Search results for: nonlinear Langevin equation

Authors: Somkiat Lerkvaranyu, Yoshikazu Miyanaga

Abstract:

In this paper, a new technique of signal detection has been proposed for detecting the orthogonal frequency-division multiplexing (OFDM) signal in the presence of nonlinear distortion.There are several advantages of OFDM communications system.However, one of the existing problems is remain considered as the nonlinear distortion generated by high-power-amplifier at the transmitter end due to the large dynamic range of an OFDM signal. The proposed method is the maximum likelihood detection with the symbol estimation. When the training data are available, the neural network has been used to learn the characteristic of received signal and to estimate the new positions of the transmitted symbol which are provided to the maximum likelihood detector. Resulting in the system performance, the nonlinear distortions of a traveling wave tube amplifier with OFDM signal are considered in this paper.Simulation results of the bit-error-rate performance are obtained with 16-QAM OFDM systems.

Keywords: OFDM, TWTA, nonlinear distortion, detection.

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Authors: M.V Rajesh, Archana R, A Unnikrishnan, R Gopikakumari, Jeevamma Jacob

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The System Identification problem looks for a suitably parameterized model, representing a given process. The parameters of the model are adjusted to optimize a performance function based on error between the given process output and identified process output. The linear system identification field is well established with many classical approaches whereas most of those methods cannot be applied for nonlinear systems. The problem becomes tougher if the system is completely unknown with only the output time series is available. It has been reported that the capability of Artificial Neural Network to approximate all linear and nonlinear input-output maps makes it predominantly suitable for the identification of nonlinear systems, where only the output time series is available. [1][2][4][5]. The work reported here is an attempt to implement few of the well known algorithms in the context of modeling of nonlinear systems, and to make a performance comparison to establish the relative merits and demerits.

Keywords: Multilayer neural networks, Radial Basis Functions, Clustering algorithm, Back Propagation training, Extended Kalmanfiltering, Mean Square Error, Nonlinear Modeling, Cramer RaoLower Bound.

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Authors: B. Mukanova, N. Glazyrina, S. Glazyrin

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The formulated problem of optimization of the technological process of water treatment for thermal power plants is considered in this article. The problem is of multiparametric nature. To optimize the process, namely, reduce the amount of waste water, a new technology was developed to reuse such water. A mathematical model of the technology of wastewater reuse was developed. Optimization parameters were determined. The model consists of a material balance equation, an equation describing the kinetics of ion exchange for the non-equilibrium case and an equation for the ion exchange isotherm. The material balance equation includes a nonlinear term that depends on the kinetics of ion exchange. A direct problem of calculating the impurity concentration at the outlet of the water treatment plant was numerically solved. The direct problem was approximated by an implicit point-to-point computation difference scheme. The inverse problem was formulated as relates to determination of the parameters of the mathematical model of the water treatment plant operating in non-equilibrium conditions. The formulated inverse problem was solved. Following the results of calculation the time of start of the filter regeneration process was determined, as well as the period of regeneration process and the amount of regeneration and wash water. Multi-parameter optimization of water treatment process for thermal power plants allowed decreasing the amount of wastewater by 15%.

Keywords: Direct problem, multiparametric optimization, optimization parameters, water treatment.

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Authors: Marzieh Dosti, Alireza Nazemi

Abstract:

Recently, it is found that telegraph equation is more suitable than ordinary diffusion equation in modelling reaction diffusion for such branches of sciences. In this paper, a numerical solution for the one-dimensional hyperbolic telegraph equation by using the collocation method using the septic splines is proposed. The scheme works in a similar fashion as finite difference methods. Test problems are used to validate our scheme by calculate L2-norm and L∞-norm. The accuracy of the presented method is demonstrated by two test problems. The numerical results are found to be in good agreement with the exact solutions.

Keywords: B-spline, collocation method, second-order hyperbolic telegraph equation, difference schemes.

