Search results for: second and third order derivatives
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5294

Search results for: second and third order derivatives

4964 Order Penetration Point Location using Fuzzy Quadratic Programming

Authors: Hamed Rafiei, Masoud Rabbani

Abstract:

This paper addresses one of the most important issues have been considered in hybrid MTS/MTO production environments. To cope with the problem, a mathematical programming model is applied from a tactical point of view. The model is converted to a fuzzy goal programming model, because a degree of uncertainty is involved in hybrid MTS/MTO context. Finally, application of the proposed model in an industrial center is reported and the results prove the validity of the model.

Keywords: Fuzzy sets theory, Hybrid MTS/MTO, Order penetration point, Quadratic programming.

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4963 Automatic Facial Skin Segmentation Using Possibilistic C-Means Algorithm for Evaluation of Facial Surgeries

Authors: Elham Alaee, Mousa Shamsi, Hossein Ahmadi, Soroosh Nazem, Mohammadhossein Sedaaghi

Abstract:

Human face has a fundamental role in the appearance of individuals. So the importance of facial surgeries is undeniable. Thus, there is a need for the appropriate and accurate facial skin segmentation in order to extract different features. Since Fuzzy CMeans (FCM) clustering algorithm doesn’t work appropriately for noisy images and outliers, in this paper we exploit Possibilistic CMeans (PCM) algorithm in order to segment the facial skin. For this purpose, first, we convert facial images from RGB to YCbCr color space. To evaluate performance of the proposed algorithm, the database of Sahand University of Technology, Tabriz, Iran was used. In order to have a better understanding from the proposed algorithm; FCM and Expectation-Maximization (EM) algorithms are also used for facial skin segmentation. The proposed method shows better results than the other segmentation methods. Results include misclassification error (0.032) and the region’s area error (0.045) for the proposed algorithm.

Keywords: Facial image, segmentation, PCM, FCM, skin error, facial surgery.

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4962 The Competitive Newsvendor Game with Overestimated Demand

Authors: Chengli Liu, C. K. M. Lee

Abstract:

The tradition competitive newsvendor game assumes decision makers are rational. However, there are behavioral biases when people make decisions, such as loss aversion, mental accounting and overconfidence. Overestimation of a subject’s own performance is one type of overconfidence. The objective of this research is to analyze the impact of the overestimated demand in the newsvendor competitive game with two players. This study builds a competitive newsvendor game model where newsvendors have private information of their demands, which is overestimated. At the same time, demands of each newsvendor forecasted by a third party institution are available. This research shows that the overestimation leads to demand steal effect, which reduces the competitor’s order quantity. However, the overall supply of the product increases due to overestimation. This study illustrates the boundary condition for the overestimated newsvendor to have the equilibrium order drop due to the demand steal effect from the other newsvendor. A newsvendor who has higher critical fractile will see its equilibrium order decrease with the drop of estimation level from the other newsvendor.

Keywords: Bias, competitive newsvendor, Nash equilibrium, overestimation.

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4961 Krylov Model Order Reduction of a Thermal Subsea Model

Authors: J. Šindler, A. Suleng, T. Jelstad Olsen, P. Bárta

Abstract:

A subsea hydrocarbon production system can undergo planned and unplanned shutdowns during the life of the field. The thermal FEA is used to simulate the cool down to verify the insulation design of the subsea equipment, but it is also used to derive an acceptable insulation design for the cold spots. The driving factors of subsea analyses require fast responding and accurate models of the equipment cool down. This paper presents cool down analysis carried out by a Krylov subspace reduction method, and compares this approach to the commonly used FEA solvers. The model considered represents a typical component of a subsea production system, a closed valve on a dead leg. The results from the Krylov reduction method exhibits the least error and requires the shortest computational time to reach the solution. These findings make the Krylov model order reduction method very suitable for the above mentioned subsea applications.

Keywords: Model order reduction, Krylov subspace, subsea production system, finite element.

