Search results for: non-linear risk-return dependence.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1313

Search results for: non-linear risk-return dependence.

1223 Solution of Density Dependent Nonlinear Reaction-Diffusion Equation Using Differential Quadrature Method

Authors: Gülnihal Meral

Abstract:

In this study, the density dependent nonlinear reactiondiffusion equation, which arises in the insect dispersal models, is solved using the combined application of differential quadrature method(DQM) and implicit Euler method. The polynomial based DQM is used to discretize the spatial derivatives of the problem. The resulting time-dependent nonlinear system of ordinary differential equations(ODE-s) is solved by using implicit Euler method. The computations are carried out for a Cauchy problem defined by a onedimensional density dependent nonlinear reaction-diffusion equation which has an exact solution. The DQM solution is found to be in a very good agreement with the exact solution in terms of maximum absolute error. The DQM solution exhibits superior accuracy at large time levels tending to steady-state. Furthermore, using an implicit method in the solution procedure leads to stable solutions and larger time steps could be used.

Keywords: Density Dependent Nonlinear Reaction-Diffusion Equation, Differential Quadrature Method, Implicit Euler Method.

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1222 Exact Pfaffian and N-Soliton Solutions to a (3+1)-Dimensional Generalized Integrable Nonlinear Partial Differential Equations

Authors: Magdy G. Asaad

Abstract:

The objective of this paper is to use the Pfaffian technique to construct different classes of exact Pfaffian solutions and N-soliton solutions to some of the generalized integrable nonlinear partial differential equations in (3+1) dimensions. In this paper, I will show that the Pfaffian solutions to the nonlinear PDEs are nothing but Pfaffian identities. Solitons are among the most beneficial solutions for science and technology, from ocean waves to transmission of information through optical fibers or energy transport along protein molecules. The existence of multi-solitons, especially three-soliton solutions, is essential for information technology: it makes possible undisturbed simultaneous propagation of many pulses in both directions.

Keywords: Bilinear operator, G-BKP equation, Integrable nonlinear PDEs, Jimbo-Miwa equation, Ma-Fan equation, N-soliton solutions, Pfaffian solutions.

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1221 Solving a System of Nonlinear Functional Equations Using Revised New Iterative Method

Authors: Sachin Bhalekar, Varsha Daftardar-Gejji

Abstract:

In the present paper, we present a modification of the New Iterative Method (NIM) proposed by Daftardar-Gejji and Jafari [J. Math. Anal. Appl. 2006;316:753–763] and use it for solving systems of nonlinear functional equations. This modification yields a series with faster convergence. Illustrative examples are presented to demonstrate the method.

Keywords: Caputo fractional derivative, System of nonlinear functional equations, Revised new iterative method.

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1220 An Efficient Computational Algorithm for Solving the Nonlinear Lane-Emden Type Equations

Authors: Gholamreza Hojjati, Kourosh Parand

Abstract:

In this paper we propose a class of second derivative multistep methods for solving some well-known classes of Lane- Emden type equations which are nonlinear ordinary differential equations on the semi-infinite domain. These methods, which have good stability and accuracy properties, are useful in deal with stiff ODEs. We show superiority of these methods by applying them on the some famous Lane-Emden type equations.

Keywords: Lane-Emden type equations, nonlinear ODE, stiff problems, multistep methods, astrophysics.

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1219 An Augmented Automatic Choosing Control with Constrained Input Using Weighted Gradient Optimization Automatic Choosing Functions

Authors: Toshinori Nawata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) for nonlinear systems with constrained input using weighted gradient optimization automatic choosing functions. Constant term which arises from linearization of a given nonlinear system is treated as a coefficient of a stable zero dynamics. Parameters of the control are suboptimally selected by maximizing the stable region in the sense of Lyapunov with the aid of a genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: Augmented automatic choosing control, nonlinear control, genetic algorithm, zero dynamics.

