A Simultaneous Deterministic Perturbation Actor-Critic Algorithm with an Application to Optimal Mortgage Refinancing

We develop a simulation-based, two-timescale actor-critic algorithm for infinite horizon Markov decision processes with finite state and action spaces, with a discounted reward criterion. The algorithm is of the gradient ascent type and performs a search in the space of stationary randomized policies. The algorithm uses certain simultaneous deterministic perturbation stochastic approximation (SDPSA) gradient estimates for enhanced performance. We show an application of our algorithm on a problem of mortgage refinancing. Our algorithm obtains the optimal refinancing strategies in a computationally efficient manner

A hybrid pre-whitening technique for detection of additive spread spectrum watermarks in audio signals

Pre-whitening techniques are employed in blind correlation detection of additive spread spectrum watermarks in audio signals to reduce the host signal interference. A direct deterministic whitening (DDW) scheme is derived in this paper from the frequency domain analysis of the time domain correlation process. Our experimental studies reveal that, the Savitzky-Golay Whitening (SGW), which is otherwise inferior to DDW technique, performs better when the audio signal is predominantly lowpass. The novelty of this paper lies in exploiting the complementary nature to the two whitening techniques to obtain a hybrid whitening (HbW) scheme. In the hybrid scheme the DDW and SGW techniques are selectively applied, based on short time spectral characteristics of the audio signal. The hybrid scheme extends the reliability of watermark detection to a wider range of audio signals.

Single Cavity Trapped Vortex Combustor Simulations

The present work describes steady and unsteady computation of reacting flow in a Trapped Vortex Combustor. The primary motivation of this study is to develop this concept into a working combustor in modern gas turbines. The present work is an effort towards development of an experimental model test rig for further understanding dynamics of a single cavity trapped vortex combustor. The steady computations with and without combustion have been done for L/D of 0.8, 1 and 1.2; also unsteady non-reacting flow simulation has been done for L/D of 1. Fuel used for the present study is methane and Eddy-Dissipation model has been used for combustion-turbulence interactions. For L/D of 0.8, combustion efficiency is maximum and pattern factor is minimum. Also, primary vortex in the cavity is more stable and symmetric for L/D of 0.8. From unsteady non-reacting flow simulations, it is found that there is no vortex shedding from the cavity but there are oscillations in the span-wise direction of the combustor.

Computational Analysis of Flow through a Multiple Nozzle Driven Laser Cavity and Diffuser

Computations have been carried out for simulating supersonic flow through a set of converging-diverging nozzles with their expanding jets forming a laser cavity and flow patterns through diffusers, past the cavity. A thorough numerical investigation with 3-D RANS code is carried out to capture the flow distribution which comprises of shock patterns and multiple supersonic jet interactions. The analysis of pressure recovery characteristics during the flow through the diffusers is an important parameter of the simulation and is critical for the performance of the laser device. The results of the computation have shown a close agreement with the experimentally measured parameters as well as other established results indicating that the flow analysis done is found to be satisfactory.