Search results for: exponential differencing scheme (EDS)

Authors: Che-Wei Lee, Bay-Erl Lai

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A new steganographic method via the use of numeric data on public websites with self-authentication capability is proposed. The proposed technique transforms a secret message into partial shares by Shamir’s (k, n)-threshold secret sharing scheme with n = k + 1. The generated k+1 partial shares then are embedded into the selected numeric items in a website as if they are part of the website’s numeric content. Afterward, a receiver links to the website and extracts every k shares among the k+1 ones from the stego-numeric-content to compute k+1 copies of the secret, and the phenomenon of value consistency of the computed k+1 copies is taken as an evidence to determine whether the extracted message is authentic or not, attaining the goal of self-authentication of the extracted secret message. Experimental results and discussions are provided to show the feasibility and effectiveness of the proposed method.

Keywords: steganography, data hiding, secret authentication, secret sharing

Procedia PDF Downloads 243

Authors: Temidayo Otunniyi

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This paper presents a low computational channelization algorithm for the multi-standards platform using poly phase implementation of a critically sampled hybrid Trigonometry generalized Discrete Fourier Transform, (HGDFT). An HGDFT channelization algorithm exploits the orthogonality of two trigonometry Fourier functions, together with the properties of Quadrature Mirror Filter Bank (QMFB) and Exponential Modulated filter Bank (EMFB), respectively. HGDFT shows improvement in its implementation in terms of high reconfigurability, lower filter length, parallelism, and medium computational activities. Type 1 and type 111 poly phase structures are derived for real-valued HGDFT modulation. The design specifications are decimated critically and over-sampled for both single and multi standards receiver platforms. Evaluating the performance of oversampled single standard receiver channels, the HGDFT algorithm achieved 40% complexity reduction, compared to 34% and 38% reduction in the Discrete Fourier Transform (DFT) and tree quadrature mirror filter (TQMF) algorithm. The parallel generalized discrete Fourier transform (PGDFT) and recombined generalized discrete Fourier transform (RGDFT) had 41% complexity reduction and HGDFT had a 46% reduction in oversampling multi-standards mode. While in the critically sampled multi-standard receiver channels, HGDFT had complexity reduction of 70% while both PGDFT and RGDFT had a 34% reduction.

Keywords: software defined radio, channelization, critical sample rate, over-sample rate

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Authors: Clarinda Vitorino Nhangumbe, Fredericks Ebrahim, Betuel Canhanga

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The price of an option weather derivatives can be approximated as a solution of the two-dimensional convection-diffusion dominant partial differential equation derived from the Ornstein-Uhlenbeck process, where one variable represents the weather dynamics and the other variable represent the underlying weather index. With appropriate financial boundary conditions, the solution of the pricing equation is approximated using a nonstandard finite difference method. It is shown that the proposed numerical scheme preserves positivity as well as stability and consistency. In order to illustrate the accuracy of the method, the numerical results are compared with other methods. The model is tested for real weather data.

Keywords: nonstandard finite differences, Ornstein-Uhlenbeck process, partial differential equations approach, weather derivatives

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Authors: Weihua Ruan, Kuan-Chou Chen

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This paper is concerned with a system of Hamilton-Jacobi-Bellman equations coupled with an autonomous dynamical system. The mathematical system arises in the differential game formulation of political economy models as an infinite-horizon continuous-time differential game with discounted instantaneous payoff rates and continuously and discretely varying state variables. The existence of a weak solution of the PDE system is proven and a computational scheme of approximate solution is developed for a class of such systems. A model of democratization is mathematically analyzed as an illustration of application.

Keywords: Hamilton-Jacobi-Bellman equations, infinite-horizon differential games, continuous and discrete state variables, political-economy models

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Authors: Abdisalam Hassan Muse, Samuel Mwalili, Oscar Ngesa

