Search results for: derivative and convoluted derivative methods
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 15597

Search results for: derivative and convoluted derivative methods

15507 Reduced Differential Transform Methods for Solving the Fractional Diffusion Equations

Authors: Yildiray Keskin, Omer Acan, Murat Akkus

Abstract:

In this paper, the solution of fractional diffusion equations is presented by means of the reduced differential transform method. Fractional partial differential equations have special importance in engineering and sciences. Application of reduced differential transform method to this problem shows the rapid convergence of the sequence constructed by this method to the exact solution. The numerical results show that the approach is easy to implement and accurate when applied to fractional diffusion equations. The method introduces a promising tool for solving many fractional partial differential equations.

Keywords: fractional diffusion equations, Caputo fractional derivative, reduced differential transform method, partial

Procedia PDF Downloads 525
15506 Aza-Flavanones as Small Molecule Inhibitors of MicroRNA-10b in MDA-MB-231 Breast Cancer Cells

Authors: Debasmita Mukhopadhyay, Manika Pal Bhadra

Abstract:

MiRNAs contribute to oncogenesis either as tumor suppressors or oncogenes. Hence, discovery of miRNA-based therapeutics are imperative to ameliorate cancer. Modulation of miRNA maturation is accomplished via several therapeutic agents, including small molecules and oligonucleotides. Due to the attractive pharmacokinetic properties of small molecules over oligonucleotides, we set to identify small molecule inhibitors of a metastasis-inducing microRNA. Cytotoxicity profile of aza-flavanone C1 was analyzed in a panel of breast cancer cells employing the NCI-60 screen protocols. Flow cytometry, immunofluorescence and western blotting of apoptotic or EMT markers were performed to analyze the effect of C1. A dual luciferase assay unequivocally suggested that C1 repressed endogenous miR-10b in MDA-MB-231 cells. A derivative of aza-flavanone C1 is shown as a strong inhibitor miR-10b. Blockade of miR-10b by C1 resulted in decreased expression of miR-10b targets in an aggressive breast cancer cell line model, MDA-MB-231. Abrogation of TWIST1, an EMT-inducing transcription factor also contributed to C1 mediated apoptosis. Moreover C1 exhibited a specific and selective down-regulation of miR-10b and did not function as a general inhibitor of miRNA biogenesis or other oncomiRs of breast carcinoma. Aza-flavanone congener C1 functions as a potent inhibitor of the metastasis-inducing microRNA, miR-10b. Our present study provides evidence for targeting metastasis-inducing microRNA, miR-10b with a derivative of Aza-flavanone. Better pharmacokinetic properties of small molecules place them as attractive agents compared to nucleic acids based therapies to target miRNA. Further work, in generating analogues based on aza-flavanone moieties will significantly improve the affinity of the small molecules to bind miR-10b. Finally, it is imperative to develop small molecules as novel miRNA-therapeutics in the fight against cancer.

Keywords: breast cancer, microRNA, metastasis, EMT

Procedia PDF Downloads 564
15505 Optimal Dynamic Economic Load Dispatch Using Artificial Immune System

Authors: I. A. Farhat

Abstract:

The dynamic economic dispatch (DED) problem is one of the complex, constrained optimization problems that have nonlinear, con-convex and non-smooth objective functions. The purpose of the DED is to determine the optimal economic operation of the committed units while meeting the load demand. Associated to this constrained problem there exist highly nonlinear and non-convex practical constraints to be satisfied. Therefore, classical and derivative-based methods are likely not to converge to an optimal or near optimal solution to such a dynamic and large-scale problem. In this paper, an Artificial Immune System technique (AIS) is implemented and applied to solve the DED problem considering the transmission power losses and the valve-point effects in addition to the other operational constraints. To demonstrate the effectiveness of the proposed technique, two case studies are considered. The results obtained using the AIS are compared to those obtained by other methods reported in the literature and found better.

Keywords: artificial immune system, dynamic economic dispatch, optimal economic operation, large-scale problem

Procedia PDF Downloads 236
15504 Analytical Soliton Solutions of the Fractional Jaulent-Miodek System

Authors: Sajeda Elbashabsheh, Kamel Al-Khaled

Abstract:

This paper applies a modified Laplace Adomian decomposition method to solve the time-fractional JaulentMiodek system. The method produce convergent series solutions with easily compatible components. This paper considers the Caputo fractional derivative. The effectiveness and applicability of the method are demonstrated by comparing its results with those of prior studies. Results are presented in tables and figures. These solutions might be imperative and significant for the explanation of some practical physical phenomena. All computations and figures in the work are done using MATHEMATICA. The numerical results demonstrate that the current methods are effective, reliable, and simple to i implement for nonlinear fractional partial differential equations.

