Search results for: Nonlinear and linear programming
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2998

Search results for: Nonlinear and linear programming

2518 A New Iterative Method for Solving Nonlinear Equations

Authors: Ibrahim Abu-Alshaikh

Abstract:

In this study, a new root-finding method for solving nonlinear equations is proposed. This method requires two starting values that do not necessarily bracketing a root. However, when the starting values are selected to be close to a root, the proposed method converges to the root quicker than the secant method. Another advantage over all iterative methods is that; the proposed method usually converges to two distinct roots when the given function has more than one root, that is, the odd iterations of this new technique converge to a root and the even iterations converge to another root. Some numerical examples, including a sine-polynomial equation, are solved by using the proposed method and compared with results obtained by the secant method; perfect agreements are found.

Keywords: Iterative method, root-finding method, sine-polynomial equations, nonlinear equations.

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2517 Study Punching Shear of Steel Fiber Reinforced Self Compacting Concrete Slabs by Nonlinear Analysis

Authors: Khaled S. Ragab

Abstract:

This paper deals with behavior and capacity of punching shear force for flat slabs produced from steel fiber reinforced self compacting concrete (SFRSCC) by application nonlinear finite element method. Nonlinear finite element analysis on nine slab specimens was achieved by using ANSYS software. A general description of the finite element method, theoretical modeling of concrete and reinforcement are presented. The nonlinear finite element analysis program ANSYS is utilized owing to its capabilities to predict either the response of reinforced concrete slabs in the post elastic range or the ultimate strength of a flat slabs produced from steel fiber reinforced self compacting concrete (SFRSCC). In order to verify the analytical model used in this research using test results of the experimental data, the finite element analysis were performed then a parametric study of the effect ratio of flexural reinforcement, ratio of the upper reinforcement, and volume fraction of steel fibers were investigated. A comparison between the experimental results and those predicted by the existing models are presented. Results and conclusions may be useful for designers, have been raised, and represented.

Keywords: Nonlinear FEM, Punching shear behavior, Flat slabs and Steel fiber reinforced self compacting concrete (SFRSCC).

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2516 Nonlinear Controller for Fuzzy Model of Double Inverted Pendulums

Authors: I. Zamani, M. H. Zarif

Abstract:

In this paper a method for designing of nonlinear controller for a fuzzy model of Double Inverted Pendulum is proposed. This system can be considered as a fuzzy large-scale system that includes offset terms and disturbance in each subsystem. Offset terms are deterministic and disturbances are satisfied a matching condition that is mentioned in the paper. Based on Lyapunov theorem, a nonlinear controller is designed for this fuzzy system (as a model reference base) which is simple in computation and guarantees stability. This idea can be used for other fuzzy large- scale systems that include more subsystems Finally, the results are shown.

Keywords: Controller, Fuzzy Double Inverted Pendulums, Fuzzy Large-Scale Systems, Lyapunov Stability.

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2515 Stress Solitary Waves Generated by a Second-Order Polynomial Constitutive Equation

Authors: Tsun-Hui Huang, Shyue-Cheng Yang, Chiou-Fen Shieh

Abstract:

In this paper, a nonlinear constitutive law and a curve fitting, two relationships between the stress-strain and the shear stress-strain for sandstone material were used to obtain a second-order polynomial constitutive equation. Based on the established polynomial constitutive equations and Newton’s second law, a mathematical model of the non-homogeneous nonlinear wave equation under an external pressure was derived. The external pressure can be assumed as an impulse function to simulate a real earthquake source. A displacement response under nonlinear two-dimensional wave equation was determined by a numerical method and computer-aided software. The results show that a suit pressure in the sandstone generates the phenomenon of stress solitary waves.

Keywords: Polynomial constitutive equation, solitary.

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2514 Nonlinear Observer Design and Sliding Mode Control of Four Rotors Helicopter

Authors: H. Bouadi, M. Tadjine

Abstract:

In this paper; we are interested in dynamic modelling of quadrotor while taking into account the high-order nonholonomic constraints as well as the various physical phenomena, which can influence the dynamics of a flying structure. These permit us to introduce a new state-space representation and new control scheme. We present after the development and the synthesis of a stabilizing control laws design based on sliding mode in order to perform best tracking results. It ensures locally asymptotic stability and desired tracking trajectories. Nonlinear observer is then synthesized in order to estimate the unmeasured states and the effects of the external disturbances such as wind and noise. Finally simulation results are also provided in order to illustrate the performances of the proposed controllers.

