Search results for: partnership schemes.

Authors: B. Siva Kumar Reddy, B. Lakshmi

Abstract:

Different order modulations combined with different coding schemes, allow sending more bits per symbol, thus achieving higher throughputs and better spectral efficiencies. However, it must also be noted that when using a modulation technique such as 64- QAM with less overhead bits, better signal-to-noise ratios (SNRs) are needed to overcome any Inter symbol Interference (ISI) and maintain a certain bit error ratio (BER). The use of adaptive modulation allows wireless technologies to yielding higher throughputs while also covering long distances. The aim of this paper is to implement an Adaptive Modulation and Coding (AMC) features of the WiMAX PHY in MATLAB and to analyze the performance of the system in different channel conditions (AWGN, Rayleigh and Rician fading channel) with channel estimation and blind equalization. Simulation results have demonstrated that the increment in modulation order causes to increment in throughput and BER values. These results derived a trade-off among modulation order, FFT length, throughput, BER value and spectral efficiency. The BER changes gradually for AWGN channel and arbitrarily for Rayleigh and Rician fade channels.

Keywords: AMC, CSI, CMA, OFDM, OFDMA, WiMAX.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3102

Authors: Tahar Ezzedine, Mohamed Miladi, Ridha Bouallegue

Abstract:

Because nodes are usually battery-powered, the energy presents a very scarce resource in wireless sensor networks. For this reason, the design of medium access control had to take energy efficiency as one of its hottest concerns. Accordingly, in order to improve the energy performance of MAC schemes in wireless sensor networks, several ways can be followed. In fact, some researchers try to limit idle listening while others focus on mitigating overhearing (i.e. a node can hear a packet which is destined to another node) or reducing the number of the used control packets. We, in this paper, propose a new hybrid MAC protocol termed ELE-MAC (i.e. Energy Latency Efficient MAC). The ELE-MAC major design goals are energy and latency efficiencies. It adopts less control packets than SMAC in order to preserve energy. We carried out ns- 2 simulations to evaluate the performance of the proposed protocol. Thus, our simulation-s results prove the ELE-MAC energy efficiency. Additionally, our solution performs statistically the same or better latency characteristic compared to adaptive SMAC.

Keywords: Control packet, energy efficiency, medium access control, wireless sensor networks.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1695

Authors: N.Pourmahmoud, S.Akhesmeh

Abstract:

This work has been carried out in order to provide an understanding of the physical behaviors of the flow variation of pressure and temperature in a vortex tube. A computational fluid dynamics model is used to predict the flow fields and the associated temperature separation within a Ranque–Hilsch vortex tube. The CFD model is a steady axisymmetric model (with swirl) that utilizes the standard k-ε turbulence model. The second–order numerical schemes, was used to carry out all the computations. Vortex tube with a circumferential inlet stream and an axial (cold) outlet stream and a circumferential (hot) outlet stream was considered. Performance curves (temperature separation versus cold outlet mass fraction) were obtained for a specific vortex tube with a given inlet mass flow rate. Simulations have been carried out for varying amounts of cold outlet mass flow rates. The model results have a good agreement with experimental data.

Keywords: Ranque–Hilsch vortex tube, Temperature separation, k–ε model, cold mass fraction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2426

Authors: Rung-Shiang Cheng, Wei-Jun Hong, Jheng-Syun Wang, Kawuu W. Lin

Abstract:

Users rely increasingly on Location-Based Services (LBS) and automated navigation/guidance systems nowadays. However, while such services are easily implemented in outdoor environments using Global Positioning System (GPS) technology, a requirement still exists for accurate localization and guidance schemes in indoor settings. Accordingly, the present study presents a methodology based on GPS, Bluetooth Low Energy (BLE) beacons, and Near Field Communication (NFC) technology. Through establishing graphic information and the design of algorithm, this study develops a guidance system for indoor and outdoor on smartphones, with aim to provide users a smart life through this system. The presented system is implemented on a smartphone and evaluated on a student campus environment. The experimental results confirm the ability of the presented app to switch automatically from an outdoor mode to an indoor mode and to guide the user to the requested target destination via the shortest possible route.

