Search results for: numerical approximation schemes
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4363

Search results for: numerical approximation schemes

4243 A Performance Analysis of Different Scheduling Schemes in WiMAX

Authors: A. Youseef

Abstract:

One of the most aims of IEEE 802.16 (WiMAX) is to present high-speed wireless access to cover wide range coverage. The base station (BS) and the subscriber station (SS) are the main parts of WiMAX. WiMAX uses either Point-to-Multipoint (PMP) or mesh topologies. In the PMP mode, the SSs connect to the BS to gain access to the network. However, in the mesh mode, the SSs connect to each other to gain access to the BS. The main components of QoS management in the 802.16 standard are the admission control, buffer management, and packet scheduling. There are several researches proposed to create an efficient packet scheduling schemes. Therefore, we use QualNet 5.0.2 to study the performance of different scheduling schemes, such as WFQ, SCFQ, RR, and SP when the numbers of SSs increase. We find that when the number of SSs increases, the average jitter and average end-to-end delay is increased and the throughput is reduced.

Keywords: WiMAX, scheduling scheme, QoS, QualNet

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4242 Using Derivative Free Method to Improve the Error Estimation of Numerical Quadrature

Authors: Chin-Yun Chen

Abstract:

Numerical integration is an essential tool for deriving different physical quantities in engineering and science. The effectiveness of a numerical integrator depends on different factors, where the crucial one is the error estimation. This work presents an error estimator that combines a derivative free method to improve the performance of verified numerical quadrature.

Keywords: numerical quadrature, error estimation, derivative free method, interval computation

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4241 Structural, Elastic, Vibrational and Thermal Properties of Perovskites AHfO3 (a=Ba,Sr,Eu)

Authors: H. Krarcha

Abstract:

The structural, elastic, vibrational and thermal properties of AHfO3 compounds with the cubic perovskites structure have been investigated, by employing a first principles method, using the plane wave pseudo potential calculations (PP-PW), based on the density functional theory (DFT), within the local density approximation (LDA). The optimized lattice parameters, independent elastic constants (C11, C12 and C44), bulk modulus (B), compressibility (b), shear modulus (G), Young’s modulus (Y ), Poisson’s ratio (n), Lame´’s coefficients (m, l), as well as band structure, density of states and electron density distributions are obtained and analyzed in comparison with the available theoretical and experimental data. For the first time the numerical estimates of elastic parameters of the polycrystalline AHfO3 ceramics (in framework of the VoigteReusseHill approximation) are performed. The quasi-harmonic Debye model, by means of total energy versus volume calculations obtained with the FP-LAPW method, is applied to study the thermal and vibrational effects. Predicted temperature and pressure effects on the structural parameters, thermal expansions, heat capacities, and Debye temperatures are determined from the non-equilibrium Gibbs functions.

Keywords: Hafnium, elastic propreties, first principles calculation, perovskite

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4240 An Efficient and Provably Secure Three-Factor Authentication Scheme with Key Agreement

Authors: Mohan Ramasundaram, Amutha Prabakar Muniyandi

Abstract:

Remote user authentication is one of the important tasks for any kind of remote server applications. Several remote authentication schemes are proposed by the researcher for Telecare Medicine Information System (TMIS). Most of the existing techniques have limitations, vulnerable to various kind attacks, lack of functionalities, information leakage, no perfect forward security and ineffectiveness. Authentication is a process of user verification mechanism for allows him to access the resources of a server. Nowadays, most of the remote authentication protocols are using two-factor authentications. We have made a survey of several remote authentication schemes using three factors and this survey shows that the most of the schemes are inefficient and subject to several attacks. We observed from the experimental evaluation; the proposed scheme is very secure against various known attacks that include replay attack, man-in-the-middle attack. Furthermore, the analysis based on the communication cost and computational cost estimation of the proposed scheme with related schemes shows that our proposed scheme is efficient.

