Search results for: equilibrium stochastic stability.

Authors: T. Hussain, A. Iqbal, M. W. Siddiqi

Abstract:

The objective of this study is to examine the validity of Wagner-s law and relationship between economic growth, population and export for Pakistan. The ARDL Bounds cointegration and ECM are utilized for long and short run equilibrium for the period of 1972-2007. Population has considerable role in an economy and exports are the main source to raise the GDP. With the increase in GDP, the government expenditures may or may not increase. The empirical results indicate that the Wagner-s Law does hold, as economic growth is significantly and positively correlated with government expenditures. However, population and exports have also significant and positive impact on government expenditures both in short and long run. The significant and negative coefficient of error correction term in ECM indicates that after a shock, the long rum equilibrium will again converge towards equilibrium about 70.82 percent within a year.

Keywords: ARDL Cointegration, Growth, Pakistan, Wagner's law.

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Authors: Rujira Kongnuy, Puntani Pongsumpun, I-Ming Tang

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Mathematical models can be used to describe the dynamics of the spread of infectious disease between susceptibles and infectious populations. Dengue fever is a re-emerging disease in the tropical and subtropical regions of the world. Its incidence has increased fourfold since 1970 and outbreaks are now reported quite frequently from many parts of the world. In dengue endemic regions, more cases of dengue infection in pregnancy and infancy are being found due to the increasing incidence. It has been reported that dengue infection was vertically transmitted to the infants. Primary dengue infection is associated with mild to high fever, headache, muscle pain and skin rash. Immune response includes IgM antibodies produced by the 5th day of symptoms and persist for 30-60 days. IgG antibodies appear on the 14th day and persist for life. Secondary infections often result in high fever and in many cases with hemorrhagic events and circulatory failure. In the present paper, a mathematical model is proposed to simulate the succession of dengue disease transmission in pregnancy and infancy. Stability analysis of the equilibrium points is carried out and a simulation is given for the different sets of parameter. Moreover, the bifurcation diagrams of our model are discussed. The controlling of this disease in infant cases is introduced in the term of the threshold condition.

Keywords: Dengue infection, equilibrium states, maternalantibodies, pregnancy and infancy.

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Authors: Kejun Zhuang

Abstract:

In this paper, a delayed physiological control system is investigated. The sufficient conditions for stability of positive equilibrium and existence of local Hopf bifurcation are derived. Furthermore, global existence of periodic solutions is established by using the global Hopf bifurcation theory. Finally, numerical examples are given to support the theoretical analysis.

Keywords: Physiological control system, global Hopf bifurcation, periodic solutions.

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Authors: Davod Khojasteh Salkuyeh

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An important task in solving second order linear ordinary differential equations by the finite difference is to choose a suitable stepsize h. In this paper, by using the stochastic arithmetic, the CESTAC method and the CADNA library we present a procedure to estimate the optimal stepsize hopt, the stepsize which minimizes the global error consisting of truncation and round-off error.

Keywords: Ordinary differential equations, optimal stepsize, error, stochastic arithmetic, CESTAC, CADNA.

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Authors: Siliang Wang, Minghui Wang, Jun Hu

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A novel path planning approach is presented to solve optimal path in stochastic, time-varying networks under priori traffic information. Most existing studies make use of dynamic programming to find optimal path. However, those methods are proved to be unable to obtain global optimal value, moreover, how to design efficient algorithms is also another challenge. This paper employs a decision theoretic framework for defining optimal path: for a given source S and destination D in urban transit network, we seek an S - D path of lowest expected travel time where its link travel times are discrete random variables. To solve deficiency caused by the methods of dynamic programming, such as curse of dimensionality and violation of optimal principle, an integer programming model is built to realize assignment of discrete travel time variables to arcs. Simultaneously, pruning techniques are also applied to reduce computation complexity in the algorithm. The final experiments show the feasibility of the novel approach.

Keywords: pruning method, stochastic, time-varying networks, optimal path planning.

