Search results for: non-linear programming
1896 A Modified Nonlinear Conjugate Gradient Algorithm for Large Scale Unconstrained Optimization Problems
Authors: Tsegay Giday Woldu, Haibin Zhang, Xin Zhang, Yemane Hailu Fissuh
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It is well known that nonlinear conjugate gradient method is one of the widely used first order methods to solve large scale unconstrained smooth optimization problems. Because of the low memory requirement, attractive theoretical features, practical computational efficiency and nice convergence properties, nonlinear conjugate gradient methods have a special role for solving large scale unconstrained optimization problems. Large scale optimization problems are with important applications in practical and scientific world. However, nonlinear conjugate gradient methods have restricted information about the curvature of the objective function and they are likely less efficient and robust compared to some second order algorithms. To overcome these drawbacks, the new modified nonlinear conjugate gradient method is presented. The noticeable features of our work are that the new search direction possesses the sufficient descent property independent of any line search and it belongs to a trust region. Under mild assumptions and standard Wolfe line search technique, the global convergence property of the proposed algorithm is established. Furthermore, to test the practical computational performance of our new algorithm, numerical experiments are provided and implemented on the set of some large dimensional unconstrained problems. The numerical results show that the proposed algorithm is an efficient and robust compared with other similar algorithms.Keywords: conjugate gradient method, global convergence, large scale optimization, sufficient descent property
Procedia PDF Downloads 2031895 After-Cooling Analysis of RC Structural Members Exposed to High Temperature by Using Numerical Approach
Authors: Ju-Young Hwang, Hyo-Gyoung Kwak
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This paper introduces a numerical analysis method for reinforced-concrete (RC) structures exposed to fire and compares the result with experimental results. The proposed analysis method for RC structure under the high temperature consists of two procedures. First step is to decide the temperature distribution across the section through the heat transfer analysis by using the time-temperature curve. After determination of the temperature distribution, the nonlinear analysis is followed. By considering material and geometrical nonlinearity with the temperature distribution, nonlinear analysis predicts the behavior of RC structure under the fire by the exposed time. The proposed method is validated by the comparison with the experimental results. Finally, prediction model to describe the status of after-cooling concrete can also be introduced based on the results of additional experiment. The product of this study is expected to be embedded for smart structure monitoring system against fire in u-City.Keywords: RC, high temperature, after-cooling analysis, nonlinear analysis
Procedia PDF Downloads 4121894 Design and Implementation of a Monitoring System Using Arduino and MATLAB
Authors: Jonas P. Reges, Jessyca A. Bessa, Auzuir R. Alexandria
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The research came up with the need of monitoring them of temperature and relative moisture in past work that enveloped the study of a greenhouse located in the Research and Extension Unit(UEPE). This research brought several unknowns that were resolved from bibliographical research. Based on the studies performed were found some monitoring methods, including the serial communication between the arduino and matlab which showed a great option due to the low cost. The project was conducted in two stages, the first, an algorithm was developed to the Arduino and Matlab, and second, the circuits were assembled and performed the monitoring tests the following variables: moisture, temperature, and distance. During testing it was possible to momentarily observe the change in the levels of monitored variables. The project showed satisfactory results, such as: real-time verification of the change of state variables, the low cost of acquisition of the prototype, possibility of easy change of programming for the execution of monitoring of other variables. Therefore, the project showed the possibility of monitoring through software and hardware that have easy programming and can be used in several areas. However, it is observed also the possibility of improving the project from a remote monitoring via Bluetooth or web server and through the control of monitored variables.Keywords: automation, monitoring, programming, arduino, matlab
Procedia PDF Downloads 5111893 A Quick Method for Seismic Vulnerability Evaluation of Offshore Structures by Static and Dynamic Nonlinear Analyses
Authors: Somayyeh Karimiyan
