Search results for: discrete fractional Laplacian
811 Approximation of the Time Series by Fractal Brownian Motion
Authors: Valeria Bondarenko
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In this paper, we propose two problems related to fractal Brownian motion. First problem is simultaneous estimation of two parameters, Hurst exponent and the volatility, that describe this random process. Numerical tests for the simulated fBm provided an efficient method. Second problem is approximation of the increments of the observed time series by a power function by increments from the fractional Brownian motion. Approximation and estimation are shown on the example of real data, daily deposit interest rates.Keywords: fractional Brownian motion, Gausssian processes, approximation, time series, estimation of properties of the model
Procedia PDF Downloads 377810 Effects of the Fractional Order on Nanoparticles in Blood Flow through the Stenosed Artery
Authors: Mohammed Abdulhameed, Sagir M. Abdullahi
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In this paper, based on the applications of nanoparticle, the blood flow along with nanoparticles through stenosed artery is studied. The blood is acted by periodic body acceleration, an oscillating pressure gradient and an external magnetic field. The mathematical formulation is based on Caputo-Fabrizio fractional derivative without singular kernel. The model of ordinary blood, corresponding to time-derivatives of integer order, is obtained as a limiting case. Analytical solutions of the blood velocity and temperature distribution are obtained by means of the Hankel and Laplace transforms. Effects of the order of Caputo-Fabrizio time-fractional derivatives and three different nanoparticles i.e. Fe3O4, TiO4 and Cu are studied. The results highlights that, models with fractional derivatives bring significant differences compared to the ordinary model. It is observed that the addition of Fe3O4 nanoparticle reduced the resistance impedance of the blood flow and temperature distribution through bell shape stenosed arteries as compared to TiO4 and Cu nanoparticles. On entering in the stenosed area, blood temperature increases slightly, but, increases considerably and reaches its maximum value in the stenosis throat. The shears stress has variation from a constant in the area without stenosis and higher in the layers located far to the longitudinal axis of the artery. This fact can be an important for some clinical applications in therapeutic procedures.Keywords: nanoparticles, blood flow, stenosed artery, mathematical models
Procedia PDF Downloads 267809 Discretization of Cuckoo Optimization Algorithm for Solving Quadratic Assignment Problems
Authors: Elham Kazemi
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Quadratic Assignment Problem (QAP) is one the combinatorial optimization problems about which research has been done in many companies for allocating some facilities to some locations. The issue of particular importance in this process is the costs of this allocation and the attempt in this problem is to minimize this group of costs. Since the QAP’s are from NP-hard problem, they cannot be solved by exact solution methods. Cuckoo Optimization Algorithm is a Meta-heuristicmethod which has higher capability to find the global optimal points. It is an algorithm which is basically raised to search a continuous space. The Quadratic Assignment Problem is the issue which can be solved in the discrete space, thus the standard arithmetic operators of Cuckoo Optimization Algorithm need to be redefined on the discrete space in order to apply the Cuckoo Optimization Algorithm on the discrete searching space. This paper represents the way of discretizing the Cuckoo optimization algorithm for solving the quadratic assignment problem.Keywords: Quadratic Assignment Problem (QAP), Discrete Cuckoo Optimization Algorithm (DCOA), meta-heuristic algorithms, optimization algorithms
Procedia PDF Downloads 517808 Failure Simulation of Small-scale Walls with Chases Using the Lattic Discrete Element Method
Authors: Karina C. Azzolin, Luis E. Kosteski, Alisson S. Milani, Raquel C. Zydeck
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This work aims to represent Numerically tests experimentally developed in reduced scale walls with horizontal and inclined cuts by using the Lattice Discrete Element Method (LDEM) implemented On de Abaqus/explicit environment. The cuts were performed with depths of 20%, 30%, and 50% On the walls subjected to centered and eccentric loading. The parameters used to evaluate the numerical model are its strength, the failure mode, and the in-plane and out-of-plane displacements.Keywords: structural masonry, wall chases, small scale, numerical model, lattice discrete element method
Procedia PDF Downloads 178807 A Study of General Attacks on Elliptic Curve Discrete Logarithm Problem over Prime Field and Binary Field
Authors: Tun Myat Aung, Ni Ni Hla
