Search results for: fractional Black-Scholes equations
1303 Doubly Fed Induction Generator Based Variable Speed Wind Conversion System Control Enhancement by Applying Fractional Order Controller
Authors: Abdellatif Kasbi, Abderrafii Rahali
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In an electric power grid connected wind generation system, dynamic control strategy is essential to use the wind energy efficiently as well as for an energy optimization. The present study has focused on decoupled power regulation of doubly fed induction generator, operating in wind turbine, in accordance with the vector control approach by applying fractional order proportional integral (FOPI) controller. The FOPI controller is designed based on a simple method; up such that the response of closed loop process is similar to the response of a specified fractional model whose transfer function is Bode’s ideal function. In this tuning operation, the parameters of the proposed fractional controller are established analytically using the impulse closed-loop response of the controlled process. To show the superior action of the developed FOPI controller in comparison with standard PI controller in different function conditions, the study is validated through simulation using the software MATLAB/Simulink.
Keywords: Wind generation system, DFIG, vector control approach, fractional order PI controller, Bode’s ideal transfer function, impulse response.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6311302 Using Fractional Factorial Designs for Variable Importance in Random Forest Models
Authors: Ewa. M. Sztendur, Neil T. Diamond
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Random Forests are a powerful classification technique, consisting of a collection of decision trees. One useful feature of Random Forests is the ability to determine the importance of each variable in predicting the outcome. This is done by permuting each variable and computing the change in prediction accuracy before and after the permutation. This variable importance calculation is similar to a one-factor-at a time experiment and therefore is inefficient. In this paper, we use a regular fractional factorial design to determine which variables to permute. Based on the results of the trials in the experiment, we calculate the individual importance of the variables, with improved precision over the standard method. The method is illustrated with a study of student attrition at Monash University.
Keywords: Random Forests, Variable Importance, Fractional Factorial Designs, Student Attrition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19471301 Fractional Order Controller Design for Vibration Attenuation in an Airplane Wing
Authors: Birs Isabela, Muresan Cristina, Folea Silviu, Prodan Ovidiu
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The wing is one of the most important parts of an airplane because it ensures stability, sustenance and maneuverability of the airplane. Because of its shape, the airplane wing can be simplified to a smart beam. Active vibration suppression is realized using piezoelectric actuators that are mounted on the surface of the beam. This work presents a tuning procedure of fractional order controllers based on a graphical approach of the frequency domain representation. The efficacy of the method is proven by practically testing the controller on a laboratory scale experimental stand.
Keywords: Fractional order controller, piezoelectric actuators, smart beam, vibration suppression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11851300 Application of the Hybrid Methods to Solving Volterra Integro-Differential Equations
Authors: G.Mehdiyeva, M.Imanova, V.Ibrahimov
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Beginning from the creator of integro-differential equations Volterra, many scientists have investigated these equations. Classic method for solving integro-differential equations is the quadratures method that is successfully applied up today. Unlike these methods, Makroglou applied hybrid methods that are modified and generalized in this paper and applied to the numerical solution of Volterra integro-differential equations. The way for defining the coefficients of the suggested method is also given.Keywords: Integro-differential equations, initial value problem, hybrid methods, predictor-corrector method
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16781299 Online Robust Model Predictive Control for Linear Fractional Transformation Systems Using Linear Matrix Inequalities
Authors: Peyman Sindareh Esfahani, Jeffery Kurt Pieper
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In this paper, the problem of robust model predictive control (MPC) for discrete-time linear systems in linear fractional transformation form with structured uncertainty and norm-bounded disturbance is investigated. The problem of minimization of the cost function for MPC design is converted to minimization of the worst case of the cost function. Then, this problem is reduced to minimization of an upper bound of the cost function subject to a terminal inequality satisfying the l2-norm of the closed loop system. The characteristic of the linear fractional transformation system is taken into account, and by using some mathematical tools, the robust predictive controller design problem is turned into a linear matrix inequality minimization problem. Afterwards, a formulation which includes an integrator to improve the performance of the proposed robust model predictive controller in steady state condition is studied. The validity of the approaches is illustrated through a robust control benchmark problem.
