Search results for: Finite point method

Authors: Paola Gattinoni, Laura Scesi

Abstract:

According to the European laws, there is the possibility of reusing the washing wastes for the environmental requalification of quarry lakes. The paper deals with the hydrogeological aspects involved in this possibility, as the introduction of finest wastes in the quarry lakes can generate alterations of the hydrogeological setting of the area, and problems for the future accessibility of the zone. To evaluate the hydrogeological compatibility of the washing wastes reuse in quarry lakes a groundwater numerical model was carried out, pointing out both the hydrogeological feasibility of this intervention and some guide lines for its optimization, in terms of inflow point with regard the groundwater flow direction and loss of volume in the quarry lake.

Keywords: Groundwater numerical modeling, hydrogeologicalalteration, quarry lake, silty-clay wastes.

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Authors: M. Boháč, R. Novotný, F. Frajkorová, R. S. Yadav, T. Opravil, M. Palou

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Properties of Portland cement mixtures with various fractions of metakaolin were studied. 10% of Portland cement CEM I 42.5 R was replaced by different fractions of high reactivity metakaolin with defined chemical and mineralogical properties. Various fractions of metakaolin were prepared by jet mill classifying system. There is a clear trend between fineness of metakaolin and hydration heat development. Due to metakaolin presence in mixtures the compressive strength development of mortars is rather slower for coarser fractions but 28-day flexural strengths are improved for all fractions of metakaoline used in mixtures compared to reference sample of pure Portland cement. Yield point, plastic viscosity and adhesion of fresh pastes are considerably influenced by fineness of metakaolin used in cement pastes.

Keywords: Calorimetry, cement, metakaolin fineness, rheology, strength.

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Authors: Beibei Han, Yong-Jin Yoon, Muhammad Hamidullah, Angel Tsu-Hui Lin, Woo-Tae Park

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This paper presents the design of a ring-shaped tri-axial fore sensor that can be incorporated into the tip of a guidewire for use in minimally invasive surgery (MIS). The designed sensor comprises a ring-shaped structure located at the center of four cantilever beams. The ringdesign allows surgical tools to be easily passed through which largely simplified the integration process. Silicon nanowires (SiNWs) are used aspiezoresistive sensing elementsembeddedon the four cantilevers of the sensor to detect the resistance change caused by the applied load.An integration scheme with new designed guidewire tip structure having two coils at the distal end is presented. Finite element modeling has been employed in the sensor design to find the maximum stress location in order to put the SiNWs at the high stress regions to obtain maximum output. A maximum applicable force of 5 mN is found from modeling. The interaction mechanism between the designed sensor and a steel wire has been modeled by FEM. A linear relationship between the applied load on the steel wire and the induced stress on the SiNWs were observed.

Keywords: Triaxial MEMS force sensor, Ring shape, Silicon Nanowire, Minimally invasive surgery.

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Authors: Bandula-Heva, T., Dhanasekar, M.

Abstract:

True stress-strain curve of railhead steel is required to investigate the behaviour of railhead under wheel loading through elasto-plastic Finite Element (FE) analysis. To reduce the rate of wear, the railhead material is hardened through annealing and quenching. The Australian standard rail sections are not fully hardened and hence suffer from non-uniform distribution of the material property; usage of average properties in the FE modelling can potentially induce error in the predicted plastic strains. Coupons obtained at varying depths of the railhead were, therefore, tested under axial tension and the strains were measured using strain gauges as well as an image analysis technique, known as the Particle Image Velocimetry (PIV). The head hardened steel exhibit existence of three distinct zones of yield strength; the yield strength as the ratio of the average yield strength provided in the standard (σyr=780MPa) and the corresponding depth as the ratio of the head hardened zone along the axis of symmetry are as follows: (1.17 σyr, 20%), (1.06 σyr, 20%-80%) and (0.71 σyr, > 80%). The stress-strain curves exhibit limited plastic zone with fracture occurring at strain less than 0.1.

Keywords: Stress-Strain Curve, Tensile Test, Particle Image Velocimetry, Railhead Metal Properties

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Authors: András Király, Tamás Varga, János Abonyi

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Since supply chains highly impact the financial performance of companies, it is important to optimize and analyze their Key Performance Indicators (KPI). The synergistic combination of Particle Swarm Optimization (PSO) and Monte Carlo simulation is applied to determine the optimal reorder point of warehouses in supply chains. The goal of the optimization is the minimization of the objective function calculated as the linear combination of holding and order costs. The required values of service levels of the warehouses represent non-linear constraints in the PSO. The results illustrate that the developed stochastic simulator and optimization tool is flexible enough to handle complex situations.