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Authors: Mohammad Mahdi Paydar, Armin Cheraghalipour, Mostafa Hajiaghaei-Keshteli

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Nowadays, in advanced countries, agriculture as one of the most significant sectors of the economy, plays an important role in its political and economic independence. Due to farmers' lack of information about products' demand and lack of proper planning for harvest time, annually the considerable amount of products is corrupted. Besides, in this paper, we attempt to improve these unfavorable conditions via designing an effective supply chain network that tries to minimize total costs of agricultural products along with minimizing shortage in demand points. To validate the proposed model, a stochastic optimization approach by using a branch and bound solver of the LINGO software is utilized. Furthermore, to accumulate the data of parameters, a case study in Mazandaran province placed in the north of Iran has been applied. Finally, using ɛ-constraint approach, a Pareto front is obtained and one of its Pareto solutions as best solution is selected. Then, related results of this solution are explained. Finally, conclusions and suggestions for the future research are presented.

Keywords: Perishable products, stochastic optimization, agricultural supply chain, ɛ-constraint.

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Authors: Seema Kapoor, Sushil K. Kansal, Baljinder K. Gill, Aarti Sharma, Swati Arora

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Isobaric vapor-liquid equilibrium measurements are reported for the binary mixtures of Mesitylene + 1-Heptanol and Mesitylene + 1-Octanol at 97.3 kPa. The measurements have been performed using a vapor recirculating type (modified Othmer's) equilibrium still. Both the mixtures show positive deviation from ideality. The Mesitylene + 1-Heptanol mixture forms an azeotrope whereas Mesitylene + 1- Octanol form a non – azeotropic mixture. The activity coefficients have been calculated taking into consideration the vapor phase nonideality. The data satisfy the thermodynamic consistency tests of Herington, and Hirata. The activity coefficients have been satisfactorily correlated by means of the Margules, Redlich-Kister, Wilson, Black, and NRTL equations. The activity coefficient values have also been obtained by UNIFAC method.

Keywords: Binary mixture, Mesitylene, Vapor-liquid equilibrium, 1-Heptanol, 1-Octanol.

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Authors: Ákos Pintér, István Dénes

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The so-called all-pass filter circuits are commonly used in the field of signal processing, control and measurement. Being connected to capacitive loads, these circuits tend to loose their stability; therefore the elaborate analysis of their dynamic behavior is necessary. The compensation methods intending to increase the stability of such circuits are discussed in this paper, including the socalled lead-lag compensation technique being treated in detail. For the dynamic modeling, a two-port network model of the all-pass filter is being derived. The results of the model analysis show, that effective lead-lag compensation can be achieved, alone by the optimization of the circuit parameters; therefore the application of additional electric components are not needed to fulfill the stability requirement.

Keywords: all-pass filter, frequency compensation, stability, linear modeling

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Authors: Mattheos K. Protopapas, Elias B. Kosmatopoulos

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An iterative algorithm is proposed and tested in Cournot Game models, which is based on the convergence of sequential best responses and the utilization of a genetic algorithm for determining each player-s best response to a given strategy profile of its opponents. An extra outer loop is used, to address the problem of finite accuracy, which is inherent in genetic algorithms, since the set of feasible values in such an algorithm is finite. The algorithm is tested in five Cournot models, three of which have convergent best replies sequence, one with divergent sequential best replies and one with “local NE traps"[14], where classical local search algorithms fail to identify the Nash Equilibrium. After a series of simulations, we conclude that the algorithm proposed converges to the Nash Equilibrium, with any level of accuracy needed, in all but the case where the sequential best replies process diverges.

Keywords: Best response, Cournot oligopoly, genetic algorithms, Nash equilibrium.

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Authors: Widi Astuti, Rizki Agus Hermawan, Hariono Mukti, Nurul Retno Sugiyono

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The removal of lead ion (Pb²⁺) from aqueous solution by activated carbon with phosphoric acid activation employing mangrove propagule as precursor was investigated in a batch adsorption system. Batch studies were carried out to address various experimental parameters including pH and contact time. The Langmuir and Freundlich models were able to describe the adsorption equilibrium, while the pseudo first order and pseudo second order models were used to describe kinetic process of Pb²⁺ adsorption. The results show that the adsorption data are seen in accordance with Langmuir isotherm model and pseudo-second order kinetic model.

