Search results for "Control and Optimization"
showing 10 items of 448 documents
Cluster analysis for portfolio optimization
2005
We consider the problem of the statistical uncertainty of the correlation matrix in the optimization of a financial portfolio. We show that the use of clustering algorithms can improve the reliability of the portfolio in terms of the ratio between predicted and realized risk. Bootstrap analysis indicates that this improvement is obtained in a wide range of the parameters N (number of assets) and T (investment horizon). The predicted and realized risk level and the relative portfolio composition of the selected portfolio for a given value of the portfolio return are also investigated for each considered filtering method.
Simultaneously recovering potentials and embedded obstacles for anisotropic fractional Schrödinger operators
2017
Let \begin{document}$A∈{\rm{Sym}}(n× n)$\end{document} be an elliptic 2-tensor. Consider the anisotropic fractional Schrodinger operator \begin{document}$\mathscr{L}_A^s+q$\end{document} , where \begin{document}$\mathscr{L}_A^s: = (-\nabla·(A(x)\nabla))^s$\end{document} , \begin{document}$s∈ (0, 1)$\end{document} and \begin{document}$q∈ L^∞$\end{document} . We are concerned with the simultaneous recovery of \begin{document}$q$\end{document} and possibly embedded soft or hard obstacles inside \begin{document}$q$\end{document} by the exterior Dirichlet-to-Neumann (DtN) map outside a bounded domain \begin{document}$Ω$\end{document} associated with \begin{document}$\mathscr{L}_A^s+q$\end{docume…
Hydrogen Dark Fermentation for Degradation of Solid andLiquid Food Waste
2021
The constant increase in the amount of food waste accumulating in landfills and discharged into the water reservoirs causes environment pollution and threatens human health. Solid and liquid food wastes include fruit, vegetable, and meat residues, alcohol bard, and sewage from various food enterprises. These products contain high concentrations of biodegradable organic compounds and represent an inexpensive and renewable substrate for the hydrogen fermentation. The goal of the work was to study the efficiency of hydrogen obtaining and decomposition of solid and liquid food waste via fermentation by granular microbial preparation (GMP). The application of GMP improved the efficiency of the d…
Analysis of Pollutant Emissions on City Arteries—Aspects of Transport Management
2021
The aim of the study is to present a methodology for analyzing pollution emissions in a medium-sized city using modern traffic simulations in the aspect of minimizing exhaust emissions. The scope of the research and the methods of analysis used differ from those applied in big cities projects that can be found in the literature, Therefore the progressive elaboration model has been applied methodically to formulate and carry out the feasibility study. To perform microscopic traffic simulations, the software Simulation of Urban Mobility (SUMO—German Aerospace Center (DLR), Berlin, Germany) was applied. Thanks to the simulations, changes in traffic organization were accurately identified in th…
A computational approximation for the solution of retarded functional differential equations and their applications to science and engineering
2021
<p style='text-indent:20px;'>Delay differential equations are of great importance in science, engineering, medicine and biological models. These type of models include time delay phenomena which is helpful for characterising the real-world applications in machine learning, mechanics, economics, electrodynamics and so on. Besides, special classes of functional differential equations have been investigated in many researches. In this study, a numerical investigation of retarded type of these models together with initial conditions are introduced. The technique is based on a polynomial approach along with collocation points which maintains an approximated solutions to the problem. Beside…
A Novel Computational Approach for Harmonic Mitigation in PV Systems with Single-Phase Five-Level CHBMI
2018
In this paper, a novel approach to low order harmonic mitigation in fundamental switching frequency modulation is proposed for high power photovoltaic (PV) applications, without trying to solve the cumbersome non-linear transcendental equations. The proposed method allows for mitigation of the first-five harmonics (third, fifth, seventh, ninth, and eleventh harmonics), to reduce the complexity of the required procedure and to allocate few computational resource in the Field Programmable Gate Array (FPGA) based control board. Therefore, the voltage waveform taken into account is different respect traditional voltage waveform. The same concept, known as “voltage cancelation”, used for single-…
Stability of the Calderón problem in admissible geometries
2014
In this paper we prove log log type stability estimates for inverse boundary value problems on admissible Riemannian manifolds of dimension n ≥ 3. The stability estimates correspond to the uniqueness results in [13]. These inverse problems arise naturally when studying the anisotropic Calderon problem. peerReviewed
Least gradient functions in metric random walk spaces
2019
In this paper we study least gradient functions in metric random walk spaces, which include as particular cases the least gradient functions on locally finite weighted connected graphs and nonlocal least gradient functions on $\mathbb{R}^N$. Assuming that a Poincar\'e inequality is satisfied, we study the Euler-Lagrange equation associated with the least gradient problem. We also prove the Poincar\'e inequality in a few settings.
Unique continuation property and Poincar�� inequality for higher order fractional Laplacians with applications in inverse problems
2020
We prove a unique continuation property for the fractional Laplacian $(-\Delta)^s$ when $s \in (-n/2,\infty)\setminus \mathbb{Z}$. In addition, we study Poincar\'e-type inequalities for the operator $(-\Delta)^s$ when $s\geq 0$. We apply the results to show that one can uniquely recover, up to a gauge, electric and magnetic potentials from the Dirichlet-to-Neumann map associated to the higher order fractional magnetic Schr\"odinger equation. We also study the higher order fractional Schr\"odinger equation with singular electric potential. In both cases, we obtain a Runge approximation property for the equation. Furthermore, we prove a uniqueness result for a partial data problem of the $d$-…
Superconductive and insulating inclusions for linear and non-linear conductivity equations
2015
We detect an inclusion with infinite conductivity from boundary measurements represented by the Dirichlet-to-Neumann map for the conductivity equation. We use both the enclosure method and the probe method. We use the enclosure method to prove partial results when the underlying equation is the quasilinear $p$-Laplace equation. Further, we rigorously treat the forward problem for the partial differential equation $\operatorname{div}(\sigma\lvert\nabla u\rvert^{p-2}\nabla u)=0$ where the measurable conductivity $\sigma\colon\Omega\to[0,\infty]$ is zero or infinity in large sets and $1<p<\infty$.