Keywords: Beacon, BLE, Dijkstra algorithm, indoor, GPS, near field communication technology.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1268

Authors: Hongyuan Li, Guang Liu, Yuewei Dai, Zhiquan Wang

Abstract:

Digital watermarking is the process of embedding information into a digital signal which can be used in DRM (digital rights managements) system. The visible watermark (often called logo) can indicate the owner of the copyright which can often be seen in the TV program and protects the copyright in an active way. However, most of the schemes do not consider the visible watermark removing process. To solve this problem, a visible watermarking scheme with embedding and removing process is proposed under the control of a secure template. The template generates different version of watermarks which can be seen visually the same for different users. Users with the right key can completely remove the watermark and recover the original image while the unauthorized user is prevented to remove the watermark. Experiment results show that our watermarking algorithm obtains a good visual quality and is hard to be removed by the illegally users. Additionally, the authorized users can completely remove the visible watermark and recover the original image with a good quality.

Keywords: digital watermarking, visible and removablewatermark, secure template, JPEG compression

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1536

Authors: Yongsun Kim, Hoyong Kang

Abstract:

This paper proposes a power-controlled scheduling scheme for devices using a directional antenna in smart home. In the case of the home network using directional antenna, devices can concurrently transmit data in the same frequency band. Accordingly, the throughput increases compared to that of devices using omni-directional antenna in proportional to the number of concurrent transmissions. Also, the number of concurrent transmissions depends on the beamwidth of antenna, the number of devices operating in the network , transmission power, interference and so on. In particular, the less transmission power is used, the more concurrent transmissions occur due to small transmission range. In this paper, we considered sub-optimal scheduling scheme for throughput maximization and power consumption minimization. In the scheme, each device is equipped with a directional antenna. Various beamwidths, path loss components, and antenna radiation efficiencies are considered. Numerical results show that the proposed schemes outperform the scheduling scheme using directional antennas without power control.

Keywords: Mmwave WPANs, directional scheduling, power-controlled scheduling scheme, smart home.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1434

Authors: Sotirios Raptis

Abstract:

Bayesian reasoning (BR) or Linear (Auto) Regression (AR/LR) can predict different sources of data using priors or other data, and can link social service demands in cohorts, while their consideration in isolation (self-prediction) may lead to service misuse ignoring the context. The paper advocates that BR with Binomial (BD), or Normal (ND) models or raw data (.D) as probabilistic updates can be compared to AR/LR to link services in Scotland and reduce cost by sharing healthcare (HC) resources. Clustering, cross-correlation, along with BR, LR, AR can better predict demand. Insurance companies and policymakers can link such services, and examples include those offered to the elderly, and low-income people, smoking-related services linked to mental health services, or epidemiological weight in children. 22 service packs are used that are published by Public Health Services (PHS) Scotland and Scottish Government (SG) from 1981 to 2019, broken into 110 year series (factors), joined using LR, AR, BR. The Primary component analysis found 11 significant factors, while C-Means (CM) clustering gave five major clusters.

Keywords: Bayesian probability, cohorts, data frames, regression, services, prediction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 224

Authors: Thi T. Nguyen, Lee N. Gordon-Brown

Abstract:

A new deployment of the multiple criteria decision making (MCDM) techniques: the Simple Additive Weighting (SAW), and the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) for portfolio allocation, is demonstrated in this paper. Rather than exclusive reference to mean and variance as in the traditional mean-variance method, the criteria used in this demonstration are the first four moments of the portfolio distribution. Each asset is evaluated based on its marginal impacts to portfolio higher moments that are characterized by trapezoidal fuzzy numbers. Then centroid-based defuzzification is applied to convert fuzzy numbers to the crisp numbers by which SAW and TOPSIS can be deployed. Experimental results suggest the similar efficiency of these MCDM approaches to selecting dominant assets for an optimal portfolio under higher moments. The proposed approaches allow investors flexibly adjust their risk preferences regarding higher moments via different schemes adapting to various (from conservative to risky) kinds of investors. The other significant advantage is that, compared to the mean-variance analysis, the portfolio weights obtained by SAW and TOPSIS are consistently well-diversified.

