Search results for: discrete automation
1124 A Survey on the Status of Test Automation
Authors: Andrei Contan, Richard Torkar
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Aim: The process of test automation and its practices in industry have to be better understood, both for the industry itself and for the research community. Method: We conducted a quantitative industry survey by asking IT professionals to answer questions related to the area of test automation. Results: Test automation needs and practices vary greatly between organizations at different stages of the software development life cycle. Conclusions: Most of the findings are general test automation challenges and are specific to small- to medium-sized companies, developing software applications in the web, desktop or mobile domain.Keywords: survey, testing, test automation, status of test automation
Procedia PDF Downloads 6591123 Factors Affecting Test Automation Stability and Their Solutions
Authors: Nagmani Lnu
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Test automation is a vital requirement of any organization to release products faster to their customers. In most cases, an organization has an approach to developing automation but struggles to maintain it. It results in an increased number of Flaky Tests, reducing return on investments and stakeholders’ confidence. Challenges grow in multiple folds when automation is for UI behaviors. This paper describes the approaches taken to identify the root cause of automation instability in an extensive payments application and the best practices to address that using processes, tools, and technologies, resulting in a 75% reduction of effort.Keywords: automation stability, test stability, Flaky Test, test quality, test automation quality
Procedia PDF Downloads 841122 Optimization of Fourth Order Discrete-Approximation Inclusions
Authors: Elimhan N. Mahmudov
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The paper concerns the necessary and sufficient conditions of optimality for Cauchy problem of fourth order discrete (PD) and discrete-approximate (PDA) inclusions. The main problem is formulation of the fourth order adjoint discrete and discrete-approximate inclusions and transversality conditions, which are peculiar to problems including fourth order derivatives and approximate derivatives. Thus the necessary and sufficient conditions of optimality are obtained incorporating the Euler-Lagrange and Hamiltonian forms of inclusions. Derivation of optimality conditions are based on the apparatus of locally adjoint mapping (LAM). Moreover in the application of these results we consider the fourth order linear discrete and discrete-approximate inclusions.Keywords: difference, optimization, fourth, approximation, transversality
Procedia PDF Downloads 3741121 Role of Discrete Event Simulation in the Assessment and Selection of the Potential Reconfigurable Manufacturing Solutions
Authors: Mohsin Raza, Arne Bilberg, Thomas Ditlev Brunø, Ann-Louise Andersen, Filip SKärin
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Shifting from a dedicated or flexible manufacturing system to a reconfigurable manufacturing system (RMS) requires a significant amount of time, money, and effort. Therefore, it is vital to verify beforehand that the potential reconfigurable solution will be able to achieve the organizational objectives. Discrete event simulation offers the opportunity of assessing several reconfigurable alternatives against the set objectives. This study signifies the importance of using discrete-event simulation as a tool to verify several reconfiguration options. Two different industrial cases have been presented in the study to elaborate on the role of discrete event simulation in the implementation methodology of RMSs. The study concluded that discrete event simulation is one of the important tools to consider in the RMS implementation methodology.Keywords: reconfigurable manufacturing system, discrete event simulation, Tecnomatix plant simulation, RMS
Procedia PDF Downloads 1241120 Application of the Discrete-Event Simulation When Optimizing of Business Processes in Trading Companies
Authors: Maxat Bokambayev, Bella Tussupova, Aisha Mamyrova, Erlan Izbasarov
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Optimization of business processes in trading companies is reviewed in the report. There is the presentation of the “Wholesale Customer Order Handling Process” business process model applicable for small and medium businesses. It is proposed to apply the algorithm for automation of the customer order processing which will significantly reduce labor costs and time expenditures and increase the profitability of companies. An optimized business process is an element of the information system of accounting of spare parts trading network activity. The considered algorithm may find application in the trading industry as well.Keywords: business processes, discrete-event simulation, management, trading industry
Procedia PDF Downloads 3441119 Review of the Legislative and Policy Issues in Promoting Infrastructure Development to Promote Automation in Telecom Industry
Authors: Marvin Ricardo Awarab
