Search results for: fractional programming
1100 Lie Symmetry Treatment for Pricing Options with Transactions Costs under the Fractional Black-Scholes Model
Authors: B. F. Nteumagne, E. Pindza, E. Mare
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We apply Lie symmetries analysis to price and hedge options in the fractional Brownian framework. The reputation of Lie groups is well spread in the area of Mathematical sciences and lately, in Finance. In the presence of transactions costs and under fractional Brownian motions, analytical solutions become difficult to obtain. Lie symmetries analysis allows us to simplify the problem and obtain new analytical solution. In this paper, we investigate the use of symmetries to reduce the partial differential equation obtained and obtain the analytical solution. We then proposed a hedging procedure and calibration technique for these types of options, and test the model on real market data. We show the robustness of our methodology by its application to the pricing of digital options.Keywords: fractional brownian model, symmetry, transaction cost, option pricing
Procedia PDF Downloads 4001099 Spectral Quasi Linearization Techniques for the Solution of Time Fractional Diffusion Wave Equations in Boundary Value Problems
Authors: Kizito Ugochukwu Nwajeria
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This paper presents a spectral quasi-linearization technique (SQLT) for solving time fractional diffusion wave equations in boundary value problems. The proposed method integrates spectral approximations for spatial derivatives with a quasi-linearization approach to address the nonlinearity introduced by fractional time derivatives. Time fractional differential equations typically formulated using Caputo or Riemann-Liouville derivatives, model complex phenomena such as anomalous diffusion and wave propagation, which are not captured by classical integer-order models. The SQLT method iteratively linearizes the nonlinear terms at each time step, transforming the original problem into a series of linear subproblems, which can be efficiently solved. Using high-order spectral methods such as Chebyshev or Legendre polynomials for spatial discretization, the technique achieves high accuracy in approximating the solution. A convergence analysis is provided, demonstrating the method's efficiency and establishing error bounds. Numerical experiments on a range of test problems confirm the effectiveness of SQLT in solving fractional diffusion wave equations with various boundary conditions. The method offers a robust framework for addressing time fractional differential equations in diverse fields, including materials science, bioengineering, and anomalous transport phenomena.Keywords: spectral methods, quasilinearization, time-fractional diffusion-wave equations, boundary value problems, fractional calculus
Procedia PDF Downloads 141098 Application of De Novo Programming Approach for Optimizing the Business Process
Authors: Z. Babic, I. Veza, A. Balic, M. Crnjac
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The linear programming model is sometimes difficult to apply in real business situations due to its assumption of proportionality. This paper shows an example of how to use De Novo programming approach instead of linear programming. In the De Novo programming, resources are not fixed like in linear programming but resource quantities depend only on available budget. Budget is a new, important element of the De Novo approach. Two different production situations are presented: increasing costs and quantity discounts of raw materials. The focus of this paper is on advantages of the De Novo approach in the optimization of production plan for production company which produces souvenirs made from famous stone from the island of Brac, one of the greatest islands from Croatia.Keywords: business process, De Novo programming, optimizing, production
Procedia PDF Downloads 2221097 Nonhomogeneous Linear Fractional Differential Equations Will Bessel Functions of the First Kind Giving Hypergeometric Functions Solutions
Authors: Fernando Maass, Pablo Martin, Jorge Olivares
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Fractional derivatives have become very important in several areas of Engineering, however, the solutions of simple differential equations are not known. Here we are considering the simplest first order nonhomogeneous differential equations with Bessel regular functions of the first kind, in this way the solutions have been found which are hypergeometric solutions for any fractional derivative of order α, where α is rational number α=m/p, between zero and one. The way to find this result is by using Laplace transform and the Caputo definitions of fractional derivatives. This method is for values longer than one. However for α entire number the hypergeometric functions are Kumer type, no integer values of alpha, the hypergeometric function is more complicated is type ₂F₃(a,b,c, t2/2). The argument of the hypergeometric changes sign when we go from the regular Bessel functions to the modified Bessel functions of the first kind, however it integer seems that using precise values of α and considering no integers values of α, a solution can be obtained in terms of two hypergeometric functions. Further research is required for future papers in order to obtain the general solution for any rational value of α.Keywords: Caputo, fractional calculation, hypergeometric, linear differential equations