Keywords: Dynamic modelling, nonholonomic constraints, sliding mode, nonlinear observer.

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2513 Limit State of Heterogeneous Smart Structures under Unknown Cyclic Loading

Authors: M. Chen, S-Q. Zhang, X. Wang, D. Tate

Abstract:

This paper presents a numerical solution, namely limit and shakedown analysis, to predict the safety state of smart structures made of heterogeneous materials under unknown cyclic loadings, for instance, the flexure hinge in the micro-positioning stage driven by piezoelectric actuator. In combination of homogenization theory and finite-element method (FEM), the safety evaluation problem is converted to a large-scale nonlinear optimization programming for an acceptable bounded loading as the design reference. Furthermore, a general numerical scheme integrated with the FEM and interior-point-algorithm based optimization tool is developed, which makes the practical application possible.

Keywords: Limit state, shakedown analysis, homogenization, heterogeneous structure.

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2512 Closed-Form Solution of Second Order Linear Ordinary Differential Equations

Authors: Saeed Otarod

Abstract:

A transformational method is employed to obtain closed-form integral solutions for nonhomogeneous second order linear ordinary differential equations in terms of a particular solution of the corresponding homogeneous part. To find the particular solution of the homogeneous part, the equation is first transformed into a simple Riccati equation from which the general solution of the nonhomogeneous second order linear differential equation, in the form of a closed integral equation, is inferred. The method is applied to the solution of Schr¨odinger equation for hydrogen-like atoms. A generic nonhomogeneous second order linear differential equation has also been solved to further exemplify the methodology.

Keywords: Closed form, Second order ordinary differential equations, explicit, linear equations, differential equations.

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2511 Mathematical Programming on Multivariate Calibration Estimation in Stratified Sampling

Authors: Dinesh Rao, M.G.M. Khan, Sabiha Khan

Abstract:

Calibration estimation is a method of adjusting the original design weights to improve the survey estimates by using auxiliary information such as the known population total (or mean) of the auxiliary variables. A calibration estimator uses calibrated weights that are determined to minimize a given distance measure to the original design weights while satisfying a set of constraints related to the auxiliary information. In this paper, we propose a new multivariate calibration estimator for the population mean in the stratified sampling design, which incorporates information available for more than one auxiliary variable. The problem of determining the optimum calibrated weights is formulated as a Mathematical Programming Problem (MPP) that is solved using the Lagrange multiplier technique.

Keywords: Calibration estimation, Stratified sampling, Multivariate auxiliary information, Mathematical programming problem, Lagrange multiplier technique.

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2510 A Non-Linear Eddy Viscosity Model for Turbulent Natural Convection in Geophysical Flows

Authors: J. P. Panda, K. Sasmal, H. V. Warrior

Abstract:

Eddy viscosity models in turbulence modeling can be mainly classified as linear and nonlinear models. Linear formulations are simple and require less computational resources but have the disadvantage that they cannot predict actual flow pattern in complex geophysical flows where streamline curvature and swirling motion are predominant. A constitutive equation of Reynolds stress anisotropy is adopted for the formulation of eddy viscosity including all the possible higher order terms quadratic in the mean velocity gradients, and a simplified model is developed for actual oceanic flows where only the vertical velocity gradients are important. The new model is incorporated into the one dimensional General Ocean Turbulence Model (GOTM). Two realistic oceanic test cases (OWS Papa and FLEX' 76) have been investigated. The new model predictions match well with the observational data and are better in comparison to the predictions of the two equation k-epsilon model. The proposed model can be easily incorporated in the three dimensional Princeton Ocean Model (POM) to simulate a wide range of oceanic processes. Practically, this model can be implemented in the coastal regions where trasverse shear induces higher vorticity, and for prediction of flow in estuaries and lakes, where depth is comparatively less. The model predictions of marine turbulence and other related data (e.g. Sea surface temperature, Surface heat flux and vertical temperature profile) can be utilized in short term ocean and climate forecasting and warning systems.

