Search results for: broyden fletcher goldfarb shanno (BFGS)quasi newton

Authors: Dewi Retno Sari Saputro, Purnami Widyaningsih, Hendrika Handayani

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Extreme data on an observation can occur due to unusual circumstances in the observation. The data can provide important information that can’t be provided by other data so that its existence needs to be further investigated. The method for obtaining extreme data is one of them using maxima block method. The distribution of extreme data sets taken with the maxima block method is called the distribution of extreme values. Distribution of extreme values is Gumbel distribution with two parameters. The parameter estimation of Gumbel distribution with maximum likelihood method (ML) is difficult to determine its exact value so that it is necessary to solve the approach. The purpose of this study was to determine the parameter estimation of Gumbel distribution with quasi-Newton BFGS method. The quasi-Newton BFGS method is a numerical method used for nonlinear function optimization without constraint so that the method can be used for parameter estimation from Gumbel distribution whose distribution function is in the form of exponential doubel function. The quasi-New BFGS method is a development of the Newton method. The Newton method uses the second derivative to calculate the parameter value changes on each iteration. Newton's method is then modified with the addition of a step length to provide a guarantee of convergence when the second derivative requires complex calculations. In the quasi-Newton BFGS method, Newton's method is modified by updating both derivatives on each iteration. The parameter estimation of the Gumbel distribution by a numerical approach using the quasi-Newton BFGS method is done by calculating the parameter values that make the distribution function maximum. In this method, we need gradient vector and hessian matrix. This research is a theory research and application by studying several journals and textbooks. The results of this study obtained the quasi-Newton BFGS algorithm and estimation of Gumbel distribution parameters. The estimation method is then applied to daily rainfall data in Purworejo District to estimate the distribution parameters. This indicates that the high rainfall that occurred in Purworejo District decreased its intensity and the range of rainfall that occurred decreased.

Keywords: parameter estimation, Gumbel distribution, maximum likelihood, broyden fletcher goldfarb shanno (BFGS)quasi newton

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Authors: Strahinja Kovačević, Jelena Vladić, Senka Vidović, Zoran Zeković, Lidija Jevrić, Sanja Podunavac Kuzmanović

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Supercritical extracts of highly valuated medicinal plant Satureja montana were prepared by application of supercritical carbon dioxide extraction in the carbon dioxide pressure range from 125 to 350 bar and temperature range from 40 to 60°C. Using GC/MS method of analysis chemical profiles (aromatic constituents) of S. montana extracts were obtained. Self-training artificial neural networks were applied to predict the retention time of the analyzed terpenes in GC/MS system. The best ANN model obtained was multilayer perceptron (MLP 11-11-1). Hidden activation was tanh and output activation was identity with Broyden–Fletcher–Goldfarb–Shanno training algorithm. Correlation measures of the obtained network were the following: R(training) = 0.9975, R(test) = 0.9971 and R(validation) = 0.9999. The comparison of the experimental and predicted retention times of the analyzed compounds showed very high correlation (R = 0.9913) and significant predictive power of the established neural network.

Keywords: ANN regression, GC/MS, Satureja montana, terpenes

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Authors: M. Y. Waziri, M. A. Aliyu

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The paper proposes an approach to improve the performance of Broyden’s method for solving systems of nonlinear equations. In this work, we consider the information from two preceding iterates rather than a single preceding iterate to update the Broyden’s matrix that will produce a better approximation of the Jacobian matrix in each iteration. The numerical results verify that the proposed method has clearly enhanced the numerical performance of Broyden’s Method.

Keywords: mulit-step Broyden, nonlinear systems of equations, computational efficiency, iterate

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Authors: Abraham Castellanos, Christophe Durville, Sophie Echenim

