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Showing 611 to 620 of 620 (0.144 seconds)Spelling suggestions: "subject:"computationalstatistics"" "subject:"computationalmechanics""
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Migrering av en State of Charge-algoritm : Migrering och optimering av State of Charge algoritmen för Nickel-metallhydridbatterierJansson, Christoffer, Pettersson, Malte January 2023 (has links)
Följande studie är utförd på uppdrag av företaget Nilar som tillverkar Nickel-Metallhydridbatterier (NiMH-batterier) vid sin produktionanläggning i Gävle. Den nuvarande beräkningen av State of Charge (SoC) sker på deras Battery Management Unit (BMU) och är implementerad i Structured Text i exekveringsmiljön CODESYS. Nilar vill flytta SoC-beräkningen från BMU:n så att den kan exekveras på en Interface Control Unit (ICU). Motiveringen till detta är för att distribuera SoC-beräkningen då ett flertal ICU:er finns tillgängliga per Battery Management System (BMS) men även för att i framtiden helt byta ut CODESY. Syftet med denna studie är att migrera implementationen av SoC-algoritmen till programmeringsspråket C så att algoritmen senare kan exekveras på ICU:n. Därefter optimeras algoritmen för att sänka exekveringstiden. Studien utforskar kodstrukturella och funktionella skillnader mellan implementationerna samt metoder för att optimera SoC-algoritmen. Migreringen av algoritmen fullföljdes utan större inverkan på noggrannheten. Algoritmen optimerades genom att skapa en variant av en LU-faktorisering som var specifikt anpassad för det aktuella problemet. Optimeringen av algoritmen resulterade i en minskning på 25% av den totala exekveringstiden för algoritmen. De nya implementationerna tar markant längre tid att exekvera då batteriet befinner sig under laddning jämfört när det befinner sig under urladdning, någonting som inte kan noteras för den gamla implementationen. / The following study was carried out on the behalf of Nilar, which manufactures Nickel–metal hydride batteries at its production site in Gävle. The current State of Charge (SoC) calculation is done on their Battery Manegment Unit (BMU) and is implemented in Structured Text for the CODESYS runtime. Nilar wants to move the SoC calculation from the BMU so that its executed on a Interface Control Unit (ICU). The reasoning behind this is to distribute the SoC computation as several ICUs are available per Battery Management System (BMS) but also to remove the CODESYS dependency in the future. The purpose of this study is to migrate the implementation of the SoC-algorithm to the programming language C so that the algorithm can be executed on an ICU in the future. Furthermore this study aims to optimize the the algorithm to lower the execution time. The study explores differences in code structure and functionallity between the implementations as well as methods to optimize the SoC algorithm. The migration of the algorithm was completed without major impact on the accuracy. The algorithm was optimized by creating a variant of a LU factorization that was specifically suited to LU factorize the given problem. The optimization of the algorithm resulted in a 25% lower total execution time. The new implementations suffers from a longer total execution time when the battery is charging compared to when it’s discharging, something that’s not prevalent for the old implementation.