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A generalized log-logistic distribution with variable shapes of the hazard rate was introduced and studied, extending the log-logistic distribution by adding an extra parameter to the classical distribution, leading to greater flexibility in analysing and modeling various data types. The proposed distribution has a large number of well-known lifetime special sub-models such as; Weibull, log-logistic, exponential, and Burr XII distributions. Its basic mathematical and statistical properties were derived. The method of maximum likelihood was adopted for estimating the unknown parameters of the proposed distribution, and a Monte Carlo simulation study is carried out to assess the behavior of the estimators. The importance of this distribution is that its tendency to model both monotone (increasing and decreasing) and non-monotone (unimodal and bathtub shape) or reversed “bathtub” shape hazard rate functions which are quite common in survival and reliability data analysis. Furthermore, the flexibility and usefulness of the proposed distribution are illustrated in a real-life data set and compared to its sub-models; Weibull, log-logistic, and BurrXII distributions and other parametric survival distributions with 3-parmaeters; like the exponentiated Weibull distribution, the 3-parameter lognormal distribution, the 3- parameter gamma distribution, the 3-parameter Weibull distribution, and the 3-parameter log-logistic (also known as shifted log-logistic) distribution. The proposed distribution provided a better fit than all of the competitive distributions based on the goodness-of-fit tests, the log-likelihood, and information criterion values. Finally, Bayesian analysis and performance of Gibbs sampling for the data set are also carried out.

Keywords: hazard rate function, log-logistic distribution, maximum likelihood estimation, generalized log-logistic distribution, survival data, Monte Carlo simulation

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Authors: Neha Singh, Anuj Ranjan, Tanu Jindal

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Over the last decade, the exponential growth of mobile communication has been accompanied by a parallel increase in density of electromagnetic fields (EMF). The continued expansion of mobile phone usage raises important questions as EMF, especially radio frequency (RF), have long been suspected of having biological effects. In the present experiments, we studied the effects of RF-EMF on cell death (apoptosis) and DNA damage of a well- tested biological model, Drosophila melanogaster exposed to 2400 MHz frequency for different time duration i.e. 2 hrs, 4 hrs, 6 hrs,8 hrs, 10 hrs, and 12 hrs each day for five continuous days in ambient temperature and humidity conditions inside an exposure chamber. The flies were grouped into control, sham-exposed, and exposed with 100 flies in each group. In this study, well-known techniques like Comet Assay and TUNEL (Terminal deoxynucleotide transferase dUTP Nick End Labeling) Assay were used to detect DNA damage and for apoptosis studies, respectively. Experiments results showed DNA damage in the brain cells of Drosophila which increases as the duration of exposure increases when observed under the observed when we compared results of control, sham-exposed, and exposed group which indicates that EMF radiation-induced stress in the organism that leads to DNA damage and cell death. The process of apoptosis and mutation follows similar pathway for all eukaryotic cells; therefore, studying apoptosis and genotoxicity in Drosophila makes similar relevance for human beings as well.

Keywords: cell death, apoptosis, Comet Assay, DNA damage, Drosophila, electromagnetic fields, EMF, radio frequency, RF, TUNEL assay

Procedia PDF Downloads 167

Authors: Komal V. Aher, Sanjay B. Waykar

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Nowadays every individual having mobile device with them. In both computer vision and information retrieval Image search is currently hot topic with many applications. The proposed intelligent image search system is fully utilizing multimodal and multi-touch functionalities of smart phones which allows search with Image, Voice, and Text on mobile phones. The system will be more useful for users who already have pictures in their minds but have no proper descriptions or names to address them. The paper gives system with ability to form composite visual query to express user’s intention more clearly which helps to give more precise or appropriate results to user. The proposed algorithm will considerably get better in different aspects. System also uses Context based Image retrieval scheme to give significant outcomes. So system is able to achieve gain in terms of search performance, accuracy and user satisfaction.

Keywords: color space, histogram, mobile device, mobile visual search, multimodal search

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Authors: Chun-Qing Li, Guoyang Fu, Wei Yang

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A significant portion of current water networks is made of cast iron pipes. Due to aging and deterioration with corrosion being the most predominant mechanism, the failure rate of cast iron pipes is very high. Although considerable research has been carried out in the past few decades, most are on the effect of corrosion on the structural capacity of pipes using strength theory as the failure criterion. This paper presents a reliability-based methodology for the assessment of corrosion affected cast iron pipe cracking failures. A nonlinear limit state function taking into account all three fracture modes is proposed for brittle metal pipes with mixed mode fracture. A stochastic model of the load effect is developed, and time-dependent reliability method is employed to quantify the probability of failure and predict the remaining service life. A case study is carried out using the proposed methodology, followed by sensitivity analysis to investigate the effects of the random variables on the probability of failure. It has been found that the larger the inclination angle or the Mode I fracture toughness is, the smaller the probability of pipe failure is. It has also been found that the multiplying and exponential coefficients k and n in the power law corrosion model and the internal pressure have the most influence on the probability of failure for cast iron pipes. The methodology presented in this paper can assist pipe engineers and asset managers in developing a risk-informed and cost-effective strategy for better management of corrosion-affected pipelines.

