Search results for: Bound wave function
2193 On Bounds For The Zeros of Univariate Polynomial
Authors: Matthias Dehmer1 Jürgen Kilian
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Problems on algebraical polynomials appear in many fields of mathematics and computer science. Especially the task of determining the roots of polynomials has been frequently investigated.Nonetheless, the task of locating the zeros of complex polynomials is still challenging. In this paper we deal with the location of zeros of univariate complex polynomials. We prove some novel upper bounds for the moduli of the zeros of complex polynomials. That means, we provide disks in the complex plane where all zeros of a complex polynomial are situated. Such bounds are extremely useful for obtaining a priori assertations regarding the location of zeros of polynomials. Based on the proven bounds and a test set of polynomials, we present an experimental study to examine which bound is optimal.
Keywords: complex polynomials, zeros, inequalities
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18732192 Vibroacoustic Modulation of Wideband Vibrations and Its Possible Application for Windmill Blade Diagnostics
Authors: Abdullah Alnutayfat, Alexander Sutin, Dong Liu
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Wind turbine has become one of the most popular energy production methods. However, failure of blades and maintenance costs evolve into significant issues in the wind power industry, so it is essential to detect the initial blade defects to avoid the collapse of the blades and structure. This paper aims to apply modulation of high-frequency blade vibrations by low-frequency blade rotation, which is close to the known Vibro-Acoustic Modulation (VAM) method. The high-frequency wideband blade vibration is produced by the interaction of the surface blades with the environment air turbulence, and the low-frequency modulation is produced by alternating bending stress due to gravity. The low-frequency load of rotational wind turbine blades ranges between 0.2-0.4 Hz and can reach up to 2 Hz for strong wind. The main difference between this study and previous ones on VAM methods is the use of a wideband vibration signal from the blade's natural vibrations. Different features of the VAM are considered using a simple model of breathing crack. This model considers the simple mechanical oscillator, where the parameters of the oscillator are varied due to low-frequency blade rotation. During the blade's operation, the internal stress caused by the weight of the blade modifies the crack's elasticity and damping. The laboratory experiment using steel samples demonstrates the possibility of VAM using a probe wideband noise signal. A cycle load with a small amplitude was used as a pump wave to damage the tested sample, and a small transducer generated a wideband probe wave. The received signal demodulation was conducted using the Detecting of Envelope Modulation on Noise (DEMON) approach. In addition, the experimental results were compared with the modulation index (MI) technique regarding the harmonic pump wave. The wideband and traditional VAM methods demonstrated similar sensitivity for earlier detection of invisible cracks. Importantly, employing a wideband probe signal with the DEMON approach speeds up and simplifies testing since it eliminates the need to conduct tests repeatedly for various harmonic probe frequencies and to adjust the probe frequency.
Keywords: Damage detection, turbine blades, Vibro-Acoustic Structural Health Monitoring, SHM, Detecting of Envelope Modulation on Noise.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4532191 The Global Stability Using Lyapunov Function
Authors: R. Kongnuy, E. Naowanich, T. Kruehong
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An important technique in stability theory for differential equations is known as the direct method of Lyapunov. In this work we deal global stability properties of Leptospirosis transmission model by age group in Thailand. First we consider the data from Division of Epidemiology Ministry of Public Health, Thailand between 1997-2011. Then we construct the mathematical model for leptospirosis transmission by eight age groups. The Lyapunov functions are used for our model which takes the forms of an Ordinary Differential Equation system. The globally asymptotically for equilibrium states are analyzed.Keywords: Age Group, Leptospirosis, Lyapunov Function, Ordinary Differential Equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21482190 Design and Analysis of Universal Multifunctional Leaf Spring Main Landing Gear for Light Aircraft
Authors: Meiyuan Zheng, Jingwu He, Yuexi Xiong
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A universal multi-function leaf spring main landing gear was designed for light aircraft. The main landing gear combined with the leaf spring, skidding, and wheels enables it to have a good takeoff and landing performance on various grounds such as the hard, snow, grass and sand grounds. Firstly, the characteristics of different landing sites were studied in this paper in order to analyze the load of the main landing gear on different types of grounds. Based on this analysis, the structural design optimization along with the strength and stiffness characteristics of the main landing gear has been done, which enables it to have good takeoff and landing performance on different types of grounds given the relevant regulations and standards. Additionally, the impact of the skidding on the aircraft during the flight was also taken into consideration. Finally, a universal multi-function leaf spring type of the main landing gear suitable for light aircraft has been developed.