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4960 Analysis of Impact of Land Use Regulations against Urban Spatial Structure - Centering around Shiheung City

Authors: Chang-il Kang, Yoon-Hong Park, Tae-Hyun Kim, Yu Wann

Abstract:

In this paper, we analyzed the pattern of urban spatial structure of Siheung City that had been divided into two parts and presented alternative plans in order to get rid of these phenomena. Concerning patterns of urban spatial structure, we examined it through means of analyzing status of land use, population density and distribution of residence, status of distribution of main facilities, medical facilities, status of distribution of cultural facilities, distribution of land prices and traffic volume trends. The results of study revealed that status of facilities distribution and distribution of land prices, etc. were bisected by the surrounding area of former municipal office and the district of Sihwa, which were both regarded as one apex of the city divide, forming a duo-centric city. In order to get rid of this problem concerned with urban spatial structure that has been bisected, it is required that measures in order to expand facilities in Siheung City should be taken.

Keywords: Urban Spatial Structure, Duo-centric City, Siheung City.

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4959 Solving of the Fourth Order Differential Equations with the Neumann Problem

Authors: Marziyeh Halimi, Roushanak Lotfikar, Simin Mansouri Borojeni

Abstract:

In this paper we considered the Neumann problem for the fourth order differential equation. First we define the weighted Sobolev space 2 Wα and generalized solution for this equation. Then we consider the existence and uniqueness of the generalized solution, as well as give the description of the spectrum and of the domain of definition of the corresponding operator.

Keywords: Neumann problem, weighted Sobolev spaces, generalized solution, spectrum of linear operators.2000 mathematic subject classification: 34A05, 34A30.

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4958 Fractional-Order PI Controller Tuning Rules for Cascade Control System

Authors: Truong Nguyen Luan Vu, Le Hieu Giang, Le Linh

Abstract:

The fractional–order proportional integral (FOPI) controller tuning rules based on the fractional calculus for the cascade control system are systematically proposed in this paper. Accordingly, the ideal controller is obtained by using internal model control (IMC) approach for both the inner and outer loops, which gives the desired closed-loop responses. On the basis of the fractional calculus, the analytical tuning rules of FOPI controller for the inner loop can be established in the frequency domain. Besides, the outer loop is tuned by using any integer PI/PID controller tuning rules in the literature. The simulation study is considered for the stable process model and the results demonstrate the simplicity, flexibility, and effectiveness of the proposed method for the cascade control system in compared with the other methods.

Keywords: Fractional calculus, fractional–order proportional integral controller, cascade control system, internal model control approach.

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4957 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance

Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

Abstract:

Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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4956 Stable Delta-Sigma Modulator with Signal Dependent Forward Path Gain for Industrial Applications

Authors: K. Diwakar, K. Aanandha Saravanan, C. Senthilpari

Abstract:

Higher order ΔΣ Modulator (DSM) is basically an unstable system. The approximate conditions for stability cannot be used for the design of a DSM for industrial applications where risk is involved. The existing second order, single stage, single bit, unity feedback gain , discrete DSM cannot be used for the normalized full range (-1 to +1) of an input signal since the DSM becomes unstable when the input signal is above ±0.55. The stability is also not guaranteed for input signals of amplitude less than ±0.55. In the present paper, the above mentioned second order DSM is modified with input signal dependent forward path gain. The proposed DSM is suitable for industrial applications where one needs the digital representation of the analog input signal, during each sampling period. The proposed DSM can operate almost for the full range of input signals (-0.95 to +0.95) without causing instability, assuming that the second integrator output should not exceed the circuit supply voltage, ±15 Volts.

Keywords: DSM, stability, SNR, state variables.

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4955 Positive Solutions for Boundary Value Problems of Fourth-Order Nonlinear Singular Differential Equations in Banach Space

Authors: Li Xiguang

Abstract:

In this paper, by constructing a special non-empty closed convex set and utilizing M¨onch fixed point theory, we investigate the existence of solution for a class of fourth-order singular differential equation in Banach space, which improved and generalized the result of related paper.

Keywords: Banach space, cone, fixed point index, singular differential equation.

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4954 A Study of Methods for Preservation of River Banks in order to Reduce Sediments

Authors: Emad Hazbkhah. Abdolreza Zahiri, Hossein Ghorbanizade Kharazi

Abstract:

Reducing river sediments through path correction and preservation of river walls leads to considerable reduction of sedimentation at the pumping stations. Path correction and preservation of walls is not limited to one particular method but, depending on various conditions, a combination of several methods can be employed. In this article, we try to review and evaluate methods for preservation of river banks in order to reduce sediments.

