Search results for: stochastic simulation algorithm.

Authors: MohammadReza HeidariNezhad, Zuriati Ahmad Zukarnain, Nur Izura Udzir, Mohamed Othman

Abstract:

In this paper, we propose APO, a new packet scheduling scheme with Quality of Service (QoS) support for hybrid of real and non-real time services in HSDPA networks. The APO scheduling algorithm is based on the effective channel anticipation model. In contrast to the traditional schemes, the proposed method is implemented based on a cyclic non-work-conserving discipline. Simulation results indicated that proposed scheme has good capability to maximize the channel usage efficiency in compared to another exist scheduling methods. Simulation results demonstrate the effectiveness of the proposed algorithm.

Keywords: Scheduling Algorithm, Quality of Service, HSDPA.

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Authors: S. Abdourraziq, R. El Bachtiri

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The use of solar energy as a source for pumping water is one of the promising areas in the photovoltaic (PV) application. The energy of photovoltaic pumping systems (PVPS) can be widely improved by employing an MPPT algorithm. This will lead consequently to maximize the electrical motor speed of the system. This paper presents a modified incremental conductance (IncCond) MPPT algorithm with direct control method applied to a standalone PV pumping system. The influence of the algorithm parameters on system behavior is investigated and compared with the traditional (INC) method. The studied system consists of a PV panel, a DC-DC boost converter, and a PMDC motor-pump. The simulation of the system by MATLAB-SIMULINK is carried out. Simulation results found are satisfactory.

Keywords: Photovoltaic pumping system (PVPS), incremental conductance (INC), MPPT algorithm, boost converter.

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Authors: T. Hussein

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In this paper, determining the optimal proportionalintegral- derivative (PID) controller gains of an single-area load frequency control (LFC) system using genetic algorithm (GA) is presented. The LFC is notoriously difficult to control optimally using conventionally tuning a PID controller because the system parameters are constantly changing. It is for this reason the GA as tuning strategy was applied. The simulation has been conducted in MATLAB Simulink package for single area power system. the simulation results shows the effectiveness performance of under various disturbance.

Keywords: Load Frequency Control (LFC), PID controller and Genetic Algorithm (GA).

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Authors: A. Omran, G. El-Bayiumi, M. Bayoumi, A. Kassem

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Applicability of tuning the controller gains for Stewart manipulator using genetic algorithm as an efficient search technique is investigated. Kinematics and dynamics models were introduced in detail for simulation purpose. A PD task space control scheme was used. For demonstrating technique feasibility, a Stewart manipulator numerical-model was built. A genetic algorithm was then employed to search for optimal controller gains. The controller was tested onsite a generic circular mission. The simulation results show that the technique is highly convergent with superior performance operating for different payloads.

Keywords: Stewart kinematics, Stewart dynamics, task space control, genetic algorithm.

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Authors: Buntara Sthenly Gan, Naohiro Kawada

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A simple and easy algorithm is presented for a fast calculation of kernel functions which required in fluid simulations using the Smoothed Particle Hydrodynamic (SPH) method. Present proposed algorithm improves the Linked-list algorithm and adopts the Pair-Wise Interaction technique, which are widely used for evaluating kernel functions in fluid simulations using the SPH method. The algorithm is easy to be implemented without any complexities in programming. Some benchmark examples are used to show the simulation time saved by using the proposed algorithm. Parametric studies on the number of divisions for sub-domains, smoothing length and total amount of particles are conducted to show the effectiveness of the present technique. A compact formulation is proposed for practical usage.

Keywords: Technique, fluid simulation, smoothing particle hydrodynamic (SPH), particle interaction.

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Authors: Nabeel A. Qazi, Absaar ul Jabbar, Khalid Parvez

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A code has been developed in Mathematica using Direct Simulation Monte Carlo (DSMC) technique. The code was tested for 2-D air flow around a circular cylinder. Same geometry and flow properties were used in FLUENT 6.2 for comparison. The results obtained from Mathematica simulation indicated significant agreement with FLUENT calculations, hence providing insight into particle nature of fluid flows.

