Search results for: stationary bottleneck

Authors: Samira Cherid, Samir Bentata, Feyza Zahira Meghoufel, Yamina Sefir, Sabria Terkhi, Fatima Bendahma, Bouabdellah Bouadjemi, Ali Zitouni

Abstract:

Using the transfer-matrix technique and the Kronig Penney model, we numerically and analytically investigate the effect of short-range correlated disorder in random dimer model (RDM) on transmission properties of light in one dimension photonic crystals made of three different materials. Such systems consist of two different structures randomly distributed along the growth direction, with the additional constraint that one kind of these layers appears in pairs. It is shown that the one-dimensional random dimer photonic crystals support two types of extended modes. By shifting of the dimer resonance toward the host fundamental stationary resonance state, we demonstrate the existence of the ballistic response in these systems.

Keywords: photonic crystals, disorder, correlation, transmission

Procedia PDF Downloads 443

Authors: G. N. Sekhar, P. G. Siddheshwar, G. Jayalatha, R. Prakash

Abstract:

The problem of thermal convection in temperature and magnetic field sensitive Newtonian ferromagnetic liquid is studied in the presence of uniform vertical magnetic field and throughflow. Using a combination of Galerkin and shooting techniques the critical eigenvalues are obtained for stationary mode. The effect of Prandtl number (Pr > 1) on onset is insignificant and nonlinearity of non-buoyancy magnetic parameter M3 is found to have no influence on the onset of ferroconvection. The magnetic buoyancy number, M1 and variable viscosity parameter, V have destabilizing influences on the system. The effect of throughflow Peclet number, Pe is to delay the onset of ferroconvection and this effect is independent of the direction of flow.

Keywords: ferroconvection, magnetic field dependent viscosity, temperature dependent viscosity, throughflow

Procedia PDF Downloads 233

Authors: Marwa Ragab, Eman El-Kimary

Abstract:

Chiral separation and analysis of omeprazole and naproxen enantiomers in tablets were achieved using high-performance liquid chromatographic method with diode array detection (HPLC-DAD). Kromasil Cellucoat chiral column was used as a stationary phase for separation and the eluting solvent consisted of hexane, isopropanol and trifluoroacetic acid in a ratio of: 90, 9.9 and 0.1, respectively. The chromatographic system was suitable for the enantiomeric separation and analysis of active isomers of the drugs. Resolution values of 2.17 and 3.84 were obtained after optimization of the chromatographic conditions for omeprazole and naproxen isomers, respectively. The determination of S-isomers of each drug in their dosage form was fully validated.

Keywords: chiral analysis, esomeprazole, S-Naproxen, HPLC-DAD

Procedia PDF Downloads 281

Authors: Ahmad Awajan, Sadam Al Wadi

Abstract:

In this study, a hybrid method based on Empirical Mode Decomposition and Holt-Winter (EMD-HW) is used to forecast Amman stock market data. First, the data are decomposed by EMD method into Intrinsic Mode Functions (IMFs) and residual components. Then, all components are forecasted by HW technique. Finally, forecasting values are aggregated together to get the forecasting value of stock market data. Empirical results showed that the EMD- HW outperform individual forecasting models. The strength of this EMD-HW lies in its ability to forecast non-stationary and non- linear time series without a need to use any transformation method. Moreover, EMD-HW has a relatively high accuracy comparing with eight existing forecasting methods based on the five forecast error measures.

Keywords: Holt-Winter method, empirical mode decomposition, forecasting, time series

Procedia PDF Downloads 98

Authors: Nhleko Monique Chiloane

Abstract:

The gold mining industry has predominantly used ammonium nitrate fuel oil (ANFO) explosives for decades, although these are known to be “gassier” and their detonation results in toxic fumes, for example, carbon monoxide (CO), nitrogen oxides (NOx) and ammonia. Re-entry into underground workings too soon after blasting can lead to fatal exposure to toxic fumes. It is, therefore, required that the polluted air be removed from the affected areas within a reasonable period before employees' re-entry into the working area. Post-blast re-entry times have therefore been described as a productivity bottleneck. The known causes of post-blast fumes are water ingress, incorrect fuel to oxygen ratio, confinement, explosive additives etc. To prevent or minimize post-blast fumes, some researchers have used neutralization, re-burning technique and non-explosive products or different oxidizing agents. The use of commercial explosives without nitrate oxidizing agents can also minimize the production of blasting fumes and thereby reduce the time needed for the clearance of these fumes to allow workers to re-enter the underground workings safely. The reduction in non-production time directly contributes to an increase in the available time per shift for productive work, thus leading to continuous mining. However, owing to its low cost and ease of use, ANFO is still widely used in South African underground blasting operations.

