Search results for: nonlinear analysis
8728 Robust Fuzzy Observer Design for Nonlinear Systems
Authors: Michal Polanský, C. Ardil
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This paper shows a new method for design of fuzzy observers for Takagi-Sugeno systems. The method is based on Linear matrix inequalities (LMIs) and it allows to insert H constraint into the design procedure. The speed of estimation can tuned be specification of a decay rate of the observer closed loop system. We discuss here also the influence of parametric uncertainties at the output control system stability.
Keywords: H norm, Linear Matrix Inequalities, Observers, Takagi-Sugeno Systems, Parallel Distributed Compensation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25368727 New Application of EHTA for the Generalized(2+1)-Dimensional Nonlinear Evolution Equations
Authors: Mohammad Taghi Darvishi, Maliheh Najafi, Mohammad Najafi
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In this paper, the generalized (2+1)-dimensional Calogero-Bogoyavlenskii-Schiff (shortly CBS) equations are investigated. We employ the Hirota-s bilinear method to obtain the bilinear form of CBS equations. Then by the idea of extended homoclinic test approach (shortly EHTA), some exact soliton solutions including breather type solutions are presented.
Keywords: EHTA, (2+1)-dimensional CBS equations, (2+1)-dimensional breaking solution equation, Hirota's bilinear form.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14828726 Pension Plan Member’s Investment Strategies with Transaction Cost and Couple Risky Assets Modelled by the O-U Process
Authors: Udeme O. Ini, Edikan E. Akpanibah
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This paper studies the optimal investment strategies for a plan member (PM) in a defined contribution (DC) pension scheme with transaction cost, taxes on invested funds and couple risky assets (stocks) under the Ornstein-Uhlenbeck (O-U) process. The PM’s portfolio is assumed to consist of a risk-free asset and two risky assets where the two risky assets are driven by the O-U process. The Legendre transformation and dual theory is use to transform the resultant optimal control problem which is a nonlinear partial differential equation (PDE) into linear PDE and the resultant linear PDE is then solved for the explicit solutions of the optimal investment strategies for PM exhibiting constant absolute risk aversion (CARA) using change of variable technique. Furthermore, theoretical analysis is used to study the influences of some sensitive parameters on the optimal investment strategies with observations that the optimal investment strategies for the two risky assets increase with increase in the dividend and decreases with increase in tax on the invested funds, risk averse coefficient, initial fund size and the transaction cost.
Keywords: Ornstein-Uhlenbeck process, portfolio management, Legendre transforms, CARA utility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4668725 New Laguerre-s Type Method for Solving of a Polynomial Equations Systems
Authors: Oleksandr Poliakov, Yevgen Pashkov, Marina Kolesova, Olena Chepenyuk, Mykhaylo Kalinin, Vadym Kramar
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In this paper we present a substantiation of a new Laguerre-s type iterative method for solving of a nonlinear polynomial equations systems with real coefficients. The problems of its implementation, including relating to the structural choice of initial approximations, were considered. Test examples demonstrate the effectiveness of the method at the solving of many practical problems solving.Keywords: Iterative method, Laguerre's method, Newton's method, polynomial equation, system of equations
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14828724 Joint Use of Factor Analysis (FA) and Data Envelopment Analysis (DEA) for Ranking of Data Envelopment Analysis
Authors: Reza Nadimi, Fariborz Jolai
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This article combines two techniques: data envelopment analysis (DEA) and Factor analysis (FA) to data reduction in decision making units (DMU). Data envelopment analysis (DEA), a popular linear programming technique is useful to rate comparatively operational efficiency of decision making units (DMU) based on their deterministic (not necessarily stochastic) input–output data and factor analysis techniques, have been proposed as data reduction and classification technique, which can be applied in data envelopment analysis (DEA) technique for reduction input – output data. Numerical results reveal that the new approach shows a good consistency in ranking with DEA.Keywords: Effectiveness, Decision Making, Data EnvelopmentAnalysis, Factor Analysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24148723 Numerical Solution of Hammerstein Integral Equations by Using Quasi-Interpolation
Authors: M. Zarebnia, S. Khani
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In this paper first, a numerical method based on quasiinterpolation for solving nonlinear Fredholm integral equations of the Hammerstein-type is presented. Then, we approximate the solution of Hammerstein integral equations by Nystrom’s method. Also, we compare the methods with some numerical examples.
