Search results for: exponential cubic B-spline technique
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7018

Search results for: exponential cubic B-spline technique

6898 High Accuracy Analytic Approximations for Modified Bessel Functions I₀(x)

Authors: Pablo Martin, Jorge Olivares, Fernando Maass

Abstract:

A method to obtain analytic approximations for special function of interest in engineering and physics is described here. Each approximate function will be valid for every positive value of the variable and accuracy will be high and increasing with the number of parameters to determine. The general technique will be shown through an application to the modified Bessel function of order zero, I₀(x). The form and the calculation of the parameters are performed with the simultaneous use of the power series and asymptotic expansion. As in Padé method rational functions are used, but now they are combined with other elementary functions as; fractional powers, hyperbolic, trigonometric and exponential functions, and others. The elementary function is determined, considering that the approximate function should be a bridge between the power series and the asymptotic expansion. In the case of the I₀(x) function two analytic approximations have been already determined. The simplest one is (1+x²/4)⁻¹/⁴(1+0.24273x²) cosh(x)/(1+0.43023x²). The parameters of I₀(x) were determined using the leading term of the asymptotic expansion and two coefficients of the power series, and the maximum relative error is 0.05. In a second case, two terms of the asymptotic expansion were used and 4 of the power series and the maximum relative error is 0.001 at x≈9.5. Approximations with much higher accuracy will be also shown. In conclusion a new technique is described to obtain analytic approximations to some functions of interest in sciences, such that they have a high accuracy, they are valid for every positive value of the variable, they can be integrated and differentiated as the usual, functions, and furthermore they can be calculated easily even with a regular pocket calculator.

Keywords: analytic approximations, mathematical-physics applications, quasi-rational functions, special functions

Procedia PDF Downloads 229
6897 The Mathematics of Fractal Art: Using a Derived Cubic Method and the Julia Programming Language to Make Fractal Zoom Videos

Authors: Darsh N. Patel, Eric Olson

Abstract:

Fractals can be found everywhere, whether it be the shape of a leaf or a system of blood vessels. Fractals are used to help study and understand different physical and mathematical processes; however, their artistic nature is also beautiful to simply explore. This project explores fractals generated by a cubically convergent extension to Newton's method. With this iteration as a starting point, a complex plane spanning from -2 to 2 is created with a color wheel mapped onto it. Next, the polynomial whose roots the fractal will generate from is established. From the Fundamental Theorem of Algebra, it is known that any polynomial has as many roots (counted by multiplicity) as its degree. When generating the fractals, each root will receive its own color. The complex plane can then be colored to indicate the basins of attraction that converge to each root. From a computational point of view, this project’s code identifies which points converge to which roots and then obtains fractal images. A zoom path into the fractal was implemented to easily visualize the self-similar structure. This path was obtained by selecting keyframes at different magnifications through which a path is then interpolated. Using parallel processing, many images were generated and condensed into a video. This project illustrates how practical techniques used for scientific visualization can also have an artistic side.

Keywords: fractals, cubic method, Julia programming language, basin of attraction

Procedia PDF Downloads 232
6896 Evaluation of Reliability Indices Using Monte Carlo Simulation Accounting Time to Switch

Authors: Sajjad Asefi, Hossein Afrakhte

Abstract:

This paper presents the evaluation of reliability indices of an electrical distribution system using Monte Carlo simulation technique accounting Time To Switch (TTS) for each section. In this paper, the distribution system has been assumed by accounting random repair time omission. For simplicity, we have assumed the reliability analysis to be based on exponential law. Each segment has a specified rate of failure (λ) and repair time (r) which will give us the mean up time and mean down time of each section in distribution system. After calculating the modified mean up time (MUT) in years, mean down time (MDT) in hours and unavailability (U) in h/year, TTS have been added to the time which the system is not available, i.e. MDT. In this paper, we have assumed the TTS to be a random variable with Log-Normal distribution.

Keywords: distribution system, Monte Carlo simulation, reliability, repair time, time to switch (TTS)

Procedia PDF Downloads 404
6895 Thread Lift: Classification, Technique, and How to Approach to the Patient

Authors: Panprapa Yongtrakul, Punyaphat Sirithanabadeekul, Pakjira Siriphan

Abstract:

Background: The thread lift technique has become popular because it is less invasive, requires a shorter operation, less downtime, and results in fewer postoperative complications. The advantage of the technique is that the thread can be inserted under the skin without the need for long incisions. Currently, there are a lot of thread lift techniques with respect to the specific types of thread used on specific areas, such as the mid-face, lower face, or neck area. Objective: To review the thread lift technique for specific areas according to type of thread, patient selection, and how to match the most appropriate to the patient. Materials and Methods: A literature review technique was conducted by searching PubMed and MEDLINE, then compiled and summarized. Result: We have divided our protocols into two sections: Protocols for short suture, and protocols for long suture techniques. We also created 3D pictures for each technique to enhance understanding and application in a clinical setting. Conclusion: There are advantages and disadvantages to short suture and long suture techniques. The best outcome for each patient depends on appropriate patient selection and determining the most suitable technique for the defect and area of patient concern.