Keywords: DSMC algorithm, non continuum gas flows, Monte Carlo methods

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Authors: Biao Qin, Jin Huang, Jiaojiao Ren, Wei Kang

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This paper deals with the problem of passivity analysis for stochastic neural networks with leakage, discrete and distributed delays. By using delay partitioning technique, free weighting matrix method and stochastic analysis technique, several sufficient conditions for the passivity of the addressed neural networks are established in terms of linear matrix inequalities (LMIs), in which both the time-delay and its time derivative can be fully considered. A numerical example is given to show the usefulness and effectiveness of the obtained results.

Keywords: Passivity, Stochastic neural networks, Multiple time delays, Linear matrix inequalities (LMIs).

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Authors: Lokendra Singh Umrao, Ravi Shankar Singh

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This paper presents an optimal broadcast algorithm for the hypercube networks. The main focus of the paper is the effectiveness of the algorithm in the presence of many node faults. For the optimal solution, our algorithm builds with spanning tree connecting the all nodes of the networks, through which messages are propagated from source node to remaining nodes. At any given time, maximum n − 1 nodes may fail due to crashing. We show that the hypercube networks are strongly fault-tolerant. Simulation results analyze to accomplish algorithm characteristics under many node faults. We have compared our simulation results between our proposed method and the Fu’s method. Fu’s approach cannot tolerate n − 1 faulty nodes in the worst case, but our approach can tolerate n − 1 faulty nodes.

Keywords: Fault tolerance, hypercube, broadcasting, link/node faults, routing.

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Authors: Shahla Shoghian, Maryam Kouzehgar

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The main objective of this paper is applying a comparison between the Wolf Pack Search (WPS) as a newly introduced intelligent algorithm with several other known algorithms including Particle Swarm Optimization (PSO), Shuffled Frog Leaping (SFL), Binary and Continues Genetic algorithms. All algorithms are applied on two benchmark cost functions. The aim is to identify the best algorithm in terms of more speed and accuracy in finding the solution, where speed is measured in terms of function evaluations. The simulation results show that the SFL algorithm with less function evaluations becomes first if the simulation time is important, while if accuracy is the significant issue, WPS and PSO would have a better performance.

Keywords: Wolf Pack Search, Particle Swarm Optimization, Continues Genetic Algorithm, Binary Genetic Algorithm, Shuffled Frog Leaping, Optimization.

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Authors: Yong Li

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The paper is concerned with the existence of solution of nonlinear second order neutral stochastic differential inclusions with infinite delay in a Hilbert Space. Sufficient conditions for the existence are obtained by using a fixed point theorem for condensing maps.

Keywords: Mild solution, Convex multivalued map, Neutral stochastic differential inclusions.

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Authors: Noor Atinah Ahmad

Abstract:

The Minimal Residual (MR) is modified for adaptive filtering application. Three forms of MR based algorithm are presented: i) the low complexity SPCG, ii) MREDSI, and iii) MREDSII. The low complexity is a reduced complexity version of a previously proposed SPCG algorithm. Approximations introduced reduce the algorithm to an LMS type algorithm, but, maintain the superior convergence of the SPCG algorithm. Both MREDSI and MREDSII are MR based methods with Euclidean direction of search. The choice of Euclidean directions is shown via simulation to give better misadjustment compared to their gradient search counterparts.

Keywords: Adaptive filtering, Adaptive least square, Minimalresidual method.

