Search results for: fractional diffusion equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3022

Search results for: fractional diffusion equations

2902 On the Relation between λ-Symmetries and μ-Symmetries of Partial Differential Equations

Authors: Teoman Ozer, Ozlem Orhan

Abstract:

This study deals with symmetry group properties and conservation laws of partial differential equations. We give a geometrical interpretation of notion of μ-prolongations of vector fields and of the related concept of μ-symmetry for partial differential equations. We show that these are in providing symmetry reduction of partial differential equations and systems and invariant solutions.

Keywords: λ-symmetry, μ-symmetry, classification, invariant solution

Procedia PDF Downloads 280
2901 Influence of Photophysical Parameters of Photoactive Materials on Exciton Diffusion Length and Diffusion Coefficient in Bulk Heterojunction Organic Solar Cells

Authors: Douglas Yeboah, Jai Singh

Abstract:

It has been experimentally demonstrated that exciton diffusion length in organic solids can be improved by fine-tuning the material parameters that govern exciton transfer. Here, a theoretical study is carried out to support this finding. We have therefore derived expressions for the exciton diffusion length and diffusion coefficient of singlet and triplet excitons using Förster resonance energy transfer and Dexter carrier transfer mechanisms and are plotted as a function of photoluminescence (PL) quantum yield, spectral overlap integral, refractive index and dipole moment of the photoactive material. We found that singlet exciton diffusion length increases with PL quantum yield and spectral overlap integral, and decreases with increase in refractive index. Likewise, the triplet exciton diffusion length increases when PL quantum yield increases and dipole moment decreases. The calculated diffusion lengths in different organic materials are compared with existing experimental values and found to be in reasonable agreement. The results are expected to provide insight in developing new organic materials for fabricating bulk heterojunction (BHJ) organic solar cells (OSCs) with better photoconversion efficiency.

Keywords: Dexter carrier transfer, diffusion coefficient, exciton diffusion length, Föster resonance energy transfer, photoactive materials, photophysical parameters

Procedia PDF Downloads 302
2900 Stability Analysis of Tumor-Immune Fractional Order Model

Authors: Sadia Arshad, Yifa Tang, Dumitru Baleanu

Abstract:

A fractional order mathematical model is proposed that incorporate CD8+ cells, natural killer cells, cytokines and tumor cells. The tumor cells growth in the absence of an immune response is modeled by logistic law as it was the simplest form for which predictions also agreed with the experimental data. Natural Killer Cells are our first line of defense. NK cells directly kill tumor cells through several mechanisms, including the release of cytoplasmic granules containing perforin and granzyme, expression of tumor necrosis factor (TNF) family members. The effect of the NK cells on the tumor cell population is expressed with the product term. Rational form is used to describe interaction between CD8+ cells and tumor cells. A number of cytokines are produced by NKs, including tumor necrosis factor TNF, IFN, and interleukin (IL-10). Source term for cytokines is modeled by Michaelis-Menten form to indicate the saturated effects of the immune response. Stability of the equilibrium points is discussed for biologically significant values of bifurcation parameters. We studied the treatment of fractional order system by investigating analytical conditions of tumor eradication. Numerical simulations are presented to illustrate the analytical results.

Keywords: cancer model, fractional calculus, numerical simulations, stability analysis

Procedia PDF Downloads 286
2899 Equations of Pulse Propagation in Three-Layer Structure of As2S3 Chalcogenide Plasmonic Nano-Waveguides

Authors: Leila Motamed-Jahromi, Mohsen Hatami, Alireza Keshavarz

Abstract:

This research aims at obtaining the equations of pulse propagation in nonlinear plasmonic waveguides created with As2S3 chalcogenide materials. Via utilizing Helmholtz equation and first-order perturbation theory, two components of electric field are determined within frequency domain. Afterwards, the equations are formulated in time domain. The obtained equations include two coupled differential equations that considers nonlinear dispersion.

Keywords: nonlinear optics, plasmonic waveguide, chalcogenide, propagation equation

Procedia PDF Downloads 373
2898 Development of Extended Trapezoidal Method for Numerical Solution of Volterra Integro-Differential Equations

Authors: Fuziyah Ishak, Siti Norazura Ahmad

Abstract:

Volterra integro-differential equations appear in many models for real life phenomena. Since analytical solutions for this type of differential equations are hard and at times impossible to attain, engineers and scientists resort to numerical solutions that can be made as accurately as possible. Conventionally, numerical methods for ordinary differential equations are adapted to solve Volterra integro-differential equations. In this paper, numerical solution for solving Volterra integro-differential equation using extended trapezoidal method is described. Formulae for the integral and differential parts of the equation are presented. Numerical results show that the extended method is suitable for solving first order Volterra integro-differential equations.

