59 resultados para Portfolio strategy

em Indian Institute of Science - Bangalore - Índia


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In this paper, we propose a new load distribution strategy called `send-and-receive' for scheduling divisible loads, in a linear network of processors with communication delay. This strategy is designed to optimally utilize the network resources and thereby minimizes the processing time of entire processing load. A closed-form expression for optimal size of load fractions and processing time are derived when the processing load originates at processor located in boundary and interior of the network. A condition on processor and link speed is also derived to ensure that the processors are continuously engaged in load distributions. This paper also presents a parallel implementation of `digital watermarking problem' on a personal computer-based Pentium Linear Network (PLN) topology. Experiments are carried out to study the performance of the proposed strategy and results are compared with other strategies found in literature.

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In this paper, we present an improved load distribution strategy, for arbitrarily divisible processing loads, to minimize the processing time in a distributed linear network of communicating processors by an efficient utilization of their front-ends. Closed-form solutions are derived, with the processing load originating at the boundary and at the interior of the network, under some important conditions on the arrangement of processors and links in the network. Asymptotic analysis is carried out to explore the ultimate performance limits of such networks. Two important theorems are stated regarding the optimal load sequence and the optimal load origination point. Comparative study of this new strategy with an earlier strategy is also presented.

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We address a portfolio optimization problem in a semi-Markov modulated market. We study both the terminal expected utility optimization on finite time horizon and the risk-sensitive portfolio optimization on finite and infinite time horizon. We obtain optimal portfolios in relevant cases. A numerical procedure is also developed to compute the optimal expected terminal utility for finite horizon problem.

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A computationally efficient pseudodynamical filtering setup is established for elasticity imaging (i.e., reconstruction of shear modulus distribution) in soft-tissue organs given statically recorded and partially measured displacement data. Unlike a regularized quasi-Newton method (QNM) that needs inversion of ill-conditioned matrices, the authors explore pseudodynamic extended and ensemble Kalman filters (PD-EKF and PD-EnKF) that use a parsimonious representation of states and bypass explicit regularization by recursion over pseudotime. Numerical experiments with QNM and the two filters suggest that the PD-EnKF is the most robust performer as it exhibits no sensitivity to process noise covariance and yields good reconstruction even with small ensemble sizes.

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India is the midst of oil crisis.Many long term solution have been suggested.The question that is being asked is: can something be done immediately? Prof. A.K.N Reddy, who leads the group on the application of science & Techonology to rural area at the Indian Institute of Science has come with simple solutions which appears to well within our present technological capability.

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Abstract is not available.

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Location management problem that arise in mobile computing networks is addressed. One method used in location management is to designate sonic of the cells in the network as "reporting cells". The other cells in the network are "non-reporting cells". Finding an optimal set of reporting cells (or reporting cell configuration) for a given network. is a difficult combinatorial optimization problem. In fact this is shown to be an NP-complete problem. in an earlier study. In this paper, we use the selective paging strategy and use an ant colony optimization method to obtain the best/optimal set of reporting cells for a given a network.

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India's energy challenges are multi-pronged. They are manifested through growing demand for modern energy carriers, a fossil fuel dominated energy system facing a severe resource crunch, the need for creating access to quality energy for the large section of deprived population, vulnerable energy security, local and global pollution regimes and the need for sustaining economic development. Renewable energy is considered as one of the most promising alternatives. Recognizing this potential, India has been implementing one of the largest renewable energy programmes in the world. Among the renewable energy technologies. bioenergy has a large diverse portfolio including efficient biomass stoves, biogas, biomass combustion and gasification and process heat and liquid fuels. India has also formulated and implemented a number of innovative policies and programmes to promote bioenergy technologies. However, according to some preliminary studies, the success rate is marginal compared to the potential available. This limited success is a clear indicator of the need for a serious reassessment of the bioenergy programme. Further, a realization of the need for adopting a sustainable energy path to address the above challenges will be the guiding force in this reassessment. In this paper an attempt is made to consider the potential of bioenergy to meet the rural energy needs: (I) biomass combustion and gasification for electricity; (2) biomethanation for cooking energy (gas) and electricity; and (3) efficient wood-burning devices for cooking. The paper focuses on analysing the effectiveness of bioenergy in creating this rural energy access and its sustainability in the long run through assessing: the demand for bioenergy and potential that could be created; technologies, status of commercialization and technology transfer and dissemination in India; economic and environmental performance and impacts: bioenergy policies, regulatory measures and barrier analysis. The whole assessment aims at presenting bioenergy as an integral part of a sustainable energy strategy for India. The results show that bioenergy technology (BET) alternatives compare favourably with the conventional ones. The cost comparisons show that the unit costs of BET alternatives are in the range of 15-187% of the conventional alternatives. The climate change benefits in terms of carbon emission reductions are to the tune of 110 T C per year provided the available potential of BETs are utilized.