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To evaluate the seismic vulnerability of vital offshore structures with the highest possible precision, Nonlinear Time History Analyses (NLTHA), is the most reliable method. However, since it is very time-consuming, a quick procedure is greatly desired. This paper presents a quick method by combining the Push Over Analysis (POA) and the NLTHA. The POA is preformed first to recognize the more critical members, and then the NLTHA is performed to evaluate more precisely the critical members’ vulnerability. The proposed method has been applied to jacket type structure. Results show that combining POA and NLTHA is a reliable seismic evaluation method, and also that none of the earthquake characteristics alone, can be a dominant factor in vulnerability evaluation.Keywords: jacket structure, seismic evaluation, push-over and nonlinear time history analyses, critical members
Procedia PDF Downloads 2791892 On Deterministic Chaos: Disclosing the Missing Mathematics from the Lorenz-Haken Equations
Authors: Meziane Belkacem
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We aim at converting the original 3D Lorenz-Haken equations, which describe laser dynamics –in terms of self-pulsing and chaos- into 2-second-order differential equations, out of which we extract the so far missing mathematics and corroborations with respect to nonlinear interactions. Leaning on basic trigonometry, we pull out important outcomes; a fundamental result attributes chaos to forbidden periodic solutions inside some precisely delimited region of the control parameter space that governs the bewildering dynamics.Keywords: Physics, optics, nonlinear dynamics, chaos
Procedia PDF Downloads 1551891 A Data Science Pipeline for Algorithmic Trading: A Comparative Study in Applications to Finance and Cryptoeconomics
Authors: Luyao Zhang, Tianyu Wu, Jiayi Li, Carlos-Gustavo Salas-Flores, Saad Lahrichi
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Recent advances in AI have made algorithmic trading a central role in finance. However, current research and applications are disconnected information islands. We propose a generally applicable pipeline for designing, programming, and evaluating algorithmic trading of stock and crypto tokens. Moreover, we provide comparative case studies for four conventional algorithms, including moving average crossover, volume-weighted average price, sentiment analysis, and statistical arbitrage. Our study offers a systematic way to program and compare different trading strategies. Moreover, we implement our algorithms by object-oriented programming in Python3, which serves as open-source software for future academic research and applications.Keywords: algorithmic trading, AI for finance, fintech, machine learning, moving average crossover, volume weighted average price, sentiment analysis, statistical arbitrage, pair trading, object-oriented programming, python3
Procedia PDF Downloads 1401890 Cars Redistribution Optimization Problem in the Free-Float Car-Sharing
Authors: Amine Ait-Ouahmed, Didier Josselin, Fen Zhou
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Free-Float car-sharing is an one-way car-sharing service where cars are available anytime and anywhere in the streets such that no dedicated stations are needed. This means that after driving a car you can park it anywhere. This car-sharing system creates an imbalance car distribution in the cites which can be regulated by staff agents through the redistribution of cars. In this paper, we aim to solve the car-reservation and agents traveling problem so that the number of successful cars’ reservations could be maximized. Beside, we also tend to minimize the distance traveled by agents for cars redistribution. To this end, we present a mixed integer linear programming formulation for the car-sharing problem.Keywords: one-way car-sharing, vehicle redistribution, car reservation, linear programming
Procedia PDF Downloads 3441889 Artificial Steady-State-Based Nonlinear MPC for Wheeled Mobile Robot
Authors: M. H. Korayem, Sh. Ameri, N. Yousefi Lademakhi
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To ensure the stability of closed-loop nonlinear model predictive control (NMPC) within a finite horizon, there is a need for appropriate design terminal ingredients, which can be a time-consuming and challenging effort. Otherwise, in order to ensure the stability of the control system, it is necessary to consider an infinite predictive horizon. Increasing the prediction horizon increases computational demand and slows down the implementation of the method. In this study, a new technique has been proposed to ensure system stability without terminal ingredients. This technique has been employed in the design of the NMPC algorithm, leading to a reduction in the computational complexity of designing terminal ingredients and computational burden. The studied system is a wheeled mobile robot (WMR) subjected to non-holonomic constraints. Simulation has been investigated for two problems: trajectory tracking and adjustment mode.Keywords: wheeled mobile robot, nonlinear model predictive control, stability, without terminal ingredients
Procedia PDF Downloads 891888 A Linear Programming Approach to Assist Roster Construction Under a Salary Cap
Authors: Alex Contarino
