Search results for: maximum entropy method
8915 Denosing ECG using Translation Invariant Multiwavelet
Authors: Jeong Yup Han, Su Kyung Lee, Hong Bae Park
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In this paper, we propose a method to reduce the various kinds of noise while gathering and recording the electrocardiogram (ECG) signal. Because of the defects of former method in the noise elimination of ECG signal, we use translation invariant (TI) multiwavelet denoising method to the noise elimination. The advantage of the proposed method is that it may not only remain the geometrical characteristics of the original ECG signal and keep the amplitudes of various ECG waveforms efficiently, but also suppress impulsive noise to some extent. The simulation results indicate that the proposed method are better than former removing noise method in aspects of remaining geometrical characteristics of ECG signal and the signal-to-noise ratio (SNR).Keywords: ECG, TI multiwavelet, denoise.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17688914 Feature Level Fusion of Multimodal Images Using Haar Lifting Wavelet Transform
Authors: Sudipta Majumdar, Jayant Bharadwaj
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This paper presents feature level image fusion using Haar lifting wavelet transform. Feature fused is edge and boundary information, which is obtained using wavelet transform modulus maxima criteria. Simulation results show the superiority of the result as entropy, gradient, standard deviation are increased for fused image as compared to input images. The proposed methods have the advantages of simplicity of implementation, fast algorithm, perfect reconstruction, and reduced computational complexity. (Computational cost of Haar wavelet is very small as compared to other lifting wavelets.)
Keywords: Lifting wavelet transform, wavelet transform modulus maxima.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24238913 Ranking DMUs by Ideal PPS in Data Envelopment Analysis
Authors: V.Rezaie, M.Khanmohammady
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An original DEA model is to evaluate each DMU optimistically, but the interval DEA Model proposed in this paper has been formulated to obtain an efficiency interval consisting of Evaluations from both the optimistic and the pessimistic view points. DMUs are improved so that their lower bounds become so large as to attain the maximum Value one. The points obtained by this method are called ideal points. Ideal PPS is calculated by ideal of efficiency DMUs. The purpose of this paper is to rank DMUs by this ideal PPS. Finally we extend the efficiency interval of a DMU under variable RTS technology.Keywords: Data envelopment analysis (DEA), Decision makingunit (DMU), Interval DEA, Ideal points, Ideal PPS, Return to scale(RTS).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19268912 Energy Management System in HEV Using PI Controller
Authors: S. Saravanan, G. Sugumaran
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Nowadays the use of Hybrid Electric Vehicles (HEV) is increasing dramatically. The HEV is mainly dependent on electricity and there is always a need for storage of charge. Fuel Cell (FC), Batteries and Ultra Capacitor are being used for the proposed HEV as an electric power source or as an energy storage unit. The aim of developing an energy management technique is to utilize the sources according to the requirement of the vehicle with help of controller. This increases the efficiency of hybrid electric vehicle to reduce the fuel consumption and unwanted emission. The Maximum Power Point Tracking (MPPT) in FC is done using (Perturb & Observe) algorithm. In this paper, the control of automobiles at variable speed is achieved effectively.
