Search results for: stochastic simulation algorithm.
6381 A Study on Stochastic Integral Associated with Catastrophes
Authors: M. Reni Sagayaraj, S. Anand Gnana Selvam, R. Reynald Susainathan
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We analyze stochastic integrals associated with a mutation process. To be specific, we describe the cell population process and derive the differential equations for the joint generating functions for the number of mutants and their integrals in generating functions and their applications. We obtain first-order moments of the processes of the two-way mutation process in first-order moment structure of X (t) and Y (t) and the second-order moments of a one-way mutation process. In this paper, we obtain the limiting behaviour of the integrals in limiting distributions of X (t) and Y (t).
Keywords: Stochastic integrals, single–server queue model, catastrophes, busy period.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8006380 Space Vector PWM Simulation for Three Phase DC/AC Inverter
Authors: M. Kubeitari, A. Alhusayn, M. Alnahar
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Space Vector Pulse Width Modulation SVPWM is one of the most used techniques to generate sinusoidal voltage and current due to its facility and efficiency with low harmonics distortion. This algorithm is specially used in power electronic applications. This paper describes simulation algorithm of SVPWM & SPWM using MatLab/simulink environment. It also implements a closed loop three phases DC-AC converter controlling its outputs voltages amplitude and frequency using MatLab. Also comparison between SVPWM & SPWM results is given.Keywords: DC-AC Converter, MatLab, SPWM, SVPWM, Vref - rotating frame.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 95006379 Airport Check-In Optimization by IP and Simulation in Combination
Authors: Ahmad Thanyan Al-Sultan
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The check-in area of airport terminal is one of the busiest sections at airports at certain periods. The passengers are subjected to queues and delays during the check-in process. These delays and queues are due to constraints in the capacity of service facilities. In this project, the airport terminal is decomposed into several check-in areas. The airport check-in scheduling problem requires both a deterministic (integer programming) and stochastic (simulation) approach. Integer programming formulations are provided to minimize the total number of counters in each check-in area under the realistic constraint that counters for one and the same flight should be adjacent and the desired number of counters remaining in each area should be fixed during check-in operations. By using simulation, the airport system can be modeled to study the effects of various parameters such as number of passengers on a flight and check-in counter opening and closing time.
Keywords: Airport terminal, Integer programming, Scheduling, Simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28366378 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
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8326377 A Simple Adaptive Algorithm for Norm-Constrained Optimization
Authors: Hyun-Chool Shin
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In this paper we propose a simple adaptive algorithm iteratively solving the unit-norm constrained optimization problem. Instead of conventional parameter norm based normalization, the proposed algorithm incorporates scalar normalization which is computationally much simpler. The analysis of stationary point is presented to show that the proposed algorithm indeed solves the constrained optimization problem. The simulation results illustrate that the proposed algorithm performs as good as conventional ones while being computationally simpler.Keywords: constrained optimization, unit-norm, LMS, principle component analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21306376 Range-Free Localization Schemes for Wireless Sensor Networks
Authors: R. Khadim, M. Erritali, A. Maaden
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Localization of nodes is one of the key issues of Wireless Sensor Network (WSN) that gained a wide attention in recent years. The existing localization techniques can be generally categorized into two types: range-based and range-free. Compared with rang-based schemes, the range-free schemes are more costeffective, because no additional ranging devices are needed. As a result, we focus our research on the range-free schemes. In this paper we study three types of range-free location algorithms to compare the localization error and energy consumption of each one. Centroid algorithm requires a normal node has at least three neighbor anchors, while DV-hop algorithm doesn’t have this requirement. The third studied algorithm is the amorphous algorithm similar to DV-Hop algorithm, and the idea is to calculate the hop distance between two nodes instead of the linear distance between them. The simulation results show that the localization accuracy of the amorphous algorithm is higher than that of other algorithms and the energy consumption does not increase too much.Keywords: Wireless Sensor Networks, Node Localization, Centroid Algorithm, DV–Hop Algorithm, Amorphous Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26316375 FPGA Implementation of the “PYRAMIDS“ Block Cipher
Authors: A. AlKalbany, H. Al hassan, M. Saeb
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The “PYRAMIDS" Block Cipher is a symmetric encryption algorithm of a 64, 128, 256-bit length, that accepts a variable key length of 128, 192, 256 bits. The algorithm is an iterated cipher consisting of repeated applications of a simple round transformation with different operations and different sequence in each round. The algorithm was previously software implemented in Cµ code. In this paper, a hardware implementation of the algorithm, using Field Programmable Gate Arrays (FPGA), is presented. In this work, we discuss the algorithm, the implemented micro-architecture, and the simulation and implementation results. Moreover, we present a detailed comparison with other implemented standard algorithms. In addition, we include the floor plan as well as the circuit diagrams of the various micro-architecture modules.
