Search results for: stochastic programming problem with recourse
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4131

Search results for: stochastic programming problem with recourse

3291 Contact Stress on the Surface of Gear Teeth with Different Profile

Authors: K. Farhangdoost, H. Heirani

Abstract:

Contact stress is an important problem in industry. This is a problem that in the first attention may be don-t appears, but disregard of these stresses cause a lot of damages in machines. These stresses occur at locations such as gear teeth, bearings, cams and between a locomotive wheel and the railroad rail. These stresses cause failure by excessive elastic deformation, yielding and fracture. In this paper we intend show the effective parameters in contact stress and ponder effect of curvature. In this paper we study contact stresses on the surface of gear teeth and compare these stresses for four popular profiles of gear teeth (involute, cycloid, epicycloids, and hypocycloid). We study this problem with mathematical and finite element methods and compare these two methods on different profile surfaces.

Keywords: Contact stress, Cycloid, Epicycloids, Finite element, Gear, Hypocycloid, Involute, Radius of curvature.

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3290 Simulink Approach to Solve Fuzzy Differential Equation under Generalized Differentiability

Authors: N. Kumaresan , J. Kavikumar, Kuru Ratnavelu

Abstract:

In this paper, solution of fuzzy differential equation under general differentiability is obtained by simulink. The simulink solution is equivalent or very close to the exact solution of the problem. Accuracy of the simulink solution to this problem is qualitatively better. An illustrative numerical example is presented for the proposed method.

Keywords: Fuzzy differential equation, Generalized differentiability, H-difference and Simulink.

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3289 Toward Understanding and Testing Deep Learning Information Flow in Deep Learning-Based Android Apps

Authors: Jie Zhang, Qianyu Guo, Tieyi Zhang, Zhiyong Feng, Xiaohong Li

Abstract:

The widespread popularity of mobile devices and the development of artificial intelligence (AI) have led to the widespread adoption of deep learning (DL) in Android apps. Compared with traditional Android apps (traditional apps), deep learning based Android apps (DL-based apps) need to use more third-party application programming interfaces (APIs) to complete complex DL inference tasks. However, existing methods (e.g., FlowDroid) for detecting sensitive information leakage in Android apps cannot be directly used to detect DL-based apps as they are difficult to detect third-party APIs. To solve this problem, we design DLtrace, a new static information flow analysis tool that can effectively recognize third-party APIs. With our proposed trace and detection algorithms, DLtrace can also efficiently detect privacy leaks caused by sensitive APIs in DL-based apps. Additionally, we propose two formal definitions to deal with the common polymorphism and anonymous inner-class problems in the Android static analyzer. Using DLtrace, we summarize the non-sequential characteristics of DL inference tasks in DL-based apps and the specific functionalities provided by DL models for such apps. We conduct an empirical assessment with DLtrace on 208 popular DL-based apps in the wild and found that 26.0% of the apps suffered from sensitive information leakage. Furthermore, DLtrace outperformed FlowDroid in detecting and identifying third-party APIs. The experimental results demonstrate that DLtrace expands FlowDroid in understanding DL-based apps and detecting security issues therein.

Keywords: Mobile computing, deep learning apps, sensitive information, static analysis.

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3288 Collaborative E-Learning with Multiple Imaginary Co-Learner: Design, Issues and Implementation

Authors: Melvin Ballera, Mosbah Mohamed Elssaedi, Ahmed Khalil Zohdy

Abstract:

Collaborative problem solving in e-learning can take in the form of discussion among learner, creating a highly social learning environment and characterized by participation and interactivity. This paper, designed a collaborative learning environment where agent act as co-learner, can play different roles during interaction. Since different roles have been assigned to the agent, learner will assume that multiple co-learner exists to help and guide him all throughout the collaborative problem solving process, but in fact, alone during the learning process. Specifically, it answers the questions what roles of the agent should be incorporated to contribute better learning outcomes, how agent will facilitate the communication process to provide social learning and interactivity and what are the specific instructional strategies that facilitate learner participation, increased skill acquisition and develop critical thinking.

Keywords: Collaborative e-learning, collaborative problem solving, , imaginary co-learner, social learning.

