Search results for: variational iteration method
15802 Numerical Iteration Method to Find New Formulas for Nonlinear Equations
Authors: Kholod Mohammad Abualnaja
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A new algorithm is presented to find some new iterative methods for solving nonlinear equations F(x)=0 by using the variational iteration method. The efficiency of the considered method is illustrated by example. The results show that the proposed iteration technique, without linearization or small perturbation, is very effective and convenient.Keywords: variational iteration method, nonlinear equations, Lagrange multiplier, algorithms
Procedia PDF Downloads 42315801 Numerical Solutions of Generalized Burger-Fisher Equation by Modified Variational Iteration Method
Authors: M. O. Olayiwola
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Numerical solutions of the generalized Burger-Fisher are obtained using a Modified Variational Iteration Method (MVIM) with minimal computational efforts. The computed results with this technique have been compared with other results. The present method is seen to be a very reliable alternative method to some existing techniques for such nonlinear problems.Keywords: burger-fisher, modified variational iteration method, lagrange multiplier, Taylor’s series, partial differential equation
Procedia PDF Downloads 33015800 A New Computational Method for the Solution of Nonlinear Burgers' Equation Arising in Longitudinal Dispersion Phenomena in Fluid Flow through Porous Media
Authors: Olayiwola Moruf Oyedunsi
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This paper discusses the Modified Variational Iteration Method (MVIM) for the solution of nonlinear Burgers’ equation arising in longitudinal dispersion phenomena in fluid flow through porous media. The method is an elegant combination of Taylor’s series and the variational iteration method (VIM). Using Maple 18 for implementation, it is observed that the procedure provides rapidly convergent approximation with less computational efforts. The result shows that the concentration C(x,t) of the contaminated water decreases as distance x increases for the given time t.Keywords: modified variational iteration method, Burger’s equation, porous media, partial differential equation
Procedia PDF Downloads 25215799 Vibration of a Beam on an Elastic Foundation Using the Variational Iteration Method
Authors: Desmond Adair, Kairat Ismailov, Martin Jaeger
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Modelling of Timoshenko beams on elastic foundations has been widely used in the analysis of buildings, geotechnical problems, and, railway and aerospace structures. For the elastic foundation, the most widely used models are one-parameter mechanical models or two-parameter models to include continuity and cohesion of typical foundations, with the two-parameter usually considered the better of the two. Knowledge of free vibration characteristics of beams on an elastic foundation is considered necessary for optimal design solutions in many engineering applications, and in this work, the efficient and accurate variational iteration method is developed and used to calculate natural frequencies of a Timoshenko beam on a two-parameter foundation. The variational iteration method is a technique capable of dealing with some linear and non-linear problems in an easy and efficient way. The calculations are compared with those using a finite-element method and other analytical solutions, and it is shown that the results are accurate and are obtained efficiently. It is found that the effect of the presence of the two-parameter foundation is to increase the beam’s natural frequencies and this is thought to be because of the shear-layer stiffness, which has an effect on the elastic stiffness. By setting the two-parameter model’s stiffness parameter to zero, it is possible to obtain a one-parameter foundation model, and so, comparison between the two foundation models is also made.Keywords: Timoshenko beam, variational iteration method, two-parameter elastic foundation model
Procedia PDF Downloads 12015798 Further Results on Modified Variational Iteration Method for the Analytical Solution of Nonlinear Advection Equations
Authors: A. W. Gbolagade, M. O. Olayiwola, K. O. Kareem
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In this paper, further to our result on recent paper on the solution of nonlinear advection equations, we present further results on the nonlinear nonhomogeneous advection equations using a modified variational iteration method.Keywords: lagrange multiplier, non-homogeneous equations, advection equations, mathematics
Procedia PDF Downloads 20015797 A Study on the Solutions of the 2-Dimensional and Forth-Order Partial Differential Equations
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In this study, we will carry out a comparative study between the reduced differential transform method, the adomian decomposition method, the variational iteration method and the homotopy analysis method. These methods are used in many fields of engineering. This is been achieved by handling a kind of 2-Dimensional and forth-order partial differential equations called the Kuramoto–Sivashinsky equations. Three numerical examples have also been carried out to validate and demonstrate efficiency of the four methods. Furthermost, it is shown that the reduced differential transform method has advantage over other methods. This method is very effective and simple and could be applied for nonlinear problems which used in engineering.Keywords: reduced differential transform method, adomian decomposition method, variational iteration method, homotopy analysis method
