Search results for: fractional integral
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 995

Search results for: fractional integral

935 Lie Symmetry Treatment for Pricing Options with Transactions Costs under the Fractional Black-Scholes Model

Authors: B. F. Nteumagne, E. Pindza, E. Mare

Abstract:

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 366
934 Nonhomogeneous Linear Fractional Differential Equations Will Bessel Functions of the First Kind Giving Hypergeometric Functions Solutions

Authors: Fernando Maass, Pablo Martin, Jorge Olivares

Abstract:

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

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933 Application of a SubIval Numerical Solver for Fractional Circuits

Authors: Marcin Sowa

Abstract:

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 165
932 Anisotropic Total Fractional Order Variation Model in Seismic Data Denoising

Authors: Jianwei Ma, Diriba Gemechu

Abstract:

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 172
931 Numerical Solution of Space Fractional Order Linear/Nonlinear Reaction-Advection Diffusion Equation Using Jacobi Polynomial

Authors: Shubham Jaiswal

Abstract:

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

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930 Design of Wide-Range Variable Fractional-Delay FIR Digital Filters

Authors: Jong-Jy Shyu, Soo-Chang Pei, Yun-Da Huang

Abstract:

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

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929 Global Mittag-Leffler Stability of Fractional-Order Bidirectional Associative Memory Neural Network with Discrete and Distributed Transmission Delays

Authors: Swati Tyagi, Syed Abbas

Abstract:

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 329
928 Modeling the Compound Interest Dynamics Using Fractional Differential Equations

Authors: Muath Awadalla, Maen Awadallah

Abstract:

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

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927 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

Abstract:

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

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926 The Finite Element Method for Nonlinear Fredholm Integral Equation of the Second Kind

Authors: Melusi Khumalo, Anastacia Dlamini

Abstract:

In this paper, we consider a numerical solution for nonlinear Fredholm integral equations of the second kind. We work with uniform mesh and use the Lagrange polynomials together with the Galerkin finite element method, where the weight function is chosen in such a way that it takes the form of the approximate solution but with arbitrary coefficients. We implement the finite element method to the nonlinear Fredholm integral equations of the second kind. We consider the error analysis of the method. Furthermore, we look at a specific example to illustrate the implementation of the finite element method.

Keywords: finite element method, Galerkin approach, Fredholm integral equations, nonlinear integral equations

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925 Some Integral Inequalities of Hermite-Hadamard Type on Time Scale and Their Applications

Authors: Artion Kashuri, Rozana Liko

Abstract:

In this paper, the authors establish an integral identity using delta differentiable functions. By applying this identity, some new results via a general class of convex functions with respect to two nonnegative functions on a time scale are given. Also, for suitable choices of nonnegative functions, some special cases are deduced. Finally, in order to illustrate the efficiency of our main results, some applications to special means are obtained as well. We hope that current work using our idea and technique will attract the attention of researchers working in mathematical analysis, mathematical inequalities, numerical analysis, special functions, fractional calculus, quantum mechanics, quantum calculus, physics, probability and statistics, differential and difference equations, optimization theory, and other related fields in pure and applied sciences.

Keywords: convex functions, Hermite-Hadamard inequality, special means, time scale

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924 Interval Bilevel Linear Fractional Programming

Authors: F. Hamidi, N. Amiri, H. Mishmast Nehi

Abstract:

The Bilevel Programming (BP) model has been presented for a decision making process that consists of two decision makers in a hierarchical structure. In fact, BP is a model for a static two person game (the leader player in the upper level and the follower player in the lower level) wherein each player tries to optimize his/her personal objective function under dependent constraints; this game is sequential and non-cooperative. The decision making variables are divided between the two players and one’s choice affects the other’s benefit and choices. In other words, BP consists of two nested optimization problems with two objective functions (upper and lower) where the constraint region of the upper level problem is implicitly determined by the lower level problem. In real cases, the coefficients of an optimization problem may not be precise, i.e. they may be interval. In this paper we develop an algorithm for solving interval bilevel linear fractional programming problems. That is to say, bilevel problems in which both objective functions are linear fractional, the coefficients are interval and the common constraint region is a polyhedron. From the original problem, the best and the worst bilevel linear fractional problems have been derived and then, using the extended Charnes and Cooper transformation, each fractional problem can be reduced to a linear problem. Then we can find the best and the worst optimal values of the leader objective function by two algorithms.

