Search results for: fractional differential operator

Authors: Safeer Hussain Khan

Abstract:

In this paper, we prove a strong convergence result using a recently introduced iterative process with contractive-like operators. This improves andgeneralizes corresponding results in the literature in two ways: iterativeprocess is faster, operators are more general. At the end, we indicatethat the results can also be proved with the iterative process witherror terms.

Keywords: Contractive-like operator, iterative process, fixed point, strong convergence.

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Authors: Adriana Souza M. Batista, Cláubia Pereira, Luiz O. Faria

Abstract:

The irradiation of polymeric materials has received much attention because it can produce diverse changes in chemical structure and physical properties. Thus, studying the chemical and structural changes of polymers is important in practice to achieve optimal conditions for the modification of polymers. The effect of gamma irradiation on the crystalline structure of poly(vinylidene fluoride) (PVDF) has been investigated using differential scanning calorimetry (DSC) and X-ray diffraction techniques (XRD). Gamma irradiation was carried out in atmosphere air with doses between 100 kGy at 3,000 kGy with a Co-60 source. In the melting thermogram of the samples irradiated can be seen a bimodal melting endotherm is detected with two melting temperature. The lower melting temperature is attributed to melting of crystals originally present and the higher melting peak due to melting of crystals reorganized upon heat treatment. These results are consistent with those obtained by XRD technique showing increasing crystallinity with increasing irradiation dose, although the melting latent heat is decreasing.

Keywords: Differential scanning calorimetry, gamma irradiation, PVDF, X-ray diffraction technique.

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Authors: Saleh A. Al-Jufout

Abstract:

This paper presents a procedure of forming the mathematical model of radial electric power systems for simulation of both transient and steady-state conditions. The research idea has been based on nodal voltages technique and on differentiation of Kirchhoff's current law (KCL) applied to each non-reference node of the radial system, the result of which the nodal voltages has been calculated by solving a system of algebraic equations. Currents of the electric power system components have been determined by solving their respective differential equations. Transforming the three-phase coordinate system into Cartesian coordinate system in the model decreased the overall number of equations by one third. The use of Cartesian coordinate system does not ignore the DC component during transient conditions, but restricts the model's implementation for symmetrical modes of operation only. An example of the input data for a four-bus radial electric power system has been calculated.

Keywords: Mathematical Modelling, Radial Power System, Steady-State, Transients

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Authors: Amnah E. Shammahy

Abstract:

In this paper, we study the boundedness and compactness of the weighted composition operator W_u,φ, which is induced by an holomorphic function u and holomorphic self-map φ, acting between the N_K-space and the Bers-type space H^∞_α on the unit disk.

Keywords: Weighted composition operators, NK-space, Bers-type space.

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Authors: Ramya Dorai, M. Rajaram

Abstract:

A Mobile Adhoc Network (MANET) is a collection of mobile nodes that communicate with each other with wireless links and without pre-existing communication infrastructure. Routing is an important issue which impacts network performance. As MANETs lack central administration and prior organization, their security concerns are different from those of conventional networks. Wireless links make MANETs susceptible to attacks. This study proposes a new trust mechanism to mitigate wormhole attack in MANETs. Different optimization techniques find available optimal path from source to destination. This study extends trust and reputation to an improved link quality and channel utilization based Adhoc Ondemand Multipath Distance Vector (AOMDV). Differential Evolution (DE) is used for optimization.

Keywords: Mobile Adhoc Network (MANET), Adhoc Ondemand Multi-Path Distance Vector (AOMDV), Trust and Reputation, Differential Evolution (DE), Link Quality, Channel Utilization.

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Authors: Henri El Zakhem, Christina Romanos, Charlie Bakhos, Hassan Chahal, Jessica Koura

Abstract:

Squalene is a valuable component of the oil composed of 30 carbon atoms and is mainly used for cosmetic materials. The main concern of this article is to study the Squalene composition in the Lebanese olive oil and to compare it with foreign oil results. To our knowledge, extraction of Squalene from the Lebanese olive oil has not been conducted before. Three different techniques were studied and experiments were performed on three brands of olive oil, Al Wadi Al Akhdar, Virgo Bio and Boulos. The techniques performed are the Fractional Crystallization, the Soxhlet and the Esterification. By comparing the results, it is found that the Lebanese oil contains squalene and Soxhlet method is the most effective between the three methods extracting about 6.5E-04 grams of Squalene per grams of olive oil.

