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Computation, Volume 9, Issue 7 (July 2021) – 7 articles

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32 pages, 444 KiB  
Article
Optimal Selection of Conductors in Three-Phase Distribution Networks Using a Discrete Version of the Vortex Search Algorithm
by John Fernando Martínez-Gil, Nicolas Alejandro Moyano-García, Oscar Danilo Montoya and Jorge Alexander Alarcon-Villamil
Computation 2021, 9(7), 80; https://doi.org/10.3390/computation9070080 - 18 Jul 2021
Cited by 10 | Viewed by 3005
Abstract
In this study, a new methodology is proposed to perform optimal selection of conductors in three-phase distribution networks through a discrete version of the metaheuristic method of vortex search. To represent the problem, a single-objective mathematical model with a mixed-integer nonlinear programming (MINLP) [...] Read more.
In this study, a new methodology is proposed to perform optimal selection of conductors in three-phase distribution networks through a discrete version of the metaheuristic method of vortex search. To represent the problem, a single-objective mathematical model with a mixed-integer nonlinear programming (MINLP) structure is used. As an objective function, minimization of the investment costs in conductors together with the technical losses of the network for a study period of one year is considered. Additionally, the model will be implemented in balanced and unbalanced test systems and with variations in the connection of their loads, i.e., Δ- and Y-connections. To evaluate the costs of the energy losses, a classical backward/forward three-phase power-flow method is implemented. Two test systems used in the specialized literature were employed, which comprise 8 and 27 nodes with radial structures in medium voltage levels. All computational implementations were developed in the MATLAB programming environment, and all results were evaluated in DigSILENT software to verify the effectiveness and the proposed three-phase unbalanced power-flow method. Comparative analyses with classical and Chu & Beasley genetic algorithms, tabu search algorithm, and exact MINLP approaches demonstrate the efficiency of the proposed optimization approach regarding the final value of the objective function. Full article
(This article belongs to the Special Issue Recent Advances in Process Modeling and Optimisation)
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25 pages, 2280 KiB  
Article
Alternating Direction Implicit (ADI) Methods for Solving Two-Dimensional Parabolic Interface Problems with Variable Coefficients
by Chuan Li, Guangqing Long, Yiquan Li and Shan Zhao
Computation 2021, 9(7), 79; https://doi.org/10.3390/computation9070079 - 17 Jul 2021
Cited by 4 | Viewed by 4938
Abstract
The matched interface and boundary method (MIB) and ghost fluid method (GFM) are two well-known methods for solving elliptic interface problems. Moreover, they can be coupled with efficient time advancing methods, such as the alternating direction implicit (ADI) methods, for solving time-dependent partial [...] Read more.
The matched interface and boundary method (MIB) and ghost fluid method (GFM) are two well-known methods for solving elliptic interface problems. Moreover, they can be coupled with efficient time advancing methods, such as the alternating direction implicit (ADI) methods, for solving time-dependent partial differential equations (PDEs) with interfaces. However, to our best knowledge, all existing interface ADI methods for solving parabolic interface problems concern only constant coefficient PDEs, and no efficient and accurate ADI method has been developed for variable coefficient PDEs. In this work, we propose to incorporate the MIB and GFM in the framework of the ADI methods for generalized methods to solve two-dimensional parabolic interface problems with variable coefficients. Various numerical tests are conducted to investigate the accuracy, efficiency, and stability of the proposed methods. Both the semi-implicit MIB-ADI and fully-implicit GFM-ADI methods can recover the accuracy reduction near interfaces while maintaining the ADI efficiency. In summary, the GFM-ADI is found to be more stable as a fully-implicit time integration method, while the MIB-ADI is found to be more accurate with higher spatial and temporal convergence rates. Full article
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19 pages, 3108 KiB  
Article
Wavelet Power Spectral Domain Functional Principal Component Analysis for Feature Extraction of Epileptic EEGs
by Shengkun Xie
Computation 2021, 9(7), 78; https://doi.org/10.3390/computation9070078 - 7 Jul 2021
Cited by 3 | Viewed by 2888
Abstract
Feature extraction plays an important role in machine learning for signal processing, particularly for low-dimensional data visualization and predictive analytics. Data from real-world complex systems are often high-dimensional, multi-scale, and non-stationary. Extracting key features of this type of data is challenging. This work [...] Read more.
Feature extraction plays an important role in machine learning for signal processing, particularly for low-dimensional data visualization and predictive analytics. Data from real-world complex systems are often high-dimensional, multi-scale, and non-stationary. Extracting key features of this type of data is challenging. This work proposes a novel approach to analyze Epileptic EEG signals using both wavelet power spectra and functional principal component analysis. We focus on how the feature extraction method can help improve the separation of signals in a low-dimensional feature subspace. By transforming EEG signals into wavelet power spectra, the functionality of signals is significantly enhanced. Furthermore, the power spectra transformation makes functional principal component analysis suitable for extracting key signal features. Therefore, we refer to this approach as a double feature extraction method since both wavelet transform and functional PCA are feature extractors. To demonstrate the applicability of the proposed method, we have tested it using a set of publicly available epileptic EEGs and patient-specific, multi-channel EEG signals, for both ictal signals and pre-ictal signals. The obtained results demonstrate that combining wavelet power spectra and functional principal component analysis is promising for feature extraction of epileptic EEGs. Therefore, they can be useful in computer-based medical systems for epilepsy diagnosis and epileptic seizure detection problems. Full article
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18 pages, 316 KiB  
Article
The Features of Building a Portfolio of Trading Strategies Using the SAS OPTMODEL Procedure
by Oleksandr Terentiev, Tatyana Prosiankina-Zharova, Volodymyr Savastiyanov, Valerii Lakhno and Vira Kolmakova
Computation 2021, 9(7), 77; https://doi.org/10.3390/computation9070077 - 6 Jul 2021
Cited by 3 | Viewed by 3786
Abstract
The article describes the original information technology of the algorithmic trading, designed to solve the problem of forming the optimal portfolio of trade strategies. The methodology of robust optimization, using the Ledoit–Wolf shrinkage method for obtaining stable estimates of the covariance matrix of [...] Read more.