Keywords: stochastic processes, empirical distributions, Monte Carlo simulation, PSO, supply chain management

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Authors: S. Ghasemi, K. Khorasani

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In this paper, the problem of fault detection and isolation in the attitude control subsystem of spacecraft formation flying is considered. In order to design the fault detection method, an extended Kalman filter is utilized which is a nonlinear stochastic state estimation method. Three fault detection architectures, namely, centralized, decentralized, and semi-decentralized are designed based on the extended Kalman filters. Moreover, the residual generation and threshold selection techniques are proposed for these architectures.

Keywords: Formation flight of satellites, extended Kalman filter, fault detection and isolation, actuator fault.

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Authors: Mahmoud M. Mhashi

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A new algorithm called Character-Comparison to Character-Access (CCCA) is developed to test the effect of both: 1) converting character-comparison and number-comparison into character-access and 2) the starting point of checking on the performance of the checking operation in string searching. An experiment is performed; the results are compared with five algorithms, namely, Naive, BM, Inf_Suf_Pref, Raita, and Circle. With the CCCA algorithm, the results suggest that the evaluation criteria of the average number of comparisons are improved up to 74.0%. Furthermore, the results suggest that the clock time required by the other algorithms is improved in range from 28% to 68% by the new CCCA algorithm

Keywords: Pattern matching, string searching, charactercomparison, character-access, and checking.

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Authors: Ayuko Itsuki, Sachiyo Aburatani

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The soil ecology of the organic and mineral soil layers of laurel-leaved and Cryptomeria japonica forest in the Kasuga-yama Hill Primeval Forest (Nara, Japan) was assessed. The number of bacteria obtained by the dilution plate count method was less than 0.05% of those counted by the direct microscopic count. We therefore found that forest soil contains large numbers of non-culturable bacteria compared with agricultural soils. The numbers of bacteria and fungi obtained by both the dilution plate count and the direct microscopic count were larger in the deeper horizons (F and H) of the organic layer than in the mineral soil layer. This suggests that active microbial metabolism takes place in the organic layer. The numbers of bacteria and the length of fungal hyphae obtained by the direct count method were greater in the H horizon than in the F horizon. The direct microscopic count revealed numerous non-culturable bacteria and fungi in the soil. The ratio of fungal to bacterial biomass was lower in the laurel-leaved forest soil. The fungal biomass was therefore relatively low in the laurel-leaved forest soil due to differences in forest vegetation.

Keywords: Bacterial number, Dilution plate count, Direct microscopic count, Forest soil.

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Authors: Sukhveer Singh, Sandeep Singh

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A bi-objective fuzzy transportation problem with the objectives to minimize the total fuzzy cost and fuzzy time of transportation without according priorities to them is considered. To the best of our knowledge, there is no method in the literature to find efficient solutions of the bi-objective transportation problem under uncertainty. In this paper, a bi-objective transportation problem in an uncertain environment has been formulated. An algorithm has been proposed to find efficient solutions of the bi-objective transportation problem under uncertainty. The proposed algorithm avoids the degeneracy and gives the optimal solution faster than other existing algorithms for the given uncertain transportation problem.

Keywords: Transportation problem, efficient solution, ranking function, fuzzy transportation problem.

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Authors: Gianluca Cornetta, David J. Santos

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This paper describes a 2.4 GHz passive switch mixer and a 5/2.5 GHz voltage-controlled negative Gm oscillator (VCO) with an inversion-mode MOS varactor. Both circuits are implemented using a 1P8M 0.13 μm process. The switch mixer has an input referred 1 dB compression point of -3.89 dBm and a conversion gain of -0.96 dB when the local oscillator power is +2.5 dBm. The VCO consumes only 1.75 mW, while drawing 1.45 mA from a 1.2 V supply voltage. In order to reduce the passives size, the VCO natural oscillation frequency is 5 GHz. A clocked CMOS divideby- two circuit is used for frequency division and quadrature phase generation. The VCO has a -109 dBc/Hz phase noise at 1 MHz frequency offset and a 2.35-2.5 GHz tuning range (after the frequency division), thus complying with ZigBee requirements.

