Stability Bound of Ruin Probability in a Reduced Two-Dimensional Risk Model

In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.

Perturbation Based Modelling of Differential Amplifier Circuit

This paper presents the closed form nonlinear expressions of bipolar junction transistor (BJT) differential amplifier (DA) using perturbation method. Circuit equations have been derived using Kirchhoff’s voltage law (KVL) and Kirchhoff’s current law (KCL). The perturbation method has been applied to state variables for obtaining the linear and nonlinear terms. The implementation of the proposed method is simple. The closed form nonlinear expressions provide better insights of physical systems. The derived equations can be used for signal processing applications.

Nonlinear Modelling of Sloshing Waves and Solitary Waves in Shallow Basins

The earliest theories of sloshing waves and solitary waves based on potential theory idealisations and irrotational flow have been extended to be applicable to more realistic domains. To this end, the computational fluid dynamics (CFD) methods are widely used. Three-dimensional CFD methods such as Navier-Stokes solvers with volume of fluid treatment of the free surface and Navier-Stokes solvers with mappings of the free surface inherently impose high computational expense; therefore, considerable effort has gone into developing depth-averaged approaches. Examples of such approaches include Green–Naghdi (GN) equations. In Cartesian system, GN velocity profile depends on horizontal directions, x-direction and y-direction. The effect of vertical direction (z-direction) is also taken into consideration by applying weighting function in approximation. GN theory considers the effect of vertical acceleration and the consequent non-hydrostatic pressure. Moreover, in GN theory, the flow is rotational. The present study illustrates the application of GN equations to propagation of sloshing waves and solitary waves. For this purpose, GN equations solver is verified for the benchmark tests of Gaussian hump sloshing and solitary wave propagation in shallow basins. Analysis of the free surface sloshing of even harmonic components of an initial Gaussian hump demonstrates that the GN model gives predictions in satisfactory agreement with the linear analytical solutions. Discrepancies between the GN predictions and the linear analytical solutions arise from the effect of wave nonlinearities arising from the wave amplitude itself and wave-wave interactions. Numerically predicted solitary wave propagation indicates that the GN model produces simulations in good agreement with the analytical solution of the linearised wave theory. Comparison between the GN model numerical prediction and the result from perturbation analysis confirms that nonlinear interaction between solitary wave and a solid wall is satisfactorilly modelled. Moreover, solitary wave propagation at an angle to the x-axis and the interaction of solitary waves with each other are conducted to validate the developed model.

Automatic Generation Control Design Based on Full State Vector Feedback for a Multi-Area Energy System Connected via Parallel AC/DC Lines

This article presents the design of optimal automatic generation control (AGC) based on full state feedback control for a multi-area interconnected power system. An extra high voltage AC transmission line in parallel with a high voltage DC link is considered as an area interconnection between the areas. The optimal AGC are designed and implemented in the wake of 1% load perturbation in one of the areas and the system dynamic response plots for various system states are obtained to investigate the system dynamic performance. The pattern of closed-loop eigenvalues are also determined to analyze the system stability. From the investigations carried out in the work, it is revealed that the dynamic performance of the system under consideration has an appreciable improvement when a high voltage DC line is paralleled with an extra high voltage AC line as an interconnection between the areas. The investigation of closed-loop eigenvalues reveals that the system stability is ensured in all case studies carried out with the designed optimal AGC.

Study of Unsteady Behaviour of Dynamic Shock Systems in Supersonic Engine Intakes

An analytical investigation is performed to study the unsteady response of a one-dimensional, non-linear dynamic shock system to external downstream pressure perturbations in a supersonic flow in a varying area duct. For a given pressure ratio across a wind tunnel, the normal shock's location can be computed as per one-dimensional steady gas dynamics. Similarly, for some other pressure ratio, the location of the normal shock will change accordingly, again computed using one-dimensional gas dynamics. This investigation focuses on the small-time interval between the first steady shock location and the new steady shock location (corresponding to different pressure ratios). In essence, this study aims to shed light on the motion of the shock from one steady location to another steady location. Further, this study aims to create the foundation of the Unsteady Gas Dynamics field enabling further insight in future research work. According to the new pressure ratio, a pressure pulse, generated at the exit of the tunnel which travels and perturbs the shock from its original position, setting it into motion. During such activity, other numerous physical phenomena also happen at the same time. However, three broad phenomena have been focused on, in this study - Traversal of a Wave, Fluid Element Interactions and Wave Interactions. The above mentioned three phenomena create, alter and kill numerous waves for different conditions. The waves which are created by the above-mentioned phenomena eventually interact with the shock and set it into motion. Numerous such interactions with the shock will slowly make it settle into its final position owing to the new pressure ratio across the duct, as estimated by one-dimensional gas dynamics. This analysis will be extremely helpful in the prediction of inlet 'unstart' of the flow in a supersonic engine intake and its prominence with the incoming flow Mach number, incoming flow pressure and the external perturbation pressure is also studied to help design more efficient supersonic intakes for engines like ramjets and scramjets.