Keywords: Activated carbon, adsorption, equilibrium, kinetic, Pb2+, mangrove propagule.

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Authors: Zdravka Aljinović, Branka Marasović, Blanka Škrabić

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The paper provides a discussion of the most relevant aspects of yield curve modeling. Two classes of models are considered: stochastic and parsimonious function based, through the approaches developed by Vasicek (1977) and Nelson and Siegel (1987). Yield curve estimates for Croatia are presented and their dynamics analyzed and finally, a comparative analysis of models is conducted.

Keywords: the term structure of interest rates, Vasicek model, Nelson-Siegel model, Croatian Government market.

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Authors: Pavla Ruzickova, Petr Teply

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There are many debates now regarding undervalued and overvalued currencies currently traded on the world financial market. This paper contributes to these debates from a theoretical point of view. We present the three most commonly used methods of estimating the equilibrium real effective exchange rate (REER): macroeconomic balance approach, external sustainability approach and equilibrium real effective exchange rate approach in the reduced form. Moreover, we discuss key concepts of the calculation of the real exchange rate (RER) based on applied explanatory variables: nominal exchange rates, terms of trade and tradable and non-tradable goods. Last but not least, we discuss the three main driving forces behind real exchange rates movements which include terms of trade, relative productivity growth and the interest rate differential.

Keywords: real exchange rate, real effective exchange rate, foreign exchange, terms of trade

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Authors: Rujira Kongnuy, Puntani Pongsumpun, I-Ming Tang

Abstract:

Dengue fever is an important human arboviral disease. Outbreaks are now reported quite often from many parts of the world. The number of cases involving pregnant women and infant cases are increasing every year. The illness is often severe and complications may occur. Deaths often occur because of the difficulties in early diagnosis and in the improper management of the diseases. Dengue antibodies from pregnant women are passed on to infants and this protects the infants from dengue infections. Antibodies from the mother are transferred to the fetus when it is still in the womb. In this study, we formulate a mathematical model to describe the transmission of this disease in pregnant women. The model is formulated by dividing the human population into pregnant women and non-pregnant human (men and non-pregnant women). Each class is subdivided into susceptible (S), infectious (I) and recovered (R) subclasses. We apply standard dynamical analysis to our model. Conditions for the local stability of the equilibrium points are given. The numerical simulations are shown. The bifurcation diagrams of our model are discussed. The control of this disease in pregnant women is discussed in terms of the threshold conditions.

Keywords: Dengue disease, local stability, mathematical model, pregnancy.

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Authors: Ozlem Faydasicok, Sabri Arik

Abstract:

This paper derives some new sufficient conditions for the stability of a class of neutral-type neural networks with discrete time delays by employing a suitable Lyapunov functional. The obtained conditions can be easily verified as they can be expressed in terms of the network parameters only. It is shown that the results presented in this paper for neutral-type delayed neural networks establish a new set of stability criteria, and therefore can be considered as the alternative results to the previously published literature results. A numerical example is also given to demonstrate the applicability of our proposed stability criterion.

Keywords: Stability Analysis, Neutral-Type Neural Networks, Time Delay Systems, Lyapunov Functionals.

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Authors: Boy Arief Fachri

Abstract:

Even its content is rich in antioxidants ϒ-oryzanol, rice bran is not used properly as functional food. This research aims to (1) extract ϒ-oryzanol; (2) determine the solubility of ϒ-oryzanol in supercritical CO₂ based on phase equilibrium theory; and (3) study the effect of process variables on solubility. Extraction experiments were carried out for rice bran (5 g) at various extraction pressures, temperatures and reaction times. The flowrate of supercritical fluid through the extraction vessel was 25 g/min. The extracts were collected and analysed with high-pressure liquid chromatography (HPLC). The conclusion based on the experiments are as: (1) The highest experimental solubility was 0.303 mcg/mL RBO at T= 60°C, P= 90 atm, t= 30 min; (2) Solubility of ϒ-oryzanol was influenced by pressure and temperature. As the pressure and temperature increase, the solubility increases; (3) The solubility data of supercritical extraction can be successfully determined using phase equilibrium theory. Meanwhile, tocopherol was found and slightly investigated in this work.