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This paper begins by describing basic properties of finite field and elliptic curve cryptography over prime field and binary field. Then we discuss the discrete logarithm problem for elliptic curves and its properties. We study the general common attacks on elliptic curve discrete logarithm problem such as the Baby Step, Giant Step method, Pollard’s rho method and Pohlig-Hellman method, and describe in detail experiments of these attacks over prime field and binary field. The paper finishes by describing expected running time of the attacks and suggesting strong elliptic curves that are not susceptible to these attacks.cKeywords: discrete logarithm problem, general attacks, elliptic curve, prime field, binary field
Procedia PDF Downloads 235806 Fractional-Order Modeling of GaN High Electron Mobility Transistors for Switching Applications
Authors: Anwar H. Jarndal, Ahmed S. Elwakil
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In this paper, a fraction-order model for pad parasitic effect of GaN HEMT on Si substrate is developed and validated. Open de-embedding structure is used to characterize and de-embed substrate loading parasitic effects. Unbiased device measurements are implemented to extract parasitic inductances and resistances. The model shows very good simulation for S-parameter measurements under different bias conditions. It has been found that this approach can improve the simulation of intrinsic part of the transistor, which is very important for small- and large-signal modeling process.Keywords: fractional-order modeling, GaNHEMT, si-substrate, open de-embedding structure
Procedia PDF Downloads 356805 Numerical Solution of Integral Equations by Using Discrete GHM Multiwavelet
Authors: Archit Yajnik, Rustam Ali
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In this paper, numerical method based on discrete GHM multiwavelets is presented for solving the Fredholm integral equations of second kind. There is hardly any article available in the literature in which the integral equations are numerically solved using discrete GHM multiwavelet. A number of examples are demonstrated to justify the applicability of the method. In GHM multiwavelets, the values of scaling and wavelet functions are calculated only at t = 0, 0.5 and 1. The numerical solution obtained by the present approach is compared with the traditional Quadrature method. It is observed that the present approach is more accurate and computationally efficient as compared to quadrature method.Keywords: GHM multiwavelet, fredholm integral equations, quadrature method, function approximation
Procedia PDF Downloads 462804 An Efficient Discrete Chaos in Generalized Logistic Maps with Applications in Image Encryption
Authors: Ashish Ashish
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In the last few decades, the discrete chaos of difference equations has gained a massive attention of academicians and scholars due to its tremendous applications in each and every branch of science, such as cryptography, traffic control models, secure communications, weather forecasting, and engineering. In this article, a generalized logistic discrete map is established and discrete chaos is reported through period doubling bifurcation, period three orbit and Lyapunov exponent. It is interesting to see that the generalized logistic map exhibits superior chaos due to the presence of an extra degree of freedom of an ordered parameter. The period doubling bifurcation and Lyapunov exponent are demonstrated for some particular values of parameter and the discrete chaos is determined in the sense of Devaney's definition of chaos theoretically as well as numerically. Moreover, the study discusses an extended chaos based image encryption and decryption scheme in cryptography using this novel system. Surprisingly, a larger key space for coding and more sensitive dependence on initial conditions are examined for encryption and decryption of text messages, images and videos which secure the system strongly from external cyber attacks, coding attacks, statistic attacks and differential attacks.Keywords: chaos, period-doubling, logistic map, Lyapunov exponent, image encryption
Procedia PDF Downloads 155803 A Robust Hybrid Blind Digital Image Watermarking System Using Discrete Wavelet Transform and Contourlet Transform
Authors: Nidal F. Shilbayeh, Belal AbuHaija, Zainab N. Al-Qudsy
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In this paper, a hybrid blind digital watermarking system using Discrete Wavelet Transform (DWT) and Contourlet Transform (CT) has been implemented and tested. The implemented combined digital watermarking system has been tested against five common types of image attacks. The performance evaluation shows improved results in terms of imperceptibility, robustness, and high tolerance against these attacks; accordingly, the system is very effective and applicable.Keywords: discrete wavelet transform (DWT), contourlet transform (CT), digital image watermarking, copyright protection, geometric attack
Procedia PDF Downloads 396802 Pure and Mixed Nash Equilibria Domain of a Discrete Game Model with Dichotomous Strategy Space
Authors: A. S. Mousa, F. Shoman
