In order to overcome the disturbance of noise,this paper presented a method to measure two-phase flow velocity using particle swarm optimization algorithm,nonlinear blind source separation and cross correlation method...In order to overcome the disturbance of noise,this paper presented a method to measure two-phase flow velocity using particle swarm optimization algorithm,nonlinear blind source separation and cross correlation method.Because of the nonlinear relationship between the output signals of capacitance sensors and fluid in pipeline,nonlinear blind source separation is applied.In nonlinear blind source separation,the odd polynomials of higher order are used to fit the nonlinear transformation function,and the mutual information of separation signals is used as the evaluation function.Then the parameters of polynomial and linear separation matrix can be estimated by mutual information of separation signals and particle swarm optimization algorithm,thus the source signals can be separated from the mixed signals.The two-phase flow signals with noise which are obtained from upstream and downstream sensors are respectively processed by nonlinear blind source separation method so that the noise can be effectively removed.Therefore,based on these noise-suppressed signals,the distinct curves of cross correlation function and the transit times are obtained,and then the velocities of two-phase flow can be accurately calculated.Finally,the simulation experimental results are given.The results have proved that this method can meet the measurement requirements of two-phase flow velocity.展开更多
Accurately solving transient nonlinear inverse heat conduction problems in complex structures is of great importance to provide key parameters for modeling coupled heat transfer process and the structure’s optimizati...Accurately solving transient nonlinear inverse heat conduction problems in complex structures is of great importance to provide key parameters for modeling coupled heat transfer process and the structure’s optimization design.The finite element method in ABAQUS is employed to solve the direct transient nonlinear heat conduction problem.Improved particle swarm optimization(PSO)method is developed and used to solve the transient nonlinear inverse problem.To investigate the inverse performances,some numerical tests are provided.Boundary conditions at inaccessible surfaces of a scramjet combustor with the regenerative cooling system are inversely identified.The results show that the new methodology can accurately and efficiently determine the boundary conditions in the scramjet combustor with the regenerative cooling system.By solving the transient nonlinear inverse problem,the improved particle swarm optimization for solving the transient nonlinear inverse heat conduction problem in a complex structure is verified.展开更多
This paper proposes a systematic method, integrating the uniform design (UD) of experiments and quantum-behaved particle swarm optimization (QPSO), to solve the problem of a robust design for a railway vehicle suspens...This paper proposes a systematic method, integrating the uniform design (UD) of experiments and quantum-behaved particle swarm optimization (QPSO), to solve the problem of a robust design for a railway vehicle suspension system. Based on the new nonlinear creep model derived from combining Hertz contact theory, Kalker's linear theory and a heuristic nonlinear creep model, the modeling and dynamic analysis of a 24 degree-of-freedom railway vehicle system were investigated. The Lyapunov indirect method was used to examine the effects of suspension parameters, wheel conicities and wheel rolling radii on critical hunting speeds. Generally, the critical hunting speeds of a vehicle system resulting from worn wheels with different wheel rolling radii are lower than those of a vehicle system having original wheels without different wheel rolling radii. Because of worn wheels, the critical hunting speed of a running railway vehicle substantially declines over the long term. For safety reasons, it is necessary to design the suspension system parameters to increase the robustness of the system and decrease the sensitive of wheel noises. By applying UD and QPSO, the nominal-the-best signal-to-noise ratio of the system was increased from -48.17 to -34.05 dB. The rate of improvement was 29.31%. This study has demonstrated that the integration of UD and QPSO can successfully reveal the optimal solution of suspension parameters for solving the robust design problem of a railway vehicle suspension system.展开更多
Fault diagnosis of nonlinear systems is of great importance in theory and practice, and the parameter estimation method is an effective strategy. Based on the framework of moving horizon estimation, fault parameters a...Fault diagnosis of nonlinear systems is of great importance in theory and practice, and the parameter estimation method is an effective strategy. Based on the framework of moving horizon estimation, fault parameters are identified by a proposed intelligent optimization algorithm called PSOSA, which could avoid premature convergence of standard particle swarm optimization (PSO) by introducing the probabilistic jumping property of simulated annealing (SA). Simulations on a three-tank system show the effectiveness of this optimization based fault diagnosis strategy.展开更多
The term‘optimization’refers to the process of maximizing the beneficial attributes of a mathematical function or system while minimizing the unfavorable ones.The majority of real-world situations can be modelled as...The term‘optimization’refers to the process of maximizing the beneficial attributes of a mathematical function or system while minimizing the unfavorable ones.The majority of real-world situations can be modelled as an optimization problem.The complex nature of models restricts traditional optimization techniques to obtain a global optimal solution and paves the path for global optimization methods.Particle Swarm Optimization is a potential global optimization technique that has been widely used to address problems in a variety of fields.The idea of this research is to use exponential basis functions and the particle swarm optimization technique to find a numerical solution for the Sine-Gordan equation,whose numerical solutions show the soliton form and has diverse applications.The implemented optimization technique is employed to determine the involved parameter in the basis functions,which was previously approximated as a random number in the work reported till now in the literature.The obtained results are comparable with the results obtained in the literature.The work is presented in the form of figures and tables and is found encouraging.展开更多