Keywords: accuracy, extended trapezoidal method, numerical solution, Volterra integro-differential equations

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2897 Investigation of Mesoporous Silicon Carbonization Process

Authors: N. I. Kargin, G. K. Safaraliev, A. S. Gusev, A. O. Sultanov, N. V. Siglovaya, S. M. Ryndya, A. A. Timofeev

Abstract:

In this paper, an experimental and theoretical study of the processes of mesoporous silicon carbonization during the formation of buffer layers for the subsequent epitaxy of 3C-SiC films and related wide-band-gap semiconductors is performed. Experimental samples were obtained by the method of chemical vapor deposition and investigated by scanning electron microscopy. Analytic expressions were obtained for the effective diffusion factor and carbon atoms diffusion length in a porous system. The proposed model takes into account the processes of Knudsen diffusion, coagulation and overgrowing of pores during the formation of a silicon carbide layer.

Keywords: silicon carbide, porous silicon, carbonization, electrochemical etching, diffusion

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2896 Optimization of Coefficients of Fractional Order Proportional-Integrator-Derivative Controller on Permanent Magnet Synchronous Motors Using Particle Swarm Optimization

Authors: Ali Motalebi Saraji, Reza Zarei Lamuki

Abstract:

Speed control and behavior improvement of permanent magnet synchronous motors (PMSM) that have reliable performance, low loss, and high power density, especially in industrial drives, are of great importance for researchers. Because of its importance in this paper, coefficients optimization of proportional-integrator-derivative fractional order controller is presented using Particle Swarm Optimization (PSO) algorithm in order to improve the behavior of PMSM in its speed control loop. This improvement is simulated in MATLAB software for the proposed optimized proportional-integrator-derivative fractional order controller with a Genetic algorithm and compared with a full order controller with a classic optimization method. Simulation results show the performance improvement of the proposed controller with respect to two other controllers in terms of rising time, overshoot, and settling time.

Keywords: speed control loop of permanent magnet synchronous motor, fractional and full order proportional-integrator-derivative controller, coefficients optimization, particle swarm optimization, improvement of behavior

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2895 Heat Transfer Process Parameter Optimization in SI/Ge Using TAGUCHI Method

Authors: Evln Ranga Charyulu, S. P. Venu Madhavarao, S. Udaya kumar, S. V. S. S. N. V. G. Krishna Murthy

Abstract:

With the advent of new nanometer process technologies, it is possible to integrate billion transistors on a single substrate. When more and more functionality included there is the possibility of multi-million transistors switching simultaneously consuming more power and dissipating more power along with more leakage of current into the substrate of porous silicon or germanium material. These results in substrate heating and thermal noise generation coupled to signals of interest. The heating process is represented by coupled nonlinear partial differential equations in porous silicon and germanium. By identifying heat sources and heat fluxes may results in designing of ultra-low power circuits. The PDEs are solved by finite difference scheme assuming that boundary layer equations in porous silicon and germanium. Local heat fluxes along the vertical isothermal surface immersed in porous SI/Ge are considered. The parameters considered for optimization are thermal diffusivity, thermal expansion coefficient, thermal diffusion ratio, permeability, specific heat at constant temperatures, Rayleigh number, amplitude of wavy surface, mass expansion coefficient. The diffusion of heat was caused by the concentration gradient. Thermal physical properties are homogeneous and isotropic. By using L8, TAGUCHI method the parameters are optimized.

Keywords: heat transfer, pde, taguchi optimization, SI/Ge

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2894 Serious Digital Video Game for Solving Algebraic Equations

Authors: Liliana O. Martínez, Juan E González, Manuel Ramírez-Aranda, Ana Cervantes-Herrera

Abstract:

A serious game category mobile application called Math Dominoes is presented. The main objective of this applications is to strengthen the teaching-learning process of solving algebraic equations and is based on the board game "Double 6" dominoes. Math Dominoes allows the practice of solving first, second-, and third-degree algebraic equations. This application is aimed to students who seek to strengthen their skills in solving algebraic equations in a dynamic, interactive, and fun way, to reduce the risk of failure in subsequent courses that require mastery of this algebraic tool.