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There has never been a greater need for telecom services. The Internet of Things (IoT), 5G networking, and edge computing are the driving forces behind this increased demand. The fierce demand offers communications service providers significant income opportunities. The telecom sector is centered on automation, and realizing a digital operation that functions as a real-time business will be crucial for the industry as a whole. Automation in telecom refers to the application of technology to create a more effective, quick, and scalable alternative to the conventional method of operating the telecom industry. With the promotion of 5G and the Internet of Things (IoT), telecom companies will continue to invest extensively in telecom automation technology. Automation offers benefits in the telecom industry; developing countries such as Namibia may not fully tap into such benefits because of the lack of funds and infrastructural resources to invest in automation. This paper fully investigates the benefits of automation in the telecom industry. Furthermore, the paper identifies hiccups that developing countries such as Namibia face in their quest to fully introduce automation in the telecom industry. Additionally, the paper proposes possible avenues that Namibia, as a developing country, adopt investing in automation infrastructural resources with the aim of reaping the full benefits of automation in the telecom industry.Keywords: automation, development, internet, internet of things, network, telecom, telecommunications policy, 5G
Procedia PDF Downloads 631118 Multidimensional Integral and Discrete Opial–Type Inequalities
Authors: Maja Andrić, Josip Pečarić
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Over the last five decades, an enormous amount of work has been done on Opial’s integral inequality, dealing with new proofs, various generalizations, extensions and discrete analogs. The Opial inequality is recognized as a fundamental result in the analysis of qualitative properties of solution of differential equations. We use submultiplicative convex functions, appropriate representations of functions and inequalities involving means to obtain generalizations and extensions of certain known multidimensional integral and discrete Opial-type inequalities.Keywords: Opial's inequality, Jensen's inequality, integral inequality, discrete inequality
Procedia PDF Downloads 4391117 Learning in the Virtual Laboratory via Design of Automation Process for Wooden Hammers Marking
Authors: A. Javorova, J. Oravcova, K. Velisek
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The article summarizes the experience of technical subjects teaching methodologies using a number of software products to solve specific assigned tasks described in this paper. Task is about the problems of automation and mechanization in the industry. Specifically, it focuses on introducing automation in the wood industry. The article describes the design of the automation process for marking wooden hammers. Similar problems are solved by students in CA laboratory.Keywords: CA system, education, simulation, subject
Procedia PDF Downloads 2961116 Numerical Modelling of Dry Stone Masonry Structures Based on Finite-Discrete Element Method
Authors: Ž. Nikolić, H. Smoljanović, N. Živaljić
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This paper presents numerical model based on finite-discrete element method for analysis of the structural response of dry stone masonry structures under static and dynamic loads. More precisely, each discrete stone block is discretized by finite elements. Material non-linearity including fracture and fragmentation of discrete elements as well as cyclic behavior during dynamic load are considered through contact elements which are implemented within a finite element mesh. The application of the model was conducted on several examples of these structures. The performed analysis shows high accuracy of the numerical results in comparison with the experimental ones and demonstrates the potential of the finite-discrete element method for modelling of the response of dry stone masonry structures.Keywords: dry stone masonry structures, dynamic load, finite-discrete element method, static load
Procedia PDF Downloads 4141115 Mastering Test Automation: Bridging Gaps for Seamless QA
Authors: Rohit Khankhoje
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The rapid evolution of software development practices has given rise to an increasing demand for efficient and effective test automation. The paper titled "Mastering Test Automation: Bridging Gaps for Seamless QA" delves into the crucial aspects of test automation, addressing the obstacles faced by organizations in achieving flawless quality assurance. The paper highlights the importance of bridging knowledge gaps within organizations, emphasizing the necessity for management to acquire a deeper comprehension of test automation scenarios, coverage, report trends, and the importance of communication. To tackle these challenges, this paper introduces innovative solutions, including the development of an automation framework that seamlessly integrates with test cases and reporting tools like TestRail and Jira. This integration facilitates the automatic recording of bugs in Jira, enhancing bug reporting and communication between manual QA and automation teams as well as TestRail have all newly added automated testcases as soon as it is part of the automation suite. The paper demonstrates how this framework empowers management by providing clear insights into ongoing automation activities, bug origins, trend analysis, and test case specifics. "Mastering Test Automation" serves as a comprehensive guide for organizations aiming to enhance their quality assurance processes through effective test automation. It not only identifies the common pitfalls and challenges but also offers practical solutions to bridge the gaps, resulting in a more streamlined and efficient QA process.Keywords: automation framework, API integration, test automation, test management tools