Procedia PDF Downloads 1991096 Sensitivity Analysis in Fuzzy Linear Programming Problems
Authors: S. H. Nasseri, A. Ebrahimnejad
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Fuzzy set theory has been applied to many fields, such as operations research, control theory, and management sciences. In this paper, we consider two classes of fuzzy linear programming (FLP) problems: Fuzzy number linear programming and linear programming with trapezoidal fuzzy variables problems. We state our recently established results and develop fuzzy primal simplex algorithms for solving these problems. Finally, we give illustrative examples.Keywords: fuzzy linear programming, fuzzy numbers, duality, sensitivity analysis
Procedia PDF Downloads 5671095 Application of a SubIval Numerical Solver for Fractional Circuits
Authors: Marcin Sowa
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The paper discusses the subinterval-based numerical method for fractional derivative computations. It is now referred to by its acronym – SubIval. The basis of the method is briefly recalled. The ability of the method to be applied in time stepping solvers is discussed. The possibility of implementing a time step size adaptive solver is also mentioned. The solver is tested on a transient circuit example. In order to display the accuracy of the solver – the results have been compared with those obtained by means of a semi-analytical method called gcdAlpha. The time step size adaptive solver applying SubIval has been proven to be very accurate as the results are very close to the referential solution. The solver is currently able to solve FDE (fractional differential equations) with various derivative orders for each equation and any type of source time functions.Keywords: numerical method, SubIval, fractional calculus, numerical solver, circuit analysis
Procedia PDF Downloads 2071094 Anisotropic Total Fractional Order Variation Model in Seismic Data Denoising
Authors: Jianwei Ma, Diriba Gemechu
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In seismic data processing, attenuation of random noise is the basic step to improve quality of data for further application of seismic data in exploration and development in different gas and oil industries. The signal-to-noise ratio of the data also highly determines quality of seismic data. This factor affects the reliability as well as the accuracy of seismic signal during interpretation for different purposes in different companies. To use seismic data for further application and interpretation, we need to improve the signal-to-noise ration while attenuating random noise effectively. To improve the signal-to-noise ration and attenuating seismic random noise by preserving important features and information about seismic signals, we introduce the concept of anisotropic total fractional order denoising algorithm. The anisotropic total fractional order variation model defined in fractional order bounded variation is proposed as a regularization in seismic denoising. The split Bregman algorithm is employed to solve the minimization problem of the anisotropic total fractional order variation model and the corresponding denoising algorithm for the proposed method is derived. We test the effectiveness of theproposed method for synthetic and real seismic data sets and the denoised result is compared with F-X deconvolution and non-local means denoising algorithm.Keywords: anisotropic total fractional order variation, fractional order bounded variation, seismic random noise attenuation, split Bregman algorithm
Procedia PDF Downloads 2071093 Numerical Solution of Space Fractional Order Linear/Nonlinear Reaction-Advection Diffusion Equation Using Jacobi Polynomial
Authors: Shubham Jaiswal
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During modelling of many physical problems and engineering processes, fractional calculus plays an important role. Those are greatly described by fractional differential equations (FDEs). So a reliable and efficient technique to solve such types of FDEs is needed. In this article, a numerical solution of a class of fractional differential equations namely space fractional order reaction-advection dispersion equations subject to initial and boundary conditions is derived. In the proposed approach shifted Jacobi polynomials are used to approximate the solutions together with shifted Jacobi operational matrix of fractional order and spectral collocation method. The main advantage of this approach is that it converts such problems in the systems of algebraic equations which are easier to be solved. The proposed approach is effective to solve the linear as well as non-linear FDEs. To show the reliability, validity and high accuracy of proposed approach, the numerical results of some illustrative examples are reported, which are compared with the existing analytical results already reported in the literature. The error analysis for each case exhibited through graphs and tables confirms the exponential convergence rate of the proposed method.Keywords: space fractional order linear/nonlinear reaction-advection diffusion equation, shifted Jacobi polynomials, operational matrix, collocation method, Caputo derivative