Keywords: Batteries, Energy Management System (EMS), Fuel Cell (FC), Hybrid Electric Vehicles (HEVs), Maximum Power Point Tracking (MPPT).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33518911 Direct Method for Converting FIR Filter with Low Nonzero Tap into IIR Filter
Authors: Jeong Hye Moon, Byung Hoon Kang, PooGyeon Park
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In this paper, we proposed the direct method for converting Finite-Impulse Response (FIR) filter with low nonzero tap into Infinite-Impulse Response (IIR) filter using the pre-determined table. The prony method is used by ghost cancellator which is IIR approximation to FIR filter which is better performance than IIR and have much larger calculation difference. The direct method for many ghost combination with low nonzero tap of NTSC(National Television System Committee) TV signal in Korea is described. The proposed method is illustrated with an example.Keywords: NTSC, Ghost cancellation, FIR, IIR, Prony method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31478910 A General Segmentation Scheme for Contouring Kidney Region in Ultrasound Kidney Images using Improved Higher Order Spline Interpolation
Authors: K. Bommanna Raja, M.Madheswaran, K.Thyagarajah
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A higher order spline interpolated contour obtained with up-sampling of homogenously distributed coordinates for segmentation of kidney region in different classes of ultrasound kidney images has been developed and presented in this paper. The performance of the proposed method is measured and compared with modified snake model contour, Markov random field contour and expert outlined contour. The validation of the method is made in correspondence with expert outlined contour using maximum coordinate distance, Hausdorff distance and mean radial distance metrics. The results obtained reveal that proposed scheme provides optimum contour that agrees well with expert outlined contour. Moreover this technique helps to preserve the pixels-of-interest which in specific defines the functional characteristic of kidney. This explores various possibilities in implementing computer-aided diagnosis system exclusively for US kidney images. Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17478909 Wavelet Based Identification of Second Order Linear System
Authors: Sudipta Majumdar, Harish Parthasarathy
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In this paper, a wavelet based method is proposed to identify the constant coefficients of a second order linear system and is compared with the least squares method. The proposed method shows improved accuracy of parameter estimation as compared to the least squares method. Additionally, it has the advantage of smaller data requirement and storage requirement as compared to the least squares method.Keywords: Least squares method, linear system, system identification, wavelet transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15758908 Differences in Stress and Total Deformation Due to Muscle Attachment to the Femur
Authors: Jeong-Woo Seo, Jin-Seung Choi, Dong-Won Kang, Jae-Hyuk Bae, Gye-Rae Tack
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To achieve accurate and precise results of finite element analysis (FEA) of bones, it is important to represent the load/boundary conditions as identical as possible to the human body such as the bone properties, the type and force of the muscles, the contact force of the joints, and the location of the muscle attachment. In this study, the difference in the Von-Mises stress and the total deformation was compared by classifying them into Case 1, which shows the actual anatomical form of the muscle attached to the femur when the same muscle force was applied, and Case 2, which gives a simplified representation of the attached location. An inverse dynamical musculoskeletal model was simulated using data from an actual walking experiment to complement the accuracy of the muscular force, the input value of FEA. The FEA method using the results of the muscular force that were calculated through the simulation showed that the maximum Von-Mises stress and the maximum total deformation in Case 2 were underestimated by 8.42% and 6.29%, respectively, compared to Case 1. The torsion energy and bending moment at each location of the femur occurred via the stress ingredient. Due to the geometrical/morphological feature of the femur of having a long bone shape when the stress distribution is wide, as shown in Case 1, a greater Von-Mises stress and total deformation are expected from the sum of the stress ingredients. More accurate results can be achieved only when the muscular strength and the attachment location in the FEA of the bones and the attachment form are the same as those in the actual anatomical condition under the various moving conditions of the human body.Keywords: Musculoskeletal modeling, Finite element analysis, Von-Mises stress, Deformation, Muscle attachment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22208907 Study of EEGs from Somatosensory Cortex and Alzheimer's Disease Sources
Authors: Md R. Bashar, Yan Li, Peng Wen
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This study is to investigate the electroencephalogram (EEG) differences generated from a normal and Alzheimer-s disease (AD) sources. We also investigate the effects of brain tissue distortions due to AD on EEG. We develop a realistic head model from T1 weighted magnetic resonance imaging (MRI) using finite element method (FEM) for normal source (somatosensory cortex (SC) in parietal lobe) and AD sources (right amygdala (RA) and left amygdala (LA) in medial temporal lobe). Then, we compare the AD sourced EEGs to the SC sourced EEG for studying the nature of potential changes due to sources and 5% to 20% brain tissue distortions. We find an average of 0.15 magnification errors produced by AD sourced EEGs. Different brain tissue distortion models also generate the maximum 0.07 magnification. EEGs obtained from AD sources and different brain tissue distortion levels vary scalp potentials from normal source, and the electrodes residing in parietal and temporal lobes are more sensitive than other electrodes for AD sourced EEG.