Procedia PDF Downloads 33715796 Postbuckling Analysis of End Supported Rods under Self-Weight Using Intrinsic Coordinate Finite Elements
Authors: C. Juntarasaid, T. Pulngern, S. Chucheepsakul
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A formulation of postbuckling analysis of end supported rods under self-weight has been presented by the variational method. The variational formulation involving the strain energy due to bending and the potential energy of the self-weight, are expressed in terms of the intrinsic coordinates. The variational formulation is accomplished by introducing the Lagrange multiplier technique to impose the boundary conditions. The finite element method is used to derive a system of nonlinear equations resulting from the stationary of the total potential energy and then Newton-Raphson iterative procedure is applied to solve this system of equations. The numerical results demonstrate the postbluckled configurations of end supported rods under self-weight. This finite element method based on variational formulation expressed in term of intrinsic coordinate is highly recommended for postbuckling analysis of end-supported rods under self-weight.Keywords: postbuckling, finite element method, variational method, intrinsic coordinate
Procedia PDF Downloads 6915795 Variational Evolutionary Splines for Solving a Model of Temporomandibular Disorders
Authors: Alberto Hananel
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The aim of this work is to modelize the occlusion of a person with temporomandibular disorders as an evolutionary equation and approach its solution by the construction and characterizing of discrete variational splines. To formulate the problem, certain boundary conditions have been considered. After showing the existence and the uniqueness of the solution of such a problem, a convergence result of a discrete variational evolutionary spline is shown. A stress analysis of the occlusion of a human jaw with temporomandibular disorders by finite elements is carried out in FreeFem++ in order to prove the validity of the presented method.Keywords: approximation, evolutionary PDE, Finite Element Method, temporomandibular disorders, variational spline
Procedia PDF Downloads 29315794 On Algebraic Structure of Improved Gauss-Seide Iteration
Authors: O. M. Bamigbola, A. A. Ibrahim
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Analysis of real life problems often results in linear systems of equations for which solutions are sought. The method to employ depends, to some extent, on the properties of the coefficient matrix. It is not always feasible to solve linear systems of equations by direct methods, as such the need to use an iterative method becomes imperative. Before an iterative method can be employed to solve a linear system of equations there must be a guaranty that the process of solution will converge. This guaranty, which must be determined a priori, involve the use of some criterion expressible in terms of the entries of the coefficient matrix. It is, therefore, logical that the convergence criterion should depend implicitly on the algebraic structure of such a method. However, in deference to this view is the practice of conducting convergence analysis for Gauss-Seidel iteration on a criterion formulated based on the algebraic structure of Jacobi iteration. To remedy this anomaly, the Gauss-Seidel iteration was studied for its algebraic structure and contrary to the usual assumption, it was discovered that some property of the iteration matrix of Gauss-Seidel method is only diagonally dominant in its first row while the other rows do not satisfy diagonal dominance. With the aid of this structure we herein fashion out an improved version of Gauss-Seidel iteration with the prospect of enhancing convergence and robustness of the method. A numerical section is included to demonstrate the validity of the theoretical results obtained for the improved Gauss-Seidel method.Keywords: linear algebraic system, Gauss-Seidel iteration, algebraic structure, convergence
Procedia PDF Downloads 40215793 Multiscale Simulation of Ink Seepage into Fibrous Structures through a Mesoscopic Variational Model
Authors: Athmane Bakhta, Sebastien Leclaire, David Vidal, Francois Bertrand, Mohamed Cheriet
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This work presents a new three-dimensional variational model proposed for the simulation of ink seepage into paper sheets at the fiber level. The model, inspired by the Hising model, takes into account a finite volume of ink and describes the system state through gravity, cohesion, and adhesion force interactions. At the mesoscopic scale, the paper substrate is modeled using a discretized fiber structure generated using a numerical deposition procedure. A modified Monte Carlo method is introduced for the simulation of the ink dynamics. Besides, a multiphase lattice Boltzmann method is suggested to fine-tune the mesoscopic variational model parameters, and it is shown that the ink seepage behaviors predicted by the proposed model can resemble those predicted by a method relying on first principles.Keywords: fibrous media, lattice Boltzmann, modelling and simulation, Monte Carlo, variational model