Keywords: Hammerstein integral equations, quasi-interpolation, Nystrom’s method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 44668722 Adaptive MPC Using a Recursive Learning Technique
Authors: Ahmed Abbas Helmy, M. R. M. Rizk, Mohamed El-Sayed
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A model predictive controller based on recursive learning is proposed. In this SISO adaptive controller, a model is automatically updated using simple recursive equations. The identified models are then stored in the memory to be re-used in the future. The decision for model update is taken based on a new control performance index. The new controller allows the use of simple linear model predictive controllers in the control of nonlinear time varying processes.
Keywords: Adaptive control, model predictive control, dynamic matrix control, online model identification
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17698721 Intuition Operator: Providing Genomes with Reason
Authors: Grigorios N. Beligiannis, Georgios A. Tsirogiannis, Panayotis E. Pintelas
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In this contribution, the use of a new genetic operator is proposed. The main advantage of using this operator is that it is able to assist the evolution procedure to converge faster towards the optimal solution of a problem. This new genetic operator is called ''intuition'' operator. Generally speaking, one can claim that this operator is a way to include any heuristic or any other local knowledge, concerning the problem, that cannot be embedded in the fitness function. Simulation results show that the use of this operator increases significantly the performance of the classic Genetic Algorithm by increasing the convergence speed of its population.
Keywords: Genetic algorithms, intuition operator, reasonable genomes, complex search space, nonlinear fitness functions
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15698720 Shear Capacity of Rectangular Duct Panel Experiencing Internal Pressure
Authors: K. S. Sivakumaran, T. Thanga, B. Halabieh
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The end panels of a large rectangular industrial duct, which experience significant internal pressures, also experience considerable transverse shear due to transfer of gravity loads to the supports. The current design practice of such thin plate panels for shear load is based on methods used for the design of plate girder webs. The structural arrangements, the loadings and the resulting behavior associated with the industrial duct end panels are, however, significantly different from those of the web of a plate girder. The large aspect ratio of the end panels gives rise to multiple bands of tension fields, whereas the plate girder web design is based on one tension field. In addition to shear, the industrial end panels are subjected to internal pressure which in turn produces significant membrane action. This paper reports a study which was undertaken to review the current industrial analysis and design methods and to propose a comprehensive method of designing industrial duct end panels for shear resistance. In this investigation, a nonlinear finite element model was developed to simulate the behavior of industrial duct end panel, along with the associated edge stiffeners, subjected to transverse shear and internal pressures. The model considered the geometric imperfections and constitutive relations for steels. Six scale independent dimensionless parameters that govern the behavior of such end panel were identified and were then used in a parametric study. It was concluded that the plate slenderness dominates the shear strength of stockier end panels, and whereas, both the plate slenderness and the aspect ratio influence the shear strength of slender end panels. Based on these studies, this paper proposes design aids for estimating the shear strength of rectangular duct end panels.Keywords: Thin plate, transverse shear, tension field, finite element analysis, parametric study, design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19688719 Effect of Size of the Step in the Response Surface Methodology using Nonlinear Test Functions
Authors: Jesús Everardo Olguín Tiznado, Rafael García Martínez, Claudia Camargo Wilson, Juan Andrés López Barreras, Everardo Inzunza González, Javier Ordorica Villalvazo
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The response surface methodology (RSM) is a collection of mathematical and statistical techniques useful in the modeling and analysis of problems in which the dependent variable receives the influence of several independent variables, in order to determine which are the conditions under which should operate these variables to optimize a production process. The RSM estimated a regression model of first order, and sets the search direction using the method of maximum / minimum slope up / down MMS U/D. However, this method selects the step size intuitively, which can affect the efficiency of the RSM. This paper assesses how the step size affects the efficiency of this methodology. The numerical examples are carried out through Monte Carlo experiments, evaluating three response variables: efficiency gain function, the optimum distance and the number of iterations. The results in the simulation experiments showed that in response variables efficiency and gain function at the optimum distance were not affected by the step size, while the number of iterations is found that the efficiency if it is affected by the size of the step and function type of test used.Keywords: RSM, dependent variable, independent variables, efficiency, simulation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19828718 Degree of Bending in Axially Loaded Tubular KT-Joints of Offshore Structures: Parametric Study and Formulation
