Abstract: This paper examines the problem of designing a robust H8 state-feedback controller for a class of nonlinear two-time scale systems with Markovian Jumps described by a Takagi-Sugeno (TS) fuzzy model. Based on a linear matrix inequality (LMI) approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear two-time scale systems to have an H8 performance are derived. The proposed approach does not involve the separation of states into slow and fast ones and it can be applied not only to standard, but also to nonstandard nonlinear two-time scale systems. A numerical example is provided to illustrate the design developed in this paper.
Abstract: In order to realize long-lived electric propulsion
systems, we have been investigating an electrodeless plasma thruster.
In our concept, a helicon plasma is accelerated by the magnetic nozzle
for the thrusts production. In addition, the electromagnetic thrust can
be enhanced by the additional radio-frequency rotating electric field
(REF) power in the magnetic nozzle. In this study, a direct
measurement of the electromagnetic thrust and a probe measurement
have been conducted using a laboratory model of the thruster under the
condition without the REF power input. Fromthrust measurement, it is
shown that the thruster produces a sub-milli-newton order
electromagnetic thrust force without the additional REF power. The
thrust force and the density jump are observed due to the discharge
mode transition from the inductive coupled plasma to the helicon wave
excited plasma. The thermal thrust is theoretically estimated, and the
total thrust force, which is a sum of the electromagnetic and the
thermal thrust force and specific impulse are calculated to be up to 650
μN (plasma production power of 400 W, Ar gas mass flow rate of 1.0
mg/s) and 210 s (plasma production power of 400 W, Ar gas mass flow
rate of 0.2 mg/s), respectively.
Abstract: A 3D simulation study for an incompressible
slip flow around a spherical aerosol particle was performed.
The full Navier-Stokes equations were solved and the velocity
jump at the gas-particle interface was treated numerically by
imposition of the slip boundary condition. Analytical solution
to the Stokesian slip flow past a spherical particle was used as
a benchmark for code verification, and excellent agreement
was achieved. The Simulation results showed that in addition
to the Knudsen number, the Reynolds number affects the slip
correction factor. Thus, the Cunningham-based slip corrections
must be augmented by the inclusion of the effect of
Reynolds number for application to Lagrangian tracking of
fine particles. A new expression for the slip correction factor
as a function of both Knudsen number and Reynolds number
was developed.
Abstract: A satured liquid is warmed until boiling in a parallelepipedic boiler. The heat is supplied in a liquid through the horizontal bottom of the boiler, the other walls being adiabatic. During the process of boiling, the liquid evaporates through its free surface by deforming it. This surface which subdivides the boiler into two regions occupied on both sides by the boiled liquid (broth) and its vapor which surmounts it. The broth occupying the region and its vapor the superior region. A two- fluids model is used to describe the dynamics of the broth, its vapor and their interface. In this model, the broth is treated as a monophasic fluid (homogeneous model) and form with its vapor adiphasic pseudo fluid (two-fluid model). Furthermore, the interface is treated as a zone of mixture characterized by superficial void fraction noted α* . The aim of this article is to describe the dynamics of the interface between the boiled fluid and its vapor within a boiler. The resolution of the problem allowed us to show the evolution of the broth and the level of the liquid.
Abstract: A universal current-mode biquad is described which
represents an economical variant of well-known KHN (Kerwin,
Huelsman, Newcomb) voltage-mode filter. The circuit consists of
two multiple-output OTAs and of two grounded capacitors. Utilizing
simple splitter of the input current and a pair of jumpers, all the basic
2nd-order transfer functions can be implemented. The principle is
verified by Spice simulation on the level of a CMOS structure of
OTAs.
Abstract: In this paper, the two-dimensional stagger grid
interface pressure (SGIP) model has been generalized and presented
into three-dimensional form. For this purpose, various models of
surface tension force for interfacial flows have been investigated and
compared with each other. The VOF method has been used for
tracking the interface. To show the ability of the SGIP model for
three-dimensional flows in comparison with other models, pressure
contours, maximum spurious velocities, norm spurious flow
velocities and pressure jump error for motionless drop of liquid and
bubble of gas are calculated using different models. It has been
pointed out that SGIP model in comparison with the CSF, CSS and
PCIL models produces the least maximum and norm spurious
velocities. Additionally, the new model produces more accurate
results in calculating the pressure jumps across the interface for
motionless drop of liquid and bubble of gas which is generated in
surface tension force.