Procedia PDF Downloads 731114 Fundamental Solutions for Discrete Dynamical Systems Involving the Fractional Laplacian
Authors: Jorge Gonzalez Camus, Valentin Keyantuo, Mahamadi Warma
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In this work, we obtain representation results for solutions of a time-fractional differential equation involving the discrete fractional Laplace operator in terms of generalized Wright functions. Such equations arise in the modeling of many physical systems, for example, chain processes in chemistry and radioactivity. The focus is on the linear problem of the simplified Moore - Gibson - Thompson equation, where the discrete fractional Laplacian and the Caputo fractional derivate of order on (0,2] are involved. As a particular case, we obtain the explicit solution for the discrete heat equation and discrete wave equation. Furthermore, we show the explicit solution for the equation involving the perturbed Laplacian by the identity operator. The main tool for obtaining the explicit solution are the Laplace and discrete Fourier transforms, and Stirling's formula. The methodology mainly is to apply both transforms in the equation, to find the inverse of each transform, and to prove that this solution is well defined, using Stirling´s formula.Keywords: discrete fractional Laplacian, explicit representation of solutions, fractional heat and wave equations, fundamental
Procedia PDF Downloads 2091113 A Hybrid Watermarking Scheme Using Discrete and Discrete Stationary Wavelet Transformation For Color Images
Authors: Bülent Kantar, Numan Ünaldı
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This paper presents a new method which includes robust and invisible digital watermarking on images that is colored. Colored images are used as watermark. Frequency region is used for digital watermarking. Discrete wavelet transform and discrete stationary wavelet transform are used for frequency region transformation. Low, medium and high frequency coefficients are obtained by applying the two-level discrete wavelet transform to the original image. Low frequency coefficients are obtained by applying one level discrete stationary wavelet transform separately to all frequency coefficient of the two-level discrete wavelet transformation of the original image. For every low frequency coefficient obtained from one level discrete stationary wavelet transformation, watermarks are added. Watermarks are added to all frequency coefficients of two-level discrete wavelet transform. Totally, four watermarks are added to original image. In order to get back the watermark, the original and watermarked images are applied with two-level discrete wavelet transform and one level discrete stationary wavelet transform. The watermark is obtained from difference of the discrete stationary wavelet transform of the low frequency coefficients. A total of four watermarks are obtained from all frequency of two-level discrete wavelet transform. Obtained watermark results are compared with real watermark results, and a similarity result is obtained. A watermark is obtained from the highest similarity values. Proposed methods of watermarking are tested against attacks of the geometric and image processing. The results show that proposed watermarking method is robust and invisible. All features of frequencies of two level discrete wavelet transform watermarking are combined to get back the watermark from the watermarked image. Watermarks have been added to the image by converting the binary image. These operations provide us with better results in getting back the watermark from watermarked image by attacking of the geometric and image processing.Keywords: watermarking, DWT, DSWT, copy right protection, RGB
Procedia PDF Downloads 5351112 Superconvergence of the Iterated Discrete Legendre Galerkin Method for Fredholm-Hammerstein Equations
Authors: Payel Das, Gnaneshwar Nelakanti
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In this paper we analyse the iterated discrete Legendre Galerkin method for Fredholm-Hammerstein integral equations with smooth kernel. Using sufficiently accurate numerical quadrature rule, we obtain superconvergence rates for the iterated discrete Legendre Galerkin solutions in both infinity and $L^2$-norm. Numerical examples are given to illustrate the theoretical results.Keywords: hammerstein integral equations, spectral method, discrete galerkin, numerical quadrature, superconvergence
Procedia PDF Downloads 4701111 A Look at the Quantum Theory of Atoms in Molecules from the Discrete Morse Theory
Authors: Dairo Jose Hernandez Paez
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The quantum theory of atoms in molecules (QTAIM) allows us to obtain topological information on electronic density in quantum mechanical systems. The QTAIM starts by considering the electron density as a continuous mathematical object. On the other hand, the discretization of electron density is also a mathematical object, which, from discrete mathematics, would allow a new approach to its topological study. From this point of view, it is necessary to develop a series of steps that provide the theoretical support that guarantees its application. Some of the steps that we consider most important are mentioned below: (1) obtain good representations of the electron density through computational calculations, (2) design a methodology for the discretization of electron density, and construct the simplicial complex. (3) Make an analysis of the discrete vector field associating the simplicial complex. (4) Finally, in this research, we propose to use the discrete Morse theory as a mathematical tool to carry out studies of electron density topology.Keywords: discrete mathematics, Discrete Morse theory, electronic density, computational calculations