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Authors: Meng Hu, Lili Wang

Abstract:

In this paper, applying He-s energy balance method to determine frequency formulation relations of nonlinear oscillators with discontinuous term or fractional potential. By calculation and computer simulations, compared with the exact solutions show that the results obtained are of high accuracy.

Keywords: He's energy balance method, periodic solution, nonlinear oscillator, discontinuous, fractional potential.

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Authors: Guang Zeng, Jin Huang, Zicai Li

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In this paper, we research the standard 13-point difference schemes for solving the biharmonic equation. Heuristic method is applied to judging the stability of multi-level difference schemes of the biharmonic equation. It is showed that the standard 13-point difference schemes are stable.

Keywords: Finite-difference equation, computational stability, hirt method.

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Authors: Hailong Zhu, Zhaoxiang Li, Kejun Zhuang

Abstract:

By means of Contractor Iteration Method, we solve and visualize the Lane-Emden(-Fowler) equation Δu + up = 0, in Ω, u = 0, on ∂Ω. It is shown that the present method converges quadratically as Newton’s method and the computation of Contractor Iteration Method is cheaper than the Newton’s method.

Keywords: Positive solutions, newton's method, contractor iteration method, Eigenpairs.

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Authors: Lianglin Xiong, Yun Zhao, Tao Jiang

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In this paper, we study the stability of n-dimensional linear fractional neutral differential equation with time delays. By using the Laplace transform, we introduce a characteristic equation for the above system with multiple time delays. We discover that if all roots of the characteristic equation have negative parts, then the equilibrium of the above linear system with fractional order is Lyapunov globally asymptotical stable if the equilibrium exist that is almost the same as that of classical differential equations. An example is provided to show the effectiveness of the approach presented in this paper.

Keywords: Fractional neutral differential equation, Laplace transform, characteristic equation.

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Authors: Hamza Nejib, Okba Taouali

Abstract:

This paper presents two of the most knowing kernel adaptive filtering (KAF) approaches, the kernel least mean squares and the kernel recursive least squares, in order to predict a new output of nonlinear signal processing. Both of these methods implement a nonlinear transfer function using kernel methods in a particular space named reproducing kernel Hilbert space (RKHS) where the model is a linear combination of kernel functions applied to transform the observed data from the input space to a high dimensional feature space of vectors, this idea known as the kernel trick. Then KAF is the developing filters in RKHS. We use two nonlinear signal processing problems, Mackey Glass chaotic time series prediction and nonlinear channel equalization to figure the performance of the approaches presented and finally to result which of them is the adapted one.

Keywords: KLMS, online prediction, KAF, signal processing, RKHS, Kernel methods, KRLS, KLMS.

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Authors: A. R. Tavakolpour-Saleh, H. Jokar

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Liquid level control of conical tank system is known to be a great challenge in many industries such as food processing, hydrometallurgical industries and wastewater treatment plant due to its highly nonlinear characteristics. In this research, an adaptive fuzzy PID control scheme is applied to the problem of liquid level control in a nonlinear tank process. A conical tank process is first modeled and primarily simulated. A PID controller is then applied to the plant model as a suitable benchmark for comparison and the dynamic responses of the control system to different step inputs were investigated. It is found that the conventional PID controller is not able to fulfill the controller design criteria such as desired time constant due to highly nonlinear characteristics of the plant model. Consequently, a nonlinear control strategy based on gain-scheduling adaptive control incorporating a fuzzy logic observer is proposed to accurately control the nonlinear tank system. The simulation results clearly demonstrated the superiority of the proposed adaptive fuzzy control method over the conventional PID controller.

Keywords: Adaptive control, fuzzy logic, conical tank, PID controller.

