. Cost Analysis

Aplication and calculation of composite breakwaters are more complex than rubble-mound breakwaters.
Composite breakwater consists of a rubble mound foundation and a concrete casion body on the foundation.
Cassion body is costly part of the brakwater. If this section is taken sorter than needed, rubble mound will have
larger slopes and caisson can turnover due to larger surfaced waves. The problem is the plannig and calculating
the rubble mound foundation section in an optimal high.
4. Numerical Application
Design wave parametres are shown in Table (2) for the slope-surfaced rubble mound breakwater and the various
between the wave characteristics parametres acting on the breakwater and depth is given in Table (3).
1085
Table 2. Design Wave Parametres

Deep-water
height (H0)
2,2 m
wave
Deep-water
angle
Wave period (T)
0)
8 sn
45
6m
Bottom
(m)
Velocity of
wave (c)
wave height (H)
65,04 m
27,390
8,11 m/sn
1,67 m
57,69 m
24,21
7,18 m/sn
1,69 m
6,00 m/sn
1,75 m
4,33 m/sn
1,98 m
4m
48,02 m
19,88
2m
34,72 m
14,480
slope
0,02
Table 3 Wave Characteristics Parameters

Length of wave wave angle of
Depth (h)
(L)
8m
wave
of
According to the calculations, wave breaking depth was determined as 2,85m. In this case wave is unbroken in
8m depth thus this depth is suitable for construction of the breakwater. The breakwater as shown in Fig (3). has
been designed to absorbe the waves in the A surface of 300m along the line.
Fig. 3. Slope Surfaced Rubble mound Breakwater

The elements of slope surfaced rubble mound breakwater have been sized then weights of unit length have been
calculated depending on the selected materials. Economic analysis has been done for different filling materials
separately and the results have been plotted in Fig (4).
Cost (TL)
Hearthstone
Tetrapod
Tribar
Material Type
Dolos
Fig. 4. Results of Economical Analysis
1086
As a result of the economic analysis, using hearthstone instead of specially produced prefabricated blocks gets a
significant advantage in terms of cost. Vertical composite breakwaters analyses have been done on a model
whom plan and cross section are given in Fig.(5).
Fig. 5. Plan and Cross Section of the Vertical Faced Composite Breakwater
Design wave parametres to be used in hydrodynamic analysis are given in Table (4).
Deep-water
height (H0)
Table 4. Design Wave Parametres

Deep-water wave
wave
Wave period (T)
angle of incidence
0)
3,0 m
600
10 sn
Bottom
slope (m)
0,01
Scope of this study, following hydrodynamic, geotechnical and stability analysis, the cost has been calculated
according to amount of required materials. Variation of the cost has been investigated by changing the thickness
of the rubble mound base layer of the composite breakwater.
Cost (TL)
caisson
rubble
mound
Total
Height of rubble mound layer (m)
Fig. 6. The cost of caison breakwater for different height

As a result of the calculations, the cost of the rubble mound layer is increasing, however caisson size and cost are
decreasingby increasing thickness of rubble mound layer. This situation has prevented the linear exchange of
cost and size of layer. Minimum cost doesnt occure when the thickness of the layer is minimum, it also occures
when the thickness of the layer is 6m.
5. Findings & Conclusions

Economic design principles for composite and rubble mound breakwaters have been discussed in this study. The
effect of using different filling materials on the cost of the rubble mound breakwaters was examined and this
investigation brought out that using natural stone is more advantageous than using prefabricated elements.
Hydrodynamic forces acting on caisson stem composed of vertical faced concrete by the Goda method were
calculated and overturning stability, sliding resistance, geotechnical stability analysis are done. Composite
breakwater costs were calculated by changing the thickness of the rubble mound foundation layer. The
composite breakwater with 6m height rubble mound layer, has the most economical total cost among the other
1087
design. This study aims to reduce the cost of maritime transport which is the most preffered channel in rapidly
developing combined transport with overseas trade, with economic optimization of port infrastructure facilities.
Breakwaters are one of the most important facilities in the ports thus designing of the breakwaters accurately
contributes to the economic aspects in the long term.
For this reason, the cost of logistics service associated with the port facility cost indirectly. Using rubble mound
breakwaters which are more stable than the others, especially in deep waters is recommended in this study
Although the less costly material is used for composite, facility is more costly. If the design load is exceed,
caisson is damaged and loses its function. These resons feature the rubble mound breakwaters in terms of
strength and economy.
References
Bruun, P., Design and Construction of Mounds for Breakwaters and Coastal Protection, Elsevier
Science Publishing Co, Amsterdam, 1985.
2. Goda, Y., Random Seas and Design of Maritime Structure, University of Tokyo Press, Tokyo, 1985.
3. Ergin, A.,Coastal Engineering ,Department of Civil Engineering Middle East Technical University,
Ankara, 2009.
4. Gokkus, U., Marine Structures, Manisa, 2001.
5. Japan International Agency(JICA,2), Bearing Capacity and Slope Stability, International Course on
Port and Harbor Engineering, Bureau of Ports and Harbors, Ministry of Transport, Japan, 1990.
6. Kapdasl, S., Ky Mhendislii, Istanbul Technical University Civil Engineering Faculty Printing
House, 1968.
7. Hall, K. R., HETTIARACHCHI, S., Mathematical Modelling of Wave nterpaction with Rubblemound
Breakwaters, Coastal Structures and Breakwaters, Conference by the Instution of Civil Engineers,
British Library, 1992.
8. Mc. Carthy, D. F.,Essential of Soil Mechanics and Foundations, Prencite-Hall CO., Virginia, 1982.
9. Tanimoto, K., Takahashi, S., Japanese Experiences on Composite Breakwaters, Proceedings of
International Workshop on Wave Barriers in Deepwater, Port and Harbor Research Institute, Japan,
1994.
10. Ministry of Transport,Railways, Ports andAirportsConstructionGeneralDirectorate,Kiyi Yapilari
ve Limanlar Planlama ve Tasarimi Teknik Esaslari, Ankara, 2007.
11. Yuksel, Y.,Cevik E. ,Ky Mhendislii, Beta Press,Istanbul, 2009.
12. http://www.frmtr.com/kultur/3450864-turkiye-limanlarimiz.html.
1.
1088
Positive Solutions for Third-Order PointBoundary Value Problems for an Increasing

Homeomorphism andHomomorphism with
Sign Changing Nonlinearity on Time Scales
Fatma Tokmak1, Ilkay Yaslan Karaca2
1,2
Department of Mathematics, Ege University, 35100 Bornova, Izmir, Turkey

1
fatma.tokmakk@gmail.com, 2ilkay.karaca@ege.edu.tr
Abstract. The aim of this paper is to establish the existence of positive solutions of a third-order
-point
boundary value problem on time scales with an increasing homeomorphism and homomorphism, which
generalizes the usually -Laplacian operator. By using the Krasnosel'skii-Guo fixed point theorem and Four
Functional fixed point theorem, we establish the existence of at least one positive solution and by using a
generalization of Leggett-Williams fixed point theorem, we establish the existence of at least three positive
solutions for the third-order
-point boundary value problem. In particular, the nonlinear term
) is
allowed to change sign.

Keywords: positive solutions, fixed-point theorems, time scales,
homeomorphism and homomorphism
-point boundary value problem, increasing
1 Introduction
The theory of time scales, which has recently received a lot of attention, was introduced by Stefan Hilger in
his PhD thesis in 1988 [1]. Theoretically, this new theory not only unify continuous and discrete equations, but
has also exhibited much more complicated dynamics on time scales. Moreover, the study of dynamic equations
on time scales has lead to several important applications, e.g., insect population models, biology, neural
networks, heat transfer and epidemic models (see [2,3] and references therein). Some preliminary definitions and
theorems on time scales also can be found in books [2,3] which are excellent references for calculus on time
scales.
Multipoint boundary value problem (BVP) arise in a variety of different areas of applied mathematics and
physics [4]. The study of multipoint BVPs for linear second-order ordinary differential equations was initiated
by Ilin and Moiseev [5], since then many authors studied more general nonlinear multipoint boundary value
( )
problems ([6,7] and references therein). Recently, when
is -Laplacian operator, that is
| |
(
) and the nonlinear term does not depend on the first-order derivative, the existence problems of
positive solutions of boundary value problems have attracted much attention. One can notice that the oddness of
the -Laplacian operator is key to the proof. However in the operator is not necessary odd, so it improves and
generalizes the -Laplacian operator.
Avery, Henderson and ORegan [8] present Four Functional Fixed Point Theorem which is a major
generalization of the original Leggett-Williams Fixed Point Theorem [9]. This fixed point theorem was also
1089
studied by Sun et all.[10]. By using the four functional fixed point theorem and five functional fixed point
theorem, they obtain the existence criteria of at least one positive solution and three positive solutions for the
nonlocal BVP with -Laplacian. Liu and Sun [11] discussed the existence of at least three and arbitrary odd
number positive solutions for -point boundary value probles on time scale. They used a generalization of
Leggett-Williams fixed point theorem [12]. Xu and Meng [13] considered the third order -laplacian -point
boundary value problems on time scales. They obtained the existence of positive solutions by using fixed point
theorem in cones. In particular, the nonlinear term ( ) is allowed to change sign.
Motivated by the above results, in this study, we consider the following third-order
problem (BVP) on time scales
( .
( )/)
(
( ) (
(
))
( ))
( )
( )
-point boundary value
( )/
(1)
where
is an increasing homeomorphism and homomorphism and ( )
A projection
called an increasing homeomorphism and homomorphism if the following conditions are satisfied:
i.
ii.
iii.
If
is
( ) for all
then ( )
;
is continuous bijection and its inverse mapping is also continuous;
( )
( ) ( ), for all
We will assume that the following conditions are satisfied throughout this paper:
(H1)
,
(H2)
such that ( )
( )
(
(H3)
) is continuous,
(,
- ,
)) and there exist
+ exist.
By using the Krasnosel'skii-Guo Fixed Point Theorem [14,15] and Four Functional fixed point theorem [8], we
establish the existence of at least one positive solution and by using a generalization of Leggett-Williams fixed
point theorem [12], we establish the existence of at least three positive solutions for the above boundary value
problem. In particular, the nonlinear term ( ( )) is allowed to change sign. The remainder of this paper is
organized as follows. Section 2 is devoted to some preliminary lemmas. We give and prove our main results in
Section 3.
2 Preliminaries
,
Lemma 1. [13] If condition (H1) holds, then for

( )
( )
( )
( )
- , the boundary value problem (BVP)

,
(2)
has the unique solution

( )
) ( )
Lemma 2. If condition (H1) holds, then for

( .
( )/)
( )
( )
has the unique solution
) ( )
(3)
- , the boundary value problem (BVP)
( )
( )/
))
1090
(4)
( )
where
( )
( )
(5)
( )
Lemma 3. Let condition (H1) hold. If

,
(i) ( )
( )

(ii)
,
where
- and ( )
then the unique solution ( ) of (4) satisfies
| ( )|
,
- be endowed with the ordering
,
- and
( ) for all
if ( )
|
(
)|
(
)
is
defined
as
usual
by
maximum
norm.
Clearly,
it
follows
that
is
a
Banach
space. For
, the convenience, let
Let
( )
( )
( )
We define two cones by
where
*
( )
( )
*
( )
+
is defined in Lemma 3. Define the operators
(
(
)( )
.
(
( ) (
( ))
(6)
,
- +
,
and
by setting
4 ( ) (
( ))
)( )
where
{ (
( ) (
( ))
(
( )
) ( )
(9)
( )
( )) } Obviously,
Lemma 4.
) ( )
5
(8)
where
(7)
( ))
( )
( ))
is a solution of the BVP (1) if and only if
and
( ))
is a fixed point of operator
is completely continuous.
Proof.It is easy to see that

convergence theorem, we
by
can
and Lemma 3. By Arzela-Ascoli theorem and Lebesque dominated

easily prove that operator
3 Main Results
Theorem 5. [14,15]Let be a Banach space and let
be a cone in . Assume
are open subsets of
(
)
with
and let
be a completely continuous operator such that, either
(i)
and
or
(ii)
and
(
)
Then has at least one fixed point in
Set
* ( )
+

{ ( )
}
(10)
, - ( )
Lemma 6. [15] defined above has the following properties:
(a)
(b)
is open relative to
(c)
if and only if
, - ( )
,
( )
(d) if
then
for
For the convenience, we introduce the following notations:
1091
) ( )
) ( )
Theorem 7. Suppose that conditions (H1) and (H2) hold, and

(A1) (
(A2) (
)
)
(
(
)(
)(
,
,
)
)
,
,
) ( )
satisfies the following conditions:
Then the BVP (1) has at least one positive solution.

,
-
Proof.Let
, - | ( )|, ( ) is a Banach space.
(7), (9) and (10), respectively. It is easy to see that
are open subsets of
(
)
completely continuous. For
with (A1), we have
( )
( ))
( )
4 ( )
)( ( )
( ))
and
and
( )
be defined as
Also
( )
Therefore,
(
)( )
This implies that
Next, for
( (
) ( )
for
) ( )
(11)
with (A1), we have
( )
( )
( ))
( )
)( ( )
( )
( )
( )
Therefore,
(
This implies that
)( )
) ( )
for
) ( )
(12)
has at least one fixed point in

(
) Clearly,
,
( )
,
- that is
( )
By condition (A2), we have ( ( ))
( ( ))
( ( )) Hence,
This means that is a fixed point of operator
Therefore, the BVP (1) has at least one positive
solution.
By (11), (12) and Theorem 5 (ii),
Let and be nonnegative continuous concave functionals on

and let and be nonnegative continuous
convex functionals on then for positive numbers
and define the sets
+
(
) *
( ) ( )
( ) *
(
)
( )+
(13)
+
(
) *
(
) ( )
1092
Theorem 8. [8] If is a cone in a real Banach space

and are nonnegative continuous concave functionals
on
and are nonnegative continuous convex functionals on and there exist positive numbers
and
such that
(
)
) is a bounded set. If
is a completely continuous operator, and (
*
+ *
( ) ( )
(
)
( )+
i.
( )
(
) with ( )
( )
ii.
for all
and
( )
(
) with ( )
iii.
for all
( )
(
) with ( )
iv.
for all
and ( )
( )
( ) with ( )
v.
for all
)
then has a fixed point in (
Suppose
with
For the convenience, we take the notations
) ( )
) ( )
( ( )
) ( )
Theorem 9. Assume that (H1), (H2) hold, if there exist constants
and suppose that (
(B1) (
(B2) (
. / for all (
/ for all (
(B3) ( )
for all ( ) ,
then the BVP (1) has a fixed point
Define maps
( )
( )
(
and let
to Lemma 4, it is clear that

Let
,
,
( )
) with ( )
(
-,
( )
( ) (15)
is completely continuous. For all

) is a bounded set. According
)( )
) we have
)( )
and
(
(
)( )
)
(
) ( )
( )+ which means that (i) in Theorem
we have
)( )
Hence (ii) and (iv) in Theorem 8 are fulfilled.

(
) with ( )
For all
,
(
and for all
) ( )
( ( )
) ( )
) with ( )
(
and
)
) ( )
) with ( )
(
and for all
( (
Clearly,
and
8 is satisfied.
(
For all
,
such that
( )
) satisfies the following conditions:
) is bounded and
(
)
( )
which means that (
( )
(14)
with
( ) ( )
( ) ( )
, ) and (
) be defined by (13).
(
Proof.We first show that

(
)
4 (
) ( )
1093
) Clearly,
( )
Thus (iii) and (v) in Theorem 8 are satisfied. has a fixed point
in (
,
- By condition (B3), we have ( ( ))
,
- that is
( ( ))
( ( )) Hence,
This means that is a fixed point of operator
Therefore, the BVP (1) has at least one positive
solution.
Suppose
and are two nonnegative continuous convex functional satisfying

* ( ) ( )+

(16)
where is a positive constant, and
*
+
( )
( )
(17)
Let
be given,
nonnegative continuous convex functionals on satisfying the relation (16)
and (17), a nonnegative continuous concave functional on We define the following convex sets:
+
(
) *
( )
( )
(
+
) *
( )
( )
(18)
+
(
) *
( )
( )
( )
(
+
) *
( )
( )
( )
Theorem 10. [11]Let be a Banach space,
be a cone, and
Assume that
and are nonnegative continuous convex functional satisfying (16) and (17), is a nonnegative continuous
(
(
(
( ) for all
) and
)
)
concave functional on such that ( )
is a completely continuous operator. Suppose
(
(
+
) ( )
( )
)
(i) *
for
(
( )
)
(ii) ( )
for
(
) with ( )
(iii) ( )
for
(
) with
Then has at least three fixed points
* (
+
(
)
) ( )
(
) ( (
) (
))
,
- So we get ( )
,
- Let the
( )

It is easy to see that for
nonnegative continuous convex functional
and the nonnegative continuous concave functional be defined
on the cone by
( )
( ) ( )
( ) ( )
( )
(19)
, , , * ( ) ( )+ and (16), (17) hold. Now, for convenience let (14) and
Then it is easy to see that
) ( )
(
Theorem 11. Assume(H1)-(H3) hold, (
with
2
(C1)
(C2) (
. / for (
(C3) (
2 .
2 .
)
,
- If there are positive numbers
for
3 such that the following conditions are satisfied
/3 for (
Then the BVP (1) has at least three positive solutions

( )
( )
with
( )
( )
/3 for (
satisfying
( )
( )
,
( )
( )
Proof. By the definition of , it suffices to show that the conditions of Theorem 10 hold with respect to the
operator S. Firstly, we show that if the condition (C1) is satisfied, then
(
(
)
)
(20)
(
) then assumption (C1) implies
If
(
(
{ (
) ( )
)}
) ( )
1094
Therefore, (20) holds. In the same way, if

(
{ (
) ( )
) then condition (C3) implies
,
)}
) Thus, condition (ii) of Theorem 10 holds.
)
(
As the argument above, we have (
,
- It is easy to see that
We choose ( )
) ()
( ) (
,
(
) there are
( )
Therefore, for
,
- So, by the definition of
( )
. /,
(
( )
Hence, condition (C2) implies
( )
Hence, condition (i) of Theorem 10 holds. We finally prove that (iii) in Theorem 10 holds. In fact, for
(
) with ( )
we have ( )
(
) Clearly,
Thus from Theorem 10, the BVP (1) has at least three fixed points
,
( )
( )
( )
By condition (C1), we have
( ( ))
,
- that is
( ( ))
( ( )) Hence,
This means that
are fixed points of
operator Therefore, the BVP (1) has at least three positive solutions.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
Hilger, S. (1990). Analysis on measure chains-a unified approach to continuous and discrete calculus.
Results in Mathematics. 18:18-56.
Bohner, M.; and Peterson, A. 2001. Dynamic Equations on time scales, An Introduction with
Applications. Birkhauser
Bohner, M.; and Peterson, A. 2003. Advances in Dynamic Equations on Time Scales. Birkhauser.
Adem, J.; and Moshinsky, M. (1950). Self-adjointness of a certain type of vectorial boundary value
problems. Boletn de la Sociedad Matematica Mexicana. 7:117.
Ilin, V. A.; and Moiseev, E.I. (1987). Nonlocal boundary value problem of the second kind for a
Sturm-CLiouville operator. Difference Equation. 23: 979987.
Bai, Z.; Ge, W.; and Wang, Y. (2005). Multiplicity results for some second-order four-point boundaryvalue problems. Nonlinear Analysis. 60:491500.
Zou, Y.; Hu, Q.; and Zhang, R. (2007). On numerical studies of multi-point boundary value problem
and its fold bifurcation. Applied Mathematics and Computation. 185:527537.
Avery, R.; Henderson, J.; and O'Regan, D. (2008). Four functionals fixed point theorem. Math. Comput.
Modelling. 48:1081-1089.
Leggett, R.W.; and Williams, L.R. (1979). Multiple positive fixed points of nonlinear operators on
ordered Banach spaces, Indiana Uni. Math. Journal. 28:673-688.
Sun, T.-T.; Wang, L.-L.; and Fan, Y.-H. (2010). Existence of positive solutions to a nonlocal boundary
value problem with p-laplacian on time scales. Adv. Difference Equations. Art. ID 809497:1-15.
Liu, J.; and Sun, H.-R. (2011). Multiple positive solutions for m-point boundary value problem on time
scales. Bound. Value Problems. Art. ID 591219:1-11.
Bai, Z.; and Ge, W. (2004). Existence of three positive solutions for some second-order boundary value
problems. Computers & Mathematics with Applications. 48:699707.
Xu, F.; and Meng, Z. (2009). The existence of positive solutions for third-order p-laplacian m-point
boundary value problems with sign changing nonlinearity on time scales. Adv. Difference Equations.
Art. ID 169321:1-14.
Deimling, K. 1985. Nonlinear Functional Analysis. Berlin: Springer.
Guo, D.; and Lakshmikantham, V. 1988. Nonlinear Problems in Abstract Cones. New York: Academic
Press.
1095
Biographies
Fatma Tokmak was born in Marmaris, Turkey on August 2nd, 1987. She received a Bachelors degree in
Mathematics from Ege University and started a master programme in the field of analysis and the theory of
functions analysis at the same university.
She is interested in analysis on time scales.
lkay Karaca was born in zmir, Turkey on May 24 th, 1967. She received a Bachelors degree in Mathematics
from Ege University in Turkey, a Masters and a PhD in Mathematics from Ege University.
She is an Associate Professor of Mathematics at Ege University in Izmir, TURKEY. Dr. Karacas research
interests include spectral theory, and time scales.
1096
A Collocation Approach for Solving Systems of

Linear Fredholm-Volterra Integral Equations
with Variable Coefficients
1
uayip YZBAI , Niyazi AHN , Mehmet SEZER

1,2,3
Department of Mathematics, Faculty of Science, Mula University, Mula, Turkey

suayip@mu.edu.tr, nisa70@mu.edu.tr, msezer@mu.edu.tr
Abstract. In this paper, a collocation method based on the Bessel polynomials is introduced to solve system of linear
Fredholm-Volterra integral equations (FVIEs). Numerical examples are given to demonstrate the validity and the
applicability of the method and the comparisons are made with the existing results. The results show the efficiency and
accuracy of the present method. All of the numerical computations have been performed on a computer using a program
written in MATLAB v7.6.0 (R2008a).
Keywords:System of Volterra integral equations; Bessel polynomials and series; collocation method; approximate method;
collocation points.
1. Introduction
Systems of the linear integral equations, integro differential equations have a very important place in science and
engineering. Since the systems of the mentioned equations are usually difficult to solve analytically, it is
required to obtain the approximate solutions. Recently, several authors have solved the mentioned systems using
the numericalmethods given in [1-9]. In addition, the Taylor, Chebyshev and Legendre (matrix and collocation)
methods have been used by Sezer et al. [10-12] to solve linear differential, integral and integro-differential
equations and systems of them.
Yzba et al. [13-15] has been worked the Bessel collocation method to obtain the approximate solutions of
the linear neutral delay differential, the pantograph and Fredholm integro-differential equations.
In this study, we will develope the Bessel collocation method in given [13-15] for the approximate solutions
of a system of linear Fredholm-Volterra integral equations (FVIEs) with variable coefficients in the form
b k
x k
k
f
P
(
x
)
y
(
x
)
g
(
x
)
K
(
x
,
t
)
y
(
t
)
dt
i , j
i, j
K iv, j ( x, t ) y j (t )dt
j
i
j
j 1
a j 1
a j 1
i 1, 2, , k , 0 a x, t b
where y j ( x ) is an unknown function, the known functions Pi , j ( x ) ,
(1)
gi ( x) , K i f, j ( x, t ) and Kiv, j ( x, t ) are
defined on interval a x, t b and the functions K i , j ( x, t ) and K i , j ( x, t ) for i, j 1, 2,

f
, k can be
expandedmaclaurinseries.
Our aim is to find an approximate solution of (1) expressed in the truncated Bessel series form
N
yi ( x )
i ,n
J n ( x) ,
i 1, 2,
(2)
,k
n 0
so that ai ,n , n 0,1, 2,..., N are the unknown Bessel coefficients and J n ( x ) , n 0,1, 2,
polynomials of first kind defined by
1097
, N are the Bessel

N n
x

k !( k n)! 2
( 1)
J n ( x)
k 0
2 k n
, n
, 0 x .
2. Fundamental Matrix relations

First, we write the Bessel polynomials J n ( x ) in the matrix form as follows
J ( x) DX ( x) J ( x) X( x) D
T
where
J ( x) J 0 ( x)
(3)
J N ( x) , X( x) 1
J 1 ( x)
and the coefficientmatrix D can be seenclearlyfrom[13-15]. We consider the desired solution y j ( x ) of Eq. (1)
defined by the truncated Bessel series (2). Now, we write the matrix form of the function defined in relation (2)
as
[y
( x)] J ( x ) A , A j a j ,0
j
a j ,1
a j ,N
j 1, 2,
,k
or from Eq. (3)

[ y j ( x)] X( x) D A j , j 1, 2,
T
,k .
(4)
Hence, the matrices y ( x) can be expressed as follows:
y ( x) X( x) DA
(5)
where y ( x) y1 ( x)
y2 ( x )
Xr ( x) X( x) , r 1, 2,
A A1
yk ( x) , X( x) diag X1 ( x), X2 ( x),

T
, k , D diag D1 , D2 ,
, Dk , D r D
, X k ( x) ,
and
Ak .
T
A2
3. Method for solution

First, we can write the system (1) in the matrix form
P ( x ) y ( x ) g ( x ) + F( x ) + V ( x )
(6)
b
so that P( x) pi , j ( x) , y ( x) yi ( x) , g( x) gi ( x) , F ( x ) = K ( x,t )y (t ) dt ,
f
K ( x,t ) K i , j ( x, t ) ,
f
V ( x ) = K ( x,t )y (t ) dt , K ( x,t ) K i , j ( x, t ) ,
v
F( x) = Fi ( x) ,
V( x) = Vi ( x) ,
, k , j 1, 2,
i 1, 2,
b
,k ,
Fi ( x ) K i , j ( x, t ) y j (t ) dt ,
f
(7)
j 1
Vi ( x )
and
K
a
v
i, j
(8)
( x, t ) y j (t ) dt .
j 1
Let us now find the matrix form of F ( x) in Eq. (6). The kernel function K i , j ( x, t ) can be approximated by
the truncated Maclaurin series of degree N in the form
N
K i , j ( x, t )
f
T,f
i, j
m n
k mn x t ;
T,f
k mn
i, j
m n
K (0, 0)
m ! n ! x t
so that m, n 0,1, 2, , N , i 1, 2, , k , j 1, 2, , k .
The expression (9) can be put in the matrix form
m
(9)
m0 n 0
Ki , j ( x, t ) X( x)K T , f X (t ) ;
f
i, j
K T , f
i, j
T,f
kmn .
i, j
(10)
1098
Also, the Bessel matrix form of the kernel function K j ( x, t ) can be written as
Ki , j ( x, t ) J ( x)K B , f J (t ) .
f
i, j
(11)
Since the relation (10) is equal to (11), we obtain the relation
J ( x)K B , f J (t ) X( x)K T , f X (t ) .
i, j
i, j
(12)
Substituting the matrix J ( x ) in Eq. (3) into the relation (12) and simplifying the result equation, we find the
matrix relation
K B , f (D ) K T , f D
i, j
i, j
kmn , m, n 0,1, 2,
B, f
, N , i, j 1, 2,
i, j
,k .
(13)
f
Substituting the matrix forms (11) and (4) corresponding to the functions K i , j ( x, t ) and y j ( x ) into the Fredholm
integral part Fi ( x ) given by Eq. (7), we get the relation
b
[ Fi ( x)]
J ( x )K
i, j
B, f
J (t ) X(t ) D A j dt
T
a j 0
J ( x )K
i, j
B, f
Q f ( x) A j
(14)
j 0
so that Q f ( x) J (t ) X(t ) D dt DX (t ) X(t ) D dt DH f ( x) D

T
H f ( x) X (t ) X(t ) dt hr ,s ( x) , hr , s ( x )
r s 1
r s 1
and r , s 0,1, 2,..., N .

r s 1
By substituting the matrix forms (3) into expression (14), we gain the matrix form
T
[ Fi ( x)] X( x) D K B , f Q f ( x) A j .
T
i, j
(15)
j 0
Smilarly, we obtain the matrix form of the Volterra integral part Vi ( x ) in Eq. (8) as
k
[Vi ( x)] X( x) D K B ,vQ v ( x) A j

T
i, j
(16)
j 0
so that K B ,v (D ) K T ,v D , K T ,v k mn , K i , j ( x, t )
i, j
i, j
i, j
T ,v
i, j
T ,v
i, j
m n
k mn x t ,
m0 n 0
m, n 0,1, 2,
,N ,
i, j 1, 2,
Qv ( x) DH v ( x)D ,
T
,k ,
H v ( x ) X (t ) X(t )dt hr ,s ( x ) ,
T
hr , s
r s 1
r s 1
and r , s 0,1, 2,..., N .

r s 1
By using in Eq. (6) the collocation points defined by
ba
xs a
s , s 0,1, , N ,
N
we obtain the fundamental matrix equation
v
(17)
PY G + F + V
(18)
where
P = diag P( x0 ), P( x1 ),
G g( x0 )
g( x1 )
V V( x0 )
V( x1 )
, P( xN ) , Y y ( x0 )
y ( xN )
y ( x1 )
g ( xN ) ,
F F( x0 )
F( x1 )
F ( xN )
and
V ( xN ) .
T
By substituting the collocation points (17) into Eq. (5), we obtain the matrix relation
(19)
y ( xs ) X( xs )DA , s 0,1, , N Y XDA
so
that
X X( x0 )
X( x1 )
X( xN ) ,
T
X( xs ) diag X1 ( xs ), X2 ( xs ),
, Xk ( xs ) ,
r 1, 2, , k and s 0,1, , N .
By placing the collocation points (17) into Eqs. (15) and (16), we have matrix relations
1099
Xr ( xs ) X( xs ) ,

k
[ Fi ( xs )] X( x) D K B , f Q f ( xs ) A j ;
T
i, j
(20)
j 0
[Vi ( x)] X( x) D K B ,vQ v ( x) A j , s 0,1,

T
i, j
, N , i 1, 2,
(21)
, k.
j 0
Similarly, substituting the collocation points (17) into the matrix F ( x) and V ( x) defined in relation (6) and using
relations (20) and (21), we gain the matrix relations
F( xs ) = F1 ( xs )
F2 ( xs )
Fk ( xs ) X( xs ) DK f Q f ( xs ) A ;
(22)
V( xs ) = V1 ( xs )
V2 ( xs )
Vk ( xs ) X( xs ) DK vQv ( xs ) A
(23)
where X( xs ) diag X1 ( xs ), X2 ( xs ),
D diag D1 , D2 ,
, Xk ( xs ) ,
, Dk ,
Xr ( xs ) X( xs ) ,
r 1, 2,
s 0,1,
,k ,
K f = K B , f ,
Dr D ,
Q f ( xs ) diag Q f ,1 ( xs ), Q f ,2 ( xs ),
, Q f , k ( xs ) ,
Qv ( xs ) diag Q v,1 ( xs ), Q v,2 ( xs ),
, Q v, k (xs ) and Qv ,r ( xs ) Qv ( xs ) .
,N ,
i, j 1, 2,
i, j
,k ,
K v = K B ,v ,
Q f ,r ( xs ) Q f ( xs ) ,
i, j
Thus, by using Eqs. (22) and (23), the matrices F and V in Eq. (18) can be expressed in matrix form in terms of
the matrix of Bessel coefficients A as follows:
F F( x0 )
F( x1 )
V V( x0 )
V( x1 )
F( xN ) XDK f Q f A ;
(24)
V( xN ) XDK vQv A
(25)
so that X diag X( x0 ), X( x1 ),
, X( xN ) , D diag D1 , D2 ,
, N 1 , K f diag K f ,1 , K f ,2 ,
p 1, 2,
K v diag K v ,1 , K v ,2 ,
, DN 1 , D p D ,
, K f , N 1 , K f , p K f , Q f Q f ( x0 )
, K v , N 1 , K v , p K v and Qv Qv ( x0 )
Q f ( x1 )
Q f ( xN )
Q v ( xN ) .
T
Qv ( x1 )
By replacing relations (19), (24) and (25) into Eq. (18), we have the matrix equation
PXD - XDK Q
f
XDK vQ v A G .
(26)
Hence, the matrix equation (26) corresponding to Eq. (1) can be written in the form
(27)
WA G or [ W; G ]
which corresponds to a linear system of k ( N 1) algebraic equations in k ( N 1) the unknown Bessel
coefficients so that
W PXD - XDK f Q f XDK vQv [ wp ,q ] , p, q 1, 2,
The unknown Bessel coefficients matrix A A A1

system and A j
j 1, 2,
, k ( N 1) .
A k is determined solving this linear
A2
, k is substituted in Eq.(4). Thus, we obtain the Bessel polynomial solutions.
Since the truncated Bessel series (3) is approximate solution of (1), when the function yi , N ( x) , i 1, 2, , k ,
and its derivatives, are substituted in Eq. (1), the resulting equation must be satisfied approximately; that is,
for x xq [a, b] q 0,1, 2,
m
Ei ( xq )
n 0
Pi , j ( xq ) y j ( xq ) g i ( xq )
j 1
Ei ( xq ) 10
If max 10
a j 1
kq
xq
K i , j ( xq , t ) y j (t )dt
f
v
i, j
( xq , t ) y j (t )dt 0 , (28)
i 1, 2,
,k
and
a j 1
( k q positive integer).
kq
10
( k positive integer) is prescribed, then the truncation limit N is increased until the
k
difference Ei ( xq ) at each of the points becomes smaller than the prescribed 10 , see [7,10-13, 15].
1100
4. Numerical examples
To show the efficiency of the proposed numerical method, we consider the following examples. The
computations asssociated with the examples were performed on the computer using a program written in Matlab
7.6.0 v2008a. In this regard, we report in Tables and Figures, the values of the exact solutions yi ( x ) ,
i 1, 2,...,k ,
the
approximate
solutions
i 1, 2,..., k ,
yi , N ( x ) ,
and
the
absolute
error
functions
ei , N ( x) yi ( x) yi ,N ( x) , i 1, 2,..., k , at the selected points of the given interval. In addition, we computed the
maximum absolute errors for example 2 using
ei , N yi , N ( x) yi ( x) max yi , N ( x) yi ( x) , a xb.
Example 1. Consider the system of the linear FVIEs given by
1
x
2
2
y
(
x
)
2
xy
(
x
)
g
(
x
)
(
x
t
)
y
(
t
)
(
x
t
)
y
(
t
)
dt
2
1
1
2
x ty1 (t ) xt y2 (t ) dt
1
0
0
1
x
y ( x) x 2 y ( x ) g ( x ) ( xt t 2 ) y (t ) xt 2 ) y (t ) dt 2 xty (t ) ( x 2t ) y (t ) dt
2
1
2
1
2
1
2
0
0
so that 0 x, t 1, g1 ( x) x 2 x
2
25
4x
3
x
6
12
20
16
67 4 4 37 3 1 5
2
x
x x.
and g 2 ( x) 6 x x
15
60 3
6
2
5
4
x
5
4
3
(29)
x ,
By applying the method given in Section 3, we obtain y1 ( x) x 3x 2 , y2 ( x) 2 x x 1 which are the

exact solutions of the system (29).
2
Example 2. [16] Let us consider the linear Volterra integral equation system
x
y
(
x
)
g
(
x
)
sin(( x t ) 1) y1 (t ) (1 t cos( x)) y2 (t ) dt

1
1
0
, 0 x, t 1
x
y ( x) g ( x) y (t ) ( x t ) y (t ) dt
2
2
1
2
0
with
the
exact
solutions
y1 ( x) cos( x)
and
y2 ( x) sin( x).
(30)
Here,
g 2 ( x) sin( x) x
and
g1 ( x) cos( x) 2 sin( x) x cos( x) .

By following the procedure given in Section 3, we find the approximate solutions by the Bessel polynomials
for N 7 and N 10 of the system (30). We givethe comparison of the numerical results of the absolute error
functions obtained by the present method, the Taylor expansion method (TAM) [16] and the Taylor method [7]
for N 5 and N 10 of the system (30) in Table 1- 2 and Figure 1-2. The present method has better results
than the Taylor expansion method (TAM) [16]. However, the absolute errors of the Taylor method [7] and the
present method are similar to each other. Also, it is seen from Table 3-4 that the errors decrease rapidly as N
increases.
1101
Fig. 1. Comparison of the absolute errors functions e1, N ( x ) for N 5 and N 10 of y1, N ( x) of the system (30).
Fig. 2. Comparison of the absolute errors functions e2, N ( x ) for N 5 and N 10 of y2, N ( x) of the system
(30).
Table 1 Comparison of the absolute errors for N 5, 10 of y1 ( x ) of the system (30)
Taylor method [7]
xi
e1,5 ( x )
Absolute errors
with TAM [16]
0
0.2
0.4
0.6
0.8
1
0
8.89e-008
5.6727e-006
6.43851e-005
3.59957e-004
1.364361e-003
0
9.27188e-004
5.45507e-003
1.38644e-002
2.56349e-002
4.19808e-002
Present method
e1,5 ( x )
e1,10 ( x )
0
2.0571e-007
2.3189e-006
3.8191e-005
2.8744e-004
1.3807e-003
0
1.7097e-014
1.6798e-013
1.2788e-011
2.9213e-010
3.2045e-009
1102
Table 2 Comparison of the absolute errors for N 5, 10 of y2 ( x ) of the system (30)

Taylor method [7]
xi
e2,5 ( x )
Absolute errors
with TAM [16]
0
0.2
0.4
0.6
0.8
1
0
2.5e-009
3.244e-007
5.5266e-006
4.124248e-005
1.95682e-004
0
1.14715e-004
8.57201e-003
2.78243e-002
5.91212e-002
8.70896e-002
Present method
e2,5 ( x )
e2,10 ( x )
0
7.2964e-007
6.5961e-007
3.7140e-006
2.9572e-005
1.7560e-004
0
8.7264e-013
1.7413e-012
3.1888e-012
2.3141e-011
2.7802e-010
Table 3 The maximum absolute error e1, N for various N of y1 ( x ) of the system (30)
N
e1,N
5
6.7068
7
2.5150
8
3.6695
10
3.2045
102
105
107
109
12
5.56 10
11
Table 4 The maximum absolute error e2, N for various N of y2 ( x ) of the system (30)
N
e2,N
5
7.7642
7
2.5183
8
3.7146
10
2.7873
102
106
108
1010
12
6.51 10
11
5. Conclusions
In this study, we presented the Bessel collocation method for the approximate solutions of system of (FVIEs). In
addition, an interesting feature of this method is to find the analytical solutions if the system has the exact
solutions that are polynomial functions. This feature can be seen from Example 1. The comparision of our
results with other methods shows that the present method is a powerful mathematical tool for finding the
numerical solutions of system of linear Fredholm-Volterra integral equations. One of the considerable advantage
of the method is that the approximate solutions are obtained very easily by using the computer code written in
MATLAB v7.6.0 (R2008a).
References
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Comput. 192(1): 5155.
[2]Javidi, M. (2009). Modified homotopy perturbation method for solving system of linear Fredholm integral
equations, Math. Comput. Modell. 50(1-2): 159-165.
[3] Maleknejad, K.; and Mirzaee, F. (2003). Numerical solution of linear Fredholm integral equations system by
rationalized Haar functions method, Int. J. Comput. Math. 80(11): 13971405.
[4] Arikoglu, A.; and Ozkol, I. (2008). Solutions of integral and integro-differential equation systems by using
differential transform method, Comput. Math. Appl 56(9): 24112417.
[5] Pour-Mahmoud, J.; Rahimi-Ardabili, M.Y.; and Shahmorad, S. (2005). Numerical solution of the system of
Fredholm integro-differential equations by the Tau method, Appl. Math. Comput. 168(1): 465478.
[6] Saberi-Nadjafi, J.; and Tamamgar, M. (2008). The variational iteration method: A highly promising method
for solving the system of integro differential equations, Comput. Math. Appl. 56(2): 346351.
[7] Sorkun, H.H.; and Yalinbas, S. (2010). Approximate solutions of linear Volterra integral equation systems
with variable coefficients, Appl. Math. Modell. 34(11): 3451-3464.
[8] Biazar, J.; Babolian, E.; and Islam, R. (2003). Solution of a system of Volterra integral equations of the first
kind by Adomian method, Appl. Math. Comput. 139(2-3): 249258.
[9] Maleknejad, K.; and Kajani, M.T. (2004). Solving linear integro-differential equation system by Galerkin
methods with hybrid functions, Appl. Math. Comput. 159(3): 603612.
[10] Akyz-Dacolu, A.; and Sezer, M. (2005). Chebyshev polynomial solutions of systems of higher-order
linear FredholmVolterra integro-differential equations, J. Franklin Ins. 342(6): 688-701.
1103
[11] Glsu, M.; and Sezer, M. (2006). Taylor collocation method for solution of systems of high-order linear
Fredholm Volterra integro-differential equations, Intern. J. Computer Math. 83(4): 429448.
[12] Yalnba, S.; Sezer, M.; and Sorkun, H.H. (2009). Legendre polynomial solutions of highorder linear
Fredholm integro-differential equations, Appl. Math. Comput. 210(2): 334-349.
[13] Yzba, .; ahin, N.; and Sezer, M. (2011). A Bessel polynomial approach for solving linear neutral delay
differential equations with variable coefficients, Journal Advanced Res. in Differential Equations 3(1): 81- 101.
[14] Yzba, .; ahin, N.; and Sezer, M. (2011). A Bessel collocation method for numerical solution of
generalized pantograph equations, Numer. Methods for Partial Diff. Eq., in press, (2011), doi:
10.1002/num.20660.
[15] Yzba, .; ahin, N.; and Sezer, M. (2011). Bessel matrix method for solving high-order linear Fredholm
integro-differential equations, Journal Advanced Research in Applied Mathematics, in press, (2011), doi:
10.5373/jaram.
[16] Rabbani, M.; Maleknejad, K.; and Aghazadeh, N. (2007). Numerical computational solution of the Volterra
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Biographies
uayip YZBAI was born on 20 September 1984 in Karabk, Turkey. He entered the Department of
Mathematics of Faculty ofScience of Mula University in 2002 and graduated from the department with a first
class honours degree in 2005. He was a graduate student in the same department between 2006 and 2009. He has
been Ph.D. studentin the department since 2009 under the supervision of Dr. Niyazi AHN. Since 2007, he has
worked as a research assistant there.
He has published the following research papers related to numericalmethods.
Yzba, .; ahin, N.; and Sezer, M. (2011). A Bessel polynomial approach for solving linear neutral
delay differential equations with variable coefficients, Journal Advanced Res. in Differential Equations
3(1): 81- 101.
Yzba, .; ahin, N.; and Sezer, M. (2011). A Bessel collocation method for numerical solution of
generalized pantograph equations, Numer. Methods for Partial Diff. Eq., in press, (2011), doi:
10.1002/num.20660.
Yzba, .; ahin, N.; and Sezer, M. (2011). Bessel matrix method for solving high-order linear
Fredholm integro-differential equations, Journal Advanced Research in Applied Mathematics, in press,
(2011), doi: 10.5373/jaram.
Yzba, .; ahin, N.; and Sezer, M. (2011). Numerical solutions of systems of linear Fredholm
integro-differential equations with Bessel polynomial bases, Comput. Math. Appl. 61(10): 30793096.
He continues his research on numerical methods for solutions of ordinary and partial differential equations.
Niyazi AHN was born on March 15th 1970 in zmir, Turkey. In 1991, he received his B.Sc. degree from the
Department of Mathematics of Ege University in zmir, and M.A. from the University of Pittsburgh, USA in
1996. He then studied computational fluid dynamics for his Ph.D. degree under the supervision of Prof. William
Layton in the Department of Mathematics at the University of Pittsburgh, and graduated from that school in
2003.
His main research interests are computational fluid mechanics, numerical linear algebra and numerical
solutions of ordinary and partial differential equations. Some of his published articles are:
Yzba, ., ahin, N.; and Sezer, M. Numerical solutions of systems of linear Fredholm integrodifferential equations with Bessel polynomial bases, Comput. Math. Appl. 61(10): 30793096, 2011.
Akgnll, N., ahin, N.; and Sezer, M. A Hermite collocation method for the approximate solutions
of high-order linear Fredholm integro-differential equations,Numer Methods Partial Differential Eq.
2010, DOI: 10.1002/num.20604, 2010.
John V., Layton W. and Sahin N., Derivation and Analysis of Near Wall Models for Channel and
Recirculating Flows, Comput. Math. Appl., 48(2004): 11351151.
Mehmet SEZER was born on March 20th 1954 in Antalya,Turkey. He received his B.Sc. from the Department
of Mathematics of Ege University in 1976 and was research assistant at Balkesir Engineering Academy. His
M.Sc. was from Ege University in 1977. He received his Ph.D. under the supervision of Prof. Dr. Seda
MORALI in the Department of Applied Mathematics at Ege University in 1982 and studied in the field of
Parabolic partial differential equations.
1104
In 1982, he was Assistant Professor at Faculty of Education (Balkesir) of Uluda University, Associate
Professor in 1989, and in 1995 Professor at Faculty of Education of Dokuz Eylul University. Since 2004, he has
been Mathematics Professor at Faculty of Science at Mula University and has been the chair in the same
department.
His main research interests are ordinary and partial differntial equations, integral and difference equations,
and their numerical solutions. Prof. Sezer has been reviewer for numerous influential journals, has published
research articles related to differential equations, linear algebra, analytic geometry and calculus; and has been
authored over 80 papers.
1105
Monte Carlo Simulation of Thin Film Growth

with Crystallization
1
zzet Paru DURU1, ahin AKTA2

parugduru@gmail.com, 2saktas@marmara.edu.tr
Abstract. The Monte Carlo simulation technique has been used to study thin film growth and crystallization
process. We exclusively investigated evaporative technique since it is the most preferred on the film growth
processes. The fomation of thin film has been simulated on 50x50x50 unit cubic region with 10000 A type,
10000 B type atoms with 10000 Monte Carlo Steps. Temperature effect has been handled with Boltzman
statistics. The role of substrate on crystallization of the thin film has been verified.
Keywords: monte carlo methods, substrate, thin film physics, crystallization
1 Introduction
Technological advancements reached a level where nano scale applications have become an important part of
scientific research. Among much different research area, development of thin film of nanometer thickness has
many applications. Experimental methods in nano scale applications require very advanced instrumentation [1].
As an alternative way to study the physical properties of thin films, computational powers of todays desktops
can be used. A physical model for the formation of the crystal structure in a thin film can be studied by
computational models [2]. Experimental studies give the end state of crystal structures without giving any clue to
mid-states while ordered lattice structure evolves. Although physical interactions between atoms are very
complicated, they can be represented by symbolic parameters and then the whole process of formation of the thin
film can be mimiced by Monte Carlo method. The temperature effect can be handled with Boltzmann statistics.
[3-4]. In this study, a thin film growth and its ordered crystal structure of chemical composition of two different
atoms (AB) has been studied.
2 Literature Review
Nowadays, an ordinary desktop has an enormous computational capability that was not available decades ago
on main frame computers which were available only at selective research centers in the world. Advancements on
computing technology makes computational study as a third branch in science besides experimental and
theoretical studies. Computational studies about thin film growth have been done on single atom films [5-7]. In
these studies, mostly Molecular Dynamics (MD) has been used to mimic the process. MD has advantage of using
energy and momentum conservation when inter-atomic interactions are handled. This requires substantially high
calculating power because to conserve energy and momentum of the system, the program must keep track of all
particles energy and momentum all the time throughout the simulation process. As a stochastic approach Monte
Carlo method with Metropolis algorithm [8] can be more useful than a deterministic one (MD) for this study. In
MC method, only the small part (arbitrarily chosen) of the system is taken into account at each decision process.
We use MC method with Metropolis algorithm to deal temperature effect (thermal fluctuations can be dealt
better by using MC method). We also study the process of crystallization by following the film growth through
analyzing successive MC steps (chemical composition is consisted of two different types of atoms). The process
1106
of reaching ordered state could be traced by investigating mid MC steps. This enables us to study the role of
substrate in obtaining good quality thin films. Previous studies have been concentrated films of only one type of
atom [7]. In this study we consider formation of thin film of two different type of atoms (AB type). Thus in this
work, the ordered crystallization can be traced through the process.
3 Methods
3.1 The Monte Carlo Method
In our simulation method, the most important part is to mimic interatomic forces with suitable models to be
able to write a feasible algorithm considering limited calculation capability of desktop computers.
The system is consisted of 50 unit length borders for each coordinate (x,y,z). 10000 A type, 10000 B type,
totally 20000, particles are represented A and B type atoms in the simulation region.
(a)
(b)
Fig. 1. Particle distribution (a) without any external effect after 10000 MC step (b) with %60 downward z
direction effect after 10000 MC steps.
According to the Fig 1a, particles are distributed randomly without any external effect like gravity or any
force while Fig 5b gives the particle distribution with applying %60 downward effect on the system.
Mathematicly, each particle has a label and all particle coordinate numbers are handled with matrices. First
all particles randomly distributed to the system uniquely. Next, one of them is chosen randomly. All possible
reaction steps of the choosen atom are checked to see which one is noteworthy to evaluate. The reactions may, of
course, involve neighboring sites [12]. 3 neighbouring cells for all directions were computed. By utilizing
Metropolis algorithm a choice is made and the chosen atom is moved accordingly. Then another particle is
chosen and the precious process is repeated. After each particle has been processed, a Monte Carlo time step has
been completed. The full simulation consists of a large number of such steps. The total physical time is
expressed in the number of Monte Carlo steps.
The interaction between atoms was mimiced by using representative interaction parameters which would be
determined in order to represent the fundamental physical expectations when two dissimilar (AB) or
similar(either A-A or B-B) type of atoms come close enough to each other [9]. Since we study the film of
chemical composition of AB type, we must somehow distinguish the two cases of having interactions between
similar and dissimilar atoms. AB type of atomic combination means that attractive force between atom A and
atom B must be stronger than the attraction between similar atoms (A-A or B-B).
There are many dosens of deposition technologies about material formation. [13], [14] These varius type of
coating technologies generally used to perform semiconductor materials. The evaporative ones handle thermal
conditions for growth of thin film over the substrate material. Thermal effects causes temperature fluctuations.
Temperature fluctuations were taken into account by using Boltzman statistics with MC method [8] [9], [10].
1107
Ea
k
e B T
(1)
Ea k T
B
e
Ep
Ea
In equation (1), Ea , denotes binding energy between the particles. According to this equation, the connection
between particles scaled to thermal effect. So the binding probabilty, E p , directly proportional to temparute (T).
The temperature effect over the particles indicates the crystallization of the system entirely. We measured the
crystallization that pictures the physical state of the whole system utilizing the z layers one by one.
3.2 Measurement of Crystallization

Crystallization has been detemined by studying the neighbour of filled cell with any type of atom. There are
6 nearest-neighbour in 3D dimensional cubic symmetry. If all 6 neighbouring cells contain opposite type of
atoms, we assign +1 to CP (crystallization parameter). We supposed that this condition pictures the perfect
crystallization for an atom.
Fig. 2. (a) Type of perfect crystallization: 6 dissimilar atoms (B type) (b) partial crystallization: 4 dissimilar
atoms (B type) and 2 similar (A type) atoms that neighbouring to S(i,j,k) (A type)
The number of dissimilar atoms that exist at neighbouring cells divided by total neighbour numbers and summed
up with CP. The mean value of CP for a certain level can be obtained as,
CP 100
1 N
CPi ,
N i 1
N=2500
(2)
Equation (2) mention about the crystallization for a z layer in 3D coordinate space.
The most suitable number of MC steps was determined by trial and error method to optimize computational
time with the stability of the end results [10].
3.3 Effect of Substrate

Suitable substrate is important in point of the thin film growth. Similar crystalographic orientation that exists
between substrate atoms and the source materials increases the crystallization ratio. [13] Hence, we have
integrated a suitable substrate to our model to investigate the effect of substrate on crystallization. As expected,
the algoritm of the simulation modified. Moreover, some rules that defines the motion of particles changed. The
holding probabilty for the particles which exists on the first layer has been increased according to the suitable
substrate. The suitable substrate formed with the well-ordered particles.
1108

We investigate the filling ratio of the first eight layers by using a sample region of 50x50x50 cells. To start
the simulation 10000 A and 10000 B type atoms were arbitrary distributed throughout the region. The atoms
were let to make a move (move to a neighboring cell after a decision process governed by random-walk
algorithm) at each MC step. First, the role of possible external effect (like downwards affect of gravity or
external field to lead atoms downward) was studied. We found that any such kind of interaction is effective on
increasing filling factor as seen in Fig 1b as expected [7].
Fig. 3. Filling ratio of the first 6 layer according to the temperature scale
We studied temperature effect on crystallization. At low temperatures close to zero Kelvin, the filling factor
was not affected much as seen Fig 3 but crystallization shows a different behaviour than filling factor as seen Fig
4 which gives the impression that the crystallization (long-range order) has a discontinuity at a certain
temperature that may be be interpreted a phase transition on crystallization.
Fig. 4. Crystallization ratio of the first 6 layer according to the temperature scale
We also studied the effect of using suitable substrate on crystallization of thin film. Fig 5 shows the case for
low temperature where Fig 5a gives the distribution of atom A (green) and B (red) without using substrate where
Fig 5b gives the result with substrate.
1109
(a)
(b)
Fig. 5. Particle distribution of first layer at T=0.01 temperature (a) without suitable substrate (b) with suitable
substrate
Its clear that using substrate greatly improves crystallization that can even be detected visually. Fig 6
compares crystallization ratio of two cases analytically which supports the improving role of using proper
substrate.
Fig. 6. Crystallization ratio against the MC step for first layer with substrate and without substrate at T=0.01
temperature.
At higher temperature, Fig 7 gives the atomic distribution with substrate and without substrate. The long-range
order for both with/without substrate has been lost at this range of temperature as seen in Fig 8.
(a)
(b)
Fig. 7. Particle distribution of first layer (z=1) at T=0.15 (a) without suitable substrate (b) with suitable substrate
(WS)
1110
Fig. 8. Crystallization ratio against the MC step for first layer with substrate and without substrate at T=0.15
temperature
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
H v Knel, S. C. Kashyap, M Wuttig, Physics and Technology of Thin

Films. Tehran, Iran, (2003).
D.W. Heermann, Introduction to the Computer Simulation Methods of
Theoretical Physics. (2nd edn. ed.), Springer-Verlag, Heidelberg (1990).
K. Binder (ed.), Monte Carlo Methods in Statistical Physics,Springer-Verlag, Berlin, (1979).
K. Binder (ed.), Applications of the Monte Carlo Method in Statistical Physics, Springer-Verlag.
Berlin, (1984).
S. Ozawa, Y. Sasajima, D. W. Heermann, Monte Carlo simulations of film growth, Thin Solid
Films, Volume 272, Issue 2, Pages 172-183, (1996).
A.M. Ovrutsky, M.S. Rasshchupkina, A.A. Rozhko and G.A. Ermakova, Monte-Carlo Modeling of
Crystallization of Thin Films, Physics and Chemistry of Solid State . 5, . 498-503 V. 5, 3 (2004).
Tandoan, M. (2009) The Study of Thin Film Growth By Using Monte Carlo Method. M.Sc. Thesis.
Marmara University, Turkey.
Ulam, S. Metropolis, N.C. The Monte Carlo Method, J.Amer.Stat. Assoc., 44,335 (1949).
B.H. Flowers, E. Mendoza, Properties of Matter. Chichester, John Wiley and Sons, (1991).
L.N. Aleksandrov, A.N. Kogan, A.M. Kondakova, V.A. Rybin //3 All-Union conference. Modeling of
crystal growth, part 1. P.30 (1990).
Brunev, D.V.; Karpov, A.N.; Neizvestny, I.G.; Shwartz, N.L.; Yanovitskaja, Z.S.; Zverev, A.V.,
"Kinetic Monte Carlo simulation of thin film morphology evolution during growth", Electron Devices
and Materials. Proceedings. 4th Annual 2003 Siberian Russian Workshop on, pp. 21- 26, 1-4.
R.M. Nieminen, A.P.J. Jansen, Monte Carlo simulations of surface reactions, Applied Catalysis A:
General, Volume 160, Issue 1, Kinetic Methods in Heterogeneous Catalysis, Pages 99-123 (1997).
Maissel, L.I., and Clang, R., (eds.), Handbook of Thin Film Technology, McGraw-Hill, New York
(1970)
Ghandhi, S. K., VLSI Fabrication Principles, John Wiley & Sons, New York (1983).
1111
Iterative Operator Splitting Method to Solute

Transport Model: Analysis and Application
Nurcan Gcyenen1, Gamze Tanolu2, Gkmen Tayfur 3
1,2
Department of Mathematics, zmir Institute of Technology,35430, Glbahe Campus, Urla, zmir, Turkey
Department of Civil Engineering, zmir Institute of Technology, 35430, Glbahe Campus, Urla, zmir, Turkey
1
nurcangucuyenen@iyte.edu.tr, 2gamzetanoglu@iyte.edu.tr, 3gokmentayfur@iyte.edu.tr
Abstract. In this paper, iterative operator splitting method is used to solve numerically the transient two
dimensional (2D) solute transport problem in ground water. The method is based on first splitting the
complex problem (full advection-diffusion equation) into simpler sub-problems (advection and diffusion).
Then each sub-equation is combined with iterative schemes. The consistency of the proposed method is
investigated. The stability analysis of the iterative splitting is discussed in the sense of von Neumann for two
dimensional cases. It is seen that the von Neumann analysis achieves the linear stability criteria. The
numerical results show that the iterative splitting method provides more accurate results than other classical
splitting methods.
Keywords: Solute transport model, Iterative operator splitting method, Von Neumann analysis, Consistency
1 Introduction
The iterative splitting is a recent popular technique which is based on first splitting the complex problem into
simpler differential equations. Then each sub-equation is combined with the iterative schemes, each of which is
efficiently solved with suitable integrators [1], [2], [3], [4].
The iterative method is employed by several researches in solving one dimension convection-diffusion equation,
elastic wave equation, heat equation [1], [4] etc. The stability of this scheme is mostly carried out using Astability of ODEs sense [1], [4], [5], [6]. In this study, the iterative splitting method is the first time applied to
solve the transient two dimensional solute transport in ground water flow, [7], [8], [9], [10], [11], [12], [13].
Furthermore, this study explicitly derives the stability criteria using Fourier analysis, see [14], [15], [16].
The paper is organized as follows. In Section 2, the transient two dimensional solute transport model is
described. In section 3, the iterative operator splitting method and its application to the solute transport is given.
The consistency of the proposed method is explained in Section 4. In Section 5, the general linear stability
criteria which based on von Neumann stability analysis is derived and then tested on transient two dimensional
solute transport model. In Section 6, which is followed by the numerical results and conclusion part, numerical
experiments are carried out.
2 Two Dimensional Solute Transport Model

Groundwater in many countries is the major source for drinking, irrigation and industrial use. The
contamination of this source through seepage from landfills, gas tanks, industrial waste, and agricultural
chemicals is a major problem. It is vital to develop groundwater management models to keep clean and safe
1112
water under the ground. One important segment of such management model is the numerical simulation of solute
transport. Since 1970s many models have been developed, based on analytical solutions such as Laplace
transform [7], finite difference methods [11], [12], [13], finite element method [10], finite volume method [8],
etc. All these models one way or another employ different solution techniques. This study, as an alternative to
the existing methods, employs the iterative splitting method to solve the transient 2D solute transport in ground
water flow, [8].
C
Dh C VC Rd C
(1)
t
where C=solute concentration; V =pore-water velocity vector; Rd =retardation factor; =first-order decay
coefficient; Dh =hydrodynamic dispersion tensor, are generally functions of velocity and the Dxx , Dyy ,
Rd
Dxy ( Dyx ) are generally functions of molecular diffusion. In this study, the case of homogenous and isotropic
medium under 2D ground-water flow with 2D dispersion is considered. Equation (1), using the iterative
splitting method, is solved to simulate unsteady 2D solute transport between two impervious boundaries. A
finite-length strip solute source, whose concentration is a given function of time, is located asymmetrically along
the y-axis at x=0 in a unidirectional seepage velocity field. The rectangular domain is 75m in the x-direction and
50m in the y-direction. The uniform pore velocity v is 0.1 m/day. The longitudinal, transverse, and cross
dispersivities, Dxx 1 , Dyy 0.1 ,and Dxy 0
respectively.The
retardation
factor
Rd 1 , and
decaycoefficient
0 . The initial condition is
C ( x, y,0) 0 .
(2)
The boundary condition at x=0, t>0, is given by
C (0, y, t ) 0, 0<z<5 m
(3)
C (0, y, t ) 1, 0<z<15 m
(4)
C (0, y, t ) 0, 15<z<50 m.
(5)
Note that for the comparative study analysis we employed the same problem above which was considered by [8].
3 Iterative Operator Splitting Method

The iterative operator splitting can be proposed as an effective solver method for large systems of partial
differential equations. This is because the local splitting error of the method can be reduced by using more
iterations. All operators are used together in each iteration, resulting in better presentation of the physical
problem. Larger time steps are possible in each iterative step due to separate equations. In addition, CPU time
can also be reduced by solving the splitted problem instead of full problem. In the following section, we briefly
describe the method. The details can be found in [1], [2], [3], [4].
Consider the abstract Cauchy problem
(6)
c '(t ) ( A B)c(t ), c(t ) co , t [0, T ]
where A and B are bounded linear operators and c0 is initial condition. For such problem, the exact solution can
be given as c(t ) e
( A B ) t
c0 , t [0, T ] .
(7)
The method is based on iteration by fixing the splitting discretization step size t on time interval [ t , t
The following algorithms are then solved consecutively for i=1,3,,2m+1.
n
ci (t ) Aci (t ) Bci 1 (t ), ci (t n ) c n
(8)
ci 1 (t ) Aci (t ) Bci 1 (t ), ci 1 (t n ) c n
1113
n 1
].
where
c n is the known split approximation at time level t t n and c0 0 is the initial guess. The split
approximation at the time-level
t t n1 is defined as cn1 c2m1 (t n ) .
3.1 Application of Iterative Splitting to Solute Transport

Here, firstly we split the transient solute transport equation (1) into two parts, secondly, apply suitable
difference approximation techniques for each derivatives and have linear bounded systems. Finally, we combine
these systems with iterative schemes (8) and apply midpoint rule.
We split the problem into diffusion part
(9)
Ct DxxCxx Dyy C yy
and convection part
Ct vCx .
(10)
We then combine these equations by using the iterative splitting algorithms as follows:
Ci t Dxx Ci xx Dyy Ci yy vCi 1

Ci 1 t Dxx Ci xx Dyy Ci yy vCi 1
central difference expansion for
(11)
where i=1,3,,2m+1. We derive the second order
C xx , C yy and C x terms at each grid point xm , yn , t where m=1,2,,N+1,
n=1,2,,M+1. Then, after assembling the unknowns in and for each m, n, embedding the boundary conditions,
we have the following systems of equations in matrix form:
(12)
cxx A1 c , cyy A2c and cx B1c
Redefining equations (11) we have
c 'i Aci Bci 1 f g
(13)
c 'i 1 Aci Bci 1 f g
(14)
where A Dxx A1 Dyy A2 , B vB1 are constant matrixes and f, g are vectors which come from boundary
n
n 1
conditions. After applying the midpoint rule to each iteration on each [ t , t ] interval, then we have:
t
t
t
t
ci n1 ( I A)1 (( I A)c ni B(c ni 1 c n 1i 1 ) ( f n g n f n 1 g n 1 ))
2
2
2
2
t 1
t
t
t n
n 1
n
n
n 1
ci 1 ( I B) (( I B)c i 1 A(c i c i ) ( f g n f n1 g n1 ))
2
2
2
2
where
t is time discretzation step and starting for i=1, initial guess c0 (t ) (0,
,0)T , initial conditions
c1 (t ) c0 , c2 (t ) c0 .
4 Consistecy of Iterative Operator Splitting Method

Considering the Cauchy problem (6), the exact solution on [0,
c(t ) e
( A B ) t
t ] interval is
c0
( I ( A B)t
( A B) 2 2 ( A B )3 3
t
t O(t 4 ))c0 .
2!
3!
(15)
Considering the iterative splitting algorithms (8) and applying them to Cauchy problem (6) and combining with
2nd
order
Mid-point
rule
on
[ 0, t ]
interval,
we
have:
t 1
t
t
t
A) ( I A)c1 (0) ( I A)1 B(c0 (0) c0 (t ))
2
2
2
2
t
t
t
t
c2 () ( I B)1 ( I B)c2 (0) ( I B)1 A(c1 (0) c1 (t ))
2
2
2
2
c1 () ( I
1114
inserting the initial values c1 (0) c2 (0) c0 and initial guess c0 (0) c0 (t ) c0 ,
c1 (t ) into c2 (t )
t
t
t
t
c2 (t ) ( I B)1 ( I ) ( I B) 1 A
2
2
2
2
( I
and substituting
(16)
t 1 t
t
t
t
t
t
B)
A( I A)1 ( I A) ( I B) 1 A( I A) 1 (tB))c0
2
2
2
2
2
2
2
A2 AB B 2 BA
)
(17)
2
2
2
2
A3 A2 B BA2 BAB B3 B 2 A B3
t 3 (
))c0 O(t 4 )
4
4
4
4
8
4
8
c2 (t ) ( I t ( A B) t 2 (
Substraction (17) from (15), we obtain
A3 3 A2 B 6 AB 2 3BAB 3B 2 A B3 3
t O(t 4 )
12
and | c2 (t ) c(t ) | 0 as t 0 .
c2 (t ) c(t )
(18)
5 Von Neumann Stability Analysis of Iterative Operator Splitting Method

Here, we investigate the stability of iterative splitting methods on PDEs with von Neumann approach, [15], [16].
In this approach, it is not necessary to specify a spatial discretisation method. It suffices to know that there exist
a spatial discretisation technique which can be applied to the resultant system of equation. Let's consider the
linear equation
c ' Lc
(19)
where L is linear operator and suppose that we have a linear map resulting from the application of iterative
splitting schemes (8) with the 2nd order midpoint rule to equation (19) over one time step such that
c1n 1
c1n t
(20)
La n 1 Lb n
c2
c2 2
T
where La , Lb are matrixes of linear operators, ( 1 , 2 ) is vector with known constant components.
c10 c0 and c20 c0 are the initial conditions, and c11 , c12 are the approximations of c1 , c2 in function
space at time
t t 0 t .
In order to apply the stability theory, La , Lb must be manupulated into a matrix of scalars. This is done by
taking Fourier transforms of (20) as would be done in a von Neumann stability analysis. We get constant system
and to find the stability criterion for the linear map, we need to check the eigenvalues of its matrix, they must be
i 1 , where i= 1,2.
Example: Two dimensional Solute Transport equation
We consider the solute transport equation specified in Section 2. We can then write eqn. (1) as
t C vCx D xx Cxx Dyy Cyy 0
(21)
where the uniform pore velocity v is 0.1 m/day. The longitudinal and transverse dispersivities,
Dxx 1, Dyy 0.1. After rearranging equation (21) as in the previous example, we have
t C L1C L2C
(22)
where L1 v x and L2 Dxx xx Dyy yy . Application of iterative splitting schemes (8) with the 2nd order
midpoint rule to equation (22) over single time step, and then taking Fourier transform yields
1115
1
(v1 )i
1
(v1 )i
Ci n 1
2
n 1
t
t
Ci 1
(v1 )(1
(v1 )i )i
2
2
(1 t (v )i )(1 t ( D 2 D 2 ))
1
xx 1
yy 2
2
2
n
Ci
t
C n
1
( Dxx12 Dyy2 2 ) i 1
2
t
1
( Dxx12 Dyy2 2 )
2
t
t
1 ( Dxx12 Dyy2 2 )
(v1 )i
and
.
2
2
2
1
t
t
1 ( Dxx12 Dyy2 2 )
1 (v1 )i
2
2
For stability we know that | 1 | 1 and it is true for any choice of v,
1
The eigenvalues are
valid under the condition Dxx
2
1
Note
that
c ( )
fourier
1
(2 )
N
2
e
R
i x
(1 , 2 ) . The inequality | 2 | 1 is
Dyy2 0 .
transform
in
dimensions
of
the
function
c( x)
where
x R N is
c( x)dx where (1 , 2 ,..., N ) R N .
6 Numerical Results and Conclusion

The computational domain is represented by M=60, N=40 (in x and y direction) and computational time step
t 1 day and t 10 . Here, for the purpose of comparative analysis, the same discretization numbers and
numerical parameters used in [8] are employed. Figure 1 represents the longitudinal concentration distributions
for y=10, y=16.25 m and the lateral concentration distributions for x=5 and x=20 m at t=100 days obtained with
different splitting methods. It is seen from the Figure that the iterative splitting gives accurate solutions. We
present the errors of iterative splitting and classical splitting methods in Table 1 and Table 2. We see that
iterative splitting gives better results than other classical splitting methods.
The iterative splitting method is superior to the others, because it includes all operators in each subequation
unlike the traditional operator splitting methods. This is physically the best and so we obtain the consistent
approximations after each inner step.
Table1: The errors of transverse concentration distributions for
At x=20
At x=5
Error L
t 1 at t=100 days.
Iterative splitting
Lie-Trotter
splitting
Strang splitting
6.2517e-006
0.0011
3.3810e-005
0.0022
6.9421e-005
6.3913e-005
Table 2: The errors of longitudinal concentration distributions for

Error L2
At y=10
t 1 at t=100 days.
At y=16.25
Iterative splitting
2.3716e-005
Lie-Trotter splitting 0.0025
Strang splitting
1.6546e-004
4.5885e-005
0.0018
5.4205e-004
1116
(a)
(b)
Fig. 1. (a) Transverse Concentration Profile for t
10 . (b) Longitudinal Concentration Profile for t 10 .
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spreadsheets, Advances in Engineering Software, 37,pp, 601-608,2006.
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spreadsheets, Advances in Engineering Software, 38,pp.80-86, 2007.
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Mathematics, December (2007), pp. 1781-1794.
1117
Transition from Line Congruence to Screw System

erifeNur Yaln1, Ali alkan2
1
serife.nur.yalcin@ege.edu.tr, 2 ali.caliskan@ege.edu.tr
Abstract. In this paper, we study the relation between line congruence and screw system. To form this
relation; first three linearly independent dual vectors are handled and then it is showed that the external
bisectors of these vectors are belonged to the same recticongruence. Then the line congruence, which is made
the same angle between the recticongruence, is obtained. After that types of line congruences are examined.
Finally, it is obtained that a line congruence become a third order screw system in a special condition.
Keywords: line geometry, line congruence, screw theory
1 Introduction
Line congruences arise in the classical method of transforming one surface to another by lines. These
transformations are particularly interesting if some geometric properties of the original surface is preserved [1].
Line congruences, then, are two parameter families of lines and can be studied as surfaces in the space of lines.
And since a screw is a line with an associated pitch, it follows that a line, in its own right, is a screw with zerovalued pitch. On the other hand, also line congruences and screw systems have their own properties, there is a
clear similarity between them.
In this paper, a new approximation, that in which condition a line congruence become a screw system, is given.
By this way, a relation between congruences and screw systems is illustrated.
2 Formation of Line Congruence

2.1. The Recticongruence
A dual vector can be represented as A (a, a0 ) a a0 where is defined as 2 0 and a, a0 [2].
Let, Q1 , Q2 and Q3 lines are denoted with Q1 , Q 2 and Q 3 dual unit vectors which are not parallel to each other.
Then let
(1)
Q1 Q 2 cos 1 , Q 2 Q3 cos 2 , Q1 Q 2 cos 3 .
And the external bisectors of Q , Q and Q are as below
1
X 1
Q1 Q 2
2 1 cos 1
, X 2
Q 2 Q3
2 1 cos 2
, X 3
Q3 Q1
2 1 cos 3
(2)
X 1 , X 2 , X 3 dual external bisectors are belong to the same recticongruence because these bisectors are linearly
dependent [2].
To prove this, let show there are a, b , c dual numbers, which are not pure dual, provide the following equation:
(3)
aX bX cX 0 .
1
When eq. (3) is arranged as above; an equation system is obtained.
1118
This equation systems determinant of the coefficients is as below.

1
0 1
1 1
0 1
0
1
(4)
8 1 cos 1 1 cos 2 1 cos 3
Then because of Q1 , Q 2 , Q 3 lines are not parallel to each other, is equal to zero. And thus a, b , c dual
numbers verified in eq. (3) can be founded.
On the other hand, let show the perpendicular bisectors of X 1 , X 2 , X 3 , two by two, is the same line.
Q Q 2 Q 2 Q3 Q3 Q1
(5)
X 1 X 2 1
Q1 Q 2 Q 2 Q3 Q3 Q1
is the perpendicular bisector of X 1 , X 2 . Then with the aid of eq. (3) we can write
X X 2
X 3 1
0.
(6)
X 1 X 2
Because of this X 1 , X 2 , X 3 external bisectors are belong to the same recticongruence [2]. Such that the axes of
recticongruence is
Z
(7)
Y
Z
where Z Q1 Q 2 Q 2 Q3 Q3 Q1 , Z Z .
2.2 Constant Dual Sloping Congruence

Let consider Q1 , Q 2 , Q 3 vectors which are not parallel to each other. And with the aid of eq. (7), below equations
are found.

Q1 , Q 2 , Q3
Q Z Q1 Q1 Q2 Q2 Q3 Q3 Q1
Q1 Y 1
(8)
Z
Z
Z
Q1 , Q 2 , Q3
Q1 , Q 2 , Q 3
Q3 Y
Q 2 Y
,
(9)
Z
Z
And thus let say
Q1 , Q 2 , Q3
cos
(10)
Z
so
(11)
Q1 Y Q 2 Y Q3 Y cos
is obtained.
2.3 Conclusion
Consequently, any three lines such as Q1 , Q 2 , Q 3 are in the same line congruence [2], which has constant dual
slope, and which recognizes the axis of the recticongruence belonging to the external bisectors of these three
lines as its own axis, and which is formed by the lines generated by the constant dual angle in eq.(11).
1119
3 Types of Line Congruence

Now let specify the types of line congruence. To do this, let handle Q1 , Q 2 , Q 3 dual unit vectors, external and
internal bisectors of Q and Q as below.
2
Q 2 Q 3
2 1 cos 2
A *
Q 2 Q3
(12)
2 1 cos 2
With the aid of eq. (12), line congruence C can formulated as

Q mA nA *
C 1
(13)
where (Q1 mA nA * )2 and m, n .

