Search results for: delay variance
835 Identification of Roadway Wavelengths Affecting the Dynamic Responses of Bridges due to Vehicular Loading
Authors: Ghada Karaki
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The bridge vibration due to traffic loading has been a subject of extensive research during the last decades. A number of these studies are concerned with the effects of the unevenness of roadways on the dynamic responses of highway bridges. The road unevenness is often described as a random process that constitutes of different wavelengths. Thus, the study focuses on examining the effects of the random description of roadways on the dynamic response and its variance. A new setting of variance based sensitivity analysis is proposed and used to identify and quantify the contributions of the roadway-s wavelengths to the variance of the dynamic response. Furthermore, the effect of the vehicle-s speed on the dynamic response is studied.Keywords: vehicle bridge interaction, sensitivity analysis, road unevenness, random processes, critical speeds
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1460834 A New Approach Defining Angular DMD Using Near Field Aperturing
Authors: S. Al-Sowayan, K. L. Lear
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A new technique to quantify the differential mode delay (DMD) in multimode fiber (MMF) is been presented. The technique measures DMD based on angular launch and measurements of the difference in modal delay using variable apertures at the fiber face. The result of the angular spatial filtering revealed less excitation of higher order modes when the laser beam is filtered at higher angles. This result would indicate that DMD profiles would experience a data pattern dependency.
Keywords: Fiber measurements, Fiber optic communications
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1634833 Controller Design for Active Suspension System of ¼ Car with Unknown Mass and Time-Delay
Authors: Ali Al-Zughaibi, Huw Davies
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The purpose of this paper is to present a modeling and control of a quarter-car active suspension system with unknown mass, unknown time-delay and road disturbance. The objective of designing the controller is to derive a control law to achieve stability of the system and convergence that can considerably improve ride comfort and road disturbance handling. This is accomplished by using Routh-Hurwitz criterion based on defined parameters. Mathematical proof is given to show the ability of the designed controller to ensure the target of design, implementation with the active suspension system and enhancement dispersion oscillation of the system despite these problems. Simulations were also performed to control quarter car suspension, where the results obtained from these simulations verify the validity of the proposed design.Keywords: Active suspension system, disturbance rejection, dynamic uncertainty, time-delay.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5230832 Nonoscillation Criteria for Nonlinear Delay Dynamic Systems on Time Scales
Authors: Xinli Zhang
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In this paper, we consider the nonlinear delay dynamic system xΔ(t) = p(t)f1(y(t)), yΔ(t) = −q(t)f2(x(t − τ )). We obtain some necessary and sufficient conditions for the existence of nonoscillatory solutions with special asymptotic properties of the system. We generalize the known results in the literature. One example is given to illustrate the results.
Keywords: Dynamic system, oscillation, time scales, two-dimensional.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1296831 Optimal Parameters of Double Moving Average Control Chart
Authors: Y. Areepong
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The objective of this paper is to present explicit analytical formulas for evaluating important characteristics of Double Moving Average control chart (DMA) for Poisson distribution. The most popular characteristics of a control chart are Average Run Length ( 0 ARL ) - the mean of observations that are taken before a system is signaled to be out-of control when it is actually still incontrol, and Average Delay time ( 1 ARL ) - mean delay of true alarm times. An important property required of 0 ARL is that it should be sufficiently large when the process is in-control to reduce a number of false alarms. On the other side, if the process is actually out-ofcontrol then 1 ARL should be as small as possible. In particular, the explicit analytical formulas for evaluating 0 ARL and 1 ARL be able to get a set of optimal parameters which depend on a width of the moving average ( w ) and width of control limit ( H ) for designing DMA chart with minimum of 1 ARLKeywords: Optimal parameters, Average Run Length, Average Delay time, Double Moving Average chart.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2328830 Traffic Signal Coordinated Control Optimization: A Case Study
Authors: Pengdi Diao, Zhuo Wang, Zundong Zhang, Hua Cheng
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In the urban traffic network, the intersections are the “bottleneck point" of road network capacity. And the arterials are the main body in road network and the key factor which guarantees the normal operation of the city-s social and economic activities. The rapid increase in vehicles leads to seriously traffic jam and cause the increment of vehicles- delay. Most cities of our country are traditional single control system, which cannot meet the need for the city traffic any longer. In this paper, Synchro6.0 as a platform to minimize the intersection delay, optimizesingle signal cycle and split for Zhonghua Street in Handan City. Meanwhile, linear control system uses to optimize the phase for the t arterial road in this system. Comparing before and after use the control, capacities and service levels of this road and the adjacent road have improved significantly.Keywords: linear control system; delay mode; signal optimization; synchro6.0 simulation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2125829 An Estimating Parameter of the Mean in Normal Distribution by Maximum Likelihood, Bayes, and Markov Chain Monte Carlo Methods
Authors: Autcha Araveeporn
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This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.
