Search results for: Banach fixed point theorem
2357 Some Applications of Gröbner bases
Authors: Hassan Noori, Abdolali Basiri, Sajjad Rahmany
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In this paper we will introduce a brief introduction to theory of Gr¨obner bases and some applications of Gr¨obner bases to graph coloring problem, automatic geometric theorem proving and cryptography.Keywords: Gr¨obner bases, Application of Gr¨obner bases, Automatic Geometric Theorem Proving, Graph Coloring, Cryptography.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 49162356 Quadrilateral Decomposition by Two-Ear Property Resulting in CAD Segmentation
Authors: Maharavo Randrianarivony
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The objective is to split a simply connected polygon into a set of convex quadrilaterals without inserting new boundary nodes. The presented approach consists in repeatedly removing quadrilaterals from the polygon. Theoretical results pertaining to quadrangulation of simply connected polygons are derived from the usual 2-ear theorem. It produces a quadrangulation technique with O(n) number of quadrilaterals. The theoretical methodology is supplemented by practical results and CAD surface segmentation.Keywords: Quadrangulation, simply connected, two-ear theorem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12552355 Periodic Solutions for a Third-order p-Laplacian Functional Differential Equation
Authors: Yanling Zhu, Kai Wang
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By means of Mawhin’s continuation theorem, we study a kind of third-order p-Laplacian functional differential equation with distributed delay in the form: ϕp(x (t)) = g t, 0 −τ x(t + s) dα(s) + e(t), some criteria to guarantee the existence of periodic solutions are obtained.
Keywords: p–Laplacian, distributed delay, periodic solution, Mawhin's continuation theorem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12892354 Accelerating Integer Neural Networks On Low Cost DSPs
Authors: Thomas Behan, Zaiyi Liao, Lian Zhao, Chunting Yang
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In this paper, low end Digital Signal Processors (DSPs) are applied to accelerate integer neural networks. The use of DSPs to accelerate neural networks has been a topic of study for some time, and has demonstrated significant performance improvements. Recently, work has been done on integer only neural networks, which greatly reduces hardware requirements, and thus allows for cheaper hardware implementation. DSPs with Arithmetic Logic Units (ALUs) that support floating or fixed point arithmetic are generally more expensive than their integer only counterparts due to increased circuit complexity. However if the need for floating or fixed point math operation can be removed, then simpler, lower cost DSPs can be used. To achieve this, an integer only neural network is created in this paper, which is then accelerated by using DSP instructions to improve performance.Keywords: Digital Signal Processor (DSP), Integer Neural Network(INN), Low Cost Neural Network, Integer Neural Network DSPImplementation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17962353 Determinants of Investment in Fixed Assets in Electric Power Industry - An Econometric Analysis
Authors: S. L. Tulasi Devi, R. N. Rao
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This paper focuses attention on specific aspects of entrepreneurial decisions relating to investment, both in the total fixed investments and plant & machinery (separately). Demand and financial factors, internal and external, are considered in the investment analysis. Finally the influence of determinants of fixed investment and investment plans are examined in Electric Power industry in India.Keywords: Determinants, Electric Power Industry, Fixed Assets, Econometric Analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16642352 Lagrange-s Inversion Theorem and Infiltration
Authors: Pushpa N. Rathie, Prabhata K. Swamee, André L. B. Cavalcante, Luan Carlos de S. M. Ozelim
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Implicit equations play a crucial role in Engineering. Based on this importance, several techniques have been applied to solve this particular class of equations. When it comes to practical applications, in general, iterative procedures are taken into account. On the other hand, with the improvement of computers, other numerical methods have been developed to provide a more straightforward methodology of solution. Analytical exact approaches seem to have been continuously neglected due to the difficulty inherent in their application; notwithstanding, they are indispensable to validate numerical routines. Lagrange-s Inversion Theorem is a simple mathematical tool which has proved to be widely applicable to engineering problems. In short, it provides the solution to implicit equations by means of an infinite series. To show the validity of this method, the tree-parameter infiltration equation is, for the first time, analytically and exactly solved. After manipulating these series, closed-form solutions are presented as H-functions.Keywords: Green-Ampt Equation, Lagrange's Inversion Theorem, Talsma-Parlange Equation, Three-Parameter Infiltration Equation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18882351 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance
Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman
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Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.
Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3882350 Measurements of Radial Velocity in Fixed Fluidized Bed for Fischer-Tropsch Synthesis Using LDV
Authors: Xiaolai Zhang, Haitao Zhang, Qiwen Sun, Weixin Qian, Weiyong Ying
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High temperature Fischer-Tropsch synthesis process use fixed fluidized bed as a reactor. In order to understand the flow behavior in the fluidized bed better, the research of how the radial velocity affects the entire flow field is necessary. Laser Doppler Velocimetry (LDV) was used to study the radial velocity distribution along the diameter direction of the cross-section of the particle in a fixed fluidized bed. The velocity in the cross-section is fluctuating within a small range. The direction of the speed is a random phenomenon. In addition to r/R is 1, the axial velocity are more than 6 times of the radial velocity, the radial velocity has little impact on the axial velocity in a fixed fluidized bed.Keywords: LDV, fixed fluidized bed, velocity, Fischer-Tropsch synthesis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16282349 Multiple Positive Periodic Solutions to a Predator-prey system with Harvesting Terms and Holling II Type Functional Response
Authors: Pan Wang, Yongkun Li
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In this paper, a periodic predator-prey system with harvesting terms and Holling II type functional response is considered. Sufficient criteria for the existence of at least sixteen periodic solutions are established by using the well known continuation theorem due to Mawhin. An example is given to illustrate the main result.
Keywords: Periodic solution, predator-prey system, harvesting terms, continuation theorem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12862348 Thermal Distribution in Axial-Flow Fixed Bed with Flowing Gas
Authors: Kun Lei, Hongfang Ma, Haitao Zhang, Weiyong Ying, Dingye Fang
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This paper reported an experimental research of steady-state heat transfer behaviour of a gas flowing through a fixed bed under the different operating conditions. Studies had been carried out in a fixed-bed packed methanol synthesis catalyst percolated by air at appropriate flow rate. Both radial and axial direction temperature distribution had been investigated under the different operating conditions. The effects of operating conditions including the reactor inlet air temperature, the heating pipe temperature and the air flow rate on temperature distribution was investigated and the experimental results showed that a higher inlet air temperature was conducive to uniform temperature distribution in the fixed bed. A large temperature drop existed at the radial direction, and the temperature drop increased with the heating pipe temperature increasing under the experimental conditions; the temperature profile of the vicinity of the heating pipe was strongly affected by the heating pipe temperature. A higher air flow rate can improve the heat transfer in the fixed bed. Based on the thermal distribution, heat transfer models of the fixed bed could be established, and the characteristics of the temperature distribution in the fixed bed could be finely described, that had an important practical significance.Keywords: Thermal distribution, heat transfer, axial-flow, fixed bed.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24812347 A new Configurable Decimation Filter using Pascal-s Triangle Theorem
Authors: A. Chahardah Cherik, E. Farshidi
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This paper presents a new configurable decimation filter for sigma-delta modulators. The filter employs the Pascal-s triangle-s theorem for building the coefficients of non-recursive decimation filters. The filter can be connected to the back-end of various modulators with different output accuracy. In this work two methods are shown and then compared from area occupation viewpoint. First method uses the memory and the second one employs Pascal-s triangle-s method, aiming to reduce required gates. XILINX ISE v10 is used for implementation and confirmation the filter.Keywords: Decimation filter, sigma delta, Pascal's triangle'stheorem, memory
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16842346 CFD Flow and Heat Transfer Simulation for Empty and Packed Fixed Bed Reactor in Catalytic Cracking of Naphtha
Authors: D. Salari, A. Niaei, P. Chitsaz Yazdi, M. Derakhshani, S. R. Nabavi
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This work aims to test the application of computational fluid dynamics (CFD) modeling to fixed bed catalytic cracking reactors. Studies of CFD with a fixed bed design commonly use a regular packing with N=2 to define bed geometry. CFD allows us to obtain a more accurate view of the fluid flow and heat transfer mechanisms present in fixed bed equipment. Naphtha was used as feedstock and the reactor length was 80cm. It is divided in three sections that catalyst bed packed in the middle section of the reactor. The reaction scheme was involved one primary reaction and 24 secondary reactions. Because of high CPU times in these simulations, parallel processing have been used. In this study the coke formation process in fixed bed and empty tube reactor was simulated and coke in these reactors are compared. In addition, the effect of steam ratio and feed flow rate on coke formation was investigated.Keywords: Coke Formation, CFD Simulation, Fixed Bed, Catalyitic Cracking.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25062345 PI Control for Second Order Delay System with Tuning Parameter Optimization
