Abstract: In this paper, efforts were made to examine and compare the algorithmic iterative solutions of conjugate gradient method as against other methods such as Gauss-Seidel and Jacobi approaches for solving systems of linear equations of the form Ax = b, where A is a real n x n symmetric and positive definite matrix. We performed algorithmic iterative steps and obtained analytical solutions of a typical 3 x 3 symmetric and positive definite matrix using the three methods described in this paper (Gauss-Seidel, Jacobi and Conjugate Gradient methods) respectively. From the results obtained, we discovered that the Conjugate Gradient method converges faster to exact solutions in fewer iterative steps than the two other methods which took much iteration, much time and kept tending to the exact solutions.
Abstract: We address the question of identifying the configuration
space singularities of linkages, i.e., points where the configuration
space is not locally a submanifold of Euclidean space. Because the
configuration space cannot be smoothly parameterized at such points,
these singularity types have a significantly negative impact on the
kinematics of the linkage. It is known that Jacobian methods do not
provide sufficient conditions for the existence of CS-singularities.
Herein, we present several additional algebraic criteria that provide
the sufficient conditions. Further, we use those criteria to analyze
certain classes of planar linkages. These examples will also show
how the presented criteria can be checked using algorithmic methods.
Abstract: A matrix is called a ray pattern matrix if its entries are either 0 or a ray in complex plane which originates from 0. A ray pattern A of order n is called spectrally arbitrary if the complex matrices in the ray pattern class of A give rise to all possible nth degree complex polynomial. Otherwise, it is said to be spectrally non-arbitrary ray pattern. We call that a spectrally arbitrary ray pattern A of order n is minimally spectrally arbitrary if any nonzero entry of A is replaced, then A is not spectrally arbitrary. In this paper, we find that is not spectrally arbitrary when n equals to 4 for any θ which is greater than or equal to 0 and less than or equal to n. In this article, we give several ray patterns A(θ) of order n that are not spectrally arbitrary for some θ which is greater than or equal to 0 and less than or equal to n. by using the nilpotent-Jacobi method. One example is given in our paper.
Abstract: In this paper, we studied the effect of supplementary premium on the optimal portfolio policy in a defined contribution (DC) pension scheme with refund of premium clauses. This refund clause allows death members’ next of kin to withdraw their relative’s accumulated wealth during the accumulation period. The supplementary premium is to help sustain the scheme and is assumed to be stochastic. We considered cases when the remaining wealth is equally distributed and when it is not equally distributed among the remaining members. Next, we considered investments in cash and equity to help increase the remaining accumulated funds to meet up with the retirement needs of the remaining members and composed the problem as a continuous time mean-variance stochastic optimal control problem using the actuarial symbol and established an optimization problem from the extended Hamilton Jacobi Bellman equations. The optimal portfolio policy, the corresponding optimal fund size for the two assets and also the efficient frontier of the pension members for the two cases was obtained. Furthermore, the numerical simulations of the optimal portfolio policies with time were presented and the effect of the supplementary premium on the optimal portfolio policy was discussed and observed that the supplementary premium decreases the optimal portfolio policy of the risky asset (equity). Secondly we observed a disparity between the optimal policies for the two cases.
Abstract: In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.
Abstract: In this paper, we studied the optimal portfolio selection in a defined contribution (DC) pension scheme with multiple contributors under constant elasticity of variance (CEV) model and the impact of stochastic additional voluntary contribution on the investment strategies. We assume that the voluntary contributions are stochastic and also consider investments in a risk free asset and a risky asset to increase the expected returns of the contributing members. We derived a stochastic differential equation which consists of the members’ monthly contributions and the invested fund and obtained an optimized problem with the help of Hamilton Jacobi Bellman equation. Furthermore, we find an explicit solution for the optimal investment strategy with stochastic voluntary contribution using power transformation and change of variables method and the corresponding optimal fund size was obtained. We discussed the impact of the voluntary contribution on the optimal investment strategy with numerical simulations and observed that the voluntary contribution reduces the optimal investment strategy of the risky asset.
Abstract: This paper is concerned with a system of
Hamilton-Jacobi-Bellman equations coupled with an autonomous
dynamical system. The mathematical system arises in the differential
game formulation of political economy models as an infinite-horizon
continuous-time differential game with discounted instantaneous
payoff rates and continuously and discretely varying state variables.