Keywords: Alzheimer's disease (AD), brain tissue distortion, electroencephalogram, finite element method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19198906 Optimization of Dissolution of Chevreul’s Salt in Ammonium Chloride Solutions
Authors: Mustafa Sertçelik, Hacali Necefoğlu, Turan Çalban, Soner Kuşlu
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In this study, Chevreul’s salt was dissolved in ammonium chloride solutions. All experiments were performed in a batch reactor. The obtained results were optimized. Parameters used in the experiments were the reaction temperature, the ammonium chloride concentration, the reaction time and the solid-to-liquid ratio. The optimum conditions were determined by 24 factorial experimental design method. The best values of four parameters were determined as based on the experiment results. After the evaluation of experiment results, all parameters were found as effective in experiment conditions selected. The optimum conditions on the maximum Chevreul’s salt dissolution were the ammonium chloride concentration 4.5 M, the reaction time 13.2 min., the reaction temperature 25 oC, and the solid-to-liquid ratio 9/80 g.mL-1. The best dissolution yield in these conditions was 96.20%.Keywords: Ammonium chloride, Chevreul’s salt, copper, Factorial experimental design method, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16778905 Stochastic Scheduling to Minimize Expected Lateness in Multiple Identical Machines
Authors: Ghulam Zakria, Zailin Guan , Yasser Riaz Awan, Wan Lizhi
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There are many real world problems in which parameters like the arrival time of new jobs, failure of resources, and completion time of jobs change continuously. This paper tackles the problem of scheduling jobs with random due dates on multiple identical machines in a stochastic environment. First to assign jobs to different machine centers LPT scheduling methods have been used, after that the particular sequence of jobs to be processed on the machine have been found using simple stochastic techniques. The performance parameter under consideration has been the maximum lateness concerning the stochastic due dates which are independent and exponentially distributed. At the end a relevant problem has been solved using the techniques in the paper..Keywords: Quantity Production Flow Shop, LPT Scheduling, Stochastic Scheduling, Maximum Lateness, Random Due Dates
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13938904 Optimal Design of Composite Patch for a Cracked Pipe by Utilizing Genetic Algorithm and Finite Element Method
Authors: Mahdi Fakoor, Seyed Mohammad Navid Ghoreishi
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Composite patching is a common way for reinforcing the cracked pipes and cylinders. The effects of composite patch reinforcement on fracture parameters of a cracked pipe depend on a variety of parameters such as number of layers, angle, thickness, and material of each layer. Therefore, stacking sequence optimization of composite patch becomes crucial for the applications of cracked pipes. In this study, in order to obtain the optimal stacking sequence for a composite patch that has minimum weight and maximum resistance in propagation of cracks, a coupled Multi-Objective Genetic Algorithm (MOGA) and Finite Element Method (FEM) process is proposed. This optimization process has done for longitudinal and transverse semi-elliptical cracks and optimal stacking sequences and Pareto’s front for each kind of cracks are presented. The proposed algorithm is validated against collected results from the existing literature.
Keywords: Multi objective optimization, Pareto front, composite patch, cracked pipe.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9098903 Note to the Global GMRES for Solving the Matrix Equation AXB = F
Authors: Fatemeh Panjeh Ali Beik
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In the present work, we propose a new projection method for solving the matrix equation AXB = F. For implementing our new method, generalized forms of block Krylov subspace and global Arnoldi process are presented. The new method can be considered as an extended form of the well-known global generalized minimum residual (Gl-GMRES) method for solving multiple linear systems and it will be called as the extended Gl-GMRES (EGl- GMRES). Some new theoretical results have been established for proposed method by employing Schur complement. Finally, some numerical results are given to illustrate the efficiency of our new method.
