Search results for: discrete spacetime

Authors: T. R. Sharika, Ashwini Kumar, Kamal Bijlani

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Encryption is the process of converting crucial information’s unreadable to unauthorized persons. Image security is an important type of encryption that secures all type of images from cryptanalysis. A stream cipher is a fast symmetric key algorithm which is used to convert plaintext to cipher text. In this paper we are proposing an image encryption algorithm with Discrete Cosine Transform and Stream Ciphers that can improve compression of images and enhanced security. The paper also explains the use of a shuffling algorithm for enhancing securing.

Keywords: decryption, DCT, encryption, RC4 cipher, stream cipher

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Authors: Jihene Jebeniani

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We proposed an approach combining both the techniques of experimental economy and the flexibility of discrete choice models in order to test the loss aversion. Our main objective was to test the loss aversion of the Cumulative Prospect Theory (CPT). We developed an experimental laboratory in the context of the financial investments that aimed to analyze the attitude towards the risk of the investors. The study uses the lotteries and is basing on econometric modeling. The estimated model was the ordered probit.

Keywords: risk aversion, behavioral finance, experimental economic, lotteries, cumulative prospect theory

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Authors: John Hardy, Paul Lushenko

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he twenty-first century international security order has been fraught with challenges to the credibility and stability of the post-Cold War status quo. Although the American-led international system has rarely been threatened directly by dissatisfied states, an underlying challenge to the international security order has emerged in the form of a slow-burning abnegation of small but significant aspects of the status quo. Meanwhile, those security challenges which have threatened to destabilize order in the international system have not clearly belonged to the traditional notions of diplomacy and armed conflict. Instead, the main antagonists have been both states and non-state actors, the issues have crossed national and international boundaries, and contestation has occurred in a ‘gray zone’ between peace and war. Gray zone conflicts are not easily categorized as military operations, national security policies or political strategies, because they often include elements of diplomacy, military operations, and statecraft in complex combinations. This study applies three approaches to conceptualizing the gray zone in which many contemporary conflicts take place. The first approach frames gray zone conflicts as a form of coercive diplomacy, in which armed force is used to add credibility and commitment to political threats. The second approach frames gray zone conflicts as a form of discrete military operation, in which armed force is used sparingly and is limited to a specific issue. The third approach frames gray zones conflicts as a form of proxy war, in which armed force is used by or through third parties, rather than directly between belligerents. The study finds that each approach to conceptualizing the gray zone accounts for only a narrow range of issues which fall within the gap between traditional notions of peace and war. However, in combination, all three approaches are useful in explicating the gray zone and understanding the character of contemporary security challenges which defy simple categorization. These findings suggest that coercive diplomacy, discrete military operations, and proxy warfare provide three overlapping lenses for conceptualizing the gray zone and for understanding the gray zone conflicts which threaten international security in the early twenty-first century.

Keywords: gray zone, international security, military operations, national security, strategy

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Authors: Nikolaos Petropoulos, Elena Blokhina, Andrii Sokolov, Andrii Semenov, Panagiotis Giounanlis, Xutong Wu, Dmytro Mishagli, Eugene Koskin, Robert Bogdan Staszewski, Dirk Leipold