Keywords: thread lift, thread lift method, thread lift technique, thread lift procedure, threading

Procedia PDF Downloads 242
6894 Comparison of Spiking Neuron Models in Terms of Biological Neuron Behaviours

Authors: Fikret Yalcinkaya, Hamza Unsal

Abstract:

To understand how neurons work, it is required to combine experimental studies on neural science with numerical simulations of neuron models in a computer environment. In this regard, the simplicity and applicability of spiking neuron modeling functions have been of great interest in computational neuron science and numerical neuroscience in recent years. Spiking neuron models can be classified by exhibiting various neuronal behaviors, such as spiking and bursting. These classifications are important for researchers working on theoretical neuroscience. In this paper, three different spiking neuron models; Izhikevich, Adaptive Exponential Integrate Fire (AEIF) and Hindmarsh Rose (HR), which are based on first order differential equations, are discussed and compared. First, the physical meanings, derivatives, and differential equations of each model are provided and simulated in the Matlab environment. Then, by selecting appropriate parameters, the models were visually examined in the Matlab environment and it was aimed to demonstrate which model can simulate well-known biological neuron behaviours such as Tonic Spiking, Tonic Bursting, Mixed Mode Firing, Spike Frequency Adaptation, Resonator and Integrator. As a result, the Izhikevich model has been shown to perform Regular Spiking, Continuous Explosion, Intrinsically Bursting, Thalmo Cortical, Low-Threshold Spiking and Resonator. The Adaptive Exponential Integrate Fire model has been able to produce firing patterns such as Regular Ignition, Adaptive Ignition, Initially Explosive Ignition, Regular Explosive Ignition, Delayed Ignition, Delayed Regular Explosive Ignition, Temporary Ignition and Irregular Ignition. The Hindmarsh Rose model showed three different dynamic neuron behaviours; Spike, Burst and Chaotic. From these results, the Izhikevich cell model may be preferred due to its ability to reflect the true behavior of the nerve cell, the ability to produce different types of spikes, and the suitability for use in larger scale brain models. The most important reason for choosing the Adaptive Exponential Integrate Fire model is that it can create rich ignition patterns with fewer parameters. The chaotic behaviours of the Hindmarsh Rose neuron model, like some chaotic systems, is thought to be used in many scientific and engineering applications such as physics, secure communication and signal processing.

Keywords: Izhikevich, adaptive exponential integrate fire, Hindmarsh Rose, biological neuron behaviours, spiking neuron models

Procedia PDF Downloads 147
6893 Rainwater Harvesting and Management of Ground Water (Case Study Weather Modification Project in Iran)

Authors: Samaneh Poormohammadi, Farid Golkar, Vahideh Khatibi Sarabi

Abstract:

Climate change and consecutive droughts have increased the importance of using rainwater harvesting methods. One of the methods of rainwater harvesting and, in other words, the management of atmospheric water resources is the use of weather modification technologies. Weather modification (also known as weather control) is the act of intentionally manipulating or altering the weather. The most common form of weather modification is cloud seeding, which increases rain or snow, usually for the purpose of increasing the local water supply. Cloud seeding operations in Iran have been married since 1999 in central Iran with the aim of harvesting rainwater and reducing the effects of drought. In this research, we analyze the results of cloud seeding operations in the Simindashtplain in northern Iran. Rainwater harvesting with the help of cloud seeding technology has been evaluated through its effects on surface water and underground water. For this purpose, two different methods have been used to estimate runoff. The first method is the US Soil Conservation Service (SCS) curve number method. Another method, known as the reasoning method, has also been used. In order to determine the infiltration rate of underground water, the balance reports of the comprehensive water plan of the country have been used. In this regard, the study areas located in the target area of each province have been extracted by drawing maps of the influence coefficients of each area in the GIS software. It should be mentioned that the infiltration coefficients were taken from the balance sheet reports of the country's comprehensive water plan. Then, based on the area of each study area, the weighted average of the infiltration coefficient of the study areas located in the target area of each province is considered as the infiltration coefficient of that province. Results show that the amount of water extracted from the rain with the help of cloud seeding projects in Simindasht is as follows: an increase in runoff 63.9 million cubic meters (with SCS equation) or 51.2 million cubic meters (with logical equation) and an increase in ground water resources: 40.5 million cubic meters.

Keywords: rainwater harvesting, ground water, atmospheric water resources, weather modification, cloud seeding

Procedia PDF Downloads 84
6892 Influence of La³⁺ on Structural, Magnetic, Optical and Dielectric Properties in CoFe₂O₄ Nanoparticles Synthesized by Starch-Assisted Sol-Gel Combustion Method

Authors: Raghvendra Singh Yadav, Ivo Kuřitka, Jarmila Vilcakova, Pavel Urbánek, Michal Machovsky, Milan Masař, Martin Holek

Abstract:

Herein, we reported the influence of La³⁺ substitution on structural, magnetic and dielectric properties of CoFe₂O₄ nanoparticles synthesized by starch-assisted sol-gel combustion method. X-ray diffraction pattern confirmed the formation of cubic spinel structure of La³⁺ ions doped CoFe₂O₄ nanoparticles. Raman and Fourier Transform Infrared spectroscopy study also confirmed cubic spinel structure of La³⁺ substituted CoFe₂O₄ nanoparticles. The field emission scanning electron microscopy study revealed that La³⁺ substituted CoFe2O4 nanoparticles were in the range of 10-40 nm. The magnetic properties of La³⁺ substituted CoFe₂O₄ nanoparticles were investigated by using vibrating sample magnetometer. The variation in saturation magnetization, coercivity and remanent magnetization with La³⁺ concentration in CoFe2O4 nanoparticles was observed. The variation of real and imaginary part of dielectric constant, tan δ, and AC conductivity were studied with change of concentration of La³⁺ ions in CoFe₂O₄ nanoparticles. The variation in optical properties was studied via UV-Vis absorption spectroscopy. Acknowledgment: This work was supported by the Ministry of Education, Youth and Sports of the Czech Republic – Program NPU I (LO1504).

