Search results for: Fourier Galerkin approach

Authors: Brouri Adil, Giri Fouad

Abstract:

The problem of identifying Wiener-Hammerstein systems is addressed in the presence of two linear subsystems of structure totally unknown. Presently, the nonlinear element is allowed to be noninvertible. The system identification problem is dealt by developing a two-stage frequency identification method such a set of points of the nonlinearity are estimated first. Then, the frequency gains of the two linear subsystems are determined at a number of frequencies. The method involves Fourier series decomposition and only requires periodic excitation signals. All involved estimators are shown to be consistent.

Keywords: Wiener-Hammerstein systems, Fourier series expansions, frequency identification, automation science

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

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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

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Authors: Ruichong Zhang

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This study proposes a recording-based approach to characterize and quantify earthquake-induced site nonlinearity, exemplified as soil nonlinearity and/or liquefaction. Alternative to Fourier spectral analysis (FSA), the paper introduces time-frequency analysis of earthquake ground motion recordings with the aid of so-called Hilbert-Huang transform (HHT), and offers justification for the HHT in addressing the nonlinear features shown in the recordings. With the use of the 2001 Nisqually earthquake recordings, this study shows that the proposed approach is effective in characterizing site nonlinearity and quantifying the influences in seismic ground responses.

Keywords: site nonlinearity, site amplification, site damping, Hilbert-Huang Transform (HHT), liquefaction, 2001 Nisqually Earthquake

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Authors: Jatinderdeep Kaur

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In this paper, the results of Kano from one-dimensional cosine and sine series are extended to two-dimensional cosine and sine series. To extend these results, some classes of coefficient sequences such as the class of semi convexity and class R are extended from one dimension to two dimensions. Under these extended classes, I have checked the function f(x,y) is two dimensional Fourier Cosine and Sine series or equivalently it represents an integrable function. Further, some results are obtained which are the generalization of Moricz's results.

Keywords: conjugate dirichlet kernel, conjugate fejer kernel, fourier series, semi-convexity

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Authors: Behrang Tavousi Tehrani, Mohammad-Zaman Kabir

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Shape memory alloys (SMA) are often implemented in smart structures as the active components. Their ability to recover large displacements has been used in many applications, including structural stability/response enhancement and active structural acoustic control. SMA wires or fibers can be embedded with composite cylinders to increase their critical buckling load, improve their load-deflection behavior, and reduce the radial deflections under various thermo-mechanical loadings. This paper presents a semi-analytical investigation on the non-linear load-deflection response of SMA-reinforced composite circular cylindrical shells. The cylinder shells are under uniform external pressure load. Based on first-order shear deformation shell theory (FSDT), the equilibrium equations of the structure are derived. One-dimensional simplified Brinson’s model is used for determining the SMA recovery force due to its simplicity and accuracy. Airy stress function and Galerkin technique are used to obtain non-linear load-deflection curves. The results are verified by comparing them with those in the literature. Several parametric studies are conducted in order to investigate the effect of SMA volume fraction, SMA pre-strain value, and SMA activation temperature on the response of the structure. It is shown that suitable usage of SMA wires results in a considerable enhancement in the load-deflection response of the shell due to the generation of the SMA tensile recovery force.

Keywords: airy stress function, cylindrical shell, Galerkin technique, load-deflection curve, recovery stress, shape memory alloy

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Authors: Duc V. Nguyen

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Induction motors are widely used in different industry areas and can experience various kinds of faults in stators and rotors. In general, fault detection and diagnosis techniques for induction motors can be supervised by measuring quantities such as noise, vibration, and temperature. The installation of mechanical sensors in order to assess the health conditions of a machine is typically only done for expensive or load-critical machines, where the high cost of a continuous monitoring system can be Justified. Nevertheless, induced current monitoring can be implemented inexpensively on machines with arbitrary sizes by using current transformers. In this regard, effective and low-cost fault detection techniques can be implemented, hence reducing the maintenance and downtime costs of motors. This work proposes a method for fault detection and diagnosis of induction motors, which combines classical fast Fourier transform and modern/advanced machine learning techniques. The proposed method is validated on real-world data and achieves a precision of 99.7% for fault detection and 100% for fault classification with minimal expert knowledge requirement. In addition, this approach allows users to be able to optimize/balance risks and maintenance costs to achieve the highest benet based on their requirements. These are the key requirements of a robust prognostics and health management system.

