Search results for: quadratic ideals
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 205

Search results for: quadratic ideals

145 LQG Flight Control of VTAV for Enhanced Situational Awareness

Authors: Igor Astrov, Mikhail Pikkov, Rein Paluoja

Abstract:

This paper focuses on a critical component of the situational awareness (SA), the control of autonomous vertical flight for vectored thrust aerial vehicle (VTAV). With the SA strategy, we proposed a linear-quadratic-Gaussian (LQG) flight control procedure for an unmanned helicopter model with vectored thrust configuration. This LQG control for chosen model of VTAV has been verified by simulation of take-off and landing maneuvers using software package Simulink and demonstrated good performance for fast flight stabilization of model, consequently, fast SA with economy in energy can be asserted during search-and-rescue operations.

Keywords: Linear-Quadratic-Gaussian (LQG) controller, situational awareness, vectored thrust aerial vehicle.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1790
144 Optimal Tuning of Linear Quadratic Regulator Controller Using a Particle Swarm Optimization for Two-Rotor Aerodynamical System

Authors: Ayad Al-Mahturi, Herman Wahid

Abstract:

This paper presents an optimal state feedback controller based on Linear Quadratic Regulator (LQR) for a two-rotor aero-dynamical system (TRAS). TRAS is a highly nonlinear multi-input multi-output (MIMO) system with two degrees of freedom and cross coupling. There are two parameters that define the behavior of LQR controller: state weighting matrix and control weighting matrix. The two parameters influence the performance of LQR. Particle Swarm Optimization (PSO) is proposed to optimally tune weighting matrices of LQR. The major concern of using LQR controller is to stabilize the TRAS by making the beam move quickly and accurately for tracking a trajectory or to reach a desired altitude. The simulation results were carried out in MATLAB/Simulink. The system is decoupled into two single-input single-output (SISO) systems. Comparing the performance of the optimized proportional, integral and derivative (PID) controller provided by INTECO, results depict that LQR controller gives a better performance in terms of both transient and steady state responses when PSO is performed.

Keywords: Linear quadratic regulator, LQR controller, optimal control, particle swarm optimization, PSO, two-rotor aero-dynamical system, TRAS.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2079
143 Enhanced Particle Swarm Optimization Approach for Solving the Non-Convex Optimal Power Flow

Authors: M. R. AlRashidi, M. F. AlHajri, M. E. El-Hawary

Abstract:

An enhanced particle swarm optimization algorithm (PSO) is presented in this work to solve the non-convex OPF problem that has both discrete and continuous optimization variables. The objective functions considered are the conventional quadratic function and the augmented quadratic function. The latter model presents non-differentiable and non-convex regions that challenge most gradient-based optimization algorithms. The optimization variables to be optimized are the generator real power outputs and voltage magnitudes, discrete transformer tap settings, and discrete reactive power injections due to capacitor banks. The set of equality constraints taken into account are the power flow equations while the inequality ones are the limits of the real and reactive power of the generators, voltage magnitude at each bus, transformer tap settings, and capacitor banks reactive power injections. The proposed algorithm combines PSO with Newton-Raphson algorithm to minimize the fuel cost function. The IEEE 30-bus system with six generating units is used to test the proposed algorithm. Several cases were investigated to test and validate the consistency of detecting optimal or near optimal solution for each objective. Results are compared to solutions obtained using sequential quadratic programming and Genetic Algorithms.

Keywords: Particle Swarm Optimization, Optimal Power Flow, Economic Dispatch.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2319
142 Evolutionary Algorithm Based Centralized Congestion Management for Multilateral Transactions

Authors: T. Mathumathi, S. Ganesh, R. Gunabalan

Abstract:

This work presents an approach for AC load flow based centralized model for congestion management in the forward markets. In this model, transaction maximizes its profit under the limits of transmission line capacities allocated by Independent System Operator (ISO). The voltage and reactive power impact of the system are also incorporated in this model. Genetic algorithm is used to solve centralized congestion management problem for multilateral transactions. Results obtained for centralized model using genetic algorithm is compared with Sequential Quadratic Programming (SQP) technique. The statistical performances of various algorithms such as best, worst, mean and standard deviations of social welfare are given. Simulation results clearly demonstrate the better performance of genetic algorithm over SQP.