Keywords: starch, sol-gel combustion method, nanoparticles, magnetic properties, dielectric properties

Procedia PDF Downloads 292
6891 Autonomic Threat Avoidance and Self-Healing in Database Management System

Authors: Wajahat Munir, Muhammad Haseeb, Adeel Anjum, Basit Raza, Ahmad Kamran Malik

Abstract:

Databases are the key components of the software systems. Due to the exponential growth of data, it is the concern that the data should be accurate and available. The data in databases is vulnerable to internal and external threats, especially when it contains sensitive data like medical or military applications. Whenever the data is changed by malicious intent, data analysis result may lead to disastrous decisions. Autonomic self-healing is molded toward computer system after inspiring from the autonomic system of human body. In order to guarantee the accuracy and availability of data, we propose a technique which on a priority basis, tries to avoid any malicious transaction from execution and in case a malicious transaction affects the system, it heals the system in an isolated mode in such a way that the availability of system would not be compromised. Using this autonomic system, the management cost and time of DBAs can be minimized. In the end, we test our model and present the findings.

Keywords: autonomic computing, self-healing, threat avoidance, security

Procedia PDF Downloads 479
6890 Composite Forecasts Accuracy for Automobile Sales in Thailand

Authors: Watchareeporn Chaimongkol

Abstract:

In this paper, we compare the statistical measures accuracy of composite forecasting model to estimate automobile customer demand in Thailand. A modified simple exponential smoothing and autoregressive integrate moving average (ARIMA) forecasting model is built to estimate customer demand of passenger cars, instead of using information of historical sales data. Our model takes into account special characteristic of the Thai automobile market such as sales promotion, advertising and publicity, petrol price, and interest rate for loan. We evaluate our forecasting model by comparing forecasts with actual data using six accuracy measurements, mean absolute percentage error (MAPE), geometric mean absolute error (GMAE), symmetric mean absolute percentage error (sMAPE), mean absolute scaled error (MASE), median relative absolute error (MdRAE), and geometric mean relative absolute error (GMRAE).

Keywords: composite forecasting, simple exponential smoothing model, autoregressive integrate moving average model selection, accuracy measurements

Procedia PDF Downloads 337
6889 Optimization of Two Quality Characteristics in Injection Molding Processes via Taguchi Methodology

Authors: Joseph C. Chen, Venkata Karthik Jakka

Abstract:

The main objective of this research is to optimize tensile strength and dimensional accuracy in injection molding processes using Taguchi Parameter Design. An L16 orthogonal array (OA) is used in Taguchi experimental design with five control factors at four levels each and with non-controllable factor vibration. A total of 32 experiments were designed to obtain the optimal parameter setting for the process. The optimal parameters identified for the shrinkage are shot volume, 1.7 cubic inch (A4); mold term temperature, 130 ºF (B1); hold pressure, 3200 Psi (C4); injection speed, 0.61 inch3/sec (D2); and hold time of 14 seconds (E2). The optimal parameters identified for the tensile strength are shot volume, 1.7 cubic inch (A4); mold temperature, 160 ºF (B4); hold pressure, 3100 Psi (C3); injection speed, 0.69 inch3/sec (D4); and hold time of 14 seconds (E2). The Taguchi-based optimization framework was systematically and successfully implemented to obtain an adjusted optimal setting in this research. The mean shrinkage of the confirmation runs is 0.0031%, and the tensile strength value was found to be 3148.1 psi. Both outcomes are far better results from the baseline, and defects have been further reduced in injection molding processes.

Keywords: injection molding processes, taguchi parameter design, tensile strength, high-density polyethylene(HDPE)

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6888 Application of Remote Sensing Technique on the Monitoring of Mine Eco-Environment

Authors: Haidong Li, Weishou Shen, Guoping Lv, Tao Wang

Abstract:

Aiming to overcome the limitation of the application of traditional remote sensing (RS) technique in the mine eco-environmental monitoring, in this paper, we first classified the eco-environmental damages caused by mining activities and then introduced the principle, classification and characteristics of the Light Detection and Ranging (LiDAR) technique. The potentiality of LiDAR technique in the mine eco-environmental monitoring was analyzed, particularly in extracting vertical structure parameters of vegetation, through comparing the feasibility and applicability of traditional RS method and LiDAR technique in monitoring different types of indicators. The application situation of LiDAR technique in extracting typical mine indicators, such as land destruction in mining areas, damage of ecological integrity and natural soil erosion. The result showed that the LiDAR technique has the ability to monitor most of the mine eco-environmental indicators, and exhibited higher accuracy comparing with traditional RS technique, specifically speaking, the applicability of LiDAR technique on each indicator depends on the accuracy requirement of mine eco-environmental monitoring. In the item of large mine, LiDAR three-dimensional point cloud data not only could be used as the complementary data source of optical RS, Airborne/Satellite LiDAR could also fulfill the demand of extracting vertical structure parameters of vegetation in large areas.