Keywords: Fuzzy numbers, SAW, TOPSIS, portfolio optimization, higher moments, risk management.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2143

Authors: S. H. Anilkumar, Ghulam Jilani

Abstract:

The objective of the present work is to conduct investigations leading to a more complete explanation of single phase natural convective heat transfer in an enclosure with fin utilizing nano fluids. The nano fluid used, which is composed of Aluminum oxide nano particles in suspension of Ethylene glycol, is provided at various volume fractions. The study is carried out numerically for a range of Rayleigh numbers, fin heights and aspect ratio. The flow and temperature distributions are taken to be two-dimensional. Regions with the same velocity and temperature distributions are identified as symmetry of sections. One half of such a rectangular region is chosen as the computational domain taking into account the symmetry about the fin. Transport equations are modeled by a stream functionvorticity formulation and are solved numerically by finite-difference schemes. Comparisons with previously published works on the basis of special cases are done. Results are presented in the form of streamline, vector and isotherm plots as well as the variation of local Nusselt number along the fin under different conditions.

Keywords: Fin height, Nano fluid, natural convection, Rayleigh number.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1469

Authors: Theodore Grosch, Felipe Koji Godinho Hoshino

Abstract:

In wireless communications, 3GPP LTE is one of the solutions to meet the greater transmission data rate demand. One issue inherent to this technology is the PAPR (Peak-to-Average Power Ratio) of OFDM (Orthogonal Frequency Division Multiplexing) modulation. This high PAPR affects the efficiency of power amplifiers. One approach to mitigate this effect is the Crest Factor Reduction (CFR) technique. In this work, we simulate the impact of Hard Limited Clipping Crest Factor Reduction technique on BER (Bit Error Rate) in OFDM based Systems. In general, the results showed that CFR has more effects on higher digital modulation schemes, as expected. More importantly, we show the worst-case degradation due to CFR on QPSK, 16QAM, and 64QAM signals in a linear system. For example, hard clipping of 9 dB results in a 2 dB increase in signal to noise energy at a 1% BER for 64-QAM modulation.

Keywords: Bit error rate, crest factor reduction, OFDM, physical layer simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2140

Authors: Basem Mustafa Abd. Amer , Syed Abdul Rahman Al-Attas

Abstract:

The aim of this research is to develop a fast and reliable surveillance system based on a personal digital assistant (PDA) device. This is to extend the capability of the device to detect moving objects which is already available in personal computers. Secondly, to compare the performance between Background subtraction (BS) and Temporal Frame Differencing (TFD) techniques for PDA platform as to which is more suitable. In order to reduce noise and to prepare frames for the moving object detection part, each frame is first converted to a gray-scale representation and then smoothed using a Gaussian low pass filter. Two moving object detection schemes i.e., BS and TFD have been analyzed. The background frame is updated by using Infinite Impulse Response (IIR) filter so that the background frame is adapted to the varying illuminate conditions and geometry settings. In order to reduce the effect of noise pixels resulting from frame differencing morphological filters erosion and dilation are applied. In this research, it has been found that TFD technique is more suitable for motion detection purpose than the BS in term of speed. On average TFD is approximately 170 ms faster than the BS technique

Keywords: Surveillance, PDA, Motion Detection, ImageProcessing , Background Subtraction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1759

Authors: G. M. Komaki, S. Mobin, E. Teymourian, S. Sheikh

Abstract:

This paper addresses minimizing the makespan of the distributed permutation flow shop scheduling problem. In this problem, there are several parallel identical factories or flowshops each with series of similar machines. Each job should be allocated to one of the factories and all of the operations of the jobs should be performed in the allocated factory. This problem has recently gained attention and due to NP-Hard nature of the problem, metaheuristic algorithms have been proposed to tackle it. Majority of the proposed algorithms require large computational time which is the main drawback. In this study, a general variable neighborhood search algorithm (GVNS) is proposed where several time-saving schemes have been incorporated into it. Also, the GVNS uses the sophisticated method to change the shaking procedure or perturbation depending on the progress of the incumbent solution to prevent stagnation of the search. The performance of the proposed algorithm is compared to the state-of-the-art algorithms based on standard benchmark instances.

Keywords: Distributed permutation flow shop, scheduling, makespan, general variable neighborhood search algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2271

Authors: J. Zambujal-Oliveira

Abstract:

The relation between taxation states and foreign direct investment has been studied for several perspectives and with states of different levels of development. Usually it's only considered the impact of tax level on the foreign direct investment volume. This paper enhances this view by assuming that multinationals companies (MNC) can use transfer prices systems and have got investment timing flexibility. Thus, it evaluates the impact of the use of international transfer pricing systems on the states- policy and on the investment timing of the multinational companies. In uncertain business environments (with periodical release of news), the investment can increase if MNC detain investment delay options. This paper shows how tax differentials can attract foreign direct investments (FDI) and influence MNC behavior. The equilibrium is set in a global environment where MNC can shift their profits between states depending on the corporate tax rates. Assuming the use of transfer pricing schemes, this paper confirms the relationship between MNC behavior and the release of new business news.