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We present a discrete game theoretical model with homogeneous individuals who make simultaneous decisions. In this model the strategy space of all individuals is a discrete and dichotomous set which consists of two strategies. We fully characterize the coherent, split and mixed strategies that form Nash equilibria and we determine the corresponding Nash domains for all individuals. We find all strategic thresholds in which individuals can change their mind if small perturbations in the parameters of the model occurs.Keywords: coherent strategy, split strategy, pure strategy, mixed strategy, Nash equilibrium, game theory
Procedia PDF Downloads 149801 Application of the Micropolar Beam Theory for the Construction of the Discrete-Continual Model of Carbon Nanotubes
Authors: Samvel H. Sargsyan
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Together with the study of electron-optical properties of nanostructures and proceeding from experiment-based data, the study of the mechanical properties of nanostructures has become quite actual. For the study of the mechanical properties of fullerene, carbon nanotubes, graphene and other nanostructures one of the crucial issues is the construction of their adequate mathematical models. Among all mathematical models of graphene or carbon nano-tubes, this so-called discrete-continuous model is specifically important. It substitutes the interactions between atoms by elastic beams or springs. The present paper demonstrates the construction of the discrete-continual beam model for carbon nanotubes or graphene, where the micropolar beam model based on the theory of moment elasticity is accepted. With the account of the energy balance principle, the elastic moment constants for the beam model, expressed by the physical and geometrical parameters of carbon nanotube or graphene, are determined. By switching from discrete-continual beam model to the continual, the models of micropolar elastic cylindrical shell and micropolar elastic plate are confirmed as continual models for carbon nanotube and graphene respectively.Keywords: carbon nanotube, discrete-continual, elastic, graphene, micropolar, plate, shell
Procedia PDF Downloads 160800 Discrete Element Modeling on Bearing Capacity Problems
Authors: N. Li, Y. M. Cheng
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In this paper, the classical bearing capacity problem is re-considered from discrete element analysis. In the discrete element approach, the bearing capacity problem is considered from the elastic stage to plastic stage to rupture stage (large displacement). The bearing capacity failure mechanism of a strip footing on soil is investigated, and the influence of micro-parameters on the bearing capacity of soil is also observed. It is found that the distinct element method (DEM) gives very good visualized results, and basically coincides well with that derived by the classical methods.Keywords: bearing capacity, distinct element method, failure mechanism, large displacement
Procedia PDF Downloads 366799 Chebyshev Wavelets and Applications
Authors: Emanuel Guariglia
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In this paper we deal with Chebyshev wavelets. We analyze their properties computing their Fourier transform. Moreover, we discuss the differential properties of Chebyshev wavelets due the connection coefficients. The differential properties of Chebyshev wavelets, expressed by the connection coefficients (also called refinable integrals), are given by finite series in terms of the Kronecker delta. Moreover, we treat the p-order derivative of Chebyshev wavelets and compute its Fourier transform. Finally, we expand the mother wavelet in Taylor series with an application both in fractional calculus and fractal geometry.Keywords: Chebyshev wavelets, Fourier transform, connection coefficients, Taylor series, local fractional derivative, Cantor set
Procedia PDF Downloads 123798 Exact Solutions of Discrete Sine-Gordon Equation
Authors: Chao-Qing Dai
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Two families of exact travelling solutions for the discrete sine-Gordon equation are constructed based on the variable-coefficient Jacobian elliptic function method and different transformations. When the modulus of Jacobian elliptic function solutions tends to 1, soliton solutions can be obtained. Some soliton solutions degenerate into the known solutions in literatures. Moreover, dynamical properties of exact solutions are investigated. Our analysis and results may have potential values for certain applications in modern nonlinear science and textile engineering.Keywords: exact solutions, variable-coefficient Jacobian elliptic function method, discrete sine-Gordon equation, dynamical behaviors
Procedia PDF Downloads 420797 Assessing the Use of Fractional Radiofrequency for the Improvement of Skin Texture in Asian Patients
Authors: Mandy W. M. Chan, Samantha Y. N. Shek, Chi K. Yeung, Taro Kono, Henry H. L. Chan
