Search results for: partial curve matching.
2734 An Attack on the Lucas Based El-Gamal Cryptosystem in the Elliptic Curve Group Over Finite Field Using Greater Common Divisor
Authors: Lee Feng Koo, Tze Jin Wong, Pang Hung Yiu, Nik Mohd Asri Nik Long
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Greater common divisor (GCD) attack is an attack that relies on the polynomial structure of the cryptosystem. This attack required two plaintexts differ from a fixed number and encrypted under same modulus. This paper reports a security reaction of Lucas Based El-Gamal Cryptosystem in the Elliptic Curve group over finite field under GCD attack. Lucas Based El-Gamal Cryptosystem in the Elliptic Curve group over finite field was exposed mathematically to the GCD attack using GCD and Dickson polynomial. The result shows that the cryptanalyst is able to get the plaintext without decryption by using GCD attack. Thus, the study concluded that it is highly perilous when two plaintexts have a slight difference from a fixed number in the same Elliptic curve group over finite field.Keywords: decryption, encryption, elliptic curve, greater common divisor
Procedia PDF Downloads 2542733 Biimodal Biometrics System Using Fusion of Iris and Fingerprint
Authors: Attallah Bilal, Hendel Fatiha
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This paper proposes the bimodal biometrics system for identity verification iris and fingerprint, at matching score level architecture using weighted sum of score technique. The features are extracted from the pre processed images of iris and fingerprint. These features of a query image are compared with those of a database image to obtain matching scores. The individual scores generated after matching are passed to the fusion module. This module consists of three major steps i.e., normalization, generation of similarity score and fusion of weighted scores. The final score is then used to declare the person as genuine or an impostor. The system is tested on CASIA database and gives an overall accuracy of 91.04% with FAR of 2.58% and FRR of 8.34%.Keywords: iris, fingerprint, sum rule, fusion
Procedia PDF Downloads 3662732 Lactation Curve at Holstein Cows in Romania and Influencing Factors
Authors: Enea Danut Nicolae, Osman (Defta) Aurelia, Vidu Livia, Marginean Gheorghe, Defta Nicoleta, Moise Andrada
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Today, as a result of population growth, there is an increase in demand for animal products; milk and dairy products are an important part of this category. Maintaining production at maximum levels for as long as possible is one of the main objectives of dairy farmers. Over the course of lactation, a cow's milk production is not uniform. During the initial stage of lactation, the cow's milk production follows an upward slope, a plateau, and then a downward slope, which is a reflection of the lactation curve. The evolution of the lactation curve is influenced by numerous factors, which are genetic, exploitation, physiological, environmental and technological. The aim of this study was to observe the lactation curve of Holstein cows in Romania and determine the extent to which they conform to the expected pattern. In addition, there has been an analysis of the factors which have an influence on this curve and the extent of this influence. In order to be able to carry out the present study, data were collected from three farms located in three different geographical areas. To highlight the findings, the data collected was then statistically processed and graphically interpreted. All the farms have only Holstein cows, which are kept in free stalls.Keywords: lactation curve, Holstein, milk production, influencing factors
Procedia PDF Downloads 602731 Matching Law in Autoshaped Choice in Neural Networks
Authors: Giselle Maggie Fer Castañeda, Diego Iván González
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The objective of this work was to study the autoshaped choice behavior in the Donahoe, Burgos and Palmer (DBP) neural network model and analyze it under the matching law. Autoshaped choice can be viewed as a form of economic behavior defined as the preference between alternatives according to their relative outcomes. The Donahoe, Burgos and Palmer (DBP) model is a connectionist proposal that unifies operant and Pavlovian conditioning. This model has been used for more than three decades as a neurobehavioral explanation of conditioning phenomena, as well as a generator of predictions suitable for experimental testing with non-human animals and humans. The study consisted of different simulations in which, in each one, a ratio of reinforcement was established for two alternatives, and the responses (i.e., activations) in each of them were measured. Choice studies with animals have demonstrated that the data generally conform closely to the generalized matching law equation, which states that the response ratio equals proportionally to the reinforcement ratio; therefore, it was expected to find similar results with the neural networks of the Donahoe, Burgos and Palmer (DBP) model since these networks have simulated and predicted various conditioning phenomena. The results were analyzed by the generalized matching law equation, and it was observed that under some contingencies, the data from the networks adjusted approximately to what was established by the equation. Implications and limitations are discussed.Keywords: matching law, neural networks, computational models, behavioral sciences