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3287 Parameters Extraction for Pseudomorphic HEMTs Using Genetic Algorithms

Authors: Mazhar B. Tayel, Amr H. Yassin

Abstract:

A proposed small-signal model parameters for a pseudomorphic high electron mobility transistor (PHEMT) is presented. Both extrinsic and intrinsic circuit elements of a smallsignal model are determined using genetic algorithm (GA) as a stochastic global search and optimization tool. The parameters extraction of the small-signal model is performed on 200-μm gate width AlGaAs/InGaAs PHEMT. The equivalent circuit elements for a proposed 18 elements model are determined directly from the measured S- parameters. The GA is used to extract the parameters of the proposed small-signal model from 0.5 up to 18 GHz.

Keywords: PHEMT, Genetic Algorithms, small signal modeling, optimization.

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3286 Losses Analysis in TEP Considering Uncertainity in Demand by DPSO

Authors: S. Jalilzadeh, A. Kimiyaghalam, A. Ashouri

Abstract:

This paper presents a mathematical model and a methodology to analyze the losses in transmission expansion planning (TEP) under uncertainty in demand. The methodology is based on discrete particle swarm optimization (DPSO). DPSO is a useful and powerful stochastic evolutionary algorithm to solve the large-scale, discrete and nonlinear optimization problems like TEP. The effectiveness of the proposed idea is tested on an actual transmission network of the Azerbaijan regional electric company, Iran. The simulation results show that considering the losses even for transmission expansion planning of a network with low load growth is caused that operational costs decreases considerably and the network satisfies the requirement of delivering electric power more reliable to load centers.

Keywords: DPSO, TEP, Uncertainty

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3285 An Agent-Based Approach to Immune Modelling: Priming Individual Response

Authors: Dimitri Perrin, Heather J. Ruskin, Martin Crane

Abstract:

This study focuses on examining why the range of experience with respect to HIV infection is so diverse, especially in regard to the latency period. An agent-based approach in modelling the infection is used to extract high-level behaviour which cannot be obtained analytically from the set of interaction rules at the cellular level. A prototype model encompasses local variation in baseline properties, contributing to the individual disease experience, and is included in a network which mimics the chain of lymph nodes. The model also accounts for stochastic events such as viral mutations. The size and complexity of the model require major computational effort and parallelisation methods are used.

Keywords: HIV, Immune modelling, Agent-based system, individual response.

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3284 Proposing Problem-Based Learning as an Effective Pedagogical Technique for Social Work Education

Authors: Christine K. Fulmer

Abstract:

Social work education is competency based in nature. There is an expectation that graduates of social work programs throughout the world are to be prepared to practice at a level of competence, which is beneficial to both the well-being of individuals and community. Experiential learning is one way to prepare students for competent practice. The use of Problem-Based Learning (PBL) is a form experiential education that has been successful in a number of disciplines to bridge the gap between the theoretical concepts in the classroom to the real world. PBL aligns with the constructivist theoretical approach to learning, which emphasizes the integration of new knowledge with the beliefs students already hold. In addition, the basic tenants of PBL correspond well with the practice behaviors associated with social work practice including multi-disciplinary collaboration and critical thinking. This paper makes an argument for utilizing PBL in social work education.

Keywords: Constructivist theoretical approach, experiential learning, pedagogy, problem-based learning, social work education.

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3283 Cryptography Over Elliptic Curve Of The Ring Fq[e], e4 = 0

Authors: Chillali Abdelhakim

Abstract:

Groups where the discrete logarithm problem (DLP) is believed to be intractable have proved to be inestimable building blocks for cryptographic applications. They are at the heart of numerous protocols such as key agreements, public-key cryptosystems, digital signatures, identification schemes, publicly verifiable secret sharings, hash functions and bit commitments. The search for new groups with intractable DLP is therefore of great importance.The goal of this article is to study elliptic curves over the ring Fq[], with Fq a finite field of order q and with the relation n = 0, n ≥ 3. The motivation for this work came from the observation that several practical discrete logarithm-based cryptosystems, such as ElGamal, the Elliptic Curve Cryptosystems . In a first time, we describe these curves defined over a ring. Then, we study the algorithmic properties by proposing effective implementations for representing the elements and the group law. In anther article we study their cryptographic properties, an attack of the elliptic discrete logarithm problem, a new cryptosystem over these curves.

Keywords: Elliptic Curve Over Ring, Discrete Logarithm Problem.

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3282 Further the Effectiveness of Software Testability Measure

Authors: Liang Zhao, Feng Wang, Bo Deng, Bo Yang

Abstract:

Software testability is proposed to address the problem of increasing cost of test and the quality of software. Testability measure provides a quantified way to denote the testability of software. Since 1990s, many testability measure models are proposed to address the problem. By discussing the contradiction between domain testability and domain range ratio (DRR), a new testability measure, semantic fault distance, is proposed. Its validity is discussed.

