Search results for: differential transform method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 20906

Search results for: differential transform method

20786 Screening Deformed Red Blood Cells Irradiated by Ionizing Radiations Using Windowed Fourier Transform

Authors: Dahi Ghareab Abdelsalam Ibrahim, R. H. Bakr

Abstract:

Ionizing radiation, such as gamma radiation and X-rays, has many applications in medical diagnoses and cancer treatment. In this paper, we used the windowed Fourier transform to extract the complex image of the deformed red blood cells. The real values of the complex image are used to extract the best fitting of the deformed cell boundary. Male albino rats are irradiated by γ-rays from ⁶⁰Co. The male albino rats are anesthetized with ether, and then blood samples are collected from the eye vein by heparinized capillary tubes for studying the radiation-damaging effect in-vivo by the proposed windowed Fourier transform. The peripheral blood films are prepared according to the Brown method. The peripheral blood film is photographed by using an Automatic Image Contour Analysis system (SAMICA) from ELBEK-Bildanalyse GmbH, Siegen, Germany. The SAMICA system is provided with an electronic camera connected to a computer through a built-in interface card, and the image can be magnified up to 1200 times and displayed by the computer. The images of the peripheral blood films are then analyzed by the windowed Fourier transform method to extract the precise deformation from the best fitting. Based on accurate deformation evaluation of the red blood cells, diseases can be diagnosed in their primary stages.

Keywords: windowed Fourier transform, red blood cells, phase wrapping, Image processing

Procedia PDF Downloads 85
20785 Preparation and Characterization of Cellulose Based Antimicrobial Food Packaging Materials

Authors: Memet Vezir Kahraman, Ferhat Sen

Abstract:

This study aimed to develop polyelectrolyte structured antimicrobial food packaging materials that do not contain any antimicrobial agents. Cationic hydroxyethyl cellulose was synthesized and characterized by Fourier Transform Infrared, carbon and proton Nuclear Magnetic Resonance spectroscopy. Its nitrogen content was determined by the Kjeldahl method. Polyelectrolyte structured antimicrobial food packaging materials were prepared using hydroxyethyl cellulose, cationic hydroxyethyl cellulose, and sodium alginate. Antimicrobial activity of materials was defined by inhibition zone method (disc diffusion method). Thermal stability of samples was evaluated by thermal gravimetric analysis and differential scanning calorimetry. Surface morphology of samples was investigated by scanning electron microscope. The obtained results prove that produced food packaging materials have good thermal and antimicrobial properties, and they can be used as food packaging material in many industries.

Keywords: antimicrobial food packaging, cationic hydroxyethyl cellulose, polyelectrolyte, sodium alginate

Procedia PDF Downloads 160
20784 A Study of Numerical Reaction-Diffusion Systems on Closed Surfaces

Authors: Mei-Hsiu Chi, Jyh-Yang Wu, Sheng-Gwo Chen

Abstract:

The diffusion-reaction equations are important Partial Differential Equations in mathematical biology, material science, physics, and so on. However, finding efficient numerical methods for diffusion-reaction systems on curved surfaces is still an important and difficult problem. The purpose of this paper is to present a convergent geometric method for solving the reaction-diffusion equations on closed surfaces by an O(r)-LTL configuration method. The O(r)-LTL configuration method combining the local tangential lifting technique and configuration equations is an effective method to estimate differential quantities on curved surfaces. Since estimating the Laplace-Beltrami operator is an important task for solving the reaction-diffusion equations on surfaces, we use the local tangential lifting method and a generalized finite difference method to approximate the Laplace-Beltrami operators and we solve this reaction-diffusion system on closed surfaces. Our method is not only conceptually simple, but also easy to implement.

Keywords: closed surfaces, high-order approachs, numerical solutions, reaction-diffusion systems

Procedia PDF Downloads 376
20783 The Solution of Nonlinear Partial Differential Equation for The Phenomenon of Instability in Homogeneous Porous Media by Homotopy Analysis Method

Authors: Kajal K. Patel, M. N. Mehta, T. R. Singh

Abstract:

When water is injected in oil formatted area in secondary oil recovery process the instability occurs near common interface due to viscosity difference of injected water and native oil. The governing equation gives rise to the non-linear partial differential equation and its solution has been obtained by Homotopy analysis method with appropriate guess value of the solution together with some conditions and standard relations. The solution gives the average cross-sectional area occupied by the schematic fingers during the occurs of instability phenomenon. The numerical and graphical presentation has developed by using Maple software.

