Search results for: Generalized differential quadrature
956 Generalized Maximal Ratio Combining as a Supra-optimal Receiver Diversity Scheme
Authors: Jean-Pierre Dubois, Rania Minkara, Rafic Ayoubi
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Maximal Ratio Combining (MRC) is considered the most complex combining technique as it requires channel coefficients estimation. It results in the lowest bit error rate (BER) compared to all other combining techniques. However the BER starts to deteriorate as errors are introduced in the channel coefficients estimation. A novel combining technique, termed Generalized Maximal Ratio Combining (GMRC) with a polynomial kernel, yields an identical BER as MRC with perfect channel estimation and a lower BER in the presence of channel estimation errors. We show that GMRC outperforms the optimal MRC scheme in general and we hereinafter introduce it to the scientific community as a new “supraoptimal" algorithm. Since diversity combining is especially effective in small femto- and pico-cells, internet-associated wireless peripheral systems are to benefit most from GMRC. As a result, many spinoff applications can be made to IP-based 4th generation networks.
Keywords: Bit error rate, femto-internet cells, generalized maximal ratio combining, signal-to-scattering noise ratio.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2156955 An Efficient Collocation Method for Solving the Variable-Order Time-Fractional Partial Differential Equations Arising from the Physical Phenomenon
Authors: Haniye Dehestani, Yadollah Ordokhani
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In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.Keywords: Collocation method, fractional partial differential equations, Legendre-Laguerre functions, pseudo-operational matrix of integration.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1032954 Design of Reconfigurable Supernumerary Robotic Limb Based on Differential Actuated Joints
Authors: Qinghua Zhang, Yanhe Zhu, Xiang Zhao, Yeqin Yang, Hongwei Jing, Guoan Zhang, Jie Zhao
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This paper presents a wearable reconfigurable supernumerary robotic limb with differential actuated joints, which is lightweight, compact and comfortable for the wearers. Compared to the existing supernumerary robotic limbs which mostly adopted series structure with large movement space but poor carrying capacity, a prototype with the series-parallel configuration to better adapt to different task requirements has been developed in this design. To achieve a compact structure, two kinds of cable-driven mechanical structures based on guide pulleys and differential actuated joints were designed. Moreover, two different tension devices were also designed to ensure the reliability and accuracy of the cable-driven transmission. The proposed device also employed self-designed bearings which greatly simplified the structure and reduced the cost.
Keywords: Cable-driven, differential actuated joints, reconfigurable, supernumerary robotic limb.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1018953 Reentry Trajectory Optimization Based on Differential Evolution
Authors: Songtao Chang, Yongji Wang, Lei Liu, Dangjun Zhao
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Reentry trajectory optimization is a multi-constraints optimal control problem which is hard to solve. To tackle it, we proposed a new algorithm named CDEN(Constrained Differential Evolution Newton-Raphson Algorithm) based on Differential Evolution( DE) and Newton-Raphson.We transform the infinite dimensional optimal control problem to parameter optimization which is finite dimensional by discretize control parameter. In order to simplify the problem, we figure out the control parameter-s scope by process constraints. To handle constraints, we proposed a parameterless constraints handle process. Through comprehensive analyze the problem, we use a new algorithm integrated by DE and Newton-Raphson to solve it. It is validated by a reentry vehicle X-33, simulation results indicated that the algorithm is effective and robust.Keywords: reentry vehicle, trajectory optimization, constraint optimal, differential evolution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1737952 New Feed-Forward/Feedback Generalized Minimum Variance Self-tuning Pole-placement Controller
Authors: S. A. Mohamed, A. S. Zayed, O. A. Abolaeha
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A new Feed-Forward/Feedback Generalized Minimum Variance Pole-placement Controller to incorporate the robustness of classical pole-placement into the flexibility of generalized minimum variance self-tuning controller for Single-Input Single-Output (SISO) has been proposed in this paper. The design, which provides the user with an adaptive mechanism, which ensures that the closed loop poles are, located at their pre-specified positions. In addition, the controller design which has a feed-forward/feedback structure overcomes the certain limitations existing in similar poleplacement control designs whilst retaining the simplicity of adaptation mechanisms used in other designs. It tracks set-point changes with the desired speed of response, penalizes excessive control action, and can be applied to non-minimum phase systems. Besides, at steady state, the controller has the ability to regulate the constant load disturbance to zero. Example simulation results using both simulated and real plant models demonstrate the effectiveness of the proposed controller.Keywords: Pole-placement, Minimum variance control, self-tuning control and feedforward control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1753951 Estimating of the Renewal Function with Heavy-tailed Claims
Authors: Rassoul Abdelaziz
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We develop a new estimator of the renewal function for heavy-tailed claims amounts. Our approach is based on the peak over threshold method for estimating the tail of the distribution with a generalized Pareto distribution. The asymptotic normality of an appropriately centered and normalized estimator is established, and its performance illustrated in a simulation study.