Keywords: Rice bran, solubility, supercritical CO2, ϒ-orizanol.

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Authors: R. Gunabalan, V. Subbiah

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This paper discusses the novel graphical approach for stability analysis of multi induction motor drive controlled by a single inverter. Stability issue arises in parallel connected induction motors under unbalanced load conditions. The two powerful globally accepted modeling and simulation software packages such as MATLAB and LabVIEW are selected to perform the stability analysis. The stability investigation is performed for different load conditions and difference in stator and rotor resistances among the two motors. It is very simple and effective than the techniques presented to obtain the stability of the parallel connected induction motor drive under unbalanced load conditions. Approximate transfer functions are considered to model the induction motors, load dynamics, speed controllers and inverter. Simulink library tools are utilized to model the entire drive scheme in MATLAB. Stability study is discussed in LabVIEW using control design and simulation toolkits. Simulation results are illustrated for various running conditions to demonstrate the effectiveness of the transfer function method.

Keywords: Induction motor, Modeling, Stability analysis, Transfer function model.

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Authors: Miaomiao Yang, Shouming Zhong

Abstract:

This paper studies the problem of exponential stability analysis for uncertain neural networks with discrete and distributed time-varying delays. Together with a suitable augmented Lyapunov Krasovskii function, zero equalities, reciprocally convex approach and a novel sufficient condition to guarantee the exponential stability of the considered system. The several exponential stability criterion proposed in this paper is simpler and effective. Finally,numerical examples are provided to demonstrate the feasibility and effectiveness of our results.

Keywords: Exponential stability, Uncertain Neural networks, LMI approach, Lyapunov-Krasovskii function, Time-varying.

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Authors: Niloufar Ghoreishi, Ali Nekouzadeh

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The stability of the flight during maneuvering and in response to probable perturbations is one of the most essential features of an aircraft that should be analyzed and designed for. In this study, we derived the non-linear governing equations of aircraft dynamics during the climb/descend phase and simulated a model aircraft. The corresponding force and moment dimensionless coefficients of the model and their variations with elevator angle and other relevant aerodynamic parameters were measured experimentally. The short-period mode and phugoid mode response were simulated by solving the governing equations numerically and then compared with the desired stability parameters for the particular level, category, and class of the aircraft model. To meet the target stability, a controller was designed and used. This resulted in significant improvement in the stability parameters of the flight.

Keywords: Flight stability, phugoid mode, short period mode, climb phase, damping coefficient.

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Authors: Qingqing Wang, Baocheng Chen, Shouming Zhong

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In this paper, utilizing the Lyapunov functional method and combining linear matrix inequality (LMI) techniques and integral inequality approach (IIA) to study the exponential stability problem for neural networks with discrete and distributed time-varying delays.By constructing new Lyapunov-Krasovskii functional and dividing the discrete delay interval into multiple segments,some new delay-dependent exponential stability criteria are established in terms of LMIs and can be easily checked.In order to show the stability condition in this paper gives much less conservative results than those in the literature,numerical examples are considered.

Keywords: Neural networks, Exponential stability, LMI approach, Time-varying delays.

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Authors: C. Worakitjaroenphon, A. Oonsivilai

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The study of piezoelectric material in the past was in T-Domain form; however, no one has studied piezoelectric material in the S-Domain form. This paper will present the piezoelectric material in the transfer function or S-Domain model. S-Domain is a well known mathematical model, used for analyzing the stability of the material and determining the stability limits. By using S-Domain in testing stability of piezoelectric material, it will provide a new tool for the scientific world to study this material in various forms.