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Fractional radiofrequency devices have shown to improve skin texture such as smoothness, rhytides, brightness as well as atrophic acne scars by increasing dermal thickness, dermal collagen content and dermal fibrillin content. The objective of the study is to assess the efficacy and adverse effects of this device on Asian patients with skin textural changes. In this study, 20 Chinese patients (ranging from 21-60 years old) with irregularities of skin texture, rhytides and acne scars were recruited. Patients received six treatments at 2-4 week intervals. Treatment was initiated with maximum energy tolerated and was adjustable during treatment if patients felt excessive discomfort. A total of two passes were delivered at each session. Physician assessment and standardized photographs were taken at baseline, all treatment visits and at one, two, and six month after final treatment. As a result, 17 patients were recruited and completed the study according to the study protocol. One patient withdrew after the first treatment due to reaction to local anesthesia and two patients were lost to follow-up. At six months follow-up, 71% of the patients were satisfied and 24% were very satisfied, while treatment physician reported various degrees of improvement based on the global assessment scale in 60% of the subjects. Anticipated side effects including erythema, edema, pinpoint bleeding, scabs formation and flare of acne were recorded, but there were no serious adverse effects noted. Conclude up, the use of fractional radiofrequency improves skin texture and appears to be safe in Asian patients. No long-term serious adverse effect was noted.Keywords: Asian, fractional radiogrequency, skin, texture
Procedia PDF Downloads 146796 Fractional Residue Number System
Authors: Parisa Khoshvaght, Mehdi Hosseinzadeh
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During the past few years, the Residue Number System (RNS) has been receiving considerable interest due to its parallel and fault-tolerant properties. This system is a useful tool for Digital Signal Processing (DSP) since it can support parallel, carry-free, high-speed and low power arithmetic. One of the drawbacks of Residue Number System is the fractional numbers, that is, the corresponding circuit is very hard to realize in conventional CMOS technology. In this paper, we propose a method in which the numbers of transistors are significantly reduced. The related delay is extremely diminished, in the first glance we use this method to solve concerning problem of one decimal functional number some how this proposition can be extended to generalize the idea. Another advantage of this method is the independency on the kind of moduli.Keywords: computer arithmetic, residue number system, number system, one-Hot, VLSI
Procedia PDF Downloads 495795 Existence of Minimal and Maximal Mild Solutions for Non-Local in Time Subdiffusion Equations of Neutral Type
Authors: Jorge Gonzalez-Camus
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In this work is proved the existence of at least one minimal and maximal mild solutions to the Cauchy problem, for fractional evolution equation of neutral type, involving a general kernel. An operator A generating a resolvent family and integral resolvent family on a Banach space X and a kernel belonging to a large class appears in the equation, which covers many relevant cases from physics applications, in particular, the important case of time - fractional evolution equations of neutral type. The main tool used in this work was the Kuratowski measure of noncompactness and fixed point theorems, specifically Darbo-type, and an iterative method of lower and upper solutions, based in an order in X induced by a normal cone P. Initially, the equation is a Cauchy problem, involving a fractional derivate in Caputo sense. Then, is formulated the equivalent integral version, and defining a convenient functional, using the theory of resolvent families, and verifying the hypothesis of the fixed point theorem of Darbo type, give us the existence of mild solution for the initial problem. Furthermore, the existence of minimal and maximal mild solutions was proved through in an iterative method of lower and upper solutions, using the Azcoli-Arzela Theorem, and the Gronwall’s inequality. Finally, we recovered the case derivate in Caputo sense.Keywords: fractional evolution equations, Volterra integral equations, minimal and maximal mild solutions, neutral type equations, non-local in time equations
Procedia PDF Downloads 178794 Secure Image Encryption via Enhanced Fractional Order Chaotic Map
Authors: Ismail Haddad, Djamel Herbadji, Aissa Belmeguenai, Selma Boumerdassi
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in this paper, we provide a novel approach for image encryption that employs the Fibonacci matrix and an enhanced fractional order chaotic map. The enhanced map overcomes the drawbacks of the classical map, especially the limited chaotic range and non-uniform distribution of chaotic sequences, resulting in a larger encryption key space. As a result, this strategy improves the encryption system's security. Our experimental results demonstrate that our proposed algorithm effectively encrypts grayscale images with exceptional efficiency. Furthermore, our technique is resistant to a wide range of potential attacks, including statistical and entropy attacks.Keywords: image encryption, logistic map, fibonacci matrix, grayscale images
Procedia PDF Downloads 318793 Inequality for Doubly Warped Product Manifolds