Keywords: approximate solutions, Jaulent-Miodek system, Adomian decomposition method, solitons

Procedia PDF Downloads 44
15503 An Improved Many Worlds Quantum Genetic Algorithm

Authors: Li Dan, Zhao Junsuo, Zhang Wenjun

Abstract:

Aiming at the shortcomings of the Quantum Genetic Algorithm such as the multimodal function optimization problems easily falling into the local optimum, and vulnerable to premature convergence due to no closely relationship between individuals, the paper presents an Improved Many Worlds Quantum Genetic Algorithm (IMWQGA). The paper using the concept of Many Worlds; using the derivative way of parallel worlds’ parallel evolution; putting forward the thought which updating the population according to the main body; adopting the transition methods such as parallel transition, backtracking, travel forth. In addition, the algorithm in the paper also proposes the quantum training operator and the combinatorial optimization operator as new operators of quantum genetic algorithm.

Keywords: quantum genetic algorithm, many worlds, quantum training operator, combinatorial optimization operator

Procedia PDF Downloads 742
15502 Caputo-Type Fuzzy Fractional Riccati Differential Equations with Fuzzy Initial Conditions

Authors: Trilok Mathur, Shivi Agarwal

Abstract:

This paper deals with the solutions of fuzzy-fractional-order Riccati equations under Caputo-type fuzzy fractional derivatives. The Caputo-type fuzzy fractional derivatives are defined based on Hukuhura difference and strongly generalized fuzzy differentiability. The Laplace-Adomian-Pade method is used for solving fractional Riccati-type initial value differential equations of fractional order. Moreover, we also displayed some examples to illustrate our methods.

Keywords: Caputo-type fuzzy fractional derivative, Fractional Riccati differential equations, Laplace-Adomian-Pade method, Mittag Leffler function

Procedia PDF Downloads 395
15501 Hepatoprotective Assessment of L-Ascorbate 1-(2-Hydroxyethyl)-4,6-Dimethyl-1, 2-Dihydropyrimidine-2-on in Toxic Liver Damage Test

Authors: Vladimir Zobov, Nail Nazarov, Alexandra Vyshtakalyuk, Vyacheslav Semenov, Irina Galyametdinova, Vladimir Reznik

Abstract:

The aim of this study was to investigate hepatoprotective properties of the Xymedon derivative L-ascorbate 1- (2-hydroxyethyl)-4,6-dimethyl-1,2-dihydropyrimidine-2-one (XD), which exhibits high efficiency as actoprotector. The study was carried out on 68 male albino rats weighing 250-400 g using preventive exposure to the test preparation. Effectiveness of XD win comparison with effectiveness of Xymedon (original substance) after administration of the compounds in identical doses. Maximum dose was 20 mg/kg. The animals orally received Xymedon or its derivative in doses of 10 and 20 mg/kg over 4 days. In 1-1.5 h after drug administration, CCl4 in vegetable oil (1:1) in a dose of 2 ml/kg. Controls received CCl4 but without hepatoprotectors. Intact control group consisted of rats, not receiving CCl4 or other compounds. The next day after the last administration of CCl4 and compounds under study animals were dehematized under ether anesthesia, blood and liver samples were taken for biochemical and histological analysis. Xymedon and XD administered according to the preventice scheme, exerted hepatoprotective effects: Xymedon — in the dose of 20 mg/kg, XD — in doses of 10 and 20 mg/kg. The drugs under study had different effects on liver condition, affected by induction with CCl4. Xymedon had a more pronounced effect both on the ALT level, which can be elevated not only due to destructive changes in hepatocytes, but also as a cholestasis manifestation, and on the serum total protein level, which reflects protein synthesis in liver. XD had a more pronounced effect on AST level, which is one of the markers of hepatocyte damage. Lower effective dose of XD — 10 mg/kg, compared to Xymedon effective according to, and its pronounced effect on AST, the hepatocyte cytolysis marker, is indicative of its higher preventive effectiveness, compared to Xymedon. This work was performed with the financial support of Russian Science Foundation (grant No: 14-50-00014).

Keywords: hepatoprotectors, pyrimidine derivatives, toxic liver damage, xymedon

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15500 Zirconium Oxide Nanoparticles as an Efficient Catalyst for Three-Component Synthesis of Benzylamino Coumarin Derivatives

Authors: Hossein Anaraki-Ardakani

Abstract:

A green and efficient one-pot synthesis of benzylamino coumarin derivatives by a three-component condensation of 4-hydroxycoumarin, cyclic secondary amine, and aromatic aldehyde in the presence of ZrO2 nanoparticles (NPs) as a heterogeneous catalyst in water at room temperature has been reported.