Keywords: Squalene, extraction, crystallization, Soxhlet.‎

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Authors: Bilal Barakeh

Abstract:

In this paper we discuss the effect of unbounded particle interaction operator on particle growth and we study how this can address the choice of appropriate time steps of the numerical simulation. We provide also rigorous mathematical proofs showing that large particles become dominating with increasing time while small particles contribute negligibly. Second, we discuss the efficiency of the algorithm by performing numerical simulations tests and by comparing the simulated solutions with some known analytic solutions to the Smoluchowski equation.

Keywords: Stochastic processes, coagulation of particles, numerical scheme.

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Authors: Paola Lecca, Lorenzo Dematte

Abstract:

Reactiondiffusion systems are mathematical models that describe how the concentration of one or more substances distributed in space changes under the influence of local chemical reactions in which the substances are converted into each other, and diffusion which causes the substances to spread out in space. The classical representation of a reaction-diffusion system is given by semi-linear parabolic partial differential equations, whose general form is ÔêétX(x, t) = DΔX(x, t), where X(x, t) is the state vector, D is the matrix of the diffusion coefficients and Δ is the Laplace operator. If the solute move in an homogeneous system in thermal equilibrium, the diffusion coefficients are constants that do not depend on the local concentration of solvent and of solutes and on local temperature of the medium. In this paper a new stochastic reaction-diffusion model in which the diffusion coefficients are function of the local concentration, viscosity and frictional forces of solvent and solute is presented. Such a model provides a more realistic description of the molecular kinetics in non-homogenoeus and highly structured media as the intra- and inter-cellular spaces. The movement of a molecule A from a region i to a region j of the space is described as a first order reaction Ai k- → Aj , where the rate constant k depends on the diffusion coefficient. Representing the diffusional motion as a chemical reaction allows to assimilate a reaction-diffusion system to a pure reaction system and to simulate it with Gillespie-inspired stochastic simulation algorithms. The stochastic time evolution of the system is given by the occurrence of diffusion events and chemical reaction events. At each time step an event (reaction or diffusion) is selected from a probability distribution of waiting times determined by the specific speed of reaction and diffusion events. Redi is the software tool, developed to implement the model of reaction-diffusion kinetics and dynamics. It is a free software, that can be downloaded from http://www.cosbi.eu. To demonstrate the validity of the new reaction-diffusion model, the simulation results of the chaperone-assisted protein folding in cytoplasm obtained with Redi are reported. This case study is redrawing the attention of the scientific community due to current interests on protein aggregation as a potential cause for neurodegenerative diseases.

Keywords: Reaction-diffusion systems, Fick's law, stochastic simulation algorithm.

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Authors: H. B. Kekre, Tanuja K. Sarode

Abstract:

Mostly transforms are used for speech data compressions which are lossy algorithms. Such algorithms are tolerable for speech data compression since the loss in quality is not perceived by the human ear. However the vector quantization (VQ) has a potential to give more data compression maintaining the same quality. In this paper we propose speech data compression algorithm using vector quantization technique. We have used VQ algorithms LBG, KPE and FCG. The results table shows computational complexity of these three algorithms. Here we have introduced a new performance parameter Average Fractional Change in Speech Sample (AFCSS). Our FCG algorithm gives far better performance considering mean absolute error, AFCSS and complexity as compared to others.

Keywords: Vector Quantization, Data Compression, Encoding, , Speech coding.