Authors: Morteza Faghfouri
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In this paper we establish a general inequality involving the Laplacian of the warping functions and the squared mean curvature of any doubly warped product isometrically immersed in a Riemannian manifold.Keywords: integral submanifolds, S-space forms, doubly warped product, inequality
Procedia PDF Downloads 288792 Application of Simulation of Discrete Events in Resource Management of Massive Concreting
Authors: Mohammad Amin Hamedirad, Seyed Javad Vaziri Kang Olyaei
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Project planning and control are one of the most critical issues in the management of construction projects. Traditional methods of project planning and control, such as the critical path method or Gantt chart, are not widely used for planning projects with discrete and repetitive activities, and one of the problems of project managers is planning the implementation process and optimal allocation of its resources. Massive concreting projects is also a project with discrete and repetitive activities. This study uses the concept of simulating discrete events to manage resources, which includes finding the optimal number of resources considering various limitations such as limitations of machinery, equipment, human resources and even technical, time and implementation limitations using analysis of resource consumption rate, project completion time and critical points analysis of the implementation process. For this purpose, the concept of discrete-event simulation has been used to model different stages of implementation. After reviewing the various scenarios, the optimal number of allocations for each resource is finally determined to reach the maximum utilization rate and also to reduce the project completion time or reduce its cost according to the existing constraints. The results showed that with the optimal allocation of resources, the project completion time could be reduced by 90%, and the resulting costs can be reduced by up to 49%. Thus, allocating the optimal number of project resources using this method will reduce its time and cost.Keywords: simulation, massive concreting, discrete event simulation, resource management
Procedia PDF Downloads 149791 Discrete Choice Modeling in Education: Evaluating Early Childhood Educators’ Practices
Authors: Michalis Linardakis, Vasilis Grammatikopoulos, Athanasios Gregoriadis, Kalliopi Trouli
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Discrete choice models belong to the family of Conjoint analysis that are applied on the preferences of the respondents towards a set of scenarios that describe alternative choices. The scenarios have been pre-designed to cover all the attributes of the alternatives that may affect the choices. In this study, we examine how preschool educators integrate physical activities into their everyday teaching practices through the use of discrete choice models. One of the advantages of discrete choice models compared to other more traditional data collection methods (e.g. questionnaires and interviews that use ratings) is that the respondent is called to select among competitive and realistic alternatives, rather than objectively rate each attribute that the alternatives may have. We present the effort to construct and choose representative attributes that would cover all possible choices of the respondents, and the scenarios that have arisen. For the purposes of the study, we used a sample of 50 preschool educators in Greece that responded to 4 scenarios (from the total of 16 scenarios that the orthogonal design resulted), with each scenario having three alternative teaching practices. Seven attributes of the alternatives were used in the scenarios. For the analysis of the data, we used multinomial logit model with random effects, multinomial probit model and generalized mixed logit model. The conclusions drawn from the estimated parameters of the models are discussed.Keywords: conjoint analysis, discrete choice models, educational data, multivariate statistical analysis
Procedia PDF Downloads 465790 Optimizing Coal Yard Management Using Discrete Event Simulation
Authors: Iqbal Felani
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A Coal-Fired Power Plant has some integrated facilities to handle coal from three separated coal yards to eight units power plant’s bunker. But nowadays the facilities are not reliable enough for supporting the system. Management planned to invest some facilities to increase the reliability. They also had a plan to make single spesification of coal used all of the units, called Single Quality Coal (SQC). This simulation would compare before and after improvement with two scenarios i.e First In First Out (FIFO) and Last In First Out (LIFO). Some parameters like stay time, reorder point and safety stock is determined by the simulation. Discrete event simulation based software, Flexsim 5.0, is used to help the simulation. Based on the simulation, Single Quality Coal with FIFO scenario has the shortest staytime with 8.38 days.Keywords: Coal Yard Management, Discrete event simulation First In First Out, Last In First Out.