Keywords: corrosion, inclined surface cracks, pressurized cast iron pipes, stress intensity

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Authors: Mohd Zuhair, Ram Babu Roy

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This paper presents an overview of the accessibility, design, and functioning of health insurance plans launched by state governments in India. In recent years, the governments of several states in India have come forward to provide health insurance coverage for the low-income group and rural population to reduce the out of pocket expenditure (OPE) on healthcare. Different health insurance schemes have different structures and offerings which differ in the different demographic factors. This study will portray a comparative analysis of the various health insurance schemes by analyzing different offerings and finance generation of the schemes. The comparative analysis will explain the lesson to be learned from these schemes and extend the existing knowledge of the health insurance in India. This would help in recognizing tension between various drivers and identifying issues pertaining to the sustainability of health insurance schemes in India.

Keywords: health insurance, out of pocket expenditure, universal healthcare, sustainability

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Authors: Wenjie Qin, Kewei Lv

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In 1996, Boneh and Venkatesan proposed the Hidden Number Problem (HNP) and proved the most significant bits (MSB) of computational Diffie-Hellman key exchange scheme and related schemes are unpredictable bits. They also gave a method which is a lattice rounding technique to solve HNP in non-uniform model. In this paper, we put forward a new concept that is Schnorr-MSB-HNP. We also reduce the problem of solving Schnorr signature private key with a few consecutive most significant bits of random nonce (used at each signature generation) to Schnorr-MSB-HNP, then we use the rounding technique to solve the Schnorr-MSB-HNP. We have come to the conclusion that if there is a ‘miraculous box’ which inputs the random nonce and outputs 2loglogq (q is a prime number) most significant bits of nonce, the signature private key will be obtained by choosing 2logq signature messages randomly. Thus we get an attack on the Schnorr signature private key.

Keywords: rounding technique, most significant bits, Schnorr signature algorithm, nonce, Schnorr-MSB-HNP

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Authors: Shu-Bo Yang, Wei Wu, Yuan-Heng Liu

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This research aims to design a heat-exchanger type of methanol reformer coupled with a preheating design in gPROMS® environment. The endothermic methanol steam reforming reaction (MSR) and the exothermic preferential oxidation reaction (PROX) occur in the inner tube and the outer tube of the reformer, respectively. The effective heat transfer manner between the inner and outer tubes is investigated. It is verified that the countercurrent-flow type reformer provides the higher hydrogen yield than the cocurrent-flow type. Since the hot spot temperature appears in the outer tube, an improved scheme is proposed to suppress the hot spot temperature by splitting the excess air flowing into two sites. Finally, an optimization algorithm for maximizing the hydrogen yield is employed to determine optimal operating conditions.

Keywords: methanol reformer, methanol steam reforming, optimization, simulation

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Authors: Abdellah Boualouch, Ahmed Essadki, Tamou Nasser, Ali Boukhriss, Abdellatif Frigui

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This paper presents a power control for a Doubly Fed Induction Generator (DFIG) using in Wind Energy Conversion System (WECS) connected to the grid. The proposed control strategy employs two nonlinear controllers, Backstipping (BSC) and sliding-mode controller (SMC) scheme to directly calculate the required rotor control voltage so as to eliminate the instantaneous errors of active and reactive powers. In this paper the advantages of BSC and SMC are presented, the performance and robustness of this two controller’s strategy are compared between them. First, we present a model of wind turbine and DFIG machine, then a synthesis of the controllers and their application in the DFIG power control. Simulation results on a 1.5MW grid-connected DFIG system are provided by MATLAB/Simulink.