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1218 Equations of Pulse Propagation in Three-Layer Structure of As2S3 Chalcogenide Plasmonic Nano-Waveguides

Authors: Leila Motamed-Jahromi, Mohsen Hatami, Alireza Keshavarz

Abstract:

This research aims at obtaining the equations of pulse propagation in nonlinear plasmonic waveguides created with As2S3 chalcogenide materials. Via utilizing Helmholtz equation and first-order perturbation theory, two components of electric field are determined within frequency domain. Afterwards, the equations are formulated in time domain. The obtained equations include two coupled differential equations that considers nonlinear dispersion.

Keywords: Nonlinear optics, propagation equation, plasmonic waveguide.

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1217 Pushover Analysis of Short Structures

Authors: M.O. Makhmalbaf, M. GhanooniBagha, M.A. Tutunchian, M. Zabihi Samani

Abstract:

In this paper first, Two buildings have been modeled and then analyzed using nonlinear static analysis method under two different conditions in Nonlinear SAP 2000 software. In the first condition the interaction of soil adjacent to the walls of basement are ignored while in the second case this interaction have been modeled using Gap elements of nonlinear SAP2000 software. Finally, comparing the results of two models, the effects of soil-structure on period, target point displacement, internal forces, shape deformations and base shears have been studied. According to the results, this interaction has always increased the base shear of buildings, decreased the period of structure and target point displacement, and often decreased the internal forces and displacements.

Keywords: Seismic Rehabilitation, Soil-Structure Interaction, Short Structure, Nonlinear Static Analysis.

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1216 An Augmented Automatic Choosing Control Designed by Extremizing a Combination of Hamiltonian and Lyapunov Functions for Nonlinear Systems with Constrained Input

Authors: Toshinori Nawata, Hitoshi Takata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) for nonlinear systems with constrained input. Constant terms which arise from section wise linearization of a given nonlinear system are treated as coefficients of a stable zero dynamics.Parameters included in the control are suboptimally selectedby extremizing a combination of Hamiltonian and Lyapunov functions with the aid of the genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: Augmented Automatic Choosing Control, NonlinearControl, Genetic Algorithm, Hamiltonian, Lyapunovfunction

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1215 Explicit Feedback Linearization of Magnetic Levitation System

Authors: Bhawna Tandon, Shiv Narayan, Jagdish Kumar

Abstract:

This study proposes the transformation of nonlinear Magnetic Levitation System into linear one, via state and feedback transformations using explicit algorithm. This algorithm allows computing explicitly the linearizing state coordinates and feedback for any nonlinear control system, which is feedback linearizable, without solving the Partial Differential Equations. The algorithm is performed using a maximum of N-1 steps where N being the dimension of the system.

Keywords: Explicit Algorithm, Feedback Linearization, Nonlinear control, Magnetic Levitation System.

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1214 Nonlinear Mathematical Model of the Rotor Motion in a Thin Hydrodynamic Gap

Authors: Jaroslav Krutil, František Pochylý, Simona Fialová

Abstract:

The article presents two mathematical models of the interaction between a rotating shaft and an incompressible fluid. The mathematical model includes both the journal bearings and the axially traversed hydrodynamic sealing gaps of hydraulic machines. A method is shown for the identification of additional effects of the fluid acting on the rotor of the machine, both for a linear and a nonlinear model. The interaction is expressed by matrices of mass, stiffness and damping.

Keywords: CFD modeling, hydrodynamic gap, matrices of mass, stiffness and damping, nonlinear mathematical model.