Keywords: Software testability, DRR, Domain testability.

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3281 Completion Latin Square for Wavelength Routing

Authors: Ali Habiboghli, Rouhollah Mostafaei, Vasif Nabiyev

Abstract:

Optical network uses a tool for routing called Latin router. These routers use particular algorithms for routing. For example, we can refer to LDF algorithm that uses backtracking (one of CSP methods) for problem solving. In this paper, we proposed new approached for completion routing table (DRA&CRA algorithm) and compare with pervious proposed ways and showed numbers of backtracking, blocking and run time for DRA algorithm less than LDF and CRA algorithm.

Keywords: Latin Router, Constraint Satisfaction Problem, Wavelength Routing.

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3280 Multimachine Power System Stabilizers Design Using PSO Algorithm

Authors: H. Shayeghi, A. Safari, H. A. Shayanfar

Abstract:

In this paper, multiobjective design of multi-machine Power System Stabilizers (PSSs) using Particle Swarm Optimization (PSO) is presented. The stabilizers are tuned to simultaneously shift the lightly damped and undamped electro-mechanical modes of all machines to a prescribed zone in the s-plane. A multiobjective problem is formulated to optimize a composite set of objective functions comprising the damping factor, and the damping ratio of the lightly damped electromechanical modes. The PSSs parameters tuning problem is converted to an optimization problem which is solved by PSO with the eigenvalue-based multiobjective function. The proposed PSO based PSSs is tested on a multimachine power system under different operating conditions and disturbances through eigenvalue analysis and some performance indices to illustrate its robust performance.

Keywords: PSS Design, Particle Swarm Optimization, Dynamic Stability, Multiobjective Optimization.

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3279 An Optimal Control Problem for Rigid Body Motions on Lie Group SO(2, 1)

Authors: Nemat Abazari, Ilgin Sager

Abstract:

In this paper smooth trajectories are computed in the Lie group SO(2, 1) as a motion planning problem by assigning a Frenet frame to the rigid body system to optimize the cost function of the elastic energy which is spent to track a timelike curve in Minkowski space. A method is proposed to solve a motion planning problem that minimize the integral of the square norm of Darboux vector of a timelike curve. This method uses the coordinate free Maximum Principle of Optimal control and results in the theory of integrable Hamiltonian systems. The presence of several conversed quantities inherent in these Hamiltonian systems aids in the explicit computation of the rigid body motions.

Keywords: Optimal control, Hamiltonian vector field, Darboux vector, maximum principle, lie group, Rigid body motion, Lorentz metric.

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3278 A New Approach to Optimal Control Problem Constrained by Canonical Form

Authors: B. Farhadinia

Abstract:

In this article, it is considered a class of optimal control problems constrained by differential and integral constraints are called canonical form. A modified measure theoretical approach is introduced to solve this class of optimal control problems.

Keywords: control problem, Canonical form, Measure theory.

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3277 Vision Based Robotic Interception in Industrial Manipulation Tasks

Authors: Ahmet Denker, Tuğrul Adıgüzel

Abstract:

In this paper, a solution is presented for a robotic manipulation problem in industrial settings. The problem is sensing objects on a conveyor belt, identifying the target, planning and tracking an interception trajectory between end effector and the target. Such a problem could be formulated as combining object recognition, tracking and interception. For this purpose, we integrated a vision system to the manipulation system and employed tracking algorithms. The control approach is implemented on a real industrial manipulation setting, which consists of a conveyor belt, objects moving on it, a robotic manipulator, and a visual sensor above the conveyor. The trjectory for robotic interception at a rendezvous point on the conveyor belt is analytically calculated. Test results show that tracking the raget along this trajectory results in interception and grabbing of the target object.

Keywords: robotics, robot vision, rendezvous planning, self organizingmaps.

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3276 Producing Graphical User Interface from Activity Diagrams

Authors: Ebitisam K. Elberkawi, Mohamed M. Elammari

Abstract:

Graphical User Interface (GUI) is essential to programming, as is any other characteristic or feature, due to the fact that GUI components provide the fundamental interaction between the user and the program. Thus, we must give more interest to GUI during building and development of systems. Also, we must give a greater attention to the user who is the basic corner in the dealing with the GUI. This paper introduces an approach for designing GUI from one of the models of business workflows which describe the workflow behavior of a system, specifically through Activity Diagrams (AD).