Keywords: Congestion management, Genetic algorithm, Sequential quadratic programming.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1716
141 Improvement over DV-Hop Localization Algorithm for Wireless Sensor Networks

Authors: Shrawan Kumar, D. K. Lobiyal

Abstract:

In this paper, we propose improved versions of DVHop algorithm as QDV-Hop algorithm and UDV-Hop algorithm for better localization without the need for additional range measurement hardware. The proposed algorithm focuses on third step of DV-Hop, first error terms from estimated distances between unknown node and anchor nodes is separated and then minimized. In the QDV-Hop algorithm, quadratic programming is used to minimize the error to obtain better localization. However, quadratic programming requires a special optimization tool box that increases computational complexity. On the other hand, UDV-Hop algorithm achieves localization accuracy similar to that of QDV-Hop by solving unconstrained optimization problem that results in solving a system of linear equations without much increase in computational complexity. Simulation results show that the performance of our proposed schemes (QDV-Hop and UDV-Hop) is superior to DV-Hop and DV-Hop based algorithms in all considered scenarios.

Keywords: Wireless sensor networks, Error term, DV-Hop algorithm, Localization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2199
140 On the Multiplicity of Discriminants of Relative Quadratic Extensions of Quintic Fields

Authors: Schehrazad Selmane

Abstract:

According to Hermite there exists only a finite number of number fields having a given degree, and a given value of the discriminant, nevertheless this number is not known generally. The determination of a maximum number of number fields of degree 10 having a given discriminant that contain a subfield of degree 5 having a fixed class number, narrow class number and Galois group is the purpose of this work. The constructed lists of the first coincidences of 52 (resp. 50, 40, 48, 22, 6) nonisomorphic number fields with same discriminant of degree 10 of signature (6,2) (resp. (4,3), (8,1), (2,4), (0,5), (10,0)) containing a quintic field. For each field in the lists, we indicate its discriminant, the discriminant of its subfield, a relative polynomial generating the field over its quintic field and its relative discriminant, the corresponding polynomial over Q and its Galois closure are presented with concluding remarks.

Keywords: Discriminant, nonisomorphic fields, quintic fields, relative quadratic extensions.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1425
139 Statistical Optimization of the Enzymatic Saccharification of the Oil Palm Empty Fruit Bunches

Authors: Rashid S. S., Alam M. Z.

Abstract:

A statistical optimization of the saccharification process of EFB was studied. The statistical analysis was done by applying faced centered central composite design (FCCCD) under response surface methodology (RSM). In this investigation, EFB dose, enzyme dose and saccharification period was examined, and the maximum 53.45% (w/w) yield of reducing sugar was found with 4% (w/v) of EFB, 10% (v/v) of enzyme after 120 hours of incubation. It can be calculated that the conversion rate of cellulose content of the substrate is more than 75% (w/w) which can be considered as a remarkable achievement. All the variables, linear, quadratic and interaction coefficient, were found to be highly significant, other than two coefficients, one quadratic and another interaction coefficient. The coefficient of determination (R2) is 0.9898 that confirms a satisfactory data and indicated that approximately 98.98% of the variability in the dependent variable, saccharification of EFB, could be explained by this model.

Keywords: Face centered central composite design (FCCCD), Liquid state bioconversion (LSB), Palm oil mill effluent, Trichoderma reesei RUT C-30.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2190
138 Preliminary Study on Fixture Layout Optimization Using Element Strain Energy

Authors: Zeshan Ahmad, Matteo Zoppi, Rezia Molfino

Abstract:

The objective of positioning the fixture elements in the fixture is to make the workpiece stiff, so that geometric errors in the manufacturing process can be reduced. Most of the work for optimal fixture layout used the minimization of the sum of the nodal deflection normal to the surface as objective function. All deflections in other direction have been neglected. We propose a new method for fixture layout optimization in this paper, which uses the element strain energy. The deformations in all the directions have been considered in this way. The objective function in this method is to minimize the sum of square of element strain energy. Strain energy and stiffness are inversely proportional to each other. The optimization problem is solved by the sequential quadratic programming method. Three different kinds of case studies are presented, and results are compared with the method using nodal deflections as objective function to verify the propose method.

