Search Results - (((((((ant OR wikwwant) OR ante) OR walte) OR cantor) OR anne) OR carter) OR cantini) algorithms.

QoS and Energy Management in Cognitive Radio Network : Case Study Approach. by Mishra, Vishram

Table of Contents: “…1.6.1 Channel Selection in CR Based Infrastructure Network1.6.2 Channel Selection in CR Based Ad-hoc Network; 1.7 MAC Protocols for Cognitive Radio Networks; 1.7.1 Random Access Based MAC Scheme; 1.7.2 Time-Slotted Based MAC Scheme; 1.8 Self-coexistence in Cognitive Radio Networks; 1.8.1 Resource Relocation Based Self-coexistence; 1.8.2 Resource Sharing Based Self-coexistence; 1.9 Discussion; References; 2 Cognitive Radio Network- A Review; 2.1 Spectrum Management; 2.1.1 Ant Colony Optimization Based Spectrum Management; 2.1.2 Non-linear Optimization Based Spectrum Management.…”
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Comorbidity in migraine

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Anaphora Resolution. by Mitkov, Ruslan

Table of Contents: “…4.1 Early work in anaphora resolution4.2 Student; 4.3 Shrdlu; 4.4 Lunar; 4.5 Hobbs's naïve approach; 4.5.1 The algorithm; 4.5.2 Evaluation of Hobbs' s algorithm; 4.6 The BFP algorithm; 4.7 Carter's shallow processing approach; 4.8 Rich and LuperFoy's distributed architecture; 4.9 Carbonell and Brown's multi-strategy approach; 4.10 Other work; 4.11 Summary; Chapter Five: The present: knowledge-poor and corpus-based approaches in the 1990s and beyond; 5.1 Main trends in recent anaphora resolution research; 5.2 Collocation patterns-based approach; 5.3 Lappin and Leass's algorithm; 5.3.1 Overview.…”
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Java Deep Learning Projects : Implement 10 Real-World Deep Learning Applications Using Deeplearning4j and Open Source APIs. by Karim, Rezaul

Table of Contents: “…; Artificial Neural Networks; Biological neurons; A brief history of ANNs; How does an ANN learn?; ANNs and the backpropagation algorithm; Forward and backward passes; Weights and biases; Weight optimization; Activation functions.…”
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Advances in time series forecasting. Volume 2

Table of Contents: “…INTRODUCTION -- CLASSICAL TIME SERIES FORECASTING MODELS -- ARTIFICIAL NEURAL NETWORKS FOR FORECASTING TIME SERIES -- A NEW ARTIFICIAL NEURAL NETWORK WITH DETERMINISTIC COMPONENTS -- APPLICATIONS -- CONCLUSION -- CONFLICT OF INTEREST -- ACKNOWLEDGEMENTS -- REFERENCES -- A Fuzzy Time Series Approach Based on Genetic Algorithm with Single Analysis Process -- Ozge Cagcag Yolcu* -- INTRODUCTION -- FUZZY TIME SERIES -- RELATED METHODS -- Genetic Algorithm (GA) -- Single Multiplicative Neuron Model -- PROPOSED METHOD -- APPLICATIONS -- CONCLUSION AND DISCUSSION -- CONFLICT OF INTEREST -- ACKNOWLEDGEMENTS -- REFERENCES -- Forecasting Stock Exchanges with Fuzzy Time Series Approach Based on Markov Chain Transition Matrix -- Cagdas Hakan Aladag1,* and Hilal Guney2 -- INTRODUCTION -- FUZZY TIME SERIES -- TSAUR 'S FUZZY TIME SERIES MARKOV CHAIN MODEL -- THE IMPLEMENTATION -- CONCLUSION -- CONFLICT OF INTEREST -- ACKNOWLEDGEMENTS -- REFERENCES -- A New High Order Multivariate Fuzzy Time Series Forecasting Model -- Ufuk Yolcu* -- INTRODUCTION -- RELATED METHODOLOGY -- The Fuzzy C-Means (FCM) Clustering Method -- Single Multiplicative Neuron Model Artificial Neural Network (SMN-ANN) -- Fuzzy Time Series -- THE PROPOSED METHOD -- APPLICATIONS -- CONCLUSIONS AND DISCUSSION -- CONFLICT OF INTEREST -- ACKNOWLEDGEMENTS -- REFERENCES -- Fuzzy Functions Approach for Time Series Forecasting -- Ali Z. …”
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Credit securitizations and derivatives : challenges for the global markets