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1213 Size Dependence of 1D Superconductivity in NbN Nanowires on Suspended Carbon Nanotubes

Authors: T. Hashimoto, N. Miki, H. Maki

Abstract:

We report the size dependence of 1D superconductivity in ultrathin (10-130 nm) nanowires produced by coating suspended carbon nanotubes with a superconducting NbN thin film. The resistance-temperature characteristic curves for samples with ≧25 nm wire width show the superconducting transition. On the other hand, for the samples with 10-nm width, the superconducting transition is not exhibited owing to the quantum size effect. The differential resistance vs. current density characteristic curves show some peak, indicating that Josephson junctions are formed in nanowires. The presence of the Josephson junctions is well explained by the measurement of the magnetic field dependence of the critical current. These understanding allow for the further expansion of the potential application of NbN, which is utilized for single photon detectors and so on.

Keywords: NbN nanowire, carbon nanotube, quantum size effect, Josephson junction

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1212 Study on Optimal Control Strategy of PM2.5 in Wuhan, China

Authors: Qiuling Xie, Shanliang Zhu, Zongdi Sun

Abstract:

In this paper, we analyzed the correlation relationship among PM2.5 from other five Air Quality Indices (AQIs) based on the grey relational degree, and built a multivariate nonlinear regression equation model of PM2.5 and the five monitoring indexes. For the optimal control problem of PM2.5, we took the partial large Cauchy distribution of membership equation as satisfaction function. We established a nonlinear programming model with the goal of maximum performance to price ratio. And the optimal control scheme is given.

Keywords: Grey relational degree, multiple linear regression, membership function, nonlinear programming.

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1211 Malicious Route Defending Reliable-Data Transmission Scheme for Multi Path Routing in Wireless Network

Authors: S. Raja Ratna, R. Ravi

Abstract:

Securing the confidential data transferred via wireless network remains a challenging problem. It is paramount to ensure that data are accessible only by the legitimate users rather than by the attackers. One of the most serious threats to organization is jamming, which disrupts the communication between any two pairs of nodes. Therefore, designing an attack-defending scheme without any packet loss in data transmission is an important challenge. In this paper, Dependence based Malicious Route Defending DMRD Scheme has been proposed in multi path routing environment to prevent jamming attack. The key idea is to defend the malicious route to ensure perspicuous transmission. This scheme develops a two layered architecture and it operates in two different steps. In the first step, possible routes are captured and their agent dependence values are marked using triple agents. In the second step, the dependence values are compared by performing comparator filtering to detect malicious route as well as to identify a reliable route for secured data transmission. By simulation studies, it is observed that the proposed scheme significantly identifies malicious route by attaining lower delay time and route discovery time; it also achieves higher throughput.

Keywords: Attacker, Dependence, Jamming, Malicious.

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1210 New Delay-dependent Stability Conditions for Neutral Systems with Nonlinear Perturbations

Authors: Lianglin Xiong, Xiuyong Ding, Shouming Zhong

Abstract:

In this paper, the problem of asymptotical stability of neutral systems with nonlinear perturbations is investigated. Based on a class of novel augment Lyapunov functionals which contain freeweighting matrices, some new delay-dependent asymptotical stability criteria are formulated in terms of linear matrix inequalities (LMIs) by using new inequality analysis technique. Numerical examples are given to demonstrate the derived condition are much less conservative than those given in the literature.

Keywords: Asymptotical stability, neutral system, nonlinear perturbation, delay-dependent, linear matrix inequality (LMI).

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1209 Numerical Study of a Class of Nonlinear Partial Differential Equations

Authors: Kholod M. Abu-Alnaja

Abstract:

In this work, we derive two numerical schemes for solving a class of nonlinear partial differential equations. The first method is of second order accuracy in space and time directions, the scheme is unconditionally stable using Von Neumann stability analysis, the scheme produced a nonlinear block system where Newton-s method is used to solve it. The second method is of fourth order accuracy in space and second order in time. The method is unconditionally stable and Newton's method is used to solve the nonlinear block system obtained. The exact single soliton solution and the conserved quantities are used to assess the accuracy and to show the robustness of the schemes. The interaction of two solitary waves for different parameters are also discussed.