Keywords: capillary pressure, homotopy analysis method, instability phenomenon, viscosity

Procedia PDF Downloads 496
20782 Equalization Algorithm for the Optical OFDM System Based on the Fractional Fourier Transform

Authors: A. Cherifi, B. Bouazza, A. O. Dahmane, B. Yagoubi

Abstract:

Transmission over Optical channels will introduce inter-symbol interference (ISI) as well as inter-channel (or inter-carrier) interference (ICI). To decrease the effects of ICI, this paper proposes equalizer for the Optical OFDM system based on the fractional Fourier transform (FrFFT). In this FrFT-OFDM system, traditional Fourier transform is replaced by fractional Fourier transform to modulate and demodulate the data symbols. The equalizer proposed consists of sampling the received signal in the different time per time symbol. Theoretical analysis and numerical simulation are discussed.

Keywords: OFDM, (FrFT) fractional fourier transform, optical OFDM, equalization algorithm

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20781 Nonlinear Static Analysis of Laminated Composite Hollow Beams with Super-Elliptic Cross-Sections

Authors: G. Akgun, I. Algul, H. Kurtaran

Abstract:

In this paper geometrically nonlinear static behavior of laminated composite hollow super-elliptic beams is investigated using generalized differential quadrature method. Super-elliptic beam can have both oval and elliptic cross-sections by adjusting parameters in super-ellipse formulation (also known as Lamé curves). Equilibrium equations of super-elliptic beam are obtained using the virtual work principle. Geometric nonlinearity is taken into account using von-Kármán nonlinear strain-displacement relations. Spatial derivatives in strains are expressed with the generalized differential quadrature method. Transverse shear effect is considered through the first-order shear deformation theory. Static equilibrium equations are solved using Newton-Raphson method. Several composite super-elliptic beam problems are solved with the proposed method. Effects of layer orientations of composite material, boundary conditions, ovality and ellipticity on bending behavior are investigated.

Keywords: generalized differential quadrature, geometric nonlinearity, laminated composite, super-elliptic cross-section

Procedia PDF Downloads 295
20780 Parameter Estimation in Dynamical Systems Based on Latent Variables

Authors: Arcady Ponosov

Abstract:

A novel mathematical approach is suggested, which facilitates a compressed representation and efficient validation of parameter-rich ordinary differential equation models describing the dynamics of complex, especially biology-related, systems and which is based on identification of the system's latent variables. In particular, an efficient parameter estimation method for the compressed non-linear dynamical systems is developed. The method is applied to the so-called 'power-law systems' being non-linear differential equations typically used in Biochemical System Theory.

Keywords: generalized law of mass action, metamodels, principal components, synergetic systems

Procedia PDF Downloads 355
20779 Endocardial Ultrasound Segmentation using Level Set method

Authors: Daoudi Abdelaziz, Mahmoudi Saïd, Chikh Mohamed Amine

Abstract:

This paper presents a fully automatic segmentation method of the left ventricle at End Systolic (ES) and End Diastolic (ED) in the ultrasound images by means of an implicit deformable model (level set) based on Geodesic Active Contour model. A pre-processing Gaussian smoothing stage is applied to the image, which is essential for a good segmentation. Before the segmentation phase, we locate automatically the area of the left ventricle by using a detection approach based on the Hough Transform method. Consequently, the result obtained is used to automate the initialization of the level set model. This initial curve (zero level set) deforms to search the Endocardial border in the image. On the other hand, quantitative evaluation was performed on a data set composed of 15 subjects with a comparison to ground truth (manual segmentation).

Keywords: level set method, transform Hough, Gaussian smoothing, left ventricle, ultrasound images.