On the other hand let choose angles between bisectors and Q1 as below
(14)
Q A * cos , Q A cos
1
To verify types of line congruence we need to know w2 and ww equals to zero or not where
W 2 (w w)2 Cu 2 Cv 2 (Cu Cv )2 ( 2 0)
(15)
sin cos
(16)
3
sin 2 sin 2 3 sin 2 cos 2
.
2ww
4
w2
(17)
However it is enough to examine below equations instead of eqs. (16) and (17).
(18)
sin 0, sin 0
Let examine four condition which provide eq. (18)
1.
If 0 ; Q1 line pass through the point which A and A* intersect each other. So we can say
normal congruence to the C and illustrate as below.
2.
If 0 ; Q1 line intersect A and parallel to A* . So we can say cylindrical congruence to the C

and illustrate as below.
1120
3.
If 0 ; Q1 line intersect A* and parallel to A . So we can say again cylindrical congruence to

the C and illustrate as below.
4.
If 0 ; Q1 line need to be parallel to both of A* and A when A* and A perpendicularly intersect

each other. Therefore it is impossible.
4 Transition from Line Congruence to Third Order Screw System

As a conclusion, a line congruence become a third order screw system only in 2.ndcondition. Because a third
order screw system have to include three linearly independent vectors. Let prove this;
A screw can be represented mathematically as the combination of two 3-vectors or as a dual vector [3]:
S (s, s0 ) s s0
where is defined as 2 0 . Geometrically, a screw is a line with an associated pitch. The Plcker coordinates
of a line are
(19)
E (a, b a ) a (b a )
where a denotes the direction cosine vector of the line, and the b is the position vector of a point on the line.
A screw can also be defined by the pre-multiplication of a line by a dual number:
(20)
S cE (c c0 ) E
The pitch of the screw represented in eq. (20) is
1121
c0
.
(21)
c
In kinematics, screws are used to describe both infinitesimal and finite displacements of a rigid body. These
displacement screws are usually referred to as twists. The pitch of a twist is conventionally defined as
tij
(22)
p
ij
p
where
ij and tij
are the rotation and translation parameters, respectively, of the twist.
On the hand, Dimentberg [4] introduced a different definiton of pitch in formulation the resultant screw
displacement of two successive screw displacements. He showed that if a finite twist of a rigid body from
position i to position j is defined as
j
(23)
Tij tan E ij
2
where
ij ij tij
is the dual angle [3] of the twist then the resultant finite twist ( T13 ) of two successive
finite twists ( T12 and T23 ) are related by

T12 T23 T12 T23
.
(24)
1 T12 T23
Therefore, from eq. (21), the pitch of the finite twist defined by Dimentberg [4] is
tij
.
(25)
pij
sin ij
T13
The twist can also be written as the product of an amplitude and a unit screw, of which the pitch is defined by eq.
(25). That is,
Tij tan
ij
Sij .
(26)
2
It is well known that specifying the position of a rigid body requires six independent parameters, but it takes only
four independent parameters to describe the position of a line. It follows that there are two free parameters in
choosing a screw for displacing a line from one position to another. It is of interest to know if these screws can
form a screw system of the third order. That is, we seek a mathematical representation of the following form [5]:
(27)
S f1S1 f 2 S2 f3 S3
where f1, f 2 and f 3 are scalar functions of the free parameters and S1, S2 and S3 are linearly independent
screws.
Tsai and Roth [6] formulated an incompletely specified displacement as finding the resultant of two successive
displacement screws. The twist S for displacing a certain element of a body can be thought of as the resultant of
a twist K , containing free parameters, followed by a twist L that actually displaces the element. In the case of
displacing a line, the axis of K is taken to be the initial position of the line. The translation and rotation
parameters of K , d and are free parameters because they do not alter the position of the line. The axis of L is
selected to be the line perpendicular to both the initial and final positions of the line and the rotation and
translation parameters of L are respectively the angle and distance between the two positions of the line.
1122
Fig. 1.
As shown in Fig. 1., let the Plcker coordinates of two positions of a line be
(28)
Qi qi , q0i qi , bi qi (i 1, 2)
The unit screw of K , whose axis coincides Q1 , is
K k, k0 q1 , q01 pK q1
(29)
where pK denotes the pitch of K and

d
.
sin
The unit screw of L is
L l, l0 l, bL l pL l
pK
(30)
(31)
and the pitch of L

t
.
(32)
pL
sin
Since the resultant of K and L is S , according to eqs. (24) and (26),
tan S
2
where
tan
tan
K tan L tan tan K L

2
1 tan tan K L
(33)
2
2
is the rotation parameter of S . Since K and L intersect each other perpendicularly eq. (33) becomes
S tan K tan L tan tan K L .
2
Then
2
2
substituting
the
2
equations
k tan k l
(34)
(29)
to
2
tan S tan tan
2
2 l0
2
b1 k tan b1 l k tan k l0
2
2
(32)
into
eq.
(34)
gives
cos
tan
k l
d
(35)
S1 tan S2
S3
2
2
1 cos
Consequently, the above equation is in the form of eq. (27) and thus all possible screws for displacing a line
form a three system.
tan
1123
References
1.
2.
3.
4.
5.
6.
Dimentberg, F. M., 1965, The Screw Calculus and Its Application in Mechanics (in Russian), Moscow.
Huang, C., Wang, J-C., 2003, The Finite Screw System Associated With the Displacement of a Line,
Journal of Mechanical Design, Vol.125, pp.105-109
Kula, M., 1978, ki Dorunun Dual Aortaylar ve Bu Aortaylarla lgili Baz Doru Kongranslar,
E.. Fen Fak. Der; S. A, C.II., S.2, 155.
Shepherd, M.D. , 1997, Line Congruences as Surfaces in the Space of Line, Suny College at Potsdam,
USA
Tsai, L. W. and Roth, B., 1973, Incompletely Specified Displacements: Geometry and Spatial Linkage
Synthesis, ASME.
Yang, A.T., 1963, Applications of Quaternion Algebra and Dual Numbers to the Analysis of Spatial
Mechanisms, Ph. D. Thesis, Columbia University, NY
Biographies
erife Nur Yaln erife Nur Yaln was born in Afyonkarahisar in 1986. She graduated from Sleyman
Demirel University Faculty of Arts and Science, Department of Mathematics in Isparta-Turkey in 2008. She took
her master degree on geometry in 2010 from Sleyman Demirel University. Now she is Phd student and research
assistant in Ege University in zmir.
Her study field is Differential Geometry, Dual and Line Geometry, Kinematics.
Ali alkan Ali alkan was born in Yozgat in 1947. He graduated High Teaching School and Ege
University, Faculty of Science, Department of Mathematics-Astronomy in zmir in 1971. He graduated master
between 1974-1975 and post graduated about differential geometry in 1978, then he became science doctor. He
worked as assistant professor in Ege University, Faculty of Science, Department of Mathematics. He became
associate professor in 22.11.1984. He took professor degree in 27.02.1990.
His study fields are Differential Geometry, Dual and Lorentz Geometry, Kinematics, Computer Aided
Geometric Design, Geometry on Time Scales, and Mathematics Education.
Prof. Dr. alkan continues his job as head of department and geometry president in Ege University, Faculty of
Science, Department of Mathematics.
1124
Theoretical Investigation of the Solution of the Thin

Boundary Layer Problem on the Half Plane
Mahir Rasulov1, Bahaddin Sinsoysal2, Turgay oruhlu3
1,2
Beykent University, Department of Mathematics and Computing, Sisli-Ayazaga Campus,

34396, Istanbul, Turkey
3
Beykent University, School of Vocational Studies, Beylikdz Campus, 34194, Istanbul, Turkey
1
mresulov@beykent.edu.tr, 2bsinsoysal@beykent.edu.tr, 3turgayc@beykent.edu.tr
Abstract. In this paper the method for obtaining an exact solution of the boundary layer problem which is
described by Navier-Stokes system of equations of fluid flow at high Reynolds number in a class of
discontinuous functions is suggested. For this aim, the system of equations of the boundary layer problem
is reduced to the one dimensional nonlinear scalar equation of parabolic type in von-Mises coordinates. Then
the special auxiliary problem having some advantages over the main problem is introduced. Using these
advantages of the auxiliary problem the exact solution of the boundary layer problem is found. The
differentiable properties of the solution of the main problem is also investigated.
Keywords: Boundary layer problem, auxiliary problem, exact solution in a class of discontinuous functions
1 Introduction
Boundary layer problems arise in many scientific and practical applications. Among them there are some
problems which are described by Navier-Stokes system of equations of fluid flow at high Reynolds number
[1],[2], mathematical models of liquid crystal materials and chemical reactions [3], electrical networks [4], and
etc.
One of the most important applications of boundary-layer theory is the calculation of the friction grad of bodies
in a flow, e.g., the grad of a flat plate at zero incidence, the friction grad of a ship, an airfoil, the body of
airplane, or a turbine blade. One particular property of the boundary layer is that, under certain conditions, a
reverse flow can occur directly at the wall.
The following tendency is emerging from the rapid developments in the area of supercomputing. The future will
consist more of direct numerical solutions of the Navier-Stokes equations without any simplifications, and also
of the computation of turbulent flows using direct numerical simulation, i.e without using a turbulence model or
by modeling only high frequency turbulent fluctuations. However, numerical methods in computing flows at
high Reynolds numbers become efficient only if the particular layered structure of the flow, as given by the
asymptotic theory, is taken into account, as occurs if a suitable grid is used for computation.
In this paper, in order to investigate the natural future of the flow of the fluid adjacent to a rigid wall, the new
method for obtaining the exact solution is suggested.
1125
2 Stationary Solutions of the Main and Auxiliary Problems

We consider the following system of equations
u
u
2u
v
= 2,
x
y
y
(1)
u v
= 0,
x y
(2)
subject to initial and boundary conditions
ux,0 = 0, ux, = u x
(3)
where u ( x) = u 0 x n and u 0 is a real constant. At first, we reduce this problem to one-dimensional parabolic
type equation. For this aim, we apply the von-Mises transforms as follows u = ux, y , = x, y , where
u=
.
, v=
y
x
Now, we will express
2u
u u
,
and
in new coordinates. We have
x y
y 2
u
u
u

x
y y

u
u

v
x
y y
x

.
x
(4)
u
It should be noted that by calculation of the derivative in the expression, the function u depends of y as
x y
a parameter. Similarly,
u
u
=
y
x

x y
u
= u

x
(5)
and

2u
= u u
y 2
x y
=
x x
u
u

=u
x x y
u
u

x x
(6)
can be obtained. Putting (4), (5) and (6) into (1) we get
u
u
u u v
u
vu
x

= u
u
u

.
x x
Thus, von-Mises transformation reduces the system of equations (1), (2) to the one-dimensional nonlinear heat
equation in scale of ( x, )
u
u
=
u

x
(7)
1126
Equation (7) is a nonlinear parabolic type partial differential equation which degenerates to the first order
equation when u = 0 . The problem of finding the solution of the equation (7) under the conditions (3) is called
as the main problem.
2.1 Stationary Solution of the Main Problem

In this section, we will obtain the exact solution of the problem (7), (3) in the traveling wave form and
investigate the differentiability properties of the found solution. For this doal, we will seek this solution in the
form
u( x, ) = f ( Dx ) = f ( ) ,
where is a special coordinate traveling with speed
From (8), we have
u
= Df ' ,
x
(8)
D, and f is any unknown differentiable function.
u
= f ' ,
2u
= f ' .
(9)
Substituting (9) into (7), we get
df
d df
f
.
=
d
d d
After integrating the last equation we have
Df = f
df
c.
d
For the sake of simplicity, we assume that c = 0 . Integrating again the last equation for the solution we find
f ( ) = C
The arbitrary constant C is defined as C = 0 from the condition f = 0 for = 0 . Since the function u( x, ) is
equal to zero on the right hand of the front point = Dx , the solution of the problem (7), (4) can be written as
D
( Dx ),
u ( x, ) =
0,
< Dx,
(10)
Dx.
Hence, supp u( x, ) = 0 Dx . As it is seen from (10), the solution of the problem (7), (4) is continuous,
u ( x, ) is piecewise continuous and u is equal to zero. On the other hand, the equation (7) is degenerated to
the first order nonlinear equation
u
u
=
x

whose solution is u = ax
where a is any constant. From
1127
( Dx ) = ax
we get D = a . Therefore, the speed of traveling wave is proportional to the square root of .
2.2 Auxiliary Problem and its Solution

As mentioned before, the solution of the problem (7), (4) is continuous and its first derivative has a weak
discontinuity point. Thus, the classical solution of the problem does not exist. For this reason, let us define the
weak solution as follows.
Definition 1. A function u( x, ) which satisfies the condition (3) is called the weak solution of the problem (7),
(4), if the following integral relation
uf x u f dxd 0
D
2
holds for any arbitrary test functions f ( x, ) , where D ( x, ) 0 x L, 0 Dx .

In order to obtain the weak solution of the problem (7), (4), first, equation (7) is written as
u 2 u 2
=
.
x 2 2
According to [6], we propose auxiliary problem which is equivalent to the problem (7), (4) in known sense. Let
A be the operator A() =
2 ()
. Assuming that A 1 exists and applying it to both sides of the equation (7) we
get
A 1
u 1 2
= A Au
x 2
or
A 1u 2
= u .
x
2
(11)
Let A 1u = v( x, ) . From this relation we have
u = Av( x, ) .
(12)
In this notation the equation (11) can be rewritten as

2
v 2 v
=
.
x 2 x 2
(13)
The initial and boundary conditions for (13) are
v(0, ) = v0 ( ), u( x, ) = u0 x
(14)
where v0 ( x) is any arbitrary function that satisfies the equation
d 2 v0 ( )
d 2
= u ( ,0) .
1128
Theorem 1. If v( x, ) is the solution of the problem (13), (14), then the function u( x, ) defined by (12) is the
weak solution of the problem (7), (4).
Now, let us find the solution of the problem (13), (14). For this aim, the solution v( x, ) is expressed in the form
v( x, ) = ( Dx ) .
(15)
Calculating the necessary derivatives and putting the obtained expressions into (13) we have
D =
2 .
After integrating the last equation for the solution we get
1 D
v( x, ) =
3 2
1/2
1/2
D

2
Dx c1 c2 .
(16)
From (16) it is easily shown that
2 v( x, )
2
= u ( x, ) .
(17)
The suggested auxiliary problem has following advantages:

1. The differentiability property of the function v( x, ) is twice order higher than differentiability property of
the function u( x, ) .
2. The solution u( x, ) can be determined without using derivatives of the function u( x, ) with respect to x
and .
Furthermore, by using the solution of the auxiliary problem it is possible to investigate the differentiability
property of the function u( x, ) .
From (17) we get
v( x, ) =
1
( )u ( x, )d
(0)
(18)
where (x) is the first kind Euler function. As it is seen from (18), if u( x, ) is twice differentiable function,
equation (17) would become exact. However, the differentiability property of u( x, ) function is less than 1, i.e.
the differentiability property of u( x, ) is in the order of 0 < < 1 .
The derivatives of u( x, ) function with respect to x and variables can be expressed as
Dx u ( x, ) =
u
1
u ( , )
=
( )
d , 0 < < 1
x
( ) 0
and
D u ( x, ) =
1
u ( x, )
( x )
d , 0 < < 1
( )
where Dx u( x, ) and D u( x, ) are the Caputo derivatives with respect to x ve variables, respectively.
1129
3 Conclusion
In order to investigate the nature of the flow of the fluid adjacent to a rigid wall, the new method for finding the
exact solution of the boundary layer problem is suggested.
For this reason, the auxiliary problem having some advantages over the main problem is introduced. The
differentiable properties of the main problem are also investigated.
References
1.
2.
3.
4.
5.
6.
7.
Acheson, D.J. (1990). Elementary Fluid Dynamics. Oxford: Clarendon Press.

Schlichting, H. and Gersten, K. (2003). Boundary Layer Theory. 9th ed. Berlin: Springer-Verlag.
Weekman V.W. and Garring, R.L. (1989). Asymptotic and numerical analysis of singularperturbation
problems. Appl. Math and Comp. 30: 223-259.
O'Malley, R.E. (1991). Singular Perturbation Methods for Ordinary DifferentialEquations. New-York:
Springer-Verlag.
Doolan, E.P.; Miller, J.J.A.; and Schilders, W.H.A. (1980). Uniform Numerical Methods for Problem
with Initial and Boundary Layers. Dublin: Boole Press.
Rasulov, M.A. (1991). On a Method of Solving the Cauchy Problem for a First OrderNonlinear
Equation of Hyperbolic Type with a Smooth Initial Condition. Soviet Math. Dok. 43(1): 150-153.
Kilbas, A.A.; Srivastava, H.M.; and Trujillo, J.J. (2006). Theory and Applications of Fractional
Differential Equations. Amsterdam: Elsevier (North-Holland) Science Publishers.
1130

Burak AHNER1, Ali ALIKAN2
1
Department of Mathematics / Celal Bayar University / Manisa / TURKEY

2
Department of Mathematics / Ege University / Izmir / TURKEY
1
burak.sahiner@bayar.edu.tr, 2 ali.caliskan@ege.edu.tr
Abstract.Ruled surface design and its applications are widely used in CAGD (Computer Aided Geometric
Design), industrial areas and many other areas such as motion analysis and simulation of rigid bodies. Thus,
ruled surface design has become an important issue in engineering and engineering mathematics. In this
paper, the helicoid, which is a particular ruled surface, is drawn by using the dual De Casteljau algorithm. It is
shown that the characteristics of the helicoid provide the requirement of the dual De Casteljau algorithm. A
method for the screen representation of the rulings of the helicoid is propounded. The method present the
rulings of the helicoid as a clipped line segment on the screen. The two new methods represent an approach to
draw helicoid by a combination of the theoretical and practical aspects of dual methods.
Keywords: Computer Aided Geometric Design, dual space, dual De Casteljau algorithm, the helicoid
surface, screw theory.
1 Introduction
Recently, the dual design methods of curves and surfaces have been widely researched. Juttler [1] used
quaternion representation of RMM (Rotating Minimizing Motions) to sweep surface modelling. Pottmann and
Chen [2] presented the approximation algorithm in 4-D space to draw ruled surfaces. Ding [3] applied the dual
De Boor algorithm in 6-D space to draw particular surfaces, which are duplicated surfaces. In the same paper,
the problem of drawing infinitely long lines, on a screen, as represented by Plcker coordinates, was touched
upon. The objective of Leopoldseders paper [4] was to provide algorithms on the approximation of developable
surfaces with pieces of right circular cones. Pottmann and Wallner [5] used a dual approach to solve the drawing
methods of differential geometry of developable surfaces, which include ruled surfaces. Sprott and Ravani [6]
introduced the De Casteljau algorithm in screw space to resolve ruled surface drawing and mesh generation
problems. Ding and Zhang [7] used the dual De Casteljau algorithm to draw ruled surfaces with particular shapes
which are the hyperbolic paraboloid, the cylinder, the cone, and the hyperboloid. They gave the principles of that
method which were the applications, extensions and variations of the dual De Casteljau algorithm. In addition,
they gave a new method for the screen representation of the rulings. This method presented the rulings as clipped
line segments on the computer screen in order to show the proportion of the ruled surface on the computer
screen. But they didnt suggest any method to draw the helicoid which is also a ruled surface with particular
shapes. Our work is inspired by the paper of Ding and Zhang [7].
1131
2 Screw Theory
A general screw S , from which we derive a line by specialisation, a real 3-vector S which indicates the
direction of the screw, and a real 3-vector S p which locates S is the moment of the screw about the origin [3]. A
screw is formed as
S S Sp S ( pS S0 ) ,
where S0 R S V S and is a quasi-scalar satisfying 2 0 . Here p is the pitch of the screw and S 0 ,
which is the moment of the line of the screw about the origin, is orthogonal to S , and is derived as from the
origin radius vector R , or more generally from any point V of the screw. The length S of the real part S
is the real magnitude of the screw. Figure 1 illustrates a geometric interpretation of a screw.
Fig. 1. Geometric interpretation of a screw in 3-D real space.

A line is a screw in which the pitch is zero-valued; i.e., p 0 . We often make reference to a screw which has
been normalized, by division of its components, so that its magnitude is reduced to unity and its pitch is reduced
to a zero value. We denote such a unit line specially, by the lower case form s s s0 . A screw S for which
S 0 is a line at infinity [7].
In this paper, all general screws are normalized to their unit lines before displacement, as described in [3].
A screw or line is a dual 3-vector. If S ( Lx , Ly , Lz ) and Sp (M x , M y , M z ) , then a screw is a 3-vector. It is
S S Sp ( Lx M x , Ly M y , Lz M z ) .
3 The Dual De Casteljau Algorithm

The real De Casteljau algorithm is used to draw a Bezier curve by interpolation of several nominated control
points as in [8] and [9]. The dual De Casteljau algorithm [6] is derived from the real De Casteljau algorithm by
replacing the nominated points with screws (lines) [7].
For ruled surfaces, the displacement between two control screws must be chosen to follow a geodesic path on the
0 and X
0 . The basic procedure is follows
dual unit sphere between those points which represent the unit lines X
0
1
as described in [7]:
1. Find the dual angle between the two screws from
b

,
sin
0 X
0.
where cos1 a and a b cos X
0
1
2. Find the screw axis for the motion from
0 X
0.
s X
0
1
1132
3. Find the displacement matrix A and the interpolated screw from

1 A X
0
X
0
0,
where A exp t, S I sin t S 1 cos t S ,

t 0,1 , I is the dual identity matrix, and S is a skew-symmetric matrix given by
0 sz sy
S sz
0 sx ,

sy sx
0
which has the property that [S ]S s S for any screw S . See Figure 2 for illustration.
4. If the two control screws are parallel, the displacement matrix should be written as
A I D ,

where D is a distance matrix.

5. If there are n 1 control screws, we will get the n th generation screws
r (t ) exp r 1 t ad s r 1 X
r 1 ,
X
i
i
i ,i 1
i ,i 1
0 (t ) X
, r 1 is the complex angle between ruled screws X
r 1 and X
r 1 , and s r 1 is the line of the
where X
i
i
i
i 1
i ,i 1
i ,i 1
r 1 and X
r 1 . The ruled screws on the surface is given by X
n (t ) .
screw axis between X
i
i 1
0
Figure 2 The displacement of a screw about an axis.
4.1 The Definition of the Helicoid

The helicoid is a ruled surface, meaning that it is a trace of a line. Alternatively, for any point on the surface,
there is a line on the surface passing through it. The helicoid was first discovered by Jean Baptiste Meusnier in
1776. Its name derives from its similarity to the helix: for every point on the helicoid there is a helix contained in
the helicoid which passes through that point [10]. Catalan proved in 1842 that the helicoid and the plane were the
only ruled minimal surfaces [11].
The equation of a helicoid in Cartesian coordinates [11], it is
y
z
tan .
x
c
It can be given in parametric form by
u, u cos , u sin , c
1133
where u and range from negative infinity to positive infinity, while and c are constant. If is positive
then the helicoid is right-handed as shown in the Figure 3; if is negative then the helicoid is left-handed. For
simplicity, we consider the right-handed helicoid in this paper, such that 1 and c 1 .
The helicoid will become
u, u cos , u sin ,
We rewrite this helicoid in ruled form
u, 0,0, u cos , sin , 0 .
The striction line is 0, 0, , that is the z-axis and all the rulings are parallel to xy-plane.
Fig 3 A Right-Handed Helicoid.
4.2 The Dual Drawing Method

We can create the helicoid by using the dual De Casteljau algorithm, because it meets the requirement of the
dual algorithm. The neighbouring rulings of the helicoid which could be created by using the dual algorithm do
that is the y-axis. We select as the rotation axis
not intersect each other. We select as the origin ruling a screw X
rotates
s . When X
an axis s that is the z-axis. The axis s is also the striction line of the helicoid. Here X
, the helicoid is created. To create the helicoid using the dual De
and translates along s to the position X
t
Casteljau Algorithm, we take the following steps:
that is the first ruling of the helicoid.

1. Set an origin screw X
s 0 .
2. Set the displacement axis s , such that X
3. Determine the translation distance d and the rotation angle .
4. The dual angle of the displacement is
d
5. The displacement matrix is
A I sin t S 1 cos t S

6. The interpolated screws will be
A X
X
i

translates the distance d and rotates

When the algorithm is implemented for the first time, the first ruling X
. When the algorithm is implemented for require times, the
angle along the axis s . The resulting ruling is X
1
helicoid is created.
Note that, the helicoid which is created by using the above algorithm is a right-handed. If we want to draw a
left-handed helicoid, we must use instead of in step 4. Thus, the algorithm can be adopted to draw a
left-handed helicoid easily.
1134
5 Presenting the Rulings of the Helicoid as Clipped Line Segments on the Screen
It is very important to represent screws as lines on the screen where the ruled surface is described by using the
screw presentation method. Ding [3] used the line segment algorithm [8] to draw the infinitely long screws on
the screen. However, the screws on the screen are still infinite lines. Intuitively, an infinite line must be
converted into line segments to render a ruled surface on the screen. Ravani and Wang [12] proposed a method
of representing line segments based on the centre point of a line. The line coordinates were augmented with
two additional parameters representing the distance along the line on either side of the centre point. Ge and
Ravani [13] propose an intrinsic method based on the striction curve of the ruled surface. Sprott and Ravani [6]
proposed to select a reference point on the first control line and draw a reference line through the point. Then the
reference line is interpolated along with the control screws, in that the control screws and the reference line
construct a rigid body.
In this study, two points must be chosen on the ruling of the helicoid to represent the ruling of the helicoid as
a clipped line segment on the screen. Then, the line segment, which is determined by these two points, is drawn
on the screen. Two points on a ruling of the helicoid can be chosen by the following way. Since the directrix of
the ruling and a point, which the ruling passes through, are known, the equation of the ruling can be written as
r(t ) OP t u ,
where P is a point, which the ruling passes through, u is the directrix of the ruling and t is the parameter
drawn the ruling. Here, we can chose the point P as the intersection of the ruling and z-axis. Note that, P is
also the striction point on the ruling of the helicoid. In the equation of the ruling, when we write d and d
instead of t , we can determine two points on the ruling. The line segment, which lies between the two points, is
drawn on the screen. Thus, the infinity line is presented as a clipped line segment on the screen. When this
procedure is applied to all the rulings, which are created by using dual De Casteljau algorithm, the representing
of the helicoid on the screen is completed.
6 Conclusion
This paper represents the methods for Computer Aided Geometric Design, the dual drawing method of the
helicoid, and the screen representation of the rulings of the helicoid. This paper introduces the drawing method
of the helicoid by using the dual De Casteljau algorithm. The ruling of helicoid is demonstrated as a clipped line
segment in this screen representation method. These methods show that the helicoid, which is drawn by real
space methods, can be drawn by dual space method.
References
1.
2.
3.
4.
5.
6.
7.
8.
Juttler, B., 1998, Rotation minimizing spherical motions, Advances in Robot Kinematics: Analysis and
Control, Kluwer Academic Publishers, 413-422pp.
Pottmann, H., Chen, H.Y., 1999, Approximation by ruled surfaces, Journal of Computational and
Applied Mathematics 108, 143-156.
Ding, R., 2002, Drawing ruled surfaces using the dual De Boor algorithm, Proceeding of Computing:
The Australasian Theory Symposium CATS 2002, Elsevier Science B.V.
Leopoldseder, S., 2001, Algorithms on cone spline surfaces and spatial osculating arc splines,
Computer Aided Geometric Design, 18, 505-530pp.
Pottmann, H., Wallner, J., 2001, Computational Line Geometry, Springer Verlag, Heidelberg, Berlin,
565pp.
Sprott, K., Ravani, B., 1997, Ruled surfaces, Lie groups, and mesh generation, 1997 ASME
Engineering Technical Conferences, Sacramento, California, USA.
Ding, R., Zhang, Y., 2006, Dual space drawing methods for ruled surfaces with particular shapes,
IJCSNS International Journal of Computer Science and Network Security, Vol. 6, No. 1.
Hill, F.S. Jr., 1990, Computer graphics. Macmillan Publishing Company, New York.
1135
9.
10.
11.
12.
13.
Farin, G., 1988, Curves and surfaces for computer aided geometric design: A practical guide, Academic
Pres, Inc., Boston, Mass.
Fomenko, A.T., 1991, Elements of the Geometry and Topology of Minimal Surfaces in Threedimensional Space.
Carmo, D., Mathematical Models from the Collections of Universities and Museums (Ed. G. Fischer).
Braunschweig, Germany: Vieweg, pp. 44-45, 1986.
Ravani, B. and Wang, J.W., 1991, Computer aided geometric design of line constructs, Transactions of
the ASME Journal of Mechanical Design, 113:363-371.
Ge, Q. Jeffrey and Ravani, B., 1994, On representation and interpolation of line-segments for computer
aided geometric design, In ASME Design Automation Conference, volume 69-1, pages 191-198.
Biographies
Burak ahiner - was born in zmir in 1986. He graduated from Ege University, Faculty of Science, Department
of Mathematics in zmir in 2008. He graduated master between 2008-2010 in Geometry/Mathematics in Ege
University.
His study field is Computer Aided Geometric Design.
Mr. ahiner is still working as a research assistant in Celal Bayar University, Department of Mathematics.
Ali alkan - was born in Yozgat in 1947. He graduated High Teaching School and Ege University, Faculty of
Science, Department of Mathematics-Astronomy in zmir in 1971. He graduated master between 1974-1975 and
post graduated about differential geometry in 1978, then he became science doctor. He worked as assistant
professor in Ege University, Faculty of Science, Department of Mathematics. He became associate professor in
22.11.1984. He took professor degree in 27.02.1990.
His study fields are Differential Geometry, Dual and Lorentz Geometry, Kinematics, Computer Aided
Geometric Design, Geometry on Time Scales, and Mathematics Education.
Prof. Dr. alkan continues his job as head of department and geometry president in Ege University, Faculty
of Science, Department of Mathematics.
1136
Taylor Polynomial Solution of Hyperbolic Type

Partial Differential Equation
with Variable Coefficients
1
1,2
Berna BLBL, 2Mehmet SEZER

Department of Mathematics, Faculty of Science, Mugla University, Mugla, Turkey
1
bbulbul@mu.edu.tr, 2msezer@mu.edu.tr
Abstract. The purpose of this study is to give a Taylor polynomial approximation for the solution of hyperbolic type partial
differential equations (HPDEs) with variable coefficients. Some numerical examples, which consist of initial and the
boundary conditions, are given to illustrate the reliability and efficiency of the method. Also, the obtained results are
compared by the known results.
Keywords: Taylor polynomial solutions; hyperbolic partial differential equations; Taylor matrix method, double Taylor
series.
1. INTRODUCTION
Hyperbolic partial differential equations play dominant role in many branches of science and engineering.
These equations model the vibrations of structures (e.g., buildings, beams and machines) and are the basis for
fundamental equations of atomic physics. Wave equation and telegraph equation are typical examples of
hyperbolic partial differential equations. Telegraph equation is commonly used in signal analysis for
transmission and propagation of electrical signals and also has applications in other fields (see [2] and the
references therein). On the other hand, much attention has been given in the literature to the development,
analysis and implementation for the numerical solution of second-order hyperbolic equations, specially telegraph
equations, see for example [3-13].
Let
us
consider
the
second-order
linear
hyperbolic
partial
differential
equation
2
A( x, t )
u
x
B ( x, t )
u
t x
C ( x, t )
u
t
D ( x, t )
u
x
E ( x, t )
u
t
F ( x , t ) u G ( x , t ) a x b, 0 t T ,
(1)
B ( x, t ) 4 A( x, t )C ( x, t ) 0
with the initial conditions
x a, b
u ( x, 0) f ( x) ,
2
u ( x, 0)
m( x ),
(2)
x a, b
and the boundary conditions
u ( a, t ) h(t ), 0 t T
u (b, t ) k (t ), 0 t T
(3)
where A( x, t ) , B( x, t ) , C ( x, t ) , D( x, t ) , E ( x, t ) , F ( x, t ) , G ( x, t ) and u ( x, t ) are functions having Taylor

expansions on
a, b 0, T . The solution is expressed in the form
1137

N
u ( x, t )
( x c0 ) (t c1 ) , ar , s
u (c0 , c1 ), (c0 , c1 ) [ a, b] x[0, T ]

r !.s !
r 0 s 0
where ar , s , r , s 0,..., N are the coefficients to be determined.
r
r ,s
(r ,s )
(4)
2. FUNDAMENTAL RELATIONS
To obtain the numerical solution of the hyperbolic partial differential equation method presented, we first
evaluate the Taylor coefficients of the unknown function. For convenience, the solution function (4) can be
written in the matrix form
(5)
u ( x, t ) X( x, t ) A
where X( x, t ) is the 1x( N 1) matrix defined as
2
X( x, t ) X 0,0 ( x, t ) X 0,1 ( x, t ) ... X 0, N ( x, t ) X 1,0 ( x, t ) X 1,1 ( x, t ) ... X 1, N ( x, t ) ... X N ,0 ( x, t ) X N ,1 ( x, t ) ... X N , N ( x , t ) so that

X m , n ( x, t ) ( x c0 ) (t c1 )
and
m
A= a 0,0 a 0,1 ... a 0, N a1,0 a1,1 ... a1,n ... a N,0 a N,1 ... a N, N .
T
On the other hand, the relation between the matrix X( x, t ) and its derivatives X
X
( x, t ) X( x, t )(B) (B)
where
( m,n )
0
0
0
0
0
0
, B
0
0
0
1 0
0 2
0 0
0 0
( m,n )
( x, t ) is
(6)
B 0
0
0 B
, B=
NI
0 0
0 2I
0
0
I is the ( N 1) ( N 1) identity matrix. Using the relations (5) and (6) we have
u
( m,n )
( x, t ) X
( m,n )
( x, t ) A X( x, t )(B) (B) A .
m
(7)
3. METHOD OF SOLUTION
Our purpose is to investigate the approximate solution of Eq. (1), under the given conditions, in the series
form
N
u ( x, t )
( x c0 ) (t c1 )
r
r ,s
r 0 s 0
or in the matrix form u ( x, t ) X( x, t ) A . To obtain the solution, we first reduce terms of Eq. (1) to matrix forms
uxx ( x, t ) X( x, t )(B) A
(8)
uxt ( x, t ) X( x, t )BBA
(9)
utt ( x, t ) X( x, t )(B) A
(10)
ux ( x, t ) X( x, t )BA
(11)
ut ( x, t ) X( x, t )BA .
(12)
Also we assume that the functions A( x, t ) , B( x, t ) , C ( x, t ) , D( x, t ) , E ( x, t ) and F ( x, t ) can be expressed in the

forms
1138

N
A( x, t ) aij ( x c0 ) (t c1 ) ,
i
i 0
j 0
C ( x, t ) cij ( x c0 ) (t c1 ) ,
i
i 0
j 0
E ( x, t ) eij ( x c0 ) (t c1 ) ,
i
i 0
j 0
B ( x, t ) bij ( x c0 ) (t c1 ) ,
i
i 0
j 0
D( x, t ) d ij ( x c0 ) (t c1 ) , (13)
i
i 0
j 0
F ( x, t ) fij ( x c0 ) (t c1 )
i
i 0
j 0
which are the Taylor polynomials at a point ( x, t ) (c , c ) . The matrix representation of the Taylor expansion
0
( x c0 ) (t c1 ) u
i
( x c0 ) u
i
(t c1 ) u
j
( x c0 ) u
i
(t c1 ) u
j
are obtained by means of the formulas

r
( x , t ) X ( x, t )C j B A
r
( x , t ) X( x , t )C i B A
(0, s )
(0, s )
( x , t ) X( x , t )C i B A
( r ,0)
( r ,0)
( r ,s )
(14)
( x , t ) X( x , t )C j B A
s
( x c0 ) (t c1 ) u
i
( r ,s )
( x , t ) X( x , t ) C i C j B B A
s
where
Cp 0
0 C
p
Cp
0 0
1;
Cp cij
0;
Cp ( N 1) ( N 1)
2
i j p
p 0,1,...,
otherwise
i , j 0,1,..., N
and
i j ( N 1) p
1;
Cp cij
0;
p 0,1,... ,
otherwise
i, j 1, 2,..., ( N 1) .
2
We can also write the function G ( x, t ) in Taylor series form

N
G ( x, t )
( x c0 ) (t c1 ) ,
r
r ,s
gr ,s
(r ,s )
r 0 s 0
( x, t )
(15)
r !s!
or in matrix form
G( x, t ) X( x, t ) G
(16)
where
G g 0,0 g 0,1 ... g 0, N g1,0 g1,1 ... g1, N ... g N ,0 g N ,1 ... g N , N .

T
Substituting the expressions (5), (8)-(14) and (16) into Eq. (1) and then simplifying the result, we have the
fundamental matrix equation
N
a C C B
ij
i 0
bij Ci C j BB cij Ci C j B d ij Ci C j B
2
(17)
j 0
eij Ci C j B fij I A=G

where I is the ( N 1) ( N 1) identity matrix.
2
1139
Denoting the expression in parenthesis of (17) by W, the fundamental matrix equation (17) is reduced to form
WA G , W wi , j ,
i, j 1, 2,..., ( N 1)
(18)
( N 1) ( N 1) linear algebraic equations with the unknown Taylor

2
which corresponds to a system of
coefficients ar , s .
We can use the following formulas in order to construct matrix representation of conditions: For the initial
conditions (2),
(19)
u ( x, t ) X( x)Q(t ) A
and
ut ( x, t ) X( x)Q(t )BA ;
(20)
while for the boundary conditions (3),
u(x, t) T(t)J(x) A .
(21)
The matrix representations of non-homogeneous terms of Eq. (2) and Eq. (3) can be written in the forms
F f0 f1 ... f N ,
f ( x ) X( x ) F,
fn
(n)
( c0 )
(22)
n!
M m0 m1 ... mN ,
m( x ) X( x ) M ,
mn
(n)
( c0 )
(23)
(24)
n!
(n)
h(t ) =T(t ) H,
H h0 h1 ... hN ,
hn
h (c1 )
n!
(n)
K k 0 k1 ... k N ,
k (t ) T(t ) K ,
kn
k (c1 )
(25)
n!
where
X( x ) 1 ( x c0 ) ( x c0 ) ... ( x c0 )
2
(t ) 1 (t c1 ) (t c1 ) ... (t c1 )
2
J ( x ) I ( x c0 )I ( x c0 ) I ... ( x c0 ) I
2
T (t ) 0
0 T (t )
Q (t )
0
0
0
0
T(t )
Note that the matrices J (x) and Q(t) are dimension of ( N 1) ( N 1) . By substituting relations (17)(25) into (2)-(3) and then simplifying the result, we get the matrix forms of the conditions respectively, as
2
K 1 A Q(0) A F
(26)
K 2 A Q(0)BA=M
(27)
K 3 A J (a) A=H
(28)
K 4 A J(b)A=K .
(29)
To obtain solution of Eq. (1) under the conditions (2) and (3), it is formed the augmented matrix as follows:
K1
K
2
W;G K 3
K 4
W
; F
; M
; H
; K
; G
(30)
1140
The unknown Taylor coefficients are obtained as
A W
where
W; G is generated by using the Gauss elimination method and then removing zero rows of the gauss
eliminated matrix. Here W and G are obtained by throwing away the maximum number of row vectors from
W and G, such the rank of the system defined (30) cannot be smaller than ( N 1) 2 . This process provides
higher accuracy because of the decreasing truncation error.
4. NUMERICAL EXAMPLES
The method of this study is useful in finding the solutions of hyperbolic type partial differential equations in
terms of Taylor polynomials. We illustrate it by the following examples. The numerical computations have been
done using Maple 9.
Example1. Consider the hyperbolic partial differential equation with the initial conditions
u
2
u
2
(1 2 x )
xt
u
2
( x x 2)
2
0,
u ( x, 0) x,
u ( x, 0)
1.
t
The matrix representation of equation is
(B)
(I 2C2 )BB ((C2 ) C2 2I )(B)

2
A 0
( N 1) 1
N =2 and solving this system, the Taylor coefficients are found as

a00 0 , a01 0 , a02 0 , a10 1 , a11 0 , a12 0 , a20 0 , a21 0 , a22 0 .
By taking
Thus the method gives the solution u( x, t ) x t , which is exact solution [14].
Example 2. Let us now consider the initial-boundary value problem
u( x, t ) u( x, t )
u( x, t )
2
2
2
u( x, t )
(2 2t t )( x x )exp(t ) 2t exp(t ) 0 t 1, 0 x 1,
2
2
t
t
x
2
with the initial conditions are given by
u ( x, 0)
u ( x, 0) 0
t
and the Dirichlet boundary conditions
u(0, t ) u(1, t ) 0
the exact solution is [12,13]
u( x,t ) t 2 ( x x 2 )exp( t ) .
By taking c0 c1 0 and N=8, we solved the above problem by means of the fundamental matrix equation.
Then exact solution and approximate solution for N=8 are plotted in Fig.1. Also the errors associated with the
present method and Rothe-Wavelet method and Chebyshev-Tau method are compared in Table I. we see that we
can achieve a good approximation with the exact solution by using only a few terms of Taylor polynomials.
1141
Table I. Comparison of absolute errors for u(x, 1) from Example 2.
xr
Analytical
sln.
RotheWavelet [13]
0
0.125
0.250
0.375
0500
0.625
0.750
0.875
1
0.00
0.04023
0.06897
0.08622
0.09196
0.08622
0.06897
0.04023
0.00
0.00
15E-5
2.2E-5
2.3E-5
0.0E-5
0.0E-5
2.4E-5
3.1E-5
0.00
ChebyshevTau
m=n=8
0.00
2.4E-9
4.2E-9
5.2 E-9
5.6E-9
5.2E-9
4.2E-9
2.4E-9
0.00
Present
Method
for N=8
0
1.55E-12
0.66E-12
1.13E-10
1.43E-11
2.88E-12
4.71E-10
1.41E-10
7.71E-9
FIG. 1. Plot of exact solution (right) and approximation solution with N=8 (left), from Example 2.
5. CONCLUSION
Analytic solutions of second order linear partial differential equation with variable coefficients are usually
difficult. In many cases, it is required to approximate solutions. For this purpose, a new Taylor method based on
the truncated double Taylor series is developed to numerically solve second order HPDEs with the initial and
boundary conditions. Obtained results in this paper better than results obtained by the other methods in the
references.
It is observed that the method has a great advantage when the known functions in the equation can be
expanded in Taylor series. To get the best approximation, we must take more terms from the Taylor expansion of
functions; that is, the truncation limit N must be chosen large enough. Another considerable advantage of the
method is that the N th order approximation gives the exact solution when the solution is polynomial of degree
equal to or less than N. If the solution is not polynomial, Taylor series approximation converges to the exact
solution as N increases. Moreover, this method is applicable for the approximate solution of parabolic and
elliptic type partial differential equations with variable coefficients, and also can be extended to higher-order
partial differential equations.
1142
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
B. Blbl, M. Sezer, (2011). Taylor polynomial solution of hyperbolic type partial differential equations
with constant coefficients, Numer. Methods Partial Diff. Eq. 88 (3), 533-544.
Dehghan, M., Shokri A., (2008). A numerical Method for solving the hyperbolic telegraph equation.
Numer. Methods Partial Diff. Eq., 24, (4): 1080-1093.
M .S. El-Azab and M. El-Gamel, (2007). A numerical algorithm for solution of Telegraph equations, Appl.
Math. Comput. 190 757-764.
F. Gao and C. Chi, (2007). Unconditionally stable difference schemes for a one-space- dimensional linear
hyperbolic equation, Appl. Math. Comput. 187 1272-1276.
R. K. Mohanty and M. K. Jain, (2001). An unconditionally stable alternating direction implicit scheme for
the two space dimensional linear hyperbolic equation, Numer. Methods Partial Diff Eq. 17 684-688.
R. K. Mohanty, M. K. Jain and U. Arora, (2002). An unconditionally stable Adi method for the linear
hyperbolic equation in three space dimensions, Int J Comput Math 79 133-142.
M. Dehghan and M. Lakestani, (2009). The Use of Chebyshev cardinal functions for solution of the secondorder one-dimensional Telegraph equation, Numer Methods Partial Diff Eq. 25 (4) 931-938.
S. A. Yousefi, (2009), Legendre multiwavelet galerkin method for solving the hyperbolic Telegraph
equation, Numer Methods Partial Diff. Eq. 26 (3) 535-543.
J. Biazar and H. Ebrahimi, (2005). An approximation to the solution of hyperbolic equations by Adomian
decomposition method and comparison with characteristic method, Appl Math Comput 163, 633-638.
A. Ashyralyev and M. E. Kksal, (2009). On the numerical solution of hyperbolic PDE with variable space
operator, Numer. Methods Partial Diff. Eq. 25 (5) 1086-1099.
A. Ashyralyev and M. E. Koksal, (2005). On the second order of accuracy difference scheme for hyperbolic
equations in Hilbert space, Numer Funct Anala Optimiz 26 739-772.
A. Saadatmandi, M. Dehghan, (2009). A numerical method for solving the hyperbolic telegraph equation
using the Chebshev tau method, Numer Methods Partial Diff. Eq. 26 (1), 239252.
M. S. El-Azab and M. El-Gamel, (2007). A numerical algorithm for the solution of telegraph equations,
Appl. Math. Comput. 190 757764.
J. Biazar and H. Ebrahimi, (2005). An approximation to the solution of hyperbolic equations by Adomian
decomposition method and comparison with characteristic method, Appl. Math. Comput. 163, 633-638.
Biographies
Mehmet SEZER - Prof. Dr. Mehmet SEZER was born on March 20th 1954 in Antalya, Turkey. He received his
B.Sc. from the Department of Mathematics of Ege University in 1976 and was research assistant at Balkesir
Engineering Academy. His M.Sc. was from Ege University in 1977. He received his Ph.D. under the supervision
of Prof. Dr. Seda MORALI in the Department of Applied Mathematics at Ege University in 1982 and studied
in the field of Parabolic partial differential equations.
department.
His main research interests are ordinary and partial differential equations, integral and difference equations, and
their numerical solutions. Prof. Sezer has been reviewer for numerous influential journals, has published research
articles related to differential equations, linear algebra, analytic geometry and calculus; and has been authored
over 80 papers.
Berna Blbl: Berna Blbl was born on January 17th 1980 in Izmir, Turkey. he received her B.Sc. from the
Department of Mathematics of Mula University in 2002. he was research assistant at Mula University at
2003. Her M.Sc. was from Mula University in 2005. he has been authored 3 papers about numerical solution
of ordinary and partial differential equations.
1143
A Novel Optimized Algorithm for Generating the

Subsets of a Set
Shahriar Pirnia Naeini1, Seyedeh Narjess Afzaly2, Amir Hosein Kashefi3, Fatemeh Sharifizadeh4
1
Islamic Azad University, South Tehran Branch, Tehran, Iran/2School of Computer Science Australian National
University Canberra, Australia/3Department of Computer Science, University of Tehran, Tehran, Iran/ 4Department of
Mathematics and Computer Science, Shahid Bahonar University of Kerman, Iran
1
sh_pirnia@azad.ac.ir, 2afzaly@ipm.ir, 3a.kashefi@ut.ac.ir, 4sharifizadeh@gmail.com
Abstract.Constraint satisfaction problems are the mathematical problems defined as a set of objects whose
states must satisfy some constraints. In some CSPs, the goal is to find the smallest subset of a set which
gratifies the constraints. A typical approach to solve this class of problems is to apply a generation algorithm
and inspect each subset for satisfaction of constraints; then the smallest feasible subset is selected. The two
most common methods of generating the subsets of a set are lexicographic ordering and Gray code; however,
they are not efficient when the set is large. In this paper, we propose a novel efficient generation algorithm,
Optimal-Banker, which can be used to find the smallest feasible subset. It generates a sequence of all subsets
of a set, in which not only the number of elements of subsets is monotonically increasing, but also the change
between each two consecutive subsets is minimal.
Keywords: rank, unrank, successor, constraint satisfaction problem, subset, generation algorithm.
1 Introduction
A generation algorithm is an algorithm which exhaustively lists all the subsets of a set [1]. A finite set is an
unordered combinatorial structure, i.e. a finite collection of objects. Therefore a finite set has a finite number of
elements[2], i.e. every finite set is an n-set for some specific natural number n [3, 4]. It may be desirable to
predetermine the position of a given object in the generated list without producing the whole list [5]. A subset
describes a selection of objects, where the order among them does not matter. There are 2 n distinct subsets of an
n-element set; including the empty set as well as the set itself. Many important algorithmic problems seek the
best subset of a group of things. For instance, a constraint satisfaction problem is defined as a set of objects
whose states must satisfy some constraints [6]. Some CSPs seek to find the smallest subset of a set which
satisfies some limitations. For example, the vertex cover problem tries to achieve the smallest subset of vertices
to touch each edge of a graph [7]. A solution to these problems is to generate all ofthe 2n possible subsets and
test each one until either we find a desired subset or weexhaust all possible candidates before we declare that
there is no possible subset. Therefore, a generation algorithm is used. The task of constructing the subsets of a
set grows exponentially with the size of the set. In section 2, we will show that applying each of the two common
methods of generating the subsets of a set, the lexicographic ordering and Gray code is not efficient when the set
is large.
In this paper we propose a novel efficient generation algorithm, the Optimal banker, which can be used to
find the smallest feasible subset. It generates a sequence of all subsets of any given set, in which not only the
number of elements of subsets is monotonically increasing, but also the change between each two successive
subsets is minimal. The rest of the paper is organized as follows: Section 2 investigates two known systematic
1144
methods of generating the subsets of a set, the lexicographic ordering and Gray code, as well as the Bankers
algorithm. The Optimal banker has been introduced in Section 3. Then its Rank, Unrank and Next algorithms [5]
are presented in Section 4, and finally the paper will be ended in section 5 by Conclusion.
2 Generating Subsets
The two common methods for generating all subsets of a set, the lexicographic order and Gray code, are
investigated in the following:
2.1
The lexicographic order
The lexicographic ordering on the set of subsets of S is derived from the lexicographic ordering of the
characteristic vectors [5]. If characteristic vectors are considered as binary representations of the integers 0 to 2n1
, then Lexicographic order corresponds to the usual order of the integers. With respect to this order, the rank of
a subset, denoted by rank(T), is the integer with binary representation (T) [5]. Suppose that n is a positive
n
integer, and S={1, 2,, n}. Suppose P(S) is the set of all 2 subsets of S. Subsets in P(S) are generated in
n 1
lexicographic order, then rank( T ) xi 2 n . Although the Lexicographic order is simple to describe, the
i 0
distance between two successive subsets in the order may be irregular or large. Moreover, it never considers the
last element in the set until halfway through the sequence i.e. 2n-1subsets of the first n-1 elements must be
generated before the nth element of the set is considered. Hence the performance of this generation algorithm for
large values of n is poor.
2.2 Gray Code

Before considering Gray code, please notice that an order is minimal change if any two consecutive elements
have the smallest possible distance. Therefore, Gray code is a class of minimal change orders on the subsets
defined recursively. Hence for any two successive subsets in the order, the Hamming distance [8] between their
characteristic vectors is one. This means that any subset can be obtained from the previous one by either deleting
or adding a single element or altering a single bit in the characteristic vector.
A Gray code sequence is computationally optimal in the sense that it minimizes the number of required set
operations. However, Table 1 shows that the last item of the set in Gray code sequence, represented by the most
significant bit, just like in the case of a lexicographic sequence, is not even considered unless half of all possible
subsets are examined. Therefore, just like lexicographic ordering, the nth element in the set is not even
considered until 2n-1 subsets have already been constructed. Hence Gray code is not better than lexicographic
ordering when it comes to construct a large sequence of subsets. Thus, the performance of this method for large
values of n is also poor [9].
rank
(T)
0
1
2
3
4
5
6
7
Table 1. Subsets in lexicographic order and Gray code

lexicographic order
Gray code
rank
T (T) = [x2, x1, x0]
T (T) = [x2, x1, x0]
(T)
[0, 0, 0]
0
[0, 0, 0]
{3}
[0, 0, 1]
1
{3}
[0, 0, 1]
{2}
[0, 1, 0]
3
{2,3}
[0, 1, 1]
{2,3}
[0, 1, 1]
2
{2}
[0, 1, 0]
{1}
[1, 0, 0]
6
{1,2}
[1, 1, 0]
{1,3}
[1, 0, 1]
7 {1,2,3}
[1, 1, 1]
{1,2}
[1, 1, 0]
5
{1,3}
[1, 0, 1]
{1,2,3}
[1, 1, 1]
4
{1}
[1, 0, 0]
1145
2.3 The Bankers sequence

In 2000, J. Loughry et al [9] examined all k-subsets before considering any subsets of size k+1 or larger. So
they first constructed all the subsets consisting of a single element. Then they examined all 2-subsets, all 3subsets, and so on, until k = n and they have constructed all 2 n subsets. Since no reference to this sequence was
found in the literature of their time [10], they named their method as the Bankers sequence. Consider the
Bankers ordering presented in Table 2.
Table 2. Subsets in Banker Sequence
T
{1}
{2}
{3}
{1,2}
{1, 3}
{2,3}
{1,2,3}
(T) = [x2, x1,

x0]
[0, 0, 0]
[1, 0, 0]
[0, 1, 0]
[0, 0, 1]
[1, 1, 0]
[1, 0, 1]
[0, 1, 1]
[1, 1, 1]
Binary
value
0
4
2
1
6
5
3
7
The Banker sequence is an efficient order for constraint satisfaction problems which seek the smallest subset
Tmin S. However, it is not optimal because the difference between any two successive subsets is not minimal.
The Optimal banker
The new method presented here is constructed by the revolving door [5] method which is a minimal change
ordering, however, we modified it to make an optimal generation algorithm. For a Positive integer n, let S =
{1,2,... ,n}. We define S to consist of
n
K-element
k

Subsets of S. It is easy to see that if T 1 and T2 are two K-
element subsets of S, and T1 is not equal to T2, then dist (T1, T2) 2. Hence, if
element subsets of S, then a minimal change ordering on
Sn
k
Sn
k
denotes the set of all
n

k

k-
will be one in which the distance between any two
consecutive subsets is two. Now, we study a minimal change ordering called the revolving door. The revolving
door ordering for
Sn
k
will be written as a list An ,k of
n

k

k-element sets, as follows:
n,k
n,k n,k
n,k
A
[ A0 , A1 ,..., A
]
n 1 (1)
k

The revolving door algorithm is motivated by Pascal's identity:
n n 1 n 1
=

k k 1 + k

(2)
This identity can be proved by observing that the set of all

disjoint collections: the
n 1
k 1
n
k-element
k

subsets of S can be partitioned into two
k-element subsets which contain the element n, and the
which do not contain the element n. Given

pattern defined as follows:
An1,k 1
n 1
k-element subsets
and An1,k , then definition of An ,k follows a similar recursive
1146
n ,k
[ A0n 1,k , A1n 1,k ,...,Ann11,k

k
n 1,k 1
n 1,k 1
{ n },...,A0
{ n}]
,A
n 1 1
k 1
(3)
This recursive definition can be applied whenever 1<k<n-1. The lists An ,n and An ,0 are given as initial conditions to
start the recursion. They are as follows:
,
A n ,0 =[]
A n ,n = [{1,,n}](4)
Therefore, it can be verified that for integers k and n, we have [5]:
n ,k
A
{ 1,2 ,...,k 1, n }
n 1
k

(5)
n ,k
A0 { 1,2 ,...,k } (6)
With this background, we want to introduce a new total order called the Optimal banker to generate all subsets
of a set. This order is a Bankers one, i.e. subsets are generated in an increasing order with respect to their size.
On the other hand, the Optimal banker is a minimal change order among all potential Banker orders. We can
prove this claim as follows:
It is obvious that the smallest distance between any two k-subsets is two, while the distance between a ksubset and a (k+1)-subset is at least one. Hence the distance between consecutive subsets is two when they are of
the same size, and it is one otherwise. That is the reason why the order is called the Optimal banker. Thus, it
applies minimum number of changes to generate all subsets among all other Bankers orders. All subsets in an
Optimal banker sequence, use the revolving door method on k-subsets. Let An ,k be the list of all k-subsets in the
revolving door order and An ,k be the list of all k-subsets in the reverse revolving door order. The Optimal banker
order is defined as follows:
A
n ,k
[ An ,0 , An ,1 , An ,2 ,...,An ,2k , An ,2k 1 ,...,An ,n ]
(7)
where s1.s2 shows the concatenation of the two lists, s1 and s2.
Theorem: The Optimal banker is a minimal change Banker order.
Proof: As it is shown in [5], for all integers n,i the lists An ,i and hence An ,i are in a minimal change order, i.e.
the distance between each two successive subsets is exactly two. Then we must show that the distance between
the characteristic vectors of any two successive subsets of size k and k+1 is simply one.
1) If k is even, the two successive subsets are the last element of An , k and the first element of An ,k 1 , i.e. the last
element of An ,k 1 i.e.
n ,k
A n
1
k

n ,k 1
n ,k
A n
A n
{k }.
1
k 1 1
k
and An ,kn1 . According to (5):

k 1 1
n ,k
A
{ 1,2 ,...,k 1, n }
n 1
k

and
n ,k 1
A n
{ 1,2 ,...,k 1, k , n }
k 1 1
, so
Hence the characteristic vectors of these subsets differ just in the position 'n-k'.
2) If k is odd, the two consecutive subsets are the last element of An ,k (which is the first element of An , k ) and
n,k
n,k 1 {1,2,...,k , k 1}
the first element of An ,k 1 , i.e. A0n ,k 1 , A0n ,k . According to (6): A0 {1,2,...,k} , and A0
, so
n ,k 1
A0
contains exactly one element more than A0n , k . Therefore, their characteristic vectors differ
only in one position.
= A0n ,k
{ k 1}
Generating an Optimal banker sequence
In this section, Rank, Unrank and Next Algorithms are shown. The last one generates an Optimal bankers
sequence for a set of n items in one possible way. Let R be the output Rank and K be the size of the output set.
OptBanker_Rank gets a sequence like T and generates its Rank.
OptBanker_Rank( T[1..N] )
K=0
// the size of the input subset
R=0
// the rank of the output subset
S = -1
// sign
for i=1 to N
if ( T[i] != 0 )
1147
K=K+1
R = R + S * ik
S=-S
if ( K is Even ) R = R + kj 11 Nj
else R = R + kj 1 Nj
return R
end
OptBanker_Next generates this sequence. Let T be the binary representation of the input subset, T be the next
sequence and N is the size of the set.
OptBanker_Next ( T[1..N] )
for i= 1 to N do
T[i] = T[i]
if( T = 0 ) // the given subset is the empty set
T[N]=1
else
T[N +1]=1
T[N +2]=1
j=1;
while ( T[j] = 1 )
j=j+1
i=j
while ( T[i] = 0 )
i=i+1
if ( j is Odd )
if ( j == 1 )
T[i] = 0
T[i-1] = 1
else
T[j] = 1
T[j-2] = 0
else
if ( T[i+1] == 0 )
T[j-1] = 0
T[i+1] = 1
else
T [i+1] = 0
T [j] = 1
return T[1..N]
end
OptBanker_Unrank gets R, the Rank of a sequence and generates the binary representation of R.
OptBanker_Unrank ( R )
K=0;
while ( R > KN -1 )
R = R - KN
K=K+1
if ( K is Odd )
R = KN - R - 1
for ( i=1 to N )
T[i]=0
X=N;
for ( i=k Downto 1 )
1148
while ( iX > R )
X=X1
T[X+1] = 1
R = iX 1 - R - 1
return T
end
Conclusion
One category of constraint satisfaction problems seeks the smallest subset of a given set which satisfies certain
constraints. In this paper, we proposed a novel generation algorithm, the Optimal banker, to help solving the
above mentioned category of CSPs. It generates a sequence of all the subsets of any given set, in which not only
the number of elements of subsets is monotonically increasing, but also the change between each two
consecutive subsets is minimal. Thus, if we start examining from the first subset in the sequence for being a
solution, the first solution found is an optimal one, so there is no need to produce and inspect other subsets.
Eventually, the three important algorithms: Next, Rank, and Unrank were presented.
In comparison with the two popular generation algorithms, i.e. Gray code and the lexicographic order, we
should mention that the proposed algorithm does not have their disadvantages when the set is large. Indeed,
when we use them, not all the elements of the set have the chance to be selected in the possible solution unless
half of all subsets (i.e. 2n 1 subsets) are inspected. In addition, due to the fact that the number of elements in
their produced sequences is not increasing, all 2 n subsets should be produced and investigated to find an optimal
solution. On the contrary, if the Optimal banker is utilized as a generator of subsets, the optimal solution is
obtained in much less time. However, while the change between each two successive subsets in a sequence
produced by Gray code is 1, it is 1 or 2 in a sequence produced by the banker.
No other known generation algorithm produces a monotonic minimal change sequence. In addition, the
Optimal banker is optimal among all monotonically increasing generation algorithms with respect to the distance
between two consecutive subsets.
Acknowledgements
It is pleasure to acknowledge financial support of Islamic Azad University, South Tehran Branch for this
research project.
References
1.
2.
3.
4.
5.
6.
7.
8.
Peter Eades, Brendan D. McKay: An Algorithm for Generating Subsets of Fixed Size With a Strong
Minimal Change Property, Information Processing Letters, Volume 19, Number 3, 19 October 1984.
Patrick Suppes, Axiomatic Set Theory, D. Van Nostrand Company, Inc., 1960.
Gian-Carlo Rota, Studies in Combinatorics. MAA Studies in Mathematics. Mathematical Association
of America. p. 3. ISBN 0-88385-117-2, 1978.
Jech, Thomas, Set Theory. Springer-Verlag. ISBN 3-540-44085-2, 2002.
Donald L. Kreher, Douglas Robert Stinson, Combinatorial algorithms: generation, enumeration, and
search, CRC press LLC 1999.
Tsang, Edward (1993). Foundations of Constraint Satisfaction. Academic Press.
http://www.bracil.net/edward/FCS.html. ISBN 0-12-701610-4.
Steven S. Skiena, The Algorithm Design Manual, Second Edition, Springer-Verlag London Limited
2008.
Hamming, Richard W., "Error detecting anderror correcting codes", Bell System Technical Journal 29
(2): 147160, MR0035935, 1950.
1149
9.
J. Loughry, J.I. van Hemerty, L. Schoofsz, Efficiently Enumerating the Subsets of a Set, December
2000. http://applied-math.org/subset.pdf.
10. Donald E. Knuth. The Art of Computer Programming. Addison-Wesley Publishing Company, Reading,
Massachusetts, 1973.
Biographies
Shahriar Pirnia Naeini was born in Esfahan, Iran in 1971. He received a B.Sc. degree in Electrical
Engineering-Control from Tehran University, Tehran, Iran in 1995, and an M.Sc. degree in Computer
Engineering-Software from Islamic Azad University, South Tehran Branch, in Tehran, Iran in 1999. He has been
a lecturer of Computer Engineering at Islamic Azad University, South Tehran Branch, in Tehran, Iran since
2000. He is the first author of two international or national conference papers. He is interested in pattern
recognition, neural networks, computational and algorithmic problems, and machine learning. Mr. Pirnia is a
peer reviewer of IEEE/IACSIT conferences and a member of IACSIT.
Seyedeh Narjess Afzaly was born in Rasht, Iran in 1985. She received a B.Sc. degree in Computer Science
from the Shahid Beheshti University (SBU) in Iran, and an M.Sc. degree in computer Science, from the
University of Tehran in 2011. She likes Combinatorics and Algorithms in the field of computer Science. She is
currently working on graph theory.
Amir Hosein Kashefi was born in Tehran, Iran in 1984. He received a B.Sc. degree in Computer Engineering
from the Islamic Azad University of South Tehran, in 2008. He received an M.Sc. degree in Computer Science
from the University of Tehran, in 2011. His interest areas are Artificial Intelligence, Machine Learning,
Intelligent Systems, Bioinformatics and computational and Algorithmic problems. He is the author or co-author
of more than 4 international conference papers in his research area.
Fatemeh Sharifizadeh was born in Tehran, Iran in 1985. She received a B.Sc. degree in Computer Science
from the University of Tehran, in 2009. She is now a student of Computer Science in M.Sc. degree. Her interest
areas are Machine Learning, Intelligent Systems, Bioinformatic Algorithms, and Computational Neuroscience.
She is the author or co-author of more than 15 international journal and conference publications in her research
area.
1150
Cubic B-Spline Collocation Method for

Space-Splitted One-Dimensional Burgers Equation
1,2
Glnur Yel1, Zeynep Fidan Koak

Department of Mathematics, Mugla University, Mugla, Turkey
gulnuryel33@gmail.com, zkocak@mu.edu.tr
Abstract: In this study, we consider one-dimensional Burgers' equation. The equation is non-linear partial
differential equation which can be solved analytically for the arbitrary initial and boundary conditions. The
equation has a coefficient of the kinematic viscosity, first and second order derivatives.Initial and boundary
conditions are chosen as homogeneous. We consider the spatial domain [0,1] is partitioned into N finite
element as a uniform. Cubic B-spline functions are used as basis function.Cubic B-spline collocation finite
element method for calculating numerical solution of one-dimensional Burgers' equation is used. Spacesplitted Burgers' equation is solved numerically.
Keywords: B-Spline, Burgers' Equation,Collocation Method, Space-Splitted
1. Introduction
Burgers' equation was first introduced by Bateman [1].Burgers' extensive work on Burger equation as a
mathematical model for the turbulence.For this reason, this equation is known Burgers' equation.The equation is
used wide field as heat conduction [2], gas dynamics [3], shock waves [4], number theory [5] and so
forth.Burgers' equation is solved exactly for an arbitrary initial and boundary conditions [6,7,8].Many authors
have used a variety method of numerical techniques for getting numerical solution of Burgers' equation.Great
numbers of those techniques for solving Burgers' equation spline and B-spline functions are used in variable
methods.For instance,cubic B-spline collocation method is suggeted for one-dimensional Burgers' equation
[9,10,11].The cubic spline function technique and quasilinearisation for the numerical solutions of the Burgers'
equation have been used in one space variable at low Reynolds numbers [12].The equation is solved numerically
by the collocation method with cubic B-spline interpolation functions over uniform elements [13] .A finite
element solution of the Burgers' equation based on Galerkin method using B-splines as both element shape and
test functions is developed in the studies [14,15,16]. Least-squares formulation using quadratic B-splines as trial
function is given over the finite intervals [17]. A Petrov- Galerkin method is used by a quadratic B-spline spatial
finite elements in [18], and it is also used a least-squares technique using linear space-time finite elements in
[19].
Spline functions are adapted to numerical methods to get the solution of the differential equations.Numerical
methods with spline functions in getting the numerical solution of the differential equations lead to band
matrices. Solutions of this matrix systems are very easy and useful for computer programming.The term B-spline
was coined by Isaac Jacob Schoenberg (1946) and is short for "basis spline".B-spline functions are piecewise
value and their derivatives of lower degree are continous.
B-spline functions are very popular for the smooth approximations and are being used by various researchers
for different problems ([20],[21],[22],[23],[24]) gave recurrence relations for the purpose of computing
1151
coefficients ([25],[26]). Yang used a technique to deal with the boundary conditions using splines [27]. Many
others have used B-splines for various applications where B-splines has been proved as a useful tool for
approximations [28,29].In addition to this, Thomas presented extensive use of splines for Boeing [30].Numerical
methods using B-spline functions has been successfully applied to solve various linear and nonlinear partial
differential equations.The success of the B-spline collocation method is dependent on the choice of B-spline
basis.In this study we used cubic B-spline bases to build up the approximate solutions for Burger's equation.
The one-dimensional Burgers' equation is given as follows.
(1.1)
is the coefficient of the kinematic viscosity and subscripts and denote differentiation. We consider the
-is partitioned into finite element as a uniform such that
spatial domain ,
and
throughout paper.Burgers's equationis splitted in space then cubic B-spline collocation method is
applied. For this purpose, we set
in the Burgers' equation.
(1.2)
The initial and boundary conditions are chosen as follows.
(
)
(
(
where
( )
( )
(
)
(
(
are constants as the problem need,
(1.3)
)is a sufficiently-often differentiable function.
2. Cubic B-Spline Collocation Method

- is partitioned into
The interval ,
such that
be given by
(
)
(
(
)
finite elements of uniformly equal length

. The cubic B-spline
,
)
)
(
(
)
)
(
(
by the knots
,
at these knots
)
)
(2.1)
where
for all m. The values of cubic B-spline function ( ) and all its first,second
-[31]. One can easily verify that the values of
derivatives vanish outside the interval,
( )
and its derivatives are as shown. The collocation method is applied to find approximate solutions of the
system (1.2). Collocation approximant can be expressed for ( ) and ( )in terms of element
parameters
and , respectively.
(
( )
)
(
( )
(
(
( )
(2.2)
)
)
1152
( )
(2.3)
)
(
(
We apply the collocation method to system (1.2) the functions

and their derivatives are replaced
with their equals obtained from the system (2.3). Then this computation gives a non-linear system of
equations as follows.
(
)(
)
(2.4)
(
where
denotes
differentiation
with
respect
to
time
and
is known as non-linear term.

We used in this paper, a recurrence relationship based on a Crank-Nicolson approximation in time is derived.
Time discretization of parameters
and
of the obtained system (2.4) is done with interpolation between
two time levels and
.
(2.5)
Using (2.5),we have non-linear system of (
)algebraic equation in the(
)unknowns.
(2.6)
Where
,
We use boundary conditions to eliminate parameters
,
,
,
from the system (2.6) to have an
) (
) 7-band matrix system.
equal solvable (
Before the solution process begin iteratively, we need to compute the initial parameters
(
) and
(
) by using initial conditions of Burgers's equation.
And thus, we get a matrix system which can be solved iteratively with the help of Thomas algorithm.
(
( )
( )
(2.7)
(
(
)
)
( )
( )
For and parameter,

(
1153
(2.8)
(2.9)
(2.10)
The equations system have tridiagonal system of (
) linear equations with (
) unknowns.
(2.11)
Using (2.11) boundary conditions we eliminate

parameters.Thus, we get a tridiagonal
matrix system of (
) (
).The matrix system can be solved with the help of Thomas
algorithm.
, ( )
( )
( )
( )
( )
( )
)
(
(
)
)(
)-
For two element parameters

,
matrix equations are obtained.An inner iteration is needed at
each time step to cope with the non-linear terms in which the matrices A and B depend on
(
)
(2.12)
The iteration can be applied three or four times.

3. Test Problem
Numerical solution of Burgers equation for one standart problem is obtained. The analytic and numerical
solutions are shown in Table (3.1).
We take initial condition
(
and the boundary conditions

(
The analytic solution this problem can be expressed as an infinite series.
1154
/
.
(
/
)
(
(
)
)
(
where are the modified Bessel function. For small the convergence of this series is very slow.
The numerical solution of Burgers' equation for the problem reported by Caldwell [32] and by Ali
[33]andthat obtained by the present collocation method are compared with the analytic solution in Table
(3.1). These numerical solutions are for the case
using a time step
.
h
0.25
0.50
[32]
[33]
Present
Exact
0.7071
0.7071
0.7071
0.7071
0.05
0.3734
0.4082
0.4130
0.4131
0.10
0.2202
0.2463
0.2536
0.2536
0.15
0.1334
0.1463
0.1567
0.1566
0.20
0.0814
0.0898
0.0964
0.0964
0.25
0.0510
0.0540
0.0592
0.0592
1.0000
1.0000
1.0000
1.0000
0.05
0.5563
0.5979
0.6091
0.6091
0.10
0.3263
0.3578
0.3715
0.3716
0.15
0.1944
0.2142
0.2269
0.2268
0.20
0.1173
0.1283
0.1385
0.1385
0.25
0.0614
0.0768
0.0845
0.0845
0.75
0.7071
0.7071
0.7071
0.7071
0.05
0.4263
0.4384
0.4503
0.4502
0.10
0.2444
0.2601
0.2727
0.2726
0.15
0.1423
0.1542
0.1644
0.1644
0.20
0.0843
0.0917
0.0995
0.0994
0.25
0.0501
0.0547
0.0603
0.0603
Table (3.1)
4.Conclusion
In this paper a numerical solution for non-linear Burgers equation is proposed using collocation method with the
cubic B-splines. We obtained approximate numerical solutions maintain good accuracy compared with the exact
solutions.
1155
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cubic B-spline finite elements.Computer Methods in Applied Mechanics and Engineering, NorthHolland 100, 325-337
Glnur Yel - MERSN 09.08.1987
Undergraduate : Mugla University Department of Mathematics (2005)
Master Student: Mugla University Institute of Science Department of Mathematics, Applied Mathematics (2009)
National Journal Papers
G. Yel, M..NVAR, N.LER, .IIK, Studies on Generalization of Special Equations at the q-Integers, 5.
Ankara Mathematics Days Symposium at TOBB Economics and Technology University,3-4 June 2010
International Journal Papers
G. Yel, M..NVAR, N.LER, .IIK, Studies on Generalization of Special Equations at the q-Integers, The
6th Dynamical Systems and Applications, , Volume 11, Number J11 ,ISSN: 0974-570X, 2011
Zeynep Fidan Koak ANKARA 07.02. 1949
Undergraduate: Ege University (zmir) (1970)

PhD : Atatrk University (Erzurum) (1980)
Associate Professor:Ege University (zmir) (1993)
Professor: Mugla University (Mugla) (2004)
Applied Mathematics Approximation Theory, Spline Functions
International Journal Papers
1. Z. Fidan KOAK and George M. Phillips, B-Splines with Geometric Knot Spacings, B.I.T. 34. 388-399.
1994.
2. Z. F.KOAK and H. HUSEINOV, On the Spectral Theory of First-Order Difference Equations with Periodic
Coefficient Fractional Linear In the Spectral Parameter, Academia Sinica, Vol. 24, No 4. 1996.
3.Akn Marap, Zeynep F.Koak, Nesrin zsoy,The Professional Effects of Mathematics and Mathematical
Thinking on Managing Direktor Candidates,Bilig, Volume:39, Outumn-06, 87-96 ISSN 1301.0549, 2-1020085.4.
Conference Papers
1. Z. Fidan KOAK and G. M. Phillips, A One-Parameter Class of B-Splines, Approximaton. Theory,
Wavelets and Applications, Vol 454, 169-176, NATO-ASI Series, 1995.
2. Z. Fidan KOAK and G. M. Phillips, An Identty Involving the q-Factorial., Proceedings of The Sixth
Internatonal Research Conference on Fibonacci Numbers
And Their Applicatons, Volume 6, 291-296, Washington State niv., U.S.A., July 18-24,1994
3. Zeynep F. KOAK and G. M. Phillips, B-Splines with Knots Spaced in Geometric Progression.
International Conference on App. and Optimization (Romania-ICAOR) Cluj-Napoca, July, 29-August 1, 1996.
4. Zeynep Fidan KOAK, Ali Filiz, Nesrin zsoy, Korhan Gnhan, Teaching of the Concept of Limits by
Using Computer Aided, 3. Internatonal Conference on the Teaching of Mathematics at the Undergraduate
Level , June 30-July 5,2006, Turkey
5. Zeynep Fidan Koak,G.Sarmak, Presentaton of the Intuitional Definiton of the Limit by Computer Aided,
Internatonal Educatonal Technology Conference, Near East University, North Cyprus,3-5 May 2007 (ISBN
978-975-8359-43-1)
6.Zeynep Fidan Koak, Fatma Takn, Figen zpnar, Matematik Dnyasnda Kadnn Yeri ve nemi,Uluslar
aras Multidisipliner Kadn Kongresi,9 Eyll niversitesi,zmir-Trkiye,13-16 Ekim 2009
1157
7. nvar.M., Koak,Z.F, zsoy,N,A Note on q-Backward Difference Operators,International Congress in

Honour of Professor H.M.Srivastava on his70th Birth Anniversary Uluda niversitesi, Bursa-Trkiye,18-21
Austos 2010
8. Z.FDAN. The Asymtotics Properties of Characteristic Functions of T(R. F). The Journal of Science Faculty,
Atatrk University, Vol. 1. No 1, 61-70. 1981.
9. Z. FDAN. The Role of the Green Functions Boundary Value Problems can be Transformed to Integral
Equations, C. U. Journal of Cumhuriyet niversity, Vol 4, No 2. 105-116. 1986.
10. Z. FDAN. An Explicit Runge-Kutta-Beltyukov Method for Volterra Integral Equation of Second Kind with
Weakly Singular Kernels, Doa Tr. J. of Mathematics, 16, 159-168. 1992.
11. Z. FDAN. The Numerical Soluation of Linear Volterra Integral Equations. Journal of Faculty of Science
Ege University, Series A. Vol. 15. No 2 1992.
12. Z. FDAN. The Proof of the Existence and Uniqueness of Cubic Spline Interpolation for a Given Function. J.
of Faculty of Science Ege University, Series A, Vol. 15, No 1. 1992.
13. Z. FDAN. and Y. BOKURT. The Probalities of Yarn Breakages and the The Theoretical Analysis of Yarn
Breakages Frequency. Tekstil ve Konfeksiyon, Ege University, N 4, 263-266, 1992.
14. Zeynep F. KOAK, Integration rules based on the q-integers, Jurnal of Ege University Science Faculty,
Series A,Vol.24 ,2000
15. Zeynep F. KOAK The Choice of Knots in Solving Baundary Value Problems by Cubic Splines, J.
Faculty of Science Ege University, series A, Vol.24, No:1, 2001
16. Zeynep F. KOAK, Akn MARAP, Nesrin ZSOY, Trkiye de Kadnn Matematik Hakknda
Grleri,T.S.E. Standart Ekonomik ve Teknik Dergi, 2004
17.Zeynep FidanKoak,Trigonometri Ailesi, ada Eitim Dergisi, Yl:26,
Say:275, Nisan 2001 ISSN 1300-249X
National Journal Papers
1. Zeynep Fidan Koak,Nesrin zsoy,Simetri Konusunun Bilgisayar Teknolojisi ile Anlatm II Uluslararas
Eitim Teknolojileri Sempozyumu ve Fuar, Sakarya
niversitesi, Ekim 2002.
2. Zeynep F.Koak Matematii Neden Sevelim, Nasl Sevelim Mantk, Matematik ve Felsefe Konulu I.
Ulusal Sempozyum, stanbul Kltr niversitesi, ISBN: 975-6957-44-1, Eyll 2003
3. Zeynep Fidan Koak, Nesrin zsoy, Eitim Fakltesi Fen Bilgisi retmenlii Blm Matematik
Derslerinin rdelenmesi,15. Ulusal Eitim Bilimleri Kongresi, Mula niversitesi, 13-15 Eyll 2006
4. Zeynep F.Koak, A.Marap, N.zsoy,nsan Kaynaklar Eitiminde Yaratc Drama lkeleri, Uluslarars
Eitim Teknolojileri Sempozyumu, Bildiriler IV, 517-525,Sakarya niversitesi, 2004
5. Zeynep F.Koak, A.Marap, N.zsoy, letme ve Matematik Eitiminde Disiplinler Aras Eitimin nemi,
Uluslar aras Eitim Teknolojileri Sempozyumu, Sakarya niversitesi, 2004
6.Zeynep F.Koak, A.Marap, N.zsoy,LES de Matematiin yeri, nemi ve gereklilii ,6.Ulusal Fen
Bilimleri ve Matematik Eitimi Kongresi, sayfa; 218, Marmara niv.,9-11 Eyll,2004
7. ZeynepF.Koak, A.Marap, N.zsoy,letme Ynetici Adaylarna Matematik ve Matematiksel Dncenin
Meslee Ynelik Etkileri, Matematik Sempozyumu,Matematik Etkinlikleri 2004,5-7 Mays 2004
8. Zeynep F.Koak, A.Filiz, N.zsoy,Bilgisayar Destekli Trigonometri retimi,Akademik Biliim Kongresi,
Gaziantep, 2005
9. Zeynep Fidan Koak, Akn Marap, Nesrin zsoy, E-Eitim Sisteminde Kresel nsan Kaynaklarnn
Geliimi ve Yaam Boyu renim, Akademik Biliim 2007, Dumlupnar niversitesi, Ktahya, 31 Ocak-2
ubat 2007
10.Zeynep Fidan Koak, Nesrin zsoy, Akn Marap, Matematik retiminde Alternatif Yntem: Drama,
Matematik Etkinlikleri,Matematik Sempozyumu ve Sergileri, Matematikiler Dernei, Ankara, 2004
Say:275, sayfa:40, Nisan 2001 ISSN 1300-249X
11.Zeynep Fidan Koak, Nesrin zsoy, Aye Engin, smail Engin, Matematik retiminde Bilgisayar Destekli
Senaryo Ynteminin Kullanlmas, Akademik Biliim 2007, Dumlupnar niversitesi,Ktahya, 31 Ocak-2
ubat 2007
Membership
Trk Matematik Dernei, Trk Matematikiler Dernei
1158
Other Scientific Activities

1. Ekim 1988-Ekim 1989 tarihlerinde Lancaster niversitesi-U.K da aratrma yapmak zere bulundum.
2. 1 Austos- 30 Austos 1993 tarihlerinde British Coincil bursu ile St-Andrews niversitesinde aratrma
yapmak zere bulundum.
3. Azerbaycan- Trkiye Matematik Sempozyumu, Boazii niversitesi, stanbul, 13- 18 Eyll 1991 (Dinleyici)
4. Azerbaycan- Trkiye Matematik Sempozyumu, Bak niversitesi, Azerbaycan, Eyll 1992 (Dinleyici)
5. Sympozium about Approximaton Theory and Spline Functons , NATO-ASI, Sapri, talya, 1991 (Dinleyici)
6. Sympozium about Approximaton Theory and Wavelet Theory, NATO-ASI, Sapri, talya, 1994 (Dinleyici)
7. 21.Yzyla Doru Meslek Yksek Okullarnn Yeniden Yaplanmas, Seminer, Ankara niversitesi, ankr
Meslek Yksek Okulu, 25-29 Kasm, 1996 (Katlmc)
8.14.Ulusal Matematik Sempozyumu,Trk Matematik Dernei,Anadolu niversitesi,Eskiehir, 19-21 Eyll
2001 (Dinleyici)
9. Bilgi Teknolojileri Kongresi IV, Akademik Biliim 2006, Pamukkale niversitesi, 9-11 ubat (Dinleyici)
Poster:Matematik Eitiminde Drama, Eitimde yi rnekler Sempozyumu,Sabanc niversitesi, 2004
1159
A New Hermite Collocation Method for Solving

Differential Equations of Lane-Emden Type
Hatice YALMAN1, Yaln ZTRK2, Mustafa GLSU3 Mehmet SEZER4
1,2,3,4
1
hyalman@mu.edu.tr, 2 yozturk@mu.edu.tr, 3mgulsu@mu.edu.tr, 4 msezer@mu.edu.tr
Absract:In this study in order to find the approximate solution of the linear Lane-Emden equation Hermite polynomials are
used. In this method an alternative and approximate solution of this equation is introduced which based on Hermite
polynomials. Each equation in this method we use has matrix form and we use these forms. After applying these procedure.
Finally the exact and the approximate solution is compared.
Keywords:Lane-Emden equation, Hermite polynomials, approximation method.
1.Introduction
In recent years, the studies of singular initial value problems in the second order ordinary differential equations
have attracted the attention of many mathematicians and physicists. One of the equations describing this type is
the LaneEmden-type equations formulated as
P2 (t ) y' ' (t ) P1 (t ) y' (t ) f (t, y) g (t ), 0 t 1,
(1)
with initial conditions
y(0) 1 , y' (0) 1
where
and
(2)
are constant,
P2 (t ) 1, P1 (t )
, f (t , y ) is a continuous real valued function and
g (t ) C[0,1] . In [1], the authors proved local existence of solutions and under additional assumptions,
uniqueness of the solutions for the initial value problem (1). Since, LaneEmden type equations have significant
applications in many fields of scientific and technical world, a variety of forms of f (t , y ) and g (t ) have been
investigated by many researchers. A discussion of the formulation of these models and the physical structure of
the solutions can be found in the literature. For example, for f (t , y) y , g (t ) 0 , Eq.(1) is the standart
Lane-Emden equation that was used to model the thermal behavior of a spherical cloud of gas acting under the
mutual attraction of its molecules and subject to the classical laws of thermodynamics [2-3] and for
m
f (t , y) e y , g (t ) 0 , Eq.(1) is the isothermal gas sphere equation, where the temperature remains constant
[3]. Several methods for the solution of Lane-Emden equations have been presented, which are the modified
adomian decomposition method [4], integral operators method [5], Hermite collocation method [6] and other
methods [7-13]. The aim of this study is to get solution as truncated Hermite series defined by
N
y (t ) a n H n (t )
(3)
n 0
where
H n (t ) denotes the Hermite polynomials, an (0 n N ) are unknown Hermite coefficients and N is
chosen any positive integer.
1160
2.Fundamental Relations
In this method our aim is to find the matrix form of each equation in which we use for approximate solution.
Firstly we convert that y (t ) and
y k (t ) such that
y(t ) H(t )A and y k (t ) H k (t )A
k=0,1,2
(4)
H(t ) [ H 0 (t ) H1 (t ) H N (t )]
where
and
A [a0
a1 a N ]T .
(5)
Here the relation between t and
t 2r
H n (t ) is
H 2 n (t )
(2r )!
2r
2 n0 (2n)!(r n)!
(6)
and
t 2 r 1
H 2 n 1 (t )
(2r 1)! r
, r 0,1,2...
2 r 1
2
n 0 ( 2n 1)!( r n)!
(7)
By using (6) and when n=0,1...N the matrix form of the relation is
XT (t ) MH T (t ) and X(t ) H(t )M T
(8)
here
X(t ) [1 t t N ]
and
for even N
1!
0
0
1!0!0!
1!
0
0
2!1!1!
2!
2!
M
0
2
2!0!1!
2 2!1!
N!
N!
0
N
2 N 0!( N )!
2 N 2!( 1)!
2
2
0

N!
2 N N !0!
(9)
Also for odd N
0!
1!0!0!
2!
M 2
2 0!1!