Keywords: Erosion , River Banks , Sediments

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4953 Dynamic Measurement System Modeling with Machine Learning Algorithms

Authors: Changqiao Wu, Guoqing Ding, Xin Chen

Abstract:

In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.

Keywords: Dynamic system modeling, neural network, normal equation, second order gradient descent.

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4952 Specification of Attributes of a Multimedia Presentation for Presentation Manager

Authors: Veli Hakkoymaz, Alpaslan Altunköprü

Abstract:

A multimedia presentation system refers to the integration of a multimedia database with a presentation manager which has the functionality of content selection, organization and playout of multimedia presentations. It requires high performance of involved system components. Starting from multimedia information capture until the presentation delivery, high performance tools are required for accessing, manipulating, storing and retrieving these segments, for transferring and delivering them in a presentation terminal according to a playout order. The organization of presentations is a complex task in that the display order of presentation contents (in time and space) must be specified. A multimedia presentation contains audio, video, images and text media types. The critical decisions for presentation construction include what the contents are, how the contents are organized, and once the decision is made on the organization of the contents of the presentation, it must be conveyed to the end user in the correct organizational order and in a timely fashion. This paper introduces a framework for specification of multimedia presentations and describes the design of sample presentations using this framework from a multimedia database.

Keywords: Multimedia presentation, temporal specification, SMIL, spatial specification.

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4951 Physical Properties and Resistant Starch Content of Rice Flour Residues Hydrolyzed by α-Amylase

Authors: Waranya Pongpaiboon, Warangkana Srichamnong, Supat Chaiyakul

Abstract:

Enzymatic modification of rice flour can produce highly functional derivatives use in food industries. This study aimed to evaluate the physical properties and resistant starch content of rice flour residues hydrolyzed by α-amylase. Rice flour hydrolyzed by α-amylase (60 and 300 u/g) for 1, 24 and 48 hours were investigated. Increasing enzyme concentration and hydrolysis time resulted in decreased rice flour residue’s lightness (L*) but increased redness (a*) and yellowness (b*) of rice flour residues. The resistant starch content and peak viscosity increased when hydrolysis time increased. Pasting temperature, trough viscosity, breakdown, final viscosity, setback and peak time of the hydrolyzed flours were not significantly different (p>0.05). The morphology of native flour was smooth without observable pores and polygonal with sharp angles and edges. However, after hydrolysis, granules with a slightly rough and porous surface were observed and a rough and porous surface was increased with increasing hydrolyzed time. The X-ray diffraction patterns of native flour showed A-type configuration, which hydrolyzed flour showed almost 0% crystallinity indicated that both amorphous and crystalline structures of starch were simultaneously hydrolyzed by α-amylase.

Keywords: α-Amylase, Enzymatic hydrolysis, Pasting properties, Resistant starch

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4950 Iteration Acceleration for Nonlinear Coupled Parabolic-Hyperbolic System

Authors: Xia Cui, Guang-wei Yuan, Jing-yan Yue

Abstract:

A Picard-Newton iteration method is studied to accelerate the numerical solution procedure of a class of two-dimensional nonlinear coupled parabolic-hyperbolic system. The Picard-Newton iteration is designed by adding higher-order terms of small quantity to an existing Picard iteration. The discrete functional analysis and inductive hypothesis reasoning techniques are used to overcome difficulties coming from nonlinearity and coupling, and theoretical analysis is made for the convergence and approximation properties of the iteration scheme. The Picard-Newton iteration has a quadratic convergent ratio, and its solution has second order spatial approximation and first order temporal approximation to the exact solution of the original problem. Numerical tests verify the results of the theoretical analysis, and show the Picard-Newton iteration is more efficient than the Picard iteration.

Keywords: Nonlinearity, iterative acceleration, coupled parabolic hyperbolic system, quadratic convergence, numerical analysis.