Keywords: Landing gear, multi-function, leaf spring, skidding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19952189 Structural Assessment of Low-rise Reinforced Concrete Frames under Tsunami Loads
Authors: Hussain Jiffry, Kypros Pilakoutas, Reyes Garcia
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This study examines analytically the effect of tsunami loads on reinforced concrete (RC) frame buildings. The impact of tsunami wave loads and waterborne objects are analyzed using a typical substandard full-scale two-story RC frame building tested as part of the EU-funded Ecoleader project. The building was subjected to shake table tests in bare condition, and subsequently strengthened using Carbon Fiber Reinforced Polymers (CFRP) composites and retested. Numerical models of the building in both bare and CFRP-strengthened conditions are calibrated in DRAIN-3DX software to match the test results. To investigate the response of wave loads and impact forces, the numerical models are subjected to nonlinear dynamic analyses using force time-history input records. The analytical results are compared in terms of displacements at the floors and at the “impact point” of a boat. The results show that the roof displacement of the CFRP-strengthened building reduced by 63% when compared to the bare building. The results also indicate that strengthening only the mid-height of the impact column using CFRP is more effective at reducing damage when compared to strengthening other parts of the column. Alternative solutions to mitigate damage due to tsunami loads are suggested.
Keywords: Tsunami loads, hydrodynamic load, impact load, waterborne objects, RC buildings.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19342188 New Fuzzy Preference Relations and its Application in Group Decision Making
Authors: Nur Syibrah Muhamad Naim, Mohd Lazim Abdullah, Che Mohd Imran Che Taib, Abu OsmanMd. Tap
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Decision making preferences to certain criteria usually focus on positive degrees without considering the negative degrees. However, in real life situation, evaluation becomes more comprehensive if negative degrees are considered concurrently. Preference is expected to be more effective when considering both positive and negative degrees of preference to evaluate the best selection. Therefore, the aim of this paper is to propose the conflicting bifuzzy preference relations in group decision making by utilization of a novel score function. The conflicting bifuzzy preference relation is obtained by introducing some modifications on intuitionistic fuzzy preference relations. Releasing the intuitionistic condition by taking into account positive and negative degrees simultaneously and utilizing the novel score function are the main modifications to establish the proposed preference model. The proposed model is tested with a numerical example and proved to be simple and practical. The four-step decision model shows the efficiency of obtaining preference in group decision making.Keywords: Fuzzy preference relations, score function, conflicting bifuzzy, decision making.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14322187 Aircraft Supplier Selection using Multiple Criteria Group Decision Making Process with Proximity Measure Method for Determinate Fuzzy Set Ranking Analysis
Authors: C. Ardil
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Aircraft supplier selection process, which is considered as a fundamental supply chain problem, is a multi-criteria group decision problem that has a significant impact on the performance of the entire supply chain. In practical situations are frequently incomplete and uncertain information, making it difficult for decision-makers to communicate their opinions on candidates with precise and definite values. To solve the aircraft supplier selection problem in an environment of incomplete and uncertain information, proximity measure method is proposed. It uses determinate fuzzy numbers. The weights of each decision maker are equally predetermined and the entropic criteria weights are calculated using each decision maker's decision matrix. Additionally, determinate fuzzy numbers, it is proposed to use the weighted normalized Minkowski distance function and Hausdorff distance function to determine the ranking order patterns of alternatives. A numerical example for aircraft supplier selection is provided to further demonstrate the applicability, effectiveness, validity and rationality of the proposed method.