1!
211!1!
2!
2 2!1!
N!
N
2 N 2! 1!
2
0

N!
2 N 0! N !
(10)
1161
From the relation (8)
H(t ) X(t )M T ) 1
is obtained and also the k-th power of each matrix in the equation is
H ( k ) (t ) X ( k ) (t )(M T ) 1 k=01,2...
(11)
where
Clearly, we know that
X1 (t ) X(t )B1
X 2 (t ) X1 (t )B X(t )B 2
X k (t ) X k 1 (t )B X(t )B k
(12)
(13)
where
0
0
B 0
0
0
1 0
0 2
0 0
0
0 0
0
0
0
N
0
At the end if we substitute (11)-(13) into (5) we obtain
y ( k ) (t ) X(t )B k (M T ) 1 A
(14)
3.Method of solution
f (t , y) P0 (t ) y that is f (t , y) is linear. For t 0 , P1 (t )
In equation (1), we assume that

singular point. Since
t t as
0 lim P1* (t ) P1 (t )
0
and
(P2 (t i )X(t i )B2 (MT ) 1 P1 (t i )X(t i )B(MT ) 1

*
(15)
Consequently the matrix form of Eq.(15) is
P XB (M
2
) 1 P1 XB(M T ) 1 P0 X(M T ) 1 A G
*
(16)
where
0
0
P0 (t 0 )
0
P0 (t1 )
0
P0 0
0
P0 (t 2 )

0
0
0
0
0
P1 (t0 )
P1 (t1 )
0
0
P1 (t2 )
P1 0
0
0
P0 (t N )
0
0
0
0

P1 (t N )
0
0
0
1162
has a
P1 (t ) P1 (t ) . And then
i
by using collocation points t i
in our equation we obtain
N
P0 (t i )X(MT ) 1 )A g (t i )
1 x0
0
0
0
P2 ( x0 )
P2 ( x1 )
0
0
1 x1
P2 0
0
P2 ( x 2 )
0 X 1 x 2

1 x
0
0
0
P2 ( x N )
N
The corresponding matrix of equation (16) is
W A G or
W ; G W
wi , j
x0
x1
x2
xN
N
x0
N
x1
N
x2

N
x N
, i,j=0,1,2,...,N
(17)
W P2 XB 2 (MT ) 1 P1 XB(MT ) 1 P0 X(MT ) 1

*
(18)
For conditions the corresponding matrix equations are :
y(0) X(0)(MT ) 1 A u00 u01 u0 N 0
y (1) (0) X(0)B(MT ) 1 A u10 u11 u1N 1

The result matrix in order to find the coefficient matrix is constitued by replacing the last two rows of W matrix
by the matrix of conditions and it is:
w00
w
10
~ ~
W ; F
wN 20
u 00
u10
w01
w11
wN 21
u 01
u11
This system can be solved
w0 N
w1N
wN 2 N
u0 N
u1N
; g (t 0 )
; g (t1 )
; g (t N 2 )
;
0
;
1
easily with LU factorization and if
~
~ ~
rankW rank W; F N 1 then
~
~
A (W ) 1 F can be written. A is uniquely determined. And then the Eq(1) has the unique solution the
solution is by the Hermite polynomials is
y N , (t ) H N (t )A and y N (t ) lim y N , (t ) . And the accuracy

0
of this method can be checked easily. Since the truncated Hermite series is an approximate solution of
Eq.(1),when the solution y N (t ) and its derivatives are substituted in Eq.(1) the result matrix must be satisfied
approximately;that is, for
t t q 0,1 ,q=0,1,2,...
E (t q ) P2 (t q ) y '' (t q ) P1 (t q ) y ' (t q ) P(t q ) y g (t q ) 0

And the error function can be estimated by the function
E N (t ) P2 (t ) y '' (t ) P1 (t ) y ' (t ) P(t ) y g (t )

4.Illustrative Examples
Example 1:
Our first example is
y ''
2 '
y (4t 2 6) y 0
t
1163
and the conditions are
y(0) 1 ,
y ' (0) 0 .
y e t .In our problems we use Maple 9 program in order to obtain the approximate
solutions. We solve this equation for N 10,15,20 . We get approximate solutions of this equation then the
2
The exact solution is
comparison between the exact and approximate solutions is given in Table 1 and plotted errors functions in
Figure 1.
Table 1:The exact and approximate solutions of Example 1
Exact
Solution
1.0000000
1.0100501
1.0408107
1.0941742
1.1735108
1.2840254
1.4333294
1.6323162
1.8964808
2.2479079
2.7182818
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
Ne=10
Ne=15
Ne=20
0.7000E -6
0.3547E-6
0.4546 -6
0.4982E-7
0.5455E-6
0.6029E-6
0.6763E-7
0.7735E-6
0.8963E-5
0.1091E-5
0.4729E-5
0.5300E-27
0.3429E-10
0.3924E-10
0.4260E-10
0.4632E-10
0.5104E-10
0.5719E-10
0.6527E-10
0.7591E-10
0.9018E-10
0.17033E-10
0.2220E-35
0.1279E-14
0.1429E-14
0.1539E-14
0.1667E-14
01834E-14
0.2053E-14
0.2342E-14
0.2724E-14
0.3228E-14
0.1835E-14
-6
x 10
Ne=10
Ne=15
Ne=20
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
Figure 1:The behaviour of errors for various N
Example 2:
Our last example is
y ''
2 '
y y 6 12 x x 2 x 3
x
under these conditions
y(0) 0 , y ' (0) 0 .
1164
We solve this equation for
N 3 and we get the approximate solution of this equation y3 x 2 x 3 which is
the exact solution.

5.Conclusion
In this study a new method for the solution of the Lane-Emden equation has been proposed and investigated. The
method is introduced as an alternative and approximate solution of this equation. The method is based on
Hermite polynomials and at he end we find the coefficient of our mehod for solution. By using Hermite
polynomial we get the solutions easily when compared with other methods. And an accurate and reliable data
we obtain by following the procedure. And also we explain 4 examples here in order to show how useful our
method is. In order to solve our examples we use the Matlab 9 and Maple 9 programmes.We use Maple 9 for the
estimates of exact approximate and errors in our method and Matlab 9 to plot the figure of errors.These
programmes help us to get our datas easily and quickly. These are the advantages of using program for
approximate solutions.The best advantage is also using Hermite polynomial.As we see in our examples our exact
and approximate solutions are very close and our errors are too small to estimate.
6. References:
[1] D.C.Biles, M.P. Robinson, J.S. Spraker, (2002), A generalization of the Lane-Emden equation, J. Math. Anal.
Appl. 273:654-666.
[2] N.T. Shawagfeh, (1993), Nonperturbative approximate solution for LaneEmden equation,
J. Math. Phys. 34:43644369.
[3] H.T. Davis, (1962), Introduction to Nonlinear Differential and Integral Equations, Dover,
New York.
[4] M.Kumar, N. Singh, (2010), Modified Adomian Decomposition Method and computer implementation for
solving singular boundary value problems arising in various physical problems, Comp. Chem. Eng.,In Pres.
[5] S.K.Varani, A. Aminataei, (2010), On the numerical solution of differential equations of Lane-Emden type.
Comp. Math. Appl. 59:2815-2820.
[6] K.Parand, M. Dehghan, A. R. Rezaei, S. Ghaderi, (2010), An approximation algorithm for the solution of the
nonlinear LaneEmden type equations arising in astrophysics using Hermite functions collocation method,
Comp. Phys. Comm.181:1096-1108.
[7] O.P.Singh, R. K. Pandey, V. K. Singh, (2009), An analytic algorithm of LaneEmden type equations arising
in astrophysics using modified Homotopy analysis method, Comp. Phys. Comm.180:1116-1124).
[8] A.Yldrm, T. zi, (2009), Solutions of singular IVPs of LaneEmden type by the variational iteration
method, Nonlinear Analysis, 70:2480-2484.
[9] Y.Q. Hasan, L. M. Zhu, (2009), Solving singular boundary value problems of higher-order ordinary
differential equations by modified Adomian decomposition method, Commun. Nonlinear Sci. Numer. Simulat.
14:2592-2596
[10] D. Benko, D. C. Biles, M. P. Robinson, J.S. Spraker, (2009), Numerical approximation for singular second
order differential equations, 49:1109-1114.
[11] A.Aslanov, (2008),A generalization of the LaneEmden equation, Int. Jour. Comp. Math.,85:1709-1725.
[12] A.Yldrm, T. zi, (2007), Solutions of singular IVPs of LaneEmden type by homotopy perturbation
method, Phys. Letters A, 369:70-76.
[13] A.Wazwaz, (2001), A new algorithm for solving differential equations of Lane-Emden type, Appl. Math.
Comp. 118:287-310
Biographies
Hatice YALMAN Hatice Yalman was born on March 6th 1986 in Mersin ,Turkey. She received her B.Sc
from the department of Mathematics of nn University in 2009 and has been a research assistant at Mula
University since 2010.Her M.Sc is at Mula University and now she is studying Numerical Solutions of
Ordinary Differential Equations.
Yaln ZTRK - Yaln ZTRK was born on November 01th 1983 in Antalya,Turkey. He received his
B.Sc. from the Department of Mathematics of Mula University in 2005 and began his M Sc. in 2006 and
finished his M. Sc. in 2009. He has been research assistant at Department of Mathematics of Mula University
1165
since 2006. He began his Ph.D. under the supervision of Associate Professor Mustafa GLSU in Department of
Mathematics of Mula University in 2009.
His main research interests are computational numerical linear algebra and numerical solutions of differential
and integral equations. Some of his published articles are:
- Mustafa Glsu, Yaln ztrk, Mehmet SEZER, A new collocation method for solution
of mixed linear
integro-differential-difference equations, AMC 216:2183-2198(2010)
- Mustafa Glsu, Yaln ztrk, Mehmet SEZER, On the solution of the abel equation of the second kind by the
shifted Chebyshev polynomials, AMC 217:4827-4833(2011)
- Yaln ztrk, Mustafa Glsu, Mehmet SEZER, Chebyshev polynomial bases for solving linear FredholmVolterra delay differential difference equations. The 6th International Conference: dynamical systems and
applications-2010 Antalya-Turkey, July 10-14, 2010.
-Mustafa Glsu, Yaln ztrk, Chebyshev polynomial approximation for solving the second kind linear
Fredholm integral equation, Erciyes University Journal of the Institute of Science and Technology 26(3):203216(2010)
Mustafa GLSU Assoc.Prof.Dr. Mustafa Glsu was born on October 29th 1965 in stanbul,Turkey. He
received his B.Sc. from the Department of Mathematics of Marmara University in 1988 and was research
assistant at Marmara University. His M.Sc. was from Northeastern University in 1997. He received his Ph.D.
under the supervision of Prof.Dr.Turgut zi in the Department of Applied Mathematics at Ege University in
2002.
His main research interests are ordinary and partial differential equations, integral and difference equations and
their numerical solutions. Assoc.Prof.Dr. Glsu has been reviewer for numerous influential journals, has
published research articles related to differential equations, partial differential equations, integral and difference
equations and has been authored over 20 papers.
- Mustafa Glsu, Yaln ztrk, Mehmet SEZER, A new collocation method for solution
integro-differential-difference equations, AMC 216:2183-2198(2010)
of mixed linear
- Mustafa Glsu, Yaln ztrk, Mehmet SEZER, On the solution of the abel equation of the second kind by the
shifted Chebyshev polynomials, AMC 217:4827-4833(2011)
- Yaln ztrk, Mustafa Glsu, Mehmet SEZER, Chebyshev polynomial bases for solving linear FredholmVolterra delay differential difference equations. The 6th International Conference: dynamical systems and
applications-2010 Antalya-Turkey, July 10-14, 2010.
-Mustafa Glsu, Yaln ztrk, Chebyshev polynomial approximation for solving the second kind linear
Fredholm integral equation, Erciyes University Journal of the Institute of Science and Technology 26(3):203216(2010)
Mehmet SEZER - Prof. Dr. Mehmet SEZER was born on March 20th 1954 in Antalya, Turkey. He received
his B.Sc. from the Department of Mathematics of Ege University in 1976 and was research assistant at Balkesir
of Prof. Dr. Seda MORALI in the Department of Applied Mathematics at Ege University in 1982
and
studied
in
the
field
of
"Parabolic
partial
differential
equations".
department.
His main research interests are ordinary and partial differential equations, integral and difference equations, and
over 80 papers.
1166
The Analytical and a Higher-Accuracy Numerical

Solution of a Free Boundary Problem in a Class of
Discontinuous Functions
Bahaddin Sinsoysal
Beykent University, Department of Mathematics and Computing,
Sisli-Ayazaga Campus, 34396, Istanbul, Turkey
bsinsoysal@beykent.edu.tr
Abstract.In this paper a new method is suggested for obtaining the exact and numerical solutions of the
initial-boundary value problem for a nonlinear parabolic type equation in the domain with the free boundary.
With this aim, a special auxiliary problem having some advantages over the main problem and being
equivalent to the main problem in a definite sense is introduced. The auxiliary problem allows us to obtain the
weak solution in a class of discontinuous functions with regular and singular properties. Moreover, on the
basis of the auxiliary problem a higher resolution method is developed so that the solution accurately
describes all physical properties of the problem. In order to extract the significance of the numerical solutions
obtained by using the suggested auxiliary problem, some computer experiments are carried out.
Keywords: free boundary problem, effect localization, main and auxiliary problem, weak solution,
1 Introduction
It is known that many practical problems such as distribution of heat waves, melting glaciers, filtration of a gas
in a porous medium etc. are described by nonlinear equations of the parabolic type.
In [1], at first the effect of localization of the solution of the equation describing the motion of perfect gas in a
porous medium is observed and the solution in the traveling wave form is structured. Then, the mentioned
properties of the solution for the nonlinear parabolic type equation are studied in [2],[3], etc.
These problems also are called free boundary problems. Therefore, it is necessary to obtain the moving unknown
boundary together with the solution of a differential problem. Its nature raises several difficulties for finding
analytical as well as numerical solutions of this problem.
The questions of the existence and uniqueness of the solutions of the free boundary problems are studied in
[4],[5]. In [5], Oleinik introduced the notion of a generalized solution of the Stefan problem whose uniqueness
and existence were guaranteed in the class of measurable bounded functions.
In the literature there are some numerical algorithms (homogeneous schemes) which are approximated by finite
differences of the differential problem without taking into account the properties occurring in the exact solution
[6],[7],[8].
In [4], Kamenomostskaya considered the classical quasilinear heat conduction equation and constructed the
generalized solution by the use of an explicit difference scheme.
1167
2 Traveling Wave Solution of the Main Problem

We consider the equation
u 2 (u)
=
, in R2
t
x 2
(1)
u( x,0) = u0 ( x ) = 0, in I = [0, )
(2)
u(0, t ) = u1 (t ) = u0t n t > 0
(3)
with following initial

and boundary
conditions, where R2 = I [0, T ) . Here, u0 and n are real known constants. In order to study the properties of
the exact solution of the problem (1)-(3) for the sake of simplicity the case (u) = u is considered. Suppose
that the function (u) is any function that satisfies the following conditions:
(i) (u) C 2 ( R2 ) , (ii) (u) 0 , for u 0 and 2 , (iii) for 2 , (u) have alternative signs on the
domain when u( x, t ) 0 .
It is easily shown that the problem (1)-(3) has the solution in the traveling wave form as
1
1
D 1 1 ( Dt x ) 1 , 0 < x < Dt ,
(4)
u( x , t ) =

0,
x Dt .
Via simple calculation we get

1. the function u( x, t ) and w ( x, t ) =
u
= Du ( x, t ) are continuous in D(t ) = ( x, t ) | 0 x Dt ,0 t T , but
x
ut and u x do not exist when > 2 ,

2. when = 2 , ut and u x are finite,
3
3. for 1 < < , all derivatives ut , u x and u xx exist,
2
3
4. for < < 2 the ut and u x exist, but u xx does not exist.
2
Therefore when > 2 , we must only consider the weak solution for the problem (1)-(3). As it is seen from the
1
1
the solution is equal to zero at x = (t ) = Dt . Here D =
is the speed
u
1 0
1
of the front of the traveling wave and
u((t ), t ) = 0.
(5)
formula (4), when n =
u Du( x , t )
dx
x
Taking into account (5), we get
= t =
= D.
u
u
dt
x
x
It is clear that, when u = 0 the equation (1) degenerates to the first order equation.
The weak solution is defined as follows.
Definition 1. A nonnegative function u( x, t ) which is satisfying the initial condition (2) and boundary
conditions (3),(5) is called a weak solution of the problem (1)-(3) and (5), if the following integral relation
f ( x, t ) u ( x, t ) f ( x, t )
u ( x, t )
dxdt = 0
D (t )
(6)
holds for every test functions f ( x, t ) from C 1,1( D (t ) ) and f ( x, T ) = 0 .

Now, we show that the solution defined by the formula (4) satisfies the integral equality (6), that is, u( x, t ) is the
weak solution of the problem (1)-(3).
1168
According to the definition of the weak solution, we can write

T Dt
0=
u( x, t )
0 0
T Dt
0 0
u ( x, t )
f ( x, t )
dxdt D
t
f ( x, t )
f ( x, t )
Du ( x, t )
dxdt
t
x
T Dt
u( x, t )
0 0
f ( x, t )
dxdt .
x
Changing the order of integration in the first integral and then applying the integration by parts to the inner
integrals of the first and second term in the last expression with respect to t and x , respectively, we have
DT T
0 x/D
u ( x, t )
f ( x, t )
dtdx D
t
T Dt
u ( x, t )
0 0
f ( x, t )
dxdt = 0.
x
If we reapply integration by parts to the inner integrals in the first term and second term by t and x ,
respectively we prove that the solution in the form (4) satisfies the integral relation (6).
3 Auxiliary Problem and Its Exact Solution

In order to find the weak solution of the problem (1)-(3), according to [9] and [10] the special auxiliary problem
v
v
=
,
t x x
(7)
v( x,0) = v0 ( x ),
(8)
u(0, t ) =
v(0, t )
= u0 t n
x
(9)
is introduced.Here, the function v 0 ( x ) is any solution of the equation
dv0 ( x )
= 0.
dx
(10)
The problem (7)-(9) has the solution
D 1 1 1 ( Dt x ) 1 , x < Dt ,
v( x, t ) =

0,
x Dt
(11)
in the traveling wave form [9]. As is seen from (11) the differentiability property of the function v( x, t ) is more
than the differentiability property of the solution u( x, t ) . In addition to this, from (11) we get
u( x , t ) =
v ( x, t )
.
x
(12)
Theorem 1. If the function v( x, t ) is a soft solution of the problem (7)-(9), then the function u( x, t ) obtained by
(12) is a weak solution of the main problem (1)-(3) in sense of (9).
The auxiliary problem has the following advantages:
1169
i) The function v( x, t ) is smoother than u( x, t ) ,

ii) The function v( x, t ) is an absolutely continuous function,
iii) In the process of finding the solution u( x, t ) , one does not need to use the first and second derivatives of
u( x, t ) with respect to x.
The graphs of the function structured by the formulas (4), (11) and (12) are shown in the Figure 1 a), b)
and 2 a), respectively.
Figure 1: a) The exact solution of the main problem, b) The exact solution of the auxiliary problem
Figure 2: a) The function u ( x, t ) =
v( x, t )
, b) Numerical solution obtained by using the classical algorithm
x
(17)-(19)
4 Developing a Numerical Algorithm in a Class of Discontinuous Functions

In this section we investigate an algorithm for finding a numerical solution of the problem (1)-(3). At first, we
cover the region D (t ) by a special grid
= ( xi , t k ) | xi = Dt i , t k = k , i, k = 0,1,2,...,
where is the step of the grid with respect to t variable.
Now, we will develop a numerical algorithm as follows. Since the function
u
is continuous, we can
x
approximate the problem (7)-(9) by the following finite differences schemes

Vi,k 1 = Vi ,k
i 1,k
Vi ,k Vi,k Vi 1,k ,
(13)
1170
Vi,0 = v0 ( x i ),
(14)
V0,k = V1,k hu0 t kn ,
(15)
(i = 0,1,2,...;k = 0,1,2,...). Here, h D and v0 ( x i ) is any grid function of the equation (10).
It can be easily shown that,
U i ,k =
Vi 1,k Vi ,k
(16)
and the grid function U i ,k 1 defined by (16) is a solution of the nonlinear system of algebraic equations
U i,k 1 = U i,k
i 1,k
2U i,k U i1,k ,
(17)
(i = 1,2,...;k = 0,1,2,...). The initial and boundary conditions for (17) are
U i,0 = 0,
(i = 0,1,2,...)
U 0,k = u0 t kn ,
(18)
(k = 0,1,2,...).
(19)
Here, Vi ,k and U i ,k are the approximation values of v( x, t ) and u( x, t ) at any point ( xi , t k ) of the grid .
5 Numerical Experiments
In order to extract the significance of the suggested method, the numerical solution obtained using the proposed
auxiliary problem is compared with the exact solution of the problem (1)-(3) on an equal footing. With this aim,
firstly, computer experiments are performed on the algorithm (13)-(15) with the values = 3 , T = 2,4 and 6.
The graphs of the obtained numerical solutions are presented in Figure 3 a). The numerical solutions of the main
problem (1)-(3) obtained by using the algorithm (13)-(15) are shown in Figure 3 b). The numerical solution of
the main problem obtained using the algorithm (17)-(19) is demonstrated in Figure 2 b).
Figure 3: a) Numerical solution of the problem (13)-(15), b) Numerical solution of the main problem obtained
by using the solution of the problem (13)-(15)
Comparing the Figures 1 a) and 3 b) shows that the numerical and the exact solutions of the main problem (1)(3) coincide. Moreover, the graphs of the functions v( x, t ) and Vi ,k coincide, too.
1171
Thus, the numerical experiments carried out show that the suggested numerical algorithms are efficient and
economical from a computer point of view. The proposed algorithms permit us to develop the higher resolution
methods where the obtained solution correctly describes all physical features of the problem, even if the
differentiability order of the solution of the problem is less than the order of differentiability which is required by
the equation from the solution.
The finite differences scheme (13)-(15) has the first order approximation with respect to t . But using the
different versions of the Runge-Kutta's methods we can increase the order of the algorithms mentioned above.
6 Conclusions
The new method is suggested for obtaining the regular weak solution for the free boundary problem of the
nonlinear parabolic type equation.
The auxiliary problem which has some advantages over the main problem is introduced and it permits us to find
the exact solution with singular properties.
The auxiliary problem introduced above allows us to develop the higher resolution method where the obtained
solution correctly describes all physical features of the problem, even if the differentiability order of the solution
of the problem is less than the order of differentiability which is required by the equation from the solution.
References
1.
Barenblatt, G.I., Vishik, M.I. (1956). On the Finite Speed of Propagation in the Problems of Unsteady
Filtration of Fluid and Gas in a Porous Medium, Prikladnaya Mat. Mech. (Applied Mathematics and
Mechanics), 20(3): 411-417.
2. Antoncev, S.N. (1981). On the Localization of Solutions of Non-linear Degenerate Elliptic
andParabolic Equations, Soviet Math Dokl., 24: 420-424.
3. Martinson, L.K., Pavlov, K.B. (1972). On the Problem of Spatial Localization of Thermal Perturbations
in the Theory of Non-linear Heat Conduction, USSR Computational Math and MathPhysics, 12(4): 261268.
4. Kamenomostskaya, S.L. (1961). On Stefan's Problem, Math. Sb., 53(95) 4: 489-514.
5. Oleinik O.A. (1960). A Method of Solution of the General Stefan Problem, Soviet Math. Dokl., 1(6):
1350-1354.
6. Abramov, A.A., Gaipova, A.N. (1971). On the Numerical Solution of Some Sets of Differential
Equations for Problems Stefan's Type, USSR Computational Math and Math Physics, 11(1): 162-170.
7. Baklanovskaya, V.F. (1962). The Numerical Solution of a Nonstationary Filtration Problem, USSR
Computational Math and Math Physics, 1(1): 114-122.
8. Budak, B.M., Uspenskii, A.B. (1969). A Difference Method with Front Straightening for Solving Stefan
Type Problems, USSR Computational Math and Math Physics, 9(6): 83-103.
9. Rasulov, M. A. (1992). A Numerical Method of Solving a Parabolic Equation with Degeneration, Dif.
Equations, 18(8): 1418-1427.
10. Sinsoysal, B. (2010). A New Numerical Method for Stefan-Type Problems in a Class of Unsmooth
Functions, Int. J. Contemp. Math. Sciences, 5(27): 1323-1335.
1172
Testing the Validity of Babinet's Principle in the

Realm of Quantum Mechanics with a
Numerical Case Study of an Obstacle
Mustafa Demirplak1, Osman alar Akn2
1
Department of Chemistry, Fatih University, Bykekmece, stanbul 34500 TURKEY

2
Department of Physics, Fatih University, Bykekmece, stanbul 34500 TURKEY
1
mdemirplak@fatih.edu.tr, 2ocakin@fatih.edu.tr
Abstract. This report presents a test of the Babinet's principle in the realm of quantum mechanics. The
principle states that complementary objects in configuration space will end up having the same diffraction
pattern. The same pattern can be obtained by using first principles calculation based on Huygens' principle,
too. Yet there is no obvious reason why these principles must also be valid for material points as well, since
both of the aferomentioned principles were set for optics. In this work we calculate the numerically exact
scattering solutions of the time dependent Schrdinger equation on a two dimensional grid. Although, there
seems to be no enforing condition between Huygens' principle and first principles of quantum mechanics
similar results are obtained.
Keywords: quantum mechanics, molecule diffraction
1 Introduction
To this day in optics the calculation of diffraction patterns of two dimensional objects have been carried out
by means of Rayleigh Sommerfeld formulation of diffraction integrals or Huygens-Fresnel-Kirchoff integrals.
The latter stem from Huygens' principle. This principle is axiomatic in nature in the same sense as the Hamilton's
principle of analytical mechanics. It is only natural to ask whether the implications of the same principle hold for
the wave mechanics of the quantum world where the essential actors are electromagnetic waves but wavicles
(wave particles) that are subject to the time dependent Schrdinger equation. In passing, we also note that
Huygens' principle is older than Maxwell's and Schrdinger's equation.
When Fresnel applied Huygens' principle [1] to the diffraction of light by two dimensional apertures,
Poisson, a strong advocate of the Newtonian corpuscle theory, was opposed to Fresnel's results. He applied the
same method to a circular obstacle in lieu of a circular aperture and found out that there must be a bright spot
right behind the obstacle, a seemingly unreasonable phenomenon. Poisson used this result as a mockery of and
objection to Fresnel's theory. Later, Arago has performed the experiment proposed by Poisson and confirmed the
presence of a bright spot as predicted by Fresnel's theory. Due to this ironic history, Poisson's name is coined
with the counter intuitive bright spot. (Also referred as Poisson Arago spot.) Poisson's spot [2] can also be
regarded as the result of a different principle in physical optics, known as Babinet's principle [3-5]. The
applications [6-10] of these principles in optoelectronics is ubiquitous. However, there seems to be a lack of
quantum mechanical computations for the general theory of a Poisson spot with material points although some
experiments with molecules have been performed to prove the existence of similar structures.
1173
In this paper we demonstrate the presence of a Poisson spot through first principles computations of
quantum dynamics. To this end a Gaussian wave packet is scattered from an almost hard scatterer with finite
width and height. For the scattered waves we have calculated the integrated probability flux density across a line
parallel to and far away from the obstacle. Section (2) describes the numerical methods that are applied. Section
(3) presents our results and concludes.
2 Computational Details
The time dependent Schrdinger equation (TDSE) is the equation of motion of quantum mechanics.
f x, y,t
= Hf x, y,t
t
(1)
Here f is the complex valued wave function and H is the Hamiltonian. It consists of the kinetic and -possibly
time dependent- potential energy operators.
H := T + V =
2 2
+ V x, y
2M
(2)
The Laplacian consists of second order partial derivatives with respect to the x, y dimensions. The potential
energy part of the Hamiltonian for this problem is a hard scatterer. However, we employ a potential energy
function of a short range nature with tunable stiffness and height parameters. It is defined as follows.
V x, y =: g x; a x ,bx g y; a y ,by
(3)
where
b
b
g x; a,b := aexp
+
, x x1 , x2 .
2
2
x x1 x x2
(4)
The function g vanishes outside of the interval in equation (4). It has the merit that not only the function itself,
but also all of its derivatives vanish at the boundaries. Therefore the scatterer is truly a short range potential
without any tails whatsoever. (This aspect is to be contrasted with the reciprocal cosh-square functions as
candidates of scatterers.) By varying the positive parameters a, b one can tune the height and the stiffness of the
potential, respectively.
Although, the unitary time development of the state is taken care of by the propagator
U t := exp itH / or the time evolution operator through f x, y,t = U t f x, y,0 , the simultaneous
presence of the kinetic and potential energy terms in the Hamiltonian makes the evolution step difficult due to
the second order partial derivatives in the kinetic energy term. To this end one splits [11] the propagator as
follows.
U dt = exp dtV exp idtT / exp dtV + O dt 3

2
(5)
The error term depends on the commutators of the kinetic and potential energy operators. Eq. (5), by splitting the
propagator, offers a straightforward evolution algorithm: (1) Given a state f x, y, t one first applies the half
potential energy operator where it is already diagonal in the coordinate space. (2) Then the resulting function is
Fourier transformed [12] to the momentum space where the kinetic energy is diagonal thereby alleviating the
difficulty of applying an exponential differential operator. (3) Finally, an inverse Fourier transform back to the
coordinate space followed by the remaining half of the potential energy operator yields the state
f x, y,t + dt . This paradigm is unconditionally stable and preserves the unitary nature of the time evolution.
1174
A common difficulty encountered in the scattering computations with free boundaries is the problem of
spurious behavior of the wave packet when it approaches a boundary. For instance, when the scattering
computations are run in a box, after a certain amount of time the wave packet reaches one of the boundaries of
the box and gets reflected. There are two remedies suggested in the literature: One can either (1) map the
infinite interval through a logarithmic coordinate transformation to a finite domain, or (2) add a negative
imaginary absorbing potential around the boundaries. In our calculations we have employed the absorbing
boundary conditions by adding an ad hoc negative imaginary potential close to the proximity of the boundaries.
This method treats the grid spacings homogeneously, a feature that is lacked in the coordinate transformation
alternative. Neuhasuer and Baer [13] have given a semi heuristic choice for the functional form of the absorber.
Per their suggestion we use a ramp like function whose slope is determined to maximize absorption and
minimize reflection. (See also the work by Arnold [14].)
The goal of this paper, computation of the Poisson spot, is calculated by the time integral of the probability
current density j x, y, t across a line far from the scattering potential.
Px y =lim
o
(6)
j xo , y, s xds
where x is the unit vector in the positive x direction and the probability current density is defined as
j x, y,t :=
fgradf fgradf
2Mi
(7)
where the over bar denotes complex conjugation.

In our computations we employ the atomic units often abbreviated as au. Thus, = 1 and for a wave packet
corresponding to a hydrogen atom M = 1837 . This is set in an effort to mimic the physical parameters of
Reisinger et al. [15] in the molecular regime as input to our computation. However, the investigators use
micrometer range dimensions where we employ the nano scale. We run the simulation on a square box of side 20
au with 262144 (square of 512) grid points. Fourier transforms are evaluated by the methods of efficient FFTW
library. The initial wave packet is a Gaussian centered at the point (4.5,10). It has a wave vector (4.0,0), i.e. it
moves in the positive x direction. When computed, this yields a speed of 1000 m/s or so for a H atom. The
spread of the wave packet is 1.5 au. As for the scatterer it has a width of 0.1 au and a height of 1.0 au. It is
located 4 au to the positive x side of the wave packet.
Fig. 1. Integrated probability current density clearly demonstrates the presence of a Poisson spot right
behind the center of the obstacle. It is located at 10 au
1175
We present the integrated probability current density in Fig. (1). The screen was put at x=14.5 au axis. Right at
the projection of the center of the obstacle (the y=10 au point), one observes the presence of a Poisson spot.
Displayed in Fig. (2) are the snapshots of the simulation. t=0 au corresponds to the beginning of the simulation.
The initial wave packet manifests the spherical symmetry of its Gaussian envelope in probability density,
whereas real and imaginary parts reveal the plane wave nature. t=2000 au is a typical moment of scattering
where the probability density is squeezed and real and imaginary parts turn into spherical waves. A weak
Poisson spot at this moment is apparent only after a close inspection. At t=4980 au scattering is over and plane
waves are now completely turned into spherical ones. A bright Poisson spot in this case is evident. Also note the
ripples due to the absorbing potential.
Fig. 2. Three representative snapshots of the scattering of a Gaussian wave packet

with a rectangular obstacle of finite width and height. Top row displays the
probability densities. Middle and bottom rows display the real and imaginary parts of
the wave packet, respectively. Notice the bright Poisson spot at 4980 au after the
scattering
References
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1176
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Pennsylvania: SIAM.
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Biographies
Mustafa Demirplak A native of mid Anatolian town Konya, Mustafa Demirplak was born 1978. He received
his BS in chemistry from Bilkent University in Ankara in 2000. He received his MS (2001) and PhD (2005)
degrees from The University of Chicago. His thesis was on the aspects of adiabatic population transfer and
control. Currently, he is a faculty member of the Department of Chemistry at Fatih University.
Previously, he has published on the dephasing statistics of diatomic systems in dense media and adiabatic
quantum control of simple systems where he introduced the counter diabatic field paradigm. His current research
interests include the rigorous examination of chemical equilibrium via the tools of computational algebraic
geometry.
Osman alar Akn Born in 1971 in Mersin Turkey, Osman alar Akn received his B.Sc. in Physics from
Middle East Technical University in 1994. He received his M.Sc. from METU Physics Department in 1997 wit a
thesis on the design considerations of an IFEL accelerator. He received his Ph.D. degree from University of
North Texas in 2008 with his work on perturbation of renewal processes. Currently he is a faculty member in
Department of Physics at Fatih University.
1177
A Computational Study of the Linear and Nonlinear

Optical Properties of Aminopyridines,
Aminopyrimidines and Aminopyrazines
Hamit ALYAR1, Saliha ALYAR2
1
ankr Karatekin University, Physics Department, ankr, Turkey, halyar@karatekin.edu.tr

ankr Karatekin University, Chemistry Department, ankr, Turkey, saliha@karatekin.edu.tr
Abstract: In this study, we investigated the linear and nonlinear optical properties of 22 heterocycyclic aromatic amines
including aminopyridines, aminopyrimidines and aminopyrazines. The theoretical calculations were performed with the
different three hybrid density functional theories (DFT), BPV86, B3PW91 and B3LYP, and used the 6-311++G(3d, 3p) basis
set. The results show that 2-amino-5-nitropyridine and 2-amino-4methyl-5-nitropyridine compounds exhibit large nonlinear
optical properties.We also consider semi-empirical polarizability and molecular volume calculations at the AM1 level of
theory together with QSAR-quality empirical polarizability calculations. Least-squares correlations between the various sets
of results show that these less costly procedures are reliable predictors of <> for these molecules, but less reliable for the
larger molecules.
Keywords: Nonlinear optical properties, aminopyridines, hyperpolarizability, B3LYP
1 Introduction
The search for nonlinear optical (NLO) materials has been of great interest in recent years because of their
potential applications in laser spectroscopy and laser processing [1], [2], optical communications, data storage
and image processing [3], [4], [5], [6] and terahertz (THz) wave generation technology[7] which use in the fields
of semiconductor, tomographic imaging, label free genetic analysis, cellular level imaging, biological sensing
and so on [8]. Organic materials are optically more nonlinear than inorganic materials due to weak Van der walls
and hydrogen bonds which posses a high degree of delocalization. Amino acids and their complexes belong to a
family of organic materials that have applications in NLO [9], [10], [11] Aminopyridines are bioactive Nheterocyclic tertiary amines, which increase the strength of the nerve signal by blocking of the voltagedependent K+ channel [12]. Also, aminopyridines have been proposed as drugs for the treatment of many
diseases such as antithrombus drugs and antimicrobial agents [13]. In particular, 2-aminopyridine is one of the
potential impurities in piroxicam and teroxicam which are non-steroided antiflammatory drugs that used in
musculo-skeletal and joint disorders [14]. Moreover, aminopyridines are commonly present in synthetic and
natural products [15]. They form repeated moiety in many large molecules with interesting photophysical,
electrochemical and catalytic applications [16].
Amino acids are interesting materials for NLO applications as they contain a proton donor carboxyl acid (COO -)
group and the proton acceptor amine (NH2) group with them [8], [17]. 2-Aminopyridines are promising
substituted pyridines which have been shown to be biologically active molecules [18]. Additionally, because of
their chelating abilities, 2-aminopyridines are commonly used as ligands in inorganic and organometallic
chemistry [19]. If substituted with optically active groups, they could potentially serve as chiral auxiliaries or
1178
chiral ligands in asymmetric reactions. For these reasons, 2-aminopyridines are valuable synthetic targets. 4aminopyridine is a voltage-gated K+ (Kv) channel blocker that is useful clinically in the treatment of spinal cord
injuries [20] and multiple sclerosis [21]. In addition to its therapeutic applications, 4-aminopyridine is routinely
used to isolate different types of K v channels expressed in native tissues based on their affinities for the drug
[22].
Fig.1. Structures of the aminopyridine, aminopyrimidine and aminopyrazine analogues.

The polarizability and hyperpolarizability of 4-aminopyridine have been studied by Z. Latajka et al. with semiempirical PM3 and time-dependent Hartree Fock(TDHF) methods [23]. Although the fluorescence properties of
22 heterocyclic aromatic amines including aminopyridines, amiminopyrimidines aminopyrazines were studied
by K. Yamamoto et al. [24], there do not appear to be any corresponding experimental data in the literature,
neither are there any other ab initio calculations for title molecules except for 4-aminopyridine. In earlier studies,
we calculated the torsional barrier and nonlinear optical properties of phenylpyridines, phenyltriazines and
thalidomide. In this paper, we study the nonlinear optical properties of aminopyridines, aminopyrimidines and
aminopyrazines. Studied molecules are presented at the Fig.1.
This study is extended to the determination of AM1 [25] semi-empirical polarizability together with QSARquality empirical polarizability and molecular volume calculations from optimized geometries using HyperChem
v7 [26]
2 Computational details
The geometries were fully optimized without any constraint with the help of analytical gradient procedure
implemented within Gaussian 03W program [27]. All the parameters were allowed to relax and all the
calculations converged to an optimized geometry which corresponds to a true energy minimum revealed by the
lack of imaginary values in the frequency calculations.
1179
The performance of various DFT functionals and of basis sets in hyperpolarizability calculations have been
extensively studied for organic NLO materials [28], [29]. Accurate calculation of nonlinear optical properties
requires the use of extended basis sets and high level of theory. In particular, these basis sets have to include d
and p polarization functions together with s and p diffuse functions. In the present study, we utilized three hybrid
density functionals (B3LYP, BPV86, B3PW91) methods [30], [31], [32], [33] with 6-311++G(3d,3p) basis set
[34], [35] to estimate molecular static polarizability, anisotropy of polarizability and first static
hyperpolarizability () of 22 heterocyclic aromatic amines including aminopyridines, amiminopyrimidines
aminopyrazines. The first static polarizability () calculated analytically, whereas first static hyperpolarizability
() has been computed by using a finite-field procedure based on the numerical differentiation twice with respect
to electric field.
3 Results and discussion

3.1. Linear and nonlinear optical properties
It is well known that the nonlinear optical response of an isolated molecule in an electric field Eican be presented
as a Taylor series expansion of the total dipole moment, tot, induced by the field:
tot = 0+ ijEj + ijkEjEk+
Where is the linear polarizability, 0 the permanent dipole moment and is the first hyperpolarizability tensor
components.
In this study are presented values of the static mean polarizability, <>as defined in the following equation [36]:
<> = 1/3 (xx + yy + zz )
The complete equation for calculating the total static first hyperpolarizability magnitude of from Gaussian output
is given as follows [37],
tot = [(xxx+ xyy + xzz)2 + (yyy + yzz+ yxx)2 + (zzz+ zxx + zyy)2]1/2
The polarizability and first static hyperpolarizability of 4-aminopyridine have been studied by Z. Latajka et al.
[23]. They calculated the polarizability with the PM3 Hamiltonian and at the ab initio level with the minimal
STO-3G basis set as 55.2 a.u. and 35.4 a.u., respectively. First static hyperpolarizability of 4-aminopyridine were
calculated with two method as 638.1 a.u. and 142.3 a.u., respectively. In this study, polarizability of 4aminopyridine were calculated with B3LYP and BPV86 methods and 6-311++G(3d,3p) basis set as 75.7 a.u. and
77.6 a.u., respectively. Also, first static hyperpolarizability of 4-aminopyridine were calculated with two method
as 143.5 a.u. and 75.2 a.u., respectively. The B3LYP hyperpolarizability result is very compatible with the ab
initio STO-3G level value for 4-aminopyridine.
In Table 1, the calculated theoretical values of the static mean polarizability and first static hyperpolarizability
are shown. It can be seen that from Table 1,
1.
2.
3.
4.
5.
6.
When the H atom on the 2-aminopyridine is replaced by methyl group (at the R1, R2, R3 and R4 position)
hyperpolarizability of 2, 3, and 4 increased approximately four fold.
When the H atom on the 2-aminopyridine is replaced by NO2 group at the R1 position, hyperpolarizability
of 5 increased approximately 13, 16, 19 fold with B3PW91, BPV86, and B3LYP methods, respectively.
When the H atom on the 2-aminopyridine is replaced by NO 2 group at the R3 position, hyperpolarizability of
6 increased dramatically. Hyperpolarizability value of 2-aminopyridinechanged from 20.16, 28.18, and
22.08 a.u for 6 to 1313.65, 1242.88 and 1345.29 a.u. with BPV86, B3PW91 and B3LYP methods,
respectively.
It can be seen from Table 1, the largest hyperpolarizability are obtained for 6, 8, 13 and 22 among the title
molecules.
A large difference among the hyperpolarizability of aminopyrimidines has not been seen.
As can be seen from Table 1, hyperpolarizability values of aminopyrimidines and aminopyrazines are very
close to each other, but for 22 the hyperpolarizability increased dramatically due to the H atom on the
aminopyrazine is replaced by phenyl group at the R2 position.
1180
Table 1. Static polarizability, first static hyperpolarizability and molecular volume of studied molecules.
Mol.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
<>/a.u.
AM1
51.74
61.15
63.15
64.43
72.23
74.04
70.92
72.32
81.58
59.71
61.83
72.58
82.87
50.90
59.62
69.07
64.32
74.58
51.70
68.58
108.83
114.35
BPV86
75.55
89.46
92.76
93.05
99.74
103.30
98.17
104.21
118.19
84.91
93.86
107.60
116.71
72.77
85.70
102.34
93.97
108.27
73.70
97.11
151.90
159.28
B3PW91
73.17
86.45
89.37
89.67
96.41
98.94
97.30
99.66
112.26
81.58
90.41
103.45
111.80
70.22
81.67
98.16
89.86
103.52
71.14
93.34
146.45
152.83
B3LYP
73.90
87.20
90.16
90.41
97.24
99.75
98.17
100.51
113.11
82.37
91.24
104.29
112.60
70.92
82.40
98.96
90.55
104.31
71.83
94.15
147.68
154.00
tot/ a.u.
BPV86
20.16
94.01
242.06
229.69
325.68
1313.65
242.80
844.87
528.13
363.47
283.38
184.09
1128.71
230.91
224.96
190.00
252.41
307.72
219.04
184.81
254.80
845.97
B3PW91
28.18
102.04
256.24
244.65
379.50
1242.88
239.66
780.59
673.70
386.59
297.84
206.89
1088.72
247.93
177.94
202.11
234.37
285.05
241.09
216.48
264.55
769.56
B3LYP
22.08
98.00
265.35
244.73
420.40
1345.29
258.61
840.50
705.62
370.82
284.39
209.90
1183.02
238.66
183.78
213.24
238.50
295.11
230.14
230.48
271.32
734.17
Vol.(3)
354.8
404.82
405.08
405.26
403.83
411.38
420.26
426.50
468.12
371.26
392.18
460.07
456.38
337.74
380.33.
446.62
413.70
471.51
338.24
407.86
545.55
551.15
3.2. QSAR-quality calculations

Dipol polarizabilities are often used in QSAR studies, where the aim is to give a reliable but quick estimate of
<>. DFT polarizability calculations are prohibitively expensive in a QSAR context, even for such simple
molecules. One therefore looks to less rigorous but reliable procedures.
The relationship mean polarizability and molecular volume (Vmol) is defined as [38];
<> = 40Vmol
The molecular volume can be estimated very easily from molecular mechanics without the cost of a full quantum
mechanical calculation. The molecular volumes are routinely determined in QSAR studies, and typical values
shown in Table 1. The correlation coefficient was found as 0.94 between the molecular volumes and B3LYP
mean polarizabilities. The AM1 mean polarizability calculations give values that correlate well with the B3LYP
(with a correlation coefficient of 0.99).
Polarizabilities can be accurately calculated for molecules of modest size, and it is generally accepted that ab
initio calculations can effectively replace experiment. The field has recently been reviewed by Marroulis[39].
Finally DFT polarizability calculations at B3LYP/6-311++G(3d,3p) level of theory are adequate for this
molecules. However, we consider the likely reliability of various easily-computated indices such as the
molecular volume and AM1 polarizabilities discussed above. According to obtained results of linear regression
coefficients R2 are given in Table 2.
Table 2 Linear regression coefficients R2 for the studied molecules
Correlation of <>B3LYP with
Molecular volume
R2= 0.94 (Y= 0.3585X-53.185)
<>AM1
R2= 0.99 (Y= 1.2881X+ 7.1264)
1181
4. Conclusion
In the present study, linear and nonlinear optical properties of aminopyridines, aminopyrimidines and
aminopyrazines calculated with different DFT methods. Comparison of the calculated and previous semiemprical and HF datas for 4-aminopyridine indicates that the semiempirical PM3 values are overestimated, and
B3LYP hyperpolarizability result is very compatible with the ab initio STO-3G level value for 4-aminopyridine.
The largest hyperpolarizability values obtained for 6, 8, 13 and 22 among the studied molecules. This study
reveals that these molecular systems(6, 8, 13 and 22) have large first static hyperpolarizabilities and may have
potential applications in the development of NLO materials.
We consider the likely reliability of various easily computed indices such as the molecular volume and AM1
polarizabilities discussed above. AM1 polarizability calculations are in poor quantitative agreement with the
B3LYP results. Nevertheless, AM1 average polarizability gives a correlation coefficent of 0.99 when compared
to the B3LYP results.
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39.G. Marroulis, Computational aspects of electric polarizability calculations: Atoms, molecules and clusters, Journal
of Computational Methods in Sciences and Engineering, 4, 235-235, (2004).
Hamit Alyar-Hatay, 1971. Hereceived the B.S. degree in physics from the Atatrk University, Erzurum,
Turkey, 1992, and the M.S. and Ph.D. degrees in physics from the Gazi University, Ankara, Turkey, in 1999 and
2005.
1183
Reflection Investigation in Metamaterial

Slab Waveguides
Ercan UGUN1, Ali ETN2
1
Department of Physics, Dumlupnar University, Ktahya, TURKEY

Department of Physics, Eskiehir Osmangazi University, Eskiehir, TURKEY
1
eucgun@dpu.edu.tr, 2acetin@ogu.edu.tr
Abstract.In this study, reflection from through single-negative metamaterial slab waveguides is presented.
Reflections versus wavelength are plotted for different number of bilayer. It is shown that reflections
approximately are reached hundred percent with increasing bilayer number.
Keywords: reflection, slab waveguides, metamaterials
1 Introduction
Metamaterials are engineered materials that are not found naturally. Due to unique properties of these
materials, those materials are attracted for scientists especially physicists and electronic engineers. In the last
decade, single-negative metamaterials with negative electrical permittivity produced artificially are important in
optical frequencies. Recently, a considerable amount of work has been reported on metamaterials [1-7].
In 1968, the Russian physicist Victor Veselago is proposed the existence of electromagnetic materials
called metamaterials with negative permittivity and permeability [8]. While single-negative metamaterials are
designed with a negative permittivity or permeability, which are called SNG, double-negative metamaterials are
designed to have both negative permittivity and permeability, which are called DNG.
Metamaterials are produced periodically with periods much less than a wavelength. Negative
permittivity or/and permeability could cause electromagnetic waves travelling in these media to exhibit unusual
properties which are interested by scientists. The waves travelling in these media are refracted at negative angles
according to conventional media. However, due to negative refraction index, the direction of phase and group
velocity is opposite. These unusual characteristics are used for designing new devices such as optical filter, antireflection and high reflection coatings.
Metamaterials are periodic structures which designed to control of propagation of electromagnetic
waves. Therefore, metamaterials have the potential to manipulate the wave propagation in a manner that eludes
the conventional materials due to periodic nature that can either be small-scale or resonant [9-17]. The practical
applications of metamaterials are currently limited to their operational bandwidths.
2 Theory
Metamaterials have several unusual properties with compared to the regular materials. These unusual
properties can be expressed as follow. Phase velocity of electromagnetic waves is anti parallel to the group
velocity and flow of energy while Poynting vector and group velocity are parallel for conventional materials.
Thus, propagation is described by a left hand rule. Waves are refracted at a negative angle relative to the
conventional materials. Evanescent waves grow with distance into the medium.
1184
For a DNG material index of refraction for real permittivity and permeability is n r r and the
intrinsic impedance is n r r .
These periodic structures are produced with two different refractive indexes. One of dielectric material
has low refractive index and the other has high refractive index. This structure is the simplest periodic structure
provided that [18]
n a x a 2
n x 2 1
(1)
n1 a 2 x d
where a1 and a2 are the thicknesses of layer one and two, respectively and d is the sum of a 1 and a2. Schematic
representation of the slab is shown in Figure 1. The refractive index of 1D medium can be written as [19]
n x n x d
(2)
where is an integer number as known period number and d is periodic length in x-direction and called the
lattice constant of the structure.
Figure 1. Schematic representation of the periodic slab with two materials.

The ratio between the intensity of the reflected wave and that of the incident wave is called reflectance
R, and represented of the percentage of energy reflected by the periodic slab and expressed as
R
Er
(3)
2
Ei
where Er is the amplitude of reflected wave and Ei is the incident wave that is thorough interfaces of media.
3 Modeling and Calculations

We designed a bilayer structure that has different refractive indexes (n 1 and n2) and different number of
bilayer (N) with quarter-wavelength. Each pair of metamaterial and dielectric slabs have the same width and
opposite refractive indexes. We are taken 0=500 nm and the range of the wavelength is between 300 and 800
nm. The incident and reflected fields are considered on the top of each interface as seen in Figure 1. We assumed
that the incident fields are coming from the top of structures.
We plot reflectance graphs versus wavelength range with different number of bilayer.
1185
Figure 2. Reflection versus wavelength for two bilayers.

From Figure 1, the reflection for dielectric/dielectric bilayer is reached about 80 % between 450 and
650 nm. For dielectric/metamaterial bilayer, the reflection value of 80 % is about between 400 and 700 nm.
Figure 3. Reflection versus wavelength for four bilayers.

From Figure 2, the reflection for dielectric/dielectric bilayer is reached about 100 % between 430 and
620 nm. For dielectric/metamaterial bilayer, the reflection value of 100 % is about between 350 and 800 nm.
Figure 4. Reflection versus wavelength for six bilayers.
1186
From Figure 3, the reflection for dielectric/dielectric bilayer is not changed too much. But for
dielectric/metamaterial bilayer, the reflection value of 100 % is reached all the wavelength range of between
300 and 800 nm.
Figure 5. Reflection versus wavelength for eight bilayers.

From Figure 4, the reflection for dielectric/dielectric bilayer is not changed too much again. But for
dielectric/metamaterial bilayer, the reflection value of 100 % is reached all the wavelength range of between 300
and 800 nm.
In this paper, the reflection coefficients of multilayered structures including both metamaterial and
dielectric layers are studied. We study first a structure consisting of a metamaterial and dielectric slab, second a
structure consisting of dielectric and dielectric slab. It has been found that the metamaterial dielectric structures
have very interesting features. In conclusion, dielectric/metamaterial bilayers can be used for antireflecting
coating in different areas of scientific applications.
References
1. V. Veselago, L. Braginsky, V. Shklover, and C. Hafner, Negative Refractive Index Materials, Journal of
Computational and Theoretical Nanoscience, Vol. 3, No. 2, 189-218, 2006.
2. W. J. Padilla, D. N. Basov, D. R. Smith, Negative Refractive Index Metamaterials, Materials Today, Vol. 9,
No. 7-8, 2006.
3. A. Boltasseva, V. M. Shalaev, Fabrication of Optical Negative-Index Metamaterials: Recent Advances and
Outlook, Metamaterials, Vol.2, No. 1, 1-17, 2008.
4. R. B. Greegor, C. G. Parazzoli, K. Li, B. E .C. Koltenbah and M. Tanielian, Experimental Determination and
Numerical Simulation of the Properties of Negative Index of Refraction Materials, Optics Express, Vol. 11, No.
7, 688-695, 2003.
5. A. Diaz, J. H. Park, and I. C. Khoo, Design and Transmission-Reflection Properties of Liquid Crystalline
Optical Metamaterials with Large Birefringence and Sub-Unity or Negative-Refractive Index, Journal of
Nonlinear Optical Physics & Materials Vol. 16, No. 4, 533549, 2007.
1187
6. G. X. Yu, Y. T. Fang, T. J. Cui, Goos-Hanchen Shift from and Anisotropic Metamaterial Slab, Central
European Journal of Physics, Vol. 8, No. 3, 415-421, 2010.
7. N. C. Panoiu, R. M. Osgood Jr., Numerical Investigation of Negative Refractive Index Metamaterials at
Infrared and Optical Frequencies, Optics Communications, Vol. 223, No. 4-6, 331-337, 2003.
Soviet
Physics Uspekhi, Vol. 10, No. 4, 509-514, 1968.
9. P. Kolinko and D. R. Smith, Numerical Study of Electromagnetic Waves Interacting with Negative Index
Materials, Optics Express, Vol. 11, No. 7, 640-648, 2003.
10. J. Li, Y. Chen and V. Elander, Mathematical and Numerical Study of Wave Propagation in Negative-Index
Materials, Computer Methods in Applied Mechanics and Engineering, Vol.197, No. 45-48, 3976-3987, 2008.
11. S.M. Vukovic, N. B. Aleksic, D. V. Timotijevic, Guided Modes in Left-Handed Waveguides, Optics
Communications, Vol. 281, No. 6, 1500-1509, 2008.
12. Y. He, Z. Cao and Q. Shen, Guided Optical Modes in Asymmetric Left-Handed Waveguides, Optics
Communications, Vol. 245, No. 1-6, 125-135, 2005.
13. M. Cheng, Y. Zhou, S. Feng, J. Lin and R. Chen, Lowest Oscillating Mode in a Nanoscale Planar Waveguide
with Double-Negative Material, Journal of Nanophotonics, Vol. 3,
No. 039504, 1-5, 2009.
14. Z. H. Wang, Z. Y. Xiao and S. P. Li, Guided Modes in Slab Waveguides with a Left Handed Material Cover
or Substrate, Optics Communications, Vol. 281, No. 4, 607-613, 2008.
15. P. Dong and H. W. YANG, Guided Modes in Slab Waveguides with Both Double-Negative and SingleNegative Materials, Optica Applicata, Vol. 40, No. 4, 873-882, 2010.
16. R. W. Ziolkowski and E. Heyman, Wave Propagation in Media having Negative Permittivity and
Permeability, Physical Review E, Vol. 64, No. 5, 1-15, 2001.
17. H. Coryand C. Zach, Wave Propagation in Metamaterial Multi-Layered Structures, Microwave and Optical
Technology Letters, Vol. 40, No. 6, 460-465, 2004.
18. A. Yariv, P. Yeh, Optical Waves in Crystals, John Wiley & Sons, 2003. 19. J. Zheng, Z. Ye, X. Wang, X., D.
Liu, Analytical Solution for Band-Gap Structures in Photonic Crystal with Sinusoidal Period, Physics Letters A,
Vol. 321, No. 2, 120126, 2004.
1188
Theoretical Implementation of Three Qubit

Hadamard Gate for SI
(S=3/2, I=1/2) Spin System
Seluk akmak1, Sevcan orbac2, Azmi Genten 3
1,2,3
Department of Physics, Faculty of Science, Ondokuz Mays University

secakmak@ku.edu.tr, 2sevcan.corbaci@oposta.omu.edu.tr, 3gencten@omu.edu.tr
Abstract. In quantum information processing, spin-3/2 electron or nuclear spin states are known as two-qubit
states. For SI (S = 3/2, I = 1/2) spin system, there are 8 three-qubit states. In this study, first, matrix
representation of three-qubit Hadamard gate applied to 8 three-qubit states in order to obtain the three-qubit
superpositions. Then it is shown that three-qubit superposition states can be also found by using the magnetic
resonance pulse sequence of Hadamard gate.
Keywords: Three-qubit states, Hadamard gate.
1 Introduction
In classical computers, the information is stored as bits. In quantum computers a unit of information is called
quantum bits (qubits)[1]. Qubits can be represented by the states of any quantum system such as spin states of
nuclei or electrons. In magnetic resonance quantum computers, Zeeman levels of a spin1/2 nucleus or electron,
| and | are called a single qubit[2]. Usually, these two states are shown as | and | , respectively. Some
linear superpositions of them are also called a single qubit. One of the aims of quantum information theory is to
develop universal computer. To perform this, it uses quantum mechanical principles of physics. Unlike classical
computer, quantum computer performs simulation of physics very well [3]. Quantum information theory can be
implemented in practice by using spectroscopic methods such as NMR and ENDOR. Quantum logic gates can be
implemented with NMR(Nuclear Magnetic Resonance) or ENDOR(Electron-Nuclear Double Resonance)
spectroscopy by using selective and non-selective pulse techniques. These pulses provide transition between
energy levels. Two qubit(S=1/2 I=1/2 spin system) Hadamard gate implemented with pulse NMR techniques
using . / ( ) pulse sequences for each spin [4]. In this study, by using NMR or ENDOR, we aim to find three
qubit Hadamard gate pulse sequence which is not found in the literature. The Hadamard gate is very important
gate for quantum information theory. It makes superpositios states which have equal probability of all quantum
states. Because of its properties, it is used by quantum circuits and algorithms such as Entanglement states,
Grovers search algorithm, Shors factoring algorithm and Deutsch-Jozsa algorithm.
2 Theory
In quantum computers, quantum logic gates are represented by the unitary matrices. Matrix representation of
single qubit Hadamard (H) gate is
1189
(1)
When this Hadamard gate is applied to onequbit states, it creates the superposition states:
|
(| | ) |
(| | )
(2)
Hadamard gate can be applied to nqubit states and generates a superposition of

|
|
(3)
possible states:
(
) .
Where
Endohedral fullerene molecule, 31P@C60, can be considered as SI (S=3/2, I=1/2) spin system[5]. In this
molecule electron spin of 31P in the ground state is 3/2 and nuclear spin of 31P is 1/2 with the abundance of
| ,
| ,
|
100%. For
electron spin quantum number, twoqubit states are
| as there are four magnetic quantum numbers.
and
(
) spin system can be
|
|
|
|
considered as three qubit states. For this spin system eight three qubit states |
|
|
|
are found by direct products of two-qubit and one-qubit states. For example |
state
is obtained as following:
|
( )
( )
(4)
( )
For a single endohedral fullerene molecule

Where
,
.(
qubit states are presented in Table 1.
31
P@C60, the total Hamiltonian in an external magnetic field is

(5)
)(
energies of the spin Hamiltonian and corresponding three
Table 1. Energies of the spin Hamiltonian and three qubit states for SI(S=3/2, I=1/2) spin
system
Three Qubit State
Energy
|
Time dependence of the density matrix is governed by Liouvillevon Neumann equation [2]
,
(6)
-is the commutator of the density matrix, , and the Hamiltonian,
Where ,
independent, the solution of the Eq.(6) is
( )
- ( )
. When the Hamiltonian is time
-(7)
1190
Where H is the total Hamiltonian, which consists of radio frequency and microwave pulse, chemical shift and
spinspin coupling Hamiltonians. For electron S=3/2 and nucleus I=1/2 spins, some quantum logic gates should
be presented by selective magnetic resonance pulses. Modified matrix representation of a selective pulse
operator for S=3/2 is as follows [6];
. /
. /
( )
. /
. /
(8)
Where =0, 1, 2 and 3 for x, y, x and y, respectively. Single, double and triple quantum transition selective
( ),
( ), ( ), and
( ) can be also obtained. They will be used in threequbit
pulse operators of
Hadamard gate in Section 3.
3 Results and Discussions

In this study Hadamard gate is applied to three-qubit state by using two different ways: (i) by using the matrix
representation of Hadamard gate and (ii) by using magnetic resonance pulse sequence of Hadamard gate.
Matrix representation of three-qubit Hadamard gate is
(9)
When the matrix representation of Hadamard gate applied to pseudo-pure state of |

|
,|
| -
(10)
Is found.
| |
| |
| |
| |
| |
| |
| |
and
Where
| |
.
By applying the same Hadamard gate, the superpositions of the other 7 threequbit states can be obtained. All
the superpositions of threequbit states are presented in Table 2.
Pseudo-Pure
State
|
Table 2. Superpositions of three-qubit states.

Superposition
(
(
(
(
(
(
(
(
),|
),|
),|
),|
),|
),|
),|
),|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1191
In quantum computing systems, the initial state must be pseudo-pure state. There are several methods for
pseudopreparing the pseudo-pure state such as thermal equilibrium density matrix [7]. Density matrix of |
pure state can be writen as
|
(11)
Off-diagonal elements of density matrix are equal to zero. The pulse sequence of there qubit Hadamard gate can
be represented as
. /
| |
. /
| |
. /
| |
. /
| |
. /
| |
. /
| |
( )|
. /
| |
(12)
Where | | represent the transitions from n to m energy levels [8 ].All pulses are applied along x direction
and each pulse can be obtained using its mathematical equations such as
( )
( )| |
( )
(
)
(13)
When Hadamard gate pulse sequence applied to pseudo-pure state of |
,
(14)
(15)
Where diagonal terms of matrix are

*
This represents the super positions of state |
(16)
It is shown that superposition states of three-qubit states can be obtained by using suitable Hadamard pulse
sequences and the same superposition states can be ob-tained with those found by matrix representation of
Hadamard logic gate as given in Table 1.This result can be used in the first step of three qubit Grovers search
algorithm[9].
References
1.
2.
3.
4.
5.
6.
7.
Nielsen, M.A. , Chuang, I.L. (2001). Quantum Computation and Quantum Information, United
Kingdom, Cambridge University Press.
Oliveira, I.S. , Bonagamba, T.J. , Sarthour, R.S. , Freitas, J.C.C. and deAzevede, E.R. (2007). NMR
Quantum InformationProcessing, Netherlands, Elsevier.
Feynman ,Richard P. (1982). Simulating Physics with Computers.,International Journal of Theoretical
Physics 21 467.
Das, R. , Mahesh, T.S and Kumar, A. (2002). Experimental implementation of Grovers search
algorithm using efficient quantum state tomography, Chem. Phys. Lett. 369 8.
Harneit, W. (2002). Fullerene-based electron-spin quantum computer,Phys. Rev. B 65 032322.
Bonk, F.A. , deAzevedo, E.R. , Sarthour, R.S. , Bulnes, J.D. , Freitas, J.C.C. , Guimaraes, A.P. ,
Oliveira, I.S. and Bonagamba, T.J. (2005). Journal of Magnetic Resonance 175 226.
Naydenov, B. , Mende, J. , Harneit, W. , and Mehring, M. (2008). Entanglement in P@C60
encapsulated in a solid state matrix. Phys. Stat. Sol.(b) 245 No.10
1192
8.
9.
Scherer, W. And Mehring, M. (2008).Entangled electron and nuclear spin states in 15N@C60: Density
matrix tomography. Journal of Chemical Physics 128 052305.
Grover , L.K. (1997). Quantum Mechanics Helps in Searching for a Needle in a Haystack. Phys. Rev.
Lett. 79 325.
Biographies
Seluk akmak He was born in Ordu (Turkey) in 1986. He received his B.Sc. in Physics at Ondokuz Mays
University (Turkey) in 2009. He is an M.Sc. student in Physics at Ondokuz May University (Turkey). His
research interests are quantum information and computation theory.
Sevcan orbac She was born in Hatay (Turkey) in 1984. He received her B.Sc. in Physics at Ondokuz Mays
University (Turkey) in 2008. She is an M.Sc. student in Physics at Ondokuz May University (Turkey). Her
research interests are quantum information and computation theory.
Azmi Genten He was born in Samsun (Turkey) in 1965. He received a B.Sc. in Physics at Ondokuz Mays
University (Turkey) in 1986 and a Ph.D. in Physics with Ray Dupree at Warwick University (UK) in 1993. His
major field of study is magnetic resonance. His previous publications are related to product operator theory in
NMR and magnetic resonance quantum information theory. Current research interest involves magnetic
resonance quantum information theory. Previous research interests are NMR of High TC superconductors and
product operator theory in NMR.
1193
Data Partitioning Through Piecewise Based

Generalized HDMR: Univariate Case
M. Alper TUNGA1, Metin DEMRALP2
1
Baheehir University, Faculty of Engineering, Software Engineering Department,

Beikta, 34349, stanbul, Turkey
2
stanbul Technical University, Informatics Institute, Maslak, 34469, stanbul, Turkey
1
alper.tunga@bahcesehir.edu.tr, 2metin.demiralp@be.itu.edu.tr
Abstract. High Dimensional Model Representation (HDMR) is a divide-and-conquer method and is used to
represent a multivariate function in terms of less-variate functions in order to reduce the complexity of the
scientific computations in computer based applications. Multivariate data modelling problem is one of the
research areas in which it becomes so complicated to determine analytical models through the standard
interpolation methods while the multivariance of the problem increases. The data modelling problems of real
life usually have a multivariate training data set of which the nodes are randomly distributed in the problem
domain. Generalized HDMR method is one that can partition such training data set and allow us to construct
an analytical structure for the given data modelling problem. However, the method includes a linear equation
system to be solved for this purpose and this work aims to bypass this undesired structure and offers a
piecewise algorithm to determine the sought analytical structure of the given problem.
Keywords: HDMR, Generalized HDMR, data partitioning, interpolation, approximation
1 Introduction
Modelling multivariate data and estimating the unknown function values or unknown class values at the given
nodes of the problem domain are the common research areas of numerical methods, data mining and the other
related topics. However, dealing with multivariate data increases the mathematical and computational
complexity of the modelling problem. Hence, to partition the given multivariate data and to take for instance
only univariate or bivariate data structures into consideration in the modelling process reduce the complexity of
the problem and bring many advantages in model construction purposes. Divide-and-conquer algorithms can be
used in this manner and one of the most important methods in data partitioning concept is the High Dimensional
Model Representation (HDMR) method which was first proposed by Sobol[1]. This method expresses a
multivariate function in terms of less-variate functions through a finite sum and offers an algorithm to uniquely
determine the structures of these less-variate functions appearing in the finite expansion composed of
summations.
After Sobol, H. Rabitz and his group have developed several different HDMR based methods for different
areas of real life problems[2-4]. M. Demiralp and his group have developed many HDMR based methods for
different research areas[5-12].
The Generalized HDMR method was developed to model the multivariate data sets in which the function
values are known at arbitrarily distributed nodes of the problem domain[10]. The Generalized HDMR method
uses a general weight function instead of a product type as used in HDMR method to have the opportunity of
1194
partitioning that type of multivariate data. General weight usage in data partitioning process through an HDMR
based method brings a linear equation system solution need. However, depending on the structure of the given
data, there sometimes exists no solution for this linear equation system. To bypass this disadvantage, this work
offers to split the given domain into subdomains and then to use at most the constant component in representing
each subdomain.
In this work, first the details of the HDMR method are given very briefly in the next section while the
Generalized HDMR method is described in the third section. The piecewise based Generalized HDMR method is
given in the fourth section. The fifth section covers the numerical implementations prepared to examine the
performance of our new method. Finally, the concluding remarks are given in the sixth section.
2 The High Dimensional Model Representation (HDMR) Method

High Dimensional Model Representation (HDMR) method is a divide-and-conquer method that represents a
given multivariate function in terms of less-variate functions such as a constant, univariate functions, bivariate
functions and so on. In this sense, the expansion of the HDMR method is given as follows[1]
N
f ( x1 ,, x N ) f 0 f i1 ( xi1 ) f1N ( x1 ,, x N ) .
(2)
i1 1
The right hand side components of this expansion are mutually orthogonal in the Hilbert space of functions
and the following vanishing conditions are used to determine the structures of these components.
bN
b1
dx dx
1
a1
W ( x1 , x2 ,, x N ) f i ( xi ) 0 .
(2)
aN
The weight function appearing in these vanishing conditions is a product type function and a normalization
criterion is defined as
W ( x1 , x2 ,, x N ) W j ( x j ), x j a j , b j ,
j 1
bj
aj
dx j W j ( x j ) 1 . (3)
The main task in the HDMR algorithm is to determine the general structures of the HDMR components by
using these vanishing conditions. This work aims to use only the constant component. The following operator is
defined for the constant component
b1
bN
a1
aN
I 0 F ( x1 ,, x N ) dx1W1 ( x1 ) dx N WN ( x N ) F ( x1 ,, x N ) .
(4)
The higher variate terms can also be determined by defining similar operators.
3 The Generalized HDMR Method for Data Partitioning

The structure of each node of the given multivariate data set can be described through (N+1) tuples as follows
d j (1( j ) ,, N( j ) , j ),
j f (1( j ) ,, N( j ) ),
1 j m.
(5)
The Generalized HDMR method uses a general weight function and this general weight function is selected as
the linear combination of Dirac delta functions as follows
1195
W ( x1 , x2 ,, x N ) j ( x1 1( j ) ) ( x N N( j ) )
(6)
j 1
where parameters are used for giving different importance to each individual datum[10]. To use the HDMR
philosophy to partition the given multivariate data under a general weight, we need a product type weight
function similar with the weight given in (3). For this purpose, the following auxiliary product type weight
function with a normalization criterion is defined
N
( x1 , x2 ,, x N )
( x j ), x j a j , b j ,
j 1
bj
aj
dx j
( x j ) 1 . (7)
The first step of the Generalized HDMR method is to determine the general structures of the HDMR
components of the general weight function under the auxiliary weight given in (7). The normalization criteria
given in (3) urges us that the general weight function should be chosen as normalized under the auxiliary weight
function, which implies
m
W0 I 0 W ( x1 ,, x N ) j
1,
j 1
( k( j ) )
(8)
k 1
according to the orthogonality conditions given in (2)[10]. The above relation gives a constraint on parameters
and shows that the constant HDMR component of the general weight is 1. To determine the general structure of
the constant Generalized HDMR component, the I 0 operator given in (4) is applied to both sides of the HDMR
expansion by using the HDMR components of the general weight. To this end, the constant component is
obtained as follows[10]
m
f 0 j
j 1
j .
(9)
4 Piecewise Based Generalized HDMR for Data Partitioning

This work offers the introductory steps of the piecewise based Generalized HDMR method to model a given data
by using only the constant component of the HDMR expansion. In this sense, our new philosophy is applied to
univariate functions having the interval, a, b , as the problem domain to observe the performance of the
method. By this way, the advantages and the disadvantages of the new method can be examined and the method
can be extended to the multivariate cases as the future work.
The main idea in this new HDMR based method is to split the given interval of the related independent variable
into subintervals
x (1) a, c (1) , x ( 2) c (1) , c ( 2) , , x (t ) c (t ) , b
(10)
where t is the total number of subintervals and c values with superscripts are the lower and upper bounds of
the subintervals. In this work, the interval splitting process is executed to obtain equivalent subintervals and it is
assumed that the number of subintervals is specified by the user. Then, a constant value through the Generalized
HDMR method is obtained for each subinterval as,
f 0(1) ,, f 0(t ) by using the relation given in (9). To
construct an analytical structure through the constant values obtained for each subinterval, standard interpolation
techniques such as Lagrange or Cubic Spline interpolations can be used. A possible way of obtaining the
analytical model of the given problem is to evaluate the midpoint of each interval and to apply the interpolation
formula to the set including the following ordered pairs
(1)
, f 0(1) , ( 2) , f 0( 2) , , (t ) , f 0(t ) .
where
(1)
(11)
is the midpoint of the first subinterval and so on.
1196
5 Numerical Implementations
In this section, a number of numerical implementations as the data modelling problems are given through a
number of testing functions. The scripts to obtain the numerical results are run in MuPAD. The plots are also
prepared by using MuPAD. The blue line in the plots presents the original function while the green one stands
for the constant approximation through our new method and is named as s(x) . The testing functions are
selected as follows
f 1 ( x) x 1 ,
2
f 2 ( x) e x ,
f 3 ( x) sinx .
(12)
where the functions have polynomial, exponential and trigonometric natures respectively. The performance of
the method increases as the number of subintervals increase. Here, we use 30 subintervals for each testing
function and Fig 1-3 are given for the testing functions resprectively. It is seen that even the constant component
of our new method can approximately represent the original function.
Fig. 1. Constant approximation for the first testing function with 30 subintervals
1197
Fig. 2. Constant approximation for the fourth testing function with 30 subintervals
Fig. 3. Constant approximation for the fifth testing function with 30 subintervals
The Generalized HDMR method is used for multivariate data partitioning to model multivariate data of real life
applications. However, at most the univariate Generalized HDMR components can be taken into consideration
for the modelling process because of mathematical complexities arised in univariate component determination.
Solving a linear equation system causes these mentioned complexities since there sometimes exist no solutions.
In this work, to bypass the disadvantage of solving a linear equation system, we developed a piecewise based
Generalized HDMR algorithm in which we deal with only the constant component by splitting the problem
domain into subintervals for the univariate case. The determination of the constant term in each subinterval and
the interpolation process of these values give us an approximation for the given data modelling problem. The
numerical implementations show us that our new method works well for the univariate case. The performance
of these approximations obtained for various testing functions are given via a number of plots. The results are
very promising to get qualified approximations through constancy for the multivariate case as the future work.
1198
References
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5.
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Sobol, I.M. (1993). Sensitivity estimates for nonlinear mathematical models. Mathematical Modelling
and Computational Experiments (MMCE) 1(4): 407-414.
Rabitz, H., Al, .F., Shorter, J., & Shim, K., (1999). Efficient input-output model representations.
Computer Phys. Comm. 117: 11-20.
Li, G., Rosenthal, C., & Rabitz, H., (2001). High Dimensional Model Representations. J. Phys. Chem. A
105: 7765-7777.
Li, G., Wang, S.-W., & Rabitz, H., (2002) Practical Approaches To Construct RS-HDMR Component
Functions. J. Phys. Chem. A 106: 8721-8733.
Demiralp, M. (2003). High dimensional model representation and its application varieties.
Mathematical Research 9: 146-159.
Tunga, B. & Demiralp, M. (2003). Hybrid high dimensional model representation approximats and their
utilization in applications. Mathematical Research 9: 438-446.
Tunga, B. & Demiralp, M. (2009). Constancy maximization based weight optimization in high
dimensional model representation. Numerical Algorithms 52: 435-459.
. Yaman, . & Demiralp, M. (2003). High dimensional model representation applications to exponential
matrix evaluation. Mathematical Research 9: 463-474.
Baykara, N.A., & Demiralp, M., (2003). Hyperspherical or Hyperellipsoidal Coordinates in the
Evaluation of High Dimensional Model Representation Approximants. Mathematical Research 9: 4862.
Tunga, M. A. & Demiralp, M. (2003). Data partitioning via generalized high dimensional model
representation (ghdmr) and multivariate interpolative applications. Mathematical Research 9: 447-462.
Tunga, M. A. & Demiralp, M. (2008). A new approach for data partitioning through high dimensional
model representation. Int. Journal of Computer Mathematics 85: 1779-1792.
Tunga, M. A. (2011). An Approximation Method to Model Multivariate Interpolation Problems:
Indexing HDMR. Mathematical and Computer Modelling 53: 1970-1982.
Rao, B. N. & Chowdhury, R. (2008). Probabilistic analysis using high dimensional model
representation and fast fourier transform. International Journal for Computational Methods in
Engineering Science & Mechanics 9: 342-357.
Chowdhury, R. & Rao, B. N. (2009). Hybrid high dimensional model representation for reliability
analysis. Computer Methods in Applied Mechanics & Engineering 198: 753-765.
Sridharan, J. & Chen, T. (2006).Modeling multiple input switching of CMOS gates in DSM technology
using HDMR. Proceedings of Design Automation and Test in Europe 1-3: 624-629.
Ziehn, T. & Tomlin, A. S. (2008). A global sensitivity study of sulfur chemistry in a premixed methane
flame model using HDMR. International Journal of Chemical Kinetics 40: 742-753.
Banerjee, I. & Ierapetritou, M. G. (2004). Model independent parametric decision making. Annals of
Operations Research 132: 135-155.
Banerjee, I. & Ierapetritou, M. G. (2002). Design optimization under parameter uncertainty for general
black-box models. Ind. Eng. Chem. Res. 41: 6687-6697.
Biographies
M. Alper TUNGA He was born in stanbul, Turkey on June 11, 1975. He earned his Bachelors, M.Sc. and
Ph.D degrees from stanbul Technical University, stanbul, Turkey. He is currently interested in multivariate
data modelling and classification problems. He has 6 journal papers in SCI, 4 journal papers not in SCI and 13
international conference proceedings. His research interests are numerical analysis, data mining and data
modelling. Dr. Tunga is the member of Group for Science and Methods of Computing in Institute of Informatics,
stanbul Technical University.
Metin DEMRALP Metin Demiralp was born in Turkey on 4 May 1948. He got his BS, MS, and PhD from
the same institution, Istanbul Technical University. He is working on methodology for computational sciences
through theoretical chemistry and applied mathematics. He has a group (Group for Science and Methods of
Computing) in Informatics Institute of IstanbulTechnical University. Metin Demiralp has roughly 80 papers in
well known scientific journals and is the full member of Turkish Academy of Sciences since 1994. He has also
two important awards of Turkish scientific establishments.
1199
The Solution of Heat Problem with Collocation