Keywords: 3-benzyl substituted coumarin derivative, ZrO2 nanoparticles (NPs), green synthesis, multicomponent reaction

Procedia PDF Downloads 372
15499 Versatile Variation of Fischer Indolization in Green Synthesis of Nitro Substituted Tetrahydrocarbazole

Authors: Zubi Sadiq, Ghazala Yaqub, Almas Hamid

Abstract:

We wish to report herein a very stimulating variation in Fischer indole reaction by adopting solvent and catalyst free conditions. A concise synthesis of dinitro tetrahydrocarbazole derivative 3 was introduced without the use of any accelerating agent at ambient temperature with fairly good yield. Product was fully corroborated by UV, FTIR, 1H NMR, 13C NMR, MS, and CHN analysis.

Keywords: fischer indole reaction, neutral medium, solvent free synthesis, tetrahydrocarbazole

Procedia PDF Downloads 358
15498 Existence Solutions for Three Point Boundary Value Problem for Differential Equations

Authors: Mohamed Houas, Maamar Benbachir

Abstract:

In this paper, under weak assumptions, we study the existence and uniqueness of solutions for a nonlinear fractional boundary value problem. New existence and uniqueness results are established using Banach contraction principle. Other existence results are obtained using scheafer and krasnoselskii's fixed point theorem. At the end, some illustrative examples are presented.

Keywords: caputo derivative, boundary value problem, fixed point theorem, local conditions

Procedia PDF Downloads 428
15497 Comparison Between Genetic Algorithms and Particle Swarm Optimization Optimized Proportional Integral Derirative and PSS for Single Machine Infinite System

Authors: Benalia Nadia, Zerzouri Nora, Ben Si Ali Nadia

Abstract:

Abstract: Among the many different modern heuristic optimization methods, genetic algorithms (GA) and the particle swarm optimization (PSO) technique have been attracting a lot of interest. The GA has gained popularity in academia and business mostly because to its simplicity, ability to solve highly nonlinear mixed integer optimization problems that are typical of complex engineering systems, and intuitiveness. The mechanics of the PSO methodology, a relatively recent heuristic search tool, are modeled after the swarming or cooperative behavior of biological groups. It is suitable to compare the performance of the two techniques since they both aim to solve a particular objective function but make use of distinct computing methods. In this article, PSO and GA optimization approaches are used for the parameter tuning of the power system stabilizer and Proportional integral derivative regulator. Load angle and rotor speed variations in the single machine infinite bus bar system is used to measure the performance of the suggested solution.

Keywords: SMIB, genetic algorithm, PSO, transient stability, power system stabilizer, PID

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15496 A New Approach to the Digital Implementation of Analog Controllers for a Power System Control

Authors: G. Shabib, Esam H. Abd-Elhameed, G. Magdy

Abstract:

In this paper, a comparison of discrete time PID, PSS controllers is presented through small signal stability of power system comprising of one machine connected to infinite bus system. This comparison achieved by using a new approach of discretization which converts the S-domain model of analog controllers to a Z-domain model to enhance the damping of a single machine power system. The new method utilizes the Plant Input Mapping (PIM) algorithm. The proposed algorithm is stable for any sampling rate, as well as it takes the closed loop characteristic into consideration. On the other hand, the traditional discretization methods such as Tustin’s method is produce satisfactory results only; when the sampling period is sufficiently low.

Keywords: PSS, power system stabilizer PID, proportional-integral-derivative PIM, plant input mapping

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15495 Investigation of Design Process of an Impedance Matching in the Specific Frequency for Radio Frequency Application

Authors: H. Nabaei, M. Joghataie

Abstract:

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

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15494 A Modular and Reusable Bond Graph Model of Epithelial Transport in the Proximal Convoluted Tubule

Authors: Leyla Noroozbabaee, David Nickerson

Abstract:

We introduce a modular, consistent, reusable bond graph model of the renal nephron’s proximal convoluted tubule (PCT), which can reproduce biological behaviour. In this work, we focus on ion and volume transport in the proximal convoluted tubule of the renal nephron. Modelling complex systems requires complex modelling problems to be broken down into manageable pieces. This can be enabled by developing models of subsystems that are subsequently coupled hierarchically. Because they are based on a graph structure. In the current work, we define two modular subsystems: the resistive module representing the membrane and the capacitive module representing solution compartments. Each module is analyzed based on thermodynamic processes, and all the subsystems are reintegrated into circuit theory in network thermodynamics. The epithelial transport system we introduce in the current study consists of five transport membranes and four solution compartments. Coupled dissipations in the system occur in the membrane subsystems and coupled free-energy increasing, or decreasing processes appear in solution compartment subsystems. These structural subsystems also consist of elementary thermodynamic processes: dissipations, free-energy change, and power conversions. We provide free and open access to the Python implementation to ensure our model is accessible, enabling the reader to explore the model through setting their simulations and reproducibility tests.