Keywords: Piezoelectric, Stability, S-Domain, Transfer function

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Authors: S. Madhavi, K. Baala Srinivas, G. Bharath, R. K. Indhuja, M. Kowser Chandini

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Game theory is the study of how people interact and make decisions to handle competitive situations. It has mainly been developed to study decision making in complex situations. Humans routinely alter their behaviour in response to changes in their social and physical environment. As a consequence, the outcomes of decisions that depend on the behaviour of multiple decision makers are difficult to predict and require highly adaptive decision-making strategies. In addition to the decision makers may have preferences regarding consequences to other individuals and choose their actions to improve or reduce the well-being of others. Nash equilibrium is a fundamental concept in the theory of games and the most widely used method of predicting the outcome of a strategic interaction in the social sciences. A Nash Equilibrium exists when there is no unilateral profitable deviation from any of the players involved. On the other hand, no player in the game would take a different action as long as every other player remains the same.

Keywords: Game Theory, Nash Equilibrium, Rules of Dominance.

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Authors: Khoshnaw Khalid Hama Saleh, Ergun Ercelebi

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Increasingly complex modern power systems require stability, especially for transient and small disturbances. Transient stability plays a major role in stability during fault and large disturbance. This paper compares a power system stabilizer (PSS) and static Var compensator (SVC) to improve damping oscillation and enhance transient stability. The effectiveness of a PSS connected to the exciter and/or governor in damping electromechanical oscillations of isolated synchronous generator was tested. The SVC device is a member of the shunt FACTS (flexible alternating current transmission system) family, utilized in power transmission systems. The designed model was tested with a multi-machine system consisting of four machines six bus, using MATLAB/SIMULINK software. The results obtained indicate that SVC solutions are better than PSS.

Keywords: FACTS, MATLAB/SIMULINK, multi-machine system, PSS, SVC, transient stability.

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Authors: Hassan Manouzi

Abstract:

We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: Least squares, Wick product, SPDEs, finite element, Wiener chaos expansion, gradient method.

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Authors: Lianglin Xiong, Xiuyong Ding, Shouming Zhong

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In this paper, the problem of asymptotical stability of neutral systems with nonlinear perturbations is investigated. Based on a class of novel augment Lyapunov functionals which contain freeweighting matrices, some new delay-dependent asymptotical stability criteria are formulated in terms of linear matrix inequalities (LMIs) by using new inequality analysis technique. Numerical examples are given to demonstrate the derived condition are much less conservative than those given in the literature.

Keywords: Asymptotical stability, neutral system, nonlinear perturbation, delay-dependent, linear matrix inequality (LMI).

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Authors: Bassem Roushdy, Nahed Sobhy, Abdelrhim Abdelhamid, Ahmed Mahmoud

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Most papers model Joint Replenishment Problem (JRP) as a (kT,S) where kT is a multiple value for a common review period T,and S is a predefined order up to level. In general the (T,S) policy is characterized by a long out of control period which requires a large amount of safety stock compared to the (R,Q) policy. In this paper a probabilistic model is built where an item, call it item(i), with the shortest order time between interval (T)is modeled under (R,Q) policy and its inventory is continuously reviewed, while the rest of items (j) are periodically reviewed at a definite time corresponding to item

Keywords: Inventory management, Joint replenishment, policy evaluation, stochastic process

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Authors: Peeyush Kumar, Sapna Mishra, Anushree Malik, Santosh Satya

Abstract:

The essential oil of M. × piperita L. was formulated into a topical gel. The prepared gel was characterized for its pH, viscosity, spreadiblity, consistency and extrudiblity, while its stability was evaluated under different temperature conditions. The prepared M. × piperita oil gel was clear and transparent. The pH value of developed gel was 6.6, while its viscosity was 1200 cP. Spreadability and consistency of the M. × piperita oil gel was 10.7 g.cm/sec and 7 mm, respectively. The prepared gel showed good extrudiblity. During the stability studies, no significant change in pH and viscosity as a function of time for gel was observed, indicating stability of prepared formulation. The gel developed in this study is expected to forward the usage of M. × piperita essential towards commercial application.