Abstract: Real options theory suggests that managerial flexibility embedded within irreversible investments can account for a significant value in project valuation. Although the argument has become the dominant focus of capital investment theory over decades, yet recent survey literature in capital budgeting indicates that corporate practitioners still do not explicitly apply real options in investment decisions. In this paper, we explore how real options decision criteria can be transformed into equivalent capital budgeting criteria under the consideration of uncertainty, assuming that underlying stochastic process follows a geometric Brownian motion (GBM), a mixed diffusion-jump (MX), or a mean-reverting process (MR). These equivalent valuation techniques can be readily decomposed into conventional investment rules and “option impacts", the latter of which describe the impacts on optimal investment rules with the option value considered. Based on numerical analysis and Monte Carlo simulation, three major findings are derived. First, it is shown that real options could be successfully integrated into the mindset of conventional capital budgeting. Second, the inclusion of option impacts tends to delay investment. It is indicated that the delay effect is the most significant under a GBM process and the least significant under a MR process. Third, it is optimal to adopt the new capital budgeting criteria in investment decision-making and adopting a suboptimal investment rule without considering real options could lead to a substantial loss in value.
Abstract: This paper presents a real time force sensing
instrument that is designed for human gait analysis purposes. It is
capable of recording and monitoring ground reaction forces exerted
by human foot during various activities such as walking, running and
jumping in real time. In overall, force sensing mat mainly consists of
three elements: the force sensing mat, signal conditioning circuit and
data acquisition device. Force sensing mat is the mat that contains an
array of force sensing elements. To control and process the incoming
signal from the force sensing mat, Force-Logger and Force-Reloader
are developed using National Instrument Labview. This paper
describes the architecture of the force sensing mat, signal
conditioning circuit and the real time streaming of the incoming data
from the force sensing mat. Additionally, a preliminary experiment
dataset is presented in this paper.
Abstract: The amount of the information being churned out by the field of biology has jumped manifold and now requires the extensive use of computer techniques for the management of this information. The predominance of biological information such as protein sequence similarity in the biological information sea is key information for detecting protein evolutionary relationship. Protein sequence similarity typically implies homology, which in turn may imply structural and functional similarities. In this work, we propose, a learning method for detecting remote protein homology. The proposed method uses a transformation that converts protein sequence into fixed-dimensional representative feature vectors. Each feature vector records the sensitivity of a protein sequence to a set of amino acids substrings generated from the protein sequences of interest. These features are then used in conjunction with support vector machines for the detection of the protein remote homology. The proposed method is tested and evaluated on two different benchmark protein datasets and it-s able to deliver improvements over most of the existing homology detection methods.
Abstract: This paper evaluates the dividend payments for general
claim size distributions in the presence of a dividend barrier. The
surplus of a company is modeled using the classical risk process
perturbed by diffusion, and in addition, it is assumed to accrue interest
at a constant rate. After presenting the integro-differential equation
with initial conditions that dividend payments satisfies, the paper
derives a useful expression of the dividend payments by employing
the theory of Volterra equation. Furthermore, the optimal value of
dividend barrier is found. Finally, numerical examples illustrate the
optimality of optimal dividend barrier and the effects of parameters
on dividend payments.
Abstract: The main aim of this paper is to investigate the exponential stability of the Euler method for a stochastic age-dependent population equations with Poisson random measures. It is proved that the Euler scheme is exponentially stable in mean square sense. An example is given for illustration.
Abstract: Undular hydraulic jumps are illustrated by a smooth
rise of the free surface followed by a train of stationary waves. They
are sometimes experienced in natural waterways and rivers. The
characteristics of undular hydraulic jumps are studied here. The
height, amplitude and the main characteristics of undular jump is
depended on the upstream Froude number and aspect ratio. The
experiments were done on the smooth bed flume. These results
compared with other researches and the main characteristics of the
undular hydraulic jump were studied in this article.
Abstract: 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).
Abstract: Business transformation initiatives are required by
any organization to jump from its normal mode of operation to the
one that is suitable for the change in the environment such as
competitive pressures, regulatory requirements, changes in labor
market, etc., or internal such as changes in strategy/vision, changes in
the capability, change in the management, etc. Recent advances in
information technology in automating the business processes have
the potential to transform an organization to provide it with a
sustained competitive advantage. Process constitutes the skeleton of
a business. Thus, for a business to exist and compete well, it is
essential for the skeleton to be robust and agile. This paper details
“transformation" from a business perspective, methodologies to bring
about an effective transformation, process-based transformation, and
the role of services computing in this. Further, it details the benefits
that could be achieved through services computing.
Abstract: This paper investigates the problem of designing a robust state-feedback controller for a class of uncertain Markovian jump nonlinear systems that guarantees the L2-gain from an exogenous input to a regulated output is less than or equal to a prescribed value. First, we approximate this class of uncertain Markovian jump nonlinear systems by a class of uncertain Takagi-Sugeno fuzzy models with Markovian jumps. Then, based on an LMI approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear systems to have an H performance are derived. An illustrative example is used to illustrate the effectiveness of the proposed design techniques.