Procedia PDF Downloads 1041110 Discrete Tracking Control of Nonholonomic Mobile Robots: Backstepping Design Approach
Authors: Alexander S. Andreev, Olga A. Peregudova
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In this paper, we propose a discrete tracking control of nonholonomic mobile robots with two degrees of freedom. The electro-mechanical model of a mobile robot moving on a horizontal surface without slipping, with two rear wheels controlled by two independent DC electric, and one front roal wheel is considered. We present back-stepping design based on the Euler approximate discrete-time model of a continuous-time plant. Theoretical considerations are verified by numerical simulation. The work was supported by RFFI (15-01-08482).Keywords: actuator dynamics, back stepping, discrete-time controller, Lyapunov function, wheeled mobile robot
Procedia PDF Downloads 4151109 Network Automation in Lab Deployment Using Ansible and Python
Authors: V. Andal Priyadharshini, Anumalasetty Yashwanth Nath
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Network automation has evolved into a solution that ensures efficiency in all areas. The age-old technique to configure common software-defined networking protocols is inefficient as it requires a box-by-box approach that needs to be repeated often and is prone to manual errors. Network automation assists network administrators in automating and verifying the protocol configuration to ensure consistent configurations. This paper implemented network automation using Python and Ansible to configure different protocols and configurations in the container lab virtual environment. Ansible can help network administrators minimize human mistakes, reduce time consumption, and enable device visibility across the network environment.Keywords: Python network automation, Ansible configuration, container lab deployment, software-defined networking, networking lab
Procedia PDF Downloads 1641108 Analytical Solution of Non–Autonomous Discrete Non-Linear Schrodinger Equation With Saturable Non-Linearity
Authors: Mishu Gupta, Rama Gupta
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It has been elucidated here that non- autonomous discrete non-linear Schrödinger equation is associated with saturable non-linearity through photo-refractive media. We have investigated the localized solution of non-autonomous saturable discrete non-linear Schrödinger equations. The similarity transformation has been involved in converting non-autonomous saturable discrete non-linear Schrödinger equation to constant-coefficient saturable discrete non-linear Schrödinger equation (SDNLSE), whose exact solution is already known. By back substitution, the solution of the non-autonomous version has been obtained. We have analysed our solution for the hyperbolic and periodic form of gain/loss term, and interesting results have been obtained. The most important characteristic role is that it helps us to analyse the propagation of electromagnetic waves in glass fibres and other optical wave mediums. Also, the usage of SDNLSE has been seen in tight binding for Bose-Einstein condensates in optical mediums. Even the solutions are interrelated, and its properties are prominently used in various physical aspects like optical waveguides, Bose-Einstein (B-E) condensates in optical mediums, Non-linear optics in photonic crystals, and non-linear kerr–type non-linearity effect and photo refracting medium.Keywords: B-E-Bose-Einstein, DNLSE-Discrete non linear schrodinger equation, NLSE-non linear schrodinger equation, SDNLSE - saturable discrete non linear Schrodinger equation
Procedia PDF Downloads 1551107 CONDUCTHOME: Gesture Interface Control of Home Automation Boxes
Authors: J. Branstett, V. Gagneux, A. Leleu, B. Levadoux, J. Pascale
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This paper presents the interface CONDUCTHOME which controls home automation systems with a Leap Motion using ‘invariant gesture protocols’. The function of this interface is to simplify the interaction of the user with its environment. A hardware part allows the Leap Motion to be carried around the house. A software part interacts with the home automation box and displays the useful information for the user. An objective of this work is the development a natural/invariant/simple gesture control interface to help elder people/people with disabilities.Keywords: automation, ergonomics, gesture recognition, interoperability
Procedia PDF Downloads 4311106 Testing a Flexible Manufacturing System Facility Production Capacity through Discrete Event Simulation: Automotive Case Study
Authors: Justyna Rybicka, Ashutosh Tiwari, Shane Enticott