Procedia PDF Downloads 732730 Neural Graph Matching for Modification Similarity Applied to Electronic Document Comparison
Authors: Po-Fang Hsu, Chiching Wei
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In this paper, we present a novel neural graph matching approach applied to document comparison. Document comparison is a common task in the legal and financial industries. In some cases, the most important differences may be the addition or omission of words, sentences, clauses, or paragraphs. However, it is a challenging task without recording or tracing the whole edited process. Under many temporal uncertainties, we explore the potentiality of our approach to proximate the accurate comparison to make sure which element blocks have a relation of edition with others. In the beginning, we apply a document layout analysis that combines traditional and modern technics to segment layouts in blocks of various types appropriately. Then we transform this issue into a problem of layout graph matching with textual awareness. Regarding graph matching, it is a long-studied problem with a broad range of applications. However, different from previous works focusing on visual images or structural layout, we also bring textual features into our model for adapting this domain. Specifically, based on the electronic document, we introduce an encoder to deal with the visual presentation decoding from PDF. Additionally, because the modifications can cause the inconsistency of document layout analysis between modified documents and the blocks can be merged and split, Sinkhorn divergence is adopted in our neural graph approach, which tries to overcome both these issues with many-to-many block matching. We demonstrate this on two categories of layouts, as follows., legal agreement and scientific articles, collected from our real-case datasets.Keywords: document comparison, graph matching, graph neural network, modification similarity, multi-modal
Procedia PDF Downloads 1782729 A Hybrid Particle Swarm Optimization-Nelder- Mead Algorithm (PSO-NM) for Nelson-Siegel- Svensson Calibration
Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich
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Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.Keywords: optimization, zero-coupon curve, Nelson-Siegel-Svensson, particle swarm optimization, Nelder-Mead algorithm
Procedia PDF Downloads 4282728 Tolerating Input Faults in Asynchronous Sequential Machines
Authors: Jung-Min Yang
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A method of tolerating input faults for input/state asynchronous sequential machines is proposed. A corrective controller is placed in front of the considered asynchronous machine to realize model matching with a reference model. The value of the external input transmitted to the closed-loop system may change by fault. We address the existence condition for the controller that can counteract adverse effects of any input fault while maintaining the objective of model matching. A design procedure for constructing the controller is outlined. The proposed reachability condition for the controller design is validated in an illustrative example.Keywords: asynchronous sequential machines, corrective control, fault tolerance, input faults, model matching
Procedia PDF Downloads 4202727 Flow Duration Curve Method to Evaluate Environmental Flow: Case Study of Gharasou River, Ardabil, Iran
Authors: Mehdi Fuladipanah, Mehdi Jorabloo
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Water flow management is one of the most important parts of river engineering. Non-uniformity distribution of rainfall and various flow demand with unreasonable flow management will be caused destroyed of river ecosystem. Then, it is very serious to determine ecosystem flow requirement. In this paper, flow duration curve indices method which has hydrological based was used to evaluate environmental flow in Gharasou River, Ardabil, Iran. Using flow duration curve, Q90 and Q95 for different return periods were calculated. Their magnitude were determined as 1-day, 3-day, 7-day, and 30 day. According the second method, hydraulic alteration indices often had low and medium range. In order to maintain river at an acceptable ecological condition, minimum daily discharge of index Q95 is 0.7 m3.s-1.Keywords: ardabil, environmental flow, flow duration curve, Gharasou river
Procedia PDF Downloads 6812726 Improved Pattern Matching Applied to Surface Mounting Devices Components Localization on Automated Optical Inspection
Authors: Pedro M. A. Vitoriano, Tito. G. Amaral
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Automated Optical Inspection (AOI) Systems are commonly used on Printed Circuit Boards (PCB) manufacturing. The use of this technology has been proven as highly efficient for process improvements and quality achievements. The correct extraction of the component for posterior analysis is a critical step of the AOI process. Nowadays, the Pattern Matching Algorithm is commonly used, although this algorithm requires extensive calculations and is time consuming. This paper will present an improved algorithm for the component localization process, with the capability of implementation in a parallel execution system.Keywords: AOI, automated optical inspection, SMD, surface mounting devices, pattern matching, parallel execution