Procedia PDF Downloads 465
20778 Vibration Imaging Method for Vibrating Objects with Translation

Authors: Kohei Shimasaki, Tomoaki Okamura, Idaku Ishii

Abstract:

We propose a vibration imaging method for high frame rate (HFR)-video-based localization of vibrating objects with large translations. When the ratio of the translation speed of a target to its vibration frequency is large, obtaining its frequency response in image intensities becomes difficult because one or no waves are observable at the same pixel. Our method can precisely localize moving objects with vibration by virtually translating multiple image sequences for pixel-level short-time Fourier transform to observe multiple waves at the same pixel. The effectiveness of the proposed method is demonstrated by analyzing several HFR videos of flying insects in real scenarios.

Keywords: HFR video analysis, pixel-level vibration source localization, short-time Fourier transform, virtual translation

Procedia PDF Downloads 108
20777 Study of Thermal and Mechanical Properties of Ethylene/1-Octene Copolymer Based Nanocomposites

Authors: Sharmila Pradhan, Ralf Lach, George Michler, Jean Mark Saiter, Rameshwar Adhikari

Abstract:

Ethylene/1-octene copolymer was modified incorporating three types of nanofillers differed in their dimensionality in order to investigate the effect of filler dimensionality on mechanical properties, for instance, tensile strength, microhardness etc. The samples were prepared by melt mixing followed by compression moldings. The microstructure of the novel material was characterized by Fourier transform infrared spectroscopy (FTIR), X-ray diffraction (XRD) method and Transmission electron microscopy (TEM). Other important properties such as melting, crystallizing and thermal stability were also investigated via differential scanning calorimetry (DSC) and Thermogravimetry analysis (TGA). The FTIR and XRD results showed that the composites were formed by physical mixing. The TEM result supported the homogeneous dispersion of nanofillers in the matrix. The mechanical characterization performed by tensile testing showed that the composites with 1D nanofiller effectively reinforced the polymer. TGA results revealed that the thermal stability of pure EOC is marginally improved by the addition of nanofillers. Likewise, melting and crystallizing properties of the composites are not much different from that of pure.

Keywords: copolymer, differential scanning calorimetry, nanofiller, tensile strength

Procedia PDF Downloads 247
20776 A Mathematical Study of Magnetic Field, Heat Transfer and Brownian Motion of Nanofluid over a Nonlinear Stretching Sheet

Authors: Madhu Aneja, Sapna Sharma

Abstract:

Thermal conductivity of ordinary heat transfer fluids is not adequate to meet today’s cooling rate requirements. Nanoparticles have been shown to increase the thermal conductivity and convective heat transfer to the base fluids. One of the possible mechanisms for anomalous increase in the thermal conductivity of nanofluids is the Brownian motions of the nanoparticles in the basefluid. In this paper, the natural convection of incompressible nanofluid over a nonlinear stretching sheet in the presence of magnetic field is studied. The flow and heat transfer induced by stretching sheets is important in the study of extrusion processes and is a subject of considerable interest in the contemporary literature. Appropriate similarity variables are used to transform the governing nonlinear partial differential equations to a system of nonlinear ordinary (similarity) differential equations. For computational purpose, Finite Element Method is used. The effective thermal conductivity and viscosity of nanofluid are calculated by KKL (Koo – Klienstreuer – Li) correlation. In this model effect of Brownian motion on thermal conductivity is considered. The effect of important parameter i.e. nonlinear parameter, volume fraction, Hartmann number, heat source parameter is studied on velocity and temperature. Skin friction and heat transfer coefficients are also calculated for concerned parameters.

Keywords: Brownian motion, convection, finite element method, magnetic field, nanofluid, stretching sheet

Procedia PDF Downloads 218
20775 An Accurate Computation of 2D Zernike Moments via Fast Fourier Transform

Authors: Mohammed S. Al-Rawi, J. Bastos, J. Rodriguez

Abstract:

Object detection and object recognition are essential components of every computer vision system. Despite the high computational complexity and other problems related to numerical stability and accuracy, Zernike moments of 2D images (ZMs) have shown resilience when used in object recognition and have been used in various image analysis applications. In this work, we propose a novel method for computing ZMs via Fast Fourier Transform (FFT). Notably, this is the first algorithm that can generate ZMs up to extremely high orders accurately, e.g., it can be used to generate ZMs for orders up to 1000 or even higher. Furthermore, the proposed method is also simpler and faster than the other methods due to the availability of FFT software and/or hardware. The accuracies and numerical stability of ZMs computed via FFT have been confirmed using the orthogonality property. We also introduce normalizing ZMs with Neumann factor when the image is embedded in a larger grid, and color image reconstruction based on RGB normalization of the reconstructed images. Astonishingly, higher-order image reconstruction experiments show that the proposed methods are superior, both quantitatively and subjectively, compared to the q-recursive method.

