Search results for: structured variational inequalities

Authors: MP. Mulaudzi, MA. Petersen, J. Mukuddem-Petersen , IM. Schoeman, B. de Waal, JM. Manale

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This conference paper discusses a risk allocation problem for subprime investing banks involving investment in subprime structured mortgage products (SMPs) and Treasuries. In order to solve this problem, we develop a L'evy process-based model of jump diffusion-type for investment choice in subprime SMPs and Treasuries. This model incorporates subprime SMP losses for which credit default insurance in the form of credit default swaps (CDSs) can be purchased. In essence, we solve a mean swap-at-risk (SaR) optimization problem for investment which determines optimal allocation between SMPs and Treasuries subject to credit risk protection via CDSs. In this regard, SaR is indicative of how much protection investors must purchase from swap protection sellers in order to cover possible losses from SMP default. Here, SaR is defined in terms of value-at-risk (VaR). Finally, we provide an analysis of the aforementioned optimization problem and its connections with the subprime mortgage crisis (SMC).

Keywords: Investors; Jump Diffusion Process, Structured Mortgage Products, Treasuries, Credit Risk, Credit Default Swaps, Tranching Risk, Counterparty Risk, Value-at-Risk, Swaps-at-Risk, Subprime Mortgage Crisis.

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Authors: Nieto Bernal Wilson, Carmona Suarez Edgar

Abstract:

The organizations have structured and unstructured information in different formats, sources, and systems. Part of these come from ERP under OLTP processing that support the information system, however these organizations in OLAP processing level, presented some deficiencies, part of this problematic lies in that does not exist interesting into extract knowledge from their data sources, as also the absence of operational capabilities to tackle with these kind of projects.  Data Warehouse and its applications are considered as non-proprietary tools, which are of great interest to business intelligence, since they are repositories basis for creating models or patterns (behavior of customers, suppliers, products, social networks and genomics) and facilitate corporate decision making and research. The following paper present a structured methodology, simple, inspired from the agile development models as Scrum, XP and AUP. Also the models object relational, spatial data models, and the base line of data modeling under UML and Big data, from this way sought to deliver an agile methodology for the developing of data warehouses, simple and of easy application. The methodology naturally take into account the application of process for the respectively information analysis, visualization and data mining, particularly for patterns generation and derived models from the objects facts structured.

Keywords: Data warehouse, model data, big data, object fact, object relational fact, process developed data warehouse.

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Authors: S.M. Lee, J.H. Koo, J.H. Park, S.C. Won

Abstract:

In this paper, we propose synchronization of an array of nonlinear systems with time delays. The array of systems is decomposed into isolated systems to establish appropriate Lyapunov¬Krasovskii functional. Using the Lyapunov-Krasovskii functional, a sufficient condition for the synchronization is derived in terms of LMIs(Linear Matrix Inequalities). Delayed feedback control gains are obtained by solving the sufficient condition. Numerical examples are given to show the validity the proposed method.

Keywords: Synchronization, Delay, Lyapunov method, LMI.

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Authors: Lina Wu, Jia Liu, Ye Li

Abstract:

The goal of this project is to investigate constant properties (called the Liouville-type Problem) for a p-stable map as a local or global minimum of a p-energy functional where the domain is a Euclidean space and the target space is a closed half-ellipsoid. The First and Second Variation Formulas for a p-energy functional has been applied in the Calculus Variation Method as computation techniques. Stokes’ Theorem, Cauchy-Schwarz Inequality, Hardy-Sobolev type Inequalities, and the Bochner Formula as estimation techniques have been used to estimate the lower bound and the upper bound of the derived p-Harmonic Stability Inequality. One challenging point in this project is to construct a family of variation maps such that the images of variation maps must be guaranteed in a closed half-ellipsoid. The other challenging point is to find a contradiction between the lower bound and the upper bound in an analysis of p-Harmonic Stability Inequality when a p-energy minimizing map is not constant. Therefore, the possibility of a non-constant p-energy minimizing map has been ruled out and the constant property for a p-energy minimizing map has been obtained. Our research finding is to explore the constant property for a p-stable map from a Euclidean space into a closed half-ellipsoid in a certain range of p. The certain range of p is determined by the dimension values of a Euclidean space (the domain) and an ellipsoid (the target space). The certain range of p is also bounded by the curvature values on an ellipsoid (that is, the ratio of the longest axis to the shortest axis). Regarding Liouville-type results for a p-stable map, our research finding on an ellipsoid is a generalization of mathematicians’ results on a sphere. Our result is also an extension of mathematicians’ Liouville-type results from a special ellipsoid with only one parameter to any ellipsoid with (n+1) parameters in the general setting.

