Search results for: polynomial approximation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 740

Search results for: polynomial approximation

410 Application of Granular Computing Paradigm in Knowledge Induction

Authors: Iftikhar U. Sikder

Abstract:

This paper illustrates an application of granular computing approach, namely rough set theory in data mining. The paper outlines the formalism of granular computing and elucidates the mathematical underpinning of rough set theory, which has been widely used by the data mining and the machine learning community. A real-world application is illustrated, and the classification performance is compared with other contending machine learning algorithms. The predictive performance of the rough set rule induction model shows comparative success with respect to other contending algorithms.

Keywords: concept approximation, granular computing, reducts, rough set theory, rule induction

Procedia PDF Downloads 508
409 Solving Stochastic Eigenvalue Problem of Wick Type

Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

Abstract:

In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Ito chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Ito chaos expansion

Procedia PDF Downloads 335
408 Numerical Reproduction of Hemodynamic Change Induced by Acupuncture to ST-36

Authors: Takuya Suzuki, Atsushi Shirai, Takashi Seki

Abstract:

Acupuncture therapy is one of the treatments in traditional Chinese medicine. Recently, some reports have shown the effectiveness of acupuncture. However, its full acceptance has been hindered by the lack of understanding on mechanism of the therapy. Acupuncture applied to Zusanli (ST-36) enhances blood flow volume in superior mesenteric artery (SMA), yielding peripheral vascular resistance – regulated blood flow of SMA dominated by the parasympathetic system and inhibition of sympathetic system. In this study, a lumped-parameter approximation model of blood flow in the systemic arteries was developed. This model was extremely simple, consisting of the aorta, carotid arteries, arteries of the four limbs and SMA, and their peripheral vascular resistances. Here, the individual artery was simplified to a tapered tube and the resistances were modelled by a linear resistance. We numerically investigated contribution of the peripheral vascular resistance of SMA to the systemic blood distribution using this model. In addition to the upstream end of the model, which correlates with the left ventricle, two types of boundary condition were applied; mean left ventricular pressure which correlates with blood pressure (BP) and mean cardiac output which corresponds to cardiac index (CI). We examined it to reproduce the experimentally obtained hemodynamic change, in terms of the ratio of the aforementioned hemodynamic parameters from their initial values before the acupuncture, by regulating the peripheral vascular resistances and the upstream boundary condition. First, only the peripheral vascular resistance of SMA was changed to show contribution of the resistance to the change in blood flow volume in SMA, expecting reproduction of the experimentally obtained change. It was found, however, this was not enough to reproduce the experimental result. Then, we also changed the resistances of the other arteries together with the value given at upstream boundary. Here, the resistances of the other arteries were changed simultaneously in the same amount. Consequently, we successfully reproduced the hemodynamic change to find that regulation of the upstream boundary condition to the value experimentally obtained after the stimulation is necessary for the reproduction, though statistically significant changes in BP and CI were not observed in the experiment. It is generally known that sympathetic and parasympathetic tones take part in regulation of whole the systemic circulation including the cardiac function. The present result indicates that stimulation to ST-36 could induce vasodilation of peripheral circulation of SMA and vasoconstriction of that of other arteries. In addition, it implies that experimentally obtained small changes in BP and CI induced by the acupuncture may be involved in the therapeutic response.

Keywords: acupuncture, hemodynamics, lumped-parameter approximation, modeling, systemic vascular resistance

Procedia PDF Downloads 207
407 An Approximation Algorithm for the Non Orthogonal Cutting Problem

Authors: R. Ouafi, F. Ouafi

Abstract:

We study the problem of cutting a rectangular material entity into smaller sub-entities of trapezoidal forms with minimum waste of the material. This problem will be denoted TCP (Trapezoidal Cutting Problem). The TCP has many applications in manufacturing processes of various industries: pipe line design (petro chemistry), the design of airfoil (aeronautical) or cuts of the components of textile products. We introduce an orthogonal build to provide the optimal horizontal and vertical homogeneous strips. In this paper we develop a general heuristic search based upon orthogonal build. By solving two one-dimensional knapsack problems, we combine the horizontal and vertical homogeneous strips to give a non orthogonal cutting pattern.