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Authors: Jin-Sung Kim, Jin-Hwan Kim, Ji-Mo Park, Sung-Man Park, Won-Yong Choe, Hoon Heo

Abstract:

An optimal control of Reverse Osmosis (RO) plant is studied in this paper utilizing the auto tuning concept in conjunction with PID controller. A control scheme composing an auto tuning stochastic technique based on an improved Genetic Algorithm (GA) is proposed. For better evaluation of the process in GA, objective function defined newly in sense of root mean square error has been used. Also in order to achieve better performance of GA, more pureness and longer period of random number generation in operation are sought. The main improvement is made by replacing the uniform distribution random number generator in conventional GA technique to newly designed hybrid random generator composed of Cauchy distribution and linear congruential generator, which provides independent and different random numbers at each individual steps in Genetic operation. The performance of newly proposed GA tuned controller is compared with those of conventional ones via simulation.

Keywords: Genetic Algorithm, Auto tuning, Hybrid random number generator, Reverse Osmosis, PID controller

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Authors: Shrawan Kumar, D. K. Lobiyal

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In this paper, we propose improved versions of DVHop algorithm as QDV-Hop algorithm and UDV-Hop algorithm for better localization without the need for additional range measurement hardware. The proposed algorithm focuses on third step of DV-Hop, first error terms from estimated distances between unknown node and anchor nodes is separated and then minimized. In the QDV-Hop algorithm, quadratic programming is used to minimize the error to obtain better localization. However, quadratic programming requires a special optimization tool box that increases computational complexity. On the other hand, UDV-Hop algorithm achieves localization accuracy similar to that of QDV-Hop by solving unconstrained optimization problem that results in solving a system of linear equations without much increase in computational complexity. Simulation results show that the performance of our proposed schemes (QDV-Hop and UDV-Hop) is superior to DV-Hop and DV-Hop based algorithms in all considered scenarios.

Keywords: Wireless sensor networks, Error term, DV-Hop algorithm, Localization.

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Authors: Juyi Park, Jung-Min Kim, Hee-Hwan Park, Jin-Wook Kim, Gye-Hyung Kang, Soo-Ho Kim

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This paper presents an iterative algorithm to find a inverse kinematic solution of 5-DOF robot. The algorithm is to minimize the iteration number. Since the 5-DOF robot cannot give full orientation of tool. Only z-direction of tool is satisfied while rotation of tool is determined by kinematic constraint. This work therefore described how to specify the tool direction and let the tool rotation free. The simulation results show that this algorithm effectively worked. Using the proposed iteration algorithm, error due to inverse kinematics converged to zero rapidly in 5 iterations. This algorithm was applied in real welding robot and verified through various practical works.

Keywords: 5-DOF manipulator, Inverse kinematics, Iterative algorithm, Wrist offset.

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Authors: Nitin Gupta, Rakesh Kumar Bajaj

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In the present communication, stochastic comparison of a series (parallel) system having heterogeneous components with random lifetimes and series (parallel) system having homogeneous exponential components with random lifetimes has been studied. Further, conditions under which such a comparison is possible has been established.

Keywords: Exponential distribution, Order statistics, Star ordering, Stochastic ordering.

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Authors: R. Sharma, M. Gopal

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This paper presents a new problem solving approach that is able to generate optimal policy solution for finite-state stochastic sequential decision-making problems with high data efficiency. The proposed algorithm iteratively builds and improves an approximate Markov Decision Process (MDP) model along with cost-to-go value approximates by generating finite length trajectories through the state-space. The approach creates a synergy between an approximate evolving model and approximate cost-to-go values to produce a sequence of improving policies finally converging to the optimal policy through an intelligent and structured search of the policy space. The approach modifies the policy update step of the policy iteration so as to result in a speedy and stable convergence to the optimal policy. We apply the algorithm to a non-holonomic mobile robot control problem and compare its performance with other Reinforcement Learning (RL) approaches, e.g., a) Q-learning, b) Watkins Q(λ), c) SARSA(λ).

Keywords: Markov Decision Process (MDP), Mobile robot, Policy iteration, Simulation.