The existence of a weak solution of the PDE system is proven and
a computational scheme of approximate solution is developed for a
class of such systems. A model of democratization is mathematically
analyzed as an illustration of application.
Abstract: In this paper, a spectral decomposition method is developed for the direct integration of stiff and nonstiff homogeneous linear (ODE) systems with linear, constant, or zero right hand sides (RHSs). The method does not require iteration but obtains solutions at any random points of t, by direct evaluation, in the interval of integration. All the numerical solutions obtained for the class of systems coincide with the exact theoretical solutions. In particular, solutions of homogeneous linear systems, i.e. with zero RHS, conform to the exact analytical solutions of the systems in terms of t.
Abstract: In this paper, the problem of a mixed-Mode crack embedded in an infinite medium made of a functionally graded piezoelectric material (FGPM) with crack surfaces subjected to electro-mechanical loadings is investigated. Eringen’s non-local theory of elasticity is adopted to formulate the governing electro-elastic equations. The properties of the piezoelectric material are assumed to vary exponentially along a perpendicular plane to the crack. Using Fourier transform, three integral equations are obtained in which the unknown variables are the jumps of mechanical displacements and electric potentials across the crack surfaces. To solve the integral equations, the unknowns are directly expanded as a series of Jacobi polynomials, and the resulting equations solved using the Schmidt method. In contrast to the classical solutions based on the local theory, it is found that no mechanical stress and electric displacement singularities are present at the crack tips when nonlocal theory is employed to investigate the problem. A direct benefit is the ability to use the calculated maximum stress as a fracture criterion. The primary objective of this study is to investigate the effects of crack length, material gradient parameter describing FGPMs, and lattice parameter on the mechanical stress and electric displacement field near crack tips.
Abstract: This paper presents an application of Artificial Neural
Network (ANN) algorithm for improving power system voltage
stability. The training data is obtained by solving several normal and
abnormal conditions using the Linear Programming technique. The
selected objective function gives minimum deviation of the reactive
power control variables, which leads to the maximization of
minimum Eigen value of load flow Jacobian. The considered reactive
power control variables are switchable VAR compensators, OLTC
transformers and excitation of generators. The method has been
implemented on a modified IEEE 30-bus test system. The results
obtain from the test clearly show that the trained neural network is
capable of improving the voltage stability in power system with a
high level of precision and speed.
Abstract: Analysis of real life problems often results in linear
systems of equations for which solutions are sought. The method to
employ depends, to some extent, on the properties of the coefficient
matrix. It is not always feasible to solve linear systems of equations
by direct methods, as such the need to use an iterative method
becomes imperative. Before an iterative method can be employed
to solve a linear system of equations there must be a guaranty that
the process of solution will converge. This guaranty, which must
be determined apriori, involve the use of some criterion expressible
in terms of the entries of the coefficient matrix. It is, therefore,
logical that the convergence criterion should depend implicitly on the
algebraic structure of such a method. However, in deference to this
view is the practice of conducting convergence analysis for Gauss-
Seidel iteration on a criterion formulated based on the algebraic
structure of Jacobi iteration. To remedy this anomaly, the Gauss-
Seidel iteration was studied for its algebraic structure and contrary
to the usual assumption, it was discovered that some property of the
iteration matrix of Gauss-Seidel method is only diagonally dominant
in its first row while the other rows do not satisfy diagonal dominance.
With the aid of this structure we herein fashion out an improved
version of Gauss-Seidel iteration with the prospect of enhancing
convergence and robustness of the method. A numerical section is
included to demonstrate the validity of the theoretical results obtained
for the improved Gauss-Seidel method.
Abstract: The bound state energy of three quark systems is studied in the framework of a non- relativistic spin independent phenomenological model. The hyper- spherical coordinates are considered for the solution this system. According to Jacobi coordinate, we determined the bound state energy for (uud) and (ddu) quark systems, as quarks are flavorless mass, and it is restrict that choice potential at low and high range in nucleon bag for a bound state.
Abstract: In this paper, application of the complexity reduction approach based on half- and quarter-sweep iteration concepts with Jacobi iterative method for solving composite trapezoidal (CT) algebraic equations is discussed. The performances of the methods for CT algebraic equations are comparatively studied by their application in solving linear Fredholm integral equations of the second kind. Furthermore, computational complexity analysis and numerical results for three test problems are also included in order to verify performance of the methods.