Keywords: combinatorial optimization, cutting problem, heuristic

Procedia PDF Downloads 525
406 Algorithms for Fast Computation of Pan Matrix Profiles of Time Series Under Unnormalized Euclidean Distances

Authors: Jing Zhang, Daniel Nikovski

Abstract:

We propose an approximation algorithm called LINKUMP to compute the Pan Matrix Profile (PMP) under the unnormalized l∞ distance (useful for value-based similarity search) using double-ended queue and linear interpolation. The algorithm has comparable time/space complexities as the state-of-the-art algorithm for typical PMP computation under the normalized l₂ distance (useful for shape-based similarity search). We validate its efficiency and effectiveness through extensive numerical experiments and a real-world anomaly detection application.

Keywords: pan matrix profile, unnormalized euclidean distance, double-ended queue, discord discovery, anomaly detection

Procedia PDF Downloads 228
405 Split Monotone Inclusion and Fixed Point Problems in Real Hilbert Spaces

Authors: Francis O. Nwawuru

Abstract:

The convergence analysis of split monotone inclusion problems and fixed point problems of certain nonlinear mappings are investigated in the setting of real Hilbert spaces. Inertial extrapolation term in the spirit of Polyak is incorporated to speed up the rate of convergence. Under standard assumptions, a strong convergence of the proposed algorithm is established without computing the resolvent operator or involving Yosida approximation method. The stepsize involved in the algorithm does not depend on the spectral radius of the linear operator. Furthermore, applications of the proposed algorithm in solving some related optimization problems are also considered. Our result complements and extends numerous results in the literature.

Keywords: fixedpoint, hilbertspace, monotonemapping, resolventoperators

Procedia PDF Downloads 29
404 Optimal Control of Volterra Integro-Differential Systems Based on Legendre Wavelets and Collocation Method

Authors: Khosrow Maleknejad, Asyieh Ebrahimzadeh

Abstract:

In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential (VID) equation is considered. The method is developed by means of the Legendre wavelet approximation and collocation method. The properties of Legendre wavelet accompany with Gaussian integration method are utilized to reduce the problem to the solution of nonlinear programming one. Some numerical examples are given to confirm the accuracy and ease of implementation of the method.

Keywords: collocation method, Legendre wavelet, optimal control, Volterra integro-differential equation

Procedia PDF Downloads 368
403 Image Compression Based on Regression SVM and Biorthogonal Wavelets

Authors: Zikiou Nadia, Lahdir Mourad, Ameur Soltane

Abstract:

In this paper, we propose an effective method for image compression based on SVM Regression (SVR), with three different kernels, and biorthogonal 2D Discrete Wavelet Transform. SVM regression could learn dependency from training data and compressed using fewer training points (support vectors) to represent the original data and eliminate the redundancy. Biorthogonal wavelet has been used to transform the image and the coefficients acquired are then trained with different kernels SVM (Gaussian, Polynomial, and Linear). Run-length and Arithmetic coders are used to encode the support vectors and its corresponding weights, obtained from the SVM regression. The peak signal noise ratio (PSNR) and their compression ratios of several test images, compressed with our algorithm, with different kernels are presented. Compared with other kernels, Gaussian kernel achieves better image quality. Experimental results show that the compression performance of our method gains much improvement.

Keywords: image compression, 2D discrete wavelet transform (DWT-2D), support vector regression (SVR), SVM Kernels, run-length, arithmetic coding

Procedia PDF Downloads 359
402 Quick Similarity Measurement of Binary Images via Probabilistic Pixel Mapping

Authors: Adnan A. Y. Mustafa

Abstract:

In this paper we present a quick technique to measure the similarity between binary images. The technique is based on a probabilistic mapping approach and is fast because only a minute percentage of the image pixels need to be compared to measure the similarity, and not the whole image. We exploit the power of the Probabilistic Matching Model for Binary Images (PMMBI) to arrive at an estimate of the similarity. We show that the estimate is a good approximation of the actual value, and the quality of the estimate can be improved further with increased image mappings. Furthermore, the technique is image size invariant; the similarity between big images can be measured as fast as that for small images. Examples of trials conducted on real images are presented.

