Search results for: free boundary problem
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4932

Search results for: free boundary problem

3882 Image Haze Removal Using Scene Depth Based Spatially Varying Atmospheric Light in Haar Lifting Wavelet Domain

Authors: Prabh Preet Singh, Harpreet Kaur

Abstract:

This paper presents a method for single image dehazing based on dark channel prior (DCP). The property that the intensity of the dark channel gives an approximate thickness of the haze is used to estimate the transmission and atmospheric light. Instead of constant atmospheric light, the proposed method employs scene depth to estimate spatially varying atmospheric light as it truly occurs in nature. Haze imaging model together with the soft matting method has been used in this work to produce high quality haze free image. Experimental results demonstrate that the proposed approach produces better results than the classic DCP approach as color fidelity and contrast of haze free image are improved and no over-saturation in the sky region is observed. Further, lifting Haar wavelet transform is employed to reduce overall execution time by a factor of two to three as compared to the conventional approach.

Keywords: Depth based atmospheric light, dark channel prior, lifting wavelet.

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3881 Influence of Single and Multiple Skin-Core Debonding on Free Vibration Characteristics of Innovative GFRP Sandwich Panels

Authors: Indunil Jayatilake, Warna Karunasena, Weena Lokuge

Abstract:

An Australian manufacturer has fabricated an innovative GFRP sandwich panel made from E-glass fiber skin and a modified phenolic core for structural applications. Debonding, which refers to separation of skin from the core material in composite sandwiches, is one of the most common types of damage in composites. The presence of debonding is of great concern because it not only severely affects the stiffness but also modifies the dynamic behaviour of the structure. Generally it is seen that the majority of research carried out has been concerned about the delamination of laminated structures whereas skin-core debonding has received relatively minor attention. Furthermore it is observed that research done on composite slabs having multiple skin-core debonding is very limited. To address this gap, a comprehensive research investigating dynamic behaviour of composite panels with single and multiple debonding is presented. The study uses finite-element modelling and analyses for investigating the influence of debonding on free vibration behaviour of single and multilayer composite sandwich panels. A broad parametric investigation has been carried out by varying debonding locations, debonding sizes and support conditions of the panels in view of both single and multiple debonding. Numerical models were developed with Strand7 finite element package by innovatively selecting the suitable elements to diligently represent their actual behavior. Three-dimensional finite element models were employed to simulate the physically real situation as close as possible, with the use of an experimentally and numerically validated finite element model. Comparative results and conclusions based on the analyses are presented. For similar extents and locations of debonding, the effect of debonding on natural frequencies appears greatly dependent on the end conditions of the panel, giving greater decrease in natural frequency when the panels are more restrained. Some modes are more sensitive to debonding and this sensitivity seems to be related to their vibration mode shapes. The fundamental mode seems generally the least sensitive mode to debonding with respect to the variation in free vibration characteristics. The results indicate the effectiveness of the developed three dimensional finite element models in assessing debonding damage in composite sandwich panels.

Keywords: Debonding, free vibration behaviour, GFRP sandwich panels, three dimensional finite element modelling.

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3880 A Retrievable Genetic Algorithm for Efficient Solving of Sudoku Puzzles

Authors: Seyed Mehran Kazemi, Bahare Fatemi

Abstract:

Sudoku is a logic-based combinatorial puzzle game which is popular among people of different ages. Due to this popularity, computer softwares are being developed to generate and solve Sudoku puzzles with different levels of difficulty. Several methods and algorithms have been proposed and used in different softwares to efficiently solve Sudoku puzzles. Various search methods such as stochastic local search have been applied to this problem. Genetic Algorithm (GA) is one of the algorithms which have been applied to this problem in different forms and in several works in the literature. In these works, chromosomes with little or no information were considered and obtained results were not promising. In this paper, we propose a new way of applying GA to this problem which uses more-informed chromosomes than other works in the literature. We optimize the parameters of our GA using puzzles with different levels of difficulty. Then we use the optimized values of the parameters to solve various puzzles and compare our results to another GA-based method for solving Sudoku puzzles.