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4949 Automatic Motion Trajectory Analysis for Dual Human Interaction Using Video Sequences

Authors: Yuan-Hsiang Chang, Pin-Chi Lin, Li-Der Jeng

Abstract:

Advance in techniques of image and video processing has enabled the development of intelligent video surveillance systems. This study was aimed to automatically detect moving human objects and to analyze events of dual human interaction in a surveillance scene. Our system was developed in four major steps: image preprocessing, human object detection, human object tracking, and motion trajectory analysis. The adaptive background subtraction and image processing techniques were used to detect and track moving human objects. To solve the occlusion problem during the interaction, the Kalman filter was used to retain a complete trajectory for each human object. Finally, the motion trajectory analysis was developed to distinguish between the interaction and non-interaction events based on derivatives of trajectories related to the speed of the moving objects. Using a database of 60 video sequences, our system could achieve the classification accuracy of 80% in interaction events and 95% in non-interaction events, respectively. In summary, we have explored the idea to investigate a system for the automatic classification of events for interaction and non-interaction events using surveillance cameras. Ultimately, this system could be incorporated in an intelligent surveillance system for the detection and/or classification of abnormal or criminal events (e.g., theft, snatch, fighting, etc.). 

Keywords: Motion detection, motion tracking, trajectory analysis, video surveillance.

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4948 Virtual Firm Competitiveness

Authors: Zdeněk Mikoláš, Zuzana Wozniaková

Abstract:

In the 21. century it comes true, that competitiveness of the firm is - to a considerable level - influenced by its participation in the chain of suppliers, customers and partners and by the way how the subject cooperates in the chain. This is valid also for new forms of enterprise such as virtual organization or virtual firm. In the first part of the paper there are determined the differences between these forms of enterprise. Another part will bring methodological framework for analysis of the factors, that influence the competitiveness of the virtual organization from spontaneity and order point of view.

Keywords: abstraction, competitiveness, order, potential, spontaneity, virtual firm, virtual organization.

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4947 Influence of the Low Frequency Ultrasound on the Cadmium (II) Biosorption by an Ecofriendly Biocomposite (Extraction Solid Waste of Ammi visnaga / Calcium Alginate): Kinetic Modeling

Authors: L. Nouri Taiba, Y. Bouhamidi, F. Kaouah, Z. Bendjama, M. Trari

Abstract:

In the present study, an ecofriendly biocomposite namely calcium alginate immobilized Ammi Visnaga (Khella) extraction waste (SWAV/CA) was prepared by electrostatic extrusion method and used on the cadmium biosorption from aqueous phase with and without the assistance of ultrasound in batch conditions. The influence of low frequency ultrasound (37 and 80 KHz) on the cadmium biosorption kinetics was studied. The obtained results show that the ultrasonic irradiation significantly enhances and improves the efficiency of the cadmium removal. The Pseudo first order, Pseudo-second-order, Intraparticle diffusion, and Elovich models were evaluated using the non-linear curve fitting analysis method. Modeling of kinetic results shows that biosorption process is best described by the pseudo-second order and Elovich, in both the absence and presence of ultrasound.

Keywords: Biocomposite, biosorption, cadmium, non-linear analysis, ultrasound.

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4946 Probabilistic Method of Wind Generation Placement for Congestion Management

Authors: S. Z. Moussavi, A. Badri, F. Rastegar Kashkooli

Abstract:

Wind farms (WFs) with high level of penetration are being established in power systems worldwide more rapidly than other renewable resources. The Independent System Operator (ISO), as a policy maker, should propose appropriate places for WF installation in order to maximize the benefits for the investors. There is also a possibility of congestion relief using the new installation of WFs which should be taken into account by the ISO when proposing the locations for WF installation. In this context, efficient wind farm (WF) placement method is proposed in order to reduce burdens on congested lines. Since the wind speed is a random variable and load forecasts also contain uncertainties, probabilistic approaches are used for this type of study. AC probabilistic optimal power flow (P-OPF) is formulated and solved using Monte Carlo Simulations (MCS). In order to reduce computation time, point estimate methods (PEM) are introduced as efficient alternative for time-demanding MCS. Subsequently, WF optimal placement is determined using generation shift distribution factors (GSDF) considering a new parameter entitled, wind availability factor (WAF). In order to obtain more realistic results, N-1 contingency analysis is employed to find the optimal size of WF, by means of line outage distribution factors (LODF). The IEEE 30-bus test system is used to show and compare the accuracy of proposed methodology.