Keywords: Switch Mixers, Varactors, IEEE 802.15.4 (ZigBee), Direct Conversion Receiver, Wireless Sensor Networks.

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Authors: Lamia Hammadi, Abdellah Ait Ouhman, Aomar Ibourk

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It is widely assumed that the case of Customs Supply Chain is classified as a complex system, due to not only the variety and large number of actors, but also their complex structural links, and the interactions between these actors, that’s why this system is subject to various types of Risks. The economic, political and social impacts of those risks are highly detrimental to countries, businesses and the public, for this reason, Risk management in the customs supply chain is becoming a crucial issue to ensure the sustainability, security and safety. The main characteristic of customs risk management approach is determining which goods and means of transport should be examined? To what extend? And where future compliance resources should be directed? The purposes of this article are, firstly to deal with the concept of customs supply chain, secondly present our risk management approach based on Cross Activity Based Costing (ABC) Method as an interactive tool to support decision making in customs risk management. Finally, analysis of case study of Moroccan customs to putting theory into practice and will thus draw together the various elements of a structured and efficient risk management approach.

Keywords: Cross ABC Method, Customs Supply Chain, Risk, Risk Management.

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Authors: Hasan Furkan Kurt, Tugba Nur Atabey, Onat Cavit Dereli, Ahmad Salmanogli, H. Selcuk Gecim

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In the article, the main goal is to study the effect of the plasmonic properties on the photocurrent generated by a photodetector. Fundamentally, a typical photodetector is designed and simulated using the finite element methods. To utilize the plasmonic effect, gold nanoparticles with different shape, size and morphology are buried into the intrinsic region. Plasmonic effect is arisen through the interaction of the incoming light with nanoparticles by which electrical properties of the photodetector are manipulated. In fact, using plasmonic nanoparticles not only increases the absorption bandwidth of the incoming light, but also generates a high intensity near-field close to the plasmonic nanoparticles. Those properties strongly affect the generated photocurrent. The simulation results show that using plasmonic nanoparticles significantly enhances the electrical properties of the photodetectors. More importantly, one can easily manipulate the plasmonic properties of the gold nanoparticles through engineering the nanoparticles' size, shape and morphology. Another important phenomenon is plasmon-plasmon interaction inside the photodetector. It is shown that plasmon-plasmon interaction improves the electron-hole generation rate by which the rate of the current generation is severely enhanced. This is the key factor that we want to focus on, to improve the photodetector electrical properties.

Keywords: Nanoparticles, plasmonic, plasmon-plasmon interaction, plasmonic photodetector.

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Authors: Ayman M. Mansour

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In this paper, we propose an intelligent system that is used for monitoring the health conditions of patients. Monitoring the health condition of patients is a complex problem that involves different medical units and requires continuous monitoring especially in rural areas because of inadequate number of available specialized physicians. The proposed system will improve patient care and drive costs down comparing to the existing system in Jordan. The proposed system will be the start point to faster and improve the communication between different units in the health system in Jordan. Connecting patients and their physicians beyond hospital doors regarding their geographical area is an important issue in developing the health system in Jordan. The ability of making medical decisions, the quality of medical is expected to be improved.

Keywords: GSM, SMS, Patient, Monitoring system, Fuzzy Logic, Multi-agent system.

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Authors: Seung-Hun Kim, Changwoo Park

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In this paper, we present a localization of a mobile robot with localization modules which have two ceiling-view cameras in indoor environments. We propose two kinds of localization method. The one is the localization in the local space; we use the line feature and the corner feature between the ceiling and wall. The other is the localization in the large space; we use the natural features such as bulbs, structures on the ceiling. These methods are installed on the embedded module able to mount on the robot. The embedded module has two cameras to be able to localize in both the local space and the large spaces. The experiment is practiced in our indoor test-bed and a government office. The proposed method is proved by the experimental results.

Keywords: Robot, Localization, Indoor, Ceiling vision, Local space, Large space, Complex space.

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Authors: Meng Hu, Lili Wang

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In this paper, we investigate dynamics of 2n almost periodic attractors for Cohen-Grossberg neural networks (CGNNs) with variable and distribute time delays. By imposing some new assumptions on activation functions and system parameters, we split invariant basin of CGNNs into 2n compact convex subsets. Then the existence of 2n almost periodic solutions lying in compact convex subsets is attained due to employment of the theory of exponential dichotomy and Schauder-s fixed point theorem. Meanwhile, we derive some new criteria for the networks to converge toward these 2n almost periodic solutions and exponential attracting domains are also given correspondingly.