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In this article, a portfolio optimization problem is performed in a Solvency II context: it illustrates how advanced optimization techniques can help to tackle complex operational pain points around the monitoring, control, and stability of Solvency Capital Requirement (SCR). The market SCR of a portfolio is calculated as a combination of SCR sub-modules. These sub-modules are the results of stress-tests on interest rate, equity, property, credit and FX factors, as well as concentration on counter-parties. The market SCR is non convex and non differentiable, which does not make it a natural optimization criteria candidate. In the SCR formulation, correlations between sub-modules are fixed, whereas risk-driven portfolio allocation is usually driven by the dynamics of the actual correlations. Implementing a portfolio construction approach that is efficient on both a regulatory and economic standpoint is not straightforward. Moreover, the challenge for insurance portfolio managers is not only to achieve a minimal SCR to reduce non-invested capital but also to ensure stability of the SCR. Some optimizations have already been performed in the literature, simplifying the standard formula into a quadratic function. But to our knowledge, it is the first time that the standard formula of the market SCR is used in an optimization problem. Two solvers are combined: a bundle algorithm for convex non- differentiable problems, and a BFGS (Broyden-Fletcher-Goldfarb- Shanno)-SQP (Sequential Quadratic Programming) algorithm, to cope with non-convex cases. A market SCR minimization is then performed with historical data. This approach results in significant reduction of the capital requirement, compared to a classical Markowitz approach based on the historical volatility. A comparative analysis of different optimization models (equi-risk-contribution portfolio, minimizing volatility portfolio and minimizing value-at-risk portfolio) is performed and the impact of these strategies on risk measures including market SCR and its sub-modules is evaluated. A lack of diversification of market SCR is observed, specially for equities. This was expected since the market SCR strongly penalizes this type of financial instrument. It was shown that this direct effect of the regulation can be attenuated by implementing constraints in the optimization process or minimizing the market SCR together with the historical volatility, proving the interest of having a portfolio construction approach that can incorporate such features. The present results are further explained by the Market SCR modelling.

Keywords: financial risk, numerical optimization, portfolio management, solvency capital requirement

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Authors: Gautam Kumar Saharia, Sagardeep Talukdar, Riki Dutta, Sudipta Nandy

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The physics informed neural network (PINN) method opens up an approach for numerically solving nonlinear partial differential equations leveraging fast calculating speed and high precession of modern computing systems. We construct the PINN based on strong universal approximation theorem and apply the initial-boundary value data and residual collocation points to weekly impose initial and boundary condition to the neural network and choose the optimization algorithms adaptive moment estimation (ADAM) and Limited-memory Broyden-Fletcher-Golfard-Shanno (L-BFGS) algorithm to optimize learnable parameter of the neural network. Next, we improve the PINN with a weighted loss function to obtain both the bright and dark soliton solutions of Fokas-Lenells equation (FLE). We find the proposed scheme of adjustable weight coefficients into PINN has a better convergence rate and generalizability than the basic PINN algorithm. We believe that the PINN approach to solve the partial differential equation appearing in nonlinear optics would be useful to study various optical phenomena.

Keywords: deep learning, optical Soliton, neural network, partial differential equation

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Authors: Gautam Kumar Saharia, Sagardeep Talukdar, Riki Dutta, Sudipta Nandy

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The physics-informed neural network (PINN) method opens up an approach for numerically solving nonlinear partial differential equations leveraging fast calculating speed and high precession of modern computing systems. We construct the PINN based on a strong universal approximation theorem and apply the initial-boundary value data and residual collocation points to weekly impose initial and boundary conditions to the neural network and choose the optimization algorithms adaptive moment estimation (ADAM) and Limited-memory Broyden-Fletcher-Golfard-Shanno (L-BFGS) algorithm to optimize learnable parameter of the neural network. Next, we improve the PINN with a weighted loss function to obtain both the bright and dark soliton solutions of the Fokas-Lenells equation (FLE). We find the proposed scheme of adjustable weight coefficients into PINN has a better convergence rate and generalizability than the basic PINN algorithm. We believe that the PINN approach to solve the partial differential equation appearing in nonlinear optics would be useful in studying various optical phenomena.

Keywords: deep learning, optical soliton, physics informed neural network, partial differential equation

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Authors: Adel Mohsen

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A direct method based on the good Broyden's updates for evaluating the inverse of a nonsingular square matrix of full rank and solving related system of linear algebraic equations is studied. For a matrix A of order n whose LU-decomposition is A = LU, the multiplication count is O (n3). This includes the evaluation of the LU-decompositions of the inverse, the lower triangular decomposition of A as well as a “reduced matrix inverse”. If an explicit value of the inverse is not needed the order reduces to O (n3/2) to compute to compute inv(U) and the reduced inverse. For a symmetric matrix only O (n3/3) operations are required to compute inv(L) and the reduced inverse. An example is presented to demonstrate the capability of using the reduced matrix inverse in treating ill-conditioned systems. Besides the simplicity of Broyden's update, the method provides a mean to exploit the possible sparsity in the matrix and to derive a suitable preconditioner.