Keywords: Activity Diagram, Graphical User Interface.

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3275 A New Extended Group Mutual Exclusion Algorithm with Low Message Complexity in Distributed Systems

Authors: S. Dehghan, A.M. Rahmani

Abstract:

The group mutual exclusion (GME) problem is an interesting generalization of the mutual exclusion problem. In the group mutual exclusion, multiple processes can enter a critical section simultaneously if they belong to the same group. In the extended group mutual exclusion, each process is a member of multiple groups at the same time. As a result, after the process by selecting a group enter critical section, other processes can select the same group with its belonging group and can enter critical section at the moment, so that it avoids their unnecessary blocking. This paper presents a quorum-based distributed algorithm for the extended group mutual exclusion problem. The message complexity of our algorithm is O(4Q ) in the best case and O(5Q) in the worst case, where Q is a quorum size.

Keywords: Group Mutual Exclusion (GME), Extended GME, Distributed systems.

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3274 Quartic Nonpolynomial Spline Solutions for Third Order Two-Point Boundary Value Problem

Authors: Talaat S. El-Danaf

Abstract:

In this paper, we develop quartic nonpolynomial spline method for the numerical solution of third order two point boundary value problems. It is shown that the new method gives approximations, which are better than those produced by other spline methods. Convergence analysis of the method is discussed through standard procedures. Two numerical examples are given to illustrate the applicability and efficiency of the novel method.

Keywords: Quartic nonpolynomial spline, Two-point boundary value problem.

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3273 Target Tracking in Sensor Networks: A Distributed Constraint Satisfaction Approach

Authors: R.Mostafaei, A.Habiboghli, M.R.Meybodi

Abstract:

In distributed resource allocation a set of agents must assign their resources to a set of tasks. This problem arises in many real-world domains such as distributed sensor networks, disaster rescue, hospital scheduling and others. Despite the variety of approaches proposed for distributed resource allocation, a systematic formalization of the problem, explaining the different sources of difficulties, and a formal explanation of the strengths and limitations of key approaches is missing. We take a step towards this goal by using a formalization of distributed resource allocation that represents both dynamic and distributed aspects of the problem. In this paper we present a new idea for target tracking in sensor networks and compare it with previous approaches. The central contribution of the paper is a generalized mapping from distributed resource allocation to DDCSP. This mapping is proven to correctly perform resource allocation problems of specific difficulty. This theoretical result is verified in practice by a simulation on a realworld distributed sensor network.

Keywords: Distributed CSP, Target Tracking, Sensor Network

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3272 A Mixing Matrix Estimation Algorithm for Speech Signals under the Under-Determined Blind Source Separation Model

Authors: Jing Wu, Wei Lv, Yibing Li, Yuanfan You

Abstract:

The separation of speech signals has become a research hotspot in the field of signal processing in recent years. It has many applications and influences in teleconferencing, hearing aids, speech recognition of machines and so on. The sounds received are usually noisy. The issue of identifying the sounds of interest and obtaining clear sounds in such an environment becomes a problem worth exploring, that is, the problem of blind source separation. This paper focuses on the under-determined blind source separation (UBSS). Sparse component analysis is generally used for the problem of under-determined blind source separation. The method is mainly divided into two parts. Firstly, the clustering algorithm is used to estimate the mixing matrix according to the observed signals. Then the signal is separated based on the known mixing matrix. In this paper, the problem of mixing matrix estimation is studied. This paper proposes an improved algorithm to estimate the mixing matrix for speech signals in the UBSS model. The traditional potential algorithm is not accurate for the mixing matrix estimation, especially for low signal-to noise ratio (SNR).In response to this problem, this paper considers the idea of an improved potential function method to estimate the mixing matrix. The algorithm not only avoids the inuence of insufficient prior information in traditional clustering algorithm, but also improves the estimation accuracy of mixing matrix. This paper takes the mixing of four speech signals into two channels as an example. The results of simulations show that the approach in this paper not only improves the accuracy of estimation, but also applies to any mixing matrix.

Keywords: Clustering algorithm, potential function, speech signal, the UBSS model.