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Authors: Tulika Bhattacharjee, A. K.Chakraborty

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Due to the deregulation of the Electric Supply Industry and the resulting emergence of electricity market, the volumes of power purchases are on the rise all over the world. In a bid to meet the customer-s demand in a reliable and yet economic manner, utilities purchase power from the energy market over and above its own production. This paper aims at developing an optimal power purchase model with two objectives viz economy and environment ,taking various functional operating constraints such as branch flow limits, load bus voltage magnitudes limits, unit capacity constraints and security constraints into consideration.The price of purchased power being an uncertain variable is modeled using fuzzy logic. DEMO (Differential Evolution For Multi-objective Optimization) is used to obtain the pareto-optimal solution set of the multi-objective problem formulated. Fuzzy set theory has been employed to extract the best compromise non-dominated solution. The results obtained on IEEE 30 bus system are presented and compared with that of NSGAII.

Keywords: Deregulation, Differential Evolution, Multi objective Optimization, Pareto Optimal Set, Optimal Power Flow

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Authors: Hanan Rizk

Abstract:

Heat exchanger is a device used to mix liquids having different temperatures. In this case, the temperature control becomes a critical objective. This research work presents the temperature control of the double-pipe heat exchanger (multi-input multi-output (MIMO) system), which is modeled as first-order coupled hyperbolic partial differential equations (PDEs), using conventional and advanced control techniques, and develops appropriate robust control strategy to meet stability requirements and performance objectives. We designed the proportional–integral–derivative (PID) controller and H-infinity controller for a heat exchanger (HE) system. Frequency characteristics of sensitivity functions and open-loop and closed-loop time responses are simulated using MATLAB software and the stability of the system is analyzed using Kalman's test. The simulation results have demonstrated that the H-infinity controller is more efficient than PID in terms of robustness and performance.

Keywords: heat exchanger, multi-input multi-output system, MATLAB simulation, partial differential equations, PID controller, robust control

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Authors: H. Dardour, S. Mazouz, A. Bellagi

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For many industrial applications plate heat exchangers are demonstrating a large superiority over the other types of heat exchangers. The efficiency of such a device depends on numerous factors the effect of which needs to be analysed and accurately evaluated. In this paper we present a theoretical analysis of a cocurrent plate heat exchanger and the results of its numerical simulation. Knowing the hot and the cold fluid streams inlet temperatures, the respective heat capacities mCp and the value of the overall heat transfer coefficient, a 1-D mathematical model based on the steady flow energy balance for a differential length of the device is developed resulting in a set of N first order differential equations with boundary conditions where N is the number of channels.For specific heat exchanger geometry and operational parameters, the problem is numerically solved using the shooting method. The simulation allows the prediction of the temperature map in the heat exchanger and hence, the evaluation of its performances. A parametric analysis is performed to evaluate the influence of the R-parameter on the e-NTU values. For practical purposes effectiveness-NTU graphs are elaborated for specific heat exchanger geometry and different operating conditions.

Keywords: Plate heat exchanger, thermal performance, NTU, effectiveness.

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Authors: Ferdi Sönmez, Nihal Yorulmaz

Abstract:

Decision making on the true planning of the public transportation systems to serve potential users is a must for metropolitan areas. To take attraction of travelers to projected modes of transport, adequately fair overall travel times should be provided. In this fashion, other benefits such as lower traffic congestion, road safety and lower noise and atmospheric pollution may be earned. The congestion which comes with increasing demand of public transportation is becoming a part of our lives and making residents’ life difficult. Hence, regulations should be done to reduce this congestion. To provide a constructive and balanced regulation in public transportation systems, right stations should be located in right places. In this study, it is aimed to design and implement a Decision Support System (DSS) Application to determine the optimal bus stop places for public transport in Istanbul which is one of the biggest and oldest cities in the world. Required information is gathered from IETT (Istanbul Electricity, Tram and Tunnel) Enterprises which manages all public transportation services in Istanbul Metropolitan Area. By using the most real-like values, cost assignments are made. The cost is calculated with the help of equations produced by bi-level optimization model. For this study, 300 buses, 300 drivers, 10 lines and 110 stops are used. The user cost of each station and the operator cost taken place in lines are calculated. Some components like cost, security and noise pollution are considered as significant factors affecting the solution of set covering problem which is mentioned for identifying and locating the minimum number of possible bus stops. Preliminary research and model development for this study refers to previously published article of the corresponding author. Model results are represented with the intent of decision support to the specialists on locating stops effectively.