Procedia PDF Downloads 6815792 Approximations of Fractional Derivatives and Its Applications in Solving Non-Linear Fractional Variational Problems
Authors: Harendra Singh, Rajesh Pandey
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The paper presents a numerical method based on operational matrix of integration and Ryleigh method for the solution of a class of non-linear fractional variational problems (NLFVPs). Chebyshev first kind polynomials are used for the construction of operational matrix. Using operational matrix and Ryleigh method the NLFVP is converted into a system of non-linear algebraic equations, and solving these equations we obtained approximate solution for NLFVPs. Convergence analysis of the proposed method is provided. Numerical experiment is done to show the applicability of the proposed numerical method. The obtained numerical results are compared with exact solution and solution obtained from Chebyshev third kind. Further the results are shown graphically for different fractional order involved in the problems.Keywords: non-linear fractional variational problems, Rayleigh-Ritz method, convergence analysis, error analysis
Procedia PDF Downloads 20915791 A Deep Learning Based Method for Faster 3D Structural Topology Optimization
Authors: Arya Prakash Padhi, Anupam Chakrabarti, Rajib Chowdhury
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Topology or layout optimization often gives better performing economic structures and is very helpful in the conceptual design phase. But traditionally it is being done in finite element-based optimization schemes which, although gives a good result, is very time-consuming especially in 3D structures. Among other alternatives machine learning, especially deep learning-based methods, have a very good potential in resolving this computational issue. Here convolutional neural network (3D-CNN) based variational auto encoder (VAE) is trained using a dataset generated from commercially available topology optimization code ABAQUS Tosca using solid isotropic material with penalization (SIMP) method for compliance minimization. The encoded data in latent space is then fed to a 3D generative adversarial network (3D-GAN) to generate the outcome in 64x64x64 size. Here the network consists of 3D volumetric CNN with rectified linear unit (ReLU) activation in between and sigmoid activation in the end. The proposed network is seen to provide almost optimal results with significantly reduced computational time, as there is no iteration involved.Keywords: 3D generative adversarial network, deep learning, structural topology optimization, variational auto encoder
Procedia PDF Downloads 7615790 Human Action Recognition Using Variational Bayesian HMM with Dirichlet Process Mixture of Gaussian Wishart Emission Model
Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park
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In this paper, we present the human action recognition method using the variational Bayesian HMM with the Dirichlet process mixture (DPM) of the Gaussian-Wishart emission model (GWEM). First, we define the Bayesian HMM based on the Dirichlet process, which allows an infinite number of Gaussian-Wishart components to support continuous emission observations. Second, we have considered an efficient variational Bayesian inference method that can be applied to drive the posterior distribution of hidden variables and model parameters for the proposed model based on training data. And then we have derived the predictive distribution that may be used to classify new action. Third, the paper proposes a process of extracting appropriate spatial-temporal feature vectors that can be used to recognize a wide range of human behaviors from input video image. Finally, we have conducted experiments that can evaluate the performance of the proposed method. The experimental results show that the method presented is more efficient with human action recognition than existing methods.Keywords: human action recognition, Bayesian HMM, Dirichlet process mixture model, Gaussian-Wishart emission model, Variational Bayesian inference, prior distribution and approximate posterior distribution, KTH dataset
Procedia PDF Downloads 26715789 An Efficient Backward Semi-Lagrangian Scheme for Nonlinear Advection-Diffusion Equation
Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim
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In this paper, a backward semi-Lagrangian scheme combined with the second-order backward difference formula is designed to calculate the numerical solutions of nonlinear advection-diffusion equations. The primary aims of this paper are to remove any iteration process and to get an efficient algorithm with the convergence order of accuracy 2 in time. In order to achieve these objects, we use the second-order central finite difference and the B-spline approximations of degree 2 and 3 in order to approximate the diffusion term and the spatial discretization, respectively. For the temporal discretization, the second order backward difference formula is applied. To calculate the numerical solution of the starting point of the characteristic curves, we use the error correction methodology developed by the authors recently. The proposed algorithm turns out to be completely iteration-free, which resolves the main weakness of the conventional backward semi-Lagrangian method. Also, the adaptability of the proposed method is indicated by numerical simulations for Burgers’ equations. Throughout these numerical simulations, it is shown that the numerical results are in good agreement with the analytic solution and the present scheme offer better accuracy in comparison with other existing numerical schemes. Semi-Lagrangian method, iteration-free method, nonlinear advection-diffusion equation, second-order backward difference formulaKeywords: Semi-Lagrangian method, iteration free method, nonlinear advection-diffusion equation, second-order backward difference formula