Procedia PDF Downloads 4471092 Design of Wide-Range Variable Fractional-Delay FIR Digital Filters
Authors: Jong-Jy Shyu, Soo-Chang Pei, Yun-Da Huang
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In this paper, design of wide-range variable fractional-delay (WR-VFD) finite impulse response (FIR) digital filters is proposed. With respect to the conventional VFD filter which is designed such that its delay is adjustable within one unit, the proposed VFD FIR filter is designed such that its delay can be tunable within a wider range. By the traces of coefficients of the fractional-delay FIR filter, it is found that the conventional method of polynomial substitution for filter coefficients no longer satisfies the design demand, and the circuits perform the sinc function (sinc converter) are added to overcome this problem. In this paper, least-squares method is adopted to design WR-VFD FIR filter. Throughout this paper, several examples will be proposed to demonstrate the effectiveness of the presented methods.Keywords: digital filter, FIR filter, variable fractional-delay (VFD) filter, least-squares approximation
Procedia PDF Downloads 4921091 Tuning Fractional Order Proportional-Integral-Derivative Controller Using Hybrid Genetic Algorithm Particle Swarm and Differential Evolution Optimization Methods for Automatic Voltage Regulator System
Authors: Fouzi Aboura
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The fractional order proportional-integral-derivative (FOPID) controller or fractional order (PIλDµ) is a proportional-integral-derivative (PID) controller where integral order (λ) and derivative order (µ) are fractional, one of the important application of classical PID is the Automatic Voltage Regulator (AVR).The FOPID controller needs five parameters optimization while the design of conventional PID controller needs only three parameters to be optimized. In our paper we have proposed a comparison between algorithms Differential Evolution (DE) and Hybrid Genetic Algorithm Particle Swarm Optimization (HGAPSO) ,we have studied theirs characteristics and performance analysis to find an optimum parameters of the FOPID controller, a new objective function is also proposed to take into account the relation between the performance criteria’s.Keywords: FOPID controller, fractional order, AVR system, objective function, optimization, GA, PSO, HGAPSO
Procedia PDF Downloads 911090 Global Mittag-Leffler Stability of Fractional-Order Bidirectional Associative Memory Neural Network with Discrete and Distributed Transmission Delays
Authors: Swati Tyagi, Syed Abbas
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Fractional-order Hopfield neural networks are generally used to model the information processing among the interacting neurons. To show the constancy of the processed information, it is required to analyze the stability of these systems. In this work, we perform Mittag-Leffler stability for the corresponding Caputo fractional-order bidirectional associative memory (BAM) neural networks with various time-delays. We derive sufficient conditions to ensure the existence and uniqueness of the equilibrium point by using the theory of topological degree theory. By applying the fractional Lyapunov method and Mittag-Leffler functions, we derive sufficient conditions for the global Mittag-Leffler stability, which further imply the global asymptotic stability of the network equilibrium. Finally, we present two suitable examples to show the effectiveness of the obtained results.Keywords: bidirectional associative memory neural network, existence and uniqueness, fractional-order, Lyapunov function, Mittag-Leffler stability
Procedia PDF Downloads 3661089 Modeling the Compound Interest Dynamics Using Fractional Differential Equations
Authors: Muath Awadalla, Maen Awadallah
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Banking sector covers different activities including lending money to customers. However, it is commonly known that customers pay money they have borrowed including an added amount called interest. Compound interest rate is an approach used in determining the interest to be paid. The instant compounded amount to be paid by a debtor is obtained through a differential equation whose main parameters are the rate and the time. The rate used by banks in a country is often defined by the government of the said country. In Switzerland, for instance, a negative rate was once applied. In this work, a new approach of modeling the compound interest is proposed using Hadamard fractional derivative. As a result, it appears that depending on the fraction value used in derivative the amount to be paid by a debtor might either be higher or lesser than the amount determined using the classical approach.Keywords: compound interest, fractional differential equation, hadamard fractional derivative, optimization
Procedia PDF Downloads 1261088 Separate Powers Control Structure of DFIG Based on Fractional Regulator Fed by Multilevel Inverters DC Bus Voltages of a photovoltaic System
Authors: S. Ghoudelbourk, A. Omeiri, D. Dib, H. Cheghib