Keywords: Bayes method, Markov Chain Monte Carlo method, Maximum Likelihood method, normal distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1436828 Optimized Delay Constrained QoS Routing
Authors: P. S. Prakash, S. Selvan
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QoS Routing aims to find paths between senders and receivers satisfying the QoS requirements of the application which efficiently using the network resources and underlying routing algorithm to be able to find low-cost paths that satisfy given QoS constraints. The problem of finding least-cost routing is known to be NP-hard or complete and some algorithms have been proposed to find a near optimal solution. But these heuristics or algorithms either impose relationships among the link metrics to reduce the complexity of the problem which may limit the general applicability of the heuristic, or are too costly in terms of execution time to be applicable to large networks. In this paper, we concentrate an algorithm that finds a near-optimal solution fast and we named this algorithm as optimized Delay Constrained Routing (ODCR), which uses an adaptive path weight function together with an additional constraint imposed on the path cost, to restrict search space and hence ODCR finds near optimal solution in much quicker time.Keywords: QoS, Delay, Routing, Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1214827 Non-Chronological Approach in Crane Girder and Composite Steel Beam Installation: Case Study
Authors: Govindaraj Ramanathan
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The time delay and the structural stability are major issues in big size projects due to several factors. Improper planning and poor coordination lead to delay in construction, which sometimes result in reworking or rebuilding. This definitely increases the cost and time of project. This situation stresses the structural engineers to plan out of the limits of contemporary technology utilizing non-chronological approach with creative ideas. One of the strategies to solve this issue is through structural integrity solutions in a cost-effective way. We have faced several problems in a project worth 470 million USD, and one such issue is crane girder installation with composite steel beams. We have applied structural integrity approach with the proper and revised planning schedule to solve the problem efficiently with minimal expenses.
Keywords: Construction management, delay, non-chronological approach, composite beam, structural integrity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 896826 Periodic Solutions for a Third-order p-Laplacian Functional Differential Equation
Authors: Yanling Zhu, Kai Wang
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By means of Mawhin’s continuation theorem, we study a kind of third-order p-Laplacian functional differential equation with distributed delay in the form: ϕp(x (t)) = g t, 0 −τ x(t + s) dα(s) + e(t), some criteria to guarantee the existence of periodic solutions are obtained.
Keywords: p–Laplacian, distributed delay, periodic solution, Mawhin's continuation theorem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1294825 Delay and Packet Loss Analysis for Handovers between MANETs and NEMO Networks
Authors: Jirawat Thaenthong, Steven Gordon
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MANEMO is the integration of Network Mobility (NEMO) and Mobile Ad Hoc Network (MANET). A MANEMO node has an interface to both a MANET and NEMO network, and therefore should choose the optimal interface for packet delivery, however such a handover between interfaces will introduce packet loss. We define the steps necessary for a MANEMO handover, using Mobile IP and NEMO to signal the new binding to the relevant Home Agent(s). The handover steps aim to minimize the packet loss by avoiding waiting for Duplicate Address Detection and Neighbour Unreachability Detection. We present expressions for handover delay and packet loss, and then use numerical examples to evaluate a MANEMO handover. The analysis shows how the packet loss depends on level of nesting within NEMO, the delay between Home Agents and the load on the MANET, and hence can be used to developing optimal MANEMO handover algorithms.Keywords: IP mobility, handover, MANET, network mobility
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2084824 Existence of Solution of Nonlinear Second Order Neutral Stochastic Differential Inclusions with Infinite Delay
Authors: Yong Li
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The paper is concerned with the existence of solution of nonlinear second order neutral stochastic differential inclusions with infinite delay in a Hilbert Space. Sufficient conditions for the existence are obtained by using a fixed point theorem for condensing maps.