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Authors: R.Marsalek

Abstract:

This paper present a new way to find the aerodynamic characteristic equation of missile for the numerical trajectories prediction more accurate. The goal is to obtain the polynomial equation based on two missile characteristic parameters, angle of attack (α ) and flight speed (ν ). First, the understudied missile is modeled and used for flow computational model to compute aerodynamic force and moment. Assume that performance range of understudied missile where range -10< α <10 and 0< ν <200. After completely obtained results of all cases, the data are fit by polynomial interpolation to create equation of each case and then combine all equations to form aerodynamic characteristic equation, which will be used for trajectories simulation.

Keywords: ferro-precipitate, adsorption, SDS, zeta potential

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Authors: Attapon Charoenpon, Ekkarach Pankeaw

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This paper present a new way to find the aerodynamic characteristic equation of missile for the numerical trajectories prediction more accurate. The goal is to obtain the polynomial equation based on two missile characteristic parameters, angle of attack (α ) and flight speed (╬¢ ). First, the understudied missile is modeled and used for flow computational model to compute aerodynamic force and moment. Assume that performance range of understudied missile where range -10< α <10 and 0< ╬¢ <200. After completely obtained results of all cases, the data are fit by polynomial interpolation to create equation of each case and then combine all equations to form aerodynamic characteristic equation, which will be used for trajectories simulation.

Keywords: Aerodynamic, Characteristic Equation, Angle ofAttack, Polynomial interpolation, Trajectories

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Authors: Abdulrahman Abdulrahman

Abstract:

When the Manning equation is used, a unique value of normal depth in the uniform flow exists for a given channel geometry, discharge, roughness, and slope. Depending on the value of normal depth relative to the critical depth, the flow type (supercritical or subcritical) for a given characteristic of channel conditions is determined whether or not flow is uniform. There is no general solution of Manning's equation for determining the flow depth for a given flow rate, because the area of cross section and the hydraulic radius produce a complicated function of depth. The familiar solution of normal depth for a rectangular channel involves 1) a trial-and-error solution; 2) constructing a non-dimensional graph; 3) preparing tables involving non-dimensional parameters. Author in this paper has derived semi-analytical solution to Manning's equation for determining the flow depth given the flow rate in rectangular open channel. The solution was derived by expressing Manning's equation in non-dimensional form, then expanding this form using Maclaurin's series. In order to simplify the solution, terms containing power up to 4 have been considered. The resulted equation is a quartic equation with a standard form, where its solution was obtained by resolving this into two quadratic factors. The proposed solution for Manning's equation is valid over a large range of parameters, and its maximum error is within -1.586%.

Keywords: Channel design, civil engineering, hydraulic engineering, open channel flow, Manning's equation, normal depth, uniform flow.

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Authors: Şaban Çetin, Özgür Demir

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In this study, Fuzzy PID Control scheme is designed for an active suspension system. The main goal of an active suspension system for using in a vehicle model is reducing body deflections and handling high comfort for a passenger car. The present system was modelled as a two-degree-of-freedom (2-DOF) nonlinear vehicle model.

Keywords: Active suspension system, Fuzzy PID controller, a nonlinear quarter car model.

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Authors: Cai-Wan Chang-Jian

Abstract:

This study presents a systematic analysis of the dynamic behaviors of a gear-bearing system with porous squeeze film damper (PSFD) under nonlinear suspension, nonlinear oil-film force and nonlinear gear meshing force effect. It can be found that the system exhibits very rich forms of sub-harmonic and even the chaotic vibrations. The bifurcation diagrams also reveal that greater values of permeability may not only improve non-periodic motions effectively, but also suppress dynamic amplitudes of the system. Therefore, porous effect plays an important role to improve dynamic stability of gear-bearing systems or other mechanical systems. The results presented in this study provide some useful insights into the design and development of a gear-bearing system for rotating machinery that operates in highly rotational speed and highly nonlinear regimes.

Keywords: Gear, PSFD, bifurcation, chaos.