Keywords: Bond Graph, Epithelial Transport, Water Transport, Mathematical Modeling

Procedia PDF Downloads 87
15493 Synthesis, Computational Studies, Antioxidant and Anti-Inflammatory Bio-Evaluation of 2,5-Disubstituted- 1,3,4-Oxadiazole Derivatives

Authors: Sibghat Mansoor Rana, Muhammad Islam, Hamid Saeed, Hummera Rafique, Muhammad Majid, Muhammad Tahir Aqeel, Fariha Imtiaz, Zaman Ashraf

Abstract:

The 1,3,4-oxadiazole derivatives Ox-6a-f have been synthesized by incorporating flur- biprofen moiety with the aim to explore the potential of target molecules to decrease the oxidative stress. The title compounds Ox-6a-f were prepared by simple reactions in which a flurbiprofen –COOH group was esterified with methanol in an acid-catalyzed medium, which was then reacted with hydrazine to afford the corresponding hydrazide. The acid hydrazide was then cyclized into 1,3,4-oxadiazole-2-thiol by reacting with CS2 in the presence of KOH. The title compounds Ox-6a-f were synthesized by the reaction of an –SH group with various alkyl/aryl chlorides, which involves an S-alkylation reaction. The structures of the synthesized Ox-6a-f derivatives were ascer- tained by spectroscopic data. The in silico molecular docking was performed against target proteins cyclooxygenase-2 COX-2 (PDBID 5KIR) and cyclooxygenase-1 COX-1 (PDBID 6Y3C) to determine the binding affinity of the synthesized compounds with these structures. It has been inferred that most of the synthesized compounds bind well with an active binding site of 5KIR compared to 6Y3C, and especially compound Ox-6f showed excellent binding affinity (7.70 kcal/mol) among all synthesized compounds Ox-6a-f. The molecular dynamic (MD) simulation has also been performed to check the stability of docking complexes of ligands with COX-2 by determining their root mean square deviation and root mean square fluctuation. Little fluctuation was observed in case of Ox-6f, which forms the most stable complex with COX-2. The comprehensive antioxidant potential of the synthesized compounds has been evaluated by determining their free radical scavenging activity, including DPPH, OH, nitric oxide (NO), and iron chelation assay. The derivative Ox-6f showed promising results with 80.23% radical scavenging potential at a dose of 100 μg/mL while ascorbic acid exhibited 87.72% inhibition at the same dose. The anti-inflammatory activity of the final products has also been performed, and inflammatory markers were assayed, such as a thiobarbituric acid-reducing substance, nitric oxide, interleukin-6 (IL-6), and COX-2. The derivatives Ox-6d and Ox-6f displayed higher anti-inflammatory activity, exhibiting 70.56% and 74.16% activity, respectively. The results were compared with standard ibuprofen, which showed 84.31% activity at the same dose, 200 μg/mL. The anti-inflammatory potential has been performed by following the carrageen-induced hind paw edema model, and results showed that derivative Ox-6f exhibited 79.83% reduction in edema volume compared to standard ibuprofen, which reduced 84.31% edema volume. As dry lab and wet lab results confirm each other, it has been deduced that derivative Ox-6f may serve as the lead structure to design potent compounds to address oxidative stress.

Keywords: synthetic chemistry, pharmaceutical chemistry, oxadiazole derivatives, anti-inflammatory, anti-cancer compounds

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15492 Aeromagnetic Data Interpretation and Source Body Evaluation Using Standard Euler Deconvolution Technique in Obudu Area, Southeastern Nigeria

Authors: Chidiebere C. Agoha, Chukwuebuka N. Onwubuariri, Collins U.amasike, Tochukwu I. Mgbeojedo, Joy O. Njoku, Lawson J. Osaki, Ifeyinwa J. Ofoh, Francis B. Akiang, Dominic N. Anuforo

Abstract:

In order to interpret the airborne magnetic data and evaluate the approximate location, depth, and geometry of the magnetic sources within Obudu area using the standard Euler deconvolution method, very high-resolution aeromagnetic data over the area was acquired, processed digitally and analyzed using Oasis Montaj 8.5 software. Data analysis and enhancement techniques, including reduction to the equator, horizontal derivative, first and second vertical derivatives, upward continuation and regional-residual separation, were carried out for the purpose of detailed data Interpretation. Standard Euler deconvolution for structural indices of 0, 1, 2, and 3 was also carried out and respective maps were obtained using the Euler deconvolution algorithm. Results show that the total magnetic intensity ranges from -122.9nT to 147.0nT, regional intensity varies between -106.9nT to 137.0nT, while residual intensity ranges between -51.5nT to 44.9nT clearly indicating the masking effect of deep-seated structures over surface and shallow subsurface magnetic materials. Results also indicated that the positive residual anomalies have an NE-SW orientation, which coincides with the trend of major geologic structures in the area. Euler deconvolution for all the considered structural indices has depth to magnetic sources ranging from the surface to more than 2000m. Interpretation of the various structural indices revealed the locations and depths of the source bodies and the existence of geologic models, including sills, dykes, pipes, and spherical structures. This area is characterized by intrusive and very shallow basement materials and represents an excellent prospect for solid mineral exploration and development.

