Search results for: Discrete Polynomial Moments
312 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models
Authors: Salah Alrabeei, Mohammad Yousuf
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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 565311 Mathematical Modeling of Drip Emitter Discharge of Trapezoidal Labyrinth Channel
Authors: N. Philipova
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The influence of the geometric parameters of trapezoidal labyrinth channel on the emitter discharge is investigated in this work. The impact of the dentate angle, the dentate spacing, and the dentate height are studied among the geometric parameters of the labyrinth channel. Numerical simulations of the water flow movement are performed according to central cubic composite design using Commercial codes GAMBIT and FLUENT. Inlet pressure of the dripper is set up to be 1 bar. The objective of this paper is to derive a mathematical model of the emitter discharge depending on the dentate angle, the dentate spacing, the dentate height of the labyrinth channel. As a result, the obtained mathematical model is a second-order polynomial reporting 2-way interactions among the geometric parameters. The dentate spacing has the most important and positive influence on the emitter discharge, followed by the simultaneous impact of the dentate spacing and the dentate height. The dentate angle in the observed interval has no significant effect on the emitter discharge. The obtained model can be used as a basis for a future emitter design.
Keywords: Drip irrigation, labyrinth channel hydrodynamics, numerical simulations, Reynolds stress model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 941310 Optimal Power Allocation for the Proposed Asymmetric Turbo Code for 3G Systems
Authors: K. Ramasamy, B. Balamuralithara, Mohammad Umar Siddiqi
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We proposed a new class of asymmetric turbo encoder for 3G systems that performs well in both “water fall" and “error floor" regions in [7]. In this paper, a modified (optimal) power allocation scheme for the different bits of new class of asymmetric turbo encoder has been investigated to enhance the performance. The simulation results and performance bound for proposed asymmetric turbo code with modified Unequal Power Allocation (UPA) scheme for the frame length, N=400, code rate, r=1/3 with Log-MAP decoder over Additive White Gaussian Noise (AWGN) channel are obtained and compared with the system with typical UPA and without UPA. The performance tests are extended over AWGN channel for different frame size to verify the possibility of implementation of the modified UPA scheme for the proposed asymmetric turbo code. From the performance results, it is observed that the proposed asymmetric turbo code with modified UPA performs better than the system without UPA and with typical UPA and it provides a coding gain of 0.4 to 0.52dB.
Keywords: Asymmetric turbo code, Generator polynomial, Interleaver, UPA, WCDMA, cdma2000.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1892309 Optimization of Enzymatic Hydrolysis of Manihot Esculenta Root Starch by Immobilizeda-Amylase Using Response Surface Methodology
Authors: G. Baskar, C. Muthukumaran, S. Renganathan
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Enzymatic hydrolysis of starch from natural sources finds potential application in commercial production of alcoholic beverage and bioethanol. In this study the effect of starch concentration, temperature, time and enzyme concentration were studied and optimized for hydrolysis of cassava (Manihot esculenta) starch powder (of mesh 80/120) into glucose syrup by immobilized (using Polyacrylamide gel) a-amylase using central composite design. The experimental result on enzymatic hydrolysis of cassava starch was subjected to multiple linear regression analysis using MINITAB 14 software. Positive linear effect of starch concentration, enzyme concentration and time was observed on hydrolysis of cassava starch by a-amylase. The statistical significance of the model was validated by F-test for analysis of variance (p < 0.01). The optimum value of starch concentration temperature, time and enzyme concentration were found to be 4.5% (w/v), 45oC, 150 min, and 1% (w/v) enzyme. The maximum glucose yield at optimum condition was 5.17 mg/mL.Keywords: Enzymatic hydrolysis, Alcoholic beverage, Centralcomposite design, Polynomial model, glucose yield.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2243308 Autohydrolysis Treatment of Olive Cake to Extract Fructose and Sucrose
Authors: G. Blázquez, A. Gálvez-Pérez, M. Calero, I. Iáñez-Rodríguez, M. A. Martín-Lara, A. Pérez
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The production of olive oil is considered as one of the most important agri-food industries. However, some of the by-products generated in the process are potential pollutants and cause environmental problems. Consequently, the management of these by-products is currently considered as a challenge for the olive oil industry. In this context, several technologies have been developed and tested. In this sense, the autohydrolysis of these by-products could be considered as a promising technique. Therefore, this study focused on autohydrolysis treatments of a solid residue from the olive oil industry denominated olive cake. This one comes from the olive pomace extraction with hexane. Firstly, a water washing was carried out to eliminate the water soluble compounds. Then, an experimental design was developed for the autohydrolysis experiments carried out in the hydrothermal pressure reactor. The studied variables were temperature (30, 60 and 90 ºC) and time (30, 60, 90 min). On the other hand, aliquots of liquid obtained fractions were analysed by HPLC to determine the fructose and sucrose contents present in the liquid fraction. Finally, the obtained results of sugars contents and the yields of the different experiments were fitted to a neuro-fuzzy and to a polynomial model.