Keywords: Renewal function, peak-over-threshold, POT method, extremes value, generalized pareto distribution, heavy-tailed distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1477950 Evolutionary Computation Technique for Solving Riccati Differential Equation of Arbitrary Order
Authors: Raja Muhammad Asif Zahoor, Junaid Ali Khan, I. M. Qureshi
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In this article an evolutionary technique has been used for the solution of nonlinear Riccati differential equations of fractional order. In this method, genetic algorithm is used as a tool for the competent global search method hybridized with active-set algorithm for efficient local search. The proposed method has been successfully applied to solve the different forms of Riccati differential equations. The strength of proposed method has in its equal applicability for the integer order case, as well as, fractional order case. Comparison of the method has been made with standard numerical techniques as well as the analytic solutions. It is found that the designed method can provide the solution to the equation with better accuracy than its counterpart deterministic approaches. Another advantage of the given approach is to provide results on entire finite continuous domain unlike other numerical methods which provide solutions only on discrete grid of points.Keywords: Riccati Equation, Non linear ODE, Fractional differential equation, Genetic algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1954949 Tracking Control of a Linear Parabolic PDE with In-domain Point Actuators
Authors: Amir Badkoubeh, Guchuan Zhu
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This paper addresses the problem of asymptotic tracking control of a linear parabolic partial differential equation with indomain point actuation. As the considered model is a non-standard partial differential equation, we firstly developed a map that allows transforming this problem into a standard boundary control problem to which existing infinite-dimensional system control methods can be applied. Then, a combination of energy multiplier and differential flatness methods is used to design an asymptotic tracking controller. This control scheme consists of stabilizing state-feedback derived from the energy multiplier method and feed-forward control based on the flatness property of the system. This approach represents a systematic procedure to design tracking control laws for a class of partial differential equations with in-domain point actuation. The applicability and system performance are assessed by simulation studies.Keywords: Tracking Control, In-domain point actuation, PartialDifferential Equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2062948 Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network
Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem
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This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.Keywords: k-factor, GARMA, LLWNN, G-GARCH, electricity price, forecasting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1000947 Measuring the Structural Similarity of Web-based Documents: A Novel Approach
Authors: Matthias Dehmer, Frank Emmert Streib, Alexander Mehler, Jürgen Kilian
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Most known methods for measuring the structural similarity of document structures are based on, e.g., tag measures, path metrics and tree measures in terms of their DOM-Trees. Other methods measures the similarity in the framework of the well known vector space model. In contrast to these we present a new approach to measuring the structural similarity of web-based documents represented by so called generalized trees which are more general than DOM-Trees which represent only directed rooted trees.We will design a new similarity measure for graphs representing web-based hypertext structures. Our similarity measure is mainly based on a novel representation of a graph as strings of linear integers, whose components represent structural properties of the graph. The similarity of two graphs is then defined as the optimal alignment of the underlying property strings. In this paper we apply the well known technique of sequence alignments to solve a novel and challenging problem: Measuring the structural similarity of generalized trees. More precisely, we first transform our graphs considered as high dimensional objects in linear structures. Then we derive similarity values from the alignments of the property strings in order to measure the structural similarity of generalized trees. Hence, we transform a graph similarity problem to a string similarity problem. We demonstrate that our similarity measure captures important structural information by applying it to two different test sets consisting of graphs representing web-based documents.
Keywords: Graph similarity, hierarchical and directed graphs, hypertext, generalized trees, web structure mining.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2562946 Some Results on New Preconditioned Generalized Mixed-Type Splitting Iterative Methods
Authors: Guangbin Wang, Fuping Tan, Deyu Sun
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In this paper, we present new preconditioned generalized mixed-type splitting (GMTS) methods for solving weighted linear least square problems. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the preconditioned GMTS methods converge faster than the GMTS method whenever the GMTS method is convergent. Finally, we give a numerical example to confirm our theoretical results.