Keywords: Euler deconvolution, horizontal derivative, Obudu, structural indices

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15491 Copper Complexe Derivative of Chalcone: Synthesis, Characterization, Electrochemical Properties and XRD/Hirschfeld Surface

Authors: Salima Tabti, Amel Djedouani., Djouhra Aggoun, Ismail Warad

Abstract:

The reaction of copper (II) with 4-hydroxy-3-[(2E)-3-(1H-indol-3-yl)prop-2-enoyl]-6-methyl-2H-pyran-2-one (HL) lead to a new complexe: Cu(L)₂(DMF)₂. The crystal structure of the Cu(L)₂(DMF)₂ complex have been determined by X-ray diffraction methods. The Cu(II) lying on an inversion centre is coordinated to six oxygen atoms forming an octahedral elongated. Additionally, the electrochemical behavior of the metal complexe was investigated by cyclic voltammetry at a glassy carbon electrode (GC) in CH₃CN solution, showing the quasi-reversible redox process ascribed to the reduction of the MII/MI couple. The X-ray single crystal structure data of the complex was matched excellently with the optimized monomer structure of the desired compound; Hirschfeld surface analysis supported the packed crystal lattice 3D network intermolecular forces.

Keywords: chalcones, cyclic voltametry, X-ray, Hirschfeld surface

Procedia PDF Downloads 65
15490 Discontinuous Galerkin Method for Higher-Order Ordinary Differential Equations

Authors: Helmi Temimi

Abstract:

In this paper, we study the super-convergence properties of the discontinuous Galerkin (DG) method applied to one-dimensional mth-order ordinary differential equations without introducing auxiliary variables. We found that nth−derivative of the DG solution exhibits an optimal O (hp+1−n) convergence rates in the L2-norm when p-degree piecewise polynomials with p≥1 are used. We further found that the odd-derivatives and the even derivatives are super convergent, respectively, at the upwind and downwind endpoints.

Keywords: discontinuous, galerkin, superconvergence, higherorder, error, estimates

Procedia PDF Downloads 478
15489 Prediction of Sepsis Illness from Patients Vital Signs Using Long Short-Term Memory Network and Dynamic Analysis

Authors: Marcio Freire Cruz, Naoaki Ono, Shigehiko Kanaya, Carlos Arthur Mattos Teixeira Cavalcante

Abstract:

The systems that record patient care information, known as Electronic Medical Record (EMR) and those that monitor vital signs of patients, such as heart rate, body temperature, and blood pressure have been extremely valuable for the effectiveness of the patient’s treatment. Several kinds of research have been using data from EMRs and vital signs of patients to predict illnesses. Among them, we highlight those that intend to predict, classify, or, at least identify patterns, of sepsis illness in patients under vital signs monitoring. Sepsis is an organic dysfunction caused by a dysregulated patient's response to an infection that affects millions of people worldwide. Early detection of sepsis is expected to provide a significant improvement in its treatment. Preceding works usually combined medical, statistical, mathematical and computational models to develop detection methods for early prediction, getting higher accuracies, and using the smallest number of variables. Among other techniques, we could find researches using survival analysis, specialist systems, machine learning and deep learning that reached great results. In our research, patients are modeled as points moving each hour in an n-dimensional space where n is the number of vital signs (variables). These points can reach a sepsis target point after some time. For now, the sepsis target point was calculated using the median of all patients’ variables on the sepsis onset. From these points, we calculate for each hour the position vector, the first derivative (velocity vector) and the second derivative (acceleration vector) of the variables to evaluate their behavior. And we construct a prediction model based on a Long Short-Term Memory (LSTM) Network, including these derivatives as explanatory variables. The accuracy of the prediction 6 hours before the time of sepsis, considering only the vital signs reached 83.24% and by including the vectors position, speed, and acceleration, we obtained 94.96%. The data are being collected from Medical Information Mart for Intensive Care (MIMIC) Database, a public database that contains vital signs, laboratory test results, observations, notes, and so on, from more than 60.000 patients.