Keywords: Genetic algorithm, optimization, solving Sudoku puzzles, stochastic local search.

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3879 An Effective Genetic Algorithm for a Complex Real-World Scheduling Problem

Authors: Anis Gharbi, Mohamed Haouari, Talel Ladhari, Mohamed Ali Rakrouki

Abstract:

We address a complex scheduling problem arising in the wood panel industry with the objective of minimizing a quadratic function of job tardiness. The proposed solution strategy, which is based on an effective genetic algorithm, has been coded and implemented within a major Tunisian company, leader in the wood panel manufacturing. Preliminary experimental results indicate significant decrease of delivery times.

Keywords: Genetic algorithm, heuristic, hybrid flowshop, total weighted squared tardiness.

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3878 Free Convective Heat Transfer in an Enclosure Filled with Porous Media with and without Insulated Moving Wall

Authors: Laith Jaafer Habeeb

Abstract:

The present work is concerned with the free convective two dimensional flow and heat transfer, in isotropic fluid filled porous rectangular enclosure with differentially heated walls for steady state incompressible flow have been investigated for non- Darcy flow model. Effects of Darcy number (0.0001 £Da£ 10), Rayleigh number (10 £Ra£ 5000), and aspect ratio (0.25 £AR£ 4), for a range of porosity (0.4 £e£ 0.9) with and without moving lower wall have been studied. The cavity was insulated at the lower and upper surfaces. The right and left heated surfaces allows convective transport through the porous medium, generating a thermal stratification and flow circulations. It was found that the Darcy number, Rayleigh number, aspect ratio, and porosity considerably influenced characteristics of flow and heat transfer mechanisms. The results obtained are discussed in terms of the Nusselt number, vectors, contours, and isotherms.

Keywords: Numerical study, moving-wall cavity flow, saturated porous medium, different Darcy and Rayleigh numbers.

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3877 The Profit Trend of Cosmetics Products Using Bootstrap Edgeworth Approximation

Authors: Edlira Donefski, Lorenc Ekonomi, Tina Donefski

Abstract:

Edgeworth approximation is one of the most important statistical methods that has a considered contribution in the reduction of the sum of standard deviation of the independent variables’ coefficients in a Quantile Regression Model. This model estimates the conditional median or other quantiles. In this paper, we have applied approximating statistical methods in an economical problem. We have created and generated a quantile regression model to see how the profit gained is connected with the realized sales of the cosmetic products in a real data, taken from a local business. The Linear Regression of the generated profit and the realized sales was not free of autocorrelation and heteroscedasticity, so this is the reason that we have used this model instead of Linear Regression. Our aim is to analyze in more details the relation between the variables taken into study: the profit and the finalized sales and how to minimize the standard errors of the independent variable involved in this study, the level of realized sales. The statistical methods that we have applied in our work are Edgeworth Approximation for Independent and Identical distributed (IID) cases, Bootstrap version of the Model and the Edgeworth approximation for Bootstrap Quantile Regression Model. The graphics and the results that we have presented here identify the best approximating model of our study.

Keywords: Bootstrap, Edgeworth approximation, independent and Identical distributed, quantile.

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3876 Developing Safety Behavior Practice Suitable for Thai Industrial Operators

Authors: Lertchai Ratana-Arporn, Aphisith Angkhanit

Abstract:

The objective of this study was to develop safety practices which is suitable for Thai industrial operators from Incident and Injury Free, IIF to create safety behavior and reduce the un-safe records in the petroleum industry. A number of 310 technicians i.e., 295 males and 15 females, in service maintenance section participated in this program. The safety attitude level and safety behavior level for pre-attended and post-attended the developed safety practices of the technicians were evaluated using questionnaire procedure and on-site observation. After applied the developed practice program, both of the safety attitudes and safety behavior were increased to be at very good level and good level, respectively. Evaluating the follow-up unsafe records, it was found that the injury was reduced from 0.11 to 0 case/month, the medical treatment case was reduced from 0.22 to 0 case/month and the first aid case was reduced from 1 to 0.33 case/month. The developed safety working practice was successfully implemented to Thai industrial operators.