Keywords: Broyden's updates, matrix inverse, inverse factorization, solution of linear algebraic equations, ill-conditioned matrices, preconditioning

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Authors: Khairil Iskandar Othman, Nadhirah Kamal, Zarina Bibi Ibrahim

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Block methods for solving stiff systems of ordinary differential equations (ODEs) are based on backward differential formulas (BDF) with PE(CE)2 and Newton method. In this paper, we introduce Modified Newton as a new strategy to get more efficient result. The derivation of BBDF using modified block Newton method is presented. This new block method with predictor-corrector gives more accurate result when compared to the existing BBDF.

Keywords: modified Newton, stiff, BBDF, Jacobian matrix

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Authors: T. Martini, J. M. Martínez

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An algorithmic acceleration strategy based on quasi-Newton (or secant) methods is displayed for address the practical problem of accelerating the convergence of the Newton-Lagrange method in the case of convergence to critical multipliers. Since the Newton-Lagrange iteration converges locally at a linear rate, it is natural to conjecture that quasi-Newton methods based on the so called secant equation and some minimal variation principle, could converge superlinearly, thus restoring the convergence properties of Newton's method. This strategy can also be applied to accelerate the convergence of algorithms applied to fixed-points problems. Computational experience is reported illustrating the efficiency of this strategy to solve fixed-point problems with linear convergence rate.

Keywords: algorithmic acceleration, fixed-point problems, nonlinear programming, quasi-newton method

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Authors: Taweechai Nuntawisuttiwong, Natasha Dejdumrong

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Newton-Lagrange Interpolations are widely used in numerical analysis. However, it requires a quadratic computational time for their constructions. In computer aided geometric design (CAGD), there are some polynomial curves: Wang-Ball, DP and Dejdumrong curves, which have linear time complexity algorithms. Thus, the computational time for Newton-Lagrange Interpolations can be reduced by applying the algorithms of Wang-Ball, DP and Dejdumrong curves. In order to use Wang-Ball, DP and Dejdumrong algorithms, first, it is necessary to convert Newton-Lagrange polynomials into Wang-Ball, DP or Dejdumrong polynomials. In this work, the algorithms for converting from both uniform and non-uniform Newton-Lagrange polynomials into Wang-Ball, DP and Dejdumrong polynomials are investigated. Thus, the computational time for representing Newton-Lagrange polynomials can be reduced into linear complexity. In addition, the other utilizations of using CAGD curves to modify the Newton-Lagrange curves can be taken.

Keywords: Lagrange interpolation, linear complexity, monomial matrix, Newton interpolation

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Authors: Maria Lubomira Kubica

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The paper reveals the birth and evolution of the British precedent Rylands v. Fletcher that, once adopted on the other side of the Ocean (in United States), gave rise to a general clause of liability for abnormally dangerous activities recognized by the §20 of the American Restatements of the Law Third, Liability for Physical and Emotional Harm. The main goal of the paper was to analyze the development of the legal doctrine and of the case law posterior to the precedent together with the intent of the British judicature to leapfrog from the traditional rule contained in Rylands v. Fletcher to a general clause similar to that introduced in the United States and recently also on the European level. As it is well known, within the scope of tort law two different initiatives compete with the aim of harmonizing the European laws: European Group on Tort Law with its Principles of European Tort Law (hereinafter PETL) in which article 5:101 sets forth a general clause for strict liability for abnormally dangerous activities and Study Group on European Civil Code with its Common Frame of Reference (CFR) which promotes rather ad hoc model of listing out determined cases of strict liability. Very narrow application scope of the art. 5:101 PETL, restricted only to abnormally dangerous activities, stays in opposition to very broad spectrum of strict liability cases governed by the CFR. The former is a perfect example of a general clause that offers a minimum and basic standard, possibly acceptable also in those countries in which, like in the United Kingdom, this regime of liability is completely marginalized.