Keywords: Probabilistic optimal power flow, Wind power, Pointestimate methods, Congestion management

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4945 Controller Design for Euler-Bernoulli Smart Structures Using Robust Decentralized FOS via Reduced Order Modeling

Authors: T.C. Manjunath, B. Bandyopadhyay

Abstract:

This paper features the modeling and design of a Robust Decentralized Fast Output Sampling (RDFOS) Feedback control technique for the active vibration control of a smart flexible multimodel Euler-Bernoulli cantilever beams for a multivariable (MIMO) case by retaining the first 6 vibratory modes. The beam structure is modeled in state space form using the concept of piezoelectric theory, the Euler-Bernoulli beam theory and the Finite Element Method (FEM) technique by dividing the beam into 4 finite elements and placing the piezoelectric sensor / actuator at two finite element locations (positions 2 and 4) as collocated pairs, i.e., as surface mounted sensor / actuator, thus giving rise to a multivariable model of the smart structure plant with two inputs and two outputs. Five such multivariable models are obtained by varying the dimensions (aspect ratios) of the aluminium beam. Using model order reduction technique, the reduced order model of the higher order system is obtained based on dominant Eigen value retention and the Davison technique. RDFOS feedback controllers are designed for the above 5 multivariable-multimodel plant. The closed loop responses with the RDFOS feedback gain and the magnitudes of the control input are obtained and the performance of the proposed multimodel smart structure system is evaluated for vibration control.

Keywords: Smart structure, Euler-Bernoulli beam theory, Fastoutput sampling feedback control, Finite Element Method, Statespace model, Vibration control, LMI, Model order Reduction.

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4944 Lower Order Harmonics Minimisation in CHB Inverter Using GA and Decomposition by WT

Authors: V. Joshi Manohar, P. Sujatha, K. S. R. Anjaneyulu

Abstract:

Nowadays Multilevel inverters are widely using in various applications. Modulation strategy at fundamental switching frequency like, SHEPWM is prominent technique to eliminate lower order of harmonics with less switching losses and better harmonic profile. The equations which are formed by SHE are highly nonlinear transcendental in nature, there may exist single, multiple or even no solutions for a particular MI. However, some loads such as electrical drives, it is required to operate in whole range of MI. In order to solve SHE equations for whole range of MI, intelligent techniques are well suited to solve equations so as to produce lest %THDV. Hence, this paper uses Continuous genetic algorithm for minimising harmonics. This paper also presents wavelet based analysis of harmonics. The developed algorithm is simulated and %THD from FFT analysis and Wavelet analysis are compared. MATLAB programming environment and SIMULINK models are used whenever necessary.

Keywords: Cascade H-Bridge Inverter (CHB), Continuous Genetic Algorithm (C-GA), Selective Harmonic Elimination Pulse Width Modulation (SHEPWM), Total Harmonic Distortion (%THDv), Wavelet Transform (WT).

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4943 Optimization and Kinetic Study of Gaharu Oil Extraction

Authors: Muhammad Hazwan H., Azlina M.F., Hasfalina C.M., Zurina Z.A., Hishamuddin J

Abstract:

Gaharu that produced by Aquilaria spp. is classified as one of the most valuable forest products traded internationally as it is very resinous, fragrant and highly valuable heartwood. Gaharu has been widely used in aromatheraphy, medicine, perfume and religious practices. This work aimed to determine the factors affecting solid liquid extraction of gaharu oil using hexane as solvent under experimental condition. The kinetics of extraction was assumed and verified based on a second-order mechanism. The effect of three main factors, which were temperature, reaction time and solvent to solid ratio were investigated to achieve maximum oil yield. The optimum condition were found at temperature 65°C, 9 hours reaction time and solvent to solid ratio of 12:1 with 14.5% oil yield. The kinetics experimental data agrees and well fitted with the second order extraction model. The initial extraction rate (h) was 0.0115 gmL-1min-1; the extraction capacity (Cs) was 1.282gmL-1; the second order extraction constant (k) was 0.007 mLg-1min-1 and coefficient of determination, R2 was 0.945.

