Search results for: amplification of angular speed differential.

Authors: Chun-Yao Lee, Yi-Xing Shen, Jung-Cheng Cheng, Yi-Yin Li, Chih-Wen Chang

Abstract:

This paper proposes the method combining artificial neural network (ANN) with particle swarm optimization (PSO) to implement the maximum power point tracking (MPPT) by controlling the rotor speed of the wind generator. First, the measurements of wind speed, rotor speed of wind power generator and output power of wind power generator are applied to train artificial neural network and to estimate the wind speed. Second, the method mentioned above is applied to estimate and control the optimal rotor speed of the wind turbine so as to output the maximum power. Finally, the result reveals that the control system discussed in this paper extracts the maximum output power of wind generator within the short duration even in the conditions of wind speed and load impedance variation.

Keywords: Maximum power point tracking, artificial neuralnetwork, particle swarm optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2165

Authors: Chuanyun Gu

Abstract:

By using fixed point theorems for a class of generalized concave and convex operators, the positive solution of nonlinear fractional differential equation with integral boundary conditions is studied, where n ≥ 3 is an integer, μ is a parameter and 0 ≤ μ < α. Its existence and uniqueness is proved, and an iterative scheme is constructed to approximate it. Finally, two examples are given to illustrate our results.

Keywords: Fractional differential equation, positive solution, existence and uniqueness, fixed point theorem, generalized concave and convex operator, integral boundary conditions.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1070

Authors: Nan-Chyuan Tsai, Din-Chang Chen, Rong-Mao Lee, Bai-Lu Wang

Abstract:

This paper presents how the real-time chatter prevention can be realized by feedback of acoustic cutting signal, and the efficacy of the proposed adaptive spindle speed tuning algorithm is verified by intensive experimental simulations. A pair of microphones, perpendicular to each other, is used to acquire the acoustic cutting signal resulting from milling chatter. A real-time feedback control loop is constructed for spindle speed compensation so that the milling process can be ensured to be within the stability zone of stability lobe diagram. Acoustic Chatter Signal Index (ACSI) and Spindle Speed Compensation Strategy (SSCS) are proposed to quantify the acoustic signal and actively tune the spindle speed respectively. By converting the acoustic feedback signal into ACSI, an appropriate Spindle Speed Compensation Rate (SSCR) can be determined by SSCS based on real-time chatter level or ACSI. Accordingly, the compensation command, referred to as Added-On Voltage (AOV), is applied to increase/decrease the spindle motor speed. By inspection on the precision and quality of the workpiece surface after milling, the efficacy of the real-time chatter prevention strategy via acoustic signal feedback is further assured.

Keywords: Chatter compensation, Stability lobes, Non-invasivemeasurement.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1666

Authors: N. M. Kamoh, D. G. Gyemang, M. C. Soomiyol

Abstract:

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 921

Authors: Jung-Ho Moon, Tae Kwon Ha

Abstract:

In the present study, M2 high speed steels were fabricated by using electro-slag rapid remelting process. Carbide structure was analysed and the fracture toughness and hardness were also measured after austenitization treatment at 1190 and 1210oC followed by tempering treatment at 535oC for billets with various diameters from 16 to 60 mm. Electro-slag rapid remelting (ESRR) process is an advanced ESR process combined by continuous casting and successfully employed in this study to fabricate a sound M2 high speed ingot. Three other kinds of commercial M2 high speed steels, produced by traditional method, were also analysed for comparison. Distribution and structure of eutectic carbides of the ESRR billet were found to be comparable to those of commercial alloy and so was the fracture toughness.