Keywords: post-blast fumes, continuous mining, ammonium nitrate explosive, non-explosive blasting, re-entry period

Procedia PDF Downloads 151

Authors: Yasinta Ratna Esti Wulandari, Vivitri Dewi Prasasty, Adrianus Rio, Cindy Geniola

Abstract:

Mulberry is a plant that widely cultivated around the world, mostly for silk industry. In recent years, the study showed that the mulberry leaves have an anti-diabetic effect which mostly comes from the compound known as 1-deoxynojirimycin (DNJ). DNJ is a very potent α-glucosidase inhibitor. It will decrease the degradation rate of carbohydrates in digestive tract, leading to slower glucose absorption and reducing the post-prandial glucose level significantly. The mulberry leaves also known as the best source of DNJ. Since then, the DNJ in mulberry leaves had received a considerable attention, because of the increased number of diabetic patients and the raise of people awareness to find a more natural cure for diabetic. The DNJ content in mulberry leaves varied depend on the mulberry species, leaf’s age, and the plant’s growth environment. Few of the mulberry varieties that were cultivated in Indonesiaare Morus alba var. kanva-2, M. alba var. multicaulis, M. bombycis var. lembang, and M. cathayana. The lack of data concerning phytochemicals contained in the Indonesian mulberry leaves are restraining their use in the medicinal field. The aim of this study is to fully utilize the use of mulberry leaves cultivated in Indonesia as a medicinal herb in local, national, or global community, by determining the DNJ and other phytochemical contents in them. This study used eight leaf samples which are the young leaves and mature leaves of both Morus alba var. kanva-2, M. alba var. multicaulis, M. bombycis var. lembang, and M. cathayana. The DNJ content was analyzed using reverse phase high performance liquid chromatography (HPLC). The stationary phase was silica C18 column and the mobile phase was acetonitrile:acetic acid 0.1% 1:1 with elution rate 1 mL/min. Prior to HPLC analysis the samples were derivatized with FMOC to ensure the DNJ detectable by VWD detector at 254 nm. Results showed that the DNJ content in samples are ranging from 2.90-0.07 mg DNJ/ g leaves, with the highest content found in M. cathayana mature leaves (2.90 ± 0.57 mg DNJ/g leaves). All of the mature leaf samples also found to contain higher amount of DNJ from their respective young leaf samples. The phytochemicals in leaf samples was tested using qualitative test. Result showed that all of the eight leaf samples contain alkaloids, phenolics, flavonoids, tannins, and terpenes. The presence of this phytochemicals contribute to the therapeutic effect of mulberry leaves. The pyrolysis-gas chromatography-mass spectrometry (Py-GC-MS) analysis was also performed to the eight samples to quantitatively determine their phytochemicals content. The pyrolysis temperature was set at 400 °C, with capillary column Phase Rtx-5MS 60 × 0.25 mm ID stationary phase and helium gas mobile phase. Few of the terpenes found are known to have anticancer and antimicrobial properties. From all the results, all of four samples of mulberry leaves which are cultivated in Indonesia contain DNJ and various phytochemicals like alkaloids, phenolics, flavonoids, tannins, and terpenes which are beneficial to our health.

Keywords: Morus, 1-deoxynojirimycin, HPLC, Py-GC-MS

Procedia PDF Downloads 298

Authors: Punit Kumar, Niraj Kumar

Abstract:

The influence of transverse surface roughness on EHL characteristics has been investigated numerically using an extensive set of full EHL line contact simulations for shear-thinning lubricants under pure sliding condition. The shear-thinning behavior of lubricant is modeled using Carreau viscosity equation along with Doolittle-Tait equation for lubricant compressibility. The surface roughness is assumed to be sinusoidal and it is present on the stationary surface. It is found that surface roughness causes sharp pressure peaks along with reduction in central and minimum film thickness. With increasing amplitude of surface roughness, the minimum film thickness decreases much more rapidly as compared to the central film thickness.