Keywords: Preconditioned, GMTS method, linear system, convergence, comparison.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1448945 Fluid Differential Agitators
Authors: Saeed Asiri
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This research is to design and implement a new kind of agitators called differential agitator. The Differential Agitator is an electro- mechanic set consists of two shafts. The first shaft is the bearing axis while the second shaft is the axis of the quartet upper bearing impellers group and the triple lower group which are called as agitating group. The agitating group is located inside a cylindrical container equipped especially to contain square directors for the liquid entrance and square directors called fixing group for the liquid exit. The fixing group is installed containing the agitating group inside any tank whether from upper or lower position. The agitating process occurs through the agitating group bearing causing a lower pressure over the upper group leading to withdrawing the liquid from the square directors of the liquid entering and consequently the liquid moves to the denser place under the quartet upper group. Then, the liquid moves to the so high pressure area under the agitating group causing the liquid to exit from the square directors in the bottom of the container. For improving efficiency, parametric study and shape optimization has been carried out. A numerical analysis, manufacturing and laboratory experiments were conducted to design and implement the differential agitator. Knowing the material prosperities and the loading conditions, the FEM using ANSYS11 was used to get the optimum design of the geometrical parameters of the differential agitator elements while the experimental test was performed to validate the advantages of the differential agitators to give a high agitation performance of lime in the water as an example. In addition, the experimental work has been done to express the internal container shape in the agitation efficiency. The study ended up with conclusions to maximize agitator performance and optimize the geometrical parameters to be used for manufacturing the differential agitatorKeywords: Differential Agitators, Parametric Optimization, Shape Optimization, Agitation, FEM, ANSYS11.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3713944 A New Approach to Image Segmentation via Fuzzification of Rènyi Entropy of Generalized Distributions
Authors: Samy Sadek, Ayoub Al-Hamadi, Axel Panning, Bernd Michaelis, Usama Sayed
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In this paper, we propose a novel approach for image segmentation via fuzzification of Rènyi Entropy of Generalized Distributions (REGD). The fuzzy REGD is used to precisely measure the structural information of image and to locate the optimal threshold desired by segmentation. The proposed approach draws upon the postulation that the optimal threshold concurs with maximum information content of the distribution. The contributions in the paper are as follow: Initially, the fuzzy REGD as a measure of the spatial structure of image is introduced. Then, we propose an efficient entropic segmentation approach using fuzzy REGD. However the proposed approach belongs to entropic segmentation approaches (i.e. these approaches are commonly applied to grayscale images), it is adapted to be viable for segmenting color images. Lastly, diverse experiments on real images that show the superior performance of the proposed method are carried out.Keywords: Entropy of generalized distributions, entropy fuzzification, entropic image segmentation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3235943 Investigation of I/Q Imbalance in Coherent Optical OFDM System
Authors: R. S. Fyath, Mustafa A. B. Al-Qadi
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The inphase/quadrature (I/Q) amplitude and phase imbalance effects are studied in coherent optical orthogonal frequency division multiplexing (CO-OFDM) systems. An analytical model for the I/Q imbalance is developed and supported by simulation results. The results indicate that the I/Q imbalance degrades the BER performance considerably.Keywords: Coherent detection, I/Q imbalance, OFDM, optical communications
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2578942 The Relative Efficiency Based on the MSE in Generalized Ridge Estimate
Authors: Chao Yuan, Bao Guang Tian
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A relative efficiency is defined as Ridge Estimate in the general linear model. The relative efficiency is based on the Mean square error. In this paper, we put forward a parameter of Ridge Estimate and discussions are made on the relative efficiency between the ridge estimation and the General Ridge Estimate. Eventually, this paper proves that the estimation is better than the general ridge estimate, which is based on the MSE.Keywords: Ridge estimate, generalized ridge estimate, MSE, relative efficiency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 985941 Comparing the Efficiency of Simpson’s 1/3 and 3/8 Rules for the Numerical Solution of First Order Volterra Integro-Differential Equations
Authors: N. M. Kamoh, D. G. Gyemang, M. C. Soomiyol
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This paper compared the efficiency of Simpson’s 1/3 and 3/8 rules for the numerical solution of first order Volterra integro-differential equations. In developing the solution, collocation approximation method was adopted using the shifted Legendre polynomial as basis function. A block method approach is preferred to the predictor corrector method for being self-starting. Experimental results confirmed that the Simpson’s 3/8 rule is more efficient than the Simpson’s 1/3 rule.