Procedia PDF Downloads 2982725 Block Matching Based Stereo Correspondence for Depth Calculation
Authors: G. Balakrishnan
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Stereo Correspondence plays a major role in estimation of distance of an object from the stereo camera pair for various applications. In this paper, a stereo correspondence algorithm based on block-matching technique is presented. Initially, an energy matrix is calculated for every disparity obtained using modified Sum of Absolute Difference (SAD). Higher energy matrix errors are removed by using threshold value in order to reduce the mismatch errors. A smoothening filter is applied to eliminate unreliable disparity estimate across the object boundaries. The purpose is to improve the reliability of calculation of disparity map. The experimental results obtained shows that the final depth map produce better results and can be used to all the applications using stereo cameras.Keywords: stereo matching, filters, energy matrix, disparity
Procedia PDF Downloads 2132724 Assessment of Groundwater Quality in Kaltungo Local Government Area of Gombe State
Authors: Rasaq Bello, Grace Akintola Sunday, Yemi Sikiru Onifade
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Groundwater is required for the continuity of life and sustainability of the ecosystem. Hence, this research was purposed to assess groundwater quality for domestic use in Kaltungo Local Government Area, Gombe State. The work was also aimed at determining the thickness and resistivity of the topsoil, areas suitable for borehole construction, quality and potentials of groundwater in the study area. The study area extends from latitude N10015’38” - E11008’01” and longitude N10019’29” - E11013’05”. The data was acquired using the Vertical Electrical Sounding (VES) method and processed using IP12win software. Twenty (20) Vertical Electrical Soundings were carried out with a maximum current electrode separation (AB) of 150m. The VES curves generated from the data reveal that all the VES points have five to six subsurface layers. The first layer has a resistivity value of 7.5 to 364.1 Ωm and a thickness ranging from 0.8 to 7.4m, and the second layer has a resistivity value of 1.8 to 600.3 Ωm thickness ranging from 2.6 to 31.4m, the third layer has resistivity value of 23.3 to 564.4 Ωm thickness ranging from 10.3 to 77.8m, the fourth layer has resistivity value of 19.7 to 640.2 Ωm thickness ranging from 8.2m to 120.0m, the fifth layer has resistivity value of 27 to 234 Ωm thickness ranging from 8.2 to 53.7m and the six-layer is the layer that extended beyond the probing depth. The VES curves generated from the data revealed KQHA curve type for VES 1, HKQQ curve for VES 4, HKQ curve for VES 5, KHA curve for VES 11, QQHK curve for VES 12, HAA curve for VES 6 and VES 19, HAKH curve for VES 7, VES 8, VES 10 and VES 18, HKH curve for VES 2, VES 3, VES 9, VES 13, VES 14, VES 15, VES 16, VES 17 and VES 20. Values of the Coefficient of Anisotropy, Reflection Coefficient, and Resistivity Contrast obtained from the Dar-Zarrouk parameters indicated good water prospects for all the VES points in this study, with VES points 4, 9 and 18 having the highest prospects for groundwater exploration.Keywords: formation parameters, groundwater, resistivity, resistivity contrast, vertical electrical sounding
Procedia PDF Downloads 512723 Comparative Operating Speed and Speed Differential Day and Night Time Models for Two Lane Rural Highways
Authors: Vinayak Malaghan, Digvijay Pawar
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Speed is the independent parameter which plays a vital role in the highway design. Design consistency of the highways is checked based on the variation in the operating speed. Often the design consistency fails to meet the driver’s expectation which results in the difference between operating and design speed. Literature reviews have shown that significant crashes take place in horizontal curves due to lack of design consistency. The paper focuses on continuous speed profile study on tangent to curve transition for both day and night daytime. Data is collected using GPS device which gives continuous speed profile and other parameters such as acceleration, deceleration were analyzed along with Tangent to Curve Transition. In this present study, models were developed to predict operating speed on tangents and horizontal curves as well as model indicating the speed reduction from tangent to curve based on continuous speed profile data. It is observed from the study that vehicle tends to decelerate from approach tangent to between beginning of the curve and midpoint of the curve and then accelerates from curve to tangent transition. The models generated were compared for both day and night and can be used in the road safety improvement by evaluating the geometric design consistency.Keywords: operating speed, design consistency, continuous speed profile data, day and night time
Procedia PDF Downloads 1562722 Performance Analysis of LINUX Operating System Connected in LAN Using Gumbel-Hougaard Family Copula Distribution