Keywords: Telecare Medicine Information System, elliptic curve cryptography, three-factor, biometric, random oracle

Procedia PDF Downloads 193
4239 Extension of the Simplified Theory of Plastic Zones for Analyzing Elastic Shakedown in a Multi-Dimensional Load Domain

Authors: Bastian Vollrath, Hartwig Hubel

Abstract:

In case of over-elastic and cyclic loading, strain may accumulate due to a ratcheting mechanism until the state of shakedown is possibly achieved. Load history dependent numerical investigations by a step-by-step analysis are rather costly in terms of engineering time and numerical effort. In the case of multi-parameter loading, where various independent loadings affect the final state of shakedown, the computational effort becomes an additional challenge. Therefore, direct methods like the Simplified Theory of Plastic Zones (STPZ) are developed to solve the problem with a few linear elastic analyses. Post-shakedown quantities such as strain ranges and cyclic accumulated strains are calculated approximately by disregarding the load history. The STPZ is based on estimates of a transformed internal variable, which can be used to perform modified elastic analyses, where the elastic material parameters are modified, and initial strains are applied as modified loading, resulting in residual stresses and strains. The STPZ already turned out to work well with respect to cyclic loading between two states of loading. Usually, few linear elastic analyses are sufficient to obtain a good approximation to the post-shakedown quantities. In a multi-dimensional load domain, the approximation of the transformed internal variable transforms from a plane problem into a hyperspace problem, where time-consuming approximation methods need to be applied. Therefore, a solution restricted to structures with four stress components was developed to estimate the transformed internal variable by means of three-dimensional vector algebra. This paper presents the extension to cyclic multi-parameter loading so that an unlimited number of load cases can be taken into account. The theoretical basis and basic presumptions of the Simplified Theory of Plastic Zones are outlined for the case of elastic shakedown. The extension of the method to many load cases is explained, and a workflow of the procedure is illustrated. An example, adopting the FE-implementation of the method into ANSYS and considering multilinear hardening is given which highlights the advantages of the method compared to incremental, step-by-step analysis.

Keywords: cyclic loading, direct method, elastic shakedown, multi-parameter loading, STPZ

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4238 A Hybrid P2P Storage Scheme Based on Erasure Coding and Replication

Authors: Usman Mahmood, Khawaja M. U. Suleman

Abstract:

A peer-to-peer storage system has challenges like; peer availability, data protection, churn rate. To address these challenges different redundancy, replacement and repair schemes are used. This paper presents a hybrid scheme of redundancy using replication and erasure coding. We calculate and compare the storage, access, and maintenance costs of our proposed scheme with existing redundancy schemes. For realistic behaviour of peers a trace of live peer-to-peer system is used. The effect of different replication, and repair schemes are also shown. The proposed hybrid scheme performs better than existing double coding hybrid scheme in all metrics and have an improved maintenance cost than hierarchical codes.

Keywords: erasure coding, P2P, redundancy, replication

Procedia PDF Downloads 364
4237 Bivariate Generalization of q-α-Bernstein Polynomials

Authors: Tarul Garg, P. N. Agrawal

Abstract:

We propose to define the q-analogue of the α-Bernstein Kantorovich operators and then introduce the q-bivariate generalization of these operators to study the approximation of functions of two variables. We obtain the rate of convergence of these bivariate operators by means of the total modulus of continuity, partial modulus of continuity and the Peetre’s K-functional for continuous functions. Further, in order to study the approximation of functions of two variables in a space bigger than the space of continuous functions, i.e. Bögel space; the GBS (Generalized Boolean Sum) of the q-bivariate operators is considered and degree of approximation is discussed for the Bögel continuous and Bögel differentiable functions with the aid of the Lipschitz class and the mixed modulus of smoothness.

Keywords: Bögel continuous, Bögel differentiable, generalized Boolean sum, K-functional, mixed modulus of smoothness

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4236 Random Walks and Option Pricing for European and American Options

Authors: Guillaume Leduc

Abstract:

In this paper, we describe a broad setting under which the error of the approximation can be quantified, controlled, and for which convergence occurs at a speed of n⁻¹ for European and American options. We describe how knowledge of the error allows for arbitrarily fast acceleration of the convergence.

Keywords: random walk approximation, European and American options, rate of convergence, option pricing

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4235 Numerical Study of Natural Convection Heat Transfer in a Two-Dimensional Vertical Conical PartiallyAnnular Space

Authors: Belkacem Ould Said, Nourddine Retiel, Abdelilah Benazza, Mohamed Aichouni

Abstract:

In this paper, a numerical study of two-dimensional steady flow has been made of natural convection in a differentially heated vertical conical partially annular space. The heat transfer is assumed to take place by natural convection. The inner and outer surfaces of annulus are maintained at uniform wall temperature. The annulus is filled with air. The CFD FLUENT12.0 code is used to solve the governing equations of mass, momentum and energy using constant properties and the Boussinesq approximation for density variation. The streamlines and the isotherms of the fluid are presented for different annuli with different boundary conditions and Rayleigh numbers. Emphasis is placed on the influences of the height of the inner vertical cone on the flow and the temperature fields. In addition, the effects on the heat transfer are discussed for various values of physical parameters of the fluid and geometric parameters of the annulus. The heat transfer on the hot walls of the annulus is also calculated in order to make comparisons between the cylinder annulus for boundary conditions and several Rayleigh numbers. A good agreement of Nusselt number has been found between the present predictions and reference from the literature data.