Keywords: fault detection, FFT, induction motor, predictive maintenance

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Authors: Manana Chumburidze

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We have considered a non-classical model of dynamical problems for a conjugated system of differential equations arising in thermo-piezoelectricity, which was formulated by Toupin – Mindlin. The basic concepts and the general theory of solvability for isotropic homogeneous elastic media is considered. They are worked by using the methods the Laplace integral transform, potential method and singular integral equations. Approximate solutions of mixed boundary value problems for finite domain, bounded by the some closed surface are constructed. They are solved in explicitly by using the generalized Fourier's series method.

Keywords: thermo-piezoelectricity, boundary value problems, Fourier's series, isotropic homogeneous elastic media

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Authors: Shahriar Farzam, Maryam Rastgarpour

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Image denoising plays extremely important role in digital image processing. Enhancement of clinical image research based on Curvelet has been developed rapidly in recent years. In this paper, we present a method for image contrast enhancement for cone beam CT (CBCT) images based on fast discrete curvelet transforms (FDCT) that work through Unequally Spaced Fast Fourier Transform (USFFT). These transforms return a table of Curvelet transform coefficients indexed by a scale parameter, an orientation and a spatial location. Accordingly, the coefficients obtained from FDCT-USFFT can be modified in order to enhance contrast in an image. Our proposed method first uses a two-dimensional mathematical transform, namely the FDCT through unequal-space fast Fourier transform on input image and then applies thresholding on coefficients of Curvelet to enhance the CBCT images. Consequently, applying unequal-space fast Fourier Transform leads to an accurate reconstruction of the image with high resolution. The experimental results indicate the performance of the proposed method is superior to the existing ones in terms of Peak Signal to Noise Ratio (PSNR) and Effective Measure of Enhancement (EME).

Keywords: curvelet transform, CBCT, image enhancement, image denoising

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Authors: I. Shuro

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The crystal structure of Tin Sulfide prepared by certain chemical methods is investigated using High-Resolution Transmission Electron Microscopy (HRTEM), Scanning Electron Microscopy (SEM), and X-ray diffraction (XRD) methods. An anomalous HRTEM Fast Fourier Transform (FFT) exhibited a central scatter of diffraction spots, which is surrounded by secondary clusters of spots arranged in a hexagonal pattern around the central cluster was observed. FFT analysis has revealed a long lattice parameter and mostly viewed along a hexagonal axis where there many columns of atoms slightly displaced from one another. This FFT analysis has revealed that the metal sulfide has a long-range order interwoven chain of atoms in its crystal structure. The observed crystalline structure is inconsistent with commonly observed FFT patterns of chemically synthesized Tin Sulfide nanocrystals and thin films. SEM analysis showed the morphology of a myriad of multi-shaped crystals ranging from hexagonal, cubic, and spherical micro to nanostructured crystals. This study also investigates the presence of quasi-crystals as reflected by the presence of mixed local symmetries.

Keywords: fast fourier transform, high resolution transmission electron microscopy, tin sulfide, crystalline structure

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Authors: Po-Jen Su, Huann-Ming Chou

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In this article we uses the residual correction method to deal with transient thermoelastic problems with a hollow spherical region when the continuum medium possesses spherically isotropic thermoelastic properties. Based on linear thermoelastic theory, the equations of hyperbolic heat conduction and thermoelastic motion were combined to establish the thermoelastic dynamic model with consideration of the deformation acceleration effect and non-Fourier effect under the condition of transient thermal shock. The approximate solutions of temperature and displacement distributions are obtained using the residual correction method based on the maximum principle in combination with the finite difference method, making it easier and faster to obtain upper and lower approximations of exact solutions. The proposed method is found to be an effective numerical method with satisfactory accuracy. Moreover, the result shows that the effect of transient thermal shock induced by deformation acceleration is enhanced by non-Fourier heat conduction with increased peak stress. The influence on the stress increases with the thermal relaxation time.