Keywords: Linear fractional transformation, linear matrix inequality, robust model predictive control, state feedback control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12411298 New Insight into Fluid Mechanics of Lorenz Equations
Authors: Yu-Kai Ting, Jia-Ying Tu, Chung-Chun Hsiao
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New physical insights into the nonlinear Lorenz equations related to flow resistance is discussed in this work. The chaotic dynamics related to Lorenz equations has been studied in many papers, which is due to the sensitivity of Lorenz equations to initial conditions and parameter uncertainties. However, the physical implication arising from Lorenz equations about convectional motion attracts little attention in the relevant literature. Therefore, as a first step to understand the related fluid mechanics of convectional motion, this paper derives the Lorenz equations again with different forced conditions in the model. Simulation work of the modified Lorenz equations without the viscosity or buoyancy force is discussed. The time-domain simulation results may imply that the states of the Lorenz equations are related to certain flow speed and flow resistance. The flow speed of the underlying fluid system increases as the flow resistance reduces. This observation would be helpful to analyze the coupling effects of different fluid parameters in a convectional model in future work.
Keywords: Galerkin method, Lorenz equations, Navier-Stokes equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22621297 The Approximate Solution of Linear Fuzzy Fredholm Integral Equations of the Second Kind by Using Iterative Interpolation
Authors: N. Parandin, M. A. Fariborzi Araghi
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in this paper, we propose a numerical method for the approximate solution of fuzzy Fredholm functional integral equations of the second kind by using an iterative interpolation. For this purpose, we convert the linear fuzzy Fredholm integral equations to a crisp linear system of integral equations. The proposed method is illustrated by some fuzzy integral equations in numerical examples.Keywords: Fuzzy function integral equations, Iterative method, Linear systems, Parametric form of fuzzy number.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13671296 Periodic Solutions for Some Strongly Nonlinear Oscillators by He's Energy Balance Method
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In this paper, applying He-s energy balance method to determine frequency formulation relations of nonlinear oscillators with discontinuous term or fractional potential. By calculation and computer simulations, compared with the exact solutions show that the results obtained are of high accuracy.
Keywords: He's energy balance method, periodic solution, nonlinear oscillator, discontinuous, fractional potential.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13381295 Design a Fractional Order Controller for Power Control of Doubly Fed Induction Generator Based Wind Generation System
Authors: Abdellatif Kasbi, Abderrafii Rahali
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During the recent years, much interest has been devoted to fractional order control that has appeared as a very eligible control approach for the systems experiencing parametric uncertainty and outer disturbances. The main purpose of this paper is to design and evaluate the performance of a fractional order proportional integral (FOPI) controller applied to control prototype variable speed wind generation system (WGS) that uses a doubly fed induction generator (DFIG). In this paper, the DFIG-machine is controlled according to the stator field-oriented control (FOC) strategy, which makes it possible to regulate separately the reactive and active powers exchanged between the WGS and the grid. The considered system is modeled and simulated using MATLAB-Simulink, and the performance of FOPI controller applied to the back-to-back power converter control of DFIG based grid connected variable speed wind turbine are evaluated and compared to the ones obtained with a conventional PI controller.
Keywords: Design, fractional order PI controller, wind generation system, doubly fed induction generator, wind turbine, field-oriented control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6901294 A Mathematical Model Approach Regarding the Children’s Height Development with Fractional Calculus
Authors: Nisa Özge Önal, Kamil Karaçuha, Göksu Hazar Erdinç, Banu Bahar Karaçuha, Ertuğrul Karaçuha
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The study aims to use a mathematical approach with the fractional calculus which is developed to have the ability to continuously analyze the factors related to the children’s height development. Until now, tracking the development of the child is getting more important and meaningful. Knowing and determining the factors related to the physical development of the child any desired time would provide better, reliable and accurate results for childcare. In this frame, 7 groups for height percentile curve (3th, 10th, 25th, 50th, 75th, 90th, and 97th) of Turkey are used. By using discrete height data of 0-18 years old children and the least squares method, a continuous curve is developed valid for any time interval. By doing so, in any desired instant, it is possible to find the percentage and location of the child in Percentage Chart. Here, with the help of the fractional calculus theory, a mathematical model is developed. The outcomes of the proposed approach are quite promising compared to the linear and the polynomial method. The approach also yields to predict the expected values of children in the sense of height.