Authors: R. Farkh, K. Laabidi, M. Ksouri
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In this paper, we consider the control of time delay system by Proportional-Integral (PI) controller. By Using the Hermite- Biehler theorem, which is applicable to quasi-polynomials, we seek a stability region of the controller for first order delay systems. The essence of this work resides in the extension of this approach to second order delay system, in the determination of its stability region and the computation of the PI optimum parameters. We have used the genetic algorithms to lead the complexity of the optimization problem.Keywords: Genetic algorithm, Hermit-Biehler theorem, optimization, PI controller, second order delay system, stability region.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17752344 Heat Transfer at Convective Solid Melting in Fixed Bed
Authors: Stelian Petrescu, Adina Frunzâ, Camelia Petrescu
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A method to determine experimentally the melting rate, rm, and the heat transfer coefficients, αv (W/(m3K)), at convective melting in a fixed bed of particles under adiabatic regime is established in this paper. The method lies in the determining of the melting rate by measuring the fixed bed height in time. Experimental values of rm, α and α v were determined using cylindrical particles of ice (d = 6.8 mm, h = 5.5 mm) and, as a melting agent, aqueous NaCl solution with a temperature of 283 K at different values of the liquid flow rate (11.63·10-6, 28.83·10-6, 38.83·10-6 m3/s). Our experimental results were compared with those existing in literature being noticed a good agreement for Re values higher than 50.Keywords: Convective melting, fixed bed, packed bed, heat transfer, ice melting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18252343 Simplified Equations for Rigidity and Lateral Deflection for Reinforced Concrete Cantilever Shear Walls
Authors: Anas M. Fares
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Reinforced concrete shear walls are the most frequently used forms of lateral resisting structural elements. These walls may take many forms due to their functions and locations in the building. In Palestine, the most lateral resisting forces construction forms is the cantilever shear walls system. It is thus of prime importance to study the rigidity of these walls. The virtual work theorem is used to derive the total lateral deflection of cantilever shear walls due to flexural and shear deformation. The case of neglecting the shear deformation in the walls is also studied, and it is found that the wall height to length aspect ratio (H/B) plays a major role in calculating the lateral deflection and the rigidity of such walls. When the H/B is more than or equal to 3.7, the shear deformation may be neglected from the calculation of the lateral deflection. Moreover, the walls with the same material properties, same lateral load value, and same aspect ratio, shall have the same of both the lateral deflection and the rigidity. Finally, an equation to calculate the total rigidity and total deflection of such walls is derived by using the virtual work theorem for a cantilever beam.Keywords: Cantilever shear walls, flexural deformation, lateral deflection, lateral loads, reinforced concrete shear walls, rigidity, shear deformation, virtual work theorem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 50252342 The Boundary Theory between Laminar and Turbulent Flows
Authors: Tomasz M. Jankowski
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The basis of this paper is the assumption, that graviton is a measurable entity of molecular gravitational acceleration and this is not a hypothetical entity. The adoption of this assumption as an axiom is tantamount to fully opening the previously locked door to the boundary theory between laminar and turbulent flows. It leads to the theorem, that the division of flows of Newtonian (viscous) fluids into laminar and turbulent is true only, if the fluid is influenced by a powerful, external force field. The mathematical interpretation of this theorem, presented in this paper shows, that the boundary between laminar and turbulent flow can be determined theoretically. This is a novelty, because thus far the said boundary was determined empirically only and the reasons for its existence were unknown.Keywords: Freed gravitons, free gravitons.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14642341 Performences of Type-2 Fuzzy Logic Control and Neuro-Fuzzy Control Based on DPC for Grid Connected DFIG with Fixed Switching Frequency