Keywords: Bochner Formula, Stokes’ Theorem, Cauchy-Schwarz Inequality, first and second variation formulas, Hardy-Sobolev type inequalities, Liouville-type problem, p-harmonic map.

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Authors: Pauliasi Tony Fakahau

Abstract:

This paper provides an overview of the impact of the revenue reform programme on vulnerable communities in the Kingdom of Tonga. Economic turmoil and mismanagement during the late 1990s forced the government to seek technical and financial assistance from the Asian Development Bank to undertake a comprehensive Economic and Public Sector Reform (EPSR) programme. The EPSR is a Western model recommended by donor agencies as the solution to Tonga’s economic challenges. The EPSR programme included public sector reform, private sector growth, and revenue generation. Tax reform was the main tool for revenue generation, which set out to strengthen tax compliance and administration as well as implement a value-added consumption tax. The EPSR is based on Western values and ideology but failed to recognise that Tongan cultural values are important to the local community. Two participant groups were interviewed. Participant group one consisted of 51 people representing vulnerable communities. Participant group two consisted of six people from the government and business sector who were from the elite of Tongan society. The Kakala Research Methodology provided the framework for the research, and the Talanoa Research Method was used to conduct semi-structured interviews in the homes of the first group and in the workplaces of the second group. The research found a heavy burden of the consumption tax on the purchasing power of participant group one (vulnerable participants), having an impact on nearly every financial transaction they made. Participant group one’s main financial priorities were kavenga fakalotu (obligations to the church), kavenga fakafāmili (obligations to the family) and kavenga fakafonua (obligations to cultural events for the village, nobility, and royalty). The findings identified inequalities of the revenue reform, especially from consumption tax, for vulnerable people and communities compared to the elite of society. The research concluded that government and donor agencies need ameliorating policies to reduce the burden of tax on vulnerable groups more susceptible to the impact of revenue reform.

Keywords: Tax reform, Tonga vulnerable community revenue, revenue reform, public sector reform.

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Authors: Mahasen M. Abdel-Mageed, H. S. Zaghloul

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Annihilations, phase shifts, scattering lengths and elastic cross sections of low energy positrons scattering from magnesium atoms were studied using the least-squares variational method (LSVM). The possibility of positron binding to the magnesium atoms is investigated. A trial wave function is suggested to represent e+-Mg elastic scattering and scattering parameters were derived to estimate the binding energy and annihilation rates. The trial function is taken to depend on several adjustable parameters, and is improved iteratively by increasing the number of terms. The present results have the same behavior as reported semi-empirical, theoretical and experimental results. Especially, the estimated positive scattering length supports the possibility of positronmagnesium bound state system that was confirmed in previous experimental and theoretical work.

Keywords: Bound wave function, Positron Annihilation, scattering phase shift, scattering length.

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Authors: Qingqing Wang, Shouming Zhong

Abstract:

This paper deals with the problem of delay-dependent stability for neural networks with distributed delays. Some new sufficient condition are derived by constructing a novel Lyapunov-Krasovskii functional approach. The criteria are formulated in terms of a set of linear matrix inequalities, this is convenient for numerically checking the system stability using the powerful MATLAB LMI Toolbox. Moreover, 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, Globally asymptotic stability , LMI approach, Distributed delays.