Keywords: Corporate Taxation, International Profit Shifting, Real Options

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1413

Authors: Tawfig Eltaif, Hesham A. Bakarman, N. Alsowaidi, M. R. Mokhtar, Malek Harbawi

Abstract:

Multiple User Interference (MUI) considers the primary problem in Optical Code-Division Multiple Access (OCDMA), which resulting from the overlapping among the users. In this article we aim to mitigate this problem by studying an interference cancellation scheme called successive interference cancellation (SIC) scheme. This scheme will be tested on two different detection schemes, spectral amplitude coding (SAC) and direct detection systems (DS), using partial modified prime (PMP) as the signature codes. It was found that SIC scheme based on both SAC and DS methods had a potential to suppress the intensity noise, that is to say it can mitigate MUI noise. Furthermore, SIC/DS scheme showed much lower bit error rate (BER) performance relative to SIC/SAC scheme for different magnitude of effective power. Hence, many more users can be supported by SIC/DS receiver system.

Keywords: Multiple User Interference (MUI), Optical Code-Division Multiple Access (OCDMA), Partial Modified Prime Code (PMP), Spectral Amplitude Coding (SAC), Successive Interference Cancellation (SIC).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1731

Authors: Aimilia P. Doukeli, Athanasios S. Lioumpas, George K. Karagiannidis, Panayiotis V. Frangos, P. Takis Mathiopoulos

Abstract:

In diversity rich environments, such as in Ultra- Wideband (UWB) applications, the a priori determination of the number of strong diversity branches is difficult, because of the considerably large number of diversity paths, which are characterized by a variety of power delay profiles (PDPs). Several Rake implementations have been proposed in the past, in order to reduce the number of the estimated and combined paths. To this aim, we introduce two adaptive Rake receivers, which combine a subset of the resolvable paths considering simultaneously the quality of both the total combining output signal-to-noise ratio (SNR) and the individual SNR of each path. These schemes achieve better adaptation to channel conditions compared to other known receivers, without further increasing the complexity. Their performance is evaluated in different practical UWB channels, whose models are based on extensive propagation measurements. The proposed receivers compromise between the power consumption, complexity and performance gain for the additional paths, resulting in important savings in power and computational resources.

Keywords: Adaptive Rake receivers, diversity techniques, fading channels, UWB channel.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1546

Authors: Sung Wook Yun, Yun Jong Choi, Kyong-min Lee, Poogyeon Park*

Abstract:

Repetitive systems stand for a kind of systems that perform a simple task on a fixed pattern repetitively, which are widely spread in industrial fields. Hence, many researchers have been interested in those systems, especially in the field of iterative learning control (ILC). In this paper, we propose a finite-horizon tracking control scheme for linear time-varying repetitive systems with uncertain initial conditions. The scheme is derived both analytically and numerically for state-feedback systems and only numerically for output-feedback systems. Then, it is extended to stable systems with input constraints. All numerical schemes are developed in the forms of linear matrix inequalities (LMIs). A distinguished feature of the proposed scheme from the existing iterative learning control is that the scheme guarantees the tracking performance exactly even under uncertain initial conditions. The simulation results demonstrate the good performance of the proposed scheme.

Keywords: Finite time horizon, linear matrix inequality (LMI), repetitive system, uncertain initial condition.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1893

Authors: Yen-Cheng Chen, Fu-Chen Yang

Abstract:

IETF defines mobility support in IPv6, i.e. MIPv6, to allow nodes to remain reachable while moving around in the IPv6 internet. When a node moves and visits a foreign network, it is still reachable through the indirect packet forwarding from its home network. This triangular routing feature provides node mobility but increases the communication latency between nodes. This deficiency can be overcome by using a Binding Update (BU) scheme, which let nodes keep up-to-date IP addresses and communicate with each other through direct IP routing. To further protect the security of BU, a Return Routability (RR) procedure was developed. However, it has been found that RR procedure is vulnerable to many attacks. In this paper, we will propose a lightweight RR procedure based on geometric computing. In consideration of the inherent limitation of computing resources in mobile node, the proposed scheme is developed to minimize the cost of computations and to eliminate the overhead of state maintenance during binding updates. Compared with other CGA-based BU schemes, our scheme is more efficient and doesn-t need nonce tables in nodes.