Keywords: best and worst optimal solutions, bilevel programming, fractional, interval coefficients

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923 On a Univalent Function and the Integral Means of Its Derivative

Authors: Shatha S. Alhily

Abstract:

The purpose of this research paper is to show all the possible values of the pth power of the integrable function which make the integral means of the derivative of univalent function existing and finite.

Keywords: derivative, integral means, self conformal maps, univalent function

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922 Image Transform Based on Integral Equation-Wavelet Approach

Authors: Yuan Yan Tang, Lina Yang, Hong Li

Abstract:

Harmonic model is a very important approximation for the image transform. The harmanic model converts an image into arbitrary shape; however, this mode cannot be described by any fixed functions in mathematics. In fact, it is represented by partial differential equation (PDE) with boundary conditions. Therefore, to develop an efficient method to solve such a PDE is extremely significant in the image transform. In this paper, a novel Integral Equation-Wavelet based method is presented, which consists of three steps: (1) The partial differential equation is converted into boundary integral equation and representation by an indirect method. (2) The boundary integral equation and representation are changed to plane integral equation and representation by boundary measure formula. (3) The plane integral equation and representation are then solved by a method we call wavelet collocation. Our approach has two main advantages, the shape of an image is arbitrary and the program code is independent of the boundary. The performance of our method is evaluated by numerical experiments.

Keywords: harmonic model, partial differential equation (PDE), integral equation, integral representation, boundary measure formula, wavelet collocation

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921 Covariance of the Queue Process Fed by Isonormal Gaussian Input Process

Authors: Samaneh Rahimirshnani, Hossein Jafari

Abstract:

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

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920 Multidimensional Integral and Discrete Opial–Type Inequalities

Authors: Maja Andrić, Josip Pečarić

Abstract:

Over the last five decades, an enormous amount of work has been done on Opial’s integral inequality, dealing with new proofs, various generalizations, extensions and discrete analogs. The Opial inequality is recognized as a fundamental result in the analysis of qualitative properties of solution of differential equations. We use submultiplicative convex functions, appropriate representations of functions and inequalities involving means to obtain generalizations and extensions of certain known multidimensional integral and discrete Opial-type inequalities.

Keywords: Opial's inequality, Jensen's inequality, integral inequality, discrete inequality

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919 Two Dimensional Numerical Analysis for the Seismic Response of the Geosynthetic-Reinforced Soil Integral Abutments

Authors: Dawei Shen, Ming Xu, Pengfei Liu

Abstract:

The joints between simply supported bridge decks and abutments need to be regularly repaired, which would greatly increase the cost during the service life of the bridge. Simply supported girder bridges suffered the most severe damage during earthquakes. Another type of bridge, the integral bridge, of which the superstructure and abutment are rigidly connected, was also used in some European countries. Because no bearings or joints exit in the integral bridge, this type of bridge could significantly reduce maintenance requirements and costs. However, conventional integral bridge usually result in high earth pressure on the abutment and surface settlement in the backfill. To solve these problems, a new type of integral bridge, geosynthetic-reinforced soil (GRS) integral bridge, was come up in recent years. This newly invented bridge has not been used in engineering practices. There was a lack of research on the seismic behavior of the conventional and new type of integral abutments. In addition, no common design code could be found for the calculation of seismic pressure of soil behind the abutment. This paper developed a dynamic constitutive model, which can consider the soil behaviors under cyclic loading. Numerical analyses of the seismic response of a full height integral bridge and GRS integral bridge were carried out using the two-dimensional numerical code, FLAC. A parametric study was also performed to investigate the soil-structure interaction. The results are presented below. The seismic responses of GRS integral bridge together with conventional simply supported bridge, GRS conventional bridge and conventional integral bridge were investigated. The results show that the GRS integral bridge holds the highest seismic stability, followed by conventional integral bridge, GRS simply supported bridge and conventional simply supported bridge. Compared with the integral bridge with 1 m thick abutments, the GRS integral bridge with 0.4 m thick abutments is subjected to a smaller bending moment, and the natural frequency and horizontal displacement remains almost the same. Geosynthetic-reinforcement will be more effective when the abutment becomes thinner or the abutment is higher.