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Authors: Biao Qin, Jin Huang

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In this paper, together with some improved Lyapunov-Krasovskii functional and effective mathematical techniques, several sufficient conditions are derived to guarantee the error system is globally asymptotically stable with H∞ performance, in which both the time-delay and its time variation can be fully considered. In order to get less conservative results of the state estimation condition, zero equalities and reciprocally convex approach are employed. The estimator gain matrix can be obtained in terms of the solution to linear matrix inequalities. A numerical example is provided to illustrate the usefulness and effectiveness of the obtained results.

Keywords: H∞ performance, Neural networks, State estimation.

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Authors: Zhouhong Li, Jiming Yang

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In this paper, a class of predator-prey-chain model with harvesting terms are studied. By using Mawhin-s continuation theorem of coincidence degree theory and some skills of inequalities, some sufficient conditions are established for the existence of eight positive periodic solutions. Finally, an example is presented to illustrate the feasibility and effectiveness of the results.

Keywords: Positive periodic solutions, Predator-prey-chain model, coincidence degree, harvesting term.

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Authors: Yongkun Li, Meng Hu

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A stage-structured predator-prey system with two time delays is considered. By analyzing the corresponding characteristic equation, the local stability of a positive equilibrium is investigated and the existence of Hopf bifurcations is established. Formulae are derived to determine the direction of bifurcations and the stability of bifurcating periodic solutions by using the normal form theory and center manifold theorem. Numerical simulations are carried out to illustrate the theoretical results. Based on the global Hopf bifurcation theorem for general functional differential equations, the global existence of periodic solutions is established.

Keywords: Predator-prey system, stage structure, time delay, HOPF bifurcation, periodic solution, stability.

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Authors: Fengshuo Zhang, Zhouhong Li

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In this paper, we obtain sufficient conditions for the existence of at least four positive almost periodic solutions to an impulsive delayed periodic plankton allelopathy system with multiple exploited (or harvesting) terms. This result is obtained through the use of Mawhins continuation theorem of coincidence degree theory along with some properties relating to inequalities.

Keywords: Almost periodic solutions, plankton allelopathy system, coincidence degree, impulse.

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Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

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The discrete-time uncertain system with time delay is investigated for bounded input bounded output (BIBO). By constructing an augmented Lyapunov function, three different sufficient conditions are established for BIBO stabilization. These conditions are expressed in the form of linear matrix inequalities (LMIs), whose feasibility can be easily checked by using Matlab LMI Toolbox. Two numerical examples are provided to demonstrate the effectiveness of the derived results.

Keywords: Robust BIBO stabilization, delay-dependent stabilization, discrete-time system, time delay.

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Authors: Zixin Liu, Huawei Yang, Fangwei Chen

Abstract:

In this paper, the issue of pth moment stability of a class of stochastic neural networks with mixed delays is investigated. By establishing two integro-differential inequalities, some new sufficient conditions ensuring pth moment exponential stability are obtained. Compared with some previous publications, our results generalize some earlier works reported in the literature, and remove some strict constraints of time delays and kernel functions. Two numerical examples are presented to illustrate the validity of the main results.

Keywords: Neural networks, stochastic, PTH moment stable, time varying delays, distributed delays.

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Authors: Juárez-Luna Gelacio, Ayala Gustavo, Retama-Velasco Jaime

Abstract:

This paper shows the advantages of the material failure process simulation by improve finite elements with embedded discontinuities, using a new definition of traction vector, dependent on the discontinuity length and the angle. Particularly, two families of this kind of elements are compared: kinematically optimal symmetric and statically and kinematically optimal non-symmetric. The constitutive model to describe the behavior of the material in the symmetric formulation is a traction-displacement jump relationship equipped with softening after reaching the failure surface.