Keywords: LiDAR, mine, ecological damage, monitoring, traditional remote sensing technique

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6887 Fused Deposition Modelling as the Manufacturing Method of Fully Bio-Based Water Purification Filters

Authors: Natalia Fijol, Aji P. Mathew

Abstract:

We present the processing and characterisation of three-dimensional (3D) monolith filters based on polylactic acid (PLA) reinforced with various nature-derived nanospecies such as hydroxyapatite, modified cellulose fibers and chitin fibers. The nanospecies of choice were dispersed in PLA through Thermally Induced Phase Separation (TIPS) method. The biocomposites were developed via solvent-assisted blending and the obtained pellets were further single-screw extruded into 3D-printing filaments and processed into various geometries using Fused Deposition Modelling (FDM) technique. The printed prototypes included cubic, cylindrical and hour-glass shapes with diverse patterns of printing infill as well as varying pore structure including uniform and multiple level gradual pore structure. The pores and channel structure as well as overall shape of the prototypes were designed in attempt to optimize the flux and maximize the adsorption-active time. FDM is a cost and energy-efficient method, which does not require expensive tools and elaborated post-processing maintenance. Therefore, FDM offers the possibility to produce customized, highly functional water purification filters with tuned porous structures suitable for removal of wide range of common water pollutants. Moreover, as 3D printing becomes more and more available worldwide, it allows producing portable filters at the place and time where they are most needed. The study demonstrates preparation route for the PLA-based, fully biobased composite and their processing via FDM technique into water purification filters, addressing water treatment challenges on an industrial scale.

Keywords: fused deposition modelling, water treatment, biomaterials, 3D printing, nanocellulose, nanochitin, polylactic acid

Procedia PDF Downloads 94
6886 The Bayesian Premium Under Entropy Loss

Authors: Farouk Metiri, Halim Zeghdoudi, Mohamed Riad Remita

Abstract:

Credibility theory is an experience rating technique in actuarial science which can be seen as one of quantitative tools that allows the insurers to perform experience rating, that is, to adjust future premiums based on past experiences. It is used usually in automobile insurance, worker's compensation premium, and IBNR (incurred but not reported claims to the insurer) where credibility theory can be used to estimate the claim size amount. In this study, we focused on a popular tool in credibility theory which is the Bayesian premium estimator, considering Lindley distribution as a claim distribution. We derive this estimator under entropy loss which is asymmetric and squared error loss which is a symmetric loss function with informative and non-informative priors. In a purely Bayesian setting, the prior distribution represents the insurer’s prior belief about the insured’s risk level after collection of the insured’s data at the end of the period. However, the explicit form of the Bayesian premium in the case when the prior is not a member of the exponential family could be quite difficult to obtain as it involves a number of integrations which are not analytically solvable. The paper finds a solution to this problem by deriving this estimator using numerical approximation (Lindley approximation) which is one of the suitable approximation methods for solving such problems, it approaches the ratio of the integrals as a whole and produces a single numerical result. Simulation study using Monte Carlo method is then performed to evaluate this estimator and mean squared error technique is made to compare the Bayesian premium estimator under the above loss functions.

Keywords: bayesian estimator, credibility theory, entropy loss, monte carlo simulation

Procedia PDF Downloads 300
6885 Modeling Nanomechanical Behavior of ZnO Nanowires as a Function of Nano-Diameter

Authors: L. Achou, A. Doghmane

Abstract:

Elastic performances, as an essential property of nanowires (NWs), play a significant role in the design and fabrication of modern nanodevices. In this paper, our interest is focused on ZnO NWs to investigate wire diameter (Dwire ≤ 400 nm) effects on elastic properties. The plotted data reveal that a strong size dependence of the elastic constants exists when the wire diameter is smaller than ~ 100 nm. For larger diameters (Dwire > 100 nm), these ones approach their corresponding bulk values. To enrich this study, we make use of the scanning acoustic microscopy simulation technique. The calculation methodology consists of several steps: determination of longitudinal and transverse wave velocities, calculation of refection coefficients, calculation of acoustic signatures and Rayleigh velocity determination. Quantitatively, it was found that changes in ZnO diameters over the ranges 1 nm ≤ Dwire ≤ 100 nm lead to similar exponential variations, for all elastic parameters, of the from: A = a + b exp(-Dwire/c) where a, b, and c are characteristic constants of a given parameter. The developed relation can be used to predict elastic properties of such NW by just knowing its diameter and vice versa.

Keywords: elastic properties, nanowires, semiconductors, theoretical model, ZnO

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6884 The Bicoid Gradient in the Drosophila Embryo: 3D Modelling with Realistic Egg Geometries

Authors: Alexander V. Spirov, David M. Holloway, Ekaterina M. Myasnikova

Abstract:

Segmentation of the early Drosophila embryo results from the dynamic establishment of spatial gene expression patterns. Patterning occurs on an embryo geometry which is a 'deformed' prolate ellipsoid, with anteroposterior and dorsal-ventral major and minor axes, respectively. Patterning is largely independent along each axis, but some interaction can be seen in the 'bending' of the segmental expression stripes. This interaction is not well understood. In this report, we investigate how 3D geometrical features of the early embryo affect the segmental expression patterning. Specifically, we study the effect of geometry on formation of the Bicoid primary morphogenetic gradient. Our computational results demonstrate that embryos with a much longer ventral than dorsal surface ('bellied') can produce curved Bicoid concentration contours which could activate curved stripes in the downstream pair-rule segmentation genes. In addition, we show that having an extended source for Bicoid in the anterior of the embryo may be necessary for producing the observed exponential form of the Bicoid gradient along the anteroposterior axis.