Keywords: algebra, equations, dominoes, serious games

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2893 Natural Gas Production Forecasts Using Diffusion Models

Authors: Md. Abud Darda

Abstract:

Different options for natural gas production in wide geographic areas may be described through diffusion of innovation models. This type of modeling approach provides an indirect estimate of an ultimately recoverable resource, URR, capture the quantitative effects of observed strategic interventions, and allow ex-ante assessments of future scenarios over time. In order to ensure a sustainable energy policy, it is important to forecast the availability of this natural resource. Considering a finite life cycle, in this paper we try to investigate the natural gas production of Myanmar and Algeria, two important natural gas provider in the world energy market. A number of homogeneous and heterogeneous diffusion models, with convenient extensions, have been used. Models validation has also been performed in terms of prediction capability.

Keywords: diffusion models, energy forecast, natural gas, nonlinear production

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2892 Global Stability Of Nonlinear Itô Equations And N. V. Azbelev's W-method

Authors: Arcady Ponosov., Ramazan Kadiev

Abstract:

The work studies the global moment stability of solutions of systems of nonlinear differential Itô equations with delays. A modified regularization method (W-method) for the analysis of various types of stability of such systems, based on the choice of the auxiliaryequations and applications of the theory of positive invertible matrices, is proposed and justified. Development of this method for deterministic functional differential equations is due to N.V. Azbelev and his students. Sufficient conditions for the moment stability of solutions in terms of the coefficients for sufficiently general as well as specific classes of Itô equations are given.

Keywords: asymptotic stability, delay equations, operator methods, stochastic noise

Procedia PDF Downloads 187
2891 Diffusive Transport of VOCs Through Composite Liners

Authors: Christina Jery, R. K. Anjana, D. N. Arnepalli, R. Sobha

Abstract:

Modern landfills employ a composite liner consisting of a geomembrane overlying a compacted clay liner (CCL) or a geosynthetic clay liner (GCL) as a barrier system. The primary function of a barrier system is to control the contaminant transport from the leachate (dissolved phase) and landfill gas (vapour phase) out of the landfill thereby minimizing the environmental impact. This study is undertaken to investigate the diffusive migration of VOCs through composite liners. VOCs are known hazardous air pollutants were often existing in both the vapour phase and dissolved phase. These compounds are known to diffuse readily through the polymeric geomembranes. The objective of the research is to develop a comprehensive data set of diffusive parameters involved in the diffusion of VOCs in the composite liner (1.5 mm HDPE geomembrane overlying a 30mm compacted clay layer). For this purpose, the study aims to develop a new experimental setup for determining the diffusion characteristics. The key parameters of diffusion (partitioning, diffusion and permeation coefficients) are examined. The diffusion tests are carried out both in aqueous and vapor phase. Finally, an attempt is also made to study the effect of low temperature on the diffusion characteristics.

Keywords: diffusion, sorption, organic compounds, composite liners, geomembrane

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2890 Soret and Dufour's Effects on Mixed Convection Unsteady MHD Boundary Layer Flow over a Stretching Sheet Embedded in a Porous Medium with Chemically Reactive Spices

Authors: Deva Kanta Phukan

Abstract:

An investigation is made to carry out to study the thermal-diffusion and diffusion thermo-effects in hydro-magnetic unsteady flow by a mixed convection boundary layer past an impermeable vertical stretching sheet embedded in a conducting fluid-saturated porous medium in the presence of a chemical reaction effect. The velocity of stretching surface, the surface temperature and the concentration are assumed to vary linearly with the distance along the surface. The governing partial differential equations are transformed in to self similar unsteady equations using similarity transformations and solved numerically by the Runge kutta fourth order scheme in association with the shooting method for the whole transient domain from the initial state to the final steady state flow. Numerical results for the velocity, temperature, the concentration, the skin friction , and the Nusselt and Sherwood numbers are shown graphically for various flow parameters. The results reveal that there is a smooth transition of flow from unsteady state to the final steady state. A special case of our results is in good agreement with an earlier published work.

