Search results for: matrix equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2034

Search results for: matrix equation

1674 Solving Fully Fuzzy Linear Systems by use of a Certain Decomposition of the Coefficient Matrix

Authors: S. H. Nasseri, M. Sohrabi, E. Ardil

Abstract:

In this paper, we give a certain decomposition of the coefficient matrix of the fully fuzzy linear system (FFLS) to obtain a simple algorithm for solving these systems. The new algorithm can solve FFLS in a smaller computing process. We will illustrate our method by solving some examples.

Keywords: Fully fuzzy linear system, Fuzzy number, LUdecomposition.

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1673 Some Applications of Transition Matrices via Eigen Values

Authors: Adil AL-Rammahi

Abstract:

In this short paper, new properties of transition matrix were introduced. Eigen values for small order transition matrices are calculated in flexible method. For benefit of these properties applications of these properties were studied in the solution of Markov's chain via steady state vector, and information theory via channel entropy. The implemented test examples were promised for usages.

Keywords: Eigen value problem, transition matrix, state vector, information theory.

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1672 The Development of Smart School Condition Assessment Based on Condition Survey Protocol (CSP) 1 Matrix: A Literature Review

Authors: N. Hamzah, M. Mahli, A. I. Che-Ani, M. M Tahir, N. A. G. Abdullah, N. M Tawil

Abstract:

Building inspection is one of the key components of building maintenance. The primary purpose of performing a building inspection is to evaluate the building-s condition. Without inspection, it is difficult to determine a built asset-s current condition, so failure to inspect can contribute to the asset-s future failure. Traditionally, a longhand survey description has been widely used for property condition reports. Surveys that employ ratings instead of descriptions are gaining wide acceptance in the industry because they cater to the need for numerical analysis output. These kinds of surveys are also in keeping with the new RICS HomeBuyer Report 2009. In this paper, we propose a new assessment method, derived from the current rating systems, for assessing the specifically smart school building-s condition and rating the seriousness of each defect identified. These two assessment criteria are then multiplied to find the building-s score, which we called the Condition Survey Protocol (CSP) 1 Matrix. Instead of a longhand description of a building-s defects, this matrix requires concise explanations about the defects identified, thus saving on-site time during a smart school building inspection. The full score is used to give the building an overall rating: Good, Fair or Dilapidated.

Keywords: Assessment matrix, building condition survey, rating system, smart school and survey protocol.

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1671 Convergence Analysis of an Alternative Gradient Algorithm for Non-Negative Matrix Factorization

Authors: Chenxue Yang, Mao Ye, Zijian Liu, Tao Li, Jiao Bao

Abstract:

Non-negative matrix factorization (NMF) is a useful computational method to find basis information of multivariate nonnegative data. A popular approach to solve the NMF problem is the multiplicative update (MU) algorithm. But, it has some defects. So the columnwisely alternating gradient (cAG) algorithm was proposed. In this paper, we analyze convergence of the cAG algorithm and show advantages over the MU algorithm. The stability of the equilibrium point is used to prove the convergence of the cAG algorithm. A classic model is used to obtain the equilibrium point and the invariant sets are constructed to guarantee the integrity of the stability. Finally, the convergence conditions of the cAG algorithm are obtained, which help reducing the evaluation time and is confirmed in the experiments. By using the same method, the MU algorithm has zero divisor and is convergent at zero has been verified. In addition, the convergence conditions of the MU algorithm at zero are similar to that of the cAG algorithm at non-zero. However, it is meaningless to discuss the convergence at zero, which is not always the result that we want for NMF. Thus, we theoretically illustrate the advantages of the cAG algorithm.

Keywords: Non-negative matrix factorizations, convergence, cAG algorithm, equilibrium point, stability.

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1670 Properties of Bio-Phenol Formaldehyde Composites Filled with Empty Fruit Bunch Fiber

Authors: Sharifah Nabihah Syed Jaafar, Umar Adli Amran, Rasidi Roslan, Chia Chin Hua, Sarani Zakaria

Abstract:

Bio-composites derived from plant fiber and/or bioderived polymer, are likely more ecofriendly and demonstrate competitive performance with petroleum based composites. In this research, the bio phenol-formaldehyde (bio-PF) was used as a matrix and oil palm empty fruit bunch fiber (EFB) as reinforcement. The matrix was synthesized via liquefaction and condensation to enhance the combination of phenol and formaldehyde, during the process. Then, the bio-PF was mixed with different percentage of EFB (5%, 10%, 15% and 20%) and molded at 180oC. The samples that viewed under scanning electron microscopy (SEM) showed an excellent wettability and interaction between EFB and matrix. Samples of 10% EFB gave the optimum properties of impact and hardness meanwhile sample 15% of EFB gave the highest reading of flexural modulus (MOE) and flexural strength (MOR). For thermal stability analysis, it was found that the weight loss and the activation energy (Ea) of the bio-composites samples were decreased as the filler content increased.