Keywords: ANFIS, olive cake, polyols, saccharides.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 654307 A Hybrid Approach Using Particle Swarm Optimization and Simulated Annealing for N-queen Problem
Authors: Vahid Mohammadi Saffarzadeh, Pourya Jafarzadeh, Masoud Mazloom
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This paper presents a hybrid approach for solving nqueen problem by combination of PSO and SA. PSO is a population based heuristic method that sometimes traps in local maximum. To solve this problem we can use SA. Although SA suffer from many iterations and long time convergence for solving some problems, By good adjusting initial parameters such as temperature and the length of temperature stages SA guarantees convergence. In this article we use discrete PSO (due to nature of n-queen problem) to achieve a good local maximum. Then we use SA to escape from local maximum. The experimental results show that our hybrid method in comparison of SA method converges to result faster, especially for high dimensions n-queen problems.
Keywords: PSO, SA, N-queen, CSP
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1688306 Tool Failure Detection Based on Statistical Analysis of Metal Cutting Acoustic Emission Signals
Authors: Othman Belgassim, Krzysztof Jemielniak
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The analysis of Acoustic Emission (AE) signal generated from metal cutting processes has often approached statistically. This is due to the stochastic nature of the emission signal as a result of factors effecting the signal from its generation through transmission and sensing. Different techniques are applied in this manner, each of which is suitable for certain processes. In metal cutting where the emission generated by the deformation process is rather continuous, an appropriate method for analysing the AE signal based on the root mean square (RMS) of the signal is often used and is suitable for use with the conventional signal processing systems. The aim of this paper is to set a strategy in tool failure detection in turning processes via the statistic analysis of the AE generated from the cutting zone. The strategy is based on the investigation of the distribution moments of the AE signal at predetermined sampling. The skews and kurtosis of these distributions are the key elements in the detection. A normal (Gaussian) distribution has first been suggested then this was eliminated due to insufficiency. The so called Beta distribution was then considered, this has been used with an assumed β density function and has given promising results with regard to chipping and tool breakage detection.Keywords: AE signal, skew, kurtosis, tool failure
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1851305 Blind Non-Minimum Phase Channel Identification Using 3rd and 4th Order Cumulants
Authors: S. Safi, A. Zeroual
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In this paper we propose a family of algorithms based on 3rd and 4th order cumulants for blind single-input single-output (SISO) Non-Minimum Phase (NMP) Finite Impulse Response (FIR) channel estimation driven by non-Gaussian signal. The input signal represents the signal used in 10GBASE-T (or IEEE 802.3an-2006) as a Tomlinson-Harashima Precoded (THP) version of random Pulse-Amplitude Modulation with 16 discrete levels (PAM-16). The proposed algorithms are tested using three non-minimum phase channel for different Signal-to-Noise Ratios (SNR) and for different data input length. Numerical simulation results are presented to illustrate the performance of the proposed algorithms.Keywords: Higher Order Cumulants, Channel identification, Ethernet communication.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1451304 Passivity Analysis of Stochastic Neural Networks With Multiple Time Delays
Authors: Biao Qin, Jin Huang, Jiaojiao Ren, Wei Kang
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This paper deals with the problem of passivity analysis for stochastic neural networks with leakage, discrete and distributed delays. By using delay partitioning technique, free weighting matrix method and stochastic analysis technique, several sufficient conditions for the passivity of the addressed neural networks are established in terms of linear matrix inequalities (LMIs), in which both the time-delay and its time derivative can be fully considered. A numerical example is given to show the usefulness and effectiveness of the obtained results.