Keywords: Drosophila embryo, bicoid morphogenetic gradient, exponential expression profile, expression surface form, segmentation genes, 3D modelling

Procedia PDF Downloads 243
6883 Factors Affecting the Results of in vitro Gas Production Technique

Authors: O. Kahraman, M. S. Alatas, O. B. Citil

Abstract:

In determination of values of feeds which, are used in ruminant nutrition, different methods are used like in vivo, in vitro, in situ or in sacco. Generally, the most reliable results are taken from the in vivo studies. But because of the disadvantages like being hard, laborious and expensive, time consuming, being hard to keep the experiment conditions under control and too much samples are needed, the in vitro techniques are more preferred. The most widely used in vitro techniques are two-staged digestion technique and gas production technique. In vitro gas production technique is based on the measurement of the CO2 which is released as a result of microbial fermentation of the feeds. In this review, the factors affecting the results obtained from in vitro gas production technique (Hohenheim Feed Test) were discussed. Some factors must be taken into consideration when interpreting the findings obtained in these studies and also comparing the findings reported by different researchers for the same feeds. These factors were discussed in 3 groups: factors related to animal, factors related to feeds and factors related with differences in the application of method. These factors and their effects on the results were explained. Also it can be concluded that the use of in vitro gas production technique in feed evaluation routinely can be contributed to the comprehensive feed evaluation, but standardization is needed in this technique to attain more reliable results.

Keywords: In vitro, gas production technique, Hohenheim feed test, standardization

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6882 Stability of Solutions of Semidiscrete Stochastic Systems

Authors: Ramazan Kadiev, Arkadi Ponossov

Abstract:

Semidiscrete systems contain both continuous and discrete components. This means that the dynamics is mostly continuous, but at certain instants, it is exposed to abrupt influences. Such systems naturally appear in applications, for example, in biological and ecological models as well as in the control theory. Therefore, the study of semidiscrete systems has recently attracted the attention of many specialists. Stochastic effects are an important part of any realistic approach to modeling. For example, stochasticity arises in the population dynamics, demographic and ecological due to a change in time of factors external to the system affecting the survival of the population. In control theory, random coefficients can simulate inaccuracies in measurements. It will be shown in the presentation how to incorporate such effects into semidiscrete systems. Stability analysis is an essential part of modeling real-world problems. In the presentation, it will be explained how sufficient conditions for the moment stability of solutions in terms of the coefficients for linear semidiscrete stochastic equations can be derived using non-Lyapunov technique.

Keywords: abrupt changes, exponential stability, regularization, stochastic noises

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6881 Implementation of 4-Bit Direct Charge Transfer Switched Capacitor DAC with Mismatch Shaping Technique

Authors: Anuja Askhedkar, G. H. Agrawal, Madhu Gudgunti

Abstract:

Direct Charge Transfer Switched Capacitor (DCT-SC) DAC is the internal DAC used in Delta-Sigma (∆∑) DAC which works on Over-Sampling concept. The Switched Capacitor DAC mainly suffers from mismatch among capacitors. Mismatch among capacitors in DAC, causes non linearity between output and input. Dynamic Element Matching (DEM) technique is used to match the capacitors. According to element selection logic there are many types. In this paper, Data Weighted Averaging (DWA) technique is used for mismatch shaping. In this paper, the 4 bit DCT-SC-DAC with DWA-DEM technique is implemented using WINSPICE simulation software in 180nm CMOS technology. DNL for DAC with DWA is ±0.03 LSB and INL is ± 0.02LSB.

Keywords: ∑-Δ DAC, DCT-SC-DAC, mismatch shaping, DWA, DEM

Procedia PDF Downloads 328
6880 Kou Jump Diffusion Model: An Application to the SP 500; Nasdaq 100 and Russell 2000 Index Options

Authors: Wajih Abbassi, Zouhaier Ben Khelifa

Abstract:

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

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

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6879 Hybrid Algorithm for Non-Negative Matrix Factorization Based on Symmetric Kullback-Leibler Divergence for Signal Dependent Noise: A Case Study

Authors: Ana Serafimovic, Karthik Devarajan

Abstract:

Non-negative matrix factorization approximates a high dimensional non-negative matrix V as the product of two non-negative matrices, W and H, and allows only additive linear combinations of data, enabling it to learn parts with representations in reality. It has been successfully applied in the analysis and interpretation of high dimensional data arising in neuroscience, computational biology, and natural language processing, to name a few. The objective of this paper is to assess a hybrid algorithm for non-negative matrix factorization with multiplicative updates. The method aims to minimize the symmetric version of Kullback-Leibler divergence known as intrinsic information and assumes that the noise is signal-dependent and that it originates from an arbitrary distribution from the exponential family. It is a generalization of currently available algorithms for Gaussian, Poisson, gamma and inverse Gaussian noise. We demonstrate the potential usefulness of the new generalized algorithm by comparing its performance to the baseline methods which also aim to minimize symmetric divergence measures.