Keywords: Rylands v. Fletcher, strict liability, dangerous activities, general clause

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Authors: Maria Lubomira Kubica

Abstract:

The paper reveals the birth and evolution of the British precedent Rylands v. Fletcher that, once adopted on the other side of the Ocean (in United States), gave rise to a general clause of liability for abnormally dangerous activities recognized by the §20 of the American Restatements of the Law Third, Liability for Physical and Emotional Harm. The main goal of the paper was to analyze the development of the legal doctrine and of the case law posterior to the precedent together with the intent of the British judicature to leapfrog from the traditional rule contained in Rylands v. Fletcher to a general clause similar to that introduced in the United States and recently also on the European level. As it is well known, within the scope of tort law two different initiatives compete with the aim of harmonizing the European laws: European Group on Tort Law with its Principles of European Tort Law (hereinafter PETL) in which article 5:101 sets forth a general clause for strict liability for abnormally dangerous activities and Study Group on European Civil Code with its Common Frame of Reference (CFR) which promotes rather ad hoc model of listing out determined cases of strict liability. Very narrow application scope of the art. 5:101 PETL, restricted only to abnormally dangerous activities, stays in opposition to very broad spectrum of strict liability cases governed by the CFR. The former is a perfect example of a general clause that offers a minimum and basic standard, possibly acceptable also in those countries in which, like in the United Kingdom, this regime of liability is completely marginalized.

Keywords: abnormally dangerous activities, general clause, Rylands v. Fletcher, strict liability

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Authors: Khairil I. Othman, Nur N. Kamal, Zarina B. Ibrahim

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In this paper, we present modified Newton method as a new strategy for improving the efficiency of Two Point Block Backward Differentiation Formulas (BBDF) when solving stiff systems of ordinary differential equations (ODEs). These methods are constructed to produce two approximate solutions simultaneously at each iteration The detailed implementation of the predictor corrector BBDF with PE(CE)2 with modified Newton are discussed. The proposed modification of BBDF is validated through numerical results on some standard problems found in the literature and comparisons are made with the existing Block Backward Differentiation Formula. Numerical results show the advantage of using the new strategy for solving stiff ODEs in improving the accuracy of the solution.

Keywords: newton method, two point, block, accuracy

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Authors: Geetanjali Panda, Suvrakanti Chakraborty

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In this paper, Newton-like descent methods are proposed for unconstrained optimization problems, which use q-derivatives of the gradient of an objective function. First, a local scheme is developed with alternative sufficient optimality condition, and then the method is extended to a global scheme. Moreover, a variant of practical Newton scheme is also developed introducing a real sequence. Global convergence of these schemes is proved under some mild conditions. Numerical experiments and graphical illustrations are provided. Finally, the performance profiles on a test set show that the proposed schemes are competitive to the existing first-order schemes for optimization problems.

Keywords: Descent algorithm, line search method, q calculus, Quasi Newton method

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Authors: Nicholas Jensen

Abstract:

As the effort to create new drugs to treat rare conditions cost-effectively intensifies, there is a need to ensure maximum efficiency in the manufacturing process. This includes the creation of ultracompact treatment forms, which can best be achieved via applications of fundamental laws of physics. This paper reports an experiment exploring the relationship between the forms of Newton's 2ⁿᵈ Law appropriate to linear motion and to transversal architraves. The moment of inertia of three discs was determined by experiments and compared with previous data derived from a theoretical relationship. The method used was to attach the discs to a moment arm. Comparing the results with those obtained from previous experiments, it is found to be consistent with the first law of thermodynamics. It was further found that Newton's 2ⁿᵈ law violates the second law of thermodynamics. The purpose of this experiment was to explore the relationship between the forms of Newton's 2nd Law appropriate to linear motion and to apply torque to a twisting force, which is determined by position vector r and force vector F. Substituting equation alpha in place of beta; angular acceleration is a linear acceleration divided by radius r of the moment arm. The nevrological analogy of Newton's 2nd Law states that these findings can contribute to a fuller understanding of thermodynamics in relation to viscosity. Implications for the pharmaceutical industry will be seen to be fruitful from these findings.