Keywords: Incident and Injury Free, safety practices, Thai industrial operators, "WeCare".

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3875 Urban Areas Management in Developing Countries: Analysis of the Urban Areas Crossed with Risk of Storm Water Drains, Aswan-Egypt

Authors: Omar Hamdy, Schichen Zhao, Hussein Abd El-Atty, Ayman Ragab, Muhammad Salem

Abstract:

One of the most risky areas in Aswan is Abouelreesh, which is suffering from flood disasters, as heavy deluge inundates urban areas causing considerable damage to buildings and infrastructure. Moreover, the main problem was the urban sprawl towards this risky area. This paper aims to identify the urban areas located in the risk areas prone to flash floods. Analyzing this phenomenon needs a lot of data to ensure satisfactory results; however, in this case the official data and field data were limited, and therefore, free sources of satellite data were used. This paper used ArcGIS tools to obtain the storm water drains network by analyzing DEM files. Additionally, historical imagery in Google Earth was studied to determine the age of each building. The last step was to overlay the urban area layer and the storm water drains layer to identify the vulnerable areas. The results of this study would be helpful to urban planners and government officials to make the disasters risk estimation and develop primary plans to recover the risky area, especially urban areas located in torrents.

Keywords: Risk area, DEM, storm water drains, GIS.

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3874 An Expansion Method for Schrödinger Equation of Quantum Billiards with Arbitrary Shapes

Authors: İnci M. Erhan

Abstract:

A numerical method for solving the time-independent Schrödinger equation of a particle moving freely in a three-dimensional axisymmetric region is developed. The boundary of the region is defined by an arbitrary analytic function. The method uses a coordinate transformation and an expansion in eigenfunctions. The effectiveness is checked and confirmed by applying the method to a particular example, which is a prolate spheroid.

Keywords: Bessel functions, Eigenfunction expansion, Quantum billiard, Schrödinger equation, Spherical harmonics

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3873 Effect of Feeding Systems on Meat Goat CLA

Authors: P. Paengkoum, A. Lukkananukool, S. Bureenok, Y. Kawamoto, Y. Imura, J. Mitchaothai, S. Paengkoum, S. Traiyakun

Abstract:

The objective of this study was to investigate the effect of tropical forage source and feeding system on fatty acid composition and antioxidant activity in meat goats. Twenty male crossbred goats (Boer x Saanen), were included in the current study and the study design was assigned to be a 2 x 3 factorial in completely randomized design. All goats were slaughtered after 120 days of experimental period. Dietary tropical roughage sources were grass (Mulata II) and legume (Verano stylo). Both types of roughage were offered to the experimental meat goat as 3 feeding regimes; cut-and-carry, silage and grazing. All goats were fed basal concentrate diet at 1.5% of body weight, and they were fed ad libitum the roughages.Chemical composition, fatty acid profile and antioxidation activity of dietary treatments in all feeding system and longissimus dorsi (LD) muscles in all groups were quantified. The results have shown that the fat content in both types of studied roughage sources ranged from about 2.0% to 4.0% of DM and the fatty acid composition of those was mainly C16:0, C18:2n6 and C18:3n3, with less proportion for C18:1n9. The free-radical scavenging activity of the Mulato II was lower than that of the Verano stylo. The free-radical scavenging activity of the Mulato II was lower than that of the Verano stylo. For LD muscle, the fatty acid composition was mainly C16:0, C18:0 and C18:1n9, with less proportion for C18:2n6. The LD muscle of the goats fed with Mulato II and the Verano stylo by grazing had highest free-radical scavenging activity, compared to those fed with cut-and-carry and silage regime, although there were rather high unsaturated fatty acids in LD muscle. Thus, feeding the meat goats with the Mulato II and Verano stylo by grazing would be beneficial effect for consumers to intake high unsaturated fatty acids and lower risk for oxidation from goat meat.

Keywords: Feeding system, goat, CLA, meat.