Keywords: FPGA, VHDL, micro-architecture, encryption, cryptography, algorithm, data communication security.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17046374 A General Stochastic Spatial MIMO Channel Model for Evaluating Various MIMO Techniques
Authors: Fang Shu, Li Lihua, Zhang Ping
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A general stochastic spatial MIMO channel model is proposed for evaluating various MIMO techniques in this paper. It can generate MIMO channels complying with various MIMO configurations such as smart antenna, spatial diversity and spatial multiplexing. The modeling method produces the stochastic fading involving delay spread, Doppler spread, DOA (direction of arrival), AS (angle spread), PAS (power azimuth Spectrum) of the scatterers, antenna spacing and the wavelength. It can be applied in various MIMO technique researches flexibly with low computing complexity.Keywords: MIMO channel, Spatial Correlation, DOA, AS, PAS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16786373 Determination of the Proper Quality Costs Parameters via Variable Step Size Steepest Descent Algorithm
Authors: Danupun Visuwan, Pongchanun Luangpaiboon
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This paper presents the determination of the proper quality costs parameters which provide the optimum return. The system dynamics simulation was applied. The simulation model was constructed by the real data from a case of the electronic devices manufacturer in Thailand. The Steepest Descent algorithm was employed to optimise. The experimental results show that the company should spend on prevention and appraisal activities for 850 and 10 Baht/day respectively. It provides minimum cumulative total quality cost, which is 258,000 Baht in twelve months. The effect of the step size in the stage of improving the variables to the optimum was also investigated. It can be stated that the smaller step size provided a better result with more experimental runs. However, the different yield in this case is not significant in practice. Therefore, the greater step size is recommended because the region of optima could be reached more easily and rapidly.Keywords: Quality costs, Steepest Descent Algorithm, StepSize, System Dynamics Simulation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12686372 An Energy Efficient Algorithm for Distributed Mutual Exclusion in Mobile Ad-hoc Networks
Authors: Sayani Sil, Sukanta Das
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This paper reports a distributed mutual exclusion algorithm for mobile Ad-hoc networks. The network is clustered hierarchically. The proposed algorithm considers the clustered network as a logical tree and develops a token passing scheme to get the mutual exclusion. The performance analysis and simulation results show that its message requirement is optimal, and thus the algorithm is energy efficient.Keywords: Critical section, Distributed mutual exclusion, MobileAd-hoc network, Token-based algorithms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17526371 An Optimal Algorithm for Finding (r, Q) Policy in a Price-Dependent Order Quantity Inventory System with Soft Budget Constraint
Authors: S. Hamid Mirmohammadi, Shahrazad Tamjidzad
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This paper is concerned with the single-item continuous review inventory system in which demand is stochastic and discrete. The budget consumed for purchasing the ordered items is not restricted but it incurs extra cost when exceeding specific value. The unit purchasing price depends on the quantity ordered under the all-units discounts cost structure. In many actual systems, the budget as a resource which is occupied by the purchased items is limited and the system is able to confront the resource shortage by charging more costs. Thus, considering the resource shortage costs as a part of system costs, especially when the amount of resource occupied by the purchased item is influenced by quantity discounts, is well motivated by practical concerns. In this paper, an optimization problem is formulated for finding the optimal (r, Q) policy, when the system is influenced by the budget limitation and a discount pricing simultaneously. Properties of the cost function are investigated and then an algorithm based on a one-dimensional search procedure is proposed for finding an optimal (r, Q) policy which minimizes the expected system costs.Keywords: (r, Q) policy, Stochastic demand, backorders, limited resource, quantity discounts.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18646370 Developing New Algorithm and Its Application on Optimal Control of Pumps in Water Distribution Network
Authors: R. Rajabpour, N. Talebbeydokhti, M. H. Ahmadi