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We investigate entanglement and quantum information scrambling (QIS) by the example of a many-body Extended and spinless effective Fermi-Hubbard Model (EFHM and e-FHM, respectively) that describes a special type of quantum dot array provided by Equal1 labs silicon-based quantum computer. The concept of QIS is used in the framework of quantum information processing by quantum circuits and quantum channels. In general, QIS is manifest as the de-localization of quantum information over the entire quantum system; more compactly, information about the input cannot be obtained by local measurements of the output of the quantum system. In our work, we will first make an introduction to the concept of quantum information scrambling and its connection with the 4-point out-of-time-order (OTO) correlators. In order to have a quantitative measure of QIS we use the tripartite mutual information, in similar lines to previous works, that measures the mutual information between 4 different spacetime partitions of the system and study the Transverse Field Ising (TFI) model; this is used to quantify the dynamical spreading of quantum entanglement and information in the system. Then, we investigate scrambling in the quantum many-body Extended Hubbard Model with external magnetic field Bz and spin-spin coupling J for both uniform and thermal quantum channel inputs and show that it scrambles for specific external tuning parameters (e.g., tunneling amplitudes, on-site potentials, magnetic field). In addition, we compare different Hilbert space sizes (different number of qubits) and show the qualitative and quantitative differences in quantum scrambling as we increase the number of quantum degrees of freedom in the system. Moreover, we find a "scrambling phase transition" for a threshold temperature in the thermal case, that is, the temperature of the model that the channel starts to scramble quantum information. Finally, we make comparisons to the TFI model and highlight the key physical differences between the two systems and mention some future directions of research.

Keywords: condensed matter physics, quantum computing, quantum information theory, quantum physics

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Authors: Tri Wijayanti Septiarini, Agus Maman Abadi, Muhammad Rifki Taufik

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The exchange rate of IDR/USD can be the indicator to analysis Indonesian economy. The exchange rate as a important factor because it has big effect in Indonesian economy overall. So, it needs the analysis data of exchange rate. There is decomposition data of exchange rate of IDR/USD to be frequency and time. It can help the government to monitor the Indonesian economy. This method is very effective to identify the case, have high accurate result and have simple structure. In this paper, data of exchange rate that used is weekly data from December 17, 2010 until November 11, 2014.

Keywords: the exchange rate, fuzzy mamdani, discrete wavelet transforms, fuzzy wavelet

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Authors: K. S. Chai, S. H. Chan

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In this paper, the earth retaining wall anchored by discrete deadman anchor to support excavations in sand is modelled and analysed by finite element analysis. A study is conducted to examine how deadman anchorage system helps in reducing the deflection of earth retaining wall. A simplified numerical model is suggested in order to reduce the simulation duration. A comparison between 3-D and 2-D finite element analyses is illustrated.

Keywords: finite element, earth retaining wall, deadman anchor, sand

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Authors: Ali Isapour, Ramin Nateghi

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— Markov parameters are unique parameters of the system and remain unchanged under similarity transformations. Markov parameters from a power series that is convergent only if the system matrix’s eigenvalues are inside the unity circle. Therefore, Markov parameters of a stable discrete-time system are convergent. In this study, we aim to realize the system based on Markov parameters by using Artificial Neural Networks (ANN), and this end, we use Flexible Neural Networks. Realization means determining the elements of matrices A, B, C, and D.

Keywords: Markov parameters, realization, activation function, flexible neural network

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Authors: Fola John Adeyeye

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In this paper, we propose a cryptosystem private and public key base on symmetric group Pn and validates its theoretical formulation. This proposed system benefits from the algebraic properties of Pn such as noncommutative high logical, computational speed and high flexibility in selecting key which makes the discrete permutation multiplier logic (DPML) resist to attack by any algorithm such as Pohlig-Hellman. One of the advantages of this scheme is that it explore all the possible triangular symmetries. Against these properties, the only disadvantage is that the law of permutation multiplicity only allow an operation from left to right. Many other cryptosystems can be transformed into their symmetric group.

Keywords: cryptosystem, private and public key, DPML, symmetric group Pn

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Authors: Tomoaki Hashimoto

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Recently, optimal control problems subject to probabilistic constraints have attracted much attention in many research field. Although probabilistic constraints are generally intractable in optimization problems, several methods haven been proposed to deal with probabilistic constraints. In most methods, probabilistic constraints are transformed to deterministic constraints that are tractable in optimization problems. This paper examines a method for transforming probabilistic constraints into deterministic constraints for a class of probabilistic constrained optimal control problems.