Keywords: maximum principle, non-Fourier heat conduction, residual correction method, thermo-elastic response

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Authors: Mahboobeh Eghtesad, Reza Mohseni

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We develop methods for detecting a target for orthogonal frequency division multiplexing (OFDM) based radars. As a preliminary step we introduce the target and Gaussian noise models in discrete–time form. Then, resorting to match filter (MF) we derive a detector for two different scenarios: a non-fluctuating target and a Rayleigh fluctuating target. It will be shown that a MF is not suitable for Rayleigh fluctuating targets. In this paper we propose a reduced-complexity method based on fast Fourier transfrom (FFT) for such a situation. The proposed method has better detection performance.

Keywords: constant false alarm rate (CFAR), match filter (MF), fast Fourier transform (FFT), OFDM radars, Rayleigh fluctuating target

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Authors: Zhijie Li, Wenhui Peng, Zelong Yuan, Jianchun Wang

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Turbulence is a complex phenomenon that plays a crucial role in various fields, such as engineering, atmospheric science, and fluid dynamics. Predicting and understanding its behavior over long time scales have been challenging tasks. Traditional methods, such as large-eddy simulation (LES), have provided valuable insights but are computationally expensive. In the past few years, machine learning methods have experienced rapid development, leading to significant improvements in computational speed. However, ensuring stable and accurate long-term predictions remains a challenging task for these methods. In this study, we introduce the implicit U-net enhanced Fourier neural operator (IU-FNO) as a solution for stable and efficient long-term predictions of the nonlinear dynamics in three-dimensional (3D) turbulence. The IU-FNO model combines implicit re-current Fourier layers to deepen the network and incorporates the U-Net architecture to accurately capture small-scale flow structures. We evaluate the performance of the IU-FNO model through extensive large-eddy simulations of three types of 3D turbulence: forced homogeneous isotropic turbulence (HIT), temporally evolving turbulent mixing layer, and decaying homogeneous isotropic turbulence. The results demonstrate that the IU-FNO model outperforms other FNO-based models, including vanilla FNO, implicit FNO (IFNO), and U-net enhanced FNO (U-FNO), as well as the dynamic Smagorinsky model (DSM), in predicting various turbulence statistics. Specifically, the IU-FNO model exhibits improved accuracy in predicting the velocity spectrum, probability density functions (PDFs) of vorticity and velocity increments, and instantaneous spatial structures of the flow field. Furthermore, the IU-FNO model addresses the stability issues encountered in long-term predictions, which were limitations of previous FNO models. In addition to its superior performance, the IU-FNO model offers faster computational speed compared to traditional large-eddy simulations using the DSM model. It also demonstrates generalization capabilities to higher Taylor-Reynolds numbers and unseen flow regimes, such as decaying turbulence. Overall, the IU-FNO model presents a promising approach for long-term dynamics prediction in 3D turbulence, providing improved accuracy, stability, and computational efficiency compared to existing methods.

Keywords: data-driven, Fourier neural operator, large eddy simulation, fluid dynamics

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Authors: Jiahau Guo, Yihe Zhang

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This paper proposes solutions for pricing options on stocks paying discrete dividends in markets with daily price limits. We first extend the intraday density function of Guo and Chang (2020) to a multi-day one and use the framework of Haug et al. (2003) to value European options on stocks paying discrete dividends. Next, we adopt the fast Fourier transform (FFT) to derive accurate and efficient formulae for American options and further employ the three-point Richardson extrapolation to accelerate the computation. Finally, the accuracy of our proposed methods is verified by simulations.

Keywords: daily price limit, discrete dividend, early exercise, fast Fourier transform, multi-day density function, Richardson extrapolation

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Authors: Sandra Baßler, Peter Dünow, Mathias Marquardt

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A Fourier series based learning control (FSBLC) algorithm for tracking trajectories of mechanical systems with unknown nonlinearities is presented. Two processes are introduced to which the FSBLC with PD controller is applied. One is a simplified service robot capable of climbing stairs due to special wheels and the other is a propeller driven pendulum with nearly the same requirements on control. Additionally to the investigation of learning the feed forward for the desired trajectories some considerations on the implementation of such an algorithm on low cost microcontroller hardware are made. Simulations of the service robot as well as practical experiments on the pendulum show the capability of the used FSBLC algorithm to perform the task of improving control behavior for repetitive task of such mechanical systems.