Keywords: natural convection, heat transfer, numerical simulation, conical partially, annular space

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4234 An Approximation of Daily Rainfall by Using a Pixel Value Data Approach

Authors: Sarisa Pinkham, Kanyarat Bussaban

Abstract:

The research aims to approximate the amount of daily rainfall by using a pixel value data approach. The daily rainfall maps from the Thailand Meteorological Department in period of time from January to December 2013 were the data used in this study. The results showed that this approach can approximate the amount of daily rainfall with RMSE=3.343.

Keywords: daily rainfall, image processing, approximation, pixel value data

Procedia PDF Downloads 356
4233 Numerical Investigation of Incompressible Turbulent Flows by Method of Characteristics

Authors: Ali Atashbar Orang, Carlo Massimo Casciola

Abstract:

A novel numerical approach for the steady incompressible turbulent flows is presented in this paper. The artificial compressibility method (ACM) is applied to the Reynolds Averaged Navier-Stokes (RANS) equations. A new Characteristic-Based Turbulent (CBT) scheme is developed for the convective fluxes. The well-known Spalart–Allmaras turbulence model is employed to check the effectiveness of this new scheme. Comparing the proposed scheme with previous studies, it is found that the present CBT scheme demonstrates accurate results, high stability and faster convergence. In addition, the local time stepping and implicit residual smoothing are applied as the convergence acceleration techniques. The turbulent flows past a backward facing step, circular cylinder, and NACA0012 hydrofoil are studied as benchmarks. Results compare favorably with those of other available schemes.

Keywords: incompressible turbulent flow, method of characteristics, finite volume, Spalart–Allmaras turbulence model

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4232 Function Approximation with Radial Basis Function Neural Networks via FIR Filter

Authors: Kyu Chul Lee, Sung Hyun Yoo, Choon Ki Ahn, Myo Taeg Lim

Abstract:

Recent experimental evidences have shown that because of a fast convergence and a nice accuracy, neural networks training via extended Kalman filter (EKF) method is widely applied. However, as to an uncertainty of the system dynamics or modeling error, the performance of the method is unreliable. In order to overcome this problem in this paper, a new finite impulse response (FIR) filter based learning algorithm is proposed to train radial basis function neural networks (RBFN) for nonlinear function approximation. Compared to the EKF training method, the proposed FIR filter training method is more robust to those environmental conditions. Furthermore, the number of centers will be considered since it affects the performance of approximation.

Keywords: extended Kalman filter, classification problem, radial basis function networks (RBFN), finite impulse response (FIR) filter

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4231 Magnetohydrodynamic Flow of Viscoelastic Nanofluid and Heat Transfer over a Stretching Surface with Non-Uniform Heat Source/Sink and Non-Linear Radiation

Authors: Md. S. Ansari, S. S. Motsa

Abstract:

In this paper, an analysis has been made on the flow of non-Newtonian viscoelastic nanofluid over a linearly stretching sheet under the influence of uniform magnetic field. Heat transfer characteristics is analyzed taking into the effect of nonlinear radiation and non-uniform heat source/sink. Transport equations contain the simultaneous effects of Brownian motion and thermophoretic diffusion of nanoparticles. The relevant partial differential equations are non-dimensionalized and transformed into ordinary differential equations by using appropriate similarity transformations. The transformed, highly nonlinear, ordinary differential equations are solved by spectral local linearisation method. The numerical convergence, error and stability analysis of iteration schemes are presented. The effects of different controlling parameters, namely, radiation, space and temperature-dependent heat source/sink, Brownian motion, thermophoresis, viscoelastic, Lewis number and the magnetic force parameter on the flow field, heat transfer characteristics and nanoparticles concentration are examined. The present investigation has many industrial and engineering applications in the fields of coatings and suspensions, cooling of metallic plates, oils and grease, paper production, coal water or coal–oil slurries, heat exchangers’ technology, and materials’ processing and exploiting.