Keywords: User cost, bi-level optimization model, decision support, operator cost, transportation.

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Authors: S. S. Nafee, A. K. Al-Ramady, S. A. Shaheen

Abstract:

The mixed oxide nuclear fuel (MOX) of U and Pu contains several percent of fission products and minor actinides, such as neptunium, americium and curium. It is important to determine accurately the decay heat from Curium isotopes as they contribute significantly in the MOX fuel. This heat generation can cause samples to melt very quickly if excessive quantities of curium are present. In the present paper, we introduce a new approach that can predict the decay heat from curium isotopes. This work is a part of the project funded by King Abdulaziz City of Science and Technology (KASCT), Long-Term Comprehensive National Plan for Science, Technology and Innovations, and take place in King Abdulaziz University (KAU), Saudi Arabia. The approach is based on the numerical solution of coupled linear differential equations that describe decays and buildups of many nuclides to calculate the decay heat produced after shutdown. Results show the consistency and reliability of the approach applied.

Keywords: Decay heat, Mixed oxide nuclear fuel, Numerical Solution of Linear Differential Equations, and Curium isotopes

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Authors: Rajiv Kumar, Arthanariee A. M.

Abstract:

Image segmentation is the process to segment a given image into several parts so that each of these parts present in the image can be further analyzed. There are numerous techniques of image segmentation available in literature. In this paper, authors have been analyzed the edge-based approach for image segmentation. They have been implemented the different edge operators like Prewitt, Sobel, LoG, and Canny on the basis of their threshold parameter. The results of these operators have been shown for various images.

Keywords: Edge Operator, Edge-based Segmentation, Image Segmentation, Matlab 10.4.

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Authors: L. Vítek

Abstract:

The Czech Republic has over the past decade carried out two waves of tax and benefit reforms. The first one took place in 2005–2006 during the left-wing government and the second one has been carried out in 2008 by the right-wing government. Using EUSILC data for selected types of households, the paper assesses changes in the distribution of gross incomes and effects of the changes in taxes and benefits on the distribution of incomes after taxes and a provision of social benefits. The analysis is carried out on four types of households with and without children. The analysis is performed using Lorenz curves and Gini coefficients. The results show that the tax system changes the distribution of incomes less significantly than benefits. The 2006 reform reduced the differential between the Gini coefficient for the gross income and the Gini coefficient after taxes and benefits for households with active parents and one child. Reform in 2008 supported families with children and an reduced the differential between the gross income and income after taxes and benefits for different types of families.

Keywords: Czech Republic, redistribution, tax reforms.

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Authors: Feras Al-Obeidat, Nabil Belacel, Juan A. Carretero, Prabhat Mahanti,

Abstract:

In this paper, a new learning algorithm based on a hybrid metaheuristic integrating Differential Evolution (DE) and Reduced Variable Neighborhood Search (RVNS) is introduced to train the classification method PROAFTN. To apply PROAFTN, values of several parameters need to be determined prior to classification. These parameters include boundaries of intervals and relative weights for each attribute. Based on these requirements, the hybrid approach, named DEPRO-RVNS, is presented in this study. In some cases, the major problem when applying DE to some classification problems was the premature convergence of some individuals to local optima. To eliminate this shortcoming and to improve the exploration and exploitation capabilities of DE, such individuals were set to iteratively re-explored using RVNS. Based on the generated results on both training and testing data, it is shown that the performance of PROAFTN is significantly improved. Furthermore, the experimental study shows that DEPRO-RVNS outperforms well-known machine learning classifiers in a variety of problems.

Keywords: Knowledge Discovery, Differential Evolution, Reduced Variable Neighborhood Search, Multiple criteria classification, PROAFTN, Supervised Learning.