Keywords: Matrix equation, Iterative method, linear systems, block Krylov subspace method, global generalized minimum residual (Gl-GMRES).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18398902 FPGA Implementation of a Vision-Based Blind Spot Warning System
Authors: Yu Ren Lin, Yu Hong Li
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Vision-based intelligent vehicle applications often require large amounts of memory to handle video streaming and image processing, which in turn increases complexity of hardware and software. This paper presents an FPGA implement of a vision-based blind spot warning system. Using video frames, the information of the blind spot area turns into one-dimensional information. Analysis of the estimated entropy of image allows the detection of an object in time. This idea has been implemented in the XtremeDSP video starter kit. The blind spot warning system uses only 13% of its logic resources and 95k bits block memory, and its frame rate is over 30 frames per sec (fps).
Keywords: blind-spot area, image, FPGA
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18368901 Predicting Bankruptcy using Tabu Search in the Mauritian Context
Authors: J. Cheeneebash, K. B. Lallmamode, A. Gopaul
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Throughout this paper, a relatively new technique, the Tabu search variable selection model, is elaborated showing how it can be efficiently applied within the financial world whenever researchers come across the selection of a subset of variables from a whole set of descriptive variables under analysis. In the field of financial prediction, researchers often have to select a subset of variables from a larger set to solve different type of problems such as corporate bankruptcy prediction, personal bankruptcy prediction, mortgage, credit scoring and the Arbitrage Pricing Model (APM). Consequently, to demonstrate how the method operates and to illustrate its usefulness as well as its superiority compared to other commonly used methods, the Tabu search algorithm for variable selection is compared to two main alternative search procedures namely, the stepwise regression and the maximum R 2 improvement method. The Tabu search is then implemented in finance; where it attempts to predict corporate bankruptcy by selecting the most appropriate financial ratios and thus creating its own prediction score equation. In comparison to other methods, mostly the Altman Z-Score model, the Tabu search model produces a higher success rate in predicting correctly the failure of firms or the continuous running of existing entities.
Keywords: Predicting Bankruptcy, Tabu Search
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19398900 Studies on the Feasibility of Cow’s Urine as Non-Conventional Energy Sources
Authors: Raj Kumar Rajak, Bharat Mishra
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Bio-batteries represent an entirely new long-term, reasonable, reachable, and eco-friendly approach to generation of sustainable energy. In the present experimental work, we have studied the effect of the generation of power by bio-battery using different electrode pairs. The tests show that it is possible to generate electricity using cow’s urine as an electrolyte. C-Mg electrode pair shows maximum Voltage and Short Circuit Current (SCC), while C-Zn electrode pair shows less Open Circuit Voltage (OCV) and SCC. By the studies of cow urine and different electrodes, it is found that C-Zn electrode battery is more economical. The cow urine battery with C-Zn electrode provides maximum power (707.4 mW) and durability (up to 145 h). This result shows that the bio-batteries have the potency to full fill the need of electricity demand for lower energy equipment.
Keywords: Bio-batteries, cow’s urine, electrodes, non-conventional.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9428899 Direct Transient Stability Assessment of Stressed Power Systems
Authors: E. Popov, N. Yorino, Y. Zoka, Y. Sasaki, H. Sugihara
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This paper discusses the performance of critical trajectory method (CTrj) for power system transient stability analysis under various loading settings and heavy fault condition. The method obtains Controlling Unstable Equilibrium Point (CUEP) which is essential for estimation of power system stability margins. The CUEP is computed by applying the CTrjto the boundary controlling unstable equilibrium point (BCU) method. The Proposed method computes a trajectory on the stability boundary that starts from the exit point and reaches CUEP under certain assumptions. The robustness and effectiveness of the method are demonstrated via six power system models and five loading conditions. As benchmark is used conventional simulation method whereas the performance is compared with and BCU Shadowing method.