Keywords: EFB, liquefaction, phenol formaldehyde, lignin.

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1669 Calculation of a Sustainable Quota Harvesting of Long-Tailed Macaque (Macaca fascicularis Raffles) in Their Natural Habitats

Authors: Y. Santosa, D. A. Rahman, C. Wulan, A. H. Mustari

Abstract:

The global demand for long-tailed macaques for medical experimentation has continued to increase. Fulfillment of Indonesian export demands has been mostly from natural habitats, based on a harvesting quota. This quota has been determined according to the total catch for a given year, and not based on consideration of any demographic parameters or physical environmental factors with regard to the animal; hence threatening the sustainability of the various populations. It is therefore necessary to formulate a method for calculating a sustainable harvesting quota, based on population parameters in natural habitats. Considering the possibility of variations in habitat characteristics and population parameters, a time series observation of demographic and physical/biotic parameters, in various habitats, was performed on 13 groups of long-tailed macaques, distributed throughout the West Java, Lampung and Yogyakarta areas of Indonesia. These provinces were selected for comparison of the influence of human/tourism activities. Data on population parameters that was collected included data on life expectancy according to age class, numbers of individuals by sex and age class, and ‘ratio of infants to reproductive females’. The estimation of population growth was based on a population dynamic growth model: the Leslie matrix. The harvesting quota was calculated as being the difference between the actual population size and the MVP (minimum viable population) for each sex and age class. Observation indicated that there were variations within group size (24–106 individuals), gender (sex) ratio (1:1 to 1:1.3), life expectancy value (0.30 to 0.93), and ‘ratio of infants to reproductive females’ (0.23 to 1.56). Results of subsequent calculations showed that sustainable harvesting quotas for each studied group of long-tailed macaques, ranged from 29 to 110 individuals. An estimation model of the MVP for each age class was formulated as Log Y = 0.315 + 0.884 Log Ni (number of individual on ith age class). This study also found that life expectancy for the juvenile age class was affected by the humidity under tree stands, and dietary plants’ density at sapling, pole and tree stages (equation: Y=2.296 – 1.535 RH + 0.002 Kpcg – 0.002 Ktg – 0.001 Kphn, R2 = 89.6% with a significance value of 0.001). By contrast, for the sub-adult-adult age class, life expectancy was significantly affected by slope (equation: Y=0.377 = 0.012 Kml, R2 = 50.4%, with significance level of 0.007). The infant-toreproductive- female ratio was affected by humidity under tree stands, and dietary plant density at sapling and pole stages (equation: Y = - 1.432 + 2.172 RH – 0.004 Kpcg + 0.003 Ktg, R2 = 82.0% with significance level of 0.001). This research confirmed the importance of population parameters in determining the minimum viable population, and that MVP varied according to habitat characteristics (especially food availability). It would be difficult therefore, to formulate a general mathematical equation model for determining a harvesting quota for the species as a whole.

Keywords: Harvesting, long-tailed macaque, population, quota.

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1668 Solution of Two Dimensional Quasi-Harmonic Equations with CA Approach

Authors: F. Rezaie Moghaddam, J. Amani, T. Rezaie Moghaddam

Abstract:

Many computational techniques were applied to solution of heat conduction problem. Those techniques were the finite difference (FD), finite element (FE) and recently meshless methods. FE is commonly used in solution of equation of heat conduction problem based on the summation of stiffness matrix of elements and the solution of the final system of equations. Because of summation process of finite element, convergence rate was decreased. Hence in the present paper Cellular Automata (CA) approach is presented for the solution of heat conduction problem. Each cell considered as a fixed point in a regular grid lead to the solution of a system of equations is substituted by discrete systems of equations with small dimensions. Results show that CA can be used for solution of heat conduction problem.

Keywords: Heat conduction, Cellular automata, convergencerate, discrete system.

