Search results for: Optimization of the field development scheme
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8769

Search results for: Optimization of the field development scheme

8499 Evaluation of a Surrogate Based Method for Global Optimization

Authors: David Lindström

Abstract:

We evaluate the performance of a numerical method for global optimization of expensive functions. The method is using a response surface to guide the search for the global optimum. This metamodel could be based on radial basis functions, kriging, or a combination of different models. We discuss how to set the cyclic parameters of the optimization method to get a balance between local and global search. We also discuss the eventual problem with Runge oscillations in the response surface.

Keywords: Expensive function, infill sampling criterion, kriging, global optimization, response surface, Runge phenomenon.

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8498 Comparative Study of Ant Colony and Genetic Algorithms for VLSI Circuit Partitioning

Authors: Sandeep Singh Gill, Rajeevan Chandel, Ashwani Chandel

Abstract:

This paper presents a comparative study of Ant Colony and Genetic Algorithms for VLSI circuit bi-partitioning. Ant colony optimization is an optimization method based on behaviour of social insects [27] whereas Genetic algorithm is an evolutionary optimization technique based on Darwinian Theory of natural evolution and its concept of survival of the fittest [19]. Both the methods are stochastic in nature and have been successfully applied to solve many Non Polynomial hard problems. Results obtained show that Genetic algorithms out perform Ant Colony optimization technique when tested on the VLSI circuit bi-partitioning problem.

Keywords: Partitioning, genetic algorithm, ant colony optimization, non-polynomial hard, netlist, mutation.

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8497 Mitigating the Clipping Noise by Using the Oversampling Scheme in OFDM Systems

Authors: Linjun Wu, Shihua Zhu, Xingle Feng

Abstract:

In an Orthogonal Frequency Division Multiplexing (OFDM) systems, the Peak to Average power Ratio (PAR) is high. The clipping signal scheme is a useful and simple method to reduce the PAR. However, it introduces additional noise that degrades the systems performance. We propose an oversampling scheme to deal with the received signal in order to reduce the clipping noise by using Finite Impulse Response (FIR) filter. Coefficients of filter are obtained by correlation function of the received signal and the oversampling information at receiver. The performance of the proposed technique is evaluated for frequency selective channel. Results show that the proposed scheme can mitigate the clipping noise significantly for OFDM systems and in order to maintain the system's capacity, the clipping ratio should be larger than 2.5.

Keywords: Orthogonal frequency division multiplexing, peak-to-average power ratio, oversampling.

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8496 Optimized Weight Vector for QoS Aware Web Service Selection Algorithm Using Particle Swarm Optimization

Authors: N. Arulanand, P. M. Ananth

Abstract:

Quality of Service (QoS) attributes as part of the service description is an important factor for service attribute. It is not easy to exactly quantify the weight of each QoS conditions since human judgments based on their preference causes vagueness. As web services selection requires optimization, evolutionary computing based on heuristics to select an optimal solution is adopted. In this work, the evolutionary computing technique Particle Swarm Optimization (PSO) is used for selecting a suitable web services based on the user’s weightage of each QoS values by optimizing the QoS weight vector and thereby finding the best weight vectors for best services that is being selected. Finally the results are compared and analyzed using static inertia weight and deterministic inertia weight of PSO.

Keywords: QoS, Optimization, Particle Swarm Optimization (PSO), weight vector, web services, web service selection.

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8495 Teacher Professional Development–Current Practices in a Secondary School in Brunei Darussalam

Authors: Shanthi Thomas

Abstract:

This research paper presents the current practices of teacher professional development, perceived as beneficial by teachers themselves, in a private secondary school in Brunei Darussalam. This is part of the findings of a larger qualitative study on teacher empowerment, using ethnographic methods for data collection, i.e. participant observation, interviews and document analysis. The field work was carried out over a period of six months in 2013. An analysis of the field data revealed multiple pathways of teacher professional development existing in the school. The results indicate that school leaders, the teacher community in the school, students, and the teachers themselves were the agents in a school that facilitated teacher empowerment. Besides contributing to the knowledge base on teacher professional development, the results of this study provide directions for educational policy makers in their efforts to enhance professional development in secondary schools of similar characteristics. For school leaders and the teacher community, these findings offer guidelines for maximizing the opportunities for these professional development practices, by strengthening collegiality and by using the existing structures optimally for the benefit of all concerned.

