Search results for: optimal solution.
3271 A Further Improvement on the Resurrected Core-Spreading Vortex Method
Authors: M-J. Huang, C-J. Huang, L-C. Chen
Abstract:
In a previously developed fast vortex method, the diffusion of the vortex sheet induced at the solid wall by the no-slip boundary conditions was modeled according to the approximation solution of Koumoutsakos and converted into discrete blobs in the vicinity of the wall. This scheme had been successfully applied to a simulation of the flow induced with an impulsively initiated circular cylinder. In this work, further modifications on this vortex method are attempted, including replacing the approximation solution by the boundary-element-method solution, incorporating a new algorithm for handling the over-weak vortex blobs, and diffusing the vortex sheet circulation in a new way suitable for high-curvature solid bodies. The accuracy is thus largely improved. The predictions of lift and drag coefficients for a uniform flow past a NASA airfoil agree well with the existing literature.Keywords: Resurrected core-spreading vortex method, Boundaryelement method, Vortex sheet, Over-weak vortex blobs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14173270 An Optimal Load Shedding Approach for Distribution Networks with DGs considering Capacity Deficiency Modelling of Bulked Power Supply
Authors: A. R. Malekpour, A.R. Seifi
Abstract:
This paper discusses a genetic algorithm (GA) based optimal load shedding that can apply for electrical distribution networks with and without dispersed generators (DG). Also, the proposed method has the ability for considering constant and variable capacity deficiency caused by unscheduled outages in the bulked generation and transmission system of bulked power supply. The genetic algorithm (GA) is employed to search for the optimal load shedding strategy in distribution networks considering DGs in two cases of constant and variable modelling of bulked power supply of distribution networks. Electrical power distribution systems have a radial network and unidirectional power flows. With the advent of dispersed generations, the electrical distribution system has a locally looped network and bidirectional power flows. Therefore, installed DG in the electrical distribution systems can cause operational problems and impact on existing operational schemes. Introduction of DGs in electrical distribution systems has introduced many new issues in operational and planning level. Load shedding as one of operational issue has no exempt. The objective is to minimize the sum of curtailed load and also system losses within the frame-work of system operational and security constraints. The proposed method is tested on a radial distribution system with 33 load points for more practical applications.
Keywords: DG, Load shedding, Optimization, Capacity Deficiency Modelling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17393269 Using Cooperation Approaches at Different Levels of Artificial Bee Colony Method
Authors: Vahid Zeighami, Mohsen Ghasemi, Reza Akbari
Abstract:
In this work, a Multi-Level Artificial Bee Colony (called MLABC) for optimizing numerical test functions is presented. In MLABC, two species are used. The first species employs n colonies where each of them optimizes the complete solution vector. The cooperation between these colonies is carried out by exchanging information through a leader colony, which contains a set of elite bees. The second species uses a cooperative approach in which the complete solution vector is divided to k sub-vectors, and each of these sub-vectors is optimized by a colony. The cooperation between these colonies is carried out by compiling sub-vectors into the complete solution vector. Finally, the cooperation between two species is obtained by exchanging information. The proposed algorithm is tested on a set of well-known test functions. The results show that MLABC algorithm provides efficiency and robustness to solve numerical functions.
Keywords: Artificial bee colony, cooperative artificial bee colony, multilevel cooperation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23633268 Optimal Simultaneous Sizing and Siting of DGs and Smart Meters Considering Voltage Profile Improvement in Active Distribution Networks
Authors: T. Sattarpour, D. Nazarpour
Abstract:
This paper investigates the effect of simultaneous placement of DGs and smart meters (SMs), on voltage profile improvement in active distribution networks (ADNs). A substantial center of attention has recently been on responsive loads initiated in power system problem studies such as distributed generations (DGs). Existence of responsive loads in active distribution networks (ADNs) would have undeniable effect on sizing and siting of DGs. For this reason, an optimal framework is proposed for sizing and siting of DGs and SMs in ADNs. SMs are taken into consideration for the sake of successful implementing of demand response programs (DRPs) such as direct load control (DLC) with end-side consumers. Looking for voltage profile improvement, the optimization procedure is solved by genetic algorithm (GA) and tested on IEEE 33-bus distribution test system. Different scenarios with variations in the number of DG units, individual or simultaneous placing of DGs and SMs, and adaptive power factor (APF) mode for DGs to support reactive power have been established. The obtained results confirm the significant effect of DRPs and APF mode in determining the optimal size and site of DGs to be connected in ADN resulting to the improvement of voltage profile as well.