Keywords: Crank-Nicolson Scheme, Douglas Scheme, Partial Differential Equations

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1208 Model-Based Software Regression Test Suite Reduction

Authors: Shiwei Deng, Yang Bao

Abstract:

In this paper, we present a model-based regression test suite reducing approach that uses EFSM model dependence analysis and probability-driven greedy algorithm to reduce software regression test suites. The approach automatically identifies the difference between the original model and the modified model as a set of elementary model modifications. The EFSM dependence analysis is performed for each elementary modification to reduce the regression test suite, and then the probability-driven greedy algorithm is adopted to select the minimum set of test cases from the reduced regression test suite that cover all interaction patterns. Our initial experience shows that the approach may significantly reduce the size of regression test suites.

Keywords: Dependence analysis, EFSM model, greedy algorithm, regression test.

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1207 Approximate Solution of Nonlinear Fredholm Integral Equations of the First Kind via Converting to Optimization Problems

Authors: Akbar H. Borzabadi, Omid S. Fard

Abstract:

In this paper we introduce an approach via optimization methods to find approximate solutions for nonlinear Fredholm integral equations of the first kind. To this purpose, we consider two stages of approximation. First we convert the integral equation to a moment problem and then we modify the new problem to two classes of optimization problems, non-constraint optimization problems and optimal control problems. Finally numerical examples is proposed.

Keywords: Fredholm integral equation, Optimization method, Optimal control, Nonlinear and linear programming

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1206 Emotional Learning based Intelligent Robust Adaptive Controller for Stable Uncertain Nonlinear Systems

Authors: Ali Reza Mehrabian, Caro Lucas

Abstract:

In this paper a new control strategy based on Brain Emotional Learning (BEL) model has been introduced. A modified BEL model has been proposed to increase the degree of freedom, controlling capability, reliability and robustness, which can be implemented in real engineering systems. The performance of the proposed BEL controller has been illustrated by applying it on different nonlinear uncertain systems, showing very good adaptability and robustness, while maintaining stability.

Keywords: Learning control systems, emotional decision making, nonlinear systems, adaptive control.

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1205 Solution of Nonlinear Second-Order Pantograph Equations via Differential Transformation Method

Authors: Nemat Abazari, Reza Abazari

Abstract:

In this work, we successfully extended one-dimensional differential transform method (DTM), by presenting and proving some theorems, to solving nonlinear high-order multi-pantograph equations. This technique provides a sequence of functions which converges to the exact solution of the problem. Some examples are given to demonstrate the validity and applicability of the present method and a comparison is made with existing results.

Keywords: Nonlinear multi-pantograph equation, delay differential equation, differential transformation method, proportional delay conditions, closed form solution.

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1204 Temperature Dependent Interaction Energies among X (=Ru, Rh) Impurities in Pd-Rich PdX Alloys

Authors: M. Asato, C. Liu, N. Fujima, T. Hoshino, Y. Chen, T. Mohri

Abstract:

We study the temperature dependence of the interaction energies (IEs) of X (=Ru, Rh) impurities in Pd, due to the Fermi-Dirac (FD) distribution and the thermal vibration effect by the Debye-Grüneisen model. The n-body (n=2~4) IEs among X impurities in Pd, being used to calculate the internal energies in the free energies of the Pd-rich PdX alloys, are determined uniquely and successively from the lower-order to higher-order, by the full-potential Korringa-Kohn-Rostoker Green’s function method (FPKKR), combined with the generalized gradient approximation in the density functional theory. We found that the temperature dependence of IEs due to the FD distribution, being usually neglected, is very important to reproduce the X-concentration dependence of the observed solvus temperatures of the Pd-rich PdX (X=Ru, Rh) alloys.

Keywords: Full-potential KKR-Green’s function method, Fermi-Dirac distribution, GGA, phase diagram of Pd-rich PdX (X=Ru, Rh) alloys, thermal vibration effect.