Keywords: CGNNs, almost periodic solution, invariant basins, attracting domains.

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Authors: R. Borghol, T. Aguili

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In this paper, we investigate theoretically the waves propagation in a lossless double-negative grounded slab (DNG). This study is performed by the Transverse Resonance Method (TRM). The proper or improper nature of real and complex modes is observed. They are highly dependent on metamaterial parameters, i.e. ɛ_r-negative, µ_r-negative, or both. Numerical results provided that only the proper complex modes (i.e., leaky modes) exist in DNG slab, and only the improper complex modes exist in single-negative grounded slab.

Keywords: Double-negative grounded slab, real and complex modes, single-negative grounded slab, transverse resonance method.

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Authors: Mahmud Fotuhi-Firuzabad, Saeed Afshar

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This paper presents the results of a preventive maintenance application-based study and modeling of failure rates in breakers of electrical distribution systems. This is a critical issue in the reliability assessment of a system. In the analysis conducted in this paper, the impacts of failure rate variations caused by a preventive maintenance are examined. This is considered as a part of a Reliability Centered Maintenance (RCM) application program. A number of load point reliability indices is derived using the mathematical model of the failure rate, which is established using the observed data in a distribution system.

Keywords: Reliability-Centered Maintenance (RCM), failure rate, preventive maintenance (PM), Distribution System Reliability.

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Authors: Ingrid Göpfert, Michael Stephan, Wanja Wellbrock, Malte Ackermann

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Empirical insights into the implementation of logistics competencies at the top management level are scarce. This paper addresses this issue with an explorative approach which is based on a dataset of 872 observations in the years 2000, 2004 and 2008 using quantitative content analysis from annual reports of the 500 publicly listed firms with the highest global research and development expenditures according to the British Department for Business Innovation and Skills. We find that logistics competencies are more pronounced in Asian companies than in their European or American counterparts. On an industrial level the results are quite mixed. Using partial point-biserial correlations we show that logistics competencies are positively related to financial performance.

Keywords: Logistics, supply chain management, content analysis, executive boards, multinational corporations.

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Authors: Ewa. M. Sztendur, Neil T. Diamond

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Random Forests are a powerful classification technique, consisting of a collection of decision trees. One useful feature of Random Forests is the ability to determine the importance of each variable in predicting the outcome. This is done by permuting each variable and computing the change in prediction accuracy before and after the permutation. This variable importance calculation is similar to a one-factor-at a time experiment and therefore is inefficient. In this paper, we use a regular fractional factorial design to determine which variables to permute. Based on the results of the trials in the experiment, we calculate the individual importance of the variables, with improved precision over the standard method. The method is illustrated with a study of student attrition at Monash University.

Keywords: Random Forests, Variable Importance, Fractional Factorial Designs, Student Attrition.

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Authors: P. K. Rahul Krishna, S. Sandeep Kumar, Jayanthi Sunder Raj

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The article explores one of the important relations between numbers-the Pythagorean triples (triplets) which finds its application in distance measurement, construction of roads, towers, buildings and wherever Pythagoras theorem finds its application. The Pythagorean triples are numbers, that satisfy the condition “In a given set of three natural numbers, the sum of squares of two natural numbers is equal to the square of the other natural number”. There are numerous methods and equations to obtain the triplets, which have their own merits and demerits. Here, quadratic approach for generating triples uses the hypotenuse leg difference method. The advantage is that variables are few and finally only three independent variables are present.

Keywords: Arithmetic progression, hypotenuse leg difference method, natural numbers, Pythagorean triplets, quadratic equation.

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Authors: T. Anbu, K. Aravind Kumar

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The road environment information is needed accurately for applications such as road maintenance and virtual 3D city modeling. Mobile laser scanning (MLS) produces dense point clouds from huge areas efficiently from which the road and its environment can be modeled in detail. Objects such as buildings, cars and trees are an important part of road environments. Different methods have been developed for detection of above such objects, but still there is a lack of accuracy due to the problems of illumination, environmental changes, and multiple objects with same features. In this work the comparison between different classifiers such as Multiclass SVM, kNN and Multiclass LDA for the road environment detection is analyzed. Finally the classification accuracy for kNN with LBP feature improved the classification accuracy as 93.3% than the other classifiers.