Blending is an important unit operation in process industry. Blending scheduling is nonlinear optimiza- tion problem with constraints. It is difficult to obtain optimum solution by other general optimization methods. ...Blending is an important unit operation in process industry. Blending scheduling is nonlinear optimiza- tion problem with constraints. It is difficult to obtain optimum solution by other general optimization methods. Particle swarm optimization (PSO) algorithm is developed for nonlinear optimization problems with both contin- uous and discrete variables. In order to obtain a global optimum solution quickly, PSO algorithm is applied to solve the problem of blending scheduling under uncertainty. The calculation results based on an example of gasoline blending agree satisfactory with the ideal values, which illustrates that the PSO algorithm is valid and effective in solving the blending scheduling problem.展开更多
The application of optimization methods to prediction issues is a continually exploring field.In line with this,this paper investigates the connectedness between the infected cases of COVID-19 and US fear index from a...The application of optimization methods to prediction issues is a continually exploring field.In line with this,this paper investigates the connectedness between the infected cases of COVID-19 and US fear index from a forecasting perspective.The complex characteristics of implied volatility risk index such as non-linearity structure,time-varying and nonstationarity motivate us to apply a nonlinear polynomial Hammerstein model with known structure and unknown parameters.We use the Hybrid Particle Swarm Optimization(HPSO)tool to identify the model parameters of nonlinear polynomial Hammerstein model.Findings indicate that,following a nonlinear polynomial behaviour cascaded to an autoregressive with exogenous input(ARX)behaviour,the fear index in US financial market is significantly affected by COVID-19-infected cases in the US,COVID-19-infected cases in the world and COVID-19-infected cases in China,respectively.Statistical performance indicators provided by the developed models show that COVID-19-infected cases in the US are particularly powerful in predicting the Cboe volatility index compared to COVID-19-infected cases in the world and China(MAPE(2.1013%);R2(91.78%)and RMSE(0.6363 percentage points)).The proposed approaches have also shown good convergence characteristics and accurate fits of the data.展开更多
Under complex currents, the motion governing equations of marine cables are complex and nonlinear, and the calculations of cable configuration and tension become difficult compared with those under the uniform or simp...Under complex currents, the motion governing equations of marine cables are complex and nonlinear, and the calculations of cable configuration and tension become difficult compared with those under the uniform or simple currents. To obtain the numerical results, the usual Newton-Raphson iteration is often adopted, but its stability depends on the initial guessed solution to the governing equations. To improve the stability of numerical calculation, this paper proposed separated the particle swarm optimization, in which the variables are separated into several groups, and the dimension of search space is reduced to facilitate the particle swarm optimization. Via the separated particle swarm optimization, these governing nonlinear equations can be solved successfully with any initial solution, and the process of numerical calculation is very stable. For the calculations of cable configuration and tension of marine cables under complex currents, the proposed separated swarm particle optimization is more effective than the other particle swarm optimizations.展开更多
The classical iterative methods for finding roots of nonlinear equations,like the Newton method,Halley method,and Chebyshev method,have been modified previously to achieve optimal convergence order.However,the Househo...The classical iterative methods for finding roots of nonlinear equations,like the Newton method,Halley method,and Chebyshev method,have been modified previously to achieve optimal convergence order.However,the Householder method has so far not been modified to become optimal.In this study,we shall develop two new optimal Newton-Householder methods without memory.The key idea in the development of the new methods is the avoidance of the need to evaluate the second derivative.The methods fulfill the Kung-Traub conjecture by achieving optimal convergence order four with three functional evaluations and order eight with four functional evaluations.The efficiency indices of the methods show that methods perform better than the classical Householder’s method.With the aid of convergence analysis and numerical analysis,the efficiency of the schemes formulated in this paper has been demonstrated.The dynamical analysis exhibits the stability of the schemes in solving nonlinear equations.Some comparisons with other optimal methods have been conducted to verify the effectiveness,convergence speed,and capability of the suggested methods.展开更多