Keywords: EHL, Carreau, shear-thinning, surface roughness, amplitude, wavelength

Procedia PDF Downloads 698

Authors: Hasliza A. Rahim, Fareq Malek, Nur A. M. Affendi, Azuwa Ali, Norshafinash Saudin, Latifah Mohamed

Abstract:

This paper presents the experimental investigation of on-body channel fading at 2.45 GHz considering two effects of the user body movement; stationary and mobile. A pair of body-worn antennas was utilized in this measurement campaign. A statistical analysis was performed by comparing the measured on-body path loss to five well-known distributions; lognormal, normal, Nakagami, Weibull and Rayleigh. The results showed that the average path loss of moving arm varied higher than the path loss in sitting position for upper-arm-to-left-chest link, up to 3.5 dB. The analysis also concluded that the Nakagami distribution provided the best fit for most of on-body static link path loss in standing still and sitting position, while the arm movement can be best described by log-normal distribution.

Keywords: on-body channel communications, fading characteristics, statistical model, body movement

Procedia PDF Downloads 322

Authors: Huang Haoxin

Abstract:

Large dark current at room temperature has long been the major bottleneck that impedes the development of high-performance infrared photodetectors towards miniaturization and integration. Although infrared photodetectors based on layered 2D narrow bandgap semiconductors have shown admirable advantages compared with those based on conventional compounds, which typically suffer from expensive cryogenic operations, it is still urgent to develop a simple but effective strategy to further reduce the dark current. Herein, a tellurium (Te) based infrared photodetector is reported with a specifically designed asymmetric electrical contact area. The deliberately introduced asymmetric electrical contact raises the electric field intensity difference in the Te channel near the drain and the source electrodes, resulting in spontaneous asymmetric carrier diffusion under global infrared light illumination under zero bias. Specifically, the Te-based photodetector presents promising detector performance at room temperature, including a low dark current of≈1 nA, an ultrahigh photocurrent/dark current ratio of 1.57×10⁴, a high specific detectivity (D*) of 3.24×10⁹ Jones, and relatively fast response speed of ≈720 μs at zero bias. The results prove that the simple design of asymmetric electrical contact areas can provide a promising solution to high-performance 2D semiconductor-based infrared photodetectors working at room temperature.

Keywords: asymmetrical contact, tellurium, dark current, infrared photodetector, sensitivity

Procedia PDF Downloads 9

Authors: Sandeep Santosh, O. P. Sahu

Abstract:

We simulate an efficient multiple wideband and nonstationary source localization algorithm by exploiting both the non-stationarity of the signals and the array geometric information.This algorithm is based on joint diagonalization structure (JDS) of a set of short time power spectrum matrices at different time instants of each frequency bin. JDS can be used for quick and accurate multiple non-stationary source localization. The JDS algorithm is a one stage process i.e it directly searches the Direction of arrivals (DOAs) over the continuous location parameter space. The JDS method requires that the number of sensors is not less than the number of sources. By observing the simulation results, one can conclude that the JDS method can localize two sources when their difference is not less than 7 degree but the Wideband MUSIC is able to localize two sources for difference of 18 degree.

Keywords: joint diagonalization structure (JDS), wideband direction of arrival (DOA), wideband MUSIC

Procedia PDF Downloads 420

Authors: Mazhar B. Tayel, Eslam I. AlSaba

Abstract:

The heart is the most important part in any body organisms. It effects and affected by any factor in the body. Therefore, it is a good detector of any matter in the body. When the heart signal is non-stationary signal, therefore, it should be study its variability. So, the Heart Rate Variability (HRV) has attracted considerable attention in psychology, medicine and have become important dependent measure in psychophysiology and behavioral medicine. Quantification and interpretation of heart rate variability. However, remain complex issues are fraught with pitfalls. This paper presents one of the non-linear techniques to analyze HRV. It discusses 'What Poincare plot is?', 'How it is work?', 'its usage benefits especially in HRV', 'the limitation of Poincare cause of standard deviation SD1, SD2', and 'How overcome this limitation by using complex correlation measure (CCM)'. The CCM is most sensitive to changes in temporal structure of the Poincaré plot as compared to SD1 and SD2.

Keywords: heart rate variability, chaotic system, poincare, variance, standard deviation, complex correlation measure

Procedia PDF Downloads 371

Authors: Sergey Kopysov, Nikita Nedozhogin, Leonid Tonkov

Abstract:

The article presents a parallel iterative solver for large sparse linear systems which can be used on a heterogeneous platform. Traditionally, the problem of solving linear systems does not scale well on multi-CPU/multi-GPUs clusters. For example, most of the attempts to implement the classical conjugate gradient method were at best counted in the same amount of time as the problem was enlarged. The paper proposes the pipelined variant of the conjugate gradient method (PCG), a formulation that is potentially better suited for hybrid CPU/GPU computing since it requires only one synchronization point per one iteration instead of two for standard CG. The standard and pipelined CG methods need the vector entries generated by the current GPU and other GPUs for matrix-vector products. So the communication between GPUs becomes a major performance bottleneck on multi GPU cluster. The article presents an approach to minimize the communications between parallel parts of algorithms. Additionally, computation and communication can be overlapped to reduce the impact of data exchange. Using the pipelined version of the CG method with one synchronization point, the possibility of asynchronous calculations and communications, load balancing between the CPU and GPU for solving the large linear systems allows for scalability. The algorithm is implemented with the combined use of technologies: MPI, OpenMP, and CUDA. We show that almost optimum speed up on 8-CPU/2GPU may be reached (relatively to a one GPU execution). The parallelized solver achieves a speedup of up to 5.49 times on 16 NVIDIA Tesla GPUs, as compared to one GPU.

Keywords: conjugate gradient, GPU, parallel programming, pipelined algorithm

Procedia PDF Downloads 129

Authors: Hemendra Singh Rathod

Abstract:

Frequency is, among other factors, one of the governing parameters for maintaining electrical grid stability. The quality of an electrical transmission and supply system is mainly described by the stability of the grid frequency. Over the past few decades, energy generation by intermittent sustainable sources like wind and solar has seen a significant increase globally. Consequently, controlling the associated deviations in grid frequency within safe limits has been gaining momentum so that the balance between demand and supply can be maintained. Lithium-ion battery energy storage system (Li-Ion BESS) has been a promising technology to tackle the challenges associated with grid instability. BESS is, therefore, an effective response to the ongoing debate whether it is feasible to have an electrical grid constantly functioning on a hundred percent renewable power in the near future. In recent years, large-scale manufacturing and capital investment into battery production processes have made the Li-ion battery systems cost-effective and increasingly efficient. The Li-ion systems require very low maintenance and are also independent of geographical constraints while being easily scalable. The paper highlights the use of stationary and moving BESS for balancing electrical energy, thereby maintaining grid frequency at a rapid rate. Moving BESS technology, as implemented in the selected railway network in Germany, is here considered as an exemplary concept for demonstrating the same functionality in the electrical grid system. Further, using certain applications of Li-ion batteries, such as self-consumption of wind and solar parks or their ancillary services, wind and solar energy storage during low demand, black start, island operation, residential home storage, etc. offers a solution to effectively integrate the renewables and support Europe’s future smart grid. EMT software tool DIgSILENT PowerFactory has been utilised to model an electrical transmission system with 100% renewable energy penetration. The stability of such a transmission system has been evaluated together with BESS within a defined frequency band. The transmission system operators (TSO) have the superordinate responsibility for system stability and must also coordinate with the other European transmission system operators. Frequency control is implemented by TSO by maintaining a balance between electricity generation and consumption. Li-ion battery systems are here seen as flexible, controllable loads and flexible, controllable generation for balancing energy pools. Thus using Li-ion battery storage solution, frequency-dependent load shedding, i.e., automatic gradual disconnection of loads from the grid, and frequency-dependent electricity generation, i.e., automatic gradual connection of BESS to the grid, is used as a perfect security measure to maintain grid stability in any case scenario. The paper emphasizes the use of stationary and moving Li-ion battery storage for meeting the demands of maintaining grid frequency and stability for near future operations.

Keywords: frequency control, grid stability, li-ion battery storage, smart grid

Procedia PDF Downloads 121

Authors: Yaping Zhao, Yimin Zhang

Abstract:

In the present paper, the stationary random vibration of a uniform cantilever beam is investigated. Two types of damping mechanism, i.e. the external and internal viscous dampings, are taken into account simultaneously. The excitation form is the support motion, and it is ideal white. Because two type of damping mechanism are considered concurrently, the product of the modal damping ratio and the natural frequency is not a constant anymore. As a result, the infinite definite integral encountered in the process of computing the mean square response is more complex than that in the existing literature. One signal progress of this work is to have calculated these definite integrals accurately. The precise solution of the mean square response is thus obtained in the infinite series form finally. Numerical examples are supplied and the numerical outcomes acquired confirm the validity of the theoretical analyses.