Method Using Cubic B-splines Finite Element
Duygu DNMEZ DEMR, Necdet BLDK,Simge ZTUN
Celal Bayar University,Department of Mathematics,Manisa,TURKEY
duygu.donmez@bayar.edu.tr,necdet.bildik@bayar.edu.tr,simge.oztunc@bayar.edu.tr
Abstract. This paper deals with the solution of one dimensional heat equation by using collocation method with
cubic B-splines finite elements. The scheme of the method is presented and the stability analysis is investigated by
considering Fourier stability method. On the other hand, a comperative study between the numerical and the analytic
solution is illustrated by the figure and the tables. The results demonstrate the reliability and the efficiency of the
method.
Keywords: Cubic B-splines finite element method, Collocation method, Cubic B-splines, Finite Element Method.
1 Introduction
Consider the one dimensional initial-boundary value problem
(1)
uxx ut 0 , 0 x L , t 0
with initial condition
u( x,0) f ( x)
(2)
and boundary conditions
u(0, t ) u( L, t ) 0 for t 0 .
(3)
This problem is one of the well-known linear partial differential equation [1-3]. It can be expressed as the heat
flow in the rod with diffusion 2uxx along the rod where the coefficient is the thermal diffusivity of the rod
2
and L is the length of the rod [4]. In this model, the flow of the heat in one-dimension that is insulated
everywhere except at the two end points. Solutions of this equation are functions of the state along the rod and
the time t . In the past, this problem has been widely worked over a number of years by numerous authors. But it
is still an interesting problem since many physical phenomena can be formulated into PDEs with boundary
conditions.
The cubic B-splines collocation method was developed for Burgers equation and used for the numerical
solution of the differential equations in [5,6,7,8]. Recently, spline function theory has been extended and
developed to solve the differential equations numerically by various papers [9,10,11,12,13,14,15]. Furthermore
some extraordinary problems has been numerically investigated by finite element methods such as Galerkin
method, least square method and collocation method with quadratic, cubic, quintic and septic B-splines
[16,17,18].
In this study the cubic B-splines collocation method is used for solving the heat equation (1) subject to (2) and
(3) and the solutions are compared with the exact solution.For constructing the cubic B-splines finite element
method, we use collocation techniques as it was extensively used in [9,16,19,20,21-25]. In the section two,
proposed method is presented and it is also given how to apply the collocation method with cubic B-splines
finite element technique. In the section three, the stability analysis is investigated considering Fourier stability
method. Finally, the numerical results and the related tables are given in the next section.
1200
2 Collocation Method
Let us consider the domain
0 x0 x1
[0, L]
that is equally-divided with nodal points
xj
such that
xN L , i.e., finite elements of length h x j 1 x j for j 0,..., N 1 , and also suppose that
m ( x ) to be cubic B-splines at the nodal points xm for m 1, , N 1 . Using cubic B-splines m ( x ) , the exact
solution U ( x, t ) is approached by an approximation U N ( x, t ) such that
U N ( x, t )
N 1
m 1
(t ) m ( x )
(4)
where m (t ) is parameter in terms of the time t for m 1,

and the collocation conditions.
The cubic B-splines m ( x ) are defined
, N 1 to be identified by the boundary conditions
( x xm 2 ) 3
,[ xm 2 , xm 1 ]
3
2
2
3
h 3h ( x xm 1 ) 3h( x xm 1 ) 3( x xm 1 ) ,[ xm 1 , xm ]
1 3
m ( x ) 3 h 3h 2 ( xm 1 x ) 3h( xm 1 x ) 2 3( xm 1 x ) 3 ,[ xm , xm 1 ]
(5)
h
3
,[ xm 1 , xm 2 ]
( xm 2 x )
0
, otherwise
in [27].
Considering the approximation function (4) and the cubic B-splines m ( x ) defined in (5), the required values
of U m and its first and the second derivatives with respect to x at the nodal points xm are identified in terms of
m as
U m U ( xm ) m 1 4m m 1
3
(m 1 m 1 )
(6)
h
6
U m U ( xm ) 2 (m 1 2m m 1 ).
h
For instance, let us take 1 , L 1 and f ( x) sin( x) in (1) and (2), respectively. Therefore the problem (1)
subject to (2) and (3) is become
(7)
uxx ut 0, 0 x 1 , t 0
with initial condition
u( x,0) sin(x)
(8)
and boundary conditions
u(0, t ) u(1, t ) 0 for t 0 .
(9)
U m U ( xm )
One can obtain the approximate solution for the heat equation namely
(10)
U xx Ut 0
by considering the solution of
(11)
(Ut )mn (1 ) f mn f mn 1 0
where
(12)
f mn 2 (U xx )mn
Here, is a parameter that when it takes the value 0 , the scheme is so called forward Euler and also if
1/ 2 , then the scheme is called Crank-Nicholson, and if 1 , the scheme is so called backward Euler. Then
we discretize the time derivative by means of finite difference so we have
(13)
Umn Umn 1 t (1 ) 2 (U xx )mn t 2 (U xx )mn 1 0
Substituting (6) into (13), we obtain the following difference equation system for the variables , which has
n 1 difference equations with n 3 unknown values as
1201
6
12
6
t 2 ) mn 1 (4 2 t 2 ) mn 11 (1 2 t 2 )
(14)
h2
h
h
2
L1 t (1 ) L3
where
3
6
L1 mn 1 4 mn mn 1 , L2 ( mn 1 mn 1 ) , L3 2 ( mn 1 2 mn mn 1 ) .
h
h
Then this set of equations is a recurrence relationship of element parameters vector
d n ( n1 , 0n , 1n , , Nn , Nn 1 ) . Using the boundary conditions (9) and eliminating the parameters 1 , N 1 in
(14), then the system may be rewritten as
U ( x0 ) n11 4 0n 1 1n 1 0 n11 (4 0n 1 1n 1 )
(15)
U ( xN ) Nn 11 4 Nn 1 Nn 11 0 Nn 11 ( Nn 11 4 Nn 1 )
By these substitutions, the equation (14) is turned out to be N 1 unknown at each level of the time n in
order to solve it using by Thomas algorithm.
mn 11 (1
3 The Stability Analysis

Now, the stability analysis is investigated by using very useful technique which is called Fourier stability
method. Additionally the stability analysis is also used for various finite difference methods [26]. Considering
the equation (13) and (14) together, then
(16)
Umn 1 Umn 2 t (1 )(U xx )mn 2 t (U xx )mn 1 0
is obtained. Now substituting (6) into (16) yields
6
12
6
mn 11 (1 2 2 t ) mn 1 (4 2 2 t ) mn 11 (1 2 2 t )
h
h
h
(17)
6 2
12 2
6 2
n
n
n
m 1[1 2 t (1 )] m [4 2 t (1 )] m 1[1 2 t (1 )]
h
h
h
Using the Fourier stability method, then mn n ei m may be written where i 1 , h is the step size
defined in Section 2 and h . With this equality, (17) can be reduced as
( A B) A (1 ) B
(18)
12 2
1
where A 2cos 4 , B 2 t (1 cos ) . Then the solution is stable for [ ,1] using the Equation (14),
2
h
since the inequality 1 holds by the Fourier stability method.
4 Numerical Results and Discussion

In this section, we applied the method in Section 2 to problem (7) with (8) and (9) in order to solve it
numerically. Since than numerical results are obtained. In order to control the validity and efficiency of the
numerical solutions of the equation (7) in the domain [0,1] under the initial condition (2) and the boundary
conditions (3), we calculated the analytical solution of the equation (7) with the initial and boundary conditions.
Here, the time step is taken as t 0.0001 in calculations. Mainly, Table 1 shows the both numerical solutions
for some and the analytical solutions to comparing with the data for some values of t . It is seen from table
that the method with decreasing step size gives better approximate solutions than the others.
1202
Table 1: Comparison of the solutions for some when t 0.0001 and h 0.0125
x
0.25
0.50
0.75
0.4
0.6
0.8
1.0
3.0
1
Numerical
0.01365
0.00190
0.00026
0.00004
0.00000
1
Analytical
0.01364
0.00189
0.00026
0.00003
0.00000
0.1
Numerical
0.67971
0.66645
0.67974
0.64065
0.52585
0.1
Analytical
0.67973
0.66645
0.65342
0.64065
0.52589
0.01
Numerical
0.70683
0.70669
0.70655
0.70641
0.70501
0.01
Analytical
0.70683
0.70669
0.70655
0.70641
0.70501
0.4
0.6
0.8
1.0
3.0
0.01931
0.00268
0.00037
0.00005
0.00000
0.01929
0.00268
0.00037
0.00005
0.00000
0.96126
0.94250
0.92408
0.90602
0.74309
0.96129
0.94250
0.92407
0.90601
0.74372
0.99961
0.99941
0.99921
0.99901
0.99704
0.99961
0.99941
0.99921
0.99901
0.99704
0.4
0.6
0.8
1.0
3.0
0.01365
0.00190
0.00026
0.00004
0.00000
0.01364
0.00189
0.00026
0.00003
0.00000
0.67970
0.66645
0.65342
0.64065
0.52585
0.67973
0.66645
0.65342
0.64065
0.52589
0.70682
0.70669
0.70655
0.70641
0.70501
0.70683
0.70669
0.70655
0.70641
0.70501
When fixed t 0.1 is taken in calculations with t 0.00001 , the results are shown and compared for
different values of h in Table 2. It is also seen from the table that the results calculated for h 0.025 ,
h 0.0125 and h 0.00625 coincide with the exact solution, while those for h 0.1 , h 0.05 are approached
rapidly to the exact solutions.
Table 2: Comparison of the results for t 0.1 , t 0.00001 , 1
x
h 0.05
h 0.025
h 0.0125
h 0.00625 Analytical
h 0.1
0.1 0.11425 0.11495 0.11513
0.11517
0.11518
0.11517
0.2 0.21732 0.21865 0.21898
0.21907
0.21909
0.21907
0.3 0.29911 0.30094 0.30140
0.30152
0.30155
0.30152
0.4 0.35163 0.35378 0.35432
0.35446
0.35449
0.35446
0.5 0.36972 0.37199 0.37256
0.37270
0.37273
0.37270
0.6 0.35163 0.35378 0.35432
0.35446
0.35449
0.35446
0.7 0.29911 0.30094 0.30140
0.30152
0.30155
0.30152
0.8 0.21732 0.21865 0.21898
0.21907
0.21909
0.21907
0.9 0.11425 0.11495 0.11513
0.11517
0.11518
0.11517
It is observed by two tables that the approximate solutions obtained for different step sizes are closed to the
exact solutions. To further corroborate the applicability of the presented method, numerical solution profile has
been plotted in Figs. 1 for h 0.1 , t 0.01 .
1203
1,0
t=0
0,8
0,6
t=0.05
U
0,4
t=0.1
0,2
0,0
0,0
0,2
0,4
0,6
0,8
1,0
Figure 1: The numerical solution for 1 , h 0.1 , t 0.01
5 Conclusion
In this paper, we apply the collocation method with cubic B-splines finite elements to the heat equation
successfully. In section 3, the stability of this method is analyzed considering Fourier stability method and it is
found that the method is stable for [1/ 2,1] . The results of the numerical solutions in Section 2 confirm that
the accuracy, reliability and efficiency of the presented method which is applied in order to solve this type of the
problem.
References
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Oxford University Press.
2. Widder , D.V. (1976). The Heat Equation, Academic Press.
3. Cannon , J.R. (1984). The One-Dimensional Heat Equation, Cambridge
University Press.
4. Wazwaz, A.M. (2002). Partial Differential Equations Methods and Applications, Saint Xavier
University.
5. Kutluay, S., Bahadr, A.R. and zde, A. (1999). Numerical Solution of One-dimensional Burger
Equation: Explicit and Exact-explicit Finite Difference Methods, J. Comp. App. Math., 103, 251-261.
6. Caldwell, J. (1987). Application of Cubic Splines to Nonlinear Burgers Equation, in: E. Hinton et al.
(Eds.), Numerical Methods for Nonlinear Problems, Pineridge Pres., 3, 253-266.
7. Rubin, S.G. and Khosla, P.K. (1976). Higher-Order Numerical Solutions Using Cubic Splines, AIAA
J., 14, 851-858.
8. Calar, H., zer, M. and Calar, N. (2008).The Numerical Solution of the One-dimensional Heat
Equation by Using Third Degree B-spline Functions, Chaos, Solitons & Fractals, 38, 1197-1201.
9. Dag, I., Saka, B. and Irk, D. (2004). Application Cubic B-splines for Numerical Solution of the RLW
Equation, Appl. Maths. and Comp., 159, 373389.
10. Goodman, T. and Hardin, D. (2005). Refinable Multivariate Spline Functions, Topics in Multivariate
Approximation and Interpolation, K.Jetter et al. (eds.), Elsevier, 5583.
11. Dag, I., Irk, D. and Saka B. (2005). A Numerical Solution of the Burgers Equation Using Cubic Bsplines, Appl. Maths. and Comp., 163, 199211.
12. Dag, I. (2001). Approximation of the RLW Equation by the Least Square Cubic B-spline Finite Element
Method, Appl. Math. Modelling, 25, 221231.
13. Zaki, S.I. (2000). A Quintic B-spline Finite Elements Scheme for the KdVB Equation, Comp. Met. in
Appl. Mech. and Eng., 188, 121-134.
14. Bahadr, A.R. (2004). Application of Cubic B-spline Finite Element Technique to the Thermistor
Problem, Applied Mathematics and Computation, 149, 379387.
1204
15. Raslan, K.R. and Hassan, S.M. (2009). Solitary Waves for the MRLW Equation, Applied Mathematics
Letters 22, 984-989.
16. Saka, B. and Dag, I. (2007). Quartic B-spline Collocation Method to the Numerical Solutions of the
Burgers' Equation, Chaos, Solitons & Fractals, 32, 1125-1137.
17. Saka, B., Dag, I. and Boz, A. (2005). B-spline Galerkin Methods for Numerical Solutions of the
Burgers Equation, Appl. Maths. and Comp., 166, 506-522.
18. Ramadan, M.A., El-Danaf, T.S. and Abd Alaal, F.E.I. (2005). A Numerical Solution of the Burgers
Equation Using Septic B-splines, Chaos, Solitons & Fractals, 26, 795-804.
19. Khalifa, A.K., Raslana, K.R. and Alzubaidi, H.M. (2008). A Collocation Method with Cubic B-splines
for Solving the MRLW Equation, Journal of Computational and Applied Mathematics 212, 406 418.
20. Ali, A.H.A., Gardner L.R.T. and Gardner G.A. (1992). A Collocation Method for Burgers Equation
Using Cubic Splines, Comp. Math. Appl. Mech. Eng., 100, 325-337.
21. Ding, J.N., Kan, B. and Cheng, G.G. (2008). Numerical Approach to Torsion Deformation of Armchair
Single Walled Carbon Nanotubes, International Journal of Nonlinear Sciences and Numerical
Simulation, 9, 309-314.
22. Uddin, M., Haq, S. and Siraj-ul-Islam (2009). Numerical Solution of Complex Modified Korteweg-de
Vries Equation by Mesh-free Collocation Method, Computers & Mathematics with Applications, 58,
566-578.
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Boundary Value Problems, Computers & Mathematics with Applications, 57, 757-762.
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Problem Using Artificial Viscosity, Computers & Mathematics with Applications, 57, 650-663.
25. Revell , R. and Ridolfi, L. (2008). Generalized Collocation Method for Two-dimensional ReactionDiffusion Problems with Homogeneous Neumann Boundary Conditions, Computers & Mathematics
with Applications, 56, 2360-2370.
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Biographies
Duygu Dnmez Demir Duygu Dnmez Demir was born in Urla in 1983. She graduated from Celal Bayar
University in 2004. She completed her graduate thesis in 2008. She is still a doctoral student in Celal Bayar
University. She has been an research assistant in Celal Bayar University for 4 years. She is studying numeric
analysis and partial differential equations.
She has four published articles in the journals of national and international. Her one paper has been presented
in the international conference.
Necdet Bildik Necdet Bildik was born in Sivas in 1951. He graduated from Ankara University in 1974. He
completed his graduate thesis in University of Louisville in 1978. He completed his doctorate in Oklahoma State
University in 1982. He was professor assistant in 1995. He was professor in 2003. He has been the head of
department of mathematics in Celal Bayar University since 1997. He is studying numeric analysis, ode
differential equations and partial differential equations.
He has thirty four published articles in the journals of national and international. His twenty six papers have
been presented in national and international conferences. He completed a scientific research projects in Celal
Bayar University.
Professor Necdet BLDK is a member of department of Mathematics.
Simge ztun Simge ztun was born in zmir in 1982. She graduated from Celal Bayar University in 2005.
She completed her graduate thesis in 2009. She is still a doctoral student in Celal Bayar University. She has been
an research assistant in Celal Bayar University for 4 years. She is studying algebraic topology and digital
topology.
She has one published article in the journals of international. Her two paper has been presented in the national
conference.
1205
A Node Optimization in Piecewise High Dimensional

Model Representation
Burcu TUNGA1, Metin DEMRALP1
1
stanbul Technical University, Informatics Institute, Maslak, 34469, stanbul, Turkey

1
burcu.tunga@be.itu.edu.tr, 2metin.demiralp@be.itu.edu.tr
Abstract.High Dimensional Model Representation (HDMR) based methods which are used to represent a
multivariate function have been developed in last two decays. These methods intend to express a multivariate
function in terms of less-variate functions such as univariate or bivariate or higher variate ones. In literature,
at most bivariate HDMR terms are used which stands for an approximation. In fact, if only the first term,
constant term of HDMR, is used for the representation, although the method has lower complexity, it will be
inadequate to make a good approximation. So the optimization is required for making a better representation
through constant approximation. For this purpose, a new method has been developed to achieve both the
approximation quality and low complexity. In this method, the interval of the given independent variable
which defines the problem is divided into subintervals and a constant term is calculated for each subinterval
to obtain an approximation for the given problem. Hence, as well as computational complexity is reduced, the
representation quality of the method through the constant HDMR component is increased. This work also
includes various numerical implementations to show the mentioned efficiency of the method.
Keywords: HDMR, approximation, optimization, piecewise approaches
1 Introduction
In scientific problems, dealing with the less-variate functions are better than multivariate ones. Therefore divideand-conquer based algorithms are used. One of the important methods have entered the literature is High
Dimensional Model Representation (HDMR). This method was first proposed by Sobol in 1993[1] and also
called Plain HDMR whose explicit formula is given as follows
N
f ( x1 ,, x N ) f 0 f i1 ( xi1 ) f1N ( x1 ,, x N ) .
(3)
i1 1
This expansion is a finite sum and it is composed of a constant term f 0 ,
N 1 number of univariate terms
fi ( xi ) and the increasing number of higher variate terms. The total number of HDMR expansions components
N
is 2 and all of these components must be used in the expansion to have the ability of exactly representing the
given multivariate function. These HDMR components are determined uniquely by using vanishing conditions
first defined by Sobol for unit constant weight function
bN
b1
dx dx
1
a1
W ( x1 , x2 ,, x N ) f i ( xi ) 0
(2)
aN
1206
under a product type weight function over a given interval, [0,1], with normalization criteria which was first
introduced by Rabitz
N
W ( x1 , x2 ,, x N ) W j ( x j ),
bj
aj
j 1
dx j W j ( x j ) 1, x j a j , b j .
After Sobols work[1], HDMR method generalized by H. Rabitz[2] for any
(3)
a , b interval and M. Demiralp

j
and his group[3,4,5] developed new HDMR based algorithms.

HDMR algorithm involves determination of each right-hand side term given in equation (1). For this purpose
projection operators are defined. The projection operator for the constant component is given as
b1
bN
a1
aN
I 0 F ( x1 ,, x N ) dx1W1 ( x1 ) dx N WN ( x N ) F ( x1 ,, x N ) .
(4)
The projection operator for determination of the general structure of the univariate HDMR components is
defined as follows
b1
b11
a1
a11
I i F ( x1 ,, x N ) dx1W1 ( x1 ) dxi 1Wi 1 ( xi 1 )
dx
bN
b11
(5)
Wi 1 ( xi 1 ) dx N W N ( x N ) F ( x1 ,, x N )
i 1
a11
aN
If these operators are applied to the both sides of the HDMR expansion given in (1), the following constant
and univariate HDMR components are obtained.
f 0 I 0 f ( x1 ,, x N ),
f i ( xi ) I i f ( x1 ,, x N ) f 0
(6)
The higher terms are determined by proceeding in the same way.

If all terms of the expansion given in equation (1) are used to make representation for a given multivariate
square integrable function, this representation expresses the function exactly. But this way is not preferred
because of the computational complexity. Instead, only first few terms are taken from the expansion for the
representation. Hence it becomes an approximation, so HDMR approximants are defined as follows.
s 0 ( x1 ,, x N ) f 0 ,
N
s1 ( x1 ,, x N ) s 0 ( x1 ,, x N ) f i1 ( xi1 ) .
(7)
i1 1
Here the important point we need to emphasize on, is how many terms are taken from the expansion for the
qualified representation. To measure the quality of the approximation following measures are defined.
1
f
f0
, 1
1
f
i1 1
f i1
0 , .
(8)
In literature, generally at most bivariate terms are used for the approximate representation. Because if the
higher terms are taken into consideration undesired computational complexities arise. However, when we use
only the constant term in the representation process the presentation quality becomes poor while the
computational complexity decreases sharply. In this work, we split the problem domain into small pieces and a
constant term is obtained for each small piece. Finally, when we interpolate these constant values, the
1207
performance of the constant HDMR component in representing the given univariate function increases
noticeably.
2 Node Optimization in Piecewise HDMR

Under normal circumstances, the constant approximation cannot represent a univariate function. In this study,
the main idea is to select two or more random points to split the given interval into three or more subintervals to
construct an approximation for the given univariate function. These points are presented with c1 ,, c m where
m is the number of randomly selected points. Then, the most appropriate subinterval structures to obtain more
powerful constant values that increase the approximation quality of the method are determined through an
iteration scheme.
Before the iteration process first the optimization equations are obtained. The first step for this optimization is
to evaluate the following norm
dxw( x) f ( x) f 0( k )
m
ck
k 1
ck 1
where x [a, b] , c0 a , cm1 b and

using eq. (7) as
ck
ck 1
dxw( x) f ( x) f 0( k )
ck
ck 1
f 0( k )
ck
ck 1
dx
w( x)
ck
ck 1
(9)
f 0( k ) is obtained in the subinterval ck x ck 1 and 1 k m by
dxw( x) .
(10)
f ( x) .
(11)
dxw( x)
To find out the most appropriate coordinates for the randomly selected points, the optimization process is done
by evaluating the following partial derivatives under the given equality
0,
ck
1 k m.
(12)
To this end, a set of equations are obtained as follows
f 0( k 1) f 0( k )
.
f (c k )
2
To determine the ck ,
(13)
1 k m values, the inverses of f (ck ) should be evaluated.
f ( k 1) f 0( k )
c k f 1 0
2
(14)
To solve this equation the mentioned iteration scheme should be built as
f ( k 1, j ) f 0( k , j )
c k( j 1) f 1 0
2
where
(15)
j stands for the iteration number.
1208
Each step of the iteration process is executed through eq. (16). The stoppage criterion for the mentioned
iteration is
ck( j 1) ck( j ) .
(16)
where is a user defined tolerance value. Finally, we have the optimized ck , 1 k m values for creating
piecewise structure to be used in representing the given function through HDMR. To this end, the constant
values for each subinterval constructed through the optimized ck values can be evaluated by using eq. (15).
5 Numerical Implementations
In this section, we arrange some numerical examples to show the efficiency of our new method. The evaluations
are done by using MuPAD within 20 decimal digits precision. To conduct numerical implementations, the
following testing functions are selected
f 1 ( x) e 3 x , f 2 ( x) x 8 4 x 4 5, f 3 ( x) sinx .
(17)
Where they have exponential, logarithmic, polynomial and trigonometric structures respectively. If we take the
expressions of the previous section into consideration and rewrite all these functions in case of constancy
approximation, we obtain the results given in Figures 1-4. In figures, the blue line presents the given original
function and the red line shows the piecewise function which denotes the constant HDMR term between the
points determined in the last step of the iteration process. The points in figures show the middle point of each
step of the piecewise constant function and if we make interpolation by using these points we obtain the
approximation function which is plotted through the line in green. As it is seen in Fig. 3 and Fig. 4, the
approximation quality of our new method becomes better when we increase the number of subintervals during
the node optimization in piecewise HDMR. In addition, we observe that the increase in the number of
subintervals occur especially on the locations where the curvature of the structure increases. This happens
because of the nature of our new method. The approximations obtained through our new method in our
numerical implementations express the given analytical structures almost exactly.
Fig. 1. Constant approximation for the exponential function with 4 subintervals
1209
Fig. 2. Constant approximation for the polynomial function with 5 subintervals
Fig. 3. Constant approximation for the trigonometric function with 4 subintervals
Fig. 4. Constant approximation for the trigonometric function with 10 subintervals
1210
In this work, we try to reduce the complexity coming from higher variate terms of the HDMR expansion by
taking only the constant term into consideration as well as to increase the approximation quality of the method
by splitting the whole interval of the problem into a number of subintervals by using node optimization method
and evaluating a constant value for each subinterval to approximate the given function.
In this study, either in the explanation of the new algorithm or in the preparation of the numerical examples,
univariate functions are used. The functions having more than one independent variable are out of the scope of
this article. However, the algorithm can be generalized for these types of functions by making certain changes.
Similar to the other numerical methods, when the number of nodes taken into consideration increases, the
quality of the approximation obtained through piecewise HDMR increases. That is, the more number of
subintervals taken into consideration, the more qualified approximation is obtained.
References
1.
Sobol, I.M. (1993). Sensitivity estimates for nonlinear mathematical models. Mathematical Modelling and
Computational Experiments (MMCE) 1(4): 407-414.
2. Rabitz, H., & Al, . 1999. General foundations of high dimensional model representations. J. Math. Chem.
25:197-233.
3. Al, .F., & Rabitz, H. (2001). Efficient Implementation of High Dimensional Model Representations. J.
Math. Chem. 29: 127-142.
4. Li, G., Rosenthal, C., & Rabitz, H. (2001). High Dimensional Model Representations. J. Phys. Chem. A 105:
7765-7777.
5. Li, G., Wang, S.-W., & Rabitz, H. (2002). Practical Approaches To Construct RS-HDMR Component
Functions. J. Phys. Chem. A 106: 8721-8733.
6. Demiralp, M. (2003). High Dimensional Model Representation and its Application Varieties. Mathematical
Research 9: 146-159.
7. Baykara, N.A., & Demiralp, M., (2003). Hyperspherical or Hyperellipsoidal Coordinates in the Evaluation of
High Dimensional Model Representation Approximants. Mathematical Research 9: 48-62.
8. Tunga, M.A., & Demiralp, M. (2005). A Factorized High Dimensional Model Representation on the Nodes
of a Finite Hyperprismatic Regular Grid. Applied Mathematics and Computation 164: 865-883.
9. Tunga, B., & Demiralp, M. (2003). Hybrid High Dimensional Model Representation Approximants and their
Utilization in Applications. Mathematical Research 9: 438-446.
10. Demiralp, M. (2006). Illustrative Implementations to Show How Logarithm Based High Dimensional Model
Representation Works for Various Function Structures. WSEAS Transaction on Computers 5: 13331338.
11. Tunga, B., & Demiralp, M. (2007). A Novel Hybrid High Dimensional Model Representation (HHDMR)
Based on the Combination of Plain and Logarithmic High Dimensional Model Representations. WSEAS-2007
Proceedings, WSEAS 12-th International Conference on Applied Mathematics for Science and Engineering,
1: 157161.
12. Oevel, W., Postel, F., Wehmeier, S., & Gerhard, J. (2000). The Mupad Tutorial, Springer, New York.
Biographies
Burcu TUNGA She was born in stanbul, Turkey on September 27, 1978. She earned his Bachelors M.Sc.
and Ph.D degrees from stanbul Technical University. She has 3 journal papers in SCI, 5 journal papers not in
SCI, 9 international conference proceedings and a book chapter. Her research interests are numerical analysis,
data modeling and programming languages. Dr. Tunga is the member of Group for Science and Methods of
Computing of Institute of Informatics, stanbul Technical University, stanbul, Turkey since 2000.
Metin DEMRALP He was born in Metin Demiralp was born in Turkey on 4 May 1948. He got his BS, MS,
and PhD from the same institution, Istanbul Technical University. He is working on methodology for
computational sciences through theoretical chemistry and applied mathematics. He has a group (Group for
Science and Methods of Computing) in Informatics Institute of Istanbul Technical University. Metin Demiralp
has roughly 80 papers in well known scientific journals and is the full member of Turkish Academy of Sciences
since 1994. He has also two important awards of Turkish scientific establishments.
1211
Evaluation and Comparison of Diagnostic Test

Performance Based On Information Theory
1,2,
Armaan KANCA1, zlem EGE ORU2

Dokuz Eyll University Faculty of Sciences Department of Statistics,
1
armagankanca@gmail.com, 2ozlem.ege@deu.edu.tr
Abstract.The disease diagnosis is considered among the most important parts of the treatment process.
The aim of this study is to demonstrate how basic concepts in information theory apply to the problem of
quantifying diagnostic test performance. In this study, the performances of the Dexamethasone Suppression
Test-DST and the Thyroid-Stimulating Hormone Test-TSH, two of the diagnosis tests of Major Depressive
Disorder, are evaluated with the method of Information Theory. The amount of information gained by
performing a diagnostic test can be quantified by calculating the relative entropy between the posttest and
pretest probability distributions. And also demonstrates that diagnostic test performance can be quantified as
the average amount of information the test result provides about the disease state.
Keywords: diagnostic tests, entropy, relative entropy
1 Introduction
Diagnostic tests are widely used in many areas. In particular, these tests have a huge importance in medicine
sector. By courtesy of early and accurate diagnosis can decrease the morbidity and mortality of disease. It is
often important to compare various diagnostics test with each other for specific clinical conditions in order to
determine which one is the best to use. To evaluate the performance of a diagnostic test within a given
population, we ideally determine both the test result and the disease state for every individual in that population.
One of the approaches used to analyze the performance of diagnostic tests in recent years, information theory.
This theory of knowledge and uncertainty for the measurement is based on a mathematical basis. In 1973, Metz,
Goodenough and.Rossmann have developed a formula used in assessing the performance of diagnostic tests
using information theory. (See [1]) After this work, Somoza and Mosmann developed new mathematical and
graphical method to evaluate and compare the performance of diagnostic tests for the value of any prevalence (P)
using the properties of the ROC analysis and information theory approach. (See [2]) In 1999, Lee was obtained
the distance between patients and healthy distributions using the concept of relative entropy. In 2002, Benish
was investigated the concept of relative entropy with a different perspective. The aim of this study is to
demonstrate how basic concepts in information theory apply to the problem of quantifying diagnostic test
performance
2 Basic Concepts of Diagnosis Test

A fundamental concept of information theory, relative entropy and mutual information, is directly applicable to
evaluation of diagnostic test performance. In this study the amount of information gained by performing a
diagnostic test can be quantified by calculating the relative entropy between the posttest and pretest probability
distributions. And also demonstrates that diagnostic test performance can be quantified as the average amount of
information the test result provides about the disease state. While evaluating diagnosis test performance creating
sample is the first thing that should be done. A sample group is selected, the diagnosis is made and the group is
1212
tested. On the condition that there is a bilateral class result as disease positive / negative and the test result
positive / negative, a crosstab is created. The crosstab is as below.
Table 1. Relations between prevalence and the level of a test.
Test Result
Diagnosis
Positive Negative
Positive
TP
P
FN
Negative
FP
Q
TN
Q'
P'
1
Let pi be the probability that patient i will get a positive diagnosis and qi be patient i ' s probability of a
positive test.
P is called as the prevalence and it is equal to mean( pi ) value. It is also called as pretest probability of
disease. Q is called as the level of the test and it is equal to mean(qi ) value. We also define
P' 1 P and
Q' 1 Q
TP : If both diagnosis and test are positive, it is called a true positive.
FP : If diagnosis is negative and test is positive, it is called a false positive.
FN : If diagnosis is positive and test is negative, it is called a false negative.
TN : If both diagnosis and test are negative, it is called a true negative.
We are going to mention about 5 criteria for the calculation of the test quality. These criteria will also be used in
the Information Theory.
Sensitivity:The possibility of finding sick people among actually sick people.
SE TP / (TP FN ) TP / P
(4)
Specificity:The possibility of finding health people among actually healthy people.
SP TN / ( FP TN ) TP / P'
(2)
Efficiency is defined as
EFF TP TN
(3)
The Predictive Value of A Positive Test:Positive test result gives the possibility of being ill.
PVP TP / (TP FP) TP / Q
(4)
The Predictive Value of A Negative Test:Negative test result gives the possibility of not being ill .
PVN TN / (TN FN ) TN / Q'
(5)
We learn whether the diagnosis test has legitimacy or not with one of the statistical test of Chi-Square. The ChiSquare test depends on sample size ( N 0 ), (1, 0) and (0, 0) values. (1, 0) and (0, 0) are quality indices
and calculated with the formulas below.
(1,0) (SE - Q) / Q'
(6)
(0,0) ( SP - Q' ) / Q
(7)
1213
See Westin [3]
3 Entropy, Relative Entropy and Mutual Information

A fundamental concept of information theory, relative entropy and mutual information, is directly applicable to
evaluation of diagnostic test performance. This section briefly defines Shannon entropy, relative entropy
(Kullback-Leibler divergence) and mutual information. The entropy is a measure of the average uncertainty in a
data set. It is the number of bits on average required to describe the random variable. Let X be a discrete
random variable, taking a finite number of possible values X1 ,..., X n with respective probabilities pi 0 for
n
i 1,..., n and pi 1 The Shannon entropy

i 1
H ( X ) is defined by
H ( x) p( x) log 2 p( x)
(8)
in the works Cover and Thomas [4]. While evaluating the performance of the diagnosis test using the
information theory, we need to explain the concepts of test results and disease statement. Disease Statement is
shown with D . On the condition that there are two statements such as the existence or the non-existence of a
disease, we can specify the Disease Statement as follows.
D {Di } i :{, } D =Get ill before diagnosis test D =Get not ill before diagnosis test
The probability distribution of the disease statement before the test is defined with Prevalence ( P( D) ) and 1Prevalence ( P( D) ) values. In this case, the entropy before the test is calculated with this formula:
H ( D) P( D) log 2 P( D) P( D) log 2 P( D)
(9)
The mutual information of two random variables is a quantity that measures the mutual dependence of the two
variables. The interpretation is that when mutual information is absent, marginal distributions are independent
and their entropies add up to total entropy. Mutual information I ( X ; Y ) for the random variables X and Y is
evaluated by the formula
I ( X ;Y ) H ( X ) H ( X \ Y )
(10)
See Cover and Thomas [4]

After the diagnosis test is applied, the uncertainty of the disease statement changes. On the condition that the
diagnosis test results are known, the entropy of the disease statement is called conditional entropy and is
calculated according to the formula below.
H ( D \ T ) P(T )[ P( D \T ) log 2 P( D \T ) P( D - \T ) log 2 P( D - \T )]
(11)
P(T -)[ P( D \T -) log 2 P( D \T -) P( D - \T -) log 2 P( D - \T -)]
If H ( D) is defined as pretest entropy, we need to define H ( D \ T ) as the expected value of posttest entropy.
(See Benish [5]) Besides, the difference between H ( D) and H ( D \ T ) ) is called as Mutual Information.
Mutual Information is shown as I ( D; T ) . I ( D; T ) is the reduction in the uncertainty of
knowledge of
due to the
T . Mutual Information is the general criterion of what the diagnosis test will tell us.
The relative entropy (Kullback-Leibler divergence) D( p \ \ q) is an appropriate measure of the similarity of the
underlying distribution. It may be calculated from
1214
D( p \ \ q) p( x) log
xX
(12)
p ( x)
q ( x)
The properties of the relative entropy equation (12) make it non-negative and it is zero if both distributions are
equivalent namely, p q . The smaller the relative entropy is the more similar the distribution of the two
variables and vice versa, see Cover and Thomas [4].
In diagnosis tests, the distance between positive posttest entropy and pretest entropy is relative entropy. This
distance is called as the information content which is provided with positive result and it is shown with I pos.
Similarly, the distance between negative posttest entropy and pretest entropy is called information content which
is provided with negative result and it is shown with I neg. The concepts of I pos. and I neg. are calculated
according to the formulas below.
I pos. (1/ B) P SE log 2 SE
(13)
(1/ B)(1- P)(1- SP) log 2 (1- SP) - log 2 B

I pos. (1/ B) P SE log 2 SE
(14)
(1/ B)(1- P)(1- SP) log 2 (1- SP) - log 2 B

While
in the formula is calculated with the formula of SE * P (1 SP)*(1 P) .
is directly equal to
Q (the level of the test) value.

Therefore we can find the value of mutual information by using I. pos. and I. neg. formulas. The relationship
between mutual information and I pos. / I neg. is found with the formula.
B I pos. (1- B) I neg.
(15)
The value of D(d \ \ d ) which is called rule in potential is the criterion showing the existence of the
disease. Similarly, the value of D(d \ \ d ) which is called rule out potential is the criterion showing the
non-existence of the disease.
The formulas for the concepts of D(d \ \ d ) and D(d \ \ d ) are as below.
1 SE
SE
( SE ) log
SP
1 SP
(16)
SP
1 SP
(1 SP) log
1 SE
SE
(17)
D(d \ \ d ) (1 SE ) log
D(d \ \ d ) ( SP) log
See Lee [6]
1215
4 Application
Major Depressive Disorder is to feel so sad, bored, distressed and depressed that it ruins daily routine and social
functions of the person suffering. Major Depressive Disorder patients can not even manage their daily routines.
In this study, the performances of the Dexamethasone Suppression Test-DST and the Thyroid-Stimulating
Hormone Test-TSH, two of the diagnosis tests of Major Depressive Disorder, are evaluated with the method of
Information Theory. In this application, data of 200 patients who applied Uluda University Medical Faculty
Department of Psychiatry are studied; the data are selected with random sample method. The results of DST and
TSH diagnosis tests are evaluated below.
Table 2. Relations between the measurement probabilities of the outcome, prevalence and the level of diagnostic
tests
DST
TSH
DST
TSH
TP
FN
FP
TN
0.420
0.325
0.180
0.275
0.060
0.020
P
Q
0.340
0.380
Q'
P
'
0.600
0.600
0.400
0.400
0.480
0.345
0.520
0.655
Table 3. Measurements of the quality of diagnostic tests

TESTS
DST
TSH
SE
SP
PVP
PVN
EFF
0.700
0.542
0.850
0.950
0.875
0.942
0.654
0.580
0.760
0.705
Table 4. Measurements of the legitimacy for diagnostic tests

TESTS
(1, 0)
(0, 0)
(0.5, 0)
DST
TSH
0.423
0.300
0.688
0.855
0.524
0.444
58.173
51.348
Table 5. Probabilities and conditional probabilities of disease statement and test results for diagnostic tests.
DST
TSH
DST
TSH
P( D)
0.600
0.600
P( D \ T ) 0.875
0.942
P( D)
0.400
0.400
P( D \ T -)
0.346
0.420
P(T )
0.480
0.345
P( D - \ T )
0.125
0.058
P(T )
0.520
0.655
P( D - \ T -)
0.654
0.580
According to the results deduced from the first 4 tables for application, the DST and the TSH have the same
SE value of DST is bigger than SE value

of TSH; it can be said that DST can select actually ill people better than TSH from the sample. Since SP value
of TSH is bigger than SP value of DST; it can be said that TSH can select actually healthy people better than
DST from the sample. Since the EFF value of DST is higher than the EFF value of TSH, we can conclude
prevalence however, the level of the test values are different. Since
that DST is more efficient and has less error than TSH.
1216
When we have a look at the legitimacy of the test, we can see that both tests are legitimate. Since both Chisquare values are high and p values of both tests are smaller than alpha ( ), we call both tests legitimate.
(1, 0) , and (0, 0) parallel to SE and SP values respectively.

We see that PVP and PVN values on Table 3 are equal to P( D \ T ) and P( D - \ T -) values on
Besides we see that
Table 5 respectively. On the condition that the test is positive, the possibility to diagnose the person as ill is
higher for the TSH test; however, if the test is negative, the possibility to diagnose the person as healthy is higher
for the DST test.
Table 6. Relations among entropy, conditional entropy and mutual information.
TESTS
H ( D)
H (D \ T )
I ( D; T )
DST
TSH
0.970951
0.970951
0.744816
0.752977
0.226135
0.217974
If we take the disease statement as the random variable, the random variable is indicated either as disease exists
before diagnosis test or disease non-exists before diagnosis test. According to this situation the entropy of the
disease is only affected with the possibility of disease existence or disease non-existence. Since these
possibilities are equal in both tests, the entropy of the disease is the same. When we have a look at Table 6, the
entropy value is the same but I ( D; T ) values are different. According to the result of I ( D; T ) , DST provides
more diagnostic information than TSH for value of
P =0.6. Therefore DST dominates TSH.
Table 7. Table of Information gain by performing diagnostic tests.

TESTS
I pos.
I neg.
D(d \ \ d )
D(d \ \ d )
LR
LR
DST
TSH
0.266
0.451
0.188
0.094
0.332
0.451
0.284
0.248
4.666
10.833
0.352
0.482
When we have a look at the results of Table 7, we firstly notice that the values of Negative Likelihood Ratio and
the values of Positive Likelihood Ratios are different. If the value of the Negative Likelihood Ratio or the value
of the Positive Likelihood Ratios were the same, two tests could not dominate each other. See Benish [7]
According to the results of Table 9, a positive test result provides more information than a negative test result
for both tests when P is 0.6 (also P is equal for both tests). The positive test result of TSH provides more
information than the positive test result of DST. On the contrary, the negative result of DST provides more
information than the negative result of TSH. Therefore, we can conclude that I pos. is related to PVP and
I neg. is related to PVN

Another result that can be deduced from Table 8 is the comparison of D(d \ \ d ) and D(d \ \ d ) values.
D(d \ \ d ) value is higher for TSH and TSH is the most specific diagnostic test to rule in disease (existence
of the disease). D(d \ \ d ) value is higher for DST and DST is the most sensitive diagnostic test to rule out
disease (non-existence of disease
See Boyko [8]
5 Conclusion
In recent years, for the evaluation of the diagnosis tests, in addition to the other methods, measures calculated
according to the information theory have become important.
In this study, it has been explained that how these measures are calculated for the diagnosis tests used in physic
and the performances of two tests used for the diagnosis of the major depressive disorder are interpreted by
calculating with these methods.
It is aimed that this study will hopefully give various points of view to the researchers who want to make
research on this subject by explaining how the tests used for the diagnosis of various diseases are evaluated with
this way.
1217
References
1.
2.
3.
4.
5.
6.
7.
8.
Metz, C.E, Goodenough D.J, and Rossmann, K. (1973) Evaluation of receiver operating characteristic
curve data in terms of information theory, with applications in radiography. Radiology; 109: 297-303
Mossman, D. and Somoza, E (1989). Maximizing diagnostic information from the dexamethasone
suppression test: An approach to criterion selection using receiver operating characteristic analysis.
Archives of General Psychiatry; 46: 653-60
Westin, L.K. (2001) Receiver operating characteristic (ROC) analysis. Evaluating discriminance
effects among descision support systems. Sweden: Umea universitet - Department of Computing
Science.
Cover, T.M. and Thomas, J.A. 2006. Elements of Information Theory 2nd Edition. New Jersey: John
Wiley & Sons, Inc.
Benish, W.A. (2009) Intuitive and axiomatic arguments for quantifying diagnostic test performance in
units of information. Methods Inf Med 48: 552-557
Lee, W.C. (1999) Selecting Diagnostic Tests for Ruling Out or Ruling In Disease: The Use of the
Kullback-Leibler distance. International Journal of Epidemiology 28: 521-525
Benish, W.A. (2002) The use of information graphs to evaluate and compare diagnostic
tests.
Methods Inf Med 41: 114-118
Boyko, E.J. (1994) Ruling Out or Ruling In Disease with the Most Sensitive or Specific Diagnostic
Test Short Cut or Wrong Turn? Med Decis Making 14: 175-179
Biographies
Armaan KANCAMr. Kanca was born in 1987 in Aydn.He completed his primary and secondary education in Aydn. He
graduated from Dokuz Eyll University Science Faculty Statistics Department in 2009.He is a Master Student in
Dokuz Eyll University Statistics Department.
zlem EGE ORUMrs. Ege Oruc was born in 1972 in Izmir. She completed her primary and secondary education in Izmir. She
graduated from Ege University Science Faculty Statistics Department in 1993. She obtained her MS degree in
statistics in 1997 in Dokuz Eylul University Faculty of Science and Letters Statistics Department and her PhD
degree in 2001 in the same department. She started to serve as research assistant in 1995 in Dokuz Eylul
University Faculty of Sciences and Letters Statistics Department and she is still serving as assistant professor in
the same department. She is married with one child.
1218
Iterative Splitting Methods for Schrdinger

Equation with Time-dependent Potential
Gamze TANOLU1, Sla vg KORKUT2
1,2
Department of Mathematics, Izmir Institute of Technology, Glbahe Campus, Urla, Izmir,35430, Turkey
1
gamzetanoglu@iyte.edu.tr, 2silakorkut@iyte.edu.tr
Abstract.The iterative splitting methods have been extensively applied to solve complicated systems of
differential equations. In this process we split the complex problem into several sub-problems, each of them
can be solved sequentially. In this paper, we develop alternative method based the iterative splitting for
solving non-autonomous problems. We also determine the error bound of the proposed method. Several
numerical examples are illustrated to confirm the theoretical results by comparing frequently used splitting
methods.
Keywords: Iterative splitting,Magnus expansion, non-autonomous system, Schrdinger equation
1 Introduction
In this paper we concentrate on solving linear evolution equations, such as time-dependent differential equation,
Y
A(t )Y (t ), Y (0) Y0
t
where Y0 R , and
d
0 t T0
(1)
A(t ) R d d are time-dependent, sufficiently smooth matrix functions, appear in many
branches of mathematics and physics such as quantum mechanics, Hamiltonian dynamics, dynamical systems,
etc. For solving Hamiltonian problems, it is often the case that A(t) = T + V (t), where only the potential operator
V(t) is time-dependent and T is linear operator, see [1, 2, 3, 4, 5]. Operator splitting is a widely used procedure in
the numerical solution of large systems of partial differential equations. It allows us to replace an initial value
problem with a sequence of simpler problems, solved successively in each time step. The general idea behind
splitting is breaking down a complicated problem into smaller parts for the sake of time stepping, so that the
different parts can be solved efficiently with suitable integration formulas. Some splitting methods have been
already used to find numerical solution of the different special non-autonomous system, particularly Hamiltonian
ones [6, 10]. It is important to construct such numerical schemes for Hamiltonian dynamics or Schrdinger
equations that preserve some important qualitative properties and geometric structure of that solution. In this
study, we focus on developing the iterative scheme which conserve the symmetric properties of the Schrdinger
equation. The Magnus expansion [6, 7] is a popular geometric, an attractive and widely applied method of
solving explicitly time-dependent problems. We use this method in the solutions of the split subsystems in the
estimations of the splitting error. Our main focus will be two fold: First, we develop the iterative splitting for
non-autonomous problem. Second, we compare its splitting error with those committed by frequently used
methods such as Lie Trotter, Strang Splitting, symmetrically weighted splitting .
The paper is outlined as follows: In Section 2, the basic idea behind the Magnus method is summarized. In
Section 3, the splitting error is calculated for iterative splitting method, theoretically. In the last section, several
numerical examples are illustrated to confirm the theoretical results.
1219
2 Magnus expansion
The Magnus integrator was introduced as a tool to solve non-autonomous linear differential equations for linear
operators of the form
dY
A(t )Y (t ),
dt
(2)
with possible non-commutative matrices A(t ) .

The solution of (2) has been constructed by Magnus [11] in the form
Y (t ) exp( (t ))Y0 (3)

with a matrix
(t ) ,
(t )
n 1
(4)
(t ),
where the first few terms are in Ref [6]:

t
1 (t )
dt A
1
3 (t )
0
t
2 (t )
1
1
dt
1 dt 2 [ A1 , A2 ]
2 0
0
1
6
t1
t2
dt1 dt2 dt3 ([ A1 ,[ A2 , A3 ]] [[ A1 , A2 ], A3 ])

(5)
where An
A(tn ) . In practice, it is more useful to define the nth order Magnus operator
n
(t )
(t ) O(t n1 )
(6)
such that
Y (t ) exp[
(t )]Y (0) O(t n1 )
(7)
Thus the second order Magnus operator is

t
[2]
(t ) dt1 A(t1 )
0
1
(8)
tA( t ) O(t 3 )
2
We will use the second order Magnus expansion the following sections. In general case, because Magnus
expansion generates more terms in the exponential, more complex splittings are necessary.
Fourth order Magnus operator [9,10],
[ 4]
where A1 A( 1t ) , A2 A( 2t ) and
1
1
3
,
2
6
(t )
1
t ( A1 A2 ) c3t 2 [ A1 , A2 ]
2
1
3
,
2
6
c3
(9)
3 .
12
3. Proposed Iterative Splitting Method for Non-Autonomous Problem

The operator A(t) of the problem (1) can be splitted as a sum of T + V (t). We then solve the following
algorithms consecutively for i=1,3,,2p+1,
1220
ui (t )
n
Tui (t ) V (t )ui 1 (t ) t [t n , t n 1 ] ui (t n ) usp
,
t
ui 1 (t )
n
Tui (t ) V (t )ui 1 (t ) t [t n , t n 1 ] ui (t n ) usp
t
forn=0,1,,N-1 whereby
(10)
usp0 Y0 is given from (1) and u0=0. The split approximation at the time level
t t n1 is defined as uspn1 u2 p 1 (t n )
where the solution of u1 is ,

t h
u1 (t h) (t h, t )u0
(t h, )F ( )d
(11)
where F ( ) V ( )u0 and is the fundamental set of solution which ,associated to the homogeneous problem
in (10) is (t , ) e(t )T .Note that (t h, t h) I n and (t h, t ) eTh . If we use the trapezoidal rule to
approximate the integral,
t h
(t h, )F ( )d
h
[ F (t h) F (t )(t h, t )] O(h3 )
2
(12)
Rearrange the equation in (11) by using (12), hence we have
h
h
u1n 1 eTh [u1n V (tn )u0 ] V (tn h)u0
2
2
(13)
By the same way, we can calculate u2

t h
u2 (t h) (t h, t )u0
(t h, )F ( )d
(14)
where F ( ) Tu1 ( ) and is the fundamental set of solution which ,associated to

the homogeneous problem in (10) is (t , ) e(t h )
( )
. Note that (t h, t h) I n and

(t h, t ) e V ( h ) .
V
exp(
j 1
where
(t ))
(15)
(t ) s are introduced in section 2 in equation (5).

We first develop a second order scheme by approximating the exact solutions of the (12) by quadrature
formula, since higher order scheme can be easily obtained in the same manner.
The second-order Magnus operator for one step,
j
[2]
V ( s )ds
0
tV (t / 2) O(t 3 )
tV (t ) O(t 2 )
And by using the relation in the equation (14) , we have
h
u2n 1 e 2
V ( tn h ) V ( tn )
[u2n
h
h
Tu1 (tn )] Tu1 (tn h)
2
2
(16)
By the recursively we get ,
If i is odd
uin 1 eTh [uin
h
h
V (tn )uin1 ] eThV (tn h)uin11
2
2
If i is even
1221
(17)

h
uin 1 e 2
[V ( tn h ) V ( tn )]
[uin
h
h
Tuin1 ] Tuin11
2
2
(18)
Therefore the following statements show that Iterative splitting have first and second order schemes depend on
the number of iterations considered.
Proposition 3. 1The iterative splitting is at first order for i=1 and u0= 0 the system of equation given as (1) with
the error bound
1
1
(19)
Y ( ) Yitsp ( [T ,V 2 ( )] V ( )T ) 2 O( 3 )
2
2
4
4
Proposition 3.2The iterative splitting is at second order for i=1 and u0= u0 the system of equation given as (1)
with the error bound
Y ( ) Yitsp (
TV ( )(2T V1 ( ) V2 ( ))
TV ( )(2T V1 ( ) V2 ( ))
576
4
4
4
96
2
4
4
TV ( )(2T V1 ( ) V2 ( ))) 3 O( 4 )
72
4
4
(20)
Proposition 3.3 New iterative scheme preserve the time-symmetry property.

Proof: To see the time-symmetry preservation we need to change tn1 , u n1 , h by tn , u n , h , respectively.
If i is odd
h
h
uin eTh [uin 1 V (tn h)uin1 ] eThV (tn )uin11
2
2
n 1
If we rearrange the equation (21) to get ui , then we have
(21)
h
h
uin 1 eTh [uin V (tn )uin1 ] eThV (tn h)uin11
2
2
and by using same procedure for even values of i ,we get the equation (18).
4. Numerical Examples
In order to illustrate the proven orders in our convergence bounds, we consider the Mathieu equation
q ( 2 cos(t ))q 0
with the initial conditions q(0) 1.75, q(0) 0 .
Now the time dependent operator can be splitted as,
0
1 0
A(t )
2
2
( cos t ) 0
h
0.1
0.01
0.001
1 0
0
T V (t )
0 cos t 0
Iterative Splitting /Order
Lie Trotter /Order
0.0610
0.0066 (0.9658)
6.6819e-004 (0.9946)
0.1015
0.0105 (0.9853)
0.0011 (0.9798)
1222
(22)
0.1
0.01
0.001
2nd order
Iterative Splitting
/Order
Strang
Splitting /Order
Symmetrically
weighted Splitting
/Order
9.8067e-004
8.3542e-006
(2.0696)
8.2197e-008
(2.0070)
0.0011
1.0839e-005
(2.0064)
1.0801e-007
(2.7672)
0.0062
6.3187e-005
(1.9918)
6.3309e-007
(1.9992)
Table 1: Numerically observed orders and errors in discrete

0.3 for several time stepsize
L norm with the parameters 0.6 and
The numerically observed order in the discrete L norm is approximately 1, which is supported by the
proposition 3. 1. In addition, proposition 3.2 predicts order 2. This number is in perfect agreement with table 2.
We also observed in table 2 that second order proposed iterative splitting scheme is more efficient than not only
Strang splitting but also symmetrically weighted splitting.
To illustrate interest of the alternative method proposed in this paper, we consider Schrdinger equation
which is one dimensional harmonic oscillator with a time dependent potential as a second example,
with
( x, t ) 1 2 2 (t )( x 2 1)

( x, t ),
2
t
2
2 x
1
x2
2
(23)
2 (t ) 4 3et .
We solve this problem by using the algorithms in (17) and (18) since the solution is not known. We rewrite the
equation (23) as ODE system with the help of the method of lines as follows
A(t ) u 0 T u 0
V (t , x) u
u 0

0 v
v A(t ) 0 v T 0 v V (t , x)
(24)
where ( x, t ) u( x, t ) iv( x, t ) , then consider the splitting methods with ODE system split in the form, T
corresponds to spatial derivative 2 x2 , we use the second order center difference scheme in order to
approximate it. The system (24) and initial condition in (23) now constitute the complete method of lines
approximate of equation (23), we get 2 N 2 N system.
We suppose that the system is defined in the interval x [10,10] , which is split into M 100 parts of length
x 0.2 . We integrate the system using proposed method with the time-step size t 0.03 up to final time t 3 .
Note that the periodicity of the solution is 3. Figure 1 is illustrated the probability of density, ( x, t ) 2 , for
the equation in (23).
1223
Figure 1: The probability of density for the equation in (23)

5 Conclusion and discussion
We have developed the new iterative splitting scheme for non-autonomous systems by the use of Magnus
expansion. This new scheme is applicable for obtaining the numerical solution of the Hamiltonian dynamics of
Schrdinger equation in quantum mechanics since it preserves the time symmetry. The method also provides the
higher order accuracy in approximate solution with increasing number of iteration steps. Numerical experiments
reveal that our proposed method is efficient and easily adapted to numerically solve for such problems.
References
1.
D. Baye, G. Goldstein and P. Capel. Fourth-order factorization of the evolution operator for timedependent
potentials. Phys. Letts, A 317, 337 (2003).
2. G. Goldstein and D. Baye. Sixth-order factorization of the evolution operator for time-dependent potentials. Phys.
Rev, E 70, 056703 (2004).
3. S.A. Chin and C.R. Chen. Gradient symplectic algorithms for solving the Schrodinger equation with timedependent potentials. Journal of Chemical Physics, 117(4), 1409-1415 (2002).
4. V.C. Aguilera-Navarro, G.A. Estevez and R. Guardiola. Variational and perturbative schemes for a spiked
harmonic oscillator. J. Math. Phys. 31, 99 (1990).
5. S.A. Chin and P. Anisimov. Gradient Symplectic Algorithms for Solving the Radial
Schrdinger Equation. J. Chem. Phys. 124, 054106, 2006.
6. S. Blanes, F. Casas, J.A. Oteo and J. Ros. The Magnus expansion and some of its applications.
arXiv.org:0810.5488 (2008).
7. S. Blanes and P.C. Moan. Fourth- and sixth-order commutator free Magnus integrators for ,linear and nonlinear
dynamical systems. Applied Numerical Mathematics, 56, 1519-1537 (2006).
8. F.J. Dyson. The radiation theorem of Tomonaga. Swinger and Feynman, Phys. Rev., 75, 486-502 (1976).
9. I.V. Puzynin, A.V. Selin and S.I. Vinisity Comput.Phys. Commun. 123 1-6 , (1999).
10. S. Blanes, F.Casas,A. Murua,Splitting methods for non-autonomous linear systems,. Int. J.comput. Math. 84
(2007), 713-727.
11. W. Magnus,On the exponential solution of differential equations for linear operator,.Commun. Pure and Applied
Math. Vol.7 (1954), 649-673.
1224
Taylor Polynomial Solution of Difference Equation

with Constant Coefficients via
Using Time Scale Extension
mer AKGLLER1, Sibel P. ATMACA2, Mehmet SEZER 3
1,2,3
Mugla University, Faculty of Science, Department of Mathematics, 48000, Mugla, TURKEY

1
oakguller@mu.edu.tr,2sibela@mu.edu.tr, 3msezer@mu.edu.tr
Abstract.In this study, we present a practical matrix method to find an approximate solution of higher order
linear difference equation with constant coefficients under the initial-boundary conditions in terms of Taylor
polynomials. To obtain this goal, we first present time scale extension of previous polynomial approach, then
restrict the formula to the Integers with h step. This method converts the difference equation to a matrix
equation, which may be considered as a system of linear algebraic equations.
Keywords: dynamic equations, time scale calculus, matrix method, difference equations
1 Introduction
The theory of time scales, which has recently received a lot of attention, was introduced by Hilger [14] in
order to unify continuous and discrete analysis. This theory is appealing because it provides a useful tool for
modeling dynamical processes. Time scale calculus has been created in order to unify the study of differential
and difference equations, so called dynamic equations [11,12]. The concept of dynamic equations has motivated
a huge size of research work in recent years [1113,15]. Since time scale calculus has main purposes as
unification, extension and discretization [10], it allows us to use the theory to solve a difference equation by the
methods are used to solve differential equations. Several numerical methods were used such as the successive
approximations, Adomian decomposition, Chebyshev and Taylor collocation, Haar Wavelet, Tau and Walsh
series etc [69]. Since the beggining of the 1994, Taylor and Chebyshev matrix methods have also been used
by Sezer er al. to solve linear differential, Fredholm integral and Fredholm integro differential-difference
equations.
Since time scale calculus has unification purpose, it allows us to consider so called dynamic equations as the
unification of differential and difference equations. Also, the Taylor matrix method has been used to find the
approximate solutions of differential, integral and integro-differential equations in recent years. In this paper we
present the time scale analogue of this matrix method by the terms of delta derivatives and restrict this method to
Integers with h step to solve higher order difference equations with constant coefficients.
This approach is based on the matrix relations between Taylor polynomials and their derivatives which are
modified to solve the nth order linear DE with constant coefficients
( )
( )
( )
under the initial-boundary conditions
1225
( )
( )
where
,
and
are constants. In the method of Taylor polynomial solution to differential equations; its
assumed that the solution can be constructed by the Taylor polynomial form:
( )
( )
such that the Taylor coefficients to be determined are
2 Time Scale Extension of Taylor Polynomial Approach

Let us consider time scale analogue of Eq. (1); i.e. th order dynamic equation with constant coefficients:
( )
( )
( )
where
denotes th order delta derivative of and is in an arbitrary time scale.
In [11], Agarwal et. al. presented Taylor polynomial for arbitrary time scales as follows:
( )
where
(
in an arbitrary time scale; and

)
)
(
( )
( )
) can be defined recursively as
and hk+1 (t,c)= t hk ( ,c) .
If we put Eq. (3) in the matrix form, we may obtain the matrix relation
, ( )( )
where
( )
( ) , ( )
( )and
0 ( )
( )
1 0
0 1
0 0
0 0
( )
( )1
( )
On the other hand, its obvious to see the relation between the matrix
()
()
where
0
0
0
0
( )
( ) and its delta-derivative

( )
0
0
.
1
0
By the means of the matrix equation (6), it follows that

()
()
()
()
()
By using (4), (7) and delta derivative relations of
()
()
( ) , we obtain the recurrence relations
( )
( )
( )
Substituting Equation (8) to (2) leads us to the matrix relation
1226
( )
( ) is
( )
( )
( )
Now let us consider the Taylor expansion of g(x)

( )
( )
It is also possible to consider this expansion as the matrix form

( )
( )
where
0 ( )
( )1
( )
We are now able to construct the fundamental matrix equation corresponding to Equation (2). Substituting the
matrix relation (9) into Equation (2) and simplifying lead us to fundamental matrix equation:
{
Briefly, Equation (11) can be written in the form

,
where
[
Now let us consider matrix representation of the initial boundary conditions. We can obtain the corresponding
matrix form for the conditions
( )
( )
This form is as follows:

(
where
( )
( ))
, -
. We can also consider this equation in the form

(
where
(
( )
( ))
To obtain the solution of Equation (2) under the initial-boundary conditions, by replacing the row matrices
(13) by the last rows of the matrix (12) we have the new augmented matrix
w00
w
10
wN m,0
[W : G ]
U 00
U10
U m 1,0
If
[ ]
w01
w11
w0 N
w1N
g N m
.
0
: g0
: g1
wN m,1
U 01
U11
wN m, N
U0N
U1 N
:
:
:
U m 1,1
U m 1, N
1227
and the matrix
( )
( )
is uniquely determined. This solution is given by the Taylor polynomial solution.
2.1 Accuracy of the Solution and Error Analysis

We can easily check the accuracy of this solution method. Since the truncated Taylor series is an approximated
solution of the Equation (2), when the function ( ) and its delta derivatives are substituted in Equation (2), the
,
resulting equation must be satisfied approximately; i.e.; for
( )
If
{
}
( is a positive integer) is prescribed, then the truncation limit is increased, until the
difference ( ) at each of the points becomes smaller than the prescribed
. On the other hand the error can
be estimated by the function
( )
When
is sufficiently large enough, if
( )
( )
( )
then the error decreases.
3 Taylor Polynomial Solution of Higher Order Difference Equation

In this section, we present approximate solution of higher order difference equation. For this purpose, we
( ); i.e. -difference of
assume the time scale is integers with step. Then, delta derivative of ( ) becomes
( ). We can also consider discrete analogue of Taylor expansion as follows:
( )
For the lack of complexity, we assume
( )
, then corresponding difference equation with constant coefficient
is
( )
( )
It is possible to construct integer analogues of the previous method. The matrix relation of the ( )stills same
with
( )
)]
and
, ( )
( )
( )( )
Recurrence relations of delta derivative of ( ) presented previous section also becomes
( )
( )
( )
( )
By the equations (1518) and the discrete Taylor expansion of the function ( ), i.e.;
( )
( )
we obtain that the fundamental matrix equation is equal to the Equation (11).
References
1.
2.
3.
S. Yalinba and M. Sezer (2000). The approximate solution of high-order linear Volterra-Fredholm integrodifferential equations in terms of Taylor polynomials, Appl Math Comput 112, 291-308.
M. Glsu and M. Sezer (2005). A method for the approximate solution of the high-order linear difference equations
in terms of Taylor polynomials, Int J Comput Math 82 (5), 629-642.
A. Karamete and M. Sezer (2002). A Taylor collocation method for the solution of linear integro-differential
equations, Int J Comput Math 79 (9) 987-1000., 2002.
1228

4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
Blbl, B., Glsu M., Sezer M. (2010). A new Taylor collocation method for nonlinear Fredholm-Volterra integrodifferential equations. Numer. Methods Partial Diff. Eq., 26,(5) : 1006-1020.
N. Kurt and M. Sezer (2008). Polynomial solution of high-order linear Fredholm inteqro-differential equations
with constant coefficients, J Franklin Ins 345, 839-850.
R.P. Kanwal, K.C. Liu (1989). A Taylor expansion approach for solving integral equations, Int. J. Math. Educ. Sci.
Technol., 20(3),411-414.
B. Assady, M.T. Kajani (2005). Direct method for solving integro differential equations using Hybrid Fourier and
block-pulse functions, Intern. J. Computer Math. Vol. 82, No. 7, 889-895.
J. Biazar and H. Ebrahimi (2005). An approximation to the solution of hyperbolic equations by Adomian
decomposition method and comparison with characteristic method, Appl Math Comput 163, 633-638.
S.M. Hosseini, S. Shahmorad (2002). A matrix formulation of the tau method and Volterra linear integrodifferential equations, Korean J. Comput. Appl. Math., 9(2) 497-507.
R. Agarwal, M. Bohner, D. Oregan, A. Peterson (2002). Dynamic equations on time scales: a survey, Journal of
Computational and Applied Mathematics, 141, 1-26.
M. Bohner, A. Peterson (2001). Dynamic Equations on Time Scales: An Introduction with Applications,
Birkhauser, Boston, Mass, USA.
M. Bohner, A. Peterson (2003). Advances in Dynamic Equations on Time Scales, Birkhauser, Boston, Mass, USA.
F.M. Atici, G. Sh. Guseinov (2002). On Greens functions and positive solutions for boundary value problems on
time scales, Journal of Computational and Applied Mathematics, vol 141, no. 1-2, 7599.
S.Hilger (1990), Analysis on measure chain a unified approach to continous and discrete calculus, Results in
Mathematics, vol. 18, 1-1,pp 1856.
S.P. Atmaca (2010). Normal and osculating planes of delta-regular curves, Abstract and Applied Analysis Volume
2010, Article ID 923916, pp. 8. doi:10.1155/2010/923916.
mer AKGLLER mer AKGLLER was born on July 5th 1982 in zmir, Turkey. He received his B.Sc.
from the Department of Mathematics of Ege University in 2007. His M.Sc. was from Mugla University in 2010.
He is a Ph.D. candidate under the supervision of Prof.Dr. Mehmet SEZER and Assist. Prof. Dr. Sibel P.
ATMACA in the Department of Mathematics at Mugla University.
In 2007, he has been research assistant in the Department of Mathematics at Mugla University and stil at the
same position.
His main research interests are time scale calculus, differential geometry, differential and difference equations,
and their numerical solutions.
Sibel PAALI ATMACA Assist. Prof. Dr. Sibel P. ATMACA was born on November 24th 1971 in Turkey.
She received his B.Sc. from the Department of Mathematics of Ege University in 1991. Her M.Sc. was from
University of Missouri-Rolla in 1996. She received her Ph.D. under the supervision of Prof.Dr. Leon M. Hall in
the Department of Mathematics & Statics at University of Missouri-Rolla in 2002 and studied in the field of
Map Equations of Trochoids.
In 2002, she has been Assistant Professor assistant in the Department of Mathematics at Mugla University and
stil at the same position..
Her main research interests are curves on time scales, time scale calculus, algebraic curves. Assist. Prof. Atmaca
has published research articles related to differential geometry on time scales.
Mehmet SEZER - Prof. Dr. Mehmet SEZER was born on March 20th 1954 in Antalya, Turkey. He received his
of Prof.Dr.Seda MORALI in the Department of Applied Mathematics at Ege University in 1982 and studied in
the field of Parabolic partial differential equations.
department.
His main research interests are ordinary and partial differntial equations, integral and difference equations, and
over 80 papers.
1229
Sudoku Puzzle Solving with Bees Algorithm

Alper AKIN1, brahim AYDODU2
1
2
Department of Civil Engineering, Yznc Yl University, Van

Department of Civil Engineering, Akdeniz University, Antalya
1
aakin@yyu.edu.tr, 2 aydogdu@akdeniz.edu.tr
Abstract.The overall purpose of the research presented is to apply the Bees Algorithm (BA) based method in
order to solve the well-known logic puzzle Sudoku efficiently. The BA is one of the recent meta-heuristic
algorithms proposed to solve global optimization problems. The BA is a population-based search algorithm
which mimics the food foraging behaviour of swarms of honey bees. Sudoku (also known as singular
number in Japanese) has gathered great popularity all around the world and recently, there have been several
studies on solving the Sudoku puzzles with modern methods. In this study, BA is used to tackle the board
game Sudoku due to its success in various other applications. Sudoku puzzles in this study can be formulated
as an optimization problem with number-uniqueness penalties and the optimum solutions are successfully
obtained. A number of design examples is presented to demonstrate the efficiency and robustness of the
algorithm presented.
Keywords: bees algorithm, sudoku puzzle,stochastic games, combinatorial optimization, meta-heuristic
algorithms
1 Introduction
Sudoku (also known as singular number in Japanese) has gathered great popularity in the world. The Sudoku
puzzle consists of 9x9 grid and 3x3blocks for all the 81 cells and one player number puzzle which is based on a
9x9 matrix in its traditional form. The general problem of solving Sudoku puzzles is known to be NP-Complete,
and many methods have been developed to obtain optimal solutions. As the popularity of Sudoku has grown, so
has the number of playing variations. There have been several attempts to solve Sudoku puzzle. In recent years
researchers have started to apply various modern methods such as graph theory [1], artificial intelligence [2], and
genetic algorithm to solve the Sudoku puzzle. Sudoku puzzle solving problem can be formulated as an
optimization problem with minimal violations of the three rules of this puzzle game.
Many methods have been developed to obtain optimal solutions while solving Sudoku puzzles. As the popularity
of Sudoku has grown, so has the number of Sudoku puzzle variations. There have been several studies on
solving the Sudoku puzzles with modern methods. The general problem of solving Sudoku puzzles is given by
Santos-Garcia et al. and several methods have been developed to obtain optimal solutions for this problem [1]. In
some studies, the Sudoku puzzle problem is considered as a combinatoric problem and the solutions of this
problem are found by guessing a random solution or by applying brute force iteration through all possible
combinations [2, 3]. In recent years, various modern methods such as the graph theory, artificial intelligence,
genetic algorithm, and harmony search algorithm have been applied to solve the Sudoku puzzle problems by
researchers. The transformations from a directed or undirected graph to an unlabeled digraph are used to obtain
solutions of the puzzle by Eppstein [4]. An artificial intelligence model named MITS (Mixed Initiative Tutoring
System for Sudoku), in which the tutor takes the initiative to interact when the student lacks knowledge and
makes moves that have low utility, is proposed by Caine and Cohen to solve this puzzle problem [5]. Nicolau
1230
and Ryan [6] developed a system named GAuGE (Genetic Algorithm using Grammatical Evolution) for solving
Sudoku, which uses a position independent representation. Harmony search (HS) algorithm
which mimics musicians behaviours is applied to solving Sudoku puzzle by Geem [7]. In his study, Sudoku
puzzles are formulated as an optimization problem with number-uniqueness penalties.
The bees algorithm (BA) used in this study, which is a meta-heuristic method, is a population-based optimization
algorithm developed by Pham et al. in 2005 [8]. The BA is inspired by natural foraging behavior of honey bees
to use in optimization problems. A colony of honey bees can extend itself over a large area and in multiple
directions to exploit a large number of food sources at the same time [9]. A colony feeds by spreading its
foragers to good fields. Practically, a large number of bees visit and collect nectar or pollen from flower patches
with plentiful amounts of food, instead of visiting flower patches with less nectar or pollen. This behavior
provides feeding of the colony with less effort. Recently, the honey bees behaviour-inspired evolutionary
algorithm has been developed and applied to a wide variety of engineering optimization problems by researchers
[10-15].
2 Modeling of Sudoku Problem

The objective of the puzzle is to fill in the remaining (empty) cells with numbers 1 through 9 while satisfying the
following three rules: each horizontal row, each vertical column, and each 3x3 sub block should contain the
numbers 1-9, without repeating any. So Sudoku puzzle solving problem can be formulated as an optimization
problem with minimal violations of the three rules of this puzzle game. So Sudoku puzzles in this study can be
formulated as an optimization problem with number-uniqueness penalties. The objective function should consist
of three parts to satisfy the above-mentioned three rules. The first term in the objective function represents the
penalty function for each horizontal row; the second term for each vertical column; and the third term for each
block. However, any violation of the uniqueness rule affects the other rows, columns, or blocks which contain
the wrong value jointly. The variables in this optimization problem are the empty cells and they may take any
integer value between 1 and 9. The total number of variables in each problem is equal to the number of empty
cells. Thus, the problem becomes a combinatorial optimization problem and can be solved by meta-heuristic
methods. The objective of the Sudoku problem is to fill in the cells with the numbers 1 through 9 only once
while satisfying the above-mentioned three rules. In other words, the problem can be mathematically formulated
as an optimization problem as follows:
Minimize F
i 1
xik 1 x jk 1
j 1
l 1 ( m , n )Bl
mn
45
(5)
where, xik ; the repeated number of integer k which is contained in row i, xjk ; the repeated number of integer k
which is contained in row j, Bl ; set of coordinates for block l.
The first and second term in Equation 1 represents the penalty function for each horizontal row and vertical
column. If all possible values of integer k is repeated only once in one row or column, the penalty value for this
row or column is equal to zero. The third term represents the penalty function for each block in Sudoku matrix. It
should be noted that, although the sum of each block equals 45, it doesnt guarantee that the numbers 1 through 9
are used exactly once in one block, but any violation of the uniqueness affects other row, column, or block which
contains the wrong value jointly.
In this study, BA, a new meta-heuristic method is used to tackle the board game Sudoku due to its success in
various other applications. The BA is an optimization algorithm biologically inspired by the natural behavior
above and the algorithm performs a kind of neighborhood search combined with a random search.
1231
3 Bees Algorithm
The bees algorithm developed by Pham et al. [8] is inspired by natural foraging behavior of honey bees to use in
optimization problems.
3.1 Bees In Nature

A colony of honey bees can extend itself over a large area and in multiple directions to exploit a large number of
food sources at the same time [8-9]. A colony feeds by spreading its foragers to good fields. Practically, a large
number of bees visit and collect nectar or pollen from flower patches with plentiful amounts of food, instead of
visiting flower patches with less nectar or pollen. This behavior provides feeding of colony with less effort.
At the beginning of the foraging process, the scout bees in a colony are sent to search for rich flower patches.
Scout bees move from one patch to another randomly. Bee colony keeps a percentage as scout bees and
continues its investigation during the harvesting season. After scout bees return to their hive, they go to the
dance floor to perform a dance known as the waggle dance. By performing this dance, successful bees on finding
a source share with their hive mates information about the direction to patches of flowers yielding nectar and
pollen, the distance of these patches from hive and the quality rating of these patches. Thus the waggle dance
helps successful foragers to recruit other bees in their colony to good locations for collecting various resources.
In other words, waggle dance assists the colony to compare relative rate of different source patches according to
both the amount of nectar or pollen in the source patch and amount of energy needed to collect them. After the
dancer (i.e. the scout bee) finishes its waggle dance, this bee turns to the flower patch with follower bees that
were waiting inside the hive. For more promising source patches, more follower bees are sent to collect the food
quickly and efficiently. The bees decide upon the next waggle dance that they will perform when they return to
the hive, by monitoring food level of sources each time. In case of these patches is still good enough as a food
source, then these patches advertised in the waggle dance for more bees will be recruited to these sources [8-10].
3.2 Proposed Bees Algorithm

The Bees Algorithm is an optimization algorithm biologically inspired by the natural behavior of bees. As
mentioned above, the bee algorithm is composed according to natural foraging behavior of honey bees to obtain
optimal solutions in optimization problems.
The algorithm involves a number of parameters to be set, namely: number of scout bees (nb), number of sites
selected out of nb visited sites (nsel), number of best sites out of nsel selected sites (nbest), number of bees
recruited for the best nbest sites (nrb), number of bees recruited for the other (nsel - nbest) selected sites (nrs), size of
patch radius (prad ) which includes the site and its neighborhood and stopping criteria (maximum cycle; itermax).
The pseudo-code of Bees Algorithm in its simplest form is given in Figure 1.
1
2
3
4
5
6
Initialise population with random solutions