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This paper shows that we can improve the performance of the auto-adjustable electric machines if a fractional dynamic is considered in the algorithm of the controlling order. This structure is particularly interested in the separate control of active and reactive power of the double-fed induction generator (DFIG) of wind power conversion chain. Fractional regulators are used in the regulation of chain of powers. Knowing that, usually, the source of DFIG is provided by converters through controlled rectifiers, all this system makes the currents of lines strongly polluted that can have a harmful effect for the connected loads and sensitive equipment nearby. The solution to overcome these problems is to replace the power of the rotor DFIG by multilevel inverters supplied by PV which improve the THD. The structure of the adopted adjustment is tested using Matlab/Simulink and the results are presented and analyzed for a variable wind.Keywords: DFIG, fractional regulator, multilevel inverters, PV
Procedia PDF Downloads 4011087 Analytical Design of Fractional-Order PI Controller for Decoupling Control System
Authors: Truong Nguyen Luan Vu, Le Hieu Giang, Le Linh
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The FOPI controller is proposed based on the main properties of the decoupling control scheme, as well as the fractional calculus. By using the simplified decoupling technique, the transfer function of decoupled apparent process is firstly separated into a set of n equivalent independent processes in terms of a ratio of the diagonal elements of original open-loop transfer function to those of dynamic relative gain array and the fraction – order PI controller is then developed for each control loops due to the Bode’s ideal transfer function that gives the desired fractional closed-loop response in the frequency domain. The simulation studies were carried out to evaluate the proposed design approach in a fair compared with the other existing methods in accordance with the structured singular value (SSV) theory that used to measure the robust stability of control systems under multiplicative output uncertainty. The simulation results indicate that the proposed method consistently performs well with fast and well-balanced closed-loop time responses.Keywords: ideal transfer function of bode, fractional calculus, fractional order proportional integral (FOPI) controller, decoupling control system
Procedia PDF Downloads 3331086 Attitudes toward Programming Languages Based on Characteristics
Authors: Mohammad Shokoohi-Yekta, Hamid Mirebrahim
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A body of research has been devoted to investigating the preferences of computer programmers. These researches used various questionnaires to find out what programming language is most popular among programmers. The problem with such research is that the programmers are usually familiar with only a few languages; therefore, disregarding a number of other languages which might have characteristics that match their preferences more closely. To overcome such a problem, we decided to investigate the preferences of programmers in regards to the characteristics of languages, which help us to discover the languages that include the most characteristics preferred by the users. We conducted a user study to measure the preferences of programmers on different characteristics of programming languages and then tried to compare existing languages in the areas of application, Web and system programming. Overall, the results of our study indicated that the Ruby programming language has the highest preference score in the two areas of application and Web, and C++ has the highest score in the system area. The results of our study can also help programming language designers know the characteristics they should consider when developing new programming languages in order to attract more programmers.Keywords: object orientation, programming language design, programmers' preferences, characteristic
Procedia PDF Downloads 4981085 The Primitive Code-Level Design Patterns for Distributed Programming
Authors: Bing Li
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The primitive code-level design patterns (PDP) are the rudimentary programming elements to develop any distributed systems in the generic distributed programming environment, GreatFree. The PDP works with the primitive distributed application programming interfaces (PDA), the distributed modeling, and the distributed concurrency for scaling-up. They not only hide developers from underlying technical details but also support sufficient adaptability to a variety of distributed computing environments. Programming with them, the simplest distributed system, the lightweight messaging two-node client/server (TNCS) system, is constructed rapidly with straightforward and repeatable behaviors, copy-paste-replace (CPR). As any distributed systems are made up of the simplest ones, those PDAs, as well as the PDP, are generic for distributed programming.Keywords: primitive APIs, primitive code-level design patterns, generic distributed programming, distributed systems, highly patterned development environment, messaging
Procedia PDF Downloads 1941084 Mathematical Programming Models for Portfolio Optimization Problem: A Review
Authors: Mazura Mokhtar, Adibah Shuib, Daud Mohamad