This paper proposes a discrete-time robust control technique for an uncertain nonlinear system. The uncertainty mainly affects the system dynamics due to mismatched parameter variation which is bounded by a predefined...This paper proposes a discrete-time robust control technique for an uncertain nonlinear system. The uncertainty mainly affects the system dynamics due to mismatched parameter variation which is bounded by a predefined known function. In order to compensate the effect of uncertainty, a robust control input is derived by formulating an equivalent optimal control problem for a virtual nominal system with a modified costfunctional. To derive the stabilizing control law for a mismatched system, this paper introduces another control input named as virtual input. This virtual input is not applied directly to stabilize the uncertain system, rather it is used to define a sufficient condition. To solve the nonlinear optimal control problem, a discretetime general Hamilton-Jacobi-Bellman(DT-GHJB) equation is considered and it is approximated numerically through a neural network(NN) implementation. The approximated solution of DTGHJB is used to compute the suboptimal control input for the virtual system. The suboptimal inputs for the virtual system ensure the asymptotic stability of the closed-loop uncertain system. A numerical example is illustrated with simulation results to prove the efficacy of the proposed control algorithm.展开更多
In this paper, a nonlinear model predictive control strategy which utilizes a probabilistic sparse kernel learning technique called relevance vector regression (RVR) and particle swarm optimization with controllable...In this paper, a nonlinear model predictive control strategy which utilizes a probabilistic sparse kernel learning technique called relevance vector regression (RVR) and particle swarm optimization with controllable random exploration velocity (PSO-CREV) is applied to a catalytic continuous stirred tank reactor (CSTR) process. An accurate reliable nonlinear model is first identified by RVR with a radial basis function (RBF) kernel and then the optimization of control sequence is speeded up by PSO-CREV. Additional stochastic behavior in PSO-CREV is omitted for faster convergence of nonlinear optimization. An improved system performance is guaranteed by an accurate sparse predictive model and an efficient and fast optimization algorithm. To compare the performance, model predictive control (MPC) using a deterministic sparse kernel learning technique called Least squares support vector machines (LS-SVM) regression is done on a CSTR. Relevance vector regression shows improved tracking performance with very less computation time which is much essential for real time control.展开更多
In this research, we present a methodology to identify the Hammerstein nonlinear system with noisy output measurements. The Hammerstein system presented is comprised of neural fuzzy model (NFM) as its static nonlinear...In this research, we present a methodology to identify the Hammerstein nonlinear system with noisy output measurements. The Hammerstein system presented is comprised of neural fuzzy model (NFM) as its static nonlinear block and auto-regressive with extra input (ARX) model as its dynamic linear block, and a two-step procedure is accomplished using signal combination. In the first step, in the case of input–output of Gaussian signals, the correlation function-based least squares (CF-LS) technique is utilized to identify the linear block, solving the problem that the intermediate variable connecting nonlinear and linear blocks cannot be measured. In the second step, to improve the identification accuracy of the nonlinear block parameters, an improved particle swarm optimization technique is developed under input–output of random signals. The validity and accuracy of the presented scheme are verified by a numerical simulation and a practical nonlinear process, and the results illustrate that the proposed methodology can identify well the Hammerstein nonlinear system with noisy output measurements.展开更多
The position control system of an electro-hydraulic actuator system (EHAS) is investigated in this paper. The EHAS is developed by taking into consideration the nonlinearities of the system: the friction and the in...The position control system of an electro-hydraulic actuator system (EHAS) is investigated in this paper. The EHAS is developed by taking into consideration the nonlinearities of the system: the friction and the internal leakage. A variable load that simulates a realistic load in robotic excavator is taken as the trajectory reference. A method of control strategy that is implemented by employing a fuzzy logic controller (FLC) whose parameters are optimized using particle swarm optimization (PSO) is proposed. The scaling factors of the fuzzy inference system are tuned to obtain the optimal values which yield the best system performance. The simulation results show that the FLC is able to track the trajectory reference accurately for a range of values of orifice opening. Beyond that range, the orifice opening may introduce chattering, which the FLC alone is not sufficient to overcome. The PSO optimized FLC can reduce the chattering significantly. This result justifies the implementation of the proposed method in position control of EHAS.展开更多
When the microscopic particles was depicted by linear Schrodinger equation, we find that the particles have only a wave feature, thus, a series of difficulties and intense disputations occur in quantum mechanics. Thes...When the microscopic particles was depicted by linear Schrodinger equation, we find that the particles have only a wave feature, thus, a series of difficulties and intense disputations occur in quantum mechanics. These problems excite us to consider the nonlinear interactions among the particles or between the particle and background field, which is completely ignored in quantum mechanics. Thus we use the nonlinear Schrodinger equation to describe the natures of microscopic particles. In this case the natures and features of microscopic particles are considerably different from those in quantum mechanics, where the microscopic particles are localized and have truly a wave-particle duality. Meanwhile, they satisfy both the classical dynamics equation and Lagrangian and Hamilton equations and obey the conservation laws of mass, energy and momentum. These natures and features are due to the nonlinear interactions, which are generated in virtue of the interaction between the moved particles and background field through the mechanisms of self-trapping, self-focus and self-condensation. Finally, we verified experimentally the localization and wave-corpuscle features of microscopic particles described by the nonlinear Schrodinger equation using the properties of water soliton and optical-soliton depicted also by the nonlinear Schrodinger equation in water and optical fiber, respectively. Therefore, the new nonlinear quantum theory established on the basis of nonlinear Schrodinger equation is correct and credible. From this investigation we can not only solve difficulties and problems disputed for about a century by plenty of scientists in quantum mechanics but also promote the development of physics and enhance the knowledge and recognition levels to the essences of microscopic matter.展开更多