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Professional sports leagues often have a “free agency” period, during which teams may sign players with expiring contracts.To promote parity, many leagues operate under a salary cap that limits the amount teams can spend on player’s salaries in a given year. Similarly, in fantasy sports leagues, salary cap drafts are a popular method for selecting players. In order to sign a free agent in either setting, teams must bid against one another to buy the player’s services while ensuring the sum of their player’s salaries is below the salary cap. This paper models the bidding process for a free agent as a constrained optimization problem that can be solved using linear programming. The objective is to determine the largest bid that a team should offer the player subject to the constraint that the value of signing the player must exceed the value of using the salary cap elsewhere. Iteratively solving this optimization problem for each available free agent provides teams with an effective framework for maximizing the talent on their rosters. The utility of this approach is demonstrated for team sport roster construction and fantasy sport drafts, using recent data sets from both settings.Keywords: linear programming, optimization, roster management, salary cap
Procedia PDF Downloads 1101887 Optimization of Agricultural Water Demand Using a Hybrid Model of Dynamic Programming and Neural Networks: A Case Study of Algeria
Authors: M. Boudjerda, B. Touaibia, M. K. Mihoubi
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In Algeria agricultural irrigation is the primary water consuming sector followed by the domestic and industrial sectors. Economic development in the last decade has weighed heavily on water resources which are relatively limited and gradually decreasing to the detriment of agriculture. The research presented in this paper focuses on the optimization of irrigation water demand. Dynamic Programming-Neural Network (DPNN) method is applied to investigate reservoir optimization. The optimal operation rule is formulated to minimize the gap between water release and water irrigation demand. As a case study, Foum El-Gherza dam’s reservoir system in south of Algeria has been selected to examine our proposed optimization model. The application of DPNN method allowed increasing the satisfaction rate (SR) from 12.32% to 55%. In addition, the operation rule generated showed more reliable and resilience operation for the examined case study.Keywords: water management, agricultural demand, dam and reservoir operation, Foum el-Gherza dam, dynamic programming, artificial neural network
Procedia PDF Downloads 1141886 Community Integration: Post-Secondary Education (PSE) and Library Programming
Authors: Leah Plocharczyk, Matthew Conner
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This paper analyzes the relatively new trend of PSE programs which seek to provide education, vocational training, and a college experience to individuals with an intellectual and developmental disability (IDD). Specifically, the paper examines the degree of interaction between PSE programs and the libraries of their college campuses. Using ThinkCollege, a clearinghouse and advocate for PSE programs, the researchers identified 293 programs throughout the country. These were all contacted with an email survey asking them about the nature of their involvement, if any, with the academic libraries on their campus. Where indicated by the responses, the libraries of PSE programs were contacted for additional information about their programming. Responses to the survey questions were tabulated and analyzed quantitatively. Written comments were analyzed for themes which were then tabulated. This paper presents the results of this study. They show obvious preferences for library programming, such as group formal instruction, individual liaisons, embedded reference, and various instructional designs. These are discussed in terms of special education principles of mainstreaming, level of restriction, training demands and cost effectiveness. The work serves as a foundation for best practices that can advance the field.Keywords: disability studies, instructional design, universal design for learning, assessment methodology
Procedia PDF Downloads 681885 Finding Data Envelopment Analysis Targets Using Multi-Objective Programming in DEA-R with Stochastic Data
Authors: R. Shamsi, F. Sharifi
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In this paper, we obtain the projection of inefficient units in data envelopment analysis (DEA) in the case of stochastic inputs and outputs using the multi-objective programming (MOP) structure. In some problems, the inputs might be stochastic while the outputs are deterministic, and vice versa. In such cases, we propose a multi-objective DEA-R model because in some cases (e.g., when unnecessary and irrational weights by the BCC model reduce the efficiency score), an efficient decision-making unit (DMU) is introduced as inefficient by the BCC model, whereas the DMU is considered efficient by the DEA-R model. In some other cases, only the ratio of stochastic data may be available (e.g., the ratio of stochastic inputs to stochastic outputs). Thus, we provide a multi-objective DEA model without explicit outputs and prove that the input-oriented MOP DEA-R model in the invariable return to scale case can be replaced by the MOP-DEA model without explicit outputs in the variable return to scale and vice versa. Using the interactive methods for solving the proposed model yields a projection corresponding to the viewpoint of the DM and the analyst, which is nearer to reality and more practical. Finally, an application is provided.Keywords: DEA-R, multi-objective programming, stochastic data, data envelopment analysis
Procedia PDF Downloads 1041884 Theoretical Study on the Nonlinear Optical Responses of Peptide Bonds Created between Alanine and Some Unnatural Amino Acids