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In the age of automation and computation aiding manufacturing, it is clear that manufacturing systems have become more complex than ever before. Although technological advances provide the capability to gain more value with fewer resources, sometimes utilisation of the manufacturing capabilities available to organisations is difficult to achieve. Flexible manufacturing systems (FMS) provide a unique capability to manufacturing organisations where there is a need for product range diversification by providing line efficiency through production flexibility. This is very valuable in trend driven production set-ups or niche volume production requirements. Although FMS provides flexible and efficient facilities, its optimal set-up is key in achieving production performance. As many variables are interlinked due to the flexibility provided by the FMS, analytical calculations are not always sufficient to predict the FMS’ performance. Simulation modelling is capable of capturing the complexity and constraints associated with FMS. This paper demonstrates how discrete event simulation (DES) can address complexity in an FMS to optimise the production line performance. A case study of an automotive FMS is presented. The DES model demonstrates different configuration options depending on prioritising objectives: utilisation and throughput. Additionally, this paper provides insight into understanding the impact of system set-up constraints on the FMS performance and demonstrates the exploration into the optimal production set-up.Keywords: discrete event simulation, flexible manufacturing system, capacity performance, automotive
Procedia PDF Downloads 3271105 Identification of Risks Associated with Process Automation Systems
Authors: J. K. Visser, H. T. Malan
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A need exists to identify the sources of risks associated with the process automation systems within petrochemical companies or similar energy related industries. These companies use many different process automation technologies in its value chain. A crucial part of the process automation system is the information technology component featuring in the supervisory control layer. The ever-changing technology within the process automation layers and the rate at which it advances pose a risk to safe and predictable automation system performance. The age of the automation equipment also provides challenges to the operations and maintenance managers of the plant due to obsolescence and unavailability of spare parts. The main objective of this research was to determine the risk sources associated with the equipment that is part of the process automation systems. A secondary objective was to establish whether technology managers and technicians were aware of the risks and share the same viewpoint on the importance of the risks associated with automation systems. A conceptual model for risk sources of automation systems was formulated from models and frameworks in literature. This model comprised six categories of risk which forms the basis for identifying specific risks. This model was used to develop a questionnaire that was sent to 172 instrument technicians and technology managers in the company to obtain primary data. 75 completed and useful responses were received. These responses were analyzed statistically to determine the highest risk sources and to determine whether there was difference in opinion between technology managers and technicians. The most important risks that were revealed in this study are: 1) the lack of skilled technicians, 2) integration capability of third-party system software, 3) reliability of the process automation hardware, 4) excessive costs pertaining to performing maintenance and migrations on process automation systems, and 5) requirements of having third-party communication interfacing compatibility as well as real-time communication networks.Keywords: distributed control system, identification of risks, information technology, process automation system
Procedia PDF Downloads 1391104 Modeling and Implementation of a Hierarchical Safety Controller for Human Machine Collaboration
Authors: Damtew Samson Zerihun
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This paper primarily describes the concept of a hierarchical safety control (HSC) in discrete manufacturing to up-hold productivity with human intervention and machine failures using a systematic approach, through increasing the system availability and using additional knowledge on machines so as to improve the human machine collaboration (HMC). It also highlights the implemented PLC safety algorithm, in applying this generic concept to a concrete pro-duction line using a lab demonstrator called FATIE (Factory Automation Test and Integration Environment). Furthermore, the paper describes a model and provide a systematic representation of human-machine collabora-tion in discrete manufacturing and to this end, the Hierarchical Safety Control concept is proposed. This offers a ge-neric description of human-machine collaboration based on Finite State Machines (FSM) that can be applied to vari-ous discrete manufacturing lines instead of using ad-hoc solutions for each line. With its reusability, flexibility, and extendibility, the Hierarchical Safety Control scheme allows upholding productivity while maintaining safety with reduced engineering effort compared to existing solutions. The approach to the solution begins with a successful partitioning of different zones around the Integrated Manufacturing System (IMS), which are defined by operator tasks and the risk assessment, used to describe the location of the human operator and thus to identify the related po-tential hazards and trigger the corresponding safety functions