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| 612 |
Online trajectory planning and observer based controlAnisi, David A. January 2006 (has links)
The main body of this thesis consists of four appended papers. The first two consider different aspects of the trajectory planning problem, while the last two deal with observer design for mobile robotic and Euler-Lagrange systems respectively. The first paper addresses the problem of designing a real time, high performance trajectory planner for aerial vehicles. The main contribution is two-fold. Firstly, by augmenting a novel safety maneuver at the end of the planned trajectory, this paper extends previous results by having provable safety properties in a 3D setting. Secondly, assuming initial feasibility, the planning method is shown to have finite time task completion. Moreover, in the second part of the paper, the problem of simultaneous arrival of multiple aerial vehicles is considered. By using a time-scale separation principle, one is able to adopt standard Laplacian control to this consensus problem, which is neither unconstrained, nor first order. Direct methods for trajectory optimization are traditionally based on a priori temporal discretization and collocation methods. In the second paper, the problem of adaptive node distribution is formulated as a constrained optimization problem, which is to be included in the underlying nonlinear mathematical programming problem. The benefits of utilizing the suggested method for online trajectory optimization are illustrated by a missile guidance example. In the third paper, the problem of active observer design for an important class of non-uniformly observable systems, namely mobile robotics systems, is considered. The set of feasible configurations and the set of output flow equivalent states are defined. It is shown that the inter-relation between these two sets may serve as the basis for design of active observers. The proposed observer design methodology is illustrated by considering a unicycle robot model, equipped with a set of range-measuring sensors. Finally, in the fourth paper, a geometrically intrinsic observer for Euler-Lagrange systems is defined and analyzed. This observer is a generalization of the observer recently proposed by Aghannan and Rouchon. Their contractivity result is reproduced and complemented by a proof that the region of contraction is infinitely thin. However, assuming a priori bounds on the velocities, convergence of the observer is shown by means of Lyapunov's direct method in the case of configuration manifolds with constant curvature. / QC 20101108
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Quantitative Portfolio Construction Using Stochastic Programming / Kvantitativ portföljkonstruktion med användning av stokastisk programmering : En studie inom portföljoptimeringAshant, Aidin, Hakim, Elisabeth January 2018 (has links)
In this study within quantitative portfolio optimization, stochastic programming is investigated as an investment decision tool. This research takes the direction of scenario based Mean-Absolute Deviation and is compared with the traditional Mean-Variance model and widely used Risk Parity portfolio. Furthermore, this thesis is done in collaboration with the First Swedish National Pension Fund, AP1, and the implemented multi-asset portfolios are thus tailored to match their investment style. The models are evaluated on two different fund management levels, in order to study if the portfolio performance benefits from a more restricted feasible domain. This research concludes that stochastic programming over the investigated time period is inferior to Risk Parity, but outperforms the Mean-Variance Model. The biggest aw of the model is its poor performance during periods of market stress. However, the model showed superior results during normal market conditions. / I denna studie inom kvantitativ portföljoptimering undersöks stokastisk programmering som ett investeringsbeslutsverktyg. Denna studie tar riktningen för scenariobaserad Mean-Absolute Deviation och jämförs med den traditionella Mean-Variance-modellen samt den utbrett använda Risk Parity-portföljen. Avhandlingen görs i samarbete med Första AP-fonden, och de implementerade portföljerna, med era tillgångsslag, är därför skräddarsydda för att matcha deras investeringsstil. Modellerna utvärderas på två olika fondhanteringsnivåer för att studera om portföljens prestanda drar nytta av en mer restrektiv optimeringsmodell. Den här undersökningen visar att stokastisk programmering under undersökta tidsperioder presterar något sämre än Risk Parity, men överträffar Mean-Variance. Modellens största brist är dess prestanda under perioder av marknadsstress. Modellen visade dock något bättre resultat under normala marknadsförhållanden.
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Management and CEO Stock Ownership and its Effect on Company Performance / Aktieinnehav hos ledning och VD och dess påverkan på företagsutvecklingenKamangar, Daniel, Sundin, Richard January 2018 (has links)
This is a study on the effect of management and CEO stock ownership on company performance. A regression analysis is performed on panel data consisting of a sample of 30 companies listed on OMX Stockholm Mid Cap. A total of 210 and 2520 observations is considered on a yearly and monthly basis, respectively, for seven years (2010-2016). The Hausman test is applied for determining between the fixed effects and random effects regression models. Results show that management relative stock ownership has a significant positive effect on company net income growth and return on assets. The effect is not significant for CEO stock ownership, which is contrary to what commonly has been shown for large companies in previous research. Moreover, alternative methodology is discussed for the benefit of the future researcher. The authors illustrate how the selection of dummy variables can be vital for final model outcomes, and it is thus an important aspect to consider when performing panel data analysis. / I den här studien undersöks hur aktieinnehav hos ledning och den verkställande direktören i ett företag påverkar företagsutvecklingen. Studien genomförs med regressionsanalys på paneldata som består av 30 företag, samtliga noterade på OMX Stockholm Mid Cap. Totalt samlas 210 och 2520 observationer på årsbasis respektive månadsbasis över sju år (2010-2016). Hausman-testet används för att bestämma vilken av fixed effects-modellen och random effects-modellen som ska användas i regressionen. Resultaten visar att relativt aktieinnehav hos ledningen har en positiv signifikant påverkan på ett företags nettoinkomstutveckling och avkastning på tillgångar. Den verkställande direktörens aktieinnehav visas inte vara signifikant, vilket är motsatt till det som generellt har visats för stora företag i tidigare forskning. Regressionerna genomförs även med alternativa metoder, vilka det resoneras kring i en diskussion som bör vara till gagn för vidare forskning. Författarna illustrerar hur val av dummy-variabler kan ha en avgörande betydelse för regressionsanalysen, och att det således är en viktig aspekt att ta hänsyn till när regressioner genomförs på paneldata.