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3872 Study on Nitrite Accumulation Characteristics and Nitrifying Population Dynamics at Different Growth Environments

Authors: Yunxia Zhang, Jiti Zhou, Jianbo Guo, Xiuhong Zhang, Lihong Zhao, Shouzhi Yuan

Abstract:

Novel nitrogen removal technologies via nitrite pathway attract increasing interest in recent years. In this study, batch experiments were performed to investigate nitrite accumulation characteristics and shifts in nitrifying community structure at different growth environments including ammonia concentration, pH and alkalinity. It was found that nitrite accumulation ratios were maintained at around 95% at studied conditions, and the optimum pH and Alk/N (ratio between alkalinity and nitrogen) for ammonium oxidization were 8.5 and 8.33, respectively. Fluorescence in situ hybridization analysis of nitrifying bacteria showed that high free ammonia (from influent ammonium or caused by high pH) significantly altered the structure of nitrifying community, leading to abundance of ammonia-oxidizing bacteria (AOB), especially Nitrososmonas, and inhibition of nitrite-oxidizing bacteria (NOB). The results suggest that free ammonia plays more important role than other studied conditions on nitrite accumulation.

Keywords: Partial nitrification, Nitrite accumulation, Nitrifyingbacteria, Fluorescence in situ hybridization (FISH).

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3871 Vehicle Routing Problem with Mixed Fleet of Conventional and Heterogenous Electric Vehicles and Time Dependent Charging Costs

Authors: Ons Sassi, Wahiba Ramdane Cherif-Khettaf, Ammar Oulamara

Abstract:

In this paper, we consider the vehicle routing problem with mixed fleet of conventional and heterogenous electric vehicles and time dependent charging costs, denoted VRP-HFCC, in which a set of geographically scattered customers have to be served by a mixed fleet of vehicles composed of a heterogenous fleet of Electric Vehicles (EVs), having different battery capacities and operating costs, and Conventional Vehicles (CVs). We include the possibility of charging EVs in the available charging stations during the routes in order to serve all customers. Each charging station offers charging service with a known technology of chargers and time dependent charging costs. Charging stations are also subject to operating time windows constraints. EVs are not necessarily compatible with all available charging technologies and a partial charging is allowed. Intermittent charging at the depot is also allowed provided that constraints related to the electricity grid are satisfied. The objective is to minimize the number of employed vehicles and then minimize the total travel and charging costs. In this study, we present a Mixed Integer Programming Model and develop a Charging Routing Heuristic and a Local Search Heuristic based on the Inject-Eject routine with different insertion methods. All heuristics are tested on real data instances.

Keywords: charging problem, electric vehicle, heuristics, local search, optimization, routing problem.

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3870 Consensus of Multi-Agent Systems under the Special Consensus Protocols

Authors: Konghe Xie

Abstract:

Two consensus problems are considered in this paper. One is the consensus of linear multi-agent systems with weakly connected directed communication topology. The other is the consensus of nonlinear multi-agent systems with strongly connected directed communication topology. For the first problem, a simplified consensus protocol is designed: Each child agent can only communicate with one of its neighbors. That is, the real communication topology is a directed spanning tree of the original communication topology and without any cycles. Then, the necessary and sufficient condition is put forward to the multi-agent systems can be reached consensus. It is worth noting that the given conditions do not need any eigenvalue of the corresponding Laplacian matrix of the original directed communication network. For the second problem, the feedback gain is designed in the nonlinear consensus protocol. Then, the sufficient condition is proposed such that the systems can be achieved consensus. Besides, the consensus interval is introduced and analyzed to solve the consensus problem. Finally, two numerical simulations are included to verify the theoretical analysis.

Keywords: Consensus, multi-agent systems, directed spanning tree, the Laplacian matrix.

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3869 Hierarchically Modeling Cognition and Behavioral Problems of an Under-Represented Group

Authors: Zhidong Zhang, Zhi-Chao Zhang

Abstract:

This study examined the mental health and behavioral problems in early adolescence with the instrument of Achenbach System of Empirically Based Assessment (ASEBA). The purpose of the study was stratified sampling method was used to collect data from 1975 participants. Multiple regression models and hierarchical regression models were applied to examine the relations between the background variables and internalizing problems, and the ones between students’ performance and internalizing problems. The results indicated that several background variables as predictors could significantly predict the anxious/depressed problem; reading and social study scores could significantly predict the anxious/depressed problem. However the class as a hierarchical macro factor did not indicate the significant effect. In brief, the majority of these models represented that the background variables, behaviors and academic performance were significantly related to the anxious/depressed problem.

