Performance Analysis of Cell Loss Probability Based on ATM Self-healing Multi-section-backup VP Scheme

Based on ATM Multi section backup VP self healing scheme, analysis of cell loss probability under finite buffer is made by use of queue system method. Optimal buffer size can be fixed on.

Optimal Liquidation Strategy of Multi-assets Based on Minimum Loss Probability

Based on the minimum loss probability criterion,this paper discusses the optimal strategy in multi-asset liquidation.First,we give the framework of the multi-asset liquidation problem and obtain the boundary conditions of the optimal liquidation strategy under the assumption of linear price impact functions and transform the multi-asset liquidation problem into the portfolio liquidation problem.On this basis,the asymptotic solution and numerical solution of the optimal liquidation strategy are obtained.Then,we simulate the trajectories of the optimal liquidation strategy and analyze the effects of parameters changes.

Performance analysis of optical burst switching node with limited wavelength conversion capabilities

The systematical and scalable frameworks were provided for estimating the blocking probabilities under asynchronous traffic in optical burst switching(OBS) nodes with limited wavelength conversion capability(LWCC) . The relevant system architectures of limited range and limited number of wavelength converters(WCs) deployed by a share-per-fiber(SPF) mode were developed,and the novel theoretical analysis of node blocking probability was derived by combining the calculation of discouraged arrival rate in a birth-death process and two-dimensional Markov chain model of SPF. The simulation results on single node performance verify the accuracy and effectiveness of the analysis models. Under most scenarios,it is difficult to distinguish the plots generated by the analysis and simulation. As the conversion degree increases,the accuracy of the analysis model worsens slightly. However,the utmost error on burst loss probability is far less than one order of magnitude and hence,still allows for an accurate estimate. Some results are of actual significance to the construction of next-generation commercial OBS backbones.

Efficient Mechanisms to Improve TCP Performance over OBS Networks

Transmission Control Protocol (TCP) performance over Optical Burst Switching (OBS) is experimentally investigated on an OBS network testbed, concluding that burst losses will lead to a significant drop in the available TCP bandwidth. Two mechanisms are introduced to improve TCP performance. One is concerning the burst assembly optimization and another is based on the novel assembly and scheduling mechanism to reduce the burst losses.

Evaluation of call options

The European and American call options, for which the prices of their underlying asset follow compound Poisson process, are evaluated by a probability method. Formulas that can be used to evaluate the options are obtained, which include not only the elements of an option: the price of the call option, the exercise price and the expiration date, but also the riskless interest rate, nevertheless exclude the volatility of the underlying asset. In practice, the evaluated results obtained by these formulas can provide references of making strategic decision for an investor who buys the call option and a company who sells the call option.

OPTIMIZATION OF WDM OPTICAL PACKET SWITCHES WITH SPARSE WAVELENGTH CONVERTERS AND NON-DEGENERATE FIBER DELAY-LINES

This paper investigates the untraditional approach of contention resolution in Wavelength Division Multiplexing (WDM) Optical Packet Switching (OPS). The most striking characteristics of the developed switch architecture are: (1) Contention resolution is achieved by a combined sharing of Fiber Delay-Lines (FDLs) and Tunable Optical Wavelength Converters (TOWCs); (2) FDLs are arranged in non-degenerate form, i.e., non-uniform distribution of the delay lines; (3) TOWCs just can perform wavelength conversion in partial continuous wavelength channels, i.e., sparse wavelength conversion. The concrete configurations of FDLs and TOWCs are described and analyzed under non-bursty and bursty traffic scenarios. Simulation results demonstrate that for a prefixed packet loss probability constraint, e.g., 10-6, the developed architecture provides a different point of view in OPS design. That is, combined sharing of FDLs and TOWCs can, effectively, obtain a good tradeoff between the switch size and the cost, and TOWCs which are achieved in sparse form can also decrease the implementing complexity.