Keywords: Power system, Transient stability, Critical trajectory method, Energy function method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21248898 A Descent-projection Method for Solving Monotone Structured Variational Inequalities
Authors: Min Sun, Zhenyu Liu
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In this paper, a new descent-projection method with a new search direction for monotone structured variational inequalities is proposed. The method is simple, which needs only projections and some function evaluations, so its computational load is very tiny. Under mild conditions on the problem-s data, the method is proved to converges globally. Some preliminary computational results are also reported to illustrate the efficiency of the method.Keywords: variational inequalities, monotone function, global convergence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12928897 A Methodology for Definition of Road Networks in Rural Areas of Nepal
Authors: J. K. Shrestha, A. Benta, R. B. Lopes, N. Lopes
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This work provides a practical method for the development of rural road networks in rural areas of developing countries. The proposed methodology enables to determine obligatory points in the rural road network maximizing the number of settlements that have access to basic services within a given maximum distance. The proposed methodology is simple and practical, hence, highly applicable to real-world scenarios, as demonstrated in the definition of the road network for the rural areas of Nepal.Keywords: Minimum spanning tree, nodal points, rural road network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28808896 An Effect of Organic Supplements on Stimulating Growth of Vanda and Mokara Seedlings in Tissue Culture
Authors: Kullanart Obsuwan, Chockpisit Thepsithar
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This study aimed to investigate effect of different organic supplements on growth of Vanda and Mokara seedlings. Vanda and Mokara seedlings approximately 0.2 and 0.3 cm. in height were sub-cultured onto VW supplemented with 150 ml/L coconut water, 100 g/L potato extract, 100 g/L ‘Gros Michel’ banana (AAA group) and 100 g/L ‘Namwa’ banana (ABB group). The explants were sub-cultured onto the same medium every month for 3 months. The best medium increased stem height to 0.52 and 0.44 Cm. in Vanda and Mokara respectively was supplemented with coconut water. The maximum fresh weight of Vanda (0.59 g) was found on medium supplemented with ‘Gros Michel’ banana while Mokara cultured on medium supplemented with Potato extract had the maximum fresh weight (0.27 g) and number of roots (5.20 roots/shoot) statistically different (p≤ 0.05) to other treatments. However, Vanda cultured on medium supplemented with ‘Namwa’ banana had the maximum number of roots (3.80 roots/shoot). Our results suggested that growth of different orchid genera was responded diversely to different organic supplements.
Keywords: Fresh weight, in vitro propagation, orchid, plant height.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32738895 Mode III Interlaminar Fracture in Woven Glass/Epoxy Composite Laminates
Authors: Farhad Asgari Mehrabadi, Mohammad Reza Khoshravan
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In the present study, fracture behavior of woven fabric-reinforced glass/epoxy composite laminates under mode III crack growth was experimentally investigated and numerically modeled. Two methods were used for the calculation of the strain energy release rate: the experimental compliance calibration (CC) method and the Virtual Crack Closure Technique (VCCT). To achieve this aim ECT (Edge Crack Torsion) was used to evaluate fracture toughness in mode III loading (out of plane-shear) at different crack lengths. Load–displacement and associated energy release rates were obtained for various case of interest. To calculate fracture toughness JIII, two criteria were considered including non-linearity and maximum points in load-displacement curve and it is observed that JIII increases with the crack length increase. Both the experimental compliance method and the virtual crack closure technique proved applicable for the interpretation of the fracture mechanics data of woven glass/epoxy laminates in mode III.Keywords: Mode III, Fracture, Composite, Crack growth Finite Element.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25338894 Effect of Surface Stress on the Deformation around a Nanosized Elliptical Hole: a Finite Element Study
Authors: Weifeng Wang, Xianwei Zeng, Jianping Ding