Keywords: Colleagues and the wider teacher community, school leaders, self-driven professional development, teacher professional development.

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8494 Linear Phase High Pass FIR Filter Design using Improved Particle Swarm Optimization

Authors: Sangeeta Mondal, Vasundhara, Rajib Kar, Durbadal Mandal, S. P. Ghoshal

Abstract:

This paper presents an optimal design of linear phase digital high pass finite impulse response (FIR) filter using Improved Particle Swarm Optimization (IPSO). In the design process, the filter length, pass band and stop band frequencies, feasible pass band and stop band ripple sizes are specified. FIR filter design is a multi-modal optimization problem. An iterative method is introduced to find the optimal solution of FIR filter design problem. Evolutionary algorithms like real code genetic algorithm (RGA), particle swarm optimization (PSO), improved particle swarm optimization (IPSO) have been used in this work for the design of linear phase high pass FIR filter. IPSO is an improved PSO that proposes a new definition for the velocity vector and swarm updating and hence the solution quality is improved. A comparison of simulation results reveals the optimization efficacy of the algorithm over the prevailing optimization techniques for the solution of the multimodal, nondifferentiable, highly non-linear, and constrained FIR filter design problems.

Keywords: FIR Filter, IPSO, GA, PSO, Parks and McClellan Algorithm, Evolutionary Optimization, High Pass Filter

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8493 The Design, Development, and Optimization of a Capacitive Pressure Sensor Utilizing an Existing 9 DOF Platform

Authors: Andrew Randles, Ilker Ocak, Cheam Daw Don, Navab Singh, Alex Gu

Abstract:

Nine Degrees of Freedom (9 DOF) systems are already in development in many areas. In this paper, an integrated pressure sensor is proposed that will make use of an already existing monolithic 9 DOF inertial MEMS platform. Capacitive pressure sensors can suffer from limited sensitivity for a given size of membrane. This novel pressure sensor design increases the sensitivity by over 5 times compared to a traditional array of square diaphragms while still fitting within a 2 mm x 2 mm chip and maintaining a fixed static capacitance. The improved design uses one large diaphragm supported by pillars with fixed electrodes placed above the areas of maximum deflection. The design optimization increases the sensitivity from 0.22 fF/kPa to 1.16 fF/kPa. Temperature sensitivity was also examined through simulation.

Keywords: Capacitive pressure sensor, 9 DOF, 10 DOF, sensor, capacitive, inertial measurement unit, IMU, inertial navigation system, INS.

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8492 Tools for Analysis and Optimization of Standalone Green Microgrids

Authors: William Anderson, Kyle Kobold, Oleg Yakimenko

Abstract:

Green microgrids using mostly renewable energy (RE) for generation, are complex systems with inherent nonlinear dynamics. Among a variety of different optimization tools there are only a few ones that adequately consider this complexity. This paper evaluates applicability of two somewhat similar optimization tools tailored for standalone RE microgrids and also assesses a machine learning tool for performance prediction that can enhance the reliability of any chosen optimization tool. It shows that one of these microgrid optimization tools has certain advantages over another and presents a detailed routine of preparing input data to simulate RE microgrid behavior. The paper also shows how neural-network-based predictive modeling can be used to validate and forecast solar power generation based on weather time series data, which improves the overall quality of standalone RE microgrid analysis.

Keywords: Microgrid, renewable energy, complex systems, optimization, predictive modeling, neural networks.