Keywords: Active distribution network (ADN), distributed generations (DGs), smart meters (SMs), demand response programs (DRPs), adaptive power factor (APF).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17703267 Proposal of a Model Supporting Decision-Making Based On Multi-Objective Optimization Analysis on Information Security Risk Treatment
Authors: Ritsuko Kawasaki (Aiba), Takeshi Hiromatsu
Abstract:
Management is required to understand all information security risks within an organization, and to make decisions on which information security risks should be treated in what level by allocating how much amount of cost. However, such decision-making is not usually easy, because various measures for risk treatment must be selected with the suitable application levels. In addition, some measures may have objectives conflicting with each other. It also makes the selection difficult. Moreover, risks generally have trends and it also should be considered in risk treatment. Therefore, this paper provides the extension of the model proposed in the previous study. The original model supports the selection of measures by applying a combination of weighted average method and goal programming method for multi-objective analysis to find an optimal solution. The extended model includes the notion of weights to the risks, and the larger weight means the priority of the risk.
Keywords: Information security risk treatment, Selection of risk measures, Risk acceptanceand Multi-objective optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17213266 A Numerical Solution Based On Operational Matrix of Differentiation of Shifted Second Kind Chebyshev Wavelets for a Stefan Problem
Authors: Rajeev, N. K. Raigar
Abstract:
In this study, one dimensional phase change problem (a Stefan problem) is considered and a numerical solution of this problem is discussed. First, we use similarity transformation to convert the governing equations into ordinary differential equations with its boundary conditions. The solutions of ordinary differential equation with the associated boundary conditions and interface condition (Stefan condition) are obtained by using a numerical approach based on operational matrix of differentiation of shifted second kind Chebyshev wavelets. The obtained results are compared with existing exact solution which is sufficiently accurate.Keywords: Operational matrix of differentiation, Similarity transformation, Shifted second kind Chebyshev wavelets, Stefan problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20013265 Two Different Solutions for Gigabit Ethernet Transmission over POF
Authors: Stefano Straullu, Silvio Abrate, Antonino Nespola, Paolo Savio, Roberto Gaudino
Abstract:
Two completely different approaches for a Gigabit Ethernet compliant stream transmission over 50m of 1mm PMMA SI-POF have been experimentally demonstrated and are compared in this paper. The first solution is based on a commercial RC-LED transmission and a careful optimization of the physical layer architecture, realized during the POF-PLUS EU Project. The second solution exploits the performance of an edge-emitting laser at the transmitter side in order to avoid any sort of electrical equalization at the receiver side.Keywords: Gigabit Ethernet, Home Networking, Step-Index Polymer Optical Fiber (SI-POF)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17903264 Off-Policy Q-learning Technique for Intrusion Response in Network Security
Authors: Zheni S. Stefanova, Kandethody M. Ramachandran
Abstract:
With the increasing dependency on our computer devices, we face the necessity of adequate, efficient and effective mechanisms, for protecting our network. There are two main problems that Intrusion Detection Systems (IDS) attempt to solve. 1) To detect the attack, by analyzing the incoming traffic and inspect the network (intrusion detection). 