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When the characteristic length of an elastic solid is down to the nanometer level, its deformation behavior becomes size dependent. Surface energy /surface stress have recently been applied to explain such dependency. In this paper, the effect of strain-independent surface stress on the deformation of an isotropic elastic solid containing a nanosized elliptical hole is studied by the finite element method. Two loading cases are considered, in the first case, hoop stress along the rim of the elliptical hole induced by pure surface stress is studied, in the second case, hoop stress around the elliptical opening under combined remote tension and surface stress is investigated. It has been shown that positive surface stress induces compressive hoop stress along the hole, and negative surface stress has opposite effect, maximum hoop stress occurs near the major semi-axes of the ellipse. Under combined loading of remote tension and surface stress, stress concentration around the hole can be either intensified or weakened depending on the sign of the surface stress.Keywords: Surface stress, finite element method, stress concentration, nanosized elliptical hole
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20768893 Integrated Subset Split for Balancing Network Utilization and Quality of Routing
Authors: S. V. Kasmir Raja, P. Herbert Raj
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The overlay approach has been widely used by many service providers for Traffic Engineering (TE) in large Internet backbones. In the overlay approach, logical connections are set up between edge nodes to form a full mesh virtual network on top of the physical topology. IP routing is then run over the virtual network. Traffic engineering objectives are achieved through carefully routing logical connections over the physical links. Although the overlay approach has been implemented in many operational networks, it has a number of well-known scaling issues. This paper proposes a new approach to achieve traffic engineering without full-mesh overlaying with the help of integrated approach and equal subset split method. Traffic engineering needs to determine the optimal routing of traffic over the existing network infrastructure by efficiently allocating resource in order to optimize traffic performance on an IP network. Even though constraint-based routing [1] of Multi-Protocol Label Switching (MPLS) is developed to address this need, since it is not widely tested or debugged, Internet Service Providers (ISPs) resort to TE methods under Open Shortest Path First (OSPF), which is the most commonly used intra-domain routing protocol. Determining OSPF link weights for optimal network performance is an NP-hard problem. As it is not possible to solve this problem, we present a subset split method to improve the efficiency and performance by minimizing the maximum link utilization in the network via a small number of link weight modifications. The results of this method are compared against results of MPLS architecture [9] and other heuristic methods.
Keywords: Constraint based routing, Link Utilization, Subsetsplit method and Traffic Engineering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13968892 Fuzzy Clustering of Categorical Attributes and its Use in Analyzing Cultural Data
Authors: George E. Tsekouras, Dimitris Papageorgiou, Sotiris Kotsiantis, Christos Kalloniatis, Panagiotis Pintelas
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We develop a three-step fuzzy logic-based algorithm for clustering categorical attributes, and we apply it to analyze cultural data. In the first step the algorithm employs an entropy-based clustering scheme, which initializes the cluster centers. In the second step we apply the fuzzy c-modes algorithm to obtain a fuzzy partition of the data set, and the third step introduces a novel cluster validity index, which decides the final number of clusters.
Keywords: Categorical data, cultural data, fuzzy logic clustering, fuzzy c-modes, cluster validity index.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17088891 Application of Legendre Transformation to Portfolio Optimization
Authors: Peter Benneth, Tsaroh N. Theophilus, Prince Benjamin
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This research work aims at studying the application of Legendre Transformation Method (LTM) to Hamilton Jacobi Bellman (HJB) equation which is an example of optimal control problem. We discuss the steps involved in modelling the HJB equation as it relates to mathematical finance by applying the Ito’s lemma and maximum principle theorem. By applying the LTM and dual theory, the resultant HJB equation is transformed to a linear Partial Differential Equation (PDE). Also, the Optimal Investment Strategy (OIS) and the optimal value function were obtained under the exponential utility function. Furthermore, some numerical results were also presented with observations that the OIS under exponential utility is directly proportional to the appreciation rate of the risky asset and inversely proportional to the instantaneous volatility, predetermined interest rate, risk averse coefficient. Finally, it was observed that the optimal fund size is an increasing function of the risk free interest rate. This result is consistent with some existing results.