Principle Components Updates via Matrix Perturbations

This paper highlights a new approach to look at online principle components analysis (OPCA). Given a data matrix X ∈ R,^m x n we characterise the online updates of its covariance as a matrix perturbation problem. Up to the principle components, it turns out that online updates of the batch PCA can be captured by symmetric matrix perturbation of the batch covariance matrix. We have shown that as n→ n0 >> 1, the batch covariance and its update become almost similar. Finally, utilize our new setup of online updates to find a bound on the angle distance of the principle components of X and its update.

Nonlinear Propagation of Acoustic Soliton Waves in Dense Quantum Electron-Positron Magnetoplasma

Propagation of nonlinear acoustic wave in dense electron-positron (e-p) plasmas in the presence of an external magnetic field and stationary ions (to neutralize the plasma background) is studied. By means of the quantum hydrodynamics model and applying the reductive perturbation method, the Zakharov-Kuznetsov equation is derived. Using the bifurcation theory of planar dynamical systems, the compressive structure of electrostatic solitary wave and periodic travelling waves is found. The numerical results show how the ion density ratio, the ion cyclotron frequency, and the direction cosines of the wave vector affect the nonlinear electrostatic travelling waves. The obtained results may be useful to better understand the obliquely nonlinear electrostatic travelling wave of small amplitude localized structures in dense magnetized quantum e-p plasmas and may be applicable to study the particle and energy transport mechanism in compact stars such as the interior of massive white dwarfs etc.

A Transfer Function Representation of Thermo-Acoustic Dynamics for Combustors

In this paper, we present a transfer function representation of a general one-dimensional combustor. The input of the transfer function is a heat rate perturbation of a burner and the output is a flow velocity perturbation at the burner. This paper considers a general combustor model composed of multiple cans with different cross sectional areas, along with a non-zero flow rate.

Apoptotic Induction Ability of Harmalol and Its Binding: Biochemical and Biophysical Perspectives

Harmalol administration caused remarkable reduction in proliferation of HepG2 cells with GI50 of 14.2 mM, without showing much cytotoxicity in embryonic liver cell line, WRL-68. Data from circular dichroism and differential scanning calorimetric analysis of harmalol-CT DNA complex shows conformational changes with prominent CD perturbation and stabilization of CT DNA by 8 oC. Binding constant and stoichiometry was also calculated using the above biophysical techniques. Further, dose dependent apoptotic induction ability of harmalol was studied in HepG2 cells using different biochemical assays. Generation of ROS, DNA damage, changes in cellular external and ultramorphology, alteration of membrane, formation of comet tail, decreased mitochondrial membrane potential and a significant increase in Sub Go/G1 population made the cancer cell, HepG2, prone to apoptosis. Up regulation of p53 and caspase 3 further indicated the apoptotic role of harmalol.

Analytical Solutions for Corotational Maxwell Model Fluid Arising in Wire Coating inside a Canonical Die

The present paper applies the optimal homotopy perturbation method (OHPM) and the optimal homotopy asymptotic method (OHAM) introduced recently to obtain analytic approximations of the non-linear equations modeling the flow of polymer in case of wire coating of a corotational Maxwell fluid. Expression for the velocity field is obtained in non-dimensional form. Comparison of the results obtained by the two methods at different values of non-dimensional parameter l10, reveal that the OHPM is more effective and easy to use. The OHPM solution can be improved even working in the same order of approximation depends on the choices of the auxiliary functions.

Equations of Pulse Propagation in Three-Layer Structure of As2S3 Chalcogenide Plasmonic Nano-Waveguides

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.

A Spatial Repetitive Controller Applied to an Aeroelastic Model for Wind Turbines