Keywords: magnetic field, nonlinear radiation, non-uniform heat source/sink, similar solution, spectral local linearisation method, Rosseland diffusion approximation

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4230 Convergence Analysis of Cubic B-Spline Collocation Method for Time Dependent Parabolic Advection-Diffusion Equations

Authors: Bharti Gupta, V. K. Kukreja

Abstract:

A comprehensive numerical study is presented for the solution of time-dependent advection diffusion problems by using cubic B-spline collocation method. The linear combination of cubic B-spline basis, taken as approximating function, is evaluated using the zeros of shifted Chebyshev polynomials as collocation points in each element to obtain the best approximation. A comparison, on the basis of efficiency and accuracy, with the previous techniques is made which confirms the superiority of the proposed method. An asymptotic convergence analysis of technique is also discussed, and the method is found to be of order two. The theoretical analysis is supported with suitable examples to show second order convergence of technique. Different numerical examples are simulated using MATLAB in which the 3-D graphical presentation has taken at different time steps as well as different domain of interest.

Keywords: cubic B-spline basis, spectral norms, shifted Chebyshev polynomials, collocation points, error estimates

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4229 Development of Numerical Method for Mass Transfer across the Moving Membrane with Selective Permeability: Approximation of the Membrane Shape by Level Set Method for Numerical Integral

Authors: Suguru Miyauchi, Toshiyuki Hayase

Abstract:

Biological membranes have selective permeability, and the capsules or cells enclosed by the membrane show the deformation by the osmotic flow. This mass transport phenomenon is observed everywhere in a living body. For the understanding of the mass transfer in a body, it is necessary to consider the mass transfer phenomenon across the membrane as well as the deformation of the membrane by a flow. To our knowledge, in the numerical analysis, the method for mass transfer across the moving membrane has not been established due to the difficulty of the treating of the mass flux permeating through the moving membrane with selective permeability. In the existing methods for the mass transfer across the membrane, the approximate delta function is used to communicate the quantities on the interface. The methods can reproduce the permeation of the solute, but cannot reproduce the non-permeation. Moreover, the computational accuracy decreases with decreasing of the permeable coefficient of the membrane. This study aims to develop the numerical method capable of treating three-dimensional problems of mass transfer across the moving flexible membrane. One of the authors developed the numerical method with high accuracy based on the finite element method. This method can capture the discontinuity on the membrane sharply due to the consideration of the jumps in concentration and concentration gradient in the finite element discretization. The formulation of the method takes into account the membrane movement, and both permeable and non-permeable membranes can be treated. However, searching the cross points of the membrane and fluid element boundaries and splitting the fluid element into sub-elements are needed for the numerical integral. Therefore, cumbersome operation is required for a three-dimensional problem. In this paper, we proposed an improved method to avoid the search and split operations, and confirmed its effectiveness. The membrane shape was treated implicitly by introducing the level set function. As the construction of the level set function, the membrane shape in one fluid element was expressed by the shape function of the finite element method. By the numerical experiment, it was found that the shape function with third order appropriately reproduces the membrane shapes. The same level of accuracy compared with the previous method using search and split operations was achieved by using a number of sampling points of the numerical integral. The effectiveness of the method was confirmed by solving several model problems.

Keywords: finite element method, level set method, mass transfer, membrane permeability

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4228 Influence of Glenohumeral Joint Approximation Technique on the Cardiovascular System in the Acute Phase after Stroke

Authors: Iva Hereitova, Miroslav Svatek, Vit Novacek

Abstract:

Background and Aim: Autonomic imbalance is one of the complications for immobilized patients in the acute stage after a stroke. The predominance of sympathetic activity significantly increases cardiac activity. The technique of glenohumeral joint approximation may contribute in a non-pharmacological way to the regulation of blood pressure and heart rate in patients in this risk group. The aim of the study was to evaluate the effect of glenohumeral joint approximation on the change in heart rate and blood pressure in immobilized patients in the acute phase after a stroke. Methods: The experimental study bilaterally evaluated heart rate, systolic and diastolic pressure values before and after glenohumeral joint approximation in 40 immobilized participants (72.6 ± 10.2 years) in the acute phase after stroke. The experimental group was compared with 40 healthy participants in the control group (68.6 ± 14.2 years). An SpO2 vital signs monitor and a validated Microlife WatchBP Office blood pressure monitor were used for evaluation. Statistical processing and evaluation were performed in MATLAB R2019 (The Math Works®, Inc., Natick, MA, USA). Results: Approximation of the glenohumeral joint resulted in a statistically significant decrease in systolic and diastolic pressure. An average decrease in systolic pressure for individual groups ranged from 8.2 to 11.3 mmHg (p <0.001). For diastolic pressure, the average decrease ranged from 5.0 - 14.2 mmHg (p <0.001). There was a statistically significant reduction in heart rate (p <0.01) only in patients after ischemic stroke in the inferior cerebral artery. There was the average decrease in heart rate of 3.9 beats per minute (median 4 beats per minute). Conclusion: Approximation of the glenohumeral joint leads to a statistically significant decrease in systolic and diastolic pressure in immobilized patients in the acute phase after stroke.