Keywords: Mobile IPv6, Binding update, Geometric computing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1383

Authors: Paula Ferreira, Filipa Vieira

Abstract:

The use of wind energy for electricity generation is growing rapidly across the world and in Portugal. However, the geographical characteristics of the country along with the average wind regime and with the environmental restrictions imposed to these projects create limitations to the exploit of the onshore wind resource. The best onshore wind spots are already committed and the possibility of offshore wind farms in the Portuguese cost is now being considered. This paper aims to make a contribution to the evaluation of offshore wind power projects in Portugal. The technical restrictions are addressed and the strategic, environmental and financial interest of the project is analysed from the private company and public points of view. The results suggest that additional support schemes are required to ensure private investors interest for these projects. Assuming an approach of direct substitution of energy sources for electricity generation, the avoided CO2 equivalent emissions for an offshore wind power project were quantified. Based on the conclusions, future research is proposed to address the environmental and social impacts of these projects.

Keywords: Feed-in tariff, offshore wind power, project evaluation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1956

Authors: Alexander Winkler, Jozef Suchý

Abstract:

This paper investigates simple implicit force control algorithms realizable with industrial robots. A lot of approaches already published are difficult to implement in commercial robot controllers, because the access to the robot joint torques is necessary or the complete dynamic model of the manipulator is used. In the past we already deal with explicit force control of a position controlled robot. Well known schemes of implicit force control are stiffness control, damping control and impedance control. Using such algorithms the contact force cannot be set directly. It is further the result of controller impedance, environment impedance and the commanded robot motion/position. The relationships of these properties are worked out in this paper in detail for the chosen implicit approaches. They have been adapted to be implementable on a position controlled robot. The behaviors of stiffness control and damping control are verified by practical experiments. For this purpose a suitable test bed was configured. Using the full mechanical impedance within the controller structure will not be practical in the case when the robot is in physical contact with the environment. This fact will be verified by simulation.

Keywords: Damping control, impedance control, robot force control, stability, stiffness control.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2869

Authors: A. Abdalla, A. Kaltayev

Abstract:

The ultimate goal of this article is to develop a robust and accurate numerical method for solving hyperbolic conservation laws in one and two dimensions. A hybrid numerical method, coupling a cheap fourth order total variation diminishing (TVD) scheme [1] for smooth region and a Robust seventh-order weighted non-oscillatory (WENO) scheme [2] near discontinuities, is considered. High order multi-resolution analysis is used to detect the high gradients regions of the numerical solution in order to capture the shocks with the WENO scheme, while the smooth regions are computed with fourth order total variation diminishing (TVD). For time integration, we use the third order TVD Runge-Kutta scheme. The accuracy of the resulting hybrid high order scheme is comparable with these of WENO, but with significant decrease of the CPU cost. Numerical demonstrates that the proposed scheme is comparable to the high order WENO scheme and superior to the fourth order TVD scheme. Our scheme has the added advantage of simplicity and computational efficiency. Numerical tests are presented which show the robustness and effectiveness of the proposed scheme.

Keywords: WENO scheme, TVD schemes, smoothness indicators, multi-resolution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2014

Authors: Jamila Bhar, Ridha Ouni, Kholdoun Torki, Salem Nasri

Abstract:

To support user mobility for a wireless network new mechanisms are needed and are fundamental, such as paging, location updating, routing, and handover. Also an important key feature is mobile QoS offered by the WATM. Several ATM network protocols should be updated to implement mobility management and to maintain the already ATM QoS over wireless ATM networks. A survey of the various schemes and types of handover is provided. Handover procedure allows guarantee the terminal connection reestablishment when it moves between areas covered by different base stations. It is useful to satisfy user radio link transfer without interrupting a connection. However, failure to offer efficient solutions will result in handover important packet loss, severe delays and degradation of QoS offered to the applications. This paper reviews the requirements, characteristics and open issues of wireless ATM, particularly with regard to handover. It introduces key aspects of WATM and mobility extensions, which are added in the fixed ATM network. We propose a flexible approach for handover management that will minimize the QoS deterioration. Functional entities of this flexible approach are discussed in order to achieve minimum impact on the connection quality when a MT crosses the BS.