Keywords: Collocation shifted Legendre polynomials, Simpson’s rule and Volterra integro-differential equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 986940 An Adaptive Least-squares Mixed Finite Element Method for Pseudo-parabolic Integro-differential Equations
Authors: Zilong Feng, Hong Li, Yang Liu, Siriguleng He
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In this article, an adaptive least-squares mixed finite element method is studied for pseudo-parabolic integro-differential equations. The solutions of least-squares mixed weak formulation and mixed finite element are proved. A posteriori error estimator is constructed based on the least-squares functional and the posteriori errors are obtained.
Keywords: Pseudo-parabolic integro-differential equation, least squares mixed finite element method, adaptive method, a posteriori error estimates.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1323939 Stress Analysis of Spider Gear Using Structural Steel on ANSYS
Authors: Roman Kalvin, Anam Nadeem, Shahab Khushnood
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Differential is an integral part of four wheeled vehicle, and its main function is to transmit power from drive shaft to wheels. Differential assembly allows both rear wheels to turn at different speed along curved paths. It consists of four gears which are assembled together namely pinion, ring, spider and bevel gears. This research focused on the spider gear and its static structural analysis using ANSYS. The main aim was to evaluate the distribution of stresses on the teeth of the spider gear. This study also analyzed total deformation that may occur during its working along with bevel gear that is meshed with spider gear. Structural steel was chosen for spider gear in this research. Modeling and assembling were done on SolidWorks for both spider and bevel gear. They were assembled exactly same as in a differential assembly. This assembly was then imported to ANSYS. After observing results that maximum amount of stress and deformation was produced in the spider gear, it was concluded that structural steel material for spider gear possesses greater amount of strength to bear maximum stress.
Keywords: Differential, spider gear, ANSYS, structural steel.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1077938 Numerical Treatment of Matrix Differential Models Using Matrix Splines
Authors: Kholod M. Abualnaja
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This paper consider the solution of the matrix differential models using quadratic, cubic, quartic, and quintic splines. Also using the Taylor’s and Picard’s matrix methods, one illustrative example is included.
Keywords: Matrix Splines, Cubic Splines, Quartic Splines.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1713937 Determination of Regimes of the Equivalent Generator Based On Projective Geometry: The Generalized Equivalent Generator
Authors: A. A. Penin
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Requirements that should be met when determining the regimes of circuits with variable elements are formulated. The interpretation of the variations in the regimes, based on projective geometry, enables adequate expressions for determining and comparing the regimes to be derived. It is proposed to use as the parameters of a generalized equivalent generator of an active two-pole with changeable resistor such load current and voltage which provide the current through this resistor equal to zero.
Keywords: Equivalent generator, geometric circuits theory, circuits regimes, load characteristics, variable elements.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1398936 Investigation on a Wave-Powered Electrical Generator Consisted of a Geared Motor-Generator Housed by a Double-Cone Rolling on Concentric Circular Rails
Authors: Barenten Suciu
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An electrical generator able to harness energy from the water waves and designed as a double-cone geared motor-generator (DCGMG), is proposed and theoretically investigated. Similar to a differential gear mechanism, used in the transmission system of the auto vehicle wheels, an angular speed differential is created between the cones rolling on two concentric circular rails. Water wave acting on the floating DCGMG produces and a gear-box amplifies the speed differential to gain sufficient torque for power generation. A model that allows computation of the speed differential, torque, and power of the DCGMG is suggested. Influence of various parameters, regarding the construction of the DCGMG, as well as the contact between the double-cone and rails, on the electro-mechanical output, is emphasized. Results obtained indicate that the generated electrical power can be increased by augmenting the mass of the double-cone, the span of the rails, the apex angle of the cones, the friction between cones and rails, the amplification factor of the gear-box, and the efficiency of the motor-generator. Such findings are useful to formulate a design methodology for the proposed wave-powered generator.
Keywords: Wave-powered electrical generator, double-cone, circular concentric rails, amplification of angular speed differential.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 721935 Stability Analysis of Linear Fractional Order Neutral System with Multiple Delays by Algebraic Approach
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2311934 An Accurate Computation of Block Hybrid Method for Solving Stiff Ordinary Differential Equations
Authors: A. M. Sagir
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In this paper, self-starting block hybrid method of order (5,5,5,5)T is proposed for the solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block method are tested on stiff ordinary differential equations, and the results obtained compared favorably with the exact solution.Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1483933 Proposal of Design Method in the Semi-Acausal System Model
Authors: Junji Kaneko, Shigeyuki Haruyama, Ken Kaminishi, Tadayuki Kyoutani, Siti Ruhana Omar, Oke Oktavianty
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This study is used as a definition method to the value and function in manufacturing sector. In concurrence of discussion about present condition of modeling method, until now definition of 1D-CAE is ambiguity and not conceptual. Across all the physic fields, those methods are defined with the formulation of differential algebraic equation which only applied time derivation and simulation. At the same time, we propose semi-acausal modeling concept and differential algebraic equation method as a newly modeling method which the efficiency has been verified through the comparison of numerical analysis result between the semi-acausal modeling calculation and FEM theory calculation.