Keywords: geosynthetic-reinforced soil integral bridge, nonlinear hysteretic model, numerical analysis, seismic response

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918 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

Abstract:

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

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917 Virtual Assessment of Measurement Error in the Fractional Flow Reserve

Authors: Keltoum Chahour, Mickael Binois

Abstract:

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

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916 Fractional Order Controller Design for Vibration Attenuation in an Airplane Wing

Authors: Birs Isabela, Muresan Cristina, Folea Silviu, Prodan Ovidiu

Abstract:

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

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915 Thermal Fracture Analysis of Fibrous Composites with Variable Fiber Spacing Using Jk-Integral

Authors: Farid Saeidi, Serkan Dag

Abstract:

In this study, fracture analysis of a fibrous composite laminate with variable fiber spacing is carried out using Jk-integral method. The laminate is assumed to be under thermal loading. Jk-integral is formulated by using the constitutive relations of plane orthotropic thermoelasticity. Developed domain independent form of the Jk-integral is then integrated into the general purpose finite element analysis software ANSYS. Numerical results are generated so as to assess the influence of variable fiber spacing on mode I and II stress intensity factors, energy release rate, and T-stress. For verification, some of the results are compared to those obtained using displacement correlation technique (DCT).

Keywords: Jk-integral, Variable Fiber Spacing, Thermoelasticity, T-stress, Finite Element Method, Fibrous Composite.

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914 Chaos Analysis of a 3D Finance System and Generalized Synchronization for N-Dimension

Authors: Muhammad Fiaz

Abstract:

The article in hand is the study of complex features like Zero Hopf Bifurcation, Chaos and Synchronization of integer and fractional order version of a new 3D finance system. Trusted tools of averaging theory and active control method are utilized for investigation of Zero Hopf bifurcation and synchronization for both versions respectively. Inventiveness of the paper is to find the answer of a question that is it possible to find a chaotic system which can be synchronized with any other of the same dimension? Based on different examples we categorically develop a theory that if a couple of master and slave chaotic dynamical system is synchronized by selecting a suitable gain matrix with special conditions then the master system is synchronized with any chaotic dynamical system of the same dimension. With the help of this study we developed generalized theorems for synchronization of n-dimension dynamical systems for integer as well as fractional versions. it proposed that this investigation will contribute a lot to control dynamical systems and only a suitable gain matrix with special conditions is enough to synchronize the system under consideration with any other chaotic system of the same dimension. Chaotic properties of fractional version of the new finance system are also analyzed at fractional order q=0.87. Simulations results, where required, also provided for authenticity of analytical study.