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1203 Gaussian Process Model Identification Using Artificial Bee Colony Algorithm and Its Application to Modeling of Power Systems

Authors: Tomohiro Hachino, Hitoshi Takata, Shigeru Nakayama, Ichiro Iimura, Seiji Fukushima, Yasutaka Igarashi

Abstract:

This paper presents a nonparametric identification of continuous-time nonlinear systems by using a Gaussian process (GP) model. The GP prior model is trained by artificial bee colony algorithm. The nonlinear function of the objective system is estimated as the predictive mean function of the GP, and the confidence measure of the estimated nonlinear function is given by the predictive covariance of the GP. The proposed identification method is applied to modeling of a simplified electric power system. Simulation results are shown to demonstrate the effectiveness of the proposed method.

Keywords: Artificial bee colony algorithm, Gaussian process model, identification, nonlinear system, electric power system.

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1202 Numerical Algorithms for Solving a Type of Nonlinear Integro-Differential Equations

Authors: Shishen Xie

Abstract:

In this article two algorithms, one based on variation iteration method and the other on Adomian's decomposition method, are developed to find the numerical solution of an initial value problem involving the non linear integro differantial equation where R is a nonlinear operator that contains partial derivatives with respect to x. Special cases of the integro-differential equation are solved using the algorithms. The numerical solutions are compared with analytical solutions. The results show that these two methods are efficient and accurate with only two or three iterations

Keywords: variation iteration method, decomposition method, nonlinear integro-differential equations

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1201 H∞ Takagi-Sugeno Fuzzy State-Derivative Feedback Control Design for Nonlinear Dynamic Systems

Authors: N. Kaewpraek, W. Assawinchaichote

Abstract:

This paper considers an H TS fuzzy state-derivative feedback controller for a class of nonlinear dynamical systems. A Takagi-Sugeno (TS) fuzzy model is used to approximate a class of nonlinear dynamical systems. Then, based on a linear matrix inequality (LMI) approach, we design an HTS fuzzy state-derivative feedback control law which guarantees L2-gain of the mapping from the exogenous input noise to the regulated output to be less or equal to a prescribed value. We derive a sufficient condition such that the system with the fuzzy controller is asymptotically stable and H performance is satisfied. Finally, we provide and simulate a numerical example is provided to illustrate the stability and the effectiveness of the proposed controller.

Keywords: H∞ fuzzy control, LMI, Takagi-Sugano (TS) fuzzy model, nonlinear dynamic systems, state-derivative feedback.

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1200 The Control of a Highly Nonlinear Two-wheels Balancing Robot: A Comparative Assessment between LQR and PID-PID Control Schemes

Authors: A. N. K. Nasir, M. A. Ahmad, R. M. T. Raja Ismail

Abstract:

The research on two-wheels balancing robot has gained momentum due to their functionality and reliability when completing certain tasks. This paper presents investigations into the performance comparison of Linear Quadratic Regulator (LQR) and PID-PID controllers for a highly nonlinear 2–wheels balancing robot. The mathematical model of 2-wheels balancing robot that is highly nonlinear is derived. The final model is then represented in statespace form and the system suffers from mismatched condition. Two system responses namely the robot position and robot angular position are obtained. The performances of the LQR and PID-PID controllers are examined in terms of input tracking and disturbances rejection capability. Simulation results of the responses of the nonlinear 2–wheels balancing robot are presented in time domain. A comparative assessment of both control schemes to the system performance is presented and discussed.

Keywords: PID, LQR, Two-wheels balancing robot.

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1199 Visual-Graphical Methods for Exploring Longitudinal Data

Authors: H. W. Ker

Abstract:

Longitudinal data typically have the characteristics of changes over time, nonlinear growth patterns, between-subjects variability, and the within errors exhibiting heteroscedasticity and dependence. The data exploration is more complicated than that of cross-sectional data. The purpose of this paper is to organize/integrate of various visual-graphical techniques to explore longitudinal data. From the application of the proposed methods, investigators can answer the research questions include characterizing or describing the growth patterns at both group and individual level, identifying the time points where important changes occur and unusual subjects, selecting suitable statistical models, and suggesting possible within-error variance.