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Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.Keywords: portfolio optimization, mathematical programming, multi-objective programming, solution approaches
Procedia PDF Downloads 3501083 Covariance of the Queue Process Fed by Isonormal Gaussian Input Process
Authors: Samaneh Rahimirshnani, Hossein Jafari
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In this paper, we consider fluid queueing processes fed by an isonormal Gaussian process. We study the correlation structure of the queueing process and the rate of convergence of the running supremum in the queueing process. The Malliavin calculus techniques are applied to obtain relations that show the workload process inherits the dependence properties of the input process. As examples, we consider two isonormal Gaussian processes, the sub-fractional Brownian motion (SFBM) and the fractional Brownian motion (FBM). For these examples, we obtain upper bounds for the covariance function of the queueing process and its rate of convergence to zero. We also discover that the rate of convergence of the queueing process is related to the structure of the covariance function of the input process.Keywords: queue length process, Malliavin calculus, covariance function, fractional Brownian motion, sub-fractional Brownian motion
Procedia PDF Downloads 651082 Understanding the Programming Techniques Using a Complex Case Study to Teach Advanced Object-Oriented Programming
Authors: M. Al-Jepoori, D. Bennett
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Teaching Object-Oriented Programming (OOP) as part of a Computing-related university degree is a very difficult task; the road to ensuring that students are actually learning object oriented concepts is unclear, as students often find it difficult to understand the concept of objects and their behavior. This problem is especially obvious in advanced programming modules where Design Pattern and advanced programming features such as Multi-threading and animated GUI are introduced. Looking at the students’ performance at their final year on a university course, it was obvious that the level of students’ understanding of OOP varies to a high degree from one student to another. Students who aim at the production of Games do very well in the advanced programming module. However, the students’ assessment results of the last few years were relatively low; for example, in 2016-2017, the first quartile of marks were as low as 24.5 and the third quartile was 63.5. It is obvious that many students were not confident or competent enough in their programming skills. In this paper, the reasons behind poor performance in Advanced OOP modules are investigated, and a suggested practice for teaching OOP based on a complex case study is described and evaluated.Keywords: complex programming case study, design pattern, learning advanced programming, object oriented programming
Procedia PDF Downloads 2211081 Understanding of the Impact of Technology in Collaborative Programming for Children
Authors: Nadia Selene Molina-Moreno, Maria Susana Avila-Garcia, Marco Bianchetti, Marcelina Pantoja-Flores
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Visual Programming Tools available are a great tool for introducing children to programming and to develop a skill set for algorithmic thinking. On the other hand, collaborative learning and pair programming within the context of programming activities, has demonstrated to have social and learning benefits. However, some of the online tools available for programming for children are not designed to allow simultaneous and equitable participation of the team members since they allow only for a single control point. In this paper, a report the work conducted with children playing a user role is presented. A preliminary study to cull ideas, insights, and design considerations for a formal programming course for children aged 8-10 using collaborative learning as a pedagogical approach was conducted. Three setups were provided: 1) lo-fi prototype, 2) PC, 3) a 46' multi-touch single display groupware limited by the application to a single touch entry. Children were interviewed at the end of the sessions in order to know their opinions about teamwork and the different setups defined. Results are mixed regarding the setup, but they agree to like teamwork.Keywords: children, collaborative programming, visual programming, multi-touch tabletop, lo-fi prototype
Procedia PDF Downloads 3091080 Spatial Interpolation Technique for the Optimisation of Geometric Programming Problems
Authors: Debjani Chakraborty, Abhijit Chatterjee, Aishwaryaprajna
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Posynomials, a special type of polynomials, having singularities, pose difficulties while solving geometric programming problems. In this paper, a methodology has been proposed and used to obtain extreme values for geometric programming problems by nth degree polynomial interpolation technique. Here the main idea to optimise the posynomial is to fit a best polynomial which has continuous gradient values throughout the range of the function. The approximating polynomial is smoothened to remove the discontinuities present in the feasible region and the objective function. This spatial interpolation method is capable to optimise univariate and multivariate geometric programming problems. An example is solved to explain the robustness of the methodology by considering a bivariate nonlinear geometric programming problem. This method is also applicable for signomial programming problem.Keywords: geometric programming problem, multivariate optimisation technique, posynomial, spatial interpolation