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In recent years, new techniques for solving complex problems in engineering are proposed. One of these techniques is JPSO algorithm. With innovative changes in the nature of the jump algorithm JPSO, it is possible to construct a graph-based solution with a new algorithm called G-JPSO. In this paper, a new algorithm to solve the optimal control problem Fletcher-Powell and optimal control of pumps in water distribution network was evaluated. Optimal control of pumps comprise of optimum timetable operation (status on and off) for each of the pumps at the desired time interval. Maximum number of status on and off for each pumps imposed to the objective function as another constraint. To determine the optimal operation of pumps, a model-based optimization-simulation algorithm was developed based on G-JPSO and JPSO algorithms. The proposed algorithm results were compared well with the ant colony algorithm, genetic and JPSO results. This shows the robustness of proposed algorithm in finding near optimum solutions with reasonable computational cost.Keywords: G-JPSO, operation, optimization, pumping station, water distribution networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16386369 A New Heuristic Statistical Methodology for Optimizing Queuing Networks Using Discreet Event Simulation
Authors: Mohamad Mahdavi
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Most of the real queuing systems include special properties and constraints, which can not be analyzed directly by using the results of solved classical queuing models. Lack of Markov chains features, unexponential patterns and service constraints, are the mentioned conditions. This paper represents an applied general algorithm for analysis and optimizing the queuing systems. The algorithm stages are described through a real case study. It is consisted of an almost completed non-Markov system with limited number of customers and capacities as well as lots of common exception of real queuing networks. Simulation is used for optimizing this system. So introduced stages over the following article include primary modeling, determining queuing system kinds, index defining, statistical analysis and goodness of fit test, validation of model and optimizing methods of system with simulation.
Keywords: Estimation, queuing system, simulation model, probability distribution, non-Markov chain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16206368 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics
Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim
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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.
Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5866367 Performance Evaluation of Prioritized Limited Processor-Sharing System
Authors: Yoshiaki Shikata, Wataru Katagiri, Yoshitaka Takahashi
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We propose a novel prioritized limited processor-sharing (PS) rule and a simulation algorithm for the performance evaluation of this rule. The performance measures of practical interest are evaluated using this algorithm. Suppose that there are two classes and that an arriving (class-1 or class-2) request encounters n1 class-1 and n2 class-2 requests (including the arriving one) in a single-server system. According to the proposed rule, class-1 requests individually and simultaneously receive m / (m * n1+ n2) of the service-facility capacity, whereas class-2 requests receive 1 / (m *n1 + n2) of it, if m * n1 + n2 ≤ C. Otherwise (m * n1 + n2 > C), the arriving request will be queued in the corresponding class waiting room or rejected. Here, m (1) denotes the priority ratio, and C ( ∞), the service-facility capacity. In this rule, when a request arrives at [or departs from] the system, the extension [shortening] of the remaining sojourn time of each request receiving service can be calculated using the number of requests of each class and the priority ratio. Employing a simulation program to execute these events and calculations enables us to analyze the performance of the proposed prioritized limited PS rule, which is realistic in a time-sharing system (TSS) with a sufficiently small time slot. Moreover, this simulation algorithm is expanded for the evaluation of the prioritized limited PS system with N 3 priority classes.Keywords: PS rule, priority ratio, service-facility capacity, simulation algorithm, sojourn time, performance measures
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11936366 An Incomplete Factorization Preconditioner for LMS Adaptive Filter
Authors: Shazia Javed, Noor Atinah Ahmad
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In this paper an efficient incomplete factorization preconditioner is proposed for the Least Mean Squares (LMS) adaptive filter. The proposed preconditioner is approximated from a priori knowledge of the factors of input correlation matrix with an incomplete strategy, motivated by the sparsity patter of the upper triangular factor in the QRD-RLS algorithm. The convergence properties of IPLMS algorithm are comparable with those of transform domain LMS(TDLMS) algorithm. Simulation results show efficiency and robustness of the proposed algorithm with reduced computational complexity.