Keywords: dynamic analysis, long short-term memory, prediction, sepsis

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15488 Determination Optimum Strike Price of FX Option Call Spread with USD/IDR Volatility and Garman–Kohlhagen Model Analysis

Authors: Bangkit Adhi Nugraha, Bambang Suripto

Abstract:

On September 2016 Bank Indonesia (BI) release regulation no.18/18/PBI/2016 that permit bank clients for using the FX option call spread USD/IDR. Basically, this product is a combination between clients buy FX call option (pay premium) and sell FX call option (receive premium) to protect against currency depreciation while also capping the potential upside with cheap premium cost. BI classifies this product as a structured product. The structured product is combination at least two financial instruments, either derivative or non-derivative instruments. The call spread is the first structured product against IDR permitted by BI since 2009 as response the demand increase from Indonesia firms on FX hedging through derivative for protecting market risk their foreign currency asset or liability. The composition of hedging products on Indonesian FX market increase from 35% on 2015 to 40% on 2016, the majority on swap product (FX forward, FX swap, cross currency swap). Swap is formulated by interest rate difference of the two currency pairs. The cost of swap product is 7% for USD/IDR with one year USD/IDR volatility 13%. That cost level makes swap products seem expensive for hedging buyers. Because call spread cost (around 1.5-3%) cheaper than swap, the most Indonesian firms are using NDF FX call spread USD/IDR on offshore with outstanding amount around 10 billion USD. The cheaper cost of call spread is the main advantage for hedging buyers. The problem arises because BI regulation requires the call spread buyer doing the dynamic hedging. That means, if call spread buyer choose strike price 1 and strike price 2 and volatility USD/IDR exchange rate surpass strike price 2, then the call spread buyer must buy another call spread with strike price 1’ (strike price 1’ = strike price 2) and strike price 2’ (strike price 2’ > strike price 1‘). It could make the premium cost of call spread doubled or even more and dismiss the purpose of hedging buyer to find the cheapest hedging cost. It is very crucial for the buyer to choose best optimum strike price before entering into the transaction. To help hedging buyer find the optimum strike price and avoid expensive multiple premium cost, we observe ten years 2005-2015 historical data of USD/IDR volatility to be compared with the price movement of the call spread USD/IDR using Garman–Kohlhagen Model (as a common formula on FX option pricing). We use statistical tools to analysis data correlation, understand nature of call spread price movement over ten years, and determine factors affecting price movement. We select some range of strike price and tenor and calculate the probability of dynamic hedging to occur and how much it’s cost. We found USD/IDR currency pairs is too uncertain and make dynamic hedging riskier and more expensive. We validated this result using one year data and shown small RMS. The study result could be used to understand nature of FX call spread and determine optimum strike price for hedging plan.

Keywords: FX call spread USD/IDR, USD/IDR volatility statistical analysis, Garman–Kohlhagen Model on FX Option USD/IDR, Bank Indonesia Regulation no.18/18/PBI/2016

Procedia PDF Downloads 377
15487 Geometric Properties of Some q-Bessel Functions

Authors: İbrahim Aktaş, Árpád Baricz

Abstract:

In this paper, the radii of star likeness of the Jackson and Hahn-Exton q-Bessel functions are considered, and for each of them three different normalizations is applied. By applying Euler-Rayleigh inequalities for the first positive zeros of these functions tight lower, and upper bounds for the radii of starlikeness of these functions are obtained. The Laguerre-Pólya class of real entire functions plays an important role in this study. In particular, we obtain some new bounds for the first positive zero of the derivative of the classical Bessel function of the first kind.

Keywords: bessel function, lommel function, radius of starlikeness and convexity, Struve function

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15486 Parameter Estimation of Gumbel Distribution with Maximum-Likelihood Based on Broyden Fletcher Goldfarb Shanno Quasi-Newton

Authors: Dewi Retno Sari Saputro, Purnami Widyaningsih, Hendrika Handayani

Abstract:

Extreme data on an observation can occur due to unusual circumstances in the observation. The data can provide important information that can’t be provided by other data so that its existence needs to be further investigated. The method for obtaining extreme data is one of them using maxima block method. The distribution of extreme data sets taken with the maxima block method is called the distribution of extreme values. Distribution of extreme values is Gumbel distribution with two parameters. The parameter estimation of Gumbel distribution with maximum likelihood method (ML) is difficult to determine its exact value so that it is necessary to solve the approach. The purpose of this study was to determine the parameter estimation of Gumbel distribution with quasi-Newton BFGS method. The quasi-Newton BFGS method is a numerical method used for nonlinear function optimization without constraint so that the method can be used for parameter estimation from Gumbel distribution whose distribution function is in the form of exponential doubel function. The quasi-New BFGS method is a development of the Newton method. The Newton method uses the second derivative to calculate the parameter value changes on each iteration. Newton's method is then modified with the addition of a step length to provide a guarantee of convergence when the second derivative requires complex calculations. In the quasi-Newton BFGS method, Newton's method is modified by updating both derivatives on each iteration. The parameter estimation of the Gumbel distribution by a numerical approach using the quasi-Newton BFGS method is done by calculating the parameter values that make the distribution function maximum. In this method, we need gradient vector and hessian matrix. This research is a theory research and application by studying several journals and textbooks. The results of this study obtained the quasi-Newton BFGS algorithm and estimation of Gumbel distribution parameters. The estimation method is then applied to daily rainfall data in Purworejo District to estimate the distribution parameters. This indicates that the high rainfall that occurred in Purworejo District decreased its intensity and the range of rainfall that occurred decreased.