Keywords: optimal control, stochastic systems, discrete-time systems, probabilistic constraints

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Authors: Larry Wang

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The aim of this paper is to demonstrate how an online homework system is integrated in teaching and learning mathematics and how it improves the student success rates in some gateway mathematics courses. WeBWork provided by the Mathematical Association of America is adopted as the online homework system. During the period of 2010-2015, the system was implemented in classes of precalculus, calculus, probability and statistics, discrete mathematics, linear algebra, and differential equations. As a result, the passing rates of the sections with WeBWork are well above other sections without WeBWork (about 7-10% higher). The paper also shows how the WeBWork system was used.

Keywords: gateway mathematics, online grading, pass rate, WeBWorK

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Authors: Anca Radulescu, Danae Evans

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The relationship between a network’s hardwiring and its emergent dynamics are central to neuroscience. We study the principles of this correspondence in a canonical setup (in which network nodes exhibit well-studied complex quadratic dynamics), then test their universality in biological networks. By extending methods from discrete dynamics, we study the effects of network connectivity on temporal patterns, encapsulating long-term behavior into the rich topology of network Mandelbrot sets. Then elements of fractal geometry can be used to predict and classify network behavior.

Keywords: canonical model, complex dynamics, dynamic networks, fractals, Mandelbrot set, network connectivity

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Authors: A. Brouri, F. Giri, A. Mkhida, A. Elkarkri, M. L. Chhibat

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Standard Hammerstein-Wiener models consist of a linear subsystem sandwiched by two memoryless nonlinearities. Presently, the linear subsystem is allowed to be parametric or not, continuous- or discrete-time. The input and output nonlinearities are polynomial and may be noninvertible. A two-stage identification method is developed such the parameters of all nonlinear elements are estimated first using the Kozen-Landau polynomial decomposition algorithm. The obtained estimates are then based upon in the identification of the linear subsystem, making use of suitable pre-ad post-compensators.

Keywords: nonlinear system identification, Hammerstein-Wiener systems, frequency identification, polynomial decomposition

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Authors: Despina Yiakoumi, Agathe Rouaix

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Laboratory experiments were run to investigate the impact of different design characteristics of the auctions, which have been implemented to procure capacity in the UK’s reformed electricity markets. The experiment studies competition among bidders in procurement multi-unit discrete descending clock auctions under different feedback policies and pricing rules. Theory indicates that feedback policy in combination with the two common pricing rules; last-accepted bid (LAB) and first-rejected bid (FRB), could affect significantly the auction outcome. Two information feedback policies regarding the bidding prices of the participants are considered; with feedback and without feedback. With feedback, after each round participants are informed of the number of items still in the auction and without feedback, after each round participants have no information about the aggregate supply. Under LAB, winning bidders receive the amount of the highest successful bid and under the FRB the winning bidders receive the lowest unsuccessful bid. Based on the theoretical predictions of the alternative auction designs, it was decided to run three treatments. First treatment considers LAB with feedback; second treatment studies LAB without feedback; third treatment investigates FRB without feedback. Theoretical predictions of the game showed that under FRB, the alternative feedback policies are indifferent to the auction outcome. Preliminary results indicate that LAB with feedback and FRB without feedback achieve on average higher clearing prices in comparison to the LAB treatment without feedback. However, the clearing prices under LAB with feedback and FRB without feedback are on average lower compared to the theoretical predictions. Although under LAB without feedback theory predicts the clearing price will drop to the competitive equilibrium, experimental results indicate that participants could still engage in cooperative behavior and drive up the price of the auction. It is showed, both theoretically and experimentally, that the pricing rules and the feedback policy, affect the bidding competitiveness of the auction by providing opportunities to participants to engage in cooperative behavior and exercise market power. LAB without feedback seems to be less vulnerable to market power opportunities compared to the alternative auction designs. This could be an argument for the use of LAB pricing rule in combination with limited feedback in the UK capacity market in an attempt to improve affordability for consumers.

