Search results for: negative differential resistnace
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6113

Search results for: negative differential resistnace

6053 Improved Impossible Differential Cryptanalysis of Midori64

Authors: Zhan Chen, Wenquan Bi, Xiaoyun Wang

Abstract:

The Midori family of light weight block cipher is proposed in ASIACRYPT2015. It has attracted the attention of numerous cryptanalysts. There are two versions of Midori: Midori64 which takes a 64-bit block size and Midori128 the size of which is 128-bit. In this paper an improved 10-round impossible differential attack on Midori64 is proposed. Pre-whitening keys are considered in this attack. A better impossible differential path is used to reduce time complexity by decreasing the number of key bits guessed. A hash table is built in the pre-computation phase to reduce computational complexity. Partial abort technique is used in the key seiving phase. The attack requires 259 chosen plaintexts, 214.58 blocks of memory and 268.83 10-round Midori64 encryptions.

Keywords: cryptanalysis, impossible differential, light weight block cipher, Midori

Procedia PDF Downloads 332
6052 A Nonlinear Stochastic Differential Equation Model for Financial Bubbles and Crashes with Finite-Time Singularities

Authors: Haowen Xi

Abstract:

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 time is found and unexpected critical slowing down due to the coupling external noise is predicted; (2) numerical simulations of the nonlinear stochastic equation is presented, and the probability distribution of Prob(tc) is found to be the inverse gamma function.

Keywords: bubble, crash, finite-time-singular, numerical simulation, price dynamics, stochastic differential equations

Procedia PDF Downloads 110
6051 Solution of Hybrid Fuzzy Differential Equations

Authors: Mahmood Otadi, Maryam Mosleh

Abstract:

The hybrid differential equations have a wide range of applications in science and engineering. In this paper, the homotopy analysis method (HAM) is applied to obtain the series solution of the hybrid differential equations. Using the homotopy analysis method, it is possible to find the exact solution or an approximate solution of the problem. Comparisons are made between improved predictor-corrector method, homotopy analysis method and the exact solution. Finally, we illustrate our approach by some numerical example.

Keywords: fuzzy number, fuzzy ODE, HAM, approximate method

Procedia PDF Downloads 490
6050 Investigate and Solving Analytic of Nonlinear Differential at Vibrations (Earthquake)and Beam-Column, by New Approach “AGM”

Authors: Mohammadreza Akbari, Pooya Soleimani Besheli, Reza Khalili, Sara Akbari

Abstract:

In this study, we investigate building structures nonlinear behavior also solving analytic of nonlinear differential at vibrations. As we know most of engineering systems behavior in practical are non- linear process (especial at structural) and analytical solving (no numerical) these problems are complex, difficult and sometimes impossible (of course at form of analytical solving). In this symposium, we are going to exposure one method in engineering, that can solve sets of nonlinear differential equations with high accuracy and simple solution and so this issue will emerge after comparing the achieved solutions by Numerical Method (Runge-Kutte 4th) and exact solutions. Finally, we can proof AGM method could be created huge evolution for researcher and student (engineering and basic science) in whole over the world, because of AGM coding system, so by using this software, we can analytical solve all complicated linear and nonlinear differential equations, with help of that there is no difficulty for solving nonlinear differential equations.

Keywords: new method AGM, vibrations, beam-column, angular frequency, energy dissipated, critical load

Procedia PDF Downloads 362
6049 On a Continuous Formulation of Block Method for Solving First Order Ordinary Differential Equations (ODEs)

Authors: A. M. Sagir

Abstract:

The aim of this paper is to investigate the performance of the developed linear multistep block method for solving first order initial value problem of Ordinary Differential Equations (ODEs). The method calculates the numerical solution at three points simultaneously and produces three new equally spaced solution values within a block. The continuous formulations enable us to differentiate and evaluate at some selected points to obtain three discrete schemes, which were used in block form for parallel or sequential solutions of the problems. A stability analysis and efficiency of the block method are tested on ordinary differential equations involving practical applications, and the results obtained compared favorably with the exact solution. Furthermore, comparison of error analysis has been developed with the help of computer software.