Authors: S. N. Derrar, M. Sekkal-Rahal
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The Nonlinear optics (NLO) technique is widely used in the field of biological imaging. In fact, grafting biological entities with a high NLO response on tissues and cells enhances the NLO responses of these latter, and ameliorates, consequently, their biological imaging quality. In this optics, we carried out a theoretical study, in the aim of analyzing the peptide bonds created between alanine amino acid and both unnatural amino acids: L-Dopa and Azatryptophan, respectively. Ramachandran plots have been performed for these systems, and their structural parameters have been analyzed. The NLO responses of these peptides have been reported by calculating the first hyperpolarizability values of all the minima found on the plots. The use of such unnatural amino acids as endogenous probing molecules has been investigated through this study. The Density Functional Theory (DFT) has been used for structural properties, while the Second-order Møller-Plesset Perturbation Theory (MP2) has been employed for the NLO calculations.Keywords: biological imaging, hyperpolarizability, nonlinear optics, probing molecule
Procedia PDF Downloads 3771883 Multi-Objective Optimization of Combined System Reliability and Redundancy Allocation Problem
Authors: Vijaya K. Srivastava, Davide Spinello
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This paper presents established 3n enumeration procedure for mixed integer optimization problems for solving multi-objective reliability and redundancy allocation problem subject to design constraints. The formulated problem is to find the optimum level of unit reliability and the number of units for each subsystem. A number of illustrative examples are provided and compared to indicate the application of the superiority of the proposed method.Keywords: integer programming, mixed integer programming, multi-objective optimization, Reliability Redundancy Allocation
Procedia PDF Downloads 1701882 Comparative Study of Numerical and Analytical Buckling Analysis of a Steel Column with Various Slenderness Ratios
Authors: Lahlou Dahmani, Warda Mekiri, Ahmed Boudjemia
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This scientific paper explores the comparison between the ultimate buckling load obtained through the Eurocode 3 methodology and the ultimate buckling load obtained through finite element simulations for steel columns under compression. The study aims to provide insights into the adequacy of the design rules proposed in Eurocode 3 for different slenderness ratios. The finite element simulations with the Ansys commercial program involve a geometrical and material non-linear analysis of the columns with imperfections. The loss of equilibrium is generally caused by the geometrically nonlinear effects where the column begins to buckle and lose its stability when the load reaches a certain critical value. The linear buckling analysis predicts the theoretical buckling strength of an elastic structure but the nonlinear one is more accurate with taking into account the initial imperfection.Keywords: Ansys, linear buckling, eigen value, nonlinear buckling, slenderness ratio, Eurocode 3
Procedia PDF Downloads 161881 A Simple Finite Element Method for Glioma Tumor Growth Model with Density Dependent Diffusion
Authors: Shangerganesh Lingeshwaran
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In this presentation, we have performed numerical simulations for a reaction-diffusion equation with various nonlinear density-dependent diffusion operators and proliferation functions. The mathematical model represented by parabolic partial differential equation is considered to study the invasion of gliomas (the most common type of brain tumors) and to describe the growth of cancer cells and response to their treatment. The unknown quantity of the given reaction-diffusion equation is the density of cancer cells and the mathematical model based on the proliferation and migration of glioma cells. A standard Galerkin finite element method is used to perform the numerical simulations of the given model. Finally, important observations on the each of nonlinear diffusion functions and proliferation functions are presented with the help of computational results.Keywords: glioma invasion, nonlinear diffusion, reaction-diffusion, finite eleament method
Procedia PDF Downloads 2301880 Aggregate Production Planning Framework in a Multi-Product Factory: A Case Study
Authors: Ignatio Madanhire, Charles Mbohwa
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This study looks at the best model of aggregate planning activity in an industrial entity and uses the trial and error method on spreadsheets to solve aggregate production planning problems. Also linear programming model is introduced to optimize the aggregate production planning problem. Application of the models in a furniture production firm is evaluated to demonstrate that practical and beneficial solutions can be obtained from the models. Finally some benchmarking of other furniture manufacturing industries was undertaken to assess relevance and level of use in other furniture firmsKeywords: aggregate production planning, trial and error, linear programming, furniture industry
Procedia PDF Downloads 5551879 An Analytical Method for Maintenance Cost Estimating Relationships of Helicopters Using Linear Programming