Keywords: climbing stairs, FSBLC, ILC, service robot

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Authors: Sakshi Tomar, Renu Chadha

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Cocrystallization comprises a selective route to the intensive design of pharmaceutical products with desired physiochemical and pharmacokinetic properties. The present study is focused on the preparation, characterization, and evaluation of etodolac (ET) co-crystals with coformers nicotinamide (ETNI) and Glutaric acid (ETGA), using cocrystallization approach. Preliminarily examination of the prepared co-crystal was done by differential scanning calorimetry (DSC), Fourier transform infrared spectroscopy (FT-IR), powder X-ray diffraction (PXRD). DSC thermographs of ETNI and ETGA cocrystals showed single sharp melting endotherms at 144°C and 135°C, respectively, which were different from the melting of drugs and coformers. FT-IR study points towards carbonyl-acid interaction sandwiched between the involving molecules. The emergence of new peaks in the PXRD pattern confirms the formation of new crystalline solid forms. Both the cocrystals exhibited better apparent solubility, and 3.8-5.0 folds increase in IDR were established, as compared to pure etodolac. Evaluations of these solid forms were done using anti-osteoarthritic activities. All the results indicate that etodolac cocrystals possess better anti-osteoarthritic efficacy than free drug. Thus loom of cocrystallization has been found to be a viable approach to resolve the solubility and bioavailability issues that circumvent the use of potential antiosteoarthritic molecules.

Keywords: bioavailability, etodolac, nicotinamide, osteoarthritis

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Authors: Evan W. Krieger, Vijayan K. Asari, Saibabu Arigela

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Video imagery captured for real-time security and surveillance applications is typically captured in complex lighting conditions. These less than ideal conditions can result in imagery that can have underexposed or overexposed regions. It is also typical that the video is too low in resolution for certain applications. The purpose of security and surveillance video is that we should be able to make accurate conclusions based on the images seen in the video. Therefore, if poor lighting and low resolution conditions occur in the captured video, the ability to make accurate conclusions based on the received information will be reduced. We propose a solution to this problem by using image preprocessing to improve these images before use in a particular application. The proposed algorithm will integrate an intensity enhancement algorithm with a super resolution technique. The intensity enhancement portion consists of a nonlinear inverse sign transformation and an adaptive contrast enhancement. The super resolution section is a single image super resolution technique is a Fourier phase feature based method that uses a machine learning approach with kernel regression. The proposed technique intelligently integrates these algorithms to be able to produce a high quality output while also being more efficient than the sequential use of these algorithms. This integration is accomplished by performing the proposed algorithm on the intensity image produced from the original color image. After enhancement and super resolution, a color restoration technique is employed to obtain an improved visibility color image.

Keywords: dynamic range compression, multi-level Fourier features, nonlinear enhancement, super resolution

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Authors: Kohei Shimasaki, Tomoaki Okamura, Idaku Ishii

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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

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

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

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

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Authors: N. Najafi, Laleh Maleknia , M. E. Olya

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An aqueous conductive ink of single-walled carbon nanotubes for inkjet printing was formulated. To prepare the homogeneous SWCNT ink in a size small enough not to block a commercial inkjet printer nozzle, we used a kinetic ball-milling process to disperse the SWCNTs in an aqueous suspension. When a patterned electrode was overlaid by repeated inkjet printings of the ink on various types of fabric, the fabric resistance decreased rapidly following a power law, reaching approximately 760 X/sq, which is the lowest value ever for a dozen printings. The Raman and Fourier transform infrared spectra revealed that the oxidation of the SWCNTs was the source of the doped impurities. This study proved also that the droplet ejection velocity can have an impact on the CNT distribution and consequently on the electrical performances of the ink.