Keywords: non-negative matrix factorization, dimension reduction, clustering, intrinsic information, symmetric information divergence, signal-dependent noise, exponential family, generalized Kullback-Leibler divergence, dual divergence

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6878 Numerical Solution of Porous Media Equation Using Jacobi Operational Matrix

Authors: Shubham Jaiswal

Abstract:

During modeling of transport phenomena in porous media, many nonlinear partial differential equations (NPDEs) encountered which greatly described the convection, diffusion and reaction process. To solve such types of nonlinear problems, a reliable and efficient technique is needed. In this article, the numerical solution of NPDEs encountered in porous media is derived. Here Jacobi collocation method is used to solve the considered problems which convert the NPDEs in systems of nonlinear algebraic equations that can be solved using Newton-Raphson method. The numerical results of some illustrative examples are reported to show the efficiency and high accuracy of the proposed approach. The comparison of the numerical results with the existing analytical results already reported in the literature and the error analysis for each example exhibited through graphs and tables confirms the exponential convergence rate of the proposed method.

Keywords: nonlinear porous media equation, shifted Jacobi polynomials, operational matrix, spectral collocation method

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6877 Structural and Magnetic Properties of CoFe2O4:Nd3+/Dy3+/Pr3+/Gd3+ Nanoparticles Synthesized by Starch-Assisted Sol-Gel Auto-Combustion Method and Annealing Effect

Authors: Raghvendra Singh Yadav, Ivo Kuřitka, Jaromir Havlica, Zuzana Kozakova, Jiri Masilko, Lukas Kalina, Miroslava Hajdúchová, Vojtěch Enev, Jaromir Wasserbauer

Abstract:

In this work, we investigated the structural and magnetic properties of CoFe2O4:Nd3+/Dy3+/Pr3+/Gd3+ nanoparticles synthesized by starch-assisted sol-gel combustion method. X-ray diffraction pattern confirmed the formation of cubic spinel structure of rare-earth ions (Nd3+, Dy3+, Pr3+, Gd3+) doped CoFe2O4 spinel ferrite nanoparticles. Raman and Fourier Transform Infrared spectroscopy study also confirmed cubic spinel structure of rare-earth ions (Nd3+, Dy3+, Pr3+, Gd3+) substituted CoFe2O4 nanoparticles. The field emission scanning electron microscopy study revealed the effect of annealing temperature on size of rare-earth ions (Nd3+, Dy3+, Pr3+, Gd3+) substituted CoFe2O4 nanoparticles and particles were in the range of 10-100 nm. The magnetic properties of rare-earth ions (Nd3+, Dy3+, Pr3+, Gd3+) substituted CoFe2O4 nanoparticles were investigated by using vibrating sample magnetometer. The variation in saturation magnetization, coercivity and remanent magnetization with annealing temperature/ particle size of rare-earth ions (Nd3+, Dy3+, Pr3+, Gd3+) substituted CoFe2O4 nanoparticles was observed. Acknowledgment: This work was supported by the Ministry of Education, Youth and Sports of the Czech Republic – Program NPU I (LO1504).

Keywords: starch, sol-gel combustion method, rare-earth ions, spinel ferrite nanoparticles, magnetic properties

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6876 The Analysis of Thermal Conductivity in Porcine Meat Due to Electricity by Finite Element Method

Authors: Orose Rugchati, Sarawut Wattanawongpitak

Abstract:

This research studied the analysis of the thermal conductivity and heat transfer in porcine meat due to the electric current flowing between the electrode plates in parallel. Hot-boned pork sample was prepared in 2*1*1 cubic centimeter. The finite element method with ANSYS workbench program was applied to simulate this heat transfer problem. In the thermal simulation, the input thermoelectric energy was calculated from measured current that flowing through the pork and the input voltage from the dc voltage source. The comparison of heat transfer in pork according to two voltage sources: DC voltage 30 volts and dc pulsed voltage 60 volts (pulse width 50 milliseconds and 50 % duty cycle) were demonstrated. From the result, it shown that the thermal conductivity trends to be steady at temperature 40C and 60C around 1.39 W/mC and 2.65 W/mC for dc voltage source 30 volts and dc pulsed voltage 60 volts, respectively. For temperature increased to 50C at 5 minutes, the appearance color of porcine meat at the exposer point has become to fade. This technique could be used for predicting of thermal conductivity caused by some meat’s characteristics.

Keywords: thermal conductivity, porcine meat, electricity, finite element method

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6875 Imp_hist-Si: Improved Hybrid Image Segmentation Technique for Satellite Imagery to Decrease the Segmentation Error Rate

Authors: Neetu Manocha

Abstract:

Image segmentation is a technique where a picture is parted into distinct parts having similar features which have a place with similar items. Various segmentation strategies have been proposed as of late by prominent analysts. But, after ultimate thorough research, the novelists have analyzed that generally, the old methods do not decrease the segmentation error rate. Then author finds the technique HIST-SI to decrease the segmentation error rates. In this technique, cluster-based and threshold-based segmentation techniques are merged together. After then, to improve the result of HIST-SI, the authors added the method of filtering and linking in this technique named Imp_HIST-SI to decrease the segmentation error rates. The goal of this research is to find a new technique to decrease the segmentation error rates and produce much better results than the HIST-SI technique. For testing the proposed technique, a dataset of Bhuvan – a National Geoportal developed and hosted by ISRO (Indian Space Research Organisation) is used. Experiments are conducted using Scikit-image & OpenCV tools of Python, and performance is evaluated and compared over various existing image segmentation techniques for several matrices, i.e., Mean Square Error (MSE) and Peak Signal Noise Ratio (PSNR).