Keywords: heat and mass transfer, boundary layer flow, porous media, magnetic field, Soret number, Dufour’s number

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2889 A Combinatorial Representation for the Invariant Measure of Diffusion Processes on Metric Graphs

Authors: Michele Aleandri, Matteo Colangeli, Davide Gabrielli

Abstract:

We study a generalization to a continuous setting of the classical Markov chain tree theorem. In particular, we consider an irreducible diffusion process on a metric graph. The unique invariant measure has an atomic component on the vertices and an absolutely continuous part on the edges. We show that the corresponding density at x can be represented by a normalized superposition of the weights associated to metric arborescences oriented toward the point x. A metric arborescence is a metric tree oriented towards its root. The weight of each oriented metric arborescence is obtained by the product of the exponential of integrals of the form ∫a/b², where b is the drift and σ² is the diffusion coefficient, along the oriented edges, for a weight for each node determined by the local orientation of the arborescence around the node and for the inverse of the diffusion coefficient at x. The metric arborescences are obtained by cutting the original metric graph along some edges.

Keywords: diffusion processes, metric graphs, invariant measure, reversibility

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2888 Fractional Integration in the West African Economic and Monetary Union

Authors: Hector Carcel Luis Alberiko Gil-Alana

Abstract:

This paper examines the time series behavior of three variables (GDP, Price level of Consumption and Population) in the eight countries that belong to the West African Economic and Monetary Union (WAEMU), which are Benin, Burkina Faso, Côte d’Ivoire, Guinea-Bissau, Mali, Niger, Senegal and Togo. The reason for carrying out this study lies in the considerable heterogeneity that can be perceived in the data from these countries. We conduct a long memory and fractional integration modeling framework and we also identify potential breaks in the data. The aim of the study is to perceive up to which degree the eight West African countries that belong to the same monetary union follow the same economic patterns of stability. Testing for mean reversion, we only found strong evidence of it in the case of Senegal for the Price level of Consumption, and in the cases of Benin, Burkina Faso and Senegal for GDP.

Keywords: West Africa, Monetary Union, fractional integration, economic patterns

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2887 An Approach for Pattern Recognition and Prediction of Information Diffusion Model on Twitter

Authors: Amartya Hatua, Trung Nguyen, Andrew Sung

Abstract:

In this paper, we study the information diffusion process on Twitter as a multivariate time series problem. Our model concerns three measures (volume, network influence, and sentiment of tweets) based on 10 features, and we collected 27 million tweets to build our information diffusion time series dataset for analysis. Then, different time series clustering techniques with Dynamic Time Warping (DTW) distance were used to identify different patterns of information diffusion. Finally, we built the information diffusion prediction models for new hashtags which comprise two phrases: The first phrase is recognizing the pattern using k-NN with DTW distance; the second phrase is building the forecasting model using the traditional Autoregressive Integrated Moving Average (ARIMA) model and the non-linear recurrent neural network of Long Short-Term Memory (LSTM). Preliminary results of performance evaluation between different forecasting models show that LSTM with clustering information notably outperforms other models. Therefore, our approach can be applied in real-world applications to analyze and predict the information diffusion characteristics of selected topics or memes (hashtags) in Twitter.

Keywords: ARIMA, DTW, information diffusion, LSTM, RNN, time series clustering, time series forecasting, Twitter

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2886 Development of Natural Zeolites Adsorbent: Preliminary Study on Water-Isopropyl Alcohol Adsorption in a Close-Loop Continuous Adsorber

Authors: Sang Kompiang Wirawan, Pandu Prabowo Jati, I Wayan Warmada

Abstract:

Klaten Indonesian natural zeolite can be used as powder or pellet adsorbent. Pellet adsorbent has been made from activated natural zeolite powder by a conventional pressing method. Starch and formaldehyde were added as binder to strengthen the construction of zeolite pellet. To increase the absorptivity and its capacity, natural zeolite was activated first chemically and thermally. This research examined adsorption process of water from Isopropyl Alcohol (IPA)-water system using zeolite adsorbent pellet from natural zeolite powder which has been activated with H2SO4 0.1 M and 0.3 M. Adsorbent was pelleted by pressing apparatus at certain pressure to make specification in 1.96 cm diameter, 0.68 cm thickness which the natural zeolite powder (-80 mesh). The system of isopropyl-alcohol water contained 80% isopropyl-alcohol. Adsorption process was held in close-loop continuous apparatus which the zeolite pellet was put inside a column and the solution of IPA-water was circulated at certain flow. Concentration changing was examined thoroughly at a certain time. This adsorption process included mass transfer from bulk liquid into film layer and from film layer into the solid particle. Analysis of rate constant was using first order isotherm model that simulated with MATLAB. Besides using first order isotherm, intra-particle diffusion model was proposed by using pore diffusion model. The study shows that adsorbent activated by H2SO4 0.1 M has good absorptivity with mass transfer constant at 0.1286 min-1.