Procedia PDF Downloads 23515788 Solving Linear Systems Involved in Convex Programming Problems
Authors: Yixun Shi
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Many interior point methods for convex programming solve an (n+m)x(n+m)linear system in each iteration. Many implementations solve this system in each iteration by considering an equivalent mXm system (4) as listed in the paper, and thus the job is reduced into solving the system (4). However, the system(4) has to be solved exactly since otherwise the error would be entirely passed onto the last m equations of the original system. Often the Cholesky factorization is computed to obtain the exact solution of (4). One Cholesky factorization is to be done in every iteration, resulting in higher computational costs. In this paper, two iterative methods for solving linear systems using vector division are combined together and embedded into interior point methods. Instead of computing one Cholesky factorization in each iteration, it requires only one Cholesky factorization in the entire procedure, thus significantly reduces the amount of computation needed for solving the problem. Based on that, a hybrid algorithm for solving convex programming problems is proposed.Keywords: convex programming, interior point method, linear systems, vector division
Procedia PDF Downloads 32715787 An Accelerated Stochastic Gradient Method with Momentum
Authors: Liang Liu, Xiaopeng Luo
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In this paper, we propose an accelerated stochastic gradient method with momentum. The momentum term is the weighted average of generated gradients, and the weights decay inverse proportionally with the iteration times. Stochastic gradient descent with momentum (SGDM) uses weights that decay exponentially with the iteration times to generate the momentum term. Using exponential decay weights, variants of SGDM with inexplicable and complicated formats have been proposed to achieve better performance. However, the momentum update rules of our method are as simple as that of SGDM. We provide theoretical convergence analyses, which show both the exponential decay weights and our inverse proportional decay weights can limit the variance of the parameter moving directly to a region. Experimental results show that our method works well with many practical problems and outperforms SGDM.Keywords: exponential decay rate weight, gradient descent, inverse proportional decay rate weight, momentum
Procedia PDF Downloads 7915786 New Variational Approach for Contrast Enhancement of Color Image
Authors: Wanhyun Cho, Seongchae Seo, Soonja Kang
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In this work, we propose a variational technique for image contrast enhancement which utilizes global and local information around each pixel. The energy functional is defined by a weighted linear combination of three terms which are called on a local, a global contrast term and dispersion term. The first one is a local contrast term that can lead to improve the contrast of an input image by increasing the grey-level differences between each pixel and its neighboring to utilize contextual information around each pixel. The second one is global contrast term, which can lead to enhance a contrast of image by minimizing the difference between its empirical distribution function and a cumulative distribution function to make the probability distribution of pixel values becoming a symmetric distribution about median. The third one is a dispersion term that controls the departure between new pixel value and pixel value of original image while preserving original image characteristics as well as possible. Second, we derive the Euler-Lagrange equation for true image that can achieve the minimum of a proposed functional by using the fundamental lemma for the calculus of variations. And, we considered the procedure that this equation can be solved by using a gradient decent method, which is one of the dynamic approximation techniques. Finally, by conducting various experiments, we can demonstrate that the proposed method can enhance the contrast of colour images better than existing techniques.Keywords: color image, contrast enhancement technique, variational approach, Euler-Lagrang equation, dynamic approximation method, EME measure
Procedia PDF Downloads 37215785 Mathematical Reconstruction of an Object Image Using X-Ray Interferometric Fourier Holography Method
Authors: M. K. Balyan
