Resource allocation with stochastic optimal control approach

A control-theoretic decision making system is proposed for an agent (decision maker) to “optimally” allocate and deploy his/her resources over time among a dynamically changing list of opportunities (e.g., financial assets), in an uncertain market environment. The solution is a sequence of actions with the objective of optimizing total reward function. This control-theoretic approach is unique in a sense that it solves the problem at distinct time epochs over a finite time horizon and strategies are discovered directly. Rather than basing a decision making system on forecasts or training via a reinforcement learning algorithm using current state data, we train our system via a Q-learning algorithm using Geometric Brownian Motion as an asset price function. While the above problem is quite general, we focus solely on the problem of dynamic financial portfolio management with the objective of maximizing the expected utility for a given risk level. The performance functions that we consider for our system are realized mean return, drawdown and standard deviation. We find that our model achieves a better return and drawdown compared to a known market index as a benchmark.     

Magnetic Investigation of Various NiFe<Subscript>2−<Emphasis Type="Italic">x</Emphasis></Subscript>Bi<Subscript><Emphasis Type="Italic">x</Emphasis></Subscript>O<Subscript>4</Subscript> Ferrite Nanostructures Synthesized by Ball Milling Technique

NiFe_2?x Bi _x O₄ (x = 0, 0.1, 0.2, 0.3) nanoparticles with various grain sizes were synthesized via annealing treatment followed by ball milling of its bulk component materials. Commercially available bismuth, nickel and iron oxide powders were first mixed and then annealed at 1200 °C in an oxygen environment furnace for 4 h. The samples were then milled for 2 h by high-energy ball milling. X-ray diffraction (XRD) pattern indicated that in this stage the samples are single phase. The microstructure investigation was carried out by a scanning electron microscope with maximum magnification of 30,000. The average grain size for different samples was estimated by XRD technique and transmission electron microscopy. Magnetic behavior of the samples at room temperature was studied using an alternating gradient force magnetometry. The Néel temperature of the powders was measured by a Faraday balance. Based on magnetic studies, increase in bismuth content leads to a decrease in the saturation magnetization, coercive field and Néel temperature. This can be attributed to the substitution of Bi³⁺ ion in the ferrite system as a nonmagnetic cation.     

Mechanical and Thermal Properties of Polypropylene/Silica Aerogel Composites

Polypropylene (PP) composites including various amounts of silica aerogel (SA) microparticles were prepared by melt mixing in an internal mixer. The morphology and microstructure of the prepared composites were investigated by scanning electron microscopy (SEM). Mechanical properties of the samples, including elastic modulus, tensile stress, elongation and stress at break, were measured by tensile tests. In addition, the other mechanical features, including Izod impact strength, hardness and wear resistance, were evaluated and then related to the structure of the PP/SA composites. Furthermore, the thermal characteristics of the composites, such as heat deflection temperature and thermal stability, were studied by thermal gravimetric analysis (TGA). The SEM photographs indicated the satisfactory SA particles dispersion for the compositions of 1% and 3% but agglomeration of the aerogels at higher SA contents. Since the composites became stiffer, the impact and tensile strength decreased. The addition of the SA to the PP matrix yielded harder samples with lower weight loss and coefficients of friction in wear tests. The TGA evaluations confirmed that the presence of SA promoted and upgraded the thermal stability and heat deflection temperature of PP. The thermal results proved the superior potential of PP as an insulator when the SA particles were added.     

The simple chaotic model of passive dynamic walking

Recent findings on the dynamical analysis of human locomotion characteristics such as stride length signal have shown that this process is intrinsically a chaotic behavior. The passive walking has been defined as walking down a shallow slope without using any muscular contraction as an active controller. Based on this definition, some knee-less models have been proposed to present the simplest possible models of human gait. To maintain stability, these simple passive models are compelled to show a wide range of different dynamics from order to chaos. Unfortunately, based on simplifications, for many years the cyclic period-one behavior of these models has been considered as the only stable response. This assumption is not in line with the findings about the nature of walking. Thus, this paper proposes a novel model to demonstrate that the knee-less passive dynamic models also have the ability to model the chaotic behavior of human locomotion with some modifications. The presented novel model can show chaotic behavior as a stable and acceptable answer using a chaotic function in heel-strike condition. The represented chaotic model is also able to simulate different types of motor deficits such as Parkinson’s disease only by manipulating the value of chaotic parameter. Our model has extensively examined in complexity and chaotic behavior using different analytical methods such as fractal dimension, bifurcation and largest Lyapunov exponent, and it was compared with conventional passive models and the stride signal of healthy subjects and Parkinson patients.     