Keywords: Aproximation technique, Cardiovaskular system, Glenohumeral joint, Stroke

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4227 A Review of the Parameters Used in Gateway Selection Schemes for Internet Connected MANETs

Authors: Zainab S. Mahmood, Aisha H. Hashim, Wan Haslina Hassan, Farhat Anwar

Abstract:

The wide use of the internet-based applications bring many challenges to the researchers to guarantee the continuity of the connections needed by the mobile hosts and provide reliable Internet access for them. One of proposed solutions by Internet Engineering Task Force (IETF) is to connect the local, multi-hop, and infrastructure-less Mobile Ad hoc Network (MANET) with Internet structure. This connection is done through multi-interface devices known as Internet Gateways. Many issues are related to this connection like gateway discovery, hand off, address auto-configuration and selecting the optimum gateway when multiple gateways exist. Many studies were done proposing gateway selection schemes with a single selection criterion or weighted multiple criteria. In this research, a review of some of these schemes is done showing the differences, the features, the challenges and the drawbacks of each of them.

Keywords: Internet Gateway, MANET, mobility, selection criteria

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4226 A Semi-Implicit Phase Field Model for Droplet Evolution

Authors: M. H. Kazemi, D. Salac

Abstract:

A semi-implicit phase field method for droplet evolution is proposed. Using the phase field Cahn-Hilliard equation, we are able to track the interface in multiphase flow. The idea of a semi-implicit finite difference scheme is reviewed and employed to solve two nonlinear equations, including the Navier-Stokes and the Cahn-Hilliard equations. The use of a semi-implicit method allows us to have larger time steps compared to explicit schemes. The governing equations are coupled and then solved by a GMRES solver (generalized minimal residual method) using modified Gram-Schmidt orthogonalization. To show the validity of the method, we apply the method to the simulation of a rising droplet, a leaky dielectric drop and the coalescence of drops. The numerical solutions to the phase field model match well with existing solutions over a defined range of variables.

Keywords: coalescence, leaky dielectric, numerical method, phase field, rising droplet, semi-implicit method

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4225 Design of Microwave Building Block by Using Numerical Search Algorithm

Authors: Haifeng Zhou, Tsungyang Liow, Xiaoguang Tu, Eujin Lim, Chao Li, Junfeng Song, Xianshu Luo, Ying Huang, Lianxi Jia, Lianwee Luo, Qing Fang, Mingbin Yu, Guoqiang Lo

Abstract:

With the development of technology, countries gradually allocated more and more frequency spectrums for civilization and commercial usage, especially those high radio frequency bands indicating high information capacity. The field effect becomes more and more prominent in microwave components as frequency increases, which invalidates the transmission line theory and complicate the design of microwave components. Here a modeling approach based on numerical search algorithm is proposed to design various building blocks for microwave circuits to avoid complicated impedance matching and equivalent electrical circuit approximation. Concretely, a microwave component is discretized to a set of segments along the microwave propagation path. Each of the segment is initialized with random dimensions, which constructs a multiple-dimension parameter space. Then numerical searching algorithms (e.g. Pattern search algorithm) are used to find out the ideal geometrical parameters. The optimal parameter set is achieved by evaluating the fitness of S parameters after a number of iterations. We had adopted this approach in our current projects and designed many microwave components including sharp bends, T-branches, Y-branches, microstrip-to-stripline converters and etc. For example, a stripline 90° bend was designed in 2.54 mm x 2.54 mm space for dual-band operation (Ka band and Ku band) with < 0.18 dB insertion loss and < -55 dB reflection. We expect that this approach can enrich the tool kits for microwave designers.

Keywords: microwave component, microstrip and stripline, bend, power division, the numerical search algorithm.