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8491 Conceptual Design of the TransAtlantic as a Research Platform for the Development of “Green” Aircraft Technologies

Authors: Victor Maldonado

Abstract:

Recent concerns of the growing impact of aviation on climate change has prompted the emergence of a field referred to as Sustainable or “Green” Aviation dedicated to mitigating the harmful impact of aviation related CO2 emissions and noise pollution on the environment. In the current paper, a unique “green” business jet aircraft called the TransAtlantic was designed (using analytical formulation common in conceptual design) in order to show the feasibility for transatlantic passenger air travel with an aircraft weighing less than 10,000 pounds takeoff weight. Such an advance in fuel efficiency will require development and integration of advanced and emerging aerospace technologies. The TransAtlantic design is intended to serve as a research platform for the development of technologies such as active flow control. Recent advances in the field of active flow control and how this technology can be integrated on a sub-scale flight demonstrator are discussed in this paper. Flow control is a technique to modify the behavior of coherent structures in wall-bounded flows (over aerodynamic surfaces such as wings and turbine nozzles) resulting in improved aerodynamic cruise and flight control efficiency. One of the key challenges to application in manned aircraft is development of a robust high-momentum actuator that can penetrate the boundary layer flowing over aerodynamic surfaces. These deficiencies may be overcome in the current development and testing of a novel electromagnetic synthetic jet actuator which replaces piezoelectric materials as the driving diaphragm. One of the overarching goals of the TranAtlantic research platform include fostering national and international collaboration to demonstrate (in numerical and experimental models) reduced CO2/ noise pollution via development and integration of technologies and methodologies in design optimization, fluid dynamics, structures/ composites, propulsion, and controls.

Keywords: Aircraft Design, Sustainable “Green” Aviation, Active Flow Control, Aerodynamics.

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8490 Recovering the Clipped OFDM Figurebased on the Conic Function

Authors: Linjun Wu, Shihua Zhu, Xingle Feng

Abstract:

In Orthogonal Frequency Division Multiplexing (OFDM) systems, the peak to average power ratio (PAR) is much high. The clipping signal scheme is a useful method to reduce PAR. Clipping the OFDM signal, however, increases the overall noise level by introducing clipping noise. It is necessary to recover the figure of the original signal at receiver in order to reduce the clipping noise. Considering the continuity of the signal and the figure of the peak, we obtain a certain conic function curve to replace the clipped signal module within the clipping time. The results of simulation show that the proposed scheme can reduce the systems? BER (bit-error rate) 10 times when signal-to-interference-and noise-ratio (SINR) equals to 12dB. And the BER performance of the proposed scheme is superior to that of kim's scheme, too.

Keywords: Orthogonal Frequency Division Multiplexing, Peak-to-Average Power Ratio, clipping time, conic function.

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8489 Malicious Route Defending Reliable-Data Transmission Scheme for Multi Path Routing in Wireless Network

Authors: S. Raja Ratna, R. Ravi

Abstract:

Securing the confidential data transferred via wireless network remains a challenging problem. It is paramount to ensure that data are accessible only by the legitimate users rather than by the attackers. One of the most serious threats to organization is jamming, which disrupts the communication between any two pairs of nodes. Therefore, designing an attack-defending scheme without any packet loss in data transmission is an important challenge. In this paper, Dependence based Malicious Route Defending DMRD Scheme has been proposed in multi path routing environment to prevent jamming attack. The key idea is to defend the malicious route to ensure perspicuous transmission. This scheme develops a two layered architecture and it operates in two different steps. In the first step, possible routes are captured and their agent dependence values are marked using triple agents. In the second step, the dependence values are compared by performing comparator filtering to detect malicious route as well as to identify a reliable route for secured data transmission. By simulation studies, it is observed that the proposed scheme significantly identifies malicious route by attaining lower delay time and route discovery time; it also achieves higher throughput.

Keywords: Attacker, Dependence, Jamming, Malicious.

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8488 Thinned Elliptical Cylindrical Antenna Array Synthesis Using Particle Swarm Optimization

Authors: Rajesh Bera, Durbadal Mandal, Rajib Kar, Sakti P. Ghoshal

Abstract:

This paper describes optimal thinning of an Elliptical  Cylindrical Array (ECA) of uniformly excited isotropic antennas  which can generate directive beam with minimum relative Side Lobe  Level (SLL). The Particle Swarm Optimization (PSO) method, which  represents a new approach for optimization problems in  electromagnetic, is used in the optimization process. The PSO is used  to determine the optimal set of ‘ON-OFF’ elements that provides a  radiation pattern with maximum SLL reduction. Optimization is done  without prefixing the value of First Null Beam Width (FNBW). The  variation of SLL with element spacing of thinned array is also  reported. Simulation results show that the number of array elements  can be reduced by more than 50% of the total number of elements in  the array with a simultaneous reduction in SLL to less than -27dB.