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3271 GEP Considering Purchase Prices, Profits of IPPs and Reliability Criteria Using Hybrid GA and PSO

Authors: H. Shayeghi, H. Hosseini, A. Shabani, M. Mahdavi

Abstract:

In this paper, optimal generation expansion planning (GEP) is investigated considering purchase prices, profits of independent power producers (IPPs) and reliability criteria using a new method based on hybrid coded Genetic Algorithm (GA) and Particle Swarm Optimization (PSO). In this approach, optimal purchase price of each IPP is obtained by HCGA and reliability criteria are calculated by PSO technique. It should be noted that reliability criteria and the rate of carbon dioxide (CO2) emission have been considered as constraints of the GEP problem. Finally, the proposed method has been tested on the case study system. The results evaluation show that the proposed method can simply obtain optimal purchase prices of IPPs and is a fast method for calculation of reliability criteria in expansion planning. Also, considering the optimal purchase prices and profits of IPPs in generation expansion planning are caused that the expansion costs are decreased and the problem is solved more exactly.

Keywords: GEP Problem, IPPs, Reliability Criteria, GA, PSO.

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3270 Solving a New Mixed-Model Assembly LineSequencing Problem in a MTO Environment

Authors: N. Manavizadeh, M. Hosseini, M. Rabbani

Abstract:

In the last decades to supply the various and different demands of clients, a lot of manufacturers trend to use the mixedmodel assembly line (MMAL) in their production lines, since this policy make possible to assemble various and different models of the equivalent goods on the same line with the MTO approach. In this article, we determine the sequence of (MMAL) line, with applying the kitting approach and planning of rest time for general workers to reduce the wastages, increase the workers effectiveness and apply the sector of lean production approach. This Multi-objective sequencing problem solved in small size with GAMS22.2 and PSO meta heuristic in 10 test problems and compare their results together and conclude that their results are very similar together, next we determine the important factors in computing the cost, which improving them cost reduced. Since this problem, is NPhard in large size, we use the particle swarm optimization (PSO) meta-heuristic for solving it. In large size we define some test problems to survey it-s performance and determine the important factors in calculating the cost, that by change or improved them production in minimum cost will be possible.

Keywords: Mixed-Model Assembly Line, particle swarmoptimization, Multi-objective sequencing problem, MTO system, kitto-assembly, rest time

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3269 Planning Rigid Body Motions and Optimal Control Problem on Lie Group SO(2, 1)

Authors: Nemat Abazari, Ilgin Sager

Abstract:

In this paper smooth trajectories are computed in the Lie group SO(2, 1) as a motion planning problem by assigning a Frenet frame to the rigid body system to optimize the cost function of the elastic energy which is spent to track a timelike curve in Minkowski space. A method is proposed to solve a motion planning problem that minimizes the integral of the Lorentz inner product of Darboux vector of a timelike curve. This method uses the coordinate free Maximum Principle of Optimal control and results in the theory of integrable Hamiltonian systems. The presence of several conversed quantities inherent in these Hamiltonian systems aids in the explicit computation of the rigid body motions.

Keywords: Optimal control, Hamiltonian vector field, Darboux vector, maximum principle, lie group, rigid body motion, Lorentz metric.

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3268 Neural Networks: From Black Box towards Transparent Box Application to Evapotranspiration Modeling

Authors: A. Johannet, B. Vayssade, D. Bertin

Abstract:

Neural networks are well known for their ability to model non linear functions, but as statistical methods usually does, they use a no parametric approach thus, a priori knowledge is not obvious to be taken into account no more than the a posteriori knowledge. In order to deal with these problematics, an original way to encode the knowledge inside the architecture is proposed. This method is applied to the problem of the evapotranspiration inside karstic aquifer which is a problem of huge utility in order to deal with water resource.

Keywords: Neural-Networks, Hydrology, Evapotranpiration, Hidden Function Modeling.

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3267 A Strategy for a Robust Design of Cracked Stiffened Panels

Authors: Francesco Caputo, Giuseppe Lamanna, Alessandro Soprano

Abstract:

This work is focused on the numerical prediction of the fracture resistance of a flat stiffened panel made of the aluminium alloy 2024 T3 under a monotonic traction condition. The performed numerical simulations have been based on the micromechanical Gurson-Tvergaard (GT) model for ductile damage. The applicability of the GT model to this kind of structural problems has been studied and assessed by comparing numerical results, obtained by using the WARP 3D finite element code, with experimental data available in literature. In the sequel a home-made procedure is presented, which aims to increase the residual strength of a cracked stiffened aluminum panel and which is based on the stochastic design improvement (SDI) technique; a whole application example is then given to illustrate the said technique.