Table of Contents: “…Market Credit Risk Pricing -- Regulation -- Developments in Structured Finance Markets -- Impairments of Asset-Backed Securities and Outstanding Ratings -- Issuance of Asset-backed Securities and Outstanding Volume -- Global CDO Issuance and Outstanding Volume -- PART II CREDIT PORTFOLIO RISK MEASUREMENT -- Mortgage Credit Risk -- Five C's of Credit and Mortgage Credit Risk -- Determinants of Mortgage Default, Loss Given Default and Exposure at Default -- Determinants of Mortgage Default -- Determinants of Mortgage LGD -- Determinants of Mortgage EAD -- Modeling Methods for Default, LGD and EAD -- Model Risk Management -- Credit Portfolio Correlations and Uncertainty -- Introduction -- Gaussian and Semi-Gaussian Single Risk Factor Model -- Individual and Simultaneous Confidence Bounds and Intervals -- Confidence Intervals for Asset Correlations -- Confidence Intervals for Default and Survival Time Correlations -- Confidence Intervals for Default Correlations -- Confidence Intervals for Survival Time Correlations -- Credit Portfolio Correlations with Dynamic Leverage Ratios -- The Hui et al. (2007) Model -- The Method of Images for Constant Coefficients -- The Method of Images for Time-Varying Coefficients -- Modelling Default Correlations in a Two-Firm Model -- Default Correlations -- A Two-Firm Model with Dynamic Leverage Ratios -- Method of Images for Constant Coefficients -- Method of Images for Time-Varying Coefficients -- Alternative Methodologies for General Values -- Numerical Results -- Accuracy -- The Impact of Correlation between Two Firms -- The Impact of Different Credit Quality Paired Firms -- The Impact of Volatilities -- The Impact of Drift Levels -- The Impact of Initial Value of Leverage Ratio Levels -- Impact of Correlation between Firms and Interest Rates -- The Price of Credit-Linked Notes -- A Hierarchical Model of Tail-Dependent Asset Returns -- The Variance Compound Gamma Model -- Multivariate Process for Logarithmic Asset Returns -- Dependence Structure -- Sampling -- Copula Properties -- An Application Example -- Portfolio Setup -- Test Portfolios -- Parameter Setup -- Simulation Results -- Importance Sampling Algorithm -- Conclusions -- Appendix A: The VCG Probability Distribution Function Appendix B: HAC Representation for the VCG Framework -- Monte Carlo Methods for Portfolio Credit Risk -- Modeling Credit Portfolio Losses -- Risk Measures -- Modeling Dependency -- Estimating Risk Measures via Monte Carlo -- Crude Monte Carlo Estimators -- Importance Sampling -- Specific Models -- The Bernoulli Mixture Model -- Factor Models -- Copula Models -- Intensity Models -- An Example Point Process Model -- Appendix A: A Primer on Rare-event Simulation -- Efficiency -- Importance Sampling -- The Choice of g -- Adaptive Importance Sampling -- Importance Sampling for Stochastic Processes -- Credit Portfolio Risk and Diversification -- Introduction -- Model Setup -- Independent Asset Values -- Correlated Asset Values -- Large Portfolio Limit -- Correlated Diffusion -- Correlated GARCH Process -- Applications of the Structural Recovery Rate -- Conclusions -- PART III CREDIT PORTFOLIO RISK SECURITIZATION AND TRANCHING -- Differences in Tranching Methods: Some Results and Implications -- Defining a Tranche -- The Mathematics of Tranching -- PD-based Tranching -- EL-based Tranching -- The EL of a Tranche Necessarily Increases When Either the Attachment Point or the Detachment Point is Decreased -- Upper Bound on Tranche Expected LGD (LGDt) Assumption Given EL-based Tranches -- Skipping of Some Tranches in the EL-based Approach -- Global Structured Finance Rating -- Asset-Backed Securities -- The ABS Structure for the Experiment -- Cash Flow Modeling -- Modeling and Simulating Defaults -- Expected Loss Rating -- Global Sensitivity Analysis -- Elementary Effects -- Variance-based Method -- Global Sensitivity Analysis Results -- Uncertainty Analysis -- Sensitivity Analysis -- Global Rating -- PART IV CREDIT DERIVATIVES -- Analytic Dynamic Factor Copula Model -- Pricing Equations -- One-factor Copula Model -- Multi-period Factor Copula Models -- Calibration -- Dynamic Modeling of Credit Derivatives -- General Model Choice -- Modeling Option Prices -- Modeling Credit Risk -- Portfolio Credit Derivatives -- Modeling Asset Dynamics -- The Market Model -- The Asset-value Model -- Empirical Analysis -- Elementary Data -- Implied Dividends -- Market Dynamics -- Asset Value Model -- Tranche Pricing -- Out-of-time Application -- Pricing and Calibration in Market Models -- Basic notions -- The model -- Modeling Assumptions -- Absence of Arbitrage -- An affine specification -- Pricing -- Calibration -- Calibration Procedure -- Calibration Results -- Appendix A: Computations -- Counterparty Credit Risk and Clearing of Derivatives -- From the Perspective of an Industrial Corporate with a Focus on Commodity Markets -- Credit exposures in commodity business -- Settlement Exposure -- Performance Exposure -- Example of Fixed Price Deal with Performance Exposure -- Example of a Floating Price Deal with Performance Exposure -- General Remarks on Credit Exposure Concepts -- Ex Ante exposure-reducing techniques -- Payment Terms -- Material Adverse Change Clauses -- Master Agreements -- Netting -- Margining -- Close Out Exposure and Threshold -- Ex Ante risk-reducing techniques -- Credit Enhancements in General -- Parent Company Guarantees -- Letters of Credit -- Credit Insurance -- Clearing via a Central Counterparty -- Ex Post risk-reducing techniques -- Factoring -- Novation -- Risk-reducing Trades -- Hedging with CDS -- Hedging with Contingent-CDS -- Hedging with Puts on Equity -- Ex Post work out considerations -- Practical credit risk management and pricing Peculiarities of commodity markets -- Peculiarities of commodity related credit portfolios -- Credit Risk Capital for a commodity related portfolio measured with an extension of CreditMetrics -- CreditRisk+ study: applied to a commodity related credit portfolio -- CDS Industrial Sector Indices, Credit and Liquidity Risk -- The Data -- Methodology and Results -- Preliminary Analysis -- Common Factor Analysis -- Stability of Relations -- Risk Transfer and Pricing of Illiquid Assets with Loan CDS -- Shipping Market -- Loan Credit Default Swaps -- LCDS Pricing -- Modeling LCDS Under the Intensity-based Model -- Valuation Framework for LCDS -- The Structural Approach -- Credit Risk in Shipping Loans -- Valuation of LCDS on Shipping Loans -- Simulation Model -- Numerical Results -- Appendix A: Monte Carlo Parameterization PART V REGULATION -- Regulatory Capital Requirements for Securitizations -- Regulatory Approaches for Securitizations -- Ratings Based Approach (RBA) -- Supervisory Formula Approach (SFA) -- Standardized Approach (SA) -- Post-crisis Revisions to the Basel Framework -- Regulating OTC Derivatives -- The Wall Street Transparency and Accountability Part of the Dodd-Frank Act of 2010 -- Which Derivatives Will Be Affected? …”
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PRINCIPLES OF QUANTUM ARTIFICIAL INTELLIGENCE. by Wichert, Andreas