Keywords: block method, first order ordinary differential equations, linear multistep, self-starting

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6048 Comparing Numerical Accuracy of Solutions of Ordinary Differential Equations (ODE) Using Taylor's Series Method, Euler's Method and Runge-Kutta (RK) Method

Authors: Palwinder Singh, Munish Sandhir, Tejinder Singh

Abstract:

The ordinary differential equations (ODE) represent a natural framework for mathematical modeling of many real-life situations in the field of engineering, control systems, physics, chemistry and astronomy etc. Such type of differential equations can be solved by analytical methods or by numerical methods. If the solution is calculated using analytical methods, it is done through calculus theories, and thus requires a longer time to solve. In this paper, we compare the numerical accuracy of the solutions given by the three main types of one-step initial value solvers: Taylor’s Series Method, Euler’s Method and Runge-Kutta Fourth Order Method (RK4). The comparison of accuracy is obtained through comparing the solutions of ordinary differential equation given by these three methods. Furthermore, to verify the accuracy; we compare these numerical solutions with the exact solutions.

Keywords: Ordinary differential equations (ODE), Taylor’s Series Method, Euler’s Method, Runge-Kutta Fourth Order Method

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6047 A Study of Hamilton-Jacobi-Bellman Equation Systems Arising in Differential Game Models of Changing Society

Authors: Weihua Ruan, Kuan-Chou Chen

Abstract:

This paper is concerned with a system of Hamilton-Jacobi-Bellman equations coupled with an autonomous dynamical system. The mathematical system arises in the differential game formulation of political economy models as an infinite-horizon continuous-time differential game with discounted instantaneous payoff rates and continuously and discretely varying state variables. The existence of a weak solution of the PDE system is proven and a computational scheme of approximate solution is developed for a class of such systems. A model of democratization is mathematically analyzed as an illustration of application.

Keywords: Hamilton-Jacobi-Bellman equations, infinite-horizon differential games, continuous and discrete state variables, political-economy models

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6046 Empirical Evaluation of Gradient-Based Training Algorithms for Ordinary Differential Equation Networks

Authors: Martin K. Steiger, Lukas Heisler, Hans-Georg Brachtendorf

Abstract:

Deep neural networks and their variants form the backbone of many AI applications. Based on the so-called residual networks, a continuous formulation of such models as ordinary differential equations (ODEs) has proven advantageous since different techniques may be applied that significantly increase the learning speed and enable controlled trade-offs with the resulting error at the same time. For the evaluation of such models, high-performance numerical differential equation solvers are used, which also provide the gradients required for training. However, whether classical gradient-based methods are even applicable or which one yields the best results has not been discussed yet. This paper aims to redeem this situation by providing empirical results for different applications.

Keywords: deep neural networks, gradient-based learning, image processing, ordinary differential equation networks

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6045 The Application of Variable Coefficient Jacobian elliptic Function Method to Differential-Difference Equations

Authors: Chao-Qing Dai

Abstract:

In modern nonlinear science and textile engineering, nonlinear differential-difference equations are often used to describe some nonlinear phenomena. In this paper, we extend the variable coefficient Jacobian elliptic function method, which was used to find new exact travelling wave solutions of nonlinear partial differential equations, to nonlinear differential-difference equations. As illustration, we derive two series of Jacobian elliptic function solutions of the discrete sine-Gordon equation.

Keywords: discrete sine-Gordon equation, variable coefficient Jacobian elliptic function method, exact solutions, equation

Procedia PDF Downloads 648
6044 Stochastic Variation of the Hubble's Parameter Using Ornstein-Uhlenbeck Process

Authors: Mary Chriselda A

Abstract:

This paper deals with the fact that the Hubble's parameter is not constant and tends to vary stochastically with time. This premise has been proven by converting it to a stochastic differential equation using the Ornstein-Uhlenbeck process. The formulated stochastic differential equation is further solved analytically using the Euler and the Kolmogorov Forward equations, thereby obtaining the probability density function using the Fourier transformation, thereby proving that the Hubble's parameter varies stochastically. This is further corroborated by simulating the observations using Python and R-software for validation of the premise postulated. We can further draw conclusion that the randomness in forces affecting the white noise can eventually affect the Hubble’s Parameter leading to scale invariance and thereby causing stochastic fluctuations in the density and the rate of expansion of the Universe.

Keywords: Chapman Kolmogorov forward differential equations, fourier transformation, hubble's parameter, ornstein-uhlenbeck process , stochastic differential equations

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6043 Parallel Asynchronous Multi-Splitting Methods for Differential Algebraic Systems

Authors: Malika Elkyal

Abstract:

We consider an iterative parallel multi-splitting method for differential algebraic equations. The main feature of the proposed idea is to use the asynchronous form. We prove that the multi-splitting technique can effectively accelerate the convergent performance of the iterative process. The main characteristic of an asynchronous mode is that the local algorithm does not have to wait at predetermined messages to become available. We allow some processors to communicate more frequently than others, and we allow the communication delays to be substantial and unpredictable. Accordingly, we note that synchronous algorithms in the computer science sense are particular cases of our formulation of asynchronous one.