To show the validity of this symmetric formulation, representative numerical examples illustrating the performance of the proposed formulation are presented. It is shown that the non-symmetric family may over or underestimate the energy required to create a discontinuity, as this effect is related with the total length of the discontinuity, fact that is not noticed when the discontinuity path is a straight line.

Keywords: Variational formulation, strong discontinuity, embedded discontinuities, strain localization.

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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: M. Castellano, G. Mastronardi, A. Aprile, G. Tarricone

Abstract:

Text Mining is an important step of Knowledge Discovery process. It is used to extract hidden information from notstructured o semi-structured data. This aspect is fundamental because much of the Web information is semi-structured due to the nested structure of HTML code, much of the Web information is linked, much of the Web information is redundant. Web Text Mining helps whole knowledge mining process to mining, extraction and integration of useful data, information and knowledge from Web page contents. In this paper, we present a Web Text Mining process able to discover knowledge in a distributed and heterogeneous multiorganization environment. The Web Text Mining process is based on flexible architecture and is implemented by four steps able to examine web content and to extract useful hidden information through mining techniques. Our Web Text Mining prototype starts from the recovery of Web job offers in which, through a Text Mining process, useful information for fast classification of the same are drawn out, these information are, essentially, job offer place and skills.

Keywords: Web text mining, flexible architecture, knowledgediscovery.

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Authors: Bhupendra C. S. Chauhan, P. S. Bisht, O. P. S. Negi

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According to celebrated Hurwitz theorem, there exists four division algebras consisting of R (real numbers), C (complex numbers), H (quaternions) and O (octonions). Keeping in view the utility of octonion variable we have tried to extend the three dimensional vector analysis to seven dimensional one. Starting with the scalar and vector product in seven dimensions, we have redefined the gradient, divergence and curl in seven dimension. It is shown that the identity n(n - 1)(n - 3)(n - 7) = 0 is satisfied only for 0, 1, 3 and 7 dimensional vectors. We have tried to write all the vector inequalities and formulas in terms of seven dimensions and it is shown that same formulas loose their meaning in seven dimensions due to non-associativity of octonions. The vector formulas are retained only if we put certain restrictions on octonions and split octonions.

Keywords: Octonions, Vector Space and seven dimensions

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Authors: Heide Lukosch, Roy Van Bussel, Sebastiaan Meijer

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Serious games have proven to be a useful instrument to engage learners and increase motivation. Nevertheless, a broadly accepted, practical instructional design approach to serious games does not exist. In this paper, we introduce the use of an instructional design model that has not been applied to serious games yet, and has some advantages compared to other design approaches. We present the case of mechanics mechatronics education to illustrate the close match with timing and role of knowledge and information that the instructional design model prescribes and how this has been translated to a rigidly structured game design. The structured approach answers the learning needs of applicable knowledge within the target group. It combines advantages of simulations with strengths of entertainment games to foster learner-s motivation in the best possible way. A prototype of the game will be evaluated along a well-respected evaluation method within an advanced test setting including test and control group.

Keywords: Serious Gaming, Simulation, Complex Learning.

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Authors: Renata Carneiro, Jody Russon, Allena Moncrief, Erica Wilkins

Abstract:

Views on therapists- attraction have influenced the ethical and professional development of the mental health fields. Because the majority of therapist attraction literature (63.6%) has been conducted from a psychoanalytic standpoint, approaches to attraction from feminist perspectives have not been adequately developed. Considering the lack of a feminist voice regarding attraction, this article attempts to offer a feminist perspective on this issue. The purpose of this article is to offer a feminist perspective on the phenomenon of attraction in order to raise awareness about the importance of power inequalities, intersectionalities, contextual variables and the need for action in the field.