Keywords: M. × piperita L., formulation, gel, characterization, stability

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Authors: Jihad S. Daba (Jean-Pierre Dubois), Philip Jreije

Abstract:

Speckled images arise when coherent microwave, optical, and acoustic imaging techniques are used to image an object, surface or scene. Examples of coherent imaging systems include synthetic aperture radar, laser imaging systems, imaging sonar systems, and medical ultrasound systems. Speckle noise is a form of object or target induced noise that results when the surface of the object is Rayleigh rough compared to the wavelength of the illuminating radiation. Detection and estimation in images corrupted by speckle noise is complicated by the nature of the noise and is not as straightforward as detection and estimation in additive noise. In this work, we derive stochastic models for speckle noise, with an emphasis on speckle as it arises in medical ultrasound images. The motivation for this work is the problem of segmentation and tissue classification using ultrasound imaging. Modeling of speckle in this context involves partially developed speckle model where an underlying Poisson point process modulates a Gram-Charlier series of Laguerre weighted exponential functions, resulting in a doubly stochastic filtered Poisson point process. The statistical distribution of partially developed speckle is derived in a closed canonical form. It is observed that as the mean number of scatterers in a resolution cell is increased, the probability density function approaches an exponential distribution. This is consistent with fully developed speckle noise as demonstrated by the Central Limit theorem.

Keywords: Doubly stochastic filtered process, Poisson point process, segmentation, speckle, ultrasound

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Authors: Meng Hu, Lili Wang

Abstract:

In this paper, based on linear matrix inequality (LMI), by using Lyapunov functional theory, the exponential stability criterion is obtained for a class of uncertain Takagi-Sugeno fuzzy Hopfield neural networks (TSFHNNs) with time delays. Here we choose a generalized Lyapunov functional and introduce a parameterized model transformation with free weighting matrices to it, these techniques lead to generalized and less conservative stability condition that guarantee the wide stability region. Finally, an example is given to illustrate our results by using MATLAB LMI toolbox.

Keywords: Hopfield neural network, linear matrix inequality, exponential stability, time delay, T-S fuzzy model.

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Authors: Chengli Liu, C. K. M. Lee

Abstract:

The tradition competitive newsvendor game assumes decision makers are rational. However, there are behavioral biases when people make decisions, such as loss aversion, mental accounting and overconfidence. Overestimation of a subject’s own performance is one type of overconfidence. The objective of this research is to analyze the impact of the overestimated demand in the newsvendor competitive game with two players. This study builds a competitive newsvendor game model where newsvendors have private information of their demands, which is overestimated. At the same time, demands of each newsvendor forecasted by a third party institution are available. This research shows that the overestimation leads to demand steal effect, which reduces the competitor’s order quantity. However, the overall supply of the product increases due to overestimation. This study illustrates the boundary condition for the overestimated newsvendor to have the equilibrium order drop due to the demand steal effect from the other newsvendor. A newsvendor who has higher critical fractile will see its equilibrium order decrease with the drop of estimation level from the other newsvendor.

Keywords: Bias, competitive newsvendor, Nash equilibrium, overestimation.

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Authors: Puntani Pongsumpun, I-Ming Tang

Abstract:

The most Malaria cases are occur along Thai-Mynmar border. Mathematical model for the transmission of Plasmodium falciparum and Plasmodium vivax malaria in a mixed population of Thais and migrant Burmese living along the Thai-Myanmar Border is studied. The population is separated into two groups, Thai and Burmese. Each population is divided into susceptible, infected, dormant and recovered subclasses. The loss of immunity by individuals in the infected class causes them to move back into the susceptible class. The person who is infected with Plasmodium vivax and is a member of the dormant class can relapse back into the infected class. A standard dynamical method is used to analyze the behaviors of the model. Two stable equilibrium states, a disease-free state and an epidemic state, are found to be possible in each population. A disease-free equilibrium state in the Thai population occurs when there are no infected Burmese entering the community. When infected Burmese enter the Thai community, an epidemic state can occur. It is found that the disease-free state is stable when the threshold number is less than one. The epidemic state is stable when a second threshold number is greater than one. Numerical simulations are used to confirm the results of our model.

Keywords: Basic reproduction number, Burmese, local stability, Plasmodium Vivax malaria.

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