Authors: Fayssal Amrane, Azeddine Chaiba
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In this paper, type-2 fuzzy logic control (T2FLC) and neuro-fuzzy control (NFC) for a doubly fed induction generator (DFIG) based on direct power control (DPC) with a fixed switching frequency is proposed for wind generation application. First, a mathematical model of the doubly-fed induction generator implemented in d-q reference frame is achieved. Then, a DPC algorithm approach for controlling active and reactive power of DFIG via fixed switching frequency is incorporated using PID. The performance of T2FLC and NFC, which is based on the DPC algorithm, are investigated and compared to those obtained from the PID controller. Finally, simulation results demonstrate that the NFC is more robust, superior dynamic performance for wind power generation system applications.
Keywords: Doubly fed induction generetor, direct power control, space vector modulation, type-2 fuzzy logic control, neuro-fuzzy control, maximum power point tracking.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16602340 Ordinary Differential Equations with Inverted Functions
Authors: Thomas Kampke
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Equations with differentials relating to the inverse of an unknown function rather than to the unknown function itself are solved exactly for some special cases and numerically for the general case. Invertibility combined with differentiability over connected domains forces solutions always to be monotone. Numerical function inversion is key to all solution algorithms which either are of a forward type or a fixed point type considering whole approximate solution functions in each iteration. The given considerations are restricted to ordinary differential equations with inverted functions (ODEIs) of first order. Forward type computations, if applicable, admit consistency of order one and, under an additional accuracy condition, convergence of order one.
Keywords: Euler method, fixed points, golden section, multi-step procedures, Runge Kutta methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14482339 A Hybrid Heuristic for the Team Orienteering Problem
Authors: Adel Bouchakhchoukha, Hakim Akeb
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In this work, we propose a hybrid heuristic in order to solve the Team Orienteering Problem (TOP). Given a set of points (or customers), each with associated score (profit or benefit), and a team that has a fixed number of members, the problem to solve is to visit a subset of points in order to maximize the total collected score. Each member performs a tour starting at the start point, visiting distinct customers and the tour terminates at the arrival point. In addition, each point is visited at most once, and the total time in each tour cannot be greater than a given value. The proposed heuristic combines beam search and a local optimization strategy. The algorithm was tested on several sets of instances and encouraging results were obtained.
Keywords: Team Orienteering Problem, Vehicle Routing, Beam Search, Local Search.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26392338 Hydrodynamic Simulation of Fixed Bed GTL Reactor Using CFD
Authors: Sh. Shahhosseini, S. Alinia, M. Irani
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In this work, axisymetric CFD simulation of fixed bed GTL reactor has been conducted, using computational fluid dynamics (CFD). In fixed bed CFD modeling, when N (tube-to-particle diameter ratio) has a large value, it is common to consider the packed bed as a porous media. Synthesis gas (a mixture of predominantly carbon monoxide and hydrogen) was fed to the reactor. The reactor length was 20 cm, divided to three sections. The porous zone was in the middle section of the reactor. The model equations were solved employing finite volume method. The effects of particle diameter, bed voidage, fluid velocity and bed length on pressure drop have been investigated. Simulation results showed these parameters could have remarkable impacts on the reactor pressure drop.Keywords: GTL Process, Fixed bed reactor, Pressure drop, CFDsimulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23712337 Analysis of Permanence and Extinction of Enterprise Cluster Based On Ecology Theory
Authors: Ping Liu, Yongkun Li
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This paper is concerned with the permanence and extinction problem of enterprises cluster constituted by m satellite enterprises and a dominant enterprise. We present the model involving impulsive effect based on ecology theory, which effectively describe the competition and cooperation of enterprises cluster in real economic environment. Applying comparison theorem of impulsive differential equation, we establish sufficient conditions which ultimately affect the fate of enterprises: permanence, extinction, and co-existence. Finally, we present numerical examples to explain the economical significance of mathematical results.