Evaluate fitnesses of the population
While (stopping criterion not met)
Form new bee population (select best bees) and select
sites for neighborhood search
Recruit bees for selected sites and evaluate their fitnesses
Select the fittest bee from each patch
Assign remaining bees to search randomly and evaluate
their fitnesses
End While
Fig. 1. The pseudo-code for the Bees Algorithm
At the beginning of algorithm, n scout bees are placed randomly in the search space. And the fitnesses of the
visited points by scout bees are evaluated in step 2. The Bees that have high fitnesses are chosen as selected and
1232
best bees in step 3. Then, the algorithm governs the searches in the neighborhood of the selected and best bees
and of the other selected bees in step 4-5. The more promising solutions can be obtained by searching in the
neighborhood of the best sides. The bees can be selected according to fitnesses associated with the sites they are
visiting. Alternatively, the fitness values can be used to decide the probability of the bees being selected. This
different recruitment by scouting is a key process of Bees algorithm. In nature, there is no such restriction. This
restriction is introduced here to reduce the number of points to be explored. In step 6, the remaining bees in the
scout population are assigned randomly to obtain new potential solutions in search space. These steps are
repeated until the stopping criterion is met. At the end of each iteration, the new population of bee colony
consists of representatives from each selected patch and other scout bees assigned to conduct random searches.
4 Numerical Applications
The Bees algorithm based method was applied to the Sudoku puzzle example proposed by Nicolau and Ryan [6]
as shown in Figure 2(a) and this example solved by Geem using harmony search algorithm [7].
(a)
(b)
(c)
(d)
Fig. 2. Intermediate and Final Solutions of Test Sudoku Puzzle
The BA based method found the optimal solution without any violation after 273 iterations for the same problem
that was solved by Geem after 285 function evaluations [7]. Figure 2 shows the history of reaching global
optimum for this problem. In Figure 2, the black cells with white-colored numbers are constant numbers given at
the beginning of the puzzle, the cells with red-colored numbers means there is at least one violation horizontally,
vertically, or block-wise. In Figure 2, (b) is the solution at 63 iteration, which has a penalty of 43; (c) is the
solution at 174 iteration, which has a penalty of 26; (d) is the solution after 273 iteration, which has a penalty of
0.
1233
The HS model is applied by Geem to another Sudoku puzzle problem classified as hard as shown in Figure
3(a) [7]. Geem obtained the local optima with a penalty of 14 after 1,064 function evaluation as given in Figure
3(b). Same problem handled with BA based model developed in this study and after 1,784 iterations the
optimum solution with a penalty of 0 is found (Figure 3(c)). Also, this second problem is analyzed with different
algorithm parameters to show efficiency of BA based method. Analysis results are given in Table 1.
(a)
(b)
(c)
Fig. 3. Final Solutions of Test Sudoku Puzzle
Table 2. Results of Sensitivity Analysis with different BA Parameters

nb
40
40
50
40
40
60
60
60
40
40
50
40
nsel
35
35
40
30
35
40
40
40
30
30
40
30
nbest
10
15
20
10
15
20
20
30
15
15
25
15
nrb
10
10
10
5
5
5
5
5
5
10
10
5
nrs
5
5
10
5
5
5
5
5
5
5
10
5
prad
3
4
5
4
3
4
3
5
5
5
5
2
itermax
3
3
3
3
3
5
3
3
5
5
5
3
F(penalty)
0
0
1
2
2
4
5
5
7
7
9
14
1234
5 Conclusions
This paper has described a Bees Algorithm and its application to solving a Sudoku puzzle problem. After the
formulation of the optimization problem is constructed, the solution of the design problem is obtained by using
the BA which is one of the recent additions to meta-heuristic techniques. The BA based method could
successfully solve the optimization problem and the algorithm was not trapped at local optima. Also, sensitivity
analysis of the BA parameters is performed to obtain a better idea of the algorithm parameter values. In addition,
the BA based method uses a few parameters which are initially specified and consists of simple steps which
make it easy to implement. As shown in Table 1, the algorithm produced better results but the only disadvantage
is the adjustment of parameters. A number of design examples is presented to demonstrate the efficiency and
robustness of the algorithm presented. The computational results show that the Bees Algorithm performed more
strongly than the existing technique. For studies in the future, the BA model should consider additional problemspecific heuristics in order to efficiently solve a harder puzzle.
References
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3.
4.
5.
6.
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Caine, A. and Cohen, R. (2006). A Mixed-Initiative Intelligent Tutoring System for Sudoku. In
Canadian AI 2006. Qubec city, Qubec, Canada, 7-9 June. Springer, Heidelberg.
Eppstein, D. (2005). Nonrepetitive Paths and Cycles in Graphs with Application to Sudoku. ACM
Computing Research Repository (cs.DS/0507053).
Felgenhauer, B. and Jarvis, F. (2006). Mathematics of Sudoku I. Mathematical Spectrum 39: 15-22.
Geem, Z.W. (2007). Harmony Search Algorithm for Solving Sudoku. Lecture Notes in Computer
Science 4692: 371-378.
Nicolau, M. and Ryan, C. (2006). Solving Sudoku with the GAuGE System. In EuroGP 2006.
Budapest, Hungary, 10-12 April. Springer, Heidelberg.
Pham D.T., Ghanbarzadeh A. (2007). Multi-Objective Optimisation using the Bees Algorithm. In
Proceedings of Innovative Production Machines and Systems Virtual Conference. Cardiff, United
Kingdom, 2-13 July.
Pham D.T.; Muhamad, Z.; Massudi Mahmuddin; Ghanbarzadeh, A.; Koc, E. and Otri, S. (2007). Using
the bees algorithm to optimise a support vector machine for wood defect classification. In Proceedings
of Innovative Production Machines and Systems Virtual Conference. Cardiff, United Kingdom, 2-13
July.
Pham, D.T., et al. (2005). Technical Note: Bees Algorithm. Manufacturing Engineering Centre. Cardiff
University, Cardiff.
Pham, D.T.; Darwish, A.H.; Eldukhri, E.E.; and Otri, S. (2007). Using the Bees Algorithm to tune a
fuzzy logic controller for a robot gymnast. In Proceedings of Innovative Production Machines and
Systems Virtual Conference. Cardiff, United Kingdom, 2-13 July.
Pham, D.T.; Soroka, A.J.; Ko, E.; Ghanbarzadeh, A. and Otri, S. (2007). Some applications of the
Bees Algorithm in engineering design and manufacture. In Proceedings International Conference on
Manufacturing Automation. Singapore, 28-30 May.
Pham, D.T.; Soroka, A.J.; Ghanbarzadeh, A.; Ko, E.; Otri, S. and Packianather, M. (2006).
Optimising neural networks for identification of wood defects using the Bees Algorithm. In
Proceedings IEEE International Conference on Industrial Informatics . Singapore, 16-18 August.
Pham, D.T., et al. (2006). The Bees Algorithm, A Novel Tool for Complex Optimisation
Problems. In Proceedings
2nd International
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Intelligent Production Machines and Systems. Cardiff, United Kingdom, 3-14 July. Oxford: Elsevier.
Russell, E. and Jarvis, F. (2006). Mathematics of Sudoku II. Mathematical Spectrum 39: 54-58.
Santos-Garcia, G. and Palomino, M. (2007). Solving Sudoku Puzzles with Rewriting Rules. Electronic
Notes in Theoretical Computer Science 176: 79-93.
Yang X.S. (2005). Engineering Optimizations Via Nature-Inspired Virtual Bee Algorithms. Artificial
Intelligence and Knowledge Engineering Applications: A Bioinspired Approach, Lecture Notes in
Computer Science 3562: 317-323. Springer Berlin, Heidelberg.
1235
Biographies
Alper AKIN Eskiehir, 1977. He earned his PhD degree on structural engineering in 2010 at Middle East
Technical University, Ankara, Turkey. His major field of study is structural optimization.
Alper has several papers on the optimum design of concrete structures and he specializes in the engineering
applications of new meta-heuristic optimization algorithms.
brahim AYDODU Antalya, 1980. He earned his PhD degree on structural engineering in 2010 at Middle
East Technical University, Ankara, Turkey. His major field of study is structural optimization.
brahim has several papers on the optimum design of steel structures and he specializes in the engineering
applications of new meta-heuristric optimization algorithms.
1236
Construction Simulation for Cost and

Duration Estimation
nder Halis Bettemir
Yuzuncu Yil University, Civil Eng. Department, Van
ohbettemir@yyu.edu.tr
Abstract.Cost and duration estimation of construction of a sewage canal, pergola and, germination of an
hospital is performed by a GIS based planning system. To measure the effects of uncertainty of input data,
Monte-Carlo Simulation is implemented. The construction is simulated 1000 times by considering the
variations of meteorological data, productivity of workers and management conditions. A software is
developed in order to perform the cost estimation, scheduling and Monte-Carlo Simulation. Developed
system performs scheduling and quantity take-off if network diagram of the project is provided.
Consequently, the system can assist planning department by shortening the computation duration and
minimizing the mistakes.
Keywords: monte carlo simulation, geographic information systems, project planning
1 Introduction and Literature Review

Determination of cost and duration of a construction project during the tender stage is a costly and time
consuming endeavor. Planning department works under high stress caused by limited time and frequent design
changes. Usually final design of the project had not been completed and it is common to face with many minor
and several major design changes. For this reason, cost and duration estimations should be re-calculated for each
revision. Besides the workload, there are many assumptions made and uncertain data used for the cost and
duration estimation. Each assumption and imprecise data causes uncertainty in the cost and duration estimation
of the construction project. Uncertainty of the cost and duration creates considerable amount of risk for the
contractor. Both the computational demand for the preparation of the tender documents and the uncertainty of
the construction cost and duration is a difficulty for the contractors. In this study, Geographical Information
System (GIS) based software is developed which can retrieve the Computer Aided Design (CAD) files and
compute the Bid-of-Quantity for piping, pergola and germination activities of a hospital project constructed to be
in Van.
The study includes two different concepts; quantity take-off from CAD drawings and estimation of uncertainty.
GIS software is good candidate for increasing the benefit of digital drawings as they can open, analyze and edit
them. It is possible to compute volume, surface area and perimeter of irregular objects. Whereupon, quantity
take-off can properly be done by GIS. Moreover, productivity and hourly costs of workers and construction
machines can be loaded to the database of GIS. Thus by writing a computer program running under the GIS
software it is possible to estimate the man-hour and machine-hour for the completion of the construction project.
Deterministic cost and duration estimation provides a base value, but does not give any idea about risks. The
productivity data contains some uncertainty since it is not possible to have the same productivity for all workers.
Furthermore, site conditions are not the same during construction and efficiency is expected to fluctuate.
Cheng and O'Connor [1] (1996) developed an automated site layout system for construction temporary facilities.
Cheng and Yang [2] (2001) developed an automated site layout system for construction materials which is a GIS
1237
based cost estimation system. Zhong et al. [3] (2004) had simulated a dam construction in order to perform
visualization of construction steps. The system presents optimum equipment set scheme by simulating a variety
of scenarios taking place under different construction conditions. Studies on cost estimation from CAD drawing
can be listed as Bansal and Pal [4] (2006), Bettemir and Snmez [5,6] (2008, 2009). Estimation of uncertainty of
construction cost and duration is studied by Arizaga [7] (2007) and Bettemir [8,9] (2009, 2010).
This study presents a primitive tool for cost and duration estimation of construction activities and the uncertainty
of cost and duration estimation. Developed system, which can reduce the time and cost of preparation of tender
documents, can be beneficial. In addition to this, it is expected to reduce mistakes in calculations and provide
more accurate results by implementing more detailed formulation and making fewer assumptions. Besides the
contractors, the developed system can also be beneficial for governmental institutes, since it is mandatory for
governmental institutes to estimate the cost of the construction before tender.
2 Methodology
Developed GIS embedded system aims to make quantity take-off easier and flawless. Therefore, the system
includes project planning, GIS and construction simulation tools. The system takes construction drawings, soil
data, DEM, weather data, logical relations between the activities and productivity data of workers and
construction equipment as input data. The quantity take-off of earthworks and concreting are performed by
overlay analysis. Obtained quantity take-off data is merged in productivity and unit price data. By using these
data the system executes MCS and predicts cost and duration of construction. Developed system is presented in
Figure 1.
Fig. 1.GIS based system. Square boxes represent data, ellipses output and hexagon tools.
2.1 Project Planning Tool

CPM is implemented for the computation of duration of construction and determination of activity start days. To
compute project cost, unit prices of ministry of public works and settlement is used. Critical Path Method (CPM)
was invented for planning and scheduling of projects. Schedule prepared by CPM represents when and how
much resource and material requirements would be. Scheduling of the activities is performed by activity on node
diagrams. To compute duration of the project by CPM, it is required to determine; the list of all activities to
complete the project, duration of each activity to finish and logical relationships between the activities. Among
the sequences of project network, the one with the longest duration, critical path, is assigned as the project
duration [10] (Suhanic 2001).
2.2 Quantity Take-off Module

Cost and duration of the activities depends on the number of assigned resources and materials used. Productivity
of construction machines are predicted based on the charts prepared by producers and experts. Nunnally [11] and
1238
Caterpillar [12] give dependable results for the hourly output of the construction machines. Since productivity
predictions are not exact, they should cover a range which is equal to their significance interval. Uncertainty
analyses involve excavation and compaction activities. Prediction of output of excavator and compactor are
briefly explained. Nunnally (2001) provides the formula to predict the output of an excavator as;
Output = C S V B E
(1)
where, C is the number cycles of the bucket of an excavator made in an hour, S is the depth of excavation and
swing angle of bucket, V is the heaped capacity of the bucket, B is a correction factor for heaped capacity related
with soil type and E is the productivity. Compaction of soil is predicted by the following formula;
Output (m3 /h)=
10 W S L E
P
(2)
where, W is the width compacted per pass in m, S is the compactor speed in km/h, L is compacted lift thickness
in cm, E is job efficiency and P is the number of passes required. Compaction of soils mainly depends on the
moisture content of the soil. For this reason, in case of a rainy weather the number of required passes
significantly changes. The relationship between the moisture content and number of passes can be predicted by
compaction charts.
DEM, project drawings, geological data are overlaid for the determination of amount of earthwork. Overlay
analyzes gives not only the volume of excavation but also volumes of soil classes to be excavated.
Activity durations are estimated by dividing the man-hour and machined-hour requirements of work items to
assigned resources. If more than one resource is assigned to an activity, duration of the activity will be the
maximum of the completion days.
When an activity starts is determined by CPM based on the predetermined logical relationships between the
activities. Crew sizes, number of crews, type and number of construction machines assigned for the activity are
kept constant and they are not optimized. The CPM gives the duration of construction and the direct cost of the
construction is obtained by man-hours, machine-hours and material costs.
2.3 Monte Carlo Simulator

In order to predict the uncertainty of the estimated construction duration and cost, MCS consisting of four steps
is implemented. Uncertainty and probability distribution functions of the input variables are determined in the
first step. It is assumed that the weather conditions, efficiency of workers, uncertainties of the site data are
normally distributed random variables. Uncertainty range and probability distribution functions are used in the
second step to generate a sample set for the sensitivity analysis. In this study, MCS is executed with 1000
evaluations.
Efficiency of workers is correlated with weather conditions, so that in case of bad weather it will be adversely
affected. Overall efficiency is predicted by two parameters; management conditions and site conditions.
Management conditions are considered as the motivation of workers, planning, job layout, supervision, and
coordination of work. The management conditions are considered to be between 0.8 and 1.0. To simulate
management conditions following formula is written;
E WC= 0.8+ 0.2 rand ()
(3)
where EWC is efficiency of working conditions, and rand() is a normally distributed random number between 0
and 1. Site conditions mainly depend on weather conditions. Because of this, to determine suitability of site
conditions, it is necessary to simulate weather conditions. According to weather statistics the probability of rain
and heavy rain is determined. Then a random number between 0 and 1 is generated. If the random number is
smaller than probability of heavy rain, heavy rain is assigned for that day. If the random number is bigger than
probability of heavy rain but smaller than probability of rain, that day is assigned as rainy day. If the random
number is bigger than probability of rainy day no rain is assigned for the corresponding day. Site condition is
determined based on the weather conditions. Random number correlated with weather is generated by the
following formula;
E SITE = 0.2 rand ()W + 0.3 rand ()
1239
(4)
where rand()W is a random number generated for the weather conditions. The second random number is
generated for other weather effects such as wind and temperature. If there is heavy rain ESITE is kept constant, if
there is a mild rain ESITE is increased by 0.25 and if there is no rain ESITE is increased by 0.50. The overall
efficiency of site conditions is determined by;
E= E SITE E WC
(5)
It will not be proper to assign the same efficiency to all type of workers. There must be slight deviations between
the efficiencies of workers. This is realized by a random variable between 0.95 and 1.05 which is generated for
each type of workers. Efficiency of ith worker type is determined by;
Ei = E * [0.95 + 0.1*randi()]
(6)
Random numbers generated for the efficiencies of the worker types should be uncorrelated. Control of
correlation within a sample in MCS is very important. Although sets are paired randomly, there can be
unenviable correlation in the sample set, S. Correlation coefficient matrixes of the input parameters, D, and the
generated sample set, E, should be identical (Helton et al. 2005) [13]. Expected value and the variance of y are
estimated by (7) and (8);
m
E y
i 1
yi
m
V y
y
i 1
(7)
E y
m 1
(8)
3 Case Study
Utility construction of an ongoing hospital construction is used as case study. Small portion of the project, which
consists of 215 meters of sewage water canal, two pergolas, and 5000 m2 of grading and germination, is
analyzed. Some project data are mutilated since the construction is ongoing. The project contains 31 activities
which include 20 resources and materials. Network diagram is shown in Figure 2.
Meteorological data of previous years, DEM, digital drawings of the project, geological data of the region
including the standard penetration tests are loaded. DEM of the region, geological data and drawings of
excavation are overlaid and quantity take-off of excavation is performed. Cost and productivity data from
Ministry of Public Works and Settlement, meteorological data from Turkish State Meteorological Service, and
geological data are obtained from Yuzuncu Yil University [14,15].
Figure 2 illustrates logicalrelationships between activities. Relationships are Finish-to-Start without lag. It is
assumed that in a day 8 hours is worked. Scheduling is performed by considering stochastic variables. Random
parameters are used to model weather, management conditions and productivity of workers. Plain worker,
operator, foreman, steel workers, carpenter, concrete worker, oiler and machinist are the worker types employed
for the construction.
1240
Fig. 2.Network diagram of the project.

Histogram of construction duration reveals that the construction will be finished probably in 30 to 32 days.
Outside this range the probability significantly decreases. If a contractor declares to finish the job in 33 days he
takes very little risk that he can be behind schedule. The risk of being late for certain completion duration can
easily be computed from the histogram. Plain worker man-hour and excavator machine-hour histograms are
shown in Figures 4 and 5.
Frequency
300
200
100
0
26
27
28
29
30
31
32
33
34
35
36
37
38
Duration (Day)
Fig. 3.Histogram of construction duration. Construction is simulated 1000 times by generating random numbers
for each parameter. Base value of the construction cost and duration is estimated as 48080.58 TL and 31.7 workdays or 246.13 work-hour. Uncertainty of the base value in %68 confidence (1-sigma) is computed as 972.35 TL
and 1.6 days or 11.7 work-hours.
It is seen that the variation of machine-hour is significantly less than variation in man-hour. In this project,
excavation process is critical on the capacity of excavator only, since there is not hauling. Fluctuations of the
machine-hour of the excavator are only related with itself. However, besides his efficiency, the man-hour of
plain worker is affected from the efficiency of gardeners, timber workers and steel worker. As a result of this,
largest variance is observed in plain workers. Construction simulation is a proper tool to reveal such
relationships and uncertainties. The risks of the schedule are more properly determined and optimum crew size
can be employed.
1241
12
Frequency
10
8
6
4
2
0
1900
2000
2100
2200
2300
2400
2500
2600
2700
2800
Plain worker man-hour
Fig. 4.Histogram of man-hour of plain worker.
300
Frequency
250
200
150
100
50
0
28
30
32
34
36
38
40
42
Excavator machine-hour
Fig. 5. Histogram of machine-hour of excavator.
4 Conclusion
The study is an endeavor for a possible implementation of information technology in construction. The whole
simulation took about 3 seconds on a computer with i7 CPU. However, quantity estimation could not be
performed automatically since the drawings were not prepared accordingly. Annotation was not accurate and
well prepared enough for an automatic detection by computer. As a result of this, the sewage water canals,
pergola and grading and germination drawings are manually extracted. However, cost and duration estimation
are determined by the system without human endeavor. The system can be a good candidate for an auxiliary
module for the planning department. The most important benefit of the system is the reduction of computations
for the preparation of the tender documents. As a result of this, possibility of making mistakes will be
significantly reduced. In addition to this, uncertainty of the proposed cost and duration of the tender document,
thus the risk would be more or less estimated.
This study is supported by the Scientific Research Project Fund 2010 MIM B023.
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O. J. F. Arizaga, (2007). A methodology for Project risk analysis using bayesian belief networks within a
Monte Carlo simulation environment. PhD, Univ. of Maryland.
. H. Bettemir, (2009), Kaz ve Hafriyat Srelerindeki Belirsizliin Monte Carlo Analizi ile Tahmini, YYU
FBE Dergisi, Cilt: 14(2) pp. 165 173.
. H. Bettemir (2010). Corafi Bilgi Sistemleri ve Yapm Ynetimi Dalnda Uygulama Alanlar. 1. Proje ve
Yapm Ynetimi Kongresi 29 Eyll 1 Ekim, Ankara.
G. Suhanic, (2001). Computer-Aided Project Management, 1st ed, Oxford University Press, Inc. New York.
S. W. Nunnally, (2001). Construction Methods and Management. 5 th Edition, Prentice Hall Ohio.
Caterpillar, (1979). Fundamentals of Earthmoving. Caterpillar Tractor CO.
J.C. Helton, F. J. Davis, J. D. Johnson (2005). A Comparison of uncertainty and sensitivity analysis results
obtained with random and Latin hypercube sampling, Reliability Engineering and System Safety, vol 89,
305 330.
Web reference, Turkish State Meteorological Bureu. Retrieved May 1, 2011 from the World Wide Web,
http://www.dmi.gov.tr/veridegerlendirme/il-ve-ilceler-istatistik.aspx?m=VAN.
2010 unit price indexes of ministry of public works and settlement
Biographies
nder Halis Bettemir Bursa 1979. The author graduated from Middle East Technical University as Civil
Engineer in 2003. He obtained his Master of Science degree from geodesy and photogrammetry division in 2006
in METU. In 2009 he obtained his PhD degree in METU from construction management division. The author
works as Assistant Professor at Yznc Yl University at the department of Civil Engineering.
Photogrammetry, GIS, remote sensing, inertial navigation systems, machine control, construction simulation and
optimization are the study subjects of the author.
Dr. Bettemir is a member of chamber of civil engineers
1243
On Morgan-Voyce Polynomials Approximation for

Linear Fredholm Integro-Differential Equations
2
1,2,3
zgl LHAN,
Niyazi AHN, Mehmet SEZER
oilhan@mu.edu.trnisa70@mu.edu.trmsezer@mu.edu.tr
Abstract. A matrix method for approximately solving certain linear Fredholm integro-differential equations is presented in
this paper. This method converts a linear Fredholm integral equations into a matrix equation. Then, the equation reduces to a
matrix equation corresponding to a system of linear algebraic equations with unknown Morgan-Voyce coefficients. This
method reduces to the analytic solution if the exact solution is polynomial. Numerical examples are included to demonstrate
the applicability of the technique.
Keywords: Morgan-voyce polynomials, linear fredholm integro-differential equations, collocation method
1 Introduction
The linear integral equations and their solutions play a substantial role in science and engineering problems. A
physical event can be modeled by a differential equation, an integral equation or an integro-differential
equation. Since some of these equations can not be solved explicitly, it is often necessary to apply some
numerical techniques which are appropriate combinations of numerical integration and interpolation [1,2]. The
solutions of the integral equations occuring in physics, biology and engineering are based on numerical methods
such as Euler-Chebyshev and Runge-Kutta methods and also in a recent research, the systems of integral and
integro differential equations were solved using an efficient algorithm [3], The Haar functions method [4,5], the
differential transformation method [6], the Variational iteration method [7], the Legendre matrix method [8]. In
addition, the solutions of systems of linear differential and integro differential equations have been found using
the Chebyshev polynomial method and the Taylor collocation method by Sezer (et al) [9,10,11]. Also, the
Morgan-Voyce matrix method has been used to find the approximate solutions of differential, integral and
integro-differential equations.
In this paper, we consider the Fredholm integro-differential equations of the form
b
f
k 0
( x) y ( x) g ( x) K f ( x, t ) y (t )dt ,
a x, t b
(k )
(1)
under the mixed conditions
m 1
[a
k 0
jk
y ( k ) (a) b jk y ( k ) (b)] j ,
where the constants a jk , b jk and

function y ( x)
j 0,1, 2,
, m 1
(2)
j are stable constants. The constant , the kernel function K f ( x, t ) and the
are defined in the interval given in (1). As herein given, we assume that K f ( x, t ) can be
expandable to Maclaurin series. We want to find an approximate solution of (1) expressed in the truncated
Morgan-Voyce series of the form
1244

N
y ( x) an Bn ( x)
n 0
(3)
an , n 0,1,..., N are the unknown Morgan-Voyce coefficients and Bn ( x), n 0,1,..., N are the MorganVoyce polynomials formed by [12]
n k 1 k
Bn ( x)
x , n .
k 0 n k
n
2. Fundamental Matrix relations

We first write Eq. (1) ,
D( x) g ( x) I f ( x),
a x, t b
(4)
where the Fredholm integral part is

b
I f ( x) K f ( x, t ) y(t )dt
a
and the differential part is

m
D( x) f k ( x) y ( k ) ( x).
k 0
The solution y ( x) and its derivates
y ( k ) ( x) , the parts D( x) and I f ( x) are converted to the matrix forms.
Then, we write the solution expressed by (3) and its derivative in the matrix forms as,
[ y( x)] B( x) A and [ y ( k ) ( x)] B( k ) ( x) A
(5)
where
B( x) [ B0 ( x) B1 ( x) B2 ( x) ... Bn ( x)]
B( k ) ( x) [ B0( k ) ( x) B1( k ) ( x) B2( k ) ( x) ... Bn( k ) ( x)]

and
A a0 a1 a2 aN .
T
On the other hand, we can write a matrix equation for the derivative relation,
B(1) ( x) B( x)T T
where
0
1
0
T
(6)
0 0
0 0
2 0
0
0
0
0
0
0
( N 1) 0
0
N
0 0
0 0
0
0
0
Further, we see that the relation between the matrix B(x) and its derivative
B(k) (x) from (6) is
B(1) ( x) B( x)T T
B(2) ( x) B(1) ( x)T T = B( x)(T T )2
(7)
B ( x) B( x)(T ) , k 0,1, 2,...

(k)
As a result, by substituting the matrix relations (7) into Eq.(5), the matrix relations for y ( x) and
follows
[ y ( k ) ( x)] B(x)(T T )k A
y ( k ) ( x) is as
(8)
1245
To generate a solution in the form (3) of the problem (1), we will use a matrix method based on the MorganVoyce collocation points defined by
xi a (
ba
)i, i 0,1, 2,, N (9)
N
which is called Morgan-Voyce collocation method. When the collocation points (9) are substituted into Eq.(4),
we obtain the system
D( xi ) g ( xi ) I f ( xi ),
or the matrix equation
D G I f ,
(10)
where
I f ( x0 )
D( x0 )
g ( x0 )
I (x )
D( x )
g(x )
f 1
1
1
D
, G
, I f I f ( x2 ) .
D ( xN )
g ( xN )
I f ( xN )
Let us reduce the part D( x) to the matrix form via the collocation points (8). The matrix D defined in Eq.
(10) is written as:
m
D M kY ( k ) ,
(11)
k 0
where
T
(k )
(k )
(k )
y ( k ) ( xN ) .
Mk diag ( f k ( xi )), i 0,1,..., N Y y ( x0 ) y ( x1 )
When we plug in the collocation points xi , i 0,1, 2,...N in the relation (8), we have the system of equations
[ y ( k ) ( xi )] B(x i )(T T )k A, k 0,1,...m

or shortly
Y ( k ) B( x0 ) B( x1 )
B( xN ) (T T )k A B(T T )k A ,
T
(12)
where,
B0 ( x0 ) B1 ( x0 )
B (x ) B (x )
1 1
B= 0 1
B0 ( xN ) B1 ( xN )
BN ( x0 )
BN ( x1 )
.
BN ( xN )
Consequently, from the matrix relations (11) and (12), the fundamental matrix relation for the differential part
D( x) is
m
D Fk B(T T )k A .
(13)
k 0
Now, we obtain the matrix relation for the Fredholm integral part
I f ( x) in Eq.(4). The kernel function K ( x, t )
can be approximated by the truncated Morgan-Voyce series

N
b
K ( x, t ) kmn
Bm ( x) Bn (t )
(14)
m0 n 0
and the truncated Taylor series

N
t
K ( x, t ) kmn
x mt n
(15)
m0 n 0
where
1246
t
kmn
1 m n K (0, 0)
;
m!n ! x m x n
m, n 0,1,...N
Firstly, we convert the expressions (14) and (15) to matrix forms and then equate them as
[ K ( x, t )] B( x) K b BT (t ) X ( x) K t X T (t )
(16)
where
B( x) [ B0 ( x) B1 ( x) B2 ( x) ... Bn ( x)]
X ( x) [ x0 x1 x 2
xN ]
b
t
, Kt kmn
;
Kb kmn
m, n 0,1,..., N
On the other hand, using the Morgan-Voyce formula (2) for n 0,1,..., N we get the matrix relation
BT ( x) RX T ( x) or B( x) X ( x) RT ,
(17)
where
1
0
0

0
2
3

0

1
0
R 3
4
5

2
1

0
n 1
n 2 n 3
n n 1 n 2
2n 1
0
0
Further, substituting B( x) in (17) into the equation (16) and simplifying the result give us the matrix relation
Kb ( R1 )T K t R1
(18)
that is the relation between the Morgan-Voyce and Taylor coefficients of the Kernel function K ( x, t ) .
By substituting the matrix forms (16) and (15) corresponding to the functions K ( x, t ) and y (t ) into the
Fredholm integral part
I f ( x)
, we obtain the matrix
I f ( x) B( x) K b BT (t ) B(t ) Adt B( x) K bQA
(19)
where
b
Q BT (t ) B(t )dt qmn

a
K b is defined in Eq. (18).

When we put the collocation points xi , i 0,1,..., N shown in (9) and in relation (19), we get the system of
and the matrix
the matrix equations
I f ( xi ) B( xi ) K bQA; i = 0,1,...,N
or shortly the matrix relation
I f BK bQA,
(20)
that is the fundamental matrix relation for the Fredholm integral part
I f ( x) .The corresponding matrix form
for the conditions (2) turns out to be

m 1
[a
k 0
jk
B(a) b jk B(b)](T T )k A j j 0,1,..., m 1 .
3. Method of solution
1247
(21)
To construct the fundamental matrix equation defined in (1), we substitute the matrix formulas (13) and (20) into
(10) and simplify this formula. Thus, we get the matrix equation,
T k
(22)
Fk B(T ) BK bQ A G
k 0
which equals a system of ( N 1) algebric equations for the ( N 1) unknown Morgan-Voyce coefficients
a0 , a1 ,..., aN . Eq. (22) can be written in the form
WA = G
or
W ; G ,
(23)
where
m
W wpq Fk B(T T )k BK bQ, p, q 0,1,..., N ;

k 0
G g ( x0 ) g ( x1 )
g ( xN )
On the other hand, we can write for the conditions (2) the matrix form (21) as
U j A = j or U j ; j j 0,1,..., m 1
(24)
where
m 1
U j [a jk B(a) b jk B(b)](T T )k [u j 0 u j1 u j 2 ... u jN ]

k 0
Under the conditions (2) to obtain the solution of Eq. (1), we replace the last m rows of the matrix (23) by the
rows matrices (24) and we get the new augmented matrix,
w00
w
10
w( N 1 m )0
[W ; G ] w( N m )0
u00
u
10
u
( m 1)1
If
w01
w0 N
w11
w1N
;
;
w( N 1 m )1
w( N 1 m ) N
w( N m )1
u01
w( N m ) N
u0 N
;
;
u11
u1N
;
;
u( m 1)2
u( m 1) N
g ( x0 )
g ( x1 )
g ( xN 1 m )
g ( xN m )
0
1
m 1
(25)
rankW rank[W ; G] N 1 , we can write
A (W )1G .
an (n 0,1,..., N ) by means of Eq.(25). Besides, via system
(23), some particular solutions may be obtained. If 0 in Eq.(2), the equation becomes the higher-order
linear differential equation; if Bk ( x) 0 for k 0 , the equation becomes the Fredholm integral equation.
Thereby, we uniquely determine the coefficients
4. Accuracy of solution
We now check the accuracy of the method. The truncated Morgan-Voyce polynomial series in (3) must be
approximately satisfying Eq. (1). For each xi [a, b]
E ( xi ) D( xi ) g ( xi ) I f ( xi ) 0
or
E ( xi ) 10 ki
( ki is any positive integer)
1248
If
max(10 ki ) 10 k
( k is any positive integer)
N is increased until the difference E ( xi ) at each of the points xi
is prescribed, then the truncation limit

becomes smaller than the prescribed 10
. On the other hand, the error function can be estimated by
EN ( x) M kYN( k ) ( x) g ( x) I f ( x) .
k 0
5. Numerical Examples
In this section, we give several numerical examples for showing the accuracy and the efficiency of the presented
method. We performed all of these examples on the computer, for that we used a program written in Matlab
v7.11.0584 (R2010b).
Example 1: Let us consider the linear Fredholm integro differential equation

1
y( x) xy( x) xy( x) e x sin x sin xe t y(t )dt ,
0 x, t 1
under the initial conditions y(0) 1 and y(0) 1 and approximate the solution y ( x) by the truncated
Morgan-Voyce series
3
y ( x) an Bn ( x) so that f0 ( x) x, f1 ( x) x, f 2 ( x) 1, g ( x) e x -sinx
n 0
N 3 the Morgan-Voyce collocation points are

1
2
x0 0, x1 , x2 , x3 1 .
3
3
and for
The matrix representation of the equation is
T k
M k B(T ) BK bQ A = G ,
k 0
where
1 2
M 0 diag (0, , , 1)
3 3
1
1
B
1
7
3
8
3
3
40
9
55
9
8
1749
G 1
1637
1 2
M1 diag (0, , ,1) , M 2 I 44 ,
3 3
4
0
217
27 T 0
,
T
0
368
27
0
21
1
0
0
0
0 0
1
2 0
, K b
0 3
0
0 0
1
6
1
2
0
1
12
0
1
6
0
1
6
0
1
36
335 259
252 138
For the conditions y(0) 1 and y(0) 1 the augmented matrix is
U 0 ; 0 1 2 3 4 ; 1
U ; 0 1 4 10 ; 1 .
1
1
So the augmented matrix with the conditions is
1249
0
697
W ; G 1296
0
997
1063
2
1
The solution of this system is

is
2
583
544
3
4
1
1749
;
1637
;
1
;
1
12
2833
201
4
10
y( x) 1 x 0.5x2 0.1945645942 x3 . The exact solution for this problem
ytam ( x) e x . Similarly taking N 7 and N 10 , we get the approximate solution. Results are shown in
Figure 1.
Results for N=3,N=7,N=10 and exact solution
2.8
2.6
2.4
y-axis
2.2
2
1.8
1.6
1.4
The exact solution

N=3
N=7
N=10
1.2
1
0.1
0.2
0.3
0.4
0.5
x-axis
0.6
0.7
0.8
0.9
Fig. 1 : Comparing the exact solution with the approximate solutions

Example 2: Consider the problem
3
( x 1) y( x) 2 xy( x) cos xy( x) e x (cos x x 1) 2cos x 2e3 10 ty (t )dt , 0 x, t 3
(26)
with the initial conditionals y (0) 3
y(1) e, y(2) e . The exact solution is ytam ( x) e x 2 .

2
Taking N 4, N 8 and N 11and proceeding as the previous example, the approximate solution can be
obtained. Results are shown in Figure 2 and Table 1.
Results for N=4,N=8,N=11 and exact solution
25
The exact solution

N=4
N=8
N=11
20
y-axis
15
10
0.5
1.5
x-axis
2.5
Fig. 2 : Comparing the exact solution and the approximate solutions
1250
Table.1 : Comparison of the absolute errors for N 4, 8, 11 of Eq.(26)

Exact solution
Absolute Error
xi
0
0.2
0.4
0.6
0.8
1.0
1.2
1.4
1.6
1.8
2.0
2.2
2.4
2.6
2.8
3.0
y ( x) e i 2
3
3.22140275816
3.49182469764
3.82211880039
4.22554092849
4.71828182846
5.32011692274
6.05519996685
6.95303242440
8.04964746441
9.38905609890
13.0231763806
13.0231763806
15.4637380350
18.4446467711
22.0855369232
x
N 4, E ( xi )
N 8, E ( xi )
N 11, E ( xi )
0
0.34894356753
0.61089716802
0.79467731353
0.90778695237
0.95694747345
0.94874849774
0.89044153544
0.79090936098
0.66185001038
0.51922291877
0.38501523692
0.28939921495
0.27336723687
0.39195025898
0.71814881938
0
0.00035112808
0.00058914310
0.00073669150
0.00081353871
0.00083606103
0.00081754399
0.00076914088
0.00070045936
0.00061913747
0.00053072451
0.00044404353
0.00039340338
0.00049806317
0.00109186371
0.00297269410
0.023e-006
0.119e-006
0.191e-006
0.245e-006
0.278e-006
0.296e-006
0.305e-006
0.309e-006
0.305e-006
0.294e-006
0.284e-006
0.274e-006
0.262e-006
0.263e-006
0.097e-006
1.953e-006
References
1 C.T.H. Baker, A perspective on the numerical treatment of Volterra equations J. Comput
Appl. Math. 125 (2000) 217- 249
2. P. Linz, Analytical and Numerical Methods for Volterra Equations SIAM, Philadelphia,
PA, 1985.
3 E. Yusufolu, An efficient algorithm for solving integro-differential equations system ,
Appl. Math. Comput. 192 (2007) 51-55.
4 K. Maleknejad, F. Mirzaee, Numerical solution of linear Fredholm integral equations system
by rationalized Haar functions method , Int. J. Comput. Math. 80 (2003) 1397-1405.
5. K. Maleknejad, F. Mirzaee, S. Abbasbandy, Solving linear integro-differential equations
system by using rationalized Haar functions method , Appl. Math. Comput.
155 (2004) 317-328.
6. A. Arikolu, I. Ozkol, Solutions of integral and integro-differential equation systems by
using differential transform method , Comput. Math. Appl. 56 (2008) 2411-2417.
7. J. Saberi-Nadjafi, M. Tamamgar, The variational iteration method: A highly promising
method for solving the system of integro differential equations ,, Comput. Math. Appl. 56
(2008) 346-351
8. H. H Sorkun, S. Yalnbas, Approximate solutions of linear Volterra integral equation systems
with variable coeffients ,Appl. Math. Modell. (2010), doi: 10. 1016/j.apm.2010.02.034.
9. A. Akyz-Daolu, M. Sezer, Chebyshev polynomial solutions of systems of higher-order linear
Fredholm-Volterra integro-differential equations J. Franklin Ins. 342 (2005) 688-701.
10. M. Glsu, M. Sezer, Taylor collocation method and for solutions of systems of linear differential
equations with variable Coefficients,Intern. J. Computer Math. 83 (2006) 429-448.
11. . Yzba, N. ahin, M. Sezer, Numerical solutions of systems of linear Fredholm integro-differential
equations with Bessel Polynomial bases, Computers&Mathematics with Applications, papers 3079-3096,
22 April 2011
12. M.N.S. Swamy,Further properties of Morgan-Voyce Polynomials Fibonacci Quarterly, Vol. 6, No. 2,
Apr. 1968, pp. 167-175
1251
Biographies
zgl LHAN - Research Assistant zgl LHAN was born on January 01th 1985 in Tokat, Turkey. In 2008,
she received her B. Sc. degree from the Department of Mathematics of Mula University in Mula and she is
currently studying her M.Sc. in the same department under the supervision of Dr. Niyazi AHN. She has
written one paper so far, and it is currently under review.
Niyazi AHN - Dr. Niyazi AHN was born on March 15th 1970 in zmir, Turkey. In 1991, he received his
B.Sc. degree from the Department of Mathematics of Ege University in zmir, and M.A. from the University of
Pittsburgh, USA in 1996. He then studied computational fluid dynamics for his Ph.D. degree under the
supervision of Prof. William Layton in the Department of Mathematics at the University of Pittsburgh, and
graduated from that school in 2003.
His main research interests are computational fluid mechanics, numerical linear algebra and numerical
solutions of ordinary and partial differential equations. Some of his published articles are:
Yzba, ., ahin, N.; and Sezer, M. Numerical solutions of systems of linear Fredholm integrodifferential equations with Bessel polynomial bases, Comput. Math. Appl. 61(10): 30793096, 2011.
Akgnll, N., ahin, N.; and Sezer, M. A Hermite collocation method for the approximate solutions
of high-order linear Fredholm integro-differential equations,Numer Methods Partial Differential Eq.
2010, DOI: 10.1002/num.20604, 2010.
John V., Layton W. and Sahin N., Derivation and Analysis of Near Wall Models for Channel and
Recirculating Flows, Comput. Math. Appl., 48(2004): 11351151.
Mehmet SEZER - Prof. Dr. Mehmet SEZER was born on March 20th 1954 in Antalya,Turkey. He received his
of Prof.Dr.Seda MORALI in the Department of Applied Mathematics at Ege University in 1982 and studied
Professor in 1989, and in 1995 Professor at Faculty of Education of Dokuz Eylul University. Since 2004 , he has
department.
His main research interests are ordinary and partial differntial equations, integral and difference equations , and
their numerical solutions. Prof. Sezer has been reviewer for numerous influential journals, has published
1252
A Matrix Method for Approximate Solution of

Pantograph Equations in terms of
Boubaker Polynomials
Tue AKKAYA1, Salih YALINBA2, Mehmet SEZER 3
1,2
Department of Mathematics, Faculty of Science, Celal Bayar University, Manisa, Turkey

3
Department of Mathematics, Faculty of Science, Mula University, Mula, Turkey
1
tugce.akkaya@bayar.edu.tr , 2syalcin@fef.sdu.edu.tr , 3msezer@mu.edu.tr
Abstract. A numerical method for solving the generalized (retarded or advanced) pantograph equation with constant and
variable coefficients under the mixed conditions is presented. The method is based on the truncated Boubaker series. The
solution is obtained in terms of Boubaker polynomials. The method is illustrated by studying an initial value problem.
Illustrative examples are included to demonstrate the validity and applicability of the technique. The results obtained are
compared by the known results.
Keywords: Pantograph equation, Boubaker series and polynomials, Boubaker matrix method.
1. Introduction
This study is concerned with a generalization of a functional differential equation known as the
pantograph equation (with constant and variable coefficients) which contains a linear functional argument (with
retarded and advanced cases or with proportional delays). Functional differential equations with proportional
delays are usually referred to as pantograph equations or generalized equations. The name pantograph
originated from the work of Ockendon and Tayler on the collection of current by the pantograph head of an
electric locomotive [1, 2].
In recent years, pantograph equations have been studied by many authors, who have investigated both
their analytical and numerical aspects [8-10]. These equations are characterized by the presence of a linear
functional argument and play an important role in explaining many different phenomena. In particular, they arise
in industrial applications [11] and in studies based on biology, economy, control theory, astro-physics, nonlinear
dynamic systems, cell growth and electro-dynamic, among others [1, 2, 11, 12]. In addition, properties of the
analytical and numerical solutions of pantograph equations have been investigated by several authors [1-5, 1317].
The basic motivation of this work, by considering the mentioned studies, is to develop a new numerical
method, which is called as a matrix method, based on Boubaker polynomials [3-7] and collocation points for the
approximate solution of pantograph equation. The mentioned Boubaker polynomials were firstly by Boubaker et
al. (2006) as guide for solving a one-dimensional formulation at heat transfer equation. In this study, we will
consider the generalized pantograph equation with variable coefficients
J m 1
y(m) ( x ) Pjk ( x ) y( k ) ( jx j ) g( x )
(1)
j 0 k 0
under the initial conditions
1253

m 1
c
k 0
ik
where
y( k ) (0) i ,
i 0,1,..., m 1.
(2)
Pjk (x) and g (x) are analytic functions; cik , i , j and j are real or complex constants. The aim of
this study is to get solution of the problem (1)-(2) as the truncated Boubaker series defined by
N
y( x ) n n ( x ) , 0 x b
(3)
n 0
Bn ( x ) , n 0,1,2,... denote the Boubaker polynomials; n , 0 n N are unknown Boubaker

coefficients, and N is chosen any positive integer such that N m . Here the standard Boubaker polynomials
where
are defined by
0 ( x ) 1, 1 ( x ) x, 2 ( x ) x 2 2,
for : m 2
m ( x ) xB m1 ( x ) Bm2 ( x )
Later, a monomial definition of these polynomials was established by Labiadh et al. [7]:
(n)
( n 4p) p
n ( x )
Cn p .(1) p .x n 2 p
p 0 ( n p)
(4)
where (n) is denotes the floor function.

2
2. Fundemantel Relations
Let us consider the pantograph equation (1) and find the matrix forms of each term in the equation. First we
can convert the solution y( x ) defined by the truncated series (3) and its derivative
y(x) (x)
y( k ) ( x ) ( k ) ( x ) ,
and
k 0,1,2,...
y( k ) ( x ) to matrix forms
(5)
where
(x) [0 (x) 1 (x) ... N (x)] , [ 0 1 ... N ]T .

By using the expression (4) and taking n 0,1,..., N , we find the corresponding matrix relation as
(x) X(x)ZT
(6)
where
X(x) [1 x x N ]
and
0
0
0
0, 0
0
1,0
0
0
2,1
0
2, 0
0
Z

2 N , N
0
2 N , N 1
0
2 N 1, N
0
2 N 1, N 1
0

2 N,0
where
(n 4 p)
q , p
Cnp p (1) p , q 0,1,, N .
(n p)
Also it follows from (6) that
( k ) ( x ) X( k ) ( x ) Z T .
To obtain the matrix
(7)
(k)
X ( x ) in terms of the matrix X( x ) , we can use the following procedure:

X(1) (x) X(x)M1
1254
X( 2) (x) X(1) (x)M X(x)M2

X(3) (x) X( 2) (x)M X(x)M3
(k)
(k 1)
X (x) X (x)M X(x)Mk (8)
where
0 1 0 0
0 0 2 0
M .
0 0 0 N
0 0 0 0
Similarly, we have the matrix relations between
X( k ) ( jx j ) and X( x ) as follows:
X( jx j ) [1 ( jx j ) ( jx j ) N ] X(x)A( j , j )
(9)
X( k ) ( jx j ) X( jx j )Mk (10)
and from (9) and (10)
X( k ) ( jx j ) X(x)A( j , j )Mk (11)

where
0 0 0
( j ) ( j )
0
A( j, j)
0
1 0 1
( j ) ( j )
0
1 1 0
( j ) ( j )
1
2 0 2
( j ) ( j )
0
2 1 1
( j ) ( j )
1
2 2 0
( j ) ( j )
2
N
( j ) 0 ( j ) N
0
N 1 N1
( j ) ( j )
1
N 2 N2 .
( j ) ( j )
2
N N 0
( j ) ( j )
N
Consequently, by substituting the matrix forms (7) and (8) into (5), we have matrix relations
y( k ) (x) X(x)Mk ZT
(12)
and by means of (5), (7) and (11)
y( k ) ( jx j ) B( k ) ( jx j ) X( k ) ( jx j )ZT
X(x)A( j , j )Mk ZT , k 0,1,2,... (13)
3. Method of Solution
We now ready to construct the fundamental matrix equation corresponding to Eq.(1). For this purpose,
substituting the matrix relations (12) and (13) into Eq.(1) and then simplifying, we obtain the matrix equation
J m 1
X( x )M m ZT Pjk ( x ) X( x ) A( j , j )M k ZT g( x ). (14)
j 0 k 0
By using in Eq.(14) the collocation points
x i defined by x i
b
i, i 0,1,..., N , we get the system of matrix
N
equations
1255

J m 1
X( x i )M m ZT Pjk ( x i ) X( x i ) A( j , j )M k ZT g( x i ) i 0,1,..., N
j 0 k 0
or briefly the fundamental matrix equation

J m 1
m T
XM
Z
Pjk XA ( j , j )M k ZT G (15)
j 0 k 0
where
0
0
Pjk ( x 0 )
0
Pjk ( x1 )
0
0
Pjk ( x 2 )
Pjk 0

0
0
0
X( x 0 ) 1 x 0
X( x )
1
1 x1
X X( x 2 ) 1 x 2

X( x N ) 1 x
N
x0
x1
x2
xN
g( x 0 )
g( x )
1
, G g( x 2 )

g( x N )
Pjk ( x N )
N
x0
N
x1
N
x 2 .

N
x N
0
0
0
Hence, Eq.(15) can be written in the form
W A G or [ W; G] , W [w pq ], p, q 0,1,..., n
(16)
where
J m 1
W [ w pq ] XM m ZT Pjk XA ( j , j )M k ZT
j 0 k 0
Here Eq.(16) corresponds to system of (N+1) linear algebraic equations with the unknown Boubaker coefficients
0 , 1 ,..., N . On the other hand, we can obtain the matrix forms for the conditions (2), as follows:
m1
c
k 0
ik
X(0)M k ZT [i ] briefly Ui A [i ] or [U i ; i ], i 0,1,..., m 1 (17)

m 1
where
Ui [u i 0 u i1 , ..., u iN ] cik X(0)M k ZT

k 0
Finaly, to obtain the solution of Eq.(1) under the conditions (2), by replacing the row matrices (17) by the last m
rows of the matrix (16), we have the new augmented matrix [15-17]
w 00
w
10
...
w N m , 0
[ W; G ]
u 00
u10
...
u m1, 0
If
w 01
w 0N
w11
...
w Nm ,1
u 01
.
.
.
.
.
.
w 1N
...
w N m , N
u0N
;
;
;
;
u11
...
u m1,1
u1N
...
u m1,N
;
;
;
g( x 0 )
g( x1 )
...
g ( x N m )
0
1
...
m1
(18)
rank W rank[W; G] N 1 , then we can write
(W) 1 G
1256
Thus the matrix A (thereby the coefficients 0 , 1 ,..., N ) is uniquely determined. Also the Eq.(1) under the
conditions (2) has a unique solution. This solution is given by truncated Boubaker series (3). On the other hand,
when
W 0,
if
rank W rank[W; G] N 1 , then we may find a particular solution. Otherwise if
rank W rank[W; G] N 1 , then it is not a solution.

4. Accuracy of Solution and Error Analysis
We can easily check the accuracy of the suggested method. Since the truncated Boubaker series (3) is an
approximate solution of Eq.(1), when the solution y N ( x ) and its derivatives are substituted in Eq.(1), the
resulting equation must be satisfied approximately; that is, for
x x q [0,1], q 0,1,2,...
J m 1
E( x q ) y(m) ( x ) Pjk ( x ) y( k ) ( jx j ) g( x ) 0
j 0 k 0
and E( x q ) 10
k q
truncation limit
N is increased until the difference E( x q ) at each of the points becomes smaller than the
( k q positive integer). If max 10
kq
10 k ( k positive integer) is prescribed, then the
prescribed 10 k . On the other hand, the error can be estimated by the function
J m 1
E N ( x ) y(m) ( x ) Pjk ( x ) y( k ) ( jx j ) g( x )
j 0 k 0
If E N ( x ) 0 , when
is sufficiently large enough, then the error decreases.
5. Illustrative Examples
In this section, several numerical examples are given to illustrate the accuracy and effectiveness
properties of the method and all of them were performed on the computer using a program written in Maple12.
The absolute errors in Tables are the values of
y(x) y N ( x) at selected points.
5.1. Example. Consider the pantograph equation of second-order [17]
yx
3
x
yx y x 2 2 , y0 0 , y0 0 , 0 x 1
4
2
After the ordinary operations and following the method in Section 3, we obtain yx x which is the exact
solution.
2
5.2. Example. Consider the following problem [17]
1
x 1
yx e x / 2 y yx , y(0) 1 , 0 x 1
2
2 2
x
which has the exact solution yx e .
Hence, the computed results are compared with other methods [19, 20, 21] in Table 1.
Table 1. Error analysis of Example 2 for the x value
x
0.2
0.4
0.6
0.8
1
SplineFnk.
Approx[21]
0.198 E-7
0.473 E-7
0.847 E-7
0.135 E-6
0.201 E-6
Taylor
Method[20]
0.100E-8
0.000000
0.100000
0.000000
0.500E-8
ADM
13terms[19]
0.000000
2.22 E-16
2.22 E-16
1.33 E-15
4.88 E-15
Present
Method (N=20)
1.00 E-14
2.00E-14
5.00E-14
2.00 E-14
7.80E-13
1257
5.3. Example.Consider the pantograph equation with variable coefficients [15]
y(x) y(x) 1 (x) y(x / 2) 2 (x) y(x / 4) , y(0) 1
Here 1 (x) e 0.5x sin(0.5x) , 2 (x) 2e 0.75x cos(0.5x) sin(0.25x) . It can be seen that the exact solution of
this problem is y(x) e
cos(x) . We give numerical analysis for various N values in Table 2.

Table 2. Error analysis of Example 3 for the x value
Exact
Solution
0.0
0.2
0.4
0.6
0.8
1.0
1.000000
0.802410
0.617405
0.452953
0.313050
0.198766
Sezer-Yalnbaahins Method
[15] (N=9)
0.000000
1.3 E-9
1.434 E-7
2.058 E-6
1.212 E-5
4.003 E-5
Present Method
N=9
N=12
0.000000
0.000000
2.00E-10
0.000000
1.00E-10
2.70E-9
0.000000
1.00E-10
4.00E-10
0.000000
2.00E-10
2.45E-8
5. Conclusions
A new matrix method based on the Boubaker polynomials is developed to numerically solve higher
order pantograph equations and multi-pantograph equations with the initials conditions. Comparison of the
results obtained by the present method and those other methods reveals that the present method is vary effective
and convenient. Numerical results show that the accuracy improves when the truncation limit of Boubaker series
is increased and the errors decrease more rapidly.
It is observed that the method has the best advantage when the known functions in equation can be
expanded to Boubaker series. Another considerable advantage of the method is that Boubaker coefficients of the
solution function are found very easily by using the computer programs. Moreover, this method is applicable for
the approximate solution of the pantograph-type Volterra and Fredholm functional integro-differential equation
with variable delays, higher-order differential-difference and integro-differential-difference equations.
References
[1] J.R.Ockendon and A.B.Tayler, (1971). The dynamics of a current collection system for an electric locomotive,
Proc.Roy.Soc.London Ser., A322 447-468.
[2] A.B. Taylor, (1986) Mathematical Models in Applied Mathematics, Clarendon Press, Oxford, pp. 40-53.
[3] K. Boubaker, (2007). Trends Appl. Sci. Res. 2, 540544.
[4] J. Ghanouchi, H. Labiadh, K. Boubaker, (2008). Int. J. Heat Technol. 26 (1), 4953.
[5] O.B. Awojoyogbe, K. Boubaker, (2009). Curr. Appl. Phys. 9, 278283.
[6] K. Boubaker, (March2007), Les Polynmes de Boubaker,Une classe polynomiale qui mane d'un essai de rsolution de
l'quation de la chaleur,Deuximes Journes. Mditerranennes de Mathmatiques Appliques JMMA02, Monastir,
TUNISIE.
[7] H. Labiadh and K. Boubaker, (2007) , A Sturm-Liouville shaped characteristic differential equation as a guide to establish
a quasi-polynomial expression to the Boubaker polynomials, Diff. Eq. and Cont. Proc., 2 pp.117-133.
[8] S.Slama, J. Bessrour, K. Boubaker, M. Bouhafs, (2008). COTUME 2008, pp. 7980.
[9] M. Z. Liu and D. Li, (2004). Properties of analytic solution and numerical solution of multi-pantograph equation, Applied
Math. and Computation 155, 853-871.
[10] G. Derfel and A. Iserles, (1997). The pantograph equation in the complex plane, J. Math. Anal. Appl. 213, 117-132.
[11] Y. Muroya, E. Ishiwata and H. Brunner, (2003). On the attainable order of collocation methods for pantograph integrodifferential equations, J. Comput. Appl. Math. 152, 347-366.
[12] W. G. Ajello, H. I. Freedman and J. Wu, (1992). A model of stage structured population growth with density depended
time delay, SIAM J. Appl. Math. 52, 855-869.
[13] M. D. Buhmann and A. Iserles, (1993). Stability of the discretized pantograph differential equation, Math. Comput. 60,
575-589.
[14] D.Li, M.Z.Liu, (2000). Runge-Kutta methods for multi-pantograph delay equation, App. Math. and Comput.163 (1),
383-395.
1258

[15] M.Sezer, S.Yalnba, N.ahin, (2008). Approximate solution of multi-pantograph equation with variable coefficients,
J.Comput. and App. Math. 214 (2), 406-416.
[16] M.Sezer, A.A.Daolu, (2007). A Taylor method for numerical solution of generalized pantograph equations with
linear functional argument, J.Comput. and App. Math. 200 (1), 217-225.
[17] M.Sezer, S.Yalnba, M.Gulsu, (2008). A Taylor polynomial approach for solving generalized pantograph equations
with nonhomogenous term, Int. J. Comput. Math. 85 (7), 1055-1063.
[18] A.Saadatmandi, M.Dehghan, (2009). Variational iteration method for solving a generalized pantogfaph equation, 58 (1112) 2190-2196.
[19] D.J. Evans and K.R. Raslan, (2005), The Adomian decomposition method for solving delay differential equation, Intern.
J. Comput. Math. 82 (1) 49-54.
[20] M.Gulsu, M. Sezer, (2010) A Taylor collocation method for solving high order linear pantograph equations with linear
functional argument, NMPDE, (DOI: 10.1002/num.20600)
[21] A. El-Safty and S. M. Abo-Hasha, On the application of spline functions to initial value problems with retarded
argument, Intern. J. Comput. Math. 32(1990) 173-179.
Biographies
Mehmet SEZER - Prof. Dr. Mehmet SEZER was born on March 20th 1954 in Antalya,Turkey. He received
his B.Sc. from the Department of Mathematics of Ege University in 1976 and was research assistant at Balkesir
of Prof.Dr.Seda MORALI in the Department of Applied Mathematics at Ege University in 1982 and studied
Professor in 1989, and in 1995 Professor at Faculty of Education of Dokuz Eylul University. Since 2004 , he has
department.
His main research interests are ordinary and partial differntial equations, integral and difference equations,
and their numerical solutions. Prof. Sezer has been reviewer for numerous influential journals, has published
Salih YALINBA -Assc. Prof. Dr. Salih YALINBA was born on July 1st 1969 in Izmir, Turkey. He
received his B.Sc. from Department of Mathematics at Dokuz Eyll University, Buca Faculty of Education in
1990. His M.Sc. was from Dokuz Eyll University in 1994. He received his Ph.D. under the supervision of Prof.
Dr. Mehmet Sezer in the Department of Applied Mathematics at Dokuz Eyll University in 1998 and studied in
the field of Taylor Polynomial Solutions of Volterra-Fredholm Integral and Integro-Differential Equations.
Between 1998-2005, he was Assistant Professor at Faculty of Science (Isparta) of Sleyman Demirel
University. Since 2005, he has been continuing at Faculty of Science at Celal Bayar University. This year, He
became Associate Professor.
His main research interests are ordinary and partial differential equations, integro- differential equations, delay
and neutral differential equations, integral and difference equations, and their numerical solutions. Assc. Prof.
Dr. Yalnba has been reviewer for numerous influential journals, has published research articles related to
differential equations, integral equations and delay and neutral differential equations; and has been authored over
30 papers.
Tue AKKAYA Shewas born on July 9th 1987 in Izmir, Turkey.She graduated from Mathematics
Department at Celal Bayar University in Manisa, Turkey in 2008. She is currently MSc student under the
supervision of Assc. Prof. Dr. Salih YALINBA in Applied Mathematics at the same university and has been
studying in the field of Approximate Calculation of Sturm-Liouville Problems Using Orthogonal Polynomials.
Her main research interests are nonlinear differential equations, integral and integro - differential equations,
difference equations and their numerical solutions. She has published articles in national and international
journals.
1259
Fiber Bundles in Digital Images

Ismet Karaca1, Tane Vergili2
1,2
Departments of Mathematics, Ege University Bornova Izmir 35100 TURKEY

1
ismet.karaca@ege.edu.tr, 2tane.vergili@ege.edu.tr
Abstract. In this paper, we introduce a digital bundle, a digital fiber bundle, a digital trivial fiber bundle and
define a digital bundle map between digital fiber bundles and an equivalence relation on digital fiber bundles
with the assistance of digital fiber bundle maps. Furthermore, we give a definition of a digital pullback bundle
and study the homotopy invariance of digital pullback bundles. As a result we obtained some conclusions.
Keywords: digital bundles, digital homotopy groups, fiber bundles
1 Introduction
Digital Image Processing is a growing discipline with applications in industry, medicine, meteorology,
geology, among other fields. Digital Topology deals with properties of two and three dimensional digital images
that correspond to topological properties of objects. The main purpose of digital topology is to study topological
properties of discrete objects and it plays an important role in computer vision, image processing and computer
graphics. Researchers (Rosenfeld, Kong, Kopperman, Kovalevsky, Bexer, Chen, Rong, Han, Karaca and others)
in this area have studied to determine the properties of digital images with tools from Topology (especially
Algeraic Topology). Homotopy Theory deals with properties of spaces which are invariant under continuous
deformations. Translating homotopy from general topology to discrete structures raises a number of questions
which are not solved in satisfactory ways. Topological invariants are very useful in digital images and a
geometric modeling.
Fiber bundles play an important role in geometry quite apart from their nice homotopy properties. It is well
known that knowledge of the digital homotopy group is a very important tool for Image Analysis. A general
algorithm to decide whether two digital images have isomorphic homotopy groups would be a very powerful
tool for Image Analysis. Therefore, fiber bundles in digital images will be a very useful tool in the determinating
of digital homotopy groups.
This paper is organized as follows. In the preliminary part we give some basic definitons such as digital adjacencies, a digital (
)-continuous function, a digital
(
)-isomorphism, digitally (
)-homotopic functions, a -contractible digital image. Then we introduce
a digital fiber bundle and a digital trivial fiber bundle. Also we define a digital bundle map between digital fiber
bundles and an equivalence relation on digital fiber bundles with the assistance of digital fiber bundle maps.
Furthermore, we give a definition of a digital pullback bundle and study the homotopy invariance of digital
pullback bundles.
2 Preliminaries
Let be the set of integer. A (binary) digital image is a pair (
), where
for some positive integer
and indicates some adjacency relation for the members of . A variety of adjacency relations are used in the
study of digital images. The following terminology is used. Two points and in
are 8-adjacent if they are
1260
distinct and differ by at most 1 in each coordinate; points and

in
are 4-adjacent if they are 8-adjacent
differ in exactly one coordinate. Two points and in
are 26-adjacent if they are distinct and differ by at
most 1 in each coordinate; 18-adjacent if they are 26-adjacent and differ in at most two coordinates; 6-adjacent
if they are 18-adjacent and differ in exactly one coordinate. We generalize these adjacencies as follows. Let
(
),
(
)
be positive integers,
and two distinct points
, and
are -adjacent [1], if there are at most distinct coordinates for which |
|
and for all other
coordinates ,
. A -adjacency relation on
may be denoted by the number of points that are adjacent
to a point
. Thus, the -adjacency on
may be denoted by the number 2, and -adjacent on
are
called 2-adjacent. Similarly, -adjacent points of
are called 4-adjacent; -adjacent points of
are called
8-adjacent; and in
and
-adjacent points are called 6-adjacent, 18-adjacent and 26-adjacent,
respectively.
Let be an adjacency relation defined on
. A -neighbor of
is a point of
that is -adjacent to . A
digital image
is -connected [2] if and only if for every pair of different points
, there is a set
*
+ of points of such that
*
+.
,
and and
are -neighbors where
A -component of a digital image is a maximal -connected subset of .
For cartesian product of two digital images, the adjacency is defined as follows: given two points
,
* +(
(
)
) and (
) are adjacent in
if and only if one of the following is satisfied:
)
and and are -adjacent; or
) and are -adjacent and
; or
) and are -adjacent and
and are -adjacent.
This adjacency has useful properties. We will denote (
) for the adjacency of the cartesian product of
) and (
)
digital images (
Definition 1. [3] Let
,
- =*
with
. A digital interval is a set of the form
+, in which 2-adjacency is assumed.
Definition 2. [4, 5] Let

and
* +. We say that
defined on
subset of is -connected subset of Y.
Proposition 1. [4, 5]
Then the function
, either ( )
( ) or
is (
Let
be a function. Let
be an adjacency relation
)-continuous if the image under of every -connected
and
be digital images with -adjacency and -adjacency respectively.
+ of
is (
)-continuous if and only if for every pair of -adjacent points *
( ) and ( ) are -adjacent in .
Let
and
be digital images with -adjacency and -adjacency respectively. A function
is a (
)-isomorphism [6]if is (
)-continuous and bijective and further
is
(
)-continuous and it is denoted by
. This suggests using the terminology isomorphic digital images
rather than that homeomorphic digital images. The term homeomorphic may be disleading in that models of
homeomorphic Eucledian sets need not be digital homeomorphic. For example all Euclidean simple closed
curves are homeomorphic but digital simple closed curves of differing cardinalities are not even of the same
homotopy types.
Definition 3. [4] Let
and
be digital images with -adjacency and -adjacency respectively.
Two (
)-continuous functions
are said to be digitally(
)-homotopic in Y if there is a
positive integer and a function
,
such that;
( )
)
( )
i)
( ) and (
( )
ii)
the induced function
,
defined by
( ) for
all
,
- is
(
)-continuous and,
iii)
,
- , the induced function
, defined by ( )
( ) for all
is (
)continuous.
We say that the function
is adigital(
)- homotopy between f and g.
)is said to be -contractible if its identity map is (

Definition 4. [3] A digital image (
constant function
defined by ( )
for all
.
1261
)-homotopic to the
3 Digital Fiber Bundles

)and (
)be two digital images where is a -connected space. If the map
Definition 5. Let (
is a (
)-continuos surjection, then the triple (
) is called a digital bundle. The digital set is called
adigital base set, the digital set is called adigital total set and the digital map is called adigital projection of
the bundle. For each
the digital image
( ) is called the digital fibre of the bundle over
.
Definition6. A digital bundle (
a -connected subset of and
) is adigital subbundle of (
) provided that
|
is a continuous surjection.
is a subset of ,
is
)(
) and (
)be digital images where is -connected space. Let
Definition 7. Let (
be
(
) is adigital fiber bundle with
(
)-continuos surjection, then we say that the quadruple
adigital total set , adigital base set and adigital fiber set if satisfies the following properties:
1. For all
2. For every point
( )
( )
is a (
)-isomorphism.
, there exists a -connected subset of such that
is (
(
))-isomorphism making the following diagram commutes:
(1)
Fig. 1
Example 8. Let
*
, by (
+
)
The digital product space
*
. Then
+. Define a projection map,

(
) is a digital fiber bundle.
s the simplest digital fiber bundle, it is called atrivial digital fiber bundle.
(
)and
(
) be two digital fiber bundles. Then a digital fiber bundle
Definition 9. Let
)
(
)consists of a pair of maps
(
)
(
)-continuous,
map (
(
)-continuous subject to the condition that the diagram commutes:
(2)
Fig. 2
(
),
Definition 10. Two digital fiber bundles
(
) (
if there exist digital bundle maps,
(
)
| , denoted by
such that
and
Notice that the relation ' ' is an equivalence relation. If
(
)
) over
)
are digital bundle equivalent

(
) (
)
.
, then
and
4 Digital Pullback Bundles

(
Let
digital (
and define
)be a digital fiber bundle and let (

)-continuous function, let
(
*( )
and
) be an arbitrary digital image. For any

( )
(
( )+
)
Then
1262
(
) is a digital fiber bundle and ( ) is a digital fiber bundle map. We say that (
) and denoted by ( )
digital pullback bundle of (
) is the
(
) be a digital fiber bundle, (
)be a digital image and
Example 11. Let
be a constant
( ) Since is
map. Then there exists a point
such that for all
, ( )
and we get
( )
( )
a digital fiber bundle,
Hence ( ) (
)is a digital trivial bundle.
(
) be a digital fiber bundle and let
Definition 12. Let
-connected subset. Then the restriction of
to , denoted by |
| .
where
( ) and
Proof: |
( ) |
be a
) is the digital fiber bundle
,
- be an digital interval. For
) be a digital fiber bundle and
( )
( ( ) ) Then
is also a digital fiber bundle.
(
Definition 13. Let
(
), define
Proposition 14.. Let
-connected subset. If
) be a digital fiber bundle and let

is an inclusion function, then ( )
)
( )
*(
), where
be a
( )+.
(3)
Fig. 3
(
)
Define
( )by( )
( ( ) )
( )
( )
( ( ) ). Then is continuous bijection. If we define
we see that
is also continuous so
is an isomorphism. Also,
|
( ), hence the diagram commutes. ( )
Theorem 14. Let

( )
( )
( ) (
*( )
*(
)
)
{((
( )|
Claim I:
)
)
* +
Proof of Claim I:
Let
( (
are (
be (
)-homotopic maps. Then, there exists a map
)
)
( ) and
such that (
( ) and (
(
)-continuous for all
,
- and
Proof: Let and

,
,
Let
) be a digital fiber bundle. If
) (
( )
) ( (
( )|
( ) (
( )
( )+,
( )
( )+
(
)
( )and
( )|
.(
) (
* +
) and
(
* +
* +)
( )
)
(
) },
((
is (
( )
)-homotopic maps, then
)-continuous for all
) where
and
)
( ).
|(
* +)
* +
* +) *(
)
(
)
( )
( )+ Define
(
) Then is an
) ))-isomorphism and the diagram commutes:
(4)
1263
* +
Fig. 4
Hence
( )|
( )|
* +
* +
( ) Using similar argument, we can show

( ).
( )| * +
( )| * +
Claim II:
( )
If we prove this claim, then we show that ( )
*
+)
(
)|
)
(
|(
Proof of Claim II:
.(
* +
( )|
* +
) (
.(
) (
* +)
|(
* +
* +)
* +)
* +
/ and
Now again let
) (
* +) and
* +).
(5)
Fig. 5
* +
*
Here
an isomorphism between
all
, we have ( )
of isomorphism relation,
( ) (
)
( )
(
Corollary 15. Let
-contractible space. Then
+ (
* +
* +. So that we have to find
)
(
) is an isomorphism.
(
)
(
)|
and . Since
and the restriction
* + are digital fiber bundles, then for
(
)
)
. Similarly for all
, we have ( ) (
. From the reflexivity
) ( ) (
). Therefore there exists an isomorphism
we get ( ) (
(
) for all
. So its easy to see that and are isomorphic digital images.
) be a digital fiber bundle where
is a trivial digital fiber bundle.
Proof: Since
is contractible, then the identity map over
( ) Moreover ( )
previous theorem ( )
and
( )
then is a digital trivial fiber bundle.
is a digital
is homotopic to the constant map . From the
References
[1] Boxer, L. (2006). Homotopy Properties of Sphere-Like Digital Images. J.Math. Imaging Vis. 24: 167-175.
[2] Herman, G.T. (1993). Oriented Surfaces in Digital Spaces. CVGIP: Graphical Models and Image processing
55: 381-396.
[3] Boxer, L. (1994). Digitally Continuous Functions. Pattern Recognit. Lett. 15: 833-839.
[4] Boxer, L. (1999). A Classical Construction for The Digital Fundamental Group. J.Math. Imaging Vis. 10: 5162.
[5] Rosenfeld, A. (1986). Continuous functions on digital pictures. Pattern Recognition Letters 4: 177-184.
[6] Boxer, L. (2006). Digital Products, Wedges, and Covering Spaces Journal of Mathematical Imaging and
Vision 25: 159-171.
[7] Boxer, L.; and Karaca, I. (2010). Some Properties of Digital Covering Spaces. Journal of Mathematical
Image and Vision 37: 17-26.
[8] Boxer, L.; and Karaca, I. (2008). The Classification of Digital Covering Spaces, Journal of Mathematical
Imaging and Vision 32: 23-29.
[9] Boxer, L.; and Karaca, I. (Preprint 2011). Properly Discontinuous Actions in a Digital Covering Space.
[10] Chen, L. (2004). Discerete Surfaces and Manifolds: A Theory of Digital-Discrete Geometry and Topology.
Rockville: Scientific and Practicle Computing.
[11] Chen, L.; Rong. (2008). Linear Time Recognition Algortihms for Topological Invariants in 3D. In the
Proceedings of International Conference on Pattern Recognition.
[12] Cohen, L.R. The Topology of Fiber Bundles Lecture Notes. Department of Mathematics Stanford
University.
1264
[13] Han, E. (2005). Nonproduct Property of The Digital Fundamental Group. Information Sciences. 171: 73-91.
[14] Hatcher, A. 2009. Vector Bundles and K Theory. Version 2.1.
[15] Husemoller, D. 1966. Fiber Bundles. New York: Springer-Verlag, Third Edition.
[16] Kong, T.Y. (1989). A Digital Fundamental Group. Comput. Graph. 13: 159-166.
[17] Kong, T.Y.; Kopperman, R. (2005). On Storage of Topological Information. Discrete Applied Mathematics
147 (2-3): 287-300.
[18] Kovalevsky, A. (1989). Finite Topology as Applied To Image Analysis. Computer Vision. Gaphics and
Image Processing 45: 141-161.
[19] Steenrod, N. 1960. The Topology of Fiber Bundles. USA: Princeton University Press.
Biographies
Ismet Karaca was born in Afyon, Turkey on January 5 th, 1969. He received a Bachelors degree in
Mathematics from Anadolu University in Turkey, a Masters in Mathematics from the university of Miami, and
a PhD in Mathematics from Lehigh University.
He is a Professor of Mathematics at Ege University in Izmir, TURKEY. Dr. Karacas research interests
include homotopy theory, steenrod algebra, and digital topology.
Prof. Karaca is a member of American Mathematical Society.
Tane Vergili was born in Izmir, Turkey on March 21 st, 1986. She received a Bachelors degree in
Mathematics from Ege University and started an integrated PhD programme in the field of algebraic topology at
the same university.
She is interested in algebraic topology and digital topology.
1265
On de Casteljau Type Algorithms

etin Diibyk1, Halil Oru2
1,2
Dokuz Eyll University, Department of Mathematics

Fen Fakltesi,Tnaztepe Kamps, 35160 Buca, zmir Turkey
1
cetin.disibuyuk@deu.edu.tr, 2halil.oruc@deu.edu.tr
Abstract. We give a new identity which provide us to represent
Bernstein polynomials in terms of
intermediate points of its de Casteljau type algorithm. We also give explicit form of intermediate points in
terms of
Bernstein polynomials.
Keywords:
Bernstein polynomials, de Casteljau algorithm,
Bernstein polynomials
1 Introduction
One of the most important representation of curves and surfaces used in computer graphics and computer aided
geometric design (CAGD) is Bzier representation. This curves are first used to design automobile bodies.
A parametric Bzier curve of degree
is defined by
( )
. / (
( )
where
denotes
dimensional Euclidean space. The points are called the control points and the polygon
obtained by joining the control point
with the control point
for
is called the control
polygon. The reason of the popularity of Bzier curves in CAGD is that the control polygon gives information
about the shape of the polynomial curve ( )
The basis functions
( )
. / (
are called Bernstein bases of degree . This polynomials have shape preserving properties and they are not
useful only for CAGD but also for approximation of functions. A constructive proof of Weierstrass
approximation theorem which states that every continuous function can be approximated uniformly, as close as
we wish, by polynomials was given in 1912 via Bernstein polynomials
Although Bzier curves are first publicized in 1962, Paul de Casteljau is the first one who developed them in
1959 by using and algorithm that gives a point on the curve. The most powerful advantage of this method is
1266
subdividing any Bzier curve to make it more flexible. For the given points
algorithm is
( )
for
( )
and
this
( )
and
As a consequence of importance of Bernstein polynomials, several generalization of them have been proposed.
This paper is concerned about two of these generalizations and their de Casteljau type algoithms,
Bernstein
polynomials introduced in [3] and
Bernstein polynomials introduced in [11] which is also a generalization
of
Bernstein polynomials. First we give a new identity on
Bernstein polynomials, then use it to represent
Bernstein polynomials in terms of intermediate points of its de Casteljau type algorithm. In section 3 we give
explicit form of intermediate points of de Casteljau type algorithm related with
2
In [3]
Bernstein Polynomials
Bernstein bases defined by
( )
0 1
which recovers Bernstein polynomials when
0 1
for
, -,
,
-
and has the value 0 otherwise. Here , - denotes a

(
)
, - {(
)
For further details on
binomial coefficient 0 1 is defined as
Recall that the

, -,
Bernstein polynomials and
, integer defined by
Bernstein Bzier curves ( see [3] and [8]).
In [2] Phillips show that

Bernstein polynomials can be generated by de Casteljau type algorithm, which is a
generalization of that relating to the classical case. A new algorithm for
Bernstein polynomials is given in
[5]. This algorithm exhibits affine combination and given as
( )
for
( )
( )( )
and
The following lemma is helpful to represent

Casteljau type algorithm.
Lemma 1 :
Bernstein basis functions
Bernstein polynomials in terms of intermediate points of its de
( ) satisfy the following identity
1267
Proof : Denote right hand side of equation (3) by

(
(
)
0
)
)( )
and write
1(
) (
(
(
)
)
)
1(
Then we have
) (
){
)0
)0
)
and
) (
)
1
20
(
Using Pascal identities of
) (
)0
Bernstein polynomials can be computed as
( )
where
13
binomial coefficient we obtain that
Theorem 1:
( )
( )
)( )
are intermediate points of the algorithm (2).
Proof: We will use induction on
( )
We know that ( )
( )
( ) using Lemma 1 with
( )
Changing the index of summations and using (2) give
1268
we have
( )
( )
*(
Hence our claim is true for
( )
( )
Now assume that our claim is true for any value of
( )
( )
( )
( )
( )
), that is
It follows from Lemma 1 and (2) that
( )
( )(
{(
( )
This shows that (4) is true for
( )
and induction is completed.
Bernstein Polynomials
We begin by giving some notations and definitions. A generalization of Bernstein polynomials degree
depending on two parameters and (we call
Bernstein polynomials) defined in [11] by
(
| )
0 1
where and are real parameters such that

defined for any
by
)(
( )
and
Here used
0 1
)(
Pochammer symbol
Alternative form of the formula (5) is
| )
) (
1269
which we will use. These polynomials also recover

Bernstein polynomials by setting
control points
the corresponding de Casteljau type algorithm is
( )
for
( )
and
with
( )
For the given
( )( )
see [11].
The following new result gives explicit form of the intermediate points of the de Casteljau type algorithm in
terms of
Theorem 2: The intermediate points of the algorithm (6) are
( )
Proof: It is clearly true for
| )
( )
Now suppose that (7) satisfied for any
( )
Since (7) is true for the value
( )
From the algorithm we have
( )
we may write
( )
| )
| )
Shifting the index of the second summation and using properties of

*
+ where
( )
(
binomial coefficient we obtain

| )
and
4
| )
Then
[ ]
) (
1270
Now multiplying
by
, shifting the indexes of the products and simplifying, we obtain
) (
(
On the other hand, rearrange the term
[ ]
gives
]
) (
Therefore
[ ]
]}
(
) (
)
)
| )
References
1.
2.
Farin, G. (2002). Curves and surfaces for CAGD, A practical guide(5th ed.). USA: Academic Press.
Phillips, G.M. (1996). A de Casteljau algorithm for generalized Bernstein polynomials. BIT, 36(1),
232-236.
3. Phillips, G.M. (1997). Bernstein polynomials based on the q-integers. Annals of Numerical
Mathematics, 4, 511-518.
4. Diibyk, . & Oru, H. (2007). A generalization of rational Bernstein-Bzier curves. BIT, Numerical
Mathematics, 47(2), 313-323.
5. Diibyk, . & Oru, H. (2008). Tensor product q-Bernstein polynomials. BIT, Numerical
Mathematics, 48(4), 689-700.
6. Goodman, T.N.T., Oru, H. & Phillips, G.M. (1999). Convexity and generalized Bernstein
polynomials. In Proceedings of the Edinburgh Mathematical Society, 42, 179-190.
7. Oru, H. & Phillips, G.M. (1999). A generalization of the Bernstein polynomials, In Proceedings of the
Edinburgh Mathematical Society, 42, 403-413.
8. Oru, H. & Phillips, G.M. (2003). q-Bernstein polynomials and Bzier curves. Journal of
9. Oru, H. & Akmaz, H.K. (2004). Symmetric functions and the Vandermonde matrix. Journal of
10. Oru, H. & Tuncer, N. (2002). On the convergence and iterates of q-Bernstein polynomials. Journal of
Approximation Theory, 117(2):301313.
11. Lewanowicz, S. & Wozny, P. (2004). Generalized Bernstein polynomials. BIT, Numerical
Mathematics, 44(1), 63-78.
12. Phillips, G.M. (2008). Survey of results on the q-Bernstein polynomials. IMA J. Numer. Anal., 30(1),
277-288.
1271
Finite Difference and Iteration Methods for

Fractional Hyperbolic Partial Differential Equations
with the Neumann Condition for ISCSE 2011
Allaberen Ashyralyev1, Fadime Dal2
1a
Department of Mathematics, Fatih University,Istanbul,Turkey,

b
ITTU,AsShabad,Turkmenistan, Department of Mathematics
2
Ege University, Izmir, Turkey
1
ashyralyev@fatih.edu.tr, 2fadimedal@hotmail.com
Abstract.The numerical and analytic solutions of mixed problem for multidimensional fractional hyperbolic partial
differential equations with the Neumann condition are presented. The stable difference scheme for the numerical solution of
the mixed problem for the multidimensional fractional hyperbolic equation with the Neumann condition is presented.
Stability estimates for the solution of this difference scheme and for the first and second order difference derivatives are
obtained. A procedure of modified Gauss elimination method is used for solving this difference scheme in the case of onedimensional fractional hyperbolic partial differential equations. He's variational iteration method is applied. The comparison
of these methods is presented.
Keywords : Fractional hyperbolic equation; initial boundary value problems, difference schemes ,stability, iteration
method
1 Introduction
It is known that various problems in fluid mechanics (dynamics, elasticity) and other areas of physics lead
to fractional partial differential equations. Methods of solutions of problem for fractional differential
equations have been studied extensively by many researchers (see, e.g., [1]-[14] and the references given
therein)
The role played by stability inequalities (well-posedness) in the study of boundary-value problems for
hyperbolic partial differential equations is well known (see, e.g., [18]-[31]).
In the present paper, finite difference and Hes iteration methods for the approximate solutions of the
mixed boundary-value problem for the multidimensional fractional hyperbolic equation
1
2u (t , x) m
2
a
(
x
)
u
r
xr x
t u (t , x ) u (t , x ) f (t , x ),
2
r
t
r
x ( x1 ,..., xm ) , 0 t 1,
u (0, x) 0, ut (0, x) 0, x ,
u (t , x)
0, x S
n
1272
(1.1)
are studied . Here,

m
space.
is the unit open cube in the m-dimensional Euclidean
: x ( x1 ,..., xm ) : 0 x j 1,1 j m
with
boundary
S , S , ar ( x),( x ) and
are
smooth functions
and
f (t , x),(t (0,1), x )
ar ( x) a 0 . The first order of accuracy in t and the second order of accuracy in space variables for
the approximate solution of problem (1.1) is presented. The stability estimates for the solution of this
difference scheme and its first and second order difference derivatives are established. A procedure of
modified Gauss elimination method is used for solving this difference scheme in the case of onedimensional fractional hyperbolic partial differential equations.
2 The Finite Difference Method

In this section, we consider the first order accuracy in t and the second order of accuracy in space
variables stable difference scheme for the approximate solution of problem (1.1). The stability estimates for
the solution of this difference scheme and its first and second order difference derivatives are
established. A procedure of modified Gauss elimination method is used for solving this difference scheme
in the case of one-dimensional fractional hyperbolic partial differential equations.
2.1 The Difference Scheme, Stability estimates

The discretization of problem (1.1) is carried out in two steps. In the first step, let us define the
grid space
h
x xr (h1r1 ,..., hm rm ), r (r1 ,..., rm ),
0 rj N j , h j N j 1, j 1,..., m
We introduce the Banach space
defined on
L2h L2 (
, Sh
S.
) of the grid functions h ( x) (h1r1 ,..., hm rm )
, equipped with the norm

1
2
2
h L ( ) h ( x) h1...hm .
2
x h
x
x
To the differential operator A generated by problem (1.1), we assign the difference operator Ah by
the formula
m
Ah xu h ar ( x)uxr
r 1
uxh
acting in the space of grid functions

known that
(2.1)
xr j
u h ( x) , satisfying the conditions Dhu h ( x) 0 for all x Sh . It is
Ahx is a self-adjoint positive defined operator in L2 (
) . With the help of Ahx we arrive
at the initial boundary value

problem
1273

1
d 2v h (t , x)
Dt2 v h (t , x) Ahx v h (t , x) f h (t , x ), 0 t 1, x
2
dt
h
v h (0, x) 0, dv (0, x) 0, x
dt
,
.
(2.2)
for an infinite system of ordinary fractional differential equations.
In the second step, we replace problem (2.2) by the first order of accuracy difference scheme
(k m )(umh umh 1 )
u h ( x) 2u h ( x) u h ( x)
k
2
1
k
k 1
k 1
1
2
(
k
m
)!
2 m 1 x h
Ah uk 1 f kh ( x)
h
f k ( x) f (tk , x), tk k ,1 k N 1, N 1, x h
h
h
u1 ( x) u0 ( x) 0, u0h ( x) 0, x h .
1
k m
1
2 t
e dt .
Here (k m ) t
2 0
Theorem 1.
Let
h h12 ... hm2 be sufficiently small numbers. Then, the solutions of
and
difference scheme (2.3) satisfy the following stability estimates:
max
1 k N
ukh
max
1 k N 1
C2 f1h
L2 h
max
ukh ukh1
1 k N
(ukh1 2ukh ukh1 )
L2 h
C1 max f kh
L2 h
max (ukh ) xr xr
1 k N
max 1 ( f kh f kh1 )
2 k N 1
1 k N 1
L2 h
L2 h
L2 h
L2 h
C1 and C2 do not depend on , h and
Here
f kh ,1 k N 1 .
The proof of Theorem1 is based on the self-adjointness and positive

definitness of operator
Ahx in L2h and on the following theorem on the
coercivity inequality for the solution of the elliptic difference problem in

L2h .
Theorem 2. For the solution of the elliptic difference problem
Ahxu h ( x) h ( x), x
(2.3)
Dhu ( x) 0, x S h
h
1274
the
following coercivity inequality holds [17]:
u
r 1
C h
xr xr
L2 h
L2 h
Remark 1 : The stability estimates of Theorem 1 permit us to obtain the estimation of accuracy of
difference schemes. Of course , this approach can be applicable for study of the estimation of accuracy
of
differences
schemes
for
numerical solutions of the initial-boundary value
problem
1
n
2u (t , x) n
2
a
(
x
)
u
b
(
x
)
u
r
xr x
r
xr
t u (t , x ) f (t , x, u (t , x )),
2
r
t
r 1
r 1
x ( x1 ,..., xm ) , 0 t 1,
u (0, x) 0, ut (0, x) 0, x ,
u (t , x)
0, x S
n
for semi-linear fractional hyperbolic partial differential equations.