Keywords: parallel methods, asynchronous mode, multisplitting, differential algebraic equations

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6042 Negative Pressure Waves in Hydraulic Systems

Authors: Fuad H. Veliev

Abstract:

Negative pressure phenomenon appears in many thermodynamic, geophysical and biophysical processes in the Nature and technological systems. For more than 100 years of the laboratory researches beginning from F. M. Donny’s tests, the great values of negative pressure have been achieved. But this phenomenon has not been practically applied, being only a nice lab toy due to the special demands for the purity and homogeneity of the liquids for its appearance. The possibility of creation of direct wave of negative pressure in real heterogeneous liquid systems was confirmed experimentally under the certain kinetic and hydraulic conditions. The negative pressure can be considered as the factor of both useful and destroying energies. The new approach to generation of the negative pressure waves in impure, unclean fluids has allowed the creation of principally new energy saving technologies and installations to increase the effectiveness and efficiency of different production processes. It was proved that the negative pressure is one of the main factors causing hard troubles in some technological and natural processes. Received results emphasize the necessity to take into account the role of the negative pressure as an energy factor in evaluation of many transient thermohydrodynamic processes in the Nature and production systems.

Keywords: liquid systems, negative pressure, temperature, wave, metastable state

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6041 Correlation of P53 Gene Expression With Serum Alanine Transaminase Levels and Hepatitis B Viral Load in Cirrhosis and Hepatocellular Carcinoma Patients

Authors: Umme Shahera, Saifullah Munshi, Munira Jahan, Afzalun Nessa, Shahinul Alam, Shahina Tabassum

Abstract:

The development of HCC is a multi-stage process. Several extrinsic factors, such as aflatoxin, HBV, nutrition, alcohol, and trace elements are thought to initiate or/and promote the hepatocarcinogenesis. Alteration of p53 status is an important intrinsic factor in this process as p53 is essential for preventing inappropriate cell proliferation and maintaining genome integrity following genotoxic stress. This study was designed to assess the correlation of p53 gene expression with HBV-DNA and serum Alanine transaminase (ALT) in patients with cirrhosis and HCC. The study was conducted among 60 patients. The study population were divided into four groups (15 in each groups)-HBV positive cirrhosis, HBV negative cirrhosis, HBV positive HCC and HBV negative HCC. Expression of p53 gene was observed using real time PCR. P53 gene expressions in the above mentioned groups were correlated with serum ALT level and HBV viral load. p53 gene was significantly higher in HBV-positive patients with HCC than HBV-positive cirrhosis. Similarly, the expression of p53 was significantly higher in HBV-positive HCC than HBV-negative HCC patients. However, the expression of p53 was reduced in HBV-positive cirrhosis in comparison with HBV-negative cirrhosis. P53 gene expression in liver was not correlated with the serum levels of ALT in any of the study groups. HBV- DNA load also did not correlated with p53 gene expression in HBV positive HCC and HBV positive cirrhosis patients. This study shows that there was no significant change with the expression of p53 gene in any of the study groups with ALT level or viral load, though differential expression of p53 gene were observed in cirrhosis and HCC patients.

Keywords: P53, ALT, HBV-DNA, liver cirrhosis, hepatocellular carcinoma

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6040 Direct Torque Control of Induction Motor Employing Differential Evolution Algorithm

Authors: T. Vamsee Kiran, A. Gopi

Abstract:

The undesired torque and flux ripple may occur in conventional direct torque control (DTC) induction motor drive. DTC can improve the system performance at low speeds by continuously tuning the regulator by adjusting the Kp, Ki values. In this differential evolution (DE) is proposed to adjust the parameters (Kp, Ki) of the speed controller in order to minimize torque ripple, flux ripple, and stator current distortion.The DE based PI controller has resulted is maintaining a constant speed of the motor irrespective of the load torque fluctuations.