Keywords: Eddy viscosity, turbulence modeling, GOTM, CFD.

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2509 Dynamic Analysis of Reduced Order Large Rotating Vibro-Impact Systems

Authors: Miroslav Byrtus

Abstract:

Large rotating systems, especially gear drives and gearboxes, occur as parts of many mechanical devices transmitting the torque with relatively small loss of power. With the increased demand for high speed machinery, mathematical modeling and dynamic analysis of gear drives gained importance. Mathematical description of such mechanical systems is a complex task evolving for several decades. In gear drive dynamic models, which include flexible shafts, bearings and gearing and use the finite elements, nonlinear effects due to gear mesh and bearings are usually ignored, for such models have large number of degrees of freedom (DOF) and it is computationally expensive to analyze nonlinear systems with large number of DOF. Therefore, these models are not suitable for simulation of nonlinear behavior with amplitude jumps in frequency response. The contribution uses a methodology of nonlinear large rotating system modeling which is based on degrees of freedom (DOF) number reduction using modal synthesis method (MSM). The MSM enables significant DOF number reduction while keeping the nonlinear behavior of the system in a specific frequency range. Further, the MSM with DOF number reduction is suitable for including detail models of nonlinear couplings (mainly gear and bearing couplings) into the complete gear drive models. Since each subsystem is modeled separately using different FEM systems, it is advantageous to parameterize models of subsystems and to use the parameterization for optimization of chosen design parameters. Final complex model of gear drive is assembled in MATLAB and MATLAB tools are used for dynamical analysis of the nonlinear system. The contribution is further focused on developing of a methodology for investigation of behavior of the system by Nonlinear Normal Modes with combination of the MSM using numerical continuation method. The proposed methodology will be tested using a two-stage gearbox including its housing.

Keywords: Vibro-impact system, rotating system, gear drive, modal synthesis method, numerical continuation method, periodic solution.

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2508 Stabilization and Control of a UAV Flight Attitude Angles using the Backstepping Method

Authors: Mihai Lungu

Abstract:

The paper presents the design of a mini-UAV attitude controller using the backstepping method. Starting from the nonlinear dynamic equations of the mini-UAV, by using the backstepping method, the author of this paper obtained the expressions of the elevator, rudder and aileron deflections, which stabilize the UAV, at each moment, to the desired values of the attitude angles. The attitude controller controls the attitude angles, the angular rates, the angular accelerations and other variables that describe the UAV longitudinal and lateral motions. To design the nonlinear controller, by using the backstepping technique, the nonlinear equations and the Lyapunov analysis have been directly used. The designed controller has been implemented in Matlab/Simulink environment and its effectiveness has been tested with a campaign of numerical simulations using data from the UAV flight tests. The obtained results are very good and they are better than the ones found in previous works.

Keywords: Attitude angles, Backstepping, Controller, UAV.

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2507 Nonlinear Propagation of Acoustic Soliton Waves in Dense Quantum Electron-Positron Magnetoplasma

Authors: A. Abdikian

Abstract:

Propagation of nonlinear acoustic wave in dense electron-positron (e-p) plasmas in the presence of an external magnetic field and stationary ions (to neutralize the plasma background) is studied. By means of the quantum hydrodynamics model and applying the reductive perturbation method, the Zakharov-Kuznetsov equation is derived. Using the bifurcation theory of planar dynamical systems, the compressive structure of electrostatic solitary wave and periodic travelling waves is found. The numerical results show how the ion density ratio, the ion cyclotron frequency, and the direction cosines of the wave vector affect the nonlinear electrostatic travelling waves. The obtained results may be useful to better understand the obliquely nonlinear electrostatic travelling wave of small amplitude localized structures in dense magnetized quantum e-p plasmas and may be applicable to study the particle and energy transport mechanism in compact stars such as the interior of massive white dwarfs etc.

Keywords: Bifurcation theory, magnetized electron-positron plasma, phase portrait, the Zakharov-Kuznetsov equation.