 

Keywords: Thinned array, Particle Swarm Optimization, Elliptical Cylindrical Array, Side Lobe Label.

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8487 Cloud Monitoring and Performance Optimization Ensuring High Availability and Security

Authors: Inayat Ur Rehman, Georgia Sakellari

Abstract:

Cloud computing has evolved into a vital technology for businesses, offering scalability, flexibility, and cost-effectiveness. However, maintaining high availability and optimal performance in the cloud is crucial for reliable services. This paper explores the significance of cloud monitoring and performance optimization in sustaining the high availability of cloud-based systems. It discusses diverse monitoring tools, techniques, and best practices for continually assessing the health and performance of cloud resources. The paper also delves into performance optimization strategies, including resource allocation, load balancing, and auto-scaling, to ensure efficient resource utilization and responsiveness. Addressing potential challenges in cloud monitoring and optimization, the paper offers insights into data security and privacy considerations. Through this thorough analysis, the paper aims to underscore the importance of cloud monitoring and performance optimization for ensuring a seamless and highly available cloud computing environment.

Keywords: Cloud computing, cloud monitoring, performance optimization, high availability.

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8486 Optimizing the Design of Radial/Axial PMSM and SRM used for Powered Wheel-Chairs

Authors: D. Fodorean, D.C. Popa, F. Jurca, M. Ruba

Abstract:

the paper presents the optimization results for several electrical machines dedicated for powered electric wheel-chairs. The optimization, using the Hook-Jeeves algorithm, was employed based on a design approach which takes into consideration the road conditions. Also, through numerical simulations (based on finite element method), the analytical approach was validated. The optimization approach gave satisfactory results and the best suited variant was chosen for the motorization of the wheel-chair.

Keywords: electrical machines, numerical validation, optimization, electric wheel chair.

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8485 Natural Gas Dehydration Process Simulation and Optimization: A Case Study of Khurmala Field in Iraqi Kurdistan Region

Authors: R. Abdulrahman, I. Sebastine

Abstract:

Natural gas is the most popular fossil fuel in the current era and future as well. Natural gas is existed in underground reservoirs so it may contain many of non-hydrocarbon components for instance, hydrogen sulfide, nitrogen and water vapor. These impurities are undesirable compounds and cause several technical problems for example, corrosion and environment pollution. Therefore, these impurities should be reduce or removed from natural gas stream. Khurmala dome is located in southwest Erbil-Kurdistan region. The Kurdistan region government has paid great attention for this dome to provide the fuel for Kurdistan region. However, the Khurmala associated natural gas is currently flaring at the field. Moreover, nowadays there is a plan to recover and trade this gas and to use it either as feedstock to power station or to sell it in global market. However, the laboratory analysis has showed that the Khurmala sour gas has huge quantities of H2S about (5.3%) and CO2 about (4.4%). Indeed, Khurmala gas sweetening process has been removed in previous study by using Aspen HYSYS. However, Khurmala sweet gas still contents some quintets of water about 23 ppm in sweet gas stream. This amount of water should be removed or reduced. Indeed, water content in natural gas cause several technical problems such as hydrates and corrosion. Therefore, this study aims to simulate the prospective Khurmala gas dehydration process by using Aspen HYSYS V. 7.3 program. Moreover, the simulation process succeeded in reducing the water content to less than 0.1ppm. In addition, the simulation work is also achieved process optimization by using several desiccant types for example, TEG and DEG and it also study the relationship between absorbents type and its circulation rate with HCs losses from glycol regenerator tower.

Keywords: Aspen Hysys, Process simulation, gas dehydration, process optimization.