Keywords: satellite image, image segmentation, edge detection, error rate, MSE, PSNR, HIST-SI, linking, filtering, imp_HIST-SI

Procedia PDF Downloads 106
6874 The Effects of pH on the Electrochromism in Nickel Oxide Films

Authors: T. Taşköprü, M. Zor, E. Turan

Abstract:

The advantages of nickel oxide as an electrochromic material are its good contrast of transmittance and its suitable use as a secondary electrochromic film with WO3 for electrochromic devices. Electrochromic nickel oxide film was prepared by using a simple and inexpensive chemical deposition bath (CBD) technique onto fluorine-doped tin oxide (FTO) coated glass substrates from nickel nitrate solution. The films were ace centered cubic NiO with preferred orientation in the (2 0 0) direction. The electrochromic (EC) properties of the films were studied as a function of pH (8, 9, 10 and 11) in an aqueous alkaline electrolyte (0.3 M KOH) using cyclic voltammetry (CV). The EC cell was formed with the following configuration; FTO/nickel oxide film/0.3 M KOH/Pt The potential was cycled from 0.1 to 0.6V at diffferent potential sweep rates in the range 10- 50 mV/s. The films exhibit anodic electrochromism, changing colour from transparent to black.CV results of a nickel oxide film showed well-resolved anodic current peak at potential; 45 mV and cathodic peak at potential 28 mV. The structural, morphological, and optical changes in NiO film following the CV were investigated by means of X-ray diffractometer (XRD), field emission electron microscopy (FESEM) and UV-Vis- NIR spectrophotometry. No change was observed in XRD, besides surface morphology undergoes change due to the electrical discharge. The change in tansmittance between the bleached and colored state is 68% for the film deposited with pH=11 precursor.

Keywords: nickel oxide, XRD, SEM, cyclic voltammetry

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6873 New Technique of Estimation of Charge Carrier Density of Nanomaterials from Thermionic Emission Data

Authors: Dilip K. De, Olukunle C. Olawole, Emmanuel S. Joel, Moses Emetere

Abstract:

A good number of electronic properties such as electrical and thermal conductivities depend on charge carrier densities of nanomaterials. By controlling the charge carrier densities during the fabrication (or growth) processes, the physical properties can be tuned. In this paper, we discuss a new technique of estimating the charge carrier densities of nanomaterials from the thermionic emission data using the newly modified Richardson-Dushman equation. We find that the technique yields excellent results for graphene and carbon nanotube.

Keywords: charge carrier density, nano materials, new technique, thermionic emission

Procedia PDF Downloads 291
6872 Synthesis of LiMₓMn₂₋ₓO₄ Doped Co, Ni, Cr and Its Characterization as Lithium Battery Cathode

Authors: Dyah Purwaningsih, Roto Roto, Hari Sutrisno

Abstract:

Manganese dioxide (MnO₂) and its derivatives are among the most widely used materials for the positive electrode in both primary and rechargeable lithium batteries. The MnO₂ derivative compound of LiMₓMn₂₋ₓO₄ (M: Co, Ni, Cr) is one of the leading candidates for positive electrode materials in lithium batteries as it is abundant, low cost and environmentally friendly. Over the years, synthesis of LiMₓMn₂₋ₓO₄ (M: Co, Ni, Cr) has been carried out using various methods including sol-gel, gas condensation, spray pyrolysis, and ceramics. Problems with these various methods persist including high cost (so commercially inapplicable) and must be done at high temperature (environmentally unfriendly). This research aims to: (1) synthesize LiMₓMn₂₋ₓO₄ (M: Co, Ni, Cr) by reflux technique; (2) develop microstructure analysis method from XRD Powder LiMₓMn₂₋ₓO₄ data with the two-stage method; (3) study the electrical conductivity of LiMₓMn₂₋ₓO₄. This research developed the synthesis of LiMₓMn₂₋ₓO₄ (M: Co, Ni, Cr) with reflux. The materials consisting of Mn(CH₃COOH)₂. 4H₂O and Na₂S₂O₈ were refluxed for 10 hours at 120°C to form β-MnO₂. The doping of Co, Ni and Cr were carried out using solid-state method with LiOH to form LiMₓMn₂₋ₓO₄. The instruments used included XRD, SEM-EDX, XPS, TEM, SAA, TG/DTA, FTIR, LCR meter and eight-channel battery analyzer. Microstructure analysis of LiMₓMn₂₋ₓO₄ was carried out on XRD powder data by two-stage method using FullProf program integrated into WinPlotR and Oscail Program as well as on binding energy data from XPS. The morphology of LiMₓMn₂₋ₓO₄ was studied with SEM-EDX, TEM, and SAA. The thermal stability test was performed with TG/DTA, the electrical conductivity was studied from the LCR meter data. The specific capacity of LiMₓMn₂₋ₓO₄ as lithium battery cathode was tested using an eight-channel battery analyzer. The results showed that the synthesis of LiMₓMn₂₋ₓO₄ (M: Co, Ni, Cr) was successfully carried out by reflux. The optimal temperature of calcination is 750°C. XRD characterization shows that LiMn₂O₄ has a cubic crystal structure with Fd3m space group. By using the CheckCell in the WinPlotr, the increase of Li/Mn mole ratio does not result in changes in the LiMn₂O₄ crystal structure. The doping of Co, Ni and Cr on LiMₓMn₂₋ₓO₄ (x = 0.02; 0.04; 0; 0.6; 0.08; 0.10) does not change the cubic crystal structure of Fd3m. All the formed crystals are polycrystals with the size of 100-450 nm. Characterization of LiMₓMn₂₋ₓO₄ (M: Co, Ni, Cr) microstructure by two-stage method shows the shrinkage of lattice parameter and cell volume. Based on its range of capacitance, the conductivity obtained at LiMₓMn₂₋ₓO₄ (M: Co, Ni, Cr) is an ionic conductivity with varying capacitance. The specific battery capacity at a voltage of 4799.7 mV for LiMn₂O₄; Li₁.₀₈Mn₁.₉₂O₄; LiCo₀.₁Mn₁.₉O₄; LiNi₀.₁Mn₁.₉O₄ and LiCr₀.₁Mn₁.₉O₄ are 88.62 mAh/g; 2.73 mAh/g; 89.39 mAh/g; 85.15 mAh/g; and 1.48 mAh/g respectively.