A probabilistic estimation model for seismic physical portfolio loss of a water supply pipeline system

Losses due to hazards are inevitable and numerical simulations for estimations are complex.This study proposes a model for estimating correlated seismic damages and losses of a water supply pipeline system as an alternative for numerical simulations.The common approach in other research shows average damage spots per mesh estimated statistically independent to one another.Spatially distributed lifeline systems,such as water supply pipelines,are interconnected,and seismic spatial variability affects the damages across the region;thus,spatial correlation of damage spots is an important factor in target areas for portfolio loss estimation.Generally,simulations are used to estimate possible losses;however,these assume each damage behaves independently and uncorrelated.This paper assumed that damages per mesh behave in a Poisson distribution to avoid over-dispersion and eliminate negative losses in estimations.The purpose of this study is to obtain a probabilistic portfolio loss model of an extensive water supply area.The proposed model was compared to the numerical simulation data with the correlated Poisson distribution.The application of the Normal To Anything(NORTA)obtained correlations for Poisson Distributions.The proposed probabilistic portfolio loss model,based on the generalized linear model and central limit theory,estimated the possible losses,such as the Probable Maximum Loss(PML,90%non-exceedance)or Normal Expected Loss(NEL,50%non-exceedance).The proposed model can be used in other lifeline systems as well,though additional investigation is needed for confirmation.From the estimations,a seismic physical portfolio loss for the water supply system was presented.The portfolio was made to show possible outcomes for the system.The proposed method was tested and analyzed using an artificial field and a location-based scenario of a water supply pipeline system.This would aid in pre-disaster planning and would require only a few steps and time.

Performance Analysis of Wavelength Division Multiplexing Asynchronous Internet Router Employing Space Priority Mechanism under Self-Similar Traffic Input—Multi-Server Queueing System with Markovian Input and Erlang-k Services

In this paper, we analyze the queueing behaviour of wavelength division multiplexing (WDM) Internet router employing partial buffer sharing (PBS) mechanism with self-similar traffic input. In view of WDM technology in networking, each output port of the router is modelled as multi-server queueing system. To guarantee the quality of service (QoS) in Broadband integrated services digital network (B-ISDN), PBS mechanism is a promising one. As Markov modulated Poisson process (MMPP) emulates self-similar Internet traffic, we can use MMPP as input process of queueing system to investigate queueing behaviour of the router. In general, as network traffic is asynchronous (unslotted) and of variable packet lengths, service times (packet lengths) are assumed to follow Erlang-k distribution. Since, the said distribution is relatively general compared to deterministic and exponential. Hence, specific output port of the router is modelled as MMPP/Ek/s/C queueing system. The long-term performance measures namely high priority and low priority packet loss probabilities and the short-term performance measures namely mean lengths of critical and non-critical periods against the system parameters and traffic parameters are computed by means of matrix-geometric methods and approximate Markovian model. This kind of analysis is useful in dimensioning the router under self-similar traffic input employing PBS mechanism to provide differentiated services (DiffServ) and QoS guarantee.

On Optimal Ordering of Service Parameters of a Coxian Queueing Model with Three Phases

We analyze a Coxian stochastic queueing model with three phases. The Kolmogorov equations of this model are constructed, and limit probabilities and the stationary probabilities of customer numbers in the system are found. The performance measures of this model are obtained and in addition the optimal order of service parameters is given with a theorem by obtaining the loss probabilities of customers in the system. That is, putting the greatest service parameter at first phase and the second greatest service parameter at second phase and the smallest service parameter at third phase makes the loss probability and means waiting time minimum. We also give the loss probability in terms of mean waiting time in the system. is the transition probability from j-th phase?to??phase . In this manner while and this system turns into queueing model and while the system turns into Cox(2) queueing model. In addition, loss probabilities are graphically given in a 3D graph for corresponding system parameters and phase transient probabilities. Finally it is shown with a numeric example that this theorem holds.

Modeling and optimization of a multi-carrier renewable energy system for zero-energy consumption buildings

For the carbon-neutral,a multi-carrier renewable energy system(MRES),driven by the wind,solar and geothermal,was considered as an effective solution to mitigate CO2emissions and reduce energy usage in the building sector.A proper sizing method was essential for achieving the desired 100%renewable energy system of resources.This paper presented a bi-objective optimization formulation for sizing the MRES using a constrained genetic algorithm(GA)coupled with the loss of power supply probability(LPSP)method to achieve the minimal cost of the system and the reliability of the system to the load real time requirement.An optimization App has been developed in MATLAB environment to offer a user-friendly interface and output the optimized design parameters when given the load demand.A case study of a swimming pool building was used to demonstrate the process of the proposed design method.Compared to the conventional distributed energy system,the MRES is feasible with a lower annual total cost(ATC).Additionally,the ATC decreases as the power supply reliability of the renewable system decreases.There is a decrease of 24%of the annual total cost when the power supply probability is equal to 8%compared to the baseline case with 0%power supply probability.

GENERALIZED PARETO DISTRIBUTION FIT TO MEDICAL INSURANCE CLAIMS DATA

How to choose an optimal threshold is a key problem in the generalized Pareto distribution （GPD） model. This paper attains the exact threshold by testing for GPD,and shows that GPD model allows the actuary to easily estimate high quantiles and the probable maximum loss from the medical insurance claims data.