Keywords: big images, binary images, image matching, image similarity

Procedia PDF Downloads 171
401 Flow of a Second Order Fluid through Constricted Tube with Slip Velocity at Wall Using Integral Method

Authors: Nosheen Zareen Khan, Abdul Majeed Siddiqui, Muhammad Afzal Rana

Abstract:

The steady flow of a second order fluid through constricted tube with slip velocity at wall is modeled and analyzed theoretically. The governing equations are simplified by implying no slip in radial direction. Based on Karman Pohlhausen procedure polynomial solution for axial velocity profile is presented. An expressions for pressure gradient, shear stress, separation and reattachment points and radial velocity are also calculated. The effect of slip and no slip velocity on velocity, shear stress, pressure gradient are discussed and depicted graphically. It is noted that when Reynolds number increases velocity of the fluid decreases in both slip and no slip conditions. It is also found that the wall shear stress, separation and reattachment points are strongly effected by Reynolds number.

Keywords: approximate solution, constricted tube, non-Newtonian fluids, Reynolds number

Procedia PDF Downloads 374
400 A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes

Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: ruin probability, compound poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions

Procedia PDF Downloads 322
399 Generalized π-Armendariz Authentication Cryptosystem

Authors: Areej M. Abduldaim, Nadia M. G. Al-Saidi

Abstract:

Algebra is one of the important fields of mathematics. It concerns with the study and manipulation of mathematical symbols. It also concerns with the study of abstractions such as groups, rings, and fields. Due to the development of these abstractions, it is extended to consider other structures, such as vectors, matrices, and polynomials, which are non-numerical objects. Computer algebra is the implementation of algebraic methods as algorithms and computer programs. Recently, many algebraic cryptosystem protocols are based on non-commutative algebraic structures, such as authentication, key exchange, and encryption-decryption processes are adopted. Cryptography is the science that aimed at sending the information through public channels in such a way that only an authorized recipient can read it. Ring theory is the most attractive category of algebra in the area of cryptography. In this paper, we employ the algebraic structure called skew -Armendariz rings to design a neoteric algorithm for zero knowledge proof. The proposed protocol is established and illustrated through numerical example, and its soundness and completeness are proved.

Keywords: cryptosystem, identification, skew π-Armendariz rings, skew polynomial rings, zero knowledge protocol

Procedia PDF Downloads 192
398 Physiological Effects on Scientist Astronaut Candidates: Hypobaric Training Assessment

Authors: Pedro Llanos, Diego García

Abstract:

This paper is addressed to expanding our understanding of the effects of hypoxia training on our bodies to better model its dynamics and leverage some of its implications and effects on human health. Hypoxia training is a recommended practice for military and civilian pilots that allow them to recognize their early hypoxia signs and symptoms, and Scientist Astronaut Candidates (SACs) who underwent hypobaric hypoxia (HH) exposure as part of a training activity for prospective suborbital flight applications. This observational-analytical study describes physiologic responses and symptoms experienced by a SAC group before, during and after HH exposure and proposes a model for assessing predicted versus observed physiological responses. A group of individuals with diverse Science Technology Engineering Mathematics (STEM) backgrounds conducted a hypobaric training session to an altitude up to 22,000 ft (FL220) or 6,705 meters, where heart rate (HR), breathing rate (BR) and core temperature (Tc) were monitored with the use of a chest strap sensor pre and post HH exposure. A pulse oximeter registered levels of saturation of oxygen (SpO2), number and duration of desaturations during the HH chamber flight. Hypoxia symptoms as described by the SACs during the HH training session were also registered. This data allowed to generate a preliminary predictive model of the oxygen desaturation and O2 pressure curve for each subject, which consists of a sixth-order polynomial fit during exposure, and a fifth or fourth-order polynomial fit during recovery. Data analysis showed that HR and BR showed no significant differences between pre and post HH exposure in most of the SACs, while Tc measures showed slight but consistent decrement changes. All subjects registered SpO2 greater than 94% for the majority of their individual HH exposures, but all of them presented at least one clinically significant desaturation (SpO2 < 85% for more than 5 seconds) and half of the individuals showed SpO2 below 87% for at least 30% of their HH exposure time. Finally, real time collection of HH symptoms presented temperature somatosensory perceptions (SP) for 65% of individuals, and task-focus issues for 52.5% of individuals as the most common HH indications. 95% of the subjects experienced HH onset symptoms below FL180; all participants achieved full recovery of HH symptoms within 1 minute of donning their O2 mask. The current HH study performed on this group of individuals suggests a rapid and fully reversible physiologic response after HH exposure as expected and obtained in previous studies. Our data showed consistent results between predicted versus observed SpO2 curves during HH suggesting a mathematical function that may be used to model HH performance deficiencies. During the HH study, real-time HH symptoms were registered providing evidenced SP and task focusing as the earliest and most common indicators. Finally, an assessment of HH signs of symptoms in a group of heterogeneous, non-pilot individuals showed similar results to previous studies in homogeneous populations of pilots.

Keywords: slow onset hypoxia, hypobaric chamber training, altitude sickness, symptoms and altitude, pressure cabin

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397 Effects of Aging on Thermal Properties of Some Improved Varieties of Cassava (Manihot Esculenta) Roots

Authors: K. O. Oriola, A. O. Raji, O. E. Akintola, O. T. Ismail

Abstract:

Thermal properties of roots of three improved cassava varieties (TME419, TMS 30572, and TMS 0326) were determined on samples harvested at 12, 15 and 18 Months After Planting (MAP) conditioned to moisture contents of 50, 55, 60, 65, 70% (wb). Thermal conductivity at 12, 15 and 18 MAP ranged 0.4770 W/m.K to 0.6052W/m.K; 0.4804 W/m.K to 0.5530 W/m.K and 0.3764 to 0.6102 W/m.K respectively, thermal diffusivity from 1.588 to 2.426 x 10-7m2/s; 1.290 to 2.010 x 10-7m2/s and 0.1692 to 4.464 x 10-7m2/s and specific heat capacity from 2.3626 to 3.8991 kJ/kg.K; 1.8110 to 3.9703 kJ/kgK and 1.7311 to 3.8830 kJ/kg.K respectively within the range of moisture content studied across the varieties. None of the samples over the ages studied showed similar or definite trend in variation with others across the moisture content. However, second order polynomial models fitted all the data. Age on the other hand had a significant effect on the three thermal properties studied for TME 419 but not on thermal conductivity of TMS30572 and specific heat capacity of TMS 0326. Information obtained will provide better insight into thermal processing of cassava roots into stable products.

Keywords: thermal conductivity, thermal diffusivity, specific heat capacity, moisture content, tuber age

Procedia PDF Downloads 493
396 Degumming of Eri Silk Fabric with Ionic Liquid

Authors: Shweta K. Vyas, Rakesh Musale, Sanjeev R. Shukla

Abstract:

Eri silk is a non mulberry silk which is obtained without killing the silkworms and hence it is also known as Ahmisa silk. In the present study, the results on degumming of eri silk with alkaline peroxide have been compared with those obtained by using ionic liquid (IL) 1-Butyl-3-methylimidazolium chloride [BMIM]Cl. Experiments were designed to find out the optimum processing parameters for degumming of eri silk by response surface methodology. The statistical software, Design-Expert 6.0 was used for regression analysis and graphical analysis of the responses obtained by running the set of designed experiments. Analysis of variance (ANOVA) was used to estimate the statistical parameters. The polynomial equation of quadratic order was employed to fit the experimental data. The quality and model terms were evaluated by F-test. Three dimensional surface plots were prepared to study the effect of variables on different responses. The optimum conditions for IL treatment were selected from predicted combinations and the experiments were repeated under these conditions to determine the reproducibility.