Keywords: High speed tool steel, eutectic carbide, microstructure, hardness, fracture toughness.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2486

Authors: Zilong Feng, Hong Li, Yang Liu, Siriguleng He

Abstract:

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 1282

Authors: M. Omer Faruk, A. M. A. M. Zonaed Siddiki, M. Fazal Karim, Md. Masuduzzaman, S. Chowdhury, Md. Shafiqul Islam, M. Alamgir Hossain

Abstract:

The dog tapeworms Echinococcus granulosus develop hydatid cysts in various organs in human and domestic animals worldwide including Bangladesh. The aim of this study was to identify and characterize the genotype of E. granulosus isolated from cattle using 12S rRNA and Cytochrome oxidase 1 (COX 1) genes. A total of 43 hydatid cyst samples were collected from 390 examined cattle samples derived from slaughterhouses. Among them, three cysts were fertile. Genomic DNA was extracted from germinal membrane and/or protoscoleces followed by PCR amplification of mitochondrial 12S rRNA and Cytochrome oxidase 1 gene fragments. The sequence data revealed existence of G1 (64.28%) and possible G3 (21.43%) genotypes for the first time in Bangladesh. The study indicates that common sheep strain G1 is the dominant subtype of E. granulosus in Chittagong region of Bangladesh. This will increase our understanding of the epidemiology of hydatidosis in the southern part of the country and will be useful to plan suitable control measures in the long run.

Keywords: Echinococcus granulosus, molecular characterization, cattle, Bangladesh.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1023

Authors: Mário C. Ricci

Abstract:

An alternative iterative computational procedure is proposed for internal normal ball loads calculation in statically loaded single-row, angular-contact ball bearings, subjected to a known thrust load, which is applied in the inner ring at the geometric bearing center line. An accurate method for curvature radii at contacts with inner and outer raceways in the direction of the motion is used. Numerical aspects of the iterative procedure are discussed. Numerical examples results for a 218 angular-contact ball bearing have been compared with those from the literature. Twenty figures are presented showing the geometrical features, the behavior of the convergence variables and the following parameters as functions of the thrust load: normal ball loads, contact angle, distance between curvature centers, and normal ball and axial deflections.

Keywords: Ball, Bearing, Static, Load, Iterative, Numerical, Method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1426

Authors: Ali A. Mehna, Mohmed A. Ali, Ali S. Zayed

Abstract:

A numbers of important developments have led to an increasing attractiveness for very high speed electrical machines (either motor or generator). Specifically the increasing switching speed of power electronics, high energy magnets, high strength retaining materials, better high speed bearings and improvements in design analysis are the primary drivers in a move to higher speed. The design challenges come in the mechanical design both in terms of strength and resonant modes and in the electromagnetic design particularly in respect of iron losses and ac losses in the various conducting parts including the rotor. This paper describes detailed design work which has been done on a 50,000 rpm, 50kW permanent magnet( PM) synchronous machine. It describes work on electromagnetic and rotor eddy current losses using a variety of methods including both 2D finite element analysis

Keywords: High speed, PM motor, rotor and stator losses, finiteelement analysis

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2606

Authors: Dhairya Partap Sing, Vikram Singh, Sudhir Kumar

Abstract:

This investigation proposes Friction stir welding technique to solve the fusion welding problems. Objectives of this investigation are fabrication of AA7075-10%wt. Silicon carbide (SiC) aluminum metal matrix composite and optimization of optimal process parameters of friction stir welded AA7075-10%wt. SiC Composites. Composites were prepared by the mechanical stir casting process. Experiments were performed with four process parameters such as tool rotational speed, weld speed, axial force and tool geometry considering three levels of each. The quality characteristics considered is joint efficiency (JE). The welding experiments were conducted using L₂₇ orthogonal array. An orthogonal array and design of experiments were used to give best possible welding parameters that give optimal JE. The fabricated welded joints using rotational speed of 1500 rpm, welding speed (1.3 mm/sec), axial force (7 k/n) of and tool geometry (square) give best possible results. Experimental result reveals that the tool rotation speed, welding speed and axial force are the significant process parameters affecting the welding performance. The predicted optimal value of percentage JE is 95.621. The confirmation tests also have been done for verifying the results.