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1667 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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1666 Comparison of Finite Difference Schemes for Water Flow in Unsaturated Soils

Authors: H. Taheri Shahraiyni, B. Ataie Ashtiani

Abstract:

Flow movement in unsaturated soil can be expressed by a partial differential equation, named Richards equation. The objective of this study is the finding of an appropriate implicit numerical solution for head based Richards equation. Some of the well known finite difference schemes (fully implicit, Crank Nicolson and Runge-Kutta) have been utilized in this study. In addition, the effects of different approximations of moisture capacity function, convergence criteria and time stepping methods were evaluated. Two different infiltration problems were solved to investigate the performance of different schemes. These problems include of vertical water flow in a wet and very dry soils. The numerical solutions of two problems were compared using four evaluation criteria and the results of comparisons showed that fully implicit scheme is better than the other schemes. In addition, utilizing of standard chord slope method for approximation of moisture capacity function, automatic time stepping method and difference between two successive iterations as convergence criterion in the fully implicit scheme can lead to better and more reliable results for simulation of fluid movement in different unsaturated soils.

Keywords: Finite Difference methods, Richards equation, fullyimplicit, Crank-Nicolson, Runge-Kutta.

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1665 Parallel Alternating Two-stage Methods for Solving Linear System

Authors: Guangbin Wang, Ning Zhang, Fuping Tan

Abstract:

In this paper, we present parallel alternating two-stage methods for solving linear system Ax = b, where A is a monotone matrix or an H-matrix. And we give some convergence results of these methods for nonsingular linear system.

Keywords: Parallel, alternating two-stage, convergence, linear system.

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1664 Towards an AS Level Network Performance Model

Authors: Huan Xiong, Ming Chen

Abstract:

In order to research Internet quantificationally and better model the performance of network, this paper proposes a novel AS level network performance model (MNPM), it takes autonomous system (AS) as basic modeling unit, measures E2E performance between any two outdegrees of an AS and organizes measurement results into matrix form which called performance matrix (PM). Inter-AS performance calculation is defined according to performance information stored in PM. Simulation has been implemented to verify the correctness of MNPM and a practical application of MNPM (network congestion detection) is given.

Keywords: AS, network performance, model, metric, congestion.

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1663 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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1662 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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1661 Explicit Solution of an Investment Plan for a DC Pension Scheme with Voluntary Contributions and Return Clause under Logarithm Utility

Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase

Abstract:

The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.

Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.

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1660 Synthesis and Characterization of Recycled Isotactic Polypropylene Nanocomposites Containing Date Wood Fiber

Authors: Habib Shaban

Abstract:

Nanocomposites of isotactic polypropylene (iPP) and date wood fiber were prepared after modification of the host matrix by reactive extrusion grafting of maleic anhydride. Chemical and mechanical treatment of date wood flour (WF) was conducted to obtain nanocrystalline cellulose. Layered silicates (clay) were partially intercalated with date wood fiber, and the modified layered silicate was used as filler in the PP matrix via a melt-blending process. The tensile strength of composites prepared from wood fiber modified clay was greater than that of the iPP-clay and iPP-WF composites at a 6% filler concentration, whereas deterioration of mechanical properties was observed when clay and WF were used alone for reinforcement. The dispersion of the filler in the matrix significantly decreased after clay modification with cellulose at higher concentrations, as shown by X-ray diffraction (XRD) data.

Keywords: Nanocomposites, isotactic polypropylene, date wood flour, intercalated, melt-blending.

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1659 Housing Defect of Newly Completed House: An Analysis Using Condition Survey Protocol (CSP) 1 Matrix

Authors: I. Ismail, A.I. Che-Ani, N.M. Tawil, H. Yahaya, M.Z. Abd-Razak

Abstract:

Housing is a basic human right. The provision of new house shall be free from any defects, even for the defects that people do normally considered as 'cosmetic defects'. This paper studies about the building defects of newly completed house of 72 unit of double-storey terraced located in Bangi, Selangor. The building survey implemented using protocol 1 (visual inspection). As for new house, the survey work is very stringent in determining the defects condition and priority. Survey and reporting procedure is carried out based on CSP1 Matrix that involved scoring system, photographs and plan tagging. The analysis is done using Statistical Package for Social Sciences (SPSS). The finding reveals that there are 2119 defects recorded in 72 terraced houses. The cumulative score obtained was 27644 while the overall rating is 13.05. These results indicate that the construction quality of the newly terraced houses is low and not up to an acceptable standard as the new house should be.