Keywords: complex analysis, chaos, generalized synchronization, control dynamics, fractional order analysis

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913 Fast Estimation of Fractional Process Parameters in Rough Financial Models Using Artificial Intelligence

Authors: Dávid Kovács, Bálint Csanády, Dániel Boros, Iván Ivkovic, Lóránt Nagy, Dalma Tóth-Lakits, László Márkus, András Lukács

Abstract:

The modeling practice of financial instruments has seen significant change over the last decade due to the recognition of time-dependent and stochastically changing correlations among the market prices or the prices and market characteristics. To represent this phenomenon, the Stochastic Correlation Process (SCP) has come to the fore in the joint modeling of prices, offering a more nuanced description of their interdependence. This approach has allowed for the attainment of realistic tail dependencies, highlighting that prices tend to synchronize more during intense or volatile trading periods, resulting in stronger correlations. Evidence in statistical literature suggests that, similarly to the volatility, the SCP of certain stock prices follows rough paths, which can be described using fractional differential equations. However, estimating parameters for these equations often involves complex and computation-intensive algorithms, creating a necessity for alternative solutions. In this regard, the Fractional Ornstein-Uhlenbeck (fOU) process from the family of fractional processes offers a promising path. We can effectively describe the rough SCP by utilizing certain transformations of the fOU. We employed neural networks to understand the behavior of these processes. We had to develop a fast algorithm to generate a valid and suitably large sample from the appropriate process to train the network. With an extensive training set, the neural network can estimate the process parameters accurately and efficiently. Although the initial focus was the fOU, the resulting model displayed broader applicability, thus paving the way for further investigation of other processes in the realm of financial mathematics. The utility of SCP extends beyond its immediate application. It also serves as a springboard for a deeper exploration of fractional processes and for extending existing models that use ordinary Wiener processes to fractional scenarios. In essence, deploying both SCP and fractional processes in financial models provides new, more accurate ways to depict market dynamics.

Keywords: fractional Ornstein-Uhlenbeck process, fractional stochastic processes, Heston model, neural networks, stochastic correlation, stochastic differential equations, stochastic volatility

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912 Comparison of Proportional-Integral (P-I) and Integral-Propotional (I-P) Controllers for Speed Control in Vector Controlled Permanent Magnet Synchronous Motor Drive

Authors: V. Srikanth, K. Balasubramanian, Rajath R. Bhat, A. S. Arjun, Nandhu Venugopal, Ananthu Unnikrishnan

Abstract:

Indirect vector control is known to produce high performance in Permanent Magnet Synchronous Motor (PMSM) drives by decoupling flux and torque producing current components of stator current. The most commonly used controller or the vector control of AC motor is Proportional-Integral (P-I) controller. However, the P-I controller has some disadvantages such as high starting overshoot, sensitivity to controller gains and slower response to sudden disturbance. Therefore, the Integral-Proportional controller for PMSM drives to overcome the disadvantages of the P-I controller. Simulations results are presented and analyzed for both controllers and it is observed that Integral-Proportional (I-P) controllers give better responses than the traditional P-I controllers.

Keywords: PMSM, FOC, PI controller, IP controller

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911 Online Robust Model Predictive Control for Linear Fractional Transformation Systems Using Linear Matrix Inequalities

Authors: Peyman Sindareh Esfahani, Jeffery Kurt Pieper

Abstract:

In this paper, the problem of robust model predictive control (MPC) for discrete-time linear systems in linear fractional transformation form with structured uncertainty and norm-bounded disturbance is investigated. The problem of minimization of the cost function for MPC design is converted to minimization of the worst case of the cost function. Then, this problem is reduced to minimization of an upper bound of the cost function subject to a terminal inequality satisfying the l2-norm of the closed loop system. The characteristic of the linear fractional transformation system is taken into account, and by using some mathematical tools, the robust predictive controller design problem is turned into a linear matrix inequality minimization problem. Afterwards, a formulation which includes an integrator to improve the performance of the proposed robust model predictive controller in steady state condition is studied. The validity of the approaches is illustrated through a robust control benchmark problem.