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Pricing Financial Derivatives with the FiniteDifference Method / Prissättning av finansiella derivat med den finita differensmetodenDanho, Sargon January 2017 (has links)
In this thesis, important theories in financial mathematics will be explained and derived. These theories will later be used to value financial derivatives. An analytical formula for valuing European call and put option will be derived and European call options will be valued under the Black-Scholes partial differential equation using three different finite difference methods. The Crank-Nicholson method will then be used to value American call options and solve their corresponding free boundary value problem. The optimal exercise boundary can then be plotted from the solution of the free boundary value problem. The algorithm for valuing American call options will then be further developed to solve the stock loan problem. This will be achieved by exploiting a link that exists between American call options and stock loans. The Crank-Nicholson method will be used to value stock loans and their corresponding free boundary value problem. The optimal exit boundary can then be plotted from the solution of the free boundary value problem. The results that are obtained from the numerical calculations will finally be used to discuss how different parameters affect the valuation of American call options and the valuation of stock loans. In the end of the thesis, conclusions about the effect of the different parameters on the optimal prices will be presented. / I det här kandidatexamensarbetet kommer fundamentala teorier inom finansiell matematik förklaras och härledas. Dessa teorier kommer lägga grunden för värderingen av finansiella derivat i detta arbete. En analytisk formel för att värdera europeiska köp- och säljoptioner kommer att härledas. Dessutom kommer europeiska köpoptioner att värderas numeriskt med tre olika finita differensmetoder. Den finita differensmetoden Crank-Nicholson kommer sedan användas för att värdera amerikanska köpoptioner och lösa det fria gränsvärdesproblemet (free boundary value problem). Den optimala omvandlingsgränsen (Optimal Exercise Boundary) kan därefter härledas från det fria gränsvärdesproblemet. Algoritmen för att värdera amerikanska köpoptioner utökas därefter till att värdera lån med aktier som säkerhet. Detta kan åstadkommas genom att utnyttja ett samband mellan amerikanska köpoptioner med lån där aktier används som säkerhet. Den finita differensmetoden Crank-Nicholson kommer dessutom att användas för att värdera lån med aktier som säkerhet. Den optimala avyttringsgränsen (Optimal Exit Boundary) kan därefter härledas från det fria gränsvärdesproblemet. Resultaten från de numeriska beräkningarna kommer slutligen att användas för att diskutera hur olika parametrar påverkar värderingen av amerikanska köpoptioner, samt värdering av lån med aktier som säkerhet. Avslutningsvis kommer slutsatser om effekterna av dessa parametrar att presenteras.