Keywords: Enterprise cluster, permanence, extinction, impulsive, comparison theorem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14582336 Robust Coherent Noise Suppression by Point Estimation of the Cauchy Location Parameter
Authors: Ephraim Gower, Thato Tsalaile, Monageng Kgwadi, Malcolm Hawksford.
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This paper introduces a new point estimation algorithm, with particular focus on coherent noise suppression, given several measurements of the device under test where it is assumed that 1) the noise is first-order stationery and 2) the device under test is linear and time-invariant. The algorithm exploits the robustness of the Pitman estimator of the Cauchy location parameter through the initial scaling of the test signal by a centred Gaussian variable of predetermined variance. It is illustrated through mathematical derivations and simulation results that the proposed algorithm is more accurate and consistently robust to outliers for different tailed density functions than the conventional methods of sample mean (coherent averaging technique) and sample median search.
Keywords: Central limit theorem, Fisher-Cramer Rao, gamma function, Pitman estimator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19222335 Positive Periodic Solutions for a Predator-prey Model with Modified Leslie-Gower Holling-type II Schemes and a Deviating Argument
Authors: Yanling Zhu, Kai Wang
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In this paper, by utilizing the coincidence degree theorem a predator-prey model with modified Leslie-Gower Hollingtype II schemes and a deviating argument is studied. Some sufficient conditions are obtained for the existence of positive periodic solutions of the model.
Keywords: Predator-prey model, Holling II type functional response, positive periodic solution, coincidence degree theorem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14622334 A Formatting Method for Transforming XML Data into HTML
Authors: Zhe JIN, Motomichi TOYAMA
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In this paper, we propose a fixed formatting method of PPX(Pretty Printer for XML). PPX is a query language for XML database which has extensive formatting capability that produces HTML as the result of a query. The fixed formatting method is to completely specify the combination of variables and layout specification operators within the layout expression of the GENERATE clause of PPX. In the experiment, a quick comparison shows that PPX requires far less description compared to XSLT or XQuery programs doing the same tasks.
Keywords: PPX, XML, HTML, XSLT, XQuery, fixed formatting method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13642333 Validation of the Formal Model of Web Services Applications for Digital Reference Service of Library Information System
Authors: Zainab M. Musa, Nordin M. A. Rahman, Julaily A. Jusoh
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The web services applications for digital reference service (WSDRS) of LIS model is an informal model that claims to reduce the problems of digital reference services in libraries. It uses web services technology to provide efficient way of satisfying users’ needs in the reference section of libraries. The formal WSDRS model consists of the Z specifications of all the informal specifications of the model. This paper discusses the formal validation of the Z specifications of WSDRS model. The authors formally verify and thus validate the properties of the model using Z/EVES theorem prover.Keywords: Validation, verification, formal, theorem proving.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13202332 Failure Mechanism in Fixed-Ended Reinforced Concrete Deep Beams under Cyclic Load
Authors: A. Aarabzadeh, R. Hizaji
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Reinforced Concrete (RC) deep beams are a special type of beams due to their geometry, boundary conditions, and behavior compared to ordinary shallow beams. For example, assumption of a linear strain-stress distribution in the cross section is not valid. Little study has been dedicated to fixed-end RC deep beams. Also, most experimental studies are carried out on simply supported deep beams. Regarding recent tendency for application of deep beams, possibility of using fixed-ended deep beams has been widely increased in structures. Therefore, it seems necessary to investigate the aforementioned structural element in more details. In addition to experimental investigation of a concrete deep beam under cyclic load, different failure mechanisms of fixed-ended deep beams under this type of loading have been evaluated in the present study. The results show that failure mechanisms of deep beams under cyclic loads are quite different from monotonic loads.