Finally, applying this difference scheme, the numerical methods are proposed in the following section
for solving the one-dimensional fractional hyperbolic partial differential equation. The method is
illustrated by numerical examples.
2.2 Numerical Results

For the numerical result, the mixed problem
1
2
2
D
u
(
t
,
x
)
D
t
t u (t , x ) u xx (t , x ) u (t , x ) f (t , x ),
8t 2
2
( t ) 2 ) cos( x), 0 t , x 1,
f (t , x) (2 t
3
u (0, x) 0, ut (0, x) 0, 0 x 1,
u x (t , 0) u x (t ,1) 0, 0 t 1
(2.4)
for solving the one-dimensional fractional hyperbolic partial differential equation is considered. Applying
difference scheme (2.3), we obtained
1 m
m 1
k 1
k
k 1
k ( k m )(un un )
2
un 2un un 1
(
k
m
)!
2
2 m 1 k 1
(un 1 2unk 1 unk11 )
unk nk
2
h
k f (t , x ),1 k N 1,1 n M 1,
k
n
n
un0 0, 1 (u1n un0 ) 0, 0 n M ,
k
u1 u0k uMk uMk 1 0, 0 k N .
(2.5)
We can rearrange the system of equations in the matrix form
1275
AU n 1 BU n CU n 1 Dn ,1 n M 1
U1 U 0 ,U M U M 1 ,
where
0
0
A 0
...
0
0
0 ... 0
0 ... 0
0
0
a
0
0 ... 0
a ... 0
... ... ... ... ...

0
0 ... a
0 ... 0
0
b1,1
b
b2,2
2,1
b3,1
b3,2
b4,2
B b4,1
...
...
bN ,2
bN ,1
b
N 1,1 bN 1,2
and
0
0
0
,
0
...
0
0 ( N 1)( N 1)
0
0
0
0
...
...
0
0
b3,3
...
b4,3
b4,4
...
...
...
...
...
bN ,3
bN ,4
...
bN , N
bN 1,3
bN 1,4 ... bN 1, N
0
0
0
,
0
...
0
1 ( N 1)( N 1)
0
,
...
0
bN 1, N 1 ( N 1)( N 1)
0
0
C A.
0
0
D 0
...
0
0
0 ... 0
0 ... 0
0
0
0
1
0 ... 0
0 ... 0
... ... ... ... ...

0
0 ... 1
0 ... 0
1276
U s0
1
Us
U s2
U s U s3
s n 1, n, n 1 .
...
N 1
U s
UN
s ( N 1)(1)
Where,
1
h2
n0
1
n
n2
.
n ...
N
2

nN 1
n
N
n ( N 1)1
a
So, we have the second order difference equation with respect to n matrix coefficients. To solve this
difference equation, we have applied a procedure of modified Gauss elimination method for difference
equation with respect to k matrix coefficients. Hence, we seek a solution of the matrix equation in the
following form
U j j 1U j 1 j 1 ,
n M 1,...,1 , j ( j 1,..., M ) are ( N 1) ( N 1) square matrices and j ( j 1,..., M ) are
( N 1) 1 column matrices defined by
n1 ( B C n )1 ( A),
n1 ( B C n )1 ( Dn C n ), n 2,3,..., M ,
where
1
0
1 ...
0
0
0
0 1 0
... ... ...
0
0 ... 0
0 ... 0
0 ... 0
,
... ... ...
1 0 0
0 1 0
0 0 1 ( N 1)( N 1)
1277
0
0

0

1 ...
.
0

0
0
( N 1)1
Now, we will give the results of the numerical analysis. First, we give an estimate for the constants
and
C1
C2 figuring in the stability estimates of Theorem 1. We have
C1 max (Ct1 ),
f ,u
C2 max (Ct 2 ),
f ,u
Ct1
max
1 k N
ukh
L2 h
max
h
f1
max ( f f
1 k N 1
(max
1 k N
Ct 2
ukh ukh1
max
1 k N 1
L2 h
(ukh1 2ukh ukh1 )
L2 h
max (ukh ) xr xr
1 k N
f kh
L2 h
L2 h
) 1 ,
L2 h
2 k N 1
h
k
h
k 1
) .
L2 h
Ct1 and Ct 2 in the case of numerical solution of initial-boundary value problem (2.4) are
computed. The constants Ct1 and Ct 2 are given in Table 1 for N 20, 40,80 and M 80
The constants
respectively.
Table 1. Stability estimates for eq.(2.4)

Difference scheme M=80
method
N=20
The values of C 0.2096
M=80
N=40
0.2073
M=80
N=80
0.2061
Ct 2 0.2075
0.1223
0.0670
t1
The values of
Second, for the accurate comparison of the difference scheme considered, the errors computed by
2
M 1
E0 max ( u (tk , xn ) u
1 k N 1
n 1
M 1
E1 max (
1 k N 1
n 1
M 1
n 1
1
2
h) ,
2
1
(u k 1 unk 1 )
ut (tk , xn ) n
h) 2 ,
2
E2 max ( utt (tk , xn )

1 k N 1
k
n
(unk 1 2unk unk 1 )
h)
1
2
1278
of the numerical solutions are recorded for higher values of N , M , where
u (tk , xn ) represents the
unk represents the numerical solution at (tk , xn ) . The errors E0 , E1 and E2 results
are shown in the Tables 2 for N 20, 40,60 and M 60 , respectively.
exact solution and
Table 2. Comparison of errors for the difference scheme

M=80
N=20
of 0.0071
M=80
N=40
0.0037
M=60
N=60
0.0008
Comparison
error E1
of 0.1030
0.0521
0.0491
Comparison
error E2
of 0.1224
0.0806
0.0882
Comparison
error E0
3 Hes Variational Iteration Method

In the present paper, the mixed boundary value problem for the multidimensional fractional hyperbolic
equation (1.1) is considered. The correction functional for equation (1.1) can be approximately expressed as
follows:
un 1 (t , x) un (t , x)
t
1
2u ( s, x ) m
(
a
(
x
)
u
)
r
xr xr
s u ( s, x ) u ( s, x ) f ( s, x ) ds,
2
r 1
s
(3.1)
where
is a general Lagrange multiplier (see, e.g., [32]) and
u 0 , u0 (t , x) is its initial
noticing that u 0 , we obtain :
as a restricted variation (see, e.g., [33]), i.e.

correction functional stationary and
t
u is considered as a restricted variation

approximation. Using the above
2 un ( s , x )
ds
2
s
un1 (t , x) un (t , x)
0
(3.2)
un ( s, x ) s t
s
t
2 (t , s)
un ( s, x)ds 0.
2
s
0
un1 (t , x) un (t , x)
( un ( s, x))
s
s t
From the above relation for any
un ,
(3.3)
we get the Euler-Lagrange equation
2 (t , s)
0
s 2
(3.4)
with the following natural boundary conditions:
1279
(t , s)
s
(t , s)
s t
s t
0,
(3.5)
0.
(3.6)
Therefore, the Lagrange multiplier can be identified as follows:
(t , s) s t .
Substituting the identified Lagrange multiplier into Eq. (3.1), following variational iteration formula can
be obtained :
un 1 (t , x) un (t , x)
1
2
m
2
(3.7)
u
(
s
,
x
)
(
a
(
x
)
u
)
D
u
(
s
,
x
)
u
(
s
,
x
)
n
ds.
r
n
x
s
n
n
x
r
(
s
t
)
0
s 2
r 1
f ( s, x )
In this case, let an initial approximation u0 (t , x) u (0, x) tut (0, x) .Then, approximate solution takes
t
the form
u (t , x) limun (t , x) .
n
3.1 Variational Iteration Method

For the numerical result, the mixed problem
1
2
2
Dt u (t , x) Dt u (t , x) u xx (t , x) u (t , x) f (t , x),
3
2
8
t
2
( t ) 2 ) cos( x), 0 t , x 1,
f (t , x) (2 t
3
u (0, x) 0, ut (0, x) 0, 0 x 1,
u x (t , 0) u x (t ,1) 0, 0 t 1
(3.8)
for solving the one-dimensional fractional hyperbolic partial differential equation is considered. According
to the formula (3.7), the iteration formula for Eq.(3.8) is given by
un 1 (t , x) un (t , x)
1
un2 ( s, x)
un2 ( s, x)
2
(
s
t
)
D
u
(
s
,
x
)
un ( s, x) f ( s, x) .
s n
2
2
0
x
s
(3.9)
Now, we start with an initial approximation:
u0 (t , x) u(0, x) tut (0, x) .

Using the above iteration formula Equation (3.9), we can obtain the other components as:
1280
u0 (t , x) 0,
7
5
4
4 2
2
128
t
35
t
35
t
420t 2 cos( x),
7
5
1
4
4 2
2
u2 (t , x)
128
t
35
t
35
t
420t 2 cos( x)
420
u1 (t , x)
1
420
11
7
4
2
2
0.9058003666
t
0.1510268880
t
0.1719434921
t
cos( x)
0.3281897218t 6 0.01666666667t 5
and so on. In the same manner, the rest of the components of the iteration formula Eq.(3.9) can be
obtained by using the Maple package.
Figures
exact solution
0.5
-0.5
-1
10
8
10
8
4
2
4
2
Fig.1. The surface shows the exact solution u(t,x) for eq. (2.4)
1281
THE DIFFERENCE SCHEME SOLUTION
0.5
-0.5
10
8
10
8
4
2
4
2
Fig. 2. Difference scheme solution for eq. (2.4)
variational iteration solution
0.5
-0.5
10
8
10
8
4
2
4
2
Fig.3. Variational iteration method for eq.(3.9)
1282
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2. S. G. Samko, A. A. Kilbas and O. I. Marichev, Fractional Integrals and Derivatives,
Gordon and Breach Science Publishers, London,(1993).
3. J. L Lavoie, T. J. Osler, R. Tremblay, Fractional derivatives and special functions,SIAM
Review18(2), 240-268,(1976).
4. V. E. Tarasov, Fractional derivative as fractional power of derivative, International
Journal of Mathematics, 18, 281-299,(2007).
5. E.M. El-Mesiry, A. M. A. El-Sayed, H. A. A. El-Saka, Numerical methods for multi-term
fractional (arbitrary) orders differential equations, Appl. Math. Comput. 160(3), 683699,(2005).
6. A.M.A. El-Sayed, F. M. Gaafar, Fractional order differential equations with memory and
fractional-order relaxation-oscillation model, Pure Math. Appl. 12 (2001).
7. A.M.A. El-Sayed, E. M. El-Mesiry, H. A. A. El-Saka, Numerical solution for multi-term
fractional (arbitrary) orders differential equations,Comput. Appl. Math. 23(1), 3354,(2004).
8. R. Gorenflo, F. Mainardi, Fractional calculus: Integral and differential equations of
fractional order,in: A. Carpinteri, F. Mainardi (Eds.), Fractals and Fractional Calculus
in ContinuumMechanics, Springer, Wien, (1997), pp. 223-276.
9. D. Matignon, Stability results for fractional differential equations with applications to
control processing, in: Computational Engineering in System Application 2, Lille,
France, (1996).
10. A. Ashyralyev, A note on fractional derivatives and fractional powers of operators,
Journal of Mathematical Analysis and Applications, 357(1), 232-236, 2009
11. A. Ashyralyev, F. Dal, Z. Pinar, A note on the fractional hyperbolic differential and
difference equations, Appl. Math. Comput. 217(9), 4654-4664,(2011).
12. A. Ashyralyev, F. Dal, Z. Pinar, On the numerical solution of fractional hyperbolic
partial differential equations, Mathematical Problems in Engineering, vol.2009, Article
ID 730465, 2009.
13. F. Dal, Application of Variational Iteration Method to Fractional Hyperbolic Partial
Differential Equations, Mathematical Problems in Engineering, vol.2009, Article ID ,
824385, 2009.
14. I. Podlubny, A. M. A. El-Sayed, On Two Definitions of Fractional Calculus, Solvak
Academy of Science-Institute of Experimental Phys, (1996).
15. H. O. Fattorini, Second Order Linear Differential Equations in Banach Space, Notas de
Matematica, North-Holland, (1985).
16. S. Piskarev, Y. Shaw, On certain operator families related to cosine operator function,
Taiwanese Journal of Mathematics 1(4), 3585-3592, (1997).
17. P. E. Sobolevskii, Difference Methods for the Approximate Solution of Differential
Equations.Izdat. Voronezh. Gosud. Univ., Voronezh (1975), (Russian).
18. S. G. Krein, Linear Differential Equations in a Banach Space, Moscow: Nauka (1966).
19. P.E. Sobolevskii, L. M. Chebotaryeva, Approximate solution by method of lines of the Cauchy problem
for an abstract hyperbolic equations, Izv. Vyssh. Uchebn. Zav.,
Matematika,5,103-116,(1977), (Russian).
20. A. Ashyralyev, M. Martinez, J. Paster, S. Piskarev, Weak maximal regularity for
abstract hyperbolic problems in function spaces, Abstracts of 6-th International ISAAC
Congress, Ankara,Turkey, (2007), p. 90.
21. A. Ashyralyev, N. Aggez, A note on the difference schemes of the nonlocal boundary
value problems for hyperbolic equations, Numerical Functional Analysis and
Optimization 25(5-6), 1-24, (2004).
22. A. Ashyralyev, I. Muradov, On difference schemes a second order of accuracy for
hyperbolic equations. in: Modelling Processes of Explotation of Gas Places and
Applied Problems of TheoreticalGasohydrodynamics, Ashgabat, Ilim, pp.127-138,
(1998), (Russian).
1283
23. A. Ashyralyev, P. E. Sobolevskii, New Difference Schemes for Partial Differential

Equations, Operator Theory: Advances and Applications, vol.148, Birkhauser, Basel,
Boston,Berlin (2004).
24. A. Ashyralyev, Y. Ozdemir, On nonlocal boundary value problems for hyperbolic
parabolic equations, Taiwanese Journal of Mathematics 11(3), 1077-1091, (2007).
25. A. Ashyralyev, O. Yildirim, On multipoint nonlocal boundary value problems for
hyperbolic differential and difference equations, Taiwanese Journal of Mathematics 13,
22p., (2009).
26. A. A. Samarskii, I. P. Gavrilyuk, V. L. Makarov, Stability and regularization of three
level difference schemes with unbounded operator coefficients in Banach spaces,SIAM J
Numer Anal, 39(2), 708-723, (2001).
27. A. Ashyralyev, P. E. Sobolevskii, Two new approaches for construction of the high in
order of accuracy difference schemes for hyperbolic differential equations, Discrete
Dynamics Natureand Society 2005(2), 183-213, (2005).
28. A.Ashyralyev, M. E. Koksal, On the second order of accuracy difference scheme for
hyperbolic equations in a Hilbert space, Numerical Functional Analysis and
Optimization 26 (7-8), 739-772,(2005).
29. A.Ashyralyev, M. E. Koksal, On the stability of the second order of accuracy difference
scheme for hyperbolic equations in a Hilbert space, Discrete Dynamics in Nature and
Society 2007, ArticleID 57491, 1-26, (2007).
30. M. Ashyraliyev, A note on the stability of the integral-differential equation of the
hyperbolic type in a Hilbert space, Numerical Functional Analysis and Optimization
29(7-8):750-769, (2008).
31. A. Ashyralyev, P. E. Sobolevskii, A note on the dierence schemes for hyperbolic
equations, Abstract and Applied Analysis 6(2), 63-70, (2001).
32. M. Inokti,(1978) H. Sekine and T. Mura , General use of
the
Lagrange
multiplier in nonlinear mathematical physics , In Variational Method in the Mechanics
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33. J.H. He, (2003), Generalized Variational Principles in Fluids , Science Culture
Publishing House of China, Hong Kong.
1284
Chapter 8
STATISTICS
AND
DATA ANALYSIS
1285
Investigating Zipfs Laws on Turkish

Bahar Karaolan1, Senem Kumova Metin2, Bekir Taner Diner 3
Ege University, International Computing Institute, zmir, Turkey
2
zmir University of Economics, Faculty of Engineering and Computer Science, zmir, Turkey
3
Mula University, Department of Statistics, Mula, Turkey
1
bahar.karaoglan@ege.edu.tr, 2senem.kumova@ieu.edu.tr, 3dtaner@mu.edu.tr
1
Abstract. This article investigates the applicability of Zipf Laws on Turkish. These empirical laws
formulated using mathematical statistics, are based on the principle of least effort and they offer a means of
formulization for natural languages by providing relations for four different properties of language. The
formulization of first two properties, word frequencies and vocabulary size, enable researchers to expect the
frequency of each word and total number of different words in a corpus. The relations defined for remaining
properties, number of word meanings and distribution of content words, may be used to create a measure for
the information content of a given corpus. The fitness of a language to Zipf Laws may enrich language
models defined for several Natural Language Processing applications especially as corpus analysis and
evaluation. Experimental results and derived parameters of Zipf relations show that Turkish has concordance
with Zipf Laws.
Keywords: Zipfs Laws, least effort principle
1 Introduction
Zipfs laws which are based on the principal of least effort have found applicability in various physical and
social environments. The basic philosophy is that there is a balance between the parameters that govern a
relation such that as one increases the other decreases in some respect so that the product of these parameters is a
constant constituting the balance in least effort battle. Zipf has stated four laws two of which establish a relation
between the frequency of words and their rank when ordered from the most frequent to the least frequent. The
other two laws are more related with the meaning of the text. His law of meanings relates the frequency of a
word with the number of different meanings that this word is expected to take on and his law of burstiness
claims that content bearing words are likely to appear in clusters. We investigated the applicability of all four
laws of Zipf on Turkish to derive the parameters that govern the distribution of words in a text both syntactically
and semantically.
In this article we first give a brief overview of Zipfs laws and experimental results of applying Zipfs laws on
Turkish, the last part is the conclusion
2 Brief Overview of Zipfs Laws

In his book Human Behavior and Principle of Least Effort (1949) Zipf [1] has considered that principle of least
effort [2] in human actions is fundamental in language. In his approach words are taken as tools to convey
meanings in order to achieve objectives. Speaker and auditor are seemed to be using these tools in an economical
1286
way. From the speakers viewpoint a single word that would mean whatever he wanted to mean will be
economical (the force of unification). From the auditors viewpoint, a single word meaning everything will face
him by an impossible task of determining particular meaning from almost an infinite space. So auditor will
prefer a distinct meaning for each word to pay least effort in deciphering (the force of diversification). The
opposite forces of unification and diversification will result with a balance in language. Depending on this
principle Zipf has formulated 4 different aspects of language.
2.1 Zipfs Law Zipfian Distribution of Words
In Zipfs first study, each appearance of distinct words (token) in a large corpus is counted up and the words are
ranked in decreasing order of their frequency. The mathematical relation between the frequency and rank of a
word in Zipfs first law is defined as
log( f r ) H N BN log(r ) .
(1)
where f r is the frequency of the word with rank r , B N and H N are numerical are inserted to the formulation
H N is a constant that depends on the corpus size ( N ).

It is known that simple Zipfian distribution given in equation 1 does not accurately model word frequencies,
especially at low and high frequency values. So Zipfs first law has been studied and discussed by many other
scientists ([3], [4], [5],[6],[7],[8] and many others). One of the most challenging deliverable of the studies is
Mandelbrots derivation on Zipfs first law that gives better results on lowest and highest frequency fits.
Mandelbrots modified equation is given as:
log( f r ) log(P) B log(r W )
(2)
2.2 Zipfs Vocabulary Balance

Law of vocabulary balance states a relation that enables the mathematical calculation of vocabulary size of a
corpus. It is stated as: the number of different words having same frequency of occurrence is inversely
proportional to their frequency. The relation is given below
log(i) K N DN log(V (i, N ))
(3)
where V (i, N ) is the number of words seen i times in an N word corpus, K N and D N are numerical constants
dependent on N . Actually this law of vocabulary has a strong relation with the first law and it is formulated in
[8] as given in equation 4. It depicts that if any distribution is consistent with the first law, it must also be
consistent with the second.
DN BN /(1 BN )
(4)
2.3 Distribution of Meanings

Zipfs third law, often called as Law of Meanings, states the relation between the frequencies of words and
number of different meanings that these words convey. In his book, Zipf states that
under the conflicting forces of Unification and Diversification the m number of different meanings to be
verbalized will be distributed in such a way that no single word will have m different meanings and that on
1287
the other hand there will be fewer than m different words. As a consequence, we may expect that at least
some words must have multiple meanings.
The problem to be solved above is which words will have multiple meanings and how many meanings they
will convey. Zipf has stated that if the frequency of the most frequent word is F1 and it has m1 meanings, the
equation below can be written
F1 m1 f1
(5)
where f 1 represents the average frequency of the occurrence of the m1 meanings. The forces of unification will
tend to increase the size of m1 in the direction of putting all meanings behind a single word. In contrast, the
forces of diversification will tend to increase f 1 in the direction of reducing number of different meanings per
word. The empirical study on frequency-rank curves shows that the effect of conflicting forces arises itself as a
hyperbolic relationship between two variables. As a result m1 and f 1 will also stand in a hyperbolic relationship
with one another with a further result that m1 will tend to equal f 1 generating the equation 6.
(6)
F1 m1 m1 ( F1 m1 )
The equation for the most frequent word can be generalized for all frequencies and
follows:
m
or
m 1
can be formulized as
(7)
2.4 Law of Burstiness

Zipfs law of burstiness focuses on the distribution of content words.The burstiness principle simply says that if
a speaker/writer uses once a content word during his conversation/written-text about a given content, he is likely
to use the same word again instead of a synonymous word, to spend less effort. As a result, if a content word
occurs once in a document, it is highly expected to occur in the following group of sentences, paragraphs or
pages retaining same topic.
The law of burstiness is used to describe this interval (e.g., group of sentences, paragraphs, pages) and
occurrence patterns of content words. Zipf and Fowler classified words according to their frequencies and
calculated the length (# of pages) of intervals between the repetitions of the words in each frequency class to
show the burstiness. The study showed that there is an inverse relationship between the length of intervals
( I f ) and number of intervals (N ) having that length. This relationship is formulized as
N p I f c (constant)
or p log(N ) log(I f ) log(c)
(9)
3 Experimental Results on Turkish

In the scope of this study we investigated the applicability of all four laws of Zipf on several Turkish corpora;
Bilkent, OSTAD, BirTD; developed by different institutions.
Bilkent corpus including approximately 712,000 tokens has been compiled and morphologically analyzed
for linguistics studies at Bilkent Universty [9]. OSTAD corpus ([10],[11]) is a collaborative study of Sabanc
and Middle East Technical University. The corpus is morphologically and syntactically analyzed. In the study,
we have compiled BirTD corpus in order to validate Zipf laws on a corpus of greater size. Surface form of
1288
BirTD corpus is compiled by merging METU [12] and Bilkent corpus. Stemmed form of BirTD corpus is
composed of OSTAD and Bilkent corpus.
The language dependent parameters of Zipfs linear function (equation 2) and Mandelbrots equation
(equation 3) are derived on Bilkent corpus. Table 1 summarized the results for both surface and stemmed
forms of corpora. R 2 gives the coefficient of determination and originally is the square of multiple correlation
coefficients in linear regression. As the coefficient grows, the strength of relation increases. N is the number
of words, H N and B N are derived parameters in the model. Although the experiments are repeated with
different values of W ( W 10, 100, 1000, 10000), table 1 presents results of W value which attains the best
curve fit for each corpus.
Table 1. Empirical results of curve fitting experiments on linear function of Zipf and Mandelbrots equations of
Bilkent corpus
Model
Stemmed
form
Surface
form
Zipf
Mandelbrot
Zipf
Mandelbrot
R2
1 000
100
0.974
0.994
0.995
0.998
20 266
20 266
94 228
94 228
HN
6.88
9.58
5.31
5.45
BN
1.62
2.26
1.09
1.12
The results for surface forms are in parallel with the results of Mandelbrot ( W 100 and B N 1.15 ) for
English. So it can be stated that Turkish and English have similar properties in the scope of surface forms. When
the estimated frequencies with Zipfs derived parameters are examined it is seen that Zipfs equation fails to
estimate high frequency items.
The vocabulary balance experiments are utilized on BirTD corpus. In figure 1, horizontal axis gives the
occurrence number ( i =1,2,31004) and vertical axis is the percentage weight of total number of distinct words
that occur i times on the total vocabulary of the corpus.
Fig. 1. Vocabulary balance results of Bilkent corpus (both stemmed and surface form)
Recent researches in different languages showed that number of low frequency words, especially hapax words
(words seen just once in corpus), is an indicative of languages productivity in natural language processing
literature [8]. Baayen in [7] observed that %50 of corpus is composed of hapax words. Figure 1 presents that
hapax words compose about %49.8 of surface form corpus and %36.5 of stem corpus. So we can say that
Turkish is also consistent also with Baayens claim.
1289
The curve fitting experiments of BirTD corpus to Zipfs second law and Zipfs first law generated the values
in Table 2.
To investigate Kornais claim in equation 4 in Turkish, we have used the value of B N 1.2786 at W 1000 to
calculate DN (1.2786) /(1 12786) 0.5611 which approximates to theoretical result, 0.5611. The same
similarity is also observed for stems ( DN (2.2515) /(1 2.2515) 0.6924 0.6994) .
Table 2. Empirical results of Zipfs first and second law experiments on BirTD corpus
First Law
Surface form
Stemmed form
R
0.998
0.995
W
1000
1000
HN
6.709
9.571
BN
1.2786
2.2515
Second Law
BN
R
0.998
2.846
1.000
2.695
2
DN
0.5516
0.6994
Zipf claims that number of meanings that a word conveys is proportional to some power of its frequency and
theoretically this value is -0.5 (m f p ) . The law is empirically supported with his studies on Thorndike
Century dictionary and calculated that power of f is -0.4605. Omitting the most frequent 500 words he
recalculated the power of f as -0.4656. The law is formulized as
mk f
(10)
where m is the number of meanings and , k and p are constants to be estimated. In this study, accepting
p 0.5 we estimated k on stemmed Bilkent corpus. TDK (Institute of Turkish Language) dictionary is used to
tag meanings of the words. In experimentation, the words are grouped in bins of 500 words (e.g first bin includes
most frequent 500 words in the corpus, second bin includes next most frequent 500 words).The experiment gives
k 98.88 (sum of square error SSE=1.89, R 2 0.928 )
Figure 2 presents actual and estimated number of meanings when k is 98.88. Horizontal axis is the rank of the
bins. It is seen that for most frequent 500 words, meaning is over estimated, if first bin is omitted as Zipf has
experimented for English, the estimated values will be closer to the actual values.
Fig. 2. Actual and estimated number of meanings in Bilkent corpus for bin size=500
To validate Zipfs burstiness law on Turkish, we counted the intervals of the same length between the
appearances of word with the same frequency. Figure 3 gives the experimentation results, horizontal axis is the
interval (frequency-1) classes and vertical axis gives the percentage ratio of the number of intervals with given
page length to the total number of intervals. To give an example, actually our corpus (OSTAD) involves 236
distinct words that occur 5 times. The number of intervals for each word in this class is 4 and total number of
1290
intervals for this group is 236*4=944. The %38.6 of these intervals has 1 page length, %8,69of them has 2 page
length, %6.67 of them has 3 page length and %46.08 of them is longer than 3 pages.
Fig. 3. The ratio of intervals with several page lengths to the total number of intervals
Figure 3 shows that as frequency of words increases, the number of one and two page intervals increase. These
results support Zipfs theorem that interval lengths tend to shorten as the frequency of the word increases. The p
parameter in equation 9 for Turkish is found to be in the range 0.52- 0.78 in our observations (For English p is
between 0.96 and 1.29 for English.
4 Conclusions
In this article after giving a brief overview of Zipfs laws based on principle of least effort their applicability on
Turkish is experimentally investigated. Four different properties of language have been investigated: frequency
distribution of words, vocabulary balance, distribution of meanings and burstiness.
The experiments on the frequency-rank distribution in Turkish corpus show that Mandelbrots modified
equation resembles the actual distribution better as it does for English. The curve fitting experiments showed us
that Turkish is convenient to Zipfs principle on vocabulary balance. As a result, parameters can be used in
modeling vocabulary richness of language. Another deliverable of this stage is the evidence on relation between
second and first law as in English [8]. The deliverable convinces that Zipfs laws are modeling different aspects
of Turkish without violating the integrity of language. Experimentation on Bilkent corpus showed us that there is
a correlation between number of meanings and their frequencies. The burstiness experiments showed that
content words are distributed in scattered groups in Turkish corpus as in English. This verifies that Zipfs law of
burstiness does not depend on the language.
Acknowledgements. This work was TBTAK withinthe scope of Project No. 107E192. The authors thank
TBTAK for supporting this project. For further details reader may refer to [12], [13], [14]
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Biographies
Bahar Karaolan has taken her B.S. degree from Electrical and Electronics Engineering, Bogazici University and M.S. and
Phd. Degree from Computer Engineering, Ege University (1991). She is a Professor and Vice Director of International
Computer Institute of Ege University. She is giving several courses such as information retrieval, multimedia systems and
computer architecture.
Senem Kumova Metin Senem Kumova Metin received her BSc. degree in Electrical and Electronics Engineering from Ege
University and MSc. and PhD degrees from International Computer Institute at Ege University. She is currently working as a
lecturer in Izmir University of Economics. She is mainly interested in natural language processing applications and
computational linguistics.
Bekir Taner Diner Bekir Taner Diner received his BSc. degree in Statistics from Middle East Technical University,
MSc. and PhD degrees from International Computer Institute at Ege University. He is currently working as an Assistant
Professor in Mula University. He is mainly interested in information retrieval.
1292
A Novel Objective Function embedded Genetic

Algorithm for Adaptive IIR Filtering and
System Identification
1,2
Tayebeh Mostajabi1, Javad Poshtan2

Iran University of Science and Technology /Tehran /Iran
1
mostajabi@elec.iust.ac.ir, 2jposhtan@iust.ac.ir
Abstract.It is well known that adaptive IIR (infinite impulse response) filters are useful in many fields such
as echo cancelations, noise reductions, bio systems, speech recognitions communications and control
applications. This systems are recursive in nature
and would greatly benefit from implementing IIR
filters. In order to use adaptive IIR filtering, a practical, efficient and robust global optimization algorithm is
necessary to minimize the multimodal error function. On the other hand, Genetic algorithm is a powerful
optimization technique for minimizing multimodal functions. This paper proposes a novel objective
function to enhance the performance of estimated model in both time and frequency responses by genetic
algorithm that shows more its capability to achieve better performance compared with other conventional
fitness functions based on MSE method.
The numerical results presented here indicate that the proposed
fitness function is effective in building an acceptable model for adaptive identification.

Keywords: adaptive IIR filtering, genetic algorithm, objective function, system identification.
1 Introduction
It is well known that adaptive IIR (infinite impulse response) filters are useful in many fields such as echo
cancelations, noise reductions, bio systems, speech recognitions communications and control applications.
Adaptive IIR filters more accurately model physical plants than equivalent adaptive FIR filters. In addition, they
are typically capable of meeting performance specifications using fewer filter parameters. Despite that, IIR
structures tend to produce multimodal error surfaces for which its cost function is significantly difficult to
minimize. Therefore many conventional methods especially stochastic gradient optimization strategies may
become entrapped to local minima.
There are principally two different important set of applications in IIR filter design: adaptive signal processing
and adaptive system identification. The design of IIR filter for adaptive signal processing is mostly based on the
desired frequency response (passband) whereas in adaptive system identification, IIR filter is employed for
modeling, Therefore it should behave as similar as possible to the real system in both time and frequency
domains.
In order to use adaptive IIR filtering, a practical, efficient and robust global optimization algorithm is necessary
to minimize the multimodal error function. On the other hand, Genetic Algorithm is a robust search and
optimization technique, which finds applications in numerous practical problems. The robustness of GA is due
1293
to its capacity to locate the global optimum in a multimodal landscape[4]. Thus several researchers have
proposed various methods in order to use GA in adaptive IIR filtering applications, for instance, in [3-5] GA and
input-output data in time domain are utilized to estimate the parameters of an IIR model in order to use in
system identification where fitness function based on mean square error (MSE) between the unknown plant and
the estimated modelis used. On the other hand GA is extensively employed in adaptive signal processing
applications. The primary application is reported in [2]. In recent years, several successful techniques have been
introduced to improve GA capability for signal processing applications. [6,8,10,11]. In [8] a stability criterion
embedded in the GA is applied to design robust d-stable IIR filter, but IIR filters, produced by this algorithm, do
not describe the dynamic plant necessarily. Therefore it is not useful for system identification.
In the most applications of optimization methods in adaptive IIR filtering, the objective function is designed
based on the MSE criteria. In [7] another cost function based on Least Mean Squared error (LMS) and mean
absolute error (MAE) is considered alongside MSE. Another example is [6] in that the phase response is
considered besides the magnitude response and it has been tried to design a linear phase response filter via a
fitness function based on variance of the phase different sequence of the designed IIR filter.
In this paper the designing methods of IIR filter in signal processing by using GA based on frequency response
are employed for adaptive system identification and for this purpose, a novel objective function is proposed to
enhance the performance of estimated model in both time and frequency responses.
2 Problem Statement and GA with Proposed Fitness Functions

2.1 Problem Statement and GA
The recursive expression with u(n) input and y(n) output and also its equivalent transfer function of the IIR filter
can be described by (1) and (2):
( )
( )
)( )
( )
where ak's and bk'sare filter coefficients that define its poles and zeroes respectively. In addition, this parameters
are estimated by genetic algorithm so that the error based on fitness function between the frequency response of
designed IIR filter and the real frequency response (of the plant) is minimal.
Genetic algorithm begin with the random set of possible solutions that each one is embedded in one
chromosome. Each chromosome has (M+N+1) genes ([a1aN b0 b1bM]). At every generation, the fitness of
each individual (chromosome) is evaluated by a predetermined fitness function. An individual with lower fitness
value is considered. The population is then evolved based on the circled process of natural selection, survival of
the fittest, and mutation. This cycle is continued in order to find the optimal solution.
2.2 Fitness Function
The typical cost function, in adaptive filtering is the mean squared error (MSE) between the frequency response
of the unknown system (
( )) and the estimated adaptive filter by ith chromosome (
in which
is the signal frequency,
*, ( )
( )- +
( )):
( )
( )
is the sampling rate and Ns is the number of sampling points in the domain
1294
in [7] another cost function based on Least Mean Squared error (LMS) is considered instead of MSE (4) in
which LMS error function is employed in passband region of a low-pass filter.
( )
* ,
( )- +
( )
Magnitude frequency response would be guaranteed with this fitness functions, but phase response may not be
similar enough respect to the real system. the quality of magnitude response and the desired passband and
stopband frequency response might be insure the desired performance in adaptive signal processing applications,
whereas in adaptive system identification, high quality and similarity in a whole time responses and frequency
responses (magnitude and phase) of the estimated model are considered. As a result of this, the following error
function in order to control the phase response is proposed:
, ( )-
, ( )-+
( )
As a result of this, the first proposed objective function is:
where
( )
and L is the number of sampling points in the domain
However it will be shown, the other proposed objective function (7) is more better than the first one (6) in some
cases.
( )
In this section, Four typical IIR filters taken from [6] - lowpass, highpass, bandpass and bandstop - are
considered as an unknown plants, in order to examine the suggested objective functions that are employed by
GA for system identification. and their performances are compared with each other and also with the
conventional objective function based on MSE in both time and frequency domain. Figure 1 to 4 depicted
magnitude and phase responses and also their step responses for four plants respectively. Figure 1 show that the
estimated model based on the first proposed objective function (equation 6) has the best performance in both
time and frequency responses whereas figure 2-4 indicate that the estimated model based on the second
proposed objective function (equation 7) is the best for this cases. Thus, this paper proposes equation 6 as a
fitness function when the unknown plant has low-pass frequency response otherwise equation 7 is useful as a
fitness function. This numerical results illustrate that this objective functions could be effective for adaptive
system identification, when there are frequency data from the unknown plant.
4 Conclusion
Magnitude frequency response could be guaranteed with the conventional fitness function , but phase response
may not be similar enough respect to the real system. the quality of magnitude response and the desired
passband and stopband frequency response might be insure the desired performance in adaptive signal
processing applications, whereas in adaptive system identification, high quality and similarity in a whole time
responses and frequency responses (magnitude and phase) are considered, Therefore , the error function based on
variance in order to control the phase response respect to the real system is suggested. Finally two objective
functions based on MSE, LMS and variance are proposed in order to attain acceptable performance for estimated
model in both time and frequency responses.
1295
Four typical IIR filters - lowpass, highpass, bandpass and bandstop - are considered as an unknown plants, in
order to examine the suggested objective functions that are employed by GA for system identification.
Experimental results, including step responses, magnitude and phase responses, illustrate the capability of the
proposed objective functions in compared to conventional one. Numerical results indicate that the suggested
fitness functions are effective in building an acceptable model for adaptive identification.
20
1.4
-20
1.2
-40
-60
0.1
0.2
0.3 0.4
0.5 0.6 0.7
0.8
Normalized Frequency ( rad/sample)
sys-real
sysh-objfunc1
0.9
1
sysh-objfunc2
sysh-objfunc3
100
Amplitude
Magnitude (dB)
Step Response
0.8
sys-real
sysh-objfunc1
sysh-objfunc2
Phase (degrees)
0.6
sysh-objfunc3
0
0.4
-100
-200
0.2
0.1
0.2
0.3 0.4
0.5 0.6 0.7
0.8
0.9
10
15
Time (sec) 20
25
30
35
Fig1: The comparative performance of three estimated model (sysh-objfunc(i) based on objfunc(i), i=1,2,3) and
the real plant with low-pass frequency response (sys-real) objfunc1=equation(3), objecfunc2=equation(6),
objfunc3=equation(7) and Ns=100.
Step Response
Step Response
0.3
sysh-objfunc2
sysh-objfunc3
0.2
-40
0.1
0.2
0.3 0.4 0.5 0.6 0.7 0.8

0.9
100
syshq
0.15
sys-real
sysh-objfunc2
sysh-objfunc3
150
Phase (degrees)
sys-real
0.25
-20
Amplitude
Amplitude
Magnitude (dB)
20
0.1
0.05
50
0
0
-50
-0.05
0.1
0.2
0.3 0.4 0.5 0.6 0.7 0.8

0.9
10Time
Time(sec)
(sec)
15
20
25
the real plant with high-pass frequency response (sys-real) objfunc1=equation(3), objecfunc2=equation(6),
Step Response
sys-real
sysh-objfunc1
sysh-objfunc2
sysh-objfunc3
sysh-objfunc1
sysh-objfunc2
sysh-objfunc3
-20
0.3
-40
-60
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0.2
0.1
200
Phase (degrees)
sys-real
0.4
Amplitude
Magnitude (dB)
20
0.5
-200
-0.1
-400
-0.2
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
10
15
Time (sec) 20
25
1296
30
35
the real plant with band-pass frequency response (sys-real) objfunc1=equation(3), objecfunc2=equation(6),
1.3
1.2
sysh-objfunc2
sysh-objfunc3
1.1
-20
1
-40
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
200
Phase (degrees)
sys-real
sysh-objfunc1
1
sys-real
sysh-objfunc1
sysh-objfunc2
sysh-objfunc3
Amplitude
Magnitude (dB)
Step Response
20
0.9
0.8
0.7
0
0.6
-200
-400
0.5
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0.4
10 Time (sec)
15
20
25
the real plant with band-stop frequency response (sys-real) objfunc1=equation(3), objecfunc2=equation(6),
References
1.
J.J Shynk, "Adaptive IIR Filtering," IEEE ASSP Magazine april 1989.
2.
D. Etter, M. Hicks, and K. Cho, Recursive adaptive filter design using an adaptive genetic algorithm, proc.IEEE
Int. Conf. on ASSP, vol. 7, May 1982, pp. 635638.
3.
S. C. Ng, S.H. Leung, C. Y. Chung, A. Luk , and W. H. Lau, The

genetic search approach : A new
learning algorithm for adaptive IIR filtering, IEEE Signal Processing Magazine, pp .3846, Nov.1996.
4.
V.Hegde., S.Pai and

W. K. Jenkins,
Genetic Algorithms for Adaptive Phase Equalization of Minimum
Phase SAW Filters, Proc. 34th Asilomar Conf. on Signals, Systems, and Computers, November 2000.
5.
S. Pai., W. K. Jenkins., and D. J. Krusienski, Adaptive IIR Phase Equalizers Based on Stochastic Search
Algorithms, Proc. of the 37th Asilomar Conf. on Signals, Systems, and Computers, November 2003.
6.
Yang Yu and Yu Xinjie, " Cooperative Coevolutionary Genetic Algorithm for Digital IIR Filter Design, " IEEE
Trans. Industrial Electronics ,vol. 54, no.3 , june 2007.
7.
N.Karabogal and B.Cetinkaya, " Performance Comparison of Genetic Algorithm Based Design Methods of Digital
Filters with Optimal Magnitude Response and Minimum Phase, " proc. IEEE Int Symp on Micro-Nano
mechatronics and Human Science 2003.
8.
S.Tai Pan, " Design of robust D-stable IIR filters using genetic algorithms
criterion," IEEE Trans. Signal Processing, vol. 57, no. 8, august 2009.
9.
D. J. Krusienski
and
W. K. Jenkins,
Design and performance of adaptive systems based on
structured stochastic optimization strategies, IEEE Circuits And Systems Magazine, FirstQuarter 2005.
with embedded stability
10. J.T.Tsai, J.H. Chou and T.K.Liu, " Optimal design of digital IIR filters by using
genetic algorithm," IEEE Trans. Industrial Electronics ,vol. 53, no.3 , june 2006.
hybrid
taguchi
11. M.Haseyama and D.Matsuura, "A filter coefficient quantization method with genetic algorithm, including
simulated annealing," IEEE Signal Processing Letters, Vol. 13, No. 4, April 2006.
1297
Appendix
Low-pass IIR filter
(
(
(
)
(
)(
)(
)
)
)(
)(
)
)
High-pass IIR filter

(
(
(
)
(
Band-pass IIR filter

(
(
(
(
)(
)(
)
)
)(
)(
)
)
Band-stop IIR filter

(
(
(
(
Biographies
Tayebeh Mostajabi received her B.Sc. degree in Bioelectric Engineering in 2006 from Shahed University,
Tehran, Iran. Currently, she is pursuing her M.Sc. degree at Iran University of Science and Technology
(IUST) in electrical engineering, Tehran, Iran. Her research interests include swarm intelligence,
computational intelligence and its applications to control system theory, system identification and biomedical
engieering.
Javad Poshtanreceived his B.SC., M.SC and PHD degrees in Electrical Engineering from Tehran
University, Tehran, Iran, in 1987, Sharif University of Technology, Tehran, Iran, 1991, and University of
New Brunswick, Canada, in 1997, respectively. Since 1997 he has been with the Department of Electrical
Engineering at Iran University of Science and Technology. He is involved in academic and research activity
in areas such as control system theory, system identification, and estimation theory.
1298
An Application on an Order Statistics Based

Distribution-Free Control Chart
Dr. Tuba ZKAL YILDIZ1, Dr. Senem AHAN VAHAPLAR2
1,2
Dokuz Eyll University, Faculty of Science, Department of Statistics, Buca, zmir/Trkiye
1
tugba.ozkal@deu.edu.tr, 2senem.sahan@deu.edu.tr
Abstract. In this study, an application on distribution-free control chart takes place. This order statistic based
distribution-free control chart is proposed by [1]. In this paper, FAR and ARL values for different design
parameters are calculated. Also, this distribution-free control chart is applied to the data obtained from a
production plant. At the end, it is concluded that the process is statistically in control.
Keywords: distribution-free control charts, order statistics, false alarm rate, average run length
1 Introduction
Statistical process control can be defined as the application of statistical methods for monitoring and
controlling a process to ensure that it operates at its full potential for producing conforming products. In
statistical process control, causes of variation in the processes can be detected by using control charts. The
control limits of traditional Shewhart control charts are based on the assumption that the continuous quality
characteristic is distributed normally. But frequently, this normality assumption is not satisfied in real life data
and this affects the statistical properties of standard control charts.
When this is the situation, that is when normality assumption is not satisfied, distribution-free or nonparametric control charts can be used. Distribution-free control charts find wide applications in statistical process
control and there are several papers published in literature. Using distribution-free control charts provide many
advantages to the researchers. The first of these advantages is that, they do not need to assume a particular
probability distribution. Secondly, they do not require known process variance. Besides, they have the robustness
feature of standard nonparametric procedures and therefore, they are less likely to be affected by outliers, or the
shape of the distribution. Also, in-control run length distribution is the same for all continuous distributions.
They are more robust and more efficient in detecting changes when the underlying distribution is non-normal.
Among various distribution-free control chart types, the median based ones are quite advantageous. One of
the most important reasons of this is that, median is less sensitive than other central tendency measures to
outliers, measurement or recording errors, etc. in the data set.
This study consists of 6 sections. In Section 2, literature review on distribution-free median charts is given.
The method proposed by [1] which is studied in this paper is given in Section 3 together with some information
on average run length in Section 4. This method is applied with data obtained from a production plant in textile
sector and this application is given in Section 5. Finally, Section 6 gives the results of this study.
1299
2 Literature Review on Distribution-Free Median Chart

Distribution-free control charts were not commonly studied and used in traditional statistical process control
but recently this situation is changed. There are many current papers on the use of distribution-free procedures in
statistical process control. If the quality characteristic monitored is not distributed normally, then using control
charts based on means may cause inappropriate charts that will either fail to detect real changes in the process or
create false alarms even though the process has not changed, as in [2]. [3] proposed median based control charts
which keep the traditional format and have reasonable power. In the proposed chart, the process is assumed to be
in control and there is a reference sample of size N. Test samples of size n are taken from this reference
sample. These test samples are used to determine whether the process is still in control or not, by searching a
change in the location of the underlying distribution. Control limits and action limits are determined from the
reference sample by using sample medians of test samples instead of sample means. In order to detect a change
in location, the median m of the test sample is compared with control limits or action limits. As the distribution
of the reference sample is unknown, control or action limits are chosen as ( )th and (
)th order statistics
of the reference sample [4] suggested further generalizations to the chart proposed by [3]. In the proposed charts,
the decision is based only on a specific quantile such as the median. But, it is possible that this single observation
may be between the control limits while the main part of the test sample is outside of the control limits. This can
be stated as an disadvantage of the median control chart and its extensions proposed by [4]. For overcoming this
disadvantage, [1] proposed a new distribution-free control chart which considers both the location of a single
order statistic of the test sample and the number of observations that lie between the control limits in the test
sample.
3 The Method
It is assumed that there is a reference sample of size ,
and a test sample of size ,
is taken from it. The reference sample is assumed to have an in-control distribution ( ) and the purpose of this
method is to detect whether there is a change in ( ) towards an out-of-control distribution ( ) or not. Two
specific order statistics are chosen from this reference sample which are used as control limits where
.
,
(1)
jth order statistic

of the test sample, which is the median, is chosen. Besides, is defined as the number of
observations in the test sample that are between the control limits determined from the reference sample. The
decision rule for being in-control is given by [1] as:
(2)
where
(
|*
+|.
(3)
and are the design parameters of this control chart which can be determined according to a
specified false alarm rate; see [3], [4] and [1].
[1] improved the design parameters
and by [3] and [4] which can be determined according to a
specified false alarm rate given in (4)
(
(4)
where c shows that the process is in-control. FAR is defined as the probability of getting an out-of-control signal
while the process is actually in-control. It can be calculated as in (5) under the null hypothesis
,
(
1300
(5)
where is the probability that the chart does not give a signal. It is clear that
shows the probability that the
chart gives an out-of-control signal. [1] gives the calculation of false alarm rate as follows
) (
(6)
where
(
(
(
.
(
/
)(
)(
(7)
and
.
(8)
4 Average Run Length

For determining the performance of a control chart, another important measure used is the average run length
(ARL). Run length distribution is the distribution of the waiting time random variable which is the number of
samples until the first out-of-control signal is given by the chart. [1] gives the calculation of average run length
rate as given by

(9)
) and ( ) are given in (7) and (8), respectively.

where (
Table 1 gives FAR and ARLin values for various design parameters
and . It should be noted that
(
) . Also,
and
is selected so that FAR does not exceed a prespecified
FARlevel ;
(
(10)
Table 1. FAR and ARLin values for various

0.01
50
100
0.005
50
100
0.0027
50
100
9
17
27
9
17
27
9
17
27
9
17
27
9
17
27
9
17
27
2
4
6
13
19
24
4
7
9
11
17
21
4
7
9
3
5
17
49
47
45
88
82
77
47
44
42
90
84
80
47
44
42
98
96
84
5
9
14
5
9
14
5
9
14
5
9
14
5
9
14
5
9
14
and specific
6
10
14
1
5
4
2
1
1
1
5
8
1
1
1
6
11
10
FAR
0.00770
0.00827
0.00832
0.00888
0.00896
0.00895
0.00233
0.00249
0.00250
0.00462
0.00431
0.00467
0.00232
0.00249
0.00250
0.00234
0.00208
0.00208
1301
ARLin
20622600
216.491
349.753
481.484
8942.900
29430.200
432549
506.986
949.598
2120.590
8944.190
29430.200
432549
30787.500
19686.600
4 Application
The aim of this study is to use the distribution-free control charts in real life data. As mentioned before,
traditional Shewhart control charts have the assumption of normality. But in real life, data are not always
distributed normally. Therefore, it is better to use distribution-free control charts instead of traditional control
charts when the normality assumption is not satisfied.
For this purpose, the data obtained from a production plant in textile sector are used. The plant which is
located in Bursa has more than 200 employees. This plant produces fancy shirting fabric for women woven
outerwear. The data are the quantities of produced woven fabric by the weaving loom at once. The data set
consists of 50 data. In order to show why traditional control charts cannot be used for these data, AndersonDarling (AD) normality test is realised under the null hypothesis H 0: The data is distributed normally. The result
is given in Figure 1. Figure 1 shows that p value is less than significance level =0.05. Thus, the null hypothesis
H0 is rejected and this means that the data set is not distributed normally at =0.05.
Fig. 1. The result of AD normality test for the data set (
As the data set is not normally distributed, it is convenient to use distribution-free control charts. For the
design parameters given in Table 1, random samples of sizes 9, 17 and 27 are taken from the data set. Here, the
data set of size 50 is the reference sample and random samples of sizes 9, 17 and 27 are test samples. Using this
reference sample and test samples, control limits (
and
), median values ( ) and L values are
determined as shown in Table 2. According to these values, two conditions of the control chart given by [1] are
checked and it is decided whether the process is in control or not. In Table 2, + means that aforementioned
condition is satisfied.
1302
Table 2. Values of design parameters for the data set (

Condition 1
(
)
0.01
0.005
0.0027
9
17
27
9
17
27
9
17
27
24
26.5
28
26.5
30
31.8
26.5
30
31.8
97
89
86.8
89
84.8
80
89
84.8
80
63.6
47.7
48
47.7
42.4
38
53
42.4
35
8
15
22
7
14
15
7
11
15
+
+
+
+
+
+
+
+
+
Condition 2
(
)
+
+
+
+
+
+
+
+
+
State of the
process
In Control
In Control
In Control
In Control
In Control
In Control
In Control
In Control
In Control
5 Conclusions
The distribution-free control charts are used when the underlying distribution is unknown or normality
assumption is not satisfied. This study shows FAR and ARL values for different design parameters for the
distribution-free control chart proposed by [1]. This chart is applied to a data set obtained from a textile
production plant. First, normality of the data set is tested with Anderson-Darling normality test and it is seen that
the data set is distributed nonnormally. Therefore, as traditional control charts would not be suitable for it,
distribution-free control chart is used with the aim of analyzing whether the process is in control or not. For all
test samples of different sizes, the process is concluded to be statistically in control.
References
[1] Balakrishnan, N.; Triantafyllou, I.S.; Koutras, M.V. (2010). A distribution-free control chart based on order
statistics. Communications in Statistics Theory and Methods 39: 3652-3677.
[2] Montgomery, D.C. 2001. Introduction to Statistical Quality Control, 4th ed. New York: John Wiley & Sons.
[3] Janacek, G.J.; Meikle, S.E. (1997). Control charts based on medians. The Statistician 46(1): 19-31.
[4] Chakraborti, S.; Van der Laan, P.; Van de Wiel, M.A. (2004). A class of distribution-free control charts. Journal of
the Royal Statistical Society: Series C (Applied Statistics) 53(3): 443-462.
1303
Multivariate Regression Splines and Bayesian

Splines in Nonparametric Regression:
A Simulation Study
1,2
Akhlitdin Nizamitdinov1, Memmedaga Memmedli2

Anadolu University,Faculty of Science,Department of Statistics,Turkey,Eskisehir
1
ahlidin@gmail.com, 2mmammadov@anadolu.edu.tr
Abstract. In this study we made a comparison between thin plate splines, penalized generalized additive
models, and their Bayesian versions: Bayesian adaptive regression spline and Bayesian penalized splines
through the simulation study. We made a simulation study that was conducted to evaluate the performances
of the above nonparametric techniques. The functions for the simulation were taken from the different papers
[1], [2], [3]. For each function we took 100 values with 100 replications. The results of simulation are
compared using log 10 (MSE) with box-plots. The results of performance criteria are compared with each other
to realize the best estimator.
Keywords. Thin plate splines, penalized GAM, Generalized additive model, Bayesian Penalized spline,
simulation study
1 Introduction
Multivariate regression approach such as generalized additive models, thin plate splines, penalized
generalized additive models have a wide implementation in nonparametric problems. Their Bayesian versions,
Bayesian adaptive regression spline, Bayesian penalized splines used in many studies to improve prediction and
assessment of data set.
In this study we made a comparison between thin plate splines, penalized generalized additive models, and
their Bayesian versions: Bayesian adaptive regression spline and Bayesian penalized splines through the
simulation study. The dataset was sampled from five different functions. For this purpose we used one function
from book of [3], two functions from paper of [1] and two functions from paper of [2]. All the used functions
were used in papers previously. [2] used them for make a comparison study of the thin plate regression spline
with other methods. [3] used there function to made a comparison of local polynomial regression models.
The theoretical backgrounds of used techniques are in Section 2. The results of simulation study are
summarized in Section 3. The conclusion section concludes the paper.
2 Theoretical Background of Used Techniques

In this study we used thin plate splines, penalized generalized additive models (P-GAM), and Bayesian
versions: Bayesian adaptive regression spline and Bayesian penalized splines. Further we give a short theoretical
background of these techniques.
1304
2.1. Generalized additive models

A generalized additive model [4] is a generalized linear model with a linear predictor involving a sum of
smooth functions of covariates. The main structure of the model is as follow
g ( i ) X i* f1 ( x1i ) f 2 ( x2i ) ...
(1)
where i E (Yi ) and Yi - some exponential family distribution.

In this model Yi is a response variable, X i* is a row of the model matrix for any parametric model
components, is the corresponding parameter vector, and the f j are smooth functions of the independent
x i . First, we have to introduce additive models. In additive model each smooth function in (1) can be
variables,
introduced using a penalized regression spline basis. The spline basis for smooth functions can be represented in
this form
q 2
f1 ( x1 ) 1 x1 2 R( x1 , x1 j ) j 2
*
j 1
(2)
q 2
f 2 ( x2 ) 1 x2 2 R( x2 , x2 j ) j 2
*
j 1
where j are the unknown parameters for functions f , q is the number of unknown parameters for f ,
while
x *j are the knot location for the function. The wiggleness of the function can be measured as following
f ( x)
dx T S1
dx S 2
f ( x)
(3)
For Equation (3) the sum of squared error can be find

n
(y
i 1
0 f1 ( x1i ) f 2 ( x2i )) 2 1 [ f1( x1 )]dx1 2 [ f 2( x2 )]dx2
The parameters
(4)
of the model are obtained by minimization of the penalized least squares objective
y X
Smoothing parameters
and
1 T S1 2 T S 2
(5)
control the weight to be given to the objective of making f1 and f 2
smooth, relative to the objective of closely fitting the response data. The problem of choosing the smoothing
parameter is one of the main problems in curve estimation. We used generalized cross validation method for
choosing smoothing parameter.
2.2 Thin Plate Regression Splines

Thin-plate spline [5] smoothing estimates g by finding the function f minimizing
y f
J md ( f )
(6)
whereyis the vector of response variable and f f ( x1 ), f ( x2 )... f ( xn )T . J md ( f ) is a penalty functional

measuring the wiggliness of function, and
is a smoothing parameter. Now defining matrix E by
Eij md xi x j , the thin plate spline fitting problem becomes,
1305
min y E T
T E subject to T
(7)
Thin plate regression splines [2] are based on idea of truncating the space of the wiggly components of the
thin plate spline. Let E UDU T be the eigen-decomposition of E, where D is a diagonal matrix of eigenvalues
of E arranged so that Di ,i Di 1,i 1 and the columns of U are the corresponding eigenvectors. Now let
Uk
denote the matrix consisting of the first kcolumns of U and D k denote the top right k k submatrix of D .
Restricting
to the column space of U k , by writing U k k , means that (9) becomes
min y U k Dk k T
kT Dk k subject to TT U k k 0
(8)
2.3 Penalized GAM

Eilers and Marx [6] make some significant changes in smoothing spline technique. They made following two
assumptions: First, they assume that E(y)=Ba where B ( B1 ( x), B2 ( x),..., Bk ( x)) is an
n k matrix of B-
a is the vector of regression coefficients; secondly, they suppose that the coefficients of adjacent Bsplines satisfy certain smoothness conditions that can be expressed in terms of finite differences of the a i s.
splines and
Thus, from a least-squares perspective, the coefficients are chosen to minimize

2
n
n
S yi a j B j ( xi ) (k a j ) 2
i 1
j 1
j k 1
(9)
For least squares smoothing we have to minimize S in (9). Penalized generalized additive models [7] consider
in the form of g ( ) Ba , where B (1 B1 .... B p ) is the N (1 n ) regressor matrix,
j
p
and
j 1
a ( , a1 ,..., a p ) . P-splines directly fit GAMs through a slightly modified method of scoring algorithm and
avoid the call to backfitting. P-GAM technique essentially eliminates the local scoring algorithm.
2.4 Bayesian techniques

Bayesian P-splines [8] approach by Andreas Brezger and Stefan Lang for additive models and extensions by
replacing difference penalties with their stochastic analogues, i.e. Gaussian (intrinsic) random walk priors which
serve as smoothness priors for the unknown regression coefficients. The approach generalizes work by [9] based
on simple random walk priors. A closely related approach based on a Bayesian version of smoothing splines can
be found in [4], see also [10] who choose state space representations of smoothing splines for Bayesian
estimation with Markov Chain Monte Carlo (MCMC). Compared to smoothing splines, in a P-splines approach a
more parsimonious parametrization is possible, which is of particular advantage in a Bayesian framework where
inference is based on MCMC techniques.
Adaptive Bayesian regression spline was introduced by [11]. He supposed a fully Bayesian approach to
regression splines with automatic knot selection in generalized semi parametric models. As a basis function
representation of the regression spline he used B-spline basis. The reversible jump Markov chain Monte Carlo
method allows for estimation both of the number of knots and the knot placement, together with the unknown
basis coefficients determining the shape of the spline [11].
1306
3 Simulation Study
For simulation study we used functions from the book of [3], and papers of [1] and [2]. These are following
five functions used in our simulation:
f 1 ( x1 , x 2 ) 0.7 exp 3 ( x1 0.8) 2 8( x 2 0.5) 2
exp 3 x1 0.8 8x 2 0.5

2
(10)
~ N 0, (0.1) 2 , x1 ~ Uniform(2,2) , x2 ~ Uniform(0,1)
f 2 ( x1 , x2 ) 1.9 1.45 exp( x1 ) sin 13( x1 0.6) 2 exp( x2 ) sin 7 x2
f3 ( x1, x2 ) exp ( x1 0.25)2 ( x2 0.25)2 / 0.1
0.5 exp ( x1 0.7) ( x2 0.7) / 0.07

2
1
3
f 4 ( x1 , x2 ) exp( 8x12 ) exp( 8 x22 )
5
5
(11)
(12)
(13)
x1 ~ N (0.5,1) , x2 ~ N (0.5,1)
f 5 ( x1 , x2 ) x1 sin(4x2 )
(14)
x1 ~ Uniform(0,1) , x2 ~ Uniform(0,1)
For each function we took 100 values with 100 replications. The results of simulation are compared using
log 10 (MSE) with box-plots. We used R software to make analysis of dataset and simulation study. We create
some helpful subprograms and functions to make our calculation easier. The empirical analysis are made by
mgcv package [12] of R software, the functions for calculating penalized generalized additive models, BayesX
software [AB], http://www.stat.uni-muenchen.de/~lang/bayesx and for the adaptive Bayesian regression spline
we used the functions from the http://www.stat.uni-muenchen.de/sfb386, which was created using C++.
f 1 ( x1 , x 2 )
f 2 ( x1 , x 2 )
1307
f 3 ( x1 , x 2 )
f 4 ( x1 , x 2 )
f 5 ( x1 , x 2 )
Fig. 1. Results of estimation of the function of simulation study
There are results of estimation of simulation data set in figure 1. In each figure you can see boxplots of the
log10 (MSE) . In each boxplot there are the techniques that we have used from left to right(1) P-GAM with 20
knots, (2) P-GAM with 30 knots, (3) P-GAM with 40 knots, (4) GAM with 20 knots, (5) GAM with 30 knots,
(6) GAM with 40 knots, (7) Thin plate splines with 20 knots, (8) Thin plate splines with 30 knots, (9) Thin plate
splines with 40 knots, (10) Bayesian P-spline with b=0.00005, (11) Bayesian 2 dimensional P-spline with
b=0.00005, (12) Adaptive Bayesian regression spline with 30 knots.
4 Conclusion
In this paper we made a comparison study between multivariate regression splines and Bayesian multivariate
splines. We used penalized generalized additive models, generalized additive models, thin plate splines, adaptive
Bayesian regression spline and Bayesian penalized spline. For this purpose we made a simulation study with five
different functions. We can make the following conclusions from the results that we get:
For Bayesian penalized spline was made the different hyperparameter selection. And the best result for
Bayesian penalized spline we could find when hyperparameters are a=1, b=0.00005. The graphs show only
selected hyperparameters results.
The adaptive Bayesian regression spline show the worst result among all techniques used in analysis.
The penalized spline showed best results between generalized additive models with regression spline
techniques. Thin plate spline and Bayesian penalized splines shows best result between all spline approaches that
we used. But in one function penalized spline outperforms another techniques.
The result of regression spline shows that this technique is preferable to use in analysis with not so
scattered dataset.
1308
References
1.
Smith, M. and Kohn, R. (1997). A Bayesian approach to nonparametric bivariate regression, Journal of the
American Statistical Association, 92, pp.1522-1535.
2. Wood, S.N. (2003). Thin plate regression splines, Journal of the Royal Statistical Society B, 65, pp.95-114.
3. Fan, J. and Gijbels, I. (1996). Local Polynomial Modelling and Its Applications, London : Chapman and Hall.
4. Hastie, T. and Tibshirani, R. (1990). Generalized additive models, London: Chapman and Hall.
5. Duchon, J. (1977). Splines minimizing rotation-invariant semi-norms in Sobolev spaces. In: Construction Theory of
Functions of Several Variables. Berlin: Springer.
6. Eilers P.H.C., and Marx B.D., (1996). Flexible smoothing using B-splines and penalized likelihood (with
comments and rejoinders), Statistical Science, 11(2), pp. 89-121.
7. Eilers P.H.C., and Marx B.D., (1998). Direct generalized additive modeling with penalized likelihood,
Computational Statistics and Data Analysis, 28, pp.193-209.
8. Lang S. and Brezger A., (2001). Bayesian P-splines, Journal of Computational and Graphical Statistics, 13,
pp.183-212.
9. Fahrmeir, L. and Lang, S., (2001). Bayesian inference for generalized additive mixed models based on Markov
Random Field Priors, Journal of the Royal Statistical Society C (Applied Statistics), 50, pp.201-220.
10. Carter, C. and Kohn, R. (1994). On Gibbs sampling for state space models, Biometrika, 81, pp.541-553.
11. Biller, C. (2000). Adaptive Bayesian Regression splines in semi parametric generalized linear models, Journal of
Computational and Graphical Statistics, 9 (1), pp. 122-140.
12. Wood, S.N. (2001). mgcv: GAMs and generalized ridge regression in R, R News, 1, pp.20-25.
Biographies
Akhlitdin Nizamitdinov - was born in Kanibadam, Tajikistan, in 1983. He received a diploma at Department of Computer
Science in Khujand branch of Technoligical University of Tajikistan, Khujand, Tajikistan. He is now a PhD student in the
Department of Statistics, at Anadolu University, Eskisehir, Turkey.
His main research interests are smoothing splines, regression splines, generalized additive models, penalized splines,
Bayesian penalized splines.
Memmedaga Memmedli - was born in Azerbaijan in 1947, He received a diploma at Baku State University in 1971, He
received a PhD diploma from Russian Academy of Science in 1977, From 1985 till 2006 he has worked as a Associate
Professor. From 2007 he is working as a Professor at the Department of Statistics, at Anadolu University, Eskisehir, Turkey.
His research interests are Game Theory, Control Theory, Optimization, Artificial Neural Networks, Fuzzy Modeling and
Nonparametric regression analysis. He has published many journal and conference papers in his research areas.
1309
Forecasting via MinMaxEnt Modeling:

An Application on the Unemployment Rate
Cigdem Giriftinoglu1 Aladdin Shamilov2
1,2
26470, Eskisehir, Turkey/Department of Statistics/
Science Faculty / Anadolu University
1
cgiriftinoglu@anadolu.edu.tr, 2asamilov@anadolu.edu.tr
Abstract. In this study, a stationary time series is expressed as the MaxEnt distribution when the information
is given by autocovariances. Furthermore, when an observed time series with real value [y1, y2,,yN] is
given, forecast value yN+1 is considered as the unknown parameter and the entropy optimization function
U() determined by the time series become dependent on . The distribution p( 0), where 0 is a value at
which U() reaches its minimum value, is called MinMaxEnt distribution.
Consequently, we show that a new forecasting method based on MinMaxEnt distribution can be successfully
applied to time series via an application on the U.S. unemployment rate. Furthermore, simulation study is
executed for autoregressive models. These simulation results confirmed that the MinMaxEnt Model is a
useful tool for forecasting in stationary times series.
Keywords: Entropy, MinMaxEnt distribution, time series, ,forecasting
1 Introduction
Forecasting is essential for planning and operation control in a variety of areas such as production
management, inventory systems, quality control, financial planning, and investment analysis. There are many
forecast methods in the literature [1-3]. In this study, taken discrete time series can be viewed as single trial
from a stochastic process since a continuous function can be transformed into a set of discrete observations. To
apply the maximum entropy principle, there are some assumptions about the time series. Firstly, the interval
between successive observations will be assumed to be equal in order to simplify the mathematical treatment.
Another assumption is that the mean of the observations is zero. This is not restrictive at all, because the series
can be easily transformed to another series with zero mean. Furthermore, the stochastic process generating the
observed time series will be assumed to be stationary.
While the raw time series is represented by [y1, y2,,yN], where yj is the j th ordered variate, an important
feature of the time series is given by the covariance between yj and a value yj+k which is k time lags away.
When the information about the time series is given as autocovariances up to a lag m, MaxEnt distribution of the
real time series can be determined as a multivariate normal distribution [1].
p(y )
N
2
1
1 2
exp y y
2
(1)
1310
It is known that the entropy value of MaxEnt distribution (1) is

(2)
H p y U ln
2 e 2
1
where is a toeplitz matrix. If we take into account the definition of entropy optimization function U , then (2)
is considered as entropy optimization function which will be required to define MinMaxEnt distribution [4-6].
2 MinMaxEnt Modeling for Forecasting

If we consider future value of an observed time series y1, y2,,yN as parameter (yN+1= ), then the maximum
entropy probability distribution become a function of . This function is denoted by p(). The MinMaxEnt
distribution p(0), determined by 0 minimizing the entropy optimization function can be considered as MaxEnt
distribution with moment functions and moment values dependent on parameter [7-9]. Because future value
involve in moment constraints, entropy optimization functional depends on future value . Thus, entropy
optimization functional denoted U is minimized with respect to and obtained 0 generate MinMaxEnt
distribution. We proposed that 0 can be used in time series for forecasting [10].
Similarly, instead one unknown parameter it is possible to consider vector parameter 1 , 2 ,
, n and
define MinMaxEnt. When the future values are more than one, is an unknown vector. Therefore, by virtue of
MinMaxEnt distribution it is possible to estimate several future values in time series.
3 An Application on the Unemployment Rate

As an example, we will apply the MinMaxEnt model to the unemployment rate of the United States (see Fig.
1.). The used data set consist of the unemployment rate of the United States from 1909 to 1988 taken from [3].
We used the logarithmic values of the unemployment rate because of a changing variance with respect to time.
Because no trending behavior is visible, we first examine its autocorrelation functions. The graphs are displayed
in Fig. 1. The autocorrelation function tapers off, whereas the partial autocorrelation function has two significant
correlations.
Fig. 1. Time series plot, ACF and PACF of U.S. unemployment rate
1311
The last five observations are excepted from the analysis in order to compare with predicted values. As a
tentative order, an ARMA(2,0) model is specified. This model is estimated with R 2.12.2. The values of the
estimated AR coefficients are 1 0.9229 and 2 0.2349 . Their estimated standard errors are 0.1113 and
0.1109. Both AR coefficients are significantly different from zero, and the estimated values satisfy stability
condition. The value of the log-likelihood is -47.72 and the AIC takes a value of 103.44. As an alternative, an
ARMA(1,1) model is specified. For this model, the values of the log-likelihood (-45.77) and the AIC (99.54) are
more favorable compared with the ARMA(2,0) specification. In R code 2.1.2, the estimated ARMA(1,1) model
is used to obtain forecasts five years ahead for the logarithm of the U.S. unemployment rate [3]. The obtained
forecasts are 1.603236, 1.660387, 1.689978, 1.705301 and 1.713234.
In the next step, the proposed forecasting process based on MinMaxEnt model for the stationary time series is
implemented by the program written in MATLAB. Once MinMaxEnt Model has been estimated, it can be used
to predict future values of yt . These forecasts can be computed recursively and are presented in Table 1.
Table 2. Actual and forecasted values for 1984-1988 years
Actual Values
1.5040
1.3350
1.3350
1.2809
1.2527
ARMA(1,1)
1.6032
1.6603
1.6899
1.7053
1.7132
MinMaxEnt
1.5815
1.5567
1.5526
1.5541
1.5557
For purposes of comparing our results, the root mean squared error (RMSE) is often useful. The RMSE values
provided by ARMA(1,1) and MinMaxEnt Models are calculated as 0.356044 and 0.231898, respectively. It is
seen that the RMSE of MinMaxEnt model is lower than the RMSE of ARMA(1,1) model. Therefore, for these
models, one would prefer the MinMaxEnt model over the ARMA(1,1) specification.
Furthermore, in order to evaluate the performance of MinMaxEnt Model, data sets consist of 100 time series
which have each sample size of 50 observations is simulated from AR(1) and AR(2) models by the use of
program written in MATLAB. For each time series, two forecasts are determined by employing the MinMaxEnt
model and the process is repeated 100 times. In the next step, forecast errors are calculated by the difference
between the actual value and the forecast value for the corresponding period and mean square errors (MSE)
given in Table 2 are obtained.
Table 2. Simulation results for forecasting via MinMaxEnt Model
Model
Coefficients
AR(1)
AR(1)
AR(2)
AR(2)
0.2
0.8
0.8 0.2
0.4 -0.7
0.04
0.04
0.5
0.5
MinMaxEnt
MSE
0.0429
0.0796
0.6229
0.7535
These simulation results confirmed that the MinMaxEnt Model is a useful tool for forecasting in stationary times
series. In the future study, simulation studies can be developed to the different autoregressive and moving
average models for the larger the sample size.
3.2 Program Code