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Authors: T. Jayanthi, K. Velusamy, H. Seetha, S. A. V. Satya Murty

Abstract:

Verification and Validation of Simulated Process Model is the most important phase of the simulator life cycle. Evaluation of simulated process models based on Verification and Validation techniques checks the closeness of each component model (in a simulated network) with the real system/process with respect to dynamic behaviour under steady state and transient conditions. The process of Verification and Validation helps in qualifying the process simulator for the intended purpose whether it is for providing comprehensive training or design verification. In general, model verification is carried out by comparison of simulated component characteristics with the original requirement to ensure that each step in the model development process completely incorporates all the design requirements. Validation testing is performed by comparing the simulated process parameters to the actual plant process parameters either in standalone mode or integrated mode. A Full Scope Replica Operator Training Simulator for PFBR - Prototype Fast Breeder Reactor has been developed at IGCAR, Kalpakkam, INDIA named KALBR-SIM (Kalpakkam Breeder Reactor Simulator) where in the main participants are engineers/experts belonging to Modeling Team, Process Design and Instrumentation & Control design team. This paper discusses about the Verification and Validation process in general, the evaluation procedure adopted for PFBR operator training Simulator, the methodology followed for verifying the models, the reference documents and standards used etc. It details out the importance of internal validation by design experts, subsequent validation by external agency consisting of experts from various fields, model improvement by tuning based on expert’s comments, final qualification of the simulator for the intended purpose and the difficulties faced while co-coordinating various activities.

Keywords: Verification and Validation (V&V), Prototype Fast Breeder Reactor (PFBR), Kalpakkam Breeder Reactor Simulator (KALBR-SIM), Steady State, Transient State.

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Authors: Srilekha Mukherjee, Subha Ash, Goutam Sanyal

Abstract:

Information security plays a major role in uplifting the standard of secured communications via global media. In this paper, we have suggested a technique of encryption followed by insertion before transmission. Here, we have implemented two different concepts to carry out the above-specified tasks. We have used a two-point crossover technique of the genetic algorithm to facilitate the encryption process. For each of the uniquely identified rows of pixels, different mathematical methodologies are applied for several conditions checking, in order to figure out all the parent pixels on which we perform the crossover operation. This is done by selecting two crossover points within the pixels thereby producing the newly encrypted child pixels, and hence the encrypted cover image. In the next lap, the first and second order derivative operators are evaluated to increase the security and robustness. The last lap further ensures reapplication of the crossover procedure to form the final stego-image. The complexity of this system as a whole is huge, thereby dissuading the third party interferences. Also, the embedding capacity is very high. Therefore, a larger amount of secret image information can be hidden. The imperceptible vision of the obtained stego-image clearly proves the proficiency of this approach.

Keywords: Steganography, Crossover, Differential Calculus, Peak Signal to Noise Ratio, Cross-correlation Coefficient.

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Authors: G.Ashwini, A.T.Eswara

Abstract:

This paper examines the forced convection flow of incompressible, electrically conducting viscous fluid past a sharp wedge in the presence of heat generation or absorption with an applied magnetic field. The system of partial differential equations governing Falkner - Skan wedge flow and heat transfer is first transformed into a system of ordinary differential equations using similarity transformations which is later solved using an implicit finite - difference scheme, along with quasilinearization technique. Numerical computations are performed for air (Pr = 0.7) and displayed graphically to illustrate the influence of pertinent physical parameters on local skin friction and heat transfer coefficients and, also on, velocity and temperature fields. It is observed that the magnetic field increases both the coefficients of skin friction and heat transfer. The effect of heat generation or absorption is found to be very significant on heat transfer, but its effect on the skin friction is negligible. Indeed, the occurrence of overshoot is noticed in the temperature profiles during heat generation process, causing the reversal in the direction of heat transfer.

Keywords: Heat generation / absorption, MHD Falkner- Skan flow, skin friction and heat transfer

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Authors: N. Parimala, P. Pahwa

Abstract:

OLAP uses multidimensional structures, to provide access to data for analysis. Traditionally, OLAP operations are more focused on retrieving data from a single data mart. An exception is the drill across operator. This, however, is restricted to retrieving facts on common dimensions of the multiple data marts. Our concern is to define further operations while retrieving data from multiple data marts. Towards this, we have defined six operations which coalesce data marts. While doing so we consider the common as well as the non-common dimensions of the data marts.