Keywords: Chebyshev polynomial, fourier transform, fast algorithms, image recognition, pseudo Zernike moments, Zernike moments

Procedia PDF Downloads 265
20774 Sufficient Conditions for Exponential Stability of Stochastic Differential Equations with Non Trivial Solutions

Authors: Fakhreddin Abedi, Wah June Leong

Abstract:

Exponential stability of stochastic differential equations with non trivial solutions is provided in terms of Lyapunov functions. The main result of this paper establishes that, under certain hypotheses for the dynamics f(.) and g(.), practical exponential stability in probability at the small neighborhood of the origin is equivalent to the existence of an appropriate Lyapunov function. Indeed, we establish exponential stability of stochastic differential equation when almost all the state trajectories are bounded and approach a sufficiently small neighborhood of the origin. We derive sufficient conditions for exponential stability of stochastic differential equations. Finally, we give a numerical example illustrating our results.

Keywords: exponential stability in probability, stochastic differential equations, Lyapunov technique, Ito's formula

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20773 Quintic Spline Method for Variable Coefficient Fourth-Order Parabolic Partial Differential Equations

Authors: Reza Mohammadi, Mahdieh Sahebi

Abstract:

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

Procedia PDF Downloads 366
20772 Color Image Compression/Encryption/Contour Extraction using 3L-DWT and SSPCE Method

Authors: Ali A. Ukasha, Majdi F. Elbireki, Mohammad F. Abdullah

Abstract:

Data security needed in data transmission, storage, and communication to ensure the security. This paper is divided into two parts. This work interests with the color image which is decomposed into red, green and blue channels. The blue and green channels are compressed using 3-levels discrete wavelet transform. The Arnold transform uses to changes the locations of red image channel pixels as image scrambling process. Then all these channels are encrypted separately using the key image that has same original size and are generating using private keys and modulo operations. Performing the X-OR and modulo operations between the encrypted channels images for image pixel values change purpose. The extracted contours from color images recovery can be obtained with accepted level of distortion using single step parallel contour extraction (SSPCE) method. Experiments have demonstrated that proposed algorithm can fully encrypt 2D Color images and completely reconstructed without any distortion. Also shown that the analyzed algorithm has extremely large security against some attacks like salt and pepper and Jpeg compression. Its proof that the color images can be protected with a higher security level. The presented method has easy hardware implementation and suitable for multimedia protection in real time applications such as wireless networks and mobile phone services.

Keywords: SSPCE method, image compression and salt and peppers attacks, bitplanes decomposition, Arnold transform, color image, wavelet transform, lossless image encryption

Procedia PDF Downloads 518
20771 Solving Stochastic Eigenvalue Problem of Wick Type

Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

Abstract:

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

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

Procedia PDF Downloads 358
20770 Analysis of Nonlinear and Non-Stationary Signal to Extract the Features Using Hilbert Huang Transform

Authors: A. N. Paithane, D. S. Bormane, S. D. Shirbahadurkar

Abstract:

It has been seen that emotion recognition is an important research topic in the field of Human and computer interface. A novel technique for Feature Extraction (FE) has been presented here, further a new method has been used for human emotion recognition which is based on HHT method. This method is feasible for analyzing the nonlinear and non-stationary signals. Each signal has been decomposed into the IMF using the EMD. These functions are used to extract the features using fission and fusion process. The decomposition technique which we adopt is a new technique for adaptively decomposing signals. In this perspective, we have reported here potential usefulness of EMD based techniques.We evaluated the algorithm on Augsburg University Database; the manually annotated database.