Keywords: LiMₓMn₂₋ₓO₄, solid-state, reflux, two-stage method, ionic conductivity, specific capacity

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6871 Mapping Method to Solve a Nonlinear Schrodinger Type Equation

Authors: Edamana Vasudevan Krishnan

Abstract:

This paper studies solitons in optical materials with the help of Mapping Method. Two types of nonlinear media have been investigated, namely, the cubic nonlinearity and the quintic nonlinearity. The soliton solutions, shock wave solutions and singular solutions have been derives with certain constraint conditions.

Keywords: solitons, integrability, metamaterials, mapping method

Procedia PDF Downloads 462
6870 Thermodynamic and Spectroscopic Investigation of Binary 2,2-Dimethyl-1-Propanol+ CO₂ Gas Hydrates

Authors: Seokyoon Moon, Yun-Ho Ahn, Heejoong Kim, Sujin Hong, Yunseok Lee, Youngjune Park

Abstract:

Gas hydrate is a non-stoichiometric crystalline compound consisting of host water-framework and low molecular weight guest molecules. Small gaseous molecules such as CH₄, CO₂, and N₂ can be captured in the host water framework lattices of the gas hydrate with specific temperature and pressure conditions. The three well-known crystal structures of structure I (sI), structure II (sII), and structure H (sH) are determined by the size and shape of guest molecules. In this study, we measured the phase equilibria of binary (2,2-dimethyl-1-propanol + CO₂, CH₄, N₂) hydrates to explore their fundamental thermodynamic characteristics. We identified the structure of the binary gas hydrate by employing synchrotron high-resolution powder diffraction (HRPD), and the guest distributions in the lattice of gas hydrate were investigated via dispersive Raman and ¹³C solid-state nuclear magnetic resonance (NMR) spectroscopies. The end-to-end distance of 2,2-dimethyl-1-propanol was calculated to be 7.76 Å, which seems difficult to be enclathrated in large cages of sI or sII. However, due to the flexibility of the host water framework, binary hydrates of sI or sII types can be formed with the help of small gas molecule. Also, the synchrotron HRPD patterns revealed that the binary hydrate structure highly depends on the type of help gases; a cubic Fd3m sII hydrate was formed with CH₄ or N₂, and a cubic Pm3n sI hydrate was formed with CO₂. Interestingly, dispersive Raman and ¹³C NMR spectra showed that the unique tuning phenomenon occurred in binary (2,2-dimethyl-1-propanol + CO₂) hydrate. By optimizing the composition of NPA, we can achieve both thermodynamic stability and high CO₂ storage capacity for the practical application to CO₂ capture.

Keywords: clathrate, gas hydrate, neopentyl alcohol, CO₂, tuning phenomenon

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6869 Optimal Design of Step-Stress Partially Life Test Using Multiply Censored Exponential Data with Random Removals

Authors: Showkat Ahmad Lone, Ahmadur Rahman, Ariful Islam

Abstract:

The major assumption in accelerated life tests (ALT) is that the mathematical model relating the lifetime of a test unit and the stress are known or can be assumed. In some cases, such life–stress relationships are not known and cannot be assumed, i.e. ALT data cannot be extrapolated to use condition. So, in such cases, partially accelerated life test (PALT) is a more suitable test to be performed for which tested units are subjected to both normal and accelerated conditions. This study deals with estimating information about failure times of items under step-stress partially accelerated life tests using progressive failure-censored hybrid data with random removals. The life data of the units under test is considered to follow exponential life distribution. The removals from the test are assumed to have binomial distributions. The point and interval maximum likelihood estimations are obtained for unknown distribution parameters and tampering coefficient. An optimum test plan is developed using the D-optimality criterion. The performances of the resulting estimators of the developed model parameters are evaluated and investigated by using a simulation algorithm.

Keywords: binomial distribution, d-optimality, multiple censoring, optimal design, partially accelerated life testing, simulation study

Procedia PDF Downloads 298