Keywords: Aircraft supplier selection, multiple criteria decision making, fuzzy sets, determinate fuzzy sets, intuitionistic fuzzy sets, proximity measure method, Minkowski distance function, Hausdorff distance function, PMM, MCDM
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3872186 The Effects of Food Deprivation on Hematological Indices and Blood Indicators of Liver Function in Oxyleotris marmorata
Authors: N. Sridee, S. Boonanuntanasarn
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Oxyleotris marmorata is considered as undomesticated fish, and its culture occasionally faces a problem of food deprivation. The present study aims to evaluate alteration of hematological indices, blood chemical associated with liver function during 4 weeks of fasting. A non-linear relationships between fasting days and hematological parameters (red blood cell number; y = - 0.002x2 + 0.041x + 1.249; R2=0.915, P<0.05, hemoglobin; y = - 0.002x2 + 0.030x + 3.470; R2=0.460, P>0.05), mean corpuscular volume; y = -0.180x2 + 2.183x + 149.61; R2=0.732, P>0.05, mean corpuscular hemoglobin; y = -0.041x2 + 0.862x + 29.864; R2=0.818, P>0.05 and mean corpuscular hemoglobin concentration; y = - 0.044x2 + 0.711x + 21.580; R2=0.730, P>0.05) were demonstrated. Significant change in hematocrit (Ht) during fasting period was observed. Ht elevated sharply increase at the first weeks of fasting period. Higher Ht also was detected during week 2-4 of fasting time. The significant reduction of hepatosomatic index was observed (y = - 0.007x2 - 0.096x + 1.414; R2=0.968, P<0.05). Moreover, alteration of enzyme associated with liver function was evaluated during 4 weeks of fasting (alkalin phosphatase; y = -0.026x2 - 0.935x + 12.188; R2=0.737, P>0.05, serum glutamic oxaloacetic transaminase; y = 0.005x2 – 0.201x2 + 1.297x + 33.256; R2=1, P<0.01, serum glutamic pyruvic transaminase; y = 0.007x2 – 0.274x2 + 2.277x + 25.257; R2=0.807, P>0.05). Taken together, prolonged fasting has deleterious effects on hematological indices, liver mass and enzyme associated in liver function. The marked adverse effects occurred after the first week of fasting state.Keywords: food deprivation, Oxyleotris marmorata, hematology, alkaline phosphatase, SGOT, SGPT
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19722185 Investigating the Performance of Minimax Search and Aggregate Mahalanobis Distance Function in Evolving an Ayo/Awale Player
Authors: Randle O. A., Olugbara, O. O., Lall M.
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In this paper we describe a hybrid technique of Minimax search and aggregate Mahalanobis distance function synthesis to evolve Awale game player. The hybrid technique helps to suggest a move in a short amount of time without looking into endgame database. However, the effectiveness of the technique is heavily dependent on the training dataset of the Awale strategies utilized. The evolved player was tested against Awale shareware program and the result is appealing.
Keywords: Minimax Search, Mahalanobis Distance, Strategic Game, Awale
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16542184 Using Hermite Function for Solving Thomas-Fermi Equation
Authors: F. Bayatbabolghani, K. Parand
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In this paper, we propose Hermite collocation method for solving Thomas-Fermi equation that is nonlinear ordinary differential equation on semi-infinite interval. This method reduces the solution of this problem to the solution of a system of algebraic equations. We also present the comparison of this work with solution of other methods that shows the present solution is more accurate and faster convergence in this problem.
Keywords: Collocation method, Hermite function, Semi-infinite, Thomas-Fermi equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21502183 Sparsity-Aware Affine Projection Algorithm for System Identification
Authors: Young-Seok Choi
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This work presents a new type of the affine projection (AP) algorithms which incorporate the sparsity condition of a system. To exploit the sparsity of the system, a weighted l1-norm regularization is imposed on the cost function of the AP algorithm. Minimizing the cost function with a subgradient calculus and choosing two distinct weighting for l1-norm, two stochastic gradient based sparsity regularized AP (SR-AP) algorithms are developed. Experimental results exhibit that the SR-AP algorithms outperform the typical AP counterparts for identifying sparse systems.Keywords: System identification, adaptive filter, affine projection, sparsity, sparse system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15552182 Impact of Safety and Quality Considerations of Housing Clients on the Construction Firms’ Intention to Adopt Quality Function Deployment: A Case of Construction Sector
Authors: Saif Ul Haq