Authors: Hamid Ahmadi, Shadi Asoodeh
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The fatigue life of tubular joints commonly found in offshore industry is not only dependent on the value of hot-spot stress (HSS), but is also significantly influenced by the through-thethickness stress distribution characterized by the degree of bending (DoB). The determination of DoB values in a tubular joint is essential for improving the accuracy of fatigue life estimation using the stresslife (S–N) method and particularly for predicting the fatigue crack growth based on the fracture mechanics (FM) approach. In the present paper, data extracted from finite element (FE) analyses of tubular KT-joints, verified against experimental data and parametric equations, was used to investigate the effects of geometrical parameters on DoB values at the crown 0°, saddle, and crown 180° positions along the weld toe of central brace in tubular KT-joints subjected to axial loading. Parametric study was followed by a set of nonlinear regression analyses to derive DoB parametric formulas for the fatigue analysis of KT-joints under axial loads. The tubular KTjoint is a quite common joint type found in steel offshore structures. However, despite the crucial role of the DoB in evaluating the fatigue performance of tubular joints, this paper is the first attempt to study and formulate the DoB values in KT-joints.Keywords: Tubular KT-joint, fatigue, degree of bending (DoB), axial loading, parametric formula.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25448717 New Newton's Method with Third-order Convergence for Solving Nonlinear Equations
Authors: Osama Yusuf Ababneh
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For the last years, the variants of the Newton-s method with cubic convergence have become popular iterative methods to find approximate solutions to the roots of non-linear equations. These methods both enjoy cubic convergence at simple roots and do not require the evaluation of second order derivatives. In this paper, we present a new Newton-s method based on contra harmonic mean with cubically convergent. Numerical examples show that the new method can compete with the classical Newton's method.
Keywords: Third-order convergence, non-linear equations, root finding, iterative method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29568716 Image Segmentation by Mathematical Morphology: An Approach through Linear, Bilinear and Conformal Transformation
Authors: Dibyendu Ghoshal, Pinaki Pratim Acharjya
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Image segmentation process based on mathematical morphology has been studied in the paper. It has been established from the first principles of the morphological process, the entire segmentation is although a nonlinear signal processing task, the constituent wise, the intermediate steps are linear, bilinear and conformal transformation and they give rise to a non linear affect in a cumulative manner.
Keywords: Image segmentation, linear transform, bilinear transform, conformal transform, mathematical morphology.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21838715 Analysis of Translational Ship Oscillations in a Realistic Environment
Authors: Chen Zhang, Bernhard Schwarz-Röhr, Alexander Härting
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To acquire accurate ship motions at the center of gravity, a single low-cost inertial sensor is utilized and applied on board to measure ship oscillating motions. As observations, the three axes accelerations and three axes rotational rates provided by the sensor are used. The mathematical model of processing the observation data includes determination of the distance vector between the sensor and the center of gravity in x, y, and z directions. After setting up the transfer matrix from sensor’s own coordinate system to the ship’s body frame, an extended Kalman filter is applied to deal with nonlinearities between the ship motion in the body frame and the observation information in the sensor’s frame. As a side effect, the method eliminates sensor noise and other unwanted errors. Results are not only roll and pitch, but also linear motions, in particular heave and surge at the center of gravity. For testing, we resort to measurements recorded on a small vessel in a well-defined sea state. With response amplitude operators computed numerically by a commercial software (Seaway), motion characteristics are estimated. These agree well with the measurements after processing with the suggested method.
Keywords: Extended Kalman filter, nonlinear estimation, sea trial, ship motion estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10438714 Numerical Solution of Volterra Integro-differential Equations of Fractional Order by Laplace Decomposition Method
Authors: Changqing Yang, Jianhua Hou
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In this paper the Laplace Decomposition method is developed to solve linear and nonlinear fractional integro- differential equations of Volterra type.The fractional derivative is described in the Caputo sense.The Laplace decomposition method is found to be fast and accurate.Illustrative examples are included to demonstrate the validity and applicability of presented technique and comparasion is made with exacting results.
