timedelay systems stability and performance criteria with applications

... Storage Systems and Transportation Problems with ApplicationsTrang 3University of Florida, U.S.A.Trang 4Online Storage Systems and Transportation Problems with ApplicationsOptimization Models and ... [37] and [83] for applicationexamples One might argue that low structure systems can probably be handled well without optimization However, for the analysis anddevelopment of real life complex systems ... Vehicle Routing Problem VRP with Pickup and Delivery and Time Windows with respect to Acknowledgements First of all I want to thank Prof Dr Stefan Nickel (ITWM slautern and Universität Saarbrücken),

Ngày tải lên: 01/06/2014, 10:31

... chosen to be NTPMR and ODMRP. As the protocols are run with and without the fuzzy scheduler, the end-to-end delay is mea- sured and plotted in graphs as shown in Figures 15 and 16. As seen from ... Wireless Communications and Networking 2005:3, 426–436 c  2005 C. Gomathy and S. Shanmugavel Supporting QoS in MANET by a Fuzzy Priority Scheduler and Performance Analysis with Multicast Routing ... performs better compared with the network performance without scheduler. The results are ver- ified for the multicast routing protocols, such as NTPMR, CAMP, and ODMRP, and they are found to be

Ngày tải lên: 23/06/2014, 00:20

... variates from standard distributions 4.1 Standard normal distribution The standard normal distribution is so frequently used that it has its own notation A random variable Z follows the standard normal ... toshow that the expectation and variance of Z are 0 and 1 respectively Suppose X= + Z for any  ∈  and ≥ 0 Then X is said to be normally distributedwith mean  and variance 2 The density of ... by setting X1= R cos and X2= R sin Thenthe joint density of R and is given by−r 2 /2r dr d on support r with 12R2 1and R2, on using inversion, 12R2= − ln R1 or R=−2 ln R1, and = 2R2 Transforming

Ngày tải lên: 09/08/2014, 16:21

... ln Ri 2 2/35/4 and the estimate is PS=Ni=1 piYi= 1N N i=1 Trang 6Stratified sampling 95Using procedure ‘weibullstrat’ in Appendix 5.3.2 with N = 100 and K = 200 (and with the same seed ... of 500 random pairs of X Y  The joint density of X and R2 is fXR 2x r2= fR1R2 x N realizations of X Y  will be generated with N strata where pi= 1/N for i = 1     N With this ... estimate = E W1+ W25/4where W1and W2are independently distributed Weibull variates with density fx=3 2x1/2exp−x3/2 on support 0 Given two uniform random numbers R1and R2, W1= − ln R12/3

Ngày tải lên: 09/08/2014, 16:21

... good  and stratification variable foran option with price cg, where Following the same approach as for the Asian option, a good choice of  is ∗where ∗=  ln exp√ Trang 2126 Simulation and ... the ideal stratification variablefor the option with price cgis is used, where Z∼ N∗ I ∗ is determined from Equations (6.40) and (6.41), and Equation (6.42) defines the stratification variable ... Simulation and financeTable 6.3 Results for basket option, using naive Monte Carlo (basket) and importancesampling with post stratification (basketimppostratv2) b 25 replications, each consisting of

Ngày tải lên: 09/08/2014, 16:21

... original study by Gaver and O’Muircheartaigh (1987) and also in several follow- up analyses of this data set, including those by Robert and Casella (2004, pp. 385–7) and Gelfand and Smith (1990), an ... joint density of S and T is not separable in s and t and therefore... S and T is not separable in s and t and therefore these two random variables are not independent Accordingly, ... Metropolis sampler. The sampler (8.7) is a random walk algorithm with Y =x + 1/2 Z where  1/2  1/2  =  and Z is a column of i.i.d. standard normal random variables. An independence sampler

Ngày tải lên: 09/08/2014, 16:21

... where Z1 and Z2 are independent standard normal random variables and 1 and 2 are... replacement is better when cp =cf < 6 37= 2500 Problem 1.4 2 Two points A and B are selected randomly ... fit, importdata, random, statevalf, statplots, transform] 2 6 > randomize(135);n:=1000; 4 135 n:=1000 Simulation and Monte Carlo: With applications in finance and MCMC Ó 20 ... independent times between starting at the point ðx0 ; y0 Þ and landing in the treacle The function stats [random,normald](1) creates a random standard normal deviate 215 216 6 6 6 6 6 6 6... estimate