Keywords: terraced houses, building defects, construction, CSP1 Matrix, Malaysia.

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1658 A Reconfigurable Processing Element Implementation for Matrix Inversion Using Cholesky Decomposition

Authors: Aki Happonen, Adrian Burian, Erwin Hemming

Abstract:

Fixed-point simulation results are used for the performance measure of inverting matrices using a reconfigurable processing element. Matrices are inverted using the Cholesky decomposition algorithm. The reconfigurable processing element is capable of all required mathematical operations. The fixed-point word length analysis is based on simulations of different condition numbers and different matrix sizes.

Keywords: Cholesky Decomposition, Fixed-point, Matrixinversion, Reconfigurable processing.

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1657 Effect of Hooked-End Steel Fibres Geometry on Pull-Out Behaviour of Ultra-High Performance Concrete

Authors: Sadoon Abdallah, Mizi Fan, Xiangming Zhou

Abstract:

In this study, a comprehensive approach has been adopted to examine in detail the effect of various hook geometries on bond-slip characteristics. Extensive single fibre pull-out tests on ultra-high performance matrix with three different W/B ratios and embedded lengths have been carried out. Test results showed that the mechanical deformation of fibre hook is the main mechanism governing the pull-out behaviour. Furthermore, the quantitative analyses have been completed to compare the hook design contribution of 3D, 4D and 5D fibres to assess overall pull-out behaviour. It was also revealed that there is a strong relationship between the magnitude of hook contribution and W/B ratio (i.e. matrix strength). Reducing the W/B ratio from 0.20 to 0.11 greatly optimizes the interfacial transition zone (ITZ) and enables better mobilization, straightening of the hook and results in bond-slip-hardening behaviour.

Keywords: Bond mechanisms, fibre-matrix interface, hook geometry, pullout behaviour and water to binder ratio.

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1656 Numerical Study of Fiber Bragg Grating Sensor: Longitudinal and Transverse Detection of Temperature and Strain

Authors: K. Khelil, H. Ammar, K. Saouchi

Abstract:

Fiber Bragg Grating (FBG) structure is an periodically modulated optical fiber. It acts as a selective filter of wavelength whose reflected peak is called Bragg wavelength and it depends on the period of the fiber and the refractive index. The simulation of FBG is based on solving the Coupled Mode Theory equation by using the Transfer Matrix Method which is carried out using MATLAB. It is found that spectral reflectivity is shifted when the change of temperature and strain is uniform. Under non-uniform temperature or strain perturbation, the spectrum is both shifted and destroyed. In case of transverse loading, reflectivity spectrum is split into two peaks, the first is specific to X axis, and the second belongs to Y axis. FBGs are used in civil engineering to detect perturbations applied to buildings.

Keywords: Bragg wavelength, coupled mode theory, optical fiber, temperature measurement.

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1655 Computation of the Filtering Properties of Photonic Crystal Waveguide Discontinuities Using the Mode Matching Method

Authors: Athanasios Theoharidis, Thomas Kamalakis, Ioannis Neokosmidis, Thomas Sphicopoulos

Abstract:

In this paper, the application of the Mode Matching (MM) method in the case of photonic crystal waveguide discontinuities is presented. The structure under consideration is divided into a number of cells, which supports a number of guided and evanescent modes. These modes can be calculated numerically by an alternative formulation of the plane wave expansion method for each frequency. A matrix equation is then formed relating the modal amplitudes at the beginning and at the end of the structure. The theory is highly efficient and accurate and can be applied to study the transmission sensitivity of photonic crystal devices due to fabrication tolerances. The accuracy of the MM method is compared to the Finite Difference Frequency Domain (FDFD) and the Adjoint Variable Method (AVM) and good agreement is observed.

Keywords: Optical Communications, Integrated Optics, Photonic Crystals, Optical Waveguide Discontinuities.