To save the calculations of Jacobian,a multi-step Levenberg-Marquardt method named Shamanskii-like LM method for systems of nonlinear equations was proposed by Fa.Its convergence properties have been proved by using a...To save the calculations of Jacobian,a multi-step Levenberg-Marquardt method named Shamanskii-like LM method for systems of nonlinear equations was proposed by Fa.Its convergence properties have been proved by using a trust region technique under the local error bound condition.However,the authors wonder whether the similar convergence properties are still true with standard line searches since the direction may not be a descent direction.For this purpose,the authors present a new nonmonotone m-th order Armijo type line search to guarantee the global convergence.Under the same condition as trust region case,the convergence rate also has been shown to be m+1 by using this line search technique.Numerical experiments show the new algorithm can save much running time for the large scale problems,so it is efficient and promising.展开更多
In this paper, a class of parameter-free filled functions is proposed for solving box-constrained system of nonlinear equations. Firstly, the original problem is converted into an equivalent global optimization proble...In this paper, a class of parameter-free filled functions is proposed for solving box-constrained system of nonlinear equations. Firstly, the original problem is converted into an equivalent global optimization problem. Subsequently, a class of parameter-free filled functions is proposed for solving the problem. Some properties of the new class of filled functions are studied and discussed. Finally, an algorithm which neither computes nor explicitly approximates gradients during minimizing the filled functions is presented. The global convergence of the algorithm is also established. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.展开更多
For a class of (1 + 2)-dimensional nonlinear Schrodinger equations, classical symmetry algebra is found and 1-dimensional optimal system, up to conjugacy, is constructed. Its symmetry reductions are performed for each...For a class of (1 + 2)-dimensional nonlinear Schrodinger equations, classical symmetry algebra is found and 1-dimensional optimal system, up to conjugacy, is constructed. Its symmetry reductions are performed for each class, and someexamples of exact invainvariant solutions are given.展开更多
We debate first the properties of quantum mechanics and its difficulties and the reasons resulting in these diffuculties and its direction of development. The fundamental principles of nonlinear quantum mechanics are ...We debate first the properties of quantum mechanics and its difficulties and the reasons resulting in these diffuculties and its direction of development. The fundamental principles of nonlinear quantum mechanics are proposed and established based on these shortcomings of quantum mechanics and real motions and interactions of microscopic particles and backgound field in physical systems. Subsequently, the motion laws and wave-corpuscle duality of microscopic particles described by nonlinear Schr?dinger equation are studied completely in detail using these elementary principles and theories. Concretely speaking, we investigate the wave-particle duality of the solution of the nonlinear Schr?dinger equation, the mechanism and rules of particle collision and the uncertainty relation of particle’s momentum and position, and so on. We obtained that the microscopic particles obey the classical rules of collision of motion and satisfy the minimum uncertainty relation of position and momentum, etc. From these studies we see clearly that the moved rules and features of microscopic particle in nonlinear quantum mechanics is different from those in linear quantum mechanics. Therefore, nolinear quantum mechanics is a necessary result of development of quantum mechanics and represents correctly the properties of microscopic particles in nonlinear systems, which can solve difficulties and problems disputed for about a century by scientists in linear quantum mechanics field.展开更多
For a class of (1 + 2)-dimensional nonlinear Schrodinger equations, the infinite dimensional Lie algebra of the classical symmetry group is found and the one-dimensional optimal system of an 8-dimensional subalgebra o...For a class of (1 + 2)-dimensional nonlinear Schrodinger equations, the infinite dimensional Lie algebra of the classical symmetry group is found and the one-dimensional optimal system of an 8-dimensional subalgebra of the infinite Lie algebra is constructed. The reduced equations of the equations with respect to the optimal system are derived. Furthermore, the one-dimensional optimal systems of the Lie algebra admitted by the reduced equations are also constructed. Consequently, the classification of the twice optimal symmetry reductions of the equations with respect to the optimal systems is presented. The reductions show that the (1 + 2)-dimensional nonlinear Schrodinger equations can be reduced to a group of ordinary differential equations which is useful for solving the related problems of the equations.展开更多