Keywords: intra-particle diffusion, fractional attainment, first order isotherm, zeolite

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2885 Investigation of Different Conditions to Detect Cycles in Linearly Implicit Quantized State Systems

Authors: Elmongi Elbellili, Ben Lauwens, Daan Huybrechs

Abstract:

The increasing complexity of modern engineering systems presents a challenge to the digital simulation of these systems which usually can be represented by differential equations. The Linearly Implicit Quantized State System (LIQSS) offers an alternative approach to traditional numerical integration techniques for solving Ordinary Differential Equations (ODEs). This method proved effective for handling discontinuous and large stiff systems. However, the inherent discrete nature of LIQSS may introduce oscillations that result in unnecessary computational steps. The current oscillation detection mechanism relies on a condition that checks the significance of the derivatives, but it could be further improved. This paper describes a different cycle detection mechanism and presents the outcomes using LIQSS order one in simulating the Advection Diffusion problem. The efficiency of this new cycle detection mechanism is verified by comparing the performance of the current solver against the new version as well as a reference solution using a Runge-Kutta method of order14.

Keywords: numerical integration, quantized state systems, ordinary differential equations, stiffness, cycle detection, simulation

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2884 Drug Delivery to Solid Tumor: Effect of Dynamic Capillary Network Induced by Tumor

Authors: Mostafa Sefidgar, Kaamran Raahemifar, Hossein Bazmara, Madjid Soltani

Abstract:

The computational methods provide condition for investigation related to the process of drug delivery, such as convection and diffusion of drug in extracellular matrices, and drug extravasation from microvascular. The information of this process clarifies the mechanisms of drug delivery from the injection site to absorption by a solid tumor. In this study, an advanced numerical method is used to solve fluid flow and solute transport equations simultaneously to show how capillary network structure induced by tumor affects drug delivery. The effect of heterogeneous capillary network induced by tumor on interstitial fluid flow and drug delivery is investigated by this multi scale method. The sprouting angiogenesis model is used for generating capillary network induced by tumor. Fluid flow governing equations are implemented to calculate blood flow through the tumor-induced capillary network and fluid flow in normal and tumor tissues. The Starling’s law is used for closing this system of equations and coupling the intravascular and extravascular flows. Finally, convection-diffusion-reaction equation is used to simulate drug delivery. The dynamic approach which changes the capillary network structure based on signals sent by hemodynamic and metabolic stimuli is used in this study for more realistic assumption. The study indicates that drug delivery to solid tumors depends on the tumor induced capillary network structure. The dynamic approach generates the irregular capillary network around the tumor and predicts a higher interstitial pressure in the tumor region. This elevated interstitial pressure with irregular capillary network leads to a heterogeneous distribution of drug in the tumor region similar to in vivo observations. The investigation indicates that the drug transport properties have a significant role against the physiological barrier of drug delivery to a solid tumor.

Keywords: solid tumor, physiological barriers to drug delivery, angiogenesis, microvascular network, solute transport

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2883 Nitrogen Effects on Ignition Delay Time in Supersonic Premixed and Diffusion Flames

Authors: A. M. Tahsini

Abstract:

Computational study of two dimensional supersonic reacting hydrogen-air flows is performed to investigate the nitrogen effects on ignition delay time for premixed and diffusion flames. Chemical reaction is treated using detail kinetics and the advection upstream splitting method is used to calculate the numerical inviscid fluxes. The results show that only in the stoichiometric condition for both premixed and diffusion flames, there is monotone dependency of the ignition delay time to the nitrogen addition. In other situations, the optimal condition from ignition viewpoint should be found using numerical investigations.