Keywords: intrinsic mode function (IMF), Hilbert-Huang transform (HHT), empirical mode decomposition (EMD), emotion detection, electrocardiogram (ECG)

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20769 Flow over an Exponentially Stretching Sheet with Hall and Cross-Diffusion Effects

Authors: Srinivasacharya Darbhasayanam, Jagadeeshwar Pashikanti

Abstract:

This paper analyzes the Soret and Dufour effects on mixed convection flow, heat and mass transfer from an exponentially stretching surface in a viscous fluid with Hall Effect. The governing partial differential equations are transformed into ordinary differential equations using similarity transformations. The nonlinear coupled ordinary differential equations are reduced to a system of linear differential equations using the successive linearization method and then solved the resulting linear system using the Chebyshev pseudo spectral method. The numerical results for the velocity components, temperature and concentration are presented graphically. The obtained results are compared with the previously published results, and are found to be in excellent agreement. It is observed from the present analysis that the primary and secondary velocities and concentration are found to be increasing, and temperature is decreasing with the increase in the values of the Soret parameter. An increase in the Dufour parameter increases both the primary and secondary velocities and temperature and decreases the concentration.

Keywords: Exponentially stretching sheet, Hall current, Heat and Mass transfer, Soret and Dufour Effects

Procedia PDF Downloads 213
20768 Image Compression Based on Regression SVM and Biorthogonal Wavelets

Authors: Zikiou Nadia, Lahdir Mourad, Ameur Soltane

Abstract:

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

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

Procedia PDF Downloads 382
20767 Modelling Structural Breaks in Stock Price Time Series Using Stochastic Differential Equations

Authors: Daniil Karzanov

Abstract:

This paper studies the effect of quarterly earnings reports on the stock price. The profitability of the stock is modeled by geometric Brownian diffusion and the Constant Elasticity of Variance model. We fit several variations of stochastic differential equations to the pre-and after-report period using the Maximum Likelihood Estimation and Grid Search of parameters method. By examining the change in the model parameters after reports’ publication, the study reveals that the reports have enough evidence to be a structural breakpoint, meaning that all the forecast models exploited are not applicable for forecasting and should be refitted shortly.

Keywords: stock market, earnings reports, financial time series, structural breaks, stochastic differential equations

Procedia PDF Downloads 205
20766 11-Round Impossible Differential Attack on Midori64

Authors: Zhan Chen, Wenquan Bi

Abstract:

This paper focuses on examining the strength of Midori against impossible differential attack. The Midori family of light weight block cipher orienting to energy-efficiency is proposed in ASIACRYPT2015. Using a 6-round property, the authors implement an 11-round impossible differential attack on Midori64 by extending two rounds on the top and three rounds on the bottom. There is enough key space to consider pre-whitening keys in this attack. An impossible differential path that minimises the key bits involved is used to reduce computational complexity. Several additional observations such as partial abort technique are used to further reduce data and time complexities. This attack has data complexity of 2 ⁶⁹·² chosen plaintexts, requires 2 ¹⁴·⁵⁸ blocks of memory and 2 ⁹⁴·⁷ 11- round Midori64 encryptions.

Keywords: cryptanalysis, impossible differential, light weight block cipher, Midori

Procedia PDF Downloads 276
20765 Low Temperature PVP Capping Agent Synthesis of ZnO Nanoparticles by a Simple Chemical Precipitation Method and Their Properties

Authors: V. P. Muhamed Shajudheen, K. Viswanathan, K. Anitha Rani, A. Uma Maheswari, S. Saravana Kumar

Abstract:

We are reporting a simple and low-cost chemical precipitation method adopted to prepare zinc oxide nanoparticles (ZnO) using polyvinyl pyrrolidone (PVP) as a capping agent. The Differential Scanning Calorimetry (DSC) and Thermo Gravimetric Analysis (TGA) was applied on the dried gel sample to record the phase transformation temperature of zinc hydroxide Zn(OH)2 to zinc oxide (ZnO) to obtain the annealing temperature of 800C. The thermal, structure, morphology and optical properties have been employed by different techniques such as DSC-TGA, X-Ray Diffraction (XRD), Fourier Transform Infra-Red spectroscopy (FTIR), Micro Raman spectroscopy, UV-Visible absorption spectroscopy (UV-Vis), Photoluminescence spectroscopy (PL) and Field Effect Scanning Electron Microscopy (FESEM). X-ray diffraction results confirmed the wurtzite hexagonal structure of ZnO nanoparticles. The two intensive peaks at 160 and 432 cm-1 in the Raman Spectrum are mainly attributed to the first order modes of the wurtzite ZnO nanoparticles. The energy band gap obtained from the UV-Vis absorption spectra, shows a blue shift, which is attributed to increase in carrier concentration (Burstein Moss Effect). Photoluminescence studies of the single crystalline ZnO nanoparticles, show a strong peak centered at 385 nm, corresponding to the near band edge emission in ultraviolet range. The mixed shape of grapes, sphere, hexagonal and rock like structure has been noticed in FESEM. The results showed that PVP is a suitable capping agent for the preparation of ZnO nanoparticles by simple chemical precipitation method.

