This paper deals with the robust stability of a discrete time stable state space system subject to structured real parameter uncertainty. Using Lyapunov's Theorem and Stein's equation the radius of a stability hypersphere in parameter space is derived from the structure matrices, with the property that all for parameter perturbations lying within the hypersphere stability of the system matrix is preserved. A numerical example is provided.
{"title":"Discrete Time Stability Margins from Stein's Equation","authors":"B. Yildiz, V. Dzhafarov, S. Bhattacharyya","doi":"10.1109/MCSI.2015.29","DOIUrl":"https://doi.org/10.1109/MCSI.2015.29","url":null,"abstract":"This paper deals with the robust stability of a discrete time stable state space system subject to structured real parameter uncertainty. Using Lyapunov's Theorem and Stein's equation the radius of a stability hypersphere in parameter space is derived from the structure matrices, with the property that all for parameter perturbations lying within the hypersphere stability of the system matrix is preserved. A numerical example is provided.","PeriodicalId":371635,"journal":{"name":"2015 Second International Conference on Mathematics and Computers in Sciences and in Industry (MCSI)","volume":"80 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125428365","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
I derived a static model and a dynamical model of a geyser induced by gas inflow based on detailed observation of the indoor model experiments and have modified the dynamical model in diverse ways. In this paper we introduce the static model and analytical results of it for the sake of understanding of the spouting period of a geyser induced by gas inflow. I confirmed that results of analysis of the model agreed those of the indoor model experiments. As a result, dependence of the spouting period of a geyser induced by gas inflow on various parameters is clarified theoretically.
{"title":"A Static Model of a Geyser Induced by Gas Inflow","authors":"H. Kagami","doi":"10.1109/MCSI.2015.17","DOIUrl":"https://doi.org/10.1109/MCSI.2015.17","url":null,"abstract":"I derived a static model and a dynamical model of a geyser induced by gas inflow based on detailed observation of the indoor model experiments and have modified the dynamical model in diverse ways. In this paper we introduce the static model and analytical results of it for the sake of understanding of the spouting period of a geyser induced by gas inflow. I confirmed that results of analysis of the model agreed those of the indoor model experiments. As a result, dependence of the spouting period of a geyser induced by gas inflow on various parameters is clarified theoretically.","PeriodicalId":371635,"journal":{"name":"2015 Second International Conference on Mathematics and Computers in Sciences and in Industry (MCSI)","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121873057","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, we propose different approaches to estimate the state price density under the classical hypothesis of the Black and Scholes model. In particular, we use the nonparametric approaches based on kernel and on the conditional expectation estimators. Firstly, we examine the real mean return function using local polynomial smoothing technique. Then, we evaluate the conditional expectation using the real probability density. According the hypothesis of the Black and Scholes model, we are able to derive a closed formula for approximating the conditional expectation with the risk neutral probability. Finally, we propose a comparison among two estimators of the state price density.
{"title":"Alternative Methods to Estimate the State Price Density","authors":"S. O. Lozza, Noureddine Kouaissah","doi":"10.1109/MCSI.2015.19","DOIUrl":"https://doi.org/10.1109/MCSI.2015.19","url":null,"abstract":"In this paper, we propose different approaches to estimate the state price density under the classical hypothesis of the Black and Scholes model. In particular, we use the nonparametric approaches based on kernel and on the conditional expectation estimators. Firstly, we examine the real mean return function using local polynomial smoothing technique. Then, we evaluate the conditional expectation using the real probability density. According the hypothesis of the Black and Scholes model, we are able to derive a closed formula for approximating the conditional expectation with the risk neutral probability. Finally, we propose a comparison among two estimators of the state price density.","PeriodicalId":371635,"journal":{"name":"2015 Second International Conference on Mathematics and Computers in Sciences and in Industry (MCSI)","volume":"289 4","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131520762","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, two maximum power point tracking (MPPT) algorithms in a photovoltaic electrical energy generation system are analyzed and compared. The Matlab/Simulink is used to establish the model of a photovoltaic system with MPPT function. This system is developed by combining the models of established solar module and DC-DC boost converter with the algorithms of hill climbing (HC) and artificial neural network (ANC), respectively. The system is simulated under different atmospheric conditions and MPPT algorithms. According to the comparisons among the simulation results, it can be concluded that the photovoltaic system with ANN MPPT algorithm is simpler: it does not require knowledge of internal system parameters, needs less calculation, is faster and provides a compact solution for multi-variable problems.