Keywords: Fixture layout, optimization, strain energy, quadratic programming.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1512
137 Evaluation Performance of PID, LQR, Pole Placement Controllers for Heat Exchanger

Authors: Mohamed Essahafi, Mustapha Ait Lafkih

Abstract:

In industrial environments, the heat exchanger is a necessary component to any strategy of energy conversion. Much of thermal energy used in industrial processes passes at least one times by a heat exchanger, and methods systems recovering thermal energy. This survey paper tries to presents in a systemic way an sample control of a heat exchanger by comparison between three controllers LQR (linear quadratic regulator), PID (proportional, integrator and derivate) and Pole Placement. All of these controllers are used mainly in industrial sectors (chemicals, petrochemicals, steel, food processing, energy production, etc…) of transportation (automotive, aeronautics), but also in the residential sector and tertiary (heating, air conditioning, etc...) The choice of a heat exchanger, for a given application depends on many parameters: field temperature and pressure of fluids, and physical properties of aggressive fluids, maintenance and space. It is clear that the fact of having an exchanger appropriate, well-sized, well made and well used allows gain efficiency and energy processes.

Keywords: LQR linear-quadratic regulator, PID control, Pole Placement, Heat exchanger.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4346
136 Enhancing Predictive Accuracy in Pharmaceutical Sales Through an Ensemble Kernel Gaussian Process Regression Approach

Authors: Shahin Mirshekari, Mohammadreza Moradi, Hossein Jafari, Mehdi Jafari, Mohammad Ensaf

Abstract:

This research employs Gaussian Process Regression (GPR) with an ensemble kernel, integrating Exponential Squared, Revised Matérn, and Rational Quadratic kernels to analyze pharmaceutical sales data. Bayesian optimization was used to identify optimal kernel weights: 0.76 for Exponential Squared, 0.21 for Revised Matérn, and 0.13 for Rational Quadratic. The ensemble kernel demonstrated superior performance in predictive accuracy, achieving an R² score near 1.0, and significantly lower values in MSE, MAE, and RMSE. These findings highlight the efficacy of ensemble kernels in GPR for predictive analytics in complex pharmaceutical sales datasets.

Keywords: Gaussian Process Regression, Ensemble Kernels, Bayesian Optimization, Pharmaceutical Sales Analysis, Time Series Forecasting, Data Analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8
135 Self-Tuning Power System Stabilizer Based on Recursive Least Square Identification and Linear Quadratic Regulator

Authors: J. Ritonja

Abstract:

Available commercial applications of power system stabilizers assure optimal damping of synchronous generator’s oscillations only in a small part of operating range. Parameters of the power system stabilizer are usually tuned for the selected operating point. Extensive variations of the synchronous generator’s operation result in changed dynamic characteristics. This is the reason that the power system stabilizer tuned for the nominal operating point does not satisfy preferred damping in the overall operation area. The small-signal stability and the transient stability of the synchronous generators have represented an attractive problem for testing different concepts of the modern control theory. Of all the methods, the adaptive control has proved to be the most suitable for the design of the power system stabilizers. The adaptive control has been used in order to assure the optimal damping through the entire synchronous generator’s operating range. The use of the adaptive control is possible because the loading variations and consequently the variations of the synchronous generator’s dynamic characteristics are, in most cases, essentially slower than the adaptation mechanism. The paper shows the development and the application of the self-tuning power system stabilizer based on recursive least square identification method and linear quadratic regulator. Identification method is used to calculate the parameters of the Heffron-Phillips model of the synchronous generator. On the basis of the calculated parameters of the synchronous generator’s mathematical model, the synthesis of the linear quadratic regulator is carried-out. The identification and the synthesis are implemented on-line. In this way, the self-tuning power system stabilizer adapts to the different operating conditions. A purpose of this paper is to contribute to development of the more effective power system stabilizers, which would replace currently used linear stabilizers. The presented self-tuning power system stabilizer makes the tuning of the controller parameters easier and assures damping improvement in the complete operating range. The results of simulations and experiments show essential improvement of the synchronous generator’s damping and power system stability.

Keywords: Adaptive control, linear quadratic regulator, power system stabilizer, recursive least square identification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1076
134 A Novel Multiresolution based Optimization Scheme for Robust Affine Parameter Estimation

Authors: J.Dinesh Peter

Abstract:

This paper describes a new method for affine parameter estimation between image sequences. Usually, the parameter estimation techniques can be done by least squares in a quadratic way. However, this technique can be sensitive to the presence of outliers. Therefore, parameter estimation techniques for various image processing applications are robust enough to withstand the influence of outliers. Progressively, some robust estimation functions demanding non-quadratic and perhaps non-convex potentials adopted from statistics literature have been used for solving these. Addressing the optimization of the error function in a factual framework for finding a global optimal solution, the minimization can begin with the convex estimator at the coarser level and gradually introduce nonconvexity i.e., from soft to hard redescending non-convex estimators when the iteration reaches finer level of multiresolution pyramid. Comparison has been made to find the performance of the results of proposed method with the results found individually using two different estimators.

