• Title/Summary/Keyword: The First Derivative

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An Algorithm to Optimize Portfolio Weights for the First Degree Stochastic Dominance (1차 확률적 지배를 하는 포트폴리오 가중치의 탐색에 관한 연구)

  • 류춘호
    • Journal of the Korean Operations Research and Management Science Society
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    • v.28 no.1
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    • pp.25-36
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    • 2003
  • Unlike the mean-variance approach, the stochastic dominance approach Is to form a portfolio that first-degree stochastically dominates a predetermined benchmark portfolio, e.g. KOSPI. Analytically defining the first derivative of the objective function, an optimal algorithm of nonlinear programming was developed to search a set of optimal weights systematically and tested with promising results against veal data sets from Korean stock market.

New Calibration Methods for improving the Accuracy of AFM (원자간력 현미경의 자율교정법)

  • Kweon, Hyun-Kyu;Go, Young-Chae
    • Proceedings of the KSME Conference
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    • 2001.06b
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    • pp.48-52
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    • 2001
  • In this paper presents an accurate AFM used that is free from the Z-directional distortion of a servo actuator is described. Two mathematical correction methods by the in-situ self-calibrationare employed in this AFM. One is the method by the integration, and the other is the method by inverse function of the calibration curve. The in situ self-calibration method by the integration, the derivative of the calibration curve function of the PZT actuator is calculated from the profile measurement data sets which are obtained by repeating measurements after a small Z-directional shift. Input displacement at each sampling point is approximately estimated first by using a straight calibration line. The derivative is integrated with reference to the approximate input to obtain the approximate calibration curve. Then the approximation of the input value of each sampling point is improved using the obtained calibration curve. Next the integral of the derivative is improved using the newly estimated input values. As a result of repeating these improving process, the calibration curve converges to the correct one, and the distortion of the AFM image can be corrected. In the in situ self-calibration through evaluating the inverse function of the calibration curve, the profile measurement data sets were used during the data processing technique. Principles and experimental results of the two methods are presented.

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EXPONENTIALLY FITTED NUMERICAL SCHEME FOR SINGULARLY PERTURBED DIFFERENTIAL EQUATIONS INVOLVING SMALL DELAYS

  • ANGASU, MERGA AMARA;DURESSA, GEMECHIS FILE;WOLDAREGAY, MESFIN MEKURIA
    • Journal of applied mathematics & informatics
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    • v.39 no.3_4
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    • pp.419-435
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    • 2021
  • This paper deals with numerical treatment of singularly perturbed differential equations involving small delays. The highest order derivative in the equation is multiplied by a perturbation parameter 𝜀 taking arbitrary values in the interval (0, 1]. For small 𝜀, the problem involves a boundary layer of width O(𝜀), where the solution changes by a finite value, while its derivative grows unboundedly as 𝜀 tends to zero. The considered problem contains delay on the convection and reaction terms. The terms with the delays are approximated using Taylor series approximations resulting to asymptotically equivalent singularly perturbed BVPs. Inducing exponential fitting factor for the term containing the singular perturbation parameter and using central finite difference for the derivative terms, numerical scheme is developed. The stability and uniform convergence of difference schemes are studied. Using a priori estimates we show the convergence of the scheme in maximum norm. The scheme converges with second order of convergence for the case 𝜀 = O(N-1) and for the case 𝜀 ≪ N-1, the scheme converge uniformly with first order of convergence, where N is number of mesh intervals in the domain discretization. We compare the accuracy of the developed scheme with the results in the literature. It is found that the proposed scheme gives accurate result than the one in the literatures.

Adaptive second-order nonsingular terminal sliding mode power-level control for nuclear power plants