Keywords: Metal matrix composite, axial force, joint efficiency, rotational speed, traverse speed, tool geometry.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 813

Authors: Kholod M. Abualnaja

Abstract:

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 1655

Authors: Z. Feng, V. Viswanathan, D. Navarro, I. O'Connor

Abstract:

This paper presents a new high speed simulation methodology to solve the long simulation time problem of CMOS image sensor matrix. Generally, for integrating the pixel matrix in SOC and simulating the system performance, designers try to model the pixel in various modeling languages such as VHDL-AMS, SystemC or Matlab. We introduce a new alternative method based on spice model in cadence design platform to achieve accuracy and reduce simulation time. The simulation results indicate that the pixel output voltage maximum error is at 0.7812% and time consumption reduces from 2.2 days to 13 minutes achieving about 240X speed-up for the 256x256 pixel matrix.

Keywords: CMOS image sensor, high speed simulation, image sensor matrix simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1957

Authors: C. M. M. Paschoal, D. do N. Souza, L. A. P. Santos

Abstract:

In this study three commercial semiconductor devices were characterized in the laboratory for computed tomography dosimetry: one photodiode and two phototransistors. It was evaluated four responses to the irradiation: dose linearity, energy dependence, angular dependence and loss of sensitivity after X ray exposure. The results showed that the three devices have proportional response with the air kerma; the energy dependence displayed for each device suggests that some calibration factors would be applied for each one; the angular dependence showed a similar pattern among the three electronic components. In respect to the fourth parameter analyzed, one phototransistor has the highest sensitivity however it also showed the greatest loss of sensitivity with the accumulated dose. The photodiode was the device with the smaller sensitivity to radiation, on the other hand, the loss of sensitivity after irradiation is negligible. Since high accuracy is a desired feature for a dosimeter, the photodiode can be the most suitable of the three devices for dosimetry in tomography. The phototransistors can also be used for CT dosimetry, however it would be necessary a correction factor due to loss of sensitivity with accumulated dose.

Keywords: Dosimetry, computed tomography, phototransistor, photodiode

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2228

Authors: Khaled Alnefaie

Abstract:

In this study, rotating flexible shaft-disk system having flexible beams is considered as a dynamic system. After neglecting nonlinear terms, torsional vibration of the shaft-disk system and lateral and longitudinal vibration of the flexible beam are still coupled through the motor speed. The system has three natural frequencies; the flexible shaft-disk system torsional natural frequency, the flexible beam lateral and longitudinal natural frequencies. Eigenvalue calculations show that while the shaft speed changes, torsional natural frequency of the shaft-disk system and the beam longitudinal natural frequency are not changing but the beam lateral natural frequency changes. Beam lateral natural frequency stays the same as the nonrotating beam lateral natural frequency ωb until the motor speed ωm is equal to ωb. After then ωb increases and remains equal to the motor speed ωm until the motor speed is equal to the shaft-disk system natural frequency ωT. Then the beam lateral natural frequency ωb becomes equal to the natural frequency ωT and stays same while the motor speed ωm is increased. Modal amplitudes and phase angles of the vibrations are also plotted against the motor speed ωm.

Keywords: Rotor dynamics, beam-shaft coupling, beam vibration, flexible shaft.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3532

Authors: S.H. Mirtalaie, M. Mohammadi, M.A. Hajabasi, F.Hejripour

Abstract:

In this paper the Differential Quadrature Method (DQM) is employed to study the coupled lateral-torsional free vibration behavior of the laminated composite beams. In such structures due to the fiber orientations in various layers, the lateral displacement leads to a twisting moment. The coupling of lateral and torsional vibrations is modeled by the bending-twisting material coupling rigidity. In the present study, in addition to the material coupling, the effects of shear deformation and rotary inertia are taken into account in the definition of the potential and kinetic energies of the beam. The governing differential equations of motion which form a system of three coupled PDEs are solved numerically using DQ procedure under different boundary conditions consist of the combinations of simply, clamped, free and other end conditions. The resulting natural frequencies and mode shapes for cantilever beam are compared with similar results in the literature and good agreement is achieved.