Keywords: Integro-differential equations, Laplace transform, fractional derivative, adomian polynomials, pade appoximants.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16538713 Growth and Characterization of L-Asparagine (LAS) Crystal Admixture of Paranitrophenol (PNP): A NLO Material
Authors: Grace Sahaya Sheba, P. Omegala Priyakumari, M. Gunasekaran
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L-asparagine admixture Paranitrophenol (LAPNP) single crystals were grown successfully by solution method with slow evaporation technique at room temperature. Crystals of size 12mm×5 mm×3mm have been obtained in 15 days. The grown crystals were Brown color and transparent. The solubility of the grown samples has been found out at various temperatures. The lattice parameters of the grown crystals were determined by X-ray diffraction technique. The reflection planes of the sample were confirmed by the powder X-ray diffraction study and diffraction peaks were indexed. Fourier transform infrared (FTIR) studies were used to confirm the presence of various functional groups in the crystals. UV–visible absorption spectrum was recorded to study the optical transparency of grown crystal. The nonlinear optical (NLO) property of the grown crystal was confirmed by Kurtz–Perry powder technique and a study of its second harmonic generation efficiency in comparison with potassium dihydrogen phosphate (KDP) has been made. The mechanical strength of the crystal was estimated by Vickers hardness test. The grown crystals were subjected to thermo gravimetric and differential thermal analysis (TG/DTA). The dielectric behavior of the sample was also studied
Keywords: Characterization, Microhardnes, Non-linear optical materials, Solution growth, Spectroscopy, XRD.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29898712 Data-driven Multiscale Tsallis Complexity: Application to EEG Analysis
Authors: Young-Seok Choi
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This work proposes a data-driven multiscale based quantitative measures to reveal the underlying complexity of electroencephalogram (EEG), applying to a rodent model of hypoxic-ischemic brain injury and recovery. Motivated by that real EEG recording is nonlinear and non-stationary over different frequencies or scales, there is a need of more suitable approach over the conventional single scale based tools for analyzing the EEG data. Here, we present a new framework of complexity measures considering changing dynamics over multiple oscillatory scales. The proposed multiscale complexity is obtained by calculating entropies of the probability distributions of the intrinsic mode functions extracted by the empirical mode decomposition (EMD) of EEG. To quantify EEG recording of a rat model of hypoxic-ischemic brain injury following cardiac arrest, the multiscale version of Tsallis entropy is examined. To validate the proposed complexity measure, actual EEG recordings from rats (n=9) experiencing 7 min cardiac arrest followed by resuscitation were analyzed. Experimental results demonstrate that the use of the multiscale Tsallis entropy leads to better discrimination of the injury levels and improved correlations with the neurological deficit evaluation after 72 hours after cardiac arrest, thus suggesting an effective metric as a prognostic tool.
Keywords: Electroencephalogram (EEG), multiscale complexity, empirical mode decomposition, Tsallis entropy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20558711 Robust Position Control of an Electromechanical Actuator for Automotive Applications
Authors: Markus Reichhartinger, Martin Horn
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In this paper, the position control of an electronic throttle actuator is outlined. The dynamic behavior of the actuator is described with the help of an uncertain plant model. This motivates the controller design based on the ideas of higher-order slidingmodes. As a consequence anti-chattering techniques can be omitted. It is shown that the same concept is applicable to estimate unmeasureable signals. The control law and the observer are implemented on an electronic control unit. Results achieved by numerical simulations and real world experiments are presented and discussed.Keywords: higher order sliding-mode, throttle actuator, electromechanicalsystem, robust and nonlinear control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20098710 Fuzzy Control of a Three Phase ThyristorizedInduction Motor
Authors: Abolfazl Jalilvand, Mohammad Reza Feyzi, Sohrab Khanmohammad, Mohammad Bagher Bana Sharifian, Ali Sajjadi
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Nowadays the control of stator voltage at a constant frequency is one of the traditional and low expense methods in order to control the speed of induction motors near its nominal speed. The torque of induction motor is a nonlinear function of the firing angle, phase angle and speed. In this paper the speed control of induction motor regarding various load torque and under different conditions will be investigated based on a fuzzy controller with inverse training.