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2506 Nonlinear Integral-Type Sliding Surface for Synchronization of Chaotic Systems with Unknown Parameters

Authors: Hongji Tang, Yanbo Gao, Yue Yu

Abstract:

This paper presents a new nonlinear integral-type sliding surface for synchronizing two different chaotic systems with parametric uncertainty. On the basis of Lyapunov theorem and average dwelling time method, we obtain the control gains of controllers which are derived to achieve chaos synchronization. In order to reduce the gains, the error system is modeled as a switching system. We obtain the sufficient condition drawn for the robust stability of the error dynamics by stability analysis. Then we apply it to guide the design of the controllers. Finally, numerical examples are used to show the robustness and effectiveness of the proposed control strategy.

Keywords: Chaos synchronization, Nonlinear sliding surface, Control gains, Sliding mode control.

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2505 Distillation Monitoring and Control using LabVIEW and SIMULINK Tools

Authors: J. Fernandez de Canete, P. Del Saz Orozco, S. Gonzalez-Perez

Abstract:

LabVIEW and SIMULINK are two most widely used graphical programming environments for designing digital signal processing and control systems. Unlike conventional text-based programming languages such as C, Cµ and MATLAB, graphical programming involves block-based code developments, allowing a more efficient mechanism to build and analyze control systems. In this paper a LabVIEW environment has been employed as a graphical user interface for monitoring the operation of a controlled distillation column, by visualizing both the closed loop performance and the user selected control conditions, while the column dynamics has been modeled under the SIMULINK environment. This tool has been applied to the PID based decoupled control of a binary distillation column. By means of such integrated environments the control designer is able to monitor and control the plant behavior and optimize the response when both, the quality improvement of distillation products and the operation efficiency tasks, are considered.

Keywords: Distillation control, software tools, SIMULINKLabVIEWinterface.

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2504 Parallel Pipelined Conjugate Gradient Algorithm on Heterogeneous Platforms

Authors: Sergey Kopysov, Nikita Nedozhogin, Leonid Tonkov

Abstract:

The article presents a parallel iterative solver for large sparse linear systems which can be used on a heterogeneous platform. Traditionally, the problem of solving linear systems do not scale well on cluster containing multiple Central Processing Units (multi-CPUs cluster) or cluster containing multiple Graphics Processing Units (multi-GPUs cluster). For example, most of the attempts to implement the classical conjugate gradient method were at best counted in the same amount of time as the problem was enlarged. The paper proposes the pipelined variant of the conjugate gradient method (PCG), a formulation that is potentially better suited for hybrid CPU/GPU computing since it requires only one synchronization point per one iteration, instead of two for standard CG (Conjugate Gradient). The standard and pipelined CG methods need the vector entries generated by current GPU and other GPUs for matrix-vector product. So the communication between GPUs becomes a major performance bottleneck on miltiGPU cluster. The article presents an approach to minimize the communications between parallel parts of algorithms. Additionally, computation and communication can be overlapped to reduce the impact of data exchange. Using pipelined version of the CG method with one synchronization point, the possibility of asynchronous calculations and communications, load balancing between the CPU and GPU for solving the large linear systems allows for scalability. The algorithm is implemented with the combined use of technologies: MPI, OpenMP and CUDA. We show that almost optimum speed up on 8-CPU/2GPU may be reached (relatively to a one GPU execution). The parallelized solver achieves a speedup of up to 5.49 times on 16 NVIDIA Tesla GPUs, as compared to one GPU.

Keywords: Conjugate Gradient, GPU, parallel programming, pipelined algorithm.

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2503 Surgery Scheduling Using Simulation with Arena

Authors: J. A. López, C.I. López, J.E. Olguín, C. Camargo, J. M. López

Abstract:

The institutions seek to improve their performance and quality of service, so that their patients are satisfied. This research project aims, conduct a time study program in the area of gynecological surgery, to determine the current level of capacity and optimize the programming time in order to adequately respond to demand. The system is analyzed by waiting lines and uses the simulation using ARENA to evaluate proposals for improvement and optimization programming time each of the surgeries.

Keywords: Time study, waiting lines, reducing time, simulation.

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2502 Optimal Path Planner for Autonomous Vehicles

Authors: M. Imran Akram, Ahmed Pasha, Nabeel Iqbal

Abstract:

In this paper a real-time trajectory generation algorithm for computing 2-D optimal paths for autonomous aerial vehicles has been discussed. A dynamic programming approach is adopted to compute k-best paths by minimizing a cost function. Collision detection is implemented to detect intersection of the paths with obstacles. Our contribution is a novel approach to the problem of trajectory generation that is computationally efficient and offers considerable gain over existing techniques.