Keywords: ZnO nanoparticles, simple chemical precipitation route, mixed shape morphology, UV-visible absorption, photoluminescence, Fourier transform infra-Red spectroscopy

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20764 Optimum Design of Dual-Purpose Outriggers in Tall Buildings

Authors: Jiwon Park, Jihae Hur, Kukjae Kim, Hansoo Kim

Abstract:

In this study, outriggers, which are horizontal structures connecting a building core to distant columns to increase the lateral stiffness of a tall building, are used to reduce differential axial shortening in a tall building. Therefore, the outriggers in tall buildings are used to serve the dual purposes of reducing the lateral displacement and reducing the differential axial shortening. Since the location of the outrigger greatly affects the effectiveness of the outrigger in terms of the lateral displacement at the top of the tall building and the maximum differential axial shortening, the optimum locations of the dual-purpose outriggers can be determined by an optimization method. Because the floors where the outriggers are installed are given as integer numbers, the conventional gradient-based optimization methods cannot be directly used. In this study, a piecewise quadratic interpolation method is used to resolve the integrality requirement posed by the optimum locations of the dual-purpose outriggers. The optimal solutions for the dual-purpose outriggers are searched by linear scalarization which is a popular method for multi-objective optimization problems. It was found that increasing the number of outriggers reduced the maximum lateral displacement and the maximum differential axial shortening. It was also noted that the optimum locations for reducing the lateral displacement and reducing the differential axial shortening were different. Acknowledgment: This research was supported by Basic Science Research Program through the National Research Foundation of Korea(NRF) funded by the Ministry of Science and ICT (NRF-2017R1A2B4010043) and financially supported by Korea Ministry of Land, Infrastructure and Transport(MOLIT) as U-City Master and Doctor Course Grant Program.

Keywords: concrete structure, optimization, outrigger, tall building

Procedia PDF Downloads 177
20763 Stability and Boundedness Theorems of Solutions of Certain Systems of Differential Equations

Authors: Adetunji A. Adeyanju., Mathew O. Omeike, Johnson O. Adeniran, Biodun S. Badmus

Abstract:

In this paper, we discuss certain conditions for uniform asymptotic stability and uniform ultimate boundedness of solutions to some systems of Aizermann-type of differential equations by means of second method of Lyapunov. In achieving our goal, some Lyapunov functions are constructed to serve as basic tools. The stability results in this paper, extend some stability results for some Aizermann-type of differential equations found in literature. Also, we prove some results on uniform boundedness and uniform ultimate boundedness of solutions of systems of equations study.

Keywords: Aizermann, boundedness, first order, Lyapunov function, stability

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20762 Pricing European Continuous-Installment Options under Regime-Switching Models

Authors: Saghar Heidari

Abstract:

In this paper, we study the valuation problem of European continuous-installment options under Markov-modulated models with a partial differential equation approach. Due to the opportunity for continuing or stopping to pay installments, the valuation problem under regime-switching models can be formulated as coupled partial differential equations (CPDE) with free boundary features. To value the installment options, we express the truncated CPDE as a linear complementarity problem (LCP), then a finite element method is proposed to solve the resulted variational inequality. Under some appropriate assumptions, we establish the stability of the method and illustrate some numerical results to examine the rate of convergence and accuracy of the proposed method for the pricing problem under the regime-switching model.