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4224 Financing Energy Efficiency: Innovative Options

Authors: Rahul Ravindranathan, R. P. Gokul

Abstract:

India, in its efforts towards economic and social development, is currently experiencing a heavy demand for energy. Due to the lack of sufficient domestic energy reserves, the country is highly dependent on energy imports which has increased rapidly at a rate of about 12 % per annum since 2005. Hence, India is currently focusing its efforts to manage this energy supply and demand gap and eventually achieve energy security. One of the most cost effective means to reduce this gap is by adopting Energy efficiency measures in the country. Initial assessments have shown that Energy efficiency measures have an energy conservation potential of about 23%. For an estimated investment potential of USD 8 Billion, the annual energy savings was estimated to be about 180 Billion Units per annum. In order to explore this huge energy conservation potential, many critical factors need to be considered to achieve practical energy savings. Financing options for these investments is one such major factor. Not only has India come out with various policy level as well as technology level drives to promote Energy efficiency but it has also developed various financing schemes to promote investment in Energy Efficiency projects. The Public sector has already come out with certain financing schemes such as the Partial Risk Guarantee Fund (PRGF), Venture Capital Fund (VCF), Partial Risk Sharing Fund (PRSF) etc., and various sectors are gradually utilizing these schemes to implement energy saving measures. However, additional financing options are required in order to explore the untouched energy conservation potential in the country. Hence, there is a need to develop some innovative financing options for India which would motivate the private sectors as well as financing institutions to invest in these energy saving measures. This paper shall review the existing financing schemes launched by the Government of India and highlight the key benefits as well as challenges with respect to these schemes. In addition to this, the paper would also review new and innovative financing schemes for India and how the same could be adopted in other parts of the globe especially in South and South East Asia. This review would provide an insight to the various Governments as well as Financial Institutions in coming out with new financing schemes for their country.

Keywords: energy, efficiency, financing, India

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4223 Drying and Transport Processes in Distributed Hydrological Modelling Based on Finite Volume Schemes (Iber Model)

Authors: Carlos Caro, Ernest Bladé, Pedro Acosta, Camilo Lesmes

Abstract:

The drying-wet process is one of the topics to be more careful in distributed hydrological modeling using finite volume schemes as a means of solving the equations of Saint Venant. In a hydrologic and hydraulic computer model, surface flow phenomena depend mainly on the different flow accumulation and subsequent runoff generation. These accumulations are generated by routing, cell by cell, from the heights of water, which begin to appear due to the rain at each instant of time. Determine when it is considered a dry cell and when considered wet to include in the full calculation is an issue that directly affects the quantification of direct runoff or generation of flow at the end of a zone of contribution by accumulations flow generated from cells or finite volume.

Keywords: hydrology, transport processes, hydrological modelling, finite volume schemes

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4222 Improvement of the Numerical Integration's Quality in Meshless Methods

Authors: Ahlem Mougaida, Hedi Bel Hadj Salah

Abstract:

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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4221 Explicit Numerical Approximations for a Pricing Weather Derivatives Model

Authors: Clarinda V. Nhangumbe, Ercília Sousa

Abstract:

Weather Derivatives are financial instruments used to cover non-catastrophic weather events and can be expressed in the form of standard or plain vanilla products, structured or exotics products. The underlying asset, in this case, is the weather index, such as temperature, rainfall, humidity, wind, and snowfall. The complexity of the Weather Derivatives structure shows the weakness of the Black Scholes framework. Therefore, under the risk-neutral probability measure, the option price of a weather contract can be given as a unique solution of a two-dimensional partial differential equation (parabolic in one direction and hyperbolic in other directions), with an initial condition and subjected to adequate boundary conditions. To calculate the price of the option, one can use numerical methods such as the Monte Carlo simulations and implicit finite difference schemes conjugated with Semi-Lagrangian methods. This paper is proposed two explicit methods, namely, first-order upwind in the hyperbolic direction combined with Lax-Wendroff in the parabolic direction and first-order upwind in the hyperbolic direction combined with second-order upwind in the parabolic direction. One of the advantages of these methods is the fact that they take into consideration the boundary conditions obtained from the financial interpretation and deal efficiently with the different choices of the convection coefficients.