Keywords: diffusion flame, ignition delay time, mixing layer, numerical simulation, premixed flame, supersonic flow

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2882 Determination of Natural Logarithm of Diffusion Coefficient and Activation Energy of Thin Layer Drying Process of Ginger Rhizome Slices

Authors: Austin Ikechukwu Gbasouzor, Sam Nna Omenyi, Sabuj Malli

Abstract:

This study is an extension of the previous work done with ARS-680 Environmental Chamber. Drying is a complex operation that demands much energy and time. Drying is essentially important for preservation of ginger rhizome. Drying of ginger was modeled, and then the effective diffusion coefficient and activation energy where determined. For this purpose, the experiments were done at six levels of varied temperature ranging from (10, 20, 30, 40, 50, 60°C). The average effective diffusion coefficient for their studies samples for temperature range of 40°C to 70°C was 4.48 x10-10m²/s, 4.96 x10-10m²/s, and 5.31 x10-10m²/s for 0.8, 1.5 and 3m/s drying air velocity respectively. These values closely agreed with the values of effective diffusion coefficients obtained in these studies for the variously treated ginger rhizomes and test conducted.

Keywords: activation energy, diffusion coefficients, drying model, drying time, ginger rhizomes, moisture ratio, thin layer

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2881 An Agent-Based Model of Innovation Diffusion Using Heterogeneous Social Interaction and Preference

Authors: Jang kyun Cho, Jeong-dong Lee

Abstract:

The advent of the Internet, mobile communications, and social network services has stimulated social interactions among consumers, allowing people to affect one another’s innovation adoptions by exchanging information more frequently and more quickly. Previous diffusion models, such as the Bass model, however, face limitations in reflecting such recent phenomena in society. These models are weak in their ability to model interactions between agents; they model aggregated-level behaviors only. The agent based model, which is an alternative to the aggregate model, is good for individual modeling, but it is still not based on an economic perspective of social interactions so far. This study assumes the presence of social utility from other consumers in the adoption of innovation and investigates the effect of individual interactions on innovation diffusion by developing a new model called the interaction-based diffusion model. By comparing this model with previous diffusion models, the study also examines how the proposed model explains innovation diffusion from the perspective of economics. In addition, the study recommends the use of a small-world network topology instead of cellular automata to describe innovation diffusion. This study develops a model based on individual preference and heterogeneous social interactions using utility specification, which is expandable and, thus, able to encompass various issues in diffusion research, such as reservation price. Furthermore, the study proposes a new framework to forecast aggregated-level market demand from individual level modeling. The model also exhibits a good fit to real market data. It is expected that the study will contribute to our understanding of the innovation diffusion process through its microeconomic theoretical approach.

Keywords: innovation diffusion, agent based model, small-world network, demand forecasting

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2880 Targeting Mineral Resources of the Upper Benue trough, Northeastern Nigeria Using Linear Spectral Unmixing

Authors: Bello Yusuf Idi

Abstract:

The Gongola arm of the Upper Banue Trough, Northeastern Nigeria is predominantly covered by the outcrops of Limestone-bearing rocks in form of Sandstone with intercalation of carbonate clay, shale, basaltic, felsphatic and migmatide rocks at subpixel dimension. In this work, subpixel classification algorithm was used to classify the data acquired from landsat 7 Enhance Thematic Mapper (ETM+) satellite system with the aim of producing fractional distribution image for three most economically important solid minerals of the area: Limestone, Basalt and Migmatide. Linear Spectral Unmixing (LSU) algorithm was used to produce fractional distribution image of abundance of the three mineral resources within a 100Km2 portion of the area. The results show that the minerals occur at different proportion all over the area. The fractional map could therefore serve as a guide to the ongoing reconnaissance for the economic potentiality of the formation.

Keywords: linear spectral un-mixing, upper benue trough, gongola arm, geological engineering

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2879 Interactive Solutions for the Multi-Objective Capacitated Transportation Problem with Mixed Constraints under Fuzziness

Authors: Aquil Ahmed, Srikant Gupta, Irfan Ali

Abstract:

In this paper, we study a multi-objective capacitated transportation problem (MOCTP) with mixed constraints. This paper is comprised of the modelling and optimisation of an MOCTP in a fuzzy environment in which some goals are fractional and some are linear. In real life application of the fuzzy goal programming (FGP) problem with multiple objectives, it is difficult for the decision maker(s) to determine the goal value of each objective precisely as the goal values are imprecise or uncertain. Also, we developed the concept of linearization of fractional goal for solving the MOCTP. In this paper, imprecision of the parameter is handled by the concept of fuzzy set theory by considering these parameters as a trapezoidal fuzzy number. α-cut approach is used to get the crisp value of the parameters. Numerical examples are used to illustrate the method for solving MOCTP.