Keywords: Children growth percentile, children physical development, fractional calculus, linear and polynomial model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7991293 A First Course in Numerical Methods with “Mathematica“
Authors: Andrei A. Kolyshkin
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In the present paper some recommendations for the use of software package “Mathematica" in a basic numerical analysis course are presented. The methods which are covered in the course include solution of systems of linear equations, nonlinear equations and systems of nonlinear equations, numerical integration, interpolation and solution of ordinary differential equations. A set of individual assignments developed for the course covering all the topics is discussed in detail.Keywords: Numerical methods, "Mathematica", e-learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36151292 An Efficient Computational Algorithm for Solving the Nonlinear Lane-Emden Type Equations
Authors: Gholamreza Hojjati, Kourosh Parand
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In this paper we propose a class of second derivative multistep methods for solving some well-known classes of Lane- Emden type equations which are nonlinear ordinary differential equations on the semi-infinite domain. These methods, which have good stability and accuracy properties, are useful in deal with stiff ODEs. We show superiority of these methods by applying them on the some famous Lane-Emden type equations.
Keywords: Lane-Emden type equations, nonlinear ODE, stiff problems, multistep methods, astrophysics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31241291 A Method for Identifying Physical Parameters with Linear Fractional Transformation
Authors: Ryosuke Ito, Goro Obinata, Chikara Nagai, Youngwoo Kim
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This paper proposes a new parameter identification method based on Linear Fractional Transformation (LFT). It is assumed that the target linear system includes unknown parameters. The parameter deviations are separated from a nominal system via LFT, and identified by organizing I/O signals around the separated deviations of the real system. The purpose of this paper is to apply LFT to simultaneously identify the parameter deviations in systems with fewer outputs than unknown parameters. As a fundamental example, this method is implemented to one degree of freedom vibratory system. Via LFT, all physical parameters were simultaneously identified in this system. Then, numerical simulations were conducted for this system to verify the results. This study shows that all the physical parameters of a system with fewer outputs than unknown parameters can be effectively identified simultaneously using LFT.Keywords: Identification, Linear Fractional Transformation, Right inverse system
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12771290 Equations of Pulse Propagation in Three-Layer Structure of As2S3 Chalcogenide Plasmonic Nano-Waveguides
Authors: Leila Motamed-Jahromi, Mohsen Hatami, Alireza Keshavarz
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This research aims at obtaining the equations of pulse propagation in nonlinear plasmonic waveguides created with As2S3 chalcogenide materials. Via utilizing Helmholtz equation and first-order perturbation theory, two components of electric field are determined within frequency domain. Afterwards, the equations are formulated in time domain. The obtained equations include two coupled differential equations that considers nonlinear dispersion.
Keywords: Nonlinear optics, propagation equation, plasmonic waveguide.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12311289 Are Asia-Pacific Stock Markets Predictable? Evidence from Wavelet-based Fractional Integration Estimator
Authors: Pei. P. Tan, Don. U.A. Galagedera, Elizabeth A.Maharaj
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This paper examines predictability in stock return in developed and emergingmarkets by testing long memory in stock returns using wavelet approach. Wavelet-based maximum likelihood estimator of the fractional integration estimator is superior to the conventional Hurst exponent and Geweke and Porter-Hudak estimator in terms of asymptotic properties and mean squared error. We use 4-year moving windows to estimate the fractional integration parameter. Evidence suggests that stock return may not be predictable indeveloped countries of the Asia-Pacificregion. However, predictability of stock return insome developing countries in this region such as Indonesia, Malaysia and Philippines may not be ruled out. Stock return in the Thailand stock market appears to be not predictable after the political crisis in 2008.Keywords: Asia-Pacific stock market, long-memory, return predictability, wavelet
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16811288 Development of Extended Trapezoidal Method for Numerical Solution of Volterra Integro-Differential Equations
Authors: Fuziyah Ishak, Siti Norazura Ahmad
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Volterra integro-differential equations appear in many models for real life phenomena. Since analytical solutions for this type of differential equations are hard and at times impossible to attain, engineers and scientists resort to numerical solutions that can be made as accurately as possible. Conventionally, numerical methods for ordinary differential equations are adapted to solve Volterra integro-differential equations. In this paper, numerical solution for solving Volterra integro-differential equation using extended trapezoidal method is described. Formulae for the integral and differential parts of the equation are presented. Numerical results show that the extended method is suitable for solving first order Volterra integro-differential equations.