Keywords: random vibration, cantilever beam, mean square response, white noise

Procedia PDF Downloads 364

Authors: Valeriy Nebritov

Abstract:

The paper presents a generalized method for determining the service solid angle based on the assigned gripper axis orientation with a stationary grip center. Motion synthesis in this work is carried out in the vector of velocities. As an example, a solid angle of the android robot arm is determined, this angle being formed by the longitudinal axis of a gripper. The nature of the method is based on the study of sets of configuration positions, defining the end point positions of the unit radius sphere sweep, which specifies the service solid angle. From this the spherical curve specifying the shape of the desired solid angle was determined. The results of the research can be used in the development of control systems of autonomous android robots.

Keywords: android robot, control systems, motion synthesis, service angle

Procedia PDF Downloads 168

Authors: R. Fegas, S. Zerkout, S. Taberkokt, M. Righezza

Abstract:

The present work demonstrate the potential of Betacyclodextrine (BCD) for the chiral analysis of a drug .Various separation mechanisms were applied and several parameters affecting the separation were studied, including the type and concentration of chiral selector, and pH of buffer. A simple and sensitive high-performance liquid chromatography (HPLC) method was developed as an assay for fexofenadine enantiomers in pharmaceutical preparation. Fexofenadine enantiomers were separated using a mobile phase of 0.25mM NaH2PO4–acetonitrile (65:35, v/v) – Betacyclodextrine on achiral phenyl-urea column at a flow rate of 1ml/min and measurement at 220nm. The chiral mechanism of separation was mainly based on specific interaction between the solute and the stationary phase. The retention was directly controlled by mobile phase composition but not the selectivity which results of the two mechanisms, electrostatic interactions and partition mechanism.

Keywords: fexofenadine enantiomer, HPLC, achiral phenyl-urea column

Procedia PDF Downloads 436

Authors: Saad Al-Baddai, Karema Al-Subari, Elmar Lang, Bernd Ludwig

Abstract:

Empirical mode decomposition (EMD), a new data-driven of time-series decomposition, has the advantage of supposing that a time series is non-linear or non-stationary, as is implicitly achieved in Fourier decomposition. However, the EMD suffers of mode mixing problem in some cases. The aim of this paper is to present a solution for a common type of signals causing of EMD mode mixing problem, in case a signal suffers of an intermittency. By an artificial example, the solution shows superior performance in terms of cope EMD mode mixing problem comparing with the conventional EMD and Ensemble Empirical Mode decomposition (EEMD). Furthermore, the over-sifting problem is also completely avoided; and computation load is reduced roughly six times compared with EEMD, an ensemble number of 50.

Keywords: empirical mode decomposition (EMD), mode mixing, sifting process, over-sifting

Procedia PDF Downloads 362

Authors: Muhammad Yusuf Abduh, Robert Manurung, Hero Jan Heeres

Abstract:

Biodiesel can be produced in small scale mobile units which are designed with local input and demand. Unlike the typical biodiesel production plants, mobile biodiesel unit consiss of a biodiesel production facility placed inside a standard cargo container and mounted on a truck so that it can be transported to a region near the location of raw materials. In this paper, we review the existing concept and unit for the development of community-scale and mobile production of biodiesel. This includes the main reactor technology to produce biodiesel as well as the pre-treatment prior to the reaction unit. The pre-treatment includes the oil-expeller unit to obtain oil from the oilseeds as well as the quality control of the oil before it enters the reaction unit. This paper also discusses the post-treatment after the production of biodiesel. It includes the refining and purification of biodiesel to meet the product specification set by the biodiesel industry.

Keywords: biodiesel, community scale, mobile biodiesel unit, reactor technology

Procedia PDF Downloads 208

Authors: Syed Ahsan, Saleh Alshomrani, Ishtiaq Rasool, Ali Hassan

Abstract:

In this oral presentation, we will provide an overview of the technical and semantic architecture of a desert border security and critical infrastructure protection security system. Modern border security systems are designed to reduce the dependability and intrusion of human operators. To achieve this, different types of sensors are use along with video surveillance technologies. Application of these technologies in a harsh desert environment of Saudi Arabia poses unique challenges. Environmental and geographical factors including high temperatures, desert storms, temperature variations and remoteness adversely affect the reliability of surveillance systems. To successfully implement a reliable, effective system in a harsh desert environment, the following must be achieved: i) Selection of technology including sensors, video cameras, and communication infrastructure that suit desert environments. ii) Reduced power consumption and efficient usage of equipment to increase the battery life of the equipment. iii) A reliable and robust communication network with efficient usage of bandwidth. Also, to reduce the expert bottleneck, an ontology-based intelligent information systems needs to be developed. Domain knowledge unique and peculiar to Saudi Arabia needs to be formalized to develop an expert system that can detect abnormal activities and any intrusion.