Keywords: Image Processing, Affine parameter estimation, Outliers, Robust Statistics, Robust M-estimators

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1409
133 Linear Quadratic Gaussian/Loop Transfer Recover Control Flight Control on a Nonlinear Model

Authors: T. Sanches, K. Bousson

Abstract:

As part of the development of a 4D autopilot system for unmanned aerial vehicles (UAVs), i.e. a time-dependent robust trajectory generation and control algorithm, this work addresses the problem of optimal path control based on the flight sensors data output that may be unreliable due to noise on data acquisition and/or transmission under certain circumstances. Although several filtering methods, such as the Kalman-Bucy filter or the Linear Quadratic Gaussian/Loop Transfer Recover Control (LQG/LTR), are available, the utter complexity of the control system, together with the robustness and reliability required of such a system on a UAV for airworthiness certifiable autonomous flight, required the development of a proper robust filter for a nonlinear system, as a way of further mitigate errors propagation to the control system and improve its ,performance. As such, a nonlinear algorithm based upon the LQG/LTR, is validated through computational simulation testing, is proposed on this paper.

Keywords: Autonomous flight, LQG/LTR, nonlinear state estimator, robust flight control and stability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 638
132 A Parametric Study of an Inverse Electrostatics Problem (IESP) Using Simulated Annealing, Hooke & Jeeves and Sequential Quadratic Programming in Conjunction with Finite Element and Boundary Element Methods

Authors: Ioannis N. Koukoulis, Clio G. Vossou, Christopher G. Provatidis

Abstract:

The aim of the current work is to present a comparison among three popular optimization methods in the inverse elastostatics problem (IESP) of flaw detection within a solid. In more details, the performance of a simulated annealing, a Hooke & Jeeves and a sequential quadratic programming algorithm was studied in the test case of one circular flaw in a plate solved by both the boundary element (BEM) and the finite element method (FEM). The proposed optimization methods use a cost function that utilizes the displacements of the static response. The methods were ranked according to the required number of iterations to converge and to their ability to locate the global optimum. Hence, a clear impression regarding the performance of the aforementioned algorithms in flaw identification problems was obtained. Furthermore, the coupling of BEM or FEM with these optimization methods was investigated in order to track differences in their performance.

Keywords: Elastostatic, inverse problem, optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1830
131 Iteration Acceleration for Nonlinear Coupled Parabolic-Hyperbolic System

Authors: Xia Cui, Guang-wei Yuan, Jing-yan Yue

Abstract:

A Picard-Newton iteration method is studied to accelerate the numerical solution procedure of a class of two-dimensional nonlinear coupled parabolic-hyperbolic system. The Picard-Newton iteration is designed by adding higher-order terms of small quantity to an existing Picard iteration. The discrete functional analysis and inductive hypothesis reasoning techniques are used to overcome difficulties coming from nonlinearity and coupling, and theoretical analysis is made for the convergence and approximation properties of the iteration scheme. The Picard-Newton iteration has a quadratic convergent ratio, and its solution has second order spatial approximation and first order temporal approximation to the exact solution of the original problem. Numerical tests verify the results of the theoretical analysis, and show the Picard-Newton iteration is more efficient than the Picard iteration.

Keywords: Nonlinearity, iterative acceleration, coupled parabolic hyperbolic system, quadratic convergence, numerical analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1518
130 Globally Convergent Edge-preserving Reconstruction with Contour-line Smoothing

Authors: Marc C. Robini, Pierre-Jean Viverge, Yuemin Zhu, Jianhua Luo

Abstract:

The standard approach to image reconstruction is to stabilize the problem by including an edge-preserving roughness penalty in addition to faithfulness to the data. However, this methodology produces noisy object boundaries and creates a staircase effect. The existing attempts to favor the formation of smooth contour lines take the edge field explicitly into account; they either are computationally expensive or produce disappointing results. In this paper, we propose to incorporate the smoothness of the edge field in an implicit way by means of an additional penalty term defined in the wavelet domain. We also derive an efficient half-quadratic algorithm to solve the resulting optimization problem, including the case when the data fidelity term is non-quadratic and the cost function is nonconvex. Numerical experiments show that our technique preserves edge sharpness while smoothing contour lines; it produces visually pleasing reconstructions which are quantitatively better than those obtained without wavelet-domain constraints.