Ngày tải lên: 09/08/2014, 16:21

... list p and then prints the resulting mean and standard deviation of hedging cost together with a histogram If the option were continuously hedged, then the standard deviation would be zero, and ... Simulation and# PROCEDURE GENERATES A STANDARD RANDOM NORMAL # DEVIATE, USING THE POLAR BOX MULLER METHOD # SET i to 'false' ON FIRST CALL Note that i and # X2 are global variables and have to ... the simulation again with the same seed The procedure ‘theta_combined’ does the two jobs above in one run, giving an estimate and estimated standard error using primary and antitheticvariates

Ngày tải lên: 09/08/2014, 16:21

... and Monte Carlo: With applications in finance and MCMC Ó 2007 John Wiley & Sons, Ltd J S Dagpunar 284 6 6 6 6 6 6 6 6 Appendices 6 6 6 6 2 6 6 6 6 > 6 6 6 6... ‘‘estimated standard ... enters the empty and idle state and n regeneration cycles are simulated h " > with( stats): Warning, these names have been redefined: anova, describe, fit, importdata, random, statevalf, ... ‘estimated standard error’ = 0.1003118091 2 6 6 6 6 4 6 6 6 6 6 6 6 4 6.7.2 Monte Carlo with importance and stratified sampling Now define x 0 ¼ X n i¼1 q i x i exp r À :5 2 i ÀÁ ðT ÀtÞ ÂÃ and w i

Ngày tải lên: 09/08/2014, 16:21

... iterations;for i from 1 to k do; r1:=evalf(rand()/10^12);r2:=evalf(rand()/10^12);r3:=evalf(rand()/10^12);r4:=evalf(rand()/10^12); # Sample candidate point (ap,bp) and compute likelihood(L2)for (ap,bp); ... methods using Markov chains and their applications Biometrika, 57: 97–109. Hobson, D.G (1998) Stochastic volatility In D.J Hand and S.D Jacka (eds), Statistics and Finance, Applications of Statistics ... Introduction to Stochastic Processes with Applications to Biology. London: Pearson Anderson, S.L (1990) Random number generators on vector supercomputers and other advanced architectures SIAM

Ngày tải lên: 09/08/2014, 16:21

... State University Risk Management and Insurance Dissertations Department of Risk Management and Insurance 12-6-2007 Analysis of Pricing and Reserving Risks with Applications in Risk-Based Capital ... Kerdpholngarm Follow this and additional works at: http://scholarworks.gsu.edu/rmi_diss Recommended Citation Kerdpholngarm, Chayanin, "Analysis of Pricing and Reserving Risks with Applications in Risk-Based ... inspiring me in this topic and helped me sought out my ideas with simple but straightforward approaches His patience and guidance assisted me to overcome many crisis situations and finish this dissertation

Ngày tải lên: 01/01/2017, 09:00

... ABSENCE OF CONVEXITY AND LOWER SEMICONTINUITY WITH APPLICATIONS TO N DINH†, M A L ´OPEZ‡, AND M VOLLE§ Abstract In this paper we extend some results in [Dinh, Goberna, L´opez, and Volle, Set-Valued ... results and also to point out the potential of their applications to get various extensions of Farkas-type results and to the study of other classes of problems such as variational inequalities and ... (Theorem 2 and Proposition 4), Farkas-type results for nonconvex systems (Propositions 5 and 6), op-timality conditions for nonconvex optimization problems (Propositions 7, 8, 10, and 11), from

Ngày tải lên: 16/12/2017, 04:47

... commands with distinct labels The labels serve merely to identify the commands and need not be arranged either consecutively or in increasing order Execution begins with the first command and ... order Clipping works efficiently with either representation, but is easier to understand with 'to' We present cycle rotation with 'from' and cycle clipping with 'to' and leave the other two algorithms ... (199)Exercise: band matrices (a) Write a procedure add(p, q: bandm; var r: bandm); which adds two band matrices stored in p and q and stores the result in r (b) Write a procedure bmv(p: bandm; v:

Ngày tải lên: 08/02/2021, 07:32

... 1Matrix Calculus and Kronecker Product with Applications and C++ Programs Trang 2This page is intentionally left blankTrang 3Matrix Calculus and Kronecker Product with Applications and C++ Programs ... W.-H Matrix calculus and Kronecker product with applications and C++ programs / Willi-Hans Steeb, in collaboration with Tan Kiat Shi p cm Includes bibliographical references and indexes ISBN 9810232411 ... introduction into the tensor product and some applications The Hilbert space is introduced in section 4.1 and the tensor product in section 4.2 Sections 4.3 and 4.4 give two applications In the fist one

Ngày tải lên: 26/05/2022, 08:43

... both the liquid and solid components, and environmental conditions such as temperature and pressure (Ismail et al., 2020) Surface energy within solids, surface tension in liquids, and any roughness ... wetting behavior of smooth and rough surfaces, as it considers both the surface roughness and the chemical and physical properties of the solid and liquid It is often used with the Wenzel model to ... coating in this study was composed of polydopamine and graphene oxide Finally, obtained sponge surface with outstanding anti-droplet adhesion performance with WCA over 160° (Chen et al., 2021) These

Ngày tải lên: 23/10/2023, 06:18

... parallelogram with the sides a and b, i.e. |a × b| = |a||b| sin θ, where θ(0 ≤ θ ≤ π) is the angle between the vectors a and b; (iii) the vector a × b is orthogonal to the plane spanned by a and b and ... 14Let a, b and φ, ψ be vector and scalar fields, respectively, and let α, β be arbitrary constants The operator ∇ together with formulae of vector algebraenables one to relate scalar and vector ... also (14)) and by Ovsyannikov (55) ingroup analysis of hyperbolic and elliptic equations It is a long tradition, how-ever, to teach partial differential equations without using notation and methods

Ngày tải lên: 25/08/2025, 13:12

... and Q are positive matrices and γ is a positive scalar. Delay independent criteria of stability for some classes of delay neutral systems are developed in10 The stability of systems 1.1 with ... been used to investigate the stability of systems 1.1 in 5 see 6 as well The stability of linear neutral systems of type 1.1, but with different delays h1 and h2, is studied in1 where ... results on the stability of neutral equations, see 9,12 and the references therein The works in 12, 13 deal with delay independent criteria of the asymptotical stability of systems1.1 In

Ngày tải lên: 21/06/2014, 11:20

... Trang 1Finite-time stability and H ∞ control of lineardiscrete-time delay systems with norm-bounded disturbances Le A Tuana and Vu N Phatb, ∗ aDepartment of Mathematics ... paper deals with the finite-time stability and H ∞ control of linear discrete-time delay systems The system under consideration is subject to interval discrete-time-varying delay and norm-bounded ... finite interval time, and therefore it finds many applications A lot of interesting results on finite-time stability and stabilization in the context of linear discrete-time delay systems have been

Ngày tải lên: 14/10/2015, 08:06

... reference (or baseline) power plant without CCS We took IGCC without CCS as a reference Both denominator and numerator are expressed as differential between with and without CCS The denominator is ... construction costs of separation and recovery, transport, and storage excluding power generation The cost of separation and recovery corresponds to the costs between with and without CCS of the IGCC power ... one inspectors with 13 Million yen for inspection for offshore management and maintenance, one inspectors with 11 Million yen for inspection for onshore management and maintenance, and one supervisor

Ngày tải lên: 02/11/2022, 08:50

... scientists and engineers, aiding in the study and design of systems that experience continuous perturbations from thermal or mechanical noise.5.2 Conceptual Background on Random Dynamical Systems A random ... we explore smaller physical, chemical, and biological systems, the influence of thermal and mechanical random motion becomes increasingly significant These systems' stochastic dynamics are typically ... response to inducers demonstrates characteristics of both OR and AND logic gates, termed a fuzzy AND logic gate.To understand the fuzzy AND logical behavior of the synthetic promoter, we developed

Ngày tải lên: 02/10/2024, 01:37