Authors: Meesun Sun, Yongmin Kim
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Estimating maintenance cost is crucial in defense management because it affects military budgets and availability of equipment. When it comes to estimating maintenance cost of the deployed equipment, time series forecasting can be applied with the actual historical cost data. It is more difficult issue to estimate maintenance cost of new equipment for which the actual costs are not provided. In this underlying context, this study proposes an analytical method for maintenance cost estimating relationships (CERs) development of helicopters using linear programming. The CERs can be applied to a new helicopter because they use non-cost independent variables such as the number of engines, the empty weight and so on. In the Republic of Korea, the maintenance cost of new equipment has been usually estimated by reflecting maintenance cost to unit price ratio of the legacy equipment. This study confirms that the CERs perform well for the 10 types of airmobile helicopters in terms of mean absolute percentage error by applying leave-one-out cross-validation. The suggested method is very useful to estimate the maintenance cost of new equipment and can help in the affordability assessment of acquisition program portfolios for total life cycle systems management.Keywords: affordability analysis, cost estimating relationship, helicopter, linear programming, maintenance cost
Procedia PDF Downloads 1371878 A Deterministic Large Deviation Model Based on Complex N-Body Systems
Authors: David C. Ni
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In the previous efforts, we constructed N-Body Systems by an extended Blaschke product (EBP), which represents a non-temporal and nonlinear extension of Lorentz transformation. In this construction, we rely only on two parameters, nonlinear degree, and relative momentum to characterize the systems. We further explored root computation via iteration with an algorithm extended from Jenkins-Traub method. The solution sets demonstrate a form of σ+ i [-t, t], where σ and t are the real numbers, and the [-t, t] shows various canonical distributions. In this paper, we correlate the convergent sets in the original domain with solution sets, which demonstrating large-deviation distributions in the codomain. We proceed to compare our approach with the formula or principles, such as Donsker-Varadhan and Wentzell-Freidlin theories. The deterministic model based on this construction allows us to explore applications in the areas of finance and statistical mechanics.Keywords: nonlinear Lorentz transformation, Blaschke equation, iteration solutions, root computation, large deviation distribution, deterministic model
Procedia PDF Downloads 3921877 A Combined High Gain-Higher Order Sliding Mode Controller for a Class of Uncertain Nonlinear Systems
Authors: Abderraouf Gaaloul, Faouzi Msahli
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The use of standard sliding mode controller, usually, leads to the appearing of an undesirable chattering phenomenon affecting the control signal. Such problem can be overcome using a higher-order sliding mode controller (HOSMC) which preserves the main properties of the standard sliding mode and deliberately increases the control smoothness. In this paper, we propose a new HOSMC for a class of uncertain multi-input multi-output nonlinear systems. Based on high gain and integral sliding mode paradigms, the established control scheme removes theoretically the chattering phenomenon and provides the stability of the control system. Numerical simulations are developed to show the effectiveness of the proposed controller when applied to solve a control problem of two water levels into a quadruple-tank process.Keywords: nonlinear systems, sliding mode control, high gain, higher order
Procedia PDF Downloads 3251876 Continuous Adaptive Robust Control for Non-Linear Uncertain Systems
Authors: Dong Sang Yoo
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We consider nonlinear uncertain systems such that a priori information of the uncertainties is not available. For such systems, we assume that the upper bound of the uncertainties is represented as a Fredholm integral equation of the first kind and we propose an adaptation law that is capable of estimating the upper bound and design a continuous robust control which renders nonlinear uncertain systems ultimately bounded.Keywords: adaptive control, estimation, Fredholm integral, uncertain system
Procedia PDF Downloads 4811875 Nonlinear Analysis of a Building Surmounted by a RC Water Tank under Hydrodynamic Load
Authors: Hocine Hammoum, Karima Bouzelha, Lounis Ziani, Lounis Hamitouche
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In this paper, we study a complex structure which is an apartment building surmounted by a reinforced concrete water tank. The tank located on the top floor of the building is a container with capacity of 1000 m3. The building is complex in its design, its calculation and by its behavior under earthquake effect. This structure located in Algiers and aged of 53 years has been subjected to several earthquakes, but the earthquake of May 21st, 2003 with a magnitude of 6.7 on the Richter scale that struck Boumerdes region at 40 Kms East of Algiers was fatal for it. It was downgraded after an investigation study because the central core sustained serious damage. In this paper, to estimate the degree of its damages, the seismic performance of the structure will be evaluated taking into account the hydrodynamic effect, using a static equivalent nonlinear analysis called pushover.Keywords: performance analysis, building, reinforced concrete tank, seismic analysis, nonlinear analysis, hydrodynamic, pushover