MATLAB program code to do computations is as following.
1312
Load Rveri.mat
N=size(x,1);
x=log(x)
m=2; %the number of autocovariances
l=N %the position of estimated value
a=vpa(zeros(1,m+1));
lamda=vpa(zeros(1,m+1));
r=vpa(zeros(1,N-1));
q=vpa(zeros(1,N));
c0x=0;
cx=vpa(zeros(1,m));
syms ort
syms t;%
top=(sum(x)-x(l));
ort=(top+t)/N;
syms y
for i=1:N
if i==l
y(l)=t;
else
y(i)=x(i);
end
end
for i=1:N
c0x=c0x+(y(i)-ort)^2;
end
for k=1:m
for i=1:N-k
cx(k)=cx(k)+((y(i)-ort)*(y(i+k)-ort));
end
end
r0=c0x/N;
r(1)=vpa(cx(1)/N);
r(2)=vpa(cx(2)/N);
R=vpa(zeros(m+1,m+1));
for i=1:m+1
for j=1:m+1
k=abs(j-i);
if j~=i
R(i,j)=r(k);
else
R(i,j)=r0;
end
end
end
D=inv(R);
gkare=D(1,1);
1313
a(1)=1;
a(2)=D(2,1)/D(1,1);
a(3)=D(3,1)/D(1,1);
for k=0:m
for j=0:m-k
lamda(k+1)=lamda(k+1)+a(j+1)*a(j+k+1);
end
lamda(k+1)=lamda(k+1)*gkare;
end
for j=0:N-1
for k=1:m
q(j+1)=q(j+1)+2*lamda(k+1)*cos((2*pi*k*j)/N);
end
q(j+1)=q(j+1)+lamda(1);
end
dett=prod(q);%entropy optimization function
%minimization of entropy optimization function
fid=fopen('mesaa.m', 'w');
fprintf(fid,'function fu=mesaa(y)\n');
fprintf(fid,'t=y;\n');
s = char(dett);
fprintf(fid,'fu=-(%s);\n', s);
fprintf(fid,'return;\n\n');
fclose(fid);
[tt,fval]=fminbnd(@mesaa, min(x), max(x));
clear mesaa.m
clear(s)
%Entropy of MinMaxEnt Distribuiton
Hminmax=(N/2)*log(2*pi*exp(1))+1/2*log(1/-fval);
tt % 0
exp(tt)%forecast
4 Conclusion
This paper explored how to apply MinMaxEnt Modeling to forecast time series data under Maximum Entropy
Distribution. MinMaxEnt distributions (models) are obtained on the basis of MaxEnt distributions dependent on
parameter and it is shown that the proposed method can be used to forecast in time series. In order to evaluate
the performance of this method is applied on real time series consisting of the unemployment rate of the United
States and it is required a computer program the written in MATLAB to do computations. In addition to this, via
simulation studies, it is shown that the forecast error which is the difference between the actual value and the
forecast value for the corresponding period is very low and it is seen that MinMaxEnt modeling provides reliable
and efficient forecasting outputs.
1314
References
1.
Kapur, J.N. and Kesavan, H.K. 1992. Entropy Optimization Principles with Applications. New York: Academic
Press.
2. Wei, W.S. 2006. Time Series Analysis, Univariate and Multivariate Methods. U.S.A: Pearson.
3. Pfaff, B. 2008. Analysis of Integrated and Cointegrated Time Series with R. U.S.A.: Springer.
4. Shamilov, A. (2006). A Development of Entropy Optimization Methods. WSEAS Transaction on Mathematics,
5(5): 568-575.
5. Shamilov, A. (2007). Generalized entropy optimization problems and the existence of their solutions. Physica A
382: 465-472.
6. Shamilov, A. (2010). Generalized entropy optimization problems with finite moment functions sets. Journal of
Statistics and Management Systems 3(13): 595-603.
7. Shamilov, A. and Giriftinoglu, C. (2010). Generalized Entropy Optimization Distributions Dependent on Parameter
in Time Series. WSEAS TRANSACTIONS on INFORMATION SCIENCE &APPLICATIONS 1(7): 102-111.
8. Shamilov, A. and Giriftinolu, . at all (2008). A New Concept of Relative Suitability of Moment Function Sets.
Applied Mathematics and Computation (SCI) 206: 521-529.
9. Shamilov, A. and Giriftinolu, . (2009). Some relationships between entropy values of entropy optimization
distributions for time series. The Scientific and Pedagogical News of Odlar Yurdu University 28: 10-17.
10. Shamilov, A. and Giriftinolu, . (2009). A new method for estimating the missing value of observed time series
and time series forecasting. The Scientific and Pedagogical News of Odlar Yurdu University 28: 17-23.
Biographies
Aladdin Shamilov Aladdin Shamilov was born on 10 March, 1943, in Azerbaijan. In 1963, He graduated from Gence
Pedagogical University in Physics and Mathematics. He received a PhD diploma from Baku State University in 1972. In
1984, He completed the second PhD from the Ukraine Academy of Science. He received the title of professor at Baku
State University in 1987. He has worked as a professor since 2001 in Anadolu University, at Department of Statistics,
Eskisehir, Turkey.
He has published over 100 international conference papers and journals in his research areas. He is interested in differential
equations, information theory, stochastic processes, time series analysis and generalized entropy optimization principles.
Cigdem Giriftinoglu Cigdem Giriftinoglu was born on 19 August, 1979, in Izmir, Turkey. She graduated from Department
of Statistics of Anadolu University in 2001. She finished her Master Degree at Statistics in 2005. She completed her PhD in
2009, currently works as a research assistant in Anadolu University Department of Statistics.
She has published over 15 international conference papers and journals in her research areas. She is interested in stochastic
processes, time series analysis and entropy optimization principles.
1315
Comparison of Simplified Bishop and Simplified

Janbu Methods in the Determination of the Factor of
Safety of Three Different Slopes Subjected to
Earthquake Forces
1,
Tlin ETN1Yusuf ERZN2

Celal Bayar University,Vocational School of Turgutlu,Manisa,Turkey
2,
Celal Bayar University,Faculty of Engineering,
Department of Civil Engineering,Manisa,Turkey
1
tulin.cetin@bayar.edu.tr, 2 yusuf.erzin@bayar.edu.tr
Abstract.Analysis of stability of slopes in terms of factor of safety (Fs) is important to define the stability of a
slope. Most stability analysis is carried out under static loading. However, in a seismically active region,
earthquakes are one of the important forces that can cause the failures of slopes. In this study, attempts were
made to estimate of the (Fs) values of three slopes with different heights subjected to earthquake forces. To
achieve this, a computer program based on Simplified Bishop and Simplified Janbu Method was prepared in
the Matlab programming environment. With the help of this program, the (Fs) values of three slopes were
estimated for different earthquake parameters by using both methods and comparisons were made between
the Fs values obtained from the methods. It has been found that Fs values obtained from the simplified Bishop
method are less than those obtained from the simplified Janbu method.
Keywords:slope stability, simplified Bishop method, simplified Janbu method
1 Introduction
Analysis of stability of slopes in terms of factor of safety (Fs) is important to define the stability of a slope. Most
stability analysis is carried out under static loading. However, in a seismically active region, earthquakes are one
of the important forces that can cause the failures of slopes. A slope becomes unstable when the shear stresses on
a potential failure plane exceed the shear resistance of the soil. The additional stresses due to earthquake further
increases the stresses on these planes and decreases the Fs value further.
Limit equilibrium methods have been widely adopted for slope stability analysis [1]. A potential sliding surface
is assumed prior to the analysis and a limit equilibrium analysis is then performed with respect to the soil mass
above the potential slip surface. Many methods based on this approach are available. For example, Ordinary [2],
Simplified Bishop [3], Simplified Janbu [4], Morgenstern and Price [5], Spencer [6], and Sarma [7].
In this study, attempts were made to estimate of the Fs values of three slopes with different heights subjected to
earthquake forces. To achieve this, a computer program based on Simplified Bishop and Simplified Janbu
Method was prepared in the Matlab programming environment. [8] Then, the Fs values of three slopes were
estimated by using both methods and comparisons were made between the Fs values.
1316
2 Literature review
Earthquakes are a major trigger for instability of natural and man-made slopes. Often the instability of slopes
due to an earthquake causes more destruction and kills more people than the actual earthquake itself [9]. More
recently, the magnitude 7.5 Guatemala Earthquake of 1976 is reported to have generated at least 10.000
landslides and slope failures [10]. The slope instabilities and resulting disasters after the El Salvador Earthquakes
in 2001 hit the front pages of the papers worldwide [9]. Natural and artificial slopes may become equally
unstable during an earthquake. To calculate how a slope will behave during an earthquake or to design a slope
that is also stable under earthquake conditions is not that easy [9].
The factor of safety (Fs) based on an appropriate geotechnical model as an index of stability, is required in
order to evaluate slope stability. However, the stability analysis of slopes is difficult because of many
uncertainties. The problem is statistically indeterminate, and some simplifying assumptions are necessary in
order to obtain a critical factor of safety (Fs) [11]. For slope stability analysis, the limit equilibrium method is
widely used by engineers and researchers and this is a traditional and well established method. [1] Alkasawneh
et.al. has shown that limit equilibrium methods are reliable and can be used with confidence to investigate the
stability of slopes.[12] Due to the differences in the assumptions, several limit equilibrium methods such as
Ordinary [2], Simplified Bishop [3], Simplified Janbu [4], Morgenstern and Price [5], Spencer [6], and Sarma [7]
have been proposed.
2.2 Methods
In this study, while the properties of the soil involved in the slope given in Figure 1 were kept constant, the
effects of the slope height and the magnitude of the earthquake (M), the distance between the center of the
earthquake and the location of the slope (R) and the frequency of the cyclic loading (N) on slope stability were
investigated. The slope of the soil was taken constant as 2 (horizontal) / 1 (vertical) while the height of the slope
(h) was taken as 5, 10 and 15 m. The geometry of the slope and the properties of the soil involved in the slope
are given in Fig. 1. In order to examine the effect of ground water the geometry of the ground water layer was
taken as the mid-height of the slope as shown in Figure 1.
Fig. 1. The geometry and the properties of the soil involved in the slope.
To observe the effect of the earthquake forces to the slope, the parameters were chosen as follows: The M
value was selected as 6, 7 and 8; the R value was selected as 5, 10, 20, 50 and 100 km; and the N value was
selected as 5, 10, 30, and 60. The factor of safety, Fs, for each case was then calculated by using a computer
program developed in the Matlab programming environment [8] based on the Simplified Bishop Method (Eq. 1)
and the Simplified Janbu Method (Eq. 2)
W u b tan c b / m
W sin a W
n
Fs
'
i 1
i 1
'
i i
i i
(2)
i 1
1317
W u b tan c b / n
W tan a W
n
Fs f 0
'
i 1
i 1
'
i i
i i
(2)
i 1
where c is the cohesion, is the angle of internal friction, u is the pore water pressure at the base, f0 is the
'
correction factor for the Simplified Janbu Method, ap is the peak acceleration value of the earthquake and
and
ni
mi
is given in the following equations (3) and (4), respectively.

sin i tan i
mi cos i
Fs
(3)
ni cos mi
(4)
The pore pressure in the slope increases with the repeated shear stress during the earthquake and this increase
depends on the earthquake and soil properties. Seed and Idriss [14] gave the following equation for the
calculation of the additional increase of the pore water pressure,
u 0,915 LogN 0,108 0,65 a p 1 0,0075 H cot
(5)
where u is the pore water pressure at the base,and ap is the peak acceleration value of the earthquake and can be
expressed from the Equation (6) :
a p 0,0159 e 0,868M R 0,0606 e 0,7M
1, 09
(6)
It can be seen from the Equation (5), the effect of h on the increase of the pore water pressure is ignorable.
Therefore, the Equation (5) changes as follows:
u 0,6 a p cot log N
(7)
2.3 Results
In order to examine the influence of R in the Fs value, the Fs value calculated from both methods without
considering ground water was plotted against the R value for the chosen M values, as shown in Figures 2 to 4 for
the h value of 5, 10 and 15m, respectively. It can be seen from Figure 2, the Fs value was increased with an
increase in the R value, and decreased with an increase in the M value for each R value. The similar trend was
also observed for the other slope heights (Figures 3 and 4). Also, it can be noted that the Fs value decreased with
an increase in the h value. It can be also observed that the Fs value calculated from the simplified Bishop method
was less than those from the simplified Janbu method.
1318
Bishop M=6
Janbu M=6
Fs
Bishop M=7
Janbu M=7
Bishop M=8
Janbu M=8
R (km)
Fig. 2. The effect of R on the Fs value depending on M, Bishop versus Janbu of h=5 m
Bishop M=6
Janbu M=6
Fs
Bishop M=7
Janbu M=7
Bishop M=8
Janbu M=8
R (km)
Bishop M=6
Janbu M=6
Fs
Bishop M=7
Janbu M=7
Bishop M=8
R (km)
Janbu M=8
The influence of R and M in the Fs value from both methods with also considering ground water had similar
trend as described above for the h value of 5, 10 and 15m. In order to examine the influence of N in the Fs value,
the Fs value calculated from both methods with ground water was plotted against the N value for the chosen M
values, as shown in Figures 5 to 7 for the h value of 5, 10 and 15m, , respectively. In these figures, the R value
was chosen as 10 km. It can be seen from Figure 5, the Fs value was decreased with an increase in the N value
for each M value. The similar trend was also observed for the other slope heights (Figures 6 and 7). Also, it can
be noted that the Fs value decreased with an increase in the h value. It can be also observed that the Fs value
calculated from the simplified Bishop method was less than those from the simplified Janbu method.
1319
Bishop M=6
Janbu M=6
Fs
Bishop M=7
Janbu M=7
Bishop M=8
Janbu M=8
N
Fig. 5. The effect of N on the Fs value depending on M, Bishop versus Janbu of h=5 m
Bishop M=6
Janbu M=6
Fs
Bishop M=7
Janbu M=7
Bishop M=8
Janbu M=8
N
Bishop M=6
Janbu M=6
Fs
Bishop M=7
Janbu M=7
Bishop M=8
Janbu M=8
N
3 Conclusions
The following conclusions have been obtained from this study:
Low factor of safety (Fs) values were obtained in both methods for the earthquakes with high magnitudes.
1320
When considered the influence of the earthquake properties on the Fs value, R and M have more effects in
both methods on the slope stability safety factors as compared to N. Lower Fs values were obtained for the
higher values of the R and M parameters.
In both methods, in addition to the earthquake effects, the existence of ground water also decreased the Fs
value by considerable amount. That is why the ground water should be avoided in the artificial slopes.
Also in both methods, the increase in the slope height has negative effect on the the Fs value.
When compared the simplified Bishop Method with the Simplified Janbu Method, the simplified Bishop
method gives lower Fs values than the simplified Janbu method.
References
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
Cheng, Y.M., Lansivaara, T., Wei, W.B. (2007). Two-dimensional Slope Stability Analysis By Limit Equilibrium
And Strength Reduction Methods.
Fellenius, W. (1936). Calculation of the stability of earth dams, In Transactions of the 2nd International Congress
on Large Dams, Washington, USA, 445-462,
Bishop, A. W. (1955). The use of the slip circle in the stability analysis of slopes, Gotechnique5(1), 7-17.
Janbu, N. (1954). Application of composite slip surface for stability analysis, In Proceedings of European
Conference on Stability of Earth Slopes, Stockholm, Sweden, 43-49.
Morgenstern, N. R., and Price, V. E. (1965). The Analysis of the Stability of General Slip Surfaces. Geotechnique,
Vol 15, No. 1, pp 79-93.
Spencer, E. (1967). A method of analysis of the stability of embankments assuming parallel interslice forces.
Gotechnique, 17(1): 1126
Sarma, S. K. (1979). Stability Analysis of Embankments and Slopes, Journal of the Geotechnical Engineering
Division, American Society of Civil Engineers, ASCE, Vol. 105, No. GT 12, pp. 1511-1524.
Cetin, T. (2010). Developing a computer program for analysis of slope stability and comparing different analysis
methods, MSc. Thesis, Celal Bayar University Manisa, (In Turkish).
Hack, R., Alkema, D., Kruse, G.A.M., Lenders, N., Luzi, L. (2007.) Influence of earthquakes on the stability of
slopes.
Anon. (1997). Report on Early Warning Capabilities for Geological Hazards. Convener of International Working
Group, and first author: Dr. Robert Hamilton Chairman, International Decade for Natural Disaster Reduction
(IDNDR). Early Warning Programme, IDNDR Scientific and Technical Committee Washington, D.C.USA.
Document 12085, IDNDR Secretariat, Geneva. 35 pp.
Tan, . (2006). Investigation of soil parameters affecting the stability of homogeneous slopes using the Taguchi
methods, Eurasian Soil Science, 39, 1248-1254.
Alkasawneh, W., Malkawi, A.I.H., Nusairat, J.H., Albataineh, N. (2008) A Comparative Study of Various
Commercially Available Programs in Slope Stability Analysis.
Matasovic, N. (1991). Selection of Methods for Seismic Slope Stability Analysis.
Seed, H.B., Idriss, I.M. (1971). Simplified Procedure for Evaluating Soil Liquefaction Potential, Journal Soil
Mechanics and Foundations Division, ASCE, Volume 97(9), pp. 1249-1273.
Biographies
Tlin etin is a lecturer in the Vocational School of Turgutlu at CelalBayarUniversity, Manisa. She received her B.Sc.
degrees in computer engineering from EgeUniversity, Izmir, Turkey in 1992 and in civil engineering from
CelalBayarUniversity, Manisa, Turkey in 2004. She is now a Ph.D student in the Department of Civil Engineering at
CelalBayarUniversity, Manisa, Turkey in the hydraulic field (2010-), from where she received her M.Sc. degree in
geotechnical engineering field in 2010.
Her research interests include: computer programming, softwares in civil engineering, slope stability, hydraulic.
Yusuf Erzin is an assistant Professor in the Department of Civil Engineering at CelalBayarUniversity, Manisa, Turkey. He
received his B.Sc. degree from SelukUniversity, Konya, Turkey. Also, he received his M.Sc and Ph.D degrees from Middle
EastTechnicalUniversity, Ankara, Turkey.
His research interests include: artificial neural networks, swelling soils, slope stability and crushing strength of sands.
1321
Comparison of MaxMaxEnt and MinMaxEnt

Distributions for Time Series in the Sense of Entropy
Aladdin Shamilov1, Cigdem Giriftinoglu2
26470, Eskisehir, Turkey/Department of Statistics/
Science Faculty / Anadolu University
1
asamilov@anadolu.edu.tr, 2cgiriftinoglu@anadolu.edu.tr
1,2
Abstract. In the present study, MaxMaxEnt and MinMaxEnt distributions obtained on the basis of MaxEnt
distribution dependent on parameter for time series are comprised in the sense of entropy. It is proved that as
number of autocovariances k goes on increasing; the entropy of both MaxMaxEnt and MinMaxEnt
distributions goes on decreasing. MinMaxEnt distributions also possesses this property that entropy of
MinMaxEnt distributions form a decreasing sequence when the number of autocovariances increases.
Comparing MaxMaxEnt and MinMaxEnt distributions generated by different autocovariance vectors, it is
possible to obtain autocovariance vectors generating distributions neighboring in the sense of entropy. If
MaxMaxEnt and MinMaxEnt distributions generated by different autocovariance vectors are neighboring in
the sense of entropy, then both numbers , generating these distributions can be accepted as estimators
to missing or future values. It should be noted that MinMaxEnt distribution is more suitable for estimation to
missing value or future values in time series.
Keywords: MaxMaxEnt distribution, MinMaxEnt distribution, time series, entropy, information
1 Introduction
In [1] by considering entropy optimization measure on the given set of moment vector functions special
functional according to each measure is defined. Via the moment vector functions giving the least and the
greatest values to the mentioned functional, Generalized Entropy Optimization Distributions (GEOD) are
obtained. Each of this distributions is closest (or remotest) to the given a priori distribution in the corresponding
measure. The process of obtaining GEOD is formulated as a development of entropy optimization methods.
In [2], it is proposed sufficient conditions for the solutions of GEOD. In [3,4,5,6] and [4] are considered some
development and applications of GEOD. Furthermore, in [7] GEOD for stationary time series are defined on the
basis of MaxEnt distribution dependent on parameter.
It is important to establish relations between entropies of MaxMaxEnt and MinMaxEnt distributions
according to different autocovariance vectors of stationary time series. This problem has also a consequential
rule in the sense of information theory. For this reason in the present study MaxMaxEnt and MinMaxEnt
modeling according to different autocovariance vectors of time series are investigated in the sense of entropy and
compared.
1322
2 Definitions of MaxMaxEnt and MinMaxEnt Distributions

Let Prk y be MaxEnt distribution generated by autocariances vector rk r0 ,
y0 ,
stationary time series
, ys 1 , , ys 1 ,
, rk of given
, yN with parameter , , at position s, where
min y j , max y j and entropy value of this distribution be H Prk y . MaxMaxEnt and
js
js
MinMaxEnt distributions are obtained in the following form.
, m be the value k , realizing MinMaxEnt distribution Prk k y
Let k k 0,1,
i.e.
min H Prk k y H Prk k y H Yk
(3)
In equation (1), MinMaxEnt distribution is denoted by Yk

.
, m be the value k , realizing MaxMaxEnt distribution Pr y

k
k
Let k k 0,1,
i.e.
max H Prk k y H Prk k y H Yk
In equation (2), MaxMaxEnt distribution is denoted by Yk
(2)
3 Properties of Entropies of MaxMaxEnt and MinMaxEnt Distributions
Theorem: Let Yk Prk k y and Yk Prk k y , k 0,1,
, m , be MinMaxEnt and MaxMaxEnt distributions
respectively. Then, between entropy values of these distributions, the following inequalities are satisfied:
H Y0 H Y1 H Y2
H Y0 H Y1 H Y2
H Yk H Yk , k 0,1,
Proof:
The
fact
that
entropy
H Yk
H Ym .
(3)
H Ym
(4)
(5)
,m
of
model
Yk
generated
by
autocovariance
vector
rk k r0 k ,
, rk k greater then entropy H Yk of model Yk generated by autocovariance vector
rk k r0 k ,
, rk k follows from definitions of models Yk , Yk .
Indeed according to (1) and (2) the inequality (5) follows. For any fixed k , the inequality
H Prk 1 y H Prk y
(6)
Therefore
H Yk 1 max H Prk 1 y H Prk 1 k 1 y H Prk 1 k y

,
(7)
1323
where k according to (2) is the number generating model Yk .

On the other hand
H Pr y H Pr y H Yk
k 1
k
k
k
(8)
Taking (8) into account we have
H Yk 1 H Yk k 0,1,
,m
(4)
,m
(3)
Similarly it is shown that
H Yk 1 H Yk k 0,1,
These complete the proof of theorem.
Remark 1.From inequalities (3), (4) follows the fulfilment of inequalities
H Y0 H Ym H Y1 H Ym1
H Yk H Ymk
H Ym H Y0 .
(9)
Remark 2. If m1 m2 then,
H Ym1 H Ym1 H Ym2
or
H Ym1 H Ym2 .
(40)
Therefore in order to use MaxMaxEnt distribution Ym1 as model for estimation missing or future values, it is
sufficient to obtain numbers m1 and m2 for which
H Y H Y
min H Ym1 H Ym2

m1 , m2
m1
(51)
m2
in other words to minimise H Ym1 H Ym2 .

In this situation Ym1 can be used as model for estimation missing or future values. We call the models Ym1 and
Ym2 neighbouring. The inequality (10) indicated that in solving estimation problems MinMaxEnt models are
more suitable than MaxMaxEnt models. Because, when m2 is sufficiently large, the MinMaxEnt model Ym2
gives good results in the sense of entropy or information. But according to (10), MaxMaxEnt model cannot
provide mentioned results.
1324
4 Conclusion
In this study, generalized entropy optimization distributions as MaxMaxEnt and MinMaxEnt distributions are
compared in the sense of entropy. It is shown that mentioned models for stationary time series constitute
decreasing sequences in the sense of entropy when the number of autocovariances generating these distributions
increases. Between entropy values of as MaxMaxEnt and MinMaxEnt distributions generated by the same
autocovariances, there are inequality that entropy value of MaxMaxEnt model greater than the corresponding of
MinMaxEnt model.
It is shown that in solving estimation problems in time series MinMaxEnt models are more suitable than
MaxMaxEnt models. Because, when the number of autocovariances is sufficiently large the MinMaxEnt model
gives good results in the sense of entropy or information, but MaxMaxEnt model cannot be provide mentioned
results.
References
1.
Shamilov, A. (2006). A Development of Entropy Optimization Methods. WSEAS Transaction on Mathematics,

5(5): 568-575.
2. Shamilov, A. (2007). Generalized entropy optimization problems and the existence of their solutions. Physica A
382: 465-472.
3. Shamilov, A. (2010). Generalized entropy optimization problems with finite moment functions sets. Journal of
Statistics and Management Systems 3(13): 595-603.
4. Shamilov, A. and Giriftinolu, . at all (2008). A New Concept of Relative Suitability of Moment Function Sets.
Applied Mathematics and Computation (SCI) 206: 521-529.
5. Shamilov, A. and Giriftinolu, . (2009). Some relationships between entropy values of entropy optimization
distributions for time series. The Scientific and Pedagogical News of Odlar Yurdu University 28: 10-17.
6. Shamilov, A. and Giriftinolu, . (2009). A new method for estimating the missing value of observed time series
and time series forecasting. The Scientific and Pedagogical News of Odlar Yurdu University 28: 17-23.
7. Shamilov, A. and Giriftinoglu, C. (2010). Generalized Entropy Optimization Distributions Dependent on Parameter
in Time Series. WSEAS TRANSACTIONS on INFORMATION SCIENCE &APPLICATIONS 1(7): 102-111.
8. Kapur, J.N. and Kesavan, H.K. 1992. Entropy Optimization Principles with Applications. New York: Academic
Press.
9. Wei, W.S. 2006. Time Series Analysis, Univariate and Multivariate Methods. U.S.A: Pearson.
10. Pfaff, B. 2008. Analysis of Integrated and Cointegrated Time Series with R. U.S.A.: Springer.
Biographies
Aladdin Shamilov Aladdin Shamilov was born on 10 March, 1943, in Azerbaijan. In 1963, He graduated from Gence
Pedagogical University in Physics and Mathematics. He received a PhD diploma from Baku State University in 1972. In
1984, He completed the second PhD from the Ukraine Academy of Science. He received the title of professor at Baku
State University in 1987. He has worked as a professor since 2001 in Anadolu University, at Department of Statistics,
Eskisehir, Turkey.
He has published over 100 international conference papers and journals in his research areas. He is interested in differential
equations, information theory, stochastic processes, time series analysis and entropy optimization principles.
Cigdem Giriftinoglu Cigdem Giriftinoglu was born on 19 August, 1979, in Izmir, Turkey. She graduated from Department
of Statistics of Anadolu University in 2001. She finished her Master Degree at Statistics in 2005. She completed her PhD in
2009, currently works as a research assistant in Anadolu University Department of Statistics.
She has published over 15 international conference papers and journals in her research areas. She is interested in stochastic
processes, time series analysis and entropy optimization principles.
1325
Examining EEG Signals with Parametric and

Non- Parametric Analyses Methods
in Migraine Patients and Migraine Patients
During Pregnancy
Mustafa EKER
Cumhuriyet niversity Divrii Nuri Demira Vocationaly High School, Sivas/Turkey
mustafaseker@cumhuriyet.edu.tr
Abstract.EEG tools are used for diagnosing and interpreting brain illness at neurology clinics. In this study, healthy people,
the people having migraine diagnosis and the people at pregnancy term EEG data were analyzed by using Yule-Walker,
Burg, Covariance Method and Modified Covariance method, (parametric methods) and Welch method, one of non parametric
methods and It is aimed that migraine is determined to exist. Besides, It is tried to examine whether parametric methods are
more productive or non parametric methods are more productive. Also it is examined that what sort of changes occurs on
migraine at pregnacy term.
Keywords: EEG, Welch, Yule-Walker, Covariance, Burg, Modified Covariance, AR, Spectral Analysis
1 Introduction
Migraine headache is a disease known for century. The most important factor in the diagnosis of migraine,
the patients medical history, age at onset of pain, location of pain, characteristics, and the course of pain,
accompanying symptoms and examining of neurological disorders is a great importance in terms of diagnosis. In
parallel to developing technology, for interrogated of neurogical functions and put forward a clear diagnosis is
widely used neurology examination tools such as Magnetic Rezonans(MR), Brain Tomography and
Electroencephalographic(EEG) in clinics[4,2].
Potentials of the EEG measured head through the surface of the electrodes is the sum of the potentials from the
underlying celebral cortex and a wide area. There is a very complex structure of EEG signals and difficult to
interpret [3]. Potentials of the EEG measured head through the surface have peak amplitude range of 1-100 V
and frequency band is 0-100 Hz. Despite EEG signals have a wide frequency in 0-100 Hz, in the interpretation
and analysis of EEG signals is very important frequency range of 0-30 Hz. O-30 Hz frequency range includes
four basic EEG frequency range. This frequency band ranges, respectively, is 0,5-4 Hz (Delta), 4-8 Hz (Theta),
8-13 Hz (Alpha), 13-30 Hz (Beta) frequency ranges.
EEG signals are not periodic and frequency, phase, amplitude varies continuously. When EEG signals are
interpreted by experts because of both long-term records and time axis, visual analysis of this signs is deficiency.
In Parallel with todays technology, to overcome this deficiency and obtain meaningful result that EEG signals
developed different signal processing techniques and methods of statistical analysis. In the literature, there are no
finding migraine-specific of EEG. Migraine, migraine with aura and migraine without aura is basically classified
into two groups. Severe pain in attack migraine without aura lasting 4-72 hours. In migraine with aura, the pain
duration is shorter than 60 minutes also it is examined that what sort of changes occurs on migraine at pregnancy
term.
1326
2. Methodology
2.1. EEG Data Collection and Methodology
In this paper, EEG signals of people diagnosis with migraine, people in the during pregnancy and healty persons
examined with spectral analysis methods and whether diagnosis of migraine by EEG tools can be observed.
EEG data used in this study selected female patients ranging in ages 18 to 35 from Cumhuriyet University
Research and Training Hospital Department of Neurology Branch and study with three different experimental
groups (17 healthy people, 9 migraine patients and 5 migraine patients during pregnancy) were studied. EEG
data is used for migraine are those of persons diagnosis with migraine without aura in migraine attacks and in the
process to apply to the clinic with complaints of headache was obtained. According to international 10-20
electrode system for analysis, all channels shown that in the Figure 1.1 are selected as in monopoles and sampled
with 200 Hz sampling frequency.
Figure 1.1. International 10-20 Electrod System.

EEG signals are non- stationary signals so we need to analyze the signal by separating certain segment[7-8].
In this study, EEG data collected from healthy, migraine, and pregnant women were analyzed using Burg,
Modified Covariance, Covariance and Yule-Walker, which parametric spectral analysis method, and Welch,
which a non-parametric method, in an attempt to re-evaluate the value EEG in migraine diagnosis. We have also
compared the performance of different spectral analysis methods in distinguishing different conditions. Futher,
we have examined changes in the EEG spectral characteristics that occur due to migraine in the pregnancy
term[1].
2.2. Welch Method
Welch spectral estimation, Fast Fourier Transform based method. Welch estimation depends on the definition of
Periodogram and is expressed as fallows,
(1)
Welchs method, signal is divide into intervals of overlapping and dividing that these ranges sing calculated by
windowing. Last in, calculated that this periodogram is calculated average[8]. As a result, Welchs method for
the estimation of power spectral density;
1327
Is given by the expression.Where L is length of time series. Short data records are consolidated and nonrectangular windows with the investigation reduces the predictive resolution. If Welch method is low signal to
ratio, it allows us to achieve a solution better than periyodograma [5-6].
2.3. Yule-Walker Method
The output of p series which have AR model, white noise input the sum of previous p linear combination of
outputs. Weight on the outputs of the previous p, autoregressive mean square estimation error is minimized[5-9].
If x[n] and y[n] output of existing value is zero mean of white noise input, AR(p) model would be;
, - ,
, -
(3)
2.4. Burg Method

This method put forward by Burg in 1975, in estimation of AR model parameters is minimized to forward and
backward prediction error and uses the reflection coefficient estimate. Unlike other methods, autocorrelation
function does not calculation. Instead it is calculate direct reflection coefficient estimation. Burg method is an
efficient computation method for the estimation of parameters[5].
2.4. Covariance Method
In this method, error in the estimating of power must calculation[5-6]. Power spectral density using
autoregressive parameter estimates are calculated as fallows;
( )
)|
(4)
2.5. Modified Covariance Method

Modified Covariance method is used in the calculation like other of the AR model(Yule-Walker, Covariance
methods). AR model is used to fixing the input information. When Covariance method is only used for minimize
to next estimation error, Modified Covariance method is used for minimize to next estimation error and latter
estimation error.
The parameter selection of p model is very important. If selected of p value is low, no significant hills in the
spectrum. If selected of p value is high, spectrum is broken. p parameter used in the analysis were determined
according to the Akaike criterion and p=20 were selected.
3. Analysis Results and Discussing
As shown in Figure 3.1, differences in the time axis of EEG signals not examined in fully.
Fig. 3.1.EEG signal in time axis(respectively healthy person, migraine patients and migraine patient during
pregnancy)
1328
In order to obtain a diagnosis EEG signals uses in wide range of signal frequency spectrum. EEG frequency
spectrum contains four basic frequency ranges. This frequency range is frequency ranges 0-4 Hz(Delta), 4-8
Hz(Theta), 8-13 Hz(Alpha) and 13-30 Hz(Beta). Matlab 7.0 is used for analysis results.
According to the standard international 10-20 electrode system was used for analysis of all channels. For
analysis non-parametric Welch method and parametric Burg, Yule-Walker, Covariance and Modified
Covariance methods for analysis are used. As a result of analyzing from the channels calculated the Power
Spectral Density (PSD).
With healthy persons, migraine patients, the migraine patients during pregnancy of the tree experimental groups
including power spectral density were obtained by calculating the average power spectral density for each
channel. Average power spectral density speared that meaningful to EEG frequency ranges of 0-4 Hz(Delta), 4-8
Hz(Theta), 8-13 Hz(Alpha) and 13-30 Hz(Beta) and the tree experimental groups compared with statistical t-test
and threshold was chosen of 0.05(p values given in tables). The fallowing statistical tables are obtained as a
result the comparison;
Table 3.1. Healthy persons and individuals who were
diagnosed migraine with EEG signals obtained from
diagnosed migraine patients during pregnancy with
the Welch method compare to PSD values.(p<0.05
EEG signals obtained from the Welch method
values are expressed bold).
compare to PSD values.(p<0.05 values are expressed

bold).
1329

the Burg method compare to PSD values.(p<0.05
values are expressed bold).

EEG signals obtained from the Burg method compare
to PSD values.(p<0.05 values are expressed bold).
the
EEG signals obtained from the Yule-Walker method
Yule-Walker
method
compare
values.(p<0.05 values are expressed bold).
to
PSD

bold).
1330
values.(p<0.05 values are expressed bold).

EEG signals obtained from the Covariance method
bold.)
Table 3.10. Healthy persons and individuals who
were diagnosed migraine patients during pregnancy
the Modified Covariance method compare to PSD
with EEG signals obtained from the Modified
values.(p<0.05 values are expressed bold)
Covariance method compare to PSD values.(p<0.05

the
Covariance
method
compare
to
PSD
values are expressed bold)
1331
Figure.3.2. PSD calculated from channels Fp1 chart with Modified Covariance Method between 0-35
frequencies a) Delta b) Teta c) Alfa d) Beta (Blue: Healthy persons, Red: migraine patients, Green: migraine
patients during pregnancy)
4 Finding and Conclusion

In this study, healthy persons, migraine patients, migraine patients during pregnancy of EEG signals were
examined with spectral analysis methods. The PSD of EEG signals were calculated using non-parametric Welch
and parametric Burg, Yule-Walker, Covariance and Modified Covariance methods.
A power spectral density is speared of delta, theta, alpha, beta frequency bands and average power spectral
density was obtained for each channels. Average power spectral density compared with statistical t-test and
statistical comparison tables have been obtained. Examined the comparison result of healthy persons and
migraine patients during pregnancy is not a distinctive feature. Determining the diagnosis of migraine with
Welch method has not been detected in a specific channel. The parametric method gives the best result is
Modified Covariance method. The result obtained this method, decisive for the diagnosis of migraine channels
Fp1, T4, Fz channels has been identified.
In the future, increasing the number of persons used the analysis can be more meaningful statistical values. Due
to hormonal influences during pregnancy also reduce the effect of migraine. Examined the effect of pregnancy
hormones can be reduce in process of migraine headaches by hormone therapy and also be improved fuzzy logic
algorithms are for migraine can be created a automatic identification system.
1332
References
[1] eker, M., Tokmak, M., Asyal M.H., Semen, H., Examining EEG Signals with Parametric and Non-Parametric
Analyses Methods in Migraine Patients during Pregnancy, Biyomut 2010, Antalya, Turkey
[2] Akn, M., Kymk, M.K., Arserim, M.A., Trkolu, .,
Separation of Brain Signals Using FFT and Neural Networks,
Biyomut 2000, stanbul, Turkey
[3] Dahlf, C., Linde M., One-year prevelance of migraine in sweden: a population- based study in adult. Cephelalgia 2001;
664-671
[4] Lleci, A., Maltepe lesi Dourganlk andaki Kadnlarda Migren Prevalansnn aratrlmas,TC Salk Bakanl
Dr Ltfi Krdar Kartal Eitim Ve Aratrma Hastanesi Nroloji Klinii , Uzmanlk Tezi., stanbul, 2004
[5] Proakis, J.G., Manolakis, D.G., Digital Signal Processing Principles, Algorithms, and Applications , Prentice-Hall, New
Jersey, 1996.
[6] beyli, E. D., Gler, I., Selection of optimal AR spectral estimation method for internal carotid arterial Doppler signals
using Cramer-Rao bound. Comput.Electr. Eng, 30,491508, 2004
[7] beyli, E. D, Gler ., Atardamarlardaki Daralma ve Tkankln Maksimum Olabilirlik Kestiriminin AR metodu ile
ncelenmesi, Gazi niversitesi Fen Bilimleri Dergisi, 375-385, 2003
[8] Zhenmei Li, Jin Shen, Bouxe Tan, Liju Yin, Power System nterharmonic Monitoring Based on Wavelet Transform and
AR Model, IEEE Pasific- Asia Workshop on Computational Intelligence and Industrial Aplication, 2008
[9] Alkan, A., Suba, A., Kymk, M.K., Epilepsi Tansnda MUSIC ve AR Yntemlerinin Karlatrlmas, IEEE 13. Sinyal
leme Uygulamalar Kurultay(SU05) 2005, Kayseri,Trkiye
[10]Bronzino J. D. 1996., The Biomedical Engineering handbook, IEEE Pres, 3erd edition
Biographies
Mustafa EKER was born in stanbul, Turkey in 1981. He is continuing Ph.D education in electric and electronic
engineering from the nn University of science institute since 2010 and has been working Cumhuriyet University Divrii
Nuri Demira Vocationaly High School since 2006.
1333
The Statistical Analysis of Systems Driven by

Fractional Gaussian Noise in a
Double Well Potential
Rait akr1, Osman alar Akn2
Department of Physics, Agr brahim een University, 04100, Agr, Turkey
2
Department of Physics, Fatih University, 34500, Bykekmece, stanbul, Turkey
1
rcakir@agri.edu.tr, 2ocakin@fatih.edu.tr
1
Abstract.We study the overdamped motion of a particle in a double well potential under fractional Gaussian
noises with positive and negative power law correlations and with ordinary Gaussian noise. The equation of
motion is solved numerically by a fourth order Runge Kutta method. We notice that the recrossing times have
exponential distribution while they still keep long range correlations.
Keywords: stochastic processes, double-well potential system, fractional Gaussian noise
1 Introduction
The Brownian motion in a double well potential is applicable in a number of fields. Usually an additive Gaussian
white noise is assumed in these processes. The assumption of a white noise force, where the correlation function
of the noise is proportional to the delta function, is sometimes not fully valid. In this paper, we investigate the
double-well system with a power law correlated Gaussian noise force.
2 The Noise
We generate fractional Brownian motion (fBm) trajectories, ( ), by the midpoint replacement method (Ref. [1],
[2], [3]). The process takes
steps. To get the results close to the real fBm, must be large enough. Figure 1
shows the process for
. In step zero, all values are zero. In the first step, random values are given for
initial time
, middle time
and final time
(full circles) and the average of each couple of
values are written at their middle times,
and
(empty circles) as shown in the figure. In the
second step, random numbers are added to the all previous nonzero values and again averaged values are
written at the middle of each couple. This repeats at each step until the final step where, for
, random
numbers are added to all times
. The randomly selected numbers have Gaussian distribution
with zero average but the variance get smaller at each step. The variance for the step is
1334
where
(6)
is the scaling we want to get.
Figure 1 Representation of the midpoint replacement method for m=8.

The ( ) values obtained at the last step
, subdiffusive fBm for
give the free particle trajectories of superdiffusive fBm for

and ordinary Brawnian motion for
.
The simulations are done for

and the scalings are chosen as
,
and
. The
fractional Gaussian noises (fGn) are obtained from these trajectories by simply taking the differences as
. These values are divied to its standard so, in all three cases, the noise has Gaussian distribution
with zero average and unit variance.
()
(7)
The auto-correlation functions are power law functions for both of fGn as seen in Figure 2. They are plotted in
normal and log-log scales to see the values in short and long times. The relationship between the power index
( )>
and scaling is
for fGn, which can be obtained by simply taking the second derivative of
.The super-diffusive fGn has positive auto-correlation with
and sub-diffusive fGn has negative autocorrelation with
. The ordinary Gaussian noise is white noise correlated with delta function, which is not
shown.
The power spectrums for both cases are shown in Figure 3. The spectrum is proportional to
for
and it is proportional to for
as expected from the Fourier transform of power law function,
( ) .
1335
Figure 2 Auto-corelation functions of the fGn for positive (square) and negative (triangle) correlations and the
fitting formulas (dashed and solid lines). (The negative function is taken absolute value to show in the
logarithmic scale). The small graph is the linear plot.
Figure 3 The power spectrum of the fGn that have negative (down) and positive (up) auto-correlations.
3 Runge Kutta
We have a particle in the potential
( )
(8)
The equation of motion is

(9)
where b is the friction constant,
is the mass, V(x) is the double well potential and is the noise with intensity
constant . For the over damped case

( )
is neglected so the equation of motion becomes
(10)
1336
The noise is added only at the integer times. The equations of motion, is solved numerically without the noise
between each integer times, using a forth order Runge Kutta method with time difference
. For each
integer time , the values of (
) is obtained from ( ) by
(
where ( )
and
is added at the integer times to (
(11)
is the time steps in
. Finally, noise
).
4 Results and Conclusions
Figure 4 An example trajectory of x(t) using the noises that has negative (bottom), delta (middle) and positive
(top) poverlaw auto-correlations.
Example trajectories of ( ) are shown in Figure 4 for three cases using

and
and
. We
evaluate the recrossing times, , the difference between each times when the trajectory cuts. Fractional and
ordinary Brownian motion (Ref.[ 6]), the distribution of the recrossing times has power law tail but in this case
they become exponential distributions (Figure 5). The exponential functions that fit to the plots are
(
)
for positive corelation,
(
)
for delta correlation and xp( x
)
for negative correlation. For the ordinary white noise, the correlation of the recrossing times drops exponentially
to zero showing no long range correlation. However for the other both cases, correlation of the recrossing times
oscillate between positive and negative values that drops with power law function which shows the effect of the
long range correlation.
1337
Figure 5 Distribution of the recrossing times of the trajectory ( ) using the noises that have negative (triangle),
delta (circle) and positive (square) power law auto-correlation functions.
Figure 6 Auto-correlation of the recrossing times of the trajectory ( ) using the noises that have negative
(triangle), delta (circle) and positive (square) power law auto-correlation functions.
References
1.
2.
3.
4.
5.
6.
7.
Voss, R. F.; Earnshaw R. A. (Editor) (1985). Fundamental Algorithms for Computer Graphics, Random Fractal
Forgeries. Berlin: Springer-Verlag.
Peitgen H.; Jurgens H.; and Saupe D. (1992). Chaos and Fractals, New Frontiers of Science. New York. SpringerVerlag.
Fournier A.; Fussell D.; Carpenter L. (1982). Computer rendering of stochastic models, Communications of the
ACM 25(6): 371-384.
Mandelbrot B. B.; Van Ness J. (1968). The Fractional Brownian motions, fractional noises, and applications, SIAM
Rev. 10(4): 422-437.
Feder J.(1988). The Fractals. New York. Plenum Press.
Cakir R.; Grigolini P.;and Krokhin A. A. (2006). Dynamical origin of memory and renewal, Phys. Rev. E 74(2):
021108-1.
Romero A. H.; Sancho J. M.; Lindenberg K. (2002). First Passage Time Statistics For Systems Driven By Long
Rage Correlated Gaussian Noises,Fluctuation and Noise Letters 2(2): L79:L100.
1338

8. Scafetta N, Latora V., Grigolini P.(2002), Levy scaling: The diffusion entropy
analysis applied to DNA sequences, Phys.Rev.E, 66, 031906, 1:15
9. Grigolini P., Palatella L., Raffaelli G., (2001), Asymmetric Anomalous Diffusion: an
Efficient Way to Detect Memory in Time Series, Fractals, 9, 439:449
10. Akin. O.., (2011), Non-ergodic to ergodic regime transition via intrusions in a nonPoisson renewal system with power law tails, Math. Comput. Appl, 16(1),248:257.
Biographies
Rait akr Dr. akr was born in stanbul, Turkey in 1975. He graduated from the Physics Department of the Middle
East Technical University, Ankara, Turkey with a B.Sc. in 1998, and M.Sc. in 2001. He got his Ph.D. from University of
North Texas, Denton, TX in 2007. His research includes stochastic process, complexity. Currently he is a faculty member in
the Department of Physics at Ar brahim een University.
Osman alar Akn Born in 1971 in Mersin Turkey, Osman alar Akn received his B.Sc. in Physics from Middle East
Technical University in 1994. He received his M.Sc. from METU Physics Department in 1997 with a thesis on the design
considerations of an IFEL accelerator. He received his Ph.D. degree from University of North Texas in 2008 with his work
on perturbation of renewal processes. Currently he is a faculty member in the Department of Physics at Fatih University.
1339
Use of a Combination of Statistical Computing

Methods in Determining Traffic Safety Risk Factors
Reginald R. Souleyrette1, Mehmet Caputcu2, Thomas J. McDonald3,
Robert B. Sperry4, Zachary N. Hans5, Dan Cook6
1, 3, 4, 5, 6
Iowa State University, Ames, Iowa, USA,
2
Gediz University, Menemen, Izmir, Turkey
1
reg@iastate.edu, 2 mehmet.caputcu@gediz.edu.tr, 3 tmcdonal@iastate.edu, 4 rsperry@iastate.edu,
5
zhans@iastate.edu, 6 danjc86@iastate.edu
Abstract.Iowa, one of the states in Central United States, features an extensive surface transportation system,
with more than 110,000 miles of roadway, most of which is under the jurisdiction of local agencies. Given
that Iowa is a lower-population state, most of this mileage is located in rural areas that exhibit low traffic
volumes of less than 400 vehicles per day. However, these low-volume rural roads also account for about half
of all recorded traffic crashes in Iowa, including a high percentage of fatal and major injury crashes.This
study was undertaken to examine these crashes, identify major contributing causes, and develop low-cost
strategies for reducing the incidence of these crashes. Iowas extensive GIS crash and roadway system
databases were utilized to obtain neededdata. Using descriptive statistics, a test of proportions, and crash
modeling, various classes of rural secondary roads were compared to similar state of Iowa controlled roads in
crash frequency, severity, density, and rate for numerous selected factors that could contribute to crashes. The
results of this study allowed the drawing of conclusions as to common contributing factors for crashes on
low-volume rural roads, both paved and unpaved. Due to identified higher crash statistics, particular interest
was drawn to unpaved rural roads with traffic volumes greater than 100 vehicles per day. Recommendations
for addressing these crashes with low-cost mitigation are also included. Because of the isolated nature of
traffic crashes on low-volume roads, a systemic or mass action approach to safety mitigation was
recommended for an identified subset of the entire system. In addition, future development of a reliable crash
prediction model is described.
Keywords: crash mitigation, crash model, fatal and major injury crashes, low-volume road safety, rural road
safety, unpaved road safety
Literature Review
Crash rates have been found to be higher on low-volume roads than on other roads. In a study on a sample of
nearly 5,000 miles of paved two-lane rural roads in seven states, Zegeer et al. (1994) computed a crash rate of
3.5 per million vehicle miles (MVM) on low-volume roads (defined in the study as roads with 2,000 average
daily traffic [ADT]), versus a crash rate of 2.4 per MVM on all high-volume roads. Zegeer et al. determined that
fixed object crashes, rollover crashes, and other run-off-road crashes were more frequent on the lower-volume
roads.
Additionally, some studies have found that crash severity is relatively high on low-volume roads. Caldwell
and Wilson (1997) compared the injury crash rates on unpaved county road sections in Albany County,
Wyoming, to injury crash rates on all roads in the state. Injury risk on county roads was determined to be more
than five times higher than on all roads. However, this report was based on a very small sample of road sections
1340
and crashes. The present study has covered seven years of crash data from all of the ninety-nine counties in the
state of Iowa.
Figure 1: Safety performance of road classes in Iowa, by AADT range

(*Ratio of fatal and injury crash rate on rural local roads to fatal and injury crash rate on rural primary roads.
**Because of the unavailable crash data for 1976, summary totals and rates dont include 1976 data. ***For
2001, approximately 2000 crashes are missing due to a significant crash report form change and resultant
database repository changes.)
Methodology
Descriptive statistics for seven years of available GIS crash data (2001-2007, later updated to 2008), were
prepared for rural low-volume (400 Average Daily Traffic) secondary road crashes, as well as for all other 2lane rural road crashes for comparison purposes. The descriptive statistics included a broad range of both crashand driver/vehicle-level attributes. Iowa DOT Geographic Information Management Systems (GIMS) roadway
data were integrated with crash data for analysis. System-wide crash data were utilized to investigate trends in
frequency, rate, and severity with respect to the various crash characteristics and general road types. This also
facilitated a test of proportions analysis.
1341
Figures 2.a and 3.b: Comparison data for various road classes
A test of proportions was employed to determine various crash characteristics which were overrepresented
on different low-volume road categories. Ten different secondary road categories were compared to comparison
groups (e.g., paved and unpaved secondary roads in varying AADT ranges compared to all undivided two-lane
rural primary roads).
The proportion of various characteristics of crashes on roads of different jurisdictions, traffic volume ranges,
and surface types were computed. These proportions were then statistically tested to determine if differences
between pairs of proportion were statistically significant. Given adequate sample sizes and assumptions of
independence of the proportions, the z-statistic for a standard Normal random variable was utilized for the test.
A significance level of 0.05 was selected for the test. The results point to the types of crashes that are particularly
problematic for low-volume roads. These characteristics were also used to develop a crash-based statistical
model.
The test of proportions identified crash characteristics that were overrepresented on low-volume rural roads as
compared to the comparison group. One of the categories found to be overrepresented on low-volume rural roads
was crashes involving younger drivers (drivers 19 and younger). One mitigation strategy that is a prime
candidate for action is to provide young drivers with practical experience driving on unpaved roads and to focus
on the dangers of, and recovery from, excessive speed.
1342

VARIOUS CHARACTERISTICS OF CRASHES ON UNDIVIDED RURAL ROADS BY ROAD SYSTEM, VOLUME RANGE, AND SURFACE TYPE
Statistical Comparison of Proportions
State of Iowa (2001-2007)
Top 20 highlighted in each column
Comparison Group Notes:
Road System:
Secondary
Primary-ALL
- Level o f Co nfidence: 95 %
- p-values smaller than 0.000001are displayed as
AADT Range:
0-100
70-12200
"0.000001".
Surface Type:
Unpaved
All Paved
- Ratio o f pro po rtio ns, ranking o f ratio s,
difference between pro po rtio ns, and ranking o f
Total Crashes
16,040
34,040
differences are displayed o nly where the the pTotal Daily VMT
2,447,000
13,460,000
value <= 0.05 and the pro po rtio n in the lo werTotal Centerline-Miles
66,900
5,963
vo lume ro ad class is higher.
- The to tal number o f crashes with an asterisk (*)
Weighted Average of ADT
37
2,300
under 'Crash Type' catego ry and 'M anner o f
Crash Rate (per 100M VMT)
257
99
Crash/Co llisio n' catego ry are equal. The same
rule also applies to tho se with two asterisks (**).
Crash Density (crash per mile)
0.24
5.71
-
CRASH SEVERITY
Fatal
Major Injury
Minor Injury
Possible/Unknown
Property Damage Only
Frequency
% Frequency
%
235 1.5%
563 1.7%
933 5.8%
1,410 4.1%
2,750 17.1%
3,433 10.1%
2,929 18.3%
5,142 15.1%
9,193 57.3%
23,492 69.0%
CRASH TYPE
MV (No Ani/Obj on Road)**
SV ROR (No Ani/Obj on Road)*
SV Other (No Ani/Obj on Road)*
SV ROR (Ani/Obj on Road)*
SV Other (Ani/Obj on Road)*
Hit Animal
Frequency
% Frequency
%
2,940 18.3%
9,539 28.0%
9,121 56.9%
7,366 21.6%
507 3.2%
1,460 4.3%
984 6.1%
491 1.4%
35 0.2%
109 0.3%
2,453 15.3%
15,075 44.3%
P-Value
Rank:
Ratio Ratio Diff.
Rank:
Diff.
0.000001
0.000001
0.000001
1.40
1.70
1.21
68
50
85
1.7%
7.1%
3.2%
44
20
31
0.000001
2.63
29 35.2%
0.000001
4.25
12
4.7%
24
MANNER OF CRASH/COLLISION
Frequency
% Frequency
%
MV Head-on**
378 2.4%
855 2.5%
MV Read-end**
524 3.3%
3,211 9.4%
MVFigure
Oncoming
left turn**
206 1.3%
692 unpaved
2.0%
4: Sample
table showing the test of proportions
results (0-100
secondary vs 2 lane primary)
MV Broadside**
1,007 6.3%
1,896 5.6% 0.001555
1.13
94 0.7%
68
MV Sideswipe-Same Dir.**
217 1.4%
1,377 4.0%
MV Sideswipe-Oppos. Dir.**
391 2.4%
1,035 3.0%
VARIOUS CHARACTERISTICS OF CRASHES ON UNDIVIDED RURAL ROADS BY ROAD SYSTEM, VOLUME RANGE, AND SURFACE TYPE
MV
Other**
217
1.4%
473 1.4%
Statistical Comparison of Proportions
SV Coll.
with(2001-2007)
Fixed Obj.*
4,050 25.2%
3,841 11.3% 0.000001
2.24
36 14.0%
10
State
of Iowa
Top
20 highlighted in each column
Comparison
SV Overturn/Rollover*
3,332 20.8%
2,279 6.7% 0.000001
3.10
19 14.1%
9
Group
SV
CollwFixObj+Over/Roll*
2,574
16.0%
1,519
4.5%
0.000001
3.60
13
11.6%
14
Road System:
Secondary Secondary Secondary Secondary Secondary Secondary Secondary Primary-ALL
SV Other*
691 4.3%
1,787
AADT
Range:
0-100
0-100
101-400
101-400 5.2%0-400
0-400
0-400
70-12200
Surface
Type:
Unpaved
Paved 15.3%
Unpaved 15,075
Paved 44.3%
Unpaved
Paved
All
All Paved
Hit Animal
2,453
Total Crashes
Total Daily VMT
SPEED/WEATHER-SURFACE
RELATION
Total
Centerline-Miles
Weighted
Speed RelAverage of ADT
Crash Rate (per 100M VMT)
Weather/Surface Rel
Crash Density (crash per mile)
Speed&Weather/Surface Rel
Other/Unknown
CRASH SEVERITY
Fatal
LIGHTInjury
CONDITIONS
Major
Minor
Day Injury
Possible/Unknown
Dark, dusk
or dawn
Property
Damage
Only
16,040
470
5,502
7,603
21,542
8,073
29,615
34,040
2,447,000
72,080
677,000
1,911,000
3,124,000
1,983,000
5,107,000 13,460,000
Frequency
% 4,345
Frequency7,421 % 71,245
66,900
1,063
8,484
79,729
5,963
37
44
230
6,894 6843.0% 160 4,991 260
14.7% 0.000001
2.93
23 64
28.3% 2,300
3
257
255
318
156
270
159
227
99
1,143 0 7.1%
3,053 9.0%
0
1
1
0
0.95
0
6
1,619 10.1%
68
50
85
Frequency
%
44
42
40
78
20
46
2148.8%
54
7,829
31
75
Frequency
59
56
34 %74
48
56
2012,891
61
20
51 0.000001
20
59
37.9%
26
82
29
6,559 40.9%
12,552 36.9% 0.000001
1,652 10.3%
8,597 25.3%
Other/Unknown
CRASH TYPE
MV (No Ani/Obj on Road)**
SV ROR (No Ani/Obj on Road)*
SV Other (No Ani/Obj on Road)*
SV ROR (Ani/Obj on Road)*
SV Other (Ani/Obj on Road)*
Hit Animal
Figure
MANNER OF CRASH/COLLISION
MV Head-on**
MV Read-end**
MV Oncoming left turn**
MV Broadside**
MV Sideswipe-Same Dir.**
MV Sideswipe-Oppos. Dir.**
MV Other**
SV Coll. with Fixed Obj.*
SV Overturn/Rollover*
SV CollwFixObj+Over/Roll*
SV Other*
3,739 11.0%
Rank: Rank: Rank:

Rank:39.8%
Rank: Rank: 22,257
Rank: Rank:
Rank: Rank: Rank: Rank: Rank: Rank:
6,384
65.4%
Ratio Diff. Ratio Diff. Ratio Diff. Ratio Diff. Ratio Diff. Ratio Diff. Ratio Diff. Cons.
34
20
1.29
1.11
68
43
7
52 75 20
10.9%7
87
31
4
97
4.0%
29
30
26
25
28
25
29
12
24
10
23
13
28
10
46
27
84
11
24
10
26
10
26
7
1
98
83
34
20
14
8
10
13
7
7
7
3
5: Summary of results from test of proportions on seven comparison pairs

94
68
86
64
98
67
36
19
14
9
10
12
1343
36
19
13
10
9
14
28
31
27
44
4
15
17
29
36
23
12
8
12
13
26
30
15
74
4
12
11
54
27
30
17
69
4
13
12
47
15
27
(Note: Ratio is the proportion of crashes in the low volume road category divided by the proportion of crashes
for rural primary 2-lane; these ratios are ranked and the top 20 for each LVR category are shaded. Similarly, the
differences in proportions are ranked (the second column in each LVR category).
Crash-Level Statistical Model

In order to find the most significant causal factors of all crashes on rural roads with 400 vehicles per day (vpd)
or less between 2001-2007, an ordered probit model was estimated. The Nlogit 4.0 extension of the Limdep
software was utilized for building the model. The dependent variable was selected as crash severity and a 90
percent confidence level was used for determining relevant independent variables. Three severity levels were
considered: Fatal and major injury (serious), minor or possible injury, and property damage only crashes. The
model was designed to predict the marginal effects of independent variables on each of the three crash severity
levels.
Figure 6: A scatterplot matrix of correlations between various variables (Created using the JMP software)
1344
Limdep Model Output

+---------------------------------------------+
| Ordered Probability Model
|
| Maximum Likelihood Estimates
|
| Model estimated: Aug 25, 2009 at 03:42:45PM.|
| Dependent variable
X55
|
| Weighting variable
None
|
| Number of observations
16942
|
| Iterations completed
34
|
| Log likelihood function
-14828.75
|
| Number of parameters
24
|
| Info. Criterion: AIC =
1.75336
|
|
Finite Sample: AIC =
1.75337
|
| Info. Criterion: BIC =
1.76433
|
| Info. Criterion:HQIC =
1.75698
|
| Restricted log likelihood
-15802.50
|
| McFadden Pseudo R-squared
.0616202
|
| Chi squared
1947.508
|
| Degrees of freedom
21
|
| Prob[ChiSqd > value] =
.0000000
|
| Underlying probabilities based on Normal
|
+---------------------------------------------+
+---------------------------------------------+
| Ordered Probability Model
|
| Cell frequencies for outcomes
|
| Y Count Freq Y Count Freq Y Count Freq
|
| 0
43 .002 1 1435 .084 2 6741 .397
|
| 3 8723 .514
|
+---------------------------------------------+
+--------+--------------+----------------+--------+--------+----------+
|Variable| Coefficient | Standard Error |b/St.Er.|P[|Z|>z]| Mean of X|
+--------+--------------+----------------+--------+--------+----------+
---------+Index function for probability
Constant|
5.87037782
.58250690
10.078
.0000
X3
|
-.12024630
.02241116
-5.365
.0000
.22665565
X9
|
-1.97323771
.57906332
-3.408
.0007
.24135285
X10
|
-1.96505205
.57889248
-3.395
.0007
.67046394
X11
|
-1.78939521
.57947013
-3.088
.0020
.08747491
.....
The estimation equation for crash severity was as follows:

Z = 5.8704 0.1202 X3(SRFCTYPE) 1.9732 X9(FLATTRRN) and so on
1345
Table 1: Explanation of variables used in the model and their signs in the output
The sign of the variable
X3
X9
X10
X11
X15
X16
X19
X31
X32
X33
X34
X35
X36
X37
X39
X40
X41
X42
X43
X47
X50
X55
Num. Obsrv.
Iterations
Num. Var.
L.L.F.
R.L.L.F.
Ro-sqrd
Corr. Ro-sqrd
Chi-sqrd
SRFCTYPE_
FLATTRRN
RLLGTRRN
HLLYTRRN
SUMMER
WEEKEND
NIGHT
COLFIXOB
HITANIML
OVERROLL
MVBRDSID
IMPAIRED
ENVCOCIR_
DARK
SPEEDREL
WESURREL
YOUNGINV
OLDERINV
TOTRUPO
VMTPRUPO
CONATINT
CRSHORDT
16942
34
22
-14828.75
-15802.50
0.0616200
0.0602278
1947.508
+
+
+
+
+
+
+
-
The factor "increasing" the probability of a more severe crash:

Paved surface
Flat terrain
Rolling terrain
Hilly terrain
Months April, May, June, July, Aug, Sep
Saturday and Sunday
(Not the hours 10pm-3am)
Collision with fixed object
Non-animal crashes
Overturn and/or rollover crashes
Multi-vehicle broadside collisions
Impaired driving
(No apparent environmental contribution)
Daytime
Speed
(No apparent weather or surface contribution)
Younger driver (?19) involvement
Older driver (?65) involvement
Less total rural population
Less VMT per rural population
Existence of traffic controls at intersections throughout the county
As seen in Table 1, the R-squared, corrected R-squared, and Chi-squared numbers were monitored as
goodness of fit measures.
The thresholds for outputs of crash severity levels:
y = 1 (fatal or serious injury crash)
Z 2.38039631
y = 2 (minor or possible injury crash)
2.38039631 < Z 3.78842872
y = 3 (property damage only crash)
Z > 3.78842872
1346
Findings
The test of proportions compared more than 200 aspects of crashes. More than 60 of these factors were
statistically significantly more risky on low-volume roads. Since the test of proportions included various pairs
of comparison groups, it was hard to tell which of these 60+ factors were the most important. The crash-level
statistical model (the ordered probit model) has supplemented the test of proportions analysis, accounted for the
effect of multiple causal factors and explanatory variables, and helped determine the top risk factors of a more
limited number. For low-volume rural roads (400 vpd or less, excluding intersections with roads carrying any
higher traffic) the following factors were found to increase the severity of crashes:
1.
Paved surfaces
2.
Spring/Summer months (April thru September)
3.
Weekends
4.
Fixed objects struck
5.
Overturn/rollover crashes are more severe
6.
Multi-vehicle broadside collisions are more severe
7.
Impaired driving, including both alcohol and/or drug involvement
8.
Daytime
9.
Speeding
10.
Younger (19) and older (65) driver involvement
11.
Counties with less total rural population* and lower vehicle miles traveled (VMT) per rural population*
12.
Counties with positive traffic control at intersections* (information was available for 73 of Iowas 99
counties).
* Counterintuitive results that may warrant further study
The following factors were found NOT to increase the severity of crashes
1.
2.
Animal collisions
Weather, environment, and surface-related factors
Conclusions(Implementation Readiness)
The findings of this study should permit local agencies to prioritize mitigative action in the most cost-effective
manner. Results indicate that county engineers, law enforcement, and educators should especially consider safety
needs on unpaved local roads with traffic volumes of 101 to 400 AADT. By considering safety needs on these
relatively limited mileage roads, agencies can achieve cost-effective results when deploying low-cost safety
improvements such as signing upgrades, higher maintenance levels, and spot improvements. Especially effective
may be targeted signing programs for curves on gravel roads.
Law enforcement agencies will want to consider directing appropriate resources to local roads with high
incidence of crashes involving impaired, speed-related, and other driver behaviorrelated incidents. Driver
educators could present crash statistics for novice drivers and offer instruction for driving on unpaved surfaces,
in an effort to reduce speed and vehicle controlrelated crashes. Parents could also be encouraged to provide
supervised experience on these roads. Finally, the Iowa Department of Transportation and the Institute for
Transportations (InTrans) Iowa Traffic Safety Data Service (ITSDS) could step up outreach and crash data
sharing to local agencies, focusing especially on 101400 AADT unpaved local roads where cost-effectiveness is
expected to be high.
1347
Implementation Limitationsand Recommendation for Future Studies

As the statistical model was based on crashes rather than locations/road features, its application is limited to
the identification of important contributing factors to crashes on low-volume roads in general, rather than the
identification of high-crash locations. For that, a location-based (a road or segment-based) model is the subject
of a follow-up study.
Acknowledgement
Special thanks to Dr. Reginald Souleyrette, Dr. Nadia Gkritza, and Zachary Hans
References
1. Caldwell, R. C., Wilson, E. M., A Safety Improvement Program for Rural Unpaved Roads. MPC Report No. 97-70.
January 1997
2. FHWA and NHI, Guide to Safety Features for Local Roads and Streets. 1992.
3. Iowa Department of Transportation, Office of Traffic and Safety, Engineering Bureau, Highway Division, Historical
Summary of Travel, Crashes, Fatalities, and Rates (1970-2007) - State of Iowa. Updated on October 8, 2008.
4. Khattak, A. J., Pawlovich, M. D., Souleyrette, R. R., and Hallmark S. L., Factors Related to More Severe Older Driver
Traffic Crash Injuries. Journal of Transportation Engineering, May-June 2002.
5. Ksaibati, K. and Evans, B.,Wyoming Rural Roads Safety Program. TRB 88th Annual Meeting, Washington, D.C.,
November 2008.
6. Liu, L. and Dissanayake, S.,Speed Limit-Related Issues on Gravel Roads. Kansas State University, August 2007.
7. Liu, L. and Dissanayake, S.,Examination of Factors Affecting Crash Severity on Gravel Roads. Kansas State University,
November 17, 2008.
8. Madsen, M.,Farm Equipment Crashes on Upper Midwest Roads. Midwest Rural Agricultural Safety and Health Forum
(MRASH), 2008.
9. Manual Uniform Traffic Control Devices for Streets and Highways (MUTCD), Part 5: Traffic Control Devices for LowVolume Roads. FHWA, U.S. Department of Transportation, 2003 Edition.
10. Neenan, D.,Driver Education Survey Results on Rural Roadway Driving - The National Education Center for
Agricultural Safety. Midwest Rural Agricultural Safety and Health Forum (MRASH), 2008.
11. Roadway Safety Tools for Local Agencies -A Synthesis of Highway Practice, NCHRP Synthesis 321. 2003.
12. Russell, E. R., Smith, B. L., and Brondell, W. , Traffic Safety Assessment Guide. Kansas State University, Civil
Engineering Department, April 1996.
13. Souleyrette, R. R., Guidelines for Removal of Traffic Control Devices in Rural Areas. 2005.
14. Tate III, J., Wilson, E., Adapting Road Safety Audits to Local Rural Roads. MPC Report No. 98-96B. October 1998.
15. The American Traffic Safety Services Association, Low Cost Local Roads Safety Solutions, 2006.
16. US Department of Transportation Rural Transportation Initiative. May 23, 2006.
http://www.communityinvestmentnetwork.org/nc/single-news-item-states/article/us-department-of-transportation-ruraltransportation-initiative/terrain%2C%20faster%20speeds/?tx_ttnews[backPid]=782&cHash=e4906f03c4, Last reviewed:
June 27, 2009.
17. Zegeer, C. V., Stewart, R., Council, F., Neuman, T. R., Accident Relationship of Roadway Width on Low-Volume
Roads. TRR 1445, 1994.
18. Zegeer, C. V., Stewart, R., Council, F., Neuman, T.R., Roadway Widths for Low-Traffic-Volume Roads (NCHRP Report
362). 1994.
Note
The study has yielded to an official project report titled Safety Analysis of Low Volume Rural Roads in
Iowa which was presented to the Iowa Department of Transportation (the sponsor) by Institute for
Transportation at Iowa State University, Ames, Iowa, USA in December 2010. www.intrans.iastate.edu can be
visited for color PDF files of this and other research reports.
1348
Detecting Similarities of EEG Responses in

Dichotic Listening
Alper Vahaplar1, C. Cengiz elikolu2, Murat zgren 3
Dokuz Eylul University, Faculty of Science, Tinaztepe Campus, Buca Izmir Turkey
3
Dokuz Eylul University, Faculty of Medicine,Balcova Campus, Inciralt Izmir Turkey
1
alper.vahaplar@deu.edu.tr, 2cengiz.celikoglu@deu.edu.tr, 3murat.ozgoren@deu.edu.tr
1,2
Abstract. The electroencephalogram (EEG) is a simple and efficient method to present the electrical activity
of the brain as recorded by placing a number of electrodes on the scalp. The EEG is widely used for
diagnostic evaluation of various brain disorders such as determining the type and location of the activity
observed especially during an epileptic seizure or for studying sleep disorders.
Dichotic listening (DL) literally means presenting two auditory stimuli simultaneously, one in each ear, and
the standard experiment requires that the subject report which of the two stimuli was perceived best. During
this procedure, the EEG signals of the subjects were recorded by a 64 channel cap.
In this study ZM statistics is used to find the most similar responses. Again by using ZM statistics, magnitude
and behavior similarity of signals in different electrodes and stimuli are investigated by manipulating the
usage of ZM statistics.
Keywords: EEG, signal similarity, Zm statistics, dichotic listening.
1 Introduction
Brain is one of the most important elements of human beings. The limits of brain functions and capabilities are
still not completely known and provide a large area of research. There are several methods for following the
brain activity such as CAT (Computer Axial Tomography), PET (Positron Emission Tomography), MRI
(Magnetic Resonance Imaging), MEG (Magneto Encephalography) and EEG (ElectroEncephaloGraphy).
EEG is a noninvasive clinical tool in better understanding the human brain and for diagnosing various
functional brain disturbances. It is a simple and efficient way of measuring electrical activity of brain. By
conducting some electrodes on the scalp, the voltage values can be measured on different locations of the brain
[1].
Dichotic listening is one of the favorite studies on human brain monitoring. In dichotic listening, the subjects
are alerted by dichotic stimuli which are meaningless, consonant vowel syllables on both ears. The subjects then
present the syllable they heard through a 6 button keypad. Dichotic listening has been used in hundreds of
research and clinical reports related to language processing, emotional arousal, hypnosis and altered states of
consciousness, stroke patients, psychiatric disorders and child disorders, including dyslexia and congenital
hemiplegia [2].
Measures of similarity are required in a wide range of radar sonar, communications, remote sensing, artificial
intelligence and medical applications, where one signal or image is compared with another. In this study a new
measure of similarity (ZM), suitable for both signal processing and image processing applications is presented [3]
and applied to detect similarities in EEG signals.
1349
The application is based on EEG signals received during a dichotic listening test from 2 different subjects. The
signal similarities are investigated between electrodes, stimuli and ear advantages. ZM statistical test is applied to
detect similarities on amplitude. Because of the weakness of the test in detecting signal behavior similarity
detection, a manipulation is made. The results are compared.
2 Brain and EEG

The human brain is the most complex organic matter known to mankind and has been the subject of extended
research. Its complexity has spurred multifaceted research in which brain functionality is explored from lowlevel chemical and molecular properties in individual neurons to high-level aspects such as memory and
learning. An early discovery established that the brain is associated with the generation of electrical activity.
Richard Caton had demonstrated already in 1875 that electrical signals in the microvolt range can be recorded on
the cerebral cortex of rabbits and dogs. Several years later, Hans Berger recorded for the first time electrical
"brain waves" by attaching electrodes to the human scalp; these waves displayed a time-varying, oscillating
behavior that differed in shape from location to location on the scalp. Berger made the interesting observation
that brain waves differed not only between healthy subjects and subjects with certain neurological pathologies,
but that the waves were equally dependent on the general mental state of the subject, e.g., whether the subject
was in a state of attention, relaxation, or sleep.
The experiments conducted by Berger became the foundation of electroencephalography, later to become an
important noninvasive clinical tool in better understanding the human brain and for diagnosing various
functional brain disturbances. The clinical interpretation of the EEG has evolved into a discipline in its own
right, where the human reader is challenged to draw conclusions based on the frequency, amplitude,
morphology, and spatial distribution of the brain waves. So far, no single biological or mathematical model has
been put forward which fully explains the diversity of EEG patterns, and, accordingly, EEG interpretation
largely remains a phenomenological clinical discipline.
EEG remains a very powerful tool in the diagnosis of many diseases such as epilepsy, sleep disorders, and
dementia. Furthermore, the EEG signal is important for real-time monitoring in the operating theatre and in the
intensive care unit, e.g., when monitoring the progress of patients in a coma or with encephalopathies. In
monitoring applications, the fraction-of-a-second temporal resolution of the EEG is unsurpassed compared to the
above-mentioned imaging modalities. Another aspect in favor of the EEG is that the total cost associated with
recording instrumentation, and technicians required to manage the equipment, is dramatically lower than that
associated with neuroimaging. The technical demands on equipment for recording EEGs are relatively modest
and are, for a basic recording setup, restricted to a set of electrodes, a signal amplifier, and a PC for data storage,
signal analysis, and graphical presentation [1].
2.1 Recording Techniques

The clinical EEG is commonly recorded using the International 10/20 system, which is a standardized system
for electrode placement. This particular recording system (electrode montage) employs 21 electrodes attached to
the surface of the scalp at locations defined by certain anatomical reference points; the numbers 10 and 20 are
percentages signifying relative distances between different electrode locations on the skull perimeter. Bipolar as
well as so-called unipolar electrodes are used in clinical routine, with the latter type requiring a reference
electrode either positioned distantly or taken as the average of all electrodes [1].
1350
Fig. 1. The International 10/20 system for recording of clinical EEG.