Keywords: parameter estimation, Gumbel distribution, maximum likelihood, broyden fletcher goldfarb shanno (BFGS)quasi newton

Procedia PDF Downloads 323
15485 Numerical Solving Method for Specific Dynamic Performance of Unstable Flight Dynamics with PD Attitude Control

Authors: M. W. Sun, Y. Zhang, L. M. Zhang, Z. H. Wang, Z. Q. Chen

Abstract:

In the realm of flight control, the Proportional- Derivative (PD) control is still widely used for the attitude control in practice, particularly for the pitch control, and the attitude dynamics using PD controller should be investigated deeply. According to the empirical knowledge about the unstable flight dynamics, the control parameter combination conditions to generate sole or finite number of closed-loop oscillations, which is a quite smooth response and is more preferred by practitioners, are presented in analytical or numerical manners. To analyze the effects of the combination conditions of the control parameters, the roots of several polynomials are sought to obtain feasible solutions. These conditions can also be plotted in a 2-D plane which makes the conditions be more explicit by using multiple interval operations. Finally, numerical examples are used to validate the proposed methods and some comparisons are also performed.

Keywords: attitude control, dynamic performance, numerical solving method, interval, unstable flight dynamics

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15484 A Study of Resin-Dye Fixation on Dyeing Properties of Cotton Fabrics Using Melamine Based Resins and a Reactive Dye

Authors: Nurudeen Ayeni, Kasali Bello, Ovi Abayeh

Abstract:

Study of the effect of dye–resin complexation on the degree of dye absorption were carried out using Procion Blue MX-R to dye cotton fabric in the presence hexamethylol melamine (MR 6) and its phosphate derivative (MPR 4) for resination. The highest degree of dye exhaustion was obtained at 400 C for 1 hour with the resinated fabric showing more affinity for the dye than the ordinary fiber. Improved fastness properties was recorded which show a relatively higher stability of dye–resin–cellulose network formed.

Keywords: cotton fabric, reactive dye, dyeing, resination

Procedia PDF Downloads 407
15483 The Implementation of Secton Method for Finding the Root of Interpolation Function

Authors: Nur Rokhman

Abstract:

A mathematical function gives relationship between the variables composing the function. Interpolation can be viewed as a process of finding mathematical function which goes through some specified points. There are many interpolation methods, namely: Lagrange method, Newton method, Spline method etc. For some specific condition, such as, big amount of interpolation points, the interpolation function can not be written explicitly. This such function consist of computational steps. The solution of equations involving the interpolation function is a problem of solution of non linear equation. Newton method will not work on the interpolation function, for the derivative of the interpolation function cannot be written explicitly. This paper shows the use of Secton method to determine the numerical solution of the function involving the interpolation function. The experiment shows the fact that Secton method works better than Newton method in finding the root of Lagrange interpolation function.

Keywords: Secton method, interpolation, non linear function, numerical solution

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15482 Electronic, Structure and Magnetic Properties of KXF3(X= Fe, Co, Mn, V) from Ab Initio Calculations

Authors: M. Ibrir, S. Berri, S. Lakel, D. Maouche And Y. Medkour

Abstract:

We have performed first-principle calculations of the structural, electronic and magnetic properties of KFeF3, KCoF3, KMnF3, KVF3, using full-potential linearized augmented plane-wave (FP-LAPW) scheme within GGA. Features such as the lattice constant, bulk modulus and its pressure derivative are reported. Also, we have presented our results of the band structure and the density of states. The magnetic moments of KFeF3, KCoF3, KMnF3, KVF3 compounds are in most came from the exchange-splitting of X-3d orbital.

Keywords: Ab initio calculations, electronic structure, magnetic materials

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15481 Effect of a Reactive Dye-Resin Complex on Dyeing Properties of Cotton Fabrics

Authors: Nurudeen Afolami Ayeni, Kasali Adewale Bello

Abstract:

Study of the effect of dye-resin complexation on the degree of dye absorption were carried out using Procion Blue MX-R to dye cotton fabric in the presence hexamethylol melamine (MR6) and its phosphate derivative (MPR4) for resination. The highest degree of dye exhaustion was obtained at 400C for 1 hour with the resinated fabric showing more affinity for the dye than the ordinary fibre. Improved fastness properties was recorded which show a relatively higher stability of dye-resin complex formed in the fibre.