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8484 1/Sigma Term Weighting Scheme for Sentiment Analysis

Authors: Hanan Alshaher, Jinsheng Xu

Abstract:

Large amounts of data on the web can provide valuable information. For example, product reviews help business owners measure customer satisfaction. Sentiment analysis classifies texts into two polarities: positive and negative. This paper examines movie reviews and tweets using a new term weighting scheme, called one-over-sigma (1/sigma), on benchmark datasets for sentiment classification. The proposed method aims to improve the performance of sentiment classification. The results show that 1/sigma is more accurate than the popular term weighting schemes. In order to verify if the entropy reflects the discriminating power of terms, we report a comparison of entropy values for different term weighting schemes.

Keywords: Sentiment analysis, term weighting scheme, 1/sigma.

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8483 Modeling of Dielectric Heating in Radio- Frequency Applicator Optimized for Uniform Temperature by Means of Genetic Algorithms

Authors: Camelia Petrescu, Lavinia Ferariu

Abstract:

The paper presents an optimization study based on genetic algorithms (GA-s) for a radio-frequency applicator used in heating dielectric band products. The weakly coupled electro-thermal problem is analyzed using 2D-FEM. The design variables in the optimization process are: the voltage of a supplementary “guard" electrode and six geometric parameters of the applicator. Two objective functions are used: temperature uniformity and total active power absorbed by the dielectric. Both mono-objective and multiobjective formulations are implemented in GA optimization.

Keywords: Dielectric heating, genetic algorithms, optimization, RF applicators.

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8482 Flood Modeling in Urban Area Using a Well-Balanced Discontinuous Galerkin Scheme on Unstructured Triangular Grids

Authors: Rabih Ghostine, Craig Kapfer, Viswanathan Kannan, Ibrahim Hoteit

Abstract:

Urban flooding resulting from a sudden release of water due to dam-break or excessive rainfall is a serious threatening environment hazard, which causes loss of human life and large economic losses. Anticipating floods before they occur could minimize human and economic losses through the implementation of appropriate protection, provision, and rescue plans. This work reports on the numerical modelling of flash flood propagation in urban areas after an excessive rainfall event or dam-break. A two-dimensional (2D) depth-averaged shallow water model is used with a refined unstructured grid of triangles for representing the urban area topography. The 2D shallow water equations are solved using a second-order well-balanced discontinuous Galerkin scheme. Theoretical test case and three flood events are described to demonstrate the potential benefits of the scheme: (i) wetting and drying in a parabolic basin (ii) flash flood over a physical model of the urbanized Toce River valley in Italy; (iii) wave propagation on the Reyran river valley in consequence of the Malpasset dam-break in 1959 (France); and (iv) dam-break flood in October 1982 at the town of Sumacarcel (Spain). The capability of the scheme is also verified against alternative models. Computational results compare well with recorded data and show that the scheme is at least as efficient as comparable second-order finite volume schemes, with notable efficiency speedup due to parallelization.

Keywords: Flood modeling, dam-break, shallow water equations, Discontinuous Galerkin scheme, MUSCL scheme.

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8481 Thermal Characterization of Smart and Large-Scale Building Envelope System in a Subtropical Climate

Authors: Andrey A. Chernousov, Ben Y. B. Chan

Abstract:

The thermal behavior of a large-scale, phase change material (PCM) enhanced building envelope system was studied in regard to the need for pre-fabricated construction in subtropical regions. The proposed large-scale envelope consists of a reinforced aluminum skin, insulation core, phase change material and reinforced gypsum board. The PCM impact on an energy efficiency of an enveloped room was resolved by validation of the EnergyPlus numerical scheme and optimization of a smart material location in the core. The PCM location was optimized by a minimization method of a cooling energy demand. It has been shown that there is good agreement between the test and simulation results. The optimal location of the PCM layer in Hong Kong summer conditions has been then recomputed for core thicknesses of 40, 60 and 80 mm. A non-dimensional value of the optimal PCM location was obtained to be same for all the studied cases and the considered external and internal conditions.

Keywords: Thermal performance, phase change material, energy efficiency, PCM optimization.