Keywords: border security, sensors, abnormal activity detection, ontologies

Procedia PDF Downloads 455

Authors: Qin Long, Li Xiaoge

Abstract:

The Knowledge Graphs have now become a new form of knowledge representation. However, there is no consensus in regard to a plausible and definition of entities and relationships in the domain-specific knowledge graph. Further, in conjunction with several limitations and deficiencies, various domain-specific entities and relationships recognition approaches are far from perfect. Specifically, named entity recognition in Chinese domain is a critical task for the natural language process applications. However, a bottleneck problem with Chinese named entity recognition in new domains is the lack of annotated data. To address this challenge, a domain distant supervised named entity recognition framework is proposed. The framework is divided into two stages: first, the distant supervised corpus is generated based on the entity linking model of graph attention neural network; secondly, the generated corpus is trained as the input of the distant supervised named entity recognition model to train to obtain named entities. The link model is verified in the ccks2019 entity link corpus, and the F1 value is 2% higher than that of the benchmark method. The re-pre-trained BERT language model is added to the benchmark method, and the results show that it is more suitable for distant supervised named entity recognition tasks. Finally, it is applied in the computer field, and the results show that this framework can obtain domain named entities.

Keywords: distant named entity recognition, entity linking, knowledge graph, graph attention neural network

Procedia PDF Downloads 68

Authors: Cheng-Lin Liu, Fei Liu

Abstract:

For the multi-agent systems with agent's dynamics described by high-order integrator, and usual consensus algorithm composed of the state coordination control parts is proposed. Under communication delay, consensus algorithm in asynchronously-coupled form just can make the agents achieve a stationary consensus, and sufficient consensus condition is obtained based on frequency-domain analysis. To recover the original consensus state of the high-order agents without communication delay, besides, a predictor-based consensus algorithm is constructed via multiplying the delayed neighboring agents' states by a delay-related compensation part, and sufficient consensus condition is also obtained. Simulation illustrates the correctness of the results.

Keywords: high-order dynamic agents, communication delay, consensus, predictor-based algorithm

Procedia PDF Downloads 541

Authors: Zin Mar Lwin

Abstract:

Brain Computer Interface (BCI) Systems have developed for people who suffer from severe motor disabilities and challenging to communicate with their environment. BCI allows them for communication by a non-muscular way. For communication between human and computer, BCI uses a type of signal called Electroencephalogram (EEG) signal which is recorded from the human„s brain by means of an electrode. The electroencephalogram (EEG) signal is an important information source for knowing brain processes for the non-invasive BCI. Translating human‟s thought, it needs to classify acquired EEG signal accurately. This paper proposed a typical EEG signal classification system which experiments the Dataset from “Purdue University.” Independent Component Analysis (ICA) method via EEGLab Tools for removing artifacts which are caused by eye blinks. For features extraction, the Time and Frequency features of non-stationary EEG signals are extracted by Matching Pursuit (MP) algorithm. The classification of one of five mental tasks is performed by Multi_Class Support Vector Machine (SVM). For SVMs, the comparisons have been carried out for both 1-against-1 and 1-against-all methods.

Keywords: BCI, EEG, ICA, SVM

Procedia PDF Downloads 249

Authors: Vinayak Bassi, Rajpreet Singh

Abstract:

Over the years, with the emergence of sophisticated computers and algorithms, finance has been quantified using computational prowess. Asset valuation has been one of the key components of quantitative finance. In fact, it has become one of the embryonic steps in determining risk related to a portfolio, the main goal of quantitative finance. This study comprises a drawing comparison between valuation output generated by two stochastic dynamic models, namely Black-Scholes and Dupire’s bi-dimensionality model. Both of these models are formulated for computing the valuation function for a portfolio of European options using Monte Carlo simulation methods. Although Monte Carlo algorithms have a slower convergence rate than calculus-based simulation techniques (like FDM), they work quite effectively over high-dimensional dynamic models. A fidelity gap is analyzed between the static (historical) and stochastic inputs for a sample portfolio of underlying assets. In order to enhance the performance efficiency of the model, the study emphasized the use of variable reduction methods and customizing random number generators to implement parallelization. An attempt has been made to further implement the Dupire’s model on a GPU to achieve higher computational performance. Furthermore, ideas have been discussed around the performance enhancement and bottleneck identification related to the implementation of options-pricing models on GPUs.