Keywords: Differential Quadrature Method, Free vibration, Laminated composite beam, Material coupling.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2082

Authors: Nicolò Vaiana, Giorgio Serino

Abstract:

The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.

Keywords: Base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 931

Authors: Mohammed B. Abohedma, Milad M. Alshebani

Abstract:

Recent trends in building constructions in Libya are more toward tall (high-rise) building projects. As a consequence, a better estimation of the lateral loading in the design process is becoming the focal of a safe and cost effective building industry. Byin- large, Libya is not considered a potential earthquake prone zone, making wind is the dominant design lateral loads. Current design practice in the country estimates wind speeds on a mere random bases by considering certain factor of safety to the chosen wind speed. Therefore, a need for a more accurate estimation of wind speeds in Libya was the motivation behind this study. Records of wind speed data were collected from 22 metrological stations in Libya, and were statistically analysed. The analysis of more than four decades of wind speed records suggests that the country can be divided into four zones of distinct wind speeds. A computer “survey" program was manipulated to draw design wind speeds contour map for the state of Libya. The paper presents the statistical analysis of Libya-s recorded wind speed data and proposes design wind speed values for a 50-year return period that covers the entire country.

Keywords: Ccontour map, return period, wind speed, and zone.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3609

Authors: Somayeh Komeylian

Abstract:

The antenna arrays for the entire 3D spherical coverage have been developed for their potential use in variety of applications such as radars and body-worn devices of the body area networks. In this study, we have rigorously revamped the hybrid antenna array using the optimum geometry of bowtie elements for achieving a significant improvement in the angular discrimination capability as well as in separating two adjacent targets. In this scenario, we have analogously investigated the effectiveness of increasing the virtual array length in fostering and enhancing the directivity and angular resolution in the 10 GHz frequency. The simulation results have extensively verified that the proposed antenna array represents a drastic enhancement in terms of size, directivity, side lobe level (SLL) and, especially resolution compared with the other available geometries. We have also verified that the maximum directivities of the proposed hybrid antenna array represent the robustness to the all  variations, which is accompanied by the uniform 3D scanning characteristic.

Keywords: Bowtie antenna, hybrid antenna array, array signal processing, body area networks.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 845

Authors: S.R. Khuntia, K.B. Mohanty, S. Panda, C. Ardil

Abstract:

This paper presents a comparative study of various controllers for the speed control of DC motor. The most commonly used controller for the speed control of dc motor is Proportional- Integral (P-I) controller. However, the P-I controller has some disadvantages such as: the high starting overshoot, sensitivity to controller gains and sluggish response due to sudden disturbance. So, the relatively new Integral-Proportional (I-P) controller is proposed to overcome the disadvantages of the P-I controller. Further, two Fuzzy logic based controllers namely; Fuzzy control and Neuro-fuzzy control are proposed and the performance these controllers are compared with both P-I and I-P controllers. Simulation results are presented and analyzed for all the controllers. It is observed that fuzzy logic based controllers give better responses than the traditional P-I as well as I-P controller for the speed control of dc motor drives.

Keywords: Proportional-Integral (P-I) controller, Integral- Proportional (I-P) controller, Fuzzy logic control, Neuro-fuzzy control, Speed control, DC Motor drive.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1211

Authors: Lianglin Xiong, Yun Zhao, Tao Jiang

Abstract:

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 2251

Authors: A. M. Sagir

Abstract:

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 1446

Authors: Sophia Fry, Mahir Irtiza, Alexa Hoffman, Yousef Sardahi

Abstract:

This study presents an intelligent control algorithm for a flexible robotic arm. Fuzzy control is used to control the motion of the arm to maintain the arm tip at the desired position while reducing vibration and increasing the system speed of response. The Fuzzy controller (FC) is based on adding the tip angular position to the arm deflection angle and using their sum as a feedback signal to the control algorithm. This reduces the complexity of the FC in terms of the input variables, number of membership functions, fuzzy rules, and control structure. Also, the design of the fuzzy controller is model-free and uses only our knowledge about the system. To show the efficacy of the FC, the control algorithm is implemented on the flexible joint manipulator (FJM) developed by Quanser. The results show that the proposed control method is effective in terms of response time, overshoot, and vibration amplitude.