Keywords: Handover, HDL synthesis, QoS, Wireless ATM.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1948

Authors: D. Vijayakumar, R. K. Nema

Abstract:

Over Current Relays (OCRs) and Directional Over Current Relays (DOCRs) are widely used for the radial protection and ring sub transmission protection systems and for distribution systems. All previous work formulates the DOCR coordination problem either as a Non-Linear Programming (NLP) for TDS and Ip or as a Linear Programming (LP) for TDS using recently a social behavior (Particle Swarm Optimization techniques) introduced to the work. In this paper, a Modified Particle Swarm Optimization (MPSO) technique is discussed for the optimal settings of DOCRs in power systems as a Non-Linear Programming problem for finding Ip values of the relays and for finding the TDS setting as a linear programming problem. The calculation of the Time Dial Setting (TDS) and the pickup current (Ip) setting of the relays is the core of the coordination study. PSO technique is considered as realistic and powerful solution schemes to obtain the global or quasi global optimum in optimization problem.

Keywords: Directional over current relays, Optimization techniques, Particle swarm optimization, Power system protection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2755

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 561

Authors: Rania Minkara, Jean-Pierre Dubois

Abstract:

The major problem that wireless communication systems undergo is multipath fading caused by scattering of the transmitted signal. However, we can treat multipath propagation as multiple channels between the transmitter and receiver to improve the signal-to-scattering-noise ratio. While using Single Input Multiple Output (SIMO) systems, the diversity receivers extract multiple signal branches or copies of the same signal received from different channels and apply gain combining schemes such as Root Mean Square Gain Combining (RMSGC). RMSGC asymptotically yields an identical performance to that of the theoretically optimal Maximum Ratio Combining (MRC) for values of mean Signal-to- Noise-Ratio (SNR) above a certain threshold value without the need for SNR estimation. This paper introduces an improvement of RMSGC using two different issues. We found that post-detection and de-noising the received signals improve the performance of RMSGC and lower the threshold SNR.

Keywords: Bit error rate, de-noising, pre-detection, root-meansquare gain combining, single-input multiple-output channels.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1339

Authors: R. Chedid, R. Ghajar

Abstract:

Lebanon electricity crisis continues to escalate. Rationing hours still apply across the country but with different rates. The capital Beirut is subjected to 3 hours cut while other cities, town and villages may endure 9 to 14 hours of power shortage. To mitigate this situation, private diesel generators distributed illegally all over the country are being used to bridge the gap in power supply. Almost each building in large cities has its own generator and individual villages may have more than one generator supplying their loads. These generators together with their private networks form incomplete and ill-designed and managed microgrids (MG) but can be further developed to become renewable energy-based MG operating in island- or grid-connected modes. This paper will analyze the potential of introducing MG to help resolve the energy crisis in Lebanon. It will investigate the usefulness of developing MG under the prevailing situation of existing private power supply service providers and in light of the developed national energy policy that supports renewable energy development. A case study on a distribution feeder in a rural area will be analyzed using HOMER software to demonstrate the usefulness of introducing photovoltaic (PV) arrays along the existing diesel generators for all the stakeholders; namely, the developers, the customers, the utility and the community at large. Policy recommendations regarding MG development in Lebanon will be presented on the basis of the accumulated experience in private generation and the privatization and public-private partnership laws.

Keywords: Decentralized systems, microgrids, distributed generation, renewable energy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 981

Authors: P.S. Hiremath, Prema T. Akkasaligar, Sharan Badiger

Abstract:

Speckle noise affects all coherent imaging systems including medical ultrasound. In medical images, noise suppression is a particularly delicate and difficult task. A tradeoff between noise reduction and the preservation of actual image features has to be made in a way that enhances the diagnostically relevant image content. Even though wavelets have been extensively used for denoising speckle images, we have found that denoising using contourlets gives much better performance in terms of SNR, PSNR, MSE, variance and correlation coefficient. The objective of the paper is to determine the number of levels of Laplacian pyramidal decomposition, the number of directional decompositions to perform on each pyramidal level and thresholding schemes which yields optimal despeckling of medical ultrasound images, in particular. The proposed method consists of the log transformed original ultrasound image being subjected to contourlet transform, to obtain contourlet coefficients. The transformed image is denoised by applying thresholding techniques on individual band pass sub bands using a Bayes shrinkage rule. We quantify the achieved performance improvement.