Procedia PDF Downloads 671789 Decomposition of Third-Order Discrete-Time Linear Time-Varying Systems into Its Second- and First-Order Pairs
Authors: Mohamed Hassan Abdullahi
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Decomposition is used as a synthesis tool in several physical systems. It can also be used for tearing and restructuring, which is large-scale system analysis. On the other hand, the commutativity of series-connected systems has fascinated the interest of researchers, and its advantages have been emphasized in the literature. The presentation looks into the necessary conditions for decomposing any third-order discrete-time linear time-varying system into a commutative pair of first- and second-order systems. Additional requirements are derived in the case of nonzero initial conditions. MATLAB simulations are used to verify the findings. The work is unique and is being published for the first time. It is critical from the standpoints of synthesis and/or design. Because many design techniques in engineering systems rely on tearing and reconstruction, this is the process of putting together simple components to create a finished product. Furthermore, it is demonstrated that regarding sensitivity to initial conditions, some combinations may be better than others. The results of this work can be extended for the decomposition of fourth-order discrete-time linear time-varying systems into lower-order commutative pairs, as two second-order commutative subsystems or one first-order and one third-order commutative subsystems.Keywords: commutativity, decomposition, discrete time-varying systems, systems
Procedia PDF Downloads 110788 Continuous Plug Flow and Discrete Particle Phase Coupling Using Triangular Parcels
Authors: Anders Schou Simonsen, Thomas Condra, Kim Sørensen
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Various processes are modelled using a discrete phase, where particles are seeded from a source. Such particles can represent liquid water droplets, which are affecting the continuous phase by exchanging thermal energy, momentum, species etc. Discrete phases are typically modelled using parcel, which represents a collection of particles, which share properties such as temperature, velocity etc. When coupling the phases, the exchange rates are integrated over the cell, in which the parcel is located. This can cause spikes and fluctuating exchange rates. This paper presents an alternative method of coupling a discrete and a continuous plug flow phase. This is done using triangular parcels, which span between nodes following the dynamics of single droplets. Thus, the triangular parcels are propagated using the corner nodes. At each time step, the exchange rates are spatially integrated over the surface of the triangular parcels, which yields a smooth continuous exchange rate to the continuous phase. The results shows that the method is more stable, converges slightly faster and yields smooth exchange rates compared with the steam tube approach. However, the computational requirements are about five times greater, so the applicability of the alternative method should be limited to processes, where the exchange rates are important. The overall balances of the exchanged properties did not change significantly using the new approach.Keywords: CFD, coupling, discrete phase, parcel
Procedia PDF Downloads 267787 Discrete Group Search Optimizer for the Travelling Salesman Problem
Authors: Raed Alnajjar, Mohd Zakree, Ahmad Nazri
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In this study, we apply Discrete Group Search Optimizer (DGSO) for solving Traveling Salesman Problem (TSP). The DGSO is a nature inspired optimization algorithm that imitates the animal behavior, especially animal searching behavior. The proposed DGSO uses a vector representation and some discrete operators, such as destruction, construction, differential evolution, swap and insert. The TSP is a well-known hard combinatorial optimization problem, which seeks to find the shortest path among numbers of cities. The performance of the proposed DGSO is evaluated and tested on benchmark instances which listed in LIBTSP dataset. The experimental results show that the performance of the proposed DGSO is comparable with the other methods in the state of the art for some instances. The results show that DGSO outperform Ant Colony System (ACS) in some instances whilst outperform other metaheuristic in most instances. In addition to that, the new results obtained a number of optimal solutions and some best known results. DGSO was able to obtain feasible and good quality solution across all dataset. Procedia PDF Downloads 324786 Distribution of Maximum Loss of Fractional Brownian Motion with Drift
Authors: Ceren Vardar Acar, Mine Caglar