Keywords: ink-jet printing, carbon nanotube, fabric ink, cotton fabric, raman spectroscopy, fourier transform infrared spectroscopy, dozen printings

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Authors: Mary Chriselda A

Abstract:

This paper deals with the fact that the Hubble's parameter is not constant and tends to vary stochastically with time. This premise has been proven by converting it to a stochastic differential equation using the Ornstein-Uhlenbeck process. The formulated stochastic differential equation is further solved analytically using the Euler and the Kolmogorov Forward equations, thereby obtaining the probability density function using the Fourier transformation, thereby proving that the Hubble's parameter varies stochastically. This is further corroborated by simulating the observations using Python and R-software for validation of the premise postulated. We can further draw conclusion that the randomness in forces affecting the white noise can eventually affect the Hubble’s Parameter leading to scale invariance and thereby causing stochastic fluctuations in the density and the rate of expansion of the Universe.

Keywords: Chapman Kolmogorov forward differential equations, fourier transformation, hubble's parameter, ornstein-uhlenbeck process , stochastic differential equations

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Authors: Minas Balyan

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Nowadays X-ray nonlinear diffraction and nonlinear effects are investigated due to the presence of the third generation synchrotron sources and XFELs. X-ray third order nonlinear dynamical diffraction is considered as well. Using the nonlinear model of the usual visible light optics the third-order nonlinear Takagi’s equations for monochromatic waves and the third-order nonlinear time-dependent dynamical diffraction equations for X-ray pulses are obtained by the author in previous papers. The obtained equations show, that even if the Fourier-coefficients of the linear and the third order nonlinear susceptibilities are zero (forbidden reflection), the dynamical diffraction in the nonlinear case is related to the presence in the nonlinear equations the terms proportional to the zero order and the second order nonzero Fourier coefficients of the third order nonlinear susceptibility. Thus, in the third order nonlinear Bragg diffraction case a nonlinear analogue of the well-known Renninger effect takes place. In this work, the 'third order nonlinear Renninger effect' is considered theoretically.

Keywords: Bragg diffraction, nonlinear Takagi’s equations, nonlinear Renninger effect, third order nonlinearity

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Authors: Ivan Baravy

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Interpolation problem, as it was initially posed in terms of polynomials, is well researched. However, further mathematical developments extended it significantly. Trigonometric interpolation is widely used in Fourier analysis, while its generalized representation as exponential interpolation is applicable to such problem of mathematical physics as modelling of Ziegler-Biersack-Littmark repulsive interatomic potentials. Formulated for finite fields, this problem arises in decoding Reed--Solomon codes. This paper shows the relation between different interpretations of the problem through the class of matrices of special structure - Hankel matrices.

Keywords: Berlekamp-Massey algorithm, exponential interpolation, finite fields, Hankel matrices, Hankel polynomials

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Authors: Sonali Banrjee, Swarup Kumar Mitra, Aritra Acharyya

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A piano note recognition method has been proposed by the authors in this paper. The authors have used a comprehensive method for onset detection of each note present in a piano piece followed by segmented short-time Fourier transform (STFT) for the identification of piano notes. The performance evaluation of the proposed method has been carried out in different harsh noisy environments by adding different levels of additive white Gaussian noise (AWGN) having different signal-to-noise ratio (SNR) in the original signal and evaluating the note detection error rate (NDER) of different piano pieces consisting of different number of notes at different SNR levels. The NDER is found to be remained within 15% for all piano pieces under consideration when the SNR is kept above 8 dB.

Keywords: AWGN, onset detection, piano note, STFT

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Authors: Ahlem Mougaida, Hedi Bel Hadj Salah

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Several methods are suggested to improve the numerical integration in Galerkin weak form for Meshless methods. In fact, integrating without taking into account the characteristics of the shape functions reproduced by Meshless methods (rational functions, with compact support etc.), causes a large integration error that influences the PDE’s approximate solution. Comparisons between different methods of numerical integration for rational functions are discussed and compared. The algorithms are implemented in Matlab. Finally, numerical results were presented to prove the efficiency of our algorithms in improving results.