to mitigate it. This includes selective reduced speed zones and stop zones, and in addition with the hierarchical safety control scheme and advanced safety functions such as safe standstill and safe reduced speed are used to achieve the main goals in improving the safe Human Ma-chine Collaboration and increasing the productivity. In a sample scenarios, It is shown that an increase of productivity in the order of 2.5% is already possible with a hi-erarchical safety control, which consequently under a given assumptions, a total sum of 213 € could be saved for each intervention, compared to a protective stop reaction. Thereby the loss is reduced by 22.8%, if occasional haz-ard can be refined in a hierarchical way. Furthermore, production downtime due to temporary unavailability of safety devices can be avoided with safety failover that can save millions per year. Moreover, the paper highlights the proof of the development, implementation and application of the concept on the lab demonstrator (FATIE), where it is realized on the new safety PLCs, Drive Units, HMI as well as Safety devices in addition to the main components of the IMS.Keywords: discrete automation, hierarchical safety controller, human machine collaboration, programmable logical controller
Procedia PDF Downloads 3691103 Automation of Kitchen Chemical in the Textile Industry
Authors: José Luiz da Silva Neto, Renato Sipelli Silva, Érick Aragão Ribeiro
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The automation of industrial processes plays a vital role in industries today, becoming an integral and important part of the industrial process and modern production. The process control systems are designed to maximize production, reduce costs and minimize risks in production. However, these systems are generally not deployed methodologies and planning. So that this article describes the development of an automation system of a kitchen preparation of chemicals in the textile industry based on a retrofitting methodology that provides more quality into the process at a lower cost.Keywords: automation, textile industry, kitchen chemical, information integration
Procedia PDF Downloads 4271102 Control Algorithm for Home Automation Systems
Authors: Marek Długosz, Paweł Skruch
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One of purposes of home automation systems is to provide appropriate comfort to the users by suitable air temperature control and stabilization inside the rooms. The control of temperature level is not a simple task and the basic difficulty results from the fact that accurate parameters of the object of control, that is a building, remain unknown. Whereas the structure of the model is known, the identification of model parameters is a difficult task. In this paper, a control algorithm allowing the present temperature to be reached inside the building within the specified time without the need to know accurate parameters of the building itself is presented.Keywords: control, home automation system, wireless networking, automation engineering
Procedia PDF Downloads 6181101 A Particle Filter-Based Data Assimilation Method for Discrete Event Simulation
Authors: Zhi Zhu, Boquan Zhang, Tian Jing, Jingjing Li, Tao Wang
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Data assimilation is a model and data hybrid-driven method that dynamically fuses new observation data with a numerical model to iteratively approach the real system state. It is widely used in state prediction and parameter inference of continuous systems. Because of the discrete event system’s non-linearity and non-Gaussianity, traditional Kalman Filter based on linear and Gaussian assumptions cannot perform data assimilation for such systems, so particle filter has gradually become a technical approach for discrete event simulation data assimilation. Hence, we proposed a particle filter-based discrete event simulation data assimilation method and took the unmanned aerial vehicle (UAV) maintenance service system as a proof of concept to conduct simulation experiments. The experimental results showed that the filtered state data is closer to the real state of the system, which verifies the effectiveness of the proposed method. This research can provide a reference framework for the data assimilation process of other complex nonlinear systems, such as discrete-time and agent simulation.Keywords: discrete event simulation, data assimilation, particle filter, model and data-driven
Procedia PDF Downloads 131100 Numerical Investigation of the Effect of Blast Pressure on Discrete Model in Shock Tube
Authors: Aldin Justin Sundararaj, Austin Lord Tennyson, Divya Jose, A. N. Subash
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Blast waves are generated due to the explosions of high energy materials. An explosion yielding a blast wave has the potential to cause severe damage to buildings and its personnel. In order to understand the physics of effects of blast pressure on buildings, studies in the shock tube on generic configurations are carried out at various pressures on discrete models. The strength of shock wave is systematically varied by using different driver gases and diaphragm thickness. The basic material of the diaphragm is Aluminum. To simulate the effect of shock waves on discrete models a shock tube was used. Generic models selected for this study are suitably scaled cylinder, cone and cubical blocks. The experiments were carried out with 2mm diaphragm with burst pressure ranging from 28 to 31 bar. Numerical analysis was carried out over these discrete models. A 3D model of shock-tube with different discrete models inside the tube was used for CFD computation. It was found that cone has dissipated most of the shock pressure compared to cylinder and cubical block. The robustness and the accuracy of the numerical model were validation with the analytical and experimental data.Keywords: shock wave, blast wave, discrete models, shock tube
