Browsing by Subject "Large scale systems"

Now showing 1 - 8 of 8

Open Access
Analysis of cross-correlations between financial markets after the 2008 crisis
(Elsevier BV, 2013) Sensoy, A.; Yuksel, S.; Erturk, M.
We analyze the cross-correlation matrix C of the index returns of the main financial markets after the 2008 crisis using methods of random matrix theory. We test the eigenvalues of C for universal properties of random matrices and find that the majority of the cross-correlation coefficients arise from randomness. We show that the eigenvector of the largest deviating eigenvalue of C represents a global market itself. We reveal that high volatility of financial markets is observed at the same times with high correlations between them which lowers the risk diversification potential even if one constructs a widely internationally diversified portfolio of stocks. We identify and compare the connection and cluster structure of markets before and after the crisis using minimal spanning and ultrametric hierarchical trees. We find that after the crisis, the co-movement degree of the markets increases. We also highlight the key financial markets of pre and post crisis using main centrality measures and analyze the changes. We repeat the study using rank correlation and compare the differences. Further implications are discussed.
Open Access
Decentralized blocking zeros and the decentralized strong stabilization problem
(IEEE, 1995) Ünyelioğlu, K. A.; Özgüler, A. B.; Özgüner, Ü.
This paper is concerned with a new system theoretic concept, decentralized blocking zeros, and its applications in the design of decentralized controllers for linear time-invariant finite-dimensional systems. The concept of decentralized blocking zeros is a generalization of its centralized counterpart to multichannel systems under decentralized control. Decentralized blocking zeros are defined as the common blocking zeros of the main diagonal transfer matrices and various complementary transfer matrices of a given plant. As an application of this concept, we consider the decentralized strong stabilization problem (DSSP) where the objective is to stabilize a plant using a stable decentralized controller. It is shown that a parity interlacing property should be satisfied among the real unstable poles and real unstable decentralized blocking zeros of the plant for the DSSP to be solvable. That parity interlacing property is also sufficient for the solution of the DSSP for a large class of plants satisfying a certain connectivity condition. The DSSP is exploited in the solution of a special decentralized simultaneous stabilization problem, called the decentralized concurrent stabilization problem (DCSP). Various applications of the DCSP in the design of controllers for large-scale systems are also discussed.
Open Access
Decentralized blocking zeros in the control of large scale systems
(1992) Ünyelioğlu, Konur Alp
lu lliis lliesi.s, a luuiiber ot syiithe.sis problems i'or linear. ninc-invariauL, iiiiite-cliuieiiSioiial sysiems are adclres.se(l. It i.s sliown that tlie lu'w concejU of (l·.': m inili zed blocking zeros \s as fmidaineiital to controller .synthesis problems for large scale systems as the concept of decentralized fixed modes. The main problems considered are (i) decentralized stabilization problem, (ii) decentralized strong stabilization problem, and (iii) decentralized concurrent stabilization problem. 7'he dtcenIralized siabUizaiion problem is a fairly well-understood controller synthesis problem for which many synthesis methods exist. Here, we give a new .synthesis procedure via a proper stable fractional approach and focus our attention on the generic solvability and characitnzalion of all solutions. The decenlralized strong .stabilization problem is the problem of stabilizing a .systeni using stable local controllers. In this problem, the .set of decentralized blocking zeros play an essential role and it turns out that the problem has a solution in case tlie poles and the real nonnegative decentralized blocking zeros have parity interlacing property. In the more general problem of decentralized stabilization problem with minimum number of unstable controller poles, it is shown tliat this minimum number is determined by the nuiid.H-»r of odd distributions of plant poles among the real nonnegative decentralized blocking zeros. The decentralized concurrent stabilization problem is a special type of simultaneous stabilization problem using a decentralized controller. Tliis problem is of interest, since many large scale synthesis problems turn out to be its special cases. A complete solution to decentralized concurrent stabilization problem is obtained, where again the decentralized blocking zeros play a central role. Three problems that have receiviHİ wide atteiuion in tlie literature of large scale .systems: stabilization o f composite systems using locally :>tabilizing subsystem controllers, stabilization uf composite system.^ na the slabilization o f mam diagonal transfer matrices, and rcliablt decentralized siabilizaiion problem are solved by a specialization of oiir main result on decentralized concurrent stabilization problem.
Open Access
Designing emergency response networks for hazardous materials transportation
(2007) Berman O.; Verter V.; Kara, B.Y.