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8480 Anonymous Editing Prevention Technique Using Gradient Method for High-Quality Video

Authors: Jiwon Lee, Chanho Jung, Si-Hwan Jang, Kyung-Ill Kim, Sanghyun Joo, Wook-Ho Son

Abstract:

Since the advances in digital imaging technologies have led to development of high quality digital devices, there are a lot of illegal copies of copyrighted video content on the Internet. Also, unauthorized editing is occurred frequently. Thus, we propose an editing prevention technique for high-quality (HQ) video that can prevent these illegally edited copies from spreading out. The proposed technique is applied spatial and temporal gradient methods to improve the fidelity and detection performance. Also, the scheme duplicates the embedding signal temporally to alleviate the signal reduction caused by geometric and signal-processing distortions. Experimental results show that the proposed scheme achieves better performance than previously proposed schemes and it has high fidelity. The proposed scheme can be used in unauthorized access prevention method of visual communication or traitor tracking applications which need fast detection process to prevent illegally edited video content from spreading out.

Keywords: Editing prevention technique, gradient method, high-quality video, luminance change, visual communication.

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8479 Lifetime Maximization in Wireless Ad Hoc Networks with Network Coding and Matrix Game

Authors: Jain-Shing Liu

Abstract:

In this paper, we present a matrix game-theoretic cross-layer optimization formulation to maximize the network lifetime in wireless ad hoc networks with network coding. To this end, we introduce a cross-layer formulation of general NUM (network utility maximization) that accommodates routing, scheduling, and stream control from different layers in the coded networks. Specifically, for the scheduling problem and then the objective function involved, we develop a matrix game with the strategy sets of the players corresponding to hyperlinks and transmission modes, and design the payoffs specific to the lifetime. In particular, with the inherit merit that matrix game can be solved with linear programming, our cross-layer programming formulation can benefit from both game-based and NUM-based approaches at the same time by cooperating the programming model for the matrix game with that for the other layers in a consistent framework. Finally, our numerical example demonstrates its performance results on a well-known wireless butterfly network to verify the cross-layer optimization scheme.

Keywords: Cross-layer design, Lifetime maximization, Matrix game, Network coding

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8478 The Synthetic T2 Quality Control Chart and its Multi-Objective Optimization

Authors: Francisco Aparisi, Marco A. de Luna

Abstract:

In some real applications of Statistical Process Control it is necessary to design a control chart to not detect small process shifts, but keeping a good performance to detect moderate and large shifts in the quality. In this work we develop a new quality control chart, the synthetic T2 control chart, that can be designed to cope with this objective. A multi-objective optimization is carried out employing Genetic Algorithms, finding the Pareto-optimal front of non-dominated solutions for this optimization problem.

Keywords: Multi-objective optimization, Quality Control, SPC, Synthetic T2 control chart.

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8477 Application of CPN Tools for Simulation and Analysis of Bandwidth Allocation

Authors: Julija Asmuss, Gunars Lauks, Viktors Zagorskis

Abstract:

We consider the problem of bandwidth allocation in a substrate network as an optimization problem for the aggregate utility of multiple applications with diverse requirements and describe a simulation scheme for dynamically adaptive bandwidth allocation protocols. The proposed simulation model based on Coloured Petri Nets (CPN) is realized using CPN Tools.

Keywords: Bandwidth Allocation Problem, Coloured Petri Nets, CPN Tools, Simulation

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8476 Improvement of Gregory's formula using Particle Swarm Optimization

Authors: N. Khelil. L. Djerou , A. Zerarka, M. Batouche

Abstract:

Consider the Gregory integration (G) formula with end corrections where h Δ is the forward difference operator with step size h. In this study we prove that can be optimized by minimizing some of the coefficient k a in the remainder term by particle swarm optimization. Experimental tests prove that can be rendered a powerful formula for library use.

Keywords: Numerical integration, Gregory Formula, Particle Swarm optimization.

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8475 A Prediction-Based Reversible Watermarking for MRI Images

Authors: Nuha Omran Abokhdair, Azizah Bt Abdul Manaf

Abstract:

Reversible watermarking is a special branch of image watermarking, that is able to recover the original image after extracting the watermark from the image. In this paper, an adaptive prediction-based reversible watermarking scheme is presented, in order to increase the payload capacity of MRI medical images. The scheme divides the image into two parts, Region of Interest (ROI) and Region of Non-Interest (RONI). Two bits are embedded in each embeddable pixel of RONI and one bit is embedded in each embeddable pixel of ROI. The experimental results demonstrate that the proposed scheme is able to achieve high embedding capacity. This is mainly caused by two reasons. First, the pixels that were excluded from data embedding due to overflow/underflow are used for data embedding. Second, large location map that need to be added to watermark data as overhead is eliminated and thus lower data embedding capacity is prevented. Moreover, the scheme provides good visual quality to the watermarked image.