Procedia PDF Downloads 3721079 Fuzzy Linear Programming Approach for Determining the Production Amounts in Food Industry
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In recent years, rapid and correct decision making is crucial for both people and enterprises. However, uncertainty makes decision-making difficult. Fuzzy logic is used for coping with this situation. Thus, fuzzy linear programming models are developed in order to handle uncertainty in objective function and the constraints. In this study, a problem of a factory in food industry is investigated, required data is obtained and the problem is figured out as a fuzzy linear programming model. The model is solved using Zimmerman approach which is one of the approaches for fuzzy linear programming. As a result, the solution gives the amount of production for each product type in order to gain maximum profit.Keywords: food industry, fuzzy linear programming, fuzzy logic, linear programming
Procedia PDF Downloads 6521078 Exploration and Reform of Fundamentals of Program Design Based on Application Ability
Authors: Jiaqi Yin, Baofeng Liang
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The rapid development in the fields of computer science and information technology presents new challenges and opportunities for foundational programming education. Traditional programming courses often focus heavily on theoretical knowledge while neglecting students’ practical programming and problem-solving abilities. This paper delves into the significance of programming education based on application abilities and provides a detailed explanation of a reform approach that incorporates project-driven teaching to nurture students with more comprehensive computer science skills.Keywords: fundamentals of programming, application abilities, pedagogical reform, program design
Procedia PDF Downloads 791077 Numerical Solution of Magneto-Hydrodynamic Flow of a Viscous Fluid in the Presence of Nanoparticles with Fractional Derivatives through a Cylindrical Tube
Authors: Muhammad Abdullah, Asma Rashid Butt, Nauman Raza
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Biomagnetic fluids like blood play key role in different applications of medical science and bioengineering. In this paper, the magnetohydrodynamic flow of a viscous fluid with magnetic particles through a cylindrical tube is investigated. The fluid is electrically charged in the presence of a uniform external magnetic field. The movement in the fluid is produced due to the cylindrical tube. Initially, the fluid and tube are at rest and at time t=0⁺, the tube starts to move along its axis. To obtain the mathematical model of flow with fractional derivatives fractional calculus approach is used. The solution of the flow model is obtained by using Laplace transformation. The Simon's numerical algorithm is employed to obtain inverse Laplace transform. The hybrid technique, we are employing has less computational effort as compared to other methods. The numerical calculations have been performed with Mathcad software. As the special cases of our problem, the solution of flow model with ordinary derivatives and flow without magnetic particles has been procured. Finally, the impact of non-integer fractional parameter alpha, Hartmann number Ha, and Reynolds number Re on flow and magnetic particles velocity is analyzed and depicted by graphs.Keywords: viscous fluid, magnetic particles, fractional calculus, laplace transformation
Procedia PDF Downloads 2081076 Virtual Assessment of Measurement Error in the Fractional Flow Reserve
Authors: Keltoum Chahour, Mickael Binois
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Due to a lack of standardization during the invasive fractional flow reserve (FFR) procedure, the index is subject to many sources of uncertainties. In this paper, we investigate -through simulation- the effect of the (FFR) device position and configuration on the obtained value of the (FFR) fraction. For this purpose, we use computational fluid dynamics (CFD) in a 3D domain corresponding to a diseased arterial portion. The (FFR) pressure captor is introduced inside it with a given length and coefficient of bending to capture the (FFR) value. To get over the computational limitations, basically, the time of the simulation is about 2h 15min for one (FFR) value; we generate a Gaussian Process (GP) model for (FFR) prediction. The (GP) model indicates good accuracy and demonstrates the effective error in the measurement created by the random configuration of the pressure captor.Keywords: fractional flow reserve, Gaussian processes, computational fluid dynamics, drift
Procedia PDF Downloads 1381075 On the Solution of Fractional-Order Dynamical Systems Endowed with Block Hybrid Methods
Authors: Kizito Ugochukwu Nwajeri