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1654 Effects of Test Environment on the Sliding Wear Behaviour of Cast Iron, Zinc-Aluminium Alloy and Its Composite

Authors: Mohammad M. Khan, Gajendra Dixit

Abstract:

Partially lubricated sliding wear behaviour of a zinc-based alloy reinforced with 10wt% SiC particles has been studied as a function of applied load and solid lubricant particle size and has been compared with that of matrix alloy and conventionally used grey cast iron. The wear tests were conducted at the sliding velocities of 2.1m/sec in various partial lubricated conditions using pin on disc machine as per ASTM G-99-05. Base oil (SAE 20W-40) or mixture of the base oil with 5wt% graphite of particle sizes (7-10 µm) and (100 µm) were used for creating lubricated conditions. The matrix alloy revealed primary dendrites of a and eutectoid a + h and Î phases in the Inter dendritic regions. Similar microstructure has been depicted by the composite with an additional presence of the dispersoid SiC particles. In the case of cast iron, flakes of graphite were observed in the matrix; the latter comprised of (majority of) pearlite and (limited quantity of) ferrite. Results show a large improvement in wear resistance of the zinc-based alloy after reinforcement with SiC particles. The cast iron shows intermediate response between the matrix alloy and composite. The solid lubrication improved the wear resistance and friction behaviour of both the reinforced and base alloy. Moreover, minimum wear rate is obtained in oil+ 5wt % graphite (7-10 µm) lubricated environment for the matrix alloy and composite while for cast iron addition of solid lubricant increases the wear rate and minimum wear rate is obtained in case of oil lubricated environment. The cast iron experienced higher frictional heating than the matrix alloy and composite in all the cases especially at higher load condition. As far as friction coefficient is concerned, a mixed trend of behaviour was noted. The wear rate and frictional heating increased with load while friction coefficient was affected in an opposite manner. Test duration influenced the frictional heating and friction coefficient of the samples in a mixed manner.

Keywords: Solid lubricant, sliding wear grey cast iron, zinc based metal matrix composites.

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1653 Analytical Solution of Time-Harmonic Torsional Vibration of a Cylindrical Cavity in a Half-Space

Authors: M.Eskandari-Ghadi, M.Mahmoodian

Abstract:

In this article an isotropic linear elastic half-space with a cylindrical cavity of finite length is considered to be under the effect of a ring shape time-harmonic torsion force applied at an arbitrary depth on the surface of the cavity. The equation of equilibrium has been written in a cylindrical coordinate system. By means of Fourier cosine integral transform, the non-zero displacement component is obtained in the transformed domain. With the aid of the inversion theorem of the Fourier cosine integral transform, the displacement is obtained in the real domain. With the aid of boundary conditions, the involved boundary value problem for the fundamental solution is reduced to a generalized Cauchy singular integral equation. Integral representation of the stress and displacement are obtained, and it is shown that their degenerated form to the static problem coincides with existing solutions in the literature.

Keywords: Cosine transform, Half space, Isotropic, Singular integral equation, Torsion

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1652 Numerical Solution of Infinite Boundary Integral Equation by Using Galerkin Method with Laguerre Polynomials

Authors: N. M. A. Nik Long, Z. K. Eshkuvatov, M. Yaghobifar, M. Hasan

Abstract:

In this paper the exact solution of infinite boundary integral equation (IBIE) of the second kind with degenerate kernel is presented. Moreover Galerkin method with Laguerre polynomial is applied to get the approximate solution of IBIE. Numerical examples are given to show the validity of the method presented.

Keywords: Approximation, Galerkin method, Integral equations, Laguerre polynomial.

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1651 Monomial Form Approach to Rectangular Surface Modeling

Authors: Taweechai Nuntawisuttiwong, Natasha Dejdumrong

Abstract:

Geometric modeling plays an important role in the constructions and manufacturing of curve, surface and solid modeling. Their algorithms are critically important not only in the automobile, ship and aircraft manufacturing business, but are also absolutely necessary in a wide variety of modern applications, e.g., robotics, optimization, computer vision, data analytics and visualization. The calculation and display of geometric objects can be accomplished by these six techniques: Polynomial basis, Recursive, Iterative, Coefficient matrix, Polar form approach and Pyramidal algorithms. In this research, the coefficient matrix (simply called monomial form approach) will be used to model polynomial rectangular patches, i.e., Said-Ball, Wang-Ball, DP, Dejdumrong and NB1 surfaces. Some examples of the monomial forms for these surface modeling are illustrated in many aspects, e.g., construction, derivatives, model transformation, degree elevation and degress reduction.

Keywords: Monomial form, rectangular surfaces, CAGD curves, monomial matrix applications.