Jaya Learning-Based Optimization for Optimal Sizing of Stand-Alone Photovoltaic,Wind Turbine,and Battery Systems

Renewable energy sources(RESs)are considered to be reliable and green electric power generation sources.Photovoltaics(PVs)and wind turbines(WTs)are used to provide electricity in remote areas.Optimal sizing of hybrid RESs is a vital challenge in a stand-alone environment.The meta-heuristic algorithms proposed in the past are dependent on algorithm-specific parameters for achieving an optimal solution.This paper proposes a hybrid algorithm of Jaya and a teaching–learning-based optimization(TLBO)named the JLBO algorithm for the optimal unit sizing of a PV–WT–battery hybrid system to satisfy the consumer’s load at minimal total annual cost(TAC).The reliability of the system is considered by a maximum allowable loss of power supply probability(LPSPmax)concept.The results obtained from the JLBO algorithm are compared with the original Jaya,TLBO,and genetic algorithms.The JLBO results show superior performance in terms of TAC,and the PV–WT–battery hybrid system is found to be the most economical scenario.This system provides a cost-effective solution for all proposed LPSPmax values as compared with PV–battery and WT–battery systems.

Burst Assembly Schemes and Performance Evaluation in Optical Burst Switching Networks

Several proposed assemble algorithms for Optical Burst Switching (OBS) network is described, and the feature relative merits is discussed and analyzed in this paper. The authors propose an assembly mechanism FAT where time threshold is fluctuating randomly to reduce continuous blocking rate. With network simulation, the basic performance of these assembly schemes is compared and analyzed. The results show that burst loss ratio and assembly delay of the proposed FAT mechanism is better than that of exist assemble mechanism.

Consideration of some optimization techniques to design a hybrid energy system for a building in Cameroon

To solve the problem energy deficit encountered in developing countries,Hybrid Renewable Energy System(HRES)appears to be a very good solution.The paper presents the optimal design of a hybrid renewable energy system considering the technical i.e Loss of Power Supply Probability(LPSP),economic i.e Cost of Electricity(COE)and Net Present Cost(NPC)and environmental i.e Total Greenhouse gases emission(TGE)aspects using Particle Swarm Optimization(PSO),hybrid Particle Swarm Optimization-Grey Wolf Optimization(PSOGWO),hybrid Grey-Wolf Optimization-Cuckoo Search(GWOCS)and Sine-Cosine Algorithm(SCA)for a Community multimedia center in MAKENENE,Cameroon;where inhabitants have to spend at times 3 to 4 days of blackout.Seven configurations(Scenarios)of hybrid energy systems including PV,WT,Battery and Diesel generator are analyzed considering an average daily energy load of 50.22 kWh with a peak load of 5.6 kW.Four values of the derating factor i.e 0.6,0.7,0.8 and 0.9 are used in this analysis and the best value is 0.9.Scenario 3 with LPSP,COE,NPC,TGE and RF of 0.003%,0.15913$/kWh,46953.0485$,2.3406 kg/year and 99.8%respectively when using GWOCS is found to be the most appropriate for the Community multimedia center.The optimal Scenario is obtained for a system comprising of 18 kW of P_(pv-rated)corresponding to 69 solar panels,3 days of AD corresponding to a total battery capacity of 241 kWh and 1 of N_(dg).

Cumulative Capacity Credit Estimation for Renewable Energy Projects

This paper presents a novel method for accurately estimating the cumulative capacity credit(CCC)of renewable energy(RE)projects.Leveraging data from the main interconnected system(MIS)of Oman for 2028,where a substantial increase in RE generation is anticipated,the method is introduced alongside the traditional effective load carrying capability(ELCC)method.To ensure its robustness,we compare CCC results with ELCC calculations using two distinct standards of reliability criteria:loss of load hours(LOLH)at 24 hour/year and 2.4 hour/year.The method consistently gives accurate results,emphasizing its exceptional accuracy,efficiency,and simplicity.A notable feature of the method is its independence from loss of load probability(LOLP)calculations and the iterative procedures associated with analytic-based reliability methods.Instead,it relies solely on readily available data such as annual hourly load profiles and hourly generation data from integrated RE plants.This innovation is of particular significance to prospective independent power producers(IPPs)in the RE sector,offering them a valuable tool for estimating capacity credits without the need for sensitive generating unit forced outage rate data,often restricted by privacy concerns.