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Equilibrium Strategies for Time-Inconsistent Stochastic Optimal Control of Asset Allocation / Jämviktsstrategier för tidsinkonsistent stokastisk optimal styrning av tillgångsallokeringDimitry El Baghdady, Johan January 2017 (has links)
We have examinined the problem of constructing efficient strategies for continuous-time dynamic asset allocation. In order to obtain efficient investment strategies; a stochastic optimal control approach was applied to find optimal transaction control. Two mathematical problems are formulized and studied: Model I; a dynamic programming approach that maximizes an isoelastic functional with respect to given underlying portfolio dynamics and Model II; a more sophisticated approach where a time-inconsistent state dependent mean-variance functional is considered. In contrast to the optimal controls for Model I, which are obtained by solving the Hamilton-Jacobi-Bellman (HJB) partial differential equation; the efficient strategies for Model II are constructed by attaining subgame perfect Nash equilibrium controls that satisfy the extended HJB equation, introduced by Björk et al. in [1]. Furthermore; comprehensive execution algorithms where designed with help from the generated results and several simulations are performed. The results reveal that optimality is obtained for Model I by holding a fix portfolio balance throughout the whole investment period and Model II suggests a continuous liquidation of the risky holdings as time evolves. A clear advantage of using Model II is concluded as it is far more efficient and actually takes time-inconsistency into consideration. / Vi har undersökt problemet som uppstår vid konstruktion av effektiva strategier för tidskontinuerlig dynamisk tillgångsallokering. Tillvägagångsättet för konstruktionen av strategierna har baserats på stokastisk optimal styrteori där optimal transaktionsstyrning beräknas. Två matematiska problem formulerades och betraktades: Modell I, en metod där dynamisk programmering används för att maximera en isoelastisk funktional med avseende på given underliggande portföljdynamik. Modell II, en mer sofistikerad metod som tar i beaktning en tidsinkonsistent och tillståndsberoende avvägning mellan förväntad avkastning och varians. Till skillnad från de optimala styrvariablerna för Modell I som satisfierar Hamilton-Jacobi-Bellmans (HJB) partiella differentialekvation, konstrueras de effektiva strategierna för Modell II genom att erhålla subgame perfekt Nashjämvikt. Dessa satisfierar den utökade HJB ekvationen som introduceras av Björk et al. i [1]. Vidare har övergripande exekveringsalgoritmer skapats med hjälp av resultaten och ett flertal simuleringar har producerats. Resultaten avslöjar att optimalitet för Modell I erhålls genom att hålla en fix portföljbalans mellan de riskfria och riskfyllda tillgångarna, genom hela investeringsperioden. Medan för Modell II föreslås en kontinuerlig likvidering av de riskfyllda tillgångarna i takt med, men inte proportionerligt mot, tidens gång. Slutsatsen är att det finns en tydlig fördel med användandet av Modell II eftersom att resultaten påvisar en påtagligt högre grad av effektivitet samt att modellen faktiskt tar hänsyn till tidsinkonsistens.
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Designing Effective Derivative Line Filters: Utilizing convolution to extract extra information / Utformning av effektiva derivata-linjefilter: Användning av faltning för att extrahera extra informationLorentzon, Gustaf January 2023 (has links)
The ability to generate accurate approximations of derivatives holds significant importance in numerous scientific fields, including chemistry, economics and fluid mechanics. This thesis is centred around extracting hidden information in data using Smoothness-Increasing Accuracy-Conserving (SIAC) filters. The target application is in calculating derivatives in simulations of fluid flow. SIAC filters are based on convolution. Because of the properties used to construct the convolution kernel, we are able to design post-processing filters that can extract extra derivative information with high accuracy. In the past, these filters have typically had a tensor-product structure, which requires multi-dimensional filtering. Because of this, the filtering process can be very computationally expensive. The goal of this thesis is to develop one-dimensional line filters that are able to extract the derivative information more efficiently. By utilizing line filters, we aim to significantly cut the computational cost of the filtering process, while also maintaining the high accuracy. / Att kunna generera approximeringar av derivator med hög noggrannhet har stor användning inom många vetenskapliga områden, inklusive kemi, ekonomi och strömningsmekanik. Denna uppsats är fokuserad på att extrahera dold information i data med hjälp av en specifik typ av faltningsfilter. Dessa filter kan öka kontinuitetsgraden av data utan att minska noggrannheten. Den avsedda tilläpningen för dessa filter är inom strömningsmekanik, framförallt beräkning av derivator i flöden. Tack vare egenskaperna som används för att konstruera faltningskärnan kan vi utforma efterbehandlingsfilter som kan extrahera derivatainformation med hög noggrannhet. Tidigare har dessa filter ofta haft en tensorproduktstruktur, vilket kräver flerdimensionell filtrering. På grund av detta har filtreringen ofta en hög beräkningskostnad. Målet med denna uppsats är att utveckla endimensionella linjefilter som kan extrahera derivatainformation mer effektivt. Syftet är att använda dessa linjefilter för att betydligt miska filtreringens beräkningskostnad och samtidigt behålla den höga noggrannheten.