Keywords: monte carlo, stochastic models, computational finance, parallel programming, scientific computing

Procedia PDF Downloads 132

Authors: Yunzhe Tong, Jun Fan, Bin Wang

Abstract:

The vibroacoustic behavior of an immersed infinite cylindrical shell with periodic lengthwise ribs has been studied in this paper. The motions of the shell are described by the Donnell equations. Each lengthwise rib is modeled as an elastic beam. The motions of the bulkheads are decomposed into the longitudinal motions and flexural motions. The analytical expressions of the shell motions can be obtained through circumferential mode expansion, Fourier Transform and periodic boundary condition in the circumferential direction. Furthermore, the far-field radiated pressure has been obtained using the stationary phase. The analysis of wavenumber domain shows that periodic lengthwise stiffeners in the circumferential direction can produce flexural Bloch waves. The dominant feature in far-field pressure amplitude is the resonance of the supersonic components of the flexural Bloch waves in the circumferential direction.

Keywords: flexural Bloch wave, stiffened shell, vibroacoustics, wavenumber analysis

Procedia PDF Downloads 180

Authors: Tal Remez, Or Litany, Alex Bronstein

Abstract:

The pursuit of smaller pixel sizes at ever increasing resolution in digital image sensors is mainly driven by the stringent price and form-factor requirements of sensors and optics in the cellular phone market. Recently, Eric Fossum proposed a novel concept of an image sensor with dense sub-diffraction limit one-bit pixels (jots), which can be considered a digital emulation of silver halide photographic film. This idea has been recently embodied as the EPFL Gigavision camera. A major bottleneck in the design of such sensors is the image reconstruction process, producing a continuous high dynamic range image from oversampled binary measurements. The extreme quantization of the Poisson statistics is incompatible with the assumptions of most standard image processing and enhancement frameworks. The recently proposed maximum-likelihood (ML) approach addresses this difficulty, but suffers from image artifacts and has impractically high computational complexity. In this work, we study a variant of a sensor with binary threshold pixels and propose a reconstruction algorithm combining an ML data fitting term with a sparse synthesis prior. We also show an efficient hardware-friendly real-time approximation of this inverse operator. Promising results are shown on synthetic data as well as on HDR data emulated using multiple exposures of a regular CMOS sensor.

Keywords: binary pixels, maximum likelihood, neural networks, sparse coding

Procedia PDF Downloads 172

Authors: Alexander Wachtel, Michael T. Franzen, Walter F. Tichy

Abstract:

Programming requires years of training. With natural language and end user development methods, programming could become available to everyone. It enables end users to program their own devices and extend the functionality of the existing system without any knowledge of programming languages. In this paper, we describe an Interactive Spreadsheet Processing Module (ISPM), a natural language interface to spreadsheets that allows users to address ranges within the spreadsheet based on inferred table schema. Using the ISPM, end users are able to search for values in the schema of the table and to address the data in spreadsheets implicitly. Furthermore, it enables them to select and sort the spreadsheet data by using natural language. ISPM uses a machine learning technique to automatically infer areas within a spreadsheet, including different kinds of headers and data ranges. Since ranges can be identified from natural language queries, the end users can query the data using natural language. During the evaluation 12 undergraduate students were asked to perform operations (sum, sort, group and select) using the system and also Excel without ISPM interface, and the time taken for task completion was compared across the two systems. Only for the selection task did users take less time in Excel (since they directly selected the cells using the mouse) than in ISPM, by using natural language for end user software engineering, to overcome the present bottleneck of professional developers.

Keywords: natural language processing, natural language interfaces, human computer interaction, end user development, dialog systems, data recognition, spreadsheet

Procedia PDF Downloads 278

Authors: Alla V. Goncharova, Tatyana A. Karpenyuk, Yana S. Tsurkan, Rosa U. Beisembaeva, Togzhan D. Mukasheva, Ludmila V. Ignatova, Ramza Z. Berzhanova

Abstract:

In this work the effect of culturing conditions of filamentous fungi Penicillium raistrickii, Penicillium anatolicum, Fusarium sp. on biomass yield, the content of total lipids and fatty acids was studied. It has been established that in time the process of lipids accumulation correlated with biomass growth of cultures, reaching maximum values in stationary growth phase. Biomass yield and accumulation of general lipids was increased by adding zinc to the culture medium. The more intensive accumulation of biomass and general lipids was observed at temperature 18°C. Lowering the temperature of culturing has changed the ratio of saturated: Unsaturated fatty acids in the direction of increasing the latter.