Keywords: Contourlet transform, Despeckling, Pyramidal directionalfilter bank, Thresholding.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2446

Authors: Mohammad Ali Jabraeil Jamali, Ahmad khademzadeh

Abstract:

In this paper we present high performance dynamically allocated multi-queue (DAMQ) buffer schemes for fault tolerance systems on chip applications that require an interconnection network. Two virtual channels shared the same buffer space. Fault tolerant mechanisms for interconnection networks are becoming a critical design issue for large massively parallel computers. It is also important to high performance SoCs as the system complexity keeps increasing rapidly. On the message switching layer, we make improvement to boost system performance when there are faults involved in the components communication. The proposed scheme is when a node or a physical channel is deemed as faulty, the previous hop node will terminate the buffer occupancy of messages destined to the failed link. The buffer usage decisions are made at switching layer without interactions with higher abstract layer, thus buffer space will be released to messages destined to other healthy nodes quickly. Therefore, the buffer space will be efficiently used in case fault occurs at some nodes.

Keywords: DAMQ, NoC, fault tolerant, odd-even routingalgorithm, buffer space.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1401

Authors: He Ronghui, Ma Guoqing, Wang Chunlei, Fang Lan

Abstract:

This paper focuses on wormhole attacks detection in wireless sensor networks. The wormhole attack is particularly challenging to deal with since the adversary does not need to compromise any nodes and can use laptops or other wireless devices to send the packets on a low latency channel. This paper introduces an easy and effective method to detect and locate the wormholes: Since beacon nodes are assumed to know their coordinates, the straight line distance between each pair of them can be calculated and then compared with the corresponding hop distance, which in this paper equals hop counts × node-s transmission range R. Dramatic difference may emerge because of an existing wormhole. Our detection mechanism is based on this. The approximate location of the wormhole can also be derived in further steps based on this information. To the best of our knowledge, our method is much easier than other wormhole detecting schemes which also use beacon nodes, and to those have special requirements on each nodes (e.g., GPS receivers or tightly synchronized clocks or directional antennas), ours is more economical. Simulation results show that the algorithm is successful in detecting and locating wormholes when the density of beacon nodes reaches 0.008 per m2.

Keywords: Beacon node, wireless sensor network, worm hole attack.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1879

Authors: Abdessamad Essaouabi, Ibnelhaj Elhassane

Abstract:

Efficient storage, transmission and use of video information are key requirements in many multimedia applications currently being addressed by MPEG-4. To fulfill these requirements, a new approach for representing video information which relies on an object-based representation, has been adopted. Therefore, objectbased watermarking schemes are needed for copyright protection. This paper proposes a novel blind object watermarking scheme for images and video using the in place lifting shape adaptive-discrete wavelet transform (SA-DWT). In order to make the watermark robust and transparent, the watermark is embedded in the average of wavelet blocks using the visual model based on the human visual system. Wavelet coefficients n least significant bits (LSBs) are adjusted in concert with the average. Simulation results shows that the proposed watermarking scheme is perceptually invisible and robust against many attacks such as lossy image/video compression (e.g. JPEG, JPEG2000 and MPEG-4), scaling, adding noise, filtering, etc.

Keywords: Watermark, visual model, robustness, in place lifting shape adaptive-discrete wavelet transform.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1899

Authors: Tanapat Brikshavana, Anirut Luadsong

Abstract:

The spectral action balance equation is an equation that used to simulate short-crested wind-generated waves in shallow water areas such as coastal regions and inland waters. This equation consists of two spatial dimensions, wave direction, and wave frequency which can be solved by finite difference method. When this equation with dominating propagation velocity terms are discretized using central differences, stability problems occur when the grid spacing is chosen too coarse. In this paper, we introduce the splitting modified donorcell scheme for avoiding stability problems and prove that it is consistent to the modified donor-cell scheme with same accuracy. The splitting modified donor-cell scheme was adopted to split the wave spectral action balance equation into four one-dimensional problems, which for each small problem obtains the independently tridiagonal linear systems. For each smaller system can be solved by direct or iterative methods at the same time which is very fast when performed by a multi-cores computer.

Keywords: donor-cell scheme, parallel algorithm, spectral action balance equation, splitting method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1488