Keywords: Accuracy, extended trapezoidal method, numerical solution, Volterra integro-differential equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15921287 The Pell Equation x2 − (k2 − k)y2 = 2t
Authors: Ahmet Tekcan
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Let k, t, d be arbitrary integers with k ≥ 2, t ≥ 0 and d = k2 - k. In the first section we give some preliminaries from Pell equations x2 - dy2 = 1 and x2 - dy2 = N, where N be any fixed positive integer. In the second section, we consider the integer solutions of Pell equations x2 - dy2 = 1 and x2 - dy2 = 2t. We give a method for the solutions of these equations. Further we derive recurrence relations on the solutions of these equationsKeywords: Pell equation, solutions of Pell equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14231286 The Euler Equations of Steady Flow in Terms of New Dependent and Independent Variables
Authors: Peiangpob Monnuanprang
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In this paper we study the transformation of Euler equations 1 , u u u Pf t (ρ ∂) + ⋅∇ = − ∇ + ∂ G G G G ∇⋅ = u 0, G where (ux, t) G G is the velocity of a fluid, P(x, t) G is the pressure of a fluid andρ (x, t) G is density. First of all, we rewrite the Euler equations in terms of new unknown functions. Then, we introduce new independent variables and transform it to a new curvilinear coordinate system. We obtain the Euler equations in the new dependent and independent variables. The governing equations into two subsystems, one is hyperbolic and another is elliptic.
Keywords: Euler equations, transformation, hyperbolic, elliptic
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16941285 Automatic Iterative Methods for the Multivariate Solution of Nonlinear Algebraic Equations
Authors: Rafat Alshorman, Safwan Al-Shara', I. Obeidat
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Most real world systems express themselves formally as a set of nonlinear algebraic equations. As applications grow, the size and complexity of these equations also increase. In this work, we highlight the key concepts in using the homotopy analysis method as a methodology used to construct efficient iteration formulas for nonlinear equations solving. The proposed method is experimentally characterized according to a set of determined parameters which affect the systems. The experimental results show the potential and limitations of the new method and imply directions for future work.Keywords: Nonlinear Algebraic Equations, Iterative Methods, Homotopy Analysis Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18691284 A New Approach to the Approximate Solutions of Hamilton-Jacobi Equations
Authors: Joe Imae, Kenjiro Shinagawa, Tomoaki Kobayashi, Guisheng Zhai
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We propose a new approach on how to obtain the approximate solutions of Hamilton-Jacobi (HJ) equations. The process of the approximation consists of two steps. The first step is to transform the HJ equations into the virtual time based HJ equations (VT-HJ) by introducing a new idea of ‘virtual-time’. The second step is to construct the approximate solutions of the HJ equations through a computationally iterative procedure based on the VT-HJ equations. It should be noted that the approximate feedback solutions evolve by themselves as the virtual-time goes by. Finally, we demonstrate the effectiveness of our approximation approach by means of simulations with linear and nonlinear control problems.
Keywords: Nonlinear Control, Optimal Control, Hamilton-Jacobi Equation, Virtual-Time
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14701283 Integrable Heisenberg Ferromagnet Equations with Self-Consistent Potentials
Authors: Gulgassyl Nugmanova, Zhanat Zhunussova, Kuralay Yesmakhanova, Galya Mamyrbekova, Ratbay Myrzakulov
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In this paper, we consider some integrable Heisenberg Ferromagnet Equations with self-consistent potentials. We study their Lax representations. In particular we derive their equivalent counterparts in the form of nonlinear Schr¨odinger type equations. We present the integrable reductions of the Heisenberg Ferromagnet Equations with self-consistent potentials. These integrable Heisenberg Ferromagnet Equations with self-consistent potentials describe nonlinear waves in ferromagnets with some additional physical fields.Keywords: Spin systems, equivalent counterparts, integrable reductions, self-consistent potentials.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16921282 Exp-Function Method for Finding Some Exact Solutions of Rosenau Kawahara and Rosenau Korteweg-de Vries Equations
Authors: Ehsan Mahdavi
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In this paper, we apply the Exp-function method to Rosenau-Kawahara and Rosenau-KdV equations. Rosenau-Kawahara equation is the combination of the Rosenau and standard Kawahara equations and Rosenau-KdV equation is the combination of the Rosenau and standard KdV equations. These equations are nonlinear partial differential equations (NPDE) which play an important role in mathematical physics. Exp-function method is easy, succinct and powerful to implement to nonlinear partial differential equations arising in mathematical physics. We mainly try to present an application of Exp-function method and offer solutions for common errors wich occur during some of the recent works.