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Authors: N. Mpofu, M. Sears

Abstract:

In this paper, we propose a novel algorithm for delineating the endocardial wall from a human heart ultrasound scan. We assume that the gray levels in the ultrasound images are independent and identically distributed random variables with different Rician Inverse Gaussian (RiIG) distributions. Both synthetic and real clinical data will be used for testing the algorithm. Algorithm performance will be evaluated using the expert radiologist evaluation of a soft copy of an ultrasound scan during the scanning process and secondly, doctor’s conclusion after going through a printed copy of the same scan. Successful implementation of this algorithm should make it possible to differentiate normal from abnormal soft tissue and help disease identification, what stage the disease is in and how best to treat the patient. We hope that an automated system that uses this algorithm will be useful in public hospitals especially in Third World countries where problems such as shortage of skilled radiologists and shortage of ultrasound machines are common. These public hospitals are usually the first and last stop for most patients in these countries.

Keywords: Endorcardial Wall, Rician Inverse Distributions, Segmentation, Ultrasound Images.

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Authors: Siliang Wang, Minghui Wang, Jun Hu

Abstract:

A novel path planning approach is presented to solve optimal path in stochastic, time-varying networks under priori traffic information. Most existing studies make use of dynamic programming to find optimal path. However, those methods are proved to be unable to obtain global optimal value, moreover, how to design efficient algorithms is also another challenge. This paper employs a decision theoretic framework for defining optimal path: for a given source S and destination D in urban transit network, we seek an S - D path of lowest expected travel time where its link travel times are discrete random variables. To solve deficiency caused by the methods of dynamic programming, such as curse of dimensionality and violation of optimal principle, an integer programming model is built to realize assignment of discrete travel time variables to arcs. Simultaneously, pruning techniques are also applied to reduce computation complexity in the algorithm. The final experiments show the feasibility of the novel approach.

Keywords: pruning method, stochastic, time-varying networks, optimal path planning.

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Authors: Lenka Krulikovská, Jaroslav Polec, Tomáš Hirner

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In this paper we present a novel method, which reduces the computational complexity of abrupt cut detection. We have proposed fast algorithm, where the similarity of frames within defined step is evaluated instead of comparing successive frames. Based on the results of simulation on large video collection, the proposed fast algorithm is able to achieve 80% reduction of needed frames comparisons compared to actually used methods without the shot cut detection accuracy degradation.

Keywords: Abrupt cut, fast algorithm, shot cut detection, Pearson correlation coefficient.

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Authors: Jing Zhao, Yoshiharu Ishikawa, Chuan Xiao, Kento Sugiura

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In order to analyze large-scale scientific data, research on data exploration and visualization has gained popularity. In this paper, we focus on the exploration and visualization of scientific simulation data, and define a spatial V-Optimal histogram for data summarization. We propose histogram construction algorithms based on a general binary hierarchical partitioning as well as a more specific one, the l-grid partitioning. For effective data summarization and efficient data visualization in scientific data analysis, we propose an optimal algorithm as well as a heuristic algorithm for histogram construction. To verify the effectiveness and efficiency of the proposed methods, we conduct experiments on the massive evacuation simulation data.

Keywords: Simulation data, data summarization, spatial histograms, exploration and visualization.

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Authors: Xinhua Zhang, Kelin Li

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In this paper, the problem of stability analysis for a class of impulsive stochastic fuzzy neural networks with timevarying delays and reaction-diffusion is considered. By utilizing suitable Lyapunov-Krasovskii funcational, the inequality technique and stochastic analysis technique, some sufficient conditions ensuring global exponential stability of equilibrium point for impulsive stochastic fuzzy cellular neural networks with time-varying delays and diffusion are obtained. In particular, the estimate of the exponential convergence rate is also provided, which depends on system parameters, diffusion effect and impulsive disturbed intention. It is believed that these results are significant and useful for the design and applications of fuzzy neural networks. An example is given to show the effectiveness of the obtained results.