Authors: V. V. Singh
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In this paper we have focused on the study of a Linux operating system connected in a LAN (local area network). We have considered two different topologies STAR topology (subsystem-1) and BUS topology (subsystem-2) which are placed at two different places and connected to a server through a hub. In both topologies BUS topology and STAR topology, we have assumed 'n' clients. The system has two types of failure partial failure and complete failure. Further the partial failure has been categorized as minor partial failure and major partial failure. It is assumed that minor partial failure degrades the subsystem and the major partial failure brings the subsystem to break down mode. The system can completely failed due to failure of server hacking and blocking etc. The system is studied by supplementary variable technique and Laplace transform by taking different types of failure and two types of repairs. The various measures of reliability like availability of system, MTTF, profit function for different parametric values has been discussed.Keywords: star topology, bus topology, hacking, blocking, linux operating system, Gumbel-Hougaard family copula, supplementary variable
Procedia PDF Downloads 5762721 Ultra-Low NOx Combustion Technology of Liquid Fuel Burner
Authors: Sewon Kim, Changyeop Lee
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A new concept of in-furnace partial oxidation combustion is successfully applied in this research. The burner is designed such that liquid fuel is prevaporized in the furnace then injected into a fuel rich combustion zone so that a partial oxidation reaction occurs. The effects of equivalence ratio, thermal load, injection distance and fuel distribution ratio on the NOx and CO are experimentally investigated. This newly developed burner showed very low NOx emission level, about 15 ppm when light oil is used as a fuel.Keywords: burner, low NOx, liquid fuel, partial oxidation
Procedia PDF Downloads 3412720 Free Convection from a Perforated Spinning Cone with Heat Generation, Temperature-Dependent Viscosity and Partial Slip
Authors: Gilbert Makanda
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The problem of free convection from a perforated spinning cone with viscous dissipation, temperature-dependent viscosity, and partial slip was studied. The boundary layer velocity and temperature profiles were numerically computed for different values of the spin, viscosity variation, inertia drag force, Eckert, suction/blowing parameters. The partial differential equations were transformed into a system of ordinary differential equations which were solved using the fourth-order Runge-Kutta method. This paper considered the effect of partial slip and spin parameters on the swirling velocity profiles which are rarely reported in the literature. The results obtained by this method was compared to those in the literature and found to be in agreement. Increasing the viscosity variation parameter, spin, partial slip, Eckert number, Darcian drag force parameters reduce swirling velocity profiles.Keywords: free convection, suction/injection, partial slip, viscous dissipation
Procedia PDF Downloads 2432719 Investigation of Design Process of an Impedance Matching in the Specific Frequency for Radio Frequency Application
Authors: H. Nabaei, M. Joghataie
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In this article, we study the design methods of matched filter with commercial software including CST Studio and ADS in specific frequency: 900 MHz. At first, we select two amounts of impedance for studying matching of them. Then, using by matched filter utility tool in ADS software, we simulate and deviate the elements of matched filters. In the following, we implement matched filter in CST STUDIO software. The simulated results show the great conformity in this field. Also, we peruse scattering and Impedance parameters in the Derivative structure. Finally, the layout of matched filter is obtained by the schematic tool of CST STUDIO. In fact, here, we present the design process of matched filters in the specific frequency.Keywords: impedance matching, lumped element, transmission line, maximum power transmission, 3D layout
Procedia PDF Downloads 4972718 Control of Underactuated Biped Robots Using Event Based Fuzzy Partial Feedback Linearization
Authors: Omid Heydarnia, Akbar Allahverdizadeh, Behnam Dadashzadeh, M. R. Sayyed Noorani
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Underactuated biped robots control is one of the interesting topics in robotics. The main difficulties are its highly nonlinear dynamics, open-loop instability, and discrete event at the end of the gait. One of the methods to control underactuated systems is the partial feedback linearization, but it is not robust against uncertainties and disturbances that restrict its performance to control biped walking and running. In this paper, fuzzy partial feedback linearization is presented to overcome its drawback. Numerical simulations verify the effectiveness of the proposed method to generate stable and robust biped walking and running gaits.Keywords: underactuated system, biped robot, fuzzy control, partial feedback linearization