This paper presents the design of sliding mode controller for the output regulation of single input single output (SISO) nonlinear systems. The sliding surfaces are designed to force the error dynamics to follow pro...This paper presents the design of sliding mode controller for the output regulation of single input single output (SISO) nonlinear systems. The sliding surfaces are designed to force the error dynamics to follow proportional (P), proportional integral (PI) and proportional integral derivative (PID) dynamics. The controller parameters are obtained using probabilistic particle swarm optimization technique. A judicious selection of various sliding surfaces based on the relative degree of the systems is also elaborated. A detailed comparison of the output regulation for various systems with different relative degree is presented. Numerical simulation shows the effectiveness of the proposed method and robustness of the sliding mode controller.展开更多
基金Supported by the National Natural Science Foundation of China (50736002,61072005)the Youth Backbone Teacher Project of University,Ministry of Education,China+1 种基金the Scientific Research Foundation of the Department of Science and Technology of Liaoning Province (20102082)the Changjiang Scholars and Innovative Team Development Plan (IRT0952)
文摘In order to overcome the disturbance of noise,this paper presented a method to measure two-phase flow velocity using particle swarm optimization algorithm,nonlinear blind source separation and cross correlation method.Because of the nonlinear relationship between the output signals of capacitance sensors and fluid in pipeline,nonlinear blind source separation is applied.In nonlinear blind source separation,the odd polynomials of higher order are used to fit the nonlinear transformation function,and the mutual information of separation signals is used as the evaluation function.Then the parameters of polynomial and linear separation matrix can be estimated by mutual information of separation signals and particle swarm optimization algorithm,thus the source signals can be separated from the mixed signals.The two-phase flow signals with noise which are obtained from upstream and downstream sensors are respectively processed by nonlinear blind source separation method so that the noise can be effectively removed.Therefore,based on these noise-suppressed signals,the distinct curves of cross correlation function and the transit times are obtained,and then the velocities of two-phase flow can be accurately calculated.Finally,the simulation experimental results are given.The results have proved that this method can meet the measurement requirements of two-phase flow velocity.
基金supported by the National Natural Science Foundation of China(Nos.12172078,51576026)Fundamental Research Funds for the Central Universities in China(No.DUT21LK04)。
文摘Accurately solving transient nonlinear inverse heat conduction problems in complex structures is of great importance to provide key parameters for modeling coupled heat transfer process and the structure’s optimization design.The finite element method in ABAQUS is employed to solve the direct transient nonlinear heat conduction problem.Improved particle swarm optimization(PSO)method is developed and used to solve the transient nonlinear inverse problem.To investigate the inverse performances,some numerical tests are provided.Boundary conditions at inaccessible surfaces of a scramjet combustor with the regenerative cooling system are inversely identified.The results show that the new methodology can accurately and efficiently determine the boundary conditions in the scramjet combustor with the regenerative cooling system.By solving the transient nonlinear inverse problem,the improved particle swarm optimization for solving the transient nonlinear inverse heat conduction problem in a complex structure is verified.
基金the Ministry of Science and Technology of Taiwan (Grants MOST 104-2221-E-327019, MOST 105-2221-E-327-014) for financial support of this study
文摘This paper proposes a systematic method, integrating the uniform design (UD) of experiments and quantum-behaved particle swarm optimization (QPSO), to solve the problem of a robust design for a railway vehicle suspension system. Based on the new nonlinear creep model derived from combining Hertz contact theory, Kalker's linear theory and a heuristic nonlinear creep model, the modeling and dynamic analysis of a 24 degree-of-freedom railway vehicle system were investigated. The Lyapunov indirect method was used to examine the effects of suspension parameters, wheel conicities and wheel rolling radii on critical hunting speeds. Generally, the critical hunting speeds of a vehicle system resulting from worn wheels with different wheel rolling radii are lower than those of a vehicle system having original wheels without different wheel rolling radii. Because of worn wheels, the critical hunting speed of a running railway vehicle substantially declines over the long term. For safety reasons, it is necessary to design the suspension system parameters to increase the robustness of the system and decrease the sensitive of wheel noises. By applying UD and QPSO, the nominal-the-best signal-to-noise ratio of the system was increased from -48.17 to -34.05 dB. The rate of improvement was 29.31%. This study has demonstrated that the integration of UD and QPSO can successfully reveal the optimal solution of suspension parameters for solving the robust design problem of a railway vehicle suspension system.
基金This work was supported by Natural Sciences Foundation of PRC (No. 60574084)National 863 Project (No. 2006AA04Z428 )the National 973 Program of PRC (No. 2002CB312200).
文摘Fault diagnosis of nonlinear systems is of great importance in theory and practice, and the parameter estimation method is an effective strategy. Based on the framework of moving horizon estimation, fault parameters are identified by a proposed intelligent optimization algorithm called PSOSA, which could avoid premature convergence of standard particle swarm optimization (PSO) by introducing the probabilistic jumping property of simulated annealing (SA). Simulations on a three-tank system show the effectiveness of this optimization based fault diagnosis strategy.