Keywords: backstipping, DFIG, power control, sliding-mode, WESC

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Authors: R. Sivasamy, G. Paulraj, S. Kalaimani, N.Thillaigovindan

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For profitable businesses, queues are double-edged swords and hence the pain of long wait times in a queue often frustrates customers. This paper suggests a technical way of reducing the pain of lines through a Poisson M/M1, M2/2 queueing system operated by two heterogeneous servers with an objective of minimising the mean sojourn time of customers served under the queue discipline ‘First Come First Served with an ‘m’ policy, i.e. FCFS-m policy’. Arrivals to the system form a Poisson process of rate λ and are served by two exponential servers. The service times of successive customers at server ‘j’ are independent and identically distributed (i.i.d.) random variables and each of it is exponentially distributed with rate parameter μj (j=1, 2). The primary condition for implementing the queue discipline ‘FCFS-m policy’ on these service rates μj (j=1, 2) is that either (m+1) µ2 > µ1> m µ2 or (m+1) µ1 > µ2> m µ1 must be satisfied. Further waiting customers prefer the server-1 whenever it becomes available for service, and the server-2 should be installed if and only if the queue length exceeds the value ‘m’ as a threshold. Steady-state results on queue length and waiting time distributions have been obtained. A simple way of tracing the optimal service rate μ*2 of the server-2 is illustrated in a specific numerical exercise to equalize the average queue length cost with that of the service cost. Assuming that the server-1 has to dynamically adjust the service rates as μ1 during the system size is strictly less than T=(m+2) while μ2=0, and as μ1 +μ2 where μ2>0 if the system size is more than or equal to T, corresponding steady state results of M/M1+M2/1 queues have been deduced from those of M/M1,M2/2 queues. To conclude this investigation has a viable application, results of M/M1+M2/1 queues have been used in processing of those waiting messages into a single computer node and to measure the power consumption by the node.

Keywords: two heterogeneous servers, M/M1, M2/2 queue, service cost and queue length cost, M/M1+M2/1 queue

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Authors: Sendi Zohra, Belhadjsalah Hedi, Labergere Carl, Saanouni Khemais

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The modeling of mechanical problems including both material and geometric nonlinearities with Finite Element Method (FEM) remains challenging. Meshless methods offer special properties to get rid of well-known drawbacks of the FEM. The main objective of Meshless Methods is to eliminate the difficulty of meshing and remeshing the entire structure by simply insertion or deletion of nodes, and alleviate other problems associated with the FEM, such as element distortion, locking and others. In this study, a robust numerical implementation of an Element Free Galerkin Method for an elastoplastic coupled to damage problem is presented. Several results issued from the numerical simulations by a DynamicExplicit resolution scheme are analyzed and critically compared with Element Finite Method results. Finally, different numerical examples are carried out to demonstrate the efficiency of this method.

Keywords: damage, dynamic explicit, elastoplasticity, isotropic hardening, meshless

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Authors: Reza Mohammadi, Mahdieh Sahebi

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We develop a method based on polynomial quintic spline for numerical solution of fourth-order non-homogeneous parabolic partial differential equation with variable coefficient. By using polynomial quintic spline in off-step points in space and finite difference in time directions, we obtained two three level implicit methods. Stability analysis of the presented method has been carried out. We solve four test problems numerically to validate the proposed derived method. Numerical comparison with other existence methods shows the superiority of our presented scheme.

Keywords: fourth-order parabolic equation, variable coefficient, polynomial quintic spline, off-step points, stability analysis

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Authors: Charawee Butbumrung

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This research aim to study the financial service of the Thailand financial Institution, second is to identify "best practices" offered by four financial institutions, namely, Kasikornthai Bank, Bangkok Bank, Siam Commercial Bank, and Thanachart Bank. In-depth interviews with managers of financial institution and borrowers reveal best practices from each financial institution. Close monitoring of and a close relationship with borrowers appear to be important for early detection of any problem. Another aspect that may be important is building up loyalty and developing reliability among members. A close and informal relationship with borrowers may also help in monitoring and early detection of problems that may arise in non-repayment of loans. Other factors that may be considered important to the success of a financial service scheme are cooperation and coordination among various agencies that provide additional support to borrowers. Indirectly, these support systems contribute to the success of a SME in Thailand.

Keywords: best practices, financial service, financial institution, SME in Thailand

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Authors: K. Jithendra Gowd, Ch. Sai Babu, S. Sivanagaraju

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Electric power systems are daily exposed to service interruption mainly due to faults and human accidental interference. Short circuit currents are responsible for several types of disturbances in power systems. The fault currents are high and the voltages are reduced at the time of fault. This paper presents two suitable methods, consideration of fault resistance and Distributed Generator are implemented and analyzed for the enhancement of voltage profile during fault conditions. Fault resistance is a critical parameter of electric power systems operation due to its stochastic nature. If not considered, this parameter may interfere in fault analysis studies and protection scheme efficiency. The effect of Distributed Generator is also considered. The proposed methods are tested on the IEEE 37 bus test systems and the results are compared.