Keywords: silk degumming, ionic liquid, response surface methodology, ANOVA

Procedia PDF Downloads 570
395 Thermodynamic Study of Homo-Pairs in Molten Cd-Me, (Me=Ga,in) Binary Systems

Authors: Yisau Adelaja Odusote, Olakanmi Felix Akinto

Abstract:

The associative tendency between like atoms in molten Cd-Ga and Cd-In alloy systems has been studied by using the Quasi-Chemical Approximation Model (QCAM). The concentration dependence of the microscopic functions (the concentration-concentration fluctuations in the long-wavelength limits, Scc(0), the chemical short-range order (CSRO) parameter α1 as well as the chemical diffusion) and the mixing properties as the free energy of mixing, GM, enthalpy of mixing and entropy of mixing of the two molten alloys have been determined. Thermodynamic properties of both systems deviate positively from Raoult's law, while the systems are characterized by positive interaction energy. The role of atomic size ratio on the alloying properties was discussed.

Keywords: homo-pairs, interchange energy, enthalpy, entropy, Cd-Ga, Cd-In

Procedia PDF Downloads 417
394 Research on Development and Accuracy Improvement of an Explosion Proof Combustible Gas Leak Detector Using an IR Sensor

Authors: Gyoutae Park, Seungho Han, Byungduk Kim, Youngdo Jo, Yongsop Shim, Yeonjae Lee, Sangguk Ahn, Hiesik Kim, Jungil Park

Abstract:

In this paper, we presented not only development technology of an explosion proof type and portable combustible gas leak detector but also algorithm to improve accuracy for measuring gas concentrations. The presented techniques are to apply the flame-proof enclosure and intrinsic safe explosion proof to an infrared gas leak detector at first in Korea and to improve accuracy using linearization recursion equation and Lagrange interpolation polynomial. Together, we tested sensor characteristics and calibrated suitable input gases and output voltages. Then, we advanced the performances of combustible gaseous detectors through reflecting demands of gas safety management fields. To check performances of two company's detectors, we achieved the measurement tests with eight standard gases made by Korea Gas Safety Corporation. We demonstrated our instruments better in detecting accuracy other than detectors through experimental results.

Keywords: accuracy improvement, IR gas sensor, gas leak, detector

Procedia PDF Downloads 372
393 Discrete Estimation of Spectral Density for Alpha Stable Signals Observed with an Additive Error

Authors: R. Sabre, W. Horrigue, J. C. Simon

Abstract:

This paper is interested in two difficulties encountered in practice when observing a continuous time process. The first is that we cannot observe a process over a time interval; we only take discrete observations. The second is the process frequently observed with a constant additive error. It is important to give an estimator of the spectral density of such a process taking into account the additive observation error and the choice of the discrete observation times. In this work, we propose an estimator based on the spectral smoothing of the periodogram by the polynomial Jackson kernel reducing the additive error. In order to solve the aliasing phenomenon, this estimator is constructed from observations taken at well-chosen times so as to reduce the estimator to the field where the spectral density is not zero. We show that the proposed estimator is asymptotically unbiased and consistent. Thus we obtain an estimate solving the two difficulties concerning the choice of the instants of observations of a continuous time process and the observations affected by a constant error.

Keywords: spectral density, stable processes, aliasing, periodogram

Procedia PDF Downloads 118
392 Determination of the Minimum Time and the Optimal Trajectory of a Moving Robot Using Picard's Method

Authors: Abbes Lounis, Kahina Louadj, Mohamed Aidene

Abstract:

This paper presents an optimal control problem applied to a robot; the problem is to determine a command which makes it possible to reach a final state from a given initial state in record time. The approach followed to solve this optimization problem with constraints on the control starts by presenting the equations of motion of the dynamic system then by applying Pontryagin's maximum principle (PMP) to determine the optimal control, and Picard's successive approximation method combined with the shooting method to solve the resulting differential system.