Keywords: Passivity, Stochastic neural networks, Multiple time delays, Linear matrix inequalities (LMIs).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1707303 ECG Analysis using Nature Inspired Algorithm
Authors: A.Sankara Subramanian, G.Gurusamy, G.Selvakumar, P.Gnanasekar, A.Nagappan
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This paper presents an algorithm based on the wavelet decomposition, for feature extraction from the ECG signal and recognition of three types of Ventricular Arrhythmias using neural networks. A set of Discrete Wavelet Transform (DWT) coefficients, which contain the maximum information about the arrhythmias, is selected from the wavelet decomposition. After that a novel clustering algorithm based on nature inspired algorithm (Ant Colony Optimization) is developed for classifying arrhythmia types. The algorithm is applied on the ECG registrations from the MIT-BIH arrhythmia and malignant ventricular arrhythmia databases. We applied Daubechies 4 wavelet in our algorithm. The wavelet decomposition enabled us to perform the task efficiently and produced reliable results.Keywords: Daubechies 4 Wavelet, ECG, Nature inspired algorithm, Ventricular Arrhythmias, Wavelet Decomposition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2314302 Modeling and Analysis of Process Parameters on Surface Roughness in EDM of AISI D2 Tool Steel by RSM Approach
Authors: M. K. Pradhan, C. K. Biswas
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In this research, Response Surface Methodology (RSM) is used to investigate the effect of four controllable input variables namely: discharge current, pulse duration, pulse off time and applied voltage Surface Roughness (SR) of on Electrical Discharge Machined surface. To study the proposed second-order polynomial model for SR, a Central Composite Design (CCD) is used to estimation the model coefficients of the four input factors, which are alleged to influence the SR in Electrical Discharge Machining (EDM) process. Experiments were conducted on AISI D2 tool steel with copper electrode. The response is modeled using RSM on experimental data. The significant coefficients are obtained by performing Analysis of Variance (ANOVA) at 5% level of significance. It is found that discharge current, pulse duration, and pulse off time and few of their interactions have significant effect on the SR. The model sufficiency is very satisfactory as the Coefficient of Determination (R2) is found to be 91.7% and adjusted R2-statistic (R2 adj ) 89.6%.
Keywords: Electrical discharge machining, surface roughness, response surface methodology, ANOVA, central composite design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2359301 Multilevel Arnoldi-Tikhonov Regularization Methods for Large-Scale Linear Ill-Posed Systems
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This paper is devoted to the numerical solution of large-scale linear ill-posed systems. A multilevel regularization method is proposed. This method is based on a synthesis of the Arnoldi-Tikhonov regularization technique and the multilevel technique. We show that if the Arnoldi-Tikhonov method is a regularization method, then the multilevel method is also a regularization one. Numerical experiments presented in this paper illustrate the effectiveness of the proposed method.Keywords: Discrete ill-posed problem, Tikhonov regularization, discrepancy principle, Arnoldi process, multilevel method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 768300 Connected Vertex Cover in 2-Connected Planar Graph with Maximum Degree 4 is NP-complete
Authors: Priyadarsini P. L. K, Hemalatha T.
