Numerical Algebra Control and Optimization最新文献_第6页

Description of multi-periodic signals generated by complex systems: NOCFASS - New possibilities of the Fourier analysis 复杂系统产生的多周期信号的描述:NOCFASS -傅里叶分析的新可能性

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2022-01-01 DOI: 10.3934/naco.2022008

R. Nigmatullin, Vadim S. Alexandrov, P. Agarwal, Shilpi Jain, Necati Ozdemir

{"title":"Description of multi-periodic signals generated by complex systems: NOCFASS - New possibilities of the Fourier analysis","authors":"R. Nigmatullin, Vadim S. Alexandrov, P. Agarwal, Shilpi Jain, Necati Ozdemir","doi":"10.3934/naco.2022008","DOIUrl":"https://doi.org/10.3934/naco.2022008","url":null,"abstract":"Here, we show how to extend the possibilities of the conventional F-analysis and adapt it for quantitative description of multi-periodic signals recorded from different complex systems. The basic idea lies in filtration property of the Dirichlet function that allows finding the leading frequencies (having the predominant amplitudes) and the shortcut frequency band allows to fit the initial random signal with high accuracy (with the value of the relative error less than 5%). This modification defined as NOCFASS-approach (Non-Orthogonal Combined Fourier Analysis of the Smoothed Signals) can be applied to a wide class of different signals having multi-periodic structure. We want to underline here that the shortcut frequency dispersion has linear dependence begin{document}$ Omega_{k} = c.k+d $end{document} that differs from the conventional dispersion accepted in the conventional Fourier transformation begin{document}$ omega(k) = frac{2pi k}{T} $end{document}. (T is a period of the initial signal). With the help of integration procedure one can extract a low-frequency trend from trendless sequences that allows to applying the NOCFASS approach for calculation of the desired amplitude-frequency response (AFR) from different \"noisy\" random sequences. In order to underline the multi-periodic structure of random signals under analysis we consider two nontrivial examples. (a) The peculiarities of the AFR associated with Weierstrass-Mandelbrot function. (b) The random behavior of the voltammograms (VAGs) background measured for an electrochemical cell with one active electrode. We do suppose that the proposed NOCFASS-approach having new attractive properties as the simplicity of realization, agility to the problem formulated will find a wide propagation in the modern signal processing area.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":"17 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90942890","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2

A survey of numerical solutions for stochastic control problems: Some recent progress 随机控制问题数值解的研究进展

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2022-01-01 DOI: 10.3934/naco.2022004

Zhu Jin, Mingxue Qiu, K. Tran, G. Yin

引用次数: 4

Levenberg-Marquardt method for absolute value equation associated with second-order cone 二阶锥相关绝对值方程的Levenberg-Marquardt方法

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2022-01-01 DOI: 10.3934/naco.2021050

Xin He Miao, Kai Yao, Ching-Yu Yang, Jein-Shan Chen

引用次数: 6

Weak convergence theorems for symmetric generalized hybrid mappings and equilibrium problems 对称广义混合映射和平衡问题的弱收敛定理

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2022-01-01 DOI: 10.3934/naco.2021051

Do Sang Kim, N. N. Hai, B. Dinh

引用次数: 1

Null controllability of Hilfer fractional stochastic differential equations with nonlocal conditions 非局部条件下Hilfer分数阶随机微分方程的零可控性

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2022-01-01 DOI: 10.3934/naco.2022029

D. Chalishajar, K. Ravikumar, K. Ramkumar, A. Anguraj

引用次数: 4

Optimal control problem governed by an infinite dimensional two-nilpotent bilinear systems 一类无限维二幂零双线性系统的最优控制问题

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2022-01-01 DOI: 10.3934/naco.2022018

A. Aib, N. Bensalem

引用次数: 1

A two-stage data envelopment analysis approach to solve extended transportation problem with non-homogenous costs 非均匀成本扩展运输问题的两阶段数据包络分析方法

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2022-01-01 DOI: 10.3934/naco.2022006

Aliyeh Hadi, S. Mehrabian

{"title":"A two-stage data envelopment analysis approach to solve extended transportation problem with non-homogenous costs","authors":"Aliyeh Hadi, S. Mehrabian","doi":"10.3934/naco.2022006","DOIUrl":"https://doi.org/10.3934/naco.2022006","url":null,"abstract":"The transportation problem is a particular type of linear programming problem in which the main objective is to minimize the cost. In marked contrast to the classical real-world transportation model, shipping supplies from one source to a destination cause several costs and benefits, each of which is incomparable to another. The extended transportation problem was first introduced in a study conducted by Amirteimoori [1]. In contrast, many important questions regarding the production possibility set, the place of costs, the benefits, and the essence of these costs were not fully addressed yet. Therefore, this paper focuses on transportation models that do not provide explicit output. This method is helpful because it is designed for a specific purpose: to send goods and supply-demand at the lowest cost and decision-maker; does not suffer from the confusion of costs and the various consequences of placing them costs and outputs. Furthermore, this model improves the contradiction between the essence of the problem and the input/output-oriented data envelopment analysis. In this paper, previous models that can not incorporate all the sources of inefficiency have been solved. We apply the slack-based measure(SBM) to calculate all identified inefficiency sources. A numerical example is considered to show the approach's applicability, as mentioned above, to actual life situations. As a result, the optimal costs achieved via the proposed method are more realistic and accurate by obtaining a more representative efficiency assessment. This example proved our proposed approach's efficiency, providing a more efficient solution by corporate all sources inefficiency and presenting efficient costs for each path.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":"9 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73000036","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Drazin theta and theta Drazin matrices 和Drazin矩阵

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2022-01-01 DOI: 10.3934/naco.2022023

Divya P. Shenoy

引用次数: 2

A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection 状态约束McKean-Vlasov方程控制的水平集方法:在可再生能源存储和投资组合选择中的应用

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2021-12-21 DOI: 10.3934/naco.2022033

Maximilien Germain, H. Pham, X. Warin

{"title":"A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection","authors":"Maximilien Germain, H. Pham, X. Warin","doi":"10.3934/naco.2022033","DOIUrl":"https://doi.org/10.3934/naco.2022033","url":null,"abstract":"We consider the control of McKean-Vlasov dynamics (or mean-field control) with probabilistic state constraints. We rely on a level-set approach which provides a representation of the constrained problem in terms of an unconstrained one with exact penalization and running maximum or integral cost. The method is then extended to the common noise setting. Our work extends (Bokanowski, Picarelli, and Zidani, SIAM J. Control Optim. 54.5 (2016), pp. 2568--2593) and (Bokanowski, Picarelli, and Zidani, Appl. Math. Optim. 71 (2015), pp. 125--163) to a mean-field setting. The reformulation as an unconstrained problem is particularly suitable for the numerical resolution of the problem, that is achieved from an extension of a machine learning algorithm from (Carmona, Lauri{`e}re, arXiv:1908.01613 to appear in Ann. Appl. Prob., 2019). A first application concerns the storage of renewable electricity in the presence of mean-field price impact and another one focuses on a mean-variance portfolio selection problem with probabilistic constraints on the wealth. We also illustrate our approach for a direct numerical resolution of the primal Markowitz continuous-time problem without relying on duality.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":"100 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2021-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81622617","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2

On fast convergence rates for generalized conditional gradient methods with backtracking stepsize 具有回溯步长的广义条件梯度方法的快速收敛速率

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2021-09-30 DOI: 10.3934/naco.2022026

K. Kunisch, Daniel Walter

引用次数: 5