Keywords:

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1300
129 Optimal Design of the Power Generation Network in California: Moving towards 100% Renewable Electricity by 2045

Authors: Wennan Long, Yuhao Nie, Yunan Li, Adam Brandt

Abstract:

To fight against climate change, California government issued the Senate Bill No. 100 (SB-100) in 2018 September, which aims at achieving a target of 100% renewable electricity by the end of 2045. A capacity expansion problem is solved in this case study using a binary quadratic programming model. The optimal locations and capacities of the potential renewable power plants (i.e., solar, wind, biomass, geothermal and hydropower), the phase-out schedule of existing fossil-based (nature gas) power plants and the transmission of electricity across the entire network are determined with the minimal total annualized cost measured by net present value (NPV). The results show that the renewable electricity contribution could increase to 85.9% by 2030 and reach 100% by 2035. Fossil-based power plants will be totally phased out around 2035 and solar and wind will finally become the most dominant renewable energy resource in California electricity mix.

Keywords: 100% renewable electricity, California, capacity expansion, binary quadratic programming.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 655
128 Method of Parameter Calibration for Error Term in Stochastic User Equilibrium Traffic Assignment Model

Authors: Xiang Zhang, David Rey, S. Travis Waller

Abstract:

Stochastic User Equilibrium (SUE) model is a widely used traffic assignment model in transportation planning, which is regarded more advanced than Deterministic User Equilibrium (DUE) model. However, a problem exists that the performance of the SUE model depends on its error term parameter. The objective of this paper is to propose a systematic method of determining the appropriate error term parameter value for the SUE model. First, the significance of the parameter is explored through a numerical example. Second, the parameter calibration method is developed based on the Logit-based route choice model. The calibration process is realized through multiple nonlinear regression, using sequential quadratic programming combined with least square method. Finally, case analysis is conducted to demonstrate the application of the calibration process and validate the better performance of the SUE model calibrated by the proposed method compared to the SUE models under other parameter values and the DUE model.

Keywords: Parameter calibration, sequential quadratic programming, Stochastic User Equilibrium, traffic assignment, transportation planning.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2080
127 Key Frame Based Video Summarization via Dependency Optimization

Authors: Janya Sainui

Abstract:

As a rapid growth of digital videos and data communications, video summarization that provides a shorter version of the video for fast video browsing and retrieval is necessary. Key frame extraction is one of the mechanisms to generate video summary. In general, the extracted key frames should both represent the entire video content and contain minimum redundancy. However, most of the existing approaches heuristically select key frames; hence, the selected key frames may not be the most different frames and/or not cover the entire content of a video. In this paper, we propose a method of video summarization which provides the reasonable objective functions for selecting key frames. In particular, we apply a statistical dependency measure called quadratic mutual informaion as our objective functions for maximizing the coverage of the entire video content as well as minimizing the redundancy among selected key frames. The proposed key frame extraction algorithm finds key frames as an optimization problem. Through experiments, we demonstrate the success of the proposed video summarization approach that produces video summary with better coverage of the entire video content while less redundancy among key frames comparing to the state-of-the-art approaches.

Keywords: Video summarization, key frame extraction, dependency measure, quadratic mutual information, optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 920
126 Using Linear Quadratic Gaussian Optimal Control for Lateral Motion of Aircraft

Authors: A. Maddi, A. Guessoum, D. Berkani

Abstract:

The purpose of this paper is to provide a practical example to the Linear Quadratic Gaussian (LQG) controller. This method includes a description and some discussion of the discrete Kalman state estimator. One aspect of this optimality is that the estimator incorporates all information that can be provided to it. It processes all available measurements, regardless of their precision, to estimate the current value of the variables of interest, with use of knowledge of the system and measurement device dynamics, the statistical description of the system noises, measurement errors, and uncertainty in the dynamics models. Since the time of its introduction, the Kalman filter has been the subject of extensive research and application, particularly in the area of autonomous or assisted navigation. For example, to determine the velocity of an aircraft or sideslip angle, one could use a Doppler radar, the velocity indications of an inertial navigation system, or the relative wind information in the air data system. Rather than ignore any of these outputs, a Kalman filter could be built to combine all of this data and knowledge of the various systems- dynamics to generate an overall best estimate of velocity and sideslip angle.