Keywords: incomplete markets, numerical methods, partial differential equations, stochastic process, weather derivatives

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4220 Appraisal of Incentive Schemes for Employees: A Case of Construction Smes

Authors: B. M. Arthur-Aidoo, C. O. Aigbavboa, W. D. Thwala

Abstract:

The performance of construction employees cannot be underestimated if the success of construction projects are to be achieved. This is because the construction industry has been characterised as labour oriented sector, which most of its activities being executed by labour. In the construction sector, employees are driven by incentive schemes which perform encourage and motivate workers for higher efficiency and higher output. The construction sector, however, depends mainly on its labour. In view of the sector's high dependency on its employees, that there must be a significant incentive scheme which must be established to act as a stimulus to drive high performance from employees among the various known incentive packages. This study, therefore, seeks to appraise the incentive packages adopted by construction SMEs. To establish reliable findings that will contribute to knowledge, the study utilised an exploratory approach via semi-structured interviews among sampled construction professionals with the requisite expertise on employees' incentive schemes. The study further established that although incentive schemes are classified in various ways and mediums that act as stimuli to encourage high performance among employees, some are more influential and impacts performance than others. Additionally, the study concludes that medical allowance, holiday with pay, free working tools, and training for employees were ranked the most influential incentives that promote high outputs by workers within the construction SME sector.

Keywords: appraisal, construction, employees, incentive, small and medium-sized enterprises, SMEs

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4219 Comparison of Two Theories for the Critical Laser Radius in Thermal Quantum Plasma

Authors: Somaye Zare

Abstract:

The critical beam radius is a significant factor that predicts the behavior of the laser beam in the plasma, so if the laser beam radius is adequately greater in comparison to it, the beam will experience stable focusing on the plasma; otherwise, the beam will diverge after entering into the plasma. In this work, considering the paraxial approximation and moment theories, the localization of a relativistic laser beam in thermal quantum plasma is investigated. Using the dielectric function obtained in the quantum hydrodynamic model, the mathematical equation for the laser beam width parameter is attained and solved numerically by the fourth-order Runge-Kutta method. The results demonstrate that the stouter focusing effect is occurred in the moment theory compared to the paraxial approximation. Besides, similar to the two theories, with increasing Fermi temperature, plasma density, and laser intensity, the oscillation rate of the beam width parameter growths and focusing length reduces which means improving the focusing effect. Furthermore, it is understood that behaviors of the critical laser radius are different in the two theories, in the paraxial approximation, the critical radius after a minimum value is enhanced with increasing laser intensity, but in the moment theory, with increasing laser intensity, the critical radius decreases until it becomes independent of the laser intensity.

Keywords: laser localization, quantum plasma, paraxial approximation, moment theory, quantum hydrodynamic model

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4218 Nonparametric Copula Approximations

Authors: Serge Provost, Yishan Zang

Abstract:

Copulas are currently utilized in finance, reliability theory, machine learning, signal processing, geodesy, hydrology and biostatistics, among several other fields of scientific investigation. It follows from Sklar's theorem that the joint distribution function of a multidimensional random vector can be expressed in terms of its associated copula and marginals. Since marginal distributions can easily be determined by making use of a variety of techniques, we address the problem of securing the distribution of the copula. This will be done by using several approaches. For example, we will obtain bivariate least-squares approximations of the empirical copulas, modify the kernel density estimation technique and propose a criterion for selecting appropriate bandwidths, differentiate linearized empirical copulas, secure Bernstein polynomial approximations of suitable degrees, and apply a corollary to Sklar's result. Illustrative examples involving actual observations will be presented. The proposed methodologies will as well be applied to a sample generated from a known copula distribution in order to validate their effectiveness.

Keywords: copulas, Bernstein polynomial approximation, least-squares polynomial approximation, kernel density estimation, density approximation

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4217 Analytical Downlink Effective SINR Evaluation in LTE Networks

Authors: Marwane Ben Hcine, Ridha Bouallegue

Abstract:

The aim of this work is to provide an original analytical framework for downlink effective SINR evaluation in LTE networks. The classical single carrier SINR performance evaluation is extended to multi-carrier systems operating over frequency selective channels. Extension is achieved by expressing the link outage probability in terms of the statistics of the effective SINR. For effective SINR computation, the exponential effective SINR mapping (EESM) method is used on this work. Closed-form expression for the link outage probability is achieved assuming a log skew normal approximation for single carrier case. Then we rely on the lognormal approximation to express the exponential effective SINR distribution as a function of the mean and standard deviation of the SINR of a generic subcarrier. Achieved formulas is easily computable and can be obtained for a user equipment (UE) located at any distance from its serving eNodeB. Simulations show that the proposed framework provides results with accuracy within 0.5 dB.