Keywords: Data warehouse, Dimension, OLAP, Star Schema.

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Authors: T. Cornelius

Abstract:

Masonry cavity walls are loaded by wind pressure and vertical load from upper floors. These loads results in bending moments and compression forces in the ties connecting the outer and the inner wall in a cavity wall. Large cavity walls are furthermore loaded by differential movements from the temperature gradient between the outer and the inner wall, which results in critical increase of the bending moments in the ties. Since the ties are loaded by combined compression and moment forces, the loadbearing capacity is derived from instability equilibrium equations. Most of them are iterative, since exact instability solutions are complex to derive, not to mention the extra complexity introducing dimensional instability from the temperature gradients. Using an inverse variable substitution and comparing an exact theory with an analytical instability solution a method to design tie-connectors in cavity walls was developed. The method takes into account constraint conditions limiting the free length of the wall tie, and the instability in case of pure compression which gives an optimal load bearing capacity. The model is illustrated with examples from praxis.

Keywords: Masonry, tie connectors, cavity wall, instability, differential movements, combined bending and compression.

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Authors: A.S.N.Murti, D.R.V.S.R.K. Sastry, P.K. Kameswaran, T. Poorna Kantha

Abstract:

In this paper, the effects of radiation, chemical reaction and double dispersion on mixed convection heat and mass transfer along a semi vertical plate are considered. The plate is embedded in a Newtonian fluid saturated non - Darcy (Forchheimer flow model) porous medium. The Forchheimer extension and first order chemical reaction are considered in the flow equations. The governing sets of partial differential equations are nondimensionalized and reduced to a set of ordinary differential equations which are then solved numerically by Fourth order Runge– Kutta method. Numerical results for the detail of the velocity, temperature, and concentration profiles as well as heat transfer rates (Nusselt number) and mass transfer rates (Sherwood number) against various parameters are presented in graphs. The obtained results are checked against previously published work for special cases of the problem and are found to be in good agreement.

Keywords: Radiation, Chemical reaction, Double dispersion, Mixed convection, Heat and Mass transfer

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Authors: Miklos Palfia

Abstract:

An iterative definition of any n variable mean function is given in this article, which iteratively uses the two-variable form of the corresponding two-variable mean function. This extension method omits recursivity which is an important improvement compared with certain recursive formulas given before by Ando-Li-Mathias, Petz- Temesi. Furthermore it is conjectured here that this iterative algorithm coincides with the solution of the Riemann centroid minimization problem. Certain simulations are given here to compare the convergence rate of the different algorithms given in the literature. These algorithms will be the gradient and the Newton mehod for the Riemann centroid computation.

Keywords: Means, matrix means, operator means, geometric mean, Riemannian center of mass.

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Authors: M. M. Rahman

Abstract:

The present contribution deals with the thermophoretic deposition of nanoparticles over a rapidly rotating permeable disk in the presence of partial slip, magnetic field, thermal radiation, thermal-diffusion, and diffusion-thermo effects. The governing nonlinear partial differential equations such as continuity, momentum, energy and concentration are transformed into nonlinear ordinary differential equations using similarity analysis, and the solutions are obtained through the very efficient computer algebra software MATLAB. Graphical results for non-dimensional concentration and temperature profiles including thermophoretic deposition velocity and Stanton number (thermophoretic deposition flux) in tabular forms are presented for a range of values of the parameters characterizing the flow field. It is observed that slip mechanism, thermal-diffusion, diffusion-thermo, magnetic field and radiation significantly control the thermophoretic particles deposition rate. The obtained results may be useful to many industrial and engineering applications.

Keywords: Boundary layer flows, convection, diffusion-thermo, rotating disk, thermal-diffusion, thermophoresis.