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This paper proves that the problem of finding connected vertex cover in a 2-connected planar graph ( CVC-2 ) with maximum degree 4 is NP-complete. The motivation for proving this result is to give a shorter and simpler proof of NP-Completeness of TRA-MLC (the Top Right Access point Minimum-Length Corridor) problem [1], by finding the reduction from CVC-2. TRA-MLC has many applications in laying optical fibre cables for data communication and electrical wiring in floor plans.The problem of finding connected vertex cover in any planar graph ( CVC ) with maximum degree 4 is NP-complete [2]. We first show that CVC-2 belongs to NP and then we find a polynomial reduction from CVC to CVC-2. Let a graph G0 and an integer K form an instance of CVC, where G0 is a planar graph and K is an upper bound on the size of the connected vertex cover in G0. We construct a 2-connected planar graph, say G, by identifying the blocks and cut vertices of G0, and then finding the planar representation of all the blocks of G0, leading to a plane graph G1. We replace the cut vertices with cycles in such a way that the resultant graph G is a 2-connected planar graph with maximum degree 4. We consider L = K -2t+3 t i=1 di where t is the number of cut vertices in G1 and di is the number of blocks for which ith cut vertex is common. We prove that G will have a connected vertex cover with size less than or equal to L if and only if G0 has a connected vertex cover of size less than or equal to K.Keywords: NP-complete, 2-Connected planar graph, block, cut vertex
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2006299 Efficiency of the Strain Based Approach Formulation for Plate Bending Analysis
Authors: Djamal Hamadi, Sifeddine Abderrahmani, Toufik Maalem, Oussama Temami
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In recent years many finite elements have been developed for plate bending analysis. The formulated elements are based on the strain based approach. This approach leads to the representation of the displacements by higher order polynomial terms without the need for the introduction of additional internal and unnecessary degrees of freedom. Good convergence can also be obtained when the results are compared with those obtained from the corresponding displacement based elements, having the same total number of degrees of freedom. Furthermore, the plate bending elements are free from any shear locking since they converge to the Kirchhoff solution for thin plates contrarily for the corresponding displacement based elements. In this paper the efficiency of the strain based approach compared to well known displacement formulation is presented. The results obtained by a new formulated plate bending element based on the strain approach and Kirchhoff theory are compared with some others elements. The good convergence of the new formulated element is confirmed.
Keywords: Displacement fields, finite elements, plate bending, Kirchhoff theory, strain based approach.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2185298 Intelligent Modeling of the Electrical Activity of the Human Heart
Authors: Lambros V. Skarlas, Grigorios N. Beligiannis, Efstratios F. Georgopoulos, Adam V. Adamopoulos
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The aim of this contribution is to present a new approach in modeling the electrical activity of the human heart. A recurrent artificial neural network is being used in order to exhibit a subset of the dynamics of the electrical behavior of the human heart. The proposed model can also be used, when integrated, as a diagnostic tool of the human heart system. What makes this approach unique is the fact that every model is being developed from physiological measurements of an individual. This kind of approach is very difficult to apply successfully in many modeling problems, because of the complexity and entropy of the free variables describing the complex system. Differences between the modeled variables and the variables of an individual, measured at specific moments, can be used for diagnostic purposes. The sensor fusion used in order to optimize the utilization of biomedical sensors is another point that this paper focuses on. Sensor fusion has been known for its advantages in applications such as control and diagnostics of mechanical and chemical processes.Keywords: Artificial Neural Networks, Diagnostic System, Health Condition Modeling Tool, Heart Diagnostics Model, Heart Electricity Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1830297 On the Prediction of Transmembrane Helical Segments in Membrane Proteins
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The prediction of transmembrane helical segments (TMHs) in membrane proteins is an important field in the bioinformatics research. In this paper, a method based on discrete wavelet transform (DWT) has been developed to predict the number and location of TMHs in membrane proteins. PDB coded as 1F88 was chosen as an example to describe the prediction of the number and location of TMHs in membrane proteins by using this method. One group of test data sets that contain total 19 protein sequences was utilized to access the effect of this method. Compared with the prediction results of DAS, PRED-TMR2, SOSUI, HMMTOP2.0 and TMHMM2.0, the obtained results indicate that the presented method has higher prediction accuracy.Keywords: hydrophobicity, membrane protein, transmembranehelical segments, wavelet transform
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1583296 Free Vibration Analysis of Conical Helicoidal Rods Having Elliptical Cross Sections Positioned in Different Orientation
Authors: Merve Ermis, Akif Kutlu, Nihal Eratlı, Mehmet H. Omurtag