Keywords: Exponential stability, stochastic fuzzy cellular neural networks, time-varying delays, impulses, reaction-diffusion terms.

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Authors: Jagannath Aryal, Don Kulasiri, Dishi Liu

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This paper describes the optimization of a complex dairy farm simulation model using two quite different methods of optimization, the Genetic algorithm (GA) and the Lipschitz Branch-and-Bound (LBB) algorithm. These techniques have been used to improve an agricultural system model developed by Dexcel Limited, New Zealand, which describes a detailed representation of pastoral dairying scenarios and contains an 8-dimensional parameter space. The model incorporates the sub-models of pasture growth and animal metabolism, which are themselves complex in many cases. Each evaluation of the objective function, a composite 'Farm Performance Index (FPI)', requires simulation of at least a one-year period of farm operation with a daily time-step, and is therefore computationally expensive. The problem of visualization of the objective function (response surface) in high-dimensional spaces is also considered in the context of the farm optimization problem. Adaptations of the sammon mapping and parallel coordinates visualization are described which help visualize some important properties of the model-s output topography. From this study, it is found that GA requires fewer function evaluations in optimization than the LBB algorithm.

Keywords: Genetic Algorithm, Linux Cluster, LipschitzBranch-and-Bound, Optimization

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Authors: Y. Wu

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Today-s business has inevitably been set in the global supply chain management environment. International transportation has never played such an important role in the global supply chain network, because movement of shipments from one country to another tends to be more frequent than ever before. This paper studies international transportation problems experienced by an international transportation company. Because of the limited fleet capacity, the transportation company has to hire additional trucks from two countries in advance. However, customer-s shipment information is uncertain, and decisions have to be made before accurate information can be obtained. This paper proposes a stochastic mixed 0-1 programming model to solve the international transportation problems under uncertain demand. A series of experiments demonstrate the effectiveness of the proposed stochastic model.

Keywords: Global supply chain management, international transportation, stochastic programming.

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Authors: A. Idawaty, O. Mohamed, A. Z. Zuriati

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This paper presents the development of an event based Discrete Event Simulation (DES) for a recovery algorithm known Backward Recovery Global Preemptive Utility Accrual Scheduling (BR_GPUAS). This algorithm implements the Backward Recovery (BR) mechanism as a fault recovery solution under the existing Time/Utility Function/ Utility Accrual (TUF/UA) scheduling domain for multiprocessor environment. The BR mechanism attempts to take the faulty tasks back to its initial safe state and then proceeds to re-execute the affected section of the faulty tasks to enable recovery. Considering that faults may occur in the components of any system; a fault tolerance system that can nullify the erroneous effect is necessary to be developed. Current TUF/UA scheduling algorithm uses the abortion recovery mechanism and it simply aborts the erroneous task as their fault recovery solution. None of the existing algorithm in TUF/UA scheduling domain in multiprocessor scheduling environment have considered the transient fault and implement the BR mechanism as a fault recovery mechanism to nullify the erroneous effect and solve the recovery problem in this domain. The developed BR_GPUAS simulator has derived the set of parameter, events and performance metrics according to a detailed analysis of the base model. Simulation results revealed that BR_GPUAS algorithm can saved almost 20-30% of the accumulated utilities making it reliable and efficient for the real-time application in the multiprocessor scheduling environment.

Keywords: Time Utility Function/ Utility Accrual (TUF/UA) scheduling, Real-time system (RTS), Backward Recovery, Multiprocessor, Discrete Event Simulation (DES).

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Authors: Nilar Win Kyaw

Abstract:

In cryptography, confusion and diffusion are very important to get confidentiality and privacy of message in block ciphers and stream ciphers. There are two types of network to provide confusion and diffusion properties of message in block ciphers. They are Substitution- Permutation network (S-P network), and Feistel network. NLFS (Non-Linear feedback stream cipher) is a fast and secure stream cipher for software application. NLFS have two modes basic mode that is synchronous mode and self synchronous mode. Real random numbers are non-deterministic. R-box (random box) based on the dynamic properties and it performs the stochastic transformation of data that can be used effectively meet the challenges of information is protected from international destructive impacts. In this paper, a new implementation of stochastic transformation will be proposed.

