On solving the forward kinematics of 3RPR planar parallel manipulator using hybrid metaheuristics

Hybrid metaheuristics have been applied with success in solving many real-world problems. This work introduces hybrid metaheuristics to the field of kinematics problem, in particular, for solving the forward kinematics of the 3RPR parallel manipulator. It implements a combination of genetic algorithms and simulated annealing into two popular hybrid metaheuristic techniques. They are combined as teamwork and relay collaborative hybrid metaheuristics and compared to the performance of genetic algorithms and simulated annealing alone. The results show that the meta-heuristic approaches give robust and high quality solutions. Genetic algorithms and teamwork collaborative metaheuristics showed better performance than simulated annealing and relay collaborative metaheuristics. The given metaheuristic methods obtain all the unique solutions and comparisons with algebraic methods show promising results.     

Effect of flow history on the structure of a non-polar polymer/clay nanocomposite model system

The effect of flow history on the linear and non-linear viscoelastic properties of non-polar polymer nanocomposites (PNCs) has been investigated by means of a suitable model system based on a Newtonian matrix. The structural recovery of this model suspension after cessation of different pre-shear rates was monitored by measuring its linear viscoelastic properties while its structural evolution under shear flow was followed by using stepwise changes in shear rate including flow reversal measurements. To assess the kinetics of the structural evolution at rest and under flow, empirical relations of stretched exponential form were used. It is shown that for different pre-shear rates, different equilibrium structures were reached at rest but with a similar kinetics of recovery. As a result, the low frequency behaviour was typical of solid-like or weak gel material, strongly dependent on the flow history. After any given shear rate under steady state, only one reversible equilibrium structure was reached after a kinetics that was dependent on the pre-shear history. Finally, typical flow reversal responses as observed for PNCs are reported and interpreted in light of the microstructure evolution under flow. This paper was presented at the Annual Meeting of the European Society of Rheology, Hersonisos, Greece April 2006.     

A General Stochastic Calculus Approach to Insider Trading

The purpose of this paper is to present a general stochastic calculus approach to insider trading. We consider a market driven by a standard Brownian motion $B(t)$ on a filtered probability space $\displaystyle (\Omega,\F,\left\{\F\right\}_{t\geq 0},P)$ where the coefficients are adapted to a filtration ${\Bbb G}=\left\{\G_t\right\}_{0\leq t\leq T}$, with $\F_t\subset\G_t$ for all $t\in [0,T]$, $T>0$ being a fixed terminal time. By an {\it insider} in this market we mean a person who has access to a filtration (information) $\displaystyle{\Bbb H}=\left\{\H_t\right\}_{0\leq t\leq T}$ which is strictly bigger than the filtration $\displaystyle{\Bbb G}=\left\{\G_t\right\}_{0\leq t\leq T}$. In this context an insider strategy is represented by an $\H_t$-adapted process $\phi(t)$ and we interpret all anticipating integrals as the forward integral defined in [23] and [25]. We consider an optimal portfolio problem with general utility for an insider with access to a general information $\H_t \supset\G_t$ and show that if an optimal insider portfolio $\pi^*(t)$ of this problem exists, then $B(t)$ is an $\H_t$-semimartingale, i.e. the enlargement of filtration property holds. This is a converse of previously known results in this field. Moreover, if $\pi^*$ exists we obtain an explicit expression in terms of $\pi^*$ for the semimartingale decomposition of $B(t)$ with respect to $\H_t$. This is a generalization of results in [16], [20] and [2].     

Backward–forward algorithms for structured monotone inclusions in Hilbert spaces

In this paper, we study the backward–forward algorithm as a splitting method to solve structured monotone inclusions, and convex minimization problems in Hilbert spaces. It has a natural link with the forward–backward algorithm and has the same computational complexity, since it involves the same basic blocks, but organized differently. Surprisingly enough, this kind of iteration arises when studying the time discretization of the regularized Newton method for maximally monotone operators. First, we show that these two methods enjoy remarkable involutive relations, which go far beyond the evident inversion of the order in which the forward and backward steps are applied. Next, we establish several convergence properties for both methods, some of which were unknown even for the forward–backward algorithm. This brings further insight into this well-known scheme. Finally, we specialize our results to structured convex minimization problems, the gradient-projection algorithms, and give a numerical illustration of theoretical interest.     