Keywords: Aircraft motion, Kalman filter, LQG control, Lateral stability, State estimator.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2427
125 Active Linear Quadratic Gaussian Secondary Suspension Control of Flexible Bodied Railway Vehicle

Authors: Kaushalendra K. Khadanga, Lee Hee Hyol

Abstract:

Passenger comfort has been paramount in the design of suspension systems of high speed cars. To analyze the effect of vibration on vehicle ride quality, a vertical model of a six degree of freedom railway passenger vehicle, with front and rear suspension, is built. It includes car body flexible effects and vertical rigid modes. A second order linear shaping filter is constructed to model Gaussian white noise into random rail excitation. The temporal correlation between the front and rear wheels is given by a second order Pade approximation. The complete track and the vehicle model are then designed. An active secondary suspension system based on a Linear Quadratic Gaussian (LQG) optimal control method is designed. The results show that the LQG control method reduces the vertical acceleration, pitching acceleration and vertical bending vibration of the car body as compared to the passive system.

Keywords: Active suspension, bending vibration, railway vehicle, vibration control.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 678
124 A Review on Higher Order Spline Techniques for Solving Burgers Equation Using B-Spline Methods and Variation of B-Spline Techniques

Authors: Maryam Khazaei Pool, Lori Lewis

Abstract:

This is a summary of articles based on higher order B-splines methods and the variation of B-spline methods such as Quadratic B-spline Finite Elements Method, Exponential Cubic B-Spline Method Septic B-spline Technique, Quintic B-spline Galerkin Method, and B-spline Galerkin Method based on the Quadratic B-spline Galerkin method (QBGM) and Cubic B-spline Galerkin method (CBGM). In this paper we study the B-spline methods and variations of B-spline techniques to find a numerical solution to the Burgers’ equation. A set of fundamental definitions including Burgers equation, spline functions, and B-spline functions are provided. For each method, the main technique is discussed as well as the discretization and stability analysis. A summary of the numerical results is provided and the efficiency of each method presented is discussed. A general conclusion is provided where we look at a comparison between the computational results of all the presented schemes. We describe the effectiveness and advantages of these methods.

Keywords: Burgers’ Equation, Septic B-spline, Modified Cubic B-Spline Differential Quadrature Method, Exponential Cubic B-Spline Technique, B-Spline Galerkin Method, and Quintic B-Spline Galerkin Method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 292
123 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization

Authors: B. Marasović, S. Pivac, S. V. Vukasović

Abstract:

Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.

Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2900
122 Computing SAGB-Gröbner Basis of Ideals of Invariant Rings by Using Gaussian Elimination

Authors: Sajjad Rahmany, Abdolali Basiri

Abstract:

The link between Gröbner basis and linear algebra was described by Lazard [4,5] where he realized the Gr┬¿obner basis computation could be archived by applying Gaussian elimination over Macaulay-s matrix . In this paper, we indicate how same technique may be used to SAGBI- Gröbner basis computations in invariant rings.

Keywords: Gröbner basis, SAGBI- Gröbner basis, reduction, Invariant ring, permutation groups.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2952
121 θ -Euclidean k-Fuzzy Ideals of Semirings

Authors: D.R Prince Williams

Abstract:

In this paper, we introduce the notion θ-Euclidean k-fuzzy ideal in semirings and to study the properties of the image and pre image of a θ -Euclidean k-fuzzy ideal in a semirings under epimorphism.

Keywords: semiring, fuzzy ideal, k–fuzzy ideal, θ -Euclidean Lfuzzyideal, θ -Euclidean fuzzy k–ideal, θ -Euclidean k-fuzzy ideal.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3294
120 The Diophantine Equation y2 − 2yx − 3 = 0 and Corresponding Curves over Fp

Authors: Ahmet Tekcan, Arzu Özkoç, Hatice Alkan

Abstract:

In this work, we consider the number of integer solutions of Diophantine equation D : y2 - 2yx - 3 = 0 over Z and also over finite fields Fp for primes p ≥ 5. Later we determine the number of rational points on curves Ep : y2 = Pp(x) = yp 1 + yp 2 over Fp, where y1 and y2 are the roots of D. Also we give a formula for the sum of x- and y-coordinates of all rational points (x, y) on Ep over Fp.