Procedia PDF Downloads 4191874 Comparative Study Performance of the Induction Motor between SMC and NLC Modes Control
Authors: A. Oukaci, R. Toufouti, D. Dib, l. Atarsia
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This article presents a multitude of alternative techniques to control the vector control, namely the nonlinear control and sliding mode control. Moreover, the implementation of their control law applied to the high-performance to the induction motor with the objective to improve the tracking control, ensure stability robustness to parameter variations and disturbance rejection. Tests are performed numerical simulations in the Matlab/Simulink interface, the results demonstrate the efficiency and dynamic performance of the proposed strategy.Keywords: Induction Motor (IM), Non-linear Control (NLC), Sliding Mode Control (SMC), nonlinear sliding surface
Procedia PDF Downloads 5701873 Unveiling Special Policy Regime, Judgment, and Taylor Rules in Tunisia
Authors: Yosra Baaziz, Moez Labidi
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Given limited research on monetary policy rules in revolutionary countries, this paper challenges the suitability of the Taylor rule in characterizing the monetary policy behavior of the Tunisian Central Bank (BCT), especially in turbulent times. More specifically, we investigate the possibility that the Taylor rule should be formulated as a threshold process and examine the validity of such nonlinear Taylor rule as a robust rule for conducting monetary policy in Tunisia. Using quarterly data from 1998:Q4 to 2013:Q4 to analyze the movement of nominal short-term interest rate of the BCT, we find that the nonlinear Taylor rule improves its performance with the advent of special events providing thus a better description of the Tunisian interest rate setting. In particular, our results show that the adoption of an appropriate nonlinear approach leads to a reduction in the errors of 150 basis points in 1999 and 2009, and 60 basis points in 2011, relative to the linear approach.Keywords: policy rule, central bank, exchange rate, taylor rule, nonlinearity
Procedia PDF Downloads 2951872 Numerical Approach of RC Structural MembersExposed to Fire and After-Cooling Analysis
Authors: Ju-young Hwang, Hyo-Gyoung Kwak, Hong Jae Yim
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This paper introduces a numerical analysis method for reinforced-concrete (RC) structures exposed to fire and compares the result with experimental results. The proposed analysis method for RC structure under the high temperature consists of two procedures. First step is to decide the temperature distribution across the section through the heat transfer analysis by using the time-temperature curve. After determination of the temperature distribution, the nonlinear analysis is followed. By considering material and geometrical non-linearity with the temperature distribution, nonlinear analysis predicts the behavior of RC structure under the fire by the exposed time. The proposed method is validated by the comparison with the experimental results. Finally, Prediction model to describe the status of after-cooling concrete can also be introduced based on the results of additional experiment. The product of this study is expected to be embedded for smart structure monitoring system against fire in u-City.Keywords: RC structures, heat transfer analysis, nonlinear analysis, after-cooling concrete model
Procedia PDF Downloads 3651871 Petra: Simplified, Scalable Verification Using an Object-Oriented, Compositional Process Calculus
Authors: Aran Hakki, Corina Cirstea, Julian Rathke
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Formal methods are yet to be utilized in mainstream software development due to issues in scaling and implementation costs. This work is about developing a scalable, simplified, pragmatic, formal software development method with strong correctness properties and guarantees that are easy prove. The method aims to be easy to learn, use and apply without extensive training and experience in formal methods. Petra is proposed as an object-oriented, process calculus with composable data types and sequential/parallel processes. Petra has a simple denotational semantics, which includes a definition of Correct by Construction. The aim is for Petra is to be standard which can be implemented to execute on various mainstream programming platforms such as Java. Work towards an implementation of Petra as a Java EDSL (Embedded Domain Specific Language) is also discussed.Keywords: compositionality, formal method, software verification, Java, denotational semantics, rewriting systems, rewriting semantics, parallel processing, object-oriented programming, OOP, programming language, correct by construction
Procedia PDF Downloads 1431870 A Nonlinear Stochastic Differential Equation Model for Financial Bubbles and Crashes with Finite-Time Singularities
Authors: Haowen Xi