Keywords: descending clock auctions, experiments, feedback policy, market design, multi-unit auctions, pricing rules, procurement auctions

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Authors: Nasar Aldian Ambark Shashoa

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Classification with a dimension reduction based on Bayesian approach is proposed in this paper . The first step is to generate a sample (parameter) of fault-free mode class and faulty mode class. The second, in order to obtain good classification performance, a selection of important features is done with the discrete karhunen-loeve expansion. Next, the Bayes test for minimum error is used to classify the classes. Finally, the results for simulated data demonstrate the capabilities of the proposed procedure.

Keywords: analytical redundancy, fault detection, feature extraction, Bayesian approach

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Authors: Sajith Sajeev, Brenton McLaury, Siamack Shirazi

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In the petroleum industry, solid particles are often present along with the produced fluids. It is imperative to keep particles from accumulating in flow lines. In this study, various experiments are conducted to study sand particle transport, where critical velocity is defined as the average fluid velocity to keep particles continuously moving. Many parameters related to the fluid, particles and pipe affect the transport process. Experimental results are presented varying the particle concentration. Additionally, CFD simulations using a discrete element modeling (DEM) approach are presented to compare with experimental result.

Keywords: particle transport, critical velocity, CFD, DEM

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Authors: Tribhuvan N. Soorya

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Charging and discharging of a capacitor through a resistor can be shown as exponential curve. Theoretically, it takes infinite time to fully charge or discharge a capacitor. The flow of charge is due to electrons having finite and fixed value of charge. If we carefully examine the charging and discharging process after several time constants, the points on q vs t graph become discrete and curve become discontinuous. Moreover for all practical purposes capacitor with charge (q0-e) can be taken as fully charged, as it introduces an error less than one part per million. Similar is the case for discharge of a capacitor, where the capacitor with the last electron (charge e) can be taken as fully discharged. With this, we can estimate the finite value of time for fully charging and discharging a capacitor.

Keywords: charging, discharging, RC Circuit, capacitor

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Authors: Júlio Cesar Lopes de Oliveira, Carlos Henrique Gonçalves Treviso

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The shortage of the automotive market in relation to options for sources of high power car audio systems, led to development of this work. Thus, we developed a source with stabilized voltage with 4320 W effective power. Designed to the voltage of 14.4 V and a choice of two currents: 30 A load option in battery banks and 300 A at full load. This source can also be considered as a source of general use dedicated commercial with a simple control circuit in analog form based on discrete components. The assembly of power circuit uses a methodology for higher power than the initially stipulated.

Keywords: DC-DC power converters, converters, power conversion, pulse width modulation converters

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Authors: R. Latif, W. Jenkal, A. Toumanari, A. Hatim

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This paper presents an efficient method of electrocardiogram signal denoising based on a hybrid approach. Two techniques are brought together to create an efficient denoising process. The first is an Adaptive Dual Threshold Filter (ADTF) and the second is the Discrete Wavelet Transform (DWT). The presented approach is based on three steps of denoising, the DWT decomposition, the ADTF step and the highest peaks correction step. This paper presents some application of the approach on some electrocardiogram signals of the MIT-BIH database. The results of these applications are promising compared to other recently published techniques.

Keywords: hybrid technique, ADTF, DWT, thresholding, ECG signal

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Authors: Yao Cheng, Weihua Zhang