{"title":"Comparison of Hill-Climbing and Artificial Neural Network Maximum Power Point Tracking Techniques for Photovoltaic Modules","authors":"Zarrad Ons, J. Aymen, A. Craciunescu, M. Popescu","doi":"10.1109/MCSI.2015.24","DOIUrl":"https://doi.org/10.1109/MCSI.2015.24","url":null,"abstract":"In this paper, two maximum power point tracking (MPPT) algorithms in a photovoltaic electrical energy generation system are analyzed and compared. The Matlab/Simulink is used to establish the model of a photovoltaic system with MPPT function. This system is developed by combining the models of established solar module and DC-DC boost converter with the algorithms of hill climbing (HC) and artificial neural network (ANC), respectively. The system is simulated under different atmospheric conditions and MPPT algorithms. According to the comparisons among the simulation results, it can be concluded that the photovoltaic system with ANN MPPT algorithm is simpler: it does not require knowledge of internal system parameters, needs less calculation, is faster and provides a compact solution for multi-variable problems.","PeriodicalId":371635,"journal":{"name":"2015 Second International Conference on Mathematics and Computers in Sciences and in Industry (MCSI)","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134016447","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The present paper is devoted to the research of controlled queueing model at control of Controlled Batch Semi-Markov Arrival Process (CBSMAP). Note that it is very reasonable to change the characteristics of arrival flows in various queueing models for optimization of its functioning. The control is based on the theory of controlled semi-markov processes for system optimization. The control is carried out using a type of the next batch, the moments of batch arrivals and the quantity of queries in the batch.
{"title":"Optimization of Multichannel Queueing Models","authors":"E. V. Kondrahova","doi":"10.1109/MCSI.2015.47","DOIUrl":"https://doi.org/10.1109/MCSI.2015.47","url":null,"abstract":"The present paper is devoted to the research of controlled queueing model at control of Controlled Batch Semi-Markov Arrival Process (CBSMAP). Note that it is very reasonable to change the characteristics of arrival flows in various queueing models for optimization of its functioning. The control is based on the theory of controlled semi-markov processes for system optimization. The control is carried out using a type of the next batch, the moments of batch arrivals and the quantity of queries in the batch.","PeriodicalId":371635,"journal":{"name":"2015 Second International Conference on Mathematics and Computers in Sciences and in Industry (MCSI)","volume":"45 12","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114020980","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In article, the procedure of optimization of holding systems of marine floating objects based on execution of serial mathematical experiments simulating the behavior of floating anchored structures under the influence of various external loading is considered. Elements, components, methodologies of mathematical simulation and procedures of enhancement of holding systems of floating objects are described.
{"title":"Numerical Analysis of Behavior Offshore Anchored Structures and Improvement of Systems of Their Holding","authors":"Ilya Teslyaruk, A. Bolshev","doi":"10.1109/MCSI.2015.45","DOIUrl":"https://doi.org/10.1109/MCSI.2015.45","url":null,"abstract":"In article, the procedure of optimization of holding systems of marine floating objects based on execution of serial mathematical experiments simulating the behavior of floating anchored structures under the influence of various external loading is considered. Elements, components, methodologies of mathematical simulation and procedures of enhancement of holding systems of floating objects are described.","PeriodicalId":371635,"journal":{"name":"2015 Second International Conference on Mathematics and Computers in Sciences and in Industry (MCSI)","volume":"73 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132172521","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In the paper we consider a particular case of a neural network - a committee method. The described approach was first introduced in the paper by Ablow, C. M. and Kaylor, D. J [1]. Then further development of the committee machine methods have been carried out by Yekaterinburg pattern recognition school in the Institute of Mathematics and Mechanics, Russian Academy of Sciences. Nowadays theory of committee machine structures is based on results of Mazurov, Vl. D. and Hachay M. Yu. [2],[3]. In the presentation we describe the generalized p-committee construction and its application to the simplest case with two possible solutions: the course of one currency to another either grows, or falls. The problem of forecasting EUR/USD exchange rate on FOREX is studied by committee machine methods. Objective is to determine a direction of the course in 10 min. interval range. Another issues related to committee methods are considered in the paper [4].