Keywords: Deep beam, cyclic load, reinforced concrete, fixed-ended.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11532331 A Finite Precision Block Floating Point Treatment to Direct Form, Cascaded and Parallel FIR Digital Filters
Authors: Abhijit Mitra
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This paper proposes an efficient finite precision block floating point (BFP) treatment to the fixed coefficient finite impulse response (FIR) digital filter. The treatment includes effective implementation of all the three forms of the conventional FIR filters, namely, direct form, cascaded and par- allel, and a roundoff error analysis of them in the BFP format. An effective block formatting algorithm together with an adaptive scaling factor is pro- posed to make the realizations more simple from hardware view point. To this end, a generic relation between the tap weight vector length and the input block length is deduced. The implementation scheme also emphasises on a simple block exponent update technique to prevent overflow even during the block to block transition phase. The roundoff noise is also investigated along the analogous lines, taking into consideration these implementational issues. The simulation results show that the BFP roundoff errors depend on the sig- nal level almost in the same way as floating point roundoff noise, resulting in approximately constant signal to noise ratio over a relatively large dynamic range.
Keywords: Finite impulse response digital filters, Cascade structure, Parallel structure, Block floating point arithmetic, Roundoff error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16452330 Discovering Liouville-Type Problems for p-Energy Minimizing Maps in Closed Half-Ellipsoids by Calculus Variation Method
Authors: Lina Wu, Jia Liu, Ye Li
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The goal of this project is to investigate constant properties (called the Liouville-type Problem) for a p-stable map as a local or global minimum of a p-energy functional where the domain is a Euclidean space and the target space is a closed half-ellipsoid. The First and Second Variation Formulas for a p-energy functional has been applied in the Calculus Variation Method as computation techniques. Stokes’ Theorem, Cauchy-Schwarz Inequality, Hardy-Sobolev type Inequalities, and the Bochner Formula as estimation techniques have been used to estimate the lower bound and the upper bound of the derived p-Harmonic Stability Inequality. One challenging point in this project is to construct a family of variation maps such that the images of variation maps must be guaranteed in a closed half-ellipsoid. The other challenging point is to find a contradiction between the lower bound and the upper bound in an analysis of p-Harmonic Stability Inequality when a p-energy minimizing map is not constant. Therefore, the possibility of a non-constant p-energy minimizing map has been ruled out and the constant property for a p-energy minimizing map has been obtained. Our research finding is to explore the constant property for a p-stable map from a Euclidean space into a closed half-ellipsoid in a certain range of p. The certain range of p is determined by the dimension values of a Euclidean space (the domain) and an ellipsoid (the target space). The certain range of p is also bounded by the curvature values on an ellipsoid (that is, the ratio of the longest axis to the shortest axis). Regarding Liouville-type results for a p-stable map, our research finding on an ellipsoid is a generalization of mathematicians’ results on a sphere. Our result is also an extension of mathematicians’ Liouville-type results from a special ellipsoid with only one parameter to any ellipsoid with (n+1) parameters in the general setting.Keywords: Bochner Formula, Stokes’ Theorem, Cauchy-Schwarz Inequality, first and second variation formulas, Hardy-Sobolev type inequalities, Liouville-type problem, p-harmonic map.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9142329 Spline Basis Neural Network Algorithm for Numerical Integration
Authors: Lina Yan, Jingjing Di, Ke Wang
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A new basis function neural network algorithm is proposed for numerical integration. The main idea is to construct neural network model based on spline basis functions, which is used to approximate the integrand by training neural network weights. The convergence theorem of the neural network algorithm, the theorem for numerical integration and one corollary are presented and proved. The numerical examples, compared with other methods, show that the algorithm is effective and has the characteristics such as high precision and the integrand not required known. Thus, the algorithm presented in this paper can be widely applied in many engineering fields.
Keywords: Numerical integration, Spline basis function, Neural network algorithm
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29282328 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model
Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma
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An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.
Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 506