The article describes the original information technology of the algorithmic trading, designed to solve the problem of forming the optimal portfolio of trade strategies. The methodology of robust optimization, using the Ledoit–Wolf shrinkage method for obtaining stable estimates of the covariance matrix of algorithmic strategies, was used for the formation of a portfolio of trade strategies. The corresponding software was implemented by SAS OPTMODEL Procedure. The paper deals with a portfolio of trade strategies built for highly-profitable, but also highly risky financial tools—cryptocurrencies. Available bitcoin assets were divided into a corresponding proportion for each of the recommended portfolio strategies, and during the selected period (one calendar month) were used for this research. The portfolio of trade strategies is rebuilt at the end of the period (every month) based on the results of trade during the period, in accordance with the conditions of risk minimizing or income maximizing. Trading strategies work in parallel, being in a state of waiting for a relevant trading signal. Strategies can be changed by moving the parameters in accordance with the current state of the financial market, removed if ineffective, and replaced where necessary. The efficiency of using a robust decision-making method in the context of uncertainty regarding cryptocurrency trading was confirmed by the results of real trading for the Bitcoin/Dollar pair. Implementation of the offered information technology in electronic trading systems will allow risk reduction as a result of making incorrect decisions or delays in making decisions in a systemic trading. Full article
(This article belongs to the Section Computational Engineering)
24 pages, 9299 KiB  
Article
Improvement and Assessment of a Blind Image Deblurring Algorithm Based on Independent Component Analysis
by Simone Fiori
Computation 2021, 9(7), 76; https://doi.org/10.3390/computation9070076 - 1 Jul 2021
Cited by 1 | Viewed by 2486
Abstract
The aim of the present paper is to improve an existing blind image deblurring algorithm, based on an independent component learning paradigm, by manifold calculus. The original technique is based on an independent component analysis algorithm applied to a set of pseudo-images obtained [...] Read more.
The aim of the present paper is to improve an existing blind image deblurring algorithm, based on an independent component learning paradigm, by manifold calculus. The original technique is based on an independent component analysis algorithm applied to a set of pseudo-images obtained by Gabor-filtering a blurred image and is based on an adapt-and-project paradigm. A comparison between the original technique and the improved method shows that independent component learning on the unit hypersphere by a Riemannian-gradient algorithm outperforms the adapt-and-project strategy. A comprehensive set of numerical tests evidenced the strengths and weaknesses of the discussed deblurring technique. Full article
(This article belongs to the Section Computational Engineering)
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29 pages, 4039 KiB  
Article
DG-GMsFEM for Problems in Perforated Domains with Non-Homogeneous Boundary Conditions
by Valentin Alekseev, Maria Vasilyeva, Uygulaana Kalachikova and Eric T. Chung
Computation 2021, 9(7), 75; https://doi.org/10.3390/computation9070075 - 29 Jun 2021
Cited by 3 | Viewed by 2520
Abstract
Problems in perforated media are complex and require high resolution grid construction to capture complex irregular perforation boundaries leading to the large discrete system of equations. In this paper, we develop a multiscale model reduction technique based on the Discontinuous Galerkin Generalized Multiscale [...] Read more.
Problems in perforated media are complex and require high resolution grid construction to capture complex irregular perforation boundaries leading to the large discrete system of equations. In this paper, we develop a multiscale model reduction technique based on the Discontinuous Galerkin Generalized Multiscale Finite Element Method (DG-GMsFEM) for problems in perforated domains with non-homogeneous boundary conditions on perforations. This method implies division of the perforated domain into several non-overlapping subdomains constructing local multiscale basis functions for each. We use two types of multiscale basis functions, which are constructed by imposing suitable non-homogeneous boundary conditions on subdomain boundary and perforation boundary. The construction of these basis functions contains two steps: (1) snapshot space construction and (2) solution of local spectral problems for dimension reduction in the snapshot space. The presented method is used to solve different model problems: elliptic, parabolic, elastic, and thermoelastic equations with non-homogeneous boundary conditions on perforations. The concepts for coarse grid construction and definition of the local domains are presented and investigated numerically. Numerical results for two test cases with homogeneous and non-homogeneous boundary conditions are included, as well. For the case with homogeneous boundary conditions on perforations, results are shown using only local basis functions with non-homogeneous boundary condition on subdomain boundary and homogeneous boundary condition on perforation boundary. Both types of basis functions are needed in order to obtain accurate solutions, and they are shown for problems with non-homogeneous boundary conditions on perforations. The numerical results show that the proposed method provides good results with a significant reduction of the system size. Full article
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5 pages, 392 KiB  
Technical Note
Note on F-Graph Construction
by Vladimir Liska and Robert Vrabel
Computation 2021, 9(7), 74; https://doi.org/10.3390/computation9070074 - 24 Jun 2021
Viewed by 1670
Abstract
The center of an F-graph contains at least two vertices, and the distance between any two central vertices is equal to the radius. In this short note, we describe one way of constructing these graphs. Full article
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