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The main principles of X-ray Fourier interferometric holography method are discussed. The object image is reconstructed by the mathematical method of Fourier transformation. The three methods are presented – method of approximation, iteration method and step by step method. As an example the complex amplitude transmission coefficient reconstruction of a beryllium wire is considered. The results reconstructed by three presented methods are compared. The best results are obtained by means of step by step method.Keywords: dynamical diffraction, hologram, object image, X-ray holography
Procedia PDF Downloads 30115784 The Role of Variational Quantum Classifier with Multiparametric MR Parameters for Differentiating Pediatric Posterior Fossa Tumors: Medulloblastoma, Ependymoma, and Pilocytic Astrocytoma
Authors: Emine Akpınar, Nguyen Minh Duc, Bilgin Keserci
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Pediatric brain tumors are the leading cause of death from solid tumors in childhood. The majority of pediatric brain tumors, about 60-70%, originate in the posterior fossa, and the most common posterior fossa tumors are given as follows: Medulloblastoma (MB), Ependymoma (EP), and Pilocytic Astrocytoma (PA). Although the treatment and prognosis of MB, EP, and PA are different, the visual characteristics of these tumors are often overlapping, sometimes making the diagnostic process difficult. Thus, the differentiation between these three tumors is essential in the field of pediatric radiology. Therefore, the aim of this study is to evaluate the variational quantum classifier (VQC) model for distinguishing these tumors from each other’s using multiparametric MRI features. VQC method is a hybrid approach where the parameters are optimized and updated in a classical computer, making the optimization process without increasing the coherence times needed. The screening MR examinations of 78 pediatric patients were included in the analysis. We first performed preprocessing the data by label encoding and one-hot encoding. Then, the principal component analysis (PCA) feature extraction method is applied for dimension reduction. In the VQC part, data gets mapped to high dimensional Hilbert space with PauliFeatureMap. We used Constrained Optimization By Linear Approximation (COBYLA) optimizer and cross_entropy loss function. VQC gave a 0.71 classification performance score in the discrimination of these three tumors. Our study confirms that the VQC method could be used for posterior fossa brain tumor classification problems with higher performance.Keywords: medulloblastoma, ependymoma, pilocytic astrocytoma, magnetic resonance imaging, variational quantum classifier
Procedia PDF Downloads 815783 Research on Straightening Process Model Based on Iteration and Self-Learning
Authors: Hong Lu, Xiong Xiao
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Shaft parts are widely used in machinery industry, however, bending deformation often occurred when this kind of parts is being heat treated. This parts needs to be straightened to meet the requirement of straightness. As for the pressure straightening process, a good straightening stroke algorithm is related to the precision and efficiency of straightening process. In this paper, the relationship between straightening load and deflection during the straightening process is analyzed, and the mathematical model of the straightening process has been established. By the mathematical model, the iterative method is used to solve the straightening stroke. Compared to the traditional straightening stroke algorithm, straightening stroke calculated by this method is much more precise; because it can adapt to the change of material performance parameters. Considering that the straightening method is widely used in the mass production of the shaft parts, knowledge base is used to store the data of the straightening process, and a straightening stroke algorithm based on empirical data is set up. In this paper, the straightening process control model which combine the straightening stroke method based on iteration and straightening stroke algorithm based on empirical data has been set up. Finally, an experiment has been designed to verify the straightening process control model.Keywords: straightness, straightening stroke, deflection, shaft parts
Procedia PDF Downloads 25615782 Explicit Iterative Scheme for Approximating a Common Solution of Generalized Mixed Equilibrium Problem and Fixed Point Problem for a Nonexpansive Semigroup in Hilbert Space
Authors: Mohammad Farid
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In this paper, we introduce and study an explicit iterative method based on hybrid extragradient method to approximate a common solution of generalized mixed equilibrium problem and fixed point problem for a nonexpansive semigroup in Hilbert space. Further, we prove that the sequence generated by the proposed iterative scheme converge strongly to the common solution of generalized mixed equilibrium problem and fixed point problem for a nonexpansive semigroup. This common solution is the unique solution of a variational inequality problem and is the optimality condition for a minimization problem. The results presented in this paper are the supplement, extension and generalization of the previously known results in this area.Keywords: generalized mixed equilibrium problem, fixed-point problem, nonexpansive semigroup, variational inequality problem, iterative algorithms, hybrid extragradient method
Procedia PDF Downloads 38715781 Deep learning with Noisy Labels : Learning True Labels as Discrete Latent Variable