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1650 Stochastic Subspace Modelling of Turbulence

Authors: M. T. Sichani, B. J. Pedersen, S. R. K. Nielsen

Abstract:

Turbulence of the incoming wind field is of paramount importance to the dynamic response of civil engineering structures. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and structural safety analysis. In the paper an empirical cross spectral density function for the along-wind turbulence component over the wind field area is taken as the starting point. The spectrum is spatially discretized in terms of a Hermitian cross-spectral density matrix for the turbulence state vector which turns out not to be positive definite. Since the succeeding state space and ARMA modelling of the turbulence rely on the positive definiteness of the cross-spectral density matrix, the problem with the non-positive definiteness of such matrices is at first addressed and suitable treatments regarding it are proposed. From the adjusted positive definite cross-spectral density matrix a frequency response matrix is constructed which determines the turbulence vector as a linear filtration of Gaussian white noise. Finally, an accurate state space modelling method is proposed which allows selection of an appropriate model order, and estimation of a state space model for the vector turbulence process incorporating its phase spectrum in one stage, and its results are compared with a conventional ARMA modelling method.

Keywords: Turbulence, wind turbine, complex coherence, state space modelling, ARMA modelling.

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1649 Convergence and Comparison Theorems of the Modified Gauss-Seidel Method

Authors: Zhouji Chen

Abstract:

In this paper, the modified Gauss-Seidel method with the new preconditioner for solving the linear system Ax = b, where A is a nonsingular M-matrix with unit diagonal, is considered. The convergence property and the comparison theorems of the proposed method are established. Two examples are given to show the efficiency and effectiveness of the modified Gauss-Seidel method with the presented new preconditioner.

Keywords: Preconditioned linear system, M-matrix, Convergence, Comparison theorem.

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1648 An Asymptotic Formula for Pricing an American Exchange Option

Authors: Hsuan-Ku Liu

Abstract:

In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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1647 Generating Speq Rules based on Automatic Proof of Logical Equivalence

Authors: Katsunori Miura, Kiyoshi Akama, Hiroshi Mabuchi

Abstract:

In the Equivalent Transformation (ET) computation model, a program is constructed by the successive accumulation of ET rules. A method by meta-computation by which a correct ET rule is generated has been proposed. Although the method covers a broad range in the generation of ET rules, all important ET rules are not necessarily generated. Generation of more ET rules can be achieved by supplementing generation methods which are specialized for important ET rules. A Specialization-by-Equation (Speq) rule is one of those important rules. A Speq rule describes a procedure in which two variables included in an atom conjunction are equalized due to predicate constraints. In this paper, we propose an algorithm that systematically and recursively generate Speq rules and discuss its effectiveness in the synthesis of ET programs. A Speq rule is generated based on proof of a logical formula consisting of given atom set and dis-equality. The proof is carried out by utilizing some ET rules and the ultimately obtained rules in generating Speq rules.

Keywords: Equivalent transformation, ET rule, Equation of two variables, Rule generation, Specialization-by-Equation rule

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1646 On the Construction of Lightweight Circulant Maximum Distance Separable Matrices

Authors: Qinyi Mei, Li-Ping Wang

Abstract:

MDS matrices are of great significance in the design of block ciphers and hash functions. In the present paper, we investigate the problem of constructing MDS matrices which are both lightweight and low-latency. We propose a new method of constructing lightweight MDS matrices using circulant matrices which can be implemented efficiently in hardware. Furthermore, we provide circulant MDS matrices with as few bit XOR operations as possible for the classical dimensions 4 × 4, 8 × 8 over the space of linear transformations over finite field F42 . In contrast to previous constructions of MDS matrices, our constructions have achieved fewer XORs.

Keywords: Linear diffusion layer, circulant matrix, lightweight, MDS matrix.

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1645 The Effect of Innovation Factors to Customer Loyalty by Structural Equation Model

Authors: M. Dachyar, Fatkhurrohman

Abstract:

Innovation is being view from four areas of innovation, product, service, technology, and marketing. Whereas customer loyalty is composed of customer expectation, perceived quality, perceived value, corporate image, customer satisfaction, customer trust/confidence, customer commitment, customer complaint, and customer loyalty. This study aimed to investigate the influence of innovation factors to customer loyalty to GSM in the telecom companies where use of products and services. Structural Equation Modeling (SEM) using to analyze innovation factors. It was found the factor of innovation have significant influence on customer loyalty.

Keywords: Innovation, telecommunication, customer loyalty, SEM

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