Keywords: Newtonian physics, inertia, viscosity, pharmaceutical applications

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Authors: Sara Mahesar, Saleem M. Chandio, Hira Soomro

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Nonlinear system of equations in two variables is a system which contains variables of degree greater or equal to two or that comprises of the transcendental functions. Mathematical modeling of numerous physical problems occurs as a system of nonlinear equations. In applied and pure mathematics it is the main dispute to solve a system of nonlinear equations. Numerical techniques mainly used for finding the solution to problems where analytical methods are failed, which leads to the inexact solutions. To find the exact roots or solutions in case of the system of non-linear equations there does not exist any analytical technique. Various methods have been proposed to solve such systems with an improved rate of convergence and accuracy. In this paper, a new scheme is developed for solving system of non-linear equation in two variables. The iterative scheme proposed here is modified form of the conventional Newton’s Method (CN) whose order of convergence is two whereas the order of convergence of the devised technique is three. Furthermore, the detailed error and convergence analysis of the proposed method is also examined. Additionally, various numerical test problems are compared with the results of its counterpart conventional Newton’s Method (CN) which confirms the theoretic consequences of the proposed method.

Keywords: conventional Newton’s method, modified Newton’s method, order of convergence, system of nonlinear equations

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Authors: Mohamed Hafid, Marcel Lacroix

Abstract:

This study presents an inverse analysis for predicting the thermal conductivities and the heat flux of a high-temperature metallurgical reactor simultaneously. Once these thermal parameters are predicted, the time-varying thickness of the protective phase-change bank that covers the inside surface of the brick walls of a metallurgical reactor can be calculated. The enthalpy method is used to solve the melting/solidification process of the protective bank. The inverse model rests on the Levenberg-Marquardt Method (LMM) combined with the Broyden method (BM). A statistical analysis for the thermal parameter estimation is carried out. The effect of the position of the temperature sensors, total number of measurements and measurement noise on the accuracy of inverse predictions is investigated. Recommendations are made concerning the location of temperature sensors.

Keywords: inverse heat transfer, phase change, metallurgical reactor, Levenberg–Marquardt method, Broyden method, bank thickness

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Authors: M. Abdelmalek

Abstract:

In this work, we study the hypersurfaces of constant weighted mean curvature embedded in weighted manifolds. We give a condition about these hypersurfaces to be minimal. This condition is given by the ellipticity of the weighted Newton transformations. We especially prove that two compact hypersurfaces of constant weighted mean curvature embedded in space forms and with the intersection in at least a point of the boundary must be transverse. The method is based on the calculus of the matrix of the second fundamental form in a boundary point and then the matrix associated with the Newton transformations. By equality, we find the weighted elementary symmetric function on the boundary of the hypersurface. We give in the end some examples and applications. Especially in Euclidean space, we use the above result to prove the Alexandrov spherical caps conjecture for the weighted case.

Keywords: weighted mean curvature, weighted manifolds, ellipticity, Newton transformations

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Authors: Byung Ho Jung, Dong Hoon Lim

Abstract:

Logistic regression is a statistical method for analyzing a dataset in which there are one or more independent variables that determine an outcome. Logistic regression is used extensively in numerous disciplines, including the medical and social science fields. In this paper, we address the problem of estimating parameters in the logistic regression based on MapReduce framework with RHadoop that integrates R and Hadoop environment applicable to large scale data. There exist three learning algorithms for logistic regression, namely Gradient descent method, Cost minimization method and Newton-Rhapson's method. The Newton-Rhapson's method does not require a learning rate, while gradient descent and cost minimization methods need to manually pick a learning rate. The experimental results demonstrated that our learning algorithms using RHadoop can scale well and efficiently process large data sets on commodity hardware. We also compared the performance of our Newton-Rhapson's method with gradient descent and cost minimization methods. The results showed that our newton's method appeared to be the most robust to all data tested.

Keywords: big data, logistic regression, MapReduce, RHadoop

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Authors: Nur Rokhman

Abstract:

A mathematical function gives relationship between the variables composing the function. Interpolation can be viewed as a process of finding mathematical function which goes through some specified points. There are many interpolation methods, namely: Lagrange method, Newton method, Spline method etc. For some specific condition, such as, big amount of interpolation points, the interpolation function can not be written explicitly. This such function consist of computational steps. The solution of equations involving the interpolation function is a problem of solution of non linear equation. Newton method will not work on the interpolation function, for the derivative of the interpolation function cannot be written explicitly. This paper shows the use of Secton method to determine the numerical solution of the function involving the interpolation function. The experiment shows the fact that Secton method works better than Newton method in finding the root of Lagrange interpolation function.