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The current study intends to examine the safety and quality considerations of clients of housing projects and their impact on the adoption of Quality Function Deployment (QFD) by the construction firm. Mixed method research technique has been used to collect and analyze the data wherein a survey was conducted to collect the data from 220 clients of housing projects in Saudi Arabia. Then, the telephonic and Skype interviews were conducted to collect data of 15 professionals working in the top ten real estate companies of Saudi Arabia. Data were analyzed by using partial least square (PLS) and thematic analysis techniques. Findings reveal that today’s customer prioritizes the safety and quality requirements of their houses and as a result, construction firms adopt QFD to address the needs of customers. The findings are of great importance for the clients of housing projects as well as for the construction firms as they could apply QFD in housing projects to address the safety and quality concerns of their clients.Keywords: Construction industry, quality considerations, quality function deployment, safety considerations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8992181 On Reversal and Transposition Medians
Authors: Martin Bader
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During the last years, the genomes of more and more species have been sequenced, providing data for phylogenetic recon- struction based on genome rearrangement measures. A main task in all phylogenetic reconstruction algorithms is to solve the median of three problem. Although this problem is NP-hard even for the sim- plest distance measures, there are exact algorithms for the breakpoint median and the reversal median that are fast enough for practical use. In this paper, this approach is extended to the transposition median as well as to the weighted reversal and transposition median. Although there is no exact polynomial algorithm known even for the pairwise distances, we will show that it is in most cases possible to solve these problems exactly within reasonable time by using a branch and bound algorithm.Keywords: Comparative genomics, genome rearrangements, me-dian, reversals, transpositions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16882180 Metamorphism, Formal Grammars and Undecidable Code Mutation
Authors: Eric Filiol
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This paper presents a formalisation of the different existing code mutation techniques (polymorphism and metamorphism) by means of formal grammars. While very few theoretical results are known about the detection complexity of viral mutation techniques, we exhaustively address this critical issue by considering the Chomsky classification of formal grammars. This enables us to determine which family of code mutation techniques are likely to be detected or on the contrary are bound to remain undetected. As an illustration we then present, on a formal basis, a proof-of-concept metamorphic mutation engine denoted PB MOT, whose detection has been proven to be undecidable.
Keywords: Polymorphism, Metamorphism, Formal Grammars, Formal Languages, Language Decision, Code Mutation, Word Problem
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24292179 Variational EM Inference Algorithm for Gaussian Process Classification Model with Multiclass and Its Application to Human Action Classification
Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park
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In this paper, we propose the variational EM inference algorithm for the multi-class Gaussian process classification model that can be used in the field of human behavior recognition. This algorithm can drive simultaneously both a posterior distribution of a latent function and estimators of hyper-parameters in a Gaussian process classification model with multiclass. Our algorithm is based on the Laplace approximation (LA) technique and variational EM framework. This is performed in two steps: called expectation and maximization steps. First, in the expectation step, using the Bayesian formula and LA technique, we derive approximately the posterior distribution of the latent function indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. Second, in the maximization step, using a derived posterior distribution of latent function, we compute the maximum likelihood estimator for hyper-parameters of a covariance matrix necessary to define prior distribution for latent function. These two steps iteratively repeat until a convergence condition satisfies. Moreover, we apply the proposed algorithm with human action classification problem using a public database, namely, the KTH human action data set. Experimental results reveal that the proposed algorithm shows good performance on this data set.
Keywords: Bayesian rule, Gaussian process classification model with multiclass, Gaussian process prior, human action classification, laplace approximation, variational EM algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17582178 Fuzzy EOQ Models for Deteriorating Items with Stock Dependent Demand and Non-Linear Holding Costs
Authors: G. C. Mahata, A. Goswami
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This paper deals with infinite time horizon fuzzy Economic Order Quantity (EOQ) models for deteriorating items with stock dependent demand rate and nonlinear holding costs by taking deterioration rate θ0 as a triangular fuzzy number (θ0 −δ 1, θ0, θ0 +δ 2), where 1 2 0 0 <δ ,δ <θ are fixed real numbers. The traditional parameters such as unit cost and ordering cost have been kept constant but holding cost is considered to vary. Two possibilities of variations in the holding cost function namely, a non-linear function of the length of time for which the item is held in stock and a non-linear function of the amount of on-hand inventory have been used in the models. The approximate optimal solution for the fuzzy cost functions in both these cases have been obtained and the effect of non-linearity in holding costs is studied with the help of a numerical example.