Keywords: continuous-installment option, European option, regime-switching model, finite element method

Procedia PDF Downloads 137
20761 On the PTC Thermistor Model with a Hyperbolic Tangent Electrical Conductivity

Authors: M. O. Durojaye, J. T. Agee

Abstract:

This paper is on the one-dimensional, positive temperature coefficient (PTC) thermistor model with a hyperbolic tangent function approximation for the electrical conductivity. The method of asymptotic expansion was adopted to obtain the steady state solution and the unsteady-state response was obtained using the method of lines (MOL) which is a well-established numerical technique. The approach is to reduce the partial differential equation to a vector system of ordinary differential equations and solve numerically. Our analysis shows that the hyperbolic tangent approximation introduced is well suitable for the electrical conductivity. Numerical solutions obtained also exhibit correct physical characteristics of the thermistor and are in good agreement with the exact steady state solutions.

Keywords: electrical conductivity, hyperbolic tangent function, PTC thermistor, method of lines

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20760 Classifications of Sleep Apnea (Obstructive, Central, Mixed) and Hypopnea Events Using Wavelet Packet Transform and Support Vector Machines (VSM)

Authors: Benghenia Hadj Abd El Kader

Abstract:

Sleep apnea events as obstructive, central, mixed or hypopnea are characterized by frequent breathing cessations or reduction in upper airflow during sleep. An advanced method for analyzing the patterning of biomedical signals to recognize obstructive sleep apnea and hypopnea is presented. In the aim to extract characteristic parameters, which will be used for classifying the above stated (obstructive, central, mixed) sleep apnea and hypopnea, the proposed method is based first on the analysis of polysomnography signals such as electrocardiogram signal (ECG) and electromyogram (EMG), then classification of the (obstructive, central, mixed) sleep apnea and hypopnea. The analysis is carried out using the wavelet transform technique in order to extract characteristic parameters whereas classification is carried out by applying the SVM (support vector machine) technique. The obtained results show good recognition rates using characteristic parameters.

Keywords: obstructive, central, mixed, sleep apnea, hypopnea, ECG, EMG, wavelet transform, SVM classifier

Procedia PDF Downloads 371
20759 Thermal Radiation and Chemical Reaction Effects on MHD Casson Fluid Past a Permeable Stretching Sheet in a Porous Medium

Authors: Y. Sunita Rani, Y. Hari Krishna, M. V. Ramana Murthy, K. Sudhaker Reddy

Abstract:

This article studied effects of radiation and chemical reaction on MHD casson fluoid flow past a Permeable Stretching Sheet in a Porous Medium. Suitable transformations are considered to transform the governing partial differential equations as ordinary ones and then solved by the numerical procedures like Runge- Kutta – Fehlberg shooting technique method. The effects of various governing parameters, on the velocity, temperature and concentration are displayed through graphs and discussed numerically.

Keywords: MHD, Casson fluid, porous medium, permeable stretching sheet

Procedia PDF Downloads 126
20758 Analytical Solutions of Time Space Fractional, Advection-Dispersion and Whitham-Broer-Kaup Equations

Authors: Muhammad Danish Khan, Imran Naeem, Mudassar Imran

Abstract:

In this article, we study time-space Fractional Advection-Dispersion (FADE) equation and time-space Fractional Whitham-Broer-Kaup (FWBK) equation that have a significant role in hydrology. We introduce suitable transformations to convert fractional order derivatives to integer order derivatives and as a result these equations transform into Partial Differential Equations (PDEs). Then the Lie symmetries and corresponding optimal systems of the resulting PDEs are derived. The symmetry reductions and exact independent solutions based on optimal system are investigated which constitute the exact solutions of original fractional differential equations.

Keywords: modified Riemann-Liouville fractional derivative, lie-symmetries, optimal system, invariant solutions

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20757 A Nonlinear Parabolic Partial Differential Equation Model for Image Enhancement

Authors: Tudor Barbu

Abstract:

We present a robust nonlinear parabolic partial differential equation (PDE)-based denoising scheme in this article. Our approach is based on a second-order anisotropic diffusion model that is described first. Then, a consistent and explicit numerical approximation algorithm is constructed for this continuous model by using the finite-difference method. Finally, our restoration experiments and method comparison, which prove the effectiveness of this proposed technique, are discussed in this paper.

Keywords: anisotropic diffusion, finite differences, image denoising and restoration, nonlinear PDE model, anisotropic diffusion, numerical approximation schemes

Procedia PDF Downloads 312