Keywords: Gaharu, solid liquid extraction, optimization, kinetics.

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4942 Ordinal Regression with Fenton-Wilkinson Order Statistics: A Case Study of an Orienteering Race

Authors: Joonas Pääkkönen

Abstract:

In sports, individuals and teams are typically interested in final rankings. Final results, such as times or distances, dictate these rankings, also known as places. Places can be further associated with ordered random variables, commonly referred to as order statistics. In this work, we introduce a simple, yet accurate order statistical ordinal regression function that predicts relay race places with changeover-times. We call this function the Fenton-Wilkinson Order Statistics model. This model is built on the following educated assumption: individual leg-times follow log-normal distributions. Moreover, our key idea is to utilize Fenton-Wilkinson approximations of changeover-times alongside an estimator for the total number of teams as in the notorious German tank problem. This original place regression function is sigmoidal and thus correctly predicts the existence of a small number of elite teams that significantly outperform the rest of the teams. Our model also describes how place increases linearly with changeover-time at the inflection point of the log-normal distribution function. With real-world data from Jukola 2019, a massive orienteering relay race, the model is shown to be highly accurate even when the size of the training set is only 5% of the whole data set. Numerical results also show that our model exhibits smaller place prediction root-mean-square-errors than linear regression, mord regression and Gaussian process regression.

Keywords: Fenton-Wilkinson approximation, German tank problem, log-normal distribution, order statistics, ordinal regression, orienteering, sports analytics, sports modeling.

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4941 Reflections of Prospective Teachers Toward a Critical Thinking-Based Pedagogical Course: A Case Study

Authors: Ahmet Ok, Banu Yücel Toy

Abstract:

Promoting critical thinking (CT) in an educational setting has been appraised in order to enhance learning and intellectual skills. In this study, a pedagogical course in a vocational teacher education program in Turkey was designed by integrating CT skill-based strategies/activities into the course content and CT skills were means leading to intended course objectives. The purpose of the study was to evaluate the importance of the course objectives, the attainment of the objectives, and the effectiveness of teachinglearning strategies/activities from prospective teachers- points of view. The results revealed that although the students mostly considered the course objectives important, they did not feel competent in the attainment of all objectives especially in those related to the main topic of Learning and those requiring higher order thinking skills. On the other hand, the students considered the course activities effective for learning and for the development of thinking skills, especially, in interpreting, comparing, questioning, contrasting, and forming relationships.

Keywords: Critical thinking, critical thinking-based instruction, higher order thinking skills, teacher education

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4940 A Simplified Distribution for Nonlinear Seas

Authors: M. A. Tayfun, M. A. Alkhalidi

Abstract:

The exact theoretical expression describing the probability distribution of nonlinear sea-surface elevations derived from the second-order narrowband model has a cumbersome form that requires numerical computations, not well-disposed to theoretical or practical applications. Here, the same narrowband model is reexamined to develop a simpler closed-form approximation suitable for theoretical and practical applications. The salient features of the approximate form are explored, and its relative validity is verified with comparisons to other readily available approximations, and oceanic data.

Keywords: Ocean waves, probability distributions, second-order nonlinearities, skewness coefficient, wave steepness.

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4939 The Use of Artificial Neural Network in Option Pricing: The Case of S and P 100 Index Options

Authors: Zeynep İltüzer Samur, Gül Tekin Temur

Abstract:

Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.

Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options

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4938 Fluorescence Quenching as an Efficient Tool for Sensing Application: Study on the Fluorescence Quenching of Naphthalimide Dye by Graphene Oxide

Authors: Sanaz Seraj, Shohre Rouhani

Abstract:

Recently, graphene has gained much attention because of its unique optical, mechanical, electrical, and thermal properties. Graphene has been used as a key material in the technological applications in various areas such as sensors, drug delivery, super capacitors, transparent conductor, and solar cell. It has a superior quenching efficiency for various fluorophores. Based on these unique properties, the optical sensors with graphene materials as the energy acceptors have demonstrated great success in recent years. During quenching, the emission of a fluorophore is perturbed by a quencher which can be a substrate or biomolecule, and due to this phenomenon, fluorophore-quencher has been used for selective detection of target molecules. Among fluorescence dyes, 1,8-naphthalimide is well known for its typical intramolecular charge transfer (ICT) and photo-induced charge transfer (PET) fluorophore, strong absorption and emission in the visible region, high photo stability, and large Stokes shift. Derivatives of 1,8-naphthalimides have found applications in some areas, especially fluorescence sensors. Herein, the fluorescence quenching of graphene oxide has been carried out on a naphthalimide dye as a fluorescent probe model. The quenching ability of graphene oxide on naphthalimide dye was studied by UV-VIS and fluorescence spectroscopy. This study showed that graphene is an efficient quencher for fluorescent dyes. Therefore, it can be used as a suitable candidate sensing platform. To the best of our knowledge, studies on the quenching and absorption of naphthalimide dyes by graphene oxide are rare.

Keywords: Fluorescence, graphene oxide, naphthalimide dye, quenching.

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4937 Study of a Crude Oil Desalting Plant of the National Iranian South Oil Company in Gachsaran by Using Artificial Neural Networks

Authors: H. Kiani, S. Moradi, B. Soltani Soulgani, S. Mousavian

Abstract:

Desalting/dehydration plants (DDP) are often installed in crude oil production units in order to remove water-soluble salts from an oil stream. In order to optimize this process, desalting unit should be modeled. In this research, artificial neural network is used to model efficiency of desalting unit as a function of input parameter. The result of this research shows that the mentioned model has good agreement with experimental data.

Keywords: Desalting unit, Crude oil, Neural Networks, Simulation, Recovery, Separation.

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4936 Error Rate Probability for Coded MQAM with MRC Diversity in the Presence of Cochannel Interferers over Nakagami-Fading Channels

Authors: J.S. Ubhi, M.S. Patterh, T.S. Kamal

Abstract:

Exact expressions for bit-error probability (BEP) for coherent square detection of uncoded and coded M-ary quadrature amplitude modulation (MQAM) using an array of antennas with maximal ratio combining (MRC) in a flat fading channel interference limited system in a Nakagami-m fading environment is derived. The analysis assumes an arbitrary number of independent and identically distributed Nakagami interferers. The results for coded MQAM are computed numerically for the case of (24,12) extended Golay code and compared with uncoded MQAM by plotting error probabilities versus average signal-to-interference ratio (SIR) for various values of order of diversity N, number of distinct symbols M, in order to examine the effect of cochannel interferers on the performance of the digital communication system. The diversity gains and net gains are also presented in tabular form in order to examine the performance of digital communication system in the presence of interferers, as the order of diversity increases. The analytical results presented in this paper are expected to provide useful information needed for design and analysis of digital communication systems with space diversity in wireless fading channels.

Keywords: Cochannel interference, maximal ratio combining, Nakagami-m fading, wireless digital communications.

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4935 The Sequestration of Heavy Metals Contaminating the Wonderfonteinspruit Catchment Area using Natural Zeolite

Authors: P.P. Diale, S.S.L. Mkhize, E. Muzenda, J. Zimba

Abstract:

For more than 120 years, gold mining formed the backbone the South Africa-s economy. The consequence of mine closure was observed in large-scale land degradation and widespread pollution of surface water and groundwater. This paper investigates the feasibility of using natural zeolite in removing heavy metals contaminating the Wonderfonteinspruit Catchment Area (WCA), a water stream with high levels of heavy metals and radionuclide pollution. Batch experiments were conducted to study the adsorption behavior of natural zeolite with respect to Fe2+, Mn2+, Ni2+, and Zn2+. The data was analysed using the Langmuir and Freudlich isotherms. Langmuir was found to correlate the adsorption of Fe2+, Mn2+, Ni2+, and Zn2+ better, with the adsorption capacity of 11.9 mg/g, 1.2 mg/g, 1.3 mg/g, and 14.7 mg/g, respectively. Two kinetic models namely, pseudo-first order and pseudo second order were also tested to fit the data. Pseudo-second order equation was found to be the best fit for the adsorption of heavy metals by natural zeolite. Zeolite functionalization with humic acid increased its uptake ability.

Keywords: gold-mining, natural zeolites, water pollution, WestRand.

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