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In this study, the free vibration analysis of conical helicoidal rods with two different elliptically oriented cross sections is investigated and the results are compared by the circular cross-section keeping the net area for all cases equal to each other. Problems are solved by using the mixed finite element formulation. Element matrices based on Timoshenko beam theory are employed. The finite element matrices are derived by directly inserting the analytical expressions (arc length, curvature, and torsion) defining helix geometry into the formulation. Helicoidal rod domain is discretized by a two-noded curvilinear element. Each node of the element has 12 DOFs, namely, three translations, three rotations, two shear forces, one axial force, two bending moments and one torque. A parametric study is performed to investigate the influence of elliptical cross sectional geometry and its orientation over the natural frequencies of the conical type helicoidal rod.Keywords: Conical helix, elliptical cross section, finite element, free vibration.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1280295 Symbolic Analysis of Large Circuits Using Discrete Wavelet Transform
Authors: Ali Al-Ataby , Fawzi Al-Naima
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Symbolic Circuit Analysis (SCA) is a technique used to generate the symbolic expression of a network. It has become a well-established technique in circuit analysis and design. The symbolic expression of networks offers excellent way to perform frequency response analysis, sensitivity computation, stability measurements, performance optimization, and fault diagnosis. Many approaches have been proposed in the area of SCA offering different features and capabilities. Numerical Interpolation methods are very common in this context, especially by using the Fast Fourier Transform (FFT). The aim of this paper is to present a method for SCA that depends on the use of Wavelet Transform (WT) as a mathematical tool to generate the symbolic expression for large circuits with minimizing the analysis time by reducing the number of computations.Keywords: Numerical Interpolation, Sparse Matrices, SymbolicAnalysis, Wavelet Transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1555294 Gabriel-constrained Parametric Surface Triangulation
Authors: Oscar E. Ruiz, Carlos Cadavid, Juan G. Lalinde, Ricardo Serrano, Guillermo Peris-Fajarnes
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The Boundary Representation of a 3D manifold contains FACES (connected subsets of a parametric surface S : R2 -! R3). In many science and engineering applications it is cumbersome and algebraically difficult to deal with the polynomial set and constraints (LOOPs) representing the FACE. Because of this reason, a Piecewise Linear (PL) approximation of the FACE is needed, which is usually represented in terms of triangles (i.e. 2-simplices). Solving the problem of FACE triangulation requires producing quality triangles which are: (i) independent of the arguments of S, (ii) sensitive to the local curvatures, and (iii) compliant with the boundaries of the FACE and (iv) topologically compatible with the triangles of the neighboring FACEs. In the existing literature there are no guarantees for the point (iii). This article contributes to the topic of triangulations conforming to the boundaries of the FACE by applying the concept of parameterindependent Gabriel complex, which improves the correctness of the triangulation regarding aspects (iii) and (iv). In addition, the article applies the geometric concept of tangent ball to a surface at a point to address points (i) and (ii). Additional research is needed in algorithms that (i) take advantage of the concepts presented in the heuristic algorithm proposed and (ii) can be proved correct.Keywords: surface triangulation, conforming triangulation, surfacesampling, Gabriel complex.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1669293 Combined DWT-CT Blind Digital Image Watermarking Algorithm
Authors: Nidal F. Shilbayeh, Belal AbuHaija, Zainab N. Al-Qudsy
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In this paper, we propose a new robust and secure system that is based on the combination between two different transforms Discrete wavelet Transform (DWT) and Contourlet Transform (CT). The combined transforms will compensate the drawback of using each transform separately. The proposed algorithm has been designed, implemented and tested successfully. The experimental results showed that selecting the best sub-band for embedding from both transforms will improve the imperceptibility and robustness of the new combined algorithm. The evaluated imperceptibility of the combined DWT-CT algorithm which gave a PSNR value 88.11 and the combination DWT-CT algorithm improves robustness since it produced better robust against Gaussian noise attack. In addition to that, the implemented system shored a successful extraction method to extract watermark efficiently.Keywords: DWT, CT, Digital Image Watermarking, Copyright Protection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2852292 An Efficient Algorithm for Delay Delay-variation Bounded Least Cost Multicast Routing
Authors: Manas Ranjan Kabat, Manoj Kumar Patel, Chita Ranjan Tripathy
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Many multimedia communication applications require a source to transmit messages to multiple destinations subject to quality of service (QoS) delay constraint. To support delay constrained multicast communications, computer networks need to guarantee an upper bound end-to-end delay from the source node to each of the destination nodes. This is known as multicast delay problem. On the other hand, if the same message fails to arrive at each destination node at the same time, there may arise inconsistency and unfairness problem among users. This is related to multicast delayvariation problem. The problem to find a minimum cost multicast tree with delay and delay-variation constraints has been proven to be NP-Complete. In this paper, we propose an efficient heuristic algorithm, namely, Economic Delay and Delay-Variation Bounded Multicast (EDVBM) algorithm, based on a novel heuristic function, to construct an economic delay and delay-variation bounded multicast tree. A noteworthy feature of this algorithm is that it has very high probability of finding the optimal solution in polynomial time with low computational complexity.Keywords: EDVBM, Heuristic algorithm, Multicast tree, QoS routing, Shortest path.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1645291 A Hidden Markov Model for Modeling Pavement Deterioration under Incomplete Monitoring Data