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Although the measured vibration signal contains rich information on machine health conditions, the white noise interferences and the discrete harmonic coming from blade, shaft and mash make the fault diagnosis of rolling element bearings difficult. In order to overcome the interferences of useless signals, a new fault diagnosis method combining Complete Ensemble Empirical Mode Decomposition with adaptive noise (CEEMDAN) and Multipoint Optimal Minimum Entropy Deconvolution (MOMED) is proposed for the fault diagnosis of high-speed train bearings. Firstly, the CEEMDAN technique is applied to adaptively decompose the raw vibration signal into a series of finite intrinsic mode functions (IMFs) and a residue. Compared with Ensemble Empirical Mode Decomposition (EEMD), the CEEMDAN can provide an exact reconstruction of the original signal and a better spectral separation of the modes, which improves the accuracy of fault diagnosis. An effective sensitivity index based on the Pearson's correlation coefficients between IMFs and raw signal is adopted to select sensitive IMFs that contain bearing fault information. The composite signal of the sensitive IMFs is applied to further analysis of fault identification. Next, for propose of identifying the fault information precisely, the MOMED is utilized to enhance the periodic impulses in composite signal. As a non-iterative method, the MOMED has better deconvolution performance than the classical deconvolution methods such Minimum Entropy Deconvolution (MED) and Maximum Correlated Kurtosis Deconvolution (MCKD). Third, the envelope spectrum analysis is applied to detect the existence of bearing fault. The simulated bearing fault signals with white noise and discrete harmonic interferences are used to validate the effectiveness of the proposed method. Finally, the superiorities of the proposed method are further demonstrated by high-speed train bearing fault datasets measured from test rig. The analysis results indicate that the proposed method has strong practicability.

Keywords: bearing, complete ensemble empirical mode decomposition with adaptive noise, fault diagnosis, multipoint optimal minimum entropy deconvolution

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Authors: Amaia Martinez Martinez, Martin Turek, Carlos Ventura, Jay Drew

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This study aims to assess the seismic performance of arch and dome structural systems made from easy to assemble precast blocks of recycled concrete. These systems have been developed by Lock Block Ltd. Company from Vancouver, Canada, as an extension of their currently used retaining wall system. The characterization of the seismic behavior of these structures is performed by a combination of experimental static and dynamic testing, and analytical modeling. For the experimental testing, several tilt tests, as well as a program of shake table testing were undertaken using small scale arch models. A suite of earthquakes with different characteristics from important past events are chosen and scaled properly for the dynamic testing. Shake table testing applying the ground motions in just one direction (in the weak direction of the arch) and in the three directions were conducted and compared. The models were tested with increasing intensity until collapse occurred; which determines the failure level for each earthquake. Since the failure intensity varied with type of earthquake, a sensitivity analysis of the different parameters was performed, being impulses the dominant factor. For all cases, the arches exhibited the typical four-hinge failure mechanism, which was also shown in the analytical model. Experimental testing was also performed reinforcing the arches using a steel band over the structures anchored at both ends of the arch. The models were tested with different pretension levels. The bands were instrumented with strain gauges to measure the force produced by the shaking. These forces were used to develop engineering guidelines for the design of the reinforcement needed for these systems. In addition, an analytical discrete element model was created using 3DEC software. The blocks were designed as rigid blocks, assigning all the properties to the joints including also the contribution of the interlocking shear key between blocks. The model is calibrated to the experimental static tests and validated with the obtained results from the dynamic tests. Then the model can be used to scale up the results to the full scale structure and expanding it to different configurations and boundary conditions.

Keywords: arch, discrete element model, seismic assessment, shake-table testing

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Authors: Nirmal Yadav, Tanuja Srivastava

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Shannon theory is an exact method to recover a band limited signals from its sampled values in discrete implementation, using sinc interpolators. But sinc based results are not much satisfactory for band-limited calculations so that convolution with window function, having compact support, has been introduced. Convolution Backprojection algorithm with window function is an approximation algorithm. In this paper, the error has been calculated, arises due to this approximation nature of reconstruction algorithm. This result will be defined for fan beam projection data which is more faster than parallel beam projection.

Keywords: computed tomography, convolution backprojection, radon transform, fan beam

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Authors: Natasha Sharma, Kulbhushan Agnihotri

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Cellular Automata are discrete dynamical systems which are based on local character and spatial disparateness of the spreading process. These factors are generally neglected by traditional models based on differential equations for epidemic spread. The aim of this work is to introduce an SEIR model based on cellular automata on graphs to imitate epidemic spreading. Distinctively, it is an SEIR-type model where the population is divided into susceptible, exposed, infected and recovered individuals. The results obtained from simulations are in accordance with the spreading behavior of a real time epidemics.