本文考虑了神经网络的一种特殊情况——委员会方法。该方法最早由Ablow, C. M. and Kaylor, D. J[1]提出。随后，俄罗斯科学院数学与力学研究所叶卡捷琳堡模式识别学院对委员会机方法进行了进一步的发展。目前的委员会机器结构理论是基于马祖罗夫，Vl。D.， M. Yu。[2],[3]。在本文中，我们描述了广义p-委员会构造及其在两种可能解的最简单情况下的应用:一种货币到另一种货币的过程要么增长，要么下降。用委员会机方法研究了外汇市场上欧元对美元汇率的预测问题。目标是确定10分钟间隔范围内的航向。论文[4]还考虑了与委员会方法相关的另一个问题。
{"title":"Using the Committee Machine Method to Forecasting on the FOREX","authors":"O. Nikonov, M. Medvedeva, F. Chernavin","doi":"10.1109/MCSI.2015.59","DOIUrl":"https://doi.org/10.1109/MCSI.2015.59","url":null,"abstract":"In the paper we consider a particular case of a neural network - a committee method. The described approach was first introduced in the paper by Ablow, C. M. and Kaylor, D. J [1]. Then further development of the committee machine methods have been carried out by Yekaterinburg pattern recognition school in the Institute of Mathematics and Mechanics, Russian Academy of Sciences. Nowadays theory of committee machine structures is based on results of Mazurov, Vl. D. and Hachay M. Yu. [2],[3]. In the presentation we describe the generalized p-committee construction and its application to the simplest case with two possible solutions: the course of one currency to another either grows, or falls. The problem of forecasting EUR/USD exchange rate on FOREX is studied by committee machine methods. Objective is to determine a direction of the course in 10 min. interval range. Another issues related to committee methods are considered in the paper [4].","PeriodicalId":371635,"journal":{"name":"2015 Second International Conference on Mathematics and Computers in Sciences and in Industry (MCSI)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128702198","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
M. Mursi, G. Assassa, A. Abdelhafez, Kareem M. AboSamra
A new cryptographic electronic voting scheme based on public key cryptosystem is proposed. The new scheme is proposed to replace the conventional voting methods that are widely used in most developing countries such as Egypt. The proposed e-voting scheme is based on the concept of Prêt à Voter, a paper ballot e-voting scheme. The proposed scheme uses paper ballots, due to its familiarity among the public, but with strong encryption protocols that provides enhanced level of ballot secrecy, verifiability and voter privacy. The proposed e-voting scheme eliminates the need for anonymous channels to anonymize the votes in Mixnet based schemes, yet provides the same level of security and anonymity but with less system complexity. For Egypt case, it is concluded that the replacement of paper-based voting by cryptographic electronic voting to conduct large scale elections is feasible.
{"title":"A Secure and Auditable Cryptographic-Based e-Voting Scheme","authors":"M. Mursi, G. Assassa, A. Abdelhafez, Kareem M. AboSamra","doi":"10.1109/MCSI.2015.16","DOIUrl":"https://doi.org/10.1109/MCSI.2015.16","url":null,"abstract":"A new cryptographic electronic voting scheme based on public key cryptosystem is proposed. The new scheme is proposed to replace the conventional voting methods that are widely used in most developing countries such as Egypt. The proposed e-voting scheme is based on the concept of Prêt à Voter, a paper ballot e-voting scheme. The proposed scheme uses paper ballots, due to its familiarity among the public, but with strong encryption protocols that provides enhanced level of ballot secrecy, verifiability and voter privacy. The proposed e-voting scheme eliminates the need for anonymous channels to anonymize the votes in Mixnet based schemes, yet provides the same level of security and anonymity but with less system complexity. For Egypt case, it is concluded that the replacement of paper-based voting by cryptographic electronic voting to conduct large scale elections is feasible.","PeriodicalId":371635,"journal":{"name":"2015 Second International Conference on Mathematics and Computers in Sciences and in Industry (MCSI)","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123416311","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The paper offers a unified approach to use of accelerators of various types by the example of parallel global search algorithms. In the developed general scheme, the implementation elements depending on specific types of accelerators are encapsulated in a limited number of procedures, which allows to largely reduce expenses and time for software development. The offered scheme was tested on Intel Xeon Phi accelerators and general purpose GPUs. Speedup of the global optimization algorithm using accelerators compared to using CPU only is experimentally confirmed. Computational experiments are carried out using a set of a several hundred of multidimensional multiextremal problems.
{"title":"A Unified Approach to Use of Coprocessors of Various Types for Solving Global Optimization Problems","authors":"V. Gergel","doi":"10.1109/MCSI.2015.18","DOIUrl":"https://doi.org/10.1109/MCSI.2015.18","url":null,"abstract":"The paper offers a unified approach to use of accelerators of various types by the example of parallel global search algorithms. In the developed general scheme, the implementation elements depending on specific types of accelerators are encapsulated in a limited number of procedures, which allows to largely reduce expenses and time for software development. The offered scheme was tested on Intel Xeon Phi accelerators and general purpose GPUs. Speedup of the global optimization algorithm using accelerators compared to using CPU only is experimentally confirmed. Computational experiments are carried out using a set of a several hundred of multidimensional multiextremal problems.","PeriodicalId":371635,"journal":{"name":"2015 Second International Conference on Mathematics and Computers in Sciences and in Industry (MCSI)","volume":"52 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125688378","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The aim of this work is to present a new symbolic computation tool as well as a symbolic algorithm to compute periodic solutions in systems of differential equations of first order via an adaptation of the Poincaré - Lindstedt technique.
{"title":"Computation of Periodic Solutions in Differential Systems of First Order","authors":"J. F. Navarro","doi":"10.1109/MCSI.2015.25","DOIUrl":"https://doi.org/10.1109/MCSI.2015.25","url":null,"abstract":"The aim of this work is to present a new symbolic computation tool as well as a symbolic algorithm to compute periodic solutions in systems of differential equations of first order via an adaptation of the Poincaré - Lindstedt technique.","PeriodicalId":371635,"journal":{"name":"2015 Second International Conference on Mathematics and Computers in Sciences and in Industry (MCSI)","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123942021","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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