Synchronization and stabilization of fractional order nonlinear systems with adaptive fuzzy controller and compensation signal

In this paper, a direct adaptive fuzzy controller with compensation signal is presented to control and stabilize a class of fractional order systems with unknown nonlinearities. Based on a Lyapunov function candidate the global Mittag–Leffler stability is proved and a new fractional order adaptation law is derived. The adaptation law adjusts free parameters of the fuzzy controller and bounds them by utilizing a novel fractional order projection algorithm. Furthermore, due to the use of compensation term, the proposed approach does not demand suitable membership functions in the fuzzy system. In addition, the stability of the closed-loop system is guaranteed by utilizing a supervisory controller. Numerical simulations show the validity and effectiveness of the introduced scheme for various fractional order nonlinear models that perturbed by disturbance and uncertainty.     

Time-delayed chameleon: Analysis,synchronization and FPGA implementation

In this paper we report a time-delayed chameleon-like chaotic system which can belong to different families of chaotic attractors depending on the choices of parameters. Such a characteristic of self-excited and hidden chaotic flows in a simple 3D system with time delay has not been reported earlier. Dynamic analysis of the proposed time-delayed systems are analysed in time-delay space and parameter space. A novel adaptive modified functional projective lag synchronization algorithm is derived for synchronizing identical time-delayed chameleon systems with uncertain parameters. The proposed time-delayed systems and the synchronization algorithm with controllers and parameter estimates are then implemented in FPGA using hardware–software co-simulation and the results are presented.     

Scaling behavior of earthquakes’ inter-events time series

In this paper, we investigate the statistical and scaling properties of the California earthquakes’ inter-events over a period of the recent 40 years. To detect long-term correlations behavior, we apply detrended fluctuation analysis (DFA), which can systematically detect and overcome nonstationarities in the data set at all time scales. We calculate for various earthquakes with magnitudes larger than a given M. The results indicate that the Hurst exponent decreases with increasing M; characterized by a Hurst exponent, which is given by, H = 0:34 + 1:53/M, indicating that for events with very large magnitudes M, the Hurst exponent decreases to 0:50, which is for independent events.      

Multifractal detrended cross-correlation analysis of temporal and spatial seismic data

The European Physical Journal B - We use Multi-Fractal Detrended Cross-Correlation Analysis (MF-DXA) method to investigate the cross-correlation of temporal and spatial inter-events seismic data,...     

The effect of temperature on absorption in end-pumped Yb:YAG thin disk lasers

In this paper, the dependence of the absorbed power on the temperature in an end-pumped CW quasi-three-level Yb:YAG thin disk laser is calculated. Here, we have used the temperature-dependent form of the Boltzmann occupation factors, absorption cross-section and thermal conductivity of the Yb:YAG crystal. A Monte Carlo ray tracing code and a 2D finite element analysis (FEA) with the ANSYS package have been used to calculate the absorbed power and the temperature distribution inside the Yb:YAG thin disk laser, respectively. According to the model, the temperature-dependent absorbed power turns out to be 18% less than the temperature-independent absorbed power in the top center of the Yb:YAG thin disk laser for used parameters.     

A simple and efficient synthesis and dynamic NMR studies of some new podands of dithiocarbamates formed from bis(naphthyl) derivatives

The reaction of dithiocarbamate salts ( IV _{a − c} ) with bis(naphthalene chloroacetates) ( II _a,b ) and bis(naphthalene ethoxybromide) ( II _c ) in dimethylformamide (DMF) furnished corresponding podands as V _{a − i} in high to excellent yields. Three reacting ligands, ( II _a,b ) and ( II _c ), were obtained in the reaction of bis(naphthalene) ( I _a,b ) with chloroacetylchloride and 1,2‐dibromoethane. Dynamic NMR spectroscopic data of three series of podands ( V _{a − c} , V _d−f , and V _{g − i} ) are discussed, and their free energy of activation (Δ G_C^≠) at coalescence temperatures are figured out. The Δ G_C^≠ s of these podands were attributed to conformational isomerization in the range of 14.5–18.3 kcal mol⁻¹ due to rotation and resonance effects about thioamide C N bond. © 2011 Wiley Periodicals, Inc. Heteroatom Chem 22:659–668, 2011; View this article online at wileyonlinelibrary.com . DOI 10.1002/hc.20730