Keywords: Autocorrelation matrix, Cholesky's factor, eigenvalue spread, Markov input.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17936365 Losses Analysis in TEP Considering Uncertainity in Demand by DPSO
Authors: S. Jalilzadeh, A. Kimiyaghalam, A. Ashouri
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This paper presents a mathematical model and a methodology to analyze the losses in transmission expansion planning (TEP) under uncertainty in demand. The methodology is based on discrete particle swarm optimization (DPSO). DPSO is a useful and powerful stochastic evolutionary algorithm to solve the large-scale, discrete and nonlinear optimization problems like TEP. The effectiveness of the proposed idea is tested on an actual transmission network of the Azerbaijan regional electric company, Iran. The simulation results show that considering the losses even for transmission expansion planning of a network with low load growth is caused that operational costs decreases considerably and the network satisfies the requirement of delivering electric power more reliable to load centers.Keywords: DPSO, TEP, Uncertainty
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14766364 Satellite Beam Handoff Detection Algorithm Based On RCST Mobility Information
Authors: Ji Nyong Jang, Min Woo Lee, Eun Kyung Kim, Ki Keun Kim, Jae Sung Lim
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Since DVB-RCS has been successively implemented, the mobile communication on the multi-beam satellite communication is attractive attention. And the DVB-RCS standard sets up to support mobility of a RCST. In the case of the spot-beam satellite system, the received signal strength does not differ largely between the center and the boundary of the beam. Thus, the RSS based handoff detection algorithm is not benefit to the satellite system as a terrestrial system. Therefore we propose an Adaptive handoff detection algorithm based on RCST mobility information. Our handoff detection algorithm not only can be used as centralized handoff detection algorithm but also removes uncertainties of handoff due to the variation of RSS. Performances were compared with RSS based handoff algorithm. Simulation results show that the proposed handoff detection algorithm not only achieved better handoff and link degradation rate, but also achieved better forward link spectral efficiency.
Keywords: DVB-RCS, satellite multi-beam handoff, mobility information, handover.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17126363 An Estimation of the Performance of HRLS Algorithm
Authors: Shazia Javed, Noor Atinah Ahmad
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The householder RLS (HRLS) algorithm is an O(N2) algorithm which recursively updates an arbitrary square-root of the input data correlation matrix and naturally provides the LS weight vector. A data dependent householder matrix is applied for such an update. In this paper a recursive estimate of the eigenvalue spread and misalignment of the algorithm is presented at a very low computational cost. Misalignment is found to be highly sensitive to the eigenvalue spread of input signals, output noise of the system and exponential window. Simulation results show noticeable degradation in the misalignment by increase in eigenvalue spread as well as system-s output noise, while exponential window was kept constant.Keywords: HRLS algorithm, eigenvalue spread, misalignment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15796362 A Genetic Algorithm with Priority Selection for the Traveling Salesman Problem
Authors: Cha-Hwa Lin, Je-Wei Hu
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The conventional GA combined with a local search algorithm, such as the 2-OPT, forms a hybrid genetic algorithm(HGA) for the traveling salesman problem (TSP). However, the geometric properties which are problem specific knowledge can be used to improve the search process of the HGA. Some tour segments (edges) of TSPs are fine while some maybe too long to appear in a short tour. This knowledge could constrain GAs to work out with fine tour segments without considering long tour segments as often. Consequently, a new algorithm is proposed, called intelligent-OPT hybrid genetic algorithm (IOHGA), to improve the GA and the 2-OPT algorithm in order to reduce the search time for the optimal solution. Based on the geometric properties, all the tour segments are assigned 2-level priorities to distinguish between good and bad genes. A simulation study was conducted to evaluate the performance of the IOHGA. The experimental results indicate that in general the IOHGA could obtain near-optimal solutions with less time and better accuracy than the hybrid genetic algorithm with simulated annealing algorithm (HGA(SA)).Keywords: Traveling salesman problem, hybrid geneticalgorithm, priority selection, 2-OPT.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15606361 Simulation of Robotic Arm using Genetic Algorithm and AHP
Authors: V. K. Banga, Y. Singh, R. Kumar
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In this paper, we have proposed a low cost optimized solution for the movement of a three-arm manipulator using Genetic Algorithm (GA) and Analytical Hierarchy Process (AHP). A scheme is given for optimizing the movement of robotic arm with the help of Genetic Algorithm so that the minimum energy consumption criteria can be achieved. As compared to Direct Kinematics, Inverse Kinematics evolved two solutions out of which the best-fit solution is selected with the help of Genetic Algorithm and is kept in search space for future use. The Inverse Kinematics, Fitness Value evaluation and Binary Encoding like tasks are simulated and tested. Although, three factors viz. Movement, Friction and Least Settling Time (or Min. Vibration) are used for finding the Fitness Function / Fitness Values, however some more factors can also be considered.Keywords: Inverse Kinematics, Genetic Algorithm (GA), Analytical Hierarchy Process (AHP), Fitness Value, Fitness Function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29666360 A Discrete Filtering Algorithm for Impulse Wave Parameter Estimation
Authors: Khaled M. EL-Naggar
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This paper presents a new method for estimating the mean curve of impulse voltage waveforms that are recorded during impulse tests. In practice, these waveforms are distorted by noise, oscillations and overshoot. The problem is formulated as an estimation problem. Estimation of the current signal parameters is achieved using a fast and accurate technique. The method is based on discrete dynamic filtering algorithm (DDF). The main advantage of the proposed technique is its ability in producing the estimates in a very short time and at a very high degree of accuracy. The algorithm uses sets of digital samples of the recorded impulse waveform. The proposed technique has been tested using simulated data of practical waveforms. Effects of number of samples and data window size are studied. Results are reported and discussed.