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In finance, the price of a volatile asset can be modeled using fractional Brownian motion (fBm) with Hurst parameter H>1/2. The Black-Scholes model for the values of returns of an asset using fBm is given as, 〖Y_t=Y_0 e^((r+μ)t+σB)〗_t^H, 0≤t≤T where Y_0 is the initial value, r is constant interest rate, μ is constant drift and σ is constant diffusion coefficient of fBm, which is denoted by B_t^H where t≥0. Black-Scholes model can be constructed with some Markov processes such as Brownian motion. The advantage of modeling with fBm to Markov processes is its capability of exposing the dependence between returns. The real life data for a volatile asset display long-range dependence property. For this reason, using fBm is a more realistic model compared to Markov processes. Investors would be interested in any kind of information on the risk in order to manage it or hedge it. The maximum possible loss is one way to measure highest possible risk. Therefore, it is an important variable for investors. In our study, we give some theoretical bounds on the distribution of maximum possible loss of fBm. We provide both asymptotical and strong estimates for the tail probability of maximum loss of standard fBm and fBm with drift and diffusion coefficients. In the investment point of view, these results explain, how large values of possible loss behave and its bounds.Keywords: maximum drawdown, maximum loss, fractional brownian motion, large deviation, Gaussian process
Procedia PDF Downloads 483785 Assessment of Seismic Behavior of Masonry Minarets by Discrete Element Method
Authors: Ozden Saygili, Eser Cakti
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Mosques and minarets can be severely damaged as a result of earthquakes. Non-linear behavior of minarets of Mihrimah Sultan and Süleymaniye Mosques and the minaret of St. Sophia are analyzed to investigate seismic response, damage and failure mechanisms of minarets during earthquake. Selected minarets have different height and diameter. Discrete elements method was used to create the numerical minaret models. Analyses were performed using sine waves. Two parameters were used for evaluating the results: the maximum relative dislocation of adjacent drums and the maximum displacement at the top of the minaret. Both parameters were normalized by the drum diameter. The effects of minaret geometry on seismic behavior were evaluated by comparing the results of analyses.Keywords: discrete element method, earthquake safety, nonlinear analysis, masonry structures
Procedia PDF Downloads 317784 DISGAN: Efficient Generative Adversarial Network-Based Method for Cyber-Intrusion Detection
Authors: Hongyu Chen, Li Jiang
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Ubiquitous anomalies endanger the security of our system con- stantly. They may bring irreversible damages to the system and cause leakage of privacy. Thus, it is of vital importance to promptly detect these anomalies. Traditional supervised methods such as Decision Trees and Support Vector Machine (SVM) are used to classify normality and abnormality. However, in some case, the abnormal status are largely rarer than normal status, which leads to decision bias of these methods. Generative adversarial network (GAN) has been proposed to handle the case. With its strong generative ability, it only needs to learn the distribution of normal status, and identify the abnormal status through the gap between it and the learned distribution. Nevertheless, existing GAN-based models are not suitable to process data with discrete values, leading to immense degradation of detection performance. To cope with the discrete features, in this paper, we propose an efficient GAN-based model with specifically-designed loss function. Experiment results show that our model outperforms state-of-the-art models on discrete dataset and remarkably reduce the overhead.Keywords: GAN, discrete feature, Wasserstein distance, multiple intermediate layers
Procedia PDF Downloads 129783 Secure Proxy Signature Based on Factoring and Discrete Logarithm
Authors: H. El-Kamchouchi, Heba Gaber, Fatma Ahmed, Dalia H. El-Kamchouchi
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A digital signature is an electronic signature form used by an original signer to sign a specific document. When the original signer is not in his office or when he/she travels outside, he/she delegates his signing capability to a proxy signer and then the proxy signer generates a signing message on behalf of the original signer. The two parties must be able to authenticate one another and agree on a secret encryption key, in order to communicate securely over an unreliable public network. Authenticated key agreement protocols have an important role in building a secure communications network between the two parties. In this paper, we present a secure proxy signature scheme over an efficient and secure authenticated key agreement protocol based on factoring and discrete logarithm problem.Keywords: discrete logarithm, factoring, proxy signature, key agreement
Procedia PDF Downloads 312782 High Performance Electrocardiogram Steganography Based on Fast Discrete Cosine Transform
Authors: Liang-Ta Cheng, Ching-Yu Yang
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Based on fast discrete cosine transform (FDCT), the authors present a high capacity and high perceived quality method for electrocardiogram (ECG) signal. By using a simple adjusting policy to the 1-dimentional (1-D) DCT coefficients, a large volume of secret message can be effectively embedded in an ECG host signal and be successfully extracted at the intended receiver. Simulations confirmed that the resulting perceived quality is good, while the hiding capability of the proposed method significantly outperforms that of existing techniques. In addition, our proposed method has a certain degree of robustness. Since the computational complexity is low, it is feasible for our method being employed in real-time applications.Keywords: data hiding, ECG steganography, fast discrete cosine transform, 1-D DCT bundle, real-time applications
Procedia PDF Downloads 194