Keywords: Fuzzy logic control, model-free control, flexible joint manipulators, nonlinear control.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 407

Authors: Junji Kaneko, Shigeyuki Haruyama, Ken Kaminishi, Tadayuki Kyoutani, Siti Ruhana Omar, Oke Oktavianty

Abstract:

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 2198

Authors: Hidehiko Okada

Abstract:

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 1618

Authors: M. Cristea, F. Paran, P. Delhomme

Abstract:

Eco-driving allows the driver to optimize his/her behaviour in order to achieve several types of benefits: reducing pollution emissions, increasing road safety, and fuel saving. One of the main rules for adopting eco-driving is to anticipate the traffic events by avoiding strong acceleration or braking and maintaining a steady speed when possible. Therefore, drivers have to comply with speed limits and time headway. The present study explored the role of three types of motivation and social norms in predicting French drivers- intentions to comply with speed limits and time headway as eco-driving practices as well as examine the variations according to gender and age. 1234 drivers with ages between 18 and 75 years old filled in a questionnaire which was presented as part of an online survey aiming to better understand the drivers- road habits. It included items assessing: a) behavioural intentions to comply with speed limits and time headway according to three types of motivation: reducing pollution emissions, increasing road safety, and fuel saving, b) subjective and descriptive social norms regarding the intention to comply with speed limits and time headway, and c) sociodemographical variables. Drivers expressed their intention to frequently comply with speed limits and time headway in the following 6 months; however, they showed more intention to comply with speed limits as compared to time headway regardless of the type of motivation. The subjective injunctive norms were significantly more important in predicting drivers- intentions to comply with speed limits and time headway as compared to the descriptive norms. In addition, the most frequently reported type of motivation for complying with speed limits and time headway was increasing road safety followed by fuel saving and reducing pollution emissions, hence underlining a low motivation to practice eco-driving. Practical implications of the results are discussed.

Keywords: Eco-driving, social norms, speed limits, time headway.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1554

Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

Abstract:

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 319

Authors: Anupma Bansal

Abstract:

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 4485

Authors: M. A. Omoloye, M. I. Yusuff, O. K. S. Emiola

Abstract:

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 418

Authors: N. Ben Si Ali, N. Benalia, N. Zarzouri

Abstract:

Speed sensorless systems are intensively studied during recent years; this is mainly due to their economical benefit and fragility of mechanical sensors and also the difficulty of installing this type of sensor in many applications. These systems suffer from instability problems and sensitivity to parameter mismatch at low speed operation. In this paper an analysis of adaptive observer stability with stator resistance estimation is given.

Keywords: Motor drive, sensorless control, adaptive observer, stator resistance estimation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2169

Authors: Jayanth Jacob, C. V. Hariharakrishnan, Suganthi L.

Abstract:

The rapid urbanization of cities has a bane in the form road accidents that cause extensive damage to life and limbs. A number of location based factors are enablers of road accidents in the city. The speed of travel of vehicles is non-uniform among locations within a city. In this study, the perception of vehicle users is captured on a 10-point rating scale regarding the degree of variation in speed of travel at chosen locations in the city. The average rating is used to cluster locations using fuzzy c-means clustering and classify them as low, moderate and high speed of travel locations. The high speed of travel locations can be classified proactively to ensure that accidents do not occur due to the speeding of vehicles at such locations. The advantage of fuzzy c-means clustering is that a location may be a part of more than one cluster to a varying degree and this gives a better picture about the location with respect to the characteristic (speed of travel) being studied.

Keywords: C-means clustering, Location Specific, Road Accidents.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1789