Keywords: Mild solution, Convex multivalued map, Neutral stochastic differential inclusions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1607823 Interconnect Analysis of a Novel Multiplexer Based Full-Adder Cell for Power and Propagation Delay Optimizations
Authors: G.Ramana Murthy, C.Senthilpari, P.Velrajkumar, Lim Tien Sze
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The proposed multiplexer-based novel 1-bit full adder cell is schematized by using DSCH2 and its layout is generated by using microwind VLSI CAD tool. The adder cell layout interconnect analysis is performed by using BSIM4 layout analyzer. The adder circuit is compared with other six existing adder circuits for parametric analysis. The proposed adder cell gives better performance than the other existing six adder circuits in terms of power, propagation delay and PDP. The proposed adder circuit is further analyzed for interconnect analysis, which gives better performance than other adder circuits in terms of layout thickness, width and height.Keywords: Full Adder, Interconnect Analysis, Low-Power, Multiplexer, Propagation Delay, Parametric Analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1553822 Behrens-Fisher Problem with One Variance Unknown
Authors: Sa-aat Niwitpong, Rada Somkhuean, Suparat Niwitpong
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This paper presents the generalized p-values for testing the Behrens-Fisher problem when one variance is unknown. We also derive a closed form expression of the upper bound of the proposed generalized p-value.
Keywords: Generalized p-value, hypothesis testing, upper bound.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1458821 Performance Evaluation of Al Jame’ Roundabout Using SIDRA
Authors: D. Muley, H. S. Al-Mandhari
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This paper evaluates the performance of a multi-lane four legged modern roundabout operating in Muscat using SIDRA model. The performance measures include Degree of Saturation (DOS), average delay, and queue lengths. The geometric and traffic data were used for model preparation. Gap acceptance parameters, critical gap and follow up headway, were used for calibration of SIDRA model. The results from the analysis showed that currently the roundabout is experiencing delays up to 610 seconds per vehicle with DOS 1.67 during peak hour. Further, sensitivity analysis for general and roundabout parameters was performed, amongst lane width, cruise speed, inscribed diameter, entry radius and entry angle showed that inscribed diameter is most crucial factor affecting delay and DOS. Up gradation of roundabout to fully signalized junction was found as the suitable solution which will serve for future years with LOS C for design year having DOS of 0.9 with average control delay of 51.9 seconds per vehicle.
Keywords: Performance analysis, roundabout, sensitivity analysis, SIDRA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3306820 A Hypercube Social Feature Extraction and Multipath Routing in Delay Tolerant Networks
Authors: S. Balaji, M. Rajaram, Y. Harold Robinson, E. Golden Julie
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Delay Tolerant Networks (DTN) which have sufficient state information include trajectory and contact information, to protect routing efficiency. However, state information is dynamic and hard to obtain without a global and/or long-term collection process. To deal with these problems, the internal social features of each node are introduced in the network to perform the routing process. This type of application is motivated from several human contact networks where people contact each other more frequently if they have more social features in common. Two unique processes were developed for this process; social feature extraction and multipath routing. The routing method then becomes a hypercube–based feature matching process. Furthermore, the effectiveness of multipath routing is evaluated and compared to that of single-path routing.
Keywords: Delay tolerant networks, entropy, human contact networks, hyper cubes, multipath Routing, social features.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1306819 Positive Periodic Solutions for a Neutral Impulsive Delay Competition System
Authors: Daiming Wang
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In this paper, a neutral impulsive competition system with distributed delays is studied by using Mawhin-s coincidence degree theory and the mean value theorem of differential calculus. Sufficient conditions on the existence of positive periodic solution of the system are obtained.
Keywords: Neutral impulsive delay system, competitive system, coincidence degree, periodic solution, existence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1510818 Effect of High Injection Pressure on Mixture Formation, Burning Process and Combustion Characteristics in Diesel Combustion
Authors: Amir Khalid, B. Manshoor
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The mixture formation prior to the ignition process plays as a key element in the diesel combustion. Parametric studies of mixture formation and ignition process in various injection parameter has received considerable attention in potential for reducing emissions. Purpose of this study is to clarify the effects of injection pressure on mixture formation and ignition especially during ignition delay period, which have to be significantly influences throughout the combustion process and exhaust emissions. This study investigated the effects of injection pressure on diesel combustion fundamentally using rapid compression machine. The detail behavior of mixture formation during ignition delay period was investigated using the schlieren photography system with a high speed camera. This method can capture spray evaporation, spray interference, mixture formation and flame development clearly with real images. Ignition process and flame development were investigated by direct photography method using a light sensitive high-speed color digital video camera. The injection pressure and air motion are important variable that strongly affect to the fuel evaporation, endothermic and prolysis process during ignition delay. An increased injection pressure makes spray tip penetration longer and promotes a greater amount of fuel-air mixing occurs during ignition delay. A greater quantity of fuel prepared during ignition delay period thus predominantly promotes more rapid heat release.Keywords: Mixture Formation, Diesel Combustion, Ignition Process, Spray, Rapid Compression Machine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2843817 High Speed and Ultra Low-voltage CMOS NAND and NOR Domino Gates
Authors: Yngvar Berg, Omid Mirmotahari
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In this paper we ultra low-voltage and high speed CMOS domino logic. For supply voltages below 500mV the delay for a ultra low-voltage NAND2 gate is aproximately 10% of a complementary CMOS inverter. Furthermore, the delay variations due to mismatch is much less than for conventional CMOS. Differential domino gates for AND/NAND and OR/NOR operation are presented.