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This paper presents a distinct approach to solving fractional dynamical systems using hybrid block methods (HBMs). Fractional calculus extends the concept of derivatives and integrals to non-integer orders and finds increasing application in fields such as physics, engineering, and finance. However, traditional numerical techniques often struggle to accurately capture the complex behaviors exhibited by these systems. To address this challenge, we develop HBMs that integrate single-step and multi-step methods, enabling the simultaneous computation of multiple solution points while maintaining high accuracy. Our approach employs polynomial interpolation and collocation techniques to derive a system of equations that effectively models the dynamics of fractional systems. We also directly incorporate boundary and initial conditions into the formulation, enhancing the stability and convergence properties of the numerical solution. An adaptive step-size mechanism is introduced to optimize performance based on the local behavior of the solution. Extensive numerical simulations are conducted to evaluate the proposed methods, demonstrating significant improvements in accuracy and efficiency compared to traditional numerical approaches. The results indicate that our hybrid block methods are robust and versatile, making them suitable for a wide range of applications involving fractional dynamical systems. This work contributes to the existing literature by providing an effective numerical framework for analyzing complex behaviors in fractional systems, thereby opening new avenues for research and practical implementation across various disciplines.Keywords: fractional calculus, numerical simulation, stability and convergence, Adaptive step-size mechanism, collocation methods
Procedia PDF Downloads 481074 Generalized Central Paths for Convex Programming
Authors: Li-Zhi Liao
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The central path has played the key role in the interior point method. However, the convergence of the central path may not be true even in some convex programming problems with linear constraints. In this paper, the generalized central paths are introduced for convex programming. One advantage of the generalized central paths is that the paths will always converge to some optimal solutions of the convex programming problem for any initial interior point. Some additional theoretical properties for the generalized central paths will be also reported.Keywords: central path, convex programming, generalized central path, interior point method
Procedia PDF Downloads 3271073 Use of Linear Programming for Optimal Production in a Production Line in Saudi Food Co.
Authors: Qasim M. Kriri
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Few Saudi Arabia production companies face financial profit issues until this moment. This work presents a linear integer programming model that solves a production problem of a Saudi Food Company in Saudi Arabia. An optimal solution to the above-mentioned problem is a Linear Programming solution. In this regard, the main purpose of this project is to maximize profit. Linear Programming Technique has been used to derive the maximum profit from production of natural juice at Saudi Food Co. The operations of production of the company were formulated and optimal results are found out by using Lindo Software that employed Sensitivity Analysis and Parametric linear programming in order develop Linear Programming. In addition, the parameter values are increased, then the values of the objective function will be increased.Keywords: parameter linear programming, objective function, sensitivity analysis, optimize profit
Procedia PDF Downloads 2061072 Fractional Order Controller Design for Vibration Attenuation in an Airplane Wing
Authors: Birs Isabela, Muresan Cristina, Folea Silviu, Prodan Ovidiu
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The wing is one of the most important parts of an airplane because it ensures stability, sustenance and maneuverability of the airplane. Because of its shape, the airplane wing can be simplified to a smart beam. Active vibration suppression is realized using piezoelectric actuators that are mounted on the surface of the beam. This work presents a tuning procedure of fractional order controllers based on a graphical approach of the frequency domain representation. The efficacy of the method is proven by practically testing the controller on a laboratory scale experimental stand.
Keywords: fractional order control, piezoelectric actuators, smart beam, vibration suppression
Procedia PDF Downloads 3181071 Three-Stage Multivariate Stratified Sample Surveys with Probabilistic Cost Constraint and Random Variance
Authors: Sanam Haseen, Abdul Bari
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In this paper a three stage multivariate programming problem with random survey cost and variances as random variables has been formulated as a non-linear stochastic programming problem. The problem has been converted into an equivalent deterministic form using chance constraint programming and modified E-modeling. An empirical study of the problem has been done at the end of the paper using R-simulation.Keywords: chance constraint programming, modified E-model, stochastic programming, stratified sample surveys, three stage sample surveys
Procedia PDF Downloads 458