Keywords: Residual strength, R-Curve, Gurson model, SDI.

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3266 Automata Theory Approach for Solving Frequent Pattern Discovery Problems

Authors: Renáta Iváncsy, István Vajk

Abstract:

The various types of frequent pattern discovery problem, namely, the frequent itemset, sequence and graph mining problems are solved in different ways which are, however, in certain aspects similar. The main approach of discovering such patterns can be classified into two main classes, namely, in the class of the levelwise methods and in that of the database projection-based methods. The level-wise algorithms use in general clever indexing structures for discovering the patterns. In this paper a new approach is proposed for discovering frequent sequences and tree-like patterns efficiently that is based on the level-wise issue. Because the level-wise algorithms spend a lot of time for the subpattern testing problem, the new approach introduces the idea of using automaton theory to solve this problem.

Keywords: Frequent pattern discovery, graph mining, pushdownautomaton, sequence mining, state machine, tree mining.

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3265 An Approach to Polynomial Curve Comparison in Geometric Object Database

Authors: Chanon Aphirukmatakun, Natasha Dejdumrong

Abstract:

In image processing and visualization, comparing two bitmapped images needs to be compared from their pixels by matching pixel-by-pixel. Consequently, it takes a lot of computational time while the comparison of two vector-based images is significantly faster. Sometimes these raster graphics images can be approximately converted into the vector-based images by various techniques. After conversion, the problem of comparing two raster graphics images can be reduced to the problem of comparing vector graphics images. Hence, the problem of comparing pixel-by-pixel can be reduced to the problem of polynomial comparisons. In computer aided geometric design (CAGD), the vector graphics images are the composition of curves and surfaces. Curves are defined by a sequence of control points and their polynomials. In this paper, the control points will be considerably used to compare curves. The same curves after relocated or rotated are treated to be equivalent while two curves after different scaled are considered to be similar curves. This paper proposed an algorithm for comparing the polynomial curves by using the control points for equivalence and similarity. In addition, the geometric object-oriented database used to keep the curve information has also been defined in XML format for further used in curve comparisons.

Keywords: Bezier curve, Said-Ball curve, Wang-Ball curve, DP curve, CAGD, comparison, geometric object database.

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3264 A Hybrid Genetic Algorithm for the Sequence Dependent Flow-Shop Scheduling Problem

Authors: Mohammad Mirabi

Abstract:

Flow-shop scheduling problem (FSP) deals with the scheduling of a set of jobs that visit a set of machines in the same order. The FSP is NP-hard, which means that an efficient algorithm for solving the problem to optimality is unavailable. To meet the requirements on time and to minimize the make-span performance of large permutation flow-shop scheduling problems in which there are sequence dependent setup times on each machine, this paper develops one hybrid genetic algorithms (HGA). Proposed HGA apply a modified approach to generate population of initial chromosomes and also use an improved heuristic called the iterated swap procedure to improve initial solutions. Also the author uses three genetic operators to make good new offspring. The results are compared to some recently developed heuristics and computational experimental results show that the proposed HGA performs very competitively with respect to accuracy and efficiency of solution.

Keywords: Hybrid genetic algorithm, Scheduling, Permutationflow-shop, Sequence dependent

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3263 Algorithm for Reconstructing 3D-Binary Matrix with Periodicity Constraints from Two Projections

Authors: V. Masilamani, Kamala Krithivasan

Abstract:

We study the problem of reconstructing a three dimensional binary matrices whose interiors are only accessible through few projections. Such question is prominently motivated by the demand in material science for developing tool for reconstruction of crystalline structures from their images obtained by high-resolution transmission electron microscopy. Various approaches have been suggested to reconstruct 3D-object (crystalline structure) by reconstructing slice of the 3D-object. To handle the ill-posedness of the problem, a priori information such as convexity, connectivity and periodicity are used to limit the number of possible solutions. Formally, 3Dobject (crystalline structure) having a priory information is modeled by a class of 3D-binary matrices satisfying a priori information. We consider 3D-binary matrices with periodicity constraints, and we propose a polynomial time algorithm to reconstruct 3D-binary matrices with periodicity constraints from two orthogonal projections.

Keywords: 3D-Binary Matrix Reconstruction, Computed Tomography, Discrete Tomography, Integral Max Flow Problem.

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3262 Explicit Solution of an Investment Plan for a DC Pension Scheme with Voluntary Contributions and Return Clause under Logarithm Utility

Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase

Abstract:

The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.

Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.

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