Procedia PDF Downloads 3492717 The Experiment and Simulation Analysis of the Effect of CO₂ and Steam Addition on Syngas Composition of Natural Gas Non-Catalyst Partial Oxidation
Authors: Zhenghua Dai, Jianliang Xu, Fuchen Wang
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Non-catalyst partial oxidation technology has been widely used to produce syngas by reforming of hydrocarbon, including gas (natural gas, shale gas, refinery gas, coalbed gas, coke oven gas, pyrolysis gas, etc.) and liquid (residual oil, asphalt, deoiled asphalt, biomass oil, etc.). For natural gas non-catalyst partial oxidation, the H₂/CO(v/v) of syngas is about 1.8, which is agreed well with the request of FT synthesis. But for other process, such as carbonylation and glycol, the H₂/CO(v/v) should be close to 1 and 2 respectively. So the syngas composition of non-catalyst partial oxidation should be adjusted to satisfy the request of different chemical synthesis. That means a multi-reforming method by CO₂ and H₂O addition. The natural gas non-catalytic partial oxidation hot model was established. The effects of O₂/CH4 ratio, steam, and CO₂ on the syngas composition were studied. The results of the experiment indicate that the addition of CO₂ and steam into the reformer can be applied to change the syngas H₂/CO ratio. The reactor network model (RN model) was established according to the flow partition of industrial reformer and GRI-Mech 3.0. The RN model results agree well with the industrial data. The effects of steam, CO₂ on the syngas compositions were studied with the RN model.Keywords: non-catalyst partial oxidation, natural gas, H₂/CO, CO₂ and H₂O addition, multi-reforming method
Procedia PDF Downloads 2102716 Arithmetic Operations Based on Double Base Number Systems
Authors: K. Sanjayani, C. Saraswathy, S. Sreenivasan, S. Sudhahar, D. Suganya, K. S. Neelukumari, N. Vijayarangan
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Double Base Number System (DBNS) is an imminent system of representing a number using two bases namely 2 and 3, which has its application in Elliptic Curve Cryptography (ECC) and Digital Signature Algorithm (DSA).The previous binary method representation included only base 2. DBNS uses an approximation algorithm namely, Greedy Algorithm. By using this algorithm, the number of digits required to represent a larger number is less when compared to the standard binary method that uses base 2 algorithms. Hence, the computational speed is increased and time being reduced. The standard binary method uses binary digits 0 and 1 to represent a number whereas the DBNS method uses binary digit 1 alone to represent any number (canonical form). The greedy algorithm uses two ways to represent the number, one is by using only the positive summands and the other is by using both positive and negative summands. In this paper, arithmetic operations are used for elliptic curve cryptography. Elliptic curve discrete logarithm problem is the foundation for most of the day to day elliptic curve cryptography. This appears to be a momentous hard slog compared to digital logarithm problem. In elliptic curve digital signature algorithm, the key generation requires 160 bit of data by usage of standard binary representation. Whereas, the number of bits required generating the key can be reduced with the help of double base number representation. In this paper, a new technique is proposed to generate key during encryption and extraction of key in decryption.Keywords: cryptography, double base number system, elliptic curve cryptography, elliptic curve digital signature algorithm
Procedia PDF Downloads 3942715 Automated Feature Detection and Matching Algorithms for Breast IR Sequence Images
Authors: Chia-Yen Lee, Hao-Jen Wang, Jhih-Hao Lai
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In recent years, infrared (IR) imaging has been considered as a potential tool to assess the efficacy of chemotherapy and early detection of breast cancer. Regions of tumor growth with high metabolic rate and angiogenesis phenomenon lead to the high temperatures. Observation of differences between the heat maps in long term is useful to help assess the growth of breast cancer cells and detect breast cancer earlier, wherein the multi-time infrared image alignment technology is a necessary step. Representative feature points detection and matching are essential steps toward the good performance of image registration and quantitative analysis. However, there is no clear boundary on the infrared images and the subject's posture are different for each shot. It cannot adhesive markers on a body surface for a very long period, and it is hard to find anatomic fiducial markers on a body surface. In other words, it’s difficult to detect and match features in an IR sequence images. In this study, automated feature detection and matching algorithms with two type of automatic feature points (i.e., vascular branch points and modified Harris corner) are developed respectively. The preliminary results show that the proposed method could identify the representative feature points on the IR breast images successfully of 98% accuracy and the matching results of 93% accuracy.Keywords: Harris corner, infrared image, feature detection, registration, matching
Procedia PDF Downloads 3032714 Thermodynamic Analysis of Ammonia-Water Based Regenerative Rankine Cycle with Partial Evaporation