Keywords: Inventory Model, Deterioration, Holding Cost, Fuzzy Total Cost, Extension Principle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18142177 A Systematic Approach for Finding Hamiltonian Cycles with a Prescribed Edge in Crossed Cubes
Authors: Jheng-Cheng Chen, Chia-Jui Lai, Chang-Hsiung Tsai,
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The crossed cube is one of the most notable variations of hypercube, but some properties of the former are superior to those of the latter. For example, the diameter of the crossed cube is almost the half of that of the hypercube. In this paper, we focus on the problem embedding a Hamiltonian cycle through an arbitrary given edge in the crossed cube. We give necessary and sufficient condition for determining whether a given permutation with n elements over Zn generates a Hamiltonian cycle pattern of the crossed cube. Moreover, we obtain a lower bound for the number of different Hamiltonian cycles passing through a given edge in an n-dimensional crossed cube. Our work extends some recently obtained results.
Keywords: Interconnection network, Hamiltonian, crossed cubes, prescribed edge.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15282176 The Effects of Software Size on Development Effort and Software Quality
Authors: Zhizhong Jiang, Peter Naudé, Binghua Jiang
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Effective evaluation of software development effort is an important issue during project plan. This study provides a model to predict development effort based on the software size estimated with function points. We generalize the average amount of effort spent on each phase of the development, and give the estimates for the effort used in software building, testing, and implementation. Finally, this paper finds a strong correlation between software defects and software size. As the size of software constantly increases, the quality remains to be a matter which requires major concern.
Keywords: Development effort, function points, software quality, software size.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22832175 A Propagator Method like Algorithm for Estimation of Multiple Real-Valued Sinusoidal Signal Frequencies
Authors: Sambit Prasad Kar, P.Palanisamy
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In this paper a novel method for multiple one dimensional real valued sinusoidal signal frequency estimation in the presence of additive Gaussian noise is postulated. A computationally simple frequency estimation method with efficient statistical performance is attractive in many array signal processing applications. The prime focus of this paper is to combine the subspace-based technique and a simple peak search approach. This paper presents a variant of the Propagator Method (PM), where a collaborative approach of SUMWE and Propagator method is applied in order to estimate the multiple real valued sine wave frequencies. A new data model is proposed, which gives the dimension of the signal subspace is equal to the number of frequencies present in the observation. But, the signal subspace dimension is twice the number of frequencies in the conventional MUSIC method for estimating frequencies of real-valued sinusoidal signal. The statistical analysis of the proposed method is studied, and the explicit expression of asymptotic (large-sample) mean-squared-error (MSE) or variance of the estimation error is derived. The performance of the method is demonstrated, and the theoretical analysis is substantiated through numerical examples. The proposed method can achieve sustainable high estimation accuracy and frequency resolution at a lower SNR, which is verified by simulation by comparing with conventional MUSIC, ESPRIT and Propagator Method.
Keywords: Frequency estimation, peak search, subspace-based method without eigen decomposition, quadratic convex function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17312174 New Efficient Iterative Optimization Algorithm to Design the Two Channel QMF Bank
Authors: Ram Kumar Soni, Alok Jain, Rajiv Saxena
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This paper proposes an efficient method for the design of two channel quadrature mirror filter (QMF) bank. To achieve minimum value of reconstruction error near to perfect reconstruction, a linear optimization process has been proposed. Prototype low pass filter has been designed using Kaiser window function. The modified algorithm has been developed to optimize the reconstruction error using linear objective function through iteration method. The result obtained, show that the performance of the proposed algorithm is better than that of the already exists methods.Keywords: Filterbank, near perfect reconstruction, Kaiserwindow, QMF.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16762173 Determining G-γ Degradation Curve in Cohesive Soils by Dilatometer and in situ Seismic Tests
Authors: Ivandic Kreso, Spiranec Miljenko, Kavur Boris, Strelec Stjepan
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This article discusses the possibility of using dilatometer tests (DMT) together with in situ seismic tests (MASW) in order to get the shape of G-g degradation curve in cohesive soils (clay, silty clay, silt, clayey silt and sandy silt). MASW test provides the small soil stiffness (Go from vs) at very small strains and DMT provides the stiffness of the soil at ‘work strains’ (MDMT). At different test locations, dilatometer shear stiffness of the soil has been determined by the theory of elasticity. Dilatometer shear stiffness has been compared with the theoretical G-g degradation curve in order to determine the typical range of shear deformation for different types of cohesive soil. The analysis also includes factors that influence the shape of the degradation curve (G-g) and dilatometer modulus (MDMT), such as the overconsolidation ratio (OCR), plasticity index (IP) and the vertical effective stress in the soil (svo'). Parametric study in this article defines the range of shear strain gDMT and GDMT/Go relation depending on the classification of a cohesive soil (clay, silty clay, clayey silt, silt and sandy silt), function of density (loose, medium dense and dense) and the stiffness of the soil (soft, medium hard and hard). The article illustrates the potential of using MASW and DMT to obtain G-g degradation curve in cohesive soils.