Keywords: Legendre transformation method, Optimal investment strategy, Ito’s lemma, Hamilton Jacobi Bellman equation, Geometric Brownian motion, financial market.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 678890 Error Propagation in the RK5GL3 Method
Authors: J.S.C. Prentice
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The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe the propagation of local errors in this method, and show that the global order of RK5GL3 is expected to be six, one better than the underlying Runge- Kutta method.Keywords: RK5GL3, RKrGLm, Runge-Kutta, Gauss-Legendre, initial value problem, order, local error, global error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12118889 Approximate Method of Calculation of Inviscid Hypersonic Flow
Authors: F. Sokhanvar, A. B. Khoshnevis
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In the present work steady inviscid hypersonic flows are calculated by approximate Method. Maslens' inverse method is the chosen approximate method. For the inverse problem, parabolic shock shape is chosen for the two-dimensional flow, and the body shape and flow field are calculated using Maslen's method. For the axisymmetric inverse problem paraboloidal shock is chosen and the surface distribution of pressure is obtained.Keywords: Hypersonic flow, Inverse problem method
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30668888 Voltage Stability Assessment and Enhancement Using STATCOM - A Case Study
Authors: Puneet Chawla, Balwinder Singh
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Recently, increased attention has been devoted to the voltage instability phenomenon in power systems. Many techniques have been proposed in the literature for evaluating and predicting voltage stability using steady state analysis methods. In this paper P-V and Q-V curves have been generated for a 57 bus Patiala Rajpura circle of India. The power-flow program is developed in MATLAB using Newton Raphson method. Using Q-V curves the weakest bus of the power system and the maximum reactive power change permissible on that bus is calculated. STATCOMs are placed on the weakest bus to improve the voltage and hence voltage stability and also the power transmission capability of the line.
Keywords: Voltage stability, Reactive power, power flow, weakest bus, STATCOM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30268887 Assessment of Nickel Concentration in Surface and Ground Water of the Kowsar Dam Basin
Authors: Fardin Boustani, M Hojati , S Ebrahimzadeh
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The Kowsar dam supply water for different usages such as drinking, industrial, agricultural and aquaculture farms usages and located next to the city of Dehdashat in Kohgiluye and Boyerahmad province in southern Iran. There are some towns and villages on the Kowsar dam watersheds, which Dehdasht and Choram are the most important and populated cities in this area. The study was undertaken to assess the status of water quality in the urban areas of the Kowsar dam. A total of 28 water samples were collected from 6 stations on surface water and 1 station from groundwater on the watershed of the Kowsar dam. All the samples were analyzed for Ni concentration using standard procedures. The results were compared with other national and international standards. Among the analyzed samples, as the maximum value of Nickel (0.01 mg/L) was observed on the station 2 at the autumn 2010, all the samples analyzed were within the maximum admissible limits by the United States Environmental Protection Agency, EU, WHO and the Iranian. In general results of the present study have shown that a Ni mean value of station No. 2 with 0.006 mg/L is higher than the other stations. Ni level of all samples and stations have had normal values and this is an indication of pollution potential and hazards because of human activity and waste water of towns in the areas, which can effect on human health implications in future. This research, therefore, recommends the government and other responsible authorities to take suitable improving measures in the Kowsar dam watersheds.Keywords: Kowsar dam, Drinking water quality, Nickel, Maximum admissible limit, World health organization
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19908886 Convergence Analysis of the Generalized Alternating Two-Stage Method
Authors: Guangbin Wang, Liangliang Li, Fuping Tan
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In this paper, we give the generalized alternating twostage method in which the inner iterations are accomplished by a generalized alternating method. And we present convergence results of the method for solving nonsingular linear systems when the coefficient matrix of the linear system is a monotone matrix or an H-matrix.
Keywords: Generalized alternating two-stage method, linear system, convergence.
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