2) To produce a prompt response when the attack occurs (intrusion prevention). It is critical creating an Intrusion detection model that will detect a breach in the system on time and also challenging making it provide an automatic and with an acceptable delay response at every single stage of the monitoring process. We cannot afford to adopt security measures with a high exploiting computational power, and we are not able to accept a mechanism that will react with a delay. In this paper, we will propose an intrusion response mechanism that is based on artificial intelligence, and more precisely, reinforcement learning techniques (RLT). The RLT will help us to create a decision agent, who will control the process of interacting with the undetermined environment. The goal is to find an optimal policy, which will represent the intrusion response, therefore, to solve the Reinforcement learning problem, using a Q-learning approach. Our agent will produce an optimal immediate response, in the process of evaluating the network traffic.This Q-learning approach will establish the balance between exploration and exploitation and provide a unique, self-learning and strategic artificial intelligence response mechanism for IDS.Keywords: Intrusion prevention, network security, optimal policy, Q-learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10223263 An Amalgam Approach for DICOM Image Classification and Recognition
Authors: J. Umamaheswari, G. Radhamani
Abstract:
This paper describes about the process of recognition and classification of brain images such as normal and abnormal based on PSO-SVM. Image Classification is becoming more important for medical diagnosis process. In medical area especially for diagnosis the abnormality of the patient is classified, which plays a great role for the doctors to diagnosis the patient according to the severeness of the diseases. In case of DICOM images it is very tough for optimal recognition and early detection of diseases. Our work focuses on recognition and classification of DICOM image based on collective approach of digital image processing. For optimal recognition and classification Particle Swarm Optimization (PSO), Genetic Algorithm (GA) and Support Vector Machine (SVM) are used. The collective approach by using PSO-SVM gives high approximation capability and much faster convergence.
Keywords: Recognition, classification, Relaxed Median Filter, Adaptive thresholding, clustering and Neural Networks
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22593262 Some Characteristics of Biodegradable Film Substituted by Yam (Dioscorea alata) Starch from Thailand
Authors: Orose Rugchati, Khumthong Mahawongwiriya, Kanita Thanacharoenchanaphas
Abstract:
Yam starch obtained from the water yam (munlued) by the wet milling process was studied for some physicochemical properties. Yam starch film was prepared by casting using glycerol as a plasticizer. The effect of different glycerol (1.30, 1.65 and 2.00g/100g of filmogenic solution) and starch concentrations (3.30, 3.65 and 4.00g /100g of filmogenic solution) were evaluated on some characteristics of the film. The temperature for obtaining the gelatinized starch solution was 70-80°C and then dried at 45°C for 4 hours. The resulting starch from munlued granular morphology was triangular and the average size of the granule was 26.68 μm. The amylose content by colorimetric method was 26 % and the gelatinize temperature was 70-80°C. The appearance of the film was smooth, transparent, and glossy with average moisture content of 25.96% and thickness of 0.01mm. Puncture deformation and flexibility increased with glycerol content. The starch and glycerol concentration were a significant factor of the yam starch film characteristics. Yam starch film can be described as a biofilm providing many applications and developments with the advantage of biodegradability.
Keywords: Characteristics of Biodegradable film, yam starch, Dioscoreaalata, substitute, Thailand.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29443261 SVM Based Model as an Optimal Classifier for the Classification of Sonar Signals
Authors: Suresh S. Salankar, Balasaheb M. Patre
Abstract:
Research into the problem of classification of sonar signals has been taken up as a challenging task for the neural networks. This paper investigates the design of an optimal classifier using a Multi layer Perceptron Neural Network (MLP NN) and Support Vector Machines (SVM). Results obtained using sonar data sets suggest that SVM classifier perform well in comparison with well-known MLP NN classifier. An average classification accuracy of 91.974% is achieved with SVM classifier and 90.3609% with MLP NN classifier, on the test instances. The area under the Receiver Operating Characteristics (ROC) curve for the proposed SVM classifier on test data set is found as 0.981183, which is very close to unity and this clearly confirms the excellent quality of the proposed classifier. The SVM classifier employed in this paper is implemented using kernel Adatron algorithm is seen to be robust and relatively insensitive to the parameter initialization in comparison to MLP NN.