Authors: Kyoung Hoon Kim
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A thermodynamic analysis of a partial evaporating Rankine cycle with regeneration using zeotropic ammonia-water mixture as a working fluid is presented in this paper. The thermodynamic laws were applied to evaluate the system performance. Based on the thermodynamic model, the effects of the vapor quality and the ammonia mass fraction on the system performance were extensively investigated. The results showed that thermal efficiency has a peak value with respect to the vapor quality as well as the ammonia mass fraction. The partial evaporating ammonia based Rankine cycle has a potential to improve recovery of low-grade finite heat source.Keywords: ammonia-water, Rankine cycle, partial evaporating, thermodynamic performance
Procedia PDF Downloads 2982713 Definition and Core Components of the Role-Partner Allocation Problem in Collaborative Networks
Authors: J. Andrade-Garda, A. Anguera, J. Ares-Casal, M. Hidalgo-Lorenzo, J.-A. Lara, D. Lizcano, S. Suárez-Garaboa
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In the current constantly changing economic context, collaborative networks allow partners to undertake projects that would not be possible if attempted by them individually. These projects usually involve the performance of a group of tasks (named roles) that have to be distributed among the partners. Thus, an allocation/matching problem arises that will be referred to as Role-Partner Allocation problem. In real life this situation is addressed by negotiation between partners in order to reach ad hoc agreements. Besides taking a long time and being hard work, both historical evidence and economic analysis show that such approach is not recommended. Instead, the allocation process should be automated by means of a centralized matching scheme. However, as a preliminary step to start the search for such a matching mechanism (or even the development of a new one), the problem and its core components must be specified. To this end, this paper establishes (i) the definition of the problem and its constraints, (ii) the key features of the involved elements (i.e., roles and partners); and (iii) how to create preference lists both for roles and partners. Only this way it will be possible to conduct subsequent methodological research on the solution method.Keywords: collaborative network, matching, partner, preference list, role
Procedia PDF Downloads 2322712 Volumetric Properties of Binary Mixtures of Glycerol +1-Butanol or +2-Butanol at Several Temperatures
Authors: Y. Chabouni, F. Amireche
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Densities of glycerol + 1-butanol or 2-butanol mixtures were measured over the temperature range 293.15 to 303.15 K at atmospheric pressure, over the entire composition range, with a vibrating tube densimeter. Excess molar volumes, apparent and partial molar volumes of glycerol and butanol, thermal isobaric expansivities of the mixture and partial molar expansivities of the components were calculated. The excess molar volumes of the mixtures are negative at all temperatures, and deviations from ideality increase with increasing temperature. Excess molar volumes were fitted to the Redlich–Kister equation. Partial molar volumes of glycerol decrease with increasing butanol concentration.Keywords: 1-Butanol, 2-Butanol, density, excess molar volume, glycerol, partial molar property, thermal isobaric expansivities
Procedia PDF Downloads 1892711 Horizontal Circular Curve Computations Using a Developed Calculator
Authors: Adil Hassabo
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In this paper, a horizontal circular curve computations calculator is developed in Microsoft Windows. The developed calculator can be used for determining the necessary information required for setting out horizontal curves. Three methods are applied in the developed program namely: incremental chord method, total chord method, and the coordinates method. Computations of horizontal curves by the developed calculator is faster, easier, accurate, and less subject to errors comparable to the traditional method of calculations. Finally, the results obtained by the traditional method and by the developed calculator are presented for checking the behavior of the developed calculator.Keywords: calculator, circular, computations, curve
Procedia PDF Downloads 1602710 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model
Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma
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An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.Keywords: Black-Scholes partial differential equations, Ito process, option price valuation, partial differential equations
Procedia PDF Downloads 1432709 A Generalisation of Pearson's Curve System and Explicit Representation of the Associated Density Function
Authors: S. B. Provost, Hossein Zareamoghaddam