Keywords: Behavioral problems, anxious/depression problems, empirical-based assessment, hierarchical modeling.

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3868 Intuition Operator: Providing Genomes with Reason

Authors: Grigorios N. Beligiannis, Georgios A. Tsirogiannis, Panayotis E. Pintelas

Abstract:

In this contribution, the use of a new genetic operator is proposed. The main advantage of using this operator is that it is able to assist the evolution procedure to converge faster towards the optimal solution of a problem. This new genetic operator is called ''intuition'' operator. Generally speaking, one can claim that this operator is a way to include any heuristic or any other local knowledge, concerning the problem, that cannot be embedded in the fitness function. Simulation results show that the use of this operator increases significantly the performance of the classic Genetic Algorithm by increasing the convergence speed of its population.

Keywords: Genetic algorithms, intuition operator, reasonable genomes, complex search space, nonlinear fitness functions

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3867 Characterization of Solutions of Nonsmooth Variational Problems and Duality

Authors: Juan Zhang, Changzhao Li

Abstract:

In this paper, we introduce a new class of nonsmooth pseudo-invex and nonsmooth quasi-invex functions to non-smooth variational problems. By using these concepts, numbers of necessary and sufficient conditions are established for a nonsmooth variational problem wherein Clarke’s generalized gradient is used. Also, weak, strong and converse duality are established.

Keywords: Variational problem, Nonsmooth pseudo-invex, Nonsmooth quasi-invex, Critical point, Duality

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3866 Enhanced Imperialist Competitive Algorithm for the Cell Formation Problem Using Sequence Data

Authors: S. H. Borghei, E. Teymourian, M. Mobin, G. M. Komaki, S. Sheikh

Abstract:

Imperialist Competitive Algorithm (ICA) is a recent meta-heuristic method that is inspired by the social evolutions for solving NP-Hard problems. The ICA is a population-based algorithm which has achieved a great performance in comparison to other metaheuristics. This study is about developing enhanced ICA approach to solve the Cell Formation Problem (CFP) using sequence data. In addition to the conventional ICA, an enhanced version of ICA, namely EICA, applies local search techniques to add more intensification aptitude and embed the features of exploration and intensification more successfully. Suitable performance measures are used to compare the proposed algorithms with some other powerful solution approaches in the literature. In the same way, for checking the proficiency of algorithms, forty test problems are presented. Five benchmark problems have sequence data, and other ones are based on 0-1 matrices modified to sequence based problems. Computational results elucidate the efficiency of the EICA in solving CFP problems.

Keywords: Cell formation problem, Group technology, Imperialist competitive algorithm, Sequence data.

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3865 Characteristic Function in Estimation of Probability Distribution Moments

Authors: Vladimir S. Timofeev

Abstract:

In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: Characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation.

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3864 Elephant Herding Optimization for Service Selection in QoS-Aware Web Service Composition

Authors: Samia Sadouki Chibani, Abdelkamel Tari

Abstract:

Web service composition combines available services to provide new functionality. Given the number of available services with similar functionalities and different non functional aspects (QoS), the problem of finding a QoS-optimal web service composition is considered as an optimization problem belonging to NP-hard class. Thus, an optimal solution cannot be found by exact algorithms within a reasonable time. In this paper, a meta-heuristic bio-inspired is presented to address the QoS aware web service composition; it is based on Elephant Herding Optimization (EHO) algorithm, which is inspired by the herding behavior of elephant group. EHO is characterized by a process of dividing and combining the population to sub populations (clan); this process allows the exchange of information between local searches to move toward a global optimum. However, with Applying others evolutionary algorithms the problem of early stagnancy in a local optimum cannot be avoided. Compared with PSO, the results of experimental evaluation show that our proposition significantly outperforms the existing algorithm with better performance of the fitness value and a fast convergence.