Keywords: distributed generation, electrical distribution systems, fault resistance

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Authors: Adnan H. M. Al-Helali, Hamza A. Ali

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Growth of censorship and pervasive monitoring on the Internet, Steganography arises as a new means of achieving secret communication. Steganography is the art and science of embedding information within electronic media used by common applications and systems. Generally, hiding information of multimedia within images will change some of their properties that may introduce few degradation or unusual characteristics. This paper presents a new image steganography approach for hiding information of multimedia (images, text, and audio) using generated Mandelbrot Fractal image as a cover. The proposed technique has been extensively tested with different images. The results show that the method is a very secure means of hiding and retrieving steganographic information. Experimental results demonstrate that an effective improvement in the values of the Peak Signal to Noise Ratio (PSNR), Mean Square Error (MSE), Normalized Cross Correlation (NCC) and Image Fidelity (IF) over the previous techniques.

Keywords: fractal image, information hiding, Mandelbrot et fractal, steganography

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Authors: Jesus Carretero, Mario Vasile, Guillermo Izquierdo, Javier Garcia-Blas

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Currently, there is a so called ‘identity crisis’ in cybersecurity caused by the substantial security, privacy and usability shortcomings encountered in existing systems for identity management. Federated Identity Management (FIM) could be solution for this crisis, as it is a method that facilitates management of identity processes and policies among collaborating entities without enforcing a global consistency, that is difficult to achieve when there are ID legacy systems. To cope with this problem, the Connecting Europe Facility (CEF) initiative proposed in 2014 a federated solution in anticipation of the adoption of the Regulation (EU) N°910/2014, the so-called eIDAS Regulation. At present, a network of eIDAS Nodes is being deployed at European level to allow that every citizen recognized by a member state is to be recognized within the trust network at European level, enabling the consumption of services in other member states that, until now were not allowed, or whose concession was tedious. This is a very ambitious approach, since it tends to enable cross-border authentication of Member States citizens without the need to unify the authentication method (eID Scheme) of the member state in question. However, this federation is currently managed by member states and it is initially applied only to citizens and public organizations. The goal of this paper is to present the results of a European Project, named eID@Cloud, that focuses on the integration of eID in 5 cloud platforms belonging to authentication service providers of different EU Member States to act as Service Providers (SP) for private entities. We propose an initiative based on a private eID Scheme both for natural and legal persons. The methodology followed in the eID@Cloud project is that each Identity Provider (IdP) is subscribed to an eIDAS Node Connector, requesting for authentication, that is subscribed to an eIDAS Node Proxy Service, issuing authentication assertions. To cope with high loads, load balancing is supported in the eIDAS Node. The eID@Cloud project is still going on, but we already have some important outcomes. First, we have deployed the federation identity nodes and tested it from the security and performance point of view. The pilot prototype has shown the feasibility of deploying this kind of systems, ensuring good performance due to the replication of the eIDAS nodes and the load balance mechanism. Second, our solution avoids the propagation of identity data out of the native domain of the user or entity being identified, which avoids problems well known in cybersecurity due to network interception, man in the middle attack, etc. Last, but not least, this system allows to connect any country or collectivity easily, providing incremental development of the network and avoiding difficult political negotiations to agree on a single authentication format (which would be a major stopper).

Keywords: cybersecurity, identity federation, trust, user authentication

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Authors: Mirco Tarozzi, Giacomo Pignagnoli, Andrea Benedetti

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Structural systems are often subjected to degradation processes due to different kind of phenomena like unexpected loadings, ageing of the materials and fatigue cycles. This is true especially for bridges, in which their safety evaluation is crucial for the purpose of a design of planning maintenance. This paper discusses the experimental evaluation of the stiffness reduction from frequency changes due to uniform damage scenario. For this purpose, a 1:4 scaled bridge has been built in the laboratory of the University of Bologna. It is made of concrete and its cross section is composed by a slab linked to four beams. This concrete deck is 6 m long and 3 m wide, and its natural frequencies have been identified dynamically by exciting it with an impact hammer, a dropping weight, or by walking on it randomly. After that, a set of loading cycles has been applied to this bridge in order to produce a uniformly distributed crack pattern. During the loading phase, either cracking moment and yielding moment has been reached. In order to define the relationship between frequency variation and loss in stiffness, the identification of the natural frequencies of the bridge has been performed, before and after the occurrence of the damage, corresponding to each load step. The behavior of breathing cracks and its effect on the natural frequencies has been taken into account in the analytical calculations. By using a sort of exponential function given from the study of lot of experimental tests in the literature, it has been possible to predict the stiffness reduction through the frequency variation measurements. During the load test also crack opening and middle span vertical displacement has been monitored.