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A univariate density approximation technique whereby the derivative of the logarithm of a density function is assumed to be expressible as a rational function is introduced. This approach which extends Pearson’s curve system is solely based on the moments of a distribution up to a determinable order. Upon solving a system of linear equations, the coefficients of the polynomial ratio can readily be identified. An explicit solution to the integral representation of the resulting density approximant is then obtained. It will be explained that when utilised in conjunction with sample moments, this methodology lends itself to the modelling of ‘big data’. Applications to sets of univariate and bivariate observations will be presented.Keywords: density estimation, log-density, moments, Pearson's curve system
Procedia PDF Downloads 2762708 The Fit of the Partial Pair Distribution Functions of BaMnFeF7 Fluoride Glass Using the Buckingham Potential by the Hybrid RMC Simulation
Authors: Sidi Mohamed Mesli, Mohamed Habchi, Arslane Boudghene Stambouli, Rafik Benallal
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The BaMnMF7 (M=Fe,V, transition metal fluoride glass, assuming isomorphous replacement) have been structurally studied through the simultaneous simulation of their neutron diffraction patterns by reverse Monte Carlo (RMC) and by the Hybrid Reverse Monte Carlo (HRMC) analysis. This last is applied to remedy the problem of the artificial satellite peaks that appear in the partial pair distribution functions (PDFs) by the RMC simulation. The HRMC simulation is an extension of the RMC algorithm, which introduces an energy penalty term (potential) in acceptance criteria. The idea of this work is to apply the Buckingham potential at the title glass by ignoring the van der Waals terms, in order to make a fit of the partial pair distribution functions and give the most possible realistic features. When displaying the partial PDFs, we suggest that the Buckingham potential is useful to describe average correlations especially in similar interactions.Keywords: fluoride glasses, RMC simulation, hybrid RMC simulation, Buckingham potential, partial pair distribution functions
Procedia PDF Downloads 5022707 Conditions for Model Matching of Switched Asynchronous Sequential Machines with Output Feedback
Authors: Jung–Min Yang
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Solvability of the model matching problem for input/output switched asynchronous sequential machines is discussed in this paper. The control objective is to determine the existence condition and design algorithm for a corrective controller that can match the stable-state behavior of the closed-loop system to that of a reference model. Switching operations and correction procedures are incorporated using output feedback so that the controlled switched machine can show the desired input/output behavior. A matrix expression is presented to address reachability of switched asynchronous sequential machines with output equivalence with respect to a model. The presented reachability condition for the controller design is validated in a simple example.Keywords: asynchronous sequential machines, corrective control, model matching, input/output control
Procedia PDF Downloads 3422706 Alternative Key Exchange Algorithm Based on Elliptic Curve Digital Signature Algorithm Certificate and Usage in Applications
Authors: A. Andreasyan, C. Connors
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The Elliptic Curve Digital Signature algorithm-based X509v3 certificates are becoming more popular due to their short public and private key sizes. Moreover, these certificates can be stored in Internet of Things (IoT) devices, with limited resources, using less memory and transmitted in network security protocols, such as Internet Key Exchange (IKE), Transport Layer Security (TLS) and Secure Shell (SSH) with less bandwidth. The proposed method gives another advantage, in that it increases the performance of the above-mentioned protocols in terms of key exchange by saving one scalar multiplication operation.Keywords: cryptography, elliptic curve digital signature algorithm, key exchange, network security protocol
Procedia PDF Downloads 1442705 Stochastic Analysis of Linux Operating System through Copula Distribution
Authors: Vijay Vir Singh
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This work is focused studying the Linux operating system connected in a LAN (local area network). The STAR topology (to be called subsystem-1) and BUS topology (to be called subsystem-2) are taken into account, which are placed at two different locations and connected to a server through a hub. In the both topologies BUS topology and STAR topology, we have assumed n clients. The system has two types of failures i.e. partial failure and complete failure. Further, the partial failure has been categorized as minor and major partial failure. It is assumed that the minor partial failure degrades the sub-systems and the major partial failure make the subsystem break down mode. The system may completely fail due to failure of server hacking and blocking etc. The system is studied using supplementary variable technique and Laplace transform by using different types of failure and two types of repair. The various measures of reliability for example, availability of system, reliability of system, MTTF, profit function for different parametric values have been discussed.Keywords: star topology, bus topology, blocking, hacking, Linux operating system, Gumbel-Hougaard family copula, supplementary variable
Procedia PDF Downloads 368