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Authors: Mai S. Mabrouk, Nahed H. Solouma, Abou-Bakr M. Youssef, Yasser M. Kadah

Abstract:

Many digital signal processing, techniques have been used to automatically distinguish protein coding regions (exons) from non-coding regions (introns) in DNA sequences. In this work, we have characterized these sequences according to their nonlinear dynamical features such as moment invariants, correlation dimension, and largest Lyapunov exponent estimates. We have applied our model to a number of real sequences encoded into a time series using EIIP sequence indicators. In order to discriminate between coding and non coding DNA regions, the phase space trajectory was first reconstructed for coding and non-coding regions. Nonlinear dynamical features are extracted from those regions and used to investigate a difference between them. Our results indicate that the nonlinear dynamical characteristics have yielded significant differences between coding (CR) and non-coding regions (NCR) in DNA sequences. Finally, the classifier is tested on real genes where coding and non-coding regions are well known.

Keywords: Gene prediction, nonlinear dynamics, correlation dimension, Lyapunov exponent.

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Authors: Meng Hu, Lili Wang

Abstract:

In this paper, He-s amplitude frequency formulation is used to obtain a periodic solution for a nonlinear oscillator with fractional potential. By calculation and computer simulations, compared with the exact solution shows that the result obtained is of high accuracy.

Keywords: He's amplitude frequency formulation, Periodic solution, Nonlinear oscillator, Fractional potential.

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Authors: Chantawan Noisri, Robert Harold Buchanan Exell

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A simple model for studying convectional lifting processes in the tropics is described in this paper with some tests of the model in dry air. The model consists of the density equation, the wind equation, the vertical velocity equation, and the temperature equation. The model domain is two-dimensional with length 100 km and height 17.5 km. Plan for experiments to investigate the effects of the heating surface, the deep convection approximation and the treatment of velocities at the boundaries are discussed. Equations for the simplified treatment of moisture in the atmosphere in future numerical experiments are also given.

Keywords: Numerical weather prediction, Finite differences, Convection lifting.

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Authors: Youguo Wang, Lenan Wu

Abstract:

Stochastic resonance (SR) is a phenomenon whereby the signal transmission or signal processing through certain nonlinear systems can be improved by adding noise. This paper discusses SR in nonlinear signal detection by a simple test statistic, which can be computed from multiple noisy data in a binary decision problem based on a maximum a posteriori probability criterion. The performance of detection is assessed by the probability of detection error Per . When the input signal is subthreshold signal, we establish that benefit from noise can be gained for different noises and confirm further that the subthreshold SR exists in nonlinear signal detection. The efficacy of SR is significantly improved and the minimum of Per can dramatically approach to zero as the sample number increases. These results show the robustness of SR in signal detection and extend the applicability of SR in signal processing.

Keywords: Probability of detection error, signal detection, stochastic resonance.

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Authors: Hoda Aleali, Nastaran Mansour, Maryam Mirzaie

Abstract:

In this paper, we study the optical nonlinearities of Silver sulfide (Ag2S) nanostructures dispersed in the Dimethyl sulfoxide (DMSO) under exposure to 532 nm, 15 nanosecond (ns) pulsed laser irradiation. Ultraviolet–visible absorption spectrometry (UV-Vis), X-ray diffraction (XRD), and transmission electron microscopy (TEM) are used to characterize the obtained nanocrystal samples. The band gap energy of colloid is determined by analyzing the UV–Vis absorption spectra of the Ag2S NPs using the band theory of semiconductors. Z-scan technique is used to characterize the optical nonlinear properties of the Ag2S nanoparticles (NPs). Large enhancement of two photon absorption effect is observed with increase in concentration of the Ag2S nanoparticles using open Zscan measurements in the ns laser regime. The values of the nonlinear absorption coefficients are determined based on the local nonlinear responses including two photon absorption. The observed aperture dependence of the Ag2S NP limiting performance indicates that the nonlinear scattering plays an important role in the limiting action of the sample. The concentration dependence of the optical liming is also investigated. Our results demonstrate that the optical limiting threshold decreases with increasing the silver sulfide NPs in DMSO.

Keywords: Nanoscale materials, Silver sulfide nanoparticles, Nonlinear absorption, Nonlinear scattering, Optical limiting.

