• 제목/요약/키워드: monotonicity

검색결과 141건 처리시간 0.023초

구간치 쇼케이적분과 위험률 가격 측정에서의 응용 (Interval-valued Choquet integrals and applications in pricing risks)

  • 장이채
    • 한국지능시스템학회논문지
    • /
    • 제17권4호
    • /
    • pp.451-454
    • /
    • 2007
  • Non-additive measures and their corresponding Choquet integrals are very useful tools which are used in both insurance and financial markets. In both markets, it is important to update prices to account for additional information. The update price is represented by the Choquet integral with respect to the conditioned non-additive measure. In this paper, we consider a price functional H on interval-valued risks defined by interval-valued Choquet integral with respect to a non-additive measure. In particular, we prove that if an interval-valued pricing functional H satisfies the properties of monotonicity, comonotonic additivity, and continuity, then there exists an two non-additive measures ${\mu}1,\;{\mu}2$ such that it is represented by interval-valued choquet integral on interval-valued risks.

시변 시간지연을 가지는 입력제한 시스템의 모델예측제어 (Model Predictive Control for Input Constrained Systems with Time-varying Delay)

  • 이상문
    • 전기학회논문지
    • /
    • 제61권7호
    • /
    • pp.1019-1023
    • /
    • 2012
  • This paper considers a model predictive control problem of discrete-time constrained systems with time-varying delay. For this problem, a delay dependent state feedback control approach is used to achieve asymptotic stabilization of systems with input constraints. Based on Lyapunov stability theory, a new stability condition is obtained via linear matrix inequality formulation to find cost monotonicity condition of the model predictive control algorithm which guarantee the closed loop stability. Finally, the proposed method is applied to a numerical example in order to show the effectiveness of our results.

혼잡시 신호제어전략 연구 (Signal Control Policies in Saturated Network)

  • 임용택
    • 대한교통학회지
    • /
    • 제16권3호
    • /
    • pp.81-92
    • /
    • 1998
  • 교통신호제어는 교타로상에서 유입 차량들을 관제할 뿐만 아니라 교통사고를 예방 하는 역할을 하고 있다. 또한 최근에는 네트워크의 최적화 도구로도 활용되는 추세에 있다. 1950년대 후반 신호제어에 대한 Webster의 제어전략이 발표된 이후 관련 학자들에 의해 몇 개의 신호제어 전략들이 발표되었지만, 이들 전략들은 대부분 비포화시를 반영하는 전략 들이었다. 그러나 최근의 도심 가로망들은 근포화나 과포화 등 극심한 교통혼잡을 겪고 있 기 때문에 이에 부합하는 새로운 신호제어전략이 요구되고 있다. 본 연구는 네트워크 차원 의 신호제어전략을 수립하기 위한 첫 번째 연구로서 혼잡시를 고려한 2가지의 새로운 교통 신호제어전략을 제시하였다. 첫 번째 신호전략은 과포화시 차량들의 대기행렬을 수용할 수 있는 접근로의 수용용량을 고려한 전략이며, 두 번째 전략은 overflow에 의한 차량들의 지 체시간을 최소화시키는 전략이다. 본 연구에서는 기존의 2개 신호전략과 새로운 전략들을 예제 가로망을 대상으로 서로 비교, 평가하였으며, 신호제어전략이 통행배정모형(traffic assignment)과 결합하는 경우 유일해(unique solution)가 존재하는지(monotonicity condition)도 검토하였다.

  • PDF

LONG-TIME BEHAVIOR OF SOLUTIONS TO A NONLOCAL QUASILINEAR PARABOLIC EQUATION

  • Thuy, Le Thi;Tinh, Le Tran
    • 대한수학회논문집
    • /
    • 제34권4호
    • /
    • pp.1365-1388
    • /
    • 2019
  • In this paper we consider a class of nonlinear nonlocal parabolic equations involving p-Laplacian operator where the nonlocal quantity is present in the diffusion coefficient which depends on $L^p$-norm of the gradient and the nonlinear term is of polynomial type. We first prove the existence and uniqueness of weak solutions by combining the compactness method and the monotonicity method. Then we study the existence of global attractors in various spaces for the continuous semigroup generated by the problem. Finally, we investigate the existence and exponential stability of weak stationary solutions to the problem.

GLOBAL ATTRACTOR FOR A CLASS OF QUASILINEAR DEGENERATE PARABOLIC EQUATIONS WITH NONLINEARITY OF ARBITRARY ORDER

  • Tran, Thi Quynh Chi;Le, Thi Thuy;Nguyen, Xuan Tu
    • 대한수학회논문집
    • /
    • 제36권3호
    • /
    • pp.447-463
    • /
    • 2021
  • In this paper we study the existence and long-time behavior of weak solutions to a class of quasilinear degenerate parabolic equations involving weighted p-Laplacian operators with a new class of nonlinearities. First, we prove the existence and uniqueness of weak solutions by combining the compactness and monotone methods and the weak convergence techniques in Orlicz spaces. Then, we prove the existence of global attractors by using the asymptotic a priori estimates method.