Keywords: Data exploration, exploratory analysis, HLMs/LMEs, longitudinal data, visual-graphical methods.

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1198 Continuous Adaptive Robust Control for Nonlinear Uncertain Systems

Authors: Dong Sang Yoo

Abstract:

We consider nonlinear uncertain systems such that a  priori information of the uncertainties is not available. For such  systems, we assume that the upper bound of the uncertainties is  represented as a Fredholm integral equation of the first kind and we  propose an adaptation law that is capable of estimating the upper  bound and design a continuous robust control which renders nonlinear  uncertain systems ultimately bounded.

 

Keywords: Adaptive Control, Estimation, Fredholm Integral, Uncertain System.

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1197 Structural and Optical Properties of CdSiP2 and CdSiAs2 Nonlinear Optical Materials

Authors: N. N. Omehe

Abstract:

CdSiP2 and CdsiAs2 are nonlinear optical materials for near and mid-infrared applications. Density functional theory has been applied to study the structure, band gap, and optical properties of these materials. The pseudopotential method was used in the form of projector augmented wave (PAW) and norm-conserving, the band structure calculations yielded a band gap of 1.55 eV and 0.88 eV for CdSiP2 and CdsiAs2 respectively. The values of ε1(ω)  from the doelectric function calculations are 15 and 14.9 CdSiP2 and CdsiAs2 respectively.

Keywords: Band structure, chalcopyrite, near-infrared materials, mid-infrared materials, nonlinear material, optical properties.

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1196 A Review in Advanced Digital Signal Processing Systems

Authors: Roza Dastres, Mohsen Soori

Abstract:

Digital Signal Processing (DSP) is the use of digital processing systems by computers in order to perform a variety of signal processing operations. It is the mathematical manipulation of a digital signal's numerical values in order to increase quality as well as effects of signals. DSP can include linear or nonlinear operators in order to process and analyze the input signals. The nonlinear DSP processing is closely related to nonlinear system detection and can be implemented in time, frequency and space-time domains. Applications of the DSP can be presented as control systems, digital image processing, biomedical engineering, speech recognition systems, industrial engineering, health care systems, radar signal processing and telecommunication systems. In this study, advanced methods and different applications of DSP are reviewed in order to move forward the interesting research filed.

Keywords: Digital signal processing, advanced telecommunication, nonlinear signal processing, speech recognition systems.

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1195 Oscillation Theorems for Second-order Nonlinear Neutral Dynamic Equations with Variable Delays and Damping

Authors: Da-Xue Chen, Guang-Hui Liu

Abstract:

In this paper, we study the oscillation of a class of second-order nonlinear neutral damped variable delay dynamic equations on time scales. By using a generalized Riccati transformation technique, we obtain some sufficient conditions for the oscillation of the equations. The results of this paper improve and extend some known results. We also illustrate our main results with some examples.

Keywords: Oscillation theorem, second-order nonlinear neutral dynamic equation, variable delay, damping, Riccati transformation.

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1194 Perturbation Based Modelling of Differential Amplifier Circuit

Authors: Rahul Bansal, Sudipta Majumdar

Abstract:

This paper presents the closed form nonlinear expressions of bipolar junction transistor (BJT) differential amplifier (DA) using perturbation method. Circuit equations have been derived using Kirchhoff’s voltage law (KVL) and Kirchhoff’s current law (KCL). The perturbation method has been applied to state variables for obtaining the linear and nonlinear terms. The implementation of the proposed method is simple. The closed form nonlinear expressions provide better insights of physical systems. The derived equations can be used for signal processing applications.

Keywords: Differential amplifier, perturbation method, Taylor series.

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