Keywords: Diophantine equation, Pell equation, quadratic form.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1223
119 Blockchain for Decentralized Finance: Impact, Challenges and Remediation

Authors: Rishabh Garg

Abstract:

Blockchain technology can allow remote, untrusted parties in the banking and financial sector to reach consensus on the state of databases without the involvement of gatekeepers. Like a bookkeeper, it can manage all financial transactions including payments, settlements, fundraising, securities management, loans, credits and trade finance. It can outperform existing systems in terms of identity verification, asset transfers, peer-to-peer transfers, hedge funds, security and auditability. Blockchain-based decentralized finance (DeFi) is a new financial protocol. Being open and programmable, it enables various DeFi use-cases, including asset management, tokenization, tokenized derivatives, decentralized autonomous organizations, data analysis and valuation, payments, lending and borrowing, insurance, margin trading, prediction market, gambling and yield-farming, etc. In addition, it can ease financial transactions, cash-flow, use of programmable currency, no-loss lotteries, etc. This paper aims to assess the potential of decentralized finance by leveraging the blockchain-enabled Ethereum platform as an alternative to traditional finance. The study also aims to find out the impact of decentralized finance on prediction markets, quadratic funding and crowd-funding, together with the potential challenges and solutions associated with its implementation.

Keywords: Advance trading, crowd funding, exchange tokens, fund aggregation, margin trading, quadratic funding, smart contracts, streaming money, token derivatives.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 273
118 Design and Performance Improvement of Three-Dimensional Optical Code Division Multiple Access Networks with NAND Detection Technique

Authors: Satyasen Panda, Urmila Bhanja

Abstract:

In this paper, we have presented and analyzed three-dimensional (3-D) matrices of wavelength/time/space code for optical code division multiple access (OCDMA) networks with NAND subtraction detection technique. The 3-D codes are constructed by integrating a two-dimensional modified quadratic congruence (MQC) code with one-dimensional modified prime (MP) code. The respective encoders and decoders were designed using fiber Bragg gratings and optical delay lines to minimize the bit error rate (BER). The performance analysis of the 3D-OCDMA system is based on measurement of signal to noise ratio (SNR), BER and eye diagram for a different number of simultaneous users. Also, in the analysis, various types of noises and multiple access interference (MAI) effects were considered. The results obtained with NAND detection technique were compared with those obtained with OR and AND subtraction techniques. The comparison results proved that the NAND detection technique with 3-D MQC\MP code can accommodate more number of simultaneous users for longer distances of fiber with minimum BER as compared to OR and AND subtraction techniques. The received optical power is also measured at various levels of BER to analyze the effect of attenuation.

Keywords: Cross correlation, three-dimensional optical code division multiple access, spectral amplitude coding optical code division multiple access, multiple access interference, phase induced intensity noise, three-dimensional modified quadratic congruence/modified prime code.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1486
117 Evaluating the Response of Rainfed-Chickpea to Population Density in Iran, Using Simulation

Authors: Manoochehr Gholipoor

Abstract:

The response of growth and yield of rainfed-chickpea to population density should be evaluated based on long-term experiments to include the climate variability. This is achievable just by simulation. In this simulation study, this evaluation was done by running the CYRUS model for long-term daily weather data of five locations in Iran. The tested population densities were 7 to 59 (with interval of 2) stands per square meter. Various functions, including quadratic, segmented, beta, broken linear, and dent-like functions, were tested. Considering root mean square of deviations and linear regression statistics [intercept (a), slope (b), and correlation coefficient (r)] for predicted versus observed variables, the quadratic and broken linear functions appeared to be appropriate for describing the changes in biomass and grain yield, and in harvest index, respectively. Results indicated that in all locations, grain yield tends to show increasing trend with crowding the population, but subsequently decreases. This was also true for biomass in five locations. The harvest index appeared to have plateau state across low population densities, but decreasing trend with more increasing density. The turning point (optimum population density) for grain yield was 30.68 stands per square meter in Isfahan, 30.54 in Shiraz, 31.47 in Kermanshah, 34.85 in Tabriz, and 32.00 in Mashhad. The optimum population density for biomass ranged from 24.6 (in Tabriz) to 35.3 stands per square meter (Mashhad). For harvest index it varied between 35.87 and 40.12 stands per square meter.

Keywords: Rainfed-chickpea, biomass, harvest index, grain yield, simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1299
116 Numerical Treatment of Matrix Differential Models Using Matrix Splines

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 1657