Keywords: Classification, MLP NN, backpropagation algorithm, SVM, Receiver Operating Characteristics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18203260 An Effective Approach for Distribution System Power Flow Solution
Authors: A. Alsaadi, B. Gholami
Abstract:
An effective approach for unbalanced three-phase distribution power flow solutions is proposed in this paper. The special topological characteristics of distribution networks have been fully utilized to make the direct solution possible. Two matrices–the bus-injection to branch-current matrix and the branch-current to busvoltage matrix– and a simple matrix multiplication are used to obtain power flow solutions. Due to the distinctive solution techniques of the proposed method, the time-consuming LU decomposition and forward/backward substitution of the Jacobian matrix or admittance matrix required in the traditional power flow methods are no longer necessary. Therefore, the proposed method is robust and time-efficient. Test results demonstrate the validity of the proposed method. The proposed method shows great potential to be used in distribution automation applications.Keywords: Distribution power flow, distribution automation system, radial network, unbalanced networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42393259 A Framework of Monte Carlo Simulation for Examining the Uncertainty-Investment Relationship
Authors: George Yungchih Wang
Abstract:
This paper argues that increased uncertainty, in certain situations, may actually encourage investment. Since earlier studies mostly base their arguments on the assumption of geometric Brownian motion, the study extends the assumption to alternative stochastic processes, such as mixed diffusion-jump, mean-reverting process, and jump amplitude process. A general approach of Monte Carlo simulation is developed to derive optimal investment trigger for the situation that the closed-form solution could not be readily obtained under the assumption of alternative process. The main finding is that the overall effect of uncertainty on investment is interpreted by the probability of investing, and the relationship appears to be an invested U-shaped curve between uncertainty and investment. The implication is that uncertainty does not always discourage investment even under several sources of uncertainty. Furthermore, high-risk projects are not always dominated by low-risk projects because the high-risk projects may have a positive realization effect on encouraging investment.Keywords: real options, geometric Brownian motion, mixeddiffusion-jump process, mean- reverting process, jump amplitudeprocess
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15463258 Simulation Data Summarization Based on Spatial Histograms
Authors: Jing Zhao, Yoshiharu Ishikawa, Chuan Xiao, Kento Sugiura
Abstract:
In order to analyze large-scale scientific data, research on data exploration and visualization has gained popularity. In this paper, we focus on the exploration and visualization of scientific simulation data, and define a spatial V-Optimal histogram for data summarization. We propose histogram construction algorithms based on a general binary hierarchical partitioning as well as a more specific one, the l-grid partitioning. For effective data summarization and efficient data visualization in scientific data analysis, we propose an optimal algorithm as well as a heuristic algorithm for histogram construction. To verify the effectiveness and efficiency of the proposed methods, we conduct experiments on the massive evacuation simulation data.Keywords: Simulation data, data summarization, spatial histograms, exploration and visualization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7533257 Six-Phase Tooth-Coil Winding Starter-Generator Embedded in Aerospace Engine
Authors: Flur R. Ismagilov, Vyacheslav E. Vavilov, Denis V. Gusakov
Abstract:
This paper is devoted to solve the problem of increasing the electrification of aircraft engines by installing a synchronous generator at high pressure shaft. Technical solution of this problem by various research centers is discussed. A design solution of the problem was proposed. To evaluate the effectiveness of the proposed cooling system, thermal analysis was carried out in ANSYS software.
Keywords: Flur R. Ismagilov, Vyacheslav E. Vavilov, Denis V. Gusakov
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12693256 Enhancement of Tribological Behavior for Diesel Engine Piston of Solid Skirt by an Optimal Choice of Interface Material
Authors: M. Amara, M. Tahar Abbes, A. Dokkiche, M. Benbrike
Abstract:
Shear stresses generate frictional forces thus lead to the reduction of engine performance due to the power losses. This friction can also cause damage to the piston material. Thus, the choice of an optimal material for the piston is necessary to improve the elastohydrodynamical contacts of the piston. In this study, to achieve this objective, an elastohydrodynamical lubrication model that satisfies the best tribological behavior of the piston with the optimum choice of material is developed. Several aluminum alloys composed of different components are studied in this simulation. An application is made on the piston 60 x 120 mm Diesel engine type F8L413 currently mounted on Deutz trucks TB230 by using different aluminum alloys where alloys based on aluminum-silicon have better tribological performance.