Keywords: Medical image watermarking, reversible watermarking, Difference Expansion, Prediction-Error Expansion.

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8474 A Hybrid Particle Swarm Optimization-Nelder- Mead Algorithm (PSO-NM) for Nelson-Siegel- Svensson Calibration

Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

Abstract:

Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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8473 Fuzzy Optimization in Metabolic Systems

Authors: Feng-Sheng Wang, Wu-Hsiung Wu, Kai-Cheng Hsu

Abstract:

The optimization of biological systems, which is a branch of metabolic engineering, has generated a lot of industrial and academic interest for a long time. In the last decade, metabolic engineering approaches based on mathematical optimizations have been used extensively for the analysis and manipulation of metabolic networks. In practical optimization of metabolic reaction networks, designers have to manage the nature of uncertainty resulting from qualitative characters of metabolic reactions, e.g., the possibility of enzyme effects. A deterministic approach does not give an adequate representation for metabolic reaction networks with uncertain characters. Fuzzy optimization formulations can be applied to cope with this problem. A fuzzy multi-objective optimization problem can be introduced for finding the optimal engineering interventions on metabolic network systems considering the resilience phenomenon and cell viability constraints. The accuracy of optimization results depends heavily on the development of essential kinetic models of metabolic networks. Kinetic models can quantitatively capture the experimentally observed regulation data of metabolic systems and are often used to find the optimal manipulation of external inputs. To address the issues of optimizing the regulatory structure of metabolic networks, it is necessary to consider qualitative effects, e.g., the resilience phenomena and cell viability constraints. Combining the qualitative and quantitative descriptions for metabolic networks makes it possible to design a viable strain and accurately predict the maximum possible flux rates of desired products. Considering the resilience phenomena in metabolic networks can improve the predictions of gene intervention and maximum synthesis rates in metabolic engineering. Two case studies will present in the conference to illustrate the phenomena.

Keywords: Fuzzy multi-objective optimization problem, kinetic model, metabolic engineering.

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8472 Optimizing PID Parameters Using Harmony Search

Authors: N. Arulanand, P. Dhara

Abstract:

Optimizing the parameters in the controller plays a vital role in the control theory and its applications. Optimizing the PID parameters is finding out the best value from the feasible solutions. Finding the optimal value is an optimization problem. Inverted Pendulum is a very good platform for control engineers to verify and apply different logics in the field of control theory. It is necessary to find an optimization technique for the controller to tune the values automatically in order to minimize the error within the given bounds. In this paper, the algorithmic concepts of Harmony search (HS) and Genetic Algorithm (GA) have been analyzed for the given range of values. The experimental results show that HS performs well than GA.

Keywords: Genetic Algorithm, Harmony Search Algorithm, Inverted Pendulum, PID Controller.

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8471 Simulation of Multiphase Flows Using a Modified Upwind-Splitting Scheme

Authors: David J. Robbins, R. Stewart Cant, Lynn F. Gladden

Abstract:

A robust AUSM+ upwind discretisation scheme has been developed to simulate multiphase flow using consistent spatial discretisation schemes and a modified low-Mach number diffusion term. The impact of the selection of an interfacial pressure model has also been investigated. Three representative test cases have been simulated to evaluate the accuracy of the commonly-used stiffenedgas equation of state with respect to the IAPWS-IF97 equation of state for water. The algorithm demonstrates a combination of robustness and accuracy over a range of flow conditions, with the stiffened-gas equation tending to overestimate liquid temperature and density profiles.

Keywords: Multiphase flow, AUSM+ scheme, liquid EOS, low Mach number models

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8470 Explicit Solution of an Investment Plan for a DC Pension Scheme with Voluntary Contributions and Return Clause under Logarithm Utility

Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase

Abstract:

The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.

Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.

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