This paper presents a nonlinear differential model, for a three-bladed horizontal axis wind turbine (HAWT) suited for control applications. It is based on a 8-dofs, lumped parameters structural dynamics coupled with a quasi-steady sectional aerodynamics. In particular, using the Euler-Lagrange Equation (Energetic Variation approach), the authors derive, and successively validate, such model. For the derivation of the aerodynamic model, the Greenbergs theory, an extension of the theory proposed by Theodorsen to the case of thin airfoils undergoing pulsating flows, is used. Specifically, in this work, the authors restricted that theory under the hypothesis of low perturbation reduced frequency k, which causes the lift deficiency function C(k) to be real and equal to 1. Furthermore, the expressions of the aerodynamic loads are obtained using the quasi-steady strip theory (Hodges and Ormiston), as a function of the chordwise and normal components of relative velocity between flow and airfoil Ut, Up, their derivatives, and section angular velocity ε˙. For the validation of the proposed model, the authors carried out open and closed-loop simulations of a 5 MW HAWT, characterized by radius R =61.5 m and by mean chord c = 3 m, with a nominal angular velocity Ωn = 1.266rad/sec. The first analysis performed is the steady state solution, where a uniform wind Vw = 11.4 m/s is considered and a collective pitch angle θ = 0.88◦ is imposed. During this step, the authors noticed that the proposed model is intrinsically periodic due to the effect of the wind and of the gravitational force. In order to reject this periodic trend in the model dynamics, the authors propose a collective repetitive control algorithm coupled with a PD controller. In particular, when the reference command to be tracked and/or the disturbance to be rejected are periodic signals with a fixed period, the repetitive control strategies can be applied due to their high precision, simple implementation and little performance dependency on system parameters. The functional scheme of a repetitive controller is quite simple and, given a periodic reference command, is composed of a control block Crc(s) usually added to an existing feedback control system. The control block contains and a free time-delay system eτs in a positive feedback loop, and a low-pass filter q(s). It should be noticed that, while the time delay term reduces the stability margin, on the other hand the low pass filter is added to ensure stability. It is worth noting that, in this work, the authors propose a phase shifting for the controller and the delay system has been modified as e^(−(T−γk)), where T is the period of the signal and γk is a phase shifting of k samples of the same periodic signal. It should be noticed that, the phase shifting technique is particularly useful in non-minimum phase systems, such as flexible structures. In fact, using the phase shifting, the iterative algorithm could reach the convergence also at high frequencies. Notice that, in our case study, the shifting of k samples depends both on the rotor angular velocity Ω and on the rotor azimuth angle Ψ: we refer to this controller as a spatial repetitive controller. The collective repetitive controller has also been coupled with a C(s) = PD(s), in order to dampen oscillations of the blades. The performance of the spatial repetitive controller is compared with an industrial PI controller. In particular, starting from wind speed velocity Vw = 11.4 m/s the controller is asked to maintain the nominal angular velocity Ωn = 1.266rad/s after an instantaneous increase of wind speed (Vw = 15 m/s). Then, a purely periodic external disturbance is introduced in order to stress the capabilities of the repetitive controller. The results of the simulations show that, contrary to a simple PI controller, the spatial repetitive-PD controller has the capability to reject both external disturbances and periodic trend in the model dynamics. Finally, the nominal value of the angular velocity is reached, in accordance with results obtained with commercial software for a turbine of the same type.

Comparative Dynamic Performance of Load Frequency Control of Nonlinear Interconnected Hydro-Thermal System Using Intelligent Techniques

This paper demonstrates dynamic performance evaluation of load frequency control (LFC) with different intelligent techniques. All non-linearities and physical constraints have been considered in simulation studies such as governor dead band (GDB), generation rate constraint (GRC) and boiler dynamics. The conventional integral time absolute error has been considered as objective function. The design problem is formulated as an optimisation problem and particle swarm optimisation (PSO), bacterial foraging optimisation algorithm (BFOA) and differential evolution (DE) are employed to search optimal controller parameters. The superiority of the proposed approach has been shown by comparing the results with published fuzzy logic control (FLC) for the same interconnected power system. The comparison is done using various performance measures like overshoot, undershoot, settling time and standard error criteria of frequency and tie-line power deviation following a step load perturbation (SLP). It is noticed that, the dynamic performance of proposed controller is better than FLC. Further, robustness analysis is carried out by varying the time constants of speed governor, turbine, tie-line power in the range of +40% to -40% to demonstrate the robustness of the proposed DE optimized PID controller.

Iterative Estimator-Based Nonlinear Backstepping Control of a Robotic Exoskeleton

A repetitive training movement is an efficient method to improve the ability and movement performance of stroke survivors and help them to recover their lost motor function and acquire new skills. The ETS-MARSE is seven degrees of freedom (DOF) exoskeleton robot developed to be worn on the lateral side of the right upper-extremity to assist and rehabilitate the patients with upper-extremity dysfunction resulting from stroke. Practically, rehabilitation activities are repetitive tasks, which make the assistive/robotic systems to suffer from repetitive/periodic uncertainties and external perturbations induced by the high-order dynamic model (seven DOF) and interaction with human muscle which impact on the tracking performance and even on the stability of the exoskeleton. To ensure the robustness and the stability of the robot, a new nonlinear backstepping control was implemented with designed tests performed by healthy subjects. In order to limit and to reject the periodic/repetitive disturbances, an iterative estimator was integrated into the control of the system. The estimator does not need the precise dynamic model of the exoskeleton. Experimental results confirm the robustness and accuracy of the controller performance to deal with the external perturbation, and the effectiveness of the iterative estimator to reject the repetitive/periodic disturbances.