Keywords: cellular automata, epidemic spread, graph, susceptible

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Authors: Thierry Ganomanana, Dominique Hervé, Solo Randriamahaleo

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Management of Malagasy renewable natural re-sources allows, in the case of forest, the mobilization of several actors with norms and/or territory. The interaction in this socio-ecosystem is represented by a graph of two different relationships in which most of action chains, from individual activities under the continuous of forest dynamic and discrete interventions by institutional, are also studied. The fuzzy set theory is adapted to graduate the elements of the set Illegal Activities in the space of sanction’s institution by his severity and in the space of degradation of forest by his extent.

Keywords: fuzzy set, graph, institution, renewable resource, system

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Authors: A. F. Momin, D. V. Khakhar

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Granular materials consist of particulate particles found in nature and various industries that, due to gravity flow, behave macroscopically like liquids. A fundamental industrial unit operation is a hopper with inclined walls or a converging channel in which material flows downward under gravity and exits the storage bin through the bottom outlet. The simplest form of the flow corresponds to a wedge-shaped, quasi-two-dimensional geometry with smooth walls and radially directed gravitational force toward the apex of the wedge. These flows were examined using the Mohr-Coulomb criterion in the classic work of Savage (1965), while Ravi Prakash and Rao used the critical state theory (1988). The smooth-wall radial gravity (SWRG) wedge-shaped hopper is simulated using the discrete element method (DEM) to test existing theories. DEM simulations involve the solution of Newton's equations, taking particle-particle interactions into account to compute stress and velocity fields for the flow in the SWRG system. Our computational results are consistent with the predictions of Savage (1965) and Ravi Prakash and Rao (1988), except for the region near the exit, where both viscous and frictional effects are present. To further comprehend this behaviour, a parametric analysis is carried out to analyze the rheology of wedge-shaped hoppers by varying the orifice diameter, wedge angle, friction coefficient, and stiffness. The conclusion is that velocity increases as the flow rate increases but decreases as the wedge angle and friction coefficient increase. We observed no substantial changes in velocity due to varying stiffness. It is anticipated that stresses at the exit result from the transfer of momentum during particle collisions; for this reason, relationships between viscosity and shear rate are shown, and all data are collapsed into a single curve. In addition, it is demonstrated that viscosity and volume fraction exhibit power law correlations with the inertial number and that all the data collapse into a single curve. A continuum model for determining granular flows is presented using empirical correlations.

Keywords: discrete element method, gravity flow, smooth-wall, wedge-shaped hoppers

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Authors: Prudhvinath Reddy Ankireddy, Narasimha Mangadoddy

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Spiral concentrators are commonly used in various industries, including mineral and coal processing, to efficiently separate materials based on their density and size. In these concentrators, a mixture of solid particles and fluid (usually water) is introduced as feed at the top of a spiral channel. As the mixture flows down the spiral, centrifugal and gravitational forces act on the particles, causing them to stratify based on their density and size. Spiral flows exhibit complex fluid dynamics, and interactions involve multiple phases and components in the process. Understanding the behavior of these phases within the spiral concentrator is crucial for achieving efficient separation. An experimental bi-component particle interaction study is conducted in this work utilizing magnetite (heavier density) and silica (lighter density) with different proportions processed in the spiral concentrator. The observation separation reveals that denser particles accumulate towards the inner region of the spiral trough, while a significant concentration of lighter particles are found close to the outer edge. The 5th turn of the spiral trough is partitioned into five zones to achieve a comprehensive distribution analysis of bicomponent particle segregation. Samples are then gathered from these individual streams using an in-house sample collector, and subsequent analysis is conducted to assess component segregation. Along the trough, there was a decline in the concentration of coarser particles, accompanied by an increase in the concentration of lighter particles. The segregation pattern indicates that the heavier coarse component accumulates in the inner zone, whereas the lighter fine component collects in the outer zone. The middle zone primarily consists of heavier fine particles and lighter coarse particles. The zone-wise results reveal that there is a significant fraction of segregation occurs in inner and middle zones. Finer magnetite and silica particles predominantly accumulate in outer zones with the smallest fraction of segregation. Additionally, numerical simulations are also carried out using the computational fluid dynamics (CFD) model based on the volume of fluid (VOF) approach incorporating the RSM turbulence model. The discrete phase model (DPM) is employed for particle tracking, thereby understanding the particle segregation of magnetite and silica along the spiral trough.