Keywords: Digital Filtering, Estimation, Impulse wave, Stochastic filtering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18496359 A Valley Detection for Path Planning
Authors: In-Geun Lim, Jin-Soo Kim, Chirl-Hwa Lee
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This paper presents a constrained valley detection algorithm. The intent is to find valleys in the map for the path planning that enables a robot or a vehicle to move safely. The constraint to the valley is a desired width and a desired depth to ensure the space for movement when a vehicle passes through the valley. We propose an algorithm to find valleys satisfying these 2 dimensional constraints. The merit of our algorithm is that the pre-processing and the post-processing are not necessary to eliminate undesired small valleys. The algorithm is validated through simulation using digitized elevation data.Keywords: valley, width, depth, path planning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14446358 Sparsity-Aware Affine Projection Algorithm for System Identification
Authors: Young-Seok Choi
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This work presents a new type of the affine projection (AP) algorithms which incorporate the sparsity condition of a system. To exploit the sparsity of the system, a weighted l1-norm regularization is imposed on the cost function of the AP algorithm. Minimizing the cost function with a subgradient calculus and choosing two distinct weighting for l1-norm, two stochastic gradient based sparsity regularized AP (SR-AP) algorithms are developed. Experimental results exhibit that the SR-AP algorithms outperform the typical AP counterparts for identifying sparse systems.Keywords: System identification, adaptive filter, affine projection, sparsity, sparse system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15566357 Multiagent Systems Simulation
Authors: G. Balakayeva, A. Aktymbayeva
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In this paper, we consider components of discrete event imitating model, implementing a simulation model by using JAVA and performing an input analysis of the data and an output analysis of the simulation results. Was lead development of imitating model of mass service system with n (n≥1) devices of service. On the basis of the developed process of a multithreading simulated the distributed processes with presence of synchronization. Was developed the algorithm of event-oriented simulation, was received results of system functioning with n devices of service.
Keywords: Imitating modeling, Mass service system, Multi agentsystem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15906356 Modelling of Electron States in Quantum -Wire Systems - Influence of Stochastic Effects on the Confining Potential
Authors: Mikhail Vladimirovich Deryabin, Morten Willatzen
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In this work, we address theoretically the influence of red and white Gaussian noise for electronic energies and eigenstates of cylindrically shaped quantum dots. The stochastic effect can be imagined as resulting from crystal-growth statistical fluctuations in the quantum-dot material composition. In particular we obtain analytical expressions for the eigenvalue shifts and electronic envelope functions in the k . p formalism due to stochastic variations in the confining band-edge potential. It is shown that white noise in the band-edge potential leaves electronic properties almost unaffected while red noise may lead to changes in state energies and envelopefunction amplitudes of several percentages. In the latter case, the ensemble-averaged envelope function decays as a function of distance. It is also shown that, in a stochastic system, constant ensembleaveraged envelope functions are the only bounded solutions for the infinite quantum-wire problem and the energy spectrum is completely discrete. In other words, the infinite stochastic quantum wire behaves, ensemble-averaged, as an atom.