Keywords: attraction, feminism, power inequality, silence

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Authors: Safae El Alaoui, Mohamed Ouzahra

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In this work, we investigate the exponential stability of a linear system described by x˙ (t) = Ax(t) − ρBx(t). Here, A generates a semigroup S(t) on a Hilbert space, the operator B is supposed to be of Desch-Schappacher type, which makes the investigation more interesting in many applications. The case of Miyadera-Voigt perturbations is also considered. Sufficient conditions are formulated in terms of admissibility and observability inequalities and the approach is based on some energy estimates. Finally, the obtained results are applied to prove the uniform exponential stabilization of bilinear partial differential equations.

Keywords: Exponential stabilization, unbounded operator, Desch-Schappacher, Miyadera-Voigt operator.

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Authors: Tomoaki Hashimoto

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Recently, optimal control problems subject to probabilistic constraints have attracted much attention in many research field. Although probabilistic constraints are generally intractable in optimization problems, several methods haven been proposed to deal with probabilistic constraints. In most methods, probabilistic constraints are transformed to deterministic constraints that are tractable in optimization problems. This paper examines a method for transforming probabilistic constraints into deterministic constraints for a class of probabilistic constrained optimal control problems.

Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints.

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Authors: Matthias Dehmer1 Jürgen Kilian

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Problems on algebraical polynomials appear in many fields of mathematics and computer science. Especially the task of determining the roots of polynomials has been frequently investigated.Nonetheless, the task of locating the zeros of complex polynomials is still challenging. In this paper we deal with the location of zeros of univariate complex polynomials. We prove some novel upper bounds for the moduli of the zeros of complex polynomials. That means, we provide disks in the complex plane where all zeros of a complex polynomial are situated. Such bounds are extremely useful for obtaining a priori assertations regarding the location of zeros of polynomials. Based on the proven bounds and a test set of polynomials, we present an experimental study to examine which bound is optimal.

Keywords: complex polynomials, zeros, inequalities

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Authors: Ahmad Luthfi

Abstract:

One of the main goals of a computer forensic analyst is to determine the cause and effect of the acquisition of a digital evidence in order to obtain relevant information on the case is being handled. In order to get fast and accurate results, this paper will discuss the approach known as Ontology Framework. This model uses a structured hierarchy of layers that create connectivity between the variant and searching investigation of activity that a computer forensic analysis activities can be carried out automatically. There are two main layers are used, namely Analysis Tools and Operating System. By using the concept of Ontology, the second layer is automatically designed to help investigator to perform the acquisition of digital evidence. The methodology of automation approach of this research is by utilizing Forward Chaining where the system will perform a search against investigative steps and atomically structured in accordance with the rules of the Ontology.

Keywords: Ontology, Framework, Automation, Forensics.

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Authors: R. Monib, C. I. Goodier, A. Gibb

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This paper aims to investigate decision support strategies in the EC sector to determine the most appropriate degree of modularization. This is achieved through three oil and gas (O&G) and two power plant case studies via semi-structured interviews (n = 59 and n = 27, respectively), analysis of project documents, and case study-specific semi-structured validation interviews (n = 12 and n = 8). Terminology to distinguish degrees of modularization is proposed, along with a decision-making support checklist and a diagrammatic decision-making support figure. Results indicate that the EC sub-sectors were substantially more satisfied with the application of component, structural, or traditional modularization compared with system modularization for some types of modules. Key drivers for decisions on the degree of modularization vary across module types. This paper can help the EC sector determine the most suitable degree of modularization via a decision-making support strategy.

Keywords: Modularization, engineering construction, case study, decision support.

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Authors: M.J. Park, K.H. Kim, O.M. Kwon

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This paper proposes a delay-dependent leader-following consensus condition of multi-agent systems with both communication delay and probabilistic self-delay. The proposed methods employ a suitable piecewise Lyapunov-Krasovskii functional and the average dwell time approach. New consensus criterion for the systems are established in terms of linear matrix inequalities (LMIs) which can be easily solved by various effective optimization algorithms. Numerical example showed that the proposed method is effective.

Keywords: Multi-agent systems, probabilistic self-delay, consensus, Lyapunov method, LMI.