Abstract: Linear systems are widely used in many fields of science and engineering. In many applications, at least some of the parameters of the system are represented by fuzzy rather than crisp numbers. Therefore it is important to perform numerical algorithms or procedures that would treat general fuzzy linear systems and solve them using iterative methods. This paper aims are to solve fuzzy linear systems using four types of Jacobi based iterative methods. Four iterative methods based on Jacobi are used for solving a general n × n fuzzy system of linear equations of the form Ax = b , where A is a crisp matrix and b an arbitrary fuzzy vector. The Jacobi, Jacobi Over-Relaxation, Refinement of Jacobi and Refinement of Jacobi Over-Relaxation methods was tested to a five by five fuzzy linear system. It is found that all the tested methods were iterated differently. Due to the effect of extrapolation parameters and the refinement, the Refinement of Jacobi Over-Relaxation method was outperformed the other three methods.
Abstract: In this paper, the backward MPSD (Modified Preconditioned
Simultaneous Displacement) iterative matrix is firstly
proposed. The relationship of eigenvalues between the backward
MPSD iterative matrix and backward Jacobi iterative matrix for block
p-cyclic case is obtained, which improves and refines the results in
the corresponding references.
Abstract: The aim of this paper is to review some of standard fact on Miura curves. We give some easy theorem in number theory to define Miura curves, then we present a new implementation of Arita algorithm for Miura curves.
Abstract: We propose a new approach on how to obtain the approximate solutions of Hamilton-Jacobi (HJ) equations. The process of the approximation consists of two steps. The first step is to transform the HJ equations into the virtual time based HJ equations (VT-HJ) by introducing a new idea of ‘virtual-time’. The second step is to construct the approximate solutions of the HJ equations through a computationally iterative procedure based on the VT-HJ equations. It should be noted that the approximate feedback solutions evolve by themselves as the virtual-time goes by. Finally, we demonstrate the effectiveness of our approximation approach by means of simulations with linear and nonlinear control problems.
Abstract: An effective approach for unbalanced three-phase
distribution power flow solutions is proposed in this paper. The
special topological characteristics of distribution networks have been
fully utilized to make the direct solution possible. Two matrices–the
bus-injection to branch-current matrix and the branch-current to busvoltage
matrix– and a simple matrix multiplication are used to
obtain power flow solutions. Due to the distinctive solution
techniques of the proposed method, the time-consuming LU
decomposition and forward/backward substitution of the Jacobian
matrix or admittance matrix required in the traditional power flow
methods are no longer necessary. Therefore, the proposed method is
robust and time-efficient. Test results demonstrate the validity of the
proposed method. The proposed method shows great potential to be
used in distribution automation applications.
Abstract: A generalized Dirichlet to Neumann map is
one of the main aspects characterizing a recently introduced
method for analyzing linear elliptic PDEs, through which it
became possible to couple known and unknown components
of the solution on the boundary of the domain without
solving on its interior. For its numerical solution, a well conditioned
quadratically convergent sine-Collocation method
was developed, which yielded a linear system of equations
with the diagonal blocks of its associated coefficient matrix
being point diagonal. This structural property, among others,
initiated interest for the employment of iterative methods for
its solution. In this work we present a conclusive numerical
study for the behavior of classical (Jacobi and Gauss-Seidel)
and Krylov subspace (GMRES and Bi-CGSTAB) iterative
methods when they are applied for the solution of the Dirichlet
to Neumann map associated with the Laplace-s equation
on regular polygons with the same boundary conditions on
all edges.
Abstract: Two-dimensional heat conduction within a composed solid material with a constant internal heat generation has been investigated numerically in a sector of the rotor a generator. The heat transfer between two adjacent materials is assumed to be purely conduction. Boundary conditions are assumed to be forced convection on the fluid side and adiabatic on symmetry lines. The control volume method is applied for the diffusion energy equation. Physical coordinates are transformed to the general curvilinear coordinates. Then by using a line-by-line method, the temperature distribution in a sector of the rotor has been determined. Finally, the results are normalized and the effect of cooling fluid on the maximum temperature of insulation is investigated.