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Authors: Mohammed T. Simsim

Abstract:


This paper discusses telecominication market developments in Saudi Arabia. Empirical research was carried in the holy city of Makkah to study the customer's preference for mobile cellular service and  
the factor influencing their subscription of the mobile 
phone service. Results indicate that the financial factor sicnificantly influence the customer's selection of the service provider.  


   

  
  



 


  


  




 
 
  



 
 


  
 


 
   

Keywords: Customer, Makkah, Mobile phone, Operator, Saudi Arabia

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Authors: Roslinda Nazar, Amin Noor, Khamisah Jafar, Ioan Pop

Abstract:

In this paper, the steady laminar three-dimensional boundary layer flow and heat transfer of a copper (Cu)-water nanofluid in the vicinity of a permeable shrinking flat surface in an otherwise quiescent fluid is studied. The nanofluid mathematical model in which the effect of the nanoparticle volume fraction is taken into account is considered. The governing nonlinear partial differential equations are transformed into a system of nonlinear ordinary differential equations using a similarity transformation which is then solved numerically using the function bvp4c from Matlab. Dual solutions (upper and lower branch solutions) are found for the similarity boundary layer equations for a certain range of the suction parameter. A stability analysis has been performed to show which branch solutions are stable and physically realizable. The numerical results for the skin friction coefficient and the local Nusselt number as well as the velocity and temperature profiles are obtained, presented and discussed in detail for a range of various governing parameters.

Keywords: Heat Transfer, Nanofluid, Shrinking Surface, Stability Analysis, Three-Dimensional Flow.

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Authors: Taro Matsuno, Yuta Otani, Ryo Tanaka, Kaori Ikezaki, Hitoshi Yamamoto, Masaru Fujieda, Yoshihisa Ishida

Abstract:

This paper presents an improvement method of the multiple pitch estimation algorithm using comb filters. Conventionally the pitch was estimated by using parallel -connected comb filters method (PCF). However, PCF has problems which often fail in the pitch estimation when there is the fundamental frequency of higher tone near harmonics of lower tone. Therefore the estimation is assigned to a wrong note when shared frequencies happen. This issue often occurs in estimating octave 3 or more. Proposed method, for solving the problem, estimates the pitch with every harmonic instead of every octave. As a result, our method reaches the accuracy of more than 80%.

Keywords: music transcription, pitch estimation, comb filter, fractional delay

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Authors: Amadi Ugwulo Chinyere, Lewis D. Gbarayorks, Emem N. H. Inamete

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In this paper, the mandatory contribution, additional voluntary contribution (AVC) and administrative charges are merged together to determine the optimal investment strategy (OIS) for a pension plan member (PPM) in a defined contribution (DC) pension scheme under the modified constant elasticity of variance (M-CEV) model. We assume that the voluntary contribution is a stochastic process and a portfolio consisting of one risk free asset and one risky asset modeled by the M-CEV model is considered. Also, a stochastic differential equation consisting of PPM’s monthly contributions, voluntary contributions and administrative charges is obtained. More so, an optimization problem in the form of Hamilton Jacobi Bellman equation which is a nonlinear partial differential equation is obtained. Using power transformation and change of variables method, an explicit solution of the OIS and the value function are obtained under constant absolute risk averse (CARA). Furthermore, numerical simulations on the impact of some sensitive parameters on OIS were discussed extensively. Finally, our result generalizes some existing result in the literature.

Keywords: DC pension fund, modified constant elasticity of variance, optimal investment strategies, voluntary contribution, administrative charges.

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Authors: Grigorios N. Beligiannis, Georgios A. Tsirogiannis, Panayotis E. Pintelas

Abstract:

In this contribution, a way to enhance the performance of the classic Genetic Algorithm is proposed. The idea of restarting a Genetic Algorithm is applied in order to obtain better knowledge of the solution space of the problem. A new operator of 'insertion' is introduced so as to exploit (utilize) the information that has already been collected before the restarting procedure. Finally, numerical experiments comparing the performance of the classic Genetic Algorithm and the Genetic Algorithm with restartings, for some well known test functions, are given.

Keywords: Genetic Algorithms, Restartings, Search space exploration, Search space exploitation.

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