Keywords: spiral concentrator, bi-component particle segregation, computational fluid dynamics, discrete phase model

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Authors: Wilson Enríquez, Daniel Cardenas

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This article proposes a filter bank format combined with the mathematical tool called polyphase decomposition and the discrete Fourier transform (DFT) with the purpose of improving the performance of the fifth-generation communication systems (5G). We started with a review of the literature and the study of the filter bank theory and its combination with DFT in order to improve the performance of wireless communications since it reduces the computational complexity of these communication systems. With the proposed technique, several experiments were carried out in order to evaluate the structures in 5G systems. Finally, the results are presented in graphical form in terms of bit error rate against the ratio bit energy/noise power spectral density (BER vs. Eb / No).

Keywords: multi-carrier system (5G), filter bank, polyphase decomposition, FIR equalizer

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Authors: Sadam Alwadi

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Outlier values become a problem that frequently occurs in the data observation or recording process. Thus, the need for data imputation has become an essential matter. In this work, it will make use of the methods described in the prior work to detect the outlier values based on a collection of stock market data. In order to implement the detection and find some solutions that maybe helpful for investors, real closed price data were obtained from the Amman Stock Exchange (ASE). Tukey and Maximum Overlapping Discrete Wavelet Transform (MODWT) methods will be used to impute the detect the outlier values.

Keywords: outlier values, imputation, stock market data, detecting, estimation

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Authors: Hachmi Ben Ameur, Jean Luc Prigent

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We propose an extension of the CPPI method, which is based on conditional floors. In this framework, we examine in particular the TIPP and margin based strategies. These methods allow keeping part of the past gains and protecting the portfolio value against future high drawdowns of the financial market. However, as for the standard CPPI method, the investor can benefit from potential market rises. To control the risk of such strategies, we introduce both Value-at-Risk (VaR) and Expected Shortfall (ES) risk measures. For each of these criteria, we show that the conditional floor must be higher than a lower bound. We illustrate these results, for a quite general ARCH type model, including the EGARCH (1,1) as a special case.

Keywords: CPPI, conditional floor, ARCH, VaR, expected ehortfall

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Authors: Koushlendra Kumar Singh, Manish Kumar Bajpai, Rajesh Kumar Pandey

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A discrete time fractional orderdifferentiator has been modeled for estimating the fractional order derivatives of contaminated signal. The proposed approach is based on Chebyshev’s polynomials. We use the Riemann-Liouville fractional order derivative definition for designing the fractional order SG differentiator. In first step we calculate the window weight corresponding to the required fractional order. Then signal is convoluted with this calculated window’s weight for finding the fractional order derivatives of signals. Several signals are considered for evaluating the accuracy of the proposed method.

Keywords: fractional order derivative, chebyshev polynomials, signals, S-G differentiator

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Authors: Riddhi Jangid, Gajendra Pratap Singh

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Petri nets, a formalized modeling language that was introduced back around 50-60 years, have been widely used for modeling discrete event dynamic systems and simulating their behavior. Reachability analysis of Petri nets gives many insights into a modeled system. This idea leads us to study the reachability technique and use it in the reachability problem in the state space of reachable markings. With the same concept, Crisp Boolean Petri nets were defined in which the marking vectors that are boolean are distinct in the reachability analysis of the nets. We generalize the concept and define ‘Crisp’ Petri nets that generate the marking vectors exactly once in their reachability-based analysis, not necessarily Boolean.

Keywords: marking vector, n-vector, Petri nets, reachability

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