Keywords: differential evolution, direct torque control, PI controller

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6039 Experiencing Negative Thoughts? Write It, Crumple It and Throw It

Authors: Yasmin Othman Mydin

Abstract:

When one experiences problems, this may lead to negative thoughts. These thoughts may occur repetitively. The present study investigates the effectiveness of cognitive and behavioural techniques to reduce negative thoughts. 20 undergraduate university students participated as the sample in these experimental therapy sessions. Ten students received the intervention while the other ten students were in control group. 15 items Perseverative Thinking Questionnaire was administered before and after the intervention to test the effectiveness of the techniques. The behavioural techniques applied were such as, write down the negative thoughts, crumple it and throw it away. While the cognitive technique was to imagine that the thoughts are being taken out of the mind while throwing it away. Paired samples t-test analysis revealed that there were significant reductions (t=4.245,df=9, p .003) in the negative thoughts in the group that received the intervention compared to the control group. This indicates that these techniques are effective to reduce the repetitive negative thoughts.

Keywords: behaviour and cognitive intervention, negative thoughts, writing, psychology

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6038 A Critical Genre Analysis of Negative Parts in CSR Reports

Authors: Shuai Liu

Abstract:

In corporate social responsibility (CSR) reporting, companies are expected to present both the positive and negative parts of the social and environmental impacts of their performance. This study investigates how the companies that listed in fortune 500 respond to this challenge by analyzing the representations of negative part especially the safety performance. It has found that in the level of genre analysis, it presented 3 major moves and 11 steps in terms of the interdiscursivity analysis. It was made up of three dominant discourse.. The study calls for greater focus on the internal and external analysis of the negative aspect of aspects of companies’ self-disclosure.

Keywords: CSR reports, negative parts, critical genre analysis, interdiscursivity

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6037 The Dynamics of Unsteady Squeezing Flow between Parallel Plates (Two-Dimensional)

Authors: Jiya Mohammed, Ibrahim Ismail Giwa

Abstract:

Unsteady squeezing flow of a viscous fluid between parallel plates is considered. The two plates are considered to be approaching each other symmetrically, causing the squeezing flow. Two-dimensional rectangular Cartesian coordinate is considered. The Navier-Stokes equation was reduced using similarity transformation to a single fourth order non-linear ordinary differential equation. The energy equation was transformed to a second order coupled differential equation. We obtained solution to the resulting ordinary differential equations via Homotopy Perturbation Method (HPM). HPM deforms a differential problem into a set of problem that are easier to solve and it produces analytic approximate expression in the form of an infinite power series by using only sixth and fifth terms for the velocity and temperature respectively. The results reveal that the proposed method is very effective and simple. Comparisons among present and existing solutions were provided and it is shown that the proposed method is in good agreement with Variation of Parameter Method (VPM). The effects of appropriate dimensionless parameters on the velocity profiles and temperature field are demonstrated with the aid of comprehensive graphs and tables.

Keywords: coupled differential equation, Homotopy Perturbation Method, plates, squeezing flow

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6036 A Series Solution of Fuzzy Integro-Differential Equation

Authors: Maryam Mosleh, Mahmood Otadi

Abstract:

The hybrid differential equations have a wide range of applications in science and engineering. In this paper, the homotopy analysis method (HAM) is applied to obtain the series solution of the hybrid differential equations. Using the homotopy analysis method, it is possible to find the exact solution or an approximate solution of the problem. Comparisons are made between improved predictor-corrector method, homotopy analysis method and the exact solution. Finally, we illustrate our approach by some numerical example.

Keywords: Fuzzy number, parametric form of a fuzzy number, fuzzy integrodifferential equation, homotopy analysis method

Procedia PDF Downloads 532
6035 On Energy Condition Violation for Shifting Negative Mass Black Holes

Authors: Manuel Urueña Palomo

Abstract:

In this paper, we introduce the study of a new solution to gravitational singularities by violating the energy conditions of the Penrose Hawking singularity theorems. We consider that a shift to negative energies, and thus, to negative masses, takes place at the event horizon of a black hole, justified by the original, singular and exact Schwarzschild solution. These negative energies are supported by relativistic particle physics considering the negative energy solutions of the Dirac equation, which states that a time transformation shifts to a negative energy particle. In either general relativity or full Newtonian mechanics, these negative masses are predicted to be repulsive. It is demonstrated that the model fits actual observations, and could possibly clarify the size of observed and unexplained supermassive black holes, when considering the inflation that would take place inside the event horizon where massive particles interact antigravitationally. An approximated solution of the model proposed could be simulated in order to compare it with these observations.