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Authors: Wudhichai Assawinchaichote, Sing Kiong Nguang

Abstract:

This paper examines the problem of designing a robust H8 state-feedback controller for a class of nonlinear two-time scale systems with Markovian Jumps described by a Takagi-Sugeno (TS) fuzzy model. Based on a linear matrix inequality (LMI) approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear two-time scale systems to have an H8 performance are derived. The proposed approach does not involve the separation of states into slow and fast ones and it can be applied not only to standard, but also to nonstandard nonlinear two-time scale systems. A numerical example is provided to illustrate the design developed in this paper.

Keywords: TS fuzzy, Markovian jumps, LMI, two-time scale systems.

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Authors: Toshinori Nawata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) using the automatic choosing functions of gradient optimization type for nonlinear systems. Constant terms which arise from sectionwise linearization of a given nonlinear system are treated as coefficients of a stable zero dynamics. Parameters included in the control are suboptimally selected by minimizing the Hamiltonian 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, nonlinear control, genetic algorithm, zero dynamics.

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Authors: Wen-Chi Liu

Abstract:

This study applies a simple and powerful nonlinear unit root test to test the validity of long-run purchasing power parity (PPP)  in a sample of 10 East-Asian countries (i.e., China, Hong Kong,  Indonesia, Japan, Korea, Malaysia, Philippines, Singapore, Taiwan  and Thailand) over the period of March 1985 to September 2008. The empirical results indicate that PPP holds true for half of these 10  East-Asian countries under study, and the adjustment toward PPP is found to be nonlinear and in an asymmetric way. 

 

Keywords: Purchasing Power Parity, East-Asian Countries, Nonlinear Unit Root Test, Asymmetry.

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Authors: K. N. C. Njoku, Chinwendu Best Eleje, Christian Chukwuemeka Nwandu

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One of the problems facing most insurance companies is how best the burden of paying claims to its policy holders can be managed whenever need arises. Hence there is need for the insurer to buy a reinsurance contract in order to reduce risk which will enable the insurer to share the financial burden with the reinsurer. In this paper, the insurer’s and reinsurer’s strategy is investigated under the modified constant elasticity of variance (M-CEV) process and proportional administrative charges. The insurer considered investment in one risky asset and one risk free asset where the risky asset is modeled based on the M-CEV process which is an extension of constant elasticity of variance (CEV) process. Next, a nonlinear partial differential equation in the form of Hamilton Jacobi Bellman equation is obtained by dynamic programming approach. Using power transformation technique and variable change, the explicit solutions of the optimal investment strategy and optimal reinsurance strategy are obtained. Finally, some numerical simulations of some sensitive parameters were obtained and discussed in details where we observed that the modification factor only affects the optimal investment strategy and not the reinsurance strategy for an insurer with exponential utility function.

Keywords: Reinsurance strategy, Hamilton Jacobi Bellman equation, power transformation, M-CEV process, exponential utility.

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Authors: G.Mehdiyeva, V.Ibrahimov, M.Imanova

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As is known, one of the priority directions of research works of natural sciences is introduction of applied section of contemporary mathematics as approximate and numerical methods to solving integral equation into practice. We fare with the solving of integral equation while studying many phenomena of nature to whose numerically solving by the methods of quadrature are mainly applied. Taking into account some deficiency of methods of quadrature for finding the solution of integral equation some sciences suggested of the multistep methods with constant coefficients. Unlike these papers, here we consider application of hybrid methods to the numerical solution of Volterra integral equation. The efficiency of the suggested method is proved and a concrete method with accuracy order p = 4 is constructed. This method in more precise than the corresponding known methods.