文摘The term‘optimization’refers to the process of maximizing the beneficial attributes of a mathematical function or system while minimizing the unfavorable ones.The majority of real-world situations can be modelled as an optimization problem.The complex nature of models restricts traditional optimization techniques to obtain a global optimal solution and paves the path for global optimization methods.Particle Swarm Optimization is a potential global optimization technique that has been widely used to address problems in a variety of fields.The idea of this research is to use exponential basis functions and the particle swarm optimization technique to find a numerical solution for the Sine-Gordan equation,whose numerical solutions show the soliton form and has diverse applications.The implemented optimization technique is employed to determine the involved parameter in the basis functions,which was previously approximated as a random number in the work reported till now in the literature.The obtained results are comparable with the results obtained in the literature.The work is presented in the form of figures and tables and is found encouraging.
基金Supported by the National 863 Project (No. 2003AA412010) and the National 973 Program of China (No. 2002CB312201)
文摘Blending is an important unit operation in process industry. Blending scheduling is nonlinear optimiza- tion problem with constraints. It is difficult to obtain optimum solution by other general optimization methods. Particle swarm optimization (PSO) algorithm is developed for nonlinear optimization problems with both contin- uous and discrete variables. In order to obtain a global optimum solution quickly, PSO algorithm is applied to solve the problem of blending scheduling under uncertainty. The calculation results based on an example of gasoline blending agree satisfactory with the ideal values, which illustrates that the PSO algorithm is valid and effective in solving the blending scheduling problem.
基金This research has been funded by Scientific Research Deanship at University of Ha’il,Saudi Arabia through Project number RG-20210.
文摘The application of optimization methods to prediction issues is a continually exploring field.In line with this,this paper investigates the connectedness between the infected cases of COVID-19 and US fear index from a forecasting perspective.The complex characteristics of implied volatility risk index such as non-linearity structure,time-varying and nonstationarity motivate us to apply a nonlinear polynomial Hammerstein model with known structure and unknown parameters.We use the Hybrid Particle Swarm Optimization(HPSO)tool to identify the model parameters of nonlinear polynomial Hammerstein model.Findings indicate that,following a nonlinear polynomial behaviour cascaded to an autoregressive with exogenous input(ARX)behaviour,the fear index in US financial market is significantly affected by COVID-19-infected cases in the US,COVID-19-infected cases in the world and COVID-19-infected cases in China,respectively.Statistical performance indicators provided by the developed models show that COVID-19-infected cases in the US are particularly powerful in predicting the Cboe volatility index compared to COVID-19-infected cases in the world and China(MAPE(2.1013%);R2(91.78%)and RMSE(0.6363 percentage points)).The proposed approaches have also shown good convergence characteristics and accurate fits of the data.
基金supported by the National Natural Science Foundation of China(Grant Nos.51009092 and 51279107)the Scientific Research Foundation of State Education Ministry for the Returned Overseas Chinese Scholars
文摘Under complex currents, the motion governing equations of marine cables are complex and nonlinear, and the calculations of cable configuration and tension become difficult compared with those under the uniform or simple currents. To obtain the numerical results, the usual Newton-Raphson iteration is often adopted, but its stability depends on the initial guessed solution to the governing equations. To improve the stability of numerical calculation, this paper proposed separated the particle swarm optimization, in which the variables are separated into several groups, and the dimension of search space is reduced to facilitate the particle swarm optimization. Via the separated particle swarm optimization, these governing nonlinear equations can be solved successfully with any initial solution, and the process of numerical calculation is very stable. For the calculations of cable configuration and tension of marine cables under complex currents, the proposed separated swarm particle optimization is more effective than the other particle swarm optimizations.
基金This research was supported by Universiti Kebangsaan Malaysia under research grant GUP-2019-033.
文摘The classical iterative methods for finding roots of nonlinear equations,like the Newton method,Halley method,and Chebyshev method,have been modified previously to achieve optimal convergence order.However,the Householder method has so far not been modified to become optimal.In this study,we shall develop two new optimal Newton-Householder methods without memory.The key idea in the development of the new methods is the avoidance of the need to evaluate the second derivative.The methods fulfill the Kung-Traub conjecture by achieving optimal convergence order four with three functional evaluations and order eight with four functional evaluations.The efficiency indices of the methods show that methods perform better than the classical Householder’s method.With the aid of convergence analysis and numerical analysis,the efficiency of the schemes formulated in this paper has been demonstrated.The dynamical analysis exhibits the stability of the schemes in solving nonlinear equations.Some comparisons with other optimal methods have been conducted to verify the effectiveness,convergence speed,and capability of the suggested methods.