Keywords: LTE, OFDMA, effective SINR, log skew normal approximation

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4216 Ab Initio Study of Structural, Elastic, Electronic and Thermal Properties of Full Heusler

Authors: M. Khalfa, H. Khachai, F. Chiker, K. Bougherara, R. Khenata, G. Murtaza, M. Harmel

Abstract:

A theoretical study of structural, elastic, electronic and thermodynamic properties of Fe2VX, (with X = Al and Ga), were studied by means of the full-relativistic version of the full-potential augmented plane wave plus local orbitals method. For exchange and correlation potential we used both generalized-gradient approximation (GGA) and local-density approximation (LDA). Our calculated ground state properties like as lattice constants, bulk modulus and elastic constants appear more accurate when we employed the GGA rather than the LDA approximation, and these results agree very well with the available experimental and theoretical data. Further, prediction of the thermal effects on some macroscopic properties of Fe2VAl and Fe2VGa are given in this paper using the quasi-harmonic Debye model in which the lattice vibrations are taken into account. We have obtained successfully the variations of the primitive cell volume, volume expansion coefficient, heat capacities and Debye temperature with pressure and temperature in the ranges of 0–40 GPa and 0–1500 K.

Keywords: full Heusler, FP-LAPW, electronic properties, thermal properties

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4215 Oscillatory Electroosmotic Flow of Power-Law Fluids in a Microchannel

Authors: Rubén Bãnos, José Arcos, Oscar Bautista, Federico Méndez

Abstract:

The Oscillatory electroosmotic flow (OEOF) in power law fluids through a microchannel is studied numerically. A time-dependent external electric field (AC) is suddenly imposed at the ends of the microchannel which induces the fluid motion. The continuity and momentum equations in the x and y direction for the flow field were simplified in the limit of the lubrication approximation theory (LAT), and then solved using a numerical scheme. The solution of the electric potential is based on the Debye-H¨uckel approximation which suggest that the surface potential is small,say, smaller than 0.025V and for a symmetric (z : z) electrolyte. Our results suggest that the velocity profiles across the channel-width are controlled by the following dimensionless parameters: the angular Reynolds number, Reω, the electrokinetic parameter, ¯κ, defined as the ratio of the characteristic length scale to the Debye length, the parameter λ which represents the ratio of the Helmholtz-Smoluchowski velocity to the characteristic length scale and the flow behavior index, n. Also, the results reveal that the velocity profiles become more and more non-uniform across the channel-width as the Reω and ¯κ are increased, so oscillatory OEOF can be really useful in micro-fluidic devices such as micro-mixers.

Keywords: low zeta potentials, non-newtonian, oscillatory electroosmotic flow, power-law model

Procedia PDF Downloads 139
4214 Theory of the Optimum Signal Approximation Clarifying the Importance in the Recognition of Parallel World and Application to Secure Signal Communication with Feedback

Authors: Takuro Kida, Yuichi Kida

Abstract:

In this paper, it is shown a base of the new trend of algorithm mathematically that treats a historical reason of continuous discrimination in the world as well as its solution by introducing new concepts of parallel world that includes an invisible set of errors as its companion. With respect to a matrix operator-filter bank that the matrix operator-analysis-filter bank H and the matrix operator-sampling-filter bank S are given, firstly, we introduce the detail algorithm to derive the optimum matrix operator-synthesis-filter bank Z that minimizes all the worst-case measures of the matrix operator-error-signals E(ω) = F(ω) − Y(ω) between the matrix operator-input-signals F(ω) and the matrix operator-output-signals Y(ω) of the matrix operator-filter bank at the same time. Further, feedback is introduced to the above approximation theory, and it is indicated that introducing conversations with feedback do not superior automatically to the accumulation of existing knowledge of signal prediction. Secondly, the concept of category in the field of mathematics is applied to the above optimum signal approximation and is indicated that the category-based approximation theory is applied to the set-theoretic consideration of the recognition of humans. Based on this discussion, it is shown naturally why the narrow perception that tends to create isolation shows an apparent advantage in the short term and, often, why such narrow thinking becomes intimate with discriminatory action in a human group. Throughout these considerations, it is presented that, in order to abolish easy and intimate discriminatory behavior, it is important to create a parallel world of conception where we share the set of invisible error signals, including the words and the consciousness of both worlds.

Keywords: matrix filterbank, optimum signal approximation, category theory, simultaneous minimization

Procedia PDF Downloads 102