Table of Contents: “…Computation; 2.1 Entscheidungsproblem; 2.1.1 Cantor's diagonal argument; 2.1.2 Reductio ad absurdum; 2.2 Complexity Theory; 2.2.1 Decision problems; 2.2.2 P and NP; 2.3 Church-Turing Thesis; 2.3.1 Church-Turing-Deutsch principle; 2.4 Computers; 2.4.1 Analog computers; 2.4.2 Digital computers; 2.4.3 Von Neumann architecture; 3. …”
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Pulmonary arterial hypertension : diagnosis and evidence-based treatment

Table of Contents: “…Combination therapy in pulmonary arterial hypertension / Anne Keogh and Marius Hoeper -- Interventional and surgical modalities of treatment for pulmonary arterial hypertension / Julio Sandoval and Ramona Doyle -- End points and clinical trial design in pulmonary arterial hypertension : clinical and regulatory perspectives / Andrew J. …”
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Pattern Recognition in Computational Molecular Biology : Techniques and Approaches by Elloumi, Mourad, Iliopoulos, Costas, Wang, Jason T. L., Zomaya, Albert Y.

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Handbook of power systems. II

Table of Contents: “…Cover -- Handbook of Power Systems II13; -- Preface of Volume II13; -- Contents of Volume II13; -- Contents13; of Volume I -- Contributors13; -- Part I Transmission and Distribution Modeling -- Recent Developments in Optimal Power Flow Modeling Techniques -- 1 Introduction -- 2 Physical Network Representation -- 3 Operational Constraints -- 4 Tap-Changing and Regulating Transformers -- 5 FACTS Devices -- 6 OPF Objective Functions and Formulations -- 7 OPF Solution Techniques -- 8 Numerical Examples -- 9 Conclusion -- References -- Algorithms for Finding Optimal Flows in Dynamic Networks -- 1 Optimal Dynamic Network Flow Models and Power Industry -- 2 Minimum Cost Dynamic Single: Commodity Flow Problems and Algorithms for Their Solving -- 3 Minimum Cost Dynamic Multicommodity Flow Problems and Algorithms for Their Solving -- References -- Signal Processing for Improving Power Quality -- 1 Wavelet-based Algorithm for Harmonics Analysis -- 2 Wavelet-based Algorithm for Nonstationary Power System Waveform Analysis -- 3 Wavelet-GA-ANN Based Hybrid Model for Accurate Prediction of Short-term Load Forecast -- 4 Conclusions -- References -- Transmission Valuation Analysis based on Real Options with Price Spikes -- 1 Introduction -- 2 Behavior of Commodity Prices -- 3 Valuation of Obligations and Options -- 4 Valuation in the Presence of Spikes -- 5 Conclusions -- References -- Part II Forecasting in Energy -- Short-term Forecasting in Power Systems: A Guided Tour -- 1 Introduction -- 2 Electricity Load Forecasting -- 3 Wind Power Forecasting -- 4 Forecasting Electricity Prices -- 5 Conclusions -- References -- State-of-the-Art of Electricity Price Forecasting in a Grid Environment -- 1 Introduction -- 2 State-of-the-Art Techniques of Electricity Price Forecasting -- 3 Input8211;Output Specifications of Electricity Price Forecasting Techniques -- 4 Comparing Existing Statistical Techniques for Electricity Price Forecasting -- 5 Implementations of Electricity Price Forecasting in a Grid Environment -- 6 Conclusions -- References -- Modelling the Structure of Long-Term Electricity Forward Prices at Nord Pool -- 1 Introduction -- 2 Long-term Forward Price Process -- 3 Model Estimation -- 4 Conclusions -- References -- Hybrid Bottom-Up/Top-Down Modeling of Prices in Deregulated Wholesale Power Markets -- 1 Introduction -- 2 Top-Down Models for Electricity Price Forecasting -- 3 Hybrid Bottom-Up/Top-Down Modeling -- 4 A Hybrid Model for the New Zealand Electricity Market -- 5 A Hybrid Model for the Australian Electricity Market -- 6 Conclusions -- References -- Part III Energy Auctions and Markets -- Agent-based Modeling and Simulation of Competitive Wholesale Electricity Markets -- 1 Introduction -- 2 Agent-based Modeling and Simulation -- 3 Behavioral Modeling -- 4 Market Modeling -- 5 Conclusions -- References -- Futures Market Trading for Electricity Producers and Retailers -- 1 Introduction: Futures Market Trading -- 2 Producer Trading -- 3 Retailer Trading -- 4 Conclusions -- References -- A Decision Support System for Generation Planning and Operation in Electricity Markets -- 1 Introduction -- 2 Long-term Stochastic Market Planning Model -- 3 Medium-term Stochastic Hydrothermal Coordination Model -- 4 Medium-term Stochastic Simulation Model -- T$29828.…”
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Cryptography 101 : From Theory to Practice. by Oppliger, Rolf