Keywords: Volterra integral equation, hybrid methods, stability and degree, methods of quadrature

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Authors: N. H. Adenan, M. S. M. Noorani

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River flow prediction is an essential to ensure proper management of water resources can be optimally distribute water to consumers. This study presents an analysis and prediction by using nonlinear prediction method involving monthly river flow data in Tanjung Tualang from 1976 to 2006. Nonlinear prediction method involves the reconstruction of phase space and local linear approximation approach. The phase space reconstruction involves the reconstruction of one-dimensional (the observed 287 months of data) in a multidimensional phase space to reveal the dynamics of the system. Revenue of phase space reconstruction is used to predict the next 72 months. A comparison of prediction performance based on correlation coefficient (CC) and root mean square error (RMSE) have been employed to compare prediction performance for nonlinear prediction method, ARIMA and SVM. Prediction performance comparisons show the prediction results using nonlinear prediction method is better than ARIMA and SVM. Therefore, the result of this study could be used to develop an efficient water management system to optimize the allocation water resources.

Keywords: River flow, nonlinear prediction method, phase space, local linear approximation.

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Authors: Tanapat Brikshavana, Anirut Luadsong

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The spectral action balance equation is an equation that used to simulate short-crested wind-generated waves in shallow water areas such as coastal regions and inland waters. This equation consists of two spatial dimensions, wave direction, and wave frequency which can be solved by finite difference method. When this equation with dominating propagation velocity terms are discretized using central differences, stability problems occur when the grid spacing is chosen too coarse. In this paper, we introduce the splitting modified donorcell scheme for avoiding stability problems and prove that it is consistent to the modified donor-cell scheme with same accuracy. The splitting modified donor-cell scheme was adopted to split the wave spectral action balance equation into four one-dimensional problems, which for each small problem obtains the independently tridiagonal linear systems. For each smaller system can be solved by direct or iterative methods at the same time which is very fast when performed by a multi-cores computer.

Keywords: donor-cell scheme, parallel algorithm, spectral action balance equation, splitting method.

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Authors: Amin Almasi

Abstract:

Reliability assessment and risk analysis of rotating machine rotors in various overload and malfunction situations present challenge to engineers and operators. In this paper a new analytical method for evaluation of rotor under large deformation is addressed. Model is presented in general form to include also composite rotors. Presented simulation procedure is based on variational work method and has capability to account for geometric nonlinearity, large displacement, nonlinear support effect and rotor contacting other machine components. New shape functions are presented which capable to predict accurate nonlinear profile of rotor. The closed form solutions for various operating and malfunction situations are expressed. Analytical simulation results are discussed

Keywords: Large Deformation, Nonlinear, Rotor.

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Authors: A.Memari

Abstract:

In this article, a simulation method called the Homotopy Perturbation Method (HPM) is employed in the steady flow of a Walter's B' fluid in a vertical channel with porous wall. We employed Homotopy Perturbation Method to derive solution of a nonlinear form of equation obtained from exerting similarity transforming to the ordinary differential equation gained from continuity and momentum equations of this kind of flow. The results obtained from the Homotopy Perturbation Method are then compared with those from the Runge–Kutta method in order to verify the accuracy of the proposed method. The results show that the Homotopy Perturbation Method can achieve good results in predicting the solution of such problems. Ultimately we use this solution to obtain the other terms of velocities and physical discussion about it.

Keywords: Steady flow; Walter's B' Fluid;, vertical channel;porous media, Homotopy Perturbation Method (HPM), Numerical Solution (NS).

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Authors: D.N. Zheng, J.X. Wang, Y.N. Zhao, Z.H. Yang

Abstract:

The Linear discriminant analysis (LDA) can be generalized into a nonlinear form - kernel LDA (KLDA) expediently by using the kernel functions. But KLDA is often referred to a general eigenvalue problem in singular case. To avoid this complication, this paper proposes an iterative algorithm for the two-class KLDA. The proposed KLDA is used as a nonlinear discriminant classifier, and the experiments show that it has a comparable performance with SVM.

Keywords: Linear discriminant analysis (LDA), kernel LDA (KLDA), conjugate gradient algorithm, nonlinear discriminant classifier.

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