Keywords: Low-voltage, high-speed, NAND, NOR, CMOS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2554816 Almost Periodic Solution for a Food-limited Population Model with Delay and Feedback Control
Authors: Xiaoyan Dou, Yongkun Li
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In this paper, we consider a food-limited population model with delay and feedback control. By applying the comparison theorem of the differential equation and constructing a suitable Lyapunov functional, sufficient conditions which guarantee the permanence and existence of a unique globally attractive positive almost periodic solution of the system are obtained.
Keywords: Almost periodic solution, food-limited population, feedback control, permanence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1961815 Grey Prediction Based Handoff Algorithm
Authors: Seyed Saeed Changiz Rezaei, Babak Hossein Khalaj
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As the demand for higher capacity in a cellular environment increases, the cell size decreases. This fact makes the role of suitable handoff algorithms to reduce both number of handoffs and handoff delay more important. In this paper we show that applying the grey prediction technique for handoff leads to considerable decrease in handoff delay with using a small number of handoffs, compared with traditional hystersis based handoff algorithms.
Keywords: Cellular network, Grey prediction, Handoff.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2390814 Design and Bandwidth Allocation of Embedded ATM Networks using Genetic Algorithm
Authors: H. El-Madbouly
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In this paper, genetic algorithm (GA) is proposed for the design of an optimization algorithm to achieve the bandwidth allocation of ATM network. In Broadband ISDN, the ATM is a highbandwidth; fast packet switching and multiplexing technique. Using ATM it can be flexibly reconfigure the network and reassign the bandwidth to meet the requirements of all types of services. By dynamically routing the traffic and adjusting the bandwidth assignment, the average packet delay of the whole network can be reduced to a minimum. M/M/1 model can be used to analyze the performance.Keywords: Bandwidth allocation, Genetic algorithm, ATMNetwork, packet delay.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1379813 Data Transmission Reliability in Short Message Integrated Distributed Monitoring Systems
Authors: Sui Xin, Li Chunsheng, Tian Di
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Short message integrated distributed monitoring systems (SM-DMS) are growing rapidly in wireless communication applications in various areas, such as electromagnetic field (EMF) management, wastewater monitoring, and air pollution supervision, etc. However, delay in short messages often makes the data embedded in SM-DMS transmit unreliably. Moreover, there are few regulations dealing with this problem in SMS transmission protocols. In this study, based on the analysis of the command and data requirements in the SM-DMS, we developed a processing model for the control center to solve the delay problem in data transmission. Three components of the model: the data transmission protocol, the receiving buffer pool method, and the timer mechanism were described in detail. Discussions on adjusting the threshold parameter in the timer mechanism were presented for the adaptive performance during the runtime of the SM-DMS. This model optimized the data transmission reliability in SM-DMS, and provided a supplement to the data transmission reliability protocols at the application level.
Keywords: Delay, SMS, reliability, distributed monitoringsystem (DMS), wireless communication.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1706812 Performance Analysis of Energy-Efficient Home Femto Base Stations
Authors: Yun Won Chung
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The energy consumption of home femto base stations (BSs) can be reduced, by turning off the Wi-Fi radio interface when there is no mobile station (MS) under the coverage of the BSs or MSs do not transmit or receive data packet for long time, especially in late night. In the energy-efficient home femto BSs, if MSs have any data packet to transmit and the Wi-Fi radio interface in off state, MSs wake up the Wi-Fi radio interface of home femto BSs by using additional low power radio interface. In this paper, the performance of the energy-efficient home femto BSs from the aspect of energy consumption and cumulative average delay, and show the effect of various parameters on energy consumption and cumulative average delay. From the results, the tradeoff relationship between energy consumption and cumulative average delay is shown and thus, appropriate operation should be needed to balance the tradeoff.Keywords: energy consumption, power saving, femto base station.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1904811 A Diffusion Least-Mean Square Algorithm for Distributed Estimation over Sensor Networks
Authors: Amir Rastegarnia, Mohammad Ali Tinati, Azam Khalili
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In this paper we consider the issue of distributed adaptive estimation over sensor networks. To deal with more realistic scenario, different variance for observation noise is assumed for sensors in the network. To solve the problem of different variance of observation noise, the proposed method is divided into two phases: I) Estimating each sensor-s observation noise variance and II) using the estimated variances to obtain the desired parameter. Our proposed algorithm is based on a diffusion least mean square (LMS) implementation with linear combiner model. In the proposed algorithm, the step-size parameter the coefficients of linear combiner are adjusted according to estimated observation noise variances. As the simulation results show, the proposed algorithm considerably improves the diffusion LMS algorithm given in literature.