Quasi-linear PDEs and forward–backward stochastic differential equations: Weak solutions

In this paper, we study the existence, uniqueness and the probabilistic representation of the weak solutions of quasi-linear parabolic and elliptic partial differential equations (PDEs) in the Sobolev space $H_{\rho }^1({\mathbb{R}}^d)$. For this, we study first the solutions of forward–backward stochastic differential equations (FBSDEs) with smooth coefficients, regularity of solutions and their connection with classical solutions of quasi-linear parabolic PDEs. Then using the approximation procedure, we establish their convergence in the Sobolev space to the solutions of the FBSDES in the space $L_{\rho }^2({\mathbb{R}}^d;{\mathbb{R}}^d)?L_{\rho }^2({\mathbb{R}}^d;{\mathbb{R}}^k)?L_{\rho }^2({\mathbb{R}}^d;{\mathbb{R}}^{k\times d})$. This gives a connection with the weak solutions of quasi-linear parabolic PDEs. Finally, we study the unique weak solutions of quasi-linear elliptic PDEs using the solutions of the FBSDEs on infinite horizon.     

基于Labview的一级环形倒立摆逆系统轨迹法自动摆起控制

利用求解非线性方程两点边值问题,得到逆系统参考轨迹;通过设计逆系统前馈控制及LQR反馈控制器,对参考轨迹实时跟踪。基于QNET 2.0旋转倒立摆实验平台,采用Labview编程软件,实现了一级环形倒立摆的自动摆起与稳定的实物控制。实验结果证明控制算法的有效性,可以使一级环形倒立摆在一个摆周期内自动摆起,并保持稳定状态。与能量法自动起摆实验比较,逆系统算法具有较好的快速性和稳定性。     

Correcting reaction rates measured by saturation-transfer magnetic resonance spectroscopy

Off-resonance or spillover irradiation and incomplete saturation can introduce significant errors in the estimates of chemical rate constants measured by saturation-transfer magnetic resonance spectroscopy (MRS). Existing methods of correction are effective only over a limited parameter range. Here, a general approach of numerically solving the Bloch-McConnell equations to calculate exchange rates, relaxation times and concentrations for the saturation-transfer experiment is investigated, but found to require more measurements and higher signal-to-noise ratios than in vivo studies can practically afford. As an alternative, correction formulae for the reaction rate are provided which account for the expected parameter ranges and limited measurements available in vivo. The correction term is a quadratic function of experimental measurements. In computer simulations, the new formulae showed negligible bias and reduced the maximum error in the rate constants by about 3-fold compared to traditional formulae, and the error scatter by about 4-fold, over a wide range of parameters for conventional saturation transfer employing progressive saturation, and for the four-angle saturation-transfer method applied to the creatine kinase (CK) reaction in the human heart at 1.5 T. In normal in vivo spectra affected by spillover, the correction increases the mean calculated forward CK reaction rate by 6-16% over traditional and prior correction formulae.     

On the relation between the fractional Brownian motion and the fractional derivatives

The definition and simulation of fractional Brownian motion are considered from the point of view of a set of coherent fractional derivative definitions. To do it, two sets of fractional derivatives are considered: (a) the forward and backward and (b) the central derivatives, together with two representations: generalised difference and integral. It is shown that for these derivatives the corresponding autocorrelation functions have the same representations. The obtained results are used to define a fractional noise and, from it, the fractional Brownian motion. This is studied. The simulation problem is also considered.     

偏振分光光学天线前向散射杂光仿真测试与抑制

利用口径150mm、视场±0.17°、接收波长974nm的光学天线望远系统原理样机,搭建了试验装置并进行了实测,测量结果显示光学天线在0.35°附近及1°附近出现了两个原路回波杂光峰值.通过对两个杂光峰值的仿真分析,提出了在主镜内部增加二次斜光阑及临时挡光环的措施,消除望远系统前向散射杂光.通过分析主次镜焦距分配对光学天线望远系统杂光的影响,指出在设计中缩小主镜焦距可降低系统原路回波杂光,这对光学天线消回波杂光设计具有指导意义.