Keywords: adaptive methods, meshless, numerical integration, rational quadrature

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Authors: Bang Young Kim, Sang Hoon Park, Chul Gyu Song

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A conventional optical coherence tomography (OCT) system has limited imaging depth, which is 1-2 mm, and suffers unwanted noise such as speckle noise. The motorized-stage-based OCT system, using a common-path Fourier-domain optical coherence tomography (CP-FD-OCT) configuration, provides enhanced imaging depth and less noise so that we can overcome these limitations. Using this OCT systems, OCT images were obtained from an onion, and their subsurface structure was observed. As a result, the images obtained using the developed motorized-stage-based system showed enhanced imaging depth than the conventional system, since it is real-time accurate depth tracking. Consequently, the developed CP-FD-OCT systems and algorithms have good potential for the further development of endoscopic OCT for microsurgery.

Keywords: common-path OCT, FD-OCT, OCT, tracking algorithm

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Authors: Mogens Saberi

Abstract:

The following article focuses on a new seismic design approach for Denmark. Denmark is located in a low seismic zone and up till now a general and very simplified approach has been used to accommodate the effect of seismic loading. The current used method is presented and it is found that the approach is on the unsafe side for many building types in Denmark. The damages during time due to earth quake is presented and a seismic map for Denmark is developed and presented. Furthermore, a new design approach is suggested and compared to the existing one. The new approach is relatively simple but captures the effect of seismic loading more realistic than the existing one. The new approach is believed to the incorporated in the Danish Deign Code for building structures.

Keywords: low seismicity, new design approach, earthquakes, Denmark

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Authors: A. Giniatoulline

Abstract:

A nonlinear model of the mathematical fluid dynamics which describes the motion of an incompressible viscous rotating fluid in a homogeneous gravitational field is considered. The model is a generalization of the known Navier-Stokes system with the addition of the Coriolis parameter and the equations for changeable density. An explicit algorithm for the solution is constructed, and the proof of the existence and uniqueness theorems for the strong solution of the nonlinear problem is given. For the linear case, the localization and the structure of the spectrum of inner waves are also investigated.

Keywords: Galerkin method, Navier-Stokes equations, nonlinear partial differential equations, Sobolev spaces, stratified fluid

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Authors: Murada Alholy, Mengshi Lin, Omar Alhaj, Mahmoud Abugoush

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Alicyclobacillus is a causative agent of spoilage in pasteurized and heat-treated apple juice products. Differentiating between this genus and the closely related Bacillus is crucially important. In this study, Fourier transform infrared spectroscopy (FT-IR) was used to identify and discriminate between four Alicyclobacillus strains and four Bacillus isolates inoculated individually into apple juice. Loading plots over the range of 1350 and 1700 cm-1 reflected the most distinctive biochemical features of Bacillus and Alicyclobacillus. Multivariate statistical methods (e.g. principal component analysis (PCA) and soft independent modeling of class analogy (SIMCA)) were used to analyze the spectral data. Distinctive separation of spectral samples was observed. This study demonstrates that FT-IR spectroscopy in combination with multivariate analysis could serve as a rapid and effective tool for fruit juice industry to differentiate between Bacillus and Alicyclobacillus and to distinguish between species belonging to these two genera.

Keywords: alicyclobacillus, bacillus, FT-IR, spectroscopy, PCA

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Authors: Mohammad Younus Bhat

Abstract:

The quaternion offset linear canonical transform (QOLCT), which isa time-shifted and frequency-modulated version of the quaternion linear canonical transform (QLCT), provides a more general framework of most existing signal processing tools. For the generalized QOLCT, the classical Heisenberg’s and Lieb’s uncertainty principles have been studied recently. In this paper, we first define the short-time quaternion offset linear canonical transform (ST-QOLCT) and drive its relationship with the quaternion Fourier transform (QFT). The crux of the paper lies in the generalization of several well-known uncertainty principles for the ST-QOLCT, including Donoho-Stark’s uncertainty principle, Hardy’s uncertainty principle, Beurling’s uncertainty principle, and the logarithmic uncertainty principle.

Keywords: Quaternion Fourier transform, Quaternion offset linear canonical transform, short-time quaternion offset linear canonical transform, uncertainty principle

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Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

Abstract:

Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

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