Keywords: black holes, CPT symmetry, negative mass, time transformation

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6034 Analytical Solution for Thermo-Hydro-Mechanical Analysis of Unsaturated Porous Media Using AG Method

Authors: Davood Yazdani Cherati, Hussein Hashemi Senejani

Abstract:

In this paper, a convenient analytical solution for a system of coupled differential equations, derived from thermo-hydro-mechanical analysis of three-phase porous media such as unsaturated soils is developed. This kind of analysis can be used in various fields such as geothermal energy systems and seepage of leachate from buried municipal and domestic waste in geomaterials. Initially, a system of coupled differential equations, including energy, mass, and momentum conservation equations is considered, and an analytical method called AGM is employed to solve the problem. The method is straightforward and comprehensible and can be used to solve various nonlinear partial differential equations (PDEs). Results indicate the accuracy of the applied method for solving nonlinear partial differential equations.

Keywords: AGM, analytical solution, porous media, thermo-hydro-mechanical, unsaturated soils

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6033 Negative Pressures of Ca. -20 MPA for Water Enclosed into a Metal Berthelot Tube under a Vacuum Condition

Authors: K. Hiro, Y. Imai, M. Tanji, H. Deguchi, K. Hatari

Abstract:

Negative pressures of liquids have been expected to contribute many kinds of technology. Nevertheless, experiments for subjecting liquids which have not too small volumes to negative pressures are difficult even now. The reason of the difficulties is because the liquids tend to generate cavities easily. In order to remove cavitation nuclei, an apparatus for enclosing water into a metal Berthelot tube under vacuum conditions was developed. By using the apparatus, negative pressures for water rose to ca. -20 MPa. This is the highest value for water in metal Berthelot tubes. Results were explained by a traditional crevice model. Keywords

Keywords: Berthelot method, negative pressure, cavitation nuclei, water

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6032 Development of a Model Based on Wavelets and Matrices for the Treatment of Weakly Singular Partial Integro-Differential Equations

Authors: Somveer Singh, Vineet Kumar Singh

Abstract:

We present a new model based on viscoelasticity for the Non-Newtonian fluids.We use a matrix formulated algorithm to approximate solutions of a class of partial integro-differential equations with the given initial and boundary conditions. Some numerical results are presented to simplify application of operational matrix formulation and reduce the computational cost. Convergence analysis, error estimation and numerical stability of the method are also investigated. Finally, some test examples are given to demonstrate accuracy and efficiency of the proposed method.

Keywords: Legendre Wavelets, operational matrices, partial integro-differential equation, viscoelasticity

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6031 Intelligent Path Tracking Hybrid Fuzzy Controller for a Unicycle-Type Differential Drive Robot

Authors: Abdullah M. Almeshal, Mohammad R. Alenezi, Muhammad Moaz

Abstract:

In this paper, we discuss the performance of applying hybrid spiral dynamic bacterial chemotaxis (HSDBC) optimisation algorithm on an intelligent controller for a differential drive robot. A unicycle class of differential drive robot is utilised to serve as a basis application to evaluate the performance of the HSDBC algorithm. A hybrid fuzzy logic controller is developed and implemented for the unicycle robot to follow a predefined trajectory. Trajectories of various frictional profiles and levels were simulated to evaluate the performance of the robot at different operating conditions. Controller gains and scaling factors were optimised using HSDBC and the performance is evaluated in comparison to previously adopted optimisation algorithms. The HSDBC has proven its feasibility in achieving a faster convergence toward the optimal gains and resulted in a superior performance.

Keywords: differential drive robot, hybrid fuzzy controller, optimization, path tracking, unicycle robot

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6030 Exact and Approximate Controllability of Nuclear Dynamics Using Bilinear Controls

Authors: Ramdas Sonawane, Mahaveer Gadiya

Abstract:

The control problem associated with nuclear dynamics is represented by nonlinear integro-differential equation with additive controls. To control chain reaction, certain amount of neutrons is added into (or withdrawn out of) chamber as and when required. It is not realistic. So, we can think of controlling the reactor dynamics by bilinear control, which enters the system as coefficient of state. In this paper, we study the approximate and exact controllability of parabolic integro-differential equation controlled by bilinear control with non-homogeneous boundary conditions in bounded domain. We prove the existence of control and propose an explicit control strategy.