Integration of Microarray Data into a Genome-Scale Metabolic Model to Study Flux Distribution after Gene Knockout

Prediction of perturbations after genetic manipulation (especially gene knockout) is one of the important challenges in systems biology. In this paper, a new algorithm is introduced that integrates microarray data into the metabolic model. The algorithm was used to study the change in the cell phenotype after knockout of Gss gene in Escherichia coli BW25113. Algorithm implementation indicated that gene deletion resulted in more activation of the metabolic network. Growth yield was more and less regulating gene were identified for mutant in comparison with the wild-type strain.

The Effect of Development of Two-Phase Flow Regimes on the Stability of Gas Lift Systems

Flow instability during gas lift operation is caused by three major phenomena – the density wave oscillation, the casing heading pressure and the flow perturbation within the two-phase flow region. This paper focuses on the causes and the effect of flow instability during gas lift operation and suggests ways to control it in order to maximise productivity during gas lift operations. A laboratory-scale two-phase flow system to study the effects of flow perturbation was designed and built. The apparatus is comprised of a 2 m long by 66 mm ID transparent PVC pipe with air injection point situated at 0.1 m above the base of the pipe. This is the point where stabilised bubbles were visibly clear after injection. Air is injected into the water filled transparent pipe at different flow rates and pressures. The behavior of the different sizes of the bubbles generated within the two-phase region was captured using a digital camera and the images were analysed using the advanced image processing package. It was observed that the average maximum bubbles sizes increased with the increase in the length of the vertical pipe column from 29.72 to 47 mm. The increase in air injection pressure from 0.5 to 3 bars increased the bubble sizes from 29.72 mm to 44.17 mm and then decreasing when the pressure reaches 4 bars. It was observed that at higher bubble velocity of 6.7 m/s, larger diameter bubbles coalesce and burst due to high agitation and collision with each other. This collapse of the bubbles causes pressure drop and reverse flow within two phase flow and is the main cause of the flow instability phenomena.

Stochastic Control of Decentralized Singularly Perturbed Systems

Designing a controller for stochastic decentralized interconnected large scale systems usually involves a high degree of complexity and computation ability. Noise, observability, and controllability of all system states, connectivity, and channel bandwidth are other constraints to design procedures for distributed large scale systems. The quasi-steady state model investigated in this paper is a reduced order model of the original system using singular perturbation techniques. This paper results in an optimal control synthesis to design an observer based feedback controller by standard stochastic control theory techniques using Linear Quadratic Gaussian (LQG) approach and Kalman filter design with less complexity and computation requirements. Numerical example is given at the end to demonstrate the efficiency of the proposed method.

Optimized Algorithm for Particle Swarm Optimization

Particle swarm optimization (PSO) is becoming one of the most important swarm intelligent paradigms for solving global optimization problems. Although some progress has been made to improve PSO algorithms over the last two decades, additional work is still needed to balance parameters to achieve better numerical properties of accuracy, efficiency, and stability. In the optimal PSO algorithm, the optimal weightings of (√ 5 − 1)/2 and (3 − √5)/2 are used for the cognitive factor and the social factor, respectively. By the same token, the same optimal weightings have been applied for intensification searches and diversification searches, respectively. Perturbation and constriction effects are optimally balanced. Simulations of the de Jong, the Rosenbrock, and the Griewank functions show that the optimal PSO algorithm indeed achieves better numerical properties and outperforms the canonical PSO algorithm.

Maximum Power Point Tracking for Small Scale Wind Turbine Using Multilayer Perceptron Neural Network Implementation without Mechanical Sensor

The article proposes maximum power point tracking without mechanical sensor using Multilayer Perceptron Neural Network (MLPNN). The aim of article is to reduce the cost and complexity but still retain efficiency. The experimental is that duty cycle is generated maximum power, if it has suitable qualification. The measured data from DC generator, voltage (V), current (I), power (P), turnover rate of power (dP), and turnover rate of voltage (dV) are used as input for MLPNN model. The output of this model is duty cycle for driving the converter. The experiment implemented using Arduino Uno board. This diagram is compared to MPPT using MLPNN and P&O control (Perturbation and Observation control). The experimental results show that the proposed MLPNN based approach is more efficiency than P&O algorithm for this application.

Increasing Performance of Autopilot Guided Small Unmanned Helicopter

In this paper, autonomous performance of a small manufactured unmanned helicopter is tried to be increased. For this purpose, a small unmanned helicopter is manufactured in Erciyes University, Faculty of Aeronautics and Astronautics. It is called as ZANKA-Heli-I. For performance maximization, autopilot parameters are determined via minimizing a cost function consisting of flight performance parameters such as settling time, rise time, overshoot during trajectory tracking. For this purpose, a stochastic optimization method named as simultaneous perturbation stochastic approximation is benefited. Using this approach, considerable autonomous performance increase (around %23) is obtained.