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Speed control of ac motors requires variable frequency, variable current, or variable voltage supply. Variable frequency supply can be obtained directly from a fixed frequency supply by using a frequency converter or from a dc source using inverters. In this paper a control technique for reference wave adaptive-current generation by modulating the inverter voltage is explained. Extension of this technique for three-phase induction-motor speed control is briefly explained. The oscillograms of the current waveforms obtained from the experimental setup are also shown.

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Although various strategies have been developed for scheduling parallel applications with independent tasks, very little work exists for scheduling tightly coupled parallel applications on cluster environments. In this paper, we compare four different strategies based on performance models of tightly coupled parallel applications for scheduling the applications on clusters. In addition to algorithms based on existing popular optimization techniques, we also propose a new algorithm called Box Elimination that searches the space of performance model parameters to determine the best schedule of machines. By means of real and simulation experiments, we evaluated the algorithms on single cluster and multi-cluster setups. We show that our Box Elimination algorithm generates up to 80% more efficient schedule than other algorithms. We also show that the execution times of the schedules produced by our algorithm are more robust against the performance modeling errors.

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The problem of identification of stiffness, mass and damping properties of linear structural systems, based on multiple sets of measurement data originating from static and dynamic tests is considered. A strategy, within the framework of Kalman filter based dynamic state estimation, is proposed to tackle this problem. The static tests consists of measurement of response of the structure to slowly moving loads, and to static loads whose magnitude are varied incrementally; the dynamic tests involve measurement of a few elements of the frequency response function (FRF) matrix. These measurements are taken to be contaminated by additive Gaussian noise. An artificial independent variable τ, that simultaneously parameterizes the point of application of the moving load, the magnitude of the incrementally varied static load and the driving frequency in the FRFs, is introduced. The state vector is taken to consist of system parameters to be identified. The fact that these parameters are independent of the variable τ is taken to constitute the set of ‘process’ equations. The measurement equations are derived based on the mechanics of the problem and, quantities, such as displacements and/or strains, are taken to be measured. A recursive algorithm that employs a linearization strategy based on Neumann’s expansion of structural static and dynamic stiffness matrices, and, which provides posterior estimates of the mean and covariance of the unknown system parameters, is developed. The satisfactory performance of the proposed approach is illustrated by considering the problem of the identification of the dynamic properties of an inhomogeneous beam and the axial rigidities of members of a truss structure.

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In this paper we analyze a deploy and search strategy for multi-agent systems. Mobile agents equipped with sensors carry out search operation in the search space. The lack of information about the search space is modeled as an uncertainty density distribution over the space, and is assumed to be known to the agents a priori. In each step, the agents deploy themselves in an optimal way so as to maximize per step reduction in the uncertainty density. We analyze the proposed strategy for convergence and spatial distributedness. The control law moving the agents has been analyzed for stability and convergence using LaSalle's invariance principle, and for spatial distributedness under a few realistic constraints on the control input such as constant speed, limit on maximum speed, and also sensor range limits. The simulation experiments show that the strategy successfully reduces the average uncertainty density below the required level.

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A variety of N-alkyl-beta-aminodiselenides have been synthesized in high yield from sulfamidates under mild reaction conditions using potassium selenocyanate and benzyltriethylammonium tetrathiomolybdate ([BnNEt3](2)MoS4) in a sequential, one-pot, multistep reaction. The tolerance of multifarious protecting groups under the reaction conditions is discussed. The methodology was successfully extended to the synthesis of selenocystine,3,3'-dialkylselenocystine, and 3,3'-diphenylisoselenocystine and their direct incorporation into peptides.

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Chenodeoxycholic acid based PET sensors for alkali metal ions have been immobilized on Merrifield resin and on Tentagel. The fluorescence of the sensor beads is enhanced upon binding the cations. The modular nature of the sensor allows designing different sensors based on this concept.

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A posteriori error estimation and adaptive refinement technique for fracture analysis of 2-D/3-D crack problems is the state-of-the-art. The objective of the present paper is to propose a new a posteriori error estimator based on strain energy release rate (SERR) or stress intensity factor (SIF) at the crack tip region and to use this along with the stress based error estimator available in the literature for the region away from the crack tip. The proposed a posteriori error estimator is called the K-S error estimator. Further, an adaptive mesh refinement (h-) strategy which can be used with K-S error estimator has been proposed for fracture analysis of 2-D crack problems. The performance of the proposed a posteriori error estimator and the h-adaptive refinement strategy have been demonstrated by employing the 4-noded, 8-noded and 9-noded plane stress finite elements. The proposed error estimator together with the h-adaptive refinement strategy will facilitate automation of fracture analysis process to provide reliable solutions.