Keywords: capacitated transportation problem, multi objective linear programming, multi-objective fractional programming, fuzzy goal programming, fuzzy sets, trapezoidal fuzzy number

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2878 Digital Watermarking Using Fractional Transform and (k,n) Halftone Visual Cryptography (HVC)

Authors: R. Rama Kishore, Sunesh Malik

Abstract:

Development in the usage of internet for different purposes in recent times creates great threat for the copy right protection of the digital images. Digital watermarking is the best way to rescue from the said problem. This paper presents detailed review of the different watermarking techniques, latest trends in the field and categorized like spatial and transform domain, blind and non-blind methods, visible and non visible techniques etc. It also discusses the different optimization techniques used in the field of watermarking in order to improve the robustness and imperceptibility of the method. Different measures are discussed to evaluate the performance of the watermarking algorithm. At the end, this paper proposes a watermarking algorithm using (k.n) shares of halftone visual cryptography (HVC) instead of (2, 2) share cryptography. (k,n) shares visual cryptography improves the security of the watermark. As halftone is a method of reprographic, it helps in improving the visual quality of watermark image. The proposed method uses fractional transformation to improve the robustness of the copyright protection of the method.

Keywords: digital watermarking, fractional transform, halftone, visual cryptography

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2877 Basket Option Pricing under Jump Diffusion Models

Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: basket option, jump diffusion, ‎radial basis function, RBF-PUM

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2876 A Problem on Homogeneous Isotropic Microstretch Thermoelastic Half Space with Mass Diffusion Medium under Different Theories

Authors: Devinder Singh, Rajneesh Kumar, Arvind Kumar

Abstract:

The present investigation deals with generalized model of the equations for a homogeneous isotropic microstretch thermoelastic half space with mass diffusion medium. Theories of generalized thermoelasticity Lord-Shulman (LS) Green-Lindsay (GL) and Coupled Theory (CT) theories are applied to investigate the problem. The stresses in the considered medium have been studied due to normal force and tangential force. The normal mode analysis technique is used to calculate the normal stress, shear stress, couple stresses and microstress. A numerical computation has been performed on the resulting quantity. The computed numerical results are shown graphically.

Keywords: microstretch, thermoelastic, normal mode analysis, normal and tangential force, microstress force

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2875 Understanding the Dynamics of Linker Histone Using Mathematical Modeling and FRAP Experiments

Authors: G. Carrero, C. Contreras, M. J. Hendzel

Abstract:

Linker histones or histones H1 are highly mobile nuclear proteins that regulate the organization of chromatin and limit DNA accessibility by binding to the chromatin structure (DNA and associated proteins). It is known that this binding process is driven by both slow (strong binding) and rapid (weak binding) interactions. However, the exact binding mechanism has not been fully described. Moreover, the existing models only account for one type of bound population that does not distinguish explicitly between the weakly and strongly bound proteins. Thus, we propose different systems of reaction-diffusion equations to describe explicitly the rapid and slow interactions during a FRAP (Fluorescence Recovery After Photobleaching) experiment. We perform a model comparison analysis to characterize the binding mechanism of histone H1 and provide new meaningful biophysical information on the kinetics of histone H1.

Keywords: FRAP (Fluorescence Recovery After Photobleaching), histone H1, histone H1 binding kinetics, linker histone, reaction-diffusion equation

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2874 Numerical Solution for Integro-Differential Equations by Using Quartic B-Spline Wavelet and Operational Matrices

Authors: Khosrow Maleknejad, Yaser Rostami

Abstract:

In this paper, semi-orthogonal B-spline scaling functions and wavelets and their dual functions are presented to approximate the solutions of integro-differential equations.The B-spline scaling functions and wavelets, their properties and the operational matrices of derivative for this function are presented to reduce the solution of integro-differential equations to the solution of algebraic equations. Here we compute B-spline scaling functions of degree 4 and their dual, then we will show that by using them we have better approximation results for the solution of integro-differential equations in comparison with less degrees of scaling functions.

Keywords: ıntegro-differential equations, quartic B-spline wavelet, operational matrices, dual functions

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2873 Approximation of the Time Series by Fractal Brownian Motion

Authors: Valeria Bondarenko

Abstract:

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

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