Signals recorded from the scalp have, in general, amplitudes ranging from a few micro volts to approximately
100 V and a frequency content ranging from 0.5 to 30-40 Hz.
3 Dichotic Listening
One of the favorite studies on human brain monitoring is dichotic listening. In cognitive psychology, dichotic
listening is a procedure commonly used to investigate selective attention in the auditory system. In dichotic
listening, two different auditory stimuli (usually speech) are presented to the participant simultaneously, one to
each ear, normally using a set of headphones. Participants are asked to attend to one or (in a divided-attention
experiment) both of the messages. They may later be asked about the content of either message.
Dichotic listening literally means presenting two auditory stimuli simultaneously, one in each ear, and the
standard experiment requires that the subject report which of the two stimuli was perceived best.
Dichotic listening has been used in hundreds of research and clinical reports related to language processing,
emotional arousal, hypnosis and altered states of consciousness, stroke patients, psychiatric disorders and child
disorders, including dyslexia and congenital hemiplegia.
4 Statistical Similarity Measure ZM

Measures of similarity are required in a wide range of radar sonar, communications, remote sensing, artificial
intelligence and medical applications, where one signal or image is compared with another. Many basic
processing operations, such as matched filtering, cross correlation, and beam formation, may be interpreted as
being based on measures of similarity. These related operations typically form the foundation of the detection,
classification, localization, association and registration algorithms employed in semiautonomous sensor systems.
Matched filtering involves the projection of an unknown waveform onto a known template; cross correlation is
used to determine the translation (in time or space) required to bring one waveform (signal or image) into
alignment with another; while beam formation brings multiple signals into phase so that they constructively
interfere.
The derivation is based on a few standard statistical relationships. A hypothesis test is performed with the null
hypothesis being that there is no signal present and that the waveforms entering the beam former contain only
zero-mean Gaussian-distributed noise. It is assumed that any Direct Current (DC) offset in the data (e.g. sensor
bias) or frequencies that are of no interest (e.g. wind or self noise) have been removed by a pre-whitening stage.
If the null hypothesis is rejected then it is assumed that a localizable signal is present. The test statistic for all
possible lag combinations corresponding to all physically measurable angles is computed. The most likely
1351
direction of the source is set equal to the angular coordinate for which the null hypothesis is least likely, i.e. the
test statistic is maximized.
The delay-and-sum beam-former is applied as
(1)
where xm(n) is the nth sample output from the mth delay channel and y(n) is the beam-formed output. By
applying some statistical relation rules under certain assumptions, the following equation is derived:
(2)
Knowing that under the null hypothesis the ZM statistic is F distributed, allows a detection threshold to be
computed to give the desired probability of falsely rejecting the null hypothesis when it is indeed true (a false
alarm). If the computed ZM value exceeds the threshold then a localizable signal is instead assumed to be present
[3].
A disadvantage of the ZM measure of similarity is that it requires the signal power levels in each channel to be
approximately equal.
5 Application of ZM on EEG Signals
5.1 Dichotic Listening EEG Data

Data used in this study was obtained from Dokuz Eyll University Department of Biophysics Brain Dynamics
Research Center Laboratories. Data contains the unfiltered EEG recordings of two subjects captured by 64
electrodes cap.
In the experiment, subject is given a dichotic stimulus at pseudo-random time. 2170 ms later than the stimulus,
a light indicator is lit to inform the subject to answer about what was heard. The answer keypad contains 6
buttons each assigned to declare vowel syllables ba, da, ga, ka, pa, ta. The subject presses the related button
and again a pseudo-random time passes, second stimuli is delivered. 36 different pairs of stimuli are applied
twice to the subject. During this procedure, EEG recordings are received from 64 electrodes of the subject.
Continuous EEG activity was taken with a sampling rate of 1 kHz, filtered between 0.15 and 70 Hz. The signals
are grouped in 3 sections according to the responding ear; Left Ear Advantage (LEA signals of responses
answered as the left stimuli heard), Right Ear Advantage (REA signals of responses answered as the right
stimuli heard) and Homonym (HOM signals of responses with both ear having the same stimuli). Each group is
averaged and examined in [0 300] time interval (t=0 is the time that the stimuli is given to the subject). [4], [5].
1352
5.2 ZM Statistics of EEG Signals

Signals on electrodes CZ, C3, C4, F3, F4, T7 and T8 are chosen to study on. First subject has a left ear
advantage (38 answers with left ear, 19 answers with right ear and 3 wrong answers homonym stimuli are
unconsidered) and the other has a right ear advantage (22 left, 36 right, 2 wrong answers).
ZM statistical test is applied to the averaged signals to detect the similarities in different electrodes using the
following equation:
(3)
where M=2 (for 2 electrodes compared), n=300 (300 msecs of the signal), xm(n) is the measured value of mth
electrode and y(n) is the sum of voltage values of electrode-1 and electrode-2 at time=n. The resulting tables are
given in Figure 2 and Figure 3.
Fig. 2.ZM statistics of Data Set 1 (Left Ear Advantaged). Higher ZM means higher similarity.
Fig. 3.ZM statistics of Data Set 2 (Right Ear Advantaged). Higher ZM means higher similarity.
Fig. 4.ZM statistics of REA, LEA and HOM signals in two data sets.
EEG signal averages of subject with Left Ear Advantage has the greatest similarity in CZ and C4 electrodes on
right ear responses and CZ and C3 on left ear responses. Other subject, which has a Right Ear Advantage, has the
greatest similarity values in CZ and C4 electrodes on the right ear responses (same as the other subject) but CZ
and C4 in left ear responses, different from the other subject.
Figure 4 shows the signal similarities in REA, LEA and HOM signal averages on both subjects. Left Ear
Advantaged has the greatest similarity in REA and HOM signals, but Right Ear Advantaged subject has the
greatest in LEA and HOM signals.
1353
5.3 Using ZM Statistics to Detect Behavioral Similarity of EEG Signals

ZM Statistics is powerful in detecting the signal similarities in amplitude. The amplitude changes in two signals
can be compared by this statistics. But, two signals may have the same shape in different amplitudes. In this
case ZM statistics is not so powerful in detecting similarity. As an example, let x(n) be a vector of any signal and
y(n) = x(n) + k (Figure 5).
Fig. 5.x(n) and x(n)+k signals. Different signals in amplitude but same in shape.
In this example ZM statistics of two signals are calculated as 0.426 which means these signals are not similar,
they are just noises.
In order to catch the behavior of the signals similarity, a new vector of z is obtained by taking the differences
between t and t + 1 and ZM statistics is calculated on these difference vectors. (z(t) = x(t + 1) x(t)). Analyzing
the ZM statistics on difference vectors, it was observed that CZ-F4 similarity on REA of Data Set 1, and CZ-F3
and CZ-F4 on REA and CZ-F3, CZ-F4 and C4-F3 on LEA of Data Set 2 were more similar in behavior than in
amplitude. On the other side, while ZM value of C4-T8 on LEA of Data Set 2 was 14.28 (which means high
similarity in amplitude), ZM_Differencevalue of the same electrode pairs was calculated ad 0.99 (which means there
is no significance similarity). Also C3-T7 and T7-T8 electrode pairs have the same situation of similarity in
amplitude but no similarity in signal shape.
5.4 Detecting Most Similar Time Section

In this part of the study, ZM statistics was used to compare to find time interval of signals where the largest
similarity measure value is detected. Window widths are selected as 50 msec. and 100 msec. and searched for the
similarity of EEG signal averages of REA and LEA responses. The time intervals are compared using ZM and
ZM_Differencestatistics. The results are shown in the following tables.
Table 3. Most similar time intervals with 50 msec. time interval
REA-LEA (ZM)
w=50 msec Data Set 1 Data Set 2
CZ
450-500
200-250
C3
450-500
200-250
C4
450-500
200-250
F3
450-500
350-400
F4
450-500
100-150
T7
150-200
350-400
T8
100-150
200-250
REA-LEA (ZM_Difference)
CZ
150-200
150-200
C3
200-250
0-50
C4
250-300
250-300
F3
200-250
350-400
F4
100-150
150-200
T7
100-150
100-150
T8
250-300
300-350
1354
Table 2. Most similar time intervals with 100 msec. time interval
REA-LEA (ZM)
CZ
400-500
200-300
C3
100-200
200-300
C4
400-500
200-300
F3
100-200
300-400
F4
100-200
100-200
T7
100-200
400-500
T8
100-200
200-300
REA-LEA (ZM_Difference)
CZ
100-200
100-200
C3
0-100
100-200
C4
200-300
300-400
F3
0-100
100-200
F4
100-200
200-300
T7
100-200
400-500
T8
200-300
400-500
As seen in the table values, data sets show a particular pattern in ZM statistics but most similar time intervals
vary in ZM_Difference values.
6 Conclusion
EEG signals recorded during dichotic listening are in concern of this study. Responses given with right and
left ear are averaged and compared to detect the signal similarity. ZM is used as the signal similarity measure and
signals on different electrodes are examined. It was observed that the similarities extremely differ in left ear
responses in two data sets.
The weakness of ZM statistics is tried to be avoided by manipulating on the data. A new series is constructed
by taking the differences between contiguous seconds. By this technique, signal similarity in shape is detected
efficiently. Doing so, some other differences and similarities are observed differing from ZM results.
Another study was on detecting most similar time intervals of the related signals. Again ZM and ZM_Difference
statistics are used and the results are displayed.
References
1.
2.
3.
4.
5.
6.
7.
8.
Srnmo, L., Laguna, P. (2005), Bioelectrical Signal Processing in Cardiac and Neurological Applications
Biomedical Engineering, London: Elsevier Academic Press
Hugdahl, K. (2005), Symmetry and asymmetry in the human brain. Academia Europaea, European Review, Vol.
13, Supp. No. 2, p: 119133
Hugh L. Kennedy (2007), A New Statistical Measure of Signal Similarity. Information, Decision and
Control,Digital Object Identifier: 10.1109/ IDC.2007.374535
Vahaplar, A., elikolu, C. C., zgren, M. (2011), Entropy in Dichotic Listening EEG Recordings, Mathematical
and Computational Applications, Vol. 16, No. 1, pp.43-52, 2011
Bayazt, O., niz, A., Gntrkn, O., Hahn, C., and zgren, M. (2008), Dichotic listening revisited: Trial-by-trial
ERP analyses reveal intra- and interhemispheric differences. Neuropsychologia, Article in Press.
Agilent Technologies, (2000), The Fundamentals of Signal Analysis, Document No: 6/00 5952-8898E
Rangaraj M. Rangayyan, (2002), Biomedical Signal Analysis, Calgary: Wiley and Sons Inc.,
Akay, M. (2000), Nonlinear Biomedical Signal Processing Volume I, NY: IEEE Press
1355
Applying Decision Tree on Incident Management

Data Base for Service Level Agreement
Filiz ERSZ1, Ahmet HAYRAN2, Cevriye GENCER3
fersoz@kho.edu.tr, Defence Sciences Institute, Dept. of OR., TMA
2
ahmethayran@gmail.com, Informatics Institute, Gazi University
3
ctemel@gazi.edu.tr, Industrial Engineering, Gazi University
Abstract.In this study, incident database of Ministry of National Education was investigated to provide
valuable structured data for improving service quality. A data mining process, based on IBM SPSS Modeler
Professional Clementine, a professional data mining tool, was applied to data in order to discover the insights
in data, classifying the information to interpret data and make decision on how to improve service quality. In
this paper, incident database of Ministry of National Education and Business Process are introduced and the
valuable knowledge was produced and reported to institution to be used for setting next year objectives on
service level agreement with stakeholders in auctions by using. The study results indicate that general service
level for every type incident category especially Furniture and Infrastructure and some locations is low.
Keywords: Data mining, classification, decision tree, incident database, service desk; service level
agreement
1 Introduction
In recent years, especially in Turkey, government agencies and big business organizations have built their own
unified contact center and service desk for giving good and effective service to their employees and customers.
The service desk can be mentioned with some other titles such as help desk, contact center and call center.
However, all missions and goals of the organizations are nearly similar, their strategies, operations, organizations
and technologies may differ in their contact center and service desk architecture. Despite their missions and
goals are quite similar, firms use different strategies, operations, organizations and technologies in their contact
center and service desk architecture. Because, in this architecture, organizations define their own communication
channels such as 7/24 call center operator service, e-mail, web, mobile, service and service levels, work
processes, workflow models and roles in organization for employees professions and experiences.
In this study, incident database of The Ministry of National Education was investigated to provide valuable
structured data for improving service quality. A data mining process, based on IBM SPSS Modeler Professional
Clementine, a professional data mining tool, was applied to data in order to discover the insights in data,
classifying the information to interpret data and make decision on how to improve the service quality.
Data mining is an extension of statistical analysis to identify valuable hidden patterns and subtle relationships
by extracting information from a collection of data through various techniques such as decision trees, classifying,
clustering analysis, rule induction, and statistical approaches. Data mining uses a combination of machine
learning, statistical analysis, modeling techniques and database technology.
1356
2 Literature Review
In study of Anand and others, a subset of incidents from facilities in Harris County, TX, extracted from the
National Response Center Database was investigated. By classifying the information into groups and using data
mining (DM) techniques, interesting patterns of incidents according to the characteristics such as type of
equipment involved, type of chemical released and causes involved were revealed and further these were used to
modify the annual failure probabilities of equipment [1]. The results of data mining indicate customer
relationship, customer segmentation, customer valuation, such as credit rating and marker base analysis [2-5].
The other study conducted by S. C. Hui and G. Jha, investigates how to apply data mining techniques to
extract knowledge from the database to support two kinds of customer service activities: decision support and
machine fault diagnosis. A data mining process, based on the data mining tool DBMiner, was investigated to
provide structured management data for decision support. In addition, a data mining technique that integrates
neural network, case-based reasoning, and rule-based reasoning have been proposed; it would search the
unstructured customer service records for machine fault diagnosis. The proposed technique has been
implemented to support intelligent fault diagnosis over the World Wide Web [6].
The use of computer technology in decision support is now widespread and pervasive across a wide range of
business and industry. This has been resulted in the capture and availability of data in immense volume and
proportion [7]. There are many examples that can be cited. Mainly, decision support system based on KDD
(Knowledge discovery in databases). KKD can be defined as non-trivial process of identifying valid, novel,
potentially useful, and ultimately understandable patterns in data [8]. In this case, data mining is a phase also
central step in the KDD process concerned with applying computational techniques (DM algorithms
implemented as computer programs) to actually find patterns in the data [9]. Thanks to data mining software,
data from many different dimensions is analyzed to categorize and summarize the relationships identified. Also,
it allows to find correlations and patterns among dozens of fields in large relational databases [10].
3 Material & Method

In this study, incident database of Ministry of National Education was investigated to provide valuable
structured data for improving service quality. Data for this analysis are drawn from nearly five hundred thousand
incidents in Incident DB. These data consist of call center and help desk data coming from alternative
communication channels i.e. web, call center, email and web based help desk. Also, it was worked on help desk
data submitted on between 05.2008 and 04.2009 dates. IBM SPSS Modeler was used to analysis the incident
management data base for service level agreement. Decision tree analysis was used. Classification is the task of
classifying data into predefined groups. Decision tree, link analysis and memory-based reasoning are some of the
classification methods. Decision tree is powerful in its functions and a very popular tool for classification and
making prediction. It is constructed top-down: specific instances are put in sets, and as the tree grows, smaller
subsets which are mainly leaves and branches are gradually divided. Among all algorithms of decision trees, the
most popular one is Chi-squared Automatic Interaction detection (CHAID) algorithm for classification, and
regression tree for decision making.
4 Finding & Conclusions

In this article, the problem is based on improving service quality. According to dataset, service quality depends
on the solution time of incidents. Moreover, idea that form basis of incident management is to restore a normal
service operation as quickly as possible thus ensuring that the best possible levels of service quality and
availability are maintained. The figure 1 presents effect of error categories and locations on solution time namely
service level that have been employed in examples below.
1357
Fig. 1. Tree diagram of incident solution time, cities and error categories
The analyzes of the effect of location and error categories on solution time is evaluated. The results of the
analysis indicate that data mining function results at maximum three levels, tree depth in that location and the
error categories were taken as independent for dependent solution time. The nodes 8 and 13s solution time is
highly more than other nodes, followed them in groups of nodes 19, 14, 9 and 11. It is obvious that there are
service level problems at every incident error category in locations of node 8, these are Hakkari and Sirnak.
So, that supports not to take on interest of incidents coming from this location. The Nodes 9, 11, 13, 17 and 19
describe that Furniture and Infrastructure type incidents solution time is more than Computer and
Peripheral type incidents. Also, incidents in every category coming from node 3s locations have nearly the
highest solution time. This study illustrates the Ministry of National Education for reevaluation by operation
1358
experts of this project and managers to help improving incident management process and setting next years
objectives.
References
ANAND, S., KEREN, N., TRETTER, M. J., WANG, Y., OCONNOR, T. M., and MANNAN, S. M. (2006),
Harnessing Data Mining to Explore Incident Databases, Journal of Hazardous Materials, 130, 3341
2. RUD O.,Data Mining Cookbook: Modelling Data for Marketing, Risk and Customer
Relationship
Management, John Wiley & Sons, Canada, U.S.A, 2001.
3. BERRY M, Linoff G., Data Mining Techniques For Marketing, Sales And Customer Support, John Wiley &
Sons , New Jersey, U.S.A, 1997.
4. RYGIELSKI C., WANG J., YEN D., Data Mining Techniques for Customer Relationship
Management,Technology in Society, 24:483-502, 2002.
5. HWANG H., JUNG T., SUH E., An LTV Model And Customer Segmentation Based On Customer Value: A
Case Study On The Wireless Telecommunication ndustry, Expert System with Application, 26: 181-188, 2004.
6. HUI, S.C., and JHA, G. (2000), Data Mining for Customer Service Support, Information & Management, 38, 113.
7. APTE, C., and WEISS, S. (1997), Data Mining with Decision Trees and Decision Rules, Future Generation
Computer Systems, 13, 197-210.
8. FAYYAD, U., PIATETSKY-SHAPIRO, G., and SMYTH, P., (1996), From Data
Mining
to
Knowledge
Discovery: an Overview, Advances in Knowledge Discovery and Data Mining, pp. 134. Cambridge, MA: MIT
Press.
9. DZEROSKI, S. (2008), Introduction Data Mining Tasks Patterns Data Mining Algorithms, Elsevier B.V.
10. LUO, Q. (2008), Advancing Knowledge Discovery and Data Mining, Workshop on Knowledge Discovery and
Data Mining.
1.
Biographies
Filiz ERSZBS. in Statistics, AnadoluUniversity, Eskiehir, Turkey, 1989. MS. in Biostatistics, Ankara University, 1992
and Ph.D. in Biostatistics, Ankara University, Ankara, Turkey, 1998. Ersoz had worked as a statistician in the Turkish
Statistical Institute for 12 year and Operational Research Expert in the Headquarters of Land Forces Command for 5 years.
She is presently working in Defense Sciences Institute of Turkish Military Academy for 5 years. Ersz have experience in
applied statistics (Multivariate Statistics Analysis, Parametrics and Non-Parametrics Methods, Categorical Data Analysis,
Survey Methodology). Dr.Filiz ERSZs memberships in professional societies; The Turkish Statistics Association,
International Statistics Institute (ISI).
Ahmet HAYRAN BS. in Computer Education and Instructional Technology, Middle EastTechnologyUniversity, Ankara,
Turkey, 2007. MS in Information Systems, Gazi University, 2010, Ankara, Turkey. Ahmet have experience in software
engineering and BT Service Management. Ahmet had worked as a software developer in some informatics company for 2
years. He is presently working as BT Service Management Department Manager in Signum TTE since 2 years.
Cevriye GENCER She received the B.Eng. degree in Industrial Engineering from the University of Gazi, Ankara, TR, in
1987, and the M.S., Ph.D. degree from the same university, in 1993. She is a Professor in Industrial Engineering at
GaziUniversity. Prof.Dr.Cevriye GENCERs research interests include location problem, decision support systems, integer
programming, project management, data mining, knowledge-based systems, computational intelligence, and rule-based
classification.
1359
Analysis of Highway Crash Data by Negative

Binomial and Poisson Regression Models
Darn Akn
Gebze Institute of Technology, Department of City and Regional Planning
Istanbul. Cad. No:101, PO Box 141, 41410 Gebze, Kocaeli, Turkey
dakin@gyte.edu.tr or darcinakin@gmail.com
Abstract.This study evaluates the influence of roadway, weather and accidents conditions, and type of traffic
control on accident severity (number of person killed) using Negative Binomial and Poisson regression
models. Information on accident severity and roadway and weather conditions was obtained from the
Michigan Department of Transportation Accident Database. Negative Binomial (NB) and Poisson regression
models were deployed to measure the association between accident severity and roadway, weather and
accidents conditions. NB regression model results presented that monthly, daily, hourly and weekday
variations are not statistically significant on accident severity (number of persons killed). However, Poisson
regression results were the reverse with respect to these variables. Type of traffic control was also found to be
not statistically significant. Number of vehicles involved, crash type (overturn, rear-end, side-swipe, head-on,
hit object, and so on), injury types (A, B, C), number of uninjured, number of occupants and weather
conditions are statistically significant at 0.05 level. Light and surface conditions were also statistically
significant at 0.10 level. The findings of the Poisson regression are very similar to NB regression but the
parameter estimations are little bit different from those determined by NB regression. The results are in
agreement with professional judgments with respect to the factors affecting the accident severity on highway
crashes.
Keywords: crash data, Negative Binomial regression, Poisson regression, crash properties, road and
weather factorss
1 Introduction
Accident prediction models are important tools for estimating road safety with regards to roadway, weather and
accidents conditions. There are different empirical equations developed for accident prediction models.
However, new regression techniques have recently found application opportunities in this area. It is obvious that
the model development and subsequently the model results are strongly affected by the choice of the regression
technique used. This study evaluates the influence of roadway, weather and accidents conditions, and type of
traffic control on accident severity (number of person killed) using regression models. Information on accident
severity and roadway and weather conditions was obtained from the Michigan Department of Transportation
Accident Database. Negative Binomial (NB) and Poisson regression models were deployed to measure the
association between accident severity and roadway, weather and accidents conditions.
1.1 Literature Review

Statistical models are used to examine the relationships between accidents and features of accidents as well as
accident sites. However, many past studies illuminating the numerous problems with linear regression models
(Joshua and Garber, 1990 and Miaou and Lum, 1993) have led to the adoption of more appropriate regression
models such as Poisson regression which is used to model data that are Poisson distributed, and negative
binomial (NB) model which is used to model data that have gamma distributed Poisson means across crash
1360
sitesallowing for additional dispersion (variance) of the crash data. Although the Poisson and NB regression
models possess desirable distributional properties to describe motor vehicle accidents, these models are not
without limitations. One problem that often arises with crash data is the problem of excess zeroes, which often
leads to dispersion above that described by even the negative binomial model. Excess does not mean too
many in the absolute sense, it is a relative comparison that merely suggests that the Poisson and/or negative
binomial distributions predict fewer zeroes than present in the data. As discussed in Lord et al. (2004), the
observance of a preponderance of zero crashes results from low exposure (i.e. train frequency and/or traffic
volumes), high heterogeneity in crashes, observation periods that are relatively small, and/or under-reporting of
crashes, and not necessarily a dual state process which underlies the zero-inflated model. Thus, the
motivation to fit zero-inflated probability models accounting for excess zeroes often arises from the need to find
better fitting models which from a statistical standpoint is justified; unfortunately, however, the zero-inflated
model comes also with excess theoretical baggage that lacks theoretical appeal (see Lord et al., 2004). Another
problem not often observed with crash data is underdispersionwhere the variance of the data is less than the
expected variance under an assumed probability model (e.g. the Poisson). One manifestation might be too few
zeroes, but this is not a formal description. Underdispersion is a phenomenon which has been less convenient to
model directly than over-dispersion mainly because it is less common observed. Winkelman's gamma probability
count model offers an approach for modeling underdispersed (or overdispersed) count data (Winkelmann and
Zimmermann, 1995), and therefore may offer an alternative to the zero-inflated family of models for modeling
overdispersed data as well as provide a tool for modeling underdispersion.
2 Data and Methodology

In this section, the data used in this paper and the methodology are described. Crash data were barrowed from
the Michigan Department of Transportation (www.michigan.goc/MDOT) for the years 2000 and 2004. The data
files includes all crashes reported by the Police in all counties, towns and townships. Data are analyzed to
determine the influence of roadway, weather and accidents conditions, and type of traffic control on accident
severity (number of person killed) using Negative Binomial and Poisson regression models. The following
section presents descriptive of the crash data.
2.1 Descriptive of Crash Data

Some important descriptive of the crash data used in the analyses are given in the following tables. Table 1
shows accident occurrences in MDOT regions. The most urbanized region is Metro so that it has the highest
frequency (or percent) of crashes (39.8 and 37.9%) in the State of Michigan in 2000 and 2004. The upper two
regions (Superior and North) have the lowest urbanizations and the lowest accident occurrences (4.3 and 7.3% in
2000 and 4 and 7% in 2004). Then, the other four regions; namely, Grand, Bay, Southwest and University) have
comparable crash occurrence rates, but the Metro Regions the rate is more than doubled compared to these four
regions. The Metro regions includes the city of Detroit (the motor capital of the world), and the most urbanized
counties such as Macomb, Wayne and Oakland (see Figure 1).
1361
Table 4. Accident occurrences in MDOT Regions

2004
MDOT Regions
Superior
North
Grand
Bay
Southwest
University
Metro
Total
Frequency
15066
26370
50442
46370
37888
56740
142108
374984
Valid Percent
4.0
7.0
13.5
12.4
10.1
15.1
37.9
100.0
2000
Frequency
18169
30937
55396
51068
40927
59905
169576
425978
Valid Percent
4.3
7.3
13.0
12.0
9.6
14.1
39.8
100.0
Fig. 1. MDOT Regions

Table 2 present the accident occurrences by area type, such as interchange, intersection, midblock and nontraffic area. It is quite expected that intersections and midblock are more accident prone areas with respect to
interchange areas since interchanges have less conflict points than the other two.
Table 2. Accident occurrences by area type
2004
Interchange Area
Intersection Area
Midblock Area
Non-Traffic Area
Total
Frequency
39427
175398
158737
1422
Valid Percent
10.5
46.8
42.3
0.4
374984
100.0
2000
Frequency
35529
212698
176706
1909
426842
Valid Percent
8.3
49.8
41.4
0.4
100.0
Table 3 present the accident occurrences by more detailed area type. the most interesting number is related to
straight road sections. These sections constitute over 40% of all crashes. It is also interesting to note that
railroad crossing crashes are only 0.2 or 0.3% of all.
1362
Table 3. Accident occurrences by more detailed area type
Entrance or Exit Ramp

Other Freeway Area
Within Intersection
Driveway Within 150 ft of
Intersection
Other Intersection Related
Straight Road
Curved Road
Driveway Related
Parking Related
Railroad Crossing
Other Non-Intersection
Area
Unknown
Total
Missing
Total
2004
Frequency
Valid Percent
12255
3,3
34795
9,5
56553
15,4
19184
5,2
2000
Frequency
Valid Percent
13221
3,1
35960
8,6
73341
17,5
24551
5,8
37623
10,3
42968
10,2
161754
12909
14311
8016
952
7606
44,2
3,5
3,9
2,2
,3
2,1
175574
14269
17982
10589
697
10575
41,8
3,4
4,3
2,5
,2
2,5
160
366118
8866
374984
,0
100,0
317
420044
6798
426842
,1
100,0
Table 4 present the relationship of accident occurrences to road sections. It is very normal that 85% of all crashes
occur on the road. However, considerable number of crashes also occur outside of the should/curb (about 8%).
These crashes must be occurred in urban as well as rural areas at nighttime by intoxicated drivers.
Table 4. Relationship of accident occurrences to road sections
On the Road
In the Median
On the Shoulder
Outside of
Shoulder / Curb
In the Gore
Unknown
Total
Missing
Total
2004
Frequency
305722
2924
15786
30507
800
6022
361761
13223
374984
Valid Percent
84.5
0.8
4.4
8.4
0.2
1.7
100.0
2000
Frequency
364102
3212
17503
32096
884
7310
425107
1735
426842
Valid Percent
85.6
0.8
4.1
7.6
0.2
1.7
100.0
Table 5 present the relationship of accident occurrences to road types. The majority of crashes occurred on
county roads and city streets (about 60%). M-routes also take a considerable amount of crashes (19%). Interstate
and US routes have relatively lower crashes by 9 and 7%.
1363
Table 5. Relationship of accident occurrences to road types
Route Class
Not Located
Interstate Route
US Route
M Route
I-State Business
Loop or Spur
US Business Route
2004
Frequency
Valid Percent
4777
1,3
34820
9,3
27737
7,4
72152
19,2
5731
1,5
M Business Route
Connector
County Road or City
Street
Total
2000
Frequency
Valid Percent
39402
9,2
31638
7,4
27725
6,5
78107
18,3
6842
1,6
4098
1,1
4746
1,1
105
,0
120
,0
721
224843
,2
60,0
742
237520
,2
55,6
374984
100,0
426842
100,0
Table 6 shows the relationship of accident occurrences to speed limits. It should be noted that this table does not
present the risk of speed limits since the road with speed limits higher than 55 mph show lower accident
occurrences. City streets with speed limits equal or less than 25 mph take about 20% of all accidents. M, US and
Interstate routes with speed limits higher than 50 mph have the highest percent (over 30%).
Table 6. Relationship of accident occurrences to speed limits
Speed Categories
Equal or less than 25
mph
26-30 mph
31-35 mph
36-40 mph
41-45- mph
46-50 mph
51-55 mph
56-60 mph
61-65 mph
66-70 mph
Greater than 70 mph
Missing
Total
2004
Frequency
Valid Percent
74688
19,9
19608
47028
26004
53995
12909
107214
971
6807
25612
148
0
374984
5,2
12,5
6,9
14,4
3,4
28,6
0,3
1,8
6,8
0,0
100,0
2000
Frequency
Valid Percent
79867
20,7
25070
58910
30115
58121
13006
113883
306
7421
17
--40126
426842
6,5
15,2
7,8
15,0
3,4
29,4
0,1
1,9
0,0
--100,0
2.2 Modeling of Crash Data

Poisson and Negative Binomial (NB) regression models are used to model the influence of roadway, weather and
accidents conditions, and type of traffic control on accident severity (number of person killed).
The negative binomial (NB) regression model is the member of the exponential family of discrete probability
distributions. The nature of the distribution is itself well understood, but its contribution to regression modeling,
in particular as a generalized linear model (GLM), has not been appreciated until recently. The mathematical
1364
properties of the negative binomial are derived and GLM algorithms are developed for both the canonical and
log form. The log forms of both may be effectively used to model types of Poisson-overdispersed count data
(Hilbe, 1993). It is not recommended that negative binomial models be applied to small samples. What
constitutes a small sample does not seem to be clearly defined in the literature though (UCLA, 2011). Poisson
regression, also a member of the class of models known as generalized linear models (GLM), is the standard
method used to analyze count data. However, many real data situations violate the assumptions upon which the
Poisson model is based. For instance, the Poisson model assumes that the mean and variance of the response are
identical. This means that events occur within a period of observation at a constant rate; an event is equally
likely at any point within the period. When there is heterogeneity in the data, it is likely that the Poisson model is
overdispersed. Such overdispersion is indicated if the variance of the response is greater than its mean. One may
also check for model overdispersion by submitting the data to a Poisson model and observing the Chi2-based or
Deviance-based dispersion statistic. The model is Poisson-overdispersed if the dispersion value is greater than
unity. Log negative binomial regression can rather effectively be used to model count data in which the response
variance is greater than that of the mean (Hilbe, 1993).
Model Results. In order to apply Poisson regression model, we first need to check is there is heterogeneity in
the data. Table 7 presents the descriptive statistics and it seen that the variance of the response variable (number
of persons killed in crash) is little bit higher than the mean. Thus, the results of the Poisson regression must be
approached cautiously.
Table 7. Descriptive statistics of the response variable
Response variable:
Number of Persons
Killed in Crash
2004
2000
Minimu
m
Maxi
mum
Mean
Std.
Deviation
Variance
0.003
0.062
0.004
0.003
0.064
0.004
37498
4
42684
2
Table 8 presents the case processing summary. As seen about 90% of the cases included in regression
modeling. Regarding the measure of goodness of fit, the value of deviance/df is 0.012 and lower than 1. This
means that the model is not Poisson-overdispersed.
Table 8. Case processing summary
models
2004
Cases
for regression
2000
Included
n
349268
Percent
93.1%
N
382367
Percent
89.6%
Excluded
25716
6.9%
44475
10.4%
374984
100.0%
426842
100.0%
Total
Table 9 presents the parameter estimates using NB regression model. Significance of the parameters for 2004
and 2000 are similar except for the variables of day and surface. The variable of day is significant at 0.05 level
with year 2000 data and the variable of surface is significant at 0.10 level with year 2004 data.
1365
Table 9. Parameter estimates using NB regression

2004
Parameter
(Intercept)
Month
Day
Hour
Weekday
NumVeh
CrshType
NumInj
NumUnInj
NumOcc
Weather
Light
Surface
TControl
Std.
B
Error
-4.518 .2127
.000 .0098
.003 .0038
-.008 .0051
-.011 .0169
.818 .0362
-.112 .0065
-3.687 .0591
-4.312 .0494
3.673 .0412
-.092 .0273
.041 .0197
.057 .0310
-.018 .0317
2000
Hypothesis Test
Sig.@
Wald
0.10
Chi2
Sig. level?
451.365
.000
yes
.001
.976
no
.460
.498
no
2.614
.106
no
.426
.514
no
510.613
.000
yes
294.156
.000
yes
3890.27
.000
yes
7626.77
.000
yes
7935.97
.000
yes
11.320
.001
yes
4.347
.037
yes
3.359
.067
yes
.334
.563
no
Std.
B
Error
-5.552 .2317
.000 .0100
.012 .0040
.004 .0051
.003 .0173
.734 .0417
-.079 .0063
-3.385 .0579
-4.304 .0531
3.425 .0412
-.067 .0313
.066 .0204
.022 .0341
.054 .0341
Hypothesis Test
Sig.@
Wald
0.10
Chi2
Sig. level?
574.247
.000
yes
.000
.996
no
8.848
.003
yes
.765
.382
no
.025
.875
no
309.797
.000
yes
154.388
.000
yes
3422.32
.000
yes
6565.80
.000
yes
6912.91
.000
yes
4.574
.032
yes
10.458
.001
yes
.433
.510
no
2.558
.110
no
Table 10 presents the parameter estimates using Poisson regression model. Significance of the parameters for
2004 and 2000 are similar except for the variables of month, day, weather and surface. These variables are
significant at 0.05 level with year 2004 data.
Table 10. Parameter estimates using Poisson regression
2004
2000
Hypothesis Test
Parameter
(Intercept)
Month
Day
Hour
Weekday
NumVeh
CrshType
NumInj
NumUnInj
NumOcc
Weather
Light
Surface
TControl
B
-4.410
-.044
.025
-.034
.005
.867
-.102
-2.731
-3.585
2.898
-.083
.036
.074
-.045
Std.
Error Wald Chi2
.1979
496.542
.0093
22.089
.0036
50.400
.0050
46.191
.0157
.099
.0284
934.627
.0059
301.378
.0388 4949.289
.0400 8038.972
.0280 10728.93
.0259
10.140
.0188
3.633
.0294
6.244
.0300
2.255
Sig.
.000
.000
.000
.000
.753
.000
.000
.000
.000
.000
.001
.057
.012
.133
Hypothesis Test
Sig.@
0.010
level
yes
yes
yes
yes
no
yes
yes
yes
yes
yes
yes
yes
yes
no
B
-4.691
.014
-.001
-.019
-.016
.841
-.079
-2.483
-3.465
2.513
-.037
.098
-.058
-.022
Std.
Error Wald Chi2
.2231
442.253
.0098
2.064
.0038
.030
.0048
15.263
.0168
.933
.0310
737.370
.0059
178.777
.0482 2652.439
.0456 5782.059
.0243 10733.83
.0303
1.464
.0203
23.039
.0361
2.556
.0303
.515
1366
Sig.
.000
.151
.863
.000
.334
.000
.000
.000
.000
.000
.226
.000
.110
.473
Sig.@
0.010
level
yes
no
no
yes
no
yes
yes
yes
yes
yes
no
yes
no
no

NB regression model results presented that monthly, daily, hourly and weekday variations are not statistically
significant on accident severity (number of persons killed). However, the year 2000 data NB regression result
that daily variations are significant at 0.05 level. Similarly, the surface conditions are statistically significant on
accident severity with the year 2004 data but no with 2000 data. Type of traffic control was also found to be not
statistically significant. Number of vehicles involved, crash type (overturn, rear-end, side-swipe, head-on, hit
object, and so on), injury types (A, B, C), number of uninjured, number of occupants and weather conditions are
statistically significant at 0.05 level. Light and surface conditions were also statistically significant at 0.10 level.
The findings of the Poisson regression are very similar to NB regression with respect to the parameters of
number of vehicles, number of injured and uninjured persons, number of occupants, weather, light and surface
conditions, but the parameter estimations are little bit different from those determined by NB regression. Another
important difference between the NB and Poisson regression results is that monthly, daily, hourly and weekday
variations are statistically significant on accident severity with year 2004 data but not with year 2000 data except
the parameter of the hour of accident occurrence. The results are in agreement with professional judgments with
respect to the factors affecting the accident severity on highway crashes.
Acknowledgement
The author acknowledges Dr. Dale Lighthizer of the Michigan Department of Transportation and Prof. Dr.
Richard Lyles of Michigan State University for providing the crash data for the sole purpose of doing academic
research and writing papers.
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Analysis and Prevention, Volume 38, Issue 2, pp. 346-356.
9. UCLA: Academic Technology Services, Statistical Consulting Group. SPSS Data Analysis Examples: Negative
Binomial Regression. http://www.ats.ucla.edu/stat/Spss/dae/spss_neg_binom_DAE.htm (accessed in April 20011)
10. Washington, S.; Karlaftis, M.; and Mannering, F (2003). Statistical and Econometric Methods for Transportation
Data Analysis, Chapman Hall/CRC, Boca Raton, FL.
11. Winkelmann, R. and Zimmermann, K. (1995). Recent developments in count data modeling: theory and
applications. J. Econ. Surveys 9, pp. 124.
1367
Biography
Dr. Darn Akn Born in Germany in 1966. He received his BS degree in civil engineering from Dokuz Eylul University,
Izmir, Turkey in 1987 as valedictorian. Respectively, he received his MS and Ph.D degrees in transportation engineering
from Dokuz Eylul and Michigan State Universities (E. Lansing, MI, USA) in 1992 and 2000.
During his Ph.D. study, he was involved in traffic engineering research projects including work zone speed study, study of
pedestrian behavior at signalized and unsignalized crossings, and simulation of campus network. He was also worked as parttime at TriCounty Regional Planning Commission and Michigan Department of Transportation (MDOT), where he worked
on bicycle network planning and statewide long-range plan. Lastly, before he graduated, he worked as a full-time transport
planner at MDOT. He maintained highway networks for citys long range plans. He completed his Ph.D. in May 2000 and
returned home to accept a faculty position at Gebze Institute of Technology (GIT) in the department of City and Regional
Planning. At GIT he has been teaching urban transport policies, urban transport systems, urban planning and travel
modeling. Outside of GIT, he taught at several well-known institutes including Bogazici and Istanbul Technical Universities
at graduate as well as undergraduate programs. Dr. Akn received his tenure and the title of associate professor in planning in
Feb 2010. Dr. Akn has many papers and publications at several national and international conferences and symposiums. He
has been a reviewer at several periodicals and international conferences including TRB of USA.
Dr. Akin is the member of Turkish Road Association since 2005, Chambers of Civil Engineers since 1987, Institute of
Transportation Engineers (ITE) of USA between 1996 and 2000, American Society of Civil Engineers (ASCE) between 1996
and 2000, World Conference on Transport Research Society (WCTRS) from 2004-6 to 2010-13, and Member of the Board of
Trustee of EMIT Research Platform since 2011.
1368
Chapter 9
CITY PLANNING
AND
CIVIL ENGINEERING
1369
Finite Element Analyses of Composite Steel Beams

Muharrem Akta1, Elif Acakoca2
1
muharrema@sakarya.edu.tr , 2elifd@sakarya.edu.tr
1,2
Sakarya University/Civil Engineering
Abstract. Investigation of the behavior of reinforced beams, both experimental studies are conducted and
confirmation of the solutions for the nonlinear behaviors in conjunction with the experimental results is
attempted by designing appropriate computer models. However, nonlinear behavior regarding the composite
beams with concrete slabs is not convenient for computer modeling. However, the same behavior could be
simulated by computer modeling via the replacement of the concrete slab on the composite beam by a steel
plate to act as the pressure cap. Thus, the composite beam with a concrete slab could be simulated by a steel
plated beam. In this study, the behavior of IPE160 steel profile was investigated by applying concrete slab
and steel plate on it.
Keywords: abaqus,composite beams.
1 Introduction
In this day and age, the need for strengthening steel beams may arise in order to obviate cross-section losses
caused by corrosion, to remedy cross-section deficiencies due to traffic loads or to cope with design errors.
During the process of strengthening and repairing, the primary concern should be safety and economical
objectives should be secondary. Among the strengthening techniques, replacement of the cross-section with a
new one, welding or bolting a new component to the existing structure or the implementation of materials such
as FRP could be counted. Comparing these strengthening techniques, the use of FRP, which possesses various
strength levels and is easier to implement, could be recommended instead of both welding and bolting, in which
the existing structure is damaged by heat treatment and the opening of bolt holes, respectively (1). Welding may
also lead to unidentified collapses as it erodes the metal structures of the main components (2). Hence, FRP
strengthening received widespread usage in the past few years, especially in highway bridges,
telecommunications industry and even marine vessels for repairing and strengthening purposes (3)(6). The
lightness of this material is also preferred as it introduces a negligible additional load on the structure. In this
context, computer models are widely used in determining the load capacities of bridge beams and addressing
their strengthening needs.
Simulation of the concrete parts of composite beams with steel plates is highly critical with respect to time.
Such a simulation can be conducted by steel plates at various sizes, which may then be utilized as testing beams
for future experiments (4). This criterion is especially taken into consideration in the choice of material for large
scale experiments (5).
In practice, composite beams are generally formed by the collective utilization of concrete paving slabs or the
steel beams in the bridge deck slabs. The compression stresses induced by the bending moment in the composite
1370
beam cross-sections are born by the concrete slab, while the tensile stresses are born by the steel beams tension
chord. Consequently, the lower flange of cross-section is influential in the conveyance of tensile stresses. The
usage of composite materials for bridge beams and concrete for upper flanges of the cross-sections largely
affects the designed moment carrying capacity of the cross-section. Moment carrying capacities are critical with
respect to determination of the load bearing limits. Simulation of the concrete slabs by steel plates is feasible in
case they exhibit the same moment carrying capacity.
2 Material Properties
The composite beam is 3000 mm tall and its concrete section is 50 mm high and 4500 mm wide. The
composite beam is formed by cross installment of the square reinforcing mesh at a size of 150x150 mm and the
installment of 12x30 mm key coupling element such that it would lie 50 mm in horizontal direction and 100 mm
in vertical direction. In order to facilitate the adsorption of the concrete section to the steel, the mould was
prepared from steel sheet.
During the concrete casting, 3 specimens at sizes of 15x15 cm were taken. Completion of curing was achieved
as the beams were immediately wrapped in clothing to ensure that hydration of the concrete fully takes its
course. Additionally, the 3 specimens were placed in a curing pool after 24 hours. At the end of 28 days, these
specimens were subjected to compression tests by the 200 ton press machine located in the Civil Engineering
Construction Materials Laboratory at Sakarya University Fig(1).
a) Sample 1
b) Sample 2
c) Sample 3
Fig 1 Compression Test

The steel beams were prepared by welding a 3 cm thick steel plate onto the IPE 160 beam. A/D and L/D ratios
were mainly taken into account to choose the dimensions of the steel beams. Furthermore, the technical
capabilities of the departments lab were also considered. The I profile is composed of ST44 structural steel. All
experimental samples were welded with 3 cm thick steel plates, which were made of ST 37
Two experiments at actual sizes were conducted (Fig 2). Four point tests were conducted on the composite beam
with the concrete upper flange and the I beams with steel upper flanges by the frame with a capacity of 25-30
tons (Fig 3 and Fig 4). All the tests were conducted in the Civil Engineering Construction Materials Laboratory
at Sakarya University. The frame in which the specimens were placed is HI-TECH brand and has a capacity of
1371
15 tons, which was increased to 25-30 tons by the implementation of vertical and cross reinforcements. In order
to perform data readings during the tests, a 4-channnel Di4b and an 8-channel Ai8b data collection system were
used. The dislocations were measured by an OpkonLinfar Resistive Position Transducer brand LPS 100-B-5K
potentiometric ruler. The horizontal dislocations were measured by a Mitutoyo Absolute Digimatic Indicator
brand ID-C 1050B device, and a Kyowa brand KFG-10-120-C1-11 model tension shim was used to measure
tension forces. Finally, an Enerpac piston was used as the load generator. During the tests, all changes occurring
in the specimens were recorded by affixing the above mentioned devices onto the specially produced
apparatuses.
Fig. 2. Tests of I beam with steel and concrete reinforcement
4 Methodology
4.1 Flexural experiment of composite steel beams
Fig. 3. Concrete cross-section and state of loading
1372
4.2. Creating steel beams by replacing concrete and conducting a flexural test;
Fig. 4.The concrete cross-section and state of loading

4.3. Finite element modeling of steel beam and flexural test through finite element analysis;
Fig. 5.eliklevhalkesitin FE analizi
4.4 FE Geometrive boundary conditions and loading

Abaqus software was used as the application for conducting the 3-D finite elements analysis (2). The material
characteristics are stated in a nonlinear fashion. The supports were defined as either sliding or stationary,
whereas static loads were used for loading. The mesh size is 10x10 mm. The steel beam is S4R and the steel
plate is C3D8R Fig (5).
1373
Fig. 6. Experimental results of the composite section beam and the steel plate beam from the full-scale test.
5. Conclusions
A comparison of the test results for the I beam reinforced with steel plate and the I beam reinforced with
concrete slab against the FE model are given in Fig (6).
References
1.
2.
3.
4.
5.
6.
D.Schnerch, K.Stanford, E.Summer, S.Rizkalla (2005). Bond behavior of CFRP strengthened steel bridges and
structure. Proceedings of International Symposium on Bond Behavior of FRP in Structures.
Pric, A. And R.J. MouldsKauvar(1991).Repair and strengthening of structures using plate bonding. Construction
and Building Materials(U.K),v.5, n. 4,December 1991,pp 189-192
D Schnerch, S.Rizkalla(2005). Strengthening of scaled steel-concrete composite girders and steel monopole towers
with
CFRP.
FRP
Composites
in
Civil
Engineering-CICE
2004-SEracino(ed)
2005
Taylor,FrancisGroup,London,ISBN 90 5809 638
Sami Rizkalla; Mina Dawood(2006). High modulus carbon fiber materials for retrofit of steel structures and
bridges. Developments in composites; Advanced infrastructural, natural and Nano composites. UNSW, Sydney,
Australia.11-14-July 2006
Sami Rizkalla, Mina Dawood, David SChnerch(2008). Development of a carbon fiber reinforced polymer system
for strengthening steel. Structures Composites: Part A 39(2008)388-397
Glen Smith, Tarek Hassan And Sami Rizkalla. Bond Characteristics and Quantifications of adhesive form marine
Applications and steel pipe repair. North Carolina State University, USA
1374
Knowledge Representation by Geo-Information

Retrieval in City Planning
Ali Kemal nar1, Erkal Serim2, Grcan Gerek3
1
Gediz University, Faculty of Engineering and Architecture,Department of Architecture, zmir, Turkey

2
Izmir Institute of Technology, Faculty of Architecture,Department of City Planning, zmir, Turkey
3
Izmir Institute of Technology, Faculty of Engineering,Department of Software Engineering, zmir, Turkey
1
alikemal.cinar@gediz.edu.tr, 2erkalserim@iyte.edu.tr, 3gurcangercek@iyte.edu.tr
Abstract. City planning is experiencing fundamental changes on the use of computer -based models in practice and
education. However, with this increased use, Geographic Information Systems (GIS) alone cannot serve all of the
needs of city planning. By utilizing integrated modeling approaches, spatial analysis and computational techniques
could be used to deal better with the tasks/problems in city planning process. In this paper, Case Based Reasoning
(CBR) an artificial intelligence (AI) technique- and GIS geographic analysis, data management and visualization
technique- are used to build a Case Based Model (CBM) for knowledge representation on an operational study.
This study tried to find out whether an integrated model which employs CBR & GIS could support hu man decision
making in a city planning task. While the CBM met many predefined goals of the study, both advantages and
limitations have been realized from findings when applied to the complex domain such as city planning.
Keywords: Case based reasoning, GIS
1.
Introduction
City planning process is experiencing fundamental changes by emerging impacts of using computer-based
models in planning practice and education. However, besides this increased use, it has been realized that GIS
alone cannot serve all of the needs of planning. Planners have to strengthen existing GIS tools to meet their
demands.
In this paper, CBR technique is used to build a Case Based Model (CBM: CBR & GIS) approach. By the
development of a system that integrates CBR as an AI reasoner and GIS as a spatial analyst, could be very
helpful to planners for reaching a knowledge acquisition on a special purpose in planning process. In such an
integrated system, CBR will provide a retrieval method by using previous experiences in proposing a solution to
a new problem or providing relevant experiences to the planners.
The goals of this study are (1) to demonstrate the feasibility and usefulness of CBR technique, (2) to
combine knowledge inference capability of CBR with analytical, management and visualization capability of
GIS within an operational pilot study, (3) to examine whether these techniques could benefit the city planning
process.
1375
CBR
Planning
Support
&
GIS
Fig. 1. Main aim of the research

This paper is trying to implement an integrated model for providing a geo-spatial planning support in
Turkish city planning practice through a practical example. The proposed experimental system tries to process
tabular data and link the inference to spatial data. Hence, a customized graphical user interface (GUI) is
developed for enhanced knowledge representation. The case of eme city is provided for testing the aims of the
research.
2.
Background
2.1. Basic Specifications of CBR Technique

CBR is a family of AI techniques that simulates the human behavior in solving a new problem. Thus in CBR,
reasoning is based on remembering. When confronted with a new problem, it is natural for a human problemsolver to look into his/her memory to find previous similar instances for help. An important reason why a person
can become an expert is that he/she can remember and properly use suitable cases in solving new ones (Shi and
Yeh, 1999).
CBR differs from other methods like rule based approaches that it allows the knowledge to be represented as
an inferred case instead of generalized/abstracted rules. While most of AI techniques try to make prediction,
CBR tries to retrieve most relevant/useful case(s) and utilize existing knowledge (if fits the situation). In
addition, it clearly presents and explains the internal working of the model to user when compared with the
black box nature of some AI methods. Briefly, CBR only uses local information of its case base at first step
rather than deriving generalized rules.
In CBR approach, new problems are handled by remembering old similar ones and moving forward from
there. Referencing to old cases is advantageous in dealing with situations that recur. However, CBR technique is
based on two tenets about the structure of problem solving process. The first one is similar problems have similar
solutions and the second one is future problems are likely to be similar to current problems (Leake, 1996). When
the two assumptions hold, CBR becomes an effective reasoning strategy.
A CBR cycle is described by the following four processes (Kolodner, 1993):
RETRIEVE the most similar case or cases,
REUSE the information and knowledge in that case to solve the problem,
REVISE the proposed solution,
RETAIN the parts of this experience likely to be useful for future problemsolving.
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Fig. 2. Generic cycle of CBR (4 REs)(Source: Kolodner, 1993)

2.1.1.
Similarity Assessment
CBR uses matching and ranking to derive similarity. Matching is achieved through index and weights, while
ranking is the total of the match score. CBR also searches and matches the entire database not just by comparing
two values. Most CBR systems and also this study use the nearest neighbor 1 matching technique for retrieval.
Nearest neighbor algorithm (k-NN) is represented as follows:
(1)
where:
S: Similarity Score
Wi: Feature Weights
n: Feature Number
finput: feature value of input case
fstored : feature value of stored case
Similarity Function for 3 features:
(
(2)
Result is between 0-1 interval or given as percentage:
(3)
or
If S = 1 two cases are equal
If S = 0 two cases are totally different
An important issue in similarity assessment is how to determine the right features to compare. Similarity
function determines the measure of similarity between the new problem and each stored case. Most similarity
measures use a numeric value to indicate the level of similarity. This numeric value is the result of matching and
ranking techniques to provide a similarity/match score.
1The k-nearest neighbor algorithm (k-NN) is a method for classifying objects based on closest training examples in the
feature space. An object is classified by a majority vote of its neighbors, with the object being assigned to the class most
common amongst its k-nearest neighbors.
1377
3.
Methodology
Previous city planning experiences could be used to make new plan decisions/recommendations.
Consequently, a digital archive and a working reasoning model are needed to verify this hypothesis on a real
case.
In this paper, it is tried to provide a spatial decision support model. When developing minor/incremental
planning implementations (assumed as a new case), we can find most similar recent cases and use their
knowledge in decision making. There are no universal CBR methods suitable for every domain of application. In
this respect, the following subsections provide model implementation process in eme Peninsula.
3.1. Selection of the Study Area
eme is located on the western coasts of Turkey within the borders of the Aegean Region, surrounded by
the Aegean Sea and affiliated to Izmir province.
Fig. 3. Location of eme
eme Peninsula is a special place for both having natural-cultural heritage and urban development
potentials. eme is under pressure of continuous tourism investment and urban development demands. There
are variety of modifications on archeological and natural sites and variety of plan revisions since 1980s in the
planning history of the region.
There has been a critical balance between conservation decisions and planning applications about the
eme region which cause uncertainty in preservation versus development aspects. Due to the existing
administrative, structural and planning factors, it is decided that the geographic/spatial extent of the project area
should cover eme Municipality boundary.
3.2. Building the CBM in eme
The major aim of developing this pilot project is to estimate and interpret the possible incremental/minor
applications of eme Peninsula by utilizing former city planning experiences. In this respect, an experimental
and partly hypothetical planning process is simulated. Firstly cases are generated semi-automatically within a
GIS environment by cellular representation. The proposed model retrieves the cases through tabular data and
link the inference to spatial and exterior data. For instance, after the similar case(s) found, we can reach their
GIS maps, reports, photos, etc. Hence, after selecting the similar cases from the case library, to enable an
extended connection to further data (about the similar cases) is considered to provide knowledge acquisition.
1378
ArcGIS software is used for preparing and handling geospatial data and jCOLIBRI2 software is used to
utilize the GIS database as a case library, indexing of the cases and retrieval process. Firstly, spatial data and
non-spatial attributes are generated by using ArcGIS as a tabular input for the CBR software jCOLIBRI.
Fig. 4. Prototype of the CBM architecture(Adapted from Lanter, 1992; Shi and Yeh, 1999)
3.2.1. Creating and Using Geo-Data
The most common approach for structuring the geography of the real world in the GIS environment is to use
a layered structure. Therefore, to build up a spatial representation of a study area, multiple layers are used.
Data Layers: Three data frames are used to build main case library: land use and roads, geographic analyses
and conservation zones. These analyses were generated during the preparation period of the structure plan of
eme by Izmir Institute of Technology (IYTE), Department of City and Regional Planning in 2002.
Classifications of these layers are as follows:
Coordinate System: Projected Coordinate System-metric
Projection: Universal Transverse Mercator (WGS1984, UTM Zone 35N)
LAND USE: Existing land use pattern and major roads are used.
GEOGRAPHIC ANALYSES: Ownership, Geological Formation, Slope and Seashore Buffer Zone layers are
used.
CONSERVATION ZONES: The latest (2006) archeological and natural site zones and classifications are used.
Abbreviations are used to symbolize conservation types in legend illustrations and database:
A: Archeological Conservation
D: Natural Conservation
K: Urban Conservation
Numbers are used for hierarchical order. For instance D1 is superior to D2 about conservation criteria.
3.2.2.
Geoprocessing for Case Generation
Although the domain of city planning contains many cases, it is difficult to acquire complete (due to the lack
of analyses, incomplete data, out of date information, etc.), digital and well documented real cases. So it is
decided that an experimental case generation process could be organized to overcome this limitation and semiautomatic case generation process is devoted to develop a unique case and their unity. To represent the spatial
features by cellular representation is not a new idea in urban studies. The way may be conceptual and has
operational difficulties, but much of the labor can be obviated by computerized methods. This method includes
the input and output of material on a spatial basis via a matrix of a map based coordinate grid.
2jCOLIBRI: Java Cases and Ontology Libraries Integration for Building Reasoning Infrastructures is an object-oriented
framework which has been developed in Java programming language.
1379
600 m
GRID Layer: It is assumed that, 800m X 600m (48 hectares each) dimensioned rectangular cell which was
derived from 1/1000 scale map units (Turkish planning practice) could build the spatial extent of the unique
case in the CBM.
800 m
There are 284 cells (rectangular polygons) joined together to generate the grid layer that overlays the eme
Municipality boundary. Grid layer is created by the vector grid function of an ArcGIS extension; ET
Geowizards LT (ET Spatial Techniques, 2008). In the next step, only required cells are selected and extracted by
select by location (which completely within the eme municipality boundary) function of ArcGIS.
Fig. 5. Grid layer

In this manner, a geoprocessing model (intersection and dissolve) - intersection of grid layer with other GIS data
layers- is applied to compute analysis information, which drops to each cell unit. A sample geoprocessing result
is presented in Figure 7. By the finishing of this step, cellular representation of GIS based project archive will be
completed.
Fig.6. Intersection of two layers by ArcGIS Modelbuilder
1380
Sample Case Unit
Fig.7. Intersection of Grid + Land-Use (deployed areas within each case unit)
After the intersection process completed, non-spatial attribute database is produced by joining the necessary
columns of all intersected layers. Another simple geoprocessing model (to join data fields) is utilized to perform
this joining operation to create final database.
The descriptive features (columns) are critical parts of the case and they represent the key feature of a case,
such as Land_Use, Road_Type, Conservation Type, Ownership, Geological Formation, Slope
Analysis and Seashore Buffer. The CaseID is a number that uniquely identifies the case. Feature values are
stored in a table file cell.dbf (dbase data file format) in ArcGIS software but this table file type is independent
from both ArcGIS and jCOLIBRI.
3.2.3. Developing the Customized Graphic User Interface
Developments in software engineering such as object oriented programming languages have enabled the
increased reuse and improved modularity of code written for specific purposes. Customizations and
modifications may include the development of GUI and specialized tools relating to a particular application (for
instance GIS).
jCOLIBRI 2 platform offer a framework for implementing customizations through java programming
language. Thus an effective customized GUI which is based on jCOLIBRI 2 core architecture is developed in
java development environment Eclipse 3. This GUI is also developed for seamless integration and user
interaction.
GIS
(Input)
DBF
Query
(Output1)
Retrieved
Cases
CBR
(Output2)
External
Hyperlink
(jCOLIBRI2 Core)
Similarity
Graph
Fig. 8. Workflow of the GUI

3 Eclipse is a software development platform comprising an integrated development environment and a plug-in system to
extend it. It is written primarily in Java and can be used to develop applications in Java and in other programming
languages.
1381
One of the distinguishing capabilities of the modified GUI is about the dbase file connector. This GUI
utilizes the dbf file (which is generated by GIS software) as a case library. At the beginning, this tool obtains the
user preferences using a form (uses form-filling) in query (input), and then it computes nearest neighbor scoring
(whose similarities are above a predetermined threshold or elicitation of desired number of top similarity scored
ones) for retrieval in CBR core and presents most similar cases on the first template (output1) and presents extra
media about these cases on another template (output2). Additionally, a similarity evaluation graphic is presented
after retrieval.
If the customized GUI is used, user can easily access to the extra content and no manual effort or links are
needed. Consequently, this is the main advantage of the customized GUI when compared to default execution
and result (simplified textual output) of the jCOLIBRI 1 software. Briefly customized GUI differentiates from
default jCOLIBRI platforms by using dbase file format, domain specific similarity matrices and extended library
connection.
4. Applying the Model
4.1. Retrieval Process
When testing the CBM, assume that we have a semi-structured scenario and we need to develop a new case
-an incremental implementation- in one of the cell within or adjacency of the study area eme Peninsula and we
demand to find recent similar applications to use their knowledge in decision support.
Fig. 9. Input-Output Process

Basically land use, geographic analyses and conservation regulations are used as an input query to search
which decisions were given under the same conditions in most similar cases in the past.
Table 1. Descriptions of the new case query/testing
Input parameters
Feature values
Land Use
Secondary Housing
Road Type
2nd degree
Conservation Type
D3 (Natural Site Conservation-3rd degree)
Ownership
Municipal
Geological Formation
Alluvium
Slope Analysis
2-5 %
Seashore Buffer
True (within the 500m zone)
The testing session begins by when the user outlines a set of requirements for a new plan. Features of a new
case are entered by choosing required parameters from enumerated types (inputs) and weights are assigned.
The retrieval process (similarity computation) is executed when the user clicks the Ok button on the GUI.
Due to the selected parameters and assigned weights, GUI retrieves most similar case(s) from the case library
(output). GUI searches the case library by utilizing k-NN and computes the similarity results between 0-1
interval.
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Fig. 10. Configuring the input query by GUI

Similar cases are retrieved over the predefined threshold or which have highest scores, for example 3 cases
are demanded in GUI configuration and so 3 cases are retrieved. Similarity score for most similar 3 cases are:
case133 = 0.95
case151 = 0.92
case262 = 0.83
Fig. 11. GUI Output Form 1: Retrieved cases
Another noticeable feature of the customized GUI is extended case library connection. User can reach to
extra information about the retrieved cases (user should select one case from the list) by triggering Extra
Content button on the first template. An extended part of the case library which contains project files of cellular
cases is shown in another template.
User can reach to reports, aerial/satellite images, GIS analysis, maps, plans by simply clicking the extra
content buttons. The directory which contains the files of selected case (e.g. case133) is accessed by hitting the
Open Folder button.
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Fig. 12. GUI Output Form 2: Extra content

4.2. Results and Discussion
This study has tried to find out whether the CBM could support planning process and human decision making
in complex task like city planning. The main aim of the CBM is to help planners to prepare reasonable,
comprehensive and consistent recommendations on planning applications. This approach calls for a
representation of the values, arguments and opinions in the system. Also, descriptions of the cases and outcomes
of the retrieval should be understandable to the user.
This study finds that, CBM has achieved its main objective because it can retrieve the useful cases to the
planners. Browsing through the retrieved cases in GIS software (and other linked hypermedia), planners see how
other planners solved similar problems and combine solutions from several cases to create a proposal/decision.
While the retrieval process is built on tabular data (very common in previous studies and is used in this
study), user can reach the remaining spatial and additional data (gis maps, satellite images, plans, reports, etc.)
after the similar cases are found. City planners and urban designers can access the work of previous plans and
extract knowledge about the goals, methods, outcomes, and lessons of past cases. By providing access to the
experts views via the CBM, planners could critique, predict and propose for their new work in decision making
process.
Another underlying issue is about the utilized case numbers in CBM. 284 cellular cases are deployed in the
case library for using in pilot study. It is decided that, case library is sufficient to test the model. Shi and Yeh
(1999) used approximately 100 cases and Domeshek and Kolodner (1993) used 20 cases at the beginning of
Arhie and grew up to 150 cases in 2nd version.
If the purpose is to learn lessons and experiences from previous cases in city planning process, both good
practices and bad practices are certainly very important for decision maker. Contrary to CBR, within a planning
context, the difference between good and bad cases is not in similarity evaluation and retrieval but in how to use
them.
In this study the whole model approach is proposed to reach planning support, so it is decided that the final
decision maker should be human planner. In this manner auto reuse/adapt cycles of CBR process are not used
after retrieval. Adaptation process has also some operational difficulties in using complex domains. The system
1384
can be used in order to transfer expertise and render advice or recommendations, much like a human expert.
Urban planning often requires the experiences and expertise of planners and assistance of planning models and
analytical methods in its complicated decision-making process. By integrating CBR technique with powerful
capabilities of GIS can facilitate this process.
References
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Chapter 10
INVITED
SPEAKERS
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The Application of Fuzzy Logic for Image and Video Noise

Reduction
Mike Nachtegael
Ghent University, Dept. of Applied Mathematics and Computer Science
Fuzziness and Uncertainty Modeling Research Unit
Krijgslaan 281 - S9, 9000 Gent, Belgium
email: Mike.Nachtegael@UGent.be
ABSTRACT
In this contribution, which is a brief summary of an invited talk at ISCSE 2011, we focus on the application of
fuzzy set theory and fuzzy logic for noise removal in images and video. The paper consists of three parts. In
the first part we briefly review fuzzy set theory and fuzzy logic as tools to model approximate reasoning. The
other parts are intended to give the reader a brief look on some applications. These applications focus on the
removal of impulse noise, both in images and in video. More precisely, in the second part we discuss the results
of the FIDRM filter for the detection and reduction of impulse noise in grayscale images in the context of a large
comparative study, and in the third part we discuss the construction and performance of the FRINV-G filter for
the removal of random impulse noise in grayscale video. Both examples demonstrate the applicability and power
of fuzzy set theory and fuzzy logic, and can serve as an inspiration to use these tools in related image processing
problems. References to more in-depth contributions on these applications are provided in the bibliography.
1. INTRODUCTION
Images and image sequences are among the most important information carriers in todays society, and have
applications in a wide variety of fields such as industry, commerce, entertainment and medicine. The power of
images is that they can provide a lot of information in the blink of an eye. Due to bad acquisition, transmission
or recording, the images are however often corrupted by noise. A preprocessing module to denoise the images
then becomes necessary. For example, satellite images have to be denoised before ground structures can be
detected, and surveillance images have to be denoised before face recognition algorithms can be applied. Hence,
noise reduction is a very active research area.
The detection of noise is not a crisp problem, but a challenge that has to deal with uncertainties and
imprecision. It is not always straightforward to detect whether a pixel is contaminated with noise or not, and
if it is contaminated then one has to detect to what degree in order to apply a good correction. Since fuzzy
set theory and fuzzy logic are mathematical tools to deal with uncertainty and imprecision, they can also have
potential in the field of image processing. Our Laboratory works on the topic of image and video noise filtering
for nearly a decade, and it is our experience that so-called fuzzy filters outperform their classical counterparts,
both in terms of numerical and visual evaluation. This is mainly due to the fact that they allow the processing
of linguistic information (together with numerical information) and are capable of approximate reasoning (by
using fuzzy rules, see Section 2). We refer to Fig. 1 for a graphical representation.
In this contribution we discuss different aspects of two specific fuzzy filters. First we consider the earlier
mentioned FIDRM filter. We will not go into technical detail, but instead we will discuss the results of a large
comparative study that was undertaken to confirm the good results of this filter. In general, such comparative
studies are very important to position a newly developed filter in the variety of existing filters, but quite often
one notices that comparative studies are rather limited. Next, we consider the FRINV-G filter, for which we
will briefly discuss the principles of its construction and show some visual results. The presence of a temporal
component makes the noise removal process even more challenging, which explains why a multi-step approach is
used here. Both applications should provide the reader with some insight in the usefullness of fuzzy set theory
and fuzzy logic in image processing.
We will first start with a short note on the basics of fuzzy set theory and fuzzy logic.
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Figure 1. Fuzzy filters not only use numerical information to filter out the noise in images, but can also work with
linguistic information. Furthermore, fuzzy logic allows us to reason with this linguistic information and enables us to
better approximate human reasoning.
2. FUZZY SET THEORY AND FUZZY LOGIC

A crisp set in a universe X is characterized by an X {0, 1} mapping, where 1 indicates that an element belongs
to the set and 0 indicates it doesnt. A fuzzy set A in a universe X is characterized by an X [0, 1] mapping
A , called the membership function,1 where A (x) indicates the degree to which the element x in X belongs
to the set A or satisfies the property expressed by the set A. In other words, fuzzy sets allow membership
degrees between 0 and 1 and thus a more gradual transition between belonging to and not belonging to or
satisfying a property and not satisfying a property. This makes fuzzy sets very useful for the processing of
human knowledge, where linguistic values (e.g. large, small, . . . ) are used. For example, a difference in gray level
is not necessarily small or not small, but can be small to some degree. In this context, a possible membership
function of the fuzzy set small is given in Figure 2.
1
small
Figure 2. A possible membership function of the fuzzy set small (the parameter K can be chosen by the user, depending
on the application). The closer an element is to 0, the higher its membership value is.
The extension from crisp to fuzzy sets comes along with an extension of the underlying binary logical framework to fuzzy logic. In fuzzy logic, expressions can be true or false to a certain degree, and consequently we
should be able to connect such expressions (with the logical NOT, AND, OR, . . .) using fuzzy logical operators
that extend their binary counterparts. This can be achieved by using fuzzy logical operators, such as negators
(NOT), conjunctors (AND) and disjunctors (OR).
Formally,2 a negator N is a decreasing [0, 1] [0, 1] mapping that satisfies N (0) = 1 and N (1) = 0, a
conjunctor C is an increasing [0, 1] [0, 1] [0, 1] mapping that satisfies C(0, 0) = C(1, 0) = C(0, 1) = 0 and
C(1, 1) = 1, and a disjunctor D is an increasing [0, 1] [0, 1] [0, 1] mapping that satisfies D(1, 1) = D(1, 0) =
D(0, 1) = 1 and D(0, 0) = 0. The boundary conditions ensure that these fuzzy operators are real extensions of
the binary NOT, AND and OR. Popular examples are Ns (a) = 1 a, CM (a, b) = min(a, b) and CP (a, b) = a b,
DM (a, b) = max(a, b) and DP (a, b) = a + b a b, respectively, with a, b [0, 1].
Having fuzzy sets to model linguistic values and fuzzy logic to reason with them, fuzzy rules can be used to
model human reasoning and to derive new (imprecise) knowledge from given (imprecise) knowledge. An example
of a fuzzy rule is an expression of the form
IF ((p is P AND q is Q) OR (r is NOT R)), THEN (s is S),
with P, Q, R, S fuzzy sets (modeling linguistic values) and p, q, r, s elements from the corresponding universes.
The degree S(s) to which s is S (e.g., to which a pixel is considered noisy) is given by the degree to which the
1389
antecedent of the rule (i.e., the IF-part) is true. This degree is given by
S(s) = D(C(P (p), Q(q)), N (R(r))),
using a disjunctor D, a conjunctor C and a negator N .
With the above tools we are able to create a mathematical model for human reasoning with imprecise
knowledge.
3. PERFORMANCE OF THE FIDRM FILTER

For the detailed construction of the Fuzzy Impulse noise Detection and Reduction Method we refer to our work
in.3 Here, we briefly discuss the large comparative study that was carried out to validate the performance of
the filter. A total of 38 noise removal filters was involved in the comparative study. This variety of filters
can be divided in three subclasses: classical filters, fuzzy-classical filters (fuzzy logic based filters that are a
modification or extension of classical filters) and fuzzy filters (filters that are purely based on fuzzy logic and
have no straightforward connection with classical filters).
The classical filters include: MF (Median Filter), WF (Weighted Filter), AWF (Adaptive Weighted Filter),
WIENER (Wiener Filter), GAUS (Gaussian Filter) and EMF (Extended Median Filter).
The fuzzy-classical filters include the FIDRM filter, but also: FMF (Fuzzy Median Filter4, 5 ), TMED (Symmetrical Triangle Fuzzy Filter with median center6 ), ATMED (Asymmetrical Triangle Fuzzy Filter with median
center6 ), GMED (Gaussian Filter with Median Center6 ), WFM (Weighted Fuzzy Mean Filter7, 8 ), FWM (Fuzzy
Weighted Mean5 ), AWFM (first Adaptive Weighted Fuzzy Mean Filter7 ), AWFM2 (second Adaptive Weighted
Fuzzy Mean Filter8 ), CK (Choi & Krishnapuram Filter9 ), FDDF (Fuzzy Decision Directed Filter10 ), TMAV
(Symmetrical Triangle Fuzzy Filter with Moving Average Center6 ), ATMAV (Asymmetrical Triangle Fuzzy Filter with Moving Average Center6 ), DWMAV (Decreasing Weight Fuzzy Filter with Moving Average Center6 ),
GMAV (Gausian Fuzzy Filter with Moving Average Center6 ), MPASS (Multipass fuzzy filter11, 12 ) and FMMF
(Fuzzy Multilevel Median Filter11, 13 ).
Finally, the fuzzy filters include: FIRE (Fuzzy Inference Ruled by Else-action Filter14 ), DSFIRE (Dual Step
Fuzzy Inference Ruled by Else-action Filter15 ), PWLFIRE1 (first (non-adaptive) Piecewise Linear Fuzzy Inference Ruled by Else-action Filter16 ), PWLFIRE2 (second (adaptive) Piecewise Linear Fuzzy Inference Ruled by
Else-action Filter16 ), IFCF (Iterative Fuzzy Control based Filter17 ), MIFCF (Modified Iterative Fuzzy Control
based Filter17 ), EIFCF (Extended Iterative Fuzzy Control based Filter17 ), SFCF (Smoothing Fuzzy Control
based Filter18 ), SSFCF (Sharpening Smoothing Fuzzy Control based Filter17 ), GOA (Gaussian Noise Reduction
Filter19 ), HAF (Histogram Adaptieve Filter20 ), FSB1 (first Fuzzy-Similarity-Based Noise Reduction Filter21, 22 ),
FSB2 (second Fuzzy-Similarity-Based Noise Reduction Filter21, 22 ), FSB1R (first Recursive Fuzzy-SimilarityBased Noise Reduction Filter21, 22 ), and FSB2R (second Recursive Fuzzy-Similarity-Based Noise Reduction Filter21, 22 ).
The evaluation is carried out on two levels: numerical (based on the Mean Square Error values) and visual
(based on visual inspection by humans). In order to get a clear idea of the performance w.r.t. the level of impulse
noise, experiments have been carried out for 10%, 20%, 30%, 50%, 70% and 90% of impulse noise. Furthermore,
the experiments have been carried out on several images, such as the Lena image, the cameraman image and the
bridge image. Here, we will only show the numerical results for low impulse noise in Table 1.
These and other results show that the FIDRM filter, at that time, performed best for all levels of impulse
noise. In the case of the Lena image it reduces the MSE by a factor 143 for low levels (10%) and by a factor 57
for very high levels (90%). These are remarkable results.
An example of the visual results is given in Figure 3. The reader will recognize that the filtered image is very
similar to the original noisefree image, even though the noise image was contaminated with 50% impulse noise,
i.e., half of the pixels was corrupted and only half of the information contained in the original image remained
available. To experience this performance in another way the reader should only focus on the noisy image. It
will be quite difficult to detect any structure or any point of recognition in this highly contaminated image!
Additional visual experiments confirmed the state-of-the-art results of the FIDRM filter.
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Figure 3. Noise removal from the Mandrill image: top = part of the original image, middle = image contaminated with
50% impulse noise (salt & pepper noise), bottom = denoised result with the FIDRM filter.
1391
Noisy
MF
WF
AWF
WIENER
GAUS
EMF
FMF
TMED
ATMED
GMED
FIDRM
WFM
FWM
AWFM
AWFM2
CK
FDDF
TMAV
ATMAV
DWMAV
GMAV
MPASS
FMMF
FIRE
DSFIRE
PWLFIRE1
PWLFIRE2
IFCF
MIFCF
EIFCF
SFCF
SSFCF
GOA
HAF
FSB1
FSB2
FSB1R
FSB2R
10%
1731.4
80.93
305.2
1734.06
1857.91
1714.73
13.24
40.01
83.74
95.95
81.73
12.1
130.03
550.88
121.96
69.32
1489.27
843.04
87.49
133.19
305.2
3441.11
123.37
996.78
88.7
269.61
112.32
49.76
92.97
95.62
93.2
111.68
104.52
265.46
89.4
87.64
88.52
107.2
130.63
20%
3309.4
127.17
540.48
3287.44
1819.8
3276.44
44.48
102.31
134.85
116.29
128.03
30.57
136.42
907.78
130.7
74.96
2954.2
2146.31
144.76
144.57
540.48
5669.26
211.66
1981.24
258.42
296.72
385.29
263.57
137.41
167.65
141.43
214.79
199.16
411.51
94.76
137.34
136.2
134.53
154.86
30%
4719.34
232.86
758.05
4679.23
2002.45
4670.75
118.23
212.53
248.44
145.58
348.88
51.1
146.13
1292.56
139.64
84.46
4313.4
3510.19
267.64
145.82
758.05
508.46
376.51
3033.74
560.76
344.26
798.03
603.99
217.4
292.64
224.32
419.16
401.28
536.37
101.72
253.14
258.41
177.57
193.94
Table 1. MSE values for 10%, 20% and 30% impulse noise. The denoised image is compared to the original noisefree Lena
image.
4. CONSTRUCTION AND PERFORMANCE OF THE FRINV-G FILTER

For the detailed construction of the Fuzzy Random Impulse Noise filter for Grayscale Video we refer to our work
in.23 Here we will just point out the principle and the use of fuzzy rules in one of the filtering steps. Note that
the FRINV-G filter is developed for random impulse noise, i.e., we consider the situation in which an original
image sequence Io is corrupted by impulse noise with random noise values coming from a uniform distribution,
1392
resulting in a noisy image sequence In :

(
Io (x, y, t),
In (x, y, t) =
(x, y, t),
with probability 1 pr,

with probability pr.
In this expression, In (x, y, t) and Io (x, y, t) stand for the grey value of the pixel with spatial coordinates (x, y) in
the t-th frame of the noisy and original sequence and pr [0, 1] denotes the probabilty that a pixel is corrupted
and replaced by a random noise value (x, y, t) coming from a uniform distribution.
It is quite clear that video makes things much more complicated: the introduction of a temporal component
implies that good filtering can only be achieved if the temporal aspect is taken well into account, i.e., if motion
information is incorporated in the filter design. Filters for color video are even more complex, because the
temporal information has to be combined with the color information.
As most video filters in literature are designed for sequences corrupted by gaussian noise, much less video
filters exist for the removal of impulse noise. Existing 2D filters for impulse noise can be extended to video by
applying the 2D filter to each frame of the video sequence, but temporal inconsistencies will arise when motion
is neglected in the filtering process. Existing 3D filters on the other hand often suffer from detail loss because
too many pixels are filtered or too many pixels are left unfiltered in order to preserve the image details.
Our FRINV-G filter, which is specifically designed to remove random impulse noise from grayscale image
sequences, tries to overcome these difficulties by using a multi-step approach. Instead of removing all the supposed
noise at once, the FRINV-G filter consists of three different successive filtering steps and a fourth refinement
step. In each filtering step, only the pixels that are detected as being noisy (a detection that is achieved by fuzzy
rules) are filtered and to exploit the temporal information detected pixels are filtered in a motion compensated
way. This multi-step approach might take more time than a single-step approach, but it allows to detect and
remove the noise in a more structured way.
To show the general principles behind each of these filtering steps we limit ourselves to the first step, as the
other steps are more or less similar. In this first step, both a degree to which a pixel is considered noisefree
and noisy is calculated. If the noisy degree is larger than the noisefree degree, the pixel is filtered in a motion
compensated way.
To obtain the noisefree degree of a pixel we adopt the following reasoning. A pixel can be considered noisefree
if it is similar to the pixel at the same spatial location in the previous and preprevious frame and has also some
similar neighbours. If the noisefree situation of the pixel is not confirmed in time, possibly due to motion, we
will require more spatial confirmation (similar neighbours). We can translate this into the following fuzzy rule
to obtain the noisefree degree.
Fuzzy Rule 1.
IF( the absolute differences |In (x, y, t)If2 (x, y, t1)| and |In (x, y, t)If (x, y, t2)| are NOT LARGE POSITIVE AND
there are two neighbours (x + k, y + l, t) (2 k, l 2 and (k, l) 6= (0, 0)) for which |In (x, y, t) In (x + k, y + l, t)|
is NOT LARGE POSITIVE)
OR there are four neighbours (x+k, y+l, t) (2 k, l 2 and (k, l) 6= (0, 0)) for which |In (x, y, t)In (x+k, y+l, t)|
is NOT LARGE POSITIVE
THEN the pixel at position (x, y, t) is considered NOISEFREE.
In a similar way, we adopt the following reasoning to detect noisy pixels. A pixel can be considered noisy
if the difference in grey value compared to the pixel at the same spatial location in the filtered previous frame
is large positive or large negative and if this does not hold for its neighbours (then we can assume that the
difference is not caused by motion) and if this is confirmed spatially by the fact that there is a direction in
which the differences in grey level between the considered pixel and the two respective neighbours are both large
positive or large negative and if the difference in grey value of those two neighbours is not large positive (then
we can assume that the pixel is an impulse between two pixels that are expected to belong to the same object).
We can translate this into the following fuzzy rule to obtain the noise degree.
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Figure 4. 20-th frame of the Deadline video sequence: top = original frame, middle = noisy frame (25% random impulse
noise), bottom = result of our FRINV-G filter.
Fuzzy Rule 2.
IF((the difference In (x, y, t) If2 (x, y, t 1) is LARGE
POSITIVE AND NOT for five neighbours (x + k, y + l, t) (2 k, l 2 and (k, l) =
6 (0, 0)) the difference In (x +
k, y + l, t) If2 (x + k, y + l, t 1) is LARGE POSITIVE)
OR (the difference In (x, y, t) If2 (x, y, t 1) is LARGE
NEGATIVE AND NOT for five neighbours (x + k, y + l, t) (2 k, l 2 and (k, l) =
6 (0, 0)) the difference In (x +
k, y + l, t) If2 (x + k, y + l, t 1) is LARGE NEGATIVE))
AND (( in one of the four directions the differences In (x, y, t) In (x + k, y + l, t) and In (x, y, t) In (x k, y l, t)
((k, l) {(1, 1), (1, 0), (1, 1), (0, 1)}) are both LARGE
POSITIVE OR both LARGE NEGATIVE) AND the absolute difference |In (x+k, y+l, t)In (xk, yl, t)| is NOT LARGE)
THEN the pixel at position (x, y, t) is considered noisy.
1394
To apply these rules one only needs a membership function to represent the linguistic value large positive
(which is in this case achieved by a piecewise linear function); its reflection is the membership function of the
linguistic value large negative. The degree to which a pixel belongs to the fuzzy set noisefree corresponds to the
degree to which the antecedent in fuzzy rule 1 is true. The degree to which a pixel belongs to the fuzzy set noisy
corresponds to the degree to which the antecedent in fuzzy rule 2 is true.
Finally, all pixels for which the noisy degree is higher than the noisefree degree are filtered, the other pixels
remain unchanged. The filtering is performed in a motion compensated way (block matching).
Experimental results clearly demonstrate that the FRINV-G filter outperforms other state-of-the-art filters.
The performance of the proposed method was compared to several 3D state-of-the-art filters, such as the 3D
rational filter,24 the adaptive 3D median filter (A3DM) and the weighted 3D median filter (W3DM),25 the
adaptive 3D LUM smoother (LUM)26 and the peak-and-valley filter (PAV).27 An example of the powerful visual
result of the FRINV-G filter is shown in Figure 4.
5. CONCLUDING REMARKS
Fuzzy set theory and fuzzy logic are tools to model human (approximate) reasoning, using linguistic variables in
the reasoning process. This ability is a major advantage in applications where uncertainty and imprecision are
naturally present. Noise removal in images and video is such a application, as it is usually uncertain whether a
pixel is contaminated with noise, and if so, to what degree. In this contribution we have just briefly touched this
subject by discussing two fuzzy filters. The goal here was not to provide all the technical details (we refer to the
bibliography below), but to give a quick look on some construction and performance aspects, and to show that
fuzzy set theory and fuzzy logic can be very usefull tools in image processing applications.
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June, 1 4, 2011

KUSADASI, AYDIN, TURKEY

2 nd International Symposium on Computing in Science & Engineering

Gediz University Publication No. GU 004

June 1 -4,Kusadasi, Aydin, Turkey http://iscse2011.gediz.edu.tr

2 nd International Symposium on Computing in Science & Engineering

June 1 -4,Kusadasi, Aydin, Turkey http://iscse2011.gediz.edu.tr

2 nd International Symposium on Computing in Science & Engineering

June 1 -4,Kusadasi, Aydin, Turkey http://iscse2011.gediz.edu.tr

2 nd International Symposium on Computing in Science & Engineering

Gediz University (TR)

SPONSORS AND SUPPORTERS

June 1 -4,Kusadasi, Aydin, Turkey http://iscse2011.gediz.edu.tr

2 nd International Symposium on Computing in Science & Engineering

Iona College (USA)

June 1 -4,Kusadasi, Aydin, Turkey http://iscse2011.gediz.edu.tr

2 nd International Symposium on Computing in Science & Engineering

Ege University (TR)

June 1 -4,Kusadasi, Aydin, Turkey http://iscse2011.gediz.edu.tr

2 nd International Symposium on Computing in Science & Engineering

Proceeding Number: 100/01

Proceeding Number: 100/09

Proceeding Number: 100/13

Proceeding Number: 100/16

Rule Base Representation in XML

June 1 -4,Kusadasi, Aydin, Turkey http://iscse2011.gediz.edu.tr

2 nd International Symposium on Computing in Science & Engineering

Proceeding Number: 100/24

Improving PMG Mechanism for SPIT Detection

Proceeding Number: 100/31

Proceeding Number: 100/35

An Approach to Part of Speech Tagging for Turkish

Proceeding Number: 100/51

Proceeding Number: 100/56

June 1 -4,Kusadasi, Aydin, Turkey http://iscse2011.gediz.edu.tr

2 nd International Symposium on Computing in Science & Engineering

Proceeding Number: 100/60

Proceeding Number: 100/61

Proceeding Number: 100/67

Proceeding Number: 100/69

Proceeding Number: 100/77

Complexity of Extremal Set Problem

M-SVD Based Image and Video Quality Measures

June 1 -4,Kusadasi, Aydin, Turkey http://iscse2011.gediz.edu.tr

2 nd International Symposium on Computing in Science & Engineering

Proceeding Number: 100/87

Chapter 2 - ELECTRIC AND ELECTRONICS ENGINEERING

Proceeding Number: 200/03

Proceeding Number: 200/10

June 1 -4,Kusadasi, Aydin, Turkey http://iscse2011.gediz.edu.tr

2 nd International Symposium on Computing in Science & Engineering

Proceeding Number: 200/11

The Memcapacitor-Capacitor Problem

Proceeding Number: 200/28

Proceeding Number: 200/33

Bullet Matching Using Profile Clustering

June 1 -4,Kusadasi, Aydin, Turkey http://iscse2011.gediz.edu.tr

2 nd International Symposium on Computing in Science & Engineering

Chapter 3 - INDUSTRIAL ENGINEERING

Proceeding Number: 300/01

Proceeding Number: 300/02

A Fuzzy Multicriteria SWOT Analysis

A Review Of Simulation Tools For Hospital Systems