Keywords: EHD lubricated contacts, friction, properties of materials, tribological performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12173255 A Novel Approach to Optimal Cutting Tool Replacement
Authors: Cem Karacal, Sohyung Cho, William Yu
Abstract:
In metal cutting industries, mathematical/statistical models are typically used to predict tool replacement time. These off-line methods usually result in less than optimum replacement time thereby either wasting resources or causing quality problems. The few online real-time methods proposed use indirect measurement techniques and are prone to similar errors. Our idea is based on identifying the optimal replacement time using an electronic nose to detect the airborne compounds released when the tool wear reaches to a chemical substrate doped into tool material during the fabrication. The study investigates the feasibility of the idea, possible doping materials and methods along with data stream mining techniques for detection and monitoring different phases of tool wear.Keywords: Tool condition monitoring, cutting tool replacement, data stream mining, e-Nose.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18823254 Optimal Tuning of a Fuzzy Immune PID Parameters to Control a Delayed System
Authors: S. Gherbi, F. Bouchareb
Abstract:
This paper deals with the novel intelligent bio-inspired control strategies, it presents a novel approach based on an optimal fuzzy immune PID parameters tuning, it is a combination of a PID controller, inspired by the human immune mechanism with fuzzy logic. Such controller offers more possibilities to deal with the delayed systems control difficulties due to the delay term. Indeed, we use an optimization approach to tune the four parameters of the controller in addition to the fuzzy function; the obtained controller is implemented in a modified Smith predictor structure, which is well known that it is the most efficient to the control of delayed systems. The application of the presented approach to control a three tank delay system shows good performances and proves the efficiency of the method.
Keywords: Delayed systems, Fuzzy Immune PID, Optimization, Smith predictor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22213253 Thermodynamic Performance Assessment of Steam-Injection Gas-Turbine Systems
Authors: Kyoung Hoon Kim, Giman Kim
Abstract:
The cycles of the steam-injection gas-turbine systems are studied. The analyses of the parametric effects and the optimal operating conditions for the steam-injection gas-turbine (STIG) system and the regenerative steam-injection gas-turbine (RSTIG) system are investigated to ensure the maximum performance. Using the analytic model, the performance parameters of the system such as thermal efficiency, fuel consumption and specific power, and also the optimal operating conditions are evaluated in terms of pressure ratio, steam injection ratio, ambient temperature and turbine inlet temperature (TIT). It is shown that the computational results are presented to have a notable enhancement of thermal efficiency and specific power.
Keywords: gas turbine, RSTIG, steam injection, STIG, thermal efficiency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25443252 Evaluation of Optimal Transfer Capability in Power System Interconnection
Authors: Jin-O Kim, Hyun-Il Son
Abstract:
As the electrical power industry is restructured, the electrical power exchange is becoming extended. One of the key information used to determine how much power can be transferred through the network is known as available transfer capability (ATC). To calculate ATC, traditional deterministic approach is based on the severest case, but the approach has the complexity of procedure. Therefore, novel approach for ATC calculation is proposed using cost-optimization method in this paper, and is compared with well-being method and risk-benefit method. This paper proposes the optimal transfer capability of HVDC system between mainland and a separated island in Korea through these three methods. These methods will consider production cost, wheeling charge through HVDC system and outage cost with one depth (N-1 contingency)
Keywords: ATC, power system interconnection, well-being method, cost-optimization method, risk-benefit analysis, outage cost.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16253251 A Model for Optimal Design of Mixed Renewable Warranty Policy for Non-Repairable Weibull Life Products under Conflict between Customer and Manufacturer Interests
Authors: Saleem Z. Ramadan
Abstract:
A model is presented to find the optimal design of the mixed renewable warranty policy for non-repairable Weibull life products. The optimal design considers the conflict of interests between the customer and the manufacturer: the customer interests are longer full rebate coverage period and longer total warranty coverage period, the manufacturer interests are lower warranty cost and lower risk. The design factors are full rebate and total warranty coverage periods. Results showed that mixed policy is better than full rebate policy in terms of risk and total warranty coverage period in all of the three bathtub regions. In addition, results showed that linear policy is better than mixed policy in infant mortality and constant failure regions while the mixed policy is better than linear policy in ageing region of the model. Furthermore, the results showed that using burn-in period for infant mortality products reduces warranty cost and risk.Keywords: Reliability, Mixed warranty policy, Optimization, Weibull Distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14473250 Optimization Study of Adsorption of Nickel(II) on Bentonite