  • Hui, Jiuwu;Yuan, Jingqi
    • Nuclear Engineering and Technology
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    • v.54 no.5
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    • pp.1644-1651
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    • 2022
  • This paper focuses on the power-level control of nuclear power plants (NPPs) in the presence of lumped disturbances. An adaptive second-order nonsingular terminal sliding mode control (ASONTSMC) scheme is proposed by resorting to the second-order nonsingular terminal sliding mode. The pre-existing mathematical model of the nuclear reactor system is firstly described based on point-reactor kinetics equations with six delayed neutron groups. Then, a second-order sliding mode control approach is proposed by integrating a proportional-derivative sliding mode (PDSM) manifold with a nonsingular terminal sliding mode (NTSM) manifold. An adaptive mechanism is designed to estimate the unknown upper bound of a lumped uncertain term that is composed of lumped disturbances and system states real-timely. The estimated values are then added to the controller, resulting in the control system capable of compensating the adverse effects of the lumped disturbances efficiently. Since the sign function is contained in the first time derivative of the real control law, the continuous input signal is obtained after integration so that the chattering effects of the conventional sliding mode control are suppressed. The robust stability of the overall control system is demonstrated through Lyapunov stability theory. Finally, the proposed control scheme is validated through simulations and comparisons with a proportional-integral-derivative (PID) controller, a super twisting sliding mode controller (STSMC), and a disturbance observer-based adaptive sliding mode controller (DO-ASMC).

Locating cracks in RC structures using mode shape-based indices and proposed modifications

  • Fayyadh, Moatasem M.;Razak, Hashim Abdul
    • Advances in Computational Design
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    • v.7 no.1
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    • pp.81-98
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    • 2022
  • This study presents the application of two indices for the locating of cracks in Reinforced Concrete (RC) structures, as well as the development of their modified forms to overcome limitations. The first index is based on mode shape curvature and the second index is based on the fourth derivative of the mode shape. In order to confirm the indices' effectiveness, both eigenvalues coupled with nonlinear static analyses were carried out and the eigenvectors for two different damage locations and intensities of load were obtained from the finite element model of RC beams. The values of the damage-locating indices derived using both indices were then compared. Generally, the mode shape curvature-based index suffered from insensitivity when attempting to detect the damage location; this also applied to the mode shape fourth derivative-based index at lower modes. However, at higher modes, the mode shape fourth derivative-based index gave an acceptable indication of the damage location. Both the indices showed inconsistencies and anomalies at the supports. This study proposed modification to both indices to overcome identified flaws. The results proved that modified forms exhibited better sensitivity for identifying the damage location. In addition, anomalies at the supports were eliminated.

Safety Analysis for Installation of Offshore Structure based on Proportional-Derivative Control Strategy with Multibody System

  • Cha, Ju-Hwan;Nam, Bo-Woo;Ha, Sol
    • Journal of Advanced Research in Ocean Engineering
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    • v.4 no.1
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    • pp.35-46
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    • 2018
  • In this paper, safety analysis of the process of installing offshore structures such as manifolds and jacket-type substructures using floating cranes and barges in waves is performed. The safety analysis consists of three components. First, the dynamic responses of the offshore structure, cranes, and barge, all of which are moored and connected using wire ropes, are analyzed. Second, tensions in the wire ropes connecting the cranes and the offshore structures are calculated. Finally, any collision between the offshore structure and the cranes or the barge that transports the offshore structure is detected. Equations of motion of the offshore structure, cranes, and barge are formulated based on multibody dynamics, as well as considering the hydrostatic, hydrodynamic, and mooring forces. Additionally, proportional-derivative control of the tagline between the cranes and the offshore structure is performed to verify the safety of the installation process, as well as for reducing the dynamic response and collisions among them.

Physicochemical Characteristics of Cephalosporin Derivative, CKD-604 : Stabilization and Solubilization in Aqueous Media (세팔로스포린계 유도체 CKD-604 물성연구 : 수용액중에서의 안정화 및 가용화)

  • Kwon, Soo-Yeon;Shin, Hee-Jong;Kim, Chong-Kook
    • Journal of Pharmaceutical Investigation
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    • v.29 no.3
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    • pp.205-210
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    • 1999
  • To formulate the parenteral delivery of a new cephalosporin derivative, 7-${\beta}$-[(2)-2-(2-arninothiazol-4-yl)-2methoxyiminoacetamido]- 3- [(2,3-cyclopenteno-4-carbamoyl-l-pyridinium)methyl]- 3-cephem-4-carboxylate sulfate( CKD604), the stability and solubility of CKD-604 in various aqueous media were investigated. The degradation kinetics of CKD-604 in aqueous solutions (ionic strength 0.1, pH 1-8) were studied at $37^{\circ}C$. The observed degradation rates followed pseudo first order kinetics. The pH-rate profile exhibited a minimum degradation rate at pH 5. The Arrhenius activation energy was 14.2 kcal/mol in pH 5 buffer solution. Excellent agreement between the cephalosporins' theoretical pH-rate profile and the experimental data indicated that the degradation pathway of CKD-604 could be predicted according to the general pathway of cephalosporins. The solubility of CKD-604 was 8.16 mg/ml at $25^{\circ}C$. To enhance the solubility and adjust the suitable pH, CKD-604 was solubilized by using sodium ascorbate, ascorbic acid and urea. The compositions were obtained to satisfy optimum pH and concentration, and the total amount of additives was several times of the active ingredient, CKD-604.