Keywords: Secton method, interpolation, non linear function, numerical solution

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Authors: C. S. Bianca Sabrina, N. Egidio Raimundo, L. Alexandre Baratella, C. H. João Paulo

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This paper aims to present a study, with the theoretical concepts and applications of the Quadcopter, using the MATLAB simulator. In order to use this tool, the study of the stability of the drone through a Proportional - Integral - Derivative (PID) controller will be presented. After the stability study, some tests are done on the simulator and its results will be presented. From the mathematical model, it is possible to find the Newton-Euler angles, so that it is possible to stabilize the quadcopter in a certain position in the air, starting from the ground. In order to understand the impact of the controllers gain values on the stabilization of the Euler-Newton angles, three conditions will be tested with different controller gain values.

Keywords: controllers, drones, quadcopter, stability

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Authors: H. Abaal, R. Skouri

Abstract:

A power flow analysis is a steady-state study of power grid. The goal of power flow analysis is to determine the voltages, currents, and real and reactive power flows in a system under a given load conditions. In this paper, the load flow analysis program by Newton Raphson polar coordinates Method is developed. The effectiveness of the developed program is evaluated through a simple 5-IEEE test system bus by simulations using MATLAB.

Keywords: power flow analysis, Newton Raphson polar coordinates method

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Authors: Cristian Patrascioiu, Loredana Negoita

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This paper is focused on modeling and simulation of the tubular heaters. The paper is structured in four parts: the structure of the tubular convection section, the heat transfer model, the adaptation of the mathematical model and the solving model. The main hypothesis of the heat transfer modeling is that the heat exchanger of the convective tubular heater is a lumped system. In the same time, the model uses the heat balance relations, Newton’s law and criteria relations. The numerical program achieved allows for the estimation of the burn gases outlet temperature and the heated flow outlet temperature.

Keywords: heat exchanger, mathematical modelling, nonlinear equation system, Newton-Raphson algorithm

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Authors: Daniel Fundi Murithi

Abstract:

Data from economic, social, clinical, and industrial studies are in some way incomplete or incorrect due to censoring. Such data may have adverse effects if used in the estimation problem. We propose the use of Maximum Likelihood Estimation (MLE) under a progressive type-II censoring scheme to remedy this problem. In particular, maximum likelihood estimates (MLEs) for the location (µ) and scale (λ) parameters of two Parameter Rayleigh distribution are realized under a progressive type-II censoring scheme using the Expectation-Maximization (EM) and the Newton-Raphson (NR) algorithms. These algorithms are used comparatively because they iteratively produce satisfactory results in the estimation problem. The progressively type-II censoring scheme is used because it allows the removal of test units before the termination of the experiment. Approximate asymptotic variances and confidence intervals for the location and scale parameters are derived/constructed. The efficiency of EM and the NR algorithms is compared given root mean squared error (RMSE), bias, and the coverage rate. The simulation study showed that in most sets of simulation cases, the estimates obtained using the Expectation-maximization algorithm had small biases, small variances, narrower/small confidence intervals width, and small root of mean squared error compared to those generated via the Newton-Raphson (NR) algorithm. Further, the analysis of a real-life data set (data from simple experimental trials) showed that the Expectation-Maximization (EM) algorithm performs better compared to Newton-Raphson (NR) algorithm in all simulation cases under the progressive type-II censoring scheme.

Keywords: expectation-maximization algorithm, maximum likelihood estimation, Newton-Raphson method, two-parameter Rayleigh distribution, progressive type-II censoring

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Authors: Maged Assem Soliman Mossallam

Abstract:

The conversion of solar thruster model to an upper stage hydrogen rocket is considered. Solar thruster categorization limits its capabilities to low and moderate thrust system with high specific impulse. The current study proposes a different concept for such systems by increasing the thrust which enables using as an upper stage rocket and for future launching purposes. A computational model for the thruster is discussed for solar thruster subsystems. The first module depends on ray tracing technique to determine the intercepted solar power by the hydrogen combustion chamber. The cavity receiver is modeled using finite volume technique. The final module imports the heated hydrogen properties to the nozzle using quasi one dimensional simulation. The probability of shock waves formulation inside the nozzle is almost diminished as the outlet pressure in space environment tends to zero. The computational model relates the high thrust hydrogen rocket conversion to the design parameters and operating conditions of the thruster. Three different designs for solar thruster systems are discussed. The first design is a low thrust high specific impulse design that produces about 10 Newton of thrust .The second one output thrust is about 250 Newton and the third design produces about 1000 Newton.