Undesirable consequences of dangerous goods incidents can be mitigated by quick arrival of specialized response teams at the accident site. We present a novel methodology to determine the optimal design of a specialized team network so as to maximize its ability to respond to such incidents in a region. We show that this problem can be represented via a maximal arc-covering model. We discuss two formulations for the maximal arc-covering problem, a known one and a new one. Through computational experiments, we establish that the known formulation has excessive computational requirements for large-scale problems, whereas the alternative model constitutes a basis for an efficient heuristic. The methodology is applied to assess the emergency response capability to transport incidents, that involve gasoline, in Quebec and Ontario. We point out the possibility of a significant improvement via relocation of the existing specialized teams, which are currently stationed at the shipment origins. © 2005 Elsevier Ltd. All rights reserved.
Open Access
Global stabilization via local stabilizing actions
(Institute of Electrical and Electronics Engineers, 2006) Özgüler, A. B.
Stabilization of a linear, time-invariant system via stabilization of its main diagonal subsytems is the underlying problem in all diagonal dominance techniques for decentralized control. In these techniques as well as all Nyquist-based techniques, sufficient conditions are obtained under the assumption that the collection of the unstable poles of all diagonal subsystems is the same as the unstable poles of the overall system. We show that this assumption is by itself enough to construct a solution to the problem at least in cases where the diagonal subsystems have disjoint poles. © 2006 IEEE.
Open Access
Improving performance of sparse matrix dense matrix multiplication on large-scale parallel systems
(Elsevier BV, 2016) Acer, S.; Selvitopi, O.; Aykanat, Cevdet
We propose a comprehensive and generic framework to minimize multiple and different volume-based communication cost metrics for sparse matrix dense matrix multiplication (SpMM). SpMM is an important kernel that finds application in computational linear algebra and big data analytics. On distributed memory systems, this kernel is usually characterized with its high communication volume requirements. Our approach targets irregularly sparse matrices and is based on both graph and hypergraph partitioning models that rely on the widely adopted recursive bipartitioning paradigm. The proposed models are lightweight, portable (can be realized using any graph and hypergraph partitioning tool) and can simultaneously optimize different cost metrics besides total volume, such as maximum send/receive volume, maximum sum of send and receive volumes, etc., in a single partitioning phase. They allow one to define and optimize as many custom volume-based metrics as desired through a flexible formulation. The experiments on a wide range of about thousand matrices show that the proposed models drastically reduce the maximum communication volume compared to the standard partitioning models that only address the minimization of total volume. The improvements obtained on volume-based partition quality metrics using our models are validated with parallel SpMM as well as parallel multi-source BFS experiments on two large-scale systems. For parallel SpMM, compared to the standard partitioning models, our graph and hypergraph partitioning models respectively achieve reductions of 14% and 22% in runtime, on average. Compared to the state-of-the-art partitioner UMPa, our graph model is overall 14.5 ï¿½ faster and achieves an average improvement of 19% in the partition quality on instances that are bounded by maximum volume. For parallel BFS, we show on graphs with more than a billion edges that the scalability can significantly be improved with our models compared to a recently proposed two-dimensional partitioning model.
Open Access
Simulation metamodelling with neural networks: an experimental investigation
(2002) Sabuncuoğlu, İ.; Touhami, S.
Artificial neural networks are often proposed as an alternative approach for formalizing various quantitative and qualitative aspects of complex systems. This paper examines the robustness of using neural networks as a simulation metamodel to estimate manufacturing system performances. Simulation models of a job shop system are developed for various configurations to train neural network metamodels. Extensive computational tests are carried out with the proposed models at various factor levels (study horizon, system load, initial system status, stochasticity, system size and error assessment methods) to see the metamodel accuracy. The results indicate that simulation metamodels with neural networks can be effectively used to estimate the system performances.
Open Access
Simulation optimization: a comprehensive review on theory and applications
(Taylor & Francis, 2004) Tekin, E.; Sabuncuoglu, I.
For several decades, simulation has been used as a descriptive tool by the operations research community in the modeling and analysis of a wide variety of complex real systems. With recent developments in simulation optimization and advances in computing technology, it now becomes feasible to use simulation as a prescriptive tool in decision support systems. In this paper, we present a comprehensive survey on techniques for simulation optimization with emphasis given on recent developments. We classify the existing techniques according to problem characteristics such as shape of the response surface (global as compared to local optimization), objective functions (single or multiple objectives) and parameter spaces (discrete or continuous parameters). We discuss the major advantages and possible drawbacks of the different techniques. A comprehensive bibliography and future research directions are also provided in the paper.