Keywords: S-P network, Feistel network, R-block, stochastic transformation

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Authors: Tomoaki Hashimoto

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Recent technological advance has prompted significant interest in developing the control theory of quantum systems. Following the increasing interest in the control of quantum dynamics, this paper examines the control problem of Schrödinger equation because quantum dynamics is basically governed by Schrödinger equation. From the practical point of view, stochastic disturbances cannot be avoided in the implementation of control method for quantum systems. Thus, we consider here the robust stabilization problem of Schrödinger equation against stochastic disturbances. In this paper, we adopt model predictive control method in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. The objective of this study is to derive the stability criterion for model predictive control of Schrödinger equation under stochastic disturbances.

Keywords: Optimal control, stochastic systems, quantum systems, stabilization.

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Authors: Joabe Silva, Ginalber Serra

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This paper proposes the analysis and design of robust fuzzy control to Stochastic Parametrics Uncertaint Linear systems. This system type to be controlled is partitioned into several linear sub-models, in terms of transfer function, forming a convex polytope, similar to LPV (Linear Parameters Varying) system. Once defined the linear sub-models of the plant, these are organized into fuzzy Takagi- Sugeno (TS) structure. From the Parallel Distributed Compensation (PDC) strategy, a mathematical formulation is defined in the frequency domain, based on the gain and phase margins specifications, to obtain robust PI sub-controllers in accordance to the Takagi- Sugeno fuzzy model of the plant. The main results of the paper are based on the robust stability conditions with the proposal of one Axiom and two Theorems.

Keywords: Fuzzy Systems; Robust Stability, Stochastic Control, Stochastic Process

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Authors: Vahid Salmani, Saman Taghavi Zargar, Mahmoud Naghibzadeh

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This paper presents a modified version of the maximum urgency first scheduling algorithm. The maximum urgency algorithm combines the advantages of fixed and dynamic scheduling to provide the dynamically changing systems with flexible scheduling. This algorithm, however, has a major shortcoming due to its scheduling mechanism which may cause a critical task to fail. The modified maximum urgency first scheduling algorithm resolves the mentioned problem. In this paper, we propose two possible implementations for this algorithm by using either earliest deadline first or modified least laxity first algorithms for calculating the dynamic priorities. These two approaches are compared together by simulating the two algorithms. The earliest deadline first algorithm as the preferred implementation is then recommended. Afterwards, we make a comparison between our proposed algorithm and maximum urgency first algorithm using simulation and results are presented. It is shown that modified maximum urgency first is superior to maximum urgency first, since it usually has less task preemption and hence, less related overhead. It also leads to less failed non-critical tasks in overloaded situations.

Keywords: Modified maximum urgency first, maximum urgency first, real-time systems, scheduling.

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Authors: Zixin Liu, Huawei Yang, Fangwei Chen

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In this paper, the issue of pth moment stability of a class of stochastic neural networks with mixed delays is investigated. By establishing two integro-differential inequalities, some new sufficient conditions ensuring pth moment exponential stability are obtained. Compared with some previous publications, our results generalize some earlier works reported in the literature, and remove some strict constraints of time delays and kernel functions. Two numerical examples are presented to illustrate the validity of the main results.

Keywords: Neural networks, stochastic, PTH moment stable, time varying delays, distributed delays.

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Authors: Mao Wei

Abstract:

The main aim of this paper is to investigate the exponential stability of the Euler method for a stochastic age-dependent population equations with Poisson random measures. It is proved that the Euler scheme is exponentially stable in mean square sense. An example is given for illustration.

Keywords: Stochastic age-dependent population equations, poisson random measures, numerical solutions, exponential stability.

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