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Damage detection of plate-like structures using intelligent surrogate model

  • Torkzadeh, Peyman;Fathnejat, Hamed;Ghiasi, Ramin
    • Smart Structures and Systems
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    • v.18 no.6
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    • pp.1233-1250
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    • 2016
  • Cracks in plate-like structures are some of the main reasons for destruction of the entire structure. In this study, a novel two-stage methodology is proposed for damage detection of flexural plates using an optimized artificial neural network. In the first stage, location of damages in plates is investigated using curvature-moment and curvature-moment derivative concepts. After detecting the damaged areas, the equations for damage severity detection are solved via Bat Algorithm (BA). In the second stage, in order to efficiently reduce the computational cost of model updating during the optimization process of damage severity detection, multiple damage location assurance criterion index based on the frequency change vector of structures are evaluated using properly trained cascade feed-forward neural network (CFNN) as a surrogate model. In order to achieve the most generalized neural network as a surrogate model, its structure is optimized using binary version of BA. To validate this proposed solution method, two examples are presented. The results indicate that after determining the damage location based on curvature-moment derivative concept, the proposed solution method for damage severity detection leads to significant reduction of computational time compared with direct finite element method. Furthermore, integrating BA with the efficient approximation mechanism of finite element model, maintains the acceptable accuracy of damage severity detection.

Magnetic Disturbance Model-Embedded Heading Estimation Filter for Time-Varying Magnetic Environments (시변 자기 환경에 강한 자기왜곡 모델 내장형 헤딩 추정 필터)

  • Lee, Jung Keun;Choi, Mi Jin
    • Journal of Sensor Science and Technology
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    • v.26 no.4
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    • pp.286-291
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    • 2017
  • With regards to heading estimation using gyroscope and magnetometer signals, magnetic disturbance added in the magnetometer signals is a main degradation factor in the estimation accuracy. Although there are a number of existing mechanisms that may properly compensate for the magnetic disturbances, they are designed to react only to the magnetic disturbances, but not to the time derivative of disturbances. Note that the sensors may experience abrupt changes in the magnetic disturbances, particularly for ambulatory applications. This paper proposes a magnetic disturbance model-embedded heading estimation filter for time-varying magnetic environments. The proposed magnetic disturbance model is based on a first-order Markov chain with a conditional switching technique depending on the time derivative of disturbances. Once a high amount of derivative is detected, the corrupted magnetometer signals are discarded to protect the filter from them. In our experimental results, the averaged heading error of tests was $1.46^{\circ}$, while that of the original approach without switching was $5.75^{\circ}$.

Pre-Service Secondary Mathematics Teachers' Modification of Derivative Tasks (중등 수학 예비교사의 미분계수 과제 변형)

  • Kim, Ha Lim;Lee, Kyeong-Hwa
    • School Mathematics
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    • v.18 no.3
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    • pp.711-731
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    • 2016
  • The purpose of this study is to investigate how pre-service secondary mathematics teachers modify mathematical tasks from a textbook and learning opportunities they have during the task modification. In the pursuit of this purpose, tasks was selected from derivative units in a textbook and five pre-service teachers was asked to modify the tasks. The findings from analysis are as follows. First, the cognitive demands of modified tasks were maintained or higher than those of the originals. Pre-service teachers' tendency toward conceptual understanding of derivative seems to make the result. Second, task modification provided a lot of learning opportunities for pre-service teachers. They tried to know intention of curriculum and textbook, realized the importance of predicting students' responses, and had opportunities for cooperation and reflective thinking.