Table of Contents: “…Intro -- Cryptography 101: From Theory to Practice -- Contents -- Foreword -- Preface -- References -- Acknowledgments -- Chapter 1 Introduction -- 1.1 CRYPTOLOGY -- 1.2 CRYPTOGRAPHIC SYSTEMS -- 1.2.1 Classes of Cryptographic Systems -- 1.2.2 Secure Cryptographic Systems -- 1.3 HISTORICAL BACKGROUND INFORMATION -- 1.4 OUTLINE OF THE BOOK -- References -- Chapter 2 Cryptographic Systems -- 2.1 UNKEYED CRYPTOSYSTEMS -- 2.1.1 Random Generators -- 2.1.2 Random Functions -- 2.1.3 One-Way Functions -- 2.1.4 Cryptographic Hash Functions -- 2.2 SECRET KEY CRYPTOSYSTEMS -- 2.2.1 Pseudorandom Generators -- 2.2.2 Pseudorandom Functions -- 2.2.3 Symmetric Encryption -- 2.2.4 Message Authentication -- 2.2.5 Authenticated Encryption -- 2.3 PUBLIC KEY CRYPTOSYSTEMS -- 2.3.1 Key Establishment -- 2.3.2 Asymmetric Encryption Systems -- 2.4 FINAL REMARKS -- References -- Part I UNKEYEDC RYPTOSYSTEMS -- Chapter 3 Random Generators -- 3.1 INTRODUCTION -- 3.2 REALIZATIONS AND IMPLEMENTATIONS -- 3.2.1 Hardware-Based Random Generators -- 3.2.2 Software-Based Random Generators -- 3.2.3 Deskewing Techniques -- 3.3 STATISTICAL RANDOMNESS TESTING -- References -- Chapter 4 Random Functions -- 4.1 INTRODUCTION -- 4.2 IMPLEMENTATION -- 4.3 FINAL REMARKS -- Chapter 5 One-Way Functions -- 5.1 INTRODUCTION -- 5.2 CANDIDATE ONE-WAY FUNCTIONS -- 5.2.1 Discrete Exponentiation Function -- 5.2.2 RSA Function -- 5.2.3 Modular Square Function -- 5.3 INTEGER FACTORIZATION ALGORITHMS -- 5.3.1 Special-Purpose Algorithms -- 5.3.2 General-Purpose Algorithms -- 5.3.3 State of the Art -- 5.4 ALGORITHMS FOR COMPUTING DISCRETE LOGARITHMS -- 5.4.1 Generic Algorithms -- 5.4.2 Nongeneric (Special-Purpose) Algorithms -- 5.4.3 State of the Art -- 5.5 ELLIPTIC CURVE CRYPTOGRAPHY -- 5.6 FINAL REMARKS -- References -- Chapter 6 Cryptographic Hash Functions -- 6.1 INTRODUCTION.…”
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There's Something about Gödel : The Complete Guide to the Incompleteness Theorem. by Berto, Francesco

Table of Contents: “…. -- 6 ... and the unsatisfied logicists, Frege and Russell -- 7 Bits of set theory -- 8 The Abstraction Principle -- 9 Bytes of set theory -- 10 Properties, relations, functions, that is, sets again -- 11 Calculating, computing, enumerating, that is, the notion of algorithm…”
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Cognitive Electronic Warfare : An Artificial Intelligence Approach. by Haigh, Karen

Table of Contents: “…-- 1.5 Reader's Guide -- 1.6 Conclusion -- References -- 2 Objective Function -- 2.1 Observables That Describe the Environment -- 2.1.1 Clustering Environments -- 2.2 Control Parameters to Change Behavior -- 2.3 Metrics to Evaluate Performance -- 2.4 Creating a Utility Function -- 2.5 Utility Function Design Considerations -- 2.6 Conclusion -- References -- 3 ML Primer -- 3.1 Common ML Algorithms -- 3.1.1 SVMs -- 3.1.2 ANNs -- 3.2 Ensemble Methods -- 3.3 Hybrid ML -- 3.4 Open-Set Classification -- 3.5 Generalization and Meta-learning -- 3.6 Algorithmic Trade-Offs -- 3.7 Conclusion -- References -- 4 Electronic Support -- 4.1 Emitter Classification and Characterization -- 4.1.1 Feature Engineering and Behavior Characterization -- 4.1.2 Waveform Classification -- 4.1.3 SEI -- 4.2 Performance Estimation -- 4.3 Multi-Intelligence Data Fusion -- 4.3.1 Data Fusion Approaches -- 4.3.2 Example: 5G Multi-INT Data Fusion for Localization -- 4.3.3 Distributed-Data Fusion -- 4.4 Anomaly Detection -- 4.5 Causal Relationships -- 4.6 Intent Recognition -- 4.6.1 Automatic Target Recognition and Tracking -- 4.7 Conclusion -- References -- 5 EP and EA -- 5.1 Optimization -- 5.1.1 Multi-Objective Optimization -- 5.1.2 Searching Through the Performance Landscape -- 5.1.3 Optimization Metalearning -- 5.2 Scheduling -- 5.3 Anytime Algorithms -- 5.4 Distributed Optimization -- 5.5 Conclusion.…”
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Hands-On Reinforcement Learning with Python : Master Reinforcement and Deep Reinforcement Learning Using OpenAI Gym and TensorFlow. by Ravichandiran, Sudharsan