Keywords: biomass, culturing conditions, fungi, fatty acids (FA), growth dynamics, lipids

Procedia PDF Downloads 420

Authors: R. Ajgou, S. Sbaa, S. Ghendir, A. Chemsa, A. Taleb-Ahmed

Abstract:

The speech enhancement algorithm is to improve speech quality. In this paper, we review some speech enhancement methods and we evaluated their performance based on Perceptual Evaluation of Speech Quality scores (PESQ, ITU-T P.862). All method was evaluated in presence of different kind of noise using TIMIT database and NOIZEUS noisy speech corpus.. The noise was taken from the AURORA database and includes suburban train noise, babble, car, exhibition hall, restaurant, street, airport and train station noise. Simulation results showed improved performance of speech enhancement for Tracking of non-stationary noise approach in comparison with various methods in terms of PESQ measure. Moreover, we have evaluated the effects of the speech enhancement technique on Speaker Identification system based on autoregressive (AR) model and Mel-frequency Cepstral coefficients (MFCC).

Keywords: speech enhancement, pesq, speaker recognition, MFCC

Procedia PDF Downloads 389

Authors: Olivier Delage, Thierry Portafaix, Hassan Bencherif, Guillaume Guimbretiere

Abstract:

Most observation data sequences in geophysics can be interpreted as resulting from the interaction of several physical processes at several time and space scales. As a consequence, measurements time series in geophysics have often characteristics of non-linearity and non-stationarity and thereby exhibit strong fluctuations at all time-scales and require a time-frequency representation to analyze their variability. Empirical Mode Decomposition (EMD) is a relatively new technic as part of a more general signal processing method called the Hilbert-Huang transform. This analysis method turns out to be particularly suitable for non-linear and non-stationary signals and consists in decomposing a signal in an auto adaptive way into a sum of oscillating components named IMFs (Intrinsic Mode Functions), and thereby acts as a bank of bandpass filters. The advantages of the EMD technic are to be entirely data driven and to provide the principal variability modes of the dynamics represented by the original time series. However, the main limiting factor is the frequency resolution that may give rise to the mode mixing phenomenon where the spectral contents of some IMFs overlap each other. To overcome this problem, J. Gilles proposed an alternative entitled “Empirical Wavelet Transform” (EWT) which consists in building from the segmentation of the original signal Fourier spectrum, a bank of filters. The method used is based on the idea utilized in the construction of both Littlewood-Paley and Meyer’s wavelets. The heart of the method lies in the segmentation of the Fourier spectrum based on the local maxima detection in order to obtain a set of non-overlapping segments. Because linked to the Fourier spectrum, the frequency resolution provided by EWT is higher than that provided by EMD and therefore allows to overcome the mode-mixing problem. On the other hand, if the EWT technique is able to detect the frequencies involved in the original time series fluctuations, EWT does not allow to associate the detected frequencies to a specific mode of variability as in the EMD technic. Because EMD is closer to the observation of physical phenomena than EWT, we propose here a new technic called EAWD (Empirical Adaptive Wavelet Decomposition) based on the coupling of the EMD and EWT technics by using the IMFs density spectral content to optimize the segmentation of the Fourier spectrum required by EWT. In this study, EMD and EWT technics are described, then EAWD technic is presented. Comparison of results obtained respectively by EMD, EWT and EAWD technics on time series of ozone total columns recorded at Reunion island over [1978-2019] period is discussed. This study was carried out as part of the SOLSTYCE project dedicated to the characterization and modeling of the underlying dynamics of time series issued from complex systems in atmospheric sciences

Keywords: adaptive filtering, empirical mode decomposition, empirical wavelet transform, filter banks, mode-mixing, non-linear and non-stationary time series, wavelet

Procedia PDF Downloads 109

Authors: A. Azari, S. S. K. Seyyedi

Abstract:

One of the unaddressed and open challenges in the nano-networking is the characteristics of noise. The previous analysis, however, has concentrated on end-to-end communication model with no separate modelings for propagation channel and noise. By considering a separate signal propagation and noise model, the design and implementation of an optimum receiver will be much easier. In this paper, we justify consideration of a separate additive Gaussian noise model of a nano-communication system based on the molecular communication channel for which are applicable for MSK and MOSK modulation schemes. The presented noise analysis is based on the Brownian motion process, and advection molecular statistics, where the received random signal has a probability density function whose mean is equal to the mean number of the received molecules. Finally, the justification of received signal magnitude being uncorrelated with additive non-stationary white noise is provided.

Keywords: molecular, noise, diffusion, channel

Procedia PDF Downloads 250