Keywords: robotics, Pontryagin's Maximum Principle, PMP, Picard's method, shooting method, non-linear differential systems

Procedia PDF Downloads 234
391 Application of Method of Symmetries at a Calculation and Planning of Circular Plate with Variable Thickness

Authors: Kirill Trapezon, Alexandr Trapezon

Abstract:

A problem is formulated for the natural oscillations of a circular plate of linearly variable thickness on the basis of the symmetry method. The equations of natural frequencies and forms for a plate are obtained, providing that it is rigidly fixed along the inner contour. The first three eigenfrequencies are calculated, and the eigenmodes of the oscillations of the acoustic element are constructed. An algorithm for applying the symmetry method and the factorization method for solving problems in the theory of oscillations for plates of variable thickness is shown. The effectiveness of the approach is demonstrated on the basis of comparison of known results and those obtained in the article. It is shown that the results are more accurate and reliable.

Keywords: vibrations, plate, method of symmetries, differential equation, factorization, approximation

Procedia PDF Downloads 238
390 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

Discrete linear multistep block method of uniform order for the solution of first order Initial Value Problems (IVPs) in Ordinary Differential Equations (ODEs) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.

Keywords: block method, first order ordinary differential equations, hybrid, self-starting

Procedia PDF Downloads 462
389 3D Mesh Coarsening via Uniform Clustering

Authors: Shuhua Lai, Kairui Chen

Abstract:

In this paper, we present a fast and efficient mesh coarsening algorithm for 3D triangular meshes. Theis approach can be applied to very complex 3D meshes of arbitrary topology and with millions of vertices. The algorithm is based on the clustering of the input mesh elements, which divides the faces of an input mesh into a given number of clusters for clustering purpose by approximating the Centroidal Voronoi Tessellation of the input mesh. Once a clustering is achieved, it provides us an efficient way to construct uniform tessellations, and therefore leads to good coarsening of polygonal meshes. With proliferation of 3D scanners, this coarsening algorithm is particularly useful for reverse engineering applications of 3D models, which in many cases are dense, non-uniform, irregular and arbitrary topology. Examples demonstrating effectiveness of the new algorithm are also included in the paper.

Keywords: coarsening, mesh clustering, shape approximation, mesh simplification

Procedia PDF Downloads 349
388 Some Basic Problems for the Elastic Material with Voids in the Case of Approximation N=1 of Vekua's Theory

Authors: Bakur Gulua

Abstract:

In this work, we consider some boundary value problems for the plate. The plate is the elastic material with voids. The state of plate equilibrium is described by the system of differential equations that is derived from three-dimensional equations of equilibrium of an elastic material with voids (Cowin-Nunziato model) by Vekua's reduction method. Its general solution is represented by means of analytic functions of a complex variable and solutions of Helmholtz equations. The problem is solved analytically by the method of the theory of functions of a complex variable.

Keywords: the elastic material with voids, boundary value problems, Vekua's reduction method, a complex variable

Procedia PDF Downloads 103
387 New Fourth Order Explicit Group Method in the Solution of the Helmholtz Equation

Authors: Norhashidah Hj Mohd Ali, Teng Wai Ping

Abstract:

In this paper, the formulation of a new group explicit method with a fourth order accuracy is described in solving the two-dimensional Helmholtz equation. The formulation is based on the nine-point fourth-order compact finite difference approximation formula. The complexity analysis of the developed scheme is also presented. Several numerical experiments were conducted to test the feasibility of the developed scheme. Comparisons with other existing schemes will be reported and discussed. Preliminary results indicate that this method is a viable alternative high accuracy solver to the Helmholtz equation.