Keywords: approximate control, exact control, bilinear control, nuclear dynamics, integro-differential equations

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6029 Record Peak Current Density in AlN/GaN Double-Barrier Resonant Tunneling Diodes on Free-Standing Gan Substrates by Modulating Barrier Thickness

Authors: Fang Liu, Jia Jia Yao, Guan Lin Wu, Ren Jie Liu, Zhuang Guo

Abstract:

Leveraging plasma-assisted molecular beam epitaxy (PA-MBE) on c-plane free-standing GaN substrates, this work demonstrates high-performance AlN/GaN double-barrier resonant tunneling diodes (RTDs) featuring stable and repeatable negative differential resistance (NDR) characteristics at room temperature. By scaling down the barrier thickness of AlN and the lateral mesa size of collector, a record peak current density of 1551 kA/cm2 is achieved, accompanied by a peak-to-valley current ratio (PVCR) of 1.24. This can be attributed to the reduced resonant tunneling time under thinner AlN barrier and the suppressed external incoherent valley current by reducing the dislocation number contained in the RTD device with the smaller size of collector. Statistical analysis of the NDR performance of RTD devices with different AlN barrier thicknesses reveals that, as the AlN barrier thickness decreases from 1.5 nm to 1.25 nm, the average peak current density increases from 145.7 kA/cm2 to 1215.1 kA/cm2, while the average PVCR decreases from 1.45 to 1.1, and the peak voltage drops from 6.89 V to 5.49 V. The peak current density obtained in this work represents the highest value reported for nitride-based RTDs to date, while maintaining a high PVCR value simultaneously. This illustrates that an ultra-scaled RTD based on a vertical quantum-well structure and lateral collector size is a valuable approach for the development of nitride-based RTDs with excellent NDR characteristics, revealing their great potential applications in high-frequency oscillation sources and high-speed switch circuits.

Keywords: GaN resonant tunneling diode, peak current density, peak-to-valley current ratio, negative differential resistance

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6028 Solving Stochastic Eigenvalue Problem of Wick Type

Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

Abstract:

In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Ito chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Ito chaos expansion

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6027 Design of Reconfigurable Supernumerary Robotic Limb Based on Differential Actuated Joints

Authors: Qinghua Zhang, Yanhe Zhu, Xiang Zhao, Yeqin Yang, Hongwei Jing, Guoan Zhang, Jie Zhao

Abstract:

This paper presents a wearable reconfigurable supernumerary robotic limb with differential actuated joints, which is lightweight, compact and comfortable for the wearers. Compared to the existing supernumerary robotic limbs which mostly adopted series structure with large movement space but poor carrying capacity, a prototype with the series-parallel configuration to better adapt to different task requirements has been developed in this design. To achieve a compact structure, two kinds of cable-driven mechanical structures based on guide pulleys and differential actuated joints were designed. Moreover, two different tension devices were also designed to ensure the reliability and accuracy of the cable-driven transmission. The proposed device also employed self-designed bearings which greatly simplified the structure and reduced the cost.

Keywords: cable-driven, differential actuated joints, reconfigurable, supernumerary robotic limb

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6026 An Efficient Collocation Method for Solving the Variable-Order Time-Fractional Partial Differential Equations Arising from the Physical Phenomenon

Authors: Haniye Dehestani, Yadollah Ordokhani

Abstract:

In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.

Keywords: collocation method, fractional partial differential equations, legendre-laguerre functions, pseudo-operational matrix of integration

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6025 Optimal Control of Volterra Integro-Differential Systems Based on Legendre Wavelets and Collocation Method

Authors: Khosrow Maleknejad, Asyieh Ebrahimzadeh

Abstract:

In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential (VID) equation is considered. The method is developed by means of the Legendre wavelet approximation and collocation method. The properties of Legendre wavelet accompany with Gaussian integration method are utilized to reduce the problem to the solution of nonlinear programming one. Some numerical examples are given to confirm the accuracy and ease of implementation of the method.

Keywords: collocation method, Legendre wavelet, optimal control, Volterra integro-differential equation

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6024 Modelling Structural Breaks in Stock Price Time Series Using Stochastic Differential Equations

Authors: Daniil Karzanov

Abstract:

This paper studies the effect of quarterly earnings reports on the stock price. The profitability of the stock is modeled by geometric Brownian diffusion and the Constant Elasticity of Variance model. We fit several variations of stochastic differential equations to the pre-and after-report period using the Maximum Likelihood Estimation and Grid Search of parameters method. By examining the change in the model parameters after reports’ publication, the study reveals that the reports have enough evidence to be a structural breakpoint, meaning that all the forecast models exploited are not applicable for forecasting and should be refitted shortly.

Keywords: stock market, earnings reports, financial time series, structural breaks, stochastic differential equations

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