Keywords: concrete bridge, damage detection, dynamic test, frequency shifts, operational modal analysis

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Authors: Yuri Laevsky, Tatyana Nosova

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The phenomenon of filtration gas combustion (FGC) had been discovered experimentally at the beginning of 80’s of the previous century. It has a number of important applications in such areas as chemical technologies, fire-explosion safety, energy-saving technologies, oil production. From the physical point of view, FGC may be defined as the propagation of region of gaseous exothermic reaction in chemically inert porous medium, as the gaseous reactants seep into the region of chemical transformation. The movement of the combustion front has different modes, and this investigation is focused on the low-velocity regime. The main characteristic of the process is the velocity of the combustion front propagation. Computation of this characteristic encounters substantial difficulties because of the strong heterogeneity of the process. The mathematical model of FGC is formed by the energy conservation laws for the temperature of the porous medium and the temperature of gas and the mass conservation law for the relative concentration of the reacting component of the gas mixture. In this case the homogenization of the model is performed with the use of the two-temperature approach when at each point of the continuous medium we specify the solid and gas phases with a Newtonian heat exchange between them. The construction of a computational scheme is based on the principles of mixed finite element method with the usage of a regular mesh. The approximation in time is performed by an explicit–implicit difference scheme. Special attention was given to determination of the combustion front propagation velocity. Straight computation of the velocity as grid derivative leads to extremely unstable algorithm. It is worth to note that the term ‘front propagation velocity’ makes sense for settled motion when some analytical formulae linking velocity and equilibrium temperature are correct. The numerical implementation of one of such formulae leading to the stable computation of instantaneous front velocity has been proposed. The algorithm obtained has been applied in subsequent numerical investigation of the FGC process. This way the dependence of the main characteristics of the process on various physical parameters has been studied. In particular, the influence of the combustible gas mixture consumption on the front propagation velocity has been investigated. It also has been reaffirmed numerically that there is an interval of critical values of the interfacial heat transfer coefficient at which a sort of a breakdown occurs from a slow combustion front propagation to a rapid one. Approximate boundaries of such an interval have been calculated for some specific parameters. All the results obtained are in full agreement with both experimental and theoretical data, confirming the adequacy of the model and the algorithm constructed. The presence of stable techniques to calculate the instantaneous velocity of the combustion wave allows considering the semi-Lagrangian approach to the solution of the problem.

Keywords: filtration gas combustion, low-velocity regime, mixed finite element method, numerical simulation

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Authors: Emmanuel Omokhuale

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A mathematical model is presented to study free convective boundary layer flow in a semi-infinite vertical cylinder with heat sink effect in a porous medium. The governing dimensional governing partial differential equations (PDEs) with corresponding initial and boundary conditions are approximated and solved numerically employing finite difference method (FDM) the implicit type. Stability and convergence of the scheme are also established. Furthermore, the influence of significant physical parameters on the flow characteristics was analysed and shown graphically. The obtained results are benchmarked with previously published works in order to access the accuracy of the numerical method and found to be in good agreement.

Keywords: free convection flow, vertical cylinder, implicit finite difference method, heat sink and porous medium

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Authors: Uche A. Ibekwe

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Pension funds are pooled assets which are established to provide income for retirees. The funds are usually regulated to check excessive risk taking by fund managers. In Nigeria, the current defined contribution (DC) pension scheme appears to contain some overly stringent restrictions which might be hampering its successful implementation. Notable among these restrictions is the 25 percent maximum limit on investment in ordinary shares of quoted companies. This paper examines the extent to which these restrictions affect pension replacement rates at retirement. The study made use of both simulated and historical asset return distributions using mean-variance, regression analysis and ruin-risk analyses, the study found that the current equity investment restriction policy in Nigeria reduces replacement rates at retirement.