Keywords: Three phase induction motor, AC converter, speedcontrol, fuzzy control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17888709 Simulation of Soil-Pile Interaction of Steel Batter Piles Penetrated in Sandy Soil Subjected to Pull-Out Loads
Authors: Ameer A. Jebur, William Atherton, Rafid M. Alkhaddar, Edward Loffill
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Superstructures like offshore platforms, tall buildings, transition towers, skyscrapers and bridges are normally designed to resist compression, uplift and lateral forces from wind waves, negative skin friction, ship impact and other applied loads. Better understanding and the precise simulation of the response of batter piles under the action of independent uplift loads is a vital topic and an area of active research in the field of geotechnical engineering. This paper investigates the use of finite element code (FEC) to examine the behaviour of model batter piles penetrated in dense sand, subjected to pull-out pressure by means of numerical modelling. The concept of the Winkler Model (beam on elastic foundation) has been used in which the interaction between the pile embedded depth and adjacent soil in the bearing zone is simulated by nonlinear p-y curves. The analysis was conducted on different pile slenderness ratios (lc⁄d) ranging from 7.5, 15.22 and 30 respectively. In addition, the optimum batter angle for a model steel pile penetrated in dense sand has been chosen to be 20° as this is the best angle for this simulation as demonstrated by other researcher published in literature. In this numerical analysis, the soil response is idealized as elasto-plastic and the model piles are described as elastic materials for the purpose of simulation. The results revealed that the applied loads affect the pullout pile capacity as well as the lateral pile response for dense sand together with varying shear strength parameters linked to the pile critical depth. Furthermore, the pile pull-out capacity increases with increasing the pile aspect ratios.Keywords: Slenderness ratio, soil-pile interaction, winkler model (beam on elastic foundation), pull-out capacity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16178708 Considering Assembly Operations and Product Structure for Manufacturing Cell Formation
Authors: M.B. Aryanezhad, J. Aliabadi
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This paper considers the integration of assembly operations and product structure to Cellular Manufacturing System (CMS) design so that to correct the drawbacks of previous researches in the literature. For this purpose, a new mathematical model is developed which dedicates machining and assembly operations to manufacturing cells while the objective function is to minimize the intercellular movements resulting due to both of them. A linearization method is applied to achieve optimum solution through solving aforementioned nonlinear model by common programming language such as Lingo. Then, using different examples and comparing the results, the importance of integrating assembly considerations is demonstrated.Keywords: Assembly operations and Product structure, CellFormation, Genetic Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15818707 Using Non-Linear Programming Techniques in Determination of the Most Probable Slip Surface in 3D Slopes
Authors: M. M. Toufigh, A. R. Ahangarasr, A. Ouria
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Among many different methods that are used for optimizing different engineering problems mathematical (numerical) optimization techniques are very important because they can easily be used and are consistent with most of engineering problems. Many studies and researches are done on stability analysis of three dimensional (3D) slopes and the relating probable slip surfaces and determination of factors of safety, but in most of them force equilibrium equations, as in simplified 2D methods, are considered only in two directions. In other words for decreasing mathematical calculations and also for simplifying purposes the force equilibrium equation in 3rd direction is omitted. This point is considered in just a few numbers of previous studies and most of them have only given a factor of safety and they haven-t made enough effort to find the most probable slip surface. In this study shapes of the slip surfaces are modeled, and safety factors are calculated considering the force equilibrium equations in all three directions, and also the moment equilibrium equation is satisfied in the slip direction, and using nonlinear programming techniques the shape of the most probable slip surface is determined. The model which is used in this study is a 3D model that is composed of three upper surfaces which can cover all defined and probable slip surfaces. In this research the meshing process is done in a way that all elements are prismatic with quadrilateral cross sections, and the safety factor is defined on this quadrilateral surface in the base of the element which is a part of the whole slip surface. The method that is used in this study to find the most probable slip surface is the non-linear programming method in which the objective function that must get optimized is the factor of safety that is a function of the soil properties and the coordinates of the nodes on the probable slip surface. The main reason for using non-linear programming method in this research is its quick convergence to the desired responses. The final results show a good compatibility with the previously used classical and 2D methods and also show a reasonable convergence speed.Keywords: Non-linear programming, numerical optimization, slope stability, 3D analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16108706 Analytical Evaluation on Hysteresis Performance of Circular Shear Panel Damper
Authors: Daniel Y. Abebe, Jaehyouk Choi
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The idea of adding metallic energy dissipaters to a structure to absorb a large part of the seismic energy began four decades ago. There are several types of metal-based devices conceived as dampers for the seismic energy absorber whereby damages to the major structural components could be minimized for both new and existing structures. This paper aimed to develop and evaluate structural performance of both stiffened and non stiffened circular shear panel damper for passive seismic energy protection by inelastic deformation. Structural evaluation was done using commercially available nonlinear FE simulation program. Diameter-to-thickness ratio is employed as main parameter to investigate the hysteresis performance of stiffened and unstiffened circular shear panel. Depending on these parameters three different buckling mode and hysteretic behavior was found: yielding prior to buckling without strength degradation, yielding prior to buckling with strength degradation and yielding with buckling and strength degradation which forms pinching at initial displacement. Hence, the hysteresis behavior is identified, specimens which deform without strength degradation so it will be used as passive energy dissipating device in civil engineering structures.