Keywords: dynamic programming, graph search, path planning.

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2501 PAPR Reduction Method for OFDM Signalby Using Dummy Sub-carriers

Authors: Pisit Boonsrimuang, Arjin Numsomran, Tawil Paungma, Hideo Kobayashi

Abstract:

One of the disadvantages of using OFDM is the larger peak to averaged power ratio (PAPR) in its time domain signal. The larger PAPR signal would course the fatal degradation of bit error rate performance (BER) due to the inter-modulation noise in the nonlinear channel. This paper proposes an improved DSI (Dummy Sequence Insertion) method, which can achieve the better PAPR and BER performances. The feature of proposed method is to optimize the phase of each dummy sub-carrier so as to reduce the PAPR performance by changing all predetermined phase coefficients in the time domain signal, which is calculated for data sub-carriers and dummy sub-carriers separately. To achieve the better PAPR performance, this paper also proposes to employ the time-frequency domain swapping algorithm for fine adjustment of phase coefficient of the dummy subcarriers, which can achieve the less complexity of processing and achieves the better PAPR and BER performances than those for the conventional DSI method. This paper presents various computer simulation results to verify the effectiveness of proposed method as comparing with the conventional methods in the non-linear channel.

Keywords: OFDM, PAPR, dummy sub-carriers, non-linear

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2500 Feature Based Dense Stereo Matching using Dynamic Programming and Color

Authors: Hajar Sadeghi, Payman Moallem, S. Amirhassn Monadjemi

Abstract:

This paper presents a new feature based dense stereo matching algorithm to obtain the dense disparity map via dynamic programming. After extraction of some proper features, we use some matching constraints such as epipolar line, disparity limit, ordering and limit of directional derivative of disparity as well. Also, a coarseto- fine multiresolution strategy is used to decrease the search space and therefore increase the accuracy and processing speed. The proposed method links the detected feature points into the chains and compares some of the feature points from different chains, to increase the matching speed. We also employ color stereo matching to increase the accuracy of the algorithm. Then after feature matching, we use the dynamic programming to obtain the dense disparity map. It differs from the classical DP methods in the stereo vision, since it employs sparse disparity map obtained from the feature based matching stage. The DP is also performed further on a scan line, between any matched two feature points on that scan line. Thus our algorithm is truly an optimization method. Our algorithm offers a good trade off in terms of accuracy and computational efficiency. Regarding the results of our experiments, the proposed algorithm increases the accuracy from 20 to 70%, and reduces the running time of the algorithm almost 70%.

Keywords: Chain Correspondence, Color Stereo Matching, Dynamic Programming, Epipolar Line, Stereo Vision.

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2499 Imputing Missing Data in Electronic Health Records: A Comparison of Linear and Non-Linear Imputation Models

Authors: Alireza Vafaei Sadr, Vida Abedi, Jiang Li, Ramin Zand

Abstract:

Missing data is a common challenge in medical research and can lead to biased or incomplete results. When the data bias leaks into models, it further exacerbates health disparities; biased algorithms can lead to misclassification and reduced resource allocation and monitoring as part of prevention strategies for certain minorities and vulnerable segments of patient populations, which in turn further reduce data footprint from the same population – thus, a vicious cycle. This study compares the performance of six imputation techniques grouped into Linear and Non-Linear models, on two different real-world electronic health records (EHRs) datasets, representing 17864 patient records. The mean absolute percentage error (MAPE) and root mean squared error (RMSE) are used as performance metrics, and the results show that the Linear models outperformed the Non-Linear models in terms of both metrics. These results suggest that sometimes Linear models might be an optimal choice for imputation in laboratory variables in terms of imputation efficiency and uncertainty of predicted values.

Keywords: EHR, Machine Learning, imputation, laboratory variables, algorithmic bias.