Procedia PDF Downloads 3301099 A Generalization of Option Pricing with Discrete Dividends to Markets with Daily Price Limits
Authors: Jiahau Guo, Yihe Zhang
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This paper proposes solutions for pricing options on stocks paying discrete dividends in markets with daily price limits. We first extend the intraday density function of Guo and Chang (2020) to a multi-day one and use the framework of Haug et al. (2003) to value European options on stocks paying discrete dividends. Next, we adopt the fast Fourier transform (FFT) to derive accurate and efficient formulae for American options and further employ the three-point Richardson extrapolation to accelerate the computation. Finally, the accuracy of our proposed methods is verified by simulations.Keywords: daily price limit, discrete dividend, early exercise, fast Fourier transform, multi-day density function, Richardson extrapolation
Procedia PDF Downloads 1641098 Discrete Sliding Modes Regulator with Exponential Holder for Non-Linear Systems
Authors: G. Obregon-Pulido , G. C. Solis-Perales, J. A. Meda-Campaña
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In this paper, we present a sliding mode controller in discrete time. The design of the controller is based on the theory of regulation for nonlinear systems. In the problem of disturbance rejection and/or output tracking, it is known that in discrete time, a controller that uses the zero-order holder only guarantees tracking at the sampling instances but not between instances. It is shown that using the so-called exponential holder, it is possible to guarantee asymptotic zero output tracking error, also between the sampling instant. For stabilizing the problem of close loop system we introduce the sliding mode approach relaxing the requirements of the existence of a linear stabilizing control law.Keywords: regulation theory, sliding modes, discrete controller, ripple-free tracking
Procedia PDF Downloads 541097 Number of Parametrization of Discrete-Time Systems without Unit-Delay Element: Single-Input Single-Output Case
Authors: Kazuyoshi Mori
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In this paper, we consider the parametrization of the discrete-time systems without the unit-delay element within the framework of the factorization approach. In the parametrization, we investigate the number of required parameters. We consider single-input single-output systems in this paper. By the investigation, we find, on the discrete-time systems without the unit-delay element, three cases that are (1) there exist plants which require only one parameter and (2) two parameters, and (3) the number of parameters is at most three.Keywords: factorization approach, discrete-time system, parameterization of stabilizing controllers, system without unit-delay
Procedia PDF Downloads 2401096 Discrete-Time Bulk Queue with Service Capacity Depending on Previous Service Time
Authors: Yutae Lee
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This paper considers a discrete-time bulk-arrival bulkservice queueing system, where service capacity varies depending on the previous service time. By using the generating function technique and the supplementary variable method, we compute the distributions of the queue length at an arbitrary slot boundary and a departure time.Keywords: discrete-time queue, bulk queue, variable service capacity, queue length distribution
Procedia PDF Downloads 4761095 The Effect of Computerized Systems of Office Automation on Employees' Productivity Efficiency
Authors: Mohammad Hemmati, Mohammad Taban, Ali Yasini
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One of the factors that can play an important role in increasing productivity is the optimal use of information technology, which in this area today has a significant role to play in computer systems of office automation in organizations and companies. Therefore, this research has been conducted with the aim of investigating the effect of the relationship between computerized systems of office automation and the productivity of employees in the municipality of Ilam city. The statistical population of this study was 110 people. Using Cochran formula, the minimum sample size is 78 people. The present research is a descriptive-looking research in terms of the type of objective view. A questionnaire was used to collect data. To assess the reliability of variables, Cornbrash’s alpha coefficient was used, which was equal to 0.85; SPSS19 and Pearson test were used to analyze the data and test the hypothesis of the research. In this research, three hypotheses of the relationship between office automation with efficiency, performance, and effectiveness were investigated. The results showed a direct and positive relationship between the office automation system and the increase in the efficiency, effectiveness, and efficiency of employees, and there was no reason to reject these hypotheses.Keywords: efficiency, performance, effectiveness, automation
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