Keywords: Classifiers, feature extraction, mobile-based laser scanning, object location estimation.

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Authors: N. Pekin Alakoç, A. Apaydın

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Quality control charts indicate out of control conditions if any nonrandom pattern of the points is observed or any point is plotted beyond the control limits. Nonrandom patterns of Shewhart control charts are tested with sensitizing rules. When the processes are defined with fuzzy set theory, traditional sensitizing rules are insufficient for defining all out of control conditions. This is due to the fact that fuzzy numbers increase the number of out of control conditions. The purpose of the study is to develop a set of fuzzy sensitizing rules, which increase the flexibility and sensitivity of fuzzy control charts. Fuzzy sensitizing rules simplify the identification of out of control situations that results in a decrease in the calculation time and number of evaluations in fuzzy control chart approach.

Keywords: Fuzzy set theory, Quality control charts, Run Rules, Unnatural patterns.

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Authors: Cuneyt Yucelbas, Seral Ozsen, Sule Yucelbas, Gulay Tezel

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Due to the fact that there exist only a small number of complex systems in artificial immune system (AIS) that work out nonlinear problems, nonlinear AIS approaches, among the well-known solution techniques, need to be developed. Gaussian function is usually used as similarity estimation in classification problems and pattern recognition. In this study, diagnosis of breast cancer, the second type of the most widespread cancer in women, was performed with different distance calculation functions that euclidean, gaussian and gaussian-euclidean hybrid function in the clonal selection model of classical AIS on Wisconsin Breast Cancer Dataset (WBCD), which was taken from the University of California, Irvine Machine-Learning Repository. We used 3-fold cross validation method to train and test the dataset. According to the results, the maximum test classification accuracy was reported as 97.35% by using of gaussian-euclidean hybrid function for fold-3. Also, mean of test classification accuracies for all of functions were obtained as 94.78%, 94.45% and 95.31% with use of euclidean, gaussian and gaussian-euclidean, respectively. With these results, gaussian-euclidean hybrid function seems to be a potential distance calculation method, and it may be considered as an alternative distance calculation method for hard nonlinear classification problems.

Keywords: Artificial Immune System, Breast Cancer Diagnosis, Euclidean Function, Gaussian Function.

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Authors: A. Mandić, M. Sakač, A. Mišan, B. Šojić, L. Petrović, I. Lončarević, B. Pajin, I. Sedej

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Aldehydes as secondary lipid oxidation products are highly specific to the oxidative degradation of particular polyunsaturated fatty acids present in foods. Gas chromatographic analysis of those volatile compounds has been widely used for monitoring of the deterioration of food products. Developed static headspace gas chromatography method using flame ionization detector (SHS GC FID) was applied to monitor the aldehydes present in processed foods such as bakery, meat and confectionary products.

Five selected aldehydes were determined in samples without any sample preparation, except grinding for bakery and meat products. SHS–GC analysis allows the separation of propanal, pentanal, hexanal, heptanal and octanal, within 15min. Aldehydes were quantified in fresh and stored samples, and the obtained range of aldehydes in crackers was 1.62±0.05 – 9.95±0.05mg/kg, in sausages 6.62±0.46 – 39.16±0.39mg/kg; and in cocoa spread cream 0.48±0.01 – 1.13±0.02mg/kg. Referring to the obtained results, the following can be concluded, proposed method is suitable for different types of samples, content of aldehydes varies depending on the type of a sample, and differs in fresh and stored samples of the same type.

Keywords: Lipid oxidation, aldehydes, crackers, sausage, cocoa cream spread.

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Authors: Sang Hyun Kim

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In this paper, a fast motion compensation algorithm is proposed that improves coding efficiency for video sequences with brightness variations. We also propose a cross entropy measure between histograms of two frames to detect brightness variations. The framewise brightness variation parameters, a multiplier and an offset field for image intensity, are estimated and compensated. Simulation results show that the proposed method yields a higher peak signal to noise ratio (PSNR) compared with the conventional method, with a greatly reduced computational load, when the video scene contains illumination changes.

Keywords: Motion estimation, Fast motion compensation, Brightness variation compensation, Brightness change detection, Cross entropy.