Authors: Azeddine El-Hassouny, Chandrashekhar Meshram, Geraldin Nanfack
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In recent years, learning from data with noisy labels (Label Noise) has been a major concern in supervised learning. This problem has become even more worrying in Deep Learning, where the generalization capabilities have been questioned lately. Indeed, deep learning requires a large amount of data that is generally collected by search engines, which frequently return data with unreliable labels. In this paper, we investigate the Label Noise in Deep Learning using variational inference. Our contributions are : (1) exploiting Label Noise concept where the true labels are learnt using reparameterization variational inference, while observed labels are learnt discriminatively. (2) the noise transition matrix is learnt during the training without any particular process, neither heuristic nor preliminary phases. The theoretical results shows how true label distribution can be learned by variational inference in any discriminate neural network, and the effectiveness of our approach is proved in several target datasets, such as MNIST and CIFAR32.Keywords: label noise, deep learning, discrete latent variable, variational inference, MNIST, CIFAR32
Procedia PDF Downloads 2115780 Taguchi Method for Analyzing a Flexible Integrated Logistics Network
Authors: E. Behmanesh, J. Pannek
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Logistics network design is known as one of the strategic decision problems. As these kinds of problems belong to the category of NP-hard problems, traditional ways are failed to find an optimal solution in short time. In this study, we attempt to involve reverse flow through an integrated design of forward/reverse supply chain network that formulated into a mixed integer linear programming. This Integrated, multi-stages model is enriched by three different delivery path which makes the problem more complex. To tackle with such an NP-hard problem a revised random path direct encoding method based memetic algorithm is considered as the solution methodology. Each algorithm has some parameters that need to be investigate to reveal the best performance. In this regard, Taguchi method is adapted to identify the optimum operating condition of the proposed memetic algorithm to improve the results. In this study, four factors namely, population size, crossover rate, local search iteration and a number of iteration are considered. Analyzing the parameters and improvement in results are the outlook of this research.Keywords: integrated logistics network, flexible path, memetic algorithm, Taguchi method
Procedia PDF Downloads 12815779 Multinomial Dirichlet Gaussian Process Model for Classification of Multidimensional Data
Authors: Wanhyun Cho, Soonja Kang, Sanggoon Kim, Soonyoung Park
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We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered an efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.Keywords: multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, importance sampling, approximate posterior distribution, marginal likelihood evidence
Procedia PDF Downloads 35815778 Weak Convergence of Mann Iteration for a Hybrid Pair of Mappings in a Banach Space
Authors: Alemayehu Geremew Geremew
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We prove the weak convergence of Mann iteration for a hybrid pair of maps to a common fixed point of a selfmap f and a multivalued f nonexpansive mapping T in Banach space E.Keywords: common fixed point, Mann iteration, multivalued mapping, weak convergence
Procedia PDF Downloads 26015777 A Multistep Broyden’s-Type Method for Solving Systems of Nonlinear Equations
Authors: M. Y. Waziri, M. A. Aliyu
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The paper proposes an approach to improve the performance of Broyden’s method for solving systems of nonlinear equations. In this work, we consider the information from two preceding iterates rather than a single preceding iterate to update the Broyden’s matrix that will produce a better approximation of the Jacobian matrix in each iteration. The numerical results verify that the proposed method has clearly enhanced the numerical performance of Broyden’s Method.Keywords: mulit-step Broyden, nonlinear systems of equations, computational efficiency, iterate
Procedia PDF Downloads 53115776 Parameter Estimation of Gumbel Distribution with Maximum-Likelihood Based on Broyden Fletcher Goldfarb Shanno Quasi-Newton
Authors: Dewi Retno Sari Saputro, Purnami Widyaningsih, Hendrika Handayani
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Extreme data on an observation can occur due to unusual circumstances in the observation. The data can provide important information that can’t be provided by other data so that its existence needs to be further investigated. The method for obtaining extreme data is one of them using maxima block method. The distribution of extreme data sets taken with the maxima block method is called the distribution of extreme values. Distribution of extreme values is Gumbel distribution with two parameters. The parameter estimation of Gumbel distribution with maximum likelihood method (ML) is difficult to determine its exact value so that it is necessary to solve the approach. The purpose of this study was to determine the parameter estimation of Gumbel distribution with quasi-Newton BFGS