Keywords: Elephant herding optimization, web service composition, bio-inspired algorithms, QoS optimization.

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3863 Critical Assessment of Scoring Schemes for Protein-Protein Docking Predictions

Authors: Dhananjay C. Joshi, Jung-Hsin Lin

Abstract:

Protein-protein interactions (PPI) play a crucial role in many biological processes such as cell signalling, transcription, translation, replication, signal transduction, and drug targeting, etc. Structural information about protein-protein interaction is essential for understanding the molecular mechanisms of these processes. Structures of protein-protein complexes are still difficult to obtain by biophysical methods such as NMR and X-ray crystallography, and therefore protein-protein docking computation is considered an important approach for understanding protein-protein interactions. However, reliable prediction of the protein-protein complexes is still under way. In the past decades, several grid-based docking algorithms based on the Katchalski-Katzir scoring scheme were developed, e.g., FTDock, ZDOCK, HADDOCK, RosettaDock, HEX, etc. However, the success rate of protein-protein docking prediction is still far from ideal. In this work, we first propose a more practical measure for evaluating the success of protein-protein docking predictions,the rate of first success (RFS), which is similar to the concept of mean first passage time (MFPT). Accordingly, we have assessed the ZDOCK bound and unbound benchmarks 2.0 and 3.0. We also createda new benchmark set for protein-protein docking predictions, in which the complexes have experimentally determined binding affinity data. We performed free energy calculation based on the solution of non-linear Poisson-Boltzmann equation (nlPBE) to improve the binding mode prediction. We used the well-studied thebarnase-barstarsystem to validate the parameters for free energy calculations. Besides,thenlPBE-based free energy calculations were conducted for the badly predicted cases by ZDOCK and ZRANK. We found that direct molecular mechanics energetics cannot be used to discriminate the native binding pose from the decoys.Our results indicate that nlPBE-based calculations appeared to be one of the promising approaches for improving the success rate of binding pose predictions.

Keywords: protein-protein docking, protein-protein interaction, molecular mechanics energetics, Poisson-Boltzmann calculations

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3862 Investigations of Free-to-Roll Motions and its Active Control under Pitch-up Maneuvers

Authors: Tanveer A. Khan, Xue Y. Deng, Yan K. Wang, Xu Si-Wen

Abstract:

Experiments have been carried out at sub-critical Reynolds number to investigate free-to-roll motions induced by forebody and/or wings complex flow on a 30° swept back nonslender wings-slender body-model for static and dynamic (pitch-up) cases. For the dynamic (pitch-up) case it has been observed that roll amplitude decreases and lag increases with increase in pitching speed. Decrease in roll amplitude with increase in pitch rate is attributed to low disturbing rolling moment due to weaker interaction between forebody and wing flow components. Asymmetric forebody vortices dominate and control the roll motion of the model in dynamic case when non-dimensional pitch rate ≥ 1x10-2. Effectiveness of the active control scheme utilizing rotating nose with artificial tip perturbation is observed to be low in the angle of attack region where the complex flow over the wings has contributions from both forebody and wings.

Keywords: Artificial Tip Perturbation, ExperimentalInvestigations, Forebody Asymmetric Vortices, Non-slender Wings-Body Model, Wing Rock

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3861 A new Heuristic Algorithm for the Dynamic Facility Layout Problem with Budget Constraint

Authors: Parham Azimi, Hamid Reza Charmchi

Abstract:

In this research, we have developed a new efficient heuristic algorithm for the dynamic facility layout problem with budget constraint (DFLPB). This heuristic algorithm combines two mathematical programming methods such as discrete event simulation and linear integer programming (IP) to obtain a near optimum solution. In the proposed algorithm, the non-linear model of the DFLP has been changed to a pure integer programming (PIP) model. Then, the optimal solution of the PIP model has been used in a simulation model that has been designed in a similar manner as the DFLP for determining the probability of assigning a facility to a location. After a sufficient number of runs, the simulation model obtains near optimum solutions. Finally, to verify the performance of the algorithm, several test problems have been solved. The results show that the proposed algorithm is more efficient in terms of speed and accuracy than other heuristic algorithms presented in previous works found in the literature.