Keywords: equity investment, replacement rates, restrictions, ruin-risk

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Authors: Wajih Abbassi, Zouhaier Ben Khelifa

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The present research points towards the empirical validation of three options valuation models, the ad-hoc Black-Scholes model as proposed by Berkowitz (2001), the constant elasticity of variance model of Cox and Ross (1976) and the Kou jump-diffusion model (2002). Our empirical analysis has been conducted on a sample of 26,974 options written on three indexes, the S&P 500, Nasdaq 100 and the Russell 2000 that were negotiated during the year 2007 just before the sub-prime crisis. We start by presenting the theoretical foundations of the models of interest. Then we use the technique of trust-region-reflective algorithm to estimate the structural parameters of these models from cross-section of option prices. The empirical analysis shows the superiority of the Kou jump-diffusion model. This superiority arises from the ability of this model to portray the behavior of market participants and to be closest to the true distribution that characterizes the evolution of these indices. Indeed the double-exponential distribution covers three interesting properties that are: the leptokurtic feature, the memory less property and the psychological aspect of market participants. Numerous empirical studies have shown that markets tend to have both overreaction and under reaction over good and bad news respectively. Despite of these advantages there are not many empirical studies based on this model partly because probability distribution and option valuation formula are rather complicated. This paper is the first to have used the technique of nonlinear curve-fitting through the trust-region-reflective algorithm and cross-section options to estimate the structural parameters of the Kou jump-diffusion model.

Keywords: jump-diffusion process, Kou model, Leptokurtic feature, trust-region-reflective algorithm, US index options

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Authors: Yu-Ching Yang, Haw-Long Lee, Win-Jin Chang

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The present work numerically analyzes the transient heat transfer in the absorber plates of a flat-plate solar collector based on the dual-phase-lag (DPL) heat conduction model. An efficient numerical scheme involving the hybrid application of the Laplace transform and control volume methods is used to solve the linear hyperbolic heat conduction equation. This work also examines the effect of different medium parameters on the behavior of heat transfer. Results show that, while the heat-flux phase lag induces thermal waves in the medium, the temperature-gradient phase lag smoothens the thermal waves by promoting non-Fourier diffusion-like conduction into the medium.

Keywords: absorber plates, dual-phase-lag, non-Fourier, solar collector

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Authors: Diego Aguirre, Olac Fuentes

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In this paper, we present a taxonomy of weight initialization schemes used in deep learning. We survey the most representative techniques in each class and compare them in terms of overhead cost, convergence rate, and applicability. We also introduce a new weight initialization scheme. In this technique, we perform an initial feedforward pass through the network using an initialization mini-batch. Using statistics obtained from this pass, we initialize the weights of the network, so the following properties are met: 1) weight matrices are orthogonal; 2) ReLU layers produce a predetermined number of non-zero activations; 3) the output produced by each internal layer has a unit variance; 4) weights in the last layer are chosen to minimize the error in the initial mini-batch. We evaluate our method on three popular architectures, and a faster converge rates are achieved on the MNIST, CIFAR-10/100, and ImageNet datasets when compared to state-of-the-art initialization techniques.

Keywords: deep learning, image classification, supervised learning, weight initialization

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Authors: Ih-Ching Hsu

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Inspired by the so called Jacobi Identity (x y) z + (y z) x + (z x) y = 0, the following class of functional equations EQ I: F [F (x, y), z] + F [F (y, z), x] + F [F (z, x), y] = 0 is proposed, researched and generalized. Research methodologies begin with classical methods for functional equations, then evolve into discovering of any implicit algebraic structures. One of this paper’s major findings is that EQ I, under two additional conditions F (x, x) = 0 and F (x, y) + F (y, x) = 0, proves to be a fundamental functional equation for Lie Algebras. Existence of non-trivial solutions for EQ I can be proven by defining F (p, q) = [p q] = pq –qp, where p and q are quaternions, and pq is the quaternion product of p and q. EQ I can be generalized to the following class of functional equations EQ II: F [G (x, y), z] + F [G (y, z), x] + F [G (z, x), y] = 0. Concluding Statement: With a major finding proven, and non-trivial solutions derived, this research paper illustrates and provides a new functional equation scheme for studies in two major areas: (1) What underlying algebraic structures can be defined and/or derived from EQ I or EQ II? (2) What conditions can be imposed so that conditional general solutions to EQ I and EQ II can be found, investigated and applied?