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Authors: Hammad T. Janjuhah, Josep Sanjuan, Mohamed K. Salah

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Biological and chemical activities in carbonates are responsible for the complexity of the pore system. Primary porosity is generally of natural origin while secondary porosity is subject to chemical reactivity through diagenetic processes. To understand the integrated part of hydrocarbon exploration, it is necessary to understand the carbonate pore system. However, the current porosity classification scheme is limited to adequately predict the petrophysical properties of different reservoirs having various origins and depositional environments. Rock classification provides a descriptive method for explaining the lithofacies but makes no significant contribution to the application of porosity and permeability (poro-perm) correlation. The Central Luconia carbonate system (Malaysia) represents a good example of pore complexity (in terms of nature and origin) mainly related to diagenetic processes which have altered the original reservoir. For quantitative analysis, 32 high-resolution images of each thin section were taken using transmitted light microscopy. The quantification of grains, matrix, cement, and macroporosity (pore types) was achieved using a petrographic analysis of thin sections and FESEM images. The point counting technique was used to estimate the amount of macroporosity from thin section, which was then subtracted from the total porosity to derive the microporosity. The quantitative observation of thin sections revealed that the mouldic porosity (macroporosity) is the dominant porosity type present, whereas the microporosity seems to correspond to a sum of 40 to 50% of the total porosity. It has been proven that these Miocene carbonates contain a significant amount of microporosity, which significantly complicates the estimation and production of hydrocarbons. Neglecting its impact can increase uncertainty about estimating hydrocarbon reserves. Due to the diversity of geological parameters, the application of existing porosity classifications does not allow a better understanding of the poro-perm relationship. However, the classification can be improved by including the pore types and pore structures where they can be divided into macro- and microporosity. Such studies of microporosity identification/classification represent now a major concern in limestone reservoirs around the world.

Keywords: Carbonate reservoirs, microporosity, overview of porosity classification, reservoir characterization.

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Authors: Kazeem K. Adewole, Julia M. Race, Steve J. Bull

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The fracture performance of steel wires for civil engineering applications remains a major concern in civil engineering construction and maintenance of wire reinforced structures. The need to employ approaches that simulate micromechanical material processes which characterizes fracture in civil structures has been emphasized recently in the literature. However, choosing from the numerous micromechanics-based fracture models, and identifying their applicability and reliability remains an issue that still needs to be addressed in a greater depth. Laboratory tensile testing and finite element tensile testing simulations with the shear, ductile and Gurson-Tvergaard-Needleman’s micromechanics-based models conducted in this work reveal that the shear fracture model is an appropriate fracture model to predict the fracture performance of steel wires used for civil engineering applications. The need to consider the capability of the micromechanics-based fracture model to predict the “cup and cone” fracture exhibited by the wire in choosing the appropriate fracture model is demonstrated.

Keywords: Fracture performance, FE simulation, Shear fracture model, Ductile fracture model, Gurson-Tvergaard-Needleman fracture model, Wires.

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Authors: Mohamed A. Khlifi, Badr M. Alshammari

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This paper discusses the general methods to saturation in the steady-state, two axis (d & q) frame models of synchronous machines. In particular, the important role of the magnetic coupling between the d-q axes (cross-magnetizing phenomenon), is demonstrated. For that purpose, distinct methods of saturation modeling of dumper synchronous machine with cross-saturation are identified, and detailed models synthesis in d-q axes. A number of models are given in the final developed form. The procedure and the novel models are verified by a critical application to prove the validity of the method and the equivalence between all developed models is reported. Advantages of some of the models over the existing ones and their applicability are discussed.

Keywords: Cross-magnetizing, models synthesis, synchronous machine, saturated modeling, state-space vectors.

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Authors: Harsh Vikram Singh, S. P. Singh, Anand Mohan

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This paper discusses a new heavy tailed distribution based data hiding into discrete cosine transform (DCT) coefficients of image, which provides statistical security as well as robustness against steganalysis attacks. Unlike other data hiding algorithms, the proposed technique does not introduce much effect in the stegoimage-s DCT coefficient probability plots, thus making the presence of hidden data statistically undetectable. In addition the proposed method does not compromise on hiding capacity. When compared to the generic block DCT based data-hiding scheme, our method found more robust against a variety of image manipulating attacks such as filtering, blurring, JPEG compression etc.

Keywords: Information Security, Robust Steganography, Steganalysis, Pareto Probability Distribution function.

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Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: Radial basis function, basket option, jump diffusion, RBF-PUM.

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