Keywords: Budget constraint, Dynamic facility layout problem, Integer programming, Simulation

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3860 Solution of Fuzzy Differential Equation under Generalized Differentiability by Genetic Programming

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

Abstract:

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

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

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3859 Optimal Portfolio Selection in a DC Pension with Multiple Contributors and the Impact of Stochastic Additional Voluntary Contribution on the Optimal Investment Strategy

Authors: Edikan E. Akpanibah, Okwigbedi Oghen’Oro

Abstract:

In this paper, we studied the optimal portfolio selection in a defined contribution (DC) pension scheme with multiple contributors under constant elasticity of variance (CEV) model and the impact of stochastic additional voluntary contribution on the investment strategies. We assume that the voluntary contributions are stochastic and also consider investments in a risk free asset and a risky asset to increase the expected returns of the contributing members. We derived a stochastic differential equation which consists of the members’ monthly contributions and the invested fund and obtained an optimized problem with the help of Hamilton Jacobi Bellman equation. Furthermore, we find an explicit solution for the optimal investment strategy with stochastic voluntary contribution using power transformation and change of variables method and the corresponding optimal fund size was obtained. We discussed the impact of the voluntary contribution on the optimal investment strategy with numerical simulations and observed that the voluntary contribution reduces the optimal investment strategy of the risky asset.

Keywords: DC pension fund, Hamilton-Jacobi-Bellman, optimal investment strategies, power transformation method, stochastic, voluntary contribution.

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3858 BeamGA Median: A Hybrid Heuristic Search Approach

Authors: Ghada Badr, Manar Hosny, Nuha Bintayyash, Eman Albilali, Souad Larabi Marie-Sainte

Abstract:

The median problem is significantly applied to derive the most reasonable rearrangement phylogenetic tree for many species. More specifically, the problem is concerned with finding a permutation that minimizes the sum of distances between itself and a set of three signed permutations. Genomes with equal number of genes but different order can be represented as permutations. In this paper, an algorithm, namely BeamGA median, is proposed that combines a heuristic search approach (local beam) as an initialization step to generate a number of solutions, and then a Genetic Algorithm (GA) is applied in order to refine the solutions, aiming to achieve a better median with the smallest possible reversal distance from the three original permutations. In this approach, any genome rearrangement distance can be applied. In this paper, we use the reversal distance. To the best of our knowledge, the proposed approach was not applied before for solving the median problem. Our approach considers true biological evolution scenario by applying the concept of common intervals during the GA optimization process. This allows us to imitate a true biological behavior and enhance genetic approach time convergence. We were able to handle permutations with a large number of genes, within an acceptable time performance and with same or better accuracy as compared to existing algorithms.

Keywords: Median problem, phylogenetic tree, permutation, genetic algorithm, beam search, genome rearrangement distance.

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3857 Experimental Study of Hyperparameter Tuning a Deep Learning Convolutional Recurrent Network for Text Classification

Authors: Bharatendra Rai

Abstract:

Sequences of words in text data have long-term dependencies and are known to suffer from vanishing gradient problem when developing deep learning models. Although recurrent networks such as long short-term memory networks help overcome this problem, achieving high text classification performance is a challenging problem. Convolutional recurrent networks that combine advantages of long short-term memory networks and convolutional neural networks, can be useful for text classification performance improvements. However, arriving at suitable hyperparameter values for convolutional recurrent networks is still a challenging task where fitting of a model requires significant computing resources. This paper illustrates the advantages of using convolutional recurrent networks for text classification with the help of statistically planned computer experiments for hyperparameter tuning. 