method. The quasi-Newton BFGS method is a numerical method used for nonlinear function optimization without constraint so that the method can be used for parameter estimation from Gumbel distribution whose distribution function is in the form of exponential doubel function. The quasi-New BFGS method is a development of the Newton method. The Newton method uses the second derivative to calculate the parameter value changes on each iteration. Newton's method is then modified with the addition of a step length to provide a guarantee of convergence when the second derivative requires complex calculations. In the quasi-Newton BFGS method, Newton's method is modified by updating both derivatives on each iteration. The parameter estimation of the Gumbel distribution by a numerical approach using the quasi-Newton BFGS method is done by calculating the parameter values that make the distribution function maximum. In this method, we need gradient vector and hessian matrix. This research is a theory research and application by studying several journals and textbooks. The results of this study obtained the quasi-Newton BFGS algorithm and estimation of Gumbel distribution parameters. The estimation method is then applied to daily rainfall data in Purworejo District to estimate the distribution parameters. This indicates that the high rainfall that occurred in Purworejo District decreased its intensity and the range of rainfall that occurred decreased.Keywords: parameter estimation, Gumbel distribution, maximum likelihood, broyden fletcher goldfarb shanno (BFGS)quasi newton
Procedia PDF Downloads 22315775 A New Family of Globally Convergent Conjugate Gradient Methods
Authors: B. Sellami, Y. Laskri, M. Belloufi
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Conjugate gradient methods are an important class of methods for unconstrained optimization, especially for large-scale problems. Recently, they have been much studied. In this paper, a new family of conjugate gradient method is proposed for unconstrained optimization. This method includes the already existing two practical nonlinear conjugate gradient methods, which produces a descent search direction at every iteration and converges globally provided that the line search satisfies the Wolfe conditions. The numerical experiments are done to test the efficiency of the new method, which implies the new method is promising. In addition the methods related to this family are uniformly discussed.Keywords: conjugate gradient method, global convergence, line search, unconstrained optimization
Procedia PDF Downloads 32815774 Steepest Descent Method with New Step Sizes
Authors: Bib Paruhum Silalahi, Djihad Wungguli, Sugi Guritman
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Steepest descent method is a simple gradient method for optimization. This method has a slow convergence in heading to the optimal solution, which occurs because of the zigzag form of the steps. Barzilai and Borwein modified this algorithm so that it performs well for problems with large dimensions. Barzilai and Borwein method results have sparked a lot of research on the method of steepest descent, including alternate minimization gradient method and Yuan method. Inspired by previous works, we modified the step size of the steepest descent method. We then compare the modification results against the Barzilai and Borwein method, alternate minimization gradient method and Yuan method for quadratic function cases in terms of the iterations number and the running time. The average results indicate that the steepest descent method with the new step sizes provide good results for small dimensions and able to compete with the results of Barzilai and Borwein method and the alternate minimization gradient method for large dimensions. The new step sizes have faster convergence compared to the other methods, especially for cases with large dimensions.Keywords: steepest descent, line search, iteration, running time, unconstrained optimization, convergence
Procedia PDF Downloads 42815773 Large Amplitude Free Vibration of a Very Sag Marine Cable
Authors: O. Punjarat, S. Chucheepsakul, T. Phanyasahachart
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This paper focuses on a variational formulation of large amplitude free vibration behavior of a very sag marine cable. In the static equilibrium state, the marine cable has a very large sag configuration. In the motion state, the marine cable is assumed to vibrate in in-plane motion with large amplitude from the static equilibrium position. The total virtual work-energy of the marine cable at the dynamic state is formulated which involves the virtual strain energy due to axial deformation, the virtual work done by effective weight, and the inertia forces. The equations of motion for the large amplitude free vibration of marine cable are obtained by taking into account the difference between the Euler’s equation in the static state and the displaced state. Based on the Galerkin finite element procedure, the linear and nonlinear stiffness matrices, and mass matrices of the marine cable are obtained and the eigenvalue problem is solved. The natural frequency spectrum and the large amplitude free vibration behavior of marine cable are presented.Keywords: axial deformation, free vibration, Galerkin finite element method, large amplitude, variational method
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