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2498 The Approximate Solution of Linear Fuzzy Fredholm Integral Equations of the Second Kind by Using Iterative Interpolation

Authors: N. Parandin, M. A. Fariborzi Araghi

Abstract:

in this paper, we propose a numerical method for the approximate solution of fuzzy Fredholm functional integral equations of the second kind by using an iterative interpolation. For this purpose, we convert the linear fuzzy Fredholm integral equations to a crisp linear system of integral equations. The proposed method is illustrated by some fuzzy integral equations in numerical examples.

Keywords: Fuzzy function integral equations, Iterative method, Linear systems, Parametric form of fuzzy number.

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2497 A Goal Programming Approach for Plastic Recycling System in Thailand

Authors: Wuthichai Wongthatsanekorn

Abstract:

Plastic waste is a big issue in Thailand, but the amount of recycled plastic in Thailand is still low due to the high investment and operating cost. Hence, the rest of plastic waste are burnt to destroy or sent to the landfills. In order to be financial viable, an effective reverse logistics infrastructure is required to support the product recovery activities. However, there is a conflict between reducing the cost and raising environmental protection level. The purpose of this study is to build a goal programming (GP) so that it can be used to help analyze the proper planning of the Thailand-s plastic recycling system that involves multiple objectives. This study considers three objectives; reducing total cost, increasing the amount of plastic recovery, and raising the desired plastic materials in recycling process. The results from two priority structures show that it is necessary to raise the total cost budget in order to achieve targets on amount of recycled plastic and desired plastic materials.

Keywords: Goal Programming, Plastic Recycling, Thailand.

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2496 Meteorological Risk Assessment for Ships with Fuzzy Logic Designer

Authors: Ismail Karaca, Ridvan Saracoglu, Omer Soner

Abstract:

Fuzzy Logic, an advanced method to support decision-making, is used by various scientists in many disciplines. Fuzzy programming is a product of fuzzy logic, fuzzy rules, and implication. In marine science, fuzzy programming for ships is dramatically increasing together with autonomous ship studies. In this paper, a program to support the decision-making process for ship navigation has been designed. The program is produced in fuzzy logic and rules, by taking the marine accidents and expert opinions into account. After the program was designed, the program was tested by 46 ship accidents reported by the Transportation Safety Investigation Center of Turkey. Wind speed, sea condition, visibility, day/night ratio have been used as input data. They have been converted into a risk factor within the Fuzzy Logic Designer application and fuzzy rules set by marine experts. Finally, the expert's meteorological risk factor for each accident is compared with the program's risk factor, and the error rate was calculated. The main objective of this study is to improve the navigational safety of ships, by using the advance decision support model. According to the study result, fuzzy programming is a robust model that supports safe navigation.

Keywords: Calculation of risk factor, fuzzy logic, fuzzy programming for ship, safe navigation of ships.

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2495 Harmonic Pollution Caused by Non-Linear Load: Analysis and Identification

Authors: K. Khlifi, A. Haddouk, M. Hlaili, H. Mechergui

Abstract:

The present paper provides a detailed analysis of prior methods and approaches for non-linear load identification in residential buildings. The main goal of this analysis is to decipher the distorted signals and to estimate the harmonics influence on power systems. We have performed an analytical study of non-linear loads behavior in the residential environment. Simulations have been performed in order to evaluate the distorted rate of the current and follow his behavior. To complete this work, an instrumental platform has been realized to carry out practical tests on single-phase non-linear loads which illustrate the current consumption of some domestic appliances supplied with single-phase sinusoidal voltage. These non-linear loads have been processed and tracked in order to limit their influence on the power grid and to reduce the Joule effect losses. As a result, the study has allowed to identify responsible circuits of harmonic pollution.

Keywords: Distortion rate, harmonic analysis, harmonic pollution, non-linear load, power factor.

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2494 A New Method to Solve a Non Linear Differential System

Authors: Seifedine Kadry

Abstract:

In this article, our objective is the analysis of the resolution of non-linear differential systems by combining Newton and Continuation (N-C) method. The iterative numerical methods converge where the initial condition is chosen close to the exact solution. The question of choosing the initial condition is answered by N-C method.

Keywords: Continuation Method, Newton Method, Finite Difference Method, Numerical Analysis and Non-Linear partial Differential Equation.

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2493 Some Results on Parallel Alternating Two-stage Methods

Authors: Guangbin Wang, Xue Li

Abstract:

In this paper, we present parallel alternating two-stage methods for solving linear system Ax=b, where A is a symmetric positive definite matrix. And we give some convergence results of these methods for nonsingular linear system.