ON A CLASS OF QUASILINEAR ELLIPTIC EQUATION WITH INDEFINITE WEIGHTS ON GRAPHS

  • Man, Shoudong;Zhang, Guoqing
    • 대한수학회지
    • /
    • 제56권4호
    • /
    • pp.857-867
    • /
    • 2019
  • Suppose that G = (V, E) is a connected locally finite graph with the vertex set V and the edge set E. Let ${\Omega}{\subset}V$ be a bounded domain. Consider the following quasilinear elliptic equation on graph G $$\{-{\Delta}_{pu}={\lambda}K(x){\mid}u{\mid}^{p-2}u+f(x,u),\;x{\in}{\Omega}^{\circ},\\u=0,\;x{\in}{\partial}{\Omega},$$ where ${\Omega}^{\circ}$ and ${\partial}{\Omega}$ denote the interior and the boundary of ${\Omega}$, respectively, ${\Delta}_p$ is the discrete p-Laplacian, K(x) is a given function which may change sign, ${\lambda}$ is the eigenvalue parameter and f(x, u) has exponential growth. We prove the existence and monotonicity of the principal eigenvalue of the corresponding eigenvalue problem. Furthermore, we also obtain the existence of a positive solution by using variational methods.

System RBDO of truss structures considering interval distribution parameters

  • Zaeimi, Mohammad;Ghoddosian, Ali
    • Structural Engineering and Mechanics
    • /
    • 제70권1호
    • /
    • pp.81-96
    • /
    • 2019
  • In this paper, a hybrid uncertain model is applied to system reliability based design optimization (RBDO) of trusses. All random variables are described by random distributions but some key distribution parameters of them which lack information are defined by variation intervals. For system RBDO of trusses, the first order reliability method, as well as monotonicity analysis and the branch and bound method, are utilized to determine the system failure probability; and Improved (${\mu}+{\lambda}$) constrained differential evolution (ICDE) is employed for the optimization process. System reliability assessment of several numerical examples and system RBDO of different truss structures are proposed to verify our results. Moreover, the effect of different classes of interval distribution parameters on the optimum weight of the structure and the reliability index are also investigated. The results indicate that the weight of the structure is increased by increasing the uncertainty level. Moreover, it is shown that for a certain random variable, the optimum weight is more increased by the translation interval parameters than the rotation ones.

GENERAL BICONVEX FUNCTIONS AND BIVARIATIONAL-LIKE INEQUALITIES

  • Noor, Muhammad Aslam
    • Nonlinear Functional Analysis and Applications
    • /
    • 제27권1호
    • /
    • pp.23-44
    • /
    • 2022
  • In this paper, we consider and introduce some new concepts of the biconvex functions involving an arbitrary bifunction and function. Some new relationships among various concepts of biconvex functions have been established. We have shown that the optimality conditions for the general biconvex functions can be characterized by a class of bivariational-like inequalities. Auxiliary principle technique is used to propose proximal point methods for solving general bivariational-like inequalities. We also discussed the conversance criteria for the suggested methods under pseudo-monotonicity. Our method of proof is very simple compared with methods. Several special cases are discussed as applications of our main concepts and results. It is a challenging problem to explore the applications of the general bivariational-like inequalities in pure and applied sciences.

Remaining useful life prediction for PMSM under radial load using particle filter

  • Lee, Younghun;Kim, Inhwan;Choi, Sikgyoung;Oh, Jaewook;Kim, Namsu
    • Smart Structures and Systems
    • /
    • 제29권6호
    • /
    • pp.799-805
    • /
    • 2022
  • Permanent magnet synchronous motors (PMSMs) are widely used in systems requiring high control precision, efficiency, and reliability. Predicting the remaining useful life (RUL) with health monitoring of PMSMs prevents catastrophic failure and ensures reliable operation of system. In this study, a model-based method for predicting the RUL of PMSMs using phase current and vibration signals is proposed. The proposed method includes feature selection and RUL prediction based on a particle filter with a degradation model. The Paris-Erdogan model describing micro fatigue crack propagation is used as the degradation model. An experimental set-up to conduct accelerated life test, capable of monitoring various signals was designed in this study. Phase current and vibration data obtained from an accelerated life test of the PMSMs were used to verify the proposed approach. Features extracted from the data were clustered based on monotonicity and correlation clustering, respectively. The results identify the effectiveness of using the current data in predicting the RUL of PMSMs.

Interpretations of Negative Degree Sentences and Questions

  • Kwak, Eun-Joo
    • 영어영문학
    • /
    • 제56권6호
    • /
    • pp.1135-1161
    • /
    • 2010
  • The interpretations of degree expressions require the postulation of new entities to represent degrees. Diverse entities such as degrees, intervals, and vectors are adopted for degree expressions. Positive degree sentences and questions are properly construed with the introduction of these entities, but their negative counterparts need more consideration. Negative degree sentences show dual patterns of entailments depending on contexts, and negative degree questions are unacceptable, making weak islands. To explicate the distinct nature of negative degree sentences and questions, Fox & Hackl (2006) provide an analysis based on degrees while Abrusan & Spector (2010) suggest a proposal in interval readings of degree expressions. I have pointed out the theoretical problems of these analyses and proposed an alternative in the framework of the vector space semantics, following Winter (2005). Bi-directional scales in vector space fit well with the dual patterns of negative degree sentences, and the notion of a reference vector is useful to accommodate the contextual influence in negative degree sentences and to deal with the unacceptability of negative degree questions.