文摘This paper proposes a discrete-time robust control technique for an uncertain nonlinear system. The uncertainty mainly affects the system dynamics due to mismatched parameter variation which is bounded by a predefined known function. In order to compensate the effect of uncertainty, a robust control input is derived by formulating an equivalent optimal control problem for a virtual nominal system with a modified costfunctional. To derive the stabilizing control law for a mismatched system, this paper introduces another control input named as virtual input. This virtual input is not applied directly to stabilize the uncertain system, rather it is used to define a sufficient condition. To solve the nonlinear optimal control problem, a discretetime general Hamilton-Jacobi-Bellman(DT-GHJB) equation is considered and it is approximated numerically through a neural network(NN) implementation. The approximated solution of DTGHJB is used to compute the suboptimal control input for the virtual system. The suboptimal inputs for the virtual system ensure the asymptotic stability of the closed-loop uncertain system. A numerical example is illustrated with simulation results to prove the efficacy of the proposed control algorithm.
文摘In this paper, a nonlinear model predictive control strategy which utilizes a probabilistic sparse kernel learning technique called relevance vector regression (RVR) and particle swarm optimization with controllable random exploration velocity (PSO-CREV) is applied to a catalytic continuous stirred tank reactor (CSTR) process. An accurate reliable nonlinear model is first identified by RVR with a radial basis function (RBF) kernel and then the optimization of control sequence is speeded up by PSO-CREV. Additional stochastic behavior in PSO-CREV is omitted for faster convergence of nonlinear optimization. An improved system performance is guaranteed by an accurate sparse predictive model and an efficient and fast optimization algorithm. To compare the performance, model predictive control (MPC) using a deterministic sparse kernel learning technique called Least squares support vector machines (LS-SVM) regression is done on a CSTR. Relevance vector regression shows improved tracking performance with very less computation time which is much essential for real time control.
基金supported by the National Natural Science Foundation of China(62003151)the Changzhou Science and Technology Bureau(CJ20220065,CM20223015)+1 种基金the Qinglan Project of Jiangsu Province of Chinathe Zhongwu Youth Innovative Talents Support Program in Jiangsu University of Technology.
文摘In this research, we present a methodology to identify the Hammerstein nonlinear system with noisy output measurements. The Hammerstein system presented is comprised of neural fuzzy model (NFM) as its static nonlinear block and auto-regressive with extra input (ARX) model as its dynamic linear block, and a two-step procedure is accomplished using signal combination. In the first step, in the case of input–output of Gaussian signals, the correlation function-based least squares (CF-LS) technique is utilized to identify the linear block, solving the problem that the intermediate variable connecting nonlinear and linear blocks cannot be measured. In the second step, to improve the identification accuracy of the nonlinear block parameters, an improved particle swarm optimization technique is developed under input–output of random signals. The validity and accuracy of the presented scheme are verified by a numerical simulation and a practical nonlinear process, and the results illustrate that the proposed methodology can identify well the Hammerstein nonlinear system with noisy output measurements.
文摘The position control system of an electro-hydraulic actuator system (EHAS) is investigated in this paper. The EHAS is developed by taking into consideration the nonlinearities of the system: the friction and the internal leakage. A variable load that simulates a realistic load in robotic excavator is taken as the trajectory reference. A method of control strategy that is implemented by employing a fuzzy logic controller (FLC) whose parameters are optimized using particle swarm optimization (PSO) is proposed. The scaling factors of the fuzzy inference system are tuned to obtain the optimal values which yield the best system performance. The simulation results show that the FLC is able to track the trajectory reference accurately for a range of values of orifice opening. Beyond that range, the orifice opening may introduce chattering, which the FLC alone is not sufficient to overcome. The PSO optimized FLC can reduce the chattering significantly. This result justifies the implementation of the proposed method in position control of EHAS.
文摘When the microscopic particles was depicted by linear Schrodinger equation, we find that the particles have only a wave feature, thus, a series of difficulties and intense disputations occur in quantum mechanics. These problems excite us to consider the nonlinear interactions among the particles or between the particle and background field, which is completely ignored in quantum mechanics. Thus we use the nonlinear Schrodinger equation to describe the natures of microscopic particles. In this case the natures and features of microscopic particles are considerably different from those in quantum mechanics, where the microscopic particles are localized and have truly a wave-particle duality. Meanwhile, they satisfy both the classical dynamics equation and Lagrangian and Hamilton equations and obey the conservation laws of mass, energy and momentum. These natures and features are due to the nonlinear interactions, which are generated in virtue of the interaction between the moved particles and background field through the mechanisms of self-trapping, self-focus and self-condensation. Finally, we verified experimentally the localization and wave-corpuscle features of microscopic particles described by the nonlinear Schrodinger equation using the properties of water soliton and optical-soliton depicted also by the nonlinear Schrodinger equation in water and optical fiber, respectively. Therefore, the new nonlinear quantum theory established on the basis of nonlinear Schrodinger equation is correct and credible. From this investigation we can not only solve difficulties and problems disputed for about a century by plenty of scientists in quantum mechanics but also promote the development of physics and enhance the knowledge and recognition levels to the essences of microscopic matter.