Keywords: Circular shear panel damper, FE analysis, Hysteretic behavior, Large deformation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25428705 Sliding Mode Control with Fuzzy Boundary Layer to Air-Air Interception Problem
Authors: Mustafa Resa Becan
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The performance of a type of fuzzy sliding mode control is researched by considering the nonlinear characteristic of a missile-target interception problem to obtain a robust interception process. The variable boundary layer by using fuzzy logic is proposed to reduce the chattering around the switching surface then is applied to the interception model which was derived. The performances of the sliding mode control with constant and fuzzy boundary layer are compared at the end of the study and the results are evaluated.
Keywords: Sliding mode control, fuzzy, boundary layer, interception problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20008704 An Asymptotic Solution for the Free Boundary Parabolic Equations
Authors: Hsuan-Ku Liu, Ming Long Liu
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In this paper, we investigate the solution of a two dimensional parabolic free boundary problem. The free boundary of this problem is modelled as a nonlinear integral equation (IE). For this integral equation, we propose an asymptotic solution as time is near to maturity and develop an integral iterative method. The computational results reveal that our asymptotic solution is very close to the numerical solution as time is near to maturity.
Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14688703 Feasibility Analysis Studies on New National R&D Programs in Korea
Authors: Seongmin Yim, Hyun-Kyu Kang
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As a part of evaluation system for R&D program, the Korean government has applied feasibility analysis since 2008. Various professionals put forth a great effort in order to catch up the high degree of freedom of R&D programs, and make contributions to evolving the feasibility analysis. We analyze diverse R&D programs from various viewpoints, such as technology, policy, and Economics, integrate the separate analysis, and finally arrive at a definite result; whether a program is feasible or unfeasible. This paper describes the concept and method of the feasibility analysis as a decision making tool. The analysis unit and content of each criterion, which are key elements in a comprehensive decision making structure, are examinedKeywords: Decision Making of New Government R&D Program, Feasibility Analysis Study
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14018702 Data Traffic Dynamics and Saturation on a Single Link
Authors: Reginald D. Smith
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The dynamics of User Datagram Protocol (UDP) traffic over Ethernet between two computers are analyzed using nonlinear dynamics which shows that there are two clear regimes in the data flow: free flow and saturated. The two most important variables affecting this are the packet size and packet flow rate. However, this transition is due to a transcritical bifurcation rather than phase transition in models such as in vehicle traffic or theorized large-scale computer network congestion. It is hoped this model will help lay the groundwork for further research on the dynamics of networks, especially computer networks.Keywords: congestion, packet flow, Internet, traffic dynamics, transcritical bifurcation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16088701 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 21438700 Fast Accurate Detection of Frequency Jumps Using Kalman Filter with Non Linear Improvements
Authors: Mahmoud E. Mohamed, Ahmed F. Shalash, Hanan A. Kamal
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In communication systems, frequency jump is a serious problem caused by the oscillators used. Kalman filters are used to detect that jump, despite the tradeoff between the noise level and the speed of the detection. In this paper, an improvement is introduced in the Kalman filter, through a nonlinear change in the bandwidth of the filter. Simulation results show a considerable improvement in the filter speed with a very low noise level. Additionally, the effect on the response to false alarms is also presented and false alarm rate show improvement.
Keywords: Kalman Filter, Innovation, False Detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22228699 Adaptation of Iterative Methods to Solve Fuzzy Mathematical Programming Problems
Authors: Ricardo C. Silva, Luiza A. P. Cantao, Akebo Yamakami
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Based on the fuzzy set theory this work develops two adaptations of iterative methods that solve mathematical programming problems with uncertainties in the objective function and in the set of constraints. The first one uses the approach proposed by Zimmermann to fuzzy linear programming problems as a basis and the second one obtains cut levels and later maximizes the membership function of fuzzy decision making using the bound search method. We outline similarities between the two iterative methods studied. Selected examples from the literature are presented to validate the efficiency of the methods addressed.Keywords: Fuzzy Theory, Nonlinear Optimization, Fuzzy Mathematics Programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1615