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Terrain Modeling in Dynamic Atmosphere for a Ground Wave Propagation SimulatorKarlsen, Gustaf January 2024 (has links)
The parabolic equation methods are advantageous in simulating under small time frames because of their low computational complexity. Because of this they are also feasible to implement on low end hardware. Due to the parabolic approximation they are based on, much work exists on improving the error introduced from the approximation. In this publication, further effort is put into developing these methods and the result from a master thesis at Tietoevry are presented. An in-house algorithm for evaporation duct propagation has been altered to improve the terrain modeling and to include range varying refractivity in a split step Fourier method called the discrete mixed Fourier transform. Previously only the piecewise linear shift map was utilized for terrain modeling which is known to become unstable at propagation angles exceeding around 15 degrees from the horizontal. By utilizing a hybrid method between piecewise linear shift map and knife edge method the stability issues are partially avoided, hence the solutions generated with the hybrid method are stable for a larger range of slope angles than with only using piecewise linear shift map. The range varying refractivity was included in the discrete mixed fourier transform by indexing making it possible to simulate dynamic evaporation duct heights. The report starts with a review of the theoretical foundation that the algorithm is built upon. Secondly, a logical list of steps outlines the altered algorithm. To conclude, the changes to the code are presented and discussed with the new results together with remarks on possible future improvements and current problems with the algorithm.
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Probabilistic Multidisciplinary Design Optimization on a high-pressure sandwich wall in a rocket engine applicationWahlström, Dennis January 2017 (has links)
A need to find better achievement has always been required in the space industrythrough time. Advanced technologies are provided to accomplish goals for humanityfor space explorer and space missions, to apprehend answers and widen knowledges. These are the goals of improvement, and in this thesis, is to strive and demandto understand and improve the mass of a space nozzle, utilized in an upperstage of space mission, with an expander cycle engine. The study is carried out by creating design of experiment using Latin HypercubeSampling (LHS) with a consideration to number of design and simulation expense.A surrogate model based optimization with Multidisciplinary Design Optimization(MDO) method for two different approaches, Analytical Target Cascading (ATC) and Multidisciplinary Feasible (MDF) are used for comparison and emend the conclusion. In the optimization, three different limitations are being investigated, designspace limit, industrial limit and industrial limit with tolerance. Optimized results have shown an incompatibility between two optimization approaches, ATC and MDF which are expected to be similar, but for the two limitations, design space limit and industrial limit appear to be less agreeable. The ATC formalist in this case dictates by the main objective, where the children/subproblems only focus to find a solution that satisfies the main objective and its constraint. For the MDF, the main objective function is described as a single function and solved subject to all the constraints. Furthermore, the problem is not divided into subproblems as in the ATC. Surrogate model based optimization, its solution influences by the accuracy ofthe model, and this is being investigated with another DoE. A DoE of the full factorial analysis is created and selected to study in a region near the optimal solution.In such region, the result has evidently shown to be quite accurate for almost allthe surrogate models, except for max temperature, damage and strain at the hottestregion, with the largest common impact on inner wall thickness of the space nozzle. Results of the new structure of the space nozzle have shown an improvement of mass by ≈ 50%, ≈ 15% and ≈ -4%, for the three different limitations, design spacelimit, industrial limit and industrial limit with tolerance, relative to a reference value,and ≈ 10%, ≈ 35% and ≈ 25% cheaper to manufacture accordingly to the defined producibility model.
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Feigenbaum ScalingSendrowski, Janek January 2020 (has links)
In this thesis I hope to provide a clear and concise introduction to Feigenbaum scaling accessible to undergraduate students. This is accompanied by a description of how to obtain numerical results by various means. A more intricate approach drawing from renormalization theory as well as a short consideration of some of the topological properties will also be presented. I was furthermore trying to put great emphasis on diagrams throughout the text to make the contents more comprehensible and intuitive.
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