Keywords: Exp-function method, Rosenau Kawahara equation, Rosenau Korteweg-de Vries equation, nonlinear partial differential equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20091281 On Deterministic Chaos: Disclosing the Missing Mathematics from the Lorenz-Haken Equations
Authors: Belkacem Meziane
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The original 3D Lorenz-Haken equations -which describe laser dynamics- are converted into 2-second-order differential equations out of which the so far missing mathematics is extracted. Leaning on high-order trigonometry, important outcomes are pulled out: A fundamental result attributes chaos to forbidden periodic solutions, inside some precisely delimited region of the control parameter space that governs self-pulsing.
Keywords: chaos, Lorenz-Haken equations, laser dynamics, nonlinearities
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5461280 Numerical Solution for Integro-Differential Equations by Using Quartic B-Spline Wavelet and Operational Matrices
Authors: Khosrow Maleknejad, Yaser Rostami
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In this paper, Semi-orthogonal B-spline scaling functions and wavelets and their dual functions are presented to approximate the solutions of integro-differential equations.The B-spline scaling functions and wavelets, their properties and the operational matrices of derivative for this function are presented to reduce the solution of integro-differential equations to the solution of algebraic equations. Here we compute B-spline scaling functions of degree 4 and their dual, then we will show that by using them we have better approximation results for the solution of integro-differential equations in comparison with less degrees of scaling functions
Keywords: Integro-differential equations, Quartic B-spline wavelet, Operational matrices.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30881279 Strict Stability of Fuzzy Differential Equations with Impulse Effect
Authors: Sanjay K.Srivastava, Bhanu Gupta
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In this paper some results on strict stability heve beeb extended for fuzzy differential equations with impulse effect using Lyapunov functions and Razumikhin technique.
Keywords: Fuzzy differential equations, Impulsive differential equations, Strict stability, Lyapunov function, Razumikhin technique.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14201278 Toward a New Simple Analytical Formulation of Navier-Stokes Equations
Authors: Gunawan Nugroho, Ahmed M. S. Ali, Zainal A. Abdul Karim
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Incompressible Navier-Stokes equations are reviewed in this work. Three-dimensional Navier-Stokes equations are solved analytically. The Mathematical derivation shows that the solutions for the zero and constant pressure gradients are similar. Descriptions of the proposed formulation and validation against two laminar experiments and three different turbulent flow cases are reported in this paper. Even though, the analytical solution is derived for nonreacting flows, it could reproduce trends for cases including combustion.Keywords: Navier-Stokes Equations, potential function, turbulent flows.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20941277 Adaptive Sliding Mode Observer for a Class of Systems
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In this paper, the performance of two adaptive observers applied to interconnected systems is studied. The nonlinearity of systems can be written in a fractional form. The first adaptive observer is an adaptive sliding mode observer for a Lipchitz nonlinear system and the second one is an adaptive sliding mode observer having a filtered error as a sliding surface. After comparing their performances throughout the inverted pendulum mounted on a car system, it was shown that the second one is more robust to estimate the state.Keywords: Adaptive observer, Lipchitz system, Interconnected fractional nonlinear system, sliding mode.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16121276 Solving Linear Matrix Equations by Matrix Decompositions
Authors: Yongxin Yuan, Kezheng Zuo
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In this paper, a system of linear matrix equations is considered. A new necessary and sufficient condition for the consistency of the equations is derived by means of the generalized singular-value decomposition, and the explicit representation of the general solution is provided.
Keywords: Matrix equation, Generalized inverse, Generalized singular-value decomposition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20061275 Laplace Technique to Find General Solution of Differential Equations without Initial Conditions
Authors: Adil Al-Rammahi
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Laplace transformations have wide applications in engineering and sciences. All previous studies of modified Laplace transformations depend on differential equation with initial conditions. The purpose of our paper is to solve the linear differential equations (not initial value problem) and then find the general solution (not particular) via the Laplace transformations without needed any initial condition. The study involves both types of differential equations, ordinary and partial.
Keywords: Differential Equations, Laplace Transformations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31391274 New Application of EHTA for the Generalized(2+1)-Dimensional Nonlinear Evolution Equations
Authors: Mohammad Taghi Darvishi, Maliheh Najafi, Mohammad Najafi
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In this paper, the generalized (2+1)-dimensional Calogero-Bogoyavlenskii-Schiff (shortly CBS) equations are investigated. We employ the Hirota-s bilinear method to obtain the bilinear form of CBS equations. Then by the idea of extended homoclinic test approach (shortly EHTA), some exact soliton solutions including breather type solutions are presented.
Keywords: EHTA, (2+1)-dimensional CBS equations, (2+1)-dimensional breaking solution equation, Hirota's bilinear form.
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