Authors: Nam Lethanh, Bryan T. Adey
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In this paper, the potential use of an exponential hidden Markov model to model a hidden pavement deterioration process, i.e. one that is not directly measurable, is investigated. It is assumed that the evolution of the physical condition, which is the hidden process, and the evolution of the values of pavement distress indicators, can be adequately described using discrete condition states and modeled as a Markov processes. It is also assumed that condition data can be collected by visual inspections over time and represented continuously using an exponential distribution. The advantage of using such a model in decision making process is illustrated through an empirical study using real world data.Keywords: Deterioration modeling, Exponential distribution, Hidden Markov model, Pavement management
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2311290 Model Reduction of Linear Systems by Conventional and Evolutionary Techniques
Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil
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Reduction of Single Input Single Output (SISO) continuous systems into Reduced Order Model (ROM), using a conventional and an evolutionary technique is presented in this paper. In the conventional technique, the mixed advantages of Mihailov stability criterion and continued fraction expansions (CFE) technique is employed where the reduced denominator polynomial is derived using Mihailov stability criterion and the numerator is obtained by matching the quotients of the Cauer second form of Continued fraction expansions. In the evolutionary technique method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical example.
Keywords: Reduced Order Modeling, Stability, Continued Fraction Expansions, Mihailov Stability Criterion, Particle Swarm Optimization, Integral Squared Error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1929289 An Analysis of Global Stability of a Class of Neutral-Type Neural Systems with Time Delays
Authors: Ozlem Faydasicok, Sabri Arik
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This paper derives some new sufficient conditions for the stability of a class of neutral-type neural networks with discrete time delays by employing a suitable Lyapunov functional. The obtained conditions can be easily verified as they can be expressed in terms of the network parameters only. It is shown that the results presented in this paper for neutral-type delayed neural networks establish a new set of stability criteria, and therefore can be considered as the alternative results to the previously published literature results. A numerical example is also given to demonstrate the applicability of our proposed stability criterion.Keywords: Stability Analysis, Neutral-Type Neural Networks, Time Delay Systems, Lyapunov Functionals.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1640288 Developing a New Relationship between Undrained Shear Strength and Over-Consolidation Ratio
Authors: Wael M Albadri, Hassnen M Jafer, Ehab H Sfoog
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Relationship between undrained shear strength (Su) and over consolidation ratio (OCR) of clay soil (marine clay) is very important in the field of geotechnical engineering to estimate the settlement behaviour of clay and to prepare a small scale physical modelling test. In this study, a relationship between shear strength and OCR parameters was determined using the laboratory vane shear apparatus and the fully automatic consolidated apparatus. The main objective was to establish non-linear correlation formula between shear strength and OCR and comparing it with previous studies. Therefore, in order to achieve this objective, three points were chosen to obtain 18 undisturbed samples which were collected with an increasing depth of 1.0 m to 3.5 m each 0.5 m. Clay samples were prepared under undrained condition for both tests. It was found that the OCR and shear strength are inversely proportional at similar depth and at same undrained conditions. However, a good correlation was obtained from the relationships where the R2 values were very close to 1.0 using polynomial equations. The comparison between the experimental result and previous equation from other researchers produced a non-linear correlation which has a similar pattern with this study.Keywords: Shear strength, over-consolidation ratio, vane shear test, clayey soil.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2148287 Effect of Network Communication Overhead on the Performance of Adaptive Speculative Locking Protocol
Authors: Waqar Haque, Pai Qi
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The speculative locking (SL) protocol extends the twophase locking (2PL) protocol to allow for parallelism among conflicting transactions. The adaptive speculative locking (ASL) protocol provided further enhancements and outperformed SL protocols under most conditions. Neither of these protocols consider the impact of network latency on the performance of the distributed database systems. We have studied the performance of ASL protocol taking into account the communication overhead. The results indicate that though system load can counter network latency, it can still become a bottleneck in many situations. The impact of latency on performance depends on many factors including the system resources. A flexible discrete event simulator was used as the testbed for this study.