Keywords: fundamental functional equation, generalized functional equations, Lie algebras, quaternions

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Authors: Abderrahmen Bouguerra, Kamel Kara, Djamel Saigaa, Samir Zeghlache, Keltoum Loukal

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In this paper, a Fault-Tolerant control of 2 DOF Helicopter (TRMS System) Based on Fuzzy Gain-Adaptive PID is presented. In particular, the introduction part of the paper presents a Fault-Tolerant Control (FTC), the first part of this paper presents a description of the mathematical model of TRMS, an adaptive PID controller is proposed for fault-tolerant control of a TRMS helicopter system in the presence of actuator faults, A fuzzy inference scheme is used to tune in real-time the controller gains, The proposed adaptive PID controller is compared with the conventional PID. The obtained results show the effectiveness of the proposed method.

Keywords: fuzzy control, gain-adaptive PID, helicopter model, PID control, TRMS system

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Authors: Ananya Ananya, Karthik Rao

Abstract:

Accurate segmentation of knee cartilage in 3-D magnetic resonance (MR) images for quantitative assessment of volume is crucial for studying and diagnosing osteoarthritis (OA) of the knee, one of the major causes of disability in elderly people. Radiologists generally perform this task in slice-by-slice manner taking 15-20 minutes per 3D image, and lead to high inter and intra observer variability. Hence automatic methods for knee cartilage segmentation are desirable and are an active field of research. This paper presents design and experimental evaluation of 2D convolutional neural networks based fully automated methods for knee cartilage segmentation in 3D MRI. The architectures are validated based on 40 test images and 60 training images from SKI10 dataset. The proposed methods segment 2D slices one by one, which are then combined to give segmentation for whole 3D images. Proposed methods are modified versions of U-net and dilated convolutions, consisting of a single step that segments the given image to 5 labels: background, femoral cartilage, tibia cartilage, femoral bone and tibia bone; cartilages being the primary components of interest. U-net consists of a contracting path and an expanding path, to capture context and localization respectively. Dilated convolutions lead to an exponential expansion of receptive field with only a linear increase in a number of parameters. A combination of modified U-net and dilated convolutions has also been explored. These architectures segment one 3D image in 8 – 10 seconds giving average volumetric Dice Score Coefficients (DSC) of 0.950 - 0.962 for femoral cartilage and 0.951 - 0.966 for tibia cartilage, reference being the manual segmentation.

Keywords: convolutional neural networks, dilated convolutions, 3 dimensional, fully automated, knee cartilage, MRI, segmentation, U-net

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Authors: Sumandeep Kaur, Allam Srinivasa Rao, Mula Jayasimhadri

Abstract:

In recent years, rare earth (RE) ions doped inorganic luminescent materials are seeking great attention due to their excellent physical and chemical properties. These materials offer high thermal and chemical stability and exhibit good luminescence properties due to the presence of RE ions. The luminescent properties of these materials are attributed to their intra-configurational f-f transitions in RE ions. A series of Tb³⁺ doped calcium aluminozincate has been synthesized via sol-gel method. The structural and morphological studies have been carried out by recording X-ray diffraction patterns and SEM image. The luminescent spectra have been recorded for a comprehensive study of their luminescence properties. The XRD profile reveals the single-phase orthorhombic crystal structure with an average crystallite size of 65 nm as calculated by using DebyeScherrer equation. The SEM image exhibits completely random, irregular morphology of micron size particles of the prepared samples. The optimization of luminescence has been carried out by varying the dopant Tb³⁺ concentration within the range from 0.5 to 2.0 mol%. The as-synthesized phosphors exhibit intense emission at 544 nm pumped at 478 nm excitation wavelength. The optimized Tb³⁺ concentration has been found to be 1.0 mol% in the present host lattice. The decay curves show bi-exponential fitting for the as-synthesized phosphor. The colorimetric studies show green emission with CIE coordinates (0.334, 0.647) lying in green region for the optimized Tb³⁺ concentration. This report reveals the potential utility of Tb³⁺ doped calcium aluminozincate phosphors for display and solid-state lighting devices.

Keywords: concentration quenching, phosphor, photoluminescence, XRD

Procedia PDF Downloads 152