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Authors: Radek Němec

Abstract:

Today's business environment requires that companies have access to highly relevant information in a matter of seconds. Modern Business Intelligence tools rely on data structured mostly in traditional dimensional database schemas, typically represented by star schemas. Dimensional modeling is already recognized as a leading industry standard in the field of data warehousing although several drawbacks and pitfalls were reported. This paper focuses on the analysis of another data warehouse modeling technique - the anchor modeling, and its characteristics in context with the standardized dimensional modeling technique from a query performance perspective. The results of the analysis show information about performance of queries executed on database schemas structured according to principles of each database modeling technique.

Keywords: Data warehousing, anchor modeling, star schema, anchor schema, query performance.

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Authors: Liyuan Wang, Shouming Zhong

Abstract:

In this paper, the design problem of state estimator for neural networks with the mixed time-varying delays are investigated by constructing appropriate Lyapunov-Krasovskii functionals and using some effective mathematical techniques. In order to derive several conditions to guarantee the estimation error systems to be globally exponential stable, we transform the considered systems into the neural-type time-delay systems. Then with a set of linear inequalities(LMIs), we can obtain the stable criteria. Finally, three numerical examples are given to show the effectiveness and less conservatism of the proposed criterion.

Keywords: State estimator, Neural networks, Globally exponential stability.

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Authors: A. Thabet, G. B. H. Frej, M. Boutayeb

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This paper presents a design of dynamic feedback control based on observer for a class of large scale Lipschitz nonlinear systems. The use of Differential Mean Value Theorem (DMVT) is to introduce a general condition on the nonlinear functions. To ensure asymptotic stability, sufficient conditions are expressed in terms of linear matrix inequalities (LMIs). High performances are shown through real time implementation with ARDUINO Duemilanove board to the one-link flexible joint robot.

Keywords: Feedback stabilization, DMVT, Lipschitz nonlinear systems, nonlinear observer, real time implementation.

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Authors: Zixin Liu

Abstract:

The problem of robust stability and robust stabilization for a class of discrete-time uncertain systems with time delay is investigated. Based on Tchebychev inequality, by constructing a new augmented Lyapunov function, some improved sufficient conditions ensuring exponential stability and stabilization are established. These conditions are expressed in the forms of linear matrix inequalities (LMIs), whose feasibility can be easily checked by using Matlab LMI Toolbox. Compared with some previous results derived in the literature, the new obtained criteria have less conservatism. Two numerical examples are provided to demonstrate the improvement and effectiveness of the proposed method.

Keywords: Robust stabilization, robust stability, discrete-time system, time delay.

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Authors: Sheikh Shams Azam, Manoj Raju, Venkatesh Pagidimarri, Vamsi Kasivajjala

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Over the past decade, there has been a steep rise in the data-driven analysis in major areas of medicine, such as clinical decision support system, survival analysis, patient similarity analysis, image analytics etc. Most of the data in the field are well-structured and available in numerical or categorical formats which can be used for experiments directly. But on the opposite end of the spectrum, there exists a wide expanse of data that is intractable for direct analysis owing to its unstructured nature which can be found in the form of discharge summaries, clinical notes, procedural notes which are in human written narrative format and neither have any relational model nor any standard grammatical structure. An important step in the utilization of these texts for such studies is to transform and process the data to retrieve structured information from the haystack of irrelevant data using information retrieval and data mining techniques. To address this problem, the authors present Q-Map in this paper, which is a simple yet robust system that can sift through massive datasets with unregulated formats to retrieve structured information aggressively and efficiently. It is backed by an effective mining technique which is based on a string matching algorithm that is indexed on curated knowledge sources, that is both fast and configurable. The authors also briefly examine its comparative performance with MetaMap, one of the most reputed tools for medical concepts retrieval and present the advantages the former displays over the latter.

Keywords: Information retrieval (IR), unified medical language system (UMLS), Syntax Based Analysis, natural language processing (NLP), medical informatics.

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