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We propose and solve exactly a class of non-linear generalization of the Black-Scholes process of stochastic differential equations describing price bubble and crashes dynamics. As a result of nonlinear positive feedback, the faster-than-exponential price positive growth (bubble forming) and negative price growth (crash forming) are found to be the power-law finite-time singularity in which bubbles and crashes price formation ending at finite critical time tc. While most literature on the market bubble and crash process focuses on the nonlinear positive feedback mechanism aspect, very few studies concern the noise level on the same process. The present work adds to the market bubble and crashes literature by studying the external sources noise influence on the critical time tc of the bubble forming and crashes forming. Two main results will be discussed: (1) the analytical expression of expected value of the critical timeKeywords: bubble, crash, finite-time-singular, numerical simulation, price dynamics, stochastic differential equations
Procedia PDF Downloads 1301869 Nonlinear Internal Waves in Rotating Ocean
Authors: L. A. Ostrovsky, Yu. A. Stepanyants
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Effect of Earth rotation on nonlinear waves is a practically important and theoretically challenging problem of fluid mechanics and geophysics. Whereas the large-scale, geostrophic processes such as Rossby waves are a classical object of oceanic and atmospheric physics, rotation effects on mesoscale waves are not well studied. In particular, the Coriolis force can radically modify the behavior of nonlinear internal gravity waves in the ocean having spatial scales of 1-10 kilometers and time durations of few hours. In the last decade, such a non-trivial behavior was observed more than once. Similar effects are possible for magnetic sound in the ionosphere. Here we outline the main physical peculiarities in the behavior of nonlinear internal waves due to the rotation effect and present some results of our recent studies. The consideration is based on the fourth-order equation derived by one of the authors as a rotation-modified Korteweg–de Vries (rKdV) equation which includes two types of dispersion: one is responsible for the finiteness of depth as in the classical KdV equation; another is due to the Coriolis effect. This equation is, in general, non-integrable; moreover, under the conditions typical of oceanic waves (positive dispersion parameter), it does not allow solitary solutions at all. In the opposite case (negative dispersion) which is possible for, e.g., magnetic sound, solitary solutions do exist and can form complex bound states (multisoliton). Another non-trivial properties of nonlinear internal waves with rotation include, to name a few, the ‘terminal’ damping of the initial KdV soliton disappearing in a finite time due to radiation losses caused by Earth’s rotation, and eventual transformation of a KdV soliton into a wave packet (an envelope soliton). The new results to be discussed refer to the interaction of a soliton with a long background wave. It is shown, in particular, that in this case internal solitons can exist since the radiation losses are compensated by energy pumping from the background wave. Finally, the relevant oceanic observations of rotation effect on internal waves are briefly described.Keywords: Earth rotation, internal waves, nonlinear waves, solitons
Procedia PDF Downloads 6691868 A New Modification of Nonlinear Conjugate Gradient Coefficients with Global Convergence Properties
Authors: Ahmad Alhawarat, Mustafa Mamat, Mohd Rivaie, Ismail Mohd
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Conjugate gradient method has been enormously used to solve large scale unconstrained optimization problems due to the number of iteration, memory, CPU time, and convergence property, in this paper we find a new class of nonlinear conjugate gradient coefficient with global convergence properties proved by exact line search. The numerical results for our new βK give a good result when it compared with well-known formulas.Keywords: conjugate gradient method, conjugate gradient coefficient, global convergence
Procedia PDF Downloads 4611867 Smooth Second Order Nonsingular Terminal Sliding Mode Control for a 6 DOF Quadrotor UAV
Authors: V. Tabrizi, A. Vali, R. GHasemi, V. Behnamgol
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In this article, a nonlinear model of an under actuated six degrees of freedom (6 DOF) quadrotor UAV is derived on the basis of the Newton-Euler formula. The derivation comprises determining equations of the motion of the quadrotor in three dimensions and approximating the actuation forces through the modeling of aerodynamic coefficients and electric motor dynamics. The robust nonlinear control strategy includes a smooth second order non-singular terminal sliding mode control which is applied to stabilizing this model. The control method is on the basis of super twisting algorithm for removing the chattering and producing smooth control signal. Also, nonsingular terminal sliding mode idea is used for introducing a nonlinear sliding variable that guarantees the finite time convergence in sliding phase. Simulation results show that the proposed algorithm is robust against uncertainty or disturbance and guarantees a fast and precise control signal.Keywords: quadrotor UAV, nonsingular terminal sliding mode, second order sliding mode t, electronics, control, signal processing
Procedia PDF Downloads 439