Keywords: Dilatometer testing, MASW testing, shear wave, soil stiffness, stiffness reduction, shear strain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8842172 Coefficients of Some Double Trigonometric Cosine and Sine Series
Authors: Jatinderdeep Kaur
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In this paper, the results of Kano from one dimensional cosine and sine series are extended to two dimensional cosine and sine series. To extend these results, some classes of coefficient sequences such as class of semi convexity and class R are extended from one dimension to two dimensions. Further, the function f(x, y) is two dimensional Fourier Cosine and Sine series or equivalently it represents an integrable function or not, has been studied. Moreover, some results are obtained which are generalization of Moricz’s results.Keywords: Conjugate Dirichlet kernel, conjugate Fejer kernel, Fourier series, Semi-convexity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21472171 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 672170 Probability of Globality
Authors: Eva Eggeling, Dieter W. Fellner, Torsten Ullrich
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The objective of global optimization is to find the globally best solution of a model. Nonlinear models are ubiquitous in many applications and their solution often requires a global search approach; i.e. for a function f from a set A ⊂ Rn to the real numbers, an element x0 ∈ A is sought-after, such that ∀ x ∈ A : f(x0) ≤ f(x). Depending on the field of application, the question whether a found solution x0 is not only a local minimum but a global one is very important. This article presents a probabilistic approach to determine the probability of a solution being a global minimum. The approach is independent of the used global search method and only requires a limited, convex parameter domain A as well as a Lipschitz continuous function f whose Lipschitz constant is not needed to be known.Keywords: global optimization, probability theory, probability of globality
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15822169 Algorithm for Determining the Parameters of a Two-Layer Soil Model
Authors: Adekitan I. Aderibigbe, Fakolujo A. Olaosebikan
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The parameters of a two-layer soil can be determined by processing resistivity data obtained from resistivity measurements carried out on the soil of interest. The processing usually entails applying the resistivity data as inputs to an optimisation function. This paper proposes an algorithm which utilises the square error as an optimisation function. Resistivity data from previous works were applied to test the accuracy of the new algorithm developed and the result obtained conforms significantly to results from previous works.
Keywords: Algorithm, earthing, resistivity, two-layer soil-model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33322168 Development of a Robust Supply Chain for Dynamic Operating Environment
Authors: Shilan Li, Ivan Arokiam, Peter Jarvis, Wendy Garner, Gazelleh Moradi, Stuart Wakefield
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Development of a Robust Supply Chain for Dynamic Operating Environment as we move further into the twenty first century, organisations are under increasing pressure to deliver a high product variation at a reasonable cost without compromise in quality. In a number of cases this will take the form of a customised or high variety low volume manufacturing system that requires prudent management of resources, among a number of functions, to achieve competitive advantage. Purchasing and Supply Chain management is one of such function and due to the substantial interaction with external elements needs to be strategically managed. This requires a number of primary and supporting tools that will enable the appropriate decisions to be made rapidly. This capability is especially vital in a dynamic environment as it provides a pivotal role in increasing the profit margin of the product. The management of this function can be challenging by itself and even more for Small and Medium Enterprises (SMEs) due to the limited resources and expertise available at their disposal. This paper discusses the development of tools and concepts towards effectively managing the purchasing and supply chain function. The developed tools and concepts will provide a cost effective way of managing this function within SMEs. The paper further shows the use of these tools within Contechs, a manufacturer of luxury boat interiors, and the associated benefits achieved as a result of this implementation. Finally a generic framework towards use in such environments is presented.Keywords: Lean, Supply Chain, High variety Low volume, Small and Medium Enterprises.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14612167 Development and Assessment of Measuring/Rehabilitation Device for Myelopathy Patients with Lower Extremity Function
Authors: Hironobu Murayama, Shohei Shimizu, Masakazu Ohnuki, Hisanori Mihara, Tohru Kanada