Keywords: concurrency control, distributed database systems, speculative locking
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1699286 A Numerical Method for Diffusion and Cahn-Hilliard Equations on Evolving Spherical Surfaces
Authors: Jyh-Yang Wu, Sheng-Gwo Chen
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In this paper, we present a simple effective numerical geometric method to estimate the divergence of a vector field over a curved surface. The conservation law is an important principle in physics and mathematics. However, many well-known numerical methods for solving diffusion equations do not obey conservation laws. Our presented method in this paper combines the divergence theorem with a generalized finite difference method and obeys the conservation law on discrete closed surfaces. We use the similar method to solve the Cahn-Hilliard equations on evolving spherical surfaces and observe stability results in our numerical simulations.Keywords: Conservation laws, diffusion equations, Cahn-Hilliard Equations, evolving surfaces.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1512285 Possibilistic Aggregations in the Investment Decision Making
Authors: I. Khutsishvili, G. Sirbiladze, B. Ghvaberidze
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This work proposes a fuzzy methodology to support the investment decisions. While choosing among competitive investment projects, the methodology makes ranking of projects using the new aggregation OWA operator – AsPOWA, presented in the environment of possibility uncertainty. For numerical evaluation of the weighting vector associated with the AsPOWA operator the mathematical programming problem is constructed. On the basis of the AsPOWA operator the projects’ group ranking maximum criteria is constructed. The methodology also allows making the most profitable investments into several of the project using the method developed by the authors for discrete possibilistic bicriteria problems. The article provides an example of the investment decision-making that explains the work of the proposed methodology.
Keywords: Expert evaluations, investment decision making, OWA operator, possibility uncertainty.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2027284 Exciting Voltage Control for Efficiency Maximization for 2-D Omni-Directional Wireless Power Transfer Systems
Authors: Masato Sasaki, Masayoshi Yamamoto
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The majority of wireless power transfer (WPT) systems transfer power in a directional manner. This paper describes a discrete exciting voltage control technique for WPT via magnetic resonant coupling with two orthogonal transmitter coils (2D omni-directional WPT system) which can maximize the power transfer efficiency in response to the change of coupling status. The theory allows the equations of the efficiency of the system to be determined at all the rate of the mutual inductance. The calculated results are included to confirm the advantage to one directional WPT system and the validity of the theory and the equations.
Keywords: Wireless power transfer, orthogonal, omni-directional, efficiency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 944283 Seismic Behavior of Three-Dimensional Steel Buildings with Post-Tensioned Connections
Authors: M. E. Soto-López, I. Gaxiola-Avendaño, A. Reyes-Salazar, E. Bojórquez, S. E. Ruiz
Abstract:
The seismic responses of steel buildings with semirigid post-tensioned connections (PC) are estimated and compared with those of steel buildings with typical rigid (welded) connections (RC). The comparison is made in terms of global and local response parameters. The results indicate that the seismic responses in terms of interstory shears, roof displacements, axial load and bending moments are smaller for the buildings with PC connection. The difference is larger for global than for local parameters, which in turn varies from one column location to another. The reason for this improved behavior is that the buildings with PC dissipate more hysteretic energy than those with RC. In addition, unlike the case of buildings with WC, for the PC structures the hysteretic energy is mostly dissipated at the connections, which implies that structural damage in beams and columns is not significant. According to these results, steel buildings with PC are a viable option in high seismicity areas because of their smaller response and self-centering connection capacity as well as the fact that brittle failure is avoided.
Keywords: Inter-story drift, Nonlinear time-history analysis, Post-tensioned connections, Steel buildings.
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