Keywords: cylindrical quantum dots, electronic eigen energies, red and white Gaussian noise, ensemble averaging effects.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15316355 SDVAR Algorithm for Detecting Fraud in Telecommunications
Authors: Fatimah Almah Saaid, Darfiana Nur, Robert King
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This paper presents a procedure for estimating VAR using Sequential Discounting VAR (SDVAR) algorithm for online model learning to detect fraudulent acts using the telecommunications call detailed records (CDR). The volatility of the VAR is observed allowing for non-linearity, outliers and change points based on the works of [1]. This paper extends their procedure from univariate to multivariate time series. A simulation and a case study for detecting telecommunications fraud using CDR illustrate the use of the algorithm in the bivariate setting.Keywords: Telecommunications Fraud, SDVAR Algorithm, Multivariate time series, Vector Autoregressive, Change points.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22566354 Power System with PSS and FACTS Controller: Modelling, Simulation and Simultaneous Tuning Employing Genetic Algorithm
Authors: Sidhartha Panda, Narayana Prasad Padhy
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This paper presents a systematic procedure for modelling and simulation of a power system installed with a power system stabilizer (PSS) and a flexible ac transmission system (FACTS)-based controller. For the design purpose, the model of example power system which is a single-machine infinite-bus power system installed with the proposed controllers is developed in MATLAB/SIMULINK. In the developed model synchronous generator is represented by model 1.1. which includes both the generator main field winding and the damper winding in q-axis so as to evaluate the impact of PSS and FACTS-based controller on power system stability. The model can be can be used for teaching the power system stability phenomena, and also for research works especially to develop generator controllers using advanced technologies. Further, to avoid adverse interactions, PSS and FACTS-based controller are simultaneously designed employing genetic algorithm (GA). The non-linear simulation results are presented for the example power system under various disturbance conditions to validate the effectiveness of the proposed modelling and simultaneous design approach.
Keywords: Genetic algorithm, modelling and simulation, MATLAB/SIMULINK, power system stabilizer, thyristor controlledseries compensator, simultaneous design, power system stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31586353 Interstate Comparison of Environmental Performance using Stochastic Frontier Analysis: The United States Case Study
Authors: Alexander Y. Vaninsky
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Environmental performance of the U.S. States is investigated for the period of 1990 – 2007 using Stochastic Frontier Analysis (SFA). The SFA accounts for both efficiency measure and stochastic noise affecting a frontier. The frontier is formed using indicators of GDP, energy consumption, population, and CO2 emissions. For comparability, all indicators are expressed as ratios to total. Statistical information of the Energy Information Agency of the United States is used. Obtained results reveal the bell - shaped dynamics of environmental efficiency scores. The average efficiency scores rise from 97.6% in 1990 to 99.6% in 1999, and then fall to 98.4% in 2007. The main factor is insufficient decrease in the rate of growth of CO2 emissions with regards to the growth of GDP, population and energy consumption. Data for 2008 following the research period allow for an assumption that the environmental performance of the U.S. States has improved in the last years.
Keywords: Stochastic frontier analysis, environmental performance, interstate comparisons.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17106352 MiSense Hierarchical Cluster-Based Routing Algorithm (MiCRA) for Wireless Sensor Networks
Authors: Kavi K. Khedo, R. K. Subramanian
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Wireless sensor networks (WSN) are currently receiving significant attention due to their unlimited potential. These networks are used for various applications, such as habitat monitoring, automation, agriculture, and security. The efficient nodeenergy utilization is one of important performance factors in wireless sensor networks because sensor nodes operate with limited battery power. In this paper, we proposed the MiSense hierarchical cluster based routing algorithm (MiCRA) to extend the lifetime of sensor networks and to maintain a balanced energy consumption of nodes. MiCRA is an extension of the HEED algorithm with two levels of cluster heads. The performance of the proposed protocol has been examined and evaluated through a simulation study. The simulation results clearly show that MiCRA has a better performance in terms of lifetime than HEED. Indeed, MiCRA our proposed protocol can effectively extend the network lifetime without other critical overheads and performance degradation. It has been noted that there is about 35% of energy saving for MiCRA during the clustering process and 65% energy savings during the routing process compared to the HEED algorithm.Keywords: Clustering algorithm, energy consumption, hierarchical model, sensor networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1781