Keywords: space propulsion, hydrogen rocket, thrust, specific impulse

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Authors: Kreangkri Ratchagit

Abstract:

This paper is concerned with exponential stability of switched linear systems with interval time-varying delays. The time delay is any continuous function belonging to a given interval, in which the lower bound of delay is not restricted to zero. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton’s formula, a switching rule for the exponential stability of switched linear systems with interval time-varying delays and new delay-dependent sufficient conditions for the exponential stability of the systems are first established in terms of LMIs. Finally, some examples are exploited to illustrate the effectiveness of the proposed schemes.

Keywords: exponential stability, hybrid systems, timevarying delays, Lyapunov-Krasovskii functional, Leibniz-Newton’s formula

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Authors: Wikanda Phaphan

Abstract:

Mixture generalized gamma distribution is a combination of two distributions: generalized gamma distribution and length biased generalized gamma distribution. These two distributions were presented by Suksaengrakcharoen and Bodhisuwan in 2014. The findings showed that probability density function (pdf) had fairly complexities, so it made problems in estimating parameters. The problem occurred in parameter estimation was that we were unable to calculate estimators in the form of critical expression. Thus, we will use numerical estimation to find the estimators. In this study, we presented a new method of the parameter estimation by using the expectation – maximization algorithm (EM), the conjugate gradient method, and the quasi-Newton method. The data was generated by acceptance-rejection method which is used for estimating α, β, λ and p. λ is the scale parameter, p is the weight parameter, α and β are the shape parameters. We will use Monte Carlo technique to find the estimator's performance. Determining the size of sample equals 10, 30, 100; the simulations were repeated 20 times in each case. We evaluated the effectiveness of the estimators which was introduced by considering values of the mean squared errors and the bias. The findings revealed that the EM-algorithm had proximity to the actual values determined. Also, the maximum likelihood estimators via the conjugate gradient and the quasi-Newton method are less precision than the maximum likelihood estimators via the EM-algorithm.

Keywords: conjugate gradient method, quasi-Newton method, EM-algorithm, generalized gamma distribution, length biased generalized gamma distribution, maximum likelihood method

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Authors: Grienggrai Rajchakit

Abstract:

This paper is concerned with the exponential stability of switched linear systems with interval time-varying delays. The time delay is any continuous function belonging to a given interval, in which the lower bound of delay is not restricted to zero. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton's formula, a switching rule for the exponential stability of switched linear systems with interval time-varying delays and new delay-dependent sufficient conditions for the exponential stability of the systems are first established in terms of LMIs. Finally, some examples are exploited to illustrate the effectiveness of the proposed schemes.

Keywords: exponential stability, hybrid systems, time-varying delays, lyapunov-krasovskii functional, leibniz-newton's formula

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Authors: Aymen Laadhari

Abstract:

We present in this paper a fully implicit finite element method tailored for the numerical modeling of inextensible fluidic membranes in a surrounding Newtonian fluid. We consider a highly simplified version of the Canham-Helfrich model for phospholipid membranes, in which the bending force and spontaneous curvature are disregarded. The coupled problem is formulated in a fully Eulerian framework and the membrane motion is tracked using the level set method. The resulting nonlinear problem is solved by a Newton-Raphson strategy, featuring a quadratic convergence behavior. A monolithic solver is implemented, and we report several numerical experiments aimed at model validation and illustrating the accuracy of the proposed method. We show that stability is maintained for significantly larger time steps with respect to an explicit decoupling method.

Keywords: finite element method, level set, Newton, membrane

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Authors: Kusum Tharani, Ratna Dahiya

Abstract:

This paper aims to analyze the power flow of a grid connected 100-kW Photovoltaic(PV) array connected to a 25-kV grid via a DC-DC boost converter and a three-phase three-level Voltage Source Converter (VSC). Maximum Power Point Tracking (MPPT) is implemented in the boost converter bymeans of a Simulink model using the 'Perturb & Observe' technique. First, related papers and technological reports were extensively studied and analyzed. Accordingly, the system is tested under various loading conditions. Power flow analysis is done using the Newton-Raphson method in Matlab environment. Finally, the system is subject to Single Line to Ground Fault and Three Phase short circuit. The results are simulated under the grid-connected operating model.

Keywords: grid connected PV Array, Newton-Raphson Method, power flow analysis, three phase fault

Procedia PDF Downloads 553