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Disordered function of maniphalanx and difficulty with ambulation will occur insofar as a human has a failure in the spinal marrow. Cervical spondylotic myelopathy as one of the myelopathy emanates from not only external factors but also increased age. In addition, the diacrisis is difficult since cervical spondylotic myelopathy is evaluated by a doctor-s neurological remark and imaging findings. As a quantitative method for measuring the degree of disability, hand-operated triangle step test (for short, TST) has formulated. In this research, a full automatic triangle step counter apparatus is designed and developed to measure the degree of disability in an accurate fashion according to the principle of TST. The step counter apparatus whose shape is a low triangle pole displays the number of stepping upon each corner. Furthermore, the apparatus has two modes of operation. Namely, one is for measuring the degree of disability and the other for rehabilitation exercise. In terms of usefulness, clinical practice should be executed before too long.Keywords: Cervical spondylotic myelopathy, disorder of lower limbs, measuringfunction, rehabilitation function, full automatic apparatus, triangle step test.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15202166 A Joint Routing-Scheduling Approach for Throughput Optimization in WMNs
Authors: Hossein Nourkhiz Mahjoub, Mohsen Shiva
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Wireless Mesh Networking is a promising proposal for broadband data transmission in a large area with low cost and acceptable QoS. These features- trade offs in WMNs is a hot research field nowadays. In this paper a mathematical optimization framework has been developed to maximize throughput according to upper bound delay constraints. IEEE 802.11 based infrastructure backhauling mode of WMNs has been considered to formulate the MINLP optimization problem. Proposed method gives the full routing and scheduling procedure in WMN in order to obtain mentioned goals.Keywords: Mixed-Integer Non Linear Programming (MINLP), routing and scheduling, throughput, wireless mesh networks (WMNs)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13732165 Adaptive PID Controller based on Reinforcement Learning for Wind Turbine Control
Authors: M. Sedighizadeh, A. Rezazadeh
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A self tuning PID control strategy using reinforcement learning is proposed in this paper to deal with the control of wind energy conversion systems (WECS). Actor-Critic learning is used to tune PID parameters in an adaptive way by taking advantage of the model-free and on-line learning properties of reinforcement learning effectively. In order to reduce the demand of storage space and to improve the learning efficiency, a single RBF neural network is used to approximate the policy function of Actor and the value function of Critic simultaneously. The inputs of RBF network are the system error, as well as the first and the second-order differences of error. The Actor can realize the mapping from the system state to PID parameters, while the Critic evaluates the outputs of the Actor and produces TD error. Based on TD error performance index and gradient descent method, the updating rules of RBF kernel function and network weights were given. Simulation results show that the proposed controller is efficient for WECS and it is perfectly adaptable and strongly robust, which is better than that of a conventional PID controller.Keywords: Wind energy conversion systems, reinforcementlearning; Actor-Critic learning; adaptive PID control; RBF network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 49382164 Comparison of Frequency Converter Outages: A Case Study on the Swedish TPS System
Authors: Y. A. Mahmood, A. Ahmadi, R. Karim, U. Kumar, A.K. Verma, N. Fransson
Abstract:
The purpose of this paper isunavailability of the two main types of conveSwedish traction power supply (TPS) system, i.e.static converter. The number of outages and the ouused to analyze and compare the unavailability oconverters. The mean cumulative function (MCF)analyze the number of outages and the unavailabthe forced outage rate (FOR) concept has been uoutage rates. The study shows that the outagesfailure occur at a constant rate by calendar timconverter stations, while very few stations havedecreasing rate. It has also been found that the stata higher number of outages and a higher outage ratcompared to the rotary converter types. The resultsthat combining the number of outages and the fgives a better view of the converters performasupport for the maintenance decision. In fact, usingdoes not reflect reality. Comparing these two indein identifying the areas where extra resources are maintenance planning and where improvementsoutage in the TPS system.KeywordsFrequency Converter, Forced OuCumulative Function, Traction Power Supply, ESystems.
Keywords: Frequency Converter, Forced Outage Rate, Mean Cumulative Function, Traction Power Supply, Electrified Railway Systems.
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