Keywords: Adaptive filter, distributed estimation, sensor network, diffusion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1867810 Skin Effect: A Natural Phenomenon for Minimization of Ground Bounce in VLSI RC Interconnect
Authors: Shilpi Lavania
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As the frequency of operation has attained a range of GHz and signal rise time continues to increase interconnect technology is suffering due to various high frequency effects as well as ground bounce problem. In some recent studies a high frequency effect i.e. skin effect has been modeled and its drawbacks have been discussed. This paper strives to make an impression on the advantage side of modeling skin effect for interconnect line. The proposed method has considered a CMOS with RC interconnect. Delay and noise considering ground bounce problem and with skin effect are discussed. The simulation results reveal an advantage of considering skin effect for minimization of ground bounce problem during the working of the model. Noise and delay variations with temperature are also presented.
Keywords: Interconnect, Skin effect, Ground Bounce, Delay, Noise.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3141809 Confidence Intervals for the Difference of Two Normal Population Variances
Authors: Suparat Niwitpong
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Motivated by the recent work of Herbert, Hayen, Macaskill and Walter [Interval estimation for the difference of two independent variances. Communications in Statistics, Simulation and Computation, 40: 744-758, 2011.], we investigate, in this paper, new confidence intervals for the difference between two normal population variances based on the generalized confidence interval of Weerahandi [Generalized Confidence Intervals. Journal of the American Statistical Association, 88(423): 899-905, 1993.] and the closed form method of variance estimation of Zou, Huo and Taleban [Simple confidence intervals for lognormal means and their differences with environmental applications. Environmetrics 20: 172-180, 2009]. Monte Carlo simulation results indicate that our proposed confidence intervals give a better coverage probability than that of the existing confidence interval. Also two new confidence intervals perform similarly based on their coverage probabilities and their average length widths.
Keywords: Confidence interval, generalized confidence interval, the closed form method of variance estimation, variance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2778808 Optimizing TCP Vegas- Performance with Packet Spacing and Effect of Variable FTP Packet Size over Wireless IPv6 Network
Authors: B. S. Yew , B. L. Ong , R. B. Ahmad
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This paper describes the performance of TCP Vegas over the wireless IPv6 network. The performance of TCP Vegas is evaluated using network simulator (ns-2). The simulation experiment investigates how packet spacing affects the network delay, network throughput and network efficiency of TCP Vegas. Moreover, we investigate how the variable FTP packet sizes affect the network performance. The result of the simulation experiment shows that as the packet spacing is implements, the network delay is reduces, network throughput and network efficiency is optimizes. As the FTP packet sizes increase, the ratio of delay per throughput decreases. From the result of experiment, we propose the appropriate packet size in transmitting file transfer protocol application using TCP Vegas with packet spacing enhancement over wireless IPv6 environment in ns-2. Additionally, we suggest the appropriate ratio in determining the appropriate RTT and buffer size in a network.Keywords: TCP Vegas, Packet Spacing, Packet Size, Wireless IPv6, ns-2
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1961807 Mean-Variance Optimization of Portfolios with Return of Premium Clauses in a DC Pension Plan with Multiple Contributors under Constant Elasticity of Variance Model
Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa
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In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.
Keywords: DC pension fund, Hamilton Jacobi Bellman equation, optimal investment strategies, stochastic optimal control technique, return of premiums clauses, mean-variance utility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 776806 Evaluation of a PSO Approach for Optimum Design of a First-Order Controllers for TCP/AQM Systems
Authors: Sana Testouri, Karim Saadaoui, Mohamed Benrejeb
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This paper presents a Particle Swarm Optimization (PSO) method for determining the optimal parameters of a first-order controller for TCP/AQM system. The model TCP/AQM is described by a second-order system with time delay. First, the analytical approach, based on the D-decomposition method and Lemma of Kharitonov, is used to determine the stabilizing regions of a firstorder controller. Second, the optimal parameters of the controller are obtained by the PSO algorithm. Finally, the proposed method is implemented in the Network Simulator NS-2 and compared with the PI controller.Keywords: AQM, first-order controller, time delay, stability, PSO.
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