Authors: B. Medjahed, M. A. Didi, B. Guezzen
Abstract:
This work concerns with the experimental study of the adsorption of the Ni(II) on bentonite. The effects of various parameters such as contact time, stirring rate, initial concentration of Ni(II), masse of clay, initial pH of aqueous solution and temperature on the adsorption yield, were carried out. The study of the effect of the ionic strength on the yield of adsorption was examined by the identification and the quantification of the present chemical species in the aqueous phase containing the metallic ion Ni(II). The adsorbed species were investigated by a calculation program using CHEAQS V. L20.1 in order to determine the relation between the percentages of the adsorbed species and the adsorption yield. The optimization process was carried out using 23 factorial designs. The individual and combined effects of three process parameters, i.e. initial Ni(II) concentration in aqueous solution (2.10−3 and 5.10−3 mol/L), initial pH of the solution (2 and 6.5), and mass of bentonite (0.03 and 0.3 g) on Ni(II) adsorption, were studied.
Keywords: Adsorption, bentonite, factorial design, Nickel(II).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9323249 A new Adaptive Approach for Histogram based Mouth Segmentation
Authors: Axel Panning, Robert Niese, Ayoub Al-Hamadi, Bernd Michaelis
Abstract:
The segmentation of mouth and lips is a fundamental problem in facial image analyisis. In this paper we propose a method for lip segmentation based on rg-color histogram. Statistical analysis shows, using the rg-color-space is optimal for this purpose of a pure color based segmentation. Initially a rough adaptive threshold selects a histogram region, that assures that all pixels in that region are skin pixels. Based on that pixels we build a gaussian model which represents the skin pixels distribution and is utilized to obtain a refined, optimal threshold. We are not incorporating shape or edge information. In experiments we show the performance of our lip pixel segmentation method compared to the ground truth of our dataset and a conventional watershed algorithm.Keywords: Feature extraction, Segmentation, Image processing, Application
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17883248 A Deterministic Dynamic Programming Approach for Optimization Problem with Quadratic Objective Function and Linear Constraints
Authors: S. Kavitha, Nirmala P. Ratchagar
Abstract:
This paper presents the novel deterministic dynamic programming approach for solving optimization problem with quadratic objective function with linear equality and inequality constraints. The proposed method employs backward recursion in which computations proceeds from last stage to first stage in a multi-stage decision problem. A generalized recursive equation which gives the exact solution of an optimization problem is derived in this paper. The method is purely analytical and avoids the usage of initial solution. The feasibility of the proposed method is demonstrated with a practical example. The numerical results show that the proposed method provides global optimum solution with negligible computation time.
Keywords: Backward recursion, Dynamic programming, Multi-stage decision problem, Quadratic objective function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35873247 Futures Trading: Design of a Strategy
Authors: Jan Zeman
Abstract:
The paper describes the futures trading and aims to design the speculators trading strategy. The problem is formulated as the decision making task and such as is solved. The solution of the task leads to complex mathematical problems and the approximations of the decision making is demanded. Two kind of approximation are used in the paper: Monte Carlo for the multi-step prediction and iteration spread in time for the optimization. The solution is applied to the real-market data and the results of the off-line experiments are presented.Keywords: futures trading, decision making
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11243246 Optimization of Process Parameters for Friction Stir Welding of Cast Alloy AA7075 by Taguchi Method
Authors: Dhairya Partap Sing, Vikram Singh, Sudhir Kumar
Abstract:
This investigation proposes Friction stir welding technique to solve the fusion welding problems. Objectives of this investigation are fabrication of AA7075-10%wt. Silicon carbide (SiC) aluminum metal matrix composite and optimization of optimal process parameters of friction stir welded AA7075-10%wt. SiC Composites. Composites were prepared by the mechanical stir casting process. Experiments were performed with four process parameters such as tool rotational speed, weld speed, axial force and tool geometry considering three levels of each. The quality characteristics considered is joint efficiency (JE). The welding experiments were conducted using L27 orthogonal array. An orthogonal array and design of experiments were used to give best possible welding parameters that give optimal JE. The fabricated welded joints using rotational speed of 1500 rpm, welding speed (1.3 mm/sec), axial force (7 k/n) of and tool geometry (square) give best possible results. Experimental result reveals that the tool rotation speed, welding speed and axial force are the significant process parameters affecting the welding performance. The predicted optimal value of percentage JE is 95.621. The confirmation tests also have been done for verifying the results.