基金supported by the Natural Science Foundation of Anhui Province under Grant No.1708085MF159the Natural Science Foundation of the Anhui Higher Education Institutions under Grant Nos.KJ2017A375+1 种基金KJ2019A0604the abroad visiting of excellent young talents in universities of Anhui province under Grant No.GXGWFX2019022。
文摘To save the calculations of Jacobian,a multi-step Levenberg-Marquardt method named Shamanskii-like LM method for systems of nonlinear equations was proposed by Fa.Its convergence properties have been proved by using a trust region technique under the local error bound condition.However,the authors wonder whether the similar convergence properties are still true with standard line searches since the direction may not be a descent direction.For this purpose,the authors present a new nonmonotone m-th order Armijo type line search to guarantee the global convergence.Under the same condition as trust region case,the convergence rate also has been shown to be m+1 by using this line search technique.Numerical experiments show the new algorithm can save much running time for the large scale problems,so it is efficient and promising.
基金Supported by the National Natural Science Foundation of China(No.11401450,71471140,11501233,51275366)Hubei Province Key Laboratory of Systems Science in Metallurgical Process(Wuhan University of Science and Technology)(No.Z201401,No.2013CFA131)
文摘In this paper, a class of parameter-free filled functions is proposed for solving box-constrained system of nonlinear equations. Firstly, the original problem is converted into an equivalent global optimization problem. Subsequently, a class of parameter-free filled functions is proposed for solving the problem. Some properties of the new class of filled functions are studied and discussed. Finally, an algorithm which neither computes nor explicitly approximates gradients during minimizing the filled functions is presented. The global convergence of the algorithm is also established. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.
基金supported by the Natural science foundation of China(NSF),under grand number 11071159.
文摘For a class of (1 + 2)-dimensional nonlinear Schrodinger equations, classical symmetry algebra is found and 1-dimensional optimal system, up to conjugacy, is constructed. Its symmetry reductions are performed for each class, and someexamples of exact invainvariant solutions are given.
基金the Major State Basic Research Development Program(973 program)of China for the financial support(grate No:212011CB503 701).
文摘We debate first the properties of quantum mechanics and its difficulties and the reasons resulting in these diffuculties and its direction of development. The fundamental principles of nonlinear quantum mechanics are proposed and established based on these shortcomings of quantum mechanics and real motions and interactions of microscopic particles and backgound field in physical systems. Subsequently, the motion laws and wave-corpuscle duality of microscopic particles described by nonlinear Schr?dinger equation are studied completely in detail using these elementary principles and theories. Concretely speaking, we investigate the wave-particle duality of the solution of the nonlinear Schr?dinger equation, the mechanism and rules of particle collision and the uncertainty relation of particle’s momentum and position, and so on. We obtained that the microscopic particles obey the classical rules of collision of motion and satisfy the minimum uncertainty relation of position and momentum, etc. From these studies we see clearly that the moved rules and features of microscopic particle in nonlinear quantum mechanics is different from those in linear quantum mechanics. Therefore, nolinear quantum mechanics is a necessary result of development of quantum mechanics and represents correctly the properties of microscopic particles in nonlinear systems, which can solve difficulties and problems disputed for about a century by scientists in linear quantum mechanics field.
基金supported by the Natural science foundation of China(NSF),under grand number 11071159.
文摘For a class of (1 + 2)-dimensional nonlinear Schrodinger equations, the infinite dimensional Lie algebra of the classical symmetry group is found and the one-dimensional optimal system of an 8-dimensional subalgebra of the infinite Lie algebra is constructed. The reduced equations of the equations with respect to the optimal system are derived. Furthermore, the one-dimensional optimal systems of the Lie algebra admitted by the reduced equations are also constructed. Consequently, the classification of the twice optimal symmetry reductions of the equations with respect to the optimal systems is presented. The reductions show that the (1 + 2)-dimensional nonlinear Schrodinger equations can be reduced to a group of ordinary differential equations which is useful for solving the related problems of the equations.
文摘This paper presents the design of sliding mode controller for the output regulation of single input single output (SISO) nonlinear systems. The sliding surfaces are designed to force the error dynamics to follow proportional (P), proportional integral (PI) and proportional integral derivative (PID) dynamics. The controller parameters are obtained using probabilistic particle swarm optimization technique. A judicious selection of various sliding surfaces based on the relative degree of the systems is also elaborated. A detailed comparison of the output regulation for various systems with different relative degree is presented. Numerical simulation shows the effectiveness of the proposed method and robustness of the sliding mode controller.