Keywords: affinity, cotton, dyeing, reactive dye, resination

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15480 Antiproliferative and Apoptotic Effects of an Enantiomerically Pure β-Dipeptide Derivative through PI3K/Akt-Dependent and -Independent Pathways in Human Hormone-Refractory Prostate Cancer Cells

Authors: Mei-Ling Chan, Jin-Ming Wu, Konstantin V. Kudryavtsev, Jih-Hwa Guh

Abstract:

Prostate cancer is one of the most common malignant disease in men. KUD983 is an enantiomerically pure β-dipeptide derivative, which may have anti-cancer effects. In the present study, KUD983 exhibits powerful activity against hormone-refractory prostate cancer (HRPC) PC-3 and DU145 cells. The IC50 values of KUD983 in PC-3 and DU145 cells are 0.56±0.07M and 0.50±0.04 M respectively. KUD983 induced G1 arrest of the cell cycle and subsequent apoptosis associated with the down-regulation of several related proteins including cyclin D1, cyclin E and Cdk4, and the de-phosphorylation of RB. The protein expressions of nuclear and total c-Myc protein, which was able to regulate the expression of both cyclin D1 and cyclin E, were significantly suppressed by KUD983. Phosphoinositide 3-kinase (PI3K)/Akt/mammalian target of rapamycin (mTOR) is an important signaling pathway that influences the energy metabolism, cell cycle, proliferation, survival and apoptosis of cells, and is associated with numerous other signaling pathways. The Western Blot data revealed that KUD983 inhibited PI3K/Akt and mTOR/p70S6K/4E-BP1 pathways. The transient transfection of constitutively active myristylated Akt (myr-Akt) cDNA significantly reversed KUD983-induced caspase activation but did not abolish the suppression of mTOR/p70S6K/4E-BP1 signaling cascade indicating the presence of both Akt-dependent and -independent pathways. Moreover, KUD983-induced effect was collaborated with the down-regulation of anti-apoptotic Bcl-2 members (e.g., Bcl-2, and Mcl-1) and IAP family members (e.g., survivin). Furthermore, KUD983 induced autophagic cell death using confocal microscopic examination, investigating the level of conversion of LC3-I to LC3-II and flow cytometric detection of AVO-positive cells. Taken together, the data suggest that KUD983 is an anticancer β-dipeptide against HRPCs through the inhibition of cell proliferation and induction of apoptotic and autophagic cell death. The suppression of signaling pathways mediated by c-Myc, PI3K/Akt and mTOR/p70S6K/4E-BP1 and the collaboration with down-regulation of Mcl-1 and survivin may indicate the mechanism of KUD983 against HRPC.

Keywords: β-dipeptide, hormone-refractory prostate cancer, mTOR, PI3K/Akt

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15479 Density functional (DFT), Study of the Structural and Phase Transition of ThC and ThN: LDA vs GGA Computational

Authors: Hamza Rekab Djabri, Salah Daoud

Abstract:

The present paper deals with the computational of structural and electronic properties of ThC and ThN compounds using density functional theory within generalized-gradient (GGA) apraximation and local density approximation (LDA). We employ the full potential linear muffin-tin orbitals (FP-LMTO) as implemented in the Lmtart code. We have used to examine structure parameter in eight different structures such as in NaCl (B1), CsCl (B2), ZB (B3), NiAs (B8), PbO (B10), Wurtzite (B4) , HCP (A3) βSn (A5) structures . The equilibrium lattice parameter, bulk modulus, and its pressure derivative were presented for all calculated phases. The calculated ground state properties are in good agreement with available experimental and theoretical results.

Keywords: DFT, GGA, LDA, properties structurales, ThC, ThN

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15478 Metal (Loids) Speciation Using HPLC-ICP-MS Technique in Klodnica River, Upper Silesia, Poland

Authors: Magdalena Jabłońska-Czapla

Abstract:

The work allowed gaining knowledge about redox and speciation changes of As, Cr, and Sb ionic forms in Klodnica River water. This kind of studies never has been conducted in this region of Poland. In study optimized and validated previously HPLC-ICP-MS methods for determination of As, Sb and Cr was used. Separation step was done using high-performance liquid chromatograph equipped with ion-exchange column followed by ICP-MS spectrometer detector. Preliminary studies included determination of the total concentration of As, Sb and Cr, pH, Eh, temperature and conductivity of the water samples. The study was conducted monthly from March to August 2014, at six points on the Klodnica River. The results indicate that exceeded at acceptable concentration of total Cr and Sb was observed in Klodnica River and we should qualify Klodnica River waters below the second purity class. In Klodnica River waters dominates oxidized antimony and arsenic forms, as well as the two forms of chromium Cr(VI) and Cr(III). Studies have also shown the methyl derivative of arsenic's presence.

Keywords: antimony, arsenic, chromium, HPLC-ICP-MS, river water, speciation

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