Keywords: linear fractional transformation, linear matrix inequality, robust model predictive control, state feedback control

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910 A Phenomenological Expression for Self-Attractive Energy of Singlelayer Graphene Sheets

Authors: Bingjie Wu, C. Q. Ru

Abstract:

The present work studies several reasonably expected candidate integral forms for self-attractive potential energy of a free monolayer graphene sheet. The admissibility of a specific integral form for ripple formation is verified, while all others most of the candidate integral forms are rejected based on the non-existence of stable periodic ripples. Based on the selected integral form of self-attractive potential energy, some mechanical behavior, including ripple formation and buckling, of a free monolayer grapheme sheet are discussed in details

Keywords: graphene, monolayer, ripples, van der Waals energy

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909 Numerical Solution of Integral Equations by Using Discrete GHM Multiwavelet

Authors: Archit Yajnik, Rustam Ali

Abstract:

In this paper, numerical method based on discrete GHM multiwavelets is presented for solving the Fredholm integral equations of second kind. There is hardly any article available in the literature in which the integral equations are numerically solved using discrete GHM multiwavelet. A number of examples are demonstrated to justify the applicability of the method. In GHM multiwavelets, the values of scaling and wavelet functions are calculated only at t = 0, 0.5 and 1. The numerical solution obtained by the present approach is compared with the traditional Quadrature method. It is observed that the present approach is more accurate and computationally efficient as compared to quadrature method.

Keywords: GHM multiwavelet, fredholm integral equations, quadrature method, function approximation

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908 Quantum Mechanism Approach for Non-Ruin Probability and Comparison of Path Integral Method and Stochastic Simulations

Authors: Ahmet Kaya

Abstract:

Quantum mechanism is one of the most important approaches to calculating non-ruin probability. We apply standard Dirac notation to model given Hamiltonians. By using the traditional method and eigenvector basis, non-ruin probability is found for several examples. Also, non-ruin probability is calculated for two different Hamiltonian by using the tensor product. Finally, the path integral method is applied to the examples and comparison is made for stochastic simulations and path integral calculation.

Keywords: quantum physics, Hamiltonian system, path integral, tensor product, ruin probability

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907 Multi-Criteria Evaluation for the Selection Process of a Wind Power Plant's Location Using Choquet Integral

Authors: Serhat Tüzün, Tufan Demirel

Abstract:

The objective of the present study is to select the most suitable location for a wind power plant station through Choquet integral method. The problem of selecting the location for a wind power station was considered as a multi-criteria decision-making problem. The essential and sub-criteria were specified and location selection was expressed in a hierarchic structure. Among the main criteria taken into account in this paper are wind potential, technical factors, social factors, transportation, and costs. The problem was solved by using different approaches of Choquet integral and the best location for a wind power station was determined. Then, the priority weights obtained from different Choquet integral approaches are compared and commented on.

Keywords: multi-criteria decision making, choquet integral, fuzzy sets, location of a wind power plant

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906 A New Fuzzy Fractional Order Model of Transmission of Covid-19 With Quarantine Class

Authors: Asma Hanif, A. I. K. Butt, Shabir Ahmad, Rahim Ud Din, Mustafa Inc

Abstract:

This paper is devoted to a study of the fuzzy fractional mathematical model reviewing the transmission dynamics of the infectious disease Covid-19. The proposed dynamical model consists of susceptible, exposed, symptomatic, asymptomatic, quarantine, hospitalized and recovered compartments. In this study, we deal with the fuzzy fractional model defined in Caputo’s sense. We show the positivity of state variables that all the state variables that represent different compartments of the model are positive. Using Gronwall inequality, we show that the solution of the model is bounded. Using the notion of the next-generation matrix, we find the basic reproduction number of the model. We demonstrate the local and global stability of the equilibrium point by using the concept of Castillo-Chavez and Lyapunov theory with the Lasalle invariant principle, respectively. We present the results that reveal the existence and uniqueness of the solution of the considered model through the fixed point theorem of Schauder and Banach. Using the fuzzy hybrid Laplace method, we acquire the approximate solution of the proposed model. The results are graphically presented via MATLAB-17.

Keywords: Caputo fractional derivative, existence and uniqueness, gronwall inequality, Lyapunov theory

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