Keywords: Metal matrix composite, axial force, joint efficiency, rotational speed, traverse speed, tool geometry.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8693245 Modeling Erosion Control in Oil Production Wells
Authors: Kenneth I.Eshiet, Yong Sheng
Abstract:
The sand production problem has led researchers into making various attempts to understand the phenomenon. The generally accepted concept is that the occurrence of sanding is due to the in-situ stress conditions and the induced changes in stress that results in the failure of the reservoir sandstone during hydrocarbon production from wellbores. By using a hypothetical cased (perforated) well, an approach to the problem is presented here by using Finite Element numerical modelling techniques. In addition to the examination of the erosion problem, the influence of certain key parameters is studied in order to ascertain their effect on the failure and subsequent erosion process. The major variables investigated include: drawdown, perforation depth, and the erosion criterion. Also included is the determination of the optimal mud pressure for given operational and reservoir conditions. The improved understanding between parameters enables the choice of optimal values to minimize sanding during oil production.
Keywords: Equivalent Plastic Strain, Erosion, Hydrocarbon Production.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14723244 The Knapsack Sharing Problem: A Tree Search Exact Algorithm
Authors: Mhand Hifi, Hedi Mhalla
Abstract:
In this paper, we study the knapsack sharing problem, a variant of the well-known NP-Hard single knapsack problem. We investigate the use of a tree search for optimally solving the problem. The used method combines two complementary phases: a reduction interval search phase and a branch and bound procedure one. First, the reduction phase applies a polynomial reduction strategy; that is used for decomposing the problem into a series of knapsack problems. Second, the tree search procedure is applied in order to attain a set of optimal capacities characterizing the knapsack problems. Finally, the performance of the proposed optimal algorithm is evaluated on a set of instances of the literature and its runtime is compared to the best exact algorithm of the literature.
Keywords: Branch and bound, combinatorial optimization, knap¬sack, knapsack sharing, heuristics, interval reduction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15593243 Significance of Splitting Method in Non-linear Grid system for the Solution of Navier-Stokes Equation
Abstract:
Solution to unsteady Navier-Stokes equation by Splitting method in physical orthogonal algebraic curvilinear coordinate system, also termed 'Non-linear grid system' is presented. The linear terms in Navier-Stokes equation are solved by Crank- Nicholson method while the non-linear term is solved by the second order Adams-Bashforth method. This work is meant to bring together the advantage of Splitting method as pressure-velocity solver of higher efficiency with the advantage of consuming Non-linear grid system which produce more accurate results in relatively equal number of grid points as compared to Cartesian grid. The validation of Splitting method as a solution of Navier-Stokes equation in Nonlinear grid system is done by comparison with the benchmark results for lid driven cavity flow by Ghia and some case studies including Backward Facing Step Flow Problem.
Keywords: Navier-Stokes, 'Non-linear grid system', Splitting method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15283242 Instability of a Nonlinear Differential Equation of Fifth Order with Variable Delay
Authors: Cemil Tunc
Abstract:
In this paper, we study the instability of the zero solution to a nonlinear differential equation with variable delay. By using the Lyapunov functional approach, some sufficient conditions for instability of the zero solution are obtained.
Keywords: Instability, Lyapunov-Krasovskii functional, delay differential equation, fifth order.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1453