Search results for "Mathematical optimization"

Adaptive Gaussian particle method for the solution of the Fokker-Planck equation

2012

The Fokker-Planck equation describes the evolution of the probability density for a stochastic ordinary differential equation (SODE). A solution strategy for this partial differential equation (PDE) up to a relatively large number of dimensions is based on particle methods using Gaussians as basis functions. An initial probability density is decomposed into a sum of multivariate normal distributions and these are propagated according to the SODE. The decomposition as well as the propagation is subject to possibly large numeric errors due to the difficulty to control the spatial residual over the whole domain. In this paper a new particle method is derived, which allows a deterministic error…

Numerical solution of a multi-class model for batch settling in water resource recovery facilities

2017

In Torfs et al. (2017) a new unified framework to model settling tanks in water resource recovery facilities was proposed providing a set of partial differential equations (PDEs) modelling different settling unit processes in wastewater treatment such as primary and secondary settling tanks (PSTs and SSTs). The extension to a multi-class framework to deal with the distributed properties of the settling particles leads to a system of non-linear hyperbolic-parabolic PDEs whose solutions may contain very sharp transitions. This necessitates the use of a consistent and robust numerical method to obtain well-resolved and reliable approximations to the PDE solutions. The use of implicit–explicit …

A Projected Algebraic Multigrid Method for Linear Complementarity Problems

2011

We present an algebraic version of an iterative multigrid method for obstacle problems, called projected algebraic multigrid (PAMG) here. We show that classical AMG algorithms can easily be extended to deal with this kind of problem. This paves the way for efficient multigrid solution of obstacle problems with partial differential equations arising, for example, in financial engineering.

Applying fuzzy Particle Swarm Optimization to Multi-unit Double Auctions

2010

Abstract In the context of Quadratic Programming Problems, we use a fuzzy Particle Swarm Optimization (PSO) algorithm to analyze a Multi-unit Double Auction (MDA) market. We give also a Linear Programming (LP) based upper bound to help the decision maker in dealing with constraints in the mathematical model. In the computational study, we evaluate our algorithm and show that it is a feasible approach for processing bids and calculating assignments.

First-passage problem for nonlinear systems under Lévy white noise through path integral method

2016

In this paper, the first-passage problem for nonlinear systems driven by $$\alpha $$ -stable Levy white noises is considered. The path integral solution (PIS) is adopted for determining the reliability function and first-passage time probability density function of nonlinear oscillators. Specifically, based on the properties of $$\alpha $$ -stable random variables and processes, PIS is extended to deal with Levy white noises with any value of the stability index $$\alpha $$ . Application to linear and nonlinear systems considering different values of $$\alpha $$ is reported. Comparisons with pertinent Monte Carlo simulation data demonstrate the accuracy of the results.

A homography formulation to the 3pt plus a common direction relative pose problem

2014

International audience; In this paper we present an alternative formulation for the minimal solution to the 3pt plus a common direction relative pose prob-lem. Instead of the commonly used epipolar constraint we use the homog-raphy constraint to derive a novel formulation for the 3pt problem. This formulation allows the computation of the normal vector of the plane defined by the three input points without any additional computation in addition to the standard motion parameters of the camera. We show the working of the method on synthetic and real data sets and compare it to the standard 3pt method and the 5pt method for relative pose estima-tion. In addition we analyze the degenerate condi…

Fitting and Testing Point Process Models

2008

Boundary Element Crystal Plasticity Method

2017

A three-dimensional (3D) boundary element method for small strains crystal plasticity is described. The method, developed for polycrystalline aggregates, makes use of a set of boundary integral equations for modeling the individual grains, which are represented as anisotropic elasto-plastic domains. Crystal plasticity is modeled using an initial strains boundary integral approach. The integration of strongly singular volume integrals in the anisotropic elasto-plastic grain-boundary equations are discussed. Voronoi-tessellation micro-morphologies are discretized using nonstructured boundary and volume meshes. A grain-boundary incremental/iterative algorithm, with rate-dependent flow and har…

Solving continuous models with dependent uncertainty: a computational approach

2013

This paper presents a computational study on a quasi-Galerkin projection-based method to deal with a class of systems of random ordinary differential equations (r.o.d.e.'s) which is assumed to depend on a finite number of random variables (r.v.'s). This class of systems of r.o.d.e.'s appears in different areas, particularly in epidemiology modelling. In contrast with the other available Galerkin-based techniques, such as the generalized Polynomial Chaos, the proposed method expands the solution directly in terms of the random inputs rather than auxiliary r.v.'s. Theoretically, Galerkin projection-based methods take advantage of orthogonality with the aim of simplifying the involved computat…

Relaxed Stability and Performance LMI Conditions for Takagi-Sugeno Fuzzy Systems With Polynomial Constraints on Membership Function Shapes

2008

Most linear matrix inequality (LMI) fuzzy control results in literature are valid for any membership function, i.e., independent of the actual membership shape. Hence, they are conservative (with respect to other nonlinear control approaches) when specific knowledge of the shapes is available. This paper presents relaxed LMI conditions for fuzzy control that incorporate such shape information in the form of polynomial constraints, generalizing previous works by the authors. Interesting particular cases are overlap (product) bounds and ellipsoidal regions. Numerical examples illustrate the achieved improvements, as well as the possibilities of solving some multiobjective problems. The result…