Keywords: alternating two-stage, convergence, linear system, parallel.

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2492 A Fuzzy Mixed Integer Multi-Scenario Portfolio Optimization Model

Authors: M. S. Osman, A. A. Tharwat, I. A. El-Khodary, A. G. Chalabi

Abstract:

In this paper, we propose a multiple objective optimization model with respect to portfolio selection problem for investors looking forward to diversify their equity investments in a number of equity markets. Based on Markowitz-s M-V model we developed a Fuzzy Mixed Integer Multi-Objective Nonlinear Programming Problem (FMIMONLP) to maximize the investors- future gains on equity markets, reach the optimal proportion of the budget to be invested in different equities. A numerical example with a comprehensive analysis on artificial data from several equity markets is presented in order to illustrate the proposed model and its solution method. The model performed well compared with the deterministic version of the model.

Keywords: Equity Markets, Future Scenarios, PortfolioSelection, Multiple Criteria Fuzzy Optimization

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2491 Analysis of Nonlinear Pulse Propagation Characteristics in Semiconductor Optical Amplifier for Different Input Pulse Shapes

Authors: Suchi Barua, Narottam Das, Sven Nordholm, Mohammad Razaghi

Abstract:

This paper presents nonlinear pulse propagation characteristics for different input optical pulse shapes with various input pulse energy levels in semiconductor optical amplifiers. For simulation of nonlinear pulse propagation, finite-difference beam propagation method is used to solve the nonlinear Schrödinger equation. In this equation, gain spectrum dynamics, gain saturation are taken into account which depends on carrier depletion, carrier heating, spectral-hole burning, group velocity dispersion, self-phase modulation and two photon absorption. From this analysis, we obtained the output waveforms and spectra for different input pulse shapes as well as for different input energies. It shows clearly that the peak position of the output waveforms are shifted toward the leading edge which due to the gain saturation of the SOA for higher input pulse energies. We also analyzed and compared the normalized difference of full-width at half maximum for different input pulse shapes in the SOA.

Keywords: Finite-difference beam propagation method, pulse shape, pulse propagation, semiconductor optical amplifier.

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2490 Lego Mindstorms as a Simulation of Robotic Systems

Authors: Miroslav Popelka, Jakub Nožička

Abstract:

In this paper we deal with using Lego Mindstorms in simulation of robotic systems with respect to cost reduction. Lego Mindstorms kit contains broad variety of hardware components which are required to simulate, program and test the robotics systems in practice. Algorithm programming went in development environment supplied together with Lego kit as in programming language C# as well. Algorithm following the line, which we dealt with in this paper, uses theoretical findings from area of controlling circuits. PID controller has been chosen as controlling circuit whose individual components were experimentally adjusted for optimal motion of robot tracking the line. Data which are determined to process by algorithm are collected by sensors which scan the interface between black and white surfaces followed by robot. Based on discovered facts Lego Mindstorms can be considered for low-cost and capable kit to simulate real robotics systems.

Keywords: LEGO Mindstorms, PID controller, low-cost robotics systems, line follower, sensors, programming language C#, EV3 Home Edition Software.

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2489 Mathematical Rescheduling Models for Railway Services

Authors: Zuraida Alwadood, Adibah Shuib, Norlida Abd Hamid

Abstract:

This paper presents the review of past studies concerning mathematical models for rescheduling passenger railway services, as part of delay management in the occurrence of railway disruption. Many past mathematical models highlighted were aimed at minimizing the service delays experienced by passengers during service disruptions. Integer programming (IP) and mixed-integer programming (MIP) models are critically discussed, focusing on the model approach, decision variables, sets and parameters. Some of them have been tested on real-life data of railway companies worldwide, while a few have been validated on fictive data. Based on selected literatures on train rescheduling, this paper is able to assist researchers in the model formulation by providing comprehensive analyses towards the model building. These analyses would be able to help in the development of new approaches in rescheduling strategies or perhaps to enhance the existing rescheduling models and make them more powerful or more applicable with shorter computing time.

Keywords: Mathematical modelling, Mixed-integer programming, Railway rescheduling, Service delays.

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