Keywords: Convolutional recurrent networks, hyperparameter tuning, long short-term memory networks, Tukey honest significant differences

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3856 2-DOF Observer Based Controller for First Order with Dead Time Systems

Authors: Ashu Ahuja, Shiv Narayan, Jagdish Kumar

Abstract:

This paper realized the 2-DOF controller structure for first order with time delay systems. The co-prime factorization is used to design observer based controller K(s), representing one degree of freedom. The problem is based on H∞ norm of mixed sensitivity and aims to achieve stability, robustness and disturbance rejection. Then, the other degree of freedom, prefilter F(s), is formulated as fixed structure polynomial controller to meet open loop processing of reference model. This model matching problem is solved by minimizing integral square error between reference model and proposed model. The feedback controller and prefilter designs are posed as optimization problem and solved using Particle Swarm Optimization (PSO). To show the efficiency of the designed approach different variety of processes are taken and compared for analysis.

Keywords: 2-DOF, integral square error, mixed sensitivity function, observer based controller, particle swarm optimization, prefilter.

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3855 Numerical Simulation of unsteady MHD Flow and Heat Transfer of a Second Grade Fluid with Viscous Dissipation and Joule Heating using Meshfree Approach

Authors: R. Bhargava, Sonam Singh

Abstract:

In the present study, a numerical analysis is carried out to investigate unsteady MHD (magneto-hydrodynamic) flow and heat transfer of a non-Newtonian second grade viscoelastic fluid over an oscillatory stretching sheet. The flow is induced due to an infinite elastic sheet which is stretched oscillatory (back and forth) in its own plane. Effect of viscous dissipation and joule heating are taken into account. The non-linear differential equations governing the problem are transformed into system of non-dimensional differential equations using similarity transformations. A newly developed meshfree numerical technique Element free Galerkin method (EFGM) is employed to solve the coupled non linear differential equations. The results illustrating the effect of various parameters like viscoelastic parameter, Hartman number, relative frequency amplitude of the oscillatory sheet to the stretching rate and Eckert number on velocity and temperature field are reported in terms of graphs and tables. The present model finds its application in polymer extrusion, drawing of plastic films and wires, glass, fiber and paper production etc.

Keywords: EFGM, MHD, Oscillatory stretching sheet, Unsteady, Viscoelastic

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3854 Machine Learning in Production Systems Design Using Genetic Algorithms

Authors: Abu Qudeiri Jaber, Yamamoto Hidehiko Rizauddin Ramli

Abstract:

To create a solution for a specific problem in machine learning, the solution is constructed from the data or by use a search method. Genetic algorithms are a model of machine learning that can be used to find nearest optimal solution. While the great advantage of genetic algorithms is the fact that they find a solution through evolution, this is also the biggest disadvantage. Evolution is inductive, in nature life does not evolve towards a good solution but it evolves away from bad circumstances. This can cause a species to evolve into an evolutionary dead end. In order to reduce the effect of this disadvantage we propose a new a learning tool (criteria) which can be included into the genetic algorithms generations to compare the previous population and the current population and then decide whether is effective to continue with the previous population or the current population, the proposed learning tool is called as Keeping Efficient Population (KEP). We applied a GA based on KEP to the production line layout problem, as a result KEP keep the evaluation direction increases and stops any deviation in the evaluation.

Keywords: Genetic algorithms, Layout problem, Machinelearning, Production system.

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3853 Reflection of Plane Waves at Free Surface of an Initially Stressed Dissipative Medium

Authors: M. M. Selim

Abstract:

The paper discuses the effect of initial stresses on the reflection coefficients of plane waves in a dissipative medium. Basic governing equations are formulated in context of Biot's incremental deformation theory. These governing equations are solved analytically to obtain the dimensional phase velocities of plane waves propagating in plane of symmetry. Closed-form expressions for the reflection coefficients of P and SV waves- incident at the free surface of an initially stressed dissipative medium are obtained. Numerical computations, using these expressions, are carried out for a particular model. Computations made with the results predicted in presence and absence of the initial stresses and the results have been shown graphically. The study shows that the presence of compressive initial stresses increases the velocity of longitudinal wave (P-wave) but diminishes that of transverse wave (SV-wave). Also the numerical results presented indicate that initial stresses and dissipation might affect the reflection coefficients significantly.

Keywords: Dissipation medium, initial stress, longitudinal waves, reflection coefficients, reflection of plane waves, transverse waves.

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