Table of Contents: “…Solving the taxi problem using Q learningSARSA; Solving the taxi problem using SARSA; The difference between Q learning and SARSA; Summary; Questions; Further reading; Chapter 6: Multi-Armed Bandit Problem; The MAB problem; The epsilon-greedy policy; The softmax exploration algorithm; The upper confidence bound algorithm; The Thompson sampling algorithm; Applications of MAB; Identifying the right advertisement banner using MAB; Contextual bandits; Summary; Questions; Further reading; Chapter 7: Deep Learning Fundamentals; Artificial neurons; ANNs; Input layer; Hidden layer; Output layer.…”
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Stochastic filtering with applications in finance by Bhar, Ramaprasad

Table of Contents: “…Economic convergence in a filtering framework. 3.3. Ex-ante equity risk premium. 3.4. Concluding remarks -- 4. …”
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Smart buildings, smart communities and demand response

Table of Contents: “…Demand Response in Smart Zero Energy Buildings and Grids / Nikos Kampelis -- DR in Smart and Near-zero Energy Buildings: The Leaf Community / Nikos Kampelis, Konstantinos Gobakis, Vagias Vagias, Denia Kolokotsa, Laura Standardi, Daniela Isidori, Cristina Cristalli, Fabio Maria Montagnino, Filippo Paredes, Pietro Muratore, Luca Venezia, Marina Kyprianou Dracou, Alaric Montenon, Andri Pyrgou, Theoni Karlessi, Mattheos Santamouris -- Performance of Industrial and Residential Near-zero Energy Buildings / Nikos Kampelis, Konstantinos Gobakis, Vagias Vagias, Denia Kolokotsa, Laura Standardi, Daniela Isidori, Cristina Cristalli, Fabio Maria Montagnino, Filippo Paredes, Pietro Muratore, Luca Venezia, Marina Kyprianou Dracou, Alaric Montenon, Andri Pyrgou, Theoni Karlessi, Mattheos Santamouris -- HVAC Optimization Genetic Algorithm for Industrial Near-Zero Energy Building Demand Response / Nikos Kampelis, Nikolaos Sifakis, Denia Kolokotsa, Konstantinos Gobakis, Konstantinos Kalaitzakis, Daniela Isidori, Cristina Cristalli -- Smart Grid/Community Load Shifting GA Optimization Based on Day-ahead ANN Power Predictions / Nikos Kampelis, Elisavet Tsekeri, Denia Kolokotsa, Konstantinos Kalaitzakis, Daniela Isidori, Cristina Cristalli -- Conclusions and Recommendations.…”
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Applied Artificial Intelligence : Proceedings of the 7th International FLINS Conference. by Arena, Paolo, Fortuna, Luigi

Table of Contents: “…Scheduling a flowshop problem with fuzzy processing times using ant colony optimization / S. Kilic and C. Kahraman. …”
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Artificial Neural Network Applications for Software Reliability Prediction. by Bisi, Manjubala

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Artificial intelligent techniques for electric and hybrid electric vehicles

Table of Contents: “…2.6 PID Controller -- 2.7 Fuzzy Control -- 2.8 Auto-Tuning Type Fuzzy PID Controller -- 2.9 Genetic Algorithm -- 2.10 Artificial Neural Network-Based Controller -- 2.11 BLDC Motor Speed Controller With ANN-Based PID Controller -- 2.11.1 PID Controller-Based on Neuro Action -- 2.11.2 ANN-Based on PID Controller -- 2.12 Analysis of Different Speed Controllers -- 2.13 Conclusion -- References -- Chapter 3 Optimization Techniques Used in Active Magnetic Bearing System for Electric Vehicles -- 3.1 Introduction -- 3.2 Basic Components of an Active Magnetic Bearing (AMB) -- 3.2.1 Electromagnet Actuator…”
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Numerical models for submerged breakwaters : coastal hydrodynamics and morphodynamics by Ahmadian, Amir Sharif

Table of Contents: “…3 Literature Review and BackgroundReferences; 4 Theories and Methodologies; 4.1 Introduction; 4.2 Traditional Models for Water Waves; 4.3 New Approaches; 4.3.1 Meshless Methods; 4.3.2 Artificial Intelligence Methods; MLP Networks; Back-Propagation Algorithm; Levenberg-Marquardt Algorithm; RBF Networks; References; 5 Mathematical Modeling and Algorithm Development; 5.1 Navier-Stokes Equations; 5.2 The Turbulent Model; 5.3 Initial and Boundary Conditions; 5.4 Shallow Waters; 5.5 The Extended Mild-Slope Equation; 5.6 Boussinesq Equations; 5.7 Smoothed Particles Hydrodynamics.…”
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