Keywords: System Model, Physical Models, Empirical Models, Conservation Law, Differential Algebraic Equation, Object-Oriented.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2234932 Modelling Extreme Temperature in Malaysia Using Generalized Extreme Value Distribution
Authors: Husna Hasan, Norfatin Salam, Mohd Bakri Adam
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Extreme temperature of several stations in Malaysia is modelled by fitting the monthly maximum to the Generalized Extreme Value (GEV) distribution. The Mann-Kendall (MK) test suggests a non-stationary model. Two models are considered for stations with trend and the Likelihood Ratio test is used to determine the best-fitting model. Results show that half of the stations favour a model which is linear for the location parameters. The return level is the level of events (maximum temperature) which is expected to be exceeded once, on average, in a given number of years, is obtained.Keywords: Extreme temperature, extreme value, return level.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2840931 Preconditioned Generalized Accelerated Overrelaxation Methods for Solving Certain Nonsingular Linear System
Authors: Deyu Sun, Guangbin Wang
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In this paper, we present preconditioned generalized accelerated overrelaxation (GAOR) methods for solving certain nonsingular linear system. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the preconditioned GAOR methods converge faster than the GAOR method whenever the GAOR method is convergent. Finally, we give two numerical examples to confirm our theoretical results.
Keywords: Preconditioned, GAOR method, linear system, convergence, comparison.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1572930 Comparison of Two Interval Models for Interval-Valued Differential Evolution
Authors: Hidehiko Okada
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The author previously proposed an extension of differential evolution. The proposed method extends the processes of DE to handle interval numbers as genotype values so that DE can be applied to interval-valued optimization problems. The interval DE can employ either of two interval models, the lower and upper model or the center and width model, for specifying genotype values. Ability of the interval DE in searching for solutions may depend on the model. In this paper, the author compares the two models to investigate which model contributes better for the interval DE to find better solutions. Application of the interval DE is evolutionary training of interval-valued neural networks. A result of preliminary study indicates that the CW model is better than the LU model: the interval DE with the CW model could evolve better neural networks.
Keywords: Evolutionary algorithms, differential evolution, neural network, neuroevolution, interval arithmetic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1670929 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance
Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman
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Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.
Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 396928 Constructing Distinct Kinds of Solutions for the Time-Dependent Coefficients Coupled Klein-Gordon-Schrödinger Equation
Authors: Anupma Bansal
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We seek exact solutions of the coupled Klein-Gordon-Schrödinger equation with variable coefficients with the aid of Lie classical approach. By using the Lie classical method, we are able to derive symmetries that are used for reducing the coupled system of partial differential equations into ordinary differential equations. From reduced differential equations we have derived some new exact solutions of coupled Klein-Gordon-Schrödinger equations involving some special functions such as Airy wave functions, Bessel functions, Mathieu functions etc.
Keywords: Klein-Gordon-Schödinger Equation, Lie Classical Method, Exact Solutions
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4539927 Application of Differential Transformation Method for Solving Dynamical Transmission of Lassa Fever Model
Authors: M. A. Omoloye, M. I. Yusuff, O. K. S. Emiola
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The use of mathematical models for solving biological problems varies from simple to complex analyses, depending on the nature of the research problems and applicability of the models. The method is more common nowadays. Many complex models become impractical when transmitted analytically. However, alternative approach such as numerical method can be employed. It appropriateness in solving linear and non-linear model equation in Differential Transformation Method (DTM) which depends on Taylor series make it applicable. Hence this study investigates the application of DTM to solve dynamic transmission of Lassa fever model in a population. The mathematical model was formulated using first order differential equation. Firstly, existence and uniqueness of the solution was determined to establish that the model is mathematically well posed for the application of DTM. Numerically, simulations were conducted to compare the results obtained by DTM and that of fourth-order Runge-Kutta method. As shown, DTM is very effective in predicting the solution of epidemics of Lassa fever model.
Keywords: Differential Transform Method, Existence and uniqueness, Lassa fever, Runge-Kutta Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 497