Keywords: explicit group method, finite difference, Helmholtz equation, five-point formula, nine-point formula

Procedia PDF Downloads 476
386 Basket Option Pricing under Jump Diffusion Models

Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: basket option, jump diffusion, ‎radial basis function, RBF-PUM

Procedia PDF Downloads 328
385 Short-Term Energy Efficiency Decay and Risk Analysis of Ground Source Heat Pump System

Authors: Tu Shuyang, Zhang Xu, Zhou Xiang

Abstract:

The objective of this paper is to investigate the effect of short-term heat exchange decay of ground heat exchanger (GHE) on the ground source heat pump (GSHP) energy efficiency and capacity. A resistance-capacitance (RC) model was developed and adopted to simulate the transient characteristics of the ground thermal condition and heat exchange. The capacity change of the GSHP was linked to the inlet and outlet water temperature by polynomial fitting according to measured parameters given by heat pump manufacturers. Thus, the model, which combined the heat exchange decay with the capacity change, reflected the energy efficiency decay of the whole system. A case of GSHP system was analyzed by the model, and the result showed that there was risk that the GSHP might not meet the load demand because of the efficiency decay in a short-term operation. The conclusion would provide some guidances for GSHP system design to overcome the risk.

Keywords: capacity, energy efficiency, GSHP, heat exchange

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384 The Inverse Problem in Energy Beam Processes Using Discrete Adjoint Optimization

Authors: Aitor Bilbao, Dragos Axinte, John Billingham

Abstract:

The inverse problem in Energy Beam (EB) Processes consists of defining the control parameters, in particular the 2D beam path (position and orientation of the beam as a function of time), to arrive at a prescribed solution (freeform surface). This inverse problem is well understood for conventional machining, because the cutting tool geometry is well defined and the material removal is a time independent process. In contrast, EB machining is achieved through the local interaction of a beam of particular characteristics (e.g. energy distribution), which leads to a surface-dependent removal rate. Furthermore, EB machining is a time-dependent process in which not only the beam varies with the dwell time, but any acceleration/deceleration of the machine/beam delivery system, when performing raster paths will influence the actual geometry of the surface to be generated. Two different EB processes, Abrasive Water Machining (AWJM) and Pulsed Laser Ablation (PLA), are studied. Even though they are considered as independent different technologies, both can be described as time-dependent processes. AWJM can be considered as a continuous process and the etched material depends on the feed speed of the jet at each instant during the process. On the other hand, PLA processes are usually defined as discrete systems and the total removed material is calculated by the summation of the different pulses shot during the process. The overlapping of these shots depends on the feed speed and the frequency between two consecutive shots. However, if the feed speed is sufficiently slow compared with the frequency, then consecutive shots are close enough and the behaviour can be similar to a continuous process. Using this approximation a generic continuous model can be described for both processes. The inverse problem is usually solved for this kind of process by simply controlling dwell time in proportion to the required depth of milling at each single pixel on the surface using a linear model of the process. However, this approach does not always lead to the good solution since linear models are only valid when shallow surfaces are etched. The solution of the inverse problem is improved by using a discrete adjoint optimization algorithm. Moreover, the calculation of the Jacobian matrix consumes less computation time than finite difference approaches. The influence of the dynamics of the machine on the actual movement of the jet is also important and should be taken into account. When the parameters of the controller are not known or cannot be changed, a simple approximation is used for the choice of the slope of a step profile. Several experimental tests are performed for both technologies to show the usefulness of this approach.

Keywords: abrasive waterjet machining, energy beam processes, inverse problem, pulsed laser ablation

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383 Fast and Efficient Algorithms for Evaluating Uniform and Nonuniform Lagrange and Newton Curves

Authors: Taweechai Nuntawisuttiwong, Natasha Dejdumrong

Abstract:

Newton-Lagrange Interpolations are widely used in numerical analysis. However, it requires a quadratic computational time for their constructions. In computer aided geometric design (CAGD), there are some polynomial curves: Wang-Ball, DP and Dejdumrong curves, which have linear time complexity algorithms. Thus, the computational time for Newton-Lagrange Interpolations can be reduced by applying the algorithms of Wang-Ball, DP and Dejdumrong curves. In order to use Wang-Ball, DP and Dejdumrong algorithms, first, it is necessary to convert Newton-Lagrange polynomials into Wang-Ball, DP or Dejdumrong polynomials. In this work, the algorithms for converting from both uniform and non-uniform Newton-Lagrange polynomials into Wang-Ball, DP and Dejdumrong polynomials are investigated. Thus, the computational time for representing Newton-Lagrange polynomials can be reduced into linear complexity. In addition, the other utilizations of using CAGD curves to modify the Newton-Lagrange curves can be taken.

Keywords: Lagrange interpolation, linear complexity, monomial matrix, Newton interpolation

Procedia PDF Downloads 210
382 Welfare Dynamics and Food Prices' Changes: Evidence from Landholding Groups in Rural Pakistan

Authors: Lubna Naz, Munir Ahmad, G. M. Arif

Abstract:

This study analyzes static and dynamic welfare impacts of food price changes for various landholding groups in Pakistan. The study uses three classifications of land ownership, landless, small landowners and large landowners, for analysis. The study uses Panel Survey, Pakistan Rural Household Survey (PRHS) of Pakistan Institute of Development Economics Islamabad, of rural households from two largest provinces (Sindh and Punjab) of Pakistan. The study uses all three waves (2001, 2004 and 2010) of PRHS. This research work makes three important contributions in literature. First, this study uses Quadratic Almost Ideal Demand System (QUAIDS) to estimate demand functions for eight food groups-cereals, meat, milk and milk products, vegetables, cooking oil, pulses and other food. The study estimates food demand functions with Nonlinear Seemingly Unrelated (NLSUR), and employs Lagrange Multiplier and test on the coefficient of squared expenditure term to determine inclusion of squared expenditure term. Test results support the inclusion of squared expenditure term in the food demand model for each of landholding groups (landless, small landowners and large landowners). This study tests for endogeneity and uses control function for its correction. The problem of observed zero expenditure is dealt with a two-step procedure. Second, it creates low price and high price periods, based on literature review. It uses elasticity coefficients from QUAIDS to analyze static and dynamic welfare effects (first and second order Tylor approximation of expenditure function is used) of food price changes across periods. The study estimates compensation variation (CV), money metric loss from food price changes, for landless, small and large landowners. Third, this study compares the findings on welfare implications of food price changes based on QUAIDS with the earlier research in Pakistan, which used other specification of the demand system. The findings indicate that dynamic welfare impacts of food price changes are lower as compared to static welfare impacts for all landholding groups. The static and dynamic welfare impacts of food price changes are highest for landless. The study suggests that government should extend social security nets to landless poor and categorically to vulnerable landless (without livestock) to redress the short-term impact of food price increase. In addition, the government should stabilize food prices and particularly cereal prices in the long- run.

Keywords: QUAIDS, Lagrange multiplier, NLSUR, and Tylor approximation

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381 Single-Crystal Kerfless 2D Array Transducer for Volumetric Medical Imaging: Theoretical Study

Authors: Jurij Tasinkiewicz

Abstract:

The aim of this work is to present a theoretical analysis of a 2D ultrasound transducer comprised of crossed arrays of metal strips placed on both sides of thin piezoelectric layer (a). Such a structure is capable of electronic beam-steering of generated wave beam both in elevation and azimuth. In this paper, a semi-analytical model of the considered transducer is developed. It is based on generalization of the well-known BIS-expansion method. Specifically, applying the electrostatic approximation, the electric field components on the surface of the layer are expanded into fast converging series of double periodic spatial harmonics with corresponding amplitudes represented by the properly chosen Legendre polynomials. The problem is